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

$619.27 mm

Liabilities

$71.37 mm

Net assets

$547.90 mm

Number of holdings

1.53 k

Top 200 of 1525 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	128.62 mm	103.29 mm principal	23.48	Debt	Long	USA
US 5YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	59.11 mm	556.00 contracts	10.79	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	52.84 mm	257.00 contracts	9.64	Interest rate derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	44.80 mm	39.20 mm principal	8.18	Debt	Long	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	10.30 mm	39.00 contracts	1.88	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 01/31/2026	9.61 mm	9.60 mm principal	1.75	Structured note	Long	USA
XOM Exxon Mobil Corporation	9.26 mm	86.10 k shares	1.69	Common equity	Long	USA
CASH MNGMT BILL 0.000000% 02/13/2025	8.96 mm	9.00 mm principal	1.63	Debt	Long	USA
TREASURY BILL 0.000000% 02/27/2025	8.94 mm	9.00 mm principal	1.63	Debt	Long	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	7.37 mm	238.00 contracts	1.35	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 04/30/2025	7.10 mm	7.10 mm principal	1.30	Structured note	Long	USA
TREASURY BILL 0.000000% 02/06/2025	6.97 mm	7.00 mm principal	1.27	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2025	6.80 mm	6.80 mm principal	1.24	Structured note	Long	USA
TREASURY BILL 0.000000% 01/23/2025	6.48 mm	6.50 mm principal	1.18	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2025	6.30 mm	6.30 mm principal	1.15	Structured note	Long	USA
TREASURY BILL 0.000000% 01/30/2025	5.98 mm	6.00 mm principal	1.09	Debt	Long	USA
TREASURY BILL 0.000000% 02/20/2025	5.97 mm	6.00 mm principal	1.09	Debt	Long	USA
MSFT Microsoft Corporation	5.29 mm	12.55 k shares	0.97	Common equity	Long	USA
COST Costco Wholesale Corporation	5.22 mm	5.69 k shares	0.95	Common equity	Long	USA
PG The Procter & Gamble Company	5.11 mm	30.46 k shares	0.93	Common equity	Long	USA
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	5.08 mm	43.00 contracts	0.93	Commodity derivative	N/A	USA
WMT Walmart Inc.	5.05 mm	55.87 k shares	0.92	Common equity	Long	USA
CVX Chevron Corporation	4.81 mm	33.19 k shares	0.88	Common equity	Long	USA
TREASURY BILL 0.000000% 03/27/2025	4.52 mm	4.57 mm principal	0.83	Debt	Long	USA
TREASURY BILL 0.000000% 01/16/2025	4.49 mm	4.50 mm principal	0.82	Debt	Long	USA
CORN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	4.24 mm	182.00 contracts	0.77	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 07/31/2025	4.20 mm	4.20 mm principal	0.77	Structured note	Long	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	4.13 mm	58.00 contracts	0.75	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR AUG25 PHYSICAL COMMODITY FUTURE.	4.08 mm	15.00 contracts	0.74	Commodity derivative	N/A	USA
NY HARB ULSD FUT MAR25 PHYSICAL COMMODITY FUTURE.	3.66 mm	38.00 contracts	0.67	Commodity derivative	N/A	USA
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	3.66 mm	49.00 contracts	0.67	Commodity derivative	N/A	UK
SOYBEAN OIL FUTR MAR25 PHYSICAL COMMODITY FUTURE.	3.17 mm	131.00 contracts	0.58	Commodity derivative	N/A	USA
LLY Eli Lilly and Company	3.16 mm	4.10 k shares	0.58	Common equity	Long	USA
KO The Coca-Cola Company	3.13 mm	50.33 k shares	0.57	Common equity	Long	USA
BRK: MORGAN STANLEY PAY: 1.3945%	2.78 mm	18.72 mm contracts	0.51	Interest rate derivative	N/A	USA
PEP PepsiCo, Inc.	2.68 mm	17.65 k shares	0.49	Common equity	Long	USA
COP ConocoPhillips	2.50 mm	25.18 k shares	0.46	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	2.43 mm	4.80 k shares	0.44	Common equity	Long	USA
PM Philip Morris International Inc.	2.39 mm	19.88 k shares	0.44	Common equity	Long	USA
LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.16 mm	29.00 contracts	0.39	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR APR25 PHYSICAL COMMODITY FUTURE.	2.13 mm	8.00 contracts	0.39	Commodity derivative	N/A	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025	2.10 mm	2.10 mm principal	0.38	Debt	Long	USA
TREASURY BILL 0.000000% 03/06/2025	1.99 mm	2.00 mm principal	0.36	Debt	Long	USA
META Meta Platforms, Inc.	1.97 mm	3.36 k shares	0.36	Common equity	Long	USA
NATURAL GAS FUTR JUL25 PHYSICAL COMMODITY FUTURE.	1.94 mm	55.00 contracts	0.35	Commodity derivative	N/A	USA
LOW SU GASOIL G MAR25 PHYSICAL COMMODITY FUTURE.	1.93 mm	28.00 contracts	0.35	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR JUN25 PHYSICAL COMMODITY FUTURE.	1.88 mm	7.00 contracts	0.34	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.87 mm	59.00 contracts	0.34	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.85 mm	26.00 contracts	0.34	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	1.82 mm	12.60 k shares	0.33	Common equity	Long	USA
COPPER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.81 mm	18.00 contracts	0.33	Commodity derivative	N/A	USA
GOOG Alphabet Inc.	1.74 mm	9.21 k shares	0.32	Common equity	Long	USA
FANNIE MAE POOL FN BU1349	1.70 mm	1.98 mm principal	0.31	Debt	Long	USA
ABBV AbbVie Inc.	1.67 mm	9.42 k shares	0.31	Common equity	Long	USA
VZ Verizon Communications Inc.	1.60 mm	40.06 k shares	0.29	Common equity	Long	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	1.58 mm	6.00 contracts	0.29	Commodity derivative	N/A	USA
T AT&T Inc.	1.55 mm	68.21 k shares	0.28	Common equity	Long	USA
BRENT CRUDE FUTR SEP25 PHYSICAL COMMODITY FUTURE.	1.53 mm	21.00 contracts	0.28	Commodity derivative	N/A	UK
FANNIE MAE 0.500000% 06/17/2025	1.47 mm	1.50 mm principal	0.27	Debt	Long	USA
GOOG Alphabet Inc.	1.47 mm	7.73 k shares	0.27	Common equity	Long	USA
WTI CRUDE FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.47 mm	21.00 contracts	0.27	Commodity derivative	N/A	USA
NFLX Netflix, Inc.	1.41 mm	1.58 k shares	0.26	Common equity	Long	USA
BRK: MORGAN STANLEY PAY: 0.316%	1.37 mm	15.80 mm contracts	0.25	Interest rate derivative	N/A	USA
MRK Merck & Co., Inc.	1.36 mm	13.71 k shares	0.25	Common equity	Long	USA
EOG EOG Resources, Inc.	1.33 mm	10.88 k shares	0.24	Common equity	Long	USA
FANNIE MAE 0.625000% 04/22/2025	1.29 mm	1.30 mm principal	0.23	Debt	Long	USA
LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.27 mm	17.00 contracts	0.23	Commodity derivative	N/A	UK
WMB The Williams Companies, Inc.	1.25 mm	23.15 k shares	0.23	Common equity	Long	USA
SILVER FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.19 mm	8.00 contracts	0.22	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 02/18/2025	1.19 mm	1.20 mm principal	0.22	Debt	Long	USA
BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A	1.19 mm	1.19 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORN FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.17 mm	50.00 contracts	0.21	Commodity derivative	N/A	USA
BRK: MORGAN STANLEY PAY: 3.146%	1.17 mm	6.00 mm contracts	0.21	Interest rate derivative	N/A	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.15 mm	37.00 contracts	0.21	Commodity derivative	N/A	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A	1.14 mm	1.14 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MO Altria Group, Inc.	1.14 mm	21.80 k shares	0.21	Common equity	Long	USA
MAGNETITE XXVI LTD MAGNE 2020-26A A1R	1.13 mm	1.13 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COPPER FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.13 mm	11.00 contracts	0.21	Commodity derivative	N/A	USA
OKE ONEOK, Inc.	1.12 mm	11.15 k shares	0.20	Common equity	Long	USA
SUGAR #11 (WORLD) MAY25 PHYSICAL COMMODITY FUTURE.	1.10 mm	55.00 contracts	0.20	Commodity derivative	N/A	USA
PALLADIUM FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.09 mm	12.00 contracts	0.20	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	1.09 mm	1.08 mm principal	0.20	Debt	Long	USA
KC HRW WHEAT FUT MAR25 PHYSICAL COMMODITY FUTURE.	1.06 mm	38.00 contracts	0.19	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	1.05 mm	1.04 mm principal	0.19	Debt	Long	USA
COCOA FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.05 mm	9.00 contracts	0.19	Commodity derivative	N/A	USA
SLB Schlumberger Limited	1.05 mm	27.40 k shares	0.19	Common equity	Long	USA
COFFEE 'C' FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.04 mm	9.00 contracts	0.19	Commodity derivative	N/A	USA
ABT Abbott Laboratories	1.04 mm	9.18 k shares	0.19	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2	1.04 mm	1.02 mm principal	0.19	ABS-mortgage backed security	Long	USA
MDLZ Mondelez International, Inc.	1.04 mm	17.34 k shares	0.19	Common equity	Long	USA
TMUS T-Mobile US, Inc.	1.03 mm	4.65 k shares	0.19	Common equity	Long	USA
PLD Prologis, Inc.	1.02 mm	9.62 k shares	0.19	Common equity	Long	USA
KMI Kinder Morgan, Inc.	1.01 mm	37.01 k shares	0.19	Common equity	Long	USA
US TREASURY N/B 4.750000% 07/31/2025	1.00 mm	1.00 mm principal	0.18	Structured note	Long	USA
TMO Thermo Fisher Scientific Inc.	1.00 mm	1.93 k shares	0.18	Common equity	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025	1.00 mm	1.00 mm principal	0.18	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	996.83 k	1.05 mm principal	0.18	Debt	Long	USA
SOYBEAN FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	983.01 k	19.00 contracts	0.18	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAY25 PHYSICAL COMMODITY FUTURE.	978.67 k	31.00 contracts	0.18	Commodity derivative	N/A	USA
AGL CLO 12 LTD AGL 2021-12A A1	972.52 k	969.60 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LME PRI ALUM FUTR JUL25 PHYSICAL COMMODITY FUTURE.	960.05 k	15.00 contracts	0.18	Commodity derivative	N/A	UK
LME PRI ALUM FUTR MAR25 PHYSICAL COMMODITY FUTURE.	958.11 k	15.00 contracts	0.17	Commodity derivative	N/A	UK
NATURAL GAS FUTR SEP25 PHYSICAL COMMODITY FUTURE.	956.34 k	27.00 contracts	0.17	Commodity derivative	N/A	USA
LNG Cheniere Energy, Inc.	951.87 k	4.43 k shares	0.17	Common equity	Long	USA
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	949.13 k	44.00 contracts	0.17	Commodity derivative	N/A	USA
CL Colgate-Palmolive Company	941.92 k	10.36 k shares	0.17	Common equity	Long	USA
ISRG Intuitive Surgical, Inc.	936.40 k	1.79 k shares	0.17	Common equity	Long	USA
MPC Marathon Petroleum Corporation	927.95 k	6.65 k shares	0.17	Common equity	Long	USA
EQIX Equinix, Inc.	918.37 k	974.00 shares	0.17	Common equity	Long	USA
PSX Phillips 66	907.22 k	7.96 k shares	0.17	Common equity	Long	USA
US TREASURY N/B 5.000000% 08/31/2025	904.35 k	900.00 k principal	0.17	Structured note	Long	USA
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	895.68 k	12.00 contracts	0.16	Commodity derivative	N/A	UK
HON Honeywell International Inc.	881.10 k	810.00 k principal	0.16	Debt	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	879.55 k	837.67 k principal	0.16	ABS-mortgage backed security	Long	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	876.42 k	879.22 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMT American Tower Corporation	875.78 k	4.78 k shares	0.16	Common equity	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C	862.62 k	925.00 k principal	0.16	ABS-mortgage backed security	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B	858.38 k	856.51 k principal	0.16	ABS-mortgage backed security	Long	USA
NEE NextEra Energy, Inc.	857.13 k	11.96 k shares	0.16	Common equity	Long	USA
LIVE CATTLE FUTR AUG25 PHYSICAL COMMODITY FUTURE.	825.44 k	11.00 contracts	0.15	Commodity derivative	N/A	USA
DHR Danaher Corporation	813.75 k	3.55 k shares	0.15	Common equity	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025	800.52 k	800.00 k principal	0.15	Debt	Long	USA
TGT Target Corporation	797.16 k	5.90 k shares	0.15	Common equity	Long	USA
RRX Regal Rexnord Corporation	796.11 k	789.00 k principal	0.15	Debt	Long	USA
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A	781.43 k	779.00 k principal	0.14	ABS-mortgage backed security	Long	USA
BHI BAKER HUGHES a GE Co LLC	780.69 k	19.03 k shares	0.14	Common equity	Long	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	780.05 k	768.32 k principal	0.14	ABS-mortgage backed security	Long	USA
DIAMOND ISSUER SHINE 2021-1A A	778.41 k	839.16 k principal	0.14	ABS-mortgage backed security	Long	USA
Walt Disney Co	773.55 k	6.95 k shares	0.14	Common equity	Long	USA
PFE Pfizer Inc.	773.00 k	29.14 k shares	0.14	Common equity	Long	USA
AMGN Amgen Inc.	770.97 k	2.96 k shares	0.14	Common equity	Long	USA
WELL Welltower Inc.	769.29 k	6.10 k shares	0.14	Common equity	Long	USA
WTI CRUDE FUTURE SEP25 PHYSICAL COMMODITY FUTURE.	760.65 k	11.00 contracts	0.14	Commodity derivative	N/A	USA
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027	758.65 k	753.00 k principal	0.14	Debt	Long	Hungary
GS MORTGAGE SECURITIES TRUST 2021-1 A2	753.15 k	769.00 k principal	0.14	Debt	Long	USA
AB ISSUER LLC AUTHB 2021-1 A2	747.45 k	816.90 k principal	0.14	ABS-mortgage backed security	Long	USA
NGLS TRI Resources Inc.	745.42 k	4.18 k shares	0.14	Common equity	Long	USA
VLO Valero Energy Corporation	744.37 k	6.07 k shares	0.14	Common equity	Long	USA
LYG Lloyds Banking Group plc	740.78 k	735.00 k principal	0.14	Debt	Long	UK
BANCO DE CREDITO DEL PERU S.A. MTN 3.125000% 07/01/2030	739.30 k	755.00 k principal	0.13	Debt	Long	Peru
BRENT CRUDE FUTR MAY25 PHYSICAL COMMODITY FUTURE.	738.80 k	10.00 contracts	0.13	Commodity derivative	N/A	UK
PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 B	736.20 k	737.98 k principal	0.13	ABS-mortgage backed security	Long	USA
BRENT CRUDE FUTR JUL25 PHYSICAL COMMODITY FUTURE.	732.50 k	10.00 contracts	0.13	Commodity derivative	N/A	UK
SCHW The Charles Schwab Corporation	731.20 k	756.00 k principal	0.13	Debt	Long	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A	727.34 k	728.00 k principal	0.13	ABS-mortgage backed security	Long	USA
SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL	722.00 k	800.00 k principal	0.13	Debt	Long	Sweden
HES Hess Corporation	713.86 k	5.37 k shares	0.13	Common equity	Long	USA
BRK: JP MORGAN CHASE BANK NA PAY: 2.401	706.95 k	64.11 mm contracts	0.13	Interest rate derivative	N/A	USA
WTI CRUDE FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	705.00 k	10.00 contracts	0.13	Commodity derivative	N/A	USA
US TREASURY N/B 4.375000% 08/15/2026	701.29 k	700.00 k principal	0.13	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	700.01 k	700.00 k principal	0.13	Structured note	Long	USA
FREDDIE MAC 4.200000% 08/28/2025	699.58 k	700.00 k principal	0.13	Debt	Long	USA
SOYBEAN MEAL FUTR MAR25 PHYSICAL COMMODITY FUTURE.	697.18 k	22.00 contracts	0.13	Commodity derivative	N/A	USA
BSX Boston Scientific Corporation	697.05 k	7.80 k shares	0.13	Common equity	Long	USA
TREASURY BILL 0.000000% 03/27/2025	693.16 k	700.00 k principal	0.13	Debt	Long	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A	692.18 k	690.28 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TREASURY BILL 0.000000% 04/29/2025	690.49 k	700.00 k principal	0.13	Debt	Long	USA
LIVE CATTLE FUTR FEB25 PHYSICAL COMMODITY FUTURE.	689.76 k	9.00 contracts	0.13	Commodity derivative	N/A	USA
MO Altria Group, Inc.	683.49 k	745.00 k principal	0.12	Debt	Long	USA
GASOLINE RBOB FUT MAR25 PHYSICAL COMMODITY FUTURE.	681.78 k	8.00 contracts	0.12	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M2	675.86 k	668.16 k principal	0.12	Debt	Long	USA
EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027	669.07 k	670.00 k principal	0.12	Debt	Long	Brazil
SYK Stryker Corporation	668.25 k	1.86 k shares	0.12	Common equity	Long	USA
JPMORGAN CHASE & CO 2.963000% 01/25/2033	664.70 k	769.00 k principal	0.12	Debt	Long	USA
HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.050000% 02/14/2027	664.10 k	700.00 k principal	0.12	Debt	Long	USA
WELLS FARGO & CO MTN 3.350000% 03/02/2033	660.99 k	754.00 k principal	0.12	Debt	Long	USA
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A	655.46 k	646.51 k principal	0.12	ABS-mortgage backed security	Long	USA
GILD Gilead Sciences, Inc.	654.63 k	7.09 k shares	0.12	Common equity	Long	USA
GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A ARR	650.71 k	650.89 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DISH DBS CORP 144A 5.250000% 12/01/2026	649.90 k	715.00 k principal	0.12	Debt	Long	USA
LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2	649.68 k	639.42 k principal	0.12	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E	645.02 k	655.67 k principal	0.12	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1	629.39 k	615.30 k principal	0.11	ABS-mortgage backed security	Long	USA
PROSUS NV MTN 3.061000% 07/13/2031	626.24 k	746.00 k principal	0.11	Debt	Long	China
FREDDIE MAC STACR REMIC TRUST 2024-HQA2 STACR 2024-HQA2 M1	626.08 k	625.43 k principal	0.11	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2024-P3 CRVNA 2024-P3 A2	625.97 k	626.00 k principal	0.11	ABS-mortgage backed security	Long	USA
BMY Bristol-Myers Squibb Company	624.03 k	11.03 k shares	0.11	Common equity	Long	USA
SOYBEAN MEAL FUTR JUL25 PHYSICAL COMMODITY FUTURE.	622.44 k	19.00 contracts	0.11	Commodity derivative	N/A	USA
OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B	622.30 k	636.00 k principal	0.11	ABS-mortgage backed security	Long	USA
OXY Occidental Petroleum Corporation	619.95 k	12.55 k shares	0.11	Common equity	Long	USA
COPPER FUTURE SEP25 PHYSICAL COMMODITY FUTURE.	617.25 k	6.00 contracts	0.11	Commodity derivative	N/A	USA
HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A C	615.12 k	620.00 k principal	0.11	ABS-mortgage backed security	Long	USA
COPPER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	608.92 k	6.00 contracts	0.11	Commodity derivative	N/A	USA
SOYBEAN FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	606.30 k	12.00 contracts	0.11	Commodity derivative	N/A	USA
US TREASURY N/B 4.875000% 05/31/2026	604.97 k	600.00 k principal	0.11	Structured note	Long	USA
SILVER FUTURE SEP25 PHYSICAL COMMODITY FUTURE.	603.26 k	4.00 contracts	0.11	Commodity derivative	N/A	USA
US TREASURY N/B 4.500000% 04/15/2027	603.01 k	600.00 k principal	0.11	Structured note	Long	USA
US TREASURY N/B 4.375000% 07/15/2027	601.54 k	600.00 k principal	0.11	Structured note	Long	USA
US TREASURY N/B 4.000000% 02/15/2026	598.42 k	600.00 k principal	0.11	Structured note	Long	USA
LME ZINC FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	598.31 k	8.00 contracts	0.11	Commodity derivative	N/A	UK
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A	597.70 k	586.63 k principal	0.11	Debt	Long	USA
US TREASURY N/B 3.750000% 08/31/2026	595.25 k	600.00 k principal	0.11	Structured note	Long	USA
SILVER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	591.10 k	4.00 contracts	0.11	Commodity derivative	N/A	USA
BALBOA BAY LOAN FUNDING 2021-1 LTD BOBA 2021-1A A	590.06 k	589.37 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOYBEAN OIL FUTR JUL25 PHYSICAL COMMODITY FUTURE.	589.54 k	24.00 contracts	0.11	Commodity derivative	N/A	USA
US TREASURY N/B 3.375000% 09/15/2027	586.33 k	600.00 k principal	0.11	Structured note	Long	USA
LME LEAD FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	584.44 k	12.00 contracts	0.11	Commodity derivative	N/A	UK
ACM AUTO TRUST 2024-2 ACMAT 2024-2A A	584.40 k	582.32 k principal	0.11	ABS-mortgage backed security	Long	USA
PM Philip Morris International Inc.	583.49 k	582.00 k principal	0.11	Debt	Long	USA
DLR Digital Realty Trust, Inc.	583.06 k	3.29 k shares	0.11	Common equity	Long	USA