SIMT Multi-Asset Inflation Managed Fund

Fund Profile

Fund profile

Tickers

SIFAX, SLFYX

Fund manager

SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Total assets

$731.19 mm

Liabilities

$150.48 mm

Net assets

$580.71 mm

Number of holdings

1.50 k

Top 200 of 1504 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	148.96 mm	119.13 mm principal	25.65	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	64.55 mm	52.68 mm principal	11.12	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	40.48 mm	34.70 mm principal	6.97	Debt	Long	USA
XOM Exxon Mobil Corporation	10.86 mm	92.68 k shares	1.87	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2026	9.60 mm	9.60 mm principal	1.65	Structured note	Long	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	8.02 mm	73.00 contracts	1.38	Interest rate derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 04/30/2025	7.10 mm	7.10 mm principal	1.22	Structured note	Long	USA
TREASURY BILL 0.000000% 11/14/2024	6.96 mm	7.00 mm principal	1.20	Debt	Long	USA
TREASURY BILL 0.000000% 11/21/2024	6.95 mm	7.00 mm principal	1.20	Debt	Long	USA
TREASURY BILL 0.000000% 11/29/2024	6.95 mm	7.00 mm principal	1.20	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2025	6.80 mm	6.80 mm principal	1.17	Structured note	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	6.50 mm	5.08 mm principal	1.12	Debt	Long	USA
TREASURY BILL 0.000000% 11/07/2024	6.47 mm	6.50 mm principal	1.11	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2025	6.30 mm	6.30 mm principal	1.08	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2024	6.20 mm	6.20 mm principal	1.07	Structured note	Long	USA
MSFT Microsoft Corporation	6.09 mm	14.16 k shares	1.05	Common equity	Long	USA
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	6.04 mm	29.00 contracts	1.04	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 10/10/2024	5.99 mm	6.00 mm principal	1.03	Debt	Long	USA
TREASURY BILL 0.000000% 10/17/2024	5.99 mm	6.00 mm principal	1.03	Debt	Long	USA
TREASURY BILL 0.000000% 12/05/2024	5.95 mm	6.00 mm principal	1.02	Debt	Long	USA
PG The Procter & Gamble Company	5.51 mm	31.84 k shares	0.95	Common equity	Long	USA
SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	5.51 mm	35.00 contracts	0.95	Commodity derivative	N/A	USA
COST Costco Wholesale Corporation	5.31 mm	5.99 k shares	0.91	Common equity	Long	USA
CVX Chevron Corporation	5.24 mm	35.58 k shares	0.90	Common equity	Long	USA
LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	4.90 mm	63.00 contracts	0.84	Commodity derivative	N/A	UK
WMT Walmart Inc.	4.73 mm	58.56 k shares	0.81	Common equity	Long	USA
TREASURY BILL 0.000000% 10/31/2024	4.48 mm	4.50 mm principal	0.77	Debt	Long	USA
GOLD 100 OZ FUTR APR25 PHYSICAL COMMODITY FUTURE.	4.32 mm	16.00 contracts	0.74	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	4.29 mm	16.00 contracts	0.74	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 07/31/2025	4.20 mm	4.20 mm principal	0.72	Structured note	Long	USA
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE.	3.93 mm	55.00 contracts	0.68	Commodity derivative	N/A	UK
COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	3.87 mm	34.00 contracts	0.67	Commodity derivative	N/A	USA
KO The Coca-Cola Company	3.76 mm	52.38 k shares	0.65	Common equity	Long	USA
LLY Eli Lilly and Company	3.74 mm	4.22 k shares	0.64	Common equity	Long	USA
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	3.72 mm	14.00 contracts	0.64	Commodity derivative	N/A	USA
LOW SU GASOIL G NOV24 PHYSICAL COMMODITY FUTURE.	3.57 mm	54.00 contracts	0.61	Commodity derivative	N/A	UK
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	3.28 mm	33.00 contracts	0.57	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	3.20 mm	127.00 contracts	0.55	Commodity derivative	N/A	USA
PEP PepsiCo, Inc.	3.15 mm	18.55 k shares	0.54	Common equity	Long	USA
SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	3.01 mm	88.00 contracts	0.52	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 10/24/2024	2.99 mm	3.00 mm principal	0.52	Debt	Long	USA
GASOLINE RBOB FUT NOV24 PHYSICAL COMMODITY FUTURE.	2.93 mm	36.00 contracts	0.50	Commodity derivative	N/A	USA
NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE.	2.77 mm	77.00 contracts	0.48	Commodity derivative	N/A	USA
UNH UnitedHealth Group Incorporated	2.66 mm	4.55 k shares	0.46	Common equity	Long	USA
COP ConocoPhillips	2.55 mm	24.20 k shares	0.44	Common equity	Long	USA
PM Philip Morris International Inc.	2.55 mm	20.98 k shares	0.44	Common equity	Long	USA
SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	2.49 mm	96.00 contracts	0.43	Commodity derivative	N/A	USA
NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE.	2.28 mm	78.00 contracts	0.39	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR JUN25 PHYSICAL COMMODITY FUTURE.	2.17 mm	8.00 contracts	0.37	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	2.15 mm	8.00 contracts	0.37	Commodity derivative	N/A	USA
GASOLINE RBOB FUT NOV24 PHYSICAL COMMODITY FUTURE.	2.11 mm	26.00 contracts	0.36	Commodity derivative	N/A	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025	2.10 mm	2.10 mm principal	0.36	Debt	Long	USA
META Meta Platforms, Inc.	2.10 mm	3.67 k shares	0.36	Common equity	Long	USA
BRK: MORGAN STANLEY PAY: 1.3945%	2.09 mm	18.72 mm contracts	0.36	Interest rate derivative	N/A	USA
NATURAL GAS FUTR MAY25 PHYSICAL COMMODITY FUTURE.	2.08 mm	68.00 contracts	0.36	Commodity derivative	N/A	USA
VZ Verizon Communications Inc.	2.08 mm	46.33 k shares	0.36	Common equity	Long	USA
CORN FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	2.06 mm	97.00 contracts	0.35	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	1.93 mm	11.93 k shares	0.33	Common equity	Long	USA
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	1.86 mm	7.00 contracts	0.32	Commodity derivative	N/A	USA
FANNIE MAE POOL FN BU1349	1.83 mm	2.02 mm principal	0.31	Debt	Long	USA
LME ZINC FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	1.77 mm	23.00 contracts	0.31	Commodity derivative	N/A	UK
T AT&T Inc.	1.74 mm	78.92 k shares	0.30	Common equity	Long	USA
ABBV AbbVie Inc.	1.73 mm	8.76 k shares	0.30	Common equity	Long	USA
BRENT CRUDE FUTR MAY25 PHYSICAL COMMODITY FUTURE.	1.63 mm	23.00 contracts	0.28	Commodity derivative	N/A	UK
GOOG Alphabet Inc.	1.63 mm	9.85 k shares	0.28	Common equity	Long	USA
COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.62 mm	16.00 contracts	0.28	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.61 mm	24.00 contracts	0.28	Commodity derivative	N/A	USA
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF	1.61 mm	1.61 mm principal	0.28	ABS-mortgage backed security	Long	USA
COPPER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.60 mm	14.00 contracts	0.28	Commodity derivative	N/A	USA
COPPER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.49 mm	13.00 contracts	0.26	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAY25 PHYSICAL COMMODITY FUTURE.	1.46 mm	62.00 contracts	0.25	Commodity derivative	N/A	USA
FANNIE MAE 0.500000% 06/17/2025	1.46 mm	1.50 mm principal	0.25	Debt	Long	USA
EOG EOG Resources, Inc.	1.46 mm	11.88 k shares	0.25	Common equity	Long	USA
NFLX Netflix, Inc.	1.45 mm	2.04 k shares	0.25	Common equity	Long	USA
SILVER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.44 mm	9.00 contracts	0.25	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAY25 PHYSICAL COMMODITY FUTURE.	1.44 mm	61.00 contracts	0.25	Commodity derivative	N/A	USA
SILVER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.43 mm	9.00 contracts	0.25	Commodity derivative	N/A	USA
MRK Merck & Co., Inc.	1.42 mm	12.54 k shares	0.25	Common equity	Long	USA
COCOA FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.39 mm	18.00 contracts	0.24	Commodity derivative	N/A	USA
GOOG Alphabet Inc.	1.38 mm	8.25 k shares	0.24	Common equity	Long	USA
MDLZ Mondelez International, Inc.	1.33 mm	18.07 k shares	0.23	Common equity	Long	USA
FANNIE MAE 0.625000% 04/22/2025	1.27 mm	1.30 mm principal	0.22	Debt	Long	USA
Prologis, L.P.	1.27 mm	10.03 k shares	0.22	Common equity	Long	USA
SLB Schlumberger Limited	1.24 mm	29.56 k shares	0.21	Common equity	Long	USA
CORN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.24 mm	55.00 contracts	0.21	Commodity derivative	N/A	USA
CORN FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.24 mm	56.00 contracts	0.21	Commodity derivative	N/A	USA
BRK: MORGAN STANLEY PAY: 0.316%	1.23 mm	15.80 mm contracts	0.21	Interest rate derivative	N/A	USA
SOYBEAN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.21 mm	22.00 contracts	0.21	Commodity derivative	N/A	USA
FREDDIE MAC 5.150000% 01/27/2026	1.20 mm	1.20 mm principal	0.21	Debt	Long	USA
NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE.	1.20 mm	41.00 contracts	0.21	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 10/31/2024	1.20 mm	1.20 mm principal	0.21	Debt	Long	USA
BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A	1.19 mm	1.19 mm principal	0.20	ABS-mortgage backed security	Long	USA
MPC Marathon Petroleum Corporation	1.18 mm	7.27 k shares	0.20	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	1.18 mm	1.91 k shares	0.20	Common equity	Long	USA
MO Altria Group, Inc.	1.18 mm	23.19 k shares	0.20	Common equity	Long	USA
LIVE CATTLE FUTR DEC24 PHYSICAL COMMODITY FUTURE.	1.18 mm	16.00 contracts	0.20	Commodity derivative	N/A	USA
AMT American Tower Corporation	1.18 mm	5.06 k shares	0.20	Common equity	Long	USA
PSX Phillips 66	1.15 mm	8.75 k shares	0.20	Common equity	Long	USA
WMB The Williams Companies, Inc.	1.15 mm	25.12 k shares	0.20	Common equity	Long	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A	1.14 mm	1.14 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CL Colgate-Palmolive Company	1.14 mm	10.96 k shares	0.20	Common equity	Long	USA
NEE NextEra Energy, Inc.	1.13 mm	13.36 k shares	0.19	Common equity	Long	USA
MAGNETITE XXVI LTD MAGNE 2020-26A A1R	1.13 mm	1.13 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LME PRI ALUM FUTR MAY25 PHYSICAL COMMODITY FUTURE.	1.13 mm	17.00 contracts	0.19	Commodity derivative	N/A	UK
COFFEE 'C' FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.11 mm	11.00 contracts	0.19	Commodity derivative	N/A	USA
OKE ONEOK, Inc.	1.10 mm	12.05 k shares	0.19	Common equity	Long	USA
TMUS T-Mobile US, Inc.	1.10 mm	5.32 k shares	0.19	Common equity	Long	USA
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.09 mm	11.00 contracts	0.19	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	1.09 mm	1.08 mm principal	0.19	Debt	Long	USA
BRK: MORGAN STANLEY PAY: 3.146%	1.07 mm	6.00 mm contracts	0.19	Interest rate derivative	N/A	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	1.06 mm	1.06 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	1.05 mm	1.04 mm principal	0.18	Debt	Long	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.05 mm	33.00 contracts	0.18	Commodity derivative	N/A	USA
NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE.	1.04 mm	29.00 contracts	0.18	Commodity derivative	N/A	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2	1.04 mm	1.02 mm principal	0.18	ABS-mortgage backed security	Long	USA
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	1.02 mm	15.00 contracts	0.18	Commodity derivative	N/A	USA
US TREASURY N/B 4.750000% 07/31/2025	1.01 mm	1.00 mm principal	0.17	Structured note	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025	1.00 mm	1.00 mm principal	0.17	Debt	Long	USA
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE.	1.00 mm	14.00 contracts	0.17	Commodity derivative	N/A	UK
PALLADIUM FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.00 mm	10.00 contracts	0.17	Commodity derivative	N/A	USA
CLR Continental Resources Inc (OKLA)	995.20 k	1.05 mm principal	0.17	Debt	Long	USA
TGT Target Corporation	986.13 k	6.33 k shares	0.17	Common equity	Long	USA
ABT Abbott Laboratories	974.79 k	8.55 k shares	0.17	Common equity	Long	USA
AGL CLO 12 LTD AGL 2021-12A A1	971.07 k	969.60 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HON Honeywell International Inc.	955.22 k	810.00 k principal	0.16	Debt	Long	USA
DHR Danaher Corporation	919.41 k	3.31 k shares	0.16	Common equity	Long	USA
EQIX Equinix, Inc.	913.37 k	1.03 k shares	0.16	Common equity	Long	USA
VLO Valero Energy Corporation	908.89 k	6.73 k shares	0.16	Common equity	Long	USA
US TREASURY N/B 5.000000% 08/31/2025	907.52 k	900.00 k principal	0.16	Structured note	Long	USA
WHEAT FUTURE(CBT) DEC24 PHYSICAL COMMODITY FUTURE.	905.20 k	31.00 contracts	0.16	Commodity derivative	N/A	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B	901.06 k	897.00 k principal	0.16	ABS-mortgage backed security	Long	USA
LIVE CATTLE FUTR APR25 PHYSICAL COMMODITY FUTURE.	895.44 k	12.00 contracts	0.15	Commodity derivative	N/A	USA
KML Kinder Morgan Canada Ltd	883.98 k	40.02 k shares	0.15	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	880.46 k	837.67 k principal	0.15	ABS-mortgage backed security	Long	USA
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A	862.10 k	845.51 k principal	0.15	ABS-mortgage backed security	Long	USA
SOYBEAN FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	860.20 k	16.00 contracts	0.15	Commodity derivative	N/A	USA
AMGN Amgen Inc.	859.66 k	2.67 k shares	0.15	Common equity	Long	USA
ISRG Intuitive Surgical, Inc.	858.25 k	1.75 k shares	0.15	Common equity	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C	857.22 k	925.00 k principal	0.15	ABS-mortgage backed security	Long	USA
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	854.16 k	12.00 contracts	0.15	Commodity derivative	N/A	UK
LNG Cheniere Energy, Inc.	852.62 k	4.74 k shares	0.15	Common equity	Long	USA
BRENT CRUDE FUTR JUL25 PHYSICAL COMMODITY FUTURE.	851.76 k	12.00 contracts	0.15	Commodity derivative	N/A	UK
LME PRI ALUM FUTR DEC24 PHYSICAL COMMODITY FUTURE.	849.27 k	13.00 contracts	0.15	Commodity derivative	N/A	UK
Walt Disney Co	847.82 k	8.81 k shares	0.15	Common equity	Long	USA
WELL Welltower Inc.	821.95 k	6.42 k shares	0.14	Common equity	Long	USA
PFE Pfizer Inc.	821.66 k	28.39 k shares	0.14	Common equity	Long	USA
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	818.04 k	12.00 contracts	0.14	Commodity derivative	N/A	USA
WTI CRUDE FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	810.00 k	12.00 contracts	0.14	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	806.40 k	12.00 contracts	0.14	Commodity derivative	N/A	USA
RRX Regal Rexnord Corporation	801.17 k	789.00 k principal	0.14	Debt	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025	800.68 k	800.00 k principal	0.14	Debt	Long	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	792.84 k	770.27 k principal	0.14	ABS-mortgage backed security	Long	USA
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	792.75 k	15.00 contracts	0.14	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR MAY25 PHYSICAL COMMODITY FUTURE.	790.51 k	23.00 contracts	0.14	Commodity derivative	N/A	USA
HES Hess Corporation	783.16 k	5.77 k shares	0.13	Common equity	Long	USA
DIAMOND ISSUER SHINE 2021-1A A	782.64 k	839.16 k principal	0.13	ABS-mortgage backed security	Long	USA
KC HRW WHEAT FUT MAR25 PHYSICAL COMMODITY FUTURE.	777.73 k	26.00 contracts	0.13	Commodity derivative	N/A	USA
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A	777.54 k	779.00 k principal	0.13	ABS-mortgage backed security	Long	USA
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027	773.75 k	753.00 k principal	0.13	Debt	Long	Hungary
GS MORTGAGE SECURITIES TRUST 2021-1 A2	754.33 k	769.00 k principal	0.13	Debt	Long	USA
LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2	753.76 k	740.15 k principal	0.13	ABS-mortgage backed security	Long	USA
AB ISSUER LLC AUTHB 2021-1 A2	750.22 k	819.00 k principal	0.13	ABS-mortgage backed security	Long	USA
BHI BAKER HUGHES a GE Co LLC	744.80 k	20.60 k shares	0.13	Common equity	Long	USA
LYG Lloyds Banking Group plc	741.72 k	735.00 k principal	0.13	Debt	Long	UK
PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 B	738.01 k	738.09 k principal	0.13	ABS-mortgage backed security	Long	USA
BANCO DE CREDITO DEL PERU S.A. MTN 3.125000% 07/01/2030	736.51 k	755.00 k principal	0.13	Debt	Long	Peru
SOYBEAN OIL FUTR MAY25 PHYSICAL COMMODITY FUTURE.	733.32 k	28.00 contracts	0.13	Commodity derivative	N/A	USA
SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL	733.00 k	800.00 k principal	0.13	Debt	Long	Sweden
SCHW The Charles Schwab Corporation	725.15 k	756.00 k principal	0.12	Debt	Long	USA
CATTLE FEEDER FUT JAN25 PHYSICAL COMMODITY FUTURE.	716.33 k	6.00 contracts	0.12	Commodity derivative	N/A	USA
OXY Occidental Petroleum Corporation	709.45 k	13.77 k shares	0.12	Common equity	Long	USA
US TREASURY N/B 4.375000% 08/15/2026	708.75 k	700.00 k principal	0.12	Structured note	Long	USA
FREDDIE MAC STACR REMIC TRUST 2024-HQA2 STACR 2024-HQA2 M1	705.32 k	704.88 k principal	0.12	Debt	Long	USA
MO Altria Group, Inc.	703.98 k	745.00 k principal	0.12	Debt	Long	USA
LME ZINC FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	700.16 k	9.00 contracts	0.12	Commodity derivative	N/A	UK
FANNIE MAE 5.060000% 02/07/2025	699.79 k	700.00 k principal	0.12	Debt	Long	USA
FREDDIE MAC 4.200000% 08/28/2025	699.30 k	700.00 k principal	0.12	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	699.10 k	700.00 k principal	0.12	Structured note	Long	USA
JPMORGAN CHASE & CO 2.963000% 01/25/2033	692.03 k	769.00 k principal	0.12	Debt	Long	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A	691.34 k	690.28 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO & CO MTN 3.350000% 03/02/2033	689.29 k	754.00 k principal	0.12	Debt	Long	USA
EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027	683.37 k	670.00 k principal	0.12	Debt	Long	Brazil
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M2	676.61 k	668.16 k principal	0.12	Debt	Long	USA
TRGP Targa Resources Corp.	672.56 k	4.54 k shares	0.12	Common equity	Long	USA
HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.050000% 02/14/2027	672.18 k	700.00 k principal	0.12	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A	671.35 k	660.35 k principal	0.12	Debt	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1	670.09 k	654.08 k principal	0.12	ABS-mortgage backed security	Long	USA
DISH DBS CORP 144A 5.250000% 12/01/2026	660.75 k	715.00 k principal	0.11	Debt	Long	USA
DEXT ABS 2023-1 LLC DEXT 2023-1 A2	659.04 k	654.93 k principal	0.11	ABS-mortgage backed security	Long	USA
PROSUS NV MTN 3.061000% 07/13/2031	658.45 k	746.00 k principal	0.11	Debt	Long	China
GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A AR	651.30 k	650.89 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYK Stryker Corporation	646.29 k	1.79 k shares	0.11	Common equity	Long	USA
KMB Kimberly-Clark Corporation	645.38 k	4.54 k shares	0.11	Common equity	Long	USA
LME NICKEL FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	643.55 k	6.00 contracts	0.11	Commodity derivative	N/A	UK
BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E	640.51 k	655.67 k principal	0.11	ABS-mortgage backed security	Long	USA
SO The Southern Company	636.85 k	7.06 k shares	0.11	Common equity	Long	USA
WHEAT FUTURE(CBT) MAR25 PHYSICAL COMMODITY FUTURE.	634.46 k	21.00 contracts	0.11	Commodity derivative	N/A	USA
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	634.20 k	12.00 contracts	0.11	Commodity derivative	N/A	USA
FANG Diamondback Energy, Inc.	632.88 k	3.67 k shares	0.11	Common equity	Long	USA
SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	629.16 k	4.00 contracts	0.11	Commodity derivative	N/A	USA