SIIT MULTI-ASSET REAL RETURN FUND

Fund Profile

Fund profile

Tickers

SEIAX

Fund manager

Sei Institutional Investments Trust

Total assets

$832.67 mm

Liabilities

$102.13 mm

Net assets

$730.54 mm

Number of holdings

1.54 k

Top 200 of 1542 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	176.43 mm	141.48 mm principal	24.15	Debt	Long	USA
US 5YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	75.32 mm	700.00 contracts	10.31	Interest rate derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	59.03 mm	51.15 mm principal	8.08	Debt	Long	USA
US 2YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	48.85 mm	237.00 contracts	6.69	Interest rate derivative	N/A	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	14.21 mm	53.00 contracts	1.95	Commodity derivative	N/A	USA
XOM Exxon Mobil Corporation	13.96 mm	118.34 k shares	1.91	Common equity	Long	USA
TREASURY BILL 0.000000% 02/13/2025	11.89 mm	12.00 mm principal	1.63	Debt	Long	USA
TREASURY BILL 0.000000% 12/17/2024	11.57 mm	11.60 mm principal	1.58	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2025	10.30 mm	10.30 mm principal	1.41	Structured note	Long	USA
TREASURY BILL 0.000000% 12/12/2024	9.99 mm	10.00 mm principal	1.37	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2025	9.20 mm	9.20 mm principal	1.26	Structured note	Long	USA
TREASURY BILL 0.000000% 01/16/2025	8.95 mm	9.00 mm principal	1.23	Debt	Long	USA
TREASURY BILL 0.000000% 02/06/2025	8.93 mm	9.00 mm principal	1.22	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2026	8.31 mm	8.30 mm principal	1.14	Structured note	Long	USA
TREASURY BILL 0.000000% 12/05/2024	8.00 mm	8.00 mm principal	1.09	Debt	Long	USA
TREASURY BILL 0.000000% 01/30/2025	7.94 mm	8.00 mm principal	1.09	Debt	Long	USA
MSFT Microsoft Corporation	7.60 mm	17.95 k shares	1.04	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2025	7.60 mm	7.60 mm principal	1.04	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2025	7.50 mm	7.50 mm principal	1.03	Structured note	Long	USA
COST Costco Wholesale Corporation	7.45 mm	7.66 k shares	1.02	Common equity	Long	USA
CVX Chevron Corporation	7.32 mm	45.23 k shares	1.00	Common equity	Long	USA
PG The Procter & Gamble Company	7.30 mm	40.71 k shares	1.00	Common equity	Long	USA
TREASURY BILL 0.000000% 01/23/2025	6.96 mm	7.00 mm principal	0.95	Debt	Long	USA
WMT Walmart Inc.	6.84 mm	73.94 k shares	0.94	Common equity	Long	USA
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	6.51 mm	55.00 contracts	0.89	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR JUN25 PHYSICAL COMMODITY FUTURE.	5.45 mm	20.00 contracts	0.75	Commodity derivative	N/A	USA
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	4.43 mm	62.00 contracts	0.61	Commodity derivative	N/A	UK
COPPER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	4.35 mm	42.00 contracts	0.60	Commodity derivative	N/A	USA
KO The Coca-Cola Company	4.31 mm	67.21 k shares	0.59	Common equity	Long	USA
LLY Eli Lilly and Company	4.27 mm	5.37 k shares	0.58	Common equity	Long	USA
TREASURY BILL 0.000000% 12/19/2024	3.99 mm	4.00 mm principal	0.55	Debt	Long	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	3.88 mm	132.00 contracts	0.53	Commodity derivative	N/A	USA
