Fund profile
Tickers
SCOAX
Fund manager
Total assets
$8.43 bn
Liabilities
$944.33 mm
Net assets
$7.48 bn
Number of holdings
4.66 k
Top 200 of 4661 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 452.70 mm | 2.21 k contracts | 6.05 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 243.29 mm | 2.20 k contracts | 3.25 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 199.17 mm | 1.86 k contracts | 2.66 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.250000% 02/28/2029 | 142.48 mm | 142.46 mm principal | 1.90 | Structured note | Long | USA |
US TREASURY N/B 4.000000% 01/31/2029 | 139.66 mm | 141.29 mm principal | 1.87 | Structured note | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 123.69 mm | 1.16 k contracts | 1.65 | Interest rate derivative | N/A | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 107.90 mm | 527.00 contracts | 1.44 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.750000% 11/15/2043 | 107.54 mm | 104.50 mm principal | 1.44 | Debt | Long | USA |
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 106.61 mm | 894.00 contracts | 1.42 | Interest rate derivative | N/A | USA |
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | 101.34 mm | 421.00 contracts | 1.35 | DO | N/A | USA |
US TREASURY N/B 4.000000% 02/15/2034 | 101.10 mm | 103.12 mm principal | 1.35 | Structured note | Long | USA |
US TREASURY N/B 4.125000% 02/15/2027 | 81.03 mm | 81.70 mm principal | 1.08 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 69.25 mm | 70.57 mm principal | 0.93 | Debt | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 64.89 mm | 607.00 contracts | 0.87 | Interest rate derivative | N/A | USA |
TREASURY BILL 0.000000% 04/16/2024 | 64.71 mm | 65.15 mm principal | 0.86 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 62.58 mm | 68.03 mm principal | 0.84 | Debt | Long | USA |
US TREASURY N/B 2.625000% 07/31/2029 | 58.62 mm | 63.65 mm principal | 0.78 | Structured note | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 53.14 mm | 53.14 mm shares | 0.71 | Short-term investment vehicle | Long | USA |
TREASURY BILL 0.000000% 04/02/2024 | 52.97 mm | 53.22 mm principal | 0.71 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 52.79 mm | 52.79 mm shares | 0.71 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 51.35 mm | 74.18 mm principal | 0.69 | Debt | Long | USA |
3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | 51.33 mm | 215.00 contracts | 0.69 | DO | N/A | USA |
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MAR) | 50.42 mm | 58.95 mm principal | 0.67 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/28/2029 | 46.42 mm | 46.42 mm principal | 0.62 | Structured note | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 43.50 mm | 43.50 mm shares | 0.58 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 1.125000% 08/15/2040 | 41.07 mm | 67.21 mm principal | 0.55 | Debt | Long | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 40.95 mm | 200.00 contracts | 0.55 | Interest rate derivative | N/A | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 39.81 mm | 39.81 mm shares | 0.53 | Short-term investment vehicle | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 39.26 mm | 307.00 contracts | 0.52 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 38.69 mm | 40.88 mm principal | 0.52 | Debt | Long | USA |
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 37.47 mm | 183.00 contracts | 0.50 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 37.02 mm | 38.18 mm principal | 0.49 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 35.59 mm | 35.59 mm shares | 0.48 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 33.93 mm | 50.95 mm principal | 0.45 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 32.94 mm | 37.03 mm principal | 0.44 | Debt | Long | USA |
US TREASURY N/B 4.625000% 02/28/2026 | 32.04 mm | 32.04 mm principal | 0.43 | Structured note | Long | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 32.03 mm | 290.00 contracts | 0.43 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 31.96 mm | 299.00 contracts | 0.43 | Interest rate derivative | N/A | USA |
US TREASURY N/B 1.125000% 10/31/2026 | 31.21 mm | 34.06 mm principal | 0.42 | Structured note | Long | USA |
US TREASURY N/B 1.375000% 11/15/2040 | 30.58 mm | 48.15 mm principal | 0.41 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 28.91 mm | 36.80 mm principal | 0.39 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 27.64 mm | 28.95 mm principal | 0.37 | Debt | Long | USA |
US TREASURY N/B 4.250000% 10/15/2025 | 26.47 mm | 26.68 mm principal | 0.35 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 25.92 mm | 26.20 mm principal | 0.35 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 25.90 mm | 30.60 mm principal | 0.35 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 25.83 mm | 26.45 mm principal | 0.35 | Debt | Long | USA |
