Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
3072
Top-10 weight
26.07%
Effective holdings
?
The number of equal-weight positions that would produce this portfolio's concentration (1 ÷ Herfindahl index). A 500-stock fund dominated by a few mega-caps might have only ~100 effective holdings.
77
Crowding
?
The value-weighted average number of funds that also own this fund's positions. High = consensus/crowded picks; low = holdings few other funds own.
91.7
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | — | 830 | $172.18M | 4.77% |
| 2 | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | — | 704 | $146.04M | 4.05% |
| 3 | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | — | 360 | $74.68M | 2.07% |
| 4 | 5-Year T-Note Futures, Jun-2026,ETH | — | 686 | $74.21M | 2.06% |
| 5 | US TREASURY N/B | — | 70,650,000 | $69.28M | 1.92% |
| 6 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 65,479,983 | $65.48M | 1.82% |
| 7 | U.S. Treasury Notes | — | 58,090,000 | $57.90M | 1.61% |
| 8 | 5-Year T-Note Futures, Jun-2026,ETH | — | 472 | $51.06M | 1.42% |
| 9 | FNCL 3.5 4/26 | — | 52,475,000 | $48.10M | 1.33% |
| 10 | US TREASURY N/B | — | 49,099,000 | $47.89M | 1.33% |
| 11 | U.S. Treasury Bills | B | 47,705,000 | $47.53M | 1.32% |
| 12 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 47,226,128 | $47.23M | 1.31% |
| 13 | US TREASURY N/B | — | 40,080,000 | $39.45M | 1.09% |
| 14 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 34,325,670 | $34.33M | 0.95% |
| 15 | U.S. Treasury Notes | — | 32,880,000 | $33.11M | 0.92% |
| 16 | US TREASURY N/B | — | 31,879,000 | $31.55M | 0.87% |
| 17 | US TREASURY N/B | — | 32,050,000 | $30.90M | 0.86% |
| 18 | 5-Year T-Note Futures, Jun-2026,ETH | — | 284 | $30.72M | 0.85% |
| 19 | US TREASURY N/B | — | 30,810,000 | $30.54M | 0.85% |
| 20 | 10-Year T-Note Futures, Jun-2026,ETH | — | 274 | $30.43M | 0.84% |
| 21 | US TREASURY N/B | — | 29,056,000 | $28.83M | 0.80% |
| 22 | FNCL 4.5 4/26 | — | 27,575,000 | $26.61M | 0.74% |
| 23 | US TREASURY N/B | — | 26,780,000 | $26.57M | 0.74% |
| 24 | FNCL 4 4/26 | — | 28,025,000 | $26.44M | 0.73% |
| 25 | US TREASURY N/B | — | 36,463,000 | $24.38M | 0.68% |
| 26 | US TREASURY N/B | — | 23,965,000 | $23.89M | 0.66% |
| 27 | US TREASURY N/B | — | 24,870,000 | $23.85M | 0.66% |
| 28 | US TREASURY N/B | — | 22,670,000 | $22.55M | 0.63% |
| 29 | FNCL 5.5 4/26 | — | 22,000,000 | $22.10M | 0.61% |
| 30 | US TREASURY N/B | — | 21,740,000 | $20.97M | 0.58% |
| 31 | US TREASURY N/B | — | 18,875,000 | $19.01M | 0.53% |
| 32 | US TREASURY N/B | — | 18,964,000 | $18.86M | 0.52% |
| 33 | US TREASURY N/B | — | 18,908,000 | $18.82M | 0.52% |
| 34 | U.S. Treasury Notes | — | 18,715,000 | $18.66M | 0.52% |
| 35 | US TREASURY N/B | — | 18,055,000 | $17.90M | 0.50% |
| 36 | US TREASURY N/B | — | 23,730,000 | $17.86M | 0.50% |
| 37 | US TREASURY N/B | — | 17,616,000 | $17.64M | 0.49% |
| 38 | ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 | — | 148 | $17.25M | 0.48% |
| 39 | G2SF 4 4/23 | — | 18,175,000 | $17.02M | 0.47% |
| 40 | U.S. Treasury Bills | B | 16,995,000 | $16.98M | 0.47% |
| 41 | US TREASURY N/B | — | 29,120,000 | $16.95M | 0.47% |
| 42 | US TREASURY N/B | — | 21,890,000 | $15.99M | 0.44% |
| 43 | US TREASURY N/B | — | 15,965,000 | $15.84M | 0.44% |
| 44 | US TREASURY N/B | — | 15,424,000 | $14.74M | 0.41% |
| 45 | G2SF 2.5 4/24 | — | 16,700,000 | $14.36M | 0.40% |
| 46 | US TREASURY N/B | — | 14,369,000 | $14.29M | 0.40% |
| 47 | US TREASURY N/B | — | 14,336,000 | $14.23M | 0.39% |
| 48 | US TREASURY N/B | — | 14,210,000 | $14.09M | 0.39% |
| 49 | US TREASURY N/B | — | 14,090,000 | $13.98M | 0.39% |
| 50 | US TREASURY N/B | — | 14,515,000 | $13.87M | 0.38% |
1 / 67
Next ›
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.