Fund profile
Tickers
FGMNX
Fund manager
Total assets
$4.13 bn
Liabilities
$2.11 bn
Net assets
$2.03 bn
Number of holdings
2.24 k
Top 200 of 2243 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GNII II 3% 05/01/2054 #TBA | 206.11 mm | 242.30 mm principal | 10.18 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 05/01/2054 #TBA | 176.96 mm | 174.75 mm principal | 8.74 | ABS-mortgage backed security | Long | USA |
GNII II 2% 05/01/2054 #TBA | 156.38 mm | 198.68 mm principal | 7.72 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6.5% 05/01/2054 #TBA | 122.47 mm | 121.50 mm principal | 6.05 | ABS-mortgage backed security | Long | USA |
GNII II 2% 01/20/2051#MA7135 | 117.20 mm | 148.75 mm principal | 5.79 | ABS-mortgage backed security | Long | USA |
Fidelity Cash Central Fund | 114.64 mm | 114.62 mm shares | 5.66 | Short-term investment vehicle | Long | USA |
GNII II 6% 05/01/2054 #TBA | 105.13 mm | 104.80 mm principal | 5.19 | ABS-mortgage backed security | Long | USA |
GNII II 6% 06/01/2054 #TBA | 104.59 mm | 104.80 mm principal | 5.16 | ABS-mortgage backed security | Long | USA |
GNII II 2% 02/20/2051#MA7192 | 89.57 mm | 113.69 mm principal | 4.42 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 11/51#MA7705 | 87.37 mm | 106.49 mm principal | 4.31 | ABS-mortgage backed security | Long | USA |
GNII II 2% 06/01/2054 #TBA | 79.05 mm | 100.35 mm principal | 3.90 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 04/20/2050#MA6598 | 78.19 mm | 94.71 mm principal | 3.86 | ABS-mortgage backed security | Long | USA |
GNII II 5% 05/01/2054 #TBA | 77.36 mm | 80.80 mm principal | 3.82 | ABS-mortgage backed security | Long | USA |
GNMA II 3.5% 11/20/2047#784391 | 71.32 mm | 79.63 mm principal | 3.52 | ABS-mortgage backed security | Long | USA |
GNII II 6% 07/01/2054 #TBA | 59.95 mm | 60.23 mm principal | 2.96 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 5% 05/01/2054 #TBA | 50.44 mm | 53.20 mm principal | 2.49 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.375% 12/15/2026 | 49.12 mm | 49.79 mm principal | 2.42 | Debt | Long | USA |
GNII II 4.5% 05/01/2054 #TBA | 46.30 mm | 49.70 mm principal | 2.29 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 07/20/2051#MA7472 | 44.18 mm | 53.85 mm principal | 2.18 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6% 05/01/2054 #TBA | 39.85 mm | 40.20 mm principal | 1.97 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.25% 03/15/2027 | 37.62 mm | 38.27 mm principal | 1.86 | Debt | Long | USA |
UST NOTES 4.125% 02/15/2027 | 37.23 mm | 37.99 mm principal | 1.84 | Debt | Long | USA |
GNMA II 4.5% 11/20/2052#MA8427 | 34.75 mm | 37.27 mm principal | 1.72 | ABS-mortgage backed security | Long | USA |
GNII II 2% 09/20/2050#MA6864 | 34.36 mm | 43.58 mm principal | 1.70 | ABS-mortgage backed security | Long | USA |
GNII II 5.5% 05/01/2054 #TBA | 30.41 mm | 31.00 mm principal | 1.50 | ABS-mortgage backed security | Long | USA |
GNII II 2% 10/20/2050#MA6930 | 25.08 mm | 31.82 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 01/15/2027 | 21.97 mm | 22.49 mm principal | 1.08 | Debt | Long | USA |
UST NOTES 3.625% 05/31/2028 | 21.89 mm | 22.86 mm principal | 1.08 | Debt | Long | USA |
UMBS 30YR 2% 05/01/2054 #TBA | 21.26 mm | 28.15 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6% 06/01/2054 #TBA | 19.50 mm | 19.68 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 08/20/2051#785602 | 18.54 mm | 22.90 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 17.47 mm | 19.51 mm principal | 0.86 | Debt | Long | USA |
GNII II 2.5% 03/20/2050#MA6540 | 16.47 mm | 19.95 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
GNII II 2% 11/20/2050#MA6994 | 15.87 mm | 20.14 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 09/20/2051#MA7589 | 15.17 mm | 18.49 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 4% 05/01/2054 #TBA | 14.30 mm | 16.00 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
GNMA II 3.0% 12/20/2042#AA5872 | 13.08 mm | 14.99 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
GNII II 2% 12/20/2050#MA7051 | 12.96 mm | 16.44 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
GNR 2010-160 DY 4% 12/20/2040 | 12.53 mm | 13.36 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
UST NOTES 4.625% 03/15/2026 | 12.49 mm | 12.59 mm principal | 0.62 | Debt | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 2017-139 K 3% 08/20/2047 | 11.69 mm | 13.16 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 2% 04/51#MA7311 | 11.57 mm | 14.69 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
GNMA 2016-17A 3% 2/46 | 11.40 mm | 12.73 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 5.5% 06/01/2054 #TBA | 11.26 mm | 11.50 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
