Fund profile
Tickers
SCXIX, TRLVX, SCFYX
Fund manager
Total assets
$4.30 bn
Liabilities
$722.48 mm
Net assets
$3.58 bn
Number of holdings
4.61 k
Top 200 of 4606 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 301.63 mm | 1.46 k contracts | 8.43 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 152.76 mm | 1.40 k contracts | 4.27 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 93.85 mm | 857.00 contracts | 2.62 | Interest rate derivative | N/A | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 82.55 mm | 82.55 mm shares | 2.31 | Short-term investment vehicle | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 56.99 mm | 56.99 mm shares | 1.59 | Short-term investment vehicle | Long | USA |
US ULTRA BOND CBT JUN23 FINANCIAL COMMODITY FUTURE. | 53.63 mm | 380.00 contracts | 1.50 | Interest rate derivative | N/A | USA |
SEI LIQUIDITY FUND
|
50.28 mm | 50.23 mm shares | 1.41 | Common equity | Long | USA |
US TREASURY N/B 4.000000% 02/29/2028 | 45.72 mm | 44.91 mm principal | 1.28 | Structured note | Long | USA |
US TREASURY N/B 4.625000% 03/15/2026 | 45.69 mm | 44.67 mm principal | 1.28 | Structured note | Long | USA |
US TREASURY N/B 3.625000% 03/31/2028 | 44.63 mm | 44.56 mm principal | 1.25 | Structured note | Long | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 42.79 mm | 56.69 mm principal | 1.20 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 34.53 mm | 40.03 mm principal | 0.96 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 34.43 mm | 34.53 mm principal | 0.96 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 28.38 mm | 28.38 mm shares | 0.79 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 3.625000% 02/15/2053 | 28.22 mm | 28.43 mm principal | 0.79 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 27.98 mm | 27.98 mm shares | 0.78 | Short-term investment vehicle | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 27.04 mm | 27.60 mm principal | 0.76 | Debt | Long | USA |
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 26.72 mm | 244.00 contracts | 0.75 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 23.84 mm | 23.60 mm principal | 0.67 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 23.62 mm | 26.30 mm principal | 0.66 | Debt | Long | USA |
90DAY EURO$ FUTR JUN23 FINANCIAL COMMODITY FUTURE. | 22.51 mm | 95.00 contracts | 0.63 | DO | N/A | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 22.41 mm | 30.95 mm principal | 0.63 | Debt | Long | USA |
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | 22.08 mm | 91.00 contracts | 0.62 | DO | N/A | USA |
US TREASURY N/B 2.000000% 11/15/2041 | 21.89 mm | 29.00 mm principal | 0.61 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 21.35 mm | 25.80 mm principal | 0.60 | Debt | Long | USA |
TREASURY BILL 0.000000% 06/15/2023 | 21.27 mm | 21.48 mm principal | 0.59 | Debt | Long | USA |
US TREASURY N/B 2.625000% 07/31/2029 | 20.74 mm | 21.93 mm principal | 0.58 | Structured note | Long | USA |
US TREASURY N/B 2.375000% 02/15/2042 | 19.93 mm | 24.79 mm principal | 0.56 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 19.57 mm | 20.45 mm principal | 0.55 | Debt | Long | USA |
US TREASURY N/B 1.375000% 11/15/2040 | 17.50 mm | 25.41 mm principal | 0.49 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 16.91 mm | 20.45 mm principal | 0.47 | Debt | Long | USA |
US TREASURY N/B 3.875000% 03/31/2025 | 16.53 mm | 16.59 mm principal | 0.46 | Structured note | Long | USA |
TREASURY BILL 0.000000% 07/18/2023 | 16.19 mm | 16.42 mm principal | 0.45 | Debt | Long | USA |
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 16.10 mm | 78.00 contracts | 0.45 | Interest rate derivative | N/A | USA |
US TREASURY N/B 1.500000% 08/15/2026 | 13.40 mm | 14.44 mm principal | 0.37 | Structured note | Long | USA |
US TREASURY N/B 2.250000% 02/15/2052 | 13.36 mm | 17.92 mm principal | 0.37 | Debt | Long | USA |
