SIIT CORE FIXED INCOME FUND

Fund Profile

Fund profile

Tickers

SCOAX

Fund manager

Sei Institutional Investments Trust

Total assets

$9.39 bn

Liabilities

$1.35 bn

Net assets

$8.04 bn

Number of holdings

4.77 k

Top 200 of 4769 Holdings

As of Aug 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	394.19 mm	3.56 k contracts	4.90	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	306.87 mm	1.47 k contracts	3.82	Interest rate derivative	N/A	USA
90DAY EURO$ FUTR DEC22 FINANCIAL COMMODITY FUTURE.	255.91 mm	1.07 k contracts	3.18	DO	N/A	USA
US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	254.00 mm	2.29 k contracts	3.16	Interest rate derivative	N/A	USA
US TREASURY N/B 3.250000% 08/31/2024	138.02 mm	138.62 mm principal	1.72	Structured note	Long	USA
US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.	137.75 mm	1.01 k contracts	1.71	Interest rate derivative	N/A	USA
US TREASURY N/B 3.125000% 08/31/2027	125.86 mm	127.00 mm principal	1.57	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	118.63 mm	132.93 mm principal	1.48	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	101.03 mm	101.03 mm shares	1.26	Short-term investment vehicle	Long	USA
90DAY EURO$ FUTR JUN23 FINANCIAL COMMODITY FUTURE.	98.54 mm	411.00 contracts	1.23	DO	N/A	USA
US TREASURY N/B 3.000000% 07/15/2025	98.33 mm	99.67 mm principal	1.22	Structured note	Long	USA
US TREASURY N/B 3.000000% 07/31/2024	95.32 mm	96.17 mm principal	1.19	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	89.61 mm	104.20 mm principal	1.11	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	86.72 mm	111.64 mm principal	1.08	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	84.85 mm	84.20 mm principal	1.06	Debt	Long	USA
US TREASURY N/B 2.750000% 07/31/2027	73.20 mm	75.22 mm principal	0.91	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	64.03 mm	69.23 mm principal	0.80	Debt	Long	USA
US TREASURY N/B 1.750000% 08/15/2041	59.76 mm	80.43 mm principal	0.74	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	59.21 mm	76.23 mm principal	0.74	Debt	Long	USA
US TREASURY N/B 2.625000% 07/31/2029	55.74 mm	58.15 mm principal	0.69	Structured note	Long	USA
US TREASURY N/B 1.375000% 11/15/2040	49.46 mm	70.31 mm principal	0.62	Debt	Long	USA
US TREASURY N/B 3.250000% 06/30/2027	49.33 mm	49.57 mm principal	0.61	Structured note	Long	USA
US TREASURY N/B 2.375000% 02/15/2042	45.17 mm	54.50 mm principal	0.56	Debt	Long	USA
US ULTRA BOND CBT DEC22 FINANCIAL COMMODITY FUTURE.	43.95 mm	294.00 contracts	0.55	Interest rate derivative	N/A	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA (SEPT)	41.22 mm	41.48 mm principal	0.51	Debt	Long	USA
US TREASURY N/B 1.500000% 08/15/2026	41.17 mm	44.35 mm principal	0.51	Structured note	Long	USA
US TREASURY N/B 3.125000% 08/15/2025	38.82 mm	39.22 mm principal	0.48	Structured note	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	33.08 mm	33.08 mm shares	0.41	Short-term investment vehicle	Long	USA
US TREASURY N/B 1.750000% 08/15/2041	33.01 mm	44.43 mm principal	0.41	Debt	Long	USA
US TREASURY N/B 1.375000% 08/15/2050	30.63 mm	47.90 mm principal	0.38	Debt	Long	USA
US TREASURY N/B 0.875000% 06/30/2026	29.16 mm	32.11 mm principal	0.36	Structured note	Long	USA
US TREASURY N/B 3.250000% 06/30/2027	29.09 mm	29.23 mm principal	0.36	Structured note	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA SEPTEMBER	29.06 mm	28.80 mm principal	0.36	Debt	Long	USA
US TREASURY N/B 1.375000% 10/31/2028	28.97 mm	32.54 mm principal	0.36	Structured note	Long	USA
GINNIE MAE II POOL 30YR TBA (SEPTEMBER)	27.88 mm	30.60 mm principal	0.35	Debt	Long	USA
