Fund profile
Tickers
SIFAX, SLFYX
Fund manager
Total assets
$894.55 mm
Liabilities
$214.75 mm
Net assets
$679.80 mm
Number of holdings
1.53 k
Top 200 of 1530 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 144.37 mm | 124.60 mm principal | 21.24 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024 | 107.65 mm | 85.61 mm principal | 15.84 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 78.13 mm | 65.55 mm principal | 11.49 | Debt | Long | USA |
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 39.40 mm | 374.00 contracts | 5.80 | Interest rate derivative | N/A | USA |
XOM Exxon Mobil Corp. | 12.20 mm | 103.76 k shares | 1.79 | Common equity | Long | USA |
WTI CRUDE FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 12.16 mm | 145.00 contracts | 1.79 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 10/26/2023 | 10.96 mm | 11.00 mm principal | 1.61 | Debt | Long | USA |
TREASURY BILL 0.000000% 11/02/2023 | 10.95 mm | 11.00 mm principal | 1.61 | Debt | Long | USA |
TREASURY BILL 0.000000% 11/07/2023 | 10.94 mm | 11.00 mm principal | 1.61 | Debt | Long | USA |
US TREASURY FRN VARIABLE RATE 01/31/2024 | 10.40 mm | 10.40 mm principal | 1.53 | Structured note | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 10.19 mm | 8.99 mm principal | 1.50 | Debt | Long | USA |
TREASURY BILL 0.000000% 10/19/2023 | 9.98 mm | 10.00 mm principal | 1.47 | Debt | Long | USA |
TREASURY BILL 0.000000% 11/14/2023 | 9.44 mm | 9.50 mm principal | 1.39 | Debt | Long | USA |
CVX Chevron Corp. | 7.59 mm | 45.01 k shares | 1.12 | Common equity | Long | USA |
US TREASURY FRN VARIABLE RATE 01/31/2025 | 7.21 mm | 7.20 mm principal | 1.06 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 04/30/2025 | 7.10 mm | 7.10 mm principal | 1.04 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 07/31/2024 | 7.10 mm | 7.10 mm principal | 1.04 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 10/31/2024 | 7.01 mm | 7.00 mm principal | 1.03 | Structured note | Long | USA |
GOLD 100 OZ FUTR FEB24 PHYSICAL COMMODITY FUTURE. | 6.79 mm | 36.00 contracts | 1.00 | Commodity derivative | N/A | USA |
MSFT Microsoft Corporation | 6.73 mm | 21.30 k shares | 0.99 | Common equity | Long | USA |
PG Procter & Gamble Co. | 6.50 mm | 44.55 k shares | 0.96 | Common equity | Long | USA |
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 5.78 mm | 64.00 contracts | 0.85 | Commodity derivative | N/A | UK |
TREASURY FLOATING RATE NOTE BND/GOVT US TREASURY FRN | 5.00 mm | 5.00 mm principal | 0.74 | Structured note | Long | USA |
TREASURY BILL 0.000000% 11/21/2023 | 4.96 mm | 5.00 mm principal | 0.73 | Debt | Long | USA |
COST Costco Wholesale Corp | 4.77 mm | 8.44 k shares | 0.70 | Common equity | Long | USA |
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE. | 4.69 mm | 158.00 contracts | 0.69 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 10/12/2023 | 4.49 mm | 4.50 mm principal | 0.66 | Debt | Long | USA |
PEP PepsiCo Inc | 4.49 mm | 26.49 k shares | 0.66 | Common equity | Long | USA |
WMT Walmart Inc | 4.31 mm | 26.97 k shares | 0.63 | Common equity | Long | USA |
WI TREASURY SEC. VARIABLE RATE 07/31/2025 | 4.20 mm | 4.20 mm principal | 0.62 | Structured note | Long | USA |
GOLD 100 OZ FUTR APR24 PHYSICAL COMMODITY FUTURE. | 4.19 mm | 22.00 contracts | 0.62 | Commodity derivative | N/A | USA |
KO Coca-Cola Co | 4.18 mm | 74.58 k shares | 0.61 | Common equity | Long | USA |
LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 4.06 mm | 69.00 contracts | 0.60 | Commodity derivative | N/A | UK |
