SIIT ULTRA SHORT DURATION BOND FUND

Fund Profile

Fund profile

Tickers

SUSAX

Fund manager

Sei Institutional Investments Trust

Total assets

$444.33 mm

Liabilities

$1.80 mm

Net assets

$442.52 mm

Number of holdings

626.00

Top 200 of 626 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 0.500000% 02/28/2026	12.84 mm	13.46 mm principal	2.90	Structured note	Long	USA
US TREASURY N/B 4.000000% 12/15/2025	6.98 mm	7.00 mm principal	1.58	Structured note	Long	USA
TREASURY BILL 0.000000% 02/25/2025	6.61 mm	6.68 mm principal	1.49	Debt	Long	USA
TREASURY BILL 0.000000% 03/18/2025	6.59 mm	6.68 mm principal	1.49	Debt	Long	USA
TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS TRI-PARTY REPURCHASE AGREEMENT	6.50 mm	6.50 mm principal	1.47	Repurchase agreement	Long	USA
TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET BARCLAYS TRI-PARTY REPURCHASE AGREEMENT	6.50 mm	6.50 mm principal	1.47	Repurchase agreement	Long	USA
US TREASURY N/B 4.250000% 05/31/2025	4.47 mm	4.47 mm principal	1.01	Structured note	Long	USA
TREASURY BILL 0.000000% 01/07/2025	4.36 mm	4.38 mm principal	0.98	Debt	Long	USA
US TREASURY N/B 0.375000% 11/30/2025	4.33 mm	4.50 mm principal	0.98	Structured note	Long	USA
TREASURY BILL 0.000000% 12/24/2024	4.29 mm	4.30 mm principal	0.97	Debt	Long	USA
TREASURY BILL 0.000000% 01/14/2025	4.28 mm	4.30 mm principal	0.97	Debt	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A3 A	3.81 mm	3.80 mm principal	0.86	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO 4.080000% 04/26/2026	3.50 mm	3.52 mm principal	0.79	Debt	Long	USA
MORGAN STANLEY MTN 4.679000% 07/17/2026	3.49 mm	3.50 mm principal	0.79	Debt	Long	USA
BANK OF AMERICA CORP MTN 1.319000% 06/19/2026	3.48 mm	3.55 mm principal	0.79	Debt	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2021-1A A	3.27 mm	3.47 mm principal	0.74	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	3.09 mm	3.07 mm principal	0.70	Debt	Long	USA
T-MOBILE USA INC 3.500000% 04/15/2025	2.97 mm	2.99 mm principal	0.67	Debt	Long	USA
LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027	2.76 mm	2.90 mm principal	0.62	Debt	Long	UK
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 01/30/2026	2.75 mm	2.85 mm principal	0.62	Debt	Long	Ireland
PFIZER INVESTMENT ENTERPRISES PTE LTD 4.650000% 05/19/2025	2.74 mm	2.74 mm principal	0.62	Debt	Long	USA
HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027	2.74 mm	2.71 mm principal	0.62	Debt	Long	USA
HSBC HSBC Holdings plc	2.74 mm	2.70 mm principal	0.62	Debt	Long	UK
Credit Suisse Group AG	2.71 mm	2.83 mm principal	0.61	Debt	Long	Switzerland
SOCIETE GENERALE SA 144A 1.488000% 12/14/2026	2.70 mm	2.81 mm principal	0.61	Debt	Long	France
FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026	2.69 mm	2.72 mm principal	0.61	Debt	Long	USA
TREASURY BILL 0.000000% 04/03/2025	2.61 mm	2.65 mm principal	0.59	Debt	Long	USA
GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026	2.60 mm	2.59 mm principal	0.59	Debt	Long	USA
ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3	2.56 mm	2.54 mm principal	0.58	ABS-mortgage backed security	Long	USA
ROYALTY PHARMA PLC 1.200000% 09/02/2025	2.56 mm	2.63 mm principal	0.58	Debt	Long	USA
CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A A2A	2.50 mm	2.49 mm principal	0.56	ABS-mortgage backed security	Long	USA
COOPERATIEVE RABOBANK UA 144A 1.106000% 02/24/2027	2.48 mm	2.60 mm principal	0.56	Debt	Long	Netherlands
ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2	2.43 mm	2.41 mm principal	0.55	ABS-mortgage backed security	Long	USA
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 A3	2.41 mm	2.40 mm principal	0.55	ABS-mortgage backed security	Long	USA
SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026	2.39 mm	2.37 mm principal	0.54	Debt	Long	USA
HCA INC 5.250000% 04/15/2025	2.37 mm	2.37 mm principal	0.54	Debt	Long	USA
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3	2.37 mm	2.37 mm principal	0.54	ABS-mortgage backed security	Long	USA
GM General Motors Company	2.36 mm	2.35 mm principal	0.53	Debt	Long	USA
TD The Toronto-Dominion Bank	2.35 mm	2.37 mm principal	0.53	Debt	Long	Canada
HD The Home Depot, Inc.	2.27 mm	2.27 mm principal	0.51	Debt	Long	USA
