Portfolio concentration
As of February 28, 2026 · N-PORT
Holdings
3180
Top-10 weight
26.32%
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.
82
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.
92.8
Holdings
As of February 28, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | — | 2,079 | $435.08M | 4.33% |
| 2 | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | — | 2,027 | $424.20M | 4.22% |
| 3 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 301,786,330 | $301.79M | 3.01% |
| 4 | US TREASURY N/B | — | 289,222,000 | $292.16M | 2.91% |
| 5 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 200,205,703 | $200.21M | 1.99% |
| 6 | 5-Year T-Note Futures, Jun-2026,ETH | — | 1,815 | $199.91M | 1.99% |
| 7 | US TREASURY N/B | — | 168,035,000 | $171.24M | 1.71% |
| 8 | 5-Year T-Note Futures, Jun-2026,ETH | — | 1,495 | $164.66M | 1.64% |
| 9 | US TREASURY N/B | — | 123,450,000 | $123.84M | 1.23% |
| 10 | U.S. Treasury Bills | B | 111,525,000 | $111.12M | 1.11% |
| 11 | Uniform Mortgage-Backed Security, TBA | FNMA | 117,600,000 | $110.81M | 1.10% |
| 12 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 106,252,036 | $106.25M | 1.06% |
| 13 | US TREASURY N/B | — | 98,335,000 | $99.49M | 0.99% |
| 14 | US TREASURY N/B | — | 98,940,000 | $95.98M | 0.96% |
| 15 | US TREASURY N/B | — | 89,938,000 | $90.46M | 0.90% |
| 16 | US TREASURY N/B | — | 85,310,000 | $85.87M | 0.86% |
| 17 | 10-Year T-Note Futures, Jun-2026,ETH | — | 710 | $80.81M | 0.80% |
| 18 | Uniform Mortgage-Backed Security, TBA | — | 82,150,000 | $79.83M | 0.79% |
| 19 | US TREASURY N/B | — | 74,625,000 | $75.91M | 0.76% |
| 20 | WIB 0 03/19/26 | B | 75,000,000 | $74.87M | 0.75% |
| 21 | FNCL 5 3/24 | — | 68,700,000 | $69.01M | 0.69% |
| 22 | US TREASURY N/B | — | 68,752,000 | $68.96M | 0.69% |
| 23 | 5-Year T-Note Futures, Jun-2026,ETH | — | 601 | $66.19M | 0.66% |
| 24 | US TREASURY N/B | — | 63,464,000 | $64.31M | 0.64% |
| 25 | Uniform Mortgage-Backed Security, TBA | — | 63,625,000 | $62.92M | 0.63% |
| 26 | US TREASURY N/B | — | 61,845,000 | $61.91M | 0.62% |
| 27 | US TREASURY N/B | — | 60,987,000 | $61.80M | 0.62% |
| 28 | U.S. Treasury Bills | — | 61,990,000 | $61.68M | 0.61% |
| 29 | U.S. Treasury Bills | — | 61,960,000 | $61.47M | 0.61% |
| 30 | US TREASURY N/B | — | 57,255,000 | $57.32M | 0.57% |
| 31 | US TREASURY N/B | — | 54,568,000 | $54.47M | 0.54% |
| 32 | US TREASURY N/B | — | 77,270,000 | $53.94M | 0.54% |
| 33 | US TREASURY N/B | — | 86,910,000 | $53.15M | 0.53% |
| 34 | US TREASURY N/B | — | 52,451,000 | $52.80M | 0.53% |
| 35 | US TREASURY N/B | — | 66,740,000 | $52.57M | 0.52% |
| 36 | US TREASURY N/B | — | 48,500,000 | $48.78M | 0.49% |
| 37 | US TREASURY N/B | — | 45,990,000 | $46.69M | 0.46% |
| 38 | US TREASURY N/B | — | 60,750,000 | $46.44M | 0.46% |
| 39 | US TREASURY N/B | — | 46,029,000 | $46.35M | 0.46% |
| 40 | US TREASURY N/B | — | 46,333,000 | $46.31M | 0.46% |
| 41 | US TREASURY N/B | — | 45,745,000 | $46.03M | 0.46% |
| 42 | US TREASURY N/B | — | 44,200,000 | $44.96M | 0.45% |
| 43 | US TREASURY N/B | — | 43,330,000 | $43.83M | 0.44% |
| 44 | US TREASURY N/B | — | 43,608,000 | $43.74M | 0.44% |
| 45 | US TREASURY N/B | — | 43,048,000 | $43.49M | 0.43% |
| 46 | US TREASURY N/B | — | 40,251,000 | $40.33M | 0.40% |
| 47 | FNCL 5.5 3/25 | — | 38,800,000 | $39.42M | 0.39% |
| 48 | US TREASURY N/B | — | 38,180,000 | $38.58M | 0.38% |
| 49 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | — | 37,100,823 | $37.10M | 0.37% |
| 50 | US TREASURY N/B | — | 35,730,000 | $35.70M | 0.36% |
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