SIIT CORE FIXED INCOME FUND

Fund Profile

Fund profile

Tickers

SCOAX

Fund manager

Sei Institutional Investments Trust

Total assets

$9.24 bn

Liabilities

$741.72 mm

Net assets

$8.50 bn

Number of holdings

3.43 k

Top 200 of 3428 Holdings

As of Feb 2025

Security	$Holding	Balance	% of Fund	Category	Position	Country
US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	710.94 mm	3.44 k contracts	8.37	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	241.74 mm	1.17 k contracts	2.85	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	219.65 mm	2.04 k contracts	2.59	Interest rate derivative	N/A	USA
US TREASURY N/B 4.000000% 02/28/2030	205.68 mm	205.72 mm principal	2.42	Structured note	Long	USA
US TREASURY N/B 4.250000% 01/31/2030	201.27 mm	199.18 mm principal	2.37	Structured note	Long	USA
US TREASURY N/B 4.125000% 02/28/2027	201.20 mm	200.71 mm principal	2.37	Structured note	Long	USA
US TREASURY N/B 4.625000% 02/15/2055	142.15 mm	138.71 mm principal	1.67	Debt	Long	USA
US TREASURY N/B 4.250000% 01/15/2028	134.80 mm	133.81 mm principal	1.59	Structured note	Long	USA
US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	123.59 mm	1.15 k contracts	1.45	Interest rate derivative	N/A	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	119.56 mm	119.56 mm shares	1.41	Short-term investment vehicle	Long	USA
US TREASURY N/B 4.375000% 01/31/2032	101.75 mm	100.11 mm principal	1.20	Structured note	Long	USA
US TREASURY N/B 4.625000% 02/15/2035	101.75 mm	98.35 mm principal	1.20	Structured note	Long	USA
US TREASURY N/B 4.625000% 11/15/2044	92.96 mm	91.95 mm principal	1.09	Debt	Long	USA
US TREASURY N/B 1.750000% 08/15/2041	79.42 mm	116.38 mm principal	0.93	Debt	Long	USA
US TREASURY N/B 2.875000% 05/15/2028	77.94 mm	80.60 mm principal	0.92	Structured note	Long	USA
US TREASURY N/B 4.250000% 01/31/2030	69.97 mm	69.25 mm principal	0.82	Structured note	Long	USA
US TREASURY N/B 4.250000% 02/15/2028	67.41 mm	66.91 mm principal	0.79	Structured note	Long	USA
US TREASURY N/B 2.375000% 05/15/2027	65.33 mm	67.62 mm principal	0.77	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	63.49 mm	70.00 mm principal	0.75	Debt	Long	USA
US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	62.71 mm	303.00 contracts	0.74	Interest rate derivative	N/A	USA
US TREASURY N/B 2.625000% 07/31/2029	59.51 mm	63.00 mm principal	0.70	Structured note	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	52.48 mm	52.48 mm shares	0.62	Short-term investment vehicle	Long	USA
US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.	52.46 mm	486.00 contracts	0.62	Interest rate derivative	N/A	USA
US TREASURY N/B 4.250000% 12/31/2026	51.52 mm	51.31 mm principal	0.61	Structured note	Long	USA
US TREASURY N/B 4.250000% 02/15/2028	48.66 mm	48.30 mm principal	0.57	Structured note	Long	USA
US TREASURY N/B 4.375000% 12/31/2029	48.46 mm	47.72 mm principal	0.57	Structured note	Long	USA
US TREASURY N/B 4.125000% 08/15/2044	47.45 mm	50.17 mm principal	0.56	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	47.08 mm	66.58 mm principal	0.55	Debt	Long	USA
US TREASURY N/B 3.125000% 05/15/2048	45.70 mm	57.97 mm principal	0.54	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	45.16 mm	45.16 mm shares	0.53	Short-term investment vehicle	Long	USA
TREASURY BILL 0.000000% 07/24/2025	43.46 mm	44.19 mm principal	0.51	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (APRIL)	41.00 mm	40.50 mm principal	0.48	Debt	Long	USA
US TREASURY N/B 4.625000% 11/15/2044	40.95 mm	40.51 mm principal	0.48	Debt	Long	USA