US TREASURY N/B 2.250000% 02/15/2052	27.29 mm	34.16 mm principal	0.34	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	26.42 mm	26.42 mm shares	0.33	Short-term investment vehicle	Long	USA
US TREASURY N/B 2.500000% 04/30/2024	25.82 mm	26.24 mm principal	0.32	Structured note	Long	USA
GINNIE MAE II POOL 30YR TBA (SEPTEMBER)	25.60 mm	25.60 mm principal	0.32	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	25.41 mm	25.60 mm principal	0.32	Debt	Long	USA
US TREASURY N/B 1.250000% 05/15/2050	25.39 mm	41.07 mm principal	0.32	Debt	Long	USA
US TREASURY N/B 2.375000% 03/31/2029	25.11 mm	26.63 mm principal	0.31	Structured note	Long	USA
US TREASURY N/B 2.250000% 02/15/2052	24.55 mm	30.73 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 0.750000% 05/31/2026	24.44 mm	27.00 mm principal	0.30	Structured note	Long	USA
TREASURY BILL 0.000000% 11/10/2022	24.04 mm	24.16 mm principal	0.30	Debt	Long	USA
FEDERAL HOME LOAN BANK 1.040000% 06/14/2024	23.66 mm	24.83 mm principal	0.29	Debt	Long	USA
FEDERAL HOME LOAN BANK 1.200000% 12/23/2024	23.51 mm	24.82 mm principal	0.29	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)	23.22 mm	24.38 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 0.375000% 01/31/2026	22.80 mm	25.33 mm principal	0.28	Structured note	Long	USA
US TREASURY N/B 1.875000% 02/15/2051	22.60 mm	30.98 mm principal	0.28	Debt	Long	USA
US TREASURY N/B 2.000000% 08/15/2051	22.10 mm	29.42 mm principal	0.27	Debt	Long	USA
US TREASURY N/B 2.750000% 05/31/2029	22.02 mm	22.83 mm principal	0.27	Structured note	Long	USA
US TREASURY N/B 1.250000% 06/30/2028	21.85 mm	24.59 mm principal	0.27	Structured note	Long	USA
US TREASURY N/B 1.250000% 04/30/2028	21.75 mm	24.40 mm principal	0.27	Structured note	Long	USA
US TREASURY N/B 1.250000% 05/31/2028	21.68 mm	24.35 mm principal	0.27	Structured note	Long	USA
US TREASURY N/B 1.625000% 05/15/2026	21.19 mm	22.62 mm principal	0.26	Structured note	Long	USA
US TREASURY N/B 3.000000% 08/15/2052	21.14 mm	22.31 mm principal	0.26	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)	21.11 mm	21.63 mm principal	0.26	Debt	Long	USA
US TREASURY N/B 2.750000% 08/15/2032	21.08 mm	21.85 mm principal	0.26	Structured note	Long	USA
US TREASURY N/B 1.125000% 05/15/2040	20.19 mm	29.66 mm principal	0.25	Debt	Long	USA
US TREASURY N/B 1.500000% 01/31/2027	20.13 mm	21.82 mm principal	0.25	Structured note	Long	USA
TREASURY BILL 0.000000% 09/20/2022	19.69 mm	19.71 mm principal	0.24	Debt	Long	USA
US TREASURY N/B 2.750000% 08/15/2032	19.62 mm	20.34 mm principal	0.24	Structured note	Long	USA
US TREASURY N/B 1.125000% 08/15/2040	19.53 mm	28.96 mm principal	0.24	Debt	Long	USA
US TREASURY N/B 2.750000% 02/15/2028	19.29 mm	19.91 mm principal	0.24	Structured note	Long	USA
US TREASURY N/B 0.250000% 08/31/2025	18.40 mm	20.26 mm principal	0.23	Structured note	Long	USA
US TREASURY N/B 1.375000% 08/15/2050	18.06 mm	28.25 mm principal	0.22	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2026	17.51 mm	18.55 mm principal	0.22	Structured note	Long	USA
US ULTRA BOND CBT DEC22 FINANCIAL COMMODITY FUTURE.	16.45 mm	110.00 contracts	0.20	Interest rate derivative	N/A	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA SEPTEMBER	16.43 mm	16.29 mm principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN MA4437	16.37 mm	19.01 mm principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN MA4540	16.14 mm	18.31 mm principal	0.20	Debt	Long	USA
US TREASURY N/B 3.000000% 06/30/2024	15.46 mm	15.60 mm principal	0.19	Structured note	Long	USA
US TREASURY N/B 2.250000% 02/15/2052	15.42 mm	19.31 mm principal	0.19	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (NOVEMBER)	15.39 mm	15.30 mm principal	0.19	Debt	Long	USA
US TREASURY N/B 3.250000% 06/30/2027	15.17 mm	15.25 mm principal	0.19	Structured note	Long	USA
