Fund profile
Tickers
SIFAX, SLFYX
Fund manager
Total assets
$780.49 mm
Liabilities
$155.04 mm
Net assets
$625.45 mm
Number of holdings
1.52 k
Top 200 of 1517 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 149.39 mm | 124.60 mm principal | 23.89 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 69.34 mm | 59.11 mm principal | 11.09 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 54.33 mm | 44.08 mm principal | 8.69 | Debt | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 25.79 mm | 241.00 contracts | 4.12 | Interest rate derivative | N/A | USA |
COCOA FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | 13.58 mm | 158.00 contracts | 2.17 | Commodity derivative | N/A | USA |
XOM Exxon Mobil Corp. | 11.05 mm | 95.07 k shares | 1.77 | Common equity | Long | USA |
GOLD 100 OZ FUTR JUN24 PHYSICAL COMMODITY FUTURE. | 8.73 mm | 39.00 contracts | 1.40 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 04/30/2024 | 7.97 mm | 8.00 mm principal | 1.27 | Debt | Long | USA |
CASH MNGMT BILL 0.000000% 05/09/2024 | 7.96 mm | 8.00 mm principal | 1.27 | Debt | Long | USA |
US TREASURY FRN VARIABLE RATE 01/31/2026 | 7.71 mm | 7.70 mm principal | 1.23 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 10/31/2025 | 7.40 mm | 7.40 mm principal | 1.18 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 01/31/2025 | 7.21 mm | 7.20 mm principal | 1.15 | Structured note | Long | USA |
WTI CRUDE FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 7.11 mm | 87.00 contracts | 1.14 | Commodity derivative | N/A | USA |
US TREASURY FRN VARIABLE RATE 04/30/2025 | 7.10 mm | 7.10 mm principal | 1.14 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 07/31/2024 | 7.10 mm | 7.10 mm principal | 1.14 | Structured note | Long | USA |
TREASURY BILL 0.000000% 06/13/2024 | 6.93 mm | 7.00 mm principal | 1.11 | Debt | Long | USA |
SOYBEAN FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 6.73 mm | 113.00 contracts | 1.08 | Commodity derivative | N/A | USA |
MSFT Microsoft Corporation | 6.40 mm | 15.21 k shares | 1.02 | Common equity | Long | USA |
CVX Chevron Corp. | 6.37 mm | 40.41 k shares | 1.02 | Common equity | Long | USA |
US TREASURY FRN VARIABLE RATE 10/31/2024 | 6.20 mm | 6.20 mm principal | 0.99 | Structured note | Long | USA |
PG Procter & Gamble Co. | 6.17 mm | 38.04 k shares | 0.99 | Common equity | Long | USA |
TREASURY BILL 0.000000% 05/02/2024 | 5.97 mm | 6.00 mm principal | 0.95 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/16/2024 | 5.96 mm | 6.00 mm principal | 0.95 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/28/2024 | 5.95 mm | 6.00 mm principal | 0.95 | Debt | Long | USA |
TREASURY BILL 0.000000% 06/06/2024 | 5.94 mm | 6.00 mm principal | 0.95 | Debt | Long | USA |
TREASURY BILL 0.000000% 06/27/2024 | 5.92 mm | 6.00 mm principal | 0.95 | Debt | Long | USA |
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE. | 5.75 mm | 25.00 contracts | 0.92 | Commodity derivative | N/A | USA |
BRENT CRUDE FUTR JUL24 PHYSICAL COMMODITY FUTURE. | 5.26 mm | 61.00 contracts | 0.84 | Commodity derivative | N/A | UK |
COST Costco Wholesale Corp | 5.24 mm | 7.16 k shares | 0.84 | Common equity | Long | USA |
SILVER FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 4.78 mm | 38.00 contracts | 0.76 | Commodity derivative | N/A | USA |
US TREASURY FRN VARIABLE RATE 07/31/2025 | 4.20 mm | 4.20 mm principal | 0.67 | Structured note | Long | USA |
WMT Walmart Inc | 4.16 mm | 69.19 k shares | 0.67 | Common equity | Long | USA |
