Fund profile
Fund manager
Total assets
$320.84 mm
Liabilities
$37.41 mm
Net assets
$283.42 mm
Number of holdings
90.00
90 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Federal Home Loan Banks | 24.38 mm | 25.00 mm principal | 8.60 | Debt | Long | USA |
U.S. Treasury Notes | 23.00 mm | 25.00 mm principal | 8.11 | Debt | Long | USA |
Barclays Capital, Inc. | 15.00 mm | 15.00 mm principal | 5.29 | Repurchase agreement | Long | USA |
U.S. Treasury Notes | 11.30 mm | 11.39 mm principal | 3.99 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 10.93 mm | 10.83 mm principal | 3.86 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 10.85 mm | 11.66 mm principal | 3.83 | Debt | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 10.42 mm | 10.42 mm shares | 3.68 | Short-term investment vehicle | Long | USA |
Federal Farm Credit Banks Funding Corp. | 8.92 mm | 10.00 mm principal | 3.15 | Debt | Long | USA |
U.S. Treasury Inflation-Protected Indexed Notes | 7.08 mm | 7.95 mm principal | 2.50 | Debt | Long | USA |
U.S. Treasury Notes | 6.95 mm | 7.00 mm principal | 2.45 | Debt | Long | USA |
Federal National Mortgage Association | 6.73 mm | 8.30 mm principal | 2.37 | Debt | Long | USA |
Tennessee Valley Authority | 5.74 mm | 6.00 mm principal | 2.03 | Debt | Long | USA |
U.S. Treasury Bonds | 5.59 mm | 7.50 mm principal | 1.97 | Debt | Long | USA |
Federal Home Loan Banks | 5.12 mm | 5.00 mm principal | 1.81 | Debt | Long | USA |
Tennessee Valley Authority | 5.04 mm | 5.00 mm principal | 1.78 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 4.98 mm | 5.00 mm principal | 1.76 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.97 mm | 5.00 mm principal | 1.75 | Debt | Long | USA |
Private Export Funding Corp. | 4.92 mm | 5.00 mm principal | 1.74 | Debt | Long | USA |
U.S. Treasury Notes | 4.88 mm | 5.00 mm principal | 1.72 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | 4.87 mm | 5.00 mm principal | 1.72 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.81 mm | 5.00 mm principal | 1.70 | Debt | Long | USA |
U.S. Treasury Notes | 4.74 mm | 5.00 mm principal | 1.67 | Debt | Long | USA |
U.S. Treasury Notes | 4.74 mm | 5.00 mm principal | 1.67 | Debt | Long | USA |
Eleven Madison Mortgage Trust | 4.70 mm | 5.00 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.65 mm | 5.00 mm principal | 1.64 | Debt | Long | USA |
U.S. Treasury Notes | 4.45 mm | 4.95 mm principal | 1.57 | Debt | Long | USA |
U.S. Treasury Notes | 4.37 mm | 4.40 mm principal | 1.54 | Debt | Long | USA |
Tennessee Valley Authority | 4.15 mm | 5.00 mm principal | 1.46 | Debt | Long | USA |
Tennessee Valley Authority | 4.13 mm | 5.00 mm principal | 1.46 | Debt | Long | USA |
Federal National Mortgage Association | 3.95 mm | 4.00 mm principal | 1.40 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | 3.88 mm | 4.07 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 3.72 mm | 4.40 mm principal | 1.31 | Debt | Long | USA |
Federal National Mortgage Association | 3.68 mm | 5.00 mm principal | 1.30 | Debt | Long | USA |
U.S. Treasury Notes | 3.66 mm | 3.72 mm principal | 1.29 | Debt | Long | USA |
U.S. Treasury Notes | 3.36 mm | 3.31 mm principal | 1.18 | Debt | Long | USA |
U.S. Treasury Bonds | 3.31 mm | 5.48 mm principal | 1.17 | Debt | Long | USA |
U.S. Treasury Bonds | 3.11 mm | 4.00 mm principal | 1.10 | Debt | Long | USA |
U.S. Treasury Notes | 2.90 mm | 3.00 mm principal | 1.02 | Debt | Long | USA |
U.S. Treasury Notes | 2.88 mm | 2.89 mm principal | 1.02 | Debt | Long | USA |
U.S. Treasury Notes | 2.86 mm | 3.00 mm principal | 1.01 | Debt | Long | USA |
U.S. Treasury Bonds | 2.79 mm | 2.90 mm principal | 0.98 | Debt | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
2.76 mm | 2.76 mm principal | 0.98 | Repurchase agreement | Long | USA |
U.S. Treasury Bonds | 2.68 mm | 4.26 mm principal | 0.94 | Debt | Long | USA |