SILVER FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 3.76 mm | 33.00 contracts | 0.55 | Commodity derivative | N/A | USA |
COP Conoco Phillips | 3.72 mm | 31.03 k shares | 0.55 | Common equity | Long | USA |
BRK: MORGAN STANLEY PAY: 1.3945% | 3.49 mm | 18.72 mm contracts | 0.51 | Interest rate derivative | N/A | XX |
LIVE CATTLE FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 3.46 mm | 46.00 contracts | 0.51 | Commodity derivative | N/A | USA |
UNH Unitedhealth Group Inc | 3.38 mm | 6.71 k shares | 0.50 | Common equity | Long | USA |
CORN FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 3.34 mm | 140.00 contracts | 0.49 | Commodity derivative | N/A | USA |
LLY Lilly(Eli) & Co | 3.14 mm | 5.85 k shares | 0.46 | Common equity | Long | USA |
JNJ Johnson & Johnson | 2.73 mm | 17.51 k shares | 0.40 | Common equity | Long | USA |
PM Philip Morris International Inc | 2.72 mm | 29.40 k shares | 0.40 | Common equity | Long | USA |
NY HARB ULSD FUT NOV23 PHYSICAL COMMODITY FUTURE. | 2.63 mm | 19.00 contracts | 0.39 | Commodity derivative | N/A | USA |
COCOA FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 2.63 mm | 77.00 contracts | 0.39 | Commodity derivative | N/A | USA |
WTI CRUDE FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 2.62 mm | 32.00 contracts | 0.39 | Commodity derivative | N/A | USA |
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.52 mm | 66.00 contracts | 0.37 | Commodity derivative | N/A | USA |
SOYBEAN MEAL FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 2.50 mm | 66.00 contracts | 0.37 | Commodity derivative | N/A | USA |
NATURAL GAS FUTR NOV23 PHYSICAL COMMODITY FUTURE. | 2.46 mm | 84.00 contracts | 0.36 | Commodity derivative | N/A | USA |
VZ Verizon Communications Inc | 2.38 mm | 73.48 k shares | 0.35 | Common equity | Long | USA |
BRENT CRUDE FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 2.32 mm | 27.00 contracts | 0.34 | Commodity derivative | N/A | UK |
NY HARB ULSD FUT JAN24 PHYSICAL COMMODITY FUTURE. | 2.32 mm | 18.00 contracts | 0.34 | Commodity derivative | N/A | USA |
BRK: MORGAN STANLEY PAY: 0.316% | 2.22 mm | 15.80 mm contracts | 0.33 | Interest rate derivative | N/A | XX |
GASOLINE RBOB FUT NOV23 PHYSICAL COMMODITY FUTURE. | 2.22 mm | 22.00 contracts | 0.33 | Commodity derivative | N/A | USA |
GOOG Alphabet Inc - Ordinary Shares | 2.15 mm | 16.43 k shares | 0.32 | Common equity | Long | USA |
SLB Schlumberger Ltd. | 2.14 mm | 36.66 k shares | 0.31 | Common equity | Long | USA |
GOLD 100 OZ FUTR JUN24 PHYSICAL COMMODITY FUTURE. | 2.12 mm | 11.00 contracts | 0.31 | Commodity derivative | N/A | USA |
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025 | 2.10 mm | 2.10 mm principal | 0.31 | Debt | Long | USA |
GOLD 100 OZ FUTR FEB24 PHYSICAL COMMODITY FUTURE. | 2.07 mm | 11.00 contracts | 0.31 | Commodity derivative | N/A | USA |
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.05 mm | 11.00 contracts | 0.30 | Commodity derivative | N/A | USA |
SUGAR #11 (WORLD) MAY24 PHYSICAL COMMODITY FUTURE. | 2.04 mm | 72.00 contracts | 0.30 | Commodity derivative | N/A | USA |
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/06/2023 | 2.00 mm | 2.00 mm principal | 0.29 | Debt | Long | USA |
EOG EOG Resources, Inc. | 1.92 mm | 15.12 k shares | 0.28 | Common equity | Long | USA |
NATURAL GAS FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 1.90 mm | 63.00 contracts | 0.28 | Commodity derivative | N/A | USA |
GOOG Alphabet Inc - Ordinary Shares | 1.88 mm | 14.28 k shares | 0.28 | Common equity | Long | USA |