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 13.21 mm | 64.00 contracts | 0.37 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 12.76 mm | 14.80 mm principal | 0.36 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA MAY | 12.73 mm | 14.45 mm principal | 0.36 | Debt | Long | USA |
TREASURY BILL 0.000000% 08/31/2023 | 12.70 mm | 12.95 mm principal | 0.35 | Debt | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 12.57 mm | 17.37 mm principal | 0.35 | Debt | Long | USA |
US TREASURY N/B 4.625000% 02/28/2025 | 12.37 mm | 12.25 mm principal | 0.35 | Structured note | Long | USA |
TREASURY BILL 0.000000% 05/18/2023 | 12.09 mm | 12.16 mm principal | 0.34 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APRIL | 10.81 mm | 11.23 mm principal | 0.30 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 | 10.63 mm | 10.33 mm principal | 0.30 | Debt | Long | USA |
EURO-OAT FUTURE JUN23 FINANCIAL COMMODITY FUTURE. | 10.61 mm | 75.00 contracts | 0.30 | Interest rate derivative | N/A | Germany |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 10.41 mm | 10.39 mm principal | 0.29 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 10.04 mm | 10.80 mm principal | 0.28 | Debt | Long | USA |
US TREASURY N/B 1.125000% 08/15/2040 | 9.88 mm | 14.95 mm principal | 0.28 | Debt | Long | USA |
TREASURY BILL 0.000000% 07/20/2023 | 9.88 mm | 10.02 mm principal | 0.28 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 9.66 mm | 10.40 mm principal | 0.27 | Debt | Long | USA |
US TREASURY N/B 4.000000% 11/15/2052 | 9.39 mm | 8.85 mm principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 2.375000% 05/15/2051 | 9.37 mm | 12.20 mm principal | 0.26 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 9.23 mm | 9.23 mm shares | 0.26 | Short-term investment vehicle | Long | USA |
TREASURY BILL 0.000000% 08/03/2023 | 9.05 mm | 9.20 mm principal | 0.25 | Debt | Long | USA |
TREASURY BILL 0.000000% 04/27/2023 | 9.00 mm | 9.03 mm principal | 0.25 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/23/2023 | 8.87 mm | 8.93 mm principal | 0.25 | Debt | Long | USA |
US TREASURY N/B 1.375000% 08/15/2050 | 8.80 mm | 14.65 mm principal | 0.25 | Debt | Long | USA |
US TREASURY N/B 1.125000% 05/15/2040 | 8.72 mm | 13.10 mm principal | 0.24 | Debt | Long | USA |
US TREASURY N/B 4.250000% 10/15/2025 | 8.58 mm | 8.52 mm principal | 0.24 | Structured note | Long | USA |
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044 | 8.55 mm | 10.08 mm principal | 0.24 | Debt | Long | Mexico |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 8.18 mm | 8.16 mm principal | 0.23 | Debt | Long | USA |
US TREASURY N/B 0.375000% 07/31/2027 | 8.17 mm | 9.40 mm principal | 0.23 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 7.99 mm | 8.90 mm principal | 0.22 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 7.84 mm | 8.37 mm principal | 0.22 | Debt | Long | USA |
US TREASURY N/B 2.875000% 05/15/2052 | 7.75 mm | 9.06 mm principal | 0.22 | Debt | Long | USA |
FANNIE MAE POOL FN FS2648 | 7.74 mm | 8.39 mm principal | 0.22 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 7.52 mm | 9.10 mm principal | 0.21 | Debt | Long | USA |
US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE. | 7.47 mm | 65.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 7.26 mm | 7.12 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 3.250000% 06/30/2027 | 7.26 mm | 7.39 mm principal | 0.20 | Structured note | Long | USA |
Credit Suisse Group AG | 7.25 mm | 7.06 mm principal | 0.20 | Debt | Long | Switzerland |
TREASURY BILL 0.000000% 05/25/2023 | 7.06 mm | 7.11 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 4.125000% 01/31/2025 | 7.05 mm | 7.05 mm principal | 0.20 | Structured note | Long | USA |
US TREASURY N/B 3.625000% 02/15/2053 | 7.01 mm | 7.06 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 1.250000% 05/15/2050 | 6.99 mm | 12.02 mm principal | 0.20 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 6.69 mm | 7.00 mm principal | 0.19 | Debt | Long | USA |
