Fund profile
Fund manager
Total assets
$1.83 bn
Liabilities
$309.87 mm
Net assets
$1.52 bn
Number of holdings
521.00
Top 200 of 521 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNCL UMBS 6.0 MA5139 09-01-53 | 75.03 mm | 73.87 mm principal | 4.92 | ABS-mortgage backed security | Long | USA |
FNCL 6.5 UMBS TBA 01-01-54 | 46.02 mm | 44.90 mm principal | 3.02 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD3857 09-01-53 | 44.87 mm | 44.16 mm principal | 2.94 | ABS-mortgage backed security | Long | USA |
STATE STREET CORP CD 11/4/2024 | 40.00 mm | 40.00 mm principal | 2.62 | Debt | Long | USA |
FNCL 3.5 UMBS TBA 01-01-54 | 38.93 mm | 42.43 mm principal | 2.55 | ABS-mortgage backed security | Long | USA |
FNCL 6.5 UMBS TBA 02-01-54 | 37.35 mm | 36.45 mm principal | 2.45 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 3.75% 06-30-30 | 31.76 mm | 32.03 mm principal | 2.08 | Debt | Long | USA |
US TREASURY NOTE 4.625% 02-28-25 | 30.25 mm | 30.27 mm principal | 1.98 | Debt | Long | USA |
CRC FUNDING LLC 4(a)(2) CP 1/17/2024 | 29.92 mm | 30.00 mm principal | 1.96 | Debt | Long | USA |
FNCL UMBS 6.0 SD8343 07-01-53 | 28.61 mm | 28.17 mm principal | 1.88 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 3.5% 09-15-25 | 27.60 mm | 28.00 mm principal | 1.81 | Debt | Long | USA |
FNCT UMBS 2.0 FM7365 05-01-41 | 26.67 mm | 31.10 mm principal | 1.75 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.5 SD8342 07-01-53 | 25.62 mm | 25.51 mm principal | 1.68 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.5 MA5165 10-01-53 | 25.08 mm | 24.97 mm principal | 1.65 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.5 MA5192 11-01-53 | 24.83 mm | 24.22 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD8350 08-01-53 | 24.60 mm | 24.23 mm principal | 1.61 | ABS-mortgage backed security | Long | USA |
FNCL 7.0 UMBS TBA 01-01-54 | 20.45 mm | 19.82 mm principal | 1.34 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 3.625% 05-31-28 | 20.44 mm | 20.65 mm principal | 1.34 | Debt | Long | USA |
THUNDER BAY FUNDING LLC 4(a)(2) CP 2/6/2024 | 19.88 mm | 20.00 mm principal | 1.30 | Debt | Long | USA |
FNCL 4.0 UMBS TBA 01-01-54 | 18.85 mm | 19.93 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
CHARIOT FUNDING LLC 4(a)(2) CP 1/2/2024 | 17.99 mm | 18.00 mm principal | 1.18 | Debt | Long | USA |
FNCL 4.5 UMBS TBA 01-01-54 | 17.98 mm | 18.54 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
MICROSOFT CORPORATION 4(a)(2) CP 1/10/2024 | 17.97 mm | 18.00 mm principal | 1.18 | Debt | Long | USA |
US TREASURY NOTE 4.125% 07-31-28 | 17.87 mm | 17.69 mm principal | 1.17 | Debt | Long | USA |
FNCL UMBS 6.0 SD8332 06-01-53 | 17.73 mm | 17.45 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 MA5191 11-01-53 | 17.10 mm | 16.84 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 4.375% 11-30-28 | 16.40 mm | 16.02 mm principal | 1.08 | Debt | Long | USA |
FNCL UMBS 6.5 SD8369 10-01-53 | 16.22 mm | 15.82 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
SLST 18-2 A1 3.5% 11-25-28 | 15.72 mm | 16.49 mm principal | 1.03 | ABS-collateralized bond/debt obligation | Long | USA |