T AT&T, Inc. | 1.88 mm | 125.39 k shares | 0.28 | Common equity | Long | USA |
ABBV Abbvie Inc | 1.87 mm | 12.57 k shares | 0.28 | Common equity | Long | USA |
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 1.87 mm | 49.00 contracts | 0.27 | Commodity derivative | N/A | USA |
MRK Merck & Co Inc | 1.86 mm | 18.02 k shares | 0.27 | Common equity | Long | USA |
META Meta Platforms Inc - Ordinary Shares | 1.84 mm | 6.14 k shares | 0.27 | Common equity | Long | USA |
MDLZ Mondelez International Inc. - Ordinary Shares | 1.79 mm | 25.77 k shares | 0.26 | Common equity | Long | USA |
COPPER FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 1.79 mm | 19.00 contracts | 0.26 | Commodity derivative | N/A | USA |
FANNIE MAE POOL FN BU1349 | 1.79 mm | 2.14 mm principal | 0.26 | Debt | Long | USA |
MPC Marathon Petroleum Corp | 1.72 mm | 11.34 k shares | 0.25 | Common equity | Long | USA |
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 1.68 mm | 9.00 contracts | 0.25 | Commodity derivative | N/A | USA |
PLD Prologis Inc | 1.61 mm | 14.34 k shares | 0.24 | Common equity | Long | USA |
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF | 1.54 mm | 1.61 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
WTI CRUDE FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 1.45 mm | 16.00 contracts | 0.21 | Commodity derivative | N/A | USA |
LOW SU GASOIL G NOV23 PHYSICAL COMMODITY FUTURE. | 1.45 mm | 15.00 contracts | 0.21 | Commodity derivative | N/A | UK |
MO Altria Group Inc. | 1.42 mm | 33.83 k shares | 0.21 | Common equity | Long | USA |
COPPER FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.42 mm | 15.00 contracts | 0.21 | Commodity derivative | N/A | USA |
PSX Phillips 66 | 1.41 mm | 11.76 k shares | 0.21 | Common equity | Long | USA |
COPPER FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 1.41 mm | 15.00 contracts | 0.21 | Commodity derivative | N/A | USA |
SOYBEAN FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.39 mm | 21.00 contracts | 0.20 | Commodity derivative | N/A | USA |
FANNIE MAE 0.500000% 06/17/2025 | 1.39 mm | 1.50 mm principal | 0.20 | Debt | Long | USA |
PXD Pioneer Natural Resources Co. | 1.39 mm | 6.04 k shares | 0.20 | Common equity | Long | USA |
TMO Thermo Fisher Scientific Inc. | 1.38 mm | 2.72 k shares | 0.20 | Common equity | Long | USA |
TMUS T-Mobile US Inc | 1.38 mm | 9.82 k shares | 0.20 | Common equity | Long | USA |
LME LEAD FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 1.36 mm | 25.00 contracts | 0.20 | Commodity derivative | N/A | UK |
WTI CRUDE FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 1.34 mm | 16.00 contracts | 0.20 | Commodity derivative | N/A | USA |
VLO Valero Energy Corp. | 1.34 mm | 9.43 k shares | 0.20 | Common equity | Long | USA |
PFE Pfizer Inc. | 1.32 mm | 39.89 k shares | 0.19 | Common equity | Long | USA |
COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 1.31 mm | 14.00 contracts | 0.19 | Commodity derivative | N/A | USA |
WTI CRUDE FUTURE JAN24 PHYSICAL COMMODITY FUTURE. | 1.30 mm | 15.00 contracts | 0.19 | Commodity derivative | N/A | USA |
COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 1.26 mm | 23.00 contracts | 0.19 | Commodity derivative | N/A | USA |
SILVER FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 1.25 mm | 11.00 contracts | 0.18 | Commodity derivative | N/A | USA |
LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2 | 1.24 mm | 1.25 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A | 1.24 mm | 1.26 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 1.21 mm | 13.00 contracts | 0.18 | Commodity derivative | N/A | USA |