INDONESIA GOVERNMENT 6.500000% 02/15/2031 | 6.67 mm | 100.72 bn principal | 0.19 | Debt | Long | Indonesia |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 6.66 mm | 6.80 mm principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 1.875000% 02/15/2051 | 6.61 mm | 9.68 mm principal | 0.18 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2013-35 CL | 6.52 mm | 6.88 mm principal | 0.18 | Debt | Long | USA |
US ULTRA BOND CBT JUN23 FINANCIAL COMMODITY FUTURE. | 6.49 mm | 46.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
FANNIE MAE POOL FN MA4540 | 6.33 mm | 7.36 mm principal | 0.18 | Debt | Long | USA |
US TREASURY N/B 0.750000% 05/31/2026 | 6.31 mm | 6.94 mm principal | 0.18 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4473 | 6.14 mm | 7.48 mm principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 1.375000% 10/31/2028 | 6.10 mm | 6.88 mm principal | 0.17 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 6.01 mm | 6.70 mm principal | 0.17 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APR | 5.98 mm | 6.80 mm principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 3.000000% 08/15/2052 | 5.93 mm | 6.75 mm principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 3.000000% 07/15/2025 | 5.87 mm | 6.00 mm principal | 0.16 | Structured note | Long | USA |
FANNIE MAE POOL FN FS0774 | 5.86 mm | 7.08 mm principal | 0.16 | Debt | Long | USA |
TREASURY BILL 0.000000% 07/27/2023 | 5.85 mm | 5.94 mm principal | 0.16 | Debt | Long | USA |
US TREASURY N/B 3.875000% 02/15/2043 | 5.78 mm | 5.73 mm principal | 0.16 | Debt | Long | USA |
FREDDIE MAC POOL FR QD7414 | 5.71 mm | 6.89 mm principal | 0.16 | Debt | Long | USA |
US TREASURY N/B 1.875000% 11/15/2051 | 5.67 mm | 8.33 mm principal | 0.16 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 5.67 mm | 6.10 mm principal | 0.16 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 5.66 mm | 5.75 mm principal | 0.16 | Debt | Long | USA |
FANNIE MAE POOL FN MA4204 | 5.64 mm | 6.52 mm principal | 0.16 | Debt | Long | USA |
FANNIE MAE POOL FN BV8477 | 5.57 mm | 6.20 mm principal | 0.16 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8205 | 5.49 mm | 6.37 mm principal | 0.15 | Debt | Long | USA |
US TREASURY N/B 2.375000% 02/15/2042 | 5.49 mm | 6.83 mm principal | 0.15 | Debt | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | 5.47 mm | 5.75 mm principal | 0.15 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8178 | 5.44 mm | 6.30 mm principal | 0.15 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8212 | 5.41 mm | 6.28 mm principal | 0.15 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/25/2023 | 5.41 mm | 5.45 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN MA4492 | 5.39 mm | 6.51 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN MA4512 | 5.39 mm | 6.24 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN MA4548 | 5.25 mm | 6.09 mm principal | 0.15 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8194 | 5.22 mm | 6.06 mm principal | 0.15 | Debt | Long | USA |
US TREASURY N/B 3.625000% 03/31/2030 | 5.13 mm | 5.11 mm principal | 0.14 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 5.11 mm | 5.50 mm principal | 0.14 | Debt | Long | USA |
FANNIE MAE POOL FN BQ6913 | 5.07 mm | 6.13 mm principal | 0.14 | Debt | Long | USA |
FANNIE MAE POOL FN FS1598 | 5.04 mm | 6.09 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8193 | 5.04 mm | 6.09 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 3.000000% 08/15/2052 | 5.02 mm | 5.71 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 3.500000% 02/15/2033 | 4.99 mm | 4.99 mm principal | 0.14 | Structured note | Long | USA |
FANNIE MAE POOL FN FS1918 | 4.93 mm | 5.37 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 1.625000% 11/15/2050 | 4.92 mm | 7.67 mm principal | 0.14 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APRIL | 4.91 mm | 5.10 mm principal | 0.14 | Debt | Long | USA |