PEP PepsiCo Inc | 3.90 mm | 22.26 k shares | 0.62 | Common equity | Long | USA |
KO Coca-Cola Co | 3.85 mm | 62.93 k shares | 0.62 | Common equity | Long | USA |
LLY Lilly(Eli) & Co | 3.80 mm | 4.89 k shares | 0.61 | Common equity | Long | USA |
COP Conoco Phillips | 3.58 mm | 28.14 k shares | 0.57 | Common equity | Long | USA |
COTTON NO.2 FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 3.56 mm | 78.00 contracts | 0.57 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 05/21/2024 | 2.98 mm | 3.00 mm principal | 0.48 | Debt | Long | USA |
BRK: MORGAN STANLEY PAY: 1.3945% | 2.87 mm | 18.72 mm contracts | 0.46 | Interest rate derivative | N/A | USA |
COPPER FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 2.80 mm | 28.00 contracts | 0.45 | Commodity derivative | N/A | USA |
GASOLINE RBOB FUT MAY24 PHYSICAL COMMODITY FUTURE. | 2.74 mm | 24.00 contracts | 0.44 | Commodity derivative | N/A | USA |
COPPER FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 2.73 mm | 27.00 contracts | 0.44 | Commodity derivative | N/A | USA |
SUGAR #11 (WORLD) MAY24 PHYSICAL COMMODITY FUTURE. | 2.70 mm | 107.00 contracts | 0.43 | Commodity derivative | N/A | USA |
UNH Unitedhealth Group Inc | 2.64 mm | 5.34 k shares | 0.42 | Common equity | Long | USA |
VZ Verizon Communications Inc | 2.31 mm | 54.94 k shares | 0.37 | Common equity | Long | USA |
PM Philip Morris International Inc | 2.30 mm | 25.07 k shares | 0.37 | Common equity | Long | USA |
CORN FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 2.23 mm | 98.00 contracts | 0.36 | Commodity derivative | N/A | USA |
JNJ Johnson & Johnson | 2.19 mm | 13.84 k shares | 0.35 | Common equity | Long | USA |
META Meta Platforms Inc - Ordinary Shares | 2.15 mm | 4.43 k shares | 0.34 | Common equity | Long | USA |
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025 | 2.10 mm | 2.10 mm principal | 0.34 | Debt | Long | USA |
GOLD 100 OZ FUTR AUG24 PHYSICAL COMMODITY FUTURE. | 2.03 mm | 9.00 contracts | 0.32 | Commodity derivative | N/A | USA |
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | 2.02 mm | 34.00 contracts | 0.32 | Commodity derivative | N/A | USA |
GOLD 100 OZ FUTR JUN24 PHYSICAL COMMODITY FUTURE. | 2.01 mm | 9.00 contracts | 0.32 | Commodity derivative | N/A | USA |
BRENT CRUDE FUTR NOV24 PHYSICAL COMMODITY FUTURE. | 1.99 mm | 24.00 contracts | 0.32 | Commodity derivative | N/A | UK |
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | 1.96 mm | 25.00 contracts | 0.31 | Commodity derivative | N/A | USA |
MRK Merck & Co Inc | 1.93 mm | 14.65 k shares | 0.31 | Common equity | Long | USA |
ABBV Abbvie Inc | 1.89 mm | 10.38 k shares | 0.30 | Common equity | Long | USA |
SLB Schlumberger Ltd. | 1.82 mm | 33.28 k shares | 0.29 | Common equity | Long | USA |
FANNIE MAE POOL FN BU1349 | 1.82 mm | 2.09 mm principal | 0.29 | Debt | Long | USA |
BRK: MORGAN STANLEY PAY: 0.316% | 1.81 mm | 15.80 mm contracts | 0.29 | Interest rate derivative | N/A | USA |
MPC Marathon Petroleum Corp | 1.80 mm | 8.91 k shares | 0.29 | Common equity | Long | USA |
GOOG Alphabet Inc - Ordinary Shares | 1.79 mm | 11.88 k shares | 0.29 | Common equity | Long | USA |
GASOLINE RBOB FUT JUL24 PHYSICAL COMMODITY FUTURE. | 1.78 mm | 16.00 contracts | 0.28 | Commodity derivative | N/A | USA |
EOG EOG Resources, Inc. | 1.76 mm | 13.80 k shares | 0.28 | Common equity | Long | USA |
NATURAL GAS FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 1.71 mm | 97.00 contracts | 0.27 | Commodity derivative | N/A | USA |
PSX Phillips 66 | 1.71 mm | 10.45 k shares | 0.27 | Common equity | Long | USA |
T AT&T, Inc. | 1.64 mm | 93.47 k shares | 0.26 | Common equity | Long | USA |
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF | 1.60 mm | 1.61 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Prologis, L.P. | 1.58 mm | 12.13 k shares | 0.25 | Common equity | Long | USA |
MDLZ Mondelez International Inc. - Ordinary Shares | 1.54 mm | 21.97 k shares | 0.25 | Common equity | Long | USA |
GOOG Alphabet Inc - Ordinary Shares | 1.53 mm | 10.03 k shares | 0.24 | Common equity | Long | USA |
TREASURY BILL 0.000000% 09/05/2024 | 1.47 mm | 1.50 mm principal | 0.23 | Debt | Long | USA |
LME PRI ALUM FUTR JUN24 PHYSICAL COMMODITY FUTURE. | 1.46 mm | 25.00 contracts | 0.23 | Commodity derivative | N/A | UK |
PXD Pioneer Natural Resources Co. | 1.43 mm | 5.47 k shares | 0.23 | Common equity | Long | USA |
NY HARB ULSD FUT MAY24 PHYSICAL COMMODITY FUTURE. | 1.43 mm | 13.00 contracts | 0.23 | Commodity derivative | N/A | USA |
FANNIE MAE 0.500000% 06/17/2025 | 1.42 mm | 1.50 mm principal | 0.23 | Debt | Long | USA |
LEAN HOGS FUTURE JUN24 PHYSICAL COMMODITY FUTURE. | 1.42 mm | 35.00 contracts | 0.23 | Commodity derivative | N/A | USA |
NFLX Netflix Inc. | 1.41 mm | 2.32 k shares | 0.23 | Common equity | Long | USA |
LME ZINC FUTURE JUN24 PHYSICAL COMMODITY FUTURE. | 1.40 mm | 23.00 contracts | 0.22 | Commodity derivative | N/A | UK |
VLO Valero Energy Corp. | 1.36 mm | 7.97 k shares | 0.22 | Common equity | Long | USA |
NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE. | 1.35 mm | 46.00 contracts | 0.22 | Commodity derivative | N/A | USA |
COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | 1.33 mm | 13.00 contracts | 0.21 | Commodity derivative | N/A | USA |
TGT Target Corp | 1.32 mm | 7.43 k shares | 0.21 | Common equity | Long | USA |
CORN FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | 1.31 mm | 55.00 contracts | 0.21 | Commodity derivative | N/A | USA |
TMO Thermo Fisher Scientific Inc. | 1.30 mm | 2.23 k shares | 0.21 | Common equity | Long | USA |
SUGAR #11 (WORLD) MAY24 PHYSICAL COMMODITY FUTURE. | 1.26 mm | 50.00 contracts | 0.20 | Commodity derivative | N/A | USA |
MO Altria Group Inc. | 1.26 mm | 28.86 k shares | 0.20 | Common equity | Long | USA |
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A | 1.25 mm | 1.26 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE 0.625000% 04/22/2025 | 1.24 mm | 1.30 mm principal | 0.20 | Debt | Long | USA |
PALLADIUM FUTURE JUN24 PHYSICAL COMMODITY FUTURE. | 1.23 mm | 12.00 contracts | 0.20 | Commodity derivative | N/A | USA |
SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | 1.22 mm | 42.00 contracts | 0.19 | Commodity derivative | N/A | USA |
LME ZINC FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.21 mm | 20.00 contracts | 0.19 | Commodity derivative | N/A | UK |
AMT American Tower Corp. | 1.21 mm | 6.11 k shares | 0.19 | Common equity | Long | USA |
Walt Disney Co | 1.20 mm | 9.83 k shares | 0.19 | Common equity | Long | USA |
FREDDIE MAC 5.150000% 01/27/2026 | 1.20 mm | 1.20 mm principal | 0.19 | Debt | Long | USA |
CL Colgate-Palmolive Co. | 1.19 mm | 13.26 k shares | 0.19 | Common equity | Long | USA |
LME LEAD FUTURE JUN24 PHYSICAL COMMODITY FUTURE. | 1.18 mm | 23.00 contracts | 0.19 | Commodity derivative | N/A | UK |
BFLD TRUST BFLD 2021-FPM A | 1.18 mm | 1.19 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | 1.18 mm | 34.00 contracts | 0.19 | Commodity derivative | N/A | USA |
WTI CRUDE FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.16 mm | 14.00 contracts | 0.19 | Commodity derivative | N/A | USA |
SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | 1.16 mm | 9.00 contracts | 0.19 | Commodity derivative | N/A | USA |
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A | 1.14 mm | 1.14 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ABT Abbott Laboratories | 1.13 mm | 9.94 k shares | 0.18 | Common equity | Long | USA |
MAGNETITE XXVI LTD MAGNE 2020-26A A1R | 1.13 mm | 1.13 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COCOA FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 1.12 mm | 12.00 contracts | 0.18 | Commodity derivative | N/A | USA |
NEE NextEra Energy Inc | 1.12 mm | 17.47 k shares | 0.18 | Common equity | Long | USA |
TMUS T-Mobile US Inc | 1.12 mm | 6.83 k shares | 0.18 | Common equity | Long | USA |
WMB Williams Cos Inc | 1.11 mm | 28.59 k shares | 0.18 | Common equity | Long | USA |
COPPER FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 1.10 mm | 11.00 contracts | 0.18 | Commodity derivative | N/A | USA |
OKE Oneok Inc. | 1.09 mm | 13.66 k shares | 0.18 | Common equity | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | 1.08 mm | 1.08 mm principal | 0.17 | Debt | Long | USA |
BKNG Booking Holdings Inc | 1.07 mm | 1.08 mm principal | 0.17 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 1.05 mm | 16.13 k shares | 0.17 | Common equity | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2 | 1.05 mm | 1.04 mm principal | 0.17 | Debt | Long | USA |
BRENT CRUDE FUTR JUL24 PHYSICAL COMMODITY FUTURE. | 1.03 mm | 12.00 contracts | 0.17 | Commodity derivative | N/A | UK |
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2 | 1.03 mm | 1.02 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
LME PRI ALUM FUTR NOV24 PHYSICAL COMMODITY FUTURE. | 1.02 mm | 17.00 contracts | 0.16 | Commodity derivative | N/A | UK |
BRENT CRUDE FUTR SEP24 PHYSICAL COMMODITY FUTURE. | 1.01 mm | 12.00 contracts | 0.16 | Commodity derivative | N/A | UK |
EQIX Equinix Inc | 1.01 mm | 1.23 k shares | 0.16 | Common equity | Long | USA |
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A | 1.00 mm | 978.27 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025 | 1.00 mm | 1.00 mm principal | 0.16 | Debt | Long | USA |
US TREASURY N/B 4.750000% 07/31/2025 | 998.24 k | 1.00 mm principal | 0.16 | Structured note | Long | USA |
HES Hess Corporation | 995.67 k | 6.52 k shares | 0.16 | Common equity | Long | USA |
COFFEE 'C' FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 987.26 k | 14.00 contracts | 0.16 | Commodity derivative | N/A | USA |
LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2 | 985.04 k | 977.88 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE. | 981.84 k | 12.00 contracts | 0.16 | Commodity derivative | N/A | UK |
WTI CRUDE FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 980.04 k | 12.00 contracts | 0.16 | Commodity derivative | N/A | USA |
AGL CLO 12 LTD AGL 2021-12A A1 | 970.00 k | 969.60 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CLR Continental Resources Inc (OKLA) | 966.57 k | 1.05 mm principal | 0.15 | Debt | Long | USA |
BRK: GOLDMAN SACHS PAY: 3.146% | 966.03 k | 6.00 mm contracts | 0.15 | Interest rate derivative | N/A | USA |
WTI CRUDE FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | 961.08 k | 12.00 contracts | 0.15 | Commodity derivative | N/A | USA |
DHR Danaher Corp. | 951.68 k | 3.81 k shares | 0.15 | Common equity | Long | USA |
SOYBEAN MEAL FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 945.56 k | 28.00 contracts | 0.15 | Commodity derivative | N/A | USA |
LIVE CATTLE FUTR JUN24 PHYSICAL COMMODITY FUTURE. | 937.30 k | 13.00 contracts | 0.15 | Commodity derivative | N/A | USA |
HON Honeywell International Inc | 922.46 k | 810.00 k principal | 0.15 | Debt | Long | USA |
COFFEE 'C' FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 920.64 k | 13.00 contracts | 0.15 | Commodity derivative | N/A | USA |
BAT CAPITAL CORP 2.259000% 03/25/2028 | 915.11 k | 1.03 mm principal | 0.15 | Debt | Long | UK |
PFE Pfizer Inc. | 903.76 k | 32.57 k shares | 0.14 | Common equity | Long | USA |
AMGN AMGEN Inc. | 901.86 k | 3.17 k shares | 0.14 | Common equity | Long | USA |
US TREASURY N/B 5.000000% 08/31/2025 | 901.83 k | 900.00 k principal | 0.14 | Structured note | Long | USA |
LNG Cheniere Energy Inc. | 900.26 k | 5.58 k shares | 0.14 | Common equity | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B | 899.36 k | 897.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
DEXT ABS 2023-1 LLC DEXT 2023-1 A2 | 878.65 k | 885.46 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2 | 877.90 k | 837.67 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
KC HRW WHEAT FUT MAY24 PHYSICAL COMMODITY FUTURE. | 877.88 k | 30.00 contracts | 0.14 | Commodity derivative | N/A | USA |
LIVE CATTLE FUTR OCT24 PHYSICAL COMMODITY FUTURE. | 870.60 k | 12.00 contracts | 0.14 | Commodity derivative | N/A | USA |
KC HRW WHEAT FUT JUL24 PHYSICAL COMMODITY FUTURE. | 869.63 k | 30.00 contracts | 0.14 | Commodity derivative | N/A | USA |
OCP CLO 2020-18 LTD OCP 2020-18A AR | 849.58 k | 849.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A | 842.46 k | 826.10 k principal | 0.13 | Debt | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C | 840.32 k | 925.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
HAL Halliburton Co. | 836.93 k | 21.23 k shares | 0.13 | Common equity | Long | USA |
SOYBEAN FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 834.05 k | 14.00 contracts | 0.13 | Commodity derivative | N/A | USA |
FANG Diamondback Energy Inc | 829.74 k | 4.19 k shares | 0.13 | Common equity | Long | USA |
KML Kinder Morgan Canada Ltd | 815.67 k | 44.48 k shares | 0.13 | Common equity | Long | USA |
HFX 2017-1A A3 SERIES CLASS | 814.12 k | 830.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
ISRG Intuitive Surgical Inc | 810.15 k | 2.03 k shares | 0.13 | Common equity | Long | USA |
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025 | 800.91 k | 800.00 k principal | 0.13 | Debt | Long | USA |
GASOLINE RBOB FUT MAY24 PHYSICAL COMMODITY FUTURE. | 799.86 k | 7.00 contracts | 0.13 | Commodity derivative | N/A | USA |
CORN FUTURE MAY24 PHYSICAL COMMODITY FUTURE. | 795.60 k | 36.00 contracts | 0.13 | Commodity derivative | N/A | USA |
FANNIE MAE 3.875000% 08/28/2024 | 795.38 k | 800.00 k principal | 0.13 | Debt | Long | USA |
NATURAL GAS FUTR MAY24 PHYSICAL COMMODITY FUTURE. | 793.35 k | 45.00 contracts | 0.13 | Commodity derivative | N/A | USA |
RRX Regal Rexnord Corp | 793.08 k | 789.00 k principal | 0.13 | Debt | Long | USA |
DISH DBS CORP 144A 5.250000% 12/01/2026 | 792.92 k | 1.01 mm principal | 0.13 | Debt | Long | USA |
BHI BAKER HUGHES a GE Co LLC | 784.70 k | 23.42 k shares | 0.13 | Common equity | Long | USA |
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2 | 784.36 k | 774.18 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A | 775.11 k | 779.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | 771.58 k | 11.00 contracts | 0.12 | Commodity derivative | N/A | USA |
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027 | 756.77 k | 753.00 k principal | 0.12 | Debt | Long | Hungary |
DVN Devon Energy Corp. | 754.96 k | 15.05 k shares | 0.12 | Common equity | Long | USA |
DIAMOND ISSUER SHINE 2021-1A A | 748.79 k | 839.16 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1 | 748.43 k | 733.33 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
SYK Stryker Corp. | 736.50 k | 2.06 k shares | 0.12 | Common equity | Long | USA |
GS MORTGAGE SECURITIES TRUST 2021-1 A2 | 735.79 k | 769.00 k principal | 0.12 | Debt | Long | USA |
MNST Monster Beverage Corp. | 732.35 k | 12.35 k shares | 0.12 | Common equity | Long | USA |
LYG Lloyds Banking Group plc | 732.06 k | 735.00 k principal | 0.12 | Debt | Long | UK |
AB ISSUER LLC AUTHB 2021-1 A2 | 725.88 k | 823.20 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
BANCO DE CREDITO DEL PERU S.A. MTN 3.125000% 07/01/2030 | 723.02 k | 755.00 k principal | 0.12 | Debt | Long | Peru |
SUGAR #11 (WORLD) OCT24 PHYSICAL COMMODITY FUTURE. | 716.18 k | 29.00 contracts | 0.11 | Commodity derivative | N/A | USA |
COPPER FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | 711.03 k | 7.00 contracts | 0.11 | Commodity derivative | N/A | USA |
LOW SU GASOIL G NOV24 PHYSICAL COMMODITY FUTURE. | 708.08 k | 9.00 contracts | 0.11 | Commodity derivative | N/A | UK |
SCHW Charles Schwab Corp. | 707.29 k | 756.00 k principal | 0.11 | Debt | Long | USA |
STZ Constellation Brands Inc - Ordinary Shares | 706.85 k | 2.60 k shares | 0.11 | Common equity | Long | USA |
COPPER FUTURE JUL24 PHYSICAL COMMODITY FUTURE. | 706.83 k | 7.00 contracts | 0.11 | Commodity derivative | N/A | USA |
ELV Elevance Health Inc | 705.73 k | 1.36 k shares | 0.11 | Common equity | Long | USA |
US TREASURY FRN VARIABLE RATE 04/30/2024 | 699.83 k | 700.00 k principal | 0.11 | Structured note | Long | USA |
FANNIE MAE 5.060000% 02/07/2025 | 699.24 k | 700.00 k principal | 0.11 | Debt | Long | USA |
KMB Kimberly-Clark Corp. | 697.33 k | 5.39 k shares | 0.11 | Common equity | Long | USA |
US TREASURY N/B 4.375000% 08/15/2026 | 697.32 k | 700.00 k principal | 0.11 | Structured note | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A | 693.66 k | 686.51 k principal | 0.11 | Debt | Long | USA |
FREDDIE MAC 4.200000% 08/28/2025 | 692.52 k | 700.00 k principal | 0.11 | Debt | Long | USA |
FANNIE MAE 0.375000% 06/14/2024 | 692.49 k | 700.00 k principal | 0.11 | Debt | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A | 692.15 k | 690.28 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEAN HOGS FUTURE JUN24 PHYSICAL COMMODITY FUTURE. | 689.86 k | 17.00 contracts | 0.11 | Commodity derivative | N/A | USA |
NATURAL GAS FUTR SEP24 PHYSICAL COMMODITY FUTURE. | 682.36 k | 28.00 contracts | 0.11 | Commodity derivative | N/A | USA |
SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL | 680.00 k | 800.00 k principal | 0.11 | Debt | Long | Sweden |
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1 | 679.53 k | 671.62 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
NATURAL GAS FUTR JUL24 PHYSICAL COMMODITY FUTURE. | 678.60 k | 29.00 contracts | 0.11 | Commodity derivative | N/A | USA |
MO Altria Group Inc. | 676.59 k | 745.00 k principal | 0.11 | Debt | Long | USA |
SO Southern Company | 673.85 k | 9.39 k shares | 0.11 | Common equity | Long | USA |
VRTX Vertex Pharmaceuticals, Inc. | 673.41 k | 1.61 k shares | 0.11 | Common equity | Long | USA |