US TREASURY N/B 2.875000% 04/30/2029	40.80 mm	42.63 mm principal	0.48	Structured note	Long	USA
US TREASURY N/B 3.000000% 02/15/2049	40.60 mm	52.95 mm principal	0.48	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (MARCH)	36.63 mm	37.10 mm principal	0.43	Debt	Long	USA
US TREASURY N/B 4.125000% 11/15/2027	36.59 mm	36.46 mm principal	0.43	Structured note	Long	USA
US TREASURY N/B 1.375000% 11/15/2040	36.15 mm	55.28 mm principal	0.43	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (MARCH)	35.65 mm	41.60 mm principal	0.42	Debt	Long	USA
FANNIE MAE POOL FN FS6786	34.41 mm	34.20 mm principal	0.41	Debt	Long	USA
US TREASURY N/B 2.375000% 03/31/2029	33.29 mm	35.45 mm principal	0.39	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	33.13 mm	33.67 mm principal	0.39	Debt	Long	USA
US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE.	32.44 mm	292.00 contracts	0.38	Interest rate derivative	N/A	USA
TSY INFL IX N/B 2.125000% 01/15/2035	29.71 mm	28.92 mm principal	0.35	Debt	Long	USA
US TREASURY N/B 3.000000% 02/15/2048	28.17 mm	36.47 mm principal	0.33	Debt	Long	USA
FREDDIE MAC POOL FR SB1233	28.10 mm	29.44 mm principal	0.33	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (MARCH)	27.87 mm	29.58 mm principal	0.33	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)	27.67 mm	28.75 mm principal	0.33	Debt	Long	USA
US TREASURY N/B 4.500000% 11/15/2054	25.92 mm	25.86 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 4.250000% 08/15/2054	25.87 mm	26.92 mm principal	0.30	Debt	Long	USA
US TREASURY N/B 1.250000% 04/30/2028	25.81 mm	28.06 mm principal	0.30	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	24.83 mm	24.80 mm principal	0.29	Debt	Long	USA
TREASURY BILL 0.000000% 05/08/2025	24.81 mm	25.00 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 3.375000% 11/15/2048	24.72 mm	30.08 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 4.500000% 05/15/2027	23.81 mm	23.56 mm principal	0.28	Structured note	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	22.52 mm	31.84 mm principal	0.27	Debt	Long	USA
US TREASURY N/B 1.000000% 07/31/2028	22.39 mm	24.72 mm principal	0.26	Structured note	Long	USA
US TREASURY N/B 2.125000% 05/31/2026	22.34 mm	22.88 mm principal	0.26	Structured note	Long	USA
FREDDIE MAC POOL FR SD8199	22.26 mm	27.79 mm principal	0.26	Debt	Long	USA
US ULTRA BOND CBT JUN25 FINANCIAL COMMODITY FUTURE.	22.22 mm	179.00 contracts	0.26	Interest rate derivative	N/A	USA
US TREASURY N/B 1.750000% 08/15/2041	22.13 mm	32.42 mm principal	0.26	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-1 GC	21.58 mm	22.82 mm principal	0.25	Debt	Long	USA
US TREASURY N/B 1.750000% 01/31/2029	21.42 mm	23.30 mm principal	0.25	Structured note	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-184 GC	21.40 mm	22.62 mm principal	0.25	Debt	Long	USA
US TREASURY N/B 0.250000% 08/31/2025	20.73 mm	21.15 mm principal	0.24	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	20.41 mm	24.43 mm principal	0.24	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	19.98 mm	19.98 mm shares	0.24	Short-term investment vehicle	Long	USA
US TREASURY N/B 4.125000% 01/31/2027	19.93 mm	19.89 mm principal	0.23	Structured note	Long	USA
TSY INFL IX N/B 1.875000% 07/15/2034	19.73 mm	19.44 mm principal	0.23	Debt	Long	USA
US TREASURY N/B 2.875000% 05/15/2052	19.56 mm	26.47 mm principal	0.23	Debt	Long	USA
FREDDIE MAC POOL FR SD8205	19.43 mm	23.17 mm principal	0.23	Debt	Long	USA