GSAMP TRUST 2005-WMC3 GSAMP 2005-WMC3 A2C | 4.91 mm | 5.09 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 2.000000% 11/15/2026 | 4.90 mm | 5.21 mm principal | 0.14 | Structured note | Long | USA |
US TREASURY N/B 4.000000% 11/15/2052 | 4.90 mm | 4.62 mm principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 2.750000% 02/15/2028 | 4.81 mm | 5.01 mm principal | 0.13 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 4.79 mm | 4.70 mm principal | 0.13 | Debt | Long | USA |
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2 | 4.75 mm | 4.87 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC GOLD POOL FG G67709 | 4.74 mm | 5.01 mm principal | 0.13 | Debt | Long | USA |
EURO-BOBL FUTURE JUN23 FINANCIAL COMMODITY FUTURE. | 4.74 mm | 37.00 contracts | 0.13 | Interest rate derivative | N/A | Germany |
FANNIE MAE POOL FN MA4208 | 4.73 mm | 5.70 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 3.125000% 05/15/2048 | 4.72 mm | 5.29 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 2.750000% 04/30/2027 | 4.70 mm | 4.88 mm principal | 0.13 | Structured note | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 4.69 mm | 4.70 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 2.000000% 08/15/2051 | 4.64 mm | 6.60 mm principal | 0.13 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 | 4.63 mm | 4.78 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 4.63 mm | 4.70 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 2.000000% 08/15/2051 | 4.57 mm | 6.49 mm principal | 0.13 | Debt | Long | USA |
BANK OF AMERICA CORP 1.658000% 03/11/2027 | 4.55 mm | 5.03 mm principal | 0.13 | Debt | Long | USA |
MORGAN STANLEY MTN 1.164000% 10/21/2025 | 4.54 mm | 4.86 mm principal | 0.13 | Debt | Long | USA |
FANNIE MAE POOL FN FS2401 | 4.52 mm | 4.55 mm principal | 0.13 | Debt | Long | USA |
US TREASURY N/B 4.000000% 02/29/2028 | 4.51 mm | 4.43 mm principal | 0.13 | Structured note | Long | USA |
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3 | 4.48 mm | 5.56 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1 | 4.46 mm | 4.88 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 4.43 mm | 5.14 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN BF0496 | 4.23 mm | 4.73 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN FS1789 | 4.23 mm | 4.43 mm principal | 0.12 | Debt | Long | USA |
US TREASURY N/B 1.625000% 05/15/2026 | 4.22 mm | 4.51 mm principal | 0.12 | Structured note | Long | USA |
MASTR ASSET BACKED SECURITIES TRUST 2007-HE1 MABS 2007-HE1 A4 | 4.21 mm | 5.50 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN FS2463 | 4.14 mm | 4.60 mm principal | 0.12 | Debt | Long | USA |
FANNIE MAE POOL FN MA4158 | 4.13 mm | 4.97 mm principal | 0.12 | Debt | Long | USA |
GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D | 4.09 mm | 4.47 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4 | 4.06 mm | 4.40 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028 | 4.05 mm | 4.19 mm principal | 0.11 | Debt | Long | Germany |
GINNIE MAE II POOL 30YR TBA (APRIL) | 4.05 mm | 4.00 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 3.625000% 02/15/2053 | 3.99 mm | 4.02 mm principal | 0.11 | Debt | Long | USA |
US TREASURY N/B 1.375000% 10/31/2028 | 3.97 mm | 4.48 mm principal | 0.11 | Structured note | Long | USA |
FREDDIE MAC POOL FR SD8112 | 3.97 mm | 5.04 mm principal | 0.11 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/11/2023 | 3.97 mm | 3.99 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 3.95 mm | 4.41 mm principal | 0.11 | Debt | Long | USA |
US LONG BOND(CBT) JUN23 FINANCIAL COMMODITY FUTURE. | 3.93 mm | 30.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
WELLS FARGO & CO MTN 3.350000% 03/02/2033 | 3.91 mm | 4.52 mm principal | 0.11 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (APRIL) | 3.90 mm | 3.90 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE 0.500000% 06/17/2025 | 3.90 mm | 4.22 mm principal | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL FR RB5145 | 3.88 mm | 4.52 mm principal | 0.11 | Debt | Long | USA |
JPMORGAN CHASE & CO 0.969000% 06/23/2025 | 3.86 mm | 4.07 mm principal | 0.11 | Debt | Long | USA |
INDONESIA GOVERNMENT 6.375000% 04/15/2032 | 3.83 mm | 58.80 bn principal | 0.11 | Debt | Long | Indonesia |
GS Goldman Sachs Group, Inc. | 3.78 mm | 4.30 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE POOL FN MA4152 | 3.77 mm | 4.36 mm principal | 0.11 | Debt | Long | USA |
WELLS FARGO & CO MTN 5.013000% 04/04/2051 | 3.77 mm | 4.01 mm principal | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7554 | 3.77 mm | 4.32 mm principal | 0.11 | Debt | Long | USA |
FANNIE MAE POOL FN MA4176 | 3.75 mm | 4.33 mm principal | 0.10 | Debt | Long | USA |
NATIONWIDE MUTUAL INSURANCE CO 144A VARIABLE RATE 12/15/2024 | 3.72 mm | 3.74 mm principal | 0.10 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A | 3.70 mm | 4.27 mm principal | 0.10 | Debt | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A | 3.70 mm | 3.74 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN CB3426 | 3.67 mm | 3.95 mm principal | 0.10 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MAY) | 3.66 mm | 3.60 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 3.875000% 02/15/2043 | 3.62 mm | 3.59 mm principal | 0.10 | Debt | Long | USA |
CVS CVS Health Corp | 3.62 mm | 3.87 mm principal | 0.10 | Debt | Long | USA |
WELLS FARGO & CO MTN 3.526000% 03/24/2028 | 3.60 mm | 3.82 mm principal | 0.10 | Debt | Long | USA |
JPMORGAN CHASE & CO 1.578000% 04/22/2027 | 3.60 mm | 4.01 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 1.750000% 08/15/2041 | 3.59 mm | 4.96 mm principal | 0.10 | Debt | Long | USA |
FREDDIE MAC GOLD POOL FG G67708 | 3.58 mm | 3.79 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 3.250000% 05/15/2042 | 3.58 mm | 3.88 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE POOL FN CA8305 | 3.55 mm | 4.11 mm principal | 0.10 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8104 | 3.52 mm | 4.47 mm principal | 0.10 | Debt | Long | USA |
US TREASURY N/B 3.875000% 02/15/2043 | 3.48 mm | 3.45 mm principal | 0.10 | Debt | Long | USA |
CITIGROUP INC 3.057000% 01/25/2033 | 3.44 mm | 4.07 mm principal | 0.10 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7548 | 3.44 mm | 3.93 mm principal | 0.10 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY) | 3.43 mm | 3.50 mm principal | 0.10 | Debt | Long | USA |
CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 AS | 3.42 mm | 3.84 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1 | 3.42 mm | 3.50 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US TREASURY N/B 2.750000% 05/31/2029 | 3.41 mm | 3.58 mm principal | 0.10 | Structured note | Long | USA |
US TREASURY N/B 3.500000% 01/31/2028 | 3.37 mm | 3.39 mm principal | 0.09 | Structured note | Long | USA |
GS Goldman Sachs Group, Inc. | 3.37 mm | 3.47 mm principal | 0.09 | Debt | Long | USA |
AIG CLO 2018-1 LLC AIGIM 2018-1A A1R | 3.35 mm | 3.40 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRESTLES CLO IV LTD TREST 2021-4A B1 | 3.34 mm | 3.45 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Credit Suisse Group AG | 3.33 mm | 2.81 mm principal | 0.09 | Debt | Long | Switzerland |
WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052 | 3.31 mm | 4.09 mm principal | 0.09 | Debt | Long | USA |
US TREASURY N/B 4.625000% 03/15/2026 | 3.25 mm | 3.18 mm principal | 0.09 | Structured note | Long | USA |
GINNIE MAE II POOL G2 MA7590 | 3.24 mm | 3.54 mm principal | 0.09 | Debt | Long | USA |
TREASURY BILL 0.000000% 06/01/2023 | 3.24 mm | 3.26 mm principal | 0.09 | Debt | Long | USA |
FANNIE MAE POOL FN BM5598 | 3.21 mm | 3.52 mm principal | 0.09 | Debt | Long | USA |