US TREASURY N/B 2.375000% 05/15/2051 | 23.51 mm | 34.84 mm principal | 0.31 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 22.16 mm | 26.98 mm principal | 0.30 | Debt | Long | USA |
FEDERAL HOME LOAN BANK 5.300000% 05/22/2024 | 22.00 mm | 22.01 mm principal | 0.29 | Debt | Long | USA |
US TREASURY N/B 2.750000% 07/31/2027 | 20.00 mm | 21.08 mm principal | 0.27 | Structured note | Long | USA |
US TREASURY N/B 3.250000% 06/30/2029 | 19.89 mm | 20.91 mm principal | 0.27 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 19.40 mm | 18.23 mm principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 19.37 mm | 29.08 mm principal | 0.26 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7552 | 18.24 mm | 21.88 mm principal | 0.24 | Debt | Long | USA |
US TREASURY N/B 1.000000% 07/31/2028 | 17.90 mm | 20.61 mm principal | 0.24 | Structured note | Long | USA |
US TREASURY N/B 3.875000% 04/30/2025 | 17.80 mm | 18.02 mm principal | 0.24 | Structured note | Long | USA |
US TREASURY N/B 1.250000% 04/30/2028 | 17.66 mm | 19.98 mm principal | 0.24 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 17.66 mm | 16.60 mm principal | 0.24 | Debt | Long | USA |
FANNIE MAE POOL FN MA4540 | 17.41 mm | 20.88 mm principal | 0.23 | Debt | Long | USA |
FANNIE MAE POOL FN FS2648 | 17.39 mm | 19.58 mm principal | 0.23 | Debt | Long | USA |
TREASURY BILL 0.000000% 04/18/2024 | 17.01 mm | 17.13 mm principal | 0.23 | Debt | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 17.01 mm | 133.00 contracts | 0.23 | Interest rate derivative | N/A | USA |
TREASURY BILL 0.000000% 03/19/2024 | 16.98 mm | 17.03 mm principal | 0.23 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 16.67 mm | 16.99 mm principal | 0.22 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 15.71 mm | 15.88 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 1.375000% 10/31/2028 | 15.53 mm | 17.69 mm principal | 0.21 | Structured note | Long | USA |
TREASURY BILL 0.000000% 05/09/2024 | 15.49 mm | 15.65 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 4.375000% 08/15/2043 | 15.45 mm | 15.78 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 4.000000% 01/31/2029 | 14.99 mm | 15.17 mm principal | 0.20 | Structured note | Long | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 14.77 mm | 21.33 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 2.875000% 05/15/2052 | 14.69 mm | 19.51 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 4.750000% 11/15/2043 | 14.58 mm | 14.17 mm principal | 0.19 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 14.43 mm | 14.53 mm principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 2.250000% 02/15/2052 | 14.23 mm | 21.75 mm principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 4.500000% 02/15/2044 | 14.20 mm | 14.20 mm principal | 0.19 | Debt | Long | USA |
FANNIE MAE POOL FN MA4840 | 14.07 mm | 14.86 mm principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 5.000000% 10/31/2025 | 13.73 mm | 13.68 mm principal | 0.18 | Structured note | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 13.59 mm | 14.11 mm principal | 0.18 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 13.58 mm | 13.90 mm principal | 0.18 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 13.41 mm | 13.50 mm principal | 0.18 | Debt | Long | USA |
US TREASURY N/B 4.500000% 11/15/2033 | 13.39 mm | 13.15 mm principal | 0.18 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2043 | 13.19 mm | 12.82 mm principal | 0.18 | Debt | Long | USA |
US TREASURY N/B 0.250000% 07/31/2025 | 13.15 mm | 14.02 mm principal | 0.18 | Structured note | Long | USA |
US TREASURY N/B 0.375000% 07/31/2027 | 12.96 mm | 14.83 mm principal | 0.17 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 12.80 mm | 12.94 mm principal | 0.17 | Debt | Long | USA |
TREASURY BILL 0.000000% 04/25/2024 | 12.58 mm | 12.68 mm principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 3.875000% 11/30/2027 | 12.48 mm | 12.69 mm principal | 0.17 | Structured note | Long | USA |
US TREASURY N/B 3.625000% 02/15/2053 | 12.43 mm | 14.21 mm principal | 0.17 | Debt | Long | USA |
CIM TRUST 2021-INV1 CIM 2021-INV1 A2 | 11.96 mm | 14.98 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 4.750000% 07/31/2025 | 11.51 mm | 11.53 mm principal | 0.15 | Structured note | Long | USA |
US TREASURY N/B 4.125000% 02/15/2027 | 11.19 mm | 11.29 mm principal | 0.15 | Structured note | Long | USA |
SEI LIQUIDITY FUND
|
11.17 mm | 11.18 mm shares | 0.15 | Common equity | Long | USA |
FANNIE MAE POOL FN FS1918 | 11.05 mm | 12.65 mm principal | 0.15 | Debt | Long | USA |
TREASURY BILL 0.000000% 04/25/2024 | 10.97 mm | 11.06 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN MA4204 | 10.95 mm | 13.05 mm principal | 0.15 | Debt | Long | USA |
SEI Lquidity Fund LP | 10.91 mm | 10.91 mm principal | 0.15 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 2.750000% 04/30/2027 | 10.86 mm | 11.41 mm principal | 0.15 | Structured note | Long | USA |
US TREASURY N/B 4.125000% 01/31/2025 | 10.80 mm | 10.90 mm principal | 0.14 | Structured note | Long | USA |
US TREASURY N/B 4.250000% 02/28/2031 | 10.80 mm | 10.81 mm principal | 0.14 | Structured note | Long | USA |
FREDDIE MAC POOL FR SD3768 | 10.64 mm | 11.94 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 4.625000% 02/28/2026 | 10.55 mm | 10.55 mm principal | 0.14 | Structured note | Long | USA |
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 10.49 mm | 95.00 contracts | 0.14 | Interest rate derivative | N/A | USA |
US TREASURY N/B 4.000000% 01/15/2027 | 10.44 mm | 10.57 mm principal | 0.14 | Structured note | Long | USA |
FREDDIE MAC POOL FR QD7414 | 10.39 mm | 13.19 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 4.000000% 01/31/2031 | 10.36 mm | 10.53 mm principal | 0.14 | Structured note | Long | USA |
FED HOME LN DISCOUNT NT ZERO COUPON 05/15/2024 | 9.89 mm | 10.00 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS0774 | 9.71 mm | 12.23 mm principal | 0.13 | Debt | Long | USA |
FED HOME LN DISCOUNT NT ZERO COUPON 10/30/2024 | 9.66 mm | 10.00 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 4.625000% 11/15/2026 | 9.62 mm | 9.59 mm principal | 0.13 | Structured note | Long | USA |
RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7 | 9.56 mm | 11.11 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN CB0290 | 9.54 mm | 12.10 mm principal | 0.13 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A | 9.52 mm | 11.56 mm principal | 0.13 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8199 | 9.47 mm | 12.02 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS1789 | 9.46 mm | 10.34 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 9.46 mm | 9.30 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN MA4579 | 9.39 mm | 10.96 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN MA4492 | 9.38 mm | 11.91 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN BV8515 | 9.36 mm | 10.92 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS1598 | 9.35 mm | 11.87 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN MA4493 | 9.34 mm | 11.33 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN FS4736 | 9.34 mm | 9.16 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8205 | 9.33 mm | 11.32 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 9.32 mm | 10.13 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8212 | 9.30 mm | 11.31 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 9.24 mm | 9.00 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 2.375000% 05/15/2051 | 9.20 mm | 13.63 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8178 | 9.19 mm | 11.14 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN CB0610 | 9.15 mm | 10.98 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN MA4281 | 9.10 mm | 11.53 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN MA4512 | 9.03 mm | 10.99 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL FR QD2128 | 9.00 mm | 10.91 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 3.875000% 05/15/2043 | 9.00 mm | 9.84 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 4.500000% 02/15/2044 | 8.96 mm | 8.96 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8194 | 8.88 mm | 10.78 mm principal | 0.12 | Debt | Long | USA |
AXP American Express Co. | 8.72 mm | 8.70 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 4.875000% 11/30/2025 | 8.72 mm | 8.70 mm principal | 0.12 | Structured note | Long | USA |
US TREASURY N/B 1.875000% 11/15/2051 | 8.68 mm | 14.58 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN BF0496 | 8.67 mm | 10.35 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 8.64 mm | 8.60 mm principal | 0.12 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 8.62 mm | 8.50 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN BQ6913 | 8.59 mm | 10.90 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE POOL FN CB7873 | 8.57 mm | 8.30 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 2.375000% 03/31/2029 | 8.57 mm | 9.37 mm principal | 0.11 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4208 | 8.54 mm | 10.80 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE POOL FN CB3426 | 8.47 mm | 9.51 mm principal | 0.11 | Debt | Long | USA |
BANK OF AMERICA CORP 1.734000% 07/22/2027 | 8.42 mm | 9.18 mm principal | 0.11 | Debt | Long | USA |
JPMORGAN CHASE & CO 0.969000% 06/23/2025 | 8.41 mm | 8.54 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 4.375000% 11/30/2030 | 8.32 mm | 8.28 mm principal | 0.11 | Structured note | Long | USA |
BANK OF AMERICA CORP MTN 2.087000% 06/14/2029 | 8.30 mm | 9.45 mm principal | 0.11 | Debt | Long | USA |
J.P. MORGAN MORTGAGE TRUST 2021-14 JPMMT 2021-14 A3 | 8.28 mm | 10.36 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 3.125000% 05/15/2048 | 8.16 mm | 10.27 mm principal | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8193 | 8.14 mm | 10.35 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 8.13 mm | 8.10 mm principal | 0.11 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 | 8.13 mm | 8.75 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN CA8305 | 8.11 mm | 9.66 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 2.375000% 02/15/2042 | 8.08 mm | 11.00 mm principal | 0.11 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 8.06 mm | 8.73 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 4.125000% 02/15/2027 | 8.06 mm | 8.13 mm principal | 0.11 | Structured note | Long | USA |
FANNIE MAE POOL FN FM2986 | 8.04 mm | 8.54 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 7.98 mm | 8.23 mm principal | 0.11 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 7.80 mm | 7.70 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 3.875000% 12/31/2029 | 7.78 mm | 7.95 mm principal | 0.10 | Structured note | Long | USA |
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A | 7.78 mm | 8.35 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1 | 7.76 mm | 8.49 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
J.P. MORGAN MORTGAGE TRUST 2022-1 JPMMT 2022-1 A3 | 7.67 mm | 9.60 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN MA4158 | 7.64 mm | 9.64 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN FS5635 | 7.57 mm | 8.23 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN MA4473 | 7.52 mm | 9.38 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/15/2054 | 7.37 mm | 7.51 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN MA4805 | 7.35 mm | 7.76 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN CB0288 | 7.32 mm | 9.15 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN AL5925 | 7.32 mm | 8.24 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 7.29 mm | 7.70 mm principal | 0.10 | Debt | Long | USA |
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3 | 7.29 mm | 9.12 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN FS4654 | 7.28 mm | 9.19 mm principal | 0.10 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA7192 | 7.27 mm | 8.93 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN MA4232 | 7.26 mm | 8.65 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN MA4387 | 7.24 mm | 8.66 mm principal | 0.10 | Debt | Long | USA |
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A | 7.19 mm | 7.79 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 3.875000% 02/15/2043 | 7.19 mm | 7.85 mm principal | 0.10 | Debt | Long | USA |
FREDDIE MAC POOL FR RB5154 | 7.17 mm | 8.41 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN BM5598 | 7.17 mm | 8.19 mm principal | 0.10 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A | 7.08 mm | 7.08 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 2.875000% 08/15/2028 | 7.05 mm | 7.49 mm principal | 0.09 | Structured note | Long | USA |
BRK: J.P. MORGAN CHASE PAY: 1.52% FIXED | 7.05 mm | 20.63 mm contracts | 0.09 | Interest rate derivative | N/A | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 6.97 mm | 7.30 mm principal | 0.09 | Debt | Long | USA |
JP MORGAN MORTGAGE TRUST 2021-1 JPMMT 2021-1 A3 | 6.90 mm | 8.64 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 6.86 mm | 7.54 mm principal | 0.09 | Debt | Long | USA |
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028 | 6.82 mm | 6.84 mm principal | 0.09 | Debt | Long | USA |
US TREASURY N/B 1.500000% 08/15/2026 | 6.81 mm | 7.32 mm principal | 0.09 | Structured note | Long | USA |
US TREASURY N/B 2.000000% 11/15/2026 | 6.77 mm | 7.22 mm principal | 0.09 | Structured note | Long | USA |
TREASURY BILL 0.000000% 05/07/2024 | 6.74 mm | 6.81 mm principal | 0.09 | Debt | Long | USA |
DISCOVER CARD EXECUTION NOTE TRUST DCENT 2023-A2 A | 6.72 mm | 6.72 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 6.65 mm | 52.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3 | 6.62 mm | 8.30 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 1.875000% 02/15/2051 | 6.58 mm | 11.00 mm principal | 0.09 | Debt | Long | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 6.55 mm | 6.16 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE POOL FN FS2252 | 6.52 mm | 7.46 mm principal | 0.09 | Debt | Long | USA |
VERIZON MASTER TRUST VZMT 2023-6 A | 6.51 mm | 6.41 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC GOLD POOL FG G67707 | 6.49 mm | 7.11 mm principal | 0.09 | Debt | Long | USA |