FNCL UMBS 5.0 SD8366 10-01-53 | 15.66 mm | 15.82 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 1.625% 11-15-50 | 15.64 mm | 26.17 mm principal | 1.03 | Debt | Long | USA |
KAISER FOUNDATION HOSPITALS CP 1/3/2024 | 14.99 mm | 15.00 mm principal | 0.98 | Debt | Long | USA |
ELI LILLY AND COMPANY 4(a)(2) CP 1/16/2024 | 14.96 mm | 15.00 mm principal | 0.98 | Debt | Long | USA |
PROCTER & GAMBLE COMPANY (THE) 4(a)(2) CP 1/22/2024 | 14.95 mm | 15.00 mm principal | 0.98 | Debt | Long | USA |
FED HM LN BK BD 1/26/2024 | 14.95 mm | 15.00 mm principal | 0.98 | Debt | Long | USA |
FED HM LN BK BD 2/16/2024 | 14.90 mm | 15.00 mm principal | 0.98 | Debt | Long | USA |
US TREASURY BOND 3.875% 08-15-33 | 14.66 mm | 14.67 mm principal | 0.96 | Debt | Long | USA |
US TREASURY BOND 4.5% 08-15-39 | 14.47 mm | 13.66 mm principal | 0.95 | Debt | Long | USA |
AID-JORDAN 3.0% 06-30-25 | 14.37 mm | 14.78 mm principal | 0.94 | Debt | Long | USA |
FNCL UMBS 5.5 MA5072 07-01-53 | 14.01 mm | 13.94 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 3.5% 02-15-33 | 13.91 mm | 14.34 mm principal | 0.91 | Debt | Long | USA |
PFIZER INC. 4(a)(2) CP 2/27/2024 | 13.78 mm | 13.90 mm principal | 0.90 | Debt | Long | USA |
FNCL 5.0 UMBS TBA 02-01-54 | 13.41 mm | 13.55 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 1.75% 07-31-24 | 12.63 mm | 12.88 mm principal | 0.83 | Debt | Long | USA |
FNCL UMBS 3.5 SD0873 02-01-52 | 11.76 mm | 12.61 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
FNCL 5.0 UMBS TBA 01-01-54 | 11.57 mm | 11.69 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 4.625% 03-15-26 | 11.15 mm | 11.05 mm principal | 0.73 | Debt | Long | USA |
HUD 15-A 13 3.15% 08-01-27 | 11.05 mm | 11.48 mm principal | 0.73 | Debt | Long | USA |
FNCL UMBS 5.0 RA7938 09-01-52 | 11.02 mm | 11.11 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
HONEYWELL INTERNATIONAL 4(a)(2) CP 1/11/2024 | 10.78 mm | 10.80 mm principal | 0.71 | Debt | Long | USA |
US TREASURY NOTE 4.5% 07-15-26 | 10.47 mm | 10.37 mm principal | 0.69 | Debt | Long | USA |
US TREASURY N/B 4.625% 09-15-26 | 10.35 mm | 10.21 mm principal | 0.68 | Debt | Long | USA |
US TREASURY I/L 0.125% 10-15-26 | 10.26 mm | 10.80 mm principal | 0.67 | Debt | Long | USA |
US TREASURY BOND 1.25% 05-15-50 | 10.08 mm | 18.64 mm principal | 0.66 | Debt | Long | USA |
PACCAR FINANCIAL CORP. CP 1/5/2024 | 9.99 mm | 10.00 mm principal | 0.66 | Debt | Long | USA |
PACCAR FINANCIAL CORP. CP 1/18/2024 | 9.97 mm | 10.00 mm principal | 0.65 | Debt | Long | USA |
MICROSOFT CORPORATION 4(a)(2) CP 1/29/2024 | 9.95 mm | 10.00 mm principal | 0.65 | Debt | Long | USA |
FNCL UMBS 5.0 FS4611 09-01-52 | 9.49 mm | 9.57 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.0 FS5994 10-01-52 | 9.28 mm | 9.37 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
FNCT UMBS 2.5 RB5154 04-01-42 | 9.16 mm | 10.30 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD8325 05-01-53 | 8.79 mm | 8.65 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
G2SF 4.0 TBA 01-01-54 | 8.78 mm | 9.19 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 2.625% 07-31-29 | 8.72 mm | 9.31 mm principal | 0.57 | Debt | Long | USA |
FNCL UMBS 6.5 FS5749 09-01-53 | 8.72 mm | 8.51 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 4.375% 12-15-26 | 8.60 mm | 8.51 mm principal | 0.56 | Debt | Long | USA |
US TREASURY N/B 4.75% 11-15-53 | 8.38 mm | 7.45 mm principal | 0.55 | Debt | Long | USA |
FNCL UMBS 2.5 SD0726 10-01-51 | 8.17 mm | 9.47 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 1.25% 12-31-26 | 8.00 mm | 8.67 mm principal | 0.53 | Debt | Long | USA |
UST 2YR FUT TUH4 03-28-24 | 7.98 mm | 4.16 k contracts | 0.52 | Interest rate derivative | N/A | USA |
OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH | 7.88 mm | 1.00 contracts | 0.52 | Interest rate derivative | N/A | USA |
FNCL UMBS 3.5 SD8214 05-01-52 | 7.54 mm | 8.22 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 2.75% 08-15-32 | 7.42 mm | 8.10 mm principal | 0.49 | Debt | Long | USA |
US TREASURY NOTE 2.75% 05-15-25 | 7.28 mm | 7.46 mm principal | 0.48 | Debt | Long | USA |
US TREASURY NOTE 4.0% 06-30-28 | 6.94 mm | 6.91 mm principal | 0.46 | Debt | Long | USA |
FNCL 2.5 UMBS TBA 01-01-54 | 6.71 mm | 7.89 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
ELI LILLY AND COMPANY 4(a)(2) CP 1/10/2024 | 6.59 mm | 6.60 mm principal | 0.43 | Debt | Long | USA |
G2SF 4.5 MA9015 07-20-53 | 6.52 mm | 6.68 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
UST 5YR FUT FVH4 03-28-24 | 6.51 mm | 2.68 k contracts | 0.43 | Interest rate derivative | N/A | USA |
FNCL UMBS 4.0 SD0470 11-01-47 | 6.34 mm | 6.60 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
FHLB 3.25% 11-16-28 | 6.34 mm | 6.50 mm principal | 0.42 | Debt | Long | USA |
FNCL UMBS 4.0 ZT2265 08-01-48 | 6.06 mm | 6.32 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD4053 10-01-53 | 5.85 mm | 5.76 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
PRUDENTIAL FUNDING LLC CP 1/22/2024 | 5.48 mm | 5.50 mm principal | 0.36 | Debt | Long | USA |
FNCL UMBS 6.5 SD8281 12-01-52 | 5.40 mm | 5.25 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.0 BX1004 10-01-52 | 5.15 mm | 5.20 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 3.875% 03-31-25 | 4.93 mm | 4.97 mm principal | 0.32 | Debt | Long | USA |
TVA BOND 2.875% 02-01-27 | 4.82 mm | 5.00 mm principal | 0.32 | Debt | Long | USA |
FNCL UMBS 3.0 FM7687 06-01-51 | 4.62 mm | 5.14 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 3.875% 04-30-25 | 4.57 mm | 4.62 mm principal | 0.30 | Debt | Long | USA |
FNCT UMBS 2.0 MA4204 12-01-40 | 4.52 mm | 5.25 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD3175 06-01-53 | 4.50 mm | 4.43 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 2.375% 05-15-51 | 4.50 mm | 6.28 mm principal | 0.29 | Debt | Long | USA |
G2SF 2.5 785575 08-20-51 | 4.45 mm | 5.18 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.5 MA5039 06-01-53 | 4.45 mm | 4.43 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
UST 10YR FUT TYH4 03-19-24 | 4.43 mm | 1.34 k contracts | 0.29 | Interest rate derivative | N/A | USA |
CANADIAN IMPERIAL BANK 4(a)(2) CP 1/25/2024 | 4.38 mm | 4.40 mm principal | 0.29 | Debt | Long | Canada |
FNCL 3.0 UMBS TBA 01-01-54 | 4.18 mm | 4.73 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SLST 22-1 A1 3.5% 05-25-32 | 3.95 mm | 4.18 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