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A3	2.27 mm	2.25 mm principal	0.51	ABS-mortgage backed security	Long	USA
ROYAL BANK OF CANADA 144A 4.784000% 12/12/2025	2.26 mm	2.26 mm principal	0.51	Debt	Long	Canada
MERCEDES-BENZ AUTO LEASE TRUST MBALT 2023-A A3	2.25 mm	2.25 mm principal	0.51	ABS-mortgage backed security	Long	USA
AIR LEASE CORP 2.200000% 01/15/2027	2.23 mm	2.35 mm principal	0.50	Debt	Long	USA
CREDIT AGRICOLE SA 144A 1.247000% 01/26/2027	2.22 mm	2.32 mm principal	0.50	Debt	Long	France
BCS Barclays PLC	2.22 mm	2.17 mm principal	0.50	Debt	Long	UK
SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027	2.21 mm	2.33 mm principal	0.50	Debt	Long	UK
TORONTO-DOMINION BANK/THE MTN 3.766000% 06/06/2025	2.21 mm	2.22 mm principal	0.50	Debt	Long	Canada
TREASURY BILL 0.000000% 01/30/2025	2.18 mm	2.20 mm principal	0.49	Debt	Long	USA
ORCL Oracle Corporation	2.17 mm	2.26 mm principal	0.49	Debt	Long	USA
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A3	2.14 mm	2.13 mm principal	0.48	ABS-mortgage backed security	Long	USA
T-MOBILE US TRUST 2024-1 TMUST 2024-1A A	2.12 mm	2.10 mm principal	0.48	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2023-32 BD	2.08 mm	2.07 mm principal	0.47	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	2.07 mm	2.07 mm principal	0.47	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-3A A	2.06 mm	2.07 mm principal	0.47	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A A	2.04 mm	2.03 mm principal	0.46	ABS-mortgage backed security	Long	USA
ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A2	2.01 mm	2.01 mm principal	0.45	ABS-mortgage backed security	Long	USA
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 ASB	1.98 mm	2.02 mm principal	0.45	ABS-mortgage backed security	Long	USA
US TREASURY N/B 1.250000% 12/31/2026	1.98 mm	2.10 mm principal	0.45	Structured note	Long	USA
GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A3	1.97 mm	1.96 mm principal	0.45	ABS-mortgage backed security	Long	USA
WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B	1.86 mm	1.84 mm principal	0.42	ABS-mortgage backed security	Long	USA
MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2	1.81 mm	1.81 mm principal	0.41	ABS-mortgage backed security	Long	USA
OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2	1.80 mm	1.78 mm principal	0.41	ABS-mortgage backed security	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	1.77 mm	1.77 mm shares	0.40	Short-term investment vehicle	Long	USA
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A2	1.72 mm	1.72 mm principal	0.39	ABS-mortgage backed security	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2022-4A A	1.67 mm	1.68 mm principal	0.38	ABS-mortgage backed security	Long	Canada
PRESTIGE AUTO RECEIVABLES TRUST 2023-1 PART 2023-1A B	1.67 mm	1.67 mm principal	0.38	ABS-mortgage backed security	Long	USA
PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025	1.67 mm	1.73 mm principal	0.38	Debt	Long	USA
SAN ANTONIO TX CITY OF SAN ANTONIO TX	1.65 mm	1.65 mm principal	0.37	Debt	Long	USA
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B	1.64 mm	1.64 mm principal	0.37	ABS-mortgage backed security	Long	USA
ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2	1.56 mm	1.53 mm principal	0.35	ABS-mortgage backed security	Long	USA
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3	1.55 mm	1.56 mm principal	0.35	ABS-mortgage backed security	Long	USA
HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A2	1.55 mm	1.55 mm principal	0.35	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 B	1.55 mm	1.55 mm principal	0.35	ABS-mortgage backed security	Long	USA
TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026	1.54 mm	1.54 mm principal	0.35	Debt	Long	USA
DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A4 A	1.53 mm	1.53 mm principal	0.35	ABS-mortgage backed security	Long	USA
ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B	1.52 mm	1.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A A2	1.50 mm	1.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B	1.47 mm	1.51 mm principal	0.33	ABS-mortgage backed security	Long	USA