FREDDIE MAC POOL FR SD7552	19.39 mm	22.81 mm principal	0.23	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (MARCH)	19.32 mm	19.27 mm principal	0.23	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	19.09 mm	19.07 mm principal	0.22	Debt	Long	USA
GINNIE MAE II POOL G2 MA8200	18.52 mm	19.60 mm principal	0.22	Debt	Long	USA
US TREASURY N/B 1.125000% 08/15/2040	18.43 mm	29.22 mm principal	0.22	Debt	Long	USA
US TREASURY N/B 4.250000% 08/15/2054	17.77 mm	18.49 mm principal	0.21	Debt	Long	USA
GINNIE MAE II POOL 30YR TBA (MARCH)	17.63 mm	18.27 mm principal	0.21	Debt	Long	USA
US TREASURY N/B 1.875000% 02/28/2029	17.52 mm	19.00 mm principal	0.21	Structured note	Long	USA
US TREASURY N/B 3.625000% 08/15/2043	17.47 mm	19.72 mm principal	0.21	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)	17.36 mm	17.10 mm principal	0.20	Debt	Long	USA
FREDDIE MAC POOL FR SD8266	17.00 mm	17.61 mm principal	0.20	Debt	Long	USA
TREASURY BILL 0.000000% 08/21/2025	16.62 mm	16.95 mm principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN FS7252	16.22 mm	16.45 mm principal	0.19	Debt	Long	USA
FANNIE MAE POOL FN FS2648	16.12 mm	17.83 mm principal	0.19	Debt	Long	USA
FREDDIE MAC POOL FR SD8079	15.65 mm	19.36 mm principal	0.18	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MAR)	15.53 mm	17.83 mm principal	0.18	Debt	Long	USA
FREDDIE MAC POOL FR SD8420	15.33 mm	15.30 mm principal	0.18	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	15.26 mm	19.08 mm principal	0.18	Debt	Long	USA
FREDDIE MAC POOL FR SD8213	15.14 mm	17.35 mm principal	0.18	Debt	Long	USA
FANNIE MAE POOL FN AB8611	14.45 mm	15.98 mm principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN MA4305	14.42 mm	17.93 mm principal	0.17	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	14.22 mm	15.18 mm principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN MA5471	14.02 mm	13.78 mm principal	0.16	Debt	Long	USA
US TREASURY N/B 1.125000% 08/31/2028	13.95 mm	15.37 mm principal	0.16	Structured note	Long	USA
FANNIE MAE POOL FN MA4840	13.39 mm	13.86 mm principal	0.16	Debt	Long	USA
GINNIE MAE II POOL G2 MA9963	13.16 mm	13.63 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 4.000000% 02/28/2030	13.14 mm	13.14 mm principal	0.15	Structured note	Long	USA
US TREASURY N/B 2.750000% 04/30/2027	13.11 mm	13.45 mm principal	0.15	Structured note	Long	USA
US TREASURY N/B 0.750000% 08/31/2026	12.78 mm	13.42 mm principal	0.15	Structured note	Long	USA
FANNIE MAE POOL FN MA4839	12.47 mm	13.30 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 4.125000% 01/31/2027	12.24 mm	12.22 mm principal	0.14	Structured note	Long	USA
FANNIE MAE POOL FN MA4158	12.10 mm	14.99 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD8220	12.08 mm	13.85 mm principal	0.14	Debt	Long	USA
BANK OF AMERICA CORP 5.468000% 01/23/2035	11.95 mm	11.76 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD8264	11.86 mm	13.05 mm principal	0.14	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	11.85 mm	13.82 mm principal	0.14	Debt	Long	USA
C Citigroup Inc.	11.70 mm	11.57 mm principal	0.14	Debt	Long	USA
GINNIE MAE II POOL G2 MA4068	11.67 mm	12.94 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD7548	11.67 mm	13.70 mm principal	0.14	Debt	Long	USA
CIM TRUST 2021-INV1 CIM 2021-INV1 A2	11.55 mm	14.06 mm principal	0.14	ABS-mortgage backed security	Long	USA
US TREASURY N/B 2.625000% 05/31/2027	11.52 mm	11.86 mm principal	0.14	Structured note	Long	USA
FANNIE MAE POOL FN MA4599	11.12 mm	12.74 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 3.125000% 02/15/2043	10.85 mm	13.12 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 4.750000% 02/15/2045	10.63 mm	10.32 mm principal	0.13	Debt	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 TALNT 2020-1A A	10.61 mm	10.69 mm principal	0.12	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	10.33 mm	10.37 mm principal	0.12	Debt	Long	UK
FANNIE MAE POOL FN FS1918	10.33 mm	11.62 mm principal	0.12	Debt	Long	USA
US TREASURY N/B 2.250000% 08/15/2046	10.31 mm	15.15 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN MA4653	10.29 mm	11.80 mm principal	0.12	Debt	Long	USA
GINNIE MAE II POOL G2 MA7938	10.26 mm	11.15 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN CB6484	10.25 mm	10.18 mm principal	0.12	Debt	Long	USA
US TREASURY N/B 4.625000% 11/15/2044	10.12 mm	10.01 mm principal	0.12	Debt	Long	USA
TREASURY BILL 0.000000% 07/31/2025	10.05 mm	10.23 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN CB4121	10.05 mm	10.71 mm principal	0.12	Debt	Long	USA
GINNIE MAE II POOL G2 786980	10.02 mm	11.25 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN CB4157	10.02 mm	10.69 mm principal	0.12	Debt	Long	USA
FREDDIE MAC POOL FR QD7414	9.97 mm	12.43 mm principal	0.12	Debt	Long	USA
US TREASURY N/B 2.500000% 02/15/2045	9.76 mm	13.39 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN MA5352	9.61 mm	9.76 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN MA4387	9.59 mm	11.10 mm principal	0.11	Debt	Long	USA
CVS CVS Health Corporation	9.59 mm	11.06 mm principal	0.11	Debt	Long	USA
GINNIE MAE II POOL G2 MA8347	9.49 mm	9.83 mm principal	0.11	Debt	Long	USA
FREDDIE MAC POOL FR SD6421	9.36 mm	9.00 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 4.125000% 02/29/2032	9.27 mm	9.26 mm principal	0.11	Structured note	Long	USA
GINNIE MAE II POOL G2 MA4003	9.25 mm	10.26 mm principal	0.11	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	9.17 mm	9.47 mm principal	0.11	Debt	Long	USA
RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7	9.16 mm	10.42 mm principal	0.11	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	9.15 mm	8.88 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN CB0290	9.14 mm	11.35 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 2.375000% 05/15/2051	9.07 mm	13.63 mm principal	0.11	Debt	Long	USA
FORD MOTOR CREDIT CO LLC 6.054000% 11/05/2031	9.05 mm	9.06 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN MA4492	8.98 mm	11.18 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN FS0774	8.96 mm	11.04 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 4.000000% 02/28/2030	8.93 mm	8.94 mm principal	0.11	Structured note	Long	USA
FANNIE MAE POOL FN BV8515	8.92 mm	10.21 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR SD8212	8.91 mm	10.63 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA5138	8.90 mm	8.87 mm principal	0.10	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A	8.87 mm	10.60 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4579	8.86 mm	10.15 mm principal	0.10	Debt	Long	USA
AXP American Express Company	8.80 mm	8.70 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4493	8.80 mm	10.50 mm principal	0.10	Debt	Long	USA
BANK OF AMERICA CORP MTN 2.087000% 06/14/2029	8.71 mm	9.45 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4281	8.71 mm	10.81 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR QD2128	8.65 mm	10.32 mm principal	0.10	Debt	Long	USA
US TREASURY N/B 3.500000% 04/30/2030	8.65 mm	8.87 mm principal	0.10	Structured note	Long	USA
FREDDIE MAC POOL FR SD8178	8.64 mm	10.34 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4547	8.62 mm	10.75 mm principal	0.10	Debt	Long	USA
BANK OF AMERICA CORP 1.734000% 07/22/2027	8.61 mm	8.95 mm principal	0.10	Debt	Long	USA
US TREASURY N/B 4.625000% 02/15/2035	8.59 mm	8.31 mm principal	0.10	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)	8.58 mm	9.46 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN CB0610	8.57 mm	10.10 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4512	8.54 mm	10.17 mm principal	0.10	Debt	Long	USA
HES Hess Corporation	8.52 mm	7.96 mm principal	0.10	Debt	Long	USA
HSBC HSBC Holdings plc	8.49 mm	8.25 mm principal	0.10	Debt	Long	UK
BANK OF AMERICA CORP 2.592000% 04/29/2031	8.47 mm	9.45 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR SD8194	8.38 mm	10.01 mm principal	0.10	Debt	Long	USA
RFC PRINCIPAL STRIP ZERO COUPON 04/15/2030	8.34 mm	10.38 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN FS6402	8.33 mm	8.08 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN FS7754	8.30 mm	8.85 mm principal	0.10	Debt	Long	USA
ANGEL OAK MORTGAGE TRUST 2024-13 AOMT 2024-13 A1	8.28 mm	8.27 mm principal	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN BQ6913	8.25 mm	10.29 mm principal	0.10	Debt	Long	USA
FANNIE MAE REMICS FNR 2023-39 AI	8.24 mm	64.91 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4208	8.17 mm	10.12 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN MA4733	8.16 mm	8.45 mm principal	0.10	Debt	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A	8.11 mm	8.39 mm principal	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN BF0496	8.09 mm	9.51 mm principal	0.10	Debt	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A	8.06 mm	7.83 mm principal	0.09	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN MA5107	8.01 mm	7.98 mm principal	0.09	Debt	Long	USA
C Citigroup Inc.	7.95 mm	9.16 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN MA4562	7.91 mm	9.86 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN CB3426	7.91 mm	8.70 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN FS5722	7.87 mm	8.87 mm principal	0.09	Debt	Long	USA
FREDDIE MAC POOL FR SD8193	7.82 mm	9.74 mm principal	0.09	Debt	Long	USA
GINNIE MAE II POOL G2 787356	7.80 mm	9.15 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN MA5008	7.75 mm	8.03 mm principal	0.09	Debt	Long	USA
T AT&T Inc.	7.65 mm	11.04 mm principal	0.09	Debt	Long	USA
TREASURY BILL 0.000000% 03/11/2025	7.59 mm	7.60 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN CA8305	7.54 mm	8.71 mm principal	0.09	Debt	Long	USA
FREDDIE MAC POOL FR SD5036	7.53 mm	7.34 mm principal	0.09	Debt	Long	USA
LCM 37 LTD LCM 37A A1R	7.50 mm	7.50 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC POOL FR SD8211	7.46 mm	9.31 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN MA4093	7.38 mm	8.49 mm principal	0.09	Debt	Long	USA
ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1	7.30 mm	7.77 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNH UnitedHealth Group Incorporated	7.29 mm	7.24 mm principal	0.09	Debt	Long	USA
SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027	7.27 mm	7.23 mm principal	0.09	Debt	Long	USA
FANNIE MAE POOL FN FS5635	7.25 mm	7.73 mm principal	0.09	Debt	Long	USA
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028	7.23 mm	7.18 mm principal	0.09	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JC	7.19 mm	7.70 mm principal	0.08	Debt	Long	USA
ORCL Oracle Corporation	7.17 mm	8.41 mm principal	0.08	Debt	Long	USA