U.S. Treasury Bonds | 2.28 mm | 2.13 mm principal | 0.80 | Debt | Long | USA |
SLM Student Loan Trust | 2.24 mm | 2.30 mm principal | 0.79 | ABS-other | Long | USA |
U.S. Treasury Bonds | 1.94 mm | 2.37 mm principal | 0.69 | Debt | Long | USA |
U.S. Treasury Bonds | 1.91 mm | 1.90 mm principal | 0.67 | Debt | Long | USA |
U.S. Treasury Notes | 1.82 mm | 2.00 mm principal | 0.64 | Debt | Long | USA |
U.S. Treasury Bonds | 1.81 mm | 1.83 mm principal | 0.64 | Debt | Long | USA |
U.S. Treasury Notes | 1.80 mm | 2.02 mm principal | 0.64 | Debt | Long | USA |
U.S. Treasury Notes | 1.75 mm | 2.00 mm principal | 0.62 | Debt | Long | USA |
U.S. Treasury Bonds | 1.73 mm | 2.00 mm principal | 0.61 | Debt | Long | USA |
U.S. Treasury Bonds | 1.52 mm | 2.00 mm principal | 0.53 | Debt | Long | USA |
U.S. Treasury Notes | 1.48 mm | 1.50 mm principal | 0.52 | Debt | Long | USA |
U.S. Treasury Bonds | 1.47 mm | 1.65 mm principal | 0.52 | Debt | Long | USA |
Cigna Holding Co | 1.36 mm | 1.36 mm principal | 0.48 | Debt | Long | USA |
U.S. Treasury Bonds | 1.32 mm | 2.00 mm principal | 0.47 | Debt | Long | USA |
Bank of America Corp. | 1.29 mm | 1.50 mm principal | 0.46 | Debt | Long | USA |
ABBV Abbvie Inc | 1.27 mm | 1.25 mm principal | 0.45 | Debt | Long | USA |
U.S. Treasury Bonds | 1.15 mm | 1.83 mm principal | 0.40 | Debt | Long | USA |
VZ Verizon Communications Inc | 954.49 k | 1.00 mm principal | 0.34 | Debt | Long | USA |
CMCSA Comcast Corp - Ordinary Shares | 926.12 k | 1.00 mm principal | 0.33 | Debt | Long | USA |
Consolidated Edison Co. of New York, Inc. | 921.68 k | 1.00 mm principal | 0.33 | Debt | Long | USA |
MS Morgan Stanley | 917.99 k | 1.05 mm principal | 0.32 | Debt | Long | USA |
U.S. Treasury Notes | 802.18 k | 807.00 k principal | 0.28 | Debt | Long | USA |
U.S. Treasury Notes | 741.56 k | 724.80 k principal | 0.26 | Debt | Long | USA |
U.S. Treasury Bonds | 732.42 k | 1.00 mm principal | 0.26 | Debt | Long | USA |
BAESY Bae Systems PLC | 682.75 k | 679.00 k principal | 0.24 | Debt | Long | UK |
U.S. Treasury Bonds | 640.92 k | 818.00 k principal | 0.23 | Debt | Long | USA |
U.S. Treasury Notes | 629.08 k | 686.00 k principal | 0.22 | Debt | Long | USA |
U.S. Treasury Bonds | 556.09 k | 699.00 k principal | 0.20 | Debt | Long | USA |
Cargill, Inc. | 513.93 k | 511.00 k principal | 0.18 | Debt | Long | USA |
U.S. Treasury Bonds | 418.57 k | 500.00 k principal | 0.15 | Debt | Long | USA |
Morgan Stanley | 418.08 k | 414.00 k principal | 0.15 | Debt | Long | USA |
U.S. Treasury Bonds | 373.61 k | 517.00 k principal | 0.13 | Debt | Long | USA |
Vermont Student Assistance Corp. | 346.59 k | 346.70 k principal | 0.12 | Debt | Long | USA |
Edsouth Indenture No. 3 LLC | 346.21 k | 347.00 k principal | 0.12 | ABS-other | Long | USA |
U.S. Treasury Bonds | 301.02 k | 395.00 k principal | 0.11 | Debt | Long | USA |
Government National Mortgage Association | 205.08 k | 211.51 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 146.42 k | 148.21 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Future | 116.26 k | 45.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
COMM Mortgage Trust | 77.44 k | 84.39 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Future | 71.02 k | 37.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
Future | 46.13 k | 190.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
Future | 15.04 k | 23.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
Government National Mortgage Association | 8.43 k | 8.76 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 6.87 k | 7.05 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 4.44 k | 4.68 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Future | -11.76 k | 75.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
Future | -31.85 k | -37.00 contracts | -0.01 | Interest rate derivative | N/A | USA |