US TREASURY N/B 0.125000% 04/30/2023	14.83 mm	15.15 mm principal	0.18	Structured note	Long	USA
US TREASURY N/B 2.750000% 07/31/2027	14.78 mm	15.19 mm principal	0.18	Structured note	Long	USA
US TREASURY N/B 0.625000% 11/30/2027	14.64 mm	16.84 mm principal	0.18	Structured note	Long	USA
GINNIE MAE II POOL G2 MA7767	14.19 mm	15.53 mm principal	0.18	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA SEPTEMBER	13.91 mm	15.57 mm principal	0.17	Debt	Long	USA
US TREASURY N/B 3.000000% 08/15/2052	12.96 mm	13.67 mm principal	0.16	Debt	Long	USA
US TREASURY N/B 1.875000% 11/15/2051	12.64 mm	17.36 mm principal	0.16	Debt	Long	USA
US TREASURY N/B 2.875000% 05/15/2052	12.63 mm	13.71 mm principal	0.16	Debt	Long	USA
FREDDIE MAC POOL FR QD7414	12.41 mm	14.40 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 3.250000% 05/15/2042	12.28 mm	12.84 mm principal	0.15	Debt	Long	USA
GINNIE MAE II POOL G2 MA7590	12.12 mm	12.86 mm principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN MA4473	11.89 mm	14.05 mm principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN FS0774	11.83 mm	13.73 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 0.125000% 09/30/2022	11.53 mm	11.55 mm principal	0.14	Structured note	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A	11.40 mm	12.71 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN MA4493	11.19 mm	12.52 mm principal	0.14	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	11.17 mm	14.38 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN MA4492	11.12 mm	12.92 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN MA4579	11.07 mm	11.95 mm principal	0.14	Debt	Long	USA
RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7	11.07 mm	12.30 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN FS1598	11.00 mm	12.76 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN BV8515	11.00 mm	11.87 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD8178	10.99 mm	12.30 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN BF0496	10.99 mm	11.86 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD8205	10.96 mm	12.27 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN CA6593	10.93 mm	12.13 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD8212	10.87 mm	12.16 mm principal	0.14	Debt	Long	USA
US TREASURY N/B 3.125000% 08/31/2029	10.83 mm	10.94 mm principal	0.13	Structured note	Long	USA
FANNIE MAE POOL FN MA4512	10.78 mm	12.06 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 2.375000% 02/15/2042	10.69 mm	12.90 mm principal	0.13	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	10.61 mm	10.40 mm principal	0.13	Debt	Long	USA
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-3 A	10.54 mm	10.59 mm principal	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SD8194	10.50 mm	11.75 mm principal	0.13	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)	10.49 mm	10.28 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 1.000000% 07/31/2028	10.43 mm	11.93 mm principal	0.13	Structured note	Long	USA
US TREASURY N/B 1.500000% 11/30/2028	10.33 mm	11.53 mm principal	0.13	Structured note	Long	USA
US TREASURY N/B 1.375000% 10/31/2028	10.29 mm	11.56 mm principal	0.13	Structured note	Long	USA
JPMORGAN CHASE & CO 1.561000% 12/10/2025	10.26 mm	10.99 mm principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN BQ6913	10.20 mm	11.84 mm principal	0.13	Debt	Long	USA
FREDDIE MAC POOL FR SD8112	10.18 mm	12.44 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 2.750000% 07/31/2027	10.00 mm	10.28 mm principal	0.12	Structured note	Long	USA
FREDDIE MAC POOL FR RA5680	9.93 mm	11.52 mm principal	0.12	Debt	Long	USA
FREDDIE MAC POOL FR SD8104	9.90 mm	12.10 mm principal	0.12	Debt	Long	USA
FED HOME LN DISCOUNT NT ZERO COUPON 02/28/2023	9.84 mm	10.00 mm principal	0.12	Debt	Long	USA
J.P. MORGAN MORTGAGE TRUST 2021-14 JPMMT 2021-14 A3	9.82 mm	11.57 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SD8193	9.61 mm	11.17 mm principal	0.12	Debt	Long	USA
SEI LIQUIDITY FUND	9.59 mm	9.61 mm shares	0.12	Common equity	Long	USA
US TREASURY N/B 1.625000% 11/15/2050	9.52 mm	13.92 mm principal	0.12	Debt	Long	USA
ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1	9.30 mm	9.81 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1	9.27 mm	9.32 mm principal	0.12	ABS-mortgage backed security	Long	USA
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2	9.20 mm	9.39 mm principal	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN MA4158	9.19 mm	10.62 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 1.625000% 05/15/2031	9.04 mm	10.23 mm principal	0.11	Structured note	Long	USA
BANK OF AMERICA CORP 1.734000% 07/22/2027	8.96 mm	10.10 mm principal	0.11	Debt	Long	USA
J.P. MORGAN MORTGAGE TRUST 2022-1 JPMMT 2022-1 A3	8.94 mm	10.52 mm principal	0.11	ABS-mortgage backed security	Long	USA
DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A3 A3	8.87 mm	8.96 mm principal	0.11	ABS-mortgage backed security	Long	USA
SEI Lquidity Fund LP	8.86 mm	8.86 mm principal	0.11	Short-term investment vehicle	Long	USA
US TREASURY N/B 1.625000% 11/15/2050	8.80 mm	12.86 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 3.250000% 05/15/2042	8.75 mm	9.15 mm principal	0.11	Debt	Long	USA
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3	8.73 mm	10.28 mm principal	0.11	ABS-mortgage backed security	Long	USA
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028	8.72 mm	8.67 mm principal	0.11	Debt	Long	USA
WELLS FARGO & CO MTN 5.013000% 04/04/2051	8.72 mm	8.93 mm principal	0.11	Debt	Long	USA
BANK OF AMERICA CORP MTN 2.087000% 06/14/2029	8.69 mm	10.23 mm principal	0.11	Debt	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 TALNT 2022-1A A	8.67 mm	8.78 mm principal	0.11	ABS-mortgage backed security	Long	USA
GS Goldman Sachs Group, Inc.	8.61 mm	9.68 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 2.000000% 11/15/2041	8.59 mm	11.06 mm principal	0.11	Debt	Long	USA
FREDDIE MAC POOL FR RB5154	8.49 mm	9.33 mm principal	0.11	Debt	Long	USA
BANK OF AMERICA CORP 1.658000% 03/11/2027	8.42 mm	9.40 mm principal	0.10	Debt	Long	USA
EURO-BOBL FUTURE SEP22 FINANCIAL COMMODITY FUTURE.	8.42 mm	68.00 contracts	0.10	Interest rate derivative	N/A	Germany
FREDDIE MAC POOL FR RB5145	8.34 mm	9.46 mm principal	0.10	Debt	Long	USA
FREDDIE MAC GOLD POOL FG G67707	8.23 mm	8.43 mm principal	0.10	Debt	Long	USA
JPMORGAN CHASE & CO 0.969000% 06/23/2025	8.00 mm	8.54 mm principal	0.10	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA NOVEMBER	7.93 mm	7.80 mm principal	0.10	Debt	Long	USA
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A	7.90 mm	8.60 mm principal	0.10	ABS-mortgage backed security	Long	USA
REPUBLIC OF POLAND 4.000000% 01/22/2024	7.78 mm	7.80 mm principal	0.10	Debt	Long	Poland
CVS CVS Health Corp	7.77 mm	8.07 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR SD7548	7.74 mm	8.60 mm principal	0.10	Debt	Long	USA
FANNIE MAE POOL FN FM1385	7.72 mm	7.40 mm principal	0.10	Debt	Long	USA
US TREASURY N/B 1.000000% 07/31/2028	7.69 mm	8.80 mm principal	0.10	Structured note	Long	USA
US TREASURY N/B 2.750000% 08/15/2032	7.65 mm	7.93 mm principal	0.10	Structured note	Long	USA
JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3	7.64 mm	9.12 mm principal	0.10	ABS-mortgage backed security	Long	USA
US TREASURY N/B 2.375000% 05/15/2027	7.61 mm	7.95 mm principal	0.09	Structured note	Long	USA
