Fund profile
Fund manager
Total assets
$318.10 mm
Liabilities
$197.07 mm
Net assets
$121.02 mm
Number of holdings
99.00
99 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 29.35 mm | 45.99 mm principal | 24.26 | Debt | Long | USA |
United States Treasury Note/Bond | 16.57 mm | 16.08 mm principal | 13.70 | Debt | Long | USA |
United States Treasury Note/Bond | 15.62 mm | 15.83 mm principal | 12.91 | Debt | Long | USA |
United States Treasury Note/Bond | 8.52 mm | 10.47 mm principal | 7.04 | Debt | Long | USA |
United States Treasury Note/Bond | 8.50 mm | 12.92 mm principal | 7.02 | Debt | Long | USA |
United States Treasury Note/Bond | 7.43 mm | 11.20 mm principal | 6.14 | Debt | Long | USA |
United States Treasury Note/Bond | 6.94 mm | 6.80 mm principal | 5.74 | Debt | Long | USA |
United States Treasury Note/Bond | 5.80 mm | 6.50 mm principal | 4.79 | Debt | Long | USA |
United States Treasury Note/Bond | 4.38 mm | 6.79 mm principal | 3.62 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.88 mm | 4.00 mm principal | 3.21 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 3.68 mm | 4.50 mm principal | 3.04 | Debt | Long | USA |
Resolution Funding Corp Principal Strip | 3.66 mm | 4.80 mm principal | 3.02 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.15 mm | 3.10 mm principal | 2.60 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.96 mm | 3.10 mm principal | 2.44 | Debt | Long | USA |
United States Treasury Note/Bond | 2.72 mm | 2.80 mm principal | 2.25 | Debt | Long | USA |
United States Treasury Note/Bond | 2.68 mm | 2.90 mm principal | 2.21 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.09 mm | 2.21 mm principal | 1.73 | Debt | Long | USA |
Freddie Mac REMICS | 2.06 mm | 2.20 mm principal | 1.71 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 2.06 mm | 2.17 mm principal | 1.70 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.02 mm | 2.43 mm principal | 1.67 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.71 mm | 1.70 mm principal | 1.41 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.64 mm | 2.30 mm principal | 1.36 | Debt | Long | USA |
United States Treasury Note/Bond | 1.57 mm | 1.70 mm principal | 1.30 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.55 mm | 1.69 mm principal | 1.28 | Debt | Long | USA |
United States Treasury Note/Bond | 1.39 mm | 1.75 mm principal | 1.15 | Debt | Long | USA |
United States Treasury Note/Bond | 1.37 mm | 1.62 mm principal | 1.13 | Debt | Long | USA |
United States Treasury Note/Bond | 1.37 mm | 1.90 mm principal | 1.13 | Debt | Long | USA |
United States Treasury Note/Bond | 1.34 mm | 1.62 mm principal | 1.11 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.23 mm | 1.20 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.16 mm | 1.41 mm principal | 0.96 | Debt | Long | USA |
United States Treasury Note/Bond | 1.09 mm | 1.44 mm principal | 0.90 | Debt | Long | USA |
Long: BWU01UNW5 IRS USD R V 03MSOFR SWUV1UNW7 CCPOIS / Short: BWU01UNW5 IRS USD P F 1.25000 SWU01UNW5 CCPOIS | 1.02 mm | 3.11 mm other units | 0.84 | Interest rate derivative | N/A | USA |
Uniform Mortgage-Backed Security, TBA | 1.00 mm | 1.00 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 858.09 k | 900.00 k principal | 0.71 | Debt | Long | USA |
Freddie Mac REMICS | 782.20 k | 865.22 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 779.74 k | 887.94 k principal | 0.64 | Debt | Long | USA |
Ginnie Mae | 764.50 k | 800.00 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 745.76 k | 900.00 k principal | 0.62 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 637.80 k | 850.00 k principal | 0.53 | Debt | Long | USA |
United States Treasury Note/Bond | 601.80 k | 1.08 mm principal | 0.50 | Debt | Long | USA |
United States Treasury Note/Bond | 569.79 k | 700.00 k principal | 0.47 | Debt | Long | USA |
Hilton USA Trust 2016-HHV | 569.03 k | 600.00 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B9 Mortgage Trust | 560.11 k | 600.00 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
United States Treasury Strip Coupon | 553.37 k | 850.00 k principal | 0.46 | Debt | Long | USA |
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 | 535.05 k | 555.40 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 507.19 k | 621.77 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 505.53 k | 539.93 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority Principal Strip | 379.89 k | 500.00 k principal | 0.31 | Debt | Long | USA |
Extended Stay America Trust 2021-ESH | 369.86 k | 373.38 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
Vessel Management Services Inc | 337.80 k | 361.00 k principal | 0.28 | Debt | Long | USA |
Resolution Funding Corp Interest Strip | 334.52 k | 400.00 k principal | 0.28 | Debt | Long | USA |
United States Treasury Note/Bond | 304.41 k | 370.00 k principal | 0.25 | Debt | Long | USA |
BWAY 2013-1515 Mortgage Trust | 281.63 k | 300.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Hertz Vehicle Financing LLC | 272.76 k | 300.00 k principal | 0.23 | ABS-other | Long | USA |
GS Mortgage Securities Trust 2015-590M | 271.29 k | 300.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 268.91 k | 330.00 k principal | 0.22 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 265.91 k | 300.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 238.31 k | 400.00 k principal | 0.20 | Debt | Long | USA |
United States Treasury Note/Bond | 209.46 k | 300.00 k principal | 0.17 | Debt | Long | USA |
Government National Mortgage Association | 208.23 k | 267.73 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Long: BWU01UNG0 IRS USD R V 03MSOFR SWUV1UNG2 CCPOIS / Short: BWU01UNG0 IRS USD P F .75000 SWU01UNG0 CCPOIS | 190.16 k | 1.00 mm other units | 0.16 | Interest rate derivative | N/A | USA |
Morgan Stanley Capital I Trust 2021-230P | 186.45 k | 200.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
COMM 2018-HOME Mortgage Trust | 183.96 k | 200.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2020-1 | 172.71 k | 200.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Ready Capital Mortgage Financing 2022-FL8 LLC | 168.08 k | 168.24 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Long: BWU01D5J2 IRS USD R V 12MSOFR SWUV1D5J4 CCPOIS / Short: BWU01D5J2 IRS USD P F 1.75000 SWU01D5J2 CCPOIS | 143.94 k | 500.00 k other units | 0.12 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)MAR24 | 136.39 k | 37.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
Government National Mortgage Association | 134.18 k | 170.45 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 106.35 k | 100.00 k principal | 0.09 | Debt | Long | USA |
United States Treasury Strip Coupon | 96.89 k | 220.00 k principal | 0.08 | Debt | Long | USA |
Freddie Mac REMICS | 96.54 k | 96.34 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2020-RPL1 | 82.95 k | 88.65 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Worldwide Plaza Trust 2017-WWP | 75.82 k | 100.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
ECMC Group Student Loan Trust 2018-1 | 46.22 k | 46.84 k principal | 0.04 | ABS-other | Long | USA |
Fannie Mae REMICS | 40.11 k | 40.99 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
United States Treasury Strip Coupon | 36.59 k | 80.00 k principal | 0.03 | Debt | Long | USA |
United States Treasury Strip Coupon | 31.20 k | 70.00 k principal | 0.03 | Debt | Long | USA |
Fannie Mae Pool | 30.24 k | 29.76 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 25.17 k | 24.70 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 23.84 k | 24.37 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
United States Treasury Strip Coupon | 23.15 k | 50.00 k principal | 0.02 | Debt | Long | USA |
United States Treasury Strip Coupon | 21.75 k | 50.00 k principal | 0.02 | Debt | Long | USA |
Fannie Mae Pool | 19.63 k | 19.32 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
United States Treasury Strip Coupon | 18.78 k | 40.00 k principal | 0.02 | Debt | Long | USA |
Freddie Mac REMICS | 17.21 k | 17.54 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Massachusetts Educational Financing Authority | 16.53 k | 16.56 k principal | 0.01 | ABS-other | Long | USA |
US ULTRA BOND CBT MAR24 | 14.69 k | 21.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
Freddie Mac Structured Pass-Through Certificates | 3.62 k | 3.89 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Structured Asset Mortgage Investments II Trust 2004-AR5 | 1.35 k | 1.46 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4 | 511.48 | 546.65 principal | 0.00 | ABS-mortgage backed security | Long | USA |
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-AR18 | 143.03 | 149.16 principal | 0.00 | ABS-mortgage backed security | Long | USA |
317584GC8 OTC EPUT FN 6.0 | -827.32 | -1.30 mm contracts | -0.00 | Interest rate derivative | N/A | USA |
3175134V8 OTC ECAL FN 6.0 | -9.40 k | -1.30 mm contracts | -0.01 | Interest rate derivative | N/A | USA |
US 2YR NOTE (CBT) MAR24 | -16.51 k | -8.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
Long: SWU01PG53 IRS USD R F 1.00000 SWU01PG53 CCPOIS / Short: SWU01PG53 IRS USD P V 03MSOFR SWUV1PG55 CCPOIS | -200.08 k | 3.17 mm other units | -0.17 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) MAR24 | -477.49 k | -179.00 contracts | -0.39 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) MAR24 | -526.89 k | -57.00 contracts | -0.44 | Interest rate derivative | N/A | USA |
Long: SWU01D5I4 IRS USD R F 1.60000 SWU01D5I4 CCPOIS / Short: SWU01D5I4 IRS USD P V 12MSOFR SWUV1D5I6 CCPOIS | -763.87 k | 9.00 mm other units | -0.63 | Interest rate derivative | N/A | USA |
US 10YR ULTRA FUT MAR24 | -1.24 mm | -229.00 contracts | -1.02 | Interest rate derivative | N/A | USA |