PEP PepsiCo, Inc.	3.86 mm	23.60 k shares	0.53	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	3.66 mm	6.00 k shares	0.50	Common equity	Long	USA
COP ConocoPhillips	3.56 mm	32.83 k shares	0.49	Common equity	Long	USA
PM Philip Morris International Inc.	3.53 mm	26.55 k shares	0.48	Common equity	Long	USA
NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE.	2.99 mm	89.00 contracts	0.41	Commodity derivative	N/A	USA
LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.95 mm	38.00 contracts	0.40	Commodity derivative	N/A	UK
LOW SU GASOIL G JAN25 PHYSICAL COMMODITY FUTURE.	2.75 mm	41.00 contracts	0.38	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR AUG25 PHYSICAL COMMODITY FUTURE.	2.74 mm	10.00 contracts	0.38	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR APR25 PHYSICAL COMMODITY FUTURE.	2.70 mm	10.00 contracts	0.37	Commodity derivative	N/A	USA
NATURAL GAS FUTR JUL25 PHYSICAL COMMODITY FUTURE.	2.69 mm	81.00 contracts	0.37	Commodity derivative	N/A	USA
META Meta Platforms, Inc.	2.52 mm	4.38 k shares	0.34	Common equity	Long	USA
JNJ Johnson & Johnson	2.46 mm	15.84 k shares	0.34	Common equity	Long	USA
LME PRI ALUM FUTR MAR25 PHYSICAL COMMODITY FUTURE.	2.41 mm	37.00 contracts	0.33	Commodity derivative	N/A	UK
PALLADIUM FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.39 mm	24.00 contracts	0.33	Commodity derivative	N/A	USA
VZ Verizon Communications Inc.	2.38 mm	53.65 k shares	0.33	Common equity	Long	USA
SILVER FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	2.37 mm	15.00 contracts	0.32	Commodity derivative	N/A	USA
BRK: MORGAN STANLEY PAY: 1.3945%	2.28 mm	17.16 mm contracts	0.31	Interest rate derivative	N/A	USA
SOYBEAN OIL FUTR JAN25 PHYSICAL COMMODITY FUTURE.	2.20 mm	88.00 contracts	0.30	Commodity derivative	N/A	USA
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	2.15 mm	30.00 contracts	0.29	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	2.14 mm	8.00 contracts	0.29	Commodity derivative	N/A	USA
NFLX Netflix, Inc.	2.14 mm	2.41 k shares	0.29	Common equity	Long	USA
ABBV AbbVie Inc.	2.11 mm	11.53 k shares	0.29	Common equity	Long	USA
WTI CRUDE FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	2.11 mm	31.00 contracts	0.29	Commodity derivative	N/A	USA
T AT&T Inc.	2.11 mm	90.94 k shares	0.29	Common equity	Long	USA
COPPER FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	2.10 mm	20.00 contracts	0.29	Commodity derivative	N/A	USA
GOOG Alphabet Inc.	2.01 mm	11.89 k shares	0.27	Common equity	Long	USA
EOG EOG Resources, Inc.	2.00 mm	15.00 k shares	0.27	Common equity	Long	USA
CORN FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.92 mm	87.00 contracts	0.26	Commodity derivative	N/A	USA
BRENT CRUDE FUTR JUL25 PHYSICAL COMMODITY FUTURE.	1.91 mm	27.00 contracts	0.26	Commodity derivative	N/A	UK
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025	1.90 mm	1.90 mm principal	0.26	Debt	Long	USA
WMB The Williams Companies, Inc.	1.89 mm	32.34 k shares	0.26	Common equity	Long	USA
WTI CRUDE FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.87 mm	28.00 contracts	0.26	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.87 mm	16.00 contracts	0.26	Commodity derivative	N/A	USA
WTI CRUDE FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	1.77 mm	26.00 contracts	0.24	Commodity derivative	N/A	USA
OKE ONEOK, Inc.	1.76 mm	15.52 k shares	0.24	Common equity	Long	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.75 mm	26.00 contracts	0.24	Commodity derivative	N/A	USA
MRK Merck & Co., Inc.	1.73 mm	17.03 k shares	0.24	Common equity	Long	USA
GOOG Alphabet Inc.	1.70 mm	9.99 k shares	0.23	Common equity	Long	USA
FANNIE MAE POOL FN BU1349	1.70 mm	1.93 mm principal	0.23	Debt	Long	USA
CORN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.69 mm	77.00 contracts	0.23	Commodity derivative	N/A	USA
SLB Schlumberger Limited	1.67 mm	38.07 k shares	0.23	Common equity	Long	USA
MO Altria Group, Inc.	1.58 mm	27.34 k shares	0.22	Common equity	Long	USA
TMUS T-Mobile US, Inc.	1.55 mm	6.30 k shares	0.21	Common equity	Long	USA
LME ZINC FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	1.55 mm	20.00 contracts	0.21	Commodity derivative	N/A	UK
LOW SU GASOIL G JAN25 PHYSICAL COMMODITY FUTURE.	1.55 mm	23.00 contracts	0.21	Commodity derivative	N/A	UK
MDLZ Mondelez International, Inc.	1.52 mm	23.41 k shares	0.21	Common equity	Long	USA
PLD Prologis, Inc.	1.49 mm	12.72 k shares	0.20	Common equity	Long	USA
NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE.	1.48 mm	44.00 contracts	0.20	Commodity derivative	N/A	USA
PSX Phillips 66	1.47 mm	10.97 k shares	0.20	Common equity	Long	USA
FANNIE MAE 0.500000% 06/17/2025	1.47 mm	1.50 mm principal	0.20	Debt	Long	USA
MPC Marathon Petroleum Corporation	1.46 mm	9.36 k shares	0.20	Common equity	Long	USA
KMI Kinder Morgan, Inc.	1.46 mm	51.58 k shares	0.20	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B	1.42 mm	1.33 mm principal	0.19	Debt	Long	USA
BRK: MORGAN STANLEY PAY: 0.0275%	1.40 mm	15.05 mm contracts	0.19	Interest rate derivative	N/A	USA
TMO Thermo Fisher Scientific Inc.	1.36 mm	2.58 k shares	0.19	Common equity	Long	USA
CL Colgate-Palmolive Company	1.36 mm	14.08 k shares	0.19	Common equity	Long	USA
MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A B	1.36 mm	1.35 mm principal	0.19	ABS-mortgage backed security	Long	USA
ABT Abbott Laboratories	1.36 mm	11.41 k shares	0.19	Common equity	Long	USA
KC HRW WHEAT FUT MAR25 PHYSICAL COMMODITY FUTURE.	1.32 mm	49.00 contracts	0.18	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.32 mm	45.00 contracts	0.18	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAY25 PHYSICAL COMMODITY FUTURE.	1.32 mm	44.00 contracts	0.18	Commodity derivative	N/A	USA
ISRG Intuitive Surgical, Inc.	1.30 mm	2.40 k shares	0.18	Common equity	Long	USA
AMT American Tower Corporation	1.30 mm	6.22 k shares	0.18	Common equity	Long	USA
TREASURY BILL 0.000000% 12/24/2024	1.30 mm	1.30 mm principal	0.18	Debt	Long	USA
TREASURY BILL 0.000000% 01/30/2025	1.29 mm	1.30 mm principal	0.18	Debt	Long	USA
LNG Cheniere Energy, Inc.	1.29 mm	5.76 k shares	0.18	Common equity	Long	USA
FANNIE MAE 0.625000% 04/22/2025	1.28 mm	1.30 mm principal	0.18	Debt	Long	USA
NEE NextEra Energy, Inc.	1.27 mm	16.13 k shares	0.17	Common equity	Long	USA
LME PRI ALUM FUTR JUL25 PHYSICAL COMMODITY FUTURE.	1.24 mm	19.00 contracts	0.17	Commodity derivative	N/A	UK
Walt Disney Co	1.24 mm	10.56 k shares	0.17	Common equity	Long	USA
EQIX Equinix, Inc.	1.24 mm	1.26 k shares	0.17	Common equity	Long	USA
SOYBEAN FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	1.22 mm	24.00 contracts	0.17	Commodity derivative	N/A	USA
