SIIT LIMITED DURATION BOND FUND

Fund Profile

Fund profile

Tickers

SLDBX

Fund manager

Sei Institutional Investments Trust

Total assets

$2.50 bn

Liabilities

$289.54 mm

Net assets

$2.21 bn

Number of holdings

499.00

Top 200 of 499 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	121.68 mm	121.68 mm shares	5.52	Short-term investment vehicle	Long	USA
US TREASURY N/B 2.500000% 03/31/2027	115.99 mm	120.34 mm principal	5.26	Structured note	Long	USA
US TREASURY N/B 4.250000% 11/30/2026	112.56 mm	112.39 mm principal	5.10	Structured note	Long	USA
US TREASURY N/B 3.250000% 06/30/2027	112.49 mm	114.94 mm principal	5.10	Structured note	Long	USA
US TREASURY N/B 4.125000% 10/31/2026	102.27 mm	102.42 mm principal	4.64	Structured note	Long	USA
US 2YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	92.75 mm	450.00 contracts	4.20	Interest rate derivative	N/A	USA
US TREASURY N/B 0.500000% 02/28/2026	86.84 mm	91.00 mm principal	3.94	Structured note	Long	USA
US TREASURY N/B 0.750000% 08/31/2026	66.55 mm	70.64 mm principal	3.02	Structured note	Long	USA
US TREASURY N/B 4.125000% 11/15/2027	59.30 mm	59.28 mm principal	2.69	Structured note	Long	USA
US TREASURY N/B 0.500000% 10/31/2027	46.53 mm	51.61 mm principal	2.11	Structured note	Long	USA
US TREASURY N/B 1.250000% 12/31/2026	46.25 mm	49.08 mm principal	2.10	Structured note	Long	USA
FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)	26.21 mm	26.53 mm principal	1.19	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)	25.93 mm	25.88 mm principal	1.18	Debt	Long	USA
VERIZON MASTER TRUST VZMT 2024-6 C	19.28 mm	19.54 mm principal	0.87	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MTN 1.512000% 07/20/2027	19.15 mm	20.20 mm principal	0.87	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A	18.57 mm	19.08 mm principal	0.84	ABS-mortgage backed security	Long	USA
AIR LEASE CORP MTN 5.300000% 06/25/2026	18.06 mm	17.93 mm principal	0.82	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)	17.44 mm	17.95 mm principal	0.79	Debt	Long	USA
PM Philip Morris International Inc.	17.21 mm	17.14 mm principal	0.78	Debt	Long	USA
RCKT MORTGAGE TRUST 2024-CES8 RCKT 2024-CES8 A1A	16.67 mm	16.72 mm principal	0.76	ABS-mortgage backed security	Long	USA
TOYOTA MOTOR CREDIT CORP 5.200000% 05/15/2026	16.20 mm	16.04 mm principal	0.73	Debt	Long	USA
GOLDMAN SACHS BANK USA/NEW YORK NY 5.283000% 03/18/2027	16.12 mm	16.02 mm principal	0.73	Debt	Long	USA
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027	15.88 mm	15.33 mm principal	0.72	Debt	Long	Ireland
FEDERAL HOME LOAN BANK 2.750000% 03/25/2027	15.82 mm	16.36 mm principal	0.72	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	15.65 mm	15.18 mm principal	0.71	Debt	Long	USA
WM Waste Management, Inc.	15.59 mm	15.62 mm principal	0.71	Debt	Long	USA
SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026	15.30 mm	15.18 mm principal	0.69	Debt	Long	USA
BMW US CAPITAL LLC 144A 4.650000% 08/13/2026	15.29 mm	15.28 mm principal	0.69	Debt	Long	Germany
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	15.24 mm	15.88 mm principal	0.69	Debt	Long	USA
HPE Hewlett Packard Enterprise Company	14.72 mm	14.78 mm principal	0.67	Debt	Long	USA
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-1A A2	14.66 mm	14.55 mm principal	0.66	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP MTN 2.551000% 02/04/2028	14.64 mm	15.34 mm principal	0.66	Debt	Long	USA
STT State Street Corporation	14.32 mm	14.16 mm principal	0.65	Debt	Long	USA
MERCHANTS FLEET FUNDING LLC MFF 2024-1A A	13.94 mm	13.83 mm principal	0.63	ABS-mortgage backed security	Long	USA
STZ Constellation Brands, Inc.	13.57 mm	13.81 mm principal	0.62	Debt	Long	USA
JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 5.600000% 04/10/2026	13.41 mm	13.31 mm principal	0.61	Debt	Long	USA
RCKT MORTGAGE TRUST 2024-CES7 RCKT 2024-CES7 A1A	13.28 mm	13.42 mm principal	0.60	ABS-mortgage backed security	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	13.12 mm	14.03 mm principal	0.59	Debt	Long	USA
Cleveland Electric Illuminating Co	13.03 mm	13.37 mm principal	0.59	Debt	Long	USA
