SIIT OPPORTUNISTIC INCOME FUND

Fund Profile

Fund profile

Tickers

ENIAX

Fund manager

Sei Institutional Investments Trust

Total assets

$377.36 mm

Liabilities

$10.02 mm

Net assets

$367.34 mm

Number of holdings

825.00

Top 200 of 825 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	16.25 mm	16.25 mm shares	4.42	Short-term investment vehicle	Long	USA
TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET TRIPARTY REPURCHASE AGREEMENT	4.30 mm	4.30 mm principal	1.17	Repurchase agreement	Long	USA
TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2	3.05 mm	3.00 mm principal	0.83	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1	2.28 mm	2.22 mm principal	0.62	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B	2.13 mm	2.00 mm principal	0.58	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1B	2.11 mm	2.00 mm principal	0.57	Debt	Long	USA
GRACIE POINT INTERNATIONAL FUNDING 2023-1 GPIF 2023-1A A	1.97 mm	1.96 mm principal	0.54	ABS-mortgage backed security	Long	USA
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-2 B	1.97 mm	2.00 mm principal	0.53	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1	1.96 mm	1.92 mm principal	0.53	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A8	1.84 mm	1.88 mm principal	0.50	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 A1	1.78 mm	1.78 mm principal	0.48	Debt	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1	1.69 mm	1.67 mm principal	0.46	ABS-mortgage backed security	Long	USA
ERESEARCH TECHNOLOGY/CLARIO 5/24 TLB 2/4/2027	1.65 mm	1.64 mm principal	0.45	Loan	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A B1	1.58 mm	1.59 mm principal	0.43	ABS-mortgage backed security	Long	USA
Autodata/JD Power 7/24 TL 7/16/2031	1.55 mm	1.54 mm principal	0.42	Loan	Long	USA
CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3	1.54 mm	1.53 mm principal	0.42	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B	1.54 mm	1.50 mm principal	0.42	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC SORT 2020-1 A1	1.51 mm	1.55 mm principal	0.41	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TOWN 2022-STAY A	1.51 mm	1.50 mm principal	0.41	ABS-mortgage backed security	Long	USA
STAR 2021-SFR2 TRUST STAR 2021-SFR2 C	1.49 mm	1.50 mm principal	0.40	ABS-mortgage backed security	Long	USA
CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1	1.47 mm	1.46 mm principal	0.40	ABS-mortgage backed security	Long	USA
PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A2	1.46 mm	1.46 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-2 A1B	1.46 mm	1.49 mm principal	0.40	ABS-mortgage backed security	Long	USA
DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2	1.45 mm	1.47 mm principal	0.40	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2A2	1.41 mm	1.44 mm principal	0.38	ABS-mortgage backed security	Long	USA
SESAC FINANCE LLC SESAC 2019-1 A2	1.41 mm	1.42 mm principal	0.38	ABS-mortgage backed security	Long	USA
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2023-1 A	1.37 mm	1.36 mm principal	0.37	ABS-mortgage backed security	Long	USA
ELECTRON BIDCO INC. 11/1/2028	1.35 mm	1.34 mm principal	0.37	Loan	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A	1.34 mm	1.32 mm principal	0.36	Debt	Long	USA
ARSENAL WGH/WCG 6/24 TL 01/08/2027 & SOFR 350	1.34 mm	1.33 mm principal	0.36	Loan	Long	USA
TREASURY BILL 0.000000% 03/18/2025	1.33 mm	1.35 mm principal	0.36	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B	1.33 mm	1.34 mm principal	0.36	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1B	1.29 mm	1.27 mm principal	0.35	Debt	Long	USA
BRACKET INTERMEDIATE HOLDING CORP. 5/8/2028	1.28 mm	1.28 mm principal	0.35	Loan	Long	USA
UFC HOLDINGS, LLC 4/29/2026	1.27 mm	1.26 mm principal	0.35	Loan	Long	USA
SCIH SALT HOLDINGS INC. 3/16/2027	1.26 mm	1.26 mm principal	0.34	Loan	Long	USA