GNII II 3% 07/46#MA3873 | 11.13 mm | 12.89 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 04/01/2052#MA4580 | 10.76 mm | 12.47 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.875% 01/15/2026 | 10.43 mm | 10.64 mm principal | 0.51 | Debt | Long | USA |
GNMA 3.50% 4/42 #779088 | 10.00 mm | 11.04 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 3% 10/49#BQ0779 | 9.56 mm | 11.13 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
GNII II 4.00% 10/41 #005280 | 9.37 mm | 10.04 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
GNII II 3.0% 2/20/43 #MA0782 | 9.26 mm | 10.48 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 | 9.17 mm | 11.01 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
UMBS 30YR 3.5% 05/01/2054 #TBA | 9.14 mm | 10.60 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068 | 9.06 mm | 9.52 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 3.0% 07/20/2043#MA1374 | 8.97 mm | 10.18 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 4.5% 05/01/2054 #TBA | 8.94 mm | 9.70 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 09/20/2051#785616 | 8.89 mm | 10.98 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 8.66 mm | 10.32 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3% 03/20/2043#AA6146 | 8.66 mm | 9.92 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 5.5% 11/01/2052#CB5139 | 8.63 mm | 8.87 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNII II 3.5% 06/20/2044#MA1995 | 8.29 mm | 9.22 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 7/42 #AA5451 | 7.94 mm | 8.78 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 06/20/2051#MA7418 | 7.57 mm | 9.22 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 04/20/2052# | 7.44 mm | 9.07 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GNII II 3.0% 01/20/2043#MA0698 | 7.35 mm | 8.32 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA 13-149 MA 2.5% 5/20/40 | 7.23 mm | 7.53 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
UMBS 30YR 4% 06/01/2054 #TBA | 7.15 mm | 8.00 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GNR 2017-75 PT VAR 05/47 | 6.98 mm | 7.13 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3.5% 11/20/2044#AK2823 | 6.91 mm | 7.72 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GNII II 3% 07/20/2046#MA3802 | 6.79 mm | 7.86 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2.5% 05/01/2054 #TBA | 6.73 mm | 8.50 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 | 6.60 mm | 7.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2035 | 6.54 mm | 6.53 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 30YR 3.5% 09/01/2051# | 6.51 mm | 7.50 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2.5% 11/01/2041#SC0210 | 6.45 mm | 7.58 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 3/42 #783550 | 6.35 mm | 7.01 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNR 2004-86 G 6% 10/34 | 6.33 mm | 6.27 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 | 6.02 mm | 7.11 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 2.5% 03/20/2047#MA4319 | 5.88 mm | 7.07 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
FNMA GTD MTG PASS THRU CTF 2020-75 HA 1.5% 12/25/2044 | 5.86 mm | 6.90 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 3.5% 04/20/2043#MA0934 | 5.61 mm | 6.20 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2% 06/01/2035#BP5671 | 5.59 mm | 6.40 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA 5.00% 1/40 #711066 | 5.39 mm | 5.50 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
GNII II 3.0% 12/20/2042#MA0624 | 5.38 mm | 6.09 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045 | 5.38 mm | 6.06 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 30YR 3.5% 05/15/2042#779221 | 5.10 mm | 5.63 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 4% 04/20/2040 | 5.09 mm | 5.39 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3.5% 03/20/2043#783737 | 5.05 mm | 5.58 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 04/20/2049 | 4.94 mm | 4.99 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 4.50% 6/39 #703023 | 4.94 mm | 5.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 08/20/2051#785564 | 4.86 mm | 6.01 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 09/20/2051#785619 | 4.81 mm | 5.95 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 6% 06/01/2053#CB6538 | 4.80 mm | 4.79 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNR 2005-47 ZY 6% 6/35 | 4.79 mm | 4.76 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 3.50% 4/42 #779086 | 4.78 mm | 5.28 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNII II 2% 01/20/2052#MA7826 | 4.66 mm | 5.92 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 1/42 #553452 | 4.60 mm | 5.08 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 | 4.59 mm | 5.45 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 4.00% 10/40 #737559 | 4.55 mm | 4.87 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNR 2010-H17 FA TSFR1M+44.448 7/60 | 4.55 mm | 4.56 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GNR 2010-H18 AF TSFR1M+41.448 9/60 | 4.51 mm | 4.53 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 4.00% 1/41 #004922 | 4.46 mm | 4.77 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNR 2010-H19 FG TSFR1M+41.448 8/60 | 4.20 mm | 4.21 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 2.5% 12/20/2051#785792 | 4.16 mm | 5.14 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA 5.00% 6/40 #733726 | 4.13 mm | 4.22 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA II 3% 06/20/2050#BV5270 | 4.11 mm | 4.86 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 4/42 #766653 | 4.04 mm | 4.47 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 6.5% 10/01/2053#RJ0001 | 4.04 mm | 3.96 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 6.5% 10/01/2053#RJ0002 | 3.97 mm | 3.90 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 1.5% 02/01/2051#SD8127 | 3.97 mm | 5.51 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 3/42 #733805 | 3.96 mm | 4.37 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 1.5% 01/01/2051#MA4236 | 3.94 mm | 5.48 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 1.5% 01/01/2051#SD8120 | 3.91 mm | 5.43 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GNMA 4.50% 3/41 #783295 | 3.89 mm | 4.09 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GNII II 4% 05/46#MA3664 | 3.88 mm | 4.21 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 1.5% 11/01/2035#MA4178 | 3.87 mm | 4.56 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051 | 3.87 mm | 4.18 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 | 3.83 mm | 4.43 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3% 09/20/2046#AT8217 | 3.73 mm | 4.33 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNII II 4.00% 10/41 #005203 | 3.70 mm | 3.97 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA II 3% 03/20/2043#AD8812 | 3.69 mm | 4.23 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 3.5% 03/01/2042#SC0295 | 3.65 mm | 4.06 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNII II 3.5% 05/43 #MA1012 | 3.64 mm | 4.04 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNR 2010-H03 FA TSFR1M+66.448 3/60 | 3.64 mm | 3.64 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 | 3.63 mm | 3.91 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 2017-H06 FA T1Y+35 08/66 | 3.62 mm | 3.64 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 5% 9/33 #003442 | 3.58 mm | 3.64 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNII II 4.00% 9/40 #004800 | 3.56 mm | 3.82 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 01/20/2043#MA0697 | 3.56 mm | 4.18 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA II 4% 04/47#784304 | 3.51 mm | 3.84 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 08/20/2051#785575 | 3.50 mm | 4.33 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNMA II 4% 04/20/2047#784303 | 3.47 mm | 3.80 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 6% 06/01/2053#CB6539 | 3.46 mm | 3.46 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 | 3.44 mm | 4.10 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 4% 01/20/2042#AA0228 | 3.40 mm | 3.67 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 3.7% 10/15/2042#783717 | 3.40 mm | 3.74 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 06/01/2054 #TBA | 3.38 mm | 4.48 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 3% 02/15/2038#752126 | 3.26 mm | 3.66 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GNMA II 3% 07/20/2050#BV5269 | 3.24 mm | 3.83 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
US 10YR NOTE FUT (CBT)JUN24 TYM4 | 3.23 mm | -1.18 k contracts | 0.16 | Interest rate derivative | N/A | USA |
GNMA II 3% 07/20/2050#BV5275 | 3.10 mm | 3.66 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 | 3.07 mm | 3.55 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 4.50% 1/40 #711074 | 3.06 mm | 3.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GNMA II 3.75% 11/20/2046#AS8118 | 2.99 mm | 3.32 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GNR 2010-H010 FA TSFR1M+44.448 5/60 | 2.97 mm | 2.98 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049 | 2.94 mm | 3.60 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 5.00% 11/39 #710991 | 2.94 mm | 3.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GNMA II 3.5% 02/20/2043#AD1755 | 2.92 mm | 3.24 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2036 | 2.88 mm | 2.87 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 4.00% 10/41 #479494 | 2.86 mm | 3.07 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 | 2.82 mm | 3.19 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 2.625% 05/20/2050#BQ7080 | 2.80 mm | 3.42 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 4/42 #766654 | 2.76 mm | 3.05 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 4% 02/25/2046 | 2.72 mm | 14.80 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 3.50% 1/42 #553451 | 2.70 mm | 2.98 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT K727 A2 2.946% 07/25/2024 | 2.70 mm | 2.71 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2.5% 05/01/2041#SC0237 | 2.67 mm | 3.12 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GNMA II 3% 07/50#BV5263 | 2.66 mm | 3.14 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 2% 08/01/2036#RC2195 | 2.64 mm | 3.04 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 4% 09/15/2041#770662 | 2.53 mm | 2.71 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNMA II 3% 02/20/2050#BQ4127 | 2.45 mm | 2.90 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNMA II 5% 04/48#784805 | 2.41 mm | 2.45 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 12/20/2051#MA7767 | 2.39 mm | 2.92 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNII II 4% 03/20/2047#MA4322 | 2.39 mm | 2.60 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 10/20/2052#MA8343 | 2.33 mm | 2.84 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNR 2005-57 PB 5.5% 7/35 | 2.33 mm | 2.33 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 4.5% 04/20/2053#MA8799 | 2.31 mm | 2.48 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA 4.00% 4/41 #783307 | 2.30 mm | 2.46 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040 | 2.29 mm | 2.56 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3.0% 02/20/2043#AD1744 | 2.28 mm | 2.61 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA 3.50% 2/42 #778882 | 2.28 mm | 2.51 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA II 3.5% 05/20/2050#BT6874 | 2.28 mm | 2.59 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047 | 2.27 mm | 2.52 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 | 2.24 mm | 2.58 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 3.422% 02/25/2029 | 2.23 mm | 2.40 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NAT MTG AS REMIC PT 5.5% 08/20/2033 | 2.22 mm | 2.24 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040 | 2.20 mm | 2.48 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 3.0% 06/20/2042#783637 | 2.20 mm | 2.48 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
LCH OIS SOFRV3.75% MAC 06/20/31 | 2.19 mm | -63.74 mm contracts | 0.11 | Interest rate derivative | N/A | UK |
GNMA 30YR 4% 08/41#738637 | 2.18 mm | 2.34 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA II 3.75% 10/20/2045#AK8794 | 2.18 mm | 2.41 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044 | 2.17 mm | 2.33 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 30YR 5.5% 03/01/2053#SD7559 | 2.16 mm | 2.19 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 4% 12/15/2040#757031 | 2.15 mm | 2.30 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA II 5.0% 01/20/2035#781859 | 2.14 mm | 2.18 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 5% 11/01/2052#CB5128 | 2.14 mm | 2.23 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 3% 02/15/2038#752132 | 2.09 mm | 2.35 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNMA 15YR 2.5% 03/15/2028#AA8397 | 2.09 mm | 2.19 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNMA 4.00% 11/39 #711469 | 2.06 mm | 2.21 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 6% 11/01/2052#CB5049 | 2.05 mm | 2.06 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNR 2012-H01 FA TSFR1M+81.448 11/61 | 2.05 mm | 2.05 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA II 4.5% 09/20/2040#783111 | 2.03 mm | 2.11 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNMA 30YR 2.5% 12/15/2042#AB8379 | 2.02 mm | 2.38 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 1.5% 11/01/2035#BQ6318 | 1.99 mm | 2.34 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNR 2012-H06 FA TSFR1M+74.448 1/62 | 1.98 mm | 1.98 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
GNR 2010-170 B 4% 12/40 | 1.97 mm | 2.11 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA 15YR 2% 04/01/2036#FM6957 | 1.97 mm | 2.27 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNII II 3.5% 04/46#AS9198 | 1.96 mm | 2.19 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 1.5% 12/01/2035#SB8078 | 1.95 mm | 2.29 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 1.5% 11/01/2035#QN4156 | 1.93 mm | 2.27 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |