SIMT Multi-Asset Income Fund

Fund Profile

Fund profile

Tickers

SIOAX, SLIYX

Fund manager

SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Total assets

$563.96 mm

Liabilities

$9.95 mm

Net assets

$554.01 mm

Number of holdings

1.26 k

Top 200 of 1261 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	28.74 mm	138.00 contracts	5.19	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	23.11 mm	111.00 contracts	4.17	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	12.86 mm	117.00 contracts	2.32	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	10.62 mm	51.00 contracts	1.92	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	7.77 mm	68.00 contracts	1.40	Interest rate derivative	N/A	USA
US 10YR ULTRA FUT DEC24 FINANCIAL COMMODITY FUTURE.	7.45 mm	63.00 contracts	1.35	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 02/06/2025	5.91 mm	6.00 mm principal	1.07	Debt	Long	USA
US ULTRA BOND CBT DEC24 FINANCIAL COMMODITY FUTURE.	5.72 mm	43.00 contracts	1.03	Interest rate derivative	N/A	USA
EURO-BUND FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	5.72 mm	38.00 contracts	1.03	Interest rate derivative	N/A	Germany
TREASURY BILL 0.000000% 11/26/2024	4.67 mm	4.70 mm principal	0.84	Debt	Long	USA
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	3.17 mm	24.00 contracts	0.57	Interest rate derivative	N/A	UK
US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.	2.73 mm	22.00 contracts	0.49	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	2.64 mm	24.00 contracts	0.48	Interest rate derivative	N/A	USA
ABBV AbbVie Inc.	2.28 mm	11.57 k shares	0.41	Common equity	Long	USA
ORCL Oracle Corporation	2.25 mm	2.04 mm principal	0.41	Debt	Long	USA
VZ Verizon Communications Inc.	2.24 mm	49.97 k shares	0.41	Common equity	Long	USA
JNJ Johnson & Johnson	2.22 mm	13.70 k shares	0.40	Common equity	Long	USA
MO Altria Group, Inc.	2.20 mm	43.03 k shares	0.40	Common equity	Long	USA
OVERSEA-CHINESE BANKING CORP COMMON STOCK	2.18 mm	185.42 k shares	0.39	Common equity	Long	Singapore
KO The Coca-Cola Company	2.08 mm	29.00 k shares	0.38	Common equity	Long	USA
PM Philip Morris International Inc.	2.07 mm	17.03 k shares	0.37	Common equity	Long	USA
AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A 1C	2.04 mm	2.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
CME CME Group Inc.	1.94 mm	8.80 k shares	0.35	Common equity	Long	USA
BANK OF AMERICA CORP 3.419000% 12/20/2028	1.92 mm	1.98 mm principal	0.35	Debt	Long	USA
WMB The Williams Companies, Inc.	1.90 mm	41.68 k shares	0.34	Common equity	Long	USA
MEX BONOS DESARR FIX RT 7.750000% 11/23/2034	1.89 mm	41.41 mm principal	0.34	Debt	Long	Mexico
CHINA CONSTRUCTION BANK-H COMMON STOCK	1.87 mm	2.48 mm shares	0.34	Common equity	Long	Hong Kong
JPMORGAN CHASE & CO 4.323000% 04/26/2028	1.87 mm	1.87 mm principal	0.34	Debt	Long	USA
DBS GROUP HOLDINGS LTD COMMON STOCK	1.85 mm	62.48 k shares	0.33	Common equity	Long	Singapore
CQS US CLO 2021-1 LTD CQS 2021-1A D1	1.84 mm	1.85 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY 4.210000% 04/20/2028	1.82 mm	1.82 mm principal	0.33	Debt	Long	USA
MEDIATEK INC COMMON STOCK	1.81 mm	48.79 k shares	0.33	Common equity	Long	Taiwan
VICI VICI Properties Inc.	1.79 mm	53.84 k shares	0.32	Common equity	Long	USA
INDUSTRIA DE DISENO TEXTIL COMMON STOCK	1.78 mm	29.94 k shares	0.32	Common equity	Long	Spain
MV24 CAPITAL BV 6.748000% 06/01/2034	1.77 mm	1.81 mm principal	0.32	Debt	Long	Brazil
KMB Kimberly-Clark Corporation	1.76 mm	12.40 k shares	0.32	Common equity	Long	USA
ADANI PORTS & SPECIAL ECONOMIC ZONE LTD 4.000000% 07/30/2027	1.75 mm	1.83 mm principal	0.32	Debt	Long	India
REPUBLIC OF TURKIYE 6.000000% 01/14/2041	1.74 mm	1.98 mm principal	0.31	Debt	Long	Turkey
PEP PepsiCo, Inc.	1.71 mm	10.06 k shares	0.31	Common equity	Long	USA
ZURICH INSURANCE GROUP AG COMMON STOCK	1.70 mm	2.81 k shares	0.31	Common equity	Long	Switzerland
WESTPAC BANKING CORP COMMON STOCK	1.69 mm	77.00 k shares	0.31	Common equity	Long	Australia
JAPAN TOBACCO INC COMMON STOCK	1.67 mm	57.22 k shares	0.30	Common equity	Long	Japan
NOVARTIS AG-REG COMMON STOCK	1.67 mm	14.48 k shares	0.30	Common equity	Long	Switzerland
GILD Gilead Sciences, Inc.	1.66 mm	19.81 k shares	0.30	Common equity	Long	USA
MERCEDES-BENZ GROUP AG COMMON STOCK	1.62 mm	25.04 k shares	0.29	Common equity	Long	Germany
BMY Bristol-Myers Squibb Company	1.62 mm	31.32 k shares	0.29	Common equity	Long	USA
TXN Texas Instruments Incorporated	1.59 mm	7.71 k shares	0.29	Common equity	Long	USA
PCAR PACCAR Inc	1.58 mm	15.96 k shares	0.28	Common equity	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A E	1.51 mm	1.48 mm principal	0.27	ABS-mortgage backed security	Long	USA
MDT Medtronic plc	1.48 mm	16.43 k shares	0.27	Common equity	Long	USA
GIS General Mills, Inc.	1.48 mm	20.02 k shares	0.27	Common equity	Long	USA
WELLS FARGO & CO MTN 4.100000% 06/03/2026	1.47 mm	1.48 mm principal	0.27	Debt	Long	USA
IMPERIAL BRANDS PLC COMMON STOCK	1.44 mm	49.54 k shares	0.26	Common equity	Long	UK
ENB Enbridge Inc.	1.43 mm	35.16 k shares	0.26	Common equity	Long	Canada
CVX Chevron Corporation	1.42 mm	9.67 k shares	0.26	Common equity	Long	USA
CSCO Cisco Systems, Inc.	1.42 mm	26.71 k shares	0.26	Common equity	Long	USA
REPUBLIC OF ARGENTINA 0.750000% 07/09/2030	1.41 mm	2.34 mm principal	0.26	Debt	Long	Argentina
INTER-AMERICAN DEVELOPMENT BANK MTN 7.350000% 10/06/2030	1.41 mm	116.00 mm principal	0.26	Debt	Long	XX
TROW T. Rowe Price Group, Inc.	1.41 mm	12.96 k shares	0.25	Common equity	Long	USA
BANK OF AMERICA CORP MTN 3.824000% 01/20/2028	1.41 mm	1.43 mm principal	0.25	Debt	Long	USA
SANOFI COMMON STOCK	1.39 mm	12.14 k shares	0.25	Common equity	Long	France
LYB LyondellBasell Industries N.V.	1.39 mm	14.51 k shares	0.25	Common equity	Long	USA
KRAFT HEINZ FOODS CO 4.375000% 06/01/2046	1.38 mm	1.56 mm principal	0.25	Debt	Long	USA
APIDOS CLO XXII APID 2015-22A DR	1.38 mm	1.38 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 03/11/2029	1.37 mm	1.29 mm principal	0.25	Debt	Long	Romania
C Citigroup Inc.	1.35 mm	1.36 mm principal	0.24	Debt	Long	USA
CARS-DB7 LP CAUTO 2023-1A B	1.33 mm	1.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 5.875000% MATURITY: PERPETUAL	1.32 mm	1.34 mm principal	0.24	Debt	Long	Mexico
AMGN Amgen Inc.	1.31 mm	4.05 k shares	0.24	Common equity	Long	USA
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.500000% 02/15/2048	1.31 mm	1.27 mm principal	0.24	Debt	Long	Dominican Republic
PNC The PNC Financial Services Group, Inc.	1.28 mm	1.26 mm principal	0.23	Debt	Long	USA
BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032	1.27 mm	1.28 mm principal	0.23	Debt	Long	Benin
AMERICAN NEWS CO LLC 144A 8.500000% 09/01/2026	1.26 mm	1.13 mm principal	0.23	Debt	Long	USA
T-MOBILE USA INC 4.500000% 04/15/2050	1.26 mm	1.42 mm principal	0.23	Debt	Long	USA
FANG Diamondback Energy, Inc.	1.26 mm	7.30 k shares	0.23	Common equity	Long	USA
PBA Pembina Pipeline Corporation	1.25 mm	30.28 k shares	0.23	Common equity	Long	Canada
LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A D	1.24 mm	1.20 mm principal	0.22	ABS-mortgage backed security	Long	USA
REPUBLIC OF NIGERIA 8.747000% 01/21/2031	1.23 mm	1.28 mm principal	0.22	Debt	Long	Nigeria
OTIS Otis Worldwide Corporation	1.22 mm	1.34 mm principal	0.22	Debt	Long	USA
DEALER TIRE LLC / DT ISSUER LLC 144A 8.000000% 02/01/2028	1.22 mm	1.22 mm principal	0.22	Debt	Long	USA
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050	1.20 mm	1.43 mm principal	0.22	Debt	Long	United Arab Emirates
IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/30/2032	1.19 mm	1.21 mm principal	0.22	Debt	Long	Côte d'Ivoire
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 EART 2024-3A E	1.19 mm	1.16 mm principal	0.21	ABS-mortgage backed security	Long	USA
ACCELERATE360 HOLDINGS LLC 144A 8.000000% 03/01/2028	1.19 mm	1.15 mm principal	0.21	Debt	Long	USA
DISH DISH Network CORP	1.19 mm	1.37 mm principal	0.21	Debt	Long	USA
UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL	1.17 mm	1.23 mm principal	0.21	Debt	Long	Switzerland
WELLS FARGO & CO MTN 4.897000% 07/25/2033	1.17 mm	1.16 mm principal	0.21	Debt	Long	USA
ENERGIZE HOLDCO LLC 12/8/2028	1.16 mm	1.16 mm principal	0.21	Loan	Long	USA
AVOLON HOLDINGS FUNDING LTD 144A 2.875000% 02/15/2025	1.16 mm	1.17 mm principal	0.21	Debt	Long	Ireland
RF Regions Financial Corporation	1.15 mm	49.46 k shares	0.21	Common equity	Long	USA
TK ELEVATOR HOLDCO GMBH 144A 7.625000% 07/15/2028	1.15 mm	1.15 mm principal	0.21	Debt	Long	Germany
MEXICO CITY AIRPORT TRUST 144A 3.875000% 04/30/2028	1.15 mm	1.19 mm principal	0.21	Debt	Long	Mexico
BBY Best Buy Co., Inc.	1.14 mm	11.01 k shares	0.21	Common equity	Long	USA
FIRST BRANDS GROUP, LLC 3/30/2028	1.13 mm	1.20 mm principal	0.20	Loan	Long	USA
AUST 10Y BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	1.13 mm	14.00 contracts	0.20		Long	Australia
T AT&T Inc.	1.13 mm	1.34 mm principal	0.20	Debt	Long	USA
STORE MASTER FUNDING I-VII XIV XIX XX XXIV STR 2023-1A A2	1.12 mm	1.09 mm principal	0.20	ABS-mortgage backed security	Long	USA
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK	1.12 mm	3.48 k shares	0.20	Common equity	Long	Switzerland
BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1 LLC BVCLN 2024-EDU1 C	1.08 mm	1.08 mm principal	0.20	ABS-mortgage backed security	Long	USA
HCL TECHNOLOGIES LTD COMMON STOCK	1.08 mm	50.33 k shares	0.19	Common equity	Long	India
ALLO ISSUER LLC ALLO 2024-1A C	1.07 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNLOCK HEA TRUST 2024-1 UNLOK 2024-1 A	1.06 mm	1.06 mm principal	0.19	ABS-mortgage backed security	Long	USA
BHARTI AIRTEL LTD 144A 3.250000% 06/03/2031	1.06 mm	1.16 mm principal	0.19	Debt	Long	India
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1B1	1.05 mm	1.02 mm principal	0.19	ABS-mortgage backed security	Long	USA
FRONTIER ISSUER LLC FYBR 2024-1 B	1.05 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A NAVSL 2024-A B	1.05 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
DELL INTERNATIONAL LLC / EMC CORP 6.020000% 06/15/2026	1.04 mm	1.02 mm principal	0.19	Debt	Long	USA
FRONTIER ISSUER LLC FYBR 2024-1 A2	1.04 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A	1.04 mm	1.10 mm principal	0.19	ABS-mortgage backed security	Long	USA
FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A C	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
NBC FUNDING LLC BUNDT 2024-1A A2	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A D	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
GBX LEASING 2023-1 LLC GBXL 2023-1A A	1.03 mm	984.43 k principal	0.19	ABS-mortgage backed security	Long	USA
FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A D	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
SUBWAY FUNDING LLC SUBWAY 2024-1A A2II	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
SUBWAY FUNDING LLC SUBWAY 2024-1A A2I	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
COLLEGE AVE STUDENT LOANS 2024-B LLC CASL 2024-B B	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
ALLO ISSUER LLC ALLO 2024-1A B	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 D	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 M1	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A C	1.03 mm	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
ELM TRUST 2024-ELM ELM 2024-ELM D15	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP 5.202000% 04/25/2029	1.02 mm	995.00 k principal	0.18	Debt	Long	USA
HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 A	1.02 mm	997.93 k principal	0.18	ABS-mortgage backed security	Long	USA
HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 M1	1.02 mm	997.93 k principal	0.18	ABS-mortgage backed security	Long	USA
PLANET FITNESS MASTER ISSUER LLC PLNT 2024-1A A2I	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A D	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
ELM TRUST 2024-ELM ELM 2024-ELM A15	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
ELM TRUST 2024-ELM ELM 2024-ELM B15	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
ELM TRUST 2024-ELM ELM 2024-ELM C15	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA D	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
GODDARD FUNDING LLC GDRD 2024-1A A2	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A B	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
VISTA POINT SECURITIZATION TRUST 2024-CES1 VSTA 2024-CES1 M1	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA C	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
TFC Truist Financial Corporation	1.02 mm	1.02 mm principal	0.18	Debt	Long	USA
SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A D	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M2	1.02 mm	991.47 k principal	0.18	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 C	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
SIGNAL RAIL I LLC SRL 2024-1A A	1.02 mm	997.47 k principal	0.18	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A2	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 B	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B1	1.02 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 E	1.01 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
SIGNAL RAIL I LLC SRL 2024-1A B	1.01 mm	997.47 k principal	0.18	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	1.01 mm	1.24 mm principal	0.18	Debt	Long	USA
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032	1.00 mm	1.14 mm principal	0.18	Debt	Long	USA
VERUS SECURITIZATION TRUST 2024-INV2 VERUS 2024-INV2 M1	1.00 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC C	1.00 mm	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M1	1.00 mm	979.79 k principal	0.18	ABS-mortgage backed security	Long	USA
SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A	1.00 mm	973.60 k principal	0.18	ABS-mortgage backed security	Long	USA
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027	995.54 k	1.02 mm principal	0.18	Debt	Long	Switzerland
CAPITAL AUTOMOTIVE REIT CAUTO 2024-2A A2	994.79 k	995.83 k principal	0.18	ABS-mortgage backed security	Long	USA
BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 BRAVO 2022-NQM2 A1	989.59 k	1.01 mm principal	0.18	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES CORPORTATION TRUST 2021-IP GSMS 2021-IP E	988.83 k	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
A&D MORTGAGE TRUST 2024-NQM3 ADMT 2024-NQM3 A1	987.39 k	970.31 k principal	0.18	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	981.51 k	1.00 mm principal	0.18	Debt	Long	UK
Broadcom Pte. Ltd.	981.29 k	1.08 mm principal	0.18	Debt	Long	USA
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-3 VCC 2019-3 M5	979.95 k	1.21 mm principal	0.18	ABS-mortgage backed security	Long	USA
SRE Sempra	974.54 k	1.00 mm principal	0.18	Debt	Long	USA
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 A	970.95 k	949.84 k principal	0.18	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A2	969.95 k	953.32 k principal	0.18	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A3	969.95 k	953.32 k principal	0.18	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST SERIES 2024-5 JPMMT 2024-5 A9A	963.78 k	959.39 k principal	0.17	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A1	961.00 k	949.64 k principal	0.17	ABS-mortgage backed security	Long	USA
PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 A3	959.94 k	943.97 k principal	0.17	ABS-mortgage backed security	Long	USA
OBX 2024-NQM8 TRUST OBX 2024-NQM8 A3	959.92 k	944.06 k principal	0.17	ABS-mortgage backed security	Long	USA
OBX 2024-NQM8 TRUST OBX 2024-NQM8 A2	959.17 k	944.06 k principal	0.17	ABS-mortgage backed security	Long	USA
RAD CLO 22 LTD RAD 2023-22A B	954.86 k	950.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GCAT 2024-INV2 TRUST GCAT 2024-INV2 A14	954.12 k	948.60 k principal	0.17	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 M2	947.68 k	1.19 mm principal	0.17	ABS-mortgage backed security	Long	USA
BARCLAYS PLC 7.125000% MATURITY: PERPETUAL	939.09 k	700.00 k principal	0.17	Debt	Long	UK
NATWEST GROUP PLC 4.500000% MATURITY: PERPETUAL	927.67 k	760.00 k principal	0.17	Debt	Long	UK
GOVERNMENT OF JAMAICA 7.875000% 07/28/2045	914.36 k	740.00 k principal	0.17	Debt	Long	Jamaica
HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A D	913.95 k	887.73 k principal	0.16	ABS-mortgage backed security	Long	USA
HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A C	911.09 k	887.73 k principal	0.16	ABS-mortgage backed security	Long	USA
ZTS Zoetis Inc.	910.29 k	1.03 mm principal	0.16	Debt	Long	USA
STREAM INNOVATIONS 2024-1 ISSUER TRUST STRE 2024-1A A	905.77 k	882.60 k principal	0.16	ABS-mortgage backed security	Long	USA
VIRTUSA CORPORATION 2/15/2029	902.33 k	903.45 k principal	0.16	Loan	Long	USA
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 04/22/2060	900.81 k	1.07 mm principal	0.16	Debt	Long	Saudi Arabia
SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A C	899.75 k	895.19 k principal	0.16	ABS-mortgage backed security	Long	USA
AVIVA PLC COMMON STOCK	891.94 k	137.50 k shares	0.16	Common equity	Long	UK
REPUBLIC OF TURKIYE 6.500000% 09/20/2033	890.10 k	900.00 k principal	0.16	Debt	Long	Turkey
REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027	888.62 k	890.00 k principal	0.16	Debt	Long	South Africa
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027	888.56 k	905.00 k principal	0.16	Debt	Long	USA
CVS CVS Health Corporation	887.60 k	890.00 k principal	0.16	Debt	Long	USA
ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A E	887.28 k	871.77 k principal	0.16	ABS-mortgage backed security	Long	USA
COOPERATIEVE RABOBANK UA 4.625000% MATURITY: PERPETUAL	884.05 k	800.00 k principal	0.16	Debt	Long	Netherlands
AMGN Amgen Inc.	874.50 k	840.00 k principal	0.16	Debt	Long	USA
EPIC Y-GRADE SERVICES, LP 6/29/2029	871.50 k	875.00 k principal	0.16	Loan	Long	USA
GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029	870.17 k	860.00 k principal	0.16	Debt	Long	USA
SUMMIT MIDSTREAM HOLDINGS LLC 144A 8.625000% 10/31/2029	862.93 k	825.00 k principal	0.16	Debt	Long	USA
HINNT 2024-A LLC HINTT 2024-A D	861.19 k	868.52 k principal	0.16	ABS-mortgage backed security	Long	USA
MHP LUX SA 6.950000% 04/03/2026	859.67 k	984.00 k principal	0.16	Debt	Long	Ukraine
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-1 D	858.25 k	867.75 k principal	0.15	ABS-mortgage backed security	Long	USA
KONINKLIJKE KPN NV COMMON STOCK	856.62 k	209.20 k shares	0.15	Common equity	Long	Netherlands
ARDONAGH GROUP FINANCE LTD 144A 8.875000% 02/15/2032	853.68 k	826.00 k principal	0.15	Debt	Long	UK
AAL DELAWARE HOLDCO, INC. 7/30/2031	852.92 k	850.00 k principal	0.15	Loan	Long	USA
AENA SME SA COMMON STOCK	851.91 k	3.86 k shares	0.15	Common equity	Long	Spain
API GROUP DE INC 144A 4.125000% 07/15/2029	851.87 k	906.00 k principal	0.15	Debt	Long	USA