SLST 19-3 A1C 2.75% 11-25-2029 | 3.94 mm | 4.27 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
FHMS K751 A2 (MF) 4.412% 03-25-30 | 3.88 mm | 3.88 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
SCRT 17-2 MA 3.0% 08-25-56 | 3.83 mm | 4.16 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
FNCL UMBS 3.5 FM9416 07-01-45 | 3.80 mm | 4.07 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
SCRT 17-1 HA FRN 01-25-56 | 3.78 mm | 4.13 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
US TREASURY BOND 1.875% 02-15-51 | 3.75 mm | 5.89 mm principal | 0.25 | Debt | Long | USA |
HUD 15-A 14 3.25% 08-01-28 | 3.69 mm | 3.86 mm principal | 0.24 | Debt | Long | USA |
US TREASURY BOND 2.5% 02-15-45 | 3.68 mm | 4.85 mm principal | 0.24 | Debt | Long | USA |
SLST 18-1 A1 3.5% 06-25-28 | 3.67 mm | 3.81 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
FNCL UMBS 5.5 SD8372 11-01-53 | 3.62 mm | 3.61 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
TVA BOND 0.75% 05-15-25 | 3.51 mm | 3.70 mm principal | 0.23 | Debt | Long | USA |
G2SF 2.5 786706 12-20-51 | 3.50 mm | 3.98 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
US TREASURY I/L FRN 0.5% 04-15-24 | 3.48 mm | 3.53 mm principal | 0.23 | Debt | Long | USA |
FNCL UMBS 6.0 CB6485 06-01-53 | 3.48 mm | 3.42 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 4.5 SD3782 10-01-52 | 3.46 mm | 3.57 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
SCRT 17-2 HA FRN 08-25-56 | 3.45 mm | 3.77 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
SCRT 18-2 MT 3.5% 11-25-57 | 3.45 mm | 3.86 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
US TREASURY BOND 2.0% 08-15-51 | 3.42 mm | 5.23 mm principal | 0.22 | Debt | Long | USA |
FNCL UMBS 4.5 SD8257 10-01-52 | 3.35 mm | 3.45 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 0.5% 04-30-27 | 3.30 mm | 3.70 mm principal | 0.22 | Debt | Long | USA |
FNCL UMBS 5.5 FS5192 06-01-53 | 3.30 mm | 3.28 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 3.0 FS0647 02-01-52 | 3.19 mm | 3.54 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
PEFCO 3.55% 01-15-24 | 3.19 mm | 3.19 mm principal | 0.21 | Debt | Long | USA |
US TREASURY I/L 0.125% 12-15-51 | 3.14 mm | 5.05 mm principal | 0.21 | Debt | Long | USA |
FNCL UMBS 5.5 MA4979 04-01-53 | 3.08 mm | 3.06 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 4.5 MA5070 07-01-53 | 3.03 mm | 3.12 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
PACCAR FINANCIAL CORP. CP 1/4/2024 | 3.00 mm | 3.00 mm principal | 0.20 | Debt | Long | USA |
FNCL UMBS 3.0 FM2179 01-01-50 | 2.97 mm | 3.29 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNCL 2.0 UMBS TBA 01-01-54 | 2.95 mm | 3.61 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
G2SF 2.5 786502 02-20-52 | 2.94 mm | 3.37 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 2.5% 02-15-46 | 2.93 mm | 3.90 mm principal | 0.19 | Debt | Long | USA |
G2SF 4.5 MA9104 08-20-53 | 2.93 mm | 3.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 4.5 BW7327 08-01-52 | 2.90 mm | 2.99 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 4.125% 01-31-25 | 2.89 mm | 2.91 mm principal | 0.19 | Debt | Long | USA |
FNCL UMBS 5.5 SD8331 06-01-53 | 2.89 mm | 2.88 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 4.0 CB3774 06-01-52 | 2.87 mm | 3.03 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
US TREASURY I/L 0.125% 01-15-32 | 2.83 mm | 3.21 mm principal | 0.19 | Debt | Long | USA |
FNCL UMBS 3.0 SD7550 02-01-52 | 2.81 mm | 3.12 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
G2SF 3.5 MA8266 09-20-52 | 2.79 mm | 3.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 4.5 MA4840 12-01-52 | 2.76 mm | 2.85 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 3.5 BM3788 03-01-48 | 2.74 mm | 2.92 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
NESTLE FINANCE INTERNATIONAL LTD 4(a)(2) CP 1/18/2024 | 2.69 mm | 2.70 mm principal | 0.18 | Debt | Long | Luxembourg |
FNCL UMBS 6.5 RA9294 06-01-53 | 2.68 mm | 2.61 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
PEFCO 1.4% 07-15-28 | 2.68 mm | 3.00 mm principal | 0.18 | Debt | Long | USA |
US TREASURY I/L 0.125% 04-15-27 | 2.63 mm | 2.80 mm principal | 0.17 | Debt | Long | USA |
OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH | 2.59 mm | 1.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
FNCL UMBS 6.0 BX6121 01-01-53 | 2.59 mm | 2.54 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
HUD 15-A 11 2.95% 08-01-25 | 2.57 mm | 2.64 mm principal | 0.17 | Debt | Long | USA |
HUD 15-A 12 3.10% 08-01-26 | 2.54 mm | 2.63 mm principal | 0.17 | Debt | Long | USA |
HUD 15-A 15 3.35% 08-01-29 | 2.51 mm | 2.65 mm principal | 0.17 | Debt | Long | USA |
FNCL UMBS 6.0 RA9857 09-01-53 | 2.48 mm | 2.44 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 1.375% 08-15-50 | 2.42 mm | 4.33 mm principal | 0.16 | Debt | Long | USA |
FNCL UMBS 6.0 FS4933 06-01-53 | 2.37 mm | 2.33 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
HUD 15-A 16 3.50% 08-01-30 | 2.37 mm | 2.48 mm principal | 0.16 | Debt | Long | USA |
HUD 15-A 17 3.55% 08-01-31 | 2.35 mm | 2.48 mm principal | 0.15 | Debt | Long | USA |
FNCT UMBS 2.0 MA4501 12-01-41 | 2.34 mm | 2.73 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNCL 4.5 UMBS TBA 02-01-54 | 2.33 mm | 2.40 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNMA 7.125% 01-15-30 | 2.33 mm | 2.00 mm principal | 0.15 | Debt | Long | USA |
FNCL UMBS 6.5 RA9292 06-01-53 | 2.31 mm | 2.25 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
G2SF 5.5 783689 02-20-40 | 2.26 mm | 2.19 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 5.5 SD8395 01-01-54 | 2.26 mm | 2.25 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 SD3083 06-01-53 | 2.25 mm | 2.22 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 MA5011 05-01-53 | 2.25 mm | 2.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
US TREASURY I/L FRN 0.375% 07-15-25 | 2.23 mm | 2.30 mm principal | 0.15 | Debt | Long | USA |
HUD 15-A 10 2.85% 08-01-24 | 2.22 mm | 2.25 mm principal | 0.15 | Debt | Long | USA |
FNCL UMBS 5.5 SD2948 11-01-52 | 2.21 mm | 2.19 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
HUD 15-A 18 3.60% 08-01-32 | 2.20 mm | 2.38 mm principal | 0.14 | Debt | Long | USA |
FNCL UMBS 6.5 RA9289 06-01-53 | 2.19 mm | 2.11 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
ONTARIO (PROVINCE OF) CP 2/1/2024 | 2.19 mm | 2.20 mm principal | 0.14 | Debt | Long | Canada |
US TREASURY BOND 3.0% 09-30-25 | 2.18 mm | 2.24 mm principal | 0.14 | Debt | Long | USA |
FNCL UMBS 6.0 CB6486 06-01-53 | 2.17 mm | 2.13 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 2.875% 11-15-46 | 2.17 mm | 2.70 mm principal | 0.14 | Debt | Long | USA |
US TREASURY BOND 1.125% 05-15-40 | 2.16 mm | 3.35 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 4.625% 06-30-25 | 2.16 mm | 2.15 mm principal | 0.14 | Debt | Long | USA |
US TREASURY I/L 0.125% 04-15-25 | 2.14 mm | 2.22 mm principal | 0.14 | Debt | Long | USA |
FNCL UMBS 6.5 RA9288 06-01-53 | 2.14 mm | 2.06 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNCI 2.5 UMBS TBA 01-01-39 | 2.10 mm | 2.28 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 MA5073 07-01-53 | 2.07 mm | 2.04 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 QG3763 05-01-53 | 2.04 mm | 2.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
US TREASURY BOND 1.875% 11-15-51 | 2.01 mm | 3.16 mm principal | 0.13 | Debt | Long | USA |
FNCL UMBS 3.0 CB2544 01-01-52 | 1.97 mm | 2.21 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
G2SF 2.5 MA7534 08-20-51 | 1.96 mm | 2.24 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH | 1.94 mm | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
HUD 15-A 19 3.65% 08-01-33 | 1.94 mm | 2.06 mm principal | 0.13 | Debt | Long | USA |
G2SF 5.5 TBA 01-01-54 | 1.92 mm | 1.91 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 3.0 QC7626 09-01-51 | 1.85 mm | 2.08 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 2.0 RA5288 05-01-51 | 1.84 mm | 2.24 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
TVA BOND 4.65% 06-15-35 | 1.82 mm | 1.78 mm principal | 0.12 | Debt | Long | USA |
FNCL UMBS 6.0 MA5040 06-01-53 | 1.81 mm | 1.78 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
SCRT 19-2 MA 3.5% 08-25-58 | 1.79 mm | 1.90 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
FNCL UMBS 3.5 FS3539 07-01-52 | 1.76 mm | 1.91 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 2.5 RA3987 11-01-50 | 1.75 mm | 2.04 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 2.0 SD8106 11-01-50 | 1.73 mm | 2.11 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
UST 30YR FUT ULTRA WNH4 03-19-24 | 1.73 mm | 153.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
AID-MOROCCO SF 7.55% 07-15-26 | 1.66 mm | 1.60 mm principal | 0.11 | Debt | Long | USA |
G2SF 2.5 786647 03-20-52 | 1.59 mm | 1.83 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 7.0 MA5249 01-01-54 | 1.58 mm | 1.54 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 6.0 CB6465 06-01-53 | 1.56 mm | 1.53 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNCL UMBS 2.5 CA7739 11-01-50 | 1.53 mm | 1.78 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
SCRT 19-4 MA 3.0% 02-25-59 | 1.49 mm | 1.63 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FNCL UMBS 6.5 RA9287 06-01-53 | 1.49 mm | 1.43 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
US TREASURY NOTE 3.0% 07-31-24 | 1.45 mm | 1.47 mm principal | 0.10 | Debt | Long | USA |