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3	12.92 mm	12.90 mm principal	0.59	ABS-mortgage backed security	Long	USA
GEORGIA POWER CO 5.004000% 02/23/2027	12.87 mm	12.73 mm principal	0.58	Debt	Long	USA
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 4.900000% 08/14/2026	12.78 mm	12.83 mm principal	0.58	Debt	Long	Germany
CITIBANK NA 4.929000% 08/06/2026	12.57 mm	12.51 mm principal	0.57	Debt	Long	USA
RCKT MORTGAGE TRUST 2024-CES5 RCKT 2024-CES5 A1A	12.56 mm	12.54 mm principal	0.57	ABS-mortgage backed security	Long	USA
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.800000% 02/05/2027	12.37 mm	12.29 mm principal	0.56	Debt	Long	USA
TORONTO-DOMINION BANK/THE MTN 4.693000% 09/15/2027	12.30 mm	12.28 mm principal	0.56	Debt	Long	Canada
T-MOBILE US TRUST 2024-2 TMUST 2024-2A A	12.21 mm	12.28 mm principal	0.55	ABS-mortgage backed security	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	12.09 mm	12.33 mm principal	0.55	Debt	Long	USA
LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028	11.95 mm	11.82 mm principal	0.54	Debt	Long	UK
WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B	11.82 mm	11.73 mm principal	0.54	ABS-mortgage backed security	Long	USA
NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.300000% 03/15/2026	11.67 mm	11.60 mm principal	0.53	Debt	Long	USA
JPMORGAN CHASE & CO 2.947000% 02/24/2028	11.63 mm	12.09 mm principal	0.53	Debt	Long	USA
MORGAN STANLEY BANK NA 4.754000% 04/21/2026	11.58 mm	11.55 mm principal	0.52	Debt	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2021-1A B	11.53 mm	12.21 mm principal	0.52	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	11.52 mm	11.44 mm principal	0.52	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3	11.51 mm	11.42 mm principal	0.52	ABS-mortgage backed security	Long	USA
CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A B	11.17 mm	11.03 mm principal	0.51	ABS-mortgage backed security	Long	USA
MASSMUTUAL GLOBAL FUNDING II MTN 5.100000% 04/09/2027	10.99 mm	10.84 mm principal	0.50	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)	10.89 mm	11.38 mm principal	0.49	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	10.72 mm	10.72 mm shares	0.49	Short-term investment vehicle	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A3	10.63 mm	10.57 mm principal	0.48	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026	10.44 mm	10.36 mm principal	0.47	Debt	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP A	10.42 mm	10.57 mm principal	0.47	ABS-mortgage backed security	Long	USA
ROYAL BANK OF CANADA MTN 5.069000% 07/23/2027	10.38 mm	10.32 mm principal	0.47	Debt	Long	Canada
GINNIE MAE II POOL 30YR TBA (DECEMBER)	10.01 mm	10.38 mm principal	0.45	Debt	Long	USA
MMC Marsh & McLennan Companies, Inc.	9.96 mm	9.93 mm principal	0.45	Debt	Long	USA
VERIZON MASTER TRUST VZMT 2023-4 A1A	9.88 mm	9.78 mm principal	0.45	ABS-mortgage backed security	Long	USA
TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A2	9.87 mm	9.86 mm principal	0.45	ABS-mortgage backed security	Long	USA
PACCAR FINANCIAL CORP MTN 4.500000% 11/25/2026	9.53 mm	9.51 mm principal	0.43	Debt	Long	USA
ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A3	9.41 mm	9.42 mm principal	0.43	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-148 AF	9.20 mm	9.19 mm principal	0.42	Debt	Long	USA
FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022-SFR2 A	9.13 mm	9.29 mm principal	0.41	ABS-mortgage backed security	Long	USA
PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027	9.11 mm	9.04 mm principal	0.41	Debt	Long	USA
BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2	9.07 mm	9.59 mm principal	0.41	ABS-mortgage backed security	Long	USA
NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY	9.00 mm	9.01 mm principal	0.41	Debt	Long	USA
FANNIE MAE REMICS FNR 2024-73 FB	8.91 mm	8.91 mm principal	0.40	Debt	Long	USA
SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A4	8.91 mm	8.86 mm principal	0.40	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST VZMT 2024-3 A1A	8.84 mm	8.68 mm principal	0.40	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL 30YR TBA (DECEMBER)	8.75 mm	8.88 mm principal	0.40	Debt	Long	USA
T-MOBILE US TRUST 2024-1 TMUST 2024-1A A	8.55 mm	8.48 mm principal	0.39	ABS-mortgage backed security	Long	USA
HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A3	8.50 mm	8.41 mm principal	0.39	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A3	8.38 mm	8.33 mm principal	0.38	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 TALNT 2022-1A A	8.22 mm	8.36 mm principal	0.37	ABS-mortgage backed security	Long	USA
YMCA OF GREATER NEW YORK 2.303000% 08/01/2026	8.18 mm	8.59 mm principal	0.37	Debt	Long	USA
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2024-1 A	7.89 mm	7.80 mm principal	0.36	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO 5.040000% 01/23/2028	7.78 mm	7.74 mm principal	0.35	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-2A A	7.59 mm	7.55 mm principal	0.34	ABS-mortgage backed security	Long	USA
PNC The PNC Financial Services Group, Inc.	7.56 mm	7.33 mm principal	0.34	Debt	Long	USA
CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A A3	6.99 mm	6.90 mm principal	0.32	ABS-mortgage backed security	Long	USA
NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026	6.81 mm	6.69 mm principal	0.31	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3	6.70 mm	6.65 mm principal	0.30	ABS-mortgage backed security	Long	USA
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A	6.55 mm	6.44 mm principal	0.30	ABS-mortgage backed security	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	6.30 mm	6.95 mm principal	0.29	Debt	Long	USA
CNH EQUIPMENT TRUST 2023-A CNH 2023-A A3	6.18 mm	6.16 mm principal	0.28	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2024-49 FC	5.99 mm	6.00 mm principal	0.27	Debt	Long	USA
VISTRA OPERATIONS CO LLC 144A 5.050000% 12/30/2026	5.87 mm	5.87 mm principal	0.27	Debt	Long	USA
CARDS II TRUST CARD2 2024-1A B	5.78 mm	5.74 mm principal	0.26	ABS-mortgage backed security	Long	Canada
EVERGREEN CREDIT CARD TRUST EVGRN 2024-1A B	5.60 mm	5.54 mm principal	0.25	ABS-mortgage backed security	Long	USA
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-3 A	5.56 mm	5.49 mm principal	0.25	ABS-mortgage backed security	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2024-A1 A	5.52 mm	5.60 mm principal	0.25	ABS-mortgage backed security	Long	USA
BA CREDIT CARD TRUST BACCT 2023-A2 A2	5.44 mm	5.39 mm principal	0.25	ABS-mortgage backed security	Long	USA
ILLINOIS ST STATE OF ILLINOIS	5.24 mm	5.22 mm principal	0.24	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	5.15 mm	5.46 mm principal	0.23	Debt	Long	USA
NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.070000% 03/25/2027	5.14 mm	5.07 mm principal	0.23	Debt	Long	USA
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C WOART 2023-C A3	5.03 mm	5.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A	4.92 mm	5.48 mm principal	0.22	ABS-mortgage backed security	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	4.89 mm	4.90 mm principal	0.22	Debt	Long	USA
FRESB 2018-SB52 MORTGAGE TRUST FRESB 2018-SB52 A10F	4.59 mm	4.74 mm principal	0.21	ABS-mortgage backed security	Long	USA
BOF VII AL FUNDING TRUST I BVABS 2023-CAR3 A2	4.57 mm	4.50 mm principal	0.21	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP 3.419000% 12/20/2028	4.51 mm	4.69 mm principal	0.20	Debt	Long	USA
HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A B	4.42 mm	4.40 mm principal	0.20	ABS-mortgage backed security	Long	USA
BON SECOURS MERCY HEALTH INC 3.382000% 11/01/2025	4.42 mm	4.50 mm principal	0.20	Debt	Long	USA
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A B	4.36 mm	4.40 mm principal	0.20	ABS-mortgage backed security	Long	USA
WI TREASURY SEC. 4.250000% 11/30/2029	4.31 mm	4.31 mm principal	0.20	Structured note	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-2A A	4.20 mm	4.48 mm principal	0.19	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 B	4.15 mm	4.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
FIRST NATIONAL MASTER NOTE TRUST FNMNT 2023-1 A	4.15 mm	4.13 mm principal	0.19	ABS-mortgage backed security	Long	USA