MADISON PARK FUNDING XXIV LTD MDPK 2016-24A BR2	1.25 mm	1.25 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC HGVGI 2019-A A	1.23 mm	1.26 mm principal	0.34	ABS-mortgage backed security	Long	USA
SG RESIDENTIAL MORTGAGE TRUST 2021-2 SGR 2021-2 A1	1.21 mm	1.46 mm principal	0.33	ABS-mortgage backed security	Long	USA
CENTURY DE BUYER LLC 10/30/2030	1.20 mm	1.19 mm principal	0.33	Loan	Long	USA
PREGIS TOPCO LLC 7/31/2026	1.19 mm	1.18 mm principal	0.32	Loan	Long	USA
GLOBAL MEDICAL RESPONSE, INC. 10/31/2028	1.18 mm	1.18 mm principal	0.32	Loan	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S	1.17 mm	1.19 mm principal	0.32	ABS-mortgage backed security	Long	USA
WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC 5/18/2025	1.17 mm	1.17 mm principal	0.32	Loan	Long	USA
ACCESS CIG, LLC 8/18/2028	1.17 mm	1.16 mm principal	0.32	Loan	Long	USA
MOSEL BIDCO SE 9/16/2030	1.16 mm	1.15 mm principal	0.32	Loan	Long	USA
NEP GROUP, INC. 8/19/2026	1.16 mm	1.23 mm principal	0.32	Loan	Long	USA
SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. 7/31/2031	1.15 mm	1.15 mm principal	0.31	Loan	Long	USA
Service Logic 9/24 TLB 10/29/2027	1.15 mm	1.14 mm principal	0.31	Loan	Long	USA
COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A2	1.14 mm	1.36 mm principal	0.31	ABS-mortgage backed security	Long	USA
Tibco Software/Citrix/Cloud Software 5/24 TLB 3/30/2029	1.14 mm	1.14 mm principal	0.31	Loan	Long	USA
COBHAM ULTRA SENIORCO S.A R.L. 8/3/2029	1.14 mm	1.15 mm principal	0.31	Loan	Long	USA
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7	1.13 mm	1.16 mm principal	0.31	ABS-mortgage backed security	Long	USA
Confluent Medical 10/24 TLB 2/16/2029	1.13 mm	1.12 mm principal	0.31	Loan	Long	USA
DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2017-1A A23	1.12 mm	1.15 mm principal	0.31	ABS-mortgage backed security	Long	USA
CAESARS ENTERTAINMENT, INC. 2/6/2030	1.10 mm	1.10 mm principal	0.30	Loan	Long	USA
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR2 A	1.07 mm	1.11 mm principal	0.29	ABS-mortgage backed security	Long	USA
UNITED TALENT 4/24 7/7/2028	1.07 mm	1.06 mm principal	0.29	Loan	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M1B	1.07 mm	1.00 mm principal	0.29	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1B	1.05 mm	1.00 mm principal	0.29	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-HQA1 STACR 2022-HQA1 M1B	1.04 mm	1.00 mm principal	0.28	Debt	Long	USA
TEAM HEALTH HOLDINGS, INC. 3/2/2027	1.04 mm	1.07 mm principal	0.28	Loan	Long	USA
SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A3	1.03 mm	1.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
CURIA GLOBAL, INC. 8/30/2026	1.03 mm	1.08 mm principal	0.28	Loan	Long	USA
QUIRCH FOODS HOLDINGS, LLC 10/27/2027	1.03 mm	1.08 mm principal	0.28	Loan	Long	USA
BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1	1.03 mm	1.02 mm principal	0.28	ABS-mortgage backed security	Long	USA
WEC US HOLDINGS LTD. 1/27/2031	1.02 mm	1.02 mm principal	0.28	Loan	Long	USA
KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B	1.01 mm	1.02 mm principal	0.28	ABS-mortgage backed security	Long	USA
Sharp 10/24 Cov-Lite 12/31/2028	1.01 mm	1.01 mm principal	0.28	Loan	Long	USA
BX TRUST 2023-DELC BX 2023-DELC A	1.01 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
BELLEMEADE RE 2023-1 LTD BMIR 2023-1 M1A	1.01 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	Bermuda
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3	1.01 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
SHR TRUST 2024-LXRY SHR 2024-LXRY A	1.01 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 A3	1.00 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK WMRK 2022-WMRK A	1.00 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	1.00 mm	982.50 k principal	0.27	ABS-mortgage backed security	Long	USA
GWT 2024-WLF2 GWT 2024-WLF2 B	1.00 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
BX TRUST 2024-VLT4 BX 2024-VLT4 B	1.00 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
AMMC CLO XI LTD AMMC 2012-11A BR2	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3	1.00 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
OFSI BSL IX LTD OFSBS 2018-1A B1R	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ZAIS CLO 14 LTD ZAIS 2020-14A B1R2	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMMC CLO 25 LTD AMMC 2022-25A CR	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEUBERGER BERMAN CLO XIV LTD NEUB 2013-14A BR2	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD CGMS 2014-2RA A2	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RIN II LTD RIN 2019-1A AR	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD CGMS 2016-3A BRRR	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST TAOT 2023-A A3	999.91 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL B	999.37 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SDART 2021-3 D	997.91 k	1.01 mm principal	0.27	ABS-mortgage backed security	Long	USA
MED COMMERCIAL MORTGAGE TRUST 2024-MOB MED 2024-MOB A	997.50 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
HAWAII HOTEL TRUST 2019-MAUI HHT 2019-MAUI E	997.50 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
BX TRUST 2024-BIO BX 2024-BIO A	996.62 k	996.00 k principal	0.27	ABS-mortgage backed security	Long	USA
ZAYO GROUP HOLDINGS, INC. 3/9/2027	993.17 k	1.04 mm principal	0.27	Loan	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 E	990.98 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
CF HIPPOLYTA ISSUER LLC SORT 2021-1A B1	989.19 k	1.07 mm principal	0.27	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B	988.46 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
AVAYA INC. 8/1/2028	986.07 k	1.17 mm principal	0.27	Loan	Long	USA
STAR 2021-SFR1 TRUST STAR 2021-SFR1 D	985.92 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-1A B	985.27 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
BPR TRUST 2022-OANA BPR 2022-OANA A	984.90 k	980.00 k principal	0.27	ABS-mortgage backed security	Long	USA
STAR 2021-SFR1 TRUST STAR 2021-SFR1 C	984.66 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
LS GROUP OPCO ACQUISITION LLC 4/23/2031	976.74 k	973.69 k principal	0.27	Loan	Long	USA
LIFE 2022-BMR MORTGAGE TRUST LIFE 2022-BMR2 A1	975.63 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA3 STACR 2023-HQA3 A1	955.20 k	944.29 k principal	0.26	Debt	Long	USA
Epicor Software Corp 5/23/2031	942.72 k	936.02 k principal	0.26	Loan	Long	USA
MOTUS GROUP, LLC 12/11/2028	938.78 k	933.72 k principal	0.26	Loan	Long	USA
OPTION CARE HEALTH, INC. 10/27/2028	936.73 k	931.78 k principal	0.26	Loan	Long	USA
CLUBCORP HOLDINGS 9/18/2026	935.18 k	932.85 k principal	0.25	Loan	Long	USA
Gentiva Health/Kindred at Home 6/24 TLB 2/11/2028	934.63 k	927.93 k principal	0.25	Loan	Long	USA
ECL ENTERTAINMENT, LLC 8/31/2030	934.50 k	929.08 k principal	0.25	Loan	Long	USA
BX TRUST 2021-SDMF BX 2021-SDMF B	933.09 k	941.92 k principal	0.25	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 CAS 2023-R01 1M1	931.14 k	905.57 k principal	0.25	ABS-mortgage backed security	Long	USA
PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021-SFR3 E2	921.31 k	960.00 k principal	0.25	ABS-mortgage backed security	Long	USA
ARAMARK INTERMEDIATE HOLDCO CORPORATION 6/22/2030	920.06 k	917.08 k principal	0.25	Loan	Long	USA
RECESS HOLDINGS, INC. 2/21/2030	913.90 k	904.85 k principal	0.25	Loan	Long	USA
MHP 2022-MHIL MHP 2022-MHIL B	905.93 k	911.61 k principal	0.25	ABS-mortgage backed security	Long	USA
TRK 2021-INV1 TRUST TRK 2021-INV1 A1	904.88 k	1.04 mm principal	0.25	ABS-mortgage backed security	Long	USA
ZELIS COST MANAGEMENT BUYER, INC. 9/28/2029	903.15 k	903.38 k principal	0.25	Loan	Long	USA
CLARIOS GLOBAL LP 5/6/2030	902.80 k	897.75 k principal	0.25	Loan	Long	USA
STATION CASINOS LLC 3/14/2031	897.16 k	894.78 k principal	0.24	Loan	Long	USA
TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1	894.68 k	882.59 k principal	0.24	ABS-mortgage backed security	Long	USA
HILTON GRAND VACATIONS TRUST 2023-1 HGVT 2023-1A C	884.54 k	866.32 k principal	0.24	ABS-mortgage backed security	Long	USA
ACRISURE 6/24 COV-LITE TL 2/15/2027 & SOFR 3.00%	884.31 k	882.83 k principal	0.24	Loan	Long	USA
ALIXPARTNERS, LLP 2/4/2028	875.65 k	870.93 k principal	0.24	Loan	Long	USA
APPLIED SYSTEMS INC 2/24/2031	873.24 k	866.29 k principal	0.24	Loan	Long	USA
Wand Newco 3- Inc. 1/30/2031	871.05 k	865.53 k principal	0.24	Loan	Long	USA
TREASURY BILL 0.000000% 01/23/2025	869.40 k	875.00 k principal	0.24	Debt	Long	USA
OPEN TEXT CORPORATION 1/31/2030	869.16 k	867.89 k principal	0.24	Loan	Long	USA
IRB HOLDING CORP. 12/15/2027	867.73 k	864.18 k principal	0.24	Loan	Long	USA
TREASURY BILL 0.000000% 03/25/2025	862.98 k	875.00 k principal	0.23	Debt	Long	USA
AADVANTAGE LOYALITY IP LTD. 4/20/2028	860.39 k	834.08 k principal	0.23	Loan	Long	USA
ARBYS FUNDING LLC ARBYS 2020-1A A2	855.37 k	902.92 k principal	0.23	ABS-mortgage backed security	Long	USA
PointClickCare 10/24 TLB 10/10/2031	854.14 k	848.83 k principal	0.23	Loan	Long	USA
PRETIUM PKG HOLDINGS, INC. 10/2/2028	850.32 k	1.06 mm principal	0.23	Loan	Long	USA
PROOFPOINT, INC. 8/31/2028	846.76 k	842.12 k principal	0.23	Loan	Long	USA
Ensono/Acxiom 5/21 Cov-Lite 5/26/2028	842.94 k	840.83 k principal	0.23	Loan	Long	USA
TREASURY BILL 0.000000% 02/25/2025	841.20 k	850.00 k principal	0.23	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A	840.19 k	823.55 k principal	0.23	Debt	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1	834.46 k	809.24 k principal	0.23	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING 2006-I TRUST BAFC 2006-I 1A1	829.56 k	839.71 k principal	0.23	ABS-mortgage backed security	Long	USA
ONTARIO GAMING GTA LIMITED PARTNERSHIP 8/1/2030	826.49 k	824.17 k principal	0.22	Loan	Long	USA
Creative Artists 9/24 Cov-Lite TLB 9/12/2031	826.24 k	821.67 k principal	0.22	Loan	Long	USA
PRAIRIE ACQUIROR LP 8/1/2029	823.03 k	817.92 k principal	0.22	Loan	Long	USA
RCKT MORTGAGE TRUST 2023-CES3 RCKT 2023-CES3 A1A	821.10 k	807.49 k principal	0.22	ABS-mortgage backed security	Long	USA
ITE RAIL FUND LEVERED LP STEAM 2021-1A A	818.65 k	898.49 k principal	0.22	ABS-mortgage backed security	Long	USA
FOREST CITY ENTERPRISES, L.P. 12/8/2025	810.44 k	832.65 k principal	0.22	Loan	Long	USA
BACH FINANCE LIMITED 1/31/2028	810.01 k	804.81 k principal	0.22	Loan	Long	USA
TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT 2021-SJ2 A1A	800.73 k	834.17 k principal	0.22	ABS-mortgage backed security	Long	USA
TREASURY BILL 0.000000% 12/10/2024	799.20 k	800.00 k principal	0.22	Debt	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2023-CES2 A1A	797.87 k	783.86 k principal	0.22	ABS-mortgage backed security	Long	USA
ACCESSLEX INSTITUTE ACCSS 2007-A A3	796.24 k	812.22 k principal	0.22	ABS-mortgage backed security	Long	USA
KOBE US MIDCO 2 INC 144A 9.250000% 11/01/2026	795.84 k	944.62 k principal	0.22	Debt	Long	USA
8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025	795.46 k	826.46 k principal	0.22	Loan	Long	USA
TOORAK MORTGAGE TRUST 2024-RRTL2 TRK 2024-RRTL2 A1	793.87 k	800.00 k principal	0.22	ABS-mortgage backed security	Long	USA
TAL ADVANTAGE VII LLC TAL 2020-1A B	789.27 k	843.75 k principal	0.21	ABS-mortgage backed security	Long	USA
MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1	784.72 k	894.19 k principal	0.21	ABS-mortgage backed security	Long	USA
TREASURY BILL 0.000000% 01/07/2025	771.54 k	775.00 k principal	0.21	Debt	Long	USA
TREASURY BILL 0.000000% 01/14/2025	770.86 k	775.00 k principal	0.21	Debt	Long	USA
ELLUCIAN HOLDINGS INC. 10/9/2029	769.70 k	761.84 k principal	0.21	Loan	Long	USA
BELFOR HOLDINGS INC. 11/1/2030	765.76 k	760.52 k principal	0.21	Loan	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-HQA1 STACR 2022-HQA1 M1A	765.75 k	759.65 k principal	0.21	Debt	Long	USA
Chart Industries/Howden 6/24 TLB 3/15/2030	758.22 k	755.39 k principal	0.21	Loan	Long	USA
TACO BELL FUNDING LLC BELL 2016-1A A23	757.32 k	759.38 k principal	0.21	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1	752.67 k	738.46 k principal	0.20	ABS-mortgage backed security	Long	USA
STAR 2024-SFR4 TRUST STAR 2024-SFR4 A	750.92 k	750.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Charter NEX 10/24 12/1/2030	750.55 k	745.01 k principal	0.20	Loan	Long	USA
TRIDENT TPI HOLDINGS INC 144A 12.750000% 12/31/2028	749.29 k	675.00 k principal	0.20	Debt	Long	USA
BX TRUST 2024-FNX BX 2024-FNX A	748.59 k	750.00 k principal	0.20	ABS-mortgage backed security	Long	USA
BARENTZ 3/24 (USD) COV-LITE TLB 03/01/2031	748.13 k	748.13 k principal	0.20	Loan	Long	USA
TREASURY BILL 0.000000% 12/24/2024	747.91 k	750.00 k principal	0.20	Debt	Long	USA
Genesys 9/24 (USD) Cov-Lite 12/1/2027	747.34 k	741.21 k principal	0.20	Loan	Long	USA
BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1 BRAVO 2021-HE1 A1	746.62 k	748.85 k principal	0.20	ABS-mortgage backed security	Long	USA
Hightower 7/24 TLB 08/21/2028	746.59 k	740.11 k principal	0.20	Loan	Long	USA
Tekni-Plex 10/24 B6 Cov-Lite TLB 9/15/2028	745.27 k	738.03 k principal	0.20	Loan	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D	745.07 k	765.06 k principal	0.20	ABS-mortgage backed security	Long	USA
ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2	743.72 k	785.00 k principal	0.20	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2022-2 CARMX 2022-2 C	743.62 k	750.00 k principal	0.20	ABS-mortgage backed security	Long	USA
CCC INFORMATION 9/21/2028	742.12 k	738.61 k principal	0.20	Loan	Long	USA
Formula One 9/24 Cov-Lite TLB1 9/10/2031	740.10 k	737.33 k principal	0.20	Loan	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 CAS 2023-R07 2M1	735.86 k	732.22 k principal	0.20	ABS-mortgage backed security	Long	USA
WINGSTOP FUNDING LLC WSTOP 2020-1A A2	735.02 k	788.00 k principal	0.20	ABS-mortgage backed security	Long	USA
PROJECT CASTLE, INC. 6/1/2029	732.26 k	807.25 k principal	0.20	Loan	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1M	727.40 k	738.81 k principal	0.20	ABS-mortgage backed security	Long	USA
ARES XXXIIR CLO LTD ARES 2014-32RA A1B	724.89 k	725.00 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ISOLVED, INC. 10/15/2030	724.30 k	719.12 k principal	0.20	Loan	Long	USA
CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A3	723.74 k	721.45 k principal	0.20	ABS-mortgage backed security	Long	USA
ELARA HGV TIMESHARE ISSUER 2021-A LLC EHGVT 2021-A C	719.46 k	769.09 k principal	0.20	ABS-mortgage backed security	Long	USA
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2004-AR5 6A1	719.24 k	730.70 k principal	0.20	ABS-mortgage backed security	Long	USA
DATABANK ISSUER COLO 2021-1A A2	717.47 k	750.00 k principal	0.20	ABS-mortgage backed security	Long	USA
ASURION, LLC 12/23/2026	715.16 k	714.94 k principal	0.19	Loan	Long	USA
MVW 2021-1W LLC MVWOT 2021-1WA C	709.72 k	749.61 k principal	0.19	ABS-mortgage backed security	Long	USA
COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 A1	703.97 k	707.63 k principal	0.19	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1	702.80 k	694.18 k principal	0.19	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST 2024-2 VERUS 2024-2 A3	701.02 k	697.40 k principal	0.19	ABS-mortgage backed security	Long	USA
CNT HOLDINGS I CORP 11/8/2027	700.81 k	696.07 k principal	0.19	Loan	Long	USA
MADISON PARK FUNDING XLII LTD ATRM 13A B	700.42 k	700.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMMC CLO XI LTD AMMC 2012-11A CR2	699.25 k	700.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX 2021-MFM1 BX 2021-MFM1 C	697.17 k	700.00 k principal	0.19	ABS-mortgage backed security	Long	USA
ELARA HGV TIMESHARE ISSUER 2023-A LLC EHGVT 2023-A A	693.56 k	680.30 k principal	0.19	ABS-mortgage backed security	Long	USA