Fund profile
Tickers
SCXIX, TRLVX, SCFYX
Fund manager
Total assets
$4.43 bn
Liabilities
$772.99 mm
Net assets
$3.66 bn
Number of holdings
4.72 k
Top 200 of 4719 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 261.13 mm | 1.28 k contracts | 7.14 | Interest rate derivative | N/A | USA |
SEI LIQUIDITY FUND
|
209.67 mm | 209.60 mm shares | 5.74 | Common equity | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 178.74 mm | 178.74 mm shares | 4.89 | Short-term investment vehicle | Long | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 123.30 mm | 603.00 contracts | 3.37 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.125000% 03/31/2029 | 112.52 mm | 113.01 mm principal | 3.08 | Structured note | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 91.61 mm | 856.00 contracts | 2.51 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 83.15 mm | 777.00 contracts | 2.27 | Interest rate derivative | N/A | USA |
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | 80.61 mm | 335.00 contracts | 2.21 | DO | N/A | USA |
US TREASURY N/B 4.250000% 02/28/2031 | 73.41 mm | 73.28 mm principal | 2.01 | Structured note | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 66.31 mm | 514.00 contracts | 1.81 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.500000% 02/15/2044 | 64.66 mm | 64.31 mm principal | 1.77 | Debt | Long | USA |
US TREASURY N/B 4.000000% 02/15/2034 | 64.53 mm | 65.62 mm principal | 1.77 | Structured note | Long | USA |
3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | 63.22 mm | 265.00 contracts | 1.73 | DO | N/A | USA |
US TREASURY N/B 4.250000% 02/28/2029 | 60.81 mm | 60.73 mm principal | 1.66 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 03/15/2027 | 49.57 mm | 49.80 mm principal | 1.36 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 49.34 mm | 50.17 mm principal | 1.35 | Debt | Long | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 48.64 mm | 439.00 contracts | 1.33 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.500000% 03/31/2026 | 46.39 mm | 46.51 mm principal | 1.27 | Structured note | Long | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 45.80 mm | 224.00 contracts | 1.25 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 42.46 mm | 45.85 mm principal | 1.16 | Debt | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 31.25 mm | 292.00 contracts | 0.85 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 26.01 mm | 216.00 contracts | 0.71 | Interest rate derivative | N/A | USA |
TREASURY BILL 0.000000% 04/18/2024 | 24.05 mm | 24.11 mm principal | 0.66 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 22.76 mm | 22.76 mm shares | 0.62 | Short-term investment vehicle | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 22.02 mm | 23.13 mm principal | 0.60 | Debt | Long | USA |
US TREASURY N/B 2.625000% 07/31/2029 | 21.14 mm | 22.89 mm principal | 0.58 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 20.60 mm | 23.95 mm principal | 0.56 | Debt | Long | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 20.46 mm | 29.16 mm principal | 0.56 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 19.42 mm | 21.70 mm principal | 0.53 | Debt | Long | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 19.02 mm | 93.00 contracts | 0.52 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 18.64 mm | 19.10 mm principal | 0.51 | Debt | Long | USA |
US TREASURY N/B 1.125000% 08/15/2040 | 18.15 mm | 29.31 mm principal | 0.50 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 17.56 mm | 18.28 mm principal | 0.48 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 17.39 mm | 17.48 mm principal | 0.48 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 16.51 mm | 20.88 mm principal | 0.45 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 16.49 mm | 16.78 mm principal | 0.45 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 15.68 mm | 15.68 mm shares | 0.43 | Short-term investment vehicle | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APR | 14.78 mm | 17.35 mm principal | 0.40 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 14.03 mm | 14.03 mm shares | 0.38 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 4.500000% 02/15/2044 | 13.68 mm | 13.61 mm principal | 0.37 | Debt | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 13.47 mm | 19.96 mm principal | 0.37 | Debt | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 13.06 mm | 122.00 contracts | 0.36 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 12.85 mm | 116.00 contracts | 0.35 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 12.85 mm | 15.55 mm principal | 0.35 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/21/2024 | 11.92 mm | 12.01 mm principal | 0.33 | Debt | Long | USA |
FEDERAL HOME LOAN BANK 5.300000% 05/22/2024 | 11.80 mm | 11.82 mm principal | 0.32 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/28/2029 | 11.76 mm | 11.75 mm principal | 0.32 | Structured note | Long | USA |