WELLS FARGO & CO MTN 2.164000% 02/11/2026	4.12 mm	4.14 mm principal	0.19	Debt	Long	USA
C Citigroup Inc.	4.08 mm	4.30 mm principal	0.19	Debt	Long	USA
FRESB 2018-SB53 MORTGAGE TRUST FRESB 2018-SB53 A10F	4.02 mm	4.15 mm principal	0.18	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL 30YR TBA (DECEMBER)	3.98 mm	3.98 mm principal	0.18	Debt	Long	USA
WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027	3.78 mm	3.90 mm principal	0.17	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A3	3.76 mm	3.70 mm principal	0.17	ABS-mortgage backed security	Long	USA
BHMS 2018-ATLS BHMS 2018-ATLS C	3.68 mm	3.69 mm principal	0.17	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO 1.040000% 02/04/2027	3.64 mm	3.81 mm principal	0.17	Debt	Long	USA
MS Morgan Stanley	3.63 mm	3.78 mm principal	0.16	Debt	Long	USA
VERIZON MASTER TRUST SERIES 2024-4 VZMT 2024-4 C	3.61 mm	3.59 mm principal	0.16	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST 2022-2 CARMX 2022-2 A4	3.59 mm	3.63 mm principal	0.16	ABS-mortgage backed security	Long	USA
CCI Crown Castle Inc.	3.59 mm	3.70 mm principal	0.16	Debt	Long	USA
BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 ASB	3.50 mm	3.65 mm principal	0.16	ABS-mortgage backed security	Long	USA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA A	3.48 mm	3.76 mm principal	0.16	ABS-mortgage backed security	Long	USA
PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A A1BR	3.40 mm	3.40 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU B	3.39 mm	3.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL 30YR TBA (DECEMBER)	3.34 mm	3.55 mm principal	0.15	Debt	Long	USA
ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR2	3.27 mm	3.27 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VERIZON MASTER TRUST SERIES 2024-4 VZMT 2024-4 B	3.23 mm	3.20 mm principal	0.15	ABS-mortgage backed security	Long	USA
VANTAGE DATA CENTERS ISSUER LLC VDC 2020-1A A2	3.23 mm	3.32 mm principal	0.15	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 C	3.20 mm	3.19 mm principal	0.14	ABS-mortgage backed security	Long	USA
AMT American Tower Corporation	3.19 mm	3.15 mm principal	0.14	Debt	Long	USA
WELLS FARGO & CO MTN 5.574000% 07/25/2029	3.19 mm	3.11 mm principal	0.14	Debt	Long	USA
BARINGS CLO LTD 2018-IV BABSN 2018-4A A1R	3.15 mm	3.14 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027	3.14 mm	3.30 mm principal	0.14	Debt	Long	UK
SYNCHRONY CARD FUNDING LLC SYNIT 2023-A1 A	3.05 mm	3.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
GUARDIAN LIFE GLOBAL FUNDING 144A 5.737000% 10/02/2028	3.04 mm	2.93 mm principal	0.14	Debt	Long	USA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G NAVSL 2019-GA A	3.03 mm	3.17 mm principal	0.14	ABS-mortgage backed security	Long	USA
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 C	3.03 mm	3.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
CHASE HOME LENDING MORTGAGE TRUST 2024-10 CHASE 2024-10 A4A	2.99 mm	3.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
BA CREDIT CARD TRUST BACCT 2023-A1 A1	2.99 mm	2.98 mm principal	0.14	ABS-mortgage backed security	Long	USA
DRYDEN 72 CLO LTD DRSLF 2019-72A ARR	2.97 mm	2.97 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A B	2.95 mm	2.94 mm principal	0.13	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4 JPMAC 2007-CH4 M1	2.92 mm	3.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST VZMT 2023-1 A	2.85 mm	2.86 mm principal	0.13	ABS-mortgage backed security	Long	USA
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB	2.85 mm	2.92 mm principal	0.13	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.125000% 10/31/2029	2.83 mm	2.83 mm principal	0.13	Structured note	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP B	2.82 mm	2.85 mm principal	0.13	ABS-mortgage backed security	Long	USA
MADISON PARK FUNDING XXIX LTD MDPK 2018-29A AR	2.78 mm	2.77 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE POOL FN CA4088	2.76 mm	2.86 mm principal	0.13	Debt	Long	USA
TIAA CLO IV LTD TIA 2018-1A A1AR	2.68 mm	2.68 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CEDAR FUNDING VII CLO LTD CEDF 2018-7A AR	2.68 mm	2.68 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STACK INFRASTRUCTURE ISSUER LLC SIDC 2020-1A A2	2.66 mm	2.73 mm principal	0.12	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST 2023-4 VERUS 2023-4 A1	2.66 mm	2.66 mm principal	0.12	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1	2.65 mm	2.79 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K062 A2	2.64 mm	2.70 mm principal	0.12	Debt	Long	USA
APIDOS CLO XII APID 2013-12A ARR	2.63 mm	2.63 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-113 FD	2.63 mm	2.61 mm principal	0.12	Debt	Long	USA
T-MOBILE USA INC 2.250000% 02/15/2026	2.62 mm	2.71 mm principal	0.12	Debt	Long	USA
NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028	2.61 mm	2.72 mm principal	0.12	Debt	Long	UK
REGATTA XIII FUNDING LTD REG13 2018-2A A1R	2.55 mm	2.55 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KIR1 A2	2.50 mm	2.57 mm principal	0.11	Debt	Long	USA
AMGN Amgen Inc.	2.50 mm	2.47 mm principal	0.11	Debt	Long	USA
LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A3	2.49 mm	2.50 mm principal	0.11	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2017-C7 UBSCM 2017-C7 ASB	2.49 mm	2.53 mm principal	0.11	ABS-mortgage backed security	Long	USA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A	2.48 mm	2.76 mm principal	0.11	ABS-mortgage backed security	Long	USA
ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3	2.48 mm	2.42 mm principal	0.11	ABS-mortgage backed security	Long	USA
AXP American Express Company	2.47 mm	2.49 mm principal	0.11	Debt	Long	USA
BANK OF AMERICA CORP MTN 1.319000% 06/19/2026	2.47 mm	2.52 mm principal	0.11	Debt	Long	USA
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 B	2.46 mm	2.45 mm principal	0.11	ABS-mortgage backed security	Long	USA
GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD GLM 2019-4A ARR	2.46 mm	2.45 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF	2.45 mm	2.44 mm principal	0.11	Debt	Long	USA
METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026	2.45 mm	2.50 mm principal	0.11	Debt	Long	USA
HSBC HSBC Holdings plc	2.42 mm	2.46 mm principal	0.11	Debt	Long	UK
BANK 2019-BNK21 BANK 2019-BN21 ASB	2.42 mm	2.54 mm principal	0.11	ABS-mortgage backed security	Long	USA
ES Eversource Energy	2.41 mm	2.51 mm principal	0.11	Debt	Long	USA
OPG TRUST 2021-PORT OPG 2021-PORT A	2.39 mm	2.41 mm principal	0.11	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP MTN 2.551000% 02/04/2028	2.39 mm	2.50 mm principal	0.11	Debt	Long	USA
JPMORGAN CHASE & CO 1.578000% 04/22/2027	2.37 mm	2.48 mm principal	0.11	Debt	Long	USA
FLAGSHIP CREDIT AUTO TRUST 2020-3 FCAT 2020-3 D	2.37 mm	2.40 mm principal	0.11	ABS-mortgage backed security	Long	USA
FRESB 2016-SB17 MORTGAGE TRUST FRESB 2016-SB17 A10F	2.35 mm	2.43 mm principal	0.11	ABS-mortgage backed security	Long	USA
DALLAS-FORT WORTH TX INTERNATI DALLAS FORT WORTH INTERNATIONAL AIRPORT	2.35 mm	2.40 mm principal	0.11	Debt	Long	USA
HILTON USA TRUST 2016-HHV HILT 2016-HHV D	2.35 mm	2.43 mm principal	0.11	ABS-mortgage backed security	Long	USA
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2015-20 BAMLL 2015-200P A	2.32 mm	2.35 mm principal	0.11	ABS-mortgage backed security	Long	USA
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU A	2.27 mm	2.28 mm principal	0.10	ABS-mortgage backed security	Long	USA
DELL EQUIPMENT FINANCE TRUST 2023-2 DEFT 2023-2 B	2.22 mm	2.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE-ACES FNA 2016-M3 A2	2.21 mm	2.26 mm principal	0.10	Debt	Long	USA
US BANCORP 4.653000% 02/01/2029	2.21 mm	2.22 mm principal	0.10	Debt	Long	USA
LAD AUTO RECEIVABLES TRUST 2023-2 LADAR 2023-2A C	2.19 mm	2.18 mm principal	0.10	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2	2.15 mm	2.13 mm principal	0.10	ABS-mortgage backed security	Long	USA
DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2015-1A A2II	2.12 mm	2.13 mm principal	0.10	ABS-mortgage backed security	Long	USA
ITC ITC Holdings Corp	2.11 mm	2.10 mm principal	0.10	Debt	Long	USA
LCM XXIV LTD LCM 24A AR	2.09 mm	2.09 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands