SIMT Multi-Asset Accumulation Fund

Fund Profile

Fund profile

Tickers

SAAAX, SMOYX

Fund manager

Sei Institutional Managed Trust

Total assets

$2.06 bn

Liabilities

$24.22 mm

Net assets

$2.03 bn

Number of holdings

1.90 k

Top 200 of 1903 Holdings

As of Sep 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
US 2YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	216.48 mm	1.05 k contracts	10.64	Interest rate derivative	N/A	USA
10YR MINI JGB FUT DEC22 FINANCIAL COMMODITY FUTURE.	181.15 mm	1.77 k contracts	8.91	Interest rate derivative	N/A	Singapore
US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.	124.61 mm	1.11 k contracts	6.13	Interest rate derivative	N/A	USA
S&P500 EMINI FUT DEC22 PHYSICAL INDEX FUTURE.	122.27 mm	679.00 contracts	6.01	Equity derivative	N/A	USA
TREASURY BILL 0.000000% 11/25/2022	119.50 mm	120.00 mm principal	5.88	Debt	Long	USA
US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.	103.10 mm	920.00 contracts	5.07	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	97.36 mm	474.00 contracts	4.79	Interest rate derivative	N/A	USA
EURO-BUND FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	96.06 mm	708.00 contracts	4.72	Interest rate derivative	N/A	Germany
US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	91.60 mm	852.00 contracts	4.50	Interest rate derivative	N/A	USA
JPN 10Y BOND(OSE) DEC22 FINANCIAL COMMODITY FUTURE.	89.14 mm	87.00 contracts	4.38	Interest rate derivative	N/A	Japan
TREASURY BILL 0.000000% 03/16/2023	88.49 mm	90.00 mm principal	4.35	Debt	Long	USA
TREASURY BILL 0.000000% 03/23/2023	88.43 mm	90.00 mm principal	4.35	Debt	Long	USA
H-SHARES IDX FUT OCT12 MERRILL LYNCH, PIERCE, FENNER & SMITH	69.61 mm	1.85 k contracts	3.42	Equity derivative	N/A	USA
TREASURY BILL 0.000000% 03/30/2023	68.68 mm	70.00 mm principal	3.38	Debt	Long	USA
AUST 10Y BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	67.85 mm	901.00 contracts	3.34		Long	Australia
E-MINI RUSS 2000 DEC22 PHYSICAL INDEX FUTURE.	66.79 mm	800.00 contracts	3.28	Equity derivative	N/A	USA
LONG GILT FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	66.29 mm	616.00 contracts	3.26	Interest rate derivative	N/A	UK
CAN 10YR BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	62.96 mm	700.00 contracts	3.10	Interest rate derivative	N/A	Canada
EURO-BOBL FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	62.76 mm	535.00 contracts	3.09	Interest rate derivative	N/A	Germany
US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.	61.05 mm	483.00 contracts	3.00	Interest rate derivative	N/A	USA
H-SHARES IDX FUT OCT12 J.P. MORGAN SECURITIES	58.31 mm	1.55 k contracts	2.87	Equity derivative	N/A	USA
EURO-BOBL FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	58.30 mm	497.00 contracts	2.87	Interest rate derivative	N/A	Germany
TREASURY BILL 0.000000% 01/19/2023	56.92 mm	57.50 mm principal	2.80	Debt	Long	USA
S&P500 EMINI FUT DEC22 PHYSICAL INDEX FUTURE.	54.20 mm	301.00 contracts	2.67	Equity derivative	N/A	USA
TREASURY BILL 0.000000% 11/25/2022	49.79 mm	50.00 mm principal	2.45	Debt	Long	USA
TREASURY BILL 0.000000% 03/16/2023	49.16 mm	50.00 mm principal	2.42	Debt	Long	USA
TOPIX INDX FUTR DEC22 PHYSICAL INDEX FUTURE.	47.69 mm	376.00 contracts	2.35	Equity derivative	N/A	Japan
MSCI EMGMKT DEC22 PHYSICAL INDEX FUTURE.	47.54 mm	1.09 k contracts	2.34	Equity derivative	N/A	USA
EURO-SCHATZ FUT DEC22 FINANCIAL COMMODITY FUTURE.	46.40 mm	442.00 contracts	2.28	Interest rate derivative	N/A	Germany
REF: TAIEX FUTURES OCT22 BRK: JP MORGAN CHASE MERRILL LYNCH, PIERCE, FENNER & SMITH	39.99 mm	474.00 contracts	1.97	Equity derivative	N/A	Taiwan
BCOM COMDTY IND DEC22 PHYSICAL INDEX FUTURE.	38.53 mm	3.46 k contracts	1.89	Equity derivative	N/A	USA
GOLD 100 OZ FUTR DEC22 PHYSICAL COMMODITY FUTURE.	33.94 mm	203.00 contracts	1.67	Commodity derivative	N/A	USA
BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE DEC22 J.P. MORGAN SECURITIES	31.39 mm	636.00 contracts	1.54	Equity derivative	N/A	Korea, Republic of
BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE MERRILL LYNCH, PIERCE, FENNER & SMITH	30.02 mm	288.00 contracts	1.48	Equity derivative	N/A	Switzerland
EURO-BUND FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	29.85 mm	220.00 contracts	1.47	Interest rate derivative	N/A	Germany
US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.	27.52 mm	256.00 contracts	1.35	Interest rate derivative	N/A	USA
US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.	27.30 mm	216.00 contracts	1.34	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 01/19/2023	26.23 mm	26.50 mm principal	1.29	Debt	Long	USA
EURO-BTP FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	22.93 mm	209.00 contracts	1.13	Interest rate derivative	N/A	Germany
EURO-OAT FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	22.26 mm	172.00 contracts	1.09	Interest rate derivative	N/A	Germany
DEUTSCHLAND I/L BOND 0.5% 04/15/2030	20.23 mm	16.80 mm principal	0.99	Debt	Long	Germany
SOYBEAN FUTURE NOV22 PHYSICAL COMMODITY FUTURE.	17.54 mm	257.00 contracts	0.86	Commodity derivative	N/A	USA
SPI 200 FUTURES DEC22 PHYSICAL INDEX FUTURE.	16.84 mm	162.00 contracts	0.83	Equity derivative	N/A	Australia
EURO-BTP FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	16.46 mm	150.00 contracts	0.81	Interest rate derivative	N/A	Germany
AUST 10Y BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	16.42 mm	218.00 contracts	0.81		Long	Australia
BRK: BANK OF AMERICA REF: BOVESPA INDEX FUTURE OCT22 MERRILL LYNCH, PIERCE, FENNER & SMITH	15.94 mm	780.00 contracts	0.78	Equity derivative	N/A	Brazil
S&P/TSX 60 IX FUT DEC22 PHYSICAL INDEX FUTURE.	15.92 mm	98.00 contracts	0.78	Equity derivative	N/A	Canada
FTSE/MIB IDX FUT DEC22 PHYSICAL INDEX FUTURE.	15.28 mm	152.00 contracts	0.75	Equity derivative	N/A	Italy
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	14.97 mm	16.20 mm principal	0.74	Debt	Long	USA
SGX NIFTY 50 OCT22 PHYSICAL INDEX FUTURE. MERRILL LYNCH, PIERCE, FENNER & SMITH	14.76 mm	432.00 contracts	0.73	Equity derivative	N/A	Singapore
FTSE 100 IDX FUT DEC22 PHYSICAL INDEX FUTURE.	14.28 mm	185.00 contracts	0.70	Equity derivative	N/A	UK
SILVER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	13.99 mm	147.00 contracts	0.69	Commodity derivative	N/A	USA
NATURAL GAS FUTR DEC22 PHYSICAL COMMODITY FUTURE.	13.92 mm	197.00 contracts	0.68	Commodity derivative	N/A	USA
EURO STOXX 50 DEC22 PHYSICAL INDEX FUTURE.	13.87 mm	427.00 contracts	0.68	Equity derivative	N/A	Germany
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030	13.83 mm	12.00 mm principal	0.68	Debt	Long	France
SPI 200 FUTURES DEC22 PHYSICAL INDEX FUTURE.	13.82 mm	133.00 contracts	0.68	Equity derivative	N/A	Australia
LONG GILT FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	13.77 mm	128.00 contracts	0.68	Interest rate derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	13.69 mm	14.20 mm principal	0.67	Debt	Long	USA
iSHARES INC	13.35 mm	130.33 k shares	0.66	Common equity	Long	USA
EURO-BUXL 30Y BND DEC22 FINANCIAL COMMODITY FUTURE.	13.22 mm	92.00 contracts	0.65	Interest rate derivative	N/A	Germany
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	12.53 mm	12.60 mm principal	0.62	Debt	Long	USA
HANG SENG IDX FUT OCT22 PHYSICAL INDEX FUTURE.	12.50 mm	114.00 contracts	0.61	Equity derivative	N/A	Hong Kong
FTSE 100 IDX FUT DEC22 PHYSICAL INDEX FUTURE.	12.35 mm	160.00 contracts	0.61	Equity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	12.01 mm	11.80 mm principal	0.59	Debt	Long	USA
BRENT CRUDE FUTR JAN23 PHYSICAL COMMODITY FUTURE.	11.94 mm	143.00 contracts	0.59	Commodity derivative	N/A	UK
S&P MID 400 EMINI DEC22 PHYSICAL INDEX FUTURE.	11.92 mm	54.00 contracts	0.59	Equity derivative	N/A	USA
TOPIX INDX FUTR DEC22 PHYSICAL INDEX FUTURE.	11.92 mm	94.00 contracts	0.59	Equity derivative	N/A	Japan
LME PRI ALUM FUTR DEC22 PHYSICAL COMMODITY FUTURE.	11.72 mm	217.00 contracts	0.58	Commodity derivative	N/A	UK
E-MINI RUSS 2000 DEC22 PHYSICAL INDEX FUTURE.	11.19 mm	134.00 contracts	0.55	Equity derivative	N/A	USA
LIVE CATTLE FUTR DEC22 PHYSICAL COMMODITY FUTURE.	11.00 mm	187.00 contracts	0.54	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	10.99 mm	10.80 mm principal	0.54	Debt	Long	USA
GOLDMAN SACHS IDX OCT22 PHYSICAL INDEX FUTURE.	10.92 mm	72.00 contracts	0.54	Equity derivative	N/A	USA
BRENT CRUDE FUTR JAN23 PHYSICAL COMMODITY FUTURE.	10.44 mm	125.00 contracts	0.51	Commodity derivative	N/A	UK
LIVE CATTLE FUTR DEC22 PHYSICAL COMMODITY FUTURE.	10.23 mm	174.00 contracts	0.50	Commodity derivative	N/A	USA
LME COPPER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	10.04 mm	53.00 contracts	0.49	Commodity derivative	N/A	UK
TREASURY BILL 0.000000% 03/23/2023	9.83 mm	10.00 mm principal	0.48	Debt	Long	USA
COCOA FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	9.82 mm	417.00 contracts	0.48	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 03/30/2023	9.81 mm	10.00 mm principal	0.48	Debt	Long	USA
LME ZINC FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	9.77 mm	131.00 contracts	0.48	Commodity derivative	N/A	UK
COPPER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	9.64 mm	113.00 contracts	0.47	Commodity derivative	N/A	USA
AUST 3YR BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	9.25 mm	135.00 contracts	0.45		Long	Australia
AMSTERDAM IDX FUT OCT22 PHYSICAL INDEX FUTURE.	9.16 mm	73.00 contracts	0.45	Equity derivative	N/A	Netherlands
REF: TAIEX FUTURES OCT22 BRK: JP MORGAN CHASE J.P. MORGAN SECURITIES	9.11 mm	108.00 contracts	0.45	Equity derivative	N/A	Taiwan
CORN FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	9.11 mm	269.00 contracts	0.45	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	8.92 mm	8.00 mm principal	0.44	Debt	Long	USA
SOYBEAN MEAL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	8.83 mm	219.00 contracts	0.43	Commodity derivative	N/A	USA
DEUTSCHLAND I/L BOND 0.10% 04/15/2023	8.46 mm	7.02 mm principal	0.42	Debt	Long	Germany
DEUTSCHLAND I/L BOND 0.5% 04/15/2030	8.28 mm	6.88 mm principal	0.41	Debt	Long	Germany
BRENT CRUDE FUTR DEC22 PHYSICAL COMMODITY FUTURE.	8.26 mm	97.00 contracts	0.41	Commodity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	8.25 mm	7.90 mm principal	0.41	Debt	Long	USA
DAX INDEX FUTURE DEC22 PHYSICAL INDEX FUTURE.	8.02 mm	27.00 contracts	0.39	Equity derivative	N/A	Germany
SOYBEAN OIL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	7.98 mm	216.00 contracts	0.39	Commodity derivative	N/A	USA
US ULTRA BOND CBT DEC22 FINANCIAL COMMODITY FUTURE.	7.95 mm	58.00 contracts	0.39	Interest rate derivative	N/A	USA
CATTLE FEEDER FUT NOV22 PHYSICAL COMMODITY FUTURE.	7.60 mm	87.00 contracts	0.37	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC22 PHYSICAL COMMODITY FUTURE.	7.51 mm	163.00 contracts	0.37	Commodity derivative	N/A	USA
FRANCE OATI/L 0.10% 07/25/2031	7.49 mm	7.10 mm principal	0.37	Debt	Long	France
DEUTSCHLAND I/L BOND 0.10% 04/15/2033	7.46 mm	6.80 mm principal	0.37	Debt	Long	Germany
OMXS30 IND FUTURE OCT22 PHYSICAL INDEX FUTURE.	7.21 mm	437.00 contracts	0.35	Equity derivative	N/A	Sweden
IBEX 35 INDX FUTR OCT22 PHYSICAL INDEX FUTURE.	7.00 mm	97.00 contracts	0.34	Equity derivative	N/A	Spain
LOW SU GASOIL G DEC22 PHYSICAL COMMODITY FUTURE.	6.86 mm	76.00 contracts	0.34	Commodity derivative	N/A	UK
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034	6.68 mm	3.80 mm principal	0.33	Debt	Long	UK
DEUTSCHLAND I/L BOND 0.10% 04/15/2046	6.65 mm	5.53 mm principal	0.33	Debt	Long	Germany
CORN FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	6.61 mm	195.00 contracts	0.32	Commodity derivative	N/A	USA
NY HARB ULSD FUT DEC22 PHYSICAL COMMODITY FUTURE.	6.57 mm	50.00 contracts	0.32	Commodity derivative	N/A	USA
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032	6.49 mm	3.30 mm principal	0.32	Debt	Long	UK
LME NICKEL FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	6.45 mm	51.00 contracts	0.32	Commodity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2023	6.35 mm	5.00 mm principal	0.31	Debt	Long	USA
GASOLINE RBOB FUT DEC22 PHYSICAL COMMODITY FUTURE.	6.32 mm	66.00 contracts	0.31	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.	6.20 mm	313.00 contracts	0.30	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025	5.97 mm	5.00 mm principal	0.29	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032	5.90 mm	3.00 mm principal	0.29	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	5.71 mm	3.00 mm principal	0.28	Debt	Long	USA
LME ZINC FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	5.52 mm	74.00 contracts	0.27	Commodity derivative	N/A	UK
COFFEE 'C' FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	5.48 mm	66.00 contracts	0.27	Commodity derivative	N/A	USA
SGX NIFTY 50 OCT22 PHYSICAL INDEX FUTURE.	5.30 mm	155.00 contracts	0.26	Equity derivative	N/A	Singapore
DEUTSCHLAND I/L BOND 0.10% 04/15/2026	5.18 mm	4.43 mm principal	0.25	Debt	Long	Germany
WTI CRUDE FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	5.12 mm	65.00 contracts	0.25	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	5.08 mm	126.00 contracts	0.25	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.	5.03 mm	254.00 contracts	0.25	Commodity derivative	N/A	USA
SOYBEAN FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	5.02 mm	73.00 contracts	0.25	Commodity derivative	N/A	USA
U.K. GILT STOCK - INFLATION LINKED 0 5/8% 11/22/2042	4.90 mm	2.40 mm principal	0.24	Debt	Long	UK
FX Forward Contract: USD/GBP SETTLE 2022-10-27 STATE STREET BANK	4.86 mm	1.00 contracts	0.24	DFE	N/A	USA
COFFEE 'C' FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	4.82 mm	58.00 contracts	0.24	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	4.74 mm	4.90 mm principal	0.23	Debt	Long	USA
HSCEI FUTURES OCT22 PHYSICAL INDEX FUTURE.	4.60 mm	122.00 contracts	0.23	Equity derivative	N/A	Hong Kong
DEUTSCHLAND I/L BOND 0.10% 04/15/2033	4.50 mm	4.10 mm principal	0.22	Debt	Long	Germany
NY HARB ULSD FUT DEC22 PHYSICAL COMMODITY FUTURE.	4.47 mm	34.00 contracts	0.22	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	4.36 mm	118.00 contracts	0.21	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR DEC22 PHYSICAL COMMODITY FUTURE.	4.35 mm	26.00 contracts	0.21	Commodity derivative	N/A	USA
EURO-BUXL 30Y BND DEC22 FINANCIAL COMMODITY FUTURE.	4.31 mm	30.00 contracts	0.21	Interest rate derivative	N/A	Germany
CAC40 10 EURO FUT OCT22 PHYSICAL INDEX FUTURE.	4.23 mm	75.00 contracts	0.21	Equity derivative	N/A	France
BUONI POLIENNALI DEL TES 3.1% 09/15/2026	4.17 mm	3.20 mm principal	0.20	Debt	Long	Italy
LOW SU GASOIL G NOV22 PHYSICAL COMMODITY FUTURE.	4.14 mm	44.00 contracts	0.20	Commodity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	4.04 mm	2.00 mm principal	0.20	Debt	Long	USA
FRENCH TREASURY NOTE 1.85% 07/25/2027	4.00 mm	3.00 mm principal	0.20	Debt	Long	France
FTSE/JSE TOP 40 DEC22 PHYSICAL INDEX FUTURE.	3.92 mm	122.00 contracts	0.19	Equity derivative	N/A	South Africa
FTSE TAIWAN INDEX OCT22 PHYSICAL INDEX FUTURE.	3.92 mm	84.00 contracts	0.19	Equity derivative	N/A	Singapore
U.K. TSY GILT STOCK - INFLATION LINKED .125% 03/22/2058	3.86 mm	2.20 mm principal	0.19	Debt	Long	UK
FRANCE .250 07/25/2024	3.83 mm	3.20 mm principal	0.19	Debt	Long	France
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024	3.62 mm	3.00 mm principal	0.18	Debt	Long	USA
US ULTRA BOND CBT DEC22 FINANCIAL COMMODITY FUTURE.	3.56 mm	26.00 contracts	0.18	Interest rate derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	3.56 mm	3.50 mm principal	0.18	Debt	Long	USA
FRANCE OATI/L 3.15% 07/25/2032	3.56 mm	2.00 mm principal	0.18	Debt	Long	France
SOYBEAN OIL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	3.55 mm	96.00 contracts	0.17	Commodity derivative	N/A	USA
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2044	3.43 mm	2.10 mm principal	0.17	Debt	Long	UK
FRENCH TREASURY NOTE 1.85% 07/25/2027	3.40 mm	2.55 mm principal	0.17	Debt	Long	France
UK TSY I/L GILT 0.125% 08/10/2028	3.39 mm	2.48 mm principal	0.17	Debt	Long	UK
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 2.35% 09/15/2035 SERIES CPI	3.39 mm	2.50 mm principal	0.17	Debt	Long	Italy
SILVER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	3.33 mm	35.00 contracts	0.16	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	3.33 mm	3.00 mm principal	0.16	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2027	3.13 mm	1.50 mm principal	0.15	Debt	Long	UK
U.K. GILT STOCK - INFLATION LINKED 1 1/8% 11/22/2037	3.12 mm	1.40 mm principal	0.15	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	3.05 mm	3.00 mm principal	0.15	Debt	Long	USA
COTTON NO.2 FUTR MAR23 PHYSICAL COMMODITY FUTURE.	3.00 mm	72.00 contracts	0.15	Commodity derivative	N/A	USA
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2068	2.99 mm	1.50 mm principal	0.15	Debt	Long	UK
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028	2.99 mm	2.70 mm principal	0.15	Debt	Long	France
U.K. GILT STOCK - INFLATION LINKED 0 5/8% 03/22/2040	2.98 mm	1.50 mm principal	0.15	Debt	Long	UK
FX Forward Contract: USD/EUR SETTLE 2022-10-27 STATE STREET BANK	2.97 mm	1.00 contracts	0.15	DFE	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026	2.90 mm	2.75 mm principal	0.14	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024	2.78 mm	2.50 mm principal	0.14	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	2.73 mm	2.75 mm principal	0.13	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	2.71 mm	1.90 mm principal	0.13	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025	2.70 mm	2.50 mm principal	0.13	Debt	Long	USA
UK TSY I/L GILT 0.125% 03/22/2026 SERIES 3MO	2.68 mm	1.80 mm principal	0.13	Debt	Long	UK
LOW SU GASOIL G DEC22 PHYSICAL COMMODITY FUTURE.	2.62 mm	29.00 contracts	0.13	Commodity derivative	N/A	UK
GASOLINE RBOB FUT NOV22 PHYSICAL COMMODITY FUTURE.	2.59 mm	26.00 contracts	0.13	Commodity derivative	N/A	USA
FRANCE (GOVT OF) 0.10% 03/01/2025 SERIES OATI	2.59 mm	2.30 mm principal	0.13	Debt	Long	France
UK TREASURY 2% 01/26/2035	2.50 mm	932.00 k principal	0.12	Debt	Long	UK
NATURAL GAS FUTR DEC22 PHYSICAL COMMODITY FUTURE.	2.47 mm	35.00 contracts	0.12	Commodity derivative	N/A	USA
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030	2.42 mm	2.10 mm principal	0.12	Debt	Long	France
UK TSY I/L GILT 0.125% 08/10/2031	2.38 mm	1.80 mm principal	0.12	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26	2.38 mm	2.00 mm principal	0.12	Debt	Long	USA
U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055	2.38 mm	800.00 k principal	0.12	Debt	Long	UK
FRENCH TREASURY NOTE GOVERNMENT OF FRANCE 2.1% 07/25/2023 SERIES OATI	2.37 mm	1.90 mm principal	0.12	Debt	Long	France
U.K. GILT STOCK - INFLATION LINKED 0 3/8% 03/22/2062	2.34 mm	1.10 mm principal	0.12	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	2.33 mm	2.10 mm principal	0.11	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	2.31 mm	2.00 mm principal	0.11	Debt	Long	USA
FRANCE (GOVT OF) 1.80% 07/25/2040 SERIES OATE	2.30 mm	1.50 mm principal	0.11	Debt	Long	France
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027	2.29 mm	2.00 mm principal	0.11	Debt	Long	USA
UK TSY I/L GILT 0.125% 03/22/2024 SERIES 3MO	2.26 mm	1.40 mm principal	0.11	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	2.23 mm	2.00 mm principal	0.11	Debt	Long	USA
BUONI POLIENNALI DEL TES 2.35% 09/15/2024	2.16 mm	1.80 mm principal	0.11	Debt	Long	Italy
FRTR 0.10 07/25/2036 0.10% 07/25/2036	2.15 mm	2.10 mm principal	0.11	Debt	Long	France
GASOLINE RBOB FUT DEC22 PHYSICAL COMMODITY FUTURE.	2.11 mm	22.00 contracts	0.10	Commodity derivative	N/A	USA
U.K. GILT STOCK - INFLATION LINKED 0 1/4% 03/22/2052	2.10 mm	1.20 mm principal	0.10	Debt	Long	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	2.09 mm	2.00 mm principal	0.10	Debt	Long	USA
LEAN HOGS FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	2.07 mm	68.00 contracts	0.10	Commodity derivative	N/A	USA
UK TREASURY GILT INFLATION LINKED 0.125% 11/22/2065	2.05 mm	1.10 mm principal	0.10	Debt	Long	UK
BUONI POLIENNALI DEL TES 2.55% 09/15/2041	2.00 mm	1.58 mm principal	0.10	Debt	Long	Italy
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28	1.99 mm	1.00 mm principal	0.10	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 0 3/4% 11/22/2047	1.98 mm	900.00 k principal	0.10	Debt	Long	UK
HANG SENG IDX FUT OCT22 PHYSICAL INDEX FUTURE. MERRILL LYNCH, PIERCE, FENNER & SMITH	1.97 mm	18.00 contracts	0.10	Equity derivative	N/A	Hong Kong
COTTON NO.2 FUTR DEC22 PHYSICAL COMMODITY FUTURE.	1.96 mm	46.00 contracts	0.10	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	1.94 mm	2.10 mm principal	0.10	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034	1.93 mm	1.10 mm principal	0.10	Debt	Long	UK
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049	1.92 mm	2.00 mm principal	0.09	Debt	Long	USA
UK TREASURY INDEX-LINKED 4.125% 07/22/2030	1.83 mm	500.00 k principal	0.09	Debt	Long	UK
UK TSY I/L GILT 0.125% 08/10/2028	1.78 mm	1.30 mm principal	0.09	Debt	Long	UK
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI	1.76 mm	1.70 mm principal	0.09	Debt	Long	France
HANG SENG IDX FUT OCT22 PHYSICAL INDEX FUTURE.	1.75 mm	16.00 contracts	0.09	Equity derivative	N/A	Hong Kong