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3	1.44 mm	1.44 mm principal	0.33	ABS-mortgage backed security	Long	USA
WMB The Williams Companies, Inc.	1.40 mm	1.39 mm principal	0.32	Debt	Long	USA
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A1	1.32 mm	1.32 mm principal	0.30	ABS-mortgage backed security	Long	USA
NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY	1.28 mm	1.28 mm principal	0.29	Debt	Long	USA
NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.300000% 03/15/2026	1.26 mm	1.25 mm principal	0.28	Debt	Long	USA
VOYA CLO 2019-2 LTD VOYA 2019-2A AR	1.25 mm	1.25 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 D	1.25 mm	1.26 mm principal	0.28	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C	1.23 mm	1.25 mm principal	0.28	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4479 TA	1.22 mm	1.25 mm principal	0.28	Debt	Long	USA
BX TRUST 2021-LGCY BX 2021-LGCY A	1.19 mm	1.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR B	1.17 mm	1.17 mm principal	0.26	ABS-mortgage backed security	Long	USA
FREDDIE MAC 4.050000% 08/28/2025	1.14 mm	1.14 mm principal	0.26	Debt	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A	1.13 mm	1.14 mm principal	0.25	ABS-mortgage backed security	Long	USA
GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD GLM 2019-4A ARR	1.12 mm	1.11 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A1	1.12 mm	1.12 mm principal	0.25	ABS-mortgage backed security	Long	USA
CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026	1.11 mm	1.10 mm principal	0.25	Debt	Long	France
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3	1.11 mm	1.11 mm principal	0.25	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027	1.10 mm	1.10 mm principal	0.25	Debt	Long	Germany
WORLD OMNI AUTO RECEIVABLES TRUST 2021-C WOART 2021-C A4	1.07 mm	1.10 mm principal	0.24	ABS-mortgage backed security	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A	1.05 mm	1.06 mm principal	0.24	ABS-mortgage backed security	Long	USA
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2	1.05 mm	1.04 mm principal	0.24	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4938 CA	1.03 mm	1.10 mm principal	0.23	Debt	Long	USA
WELLS FARGO & CO MTN 3.908000% 04/25/2026	1.02 mm	1.02 mm principal	0.23	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3	1.01 mm	1.01 mm principal	0.23	ABS-mortgage backed security	Long	USA
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 AMCAR 2021-2 C	1.01 mm	1.03 mm principal	0.23	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A2A	1.00 mm	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST 2024-4 CHAOT 2024-4A A2	1.00 mm	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
SODEXO INC 144A 1.634000% 04/16/2026	1.00 mm	1.05 mm principal	0.23	Debt	Long	France
CIFC FUNDING 2019-V LTD CIFC 2019-5A A1R1	1.00 mm	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VERIZON MASTER TRUST VZMT 2022-2 A	995.28 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST VZMT 2022-4 A	994.05 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
BPR TRUST 2021-TY BPR 2021-TY A	993.83 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A3	987.50 k	985.00 k principal	0.22	ABS-mortgage backed security	Long	USA
AZO AutoZone, Inc.	981.97 k	975.00 k principal	0.22	Debt	Long	USA
TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1	972.33 k	1.02 mm principal	0.22	ABS-mortgage backed security	Long	USA
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KBX1 A2	970.49 k	979.16 k principal	0.22	Debt	Long	USA
HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3	969.85 k	965.00 k principal	0.22	ABS-mortgage backed security	Long	USA
PFS FINANCING CORP PFSFC 2022-C A	961.30 k	965.00 k principal	0.22	ABS-mortgage backed security	Long	USA
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026	961.05 k	950.00 k principal	0.22	Debt	Long	USA
KUBOTA CREDIT OWNER TRUST 2024-1 KCOT 2024-1A A2	955.20 k	951.43 k principal	0.22	ABS-mortgage backed security	Long	USA
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A3	951.66 k	940.00 k principal	0.22	ABS-mortgage backed security	Long	USA
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A2A	947.91 k	945.70 k principal	0.21	ABS-mortgage backed security	Long	USA
GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1	942.86 k	1.14 mm principal	0.21	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4783 BV	938.39 k	945.65 k principal	0.21	Debt	Long	USA
GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A2	937.01 k	935.28 k principal	0.21	ABS-mortgage backed security	Long	USA
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KW07 A1	927.77 k	937.38 k principal	0.21	Debt	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 WFCM 2015-C31 A3	905.85 k	913.61 k principal	0.20	ABS-mortgage backed security	Long	USA
SR Spire Inc.	905.67 k	900.00 k principal	0.20	Debt	Long	USA
MILFORD PARK CLO LTD MLFPK 2022-1A A1	901.97 k	900.00 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Jersey
FREDDIE MAC REMICS FHR 3786 ED	897.70 k	903.17 k principal	0.20	Debt	Long	USA
WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2	895.50 k	890.81 k principal	0.20	ABS-mortgage backed security	Long	USA
BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025	883.80 k	900.00 k principal	0.20	Debt	Long	Canada
SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026	882.21 k	875.00 k principal	0.20	Debt	Long	USA
GRAY OAK PIPELINE LLC 144A 2.600000% 10/15/2025	881.15 k	900.00 k principal	0.20	Debt	Long	USA
OCTAGON INVESTMENT PARTNERS 36 LTD OCT36 2018-1A A1	880.91 k	879.75 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A B	878.78 k	900.00 k principal	0.20	ABS-mortgage backed security	Long	USA
CNH EQUIPMENT TRUST 2024-C CNH 2024-C A2A	872.77 k	875.00 k principal	0.20	ABS-mortgage backed security	Long	USA
MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2	868.47 k	865.78 k principal	0.20	ABS-mortgage backed security	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026	867.99 k	850.00 k principal	0.20	Debt	Long	USA
OKE ONEOK, Inc.	861.14 k	850.00 k principal	0.19	Debt	Long	USA
NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A	859.63 k	857.92 k principal	0.19	ABS-mortgage backed security	Long	USA
SREIT TRUST 2021-MFP SREIT 2021-MFP B	858.49 k	861.18 k principal	0.19	ABS-mortgage backed security	Long	USA
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A	855.55 k	880.71 k principal	0.19	ABS-mortgage backed security	Long	USA
MADISON PARK FUNDING XVII LTD MDPK 2015-17A AR2	845.45 k	845.66 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A1	830.07 k	830.00 k principal	0.19	ABS-mortgage backed security	Long	USA
RR 24 LTD RRAM 2022-24A A1AR	829.79 k	830.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Bermuda
MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE	819.11 k	830.00 k principal	0.19	Debt	Long	USA
GECU AUTO RECEIVABLES TRUST 2023-1 GECU 2023-1A A2	812.07 k	809.56 k principal	0.18	ABS-mortgage backed security	Long	USA
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A2A	811.74 k	809.49 k principal	0.18	ABS-mortgage backed security	Long	USA
AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2	807.91 k	801.51 k principal	0.18	ABS-mortgage backed security	Long	USA
KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2	805.00 k	802.59 k principal	0.18	ABS-mortgage backed security	Long	USA
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A2	804.61 k	800.41 k principal	0.18	ABS-mortgage backed security	Long	USA
PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 PILOT 2024-2A A1	802.16 k	801.95 k principal	0.18	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE SA 144A VARIABLE RATE 01/21/2026	800.77 k	800.00 k principal	0.18	Debt	Long	France
ATHENE GLOBAL FUNDING 144A VARIABLE RATE 01/07/2025	800.09 k	800.00 k principal	0.18	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A2A	782.74 k	780.94 k principal	0.18	ABS-mortgage backed security	Long	USA
AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026	781.14 k	825.00 k principal	0.18	Debt	Long	USA
NORDEA BANK ABP MTN 1.500000% 09/30/2026	779.48 k	825.00 k principal	0.18	Debt	Long	Finland
BANK OF NOVA SCOTIA/THE 1.300000% 09/15/2026	779.41 k	825.00 k principal	0.18	Debt	Long	Canada
SKANDINAVISKA ENSKILDA BANKEN AB 144A 1.200000% 09/09/2026	778.36 k	825.00 k principal	0.18	Debt	Long	Sweden
BANK OF MONTREAL MTN 1.250000% 09/15/2026	777.99 k	825.00 k principal	0.18	Debt	Long	Canada
BANK OF AMERICA CORP MTN 1.197000% 10/24/2026	775.56 k	800.00 k principal	0.18	Debt	Long	USA
ELV Elevance Health Inc.	768.79 k	800.00 k principal	0.17	Debt	Long	USA
STT State Street Corporation	767.34 k	765.00 k principal	0.17	Debt	Long	USA
COOPERATIEVE RABOBANK UA/NY 5.500000% 10/05/2026	763.34 k	750.00 k principal	0.17	Debt	Long	Netherlands
NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026	762.47 k	750.00 k principal	0.17	Debt	Long	USA
BANK OF AMERICA CORP MTN 1.319000% 06/19/2026	760.33 k	775.00 k principal	0.17	Debt	Long	USA
MORGAN STANLEY 6.138000% 10/16/2026	758.45 k	750.00 k principal	0.17	Debt	Long	USA
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2023-1 A	757.38 k	750.00 k principal	0.17	ABS-mortgage backed security	Long	USA
GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027	756.22 k	750.00 k principal	0.17	Debt	Long	USA
GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026	754.89 k	750.00 k principal	0.17	Debt	Long	USA
IFF International Flavors & Fragrances Inc.	751.48 k	775.00 k principal	0.17	Debt	Long	USA
MPLX MPLX LP	749.98 k	750.00 k principal	0.17	Debt	Long	USA
UBS GROUP AG 4.550000% 04/17/2026	748.63 k	750.00 k principal	0.17	Debt	Long	Switzerland
SRE Sempra	747.92 k	740.00 k principal	0.17	Debt	Long	USA
SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2	744.35 k	733.92 k principal	0.17	ABS-mortgage backed security	Long	USA
AON GLOBAL LTD 3.875000% 12/15/2025	743.38 k	750.00 k principal	0.17	Debt	Long	USA
MORGAN STANLEY MTN 3.875000% 01/27/2026	743.36 k	750.00 k principal	0.17	Debt	Long	USA
JPMORGAN CHASE & CO 3.960000% 01/29/2027	743.16 k	750.00 k principal	0.17	Debt	Long	USA
NDAQ Nasdaq, Inc.	740.65 k	750.00 k principal	0.17	Debt	Long	USA
TORONTO-DOMINION BANK/THE MTN 5.532000% 07/17/2026	734.13 k	725.00 k principal	0.17	Debt	Long	Canada
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A	733.31 k	813.77 k principal	0.17	ABS-mortgage backed security	Long	USA
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1 GMALT 2024-1 A2A	727.49 k	725.93 k principal	0.16	ABS-mortgage backed security	Long	USA
TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A	727.22 k	724.54 k principal	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO BANK NA 4.811000% 01/15/2026	727.17 k	725.00 k principal	0.16	Debt	Long	USA
MF1 2022-FL8 LTD MF1 2022-FL8 A	723.52 k	725.48 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOLKSWAGEN AUTO LEASE TRUST 2023-A VWALT 2023-A A2A	720.03 k	718.71 k principal	0.16	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A	718.44 k	705.50 k principal	0.16	ABS-mortgage backed security	Long	USA
ABN AMRO BANK NV 144A 6.339000% 09/18/2027	717.21 k	700.00 k principal	0.16	Debt	Long	Netherlands
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2	715.80 k	713.54 k principal	0.16	ABS-mortgage backed security	Long	USA
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A3	712.60 k	710.07 k principal	0.16	ABS-mortgage backed security	Long	USA
BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A	711.79 k	712.43 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1	707.75 k	700.00 k principal	0.16	ABS-mortgage backed security	Long	USA
GRANITE PARK EQUIPMENT LEASING 2023-1 LLC SCFGP 2023-1A A2	703.09 k	694.55 k principal	0.16	ABS-mortgage backed security	Long	USA
DRYDEN 94 CLO LTD DRSLF 2022-94A AR	701.29 k	700.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW YORK NY CITY OF NEW YORK NY	697.03 k	700.00 k principal	0.16	Debt	Long	USA
JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2	693.85 k	691.98 k principal	0.16	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A1	692.99 k	692.81 k principal	0.16	ABS-mortgage backed security	Long	USA
SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A2	686.62 k	683.63 k principal	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC GOLD POOL FG G18545	674.03 k	695.72 k principal	0.15	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A2A	673.41 k	670.07 k principal	0.15	ABS-mortgage backed security	Long	USA