EURO-OAT FUTURE JUN24 FINANCIAL COMMODITY FUTURE. | 11.35 mm | 82.00 contracts | 0.31 | Interest rate derivative | N/A | Germany |
US TREASURY N/B 0.250000% 07/31/2025 | 11.28 mm | 12.00 mm principal | 0.31 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 11.21 mm | 10.50 mm principal | 0.31 | Debt | Long | USA |
US TREASURY N/B 1.375000% 11/15/2040 | 11.03 mm | 17.16 mm principal | 0.30 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 10.93 mm | 10.99 mm principal | 0.30 | Debt | Long | USA |
US TREASURY N/B 4.125000% 02/15/2027 | 10.31 mm | 10.40 mm principal | 0.28 | Structured note | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 10.16 mm | 15.06 mm principal | 0.28 | Debt | Long | USA |
TREASURY BILL 0.000000% 04/18/2024 | 9.86 mm | 9.89 mm principal | 0.27 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 9.78 mm | 9.94 mm principal | 0.27 | Debt | Long | USA |
US TREASURY N/B 1.250000% 04/30/2028 | 9.62 mm | 10.85 mm principal | 0.26 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 9.24 mm | 9.39 mm principal | 0.25 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 8.77 mm | 8.82 mm principal | 0.24 | Debt | Long | USA |
US TREASURY N/B 3.875000% 04/30/2025 | 8.49 mm | 8.60 mm principal | 0.23 | Structured note | Long | USA |
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044 | 8.39 mm | 10.08 mm principal | 0.23 | Debt | Long | Mexico |
US TREASURY N/B 4.250000% 10/15/2025 | 8.32 mm | 8.39 mm principal | 0.23 | Structured note | Long | USA |
US TREASURY N/B 2.375000% 05/15/2051 | 8.28 mm | 12.20 mm principal | 0.23 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 7.99 mm | 7.99 mm shares | 0.22 | Short-term investment vehicle | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 7.77 mm | 7.78 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 2.750000% 04/30/2027 | 7.72 mm | 8.11 mm principal | 0.21 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4562 | 7.57 mm | 9.55 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 3.250000% 06/30/2029 | 7.55 mm | 7.92 mm principal | 0.21 | Structured note | Long | USA |
US TREASURY N/B 4.375000% 08/15/2043 | 7.50 mm | 7.60 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 2.875000% 05/15/2052 | 7.38 mm | 9.76 mm principal | 0.20 | Debt | Long | USA |
FANNIE MAE POOL FN MA4840 | 7.33 mm | 7.69 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 4.250000% 03/15/2027 | 7.26 mm | 7.30 mm principal | 0.20 | Structured note | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 7.22 mm | 56.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 7.01 mm | 6.57 mm principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 4.625000% 11/15/2026 | 6.93 mm | 6.91 mm principal | 0.19 | Structured note | Long | USA |
US TREASURY N/B 2.375000% 05/15/2051 | 6.92 mm | 10.19 mm principal | 0.19 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 6.86 mm | 7.07 mm principal | 0.19 | Debt | Long | USA |
FANNIE MAE POOL FN FS2648 | 6.83 mm | 7.65 mm principal | 0.19 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 6.56 mm | 6.50 mm principal | 0.18 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2013-35 CL | 6.48 mm | 6.88 mm principal | 0.18 | Debt | Long | USA |
US TREASURY N/B 4.625000% 02/28/2026 | 6.41 mm | 6.42 mm principal | 0.18 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 02/28/2031 | 6.17 mm | 6.16 mm principal | 0.17 | Structured note | Long | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 6.09 mm | 55.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.000000% 02/15/2034 | 6.07 mm | 6.17 mm principal | 0.17 | Structured note | Long | USA |
INTER-AMERICAN DEVELOPMENT BANK MTN 7.350000% 10/06/2030 | 5.83 mm | 478.00 mm principal | 0.16 | Debt | Long | XX |
FANNIE MAE POOL FN BV3101 | 5.81 mm | 7.32 mm principal | 0.16 | Debt | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | 5.75 mm | 5.75 mm principal | 0.16 | Debt | Long | USA |
FANNIE MAE POOL FN MA4540 | 5.69 mm | 6.78 mm principal | 0.16 | Debt | Long | USA |
US TREASURY N/B 4.750000% 11/15/2043 | 5.63 mm | 5.43 mm principal | 0.15 | Debt | Long | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 5.53 mm | 7.89 mm principal | 0.15 | Debt | Long | USA |
US TREASURY N/B 4.250000% 01/31/2026 | 5.39 mm | 5.44 mm principal | 0.15 | Structured note | Long | USA |
US TREASURY N/B 4.000000% 01/31/2031 | 5.35 mm | 5.42 mm principal | 0.15 | Structured note | Long | USA |
FREDDIE MAC POOL FR SD8211 | 5.35 mm | 6.75 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN FS0774 | 5.22 mm | 6.53 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL FR QD7414 | 5.14 mm | 6.48 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 2.375000% 02/15/2042 | 5.08 mm | 6.83 mm principal | 0.14 | Debt | Long | USA |