US TREASURY N/B 2.875000% 04/30/2025	7.52 mm	7.65 mm principal	0.09	Structured note	Long	USA
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-3 A	7.46 mm	7.49 mm principal	0.09	ABS-mortgage backed security	Long	USA
WELLS FARGO & CO MTN 3.526000% 03/24/2028	7.41 mm	7.84 mm principal	0.09	Debt	Long	USA
JPMORGAN CHASE & CO 1.578000% 04/22/2027	7.30 mm	8.19 mm principal	0.09	Debt	Long	USA
US TREASURY N/B 2.750000% 07/31/2027	7.27 mm	7.48 mm principal	0.09	Structured note	Long	USA
US TREASURY N/B 2.875000% 05/15/2052	7.12 mm	7.73 mm principal	0.09	Debt	Long	USA
FREDDIE MAC POOL FR SD1143	7.04 mm	6.99 mm principal	0.09	Debt	Long	USA
CITIGROUP INC 3.057000% 01/25/2033	7.03 mm	8.31 mm principal	0.09	Debt	Long	USA
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A	7.02 mm	7.10 mm principal	0.09	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4	7.01 mm	7.24 mm principal	0.09	ABS-mortgage backed security	Long	USA
US TREASURY N/B 1.125000% 08/15/2040	6.97 mm	10.33 mm principal	0.09	Debt	Long	USA
BRK: CITIGROUP PAY: 1.35%	6.91 mm	70.40 mm contracts	0.09	Interest rate derivative	N/A	XX
FANNIE MAE POOL FN MA4305	6.88 mm	7.99 mm principal	0.09	Debt	Long	USA
TREASURY BILL 0.000000% 10/20/2022	6.88 mm	6.90 mm principal	0.09	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)	6.85 mm	7.02 mm principal	0.09	Debt	Long	USA
US TREASURY N/B 2.375000% 05/15/2051	6.84 mm	8.31 mm principal	0.09	Debt	Long	USA
MORGAN STANLEY MTN 2.239000% 07/21/2032	6.83 mm	8.49 mm principal	0.09	Debt	Long	USA
FANNIE MAE 0.500000% 06/17/2025	6.81 mm	7.41 mm principal	0.08	Debt	Long	USA
BANK OF AMERICA CORP MTN 3.384000% 04/02/2026	6.76 mm	7.00 mm principal	0.08	Debt	Long	USA
US TREASURY N/B 3.250000% 06/30/2029	6.74 mm	6.76 mm principal	0.08	Structured note	Long	USA
COMM 2015-CCRE27 MORTGAGE TRUST COMM 2015-CR27 A3	6.66 mm	6.90 mm principal	0.08	ABS-mortgage backed security	Long	USA
GS Goldman Sachs Group, Inc.	6.63 mm	7.54 mm principal	0.08	Debt	Long	USA
JPMORGAN CHASE & CO 1.040000% 02/04/2027	6.61 mm	7.51 mm principal	0.08	Debt	Long	USA
TREASURY BILL 0.000000% 12/22/2022	6.54 mm	6.60 mm principal	0.08	Debt	Long	USA
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-2 A	6.52 mm	6.60 mm principal	0.08	ABS-mortgage backed security	Long	USA
RASC SERIES 2005-KS9 TRUST RASC 2005-KS9 M5	6.52 mm	6.57 mm principal	0.08	ABS-mortgage backed security	Long	USA
NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1	6.48 mm	6.75 mm principal	0.08	ABS-mortgage backed security	Long	USA
FANNIE MAE ZERO COUPON 11/15/2030	6.34 mm	8.49 mm principal	0.08	Debt	Long	USA
FREDDIE MAC POOL FR SD0231	6.25 mm	6.70 mm principal	0.08	Debt	Long	USA
FANNIE MAE POOL FN MA4208	6.24 mm	7.22 mm principal	0.08	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A	6.22 mm	6.29 mm principal	0.08	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR RB5071	6.19 mm	6.96 mm principal	0.08	Debt	Long	USA
MORGAN STANLEY MTN 1.512000% 07/20/2027	6.18 mm	6.98 mm principal	0.08	Debt	Long	USA
T AT&T, Inc.	6.17 mm	8.15 mm principal	0.08	Debt	Long	USA
FANNIE MAE POOL FN CB2344	6.15 mm	7.06 mm principal	0.08	Debt	Long	USA
FANNIE MAE POOL FN CB2373	6.15 mm	6.84 mm principal	0.08	Debt	Long	USA
TRESTLES CLO IV LTD TREST 2021-4A B1	6.07 mm	6.30 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC GOLD POOL FG G67710	6.06 mm	6.26 mm principal	0.08	Debt	Long	USA
GS Goldman Sachs Group, Inc.	6.05 mm	6.27 mm principal	0.08	Debt	Long	USA
CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1	6.02 mm	6.23 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2A	5.99 mm	6.57 mm principal	0.07	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN MA4445	5.95 mm	7.03 mm principal	0.07	Debt	Long	USA