BALLYROCK CLO 16 LTD BALLY 2021-16A A1 | 1.21 mm | 1.22 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE 0.625000% 04/22/2025 | 1.21 mm | 1.30 mm principal | 0.18 | Debt | Long | USA |
LME PRI ALUM FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 1.20 mm | 20.00 contracts | 0.18 | Commodity derivative | N/A | UK |
ABT Abbott Laboratories | 1.20 mm | 12.34 k shares | 0.18 | Common equity | Long | USA |
BRENT CRUDE FUTR JUL24 PHYSICAL COMMODITY FUTURE. | 1.19 mm | 14.00 contracts | 0.17 | Commodity derivative | N/A | UK |
FREDDIE MAC 5.150000% 01/27/2026 | 1.18 mm | 1.20 mm principal | 0.17 | Debt | Long | USA |
AMT American Tower Corp. | 1.18 mm | 7.20 k shares | 0.17 | Common equity | Long | USA |
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 1.17 mm | 13.00 contracts | 0.17 | Commodity derivative | N/A | UK |
OXY Occidental Petroleum Corp. | 1.17 mm | 18.02 k shares | 0.17 | Common equity | Long | USA |
DHR Danaher Corp. | 1.17 mm | 4.70 k shares | 0.17 | Common equity | Long | USA |
NEE NextEra Energy Inc | 1.16 mm | 20.31 k shares | 0.17 | Common equity | Long | USA |
SILVER FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.15 mm | 10.00 contracts | 0.17 | Commodity derivative | N/A | USA |
NFLX Netflix Inc. | 1.15 mm | 3.05 k shares | 0.17 | Common equity | Long | USA |
NATURAL GAS FUTR NOV23 PHYSICAL COMMODITY FUTURE. | 1.14 mm | 39.00 contracts | 0.17 | Commodity derivative | N/A | USA |
BRENT CRUDE FUTR MAR24 PHYSICAL COMMODITY FUTURE. | 1.14 mm | 13.00 contracts | 0.17 | Commodity derivative | N/A | UK |
BFLD TRUST BFLD 2021-FPM A | 1.14 mm | 1.19 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A | 1.13 mm | 1.14 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CORN FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 1.13 mm | 46.00 contracts | 0.17 | Commodity derivative | N/A | USA |
CORN FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.13 mm | 45.00 contracts | 0.17 | Commodity derivative | N/A | USA |
MAGNETITE XXVI LTD MAGNE 2020-26A A1R | 1.12 mm | 1.13 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HES Hess Corporation | 1.11 mm | 7.24 k shares | 0.16 | Common equity | Long | USA |
CL Colgate-Palmolive Co. | 1.10 mm | 15.54 k shares | 0.16 | Common equity | Long | USA |
WMB Williams Cos Inc | 1.10 mm | 32.61 k shares | 0.16 | Common equity | Long | USA |
LIVE CATTLE FUTR APR24 PHYSICAL COMMODITY FUTURE. | 1.09 mm | 14.00 contracts | 0.16 | Commodity derivative | N/A | USA |
US TREASURY N/B 4.625000% 02/28/2025 | 1.09 mm | 1.10 mm principal | 0.16 | Structured note | Long | USA |
LNG Cheniere Energy Inc. | 1.07 mm | 6.45 k shares | 0.16 | Common equity | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | 1.06 mm | 1.08 mm principal | 0.16 | Debt | Long | USA |
EQIX Equinix Inc | 1.05 mm | 1.44 k shares | 0.15 | Common equity | Long | USA |
AMGN AMGEN Inc. | 1.03 mm | 3.85 k shares | 0.15 | Common equity | Long | USA |
BKNG Booking Holdings Inc | 1.03 mm | 1.08 mm principal | 0.15 | Debt | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2 | 1.02 mm | 1.04 mm principal | 0.15 | Debt | Long | USA |
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A | 1.00 mm | 978.27 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2 | 1.00 mm | 1.02 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025 | 1.00 mm | 1.00 mm principal | 0.15 | Debt | Long | USA |
KC HRW WHEAT FUT DEC23 PHYSICAL COMMODITY FUTURE. | 995.63 k | 30.00 contracts | 0.15 | Commodity derivative | N/A | USA |
BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2022-1 A | 993.67 k | 1.01 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Walt Disney Co | 988.97 k | 12.20 k shares | 0.15 | Common equity | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A | 972.91 k | 957.68 k principal | 0.14 | Debt | Long | USA |
AGL CLO 12 LTD AGL 2021-12A A1 | 962.82 k | 969.60 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HAL Halliburton Co. | 953.17 k | 23.54 k shares | 0.14 | Common equity | Long | USA |
TGT Target Corp | 947.58 k | 8.57 k shares | 0.14 | Common equity | Long | USA |
LENOVO GROUP LTD 5.831000% 01/27/2028 | 946.01 k | 966.00 k principal | 0.14 | Debt | Long | China |
NATURAL GAS FUTR MAR24 PHYSICAL COMMODITY FUTURE. | 933.80 k | 29.00 contracts | 0.14 | Commodity derivative | N/A | USA |
CLR Continental Resources Inc (OKLA) | 930.25 k | 1.05 mm principal | 0.14 | Debt | Long | USA |
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 928.46 k | 14.00 contracts | 0.14 | Commodity derivative | N/A | UK |
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 928.46 k | 14.00 contracts | 0.14 | Commodity derivative | N/A | UK |
NATURAL GAS FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 926.90 k | 26.00 contracts | 0.14 | Commodity derivative | N/A | USA |
BHI BAKER HUGHES a GE Co LLC | 925.17 k | 26.19 k shares | 0.14 | Common equity | Long | USA |
LME LEAD FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 922.68 k | 17.00 contracts | 0.14 | Commodity derivative | N/A | UK |
DEXT ABS 2023-1 LLC DEXT 2023-1 A2 | 908.78 k | 923.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 5.000000% 08/31/2025 | 898.17 k | 900.00 k principal | 0.13 | Structured note | Long | USA |
SILVER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 898.00 k | 8.00 contracts | 0.13 | Commodity derivative | N/A | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B | 895.53 k | 897.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
KML Kinder Morgan Canada Ltd | 877.56 k | 52.93 k shares | 0.13 | Common equity | Long | USA |
BAT CAPITAL CORP 2.259000% 03/25/2028 | 869.41 k | 1.03 mm principal | 0.13 | Debt | Long | UK |
BMY Bristol-Myers Squibb Co. | 861.31 k | 14.84 k shares | 0.13 | Common equity | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2 | 860.70 k | 837.67 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
DISH DBS CORP 144A 5.250000% 12/01/2026 | 855.80 k | 1.01 mm principal | 0.13 | Debt | Long | USA |
BRK: GOLDMAN SACHS PAY: 3.146% | 853.58 k | 6.00 mm contracts | 0.13 | Interest rate derivative | N/A | XX |
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A2A | 847.08 k | 848.05 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
OCP CLO 2020-18 LTD OCP 2020-18A AR | 845.01 k | 849.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HON Honeywell International Inc | 841.30 k | 810.00 k principal | 0.12 | Debt | Long | USA |
LOW SU GASOIL G MAY24 PHYSICAL COMMODITY FUTURE. | 839.25 k | 10.00 contracts | 0.12 | Commodity derivative | N/A | UK |
SOYBEAN FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 828.75 k | 13.00 contracts | 0.12 | Commodity derivative | N/A | USA |
SOYBEAN OIL FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 817.95 k | 25.00 contracts | 0.12 | Commodity derivative | N/A | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1 | 808.51 k | 798.45 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025 | 800.35 k | 800.00 k principal | 0.12 | Debt | Long | USA |
KMB Kimberly-Clark Corp. | 799.54 k | 6.62 k shares | 0.12 | Common equity | Long | USA |