FANNIE MAE POOL FN MA4204 | 5.07 mm | 6.00 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 0.375000% 07/31/2027 | 5.06 mm | 5.77 mm principal | 0.14 | Structured note | Long | USA |
US TREASURY N/B 1.125000% 10/31/2026 | 5.01 mm | 5.45 mm principal | 0.14 | Structured note | Long | USA |
FANNIE MAE POOL FN FS4233 | 5.01 mm | 5.26 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 1.875000% 11/15/2051 | 4.99 mm | 8.33 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8205 | 4.98 mm | 6.02 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8212 | 4.94 mm | 5.98 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 0.250000% 08/31/2025 | 4.94 mm | 5.27 mm principal | 0.14 | Structured note | Long | USA |
FREDDIE MAC POOL FR SD3016 | 4.92 mm | 5.67 mm principal | 0.13 | Debt | Long | USA |
BAYVIEW OPPORTUNITY MASTER FUND VI TRUST 2021-INV6 BVINV 2021-6 A5 | 4.91 mm | 5.69 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 CWL 2007-12 2A4 | 4.90 mm | 5.40 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL FR SD8178 | 4.88 mm | 5.89 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN MA4492 | 4.88 mm | 6.16 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN BV8477 | 4.86 mm | 5.61 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN CB0610 | 4.85 mm | 5.79 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN MA4512 | 4.84 mm | 5.85 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/28/2029 | 4.83 mm | 4.82 mm principal | 0.13 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4548 | 4.74 mm | 5.72 mm principal | 0.13 | Debt | Long | USA |
MORGAN STANLEY MTN 1.164000% 10/21/2025 | 4.73 mm | 4.86 mm principal | 0.13 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8194 | 4.73 mm | 5.71 mm principal | 0.13 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA7192 | 4.66 mm | 5.69 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 4.66 mm | 4.78 mm principal | 0.13 | Debt | Long | USA |
UNITED MEXICAN STATES 2.659000% 05/24/2031 | 4.64 mm | 5.56 mm principal | 0.13 | Debt | Long | Mexico |
FANNIE MAE POOL FN BQ6913 | 4.61 mm | 5.82 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS1598 | 4.60 mm | 5.80 mm principal | 0.13 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8193 | 4.58 mm | 5.78 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS4701 | 4.55 mm | 4.77 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 4.750000% 07/31/2025 | 4.54 mm | 4.55 mm principal | 0.12 | Structured note | Long | USA |
ACCREDITED MORTGAGE LOAN TRUST 2007-1 ACCR 2007-1 M2 | 4.51 mm | 5.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 3.125000% 11/15/2041 | 4.44 mm | 5.28 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 3.875000% 12/31/2029 | 4.42 mm | 4.50 mm principal | 0.12 | Structured note | Long | USA |
AXP American Express Co. | 4.36 mm | 4.35 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN FS1918 | 4.36 mm | 4.95 mm principal | 0.12 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/16/2024 | 4.33 mm | 4.36 mm principal | 0.12 | Debt | Long | USA |
GSAMP TRUST 2005-WMC3 GSAMP 2005-WMC3 A2C | 4.31 mm | 4.46 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
MASTR ASSET BACKED SECURITIES TRUST 2007-HE1 MABS 2007-HE1 A4 | 4.30 mm | 5.50 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN MA4208 | 4.27 mm | 5.35 mm principal | 0.12 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 | 4.26 mm | 4.57 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 3.125000% 05/15/2048 | 4.23 mm | 5.29 mm principal | 0.12 | Debt | Long | USA |
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3 | 4.14 mm | 5.17 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 2.375000% 03/31/2029 | 4.14 mm | 4.52 mm principal | 0.11 | Structured note | Long | USA |
US TREASURY N/B 2.250000% 11/15/2025 | 4.14 mm | 4.31 mm principal | 0.11 | Structured note | Long | USA |
FREDDIE MAC POOL FR SD3768 | 4.13 mm | 4.61 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 2.000000% 08/15/2051 | 4.09 mm | 6.60 mm principal | 0.11 | Debt | Long | USA |
ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1 | 4.07 mm | 4.44 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 4.875000% 11/30/2025 | 3.96 mm | 3.95 mm principal | 0.11 | Structured note | Long | USA |
BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028 | 3.95 mm | 4.19 mm principal | 0.11 | Debt | Long | Germany |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.94 mm | 3.90 mm principal | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8275 | 3.89 mm | 4.09 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.87 mm | 4.50 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 1.125000% 08/31/2028 | 3.86 mm | 4.41 mm principal | 0.11 | Structured note | Long | USA |
US TREASURY N/B 1.625000% 11/15/2050 | 3.85 mm | 6.82 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.83 mm | 4.45 mm principal | 0.10 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 3.76 mm | 4.11 mm principal | 0.10 | Debt | Long | USA |
NATIONWIDE MUTUAL INSURANCE CO 144A VARIABLE RATE 12/15/2024 | 3.74 mm | 3.74 mm principal | 0.10 | Debt | Long | USA |
OCTAGON 53 LTD OCT53 2021-1A A | 3.73 mm | 3.75 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GINNIE MAE II POOL G2 MA8202 | 3.73 mm | 3.79 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN MA4158 | 3.72 mm | 4.66 mm principal | 0.10 | Debt | Long | USA |
GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D | 3.70 mm | 3.98 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN BF0496 | 3.67 mm | 4.34 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN FS4736 | 3.64 mm | 3.55 mm principal | 0.10 | Debt | Long | USA |
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2 | 3.62 mm | 3.68 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL G2 MA6930 | 3.61 mm | 4.40 mm principal | 0.10 | Debt | Long | USA |
CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1 | 3.51 mm | 3.50 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US TREASURY N/B 2.000000% 11/15/2026 | 3.51 mm | 3.73 mm principal | 0.10 | Structured note | Long | USA |
US TREASURY N/B 1.375000% 10/31/2028 | 3.46 mm | 3.93 mm principal | 0.09 | Structured note | Long | USA |
TRESTLES CLO IV LTD TREST 2021-4A B1 | 3.46 mm | 3.45 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMORGAN CHASE & CO 0.969000% 06/23/2025 | 3.43 mm | 3.48 mm principal | 0.09 | Debt | Long | USA |
BANK OF AMERICA CORP 1.658000% 03/11/2027 | 3.43 mm | 3.69 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.43 mm | 3.60 mm principal | 0.09 | Debt | Long | USA |
CLOVER CLO 2018-1 LLC CLVR 2018-1A A1R | 3.40 mm | 3.40 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US TREASURY N/B 0.500000% 08/31/2027 | 3.40 mm | 3.87 mm principal | 0.09 | Structured note | Long | USA |
FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4 | 3.40 mm | 3.60 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 | 3.39 mm | 4.09 mm principal | 0.09 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7554 | 3.35 mm | 3.99 mm principal | 0.09 | Debt | Long | USA |
WELLS FARGO & CO MTN 5.013000% 04/04/2051 | 3.33 mm | 3.55 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE POOL FN MA4255 | 3.33 mm | 4.17 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 15YR TBA (APRIL) | 3.32 mm | 3.75 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.32 mm | 3.40 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE POOL FN FM2986 | 3.30 mm | 3.48 mm principal | 0.09 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A | 3.29 mm | 3.98 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.29 mm | 4.16 mm principal | 0.09 | Debt | Long | USA |
HOUSTON GALLERIA MALL TRUST 2015-HGLR HGMT 2015-HGLR A1A2 | 3.29 mm | 3.40 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 | 3.28 mm | 3.53 mm principal | 0.09 | Debt | Long | Ireland |
FANNIE MAE POOL FN CB3426 | 3.27 mm | 3.65 mm principal | 0.09 | Debt | Long | USA |
US TREASURY N/B 4.125000% 03/31/2029 | 3.25 mm | 3.27 mm principal | 0.09 | Structured note | Long | USA |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 ARCLO 2021-FL3 A | 3.19 mm | 3.21 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE POOL FN CA8305 | 3.19 mm | 3.78 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE POOL FN CB7873 | 3.18 mm | 3.07 mm principal | 0.09 | Debt | Long | USA |
ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR | 3.15 mm | 3.15 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE POOL FN FS2463 | 3.10 mm | 3.59 mm principal | 0.08 | Debt | Long | USA |
OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5 | 3.07 mm | 3.53 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 5.000000% 10/31/2025 | 3.05 mm | 3.04 mm principal | 0.08 | Structured note | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 3.05 mm | 3.10 mm principal | 0.08 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7548 | 3.05 mm | 3.62 mm principal | 0.08 | Debt | Long | USA |
HUM Humana Inc. | 3.02 mm | 3.21 mm principal | 0.08 | Debt | Long | USA |
CEDAR FUNDING XII CLO LTD CEDF 2020-12A BR | 2.99 mm | 3.00 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE POOL FN MA4917 | 2.99 mm | 3.14 mm principal | 0.08 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 2.98 mm | 3.60 mm principal | 0.08 | Debt | Long | USA |
US TREASURY N/B 1.000000% 07/31/2028 | 2.97 mm | 3.41 mm principal | 0.08 | Structured note | Long | USA |
LEHMAN XS TRUST SERIES 2007-16N LXS 2007-16N 2A2 | 2.97 mm | 3.45 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1 | 2.96 mm | 3.25 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
WELLS FARGO & CO MTN 3.350000% 03/02/2033 | 2.92 mm | 3.36 mm principal | 0.08 | Debt | Long | USA |
US TREASURY N/B 4.125000% 08/15/2053 | 2.90 mm | 3.02 mm principal | 0.08 | Debt | Long | USA |