HFX 2017-1A A3 SERIES CLASS | 797.70 k | 830.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
DVN Devon Energy Corp. | 788.00 k | 16.52 k shares | 0.12 | Common equity | Long | USA |
FANNIE MAE 3.875000% 08/28/2024 | 787.70 k | 800.00 k principal | 0.12 | Debt | Long | USA |
FED HOME LN DISCOUNT NT ZERO COUPON 02/02/2024 | 786.07 k | 800.00 k principal | 0.12 | Debt | Long | USA |
ADM Archer Daniels Midland Co. | 784.82 k | 10.41 k shares | 0.12 | Common equity | Long | USA |
SOYBEAN MEAL FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 783.51 k | 21.00 contracts | 0.12 | Commodity derivative | N/A | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C | 780.51 k | 925.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
RRX Regal Rexnord Corp | 780.20 k | 789.00 k principal | 0.11 | Debt | Long | USA |
BRK: MORGAN STANLEY PAY: 2.21% | 777.37 k | 10.40 mm contracts | 0.11 | Interest rate derivative | N/A | XX |
MNST Monster Beverage Corp. | 768.20 k | 14.51 k shares | 0.11 | Common equity | Long | USA |
AIRCASTLE LTD 144A 2.850000% 01/26/2028 | 767.03 k | 904.00 k principal | 0.11 | Debt | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A | 758.00 k | 753.31 k principal | 0.11 | Debt | Long | USA |
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A2A | 757.52 k | 757.87 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2 | 754.90 k | 778.09 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1 | 753.01 k | 750.44 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A | 741.77 k | 779.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
OKE Oneok Inc. | 740.67 k | 11.68 k shares | 0.11 | Common equity | Long | USA |
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027 | 740.20 k | 753.00 k principal | 0.11 | Debt | Long | Hungary |
MDT Medtronic Plc | 733.92 k | 9.37 k shares | 0.11 | Common equity | Long | USA |
ELV Elevance Health Inc | 733.25 k | 1.68 k shares | 0.11 | Common equity | Long | USA |
PLATINUM FUTURE JAN24 PHYSICAL COMMODITY FUTURE. | 732.72 k | 16.00 contracts | 0.11 | Commodity derivative | N/A | USA |
LME ZINC FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 731.29 k | 11.00 contracts | 0.11 | Commodity derivative | N/A | UK |
STZ Constellation Brands Inc - Ordinary Shares | 728.61 k | 2.90 k shares | 0.11 | Common equity | Long | USA |
GIS General Mills, Inc. | 726.67 k | 11.36 k shares | 0.11 | Common equity | Long | USA |
ISRG Intuitive Surgical Inc | 726.34 k | 2.49 k shares | 0.11 | Common equity | Long | USA |
GS MORTGAGE SECURITIES TRUST 2021-1 A2 | 722.73 k | 769.00 k principal | 0.11 | Debt | Long | USA |
COFFEE 'C' FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 721.26 k | 13.00 contracts | 0.11 | Commodity derivative | N/A | USA |
SO Southern Company | 720.79 k | 11.14 k shares | 0.11 | Common equity | Long | USA |
FANG Diamondback Energy Inc | 720.66 k | 4.65 k shares | 0.11 | Common equity | Long | USA |
SOYBEAN FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 720.64 k | 11.00 contracts | 0.11 | Commodity derivative | N/A | USA |
COFFEE 'C' FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | 717.60 k | 13.00 contracts | 0.11 | Commodity derivative | N/A | USA |
DIAMOND ISSUER SHINE 2021-1A A | 714.28 k | 839.16 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
SOYBEAN FUTURE JAN24 PHYSICAL COMMODITY FUTURE. | 711.98 k | 11.00 contracts | 0.10 | Commodity derivative | N/A | USA |
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE. | 711.78 k | 24.00 contracts | 0.10 | Commodity derivative | N/A | USA |