NGLS TRI Resources Inc.	1.20 mm	5.90 k shares	0.16	Common equity	Long	USA
US TREASURY N/B 4.375000% 08/15/2026	1.20 mm	1.20 mm principal	0.16	Structured note	Long	USA
US TREASURY N/B 4.750000% 07/31/2025	1.20 mm	1.20 mm principal	0.16	Structured note	Long	USA
VLO Valero Energy Corporation	1.17 mm	8.44 k shares	0.16	Common equity	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B	1.16 mm	1.15 mm principal	0.16	ABS-mortgage backed security	Long	USA
WELL Welltower Inc.	1.14 mm	8.25 k shares	0.16	Common equity	Long	USA
BHI BAKER HUGHES a GE Co LLC	1.14 mm	25.92 k shares	0.16	Common equity	Long	USA
SOYBEAN FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	1.14 mm	23.00 contracts	0.16	Commodity derivative	N/A	USA
LOW SU GASOIL G MAR25 PHYSICAL COMMODITY FUTURE.	1.14 mm	17.00 contracts	0.16	Commodity derivative	N/A	UK
PROSUS NV MTN 3.061000% 07/13/2031	1.13 mm	1.33 mm principal	0.15	Debt	Long	China
COCOA FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.13 mm	12.00 contracts	0.15	Commodity derivative	N/A	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025	1.10 mm	1.10 mm principal	0.15	Debt	Long	USA
NY HARB ULSD FUT MAR25 PHYSICAL COMMODITY FUTURE.	1.10 mm	12.00 contracts	0.15	Commodity derivative	N/A	USA
SILVER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.10 mm	7.00 contracts	0.15	Commodity derivative	N/A	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1	1.10 mm	1.07 mm principal	0.15	ABS-mortgage backed security	Long	USA
HES Hess Corporation	1.07 mm	7.28 k shares	0.15	Common equity	Long	USA
BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A	1.06 mm	1.07 mm principal	0.15	ABS-mortgage backed security	Long	USA
TGT Target Corporation	1.06 mm	7.98 k shares	0.14	Common equity	Long	USA
LIVE CATTLE FUTR JUN25 PHYSICAL COMMODITY FUTURE.	1.05 mm	14.00 contracts	0.14	Commodity derivative	N/A	USA
COPPER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.04 mm	10.00 contracts	0.14	Commodity derivative	N/A	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2	1.02 mm	1.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.500000% 04/15/2027	1.01 mm	1.00 mm principal	0.14	Structured note	Long	USA
SUGAR #11 (WORLD) JUL25 PHYSICAL COMMODITY FUTURE.	1.01 mm	47.00 contracts	0.14	Commodity derivative	N/A	USA
US TREASURY N/B 5.000000% 08/31/2025	1.00 mm	1.00 mm principal	0.14	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2026	1.00 mm	1.00 mm principal	0.14	Structured note	Long	USA
AMGN Amgen Inc.	995.99 k	3.52 k shares	0.14	Common equity	Long	USA
DHR Danaher Corporation	988.96 k	4.13 k shares	0.14	Common equity	Long	USA
BRENT CRUDE FUTR SEP25 PHYSICAL COMMODITY FUTURE.	985.88 k	14.00 contracts	0.13	Commodity derivative	N/A	UK
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	980.81 k	975.86 k principal	0.13	Debt	Long	USA
NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027	973.40 k	1.03 mm principal	0.13	Debt	Long	Japan
JPMORGAN CHASE & CO 2.963000% 01/25/2033	970.16 k	1.10 mm principal	0.13	Debt	Long	USA
PFE Pfizer Inc.	970.11 k	37.01 k shares	0.13	Common equity	Long	USA
CORN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	967.45 k	44.00 contracts	0.13	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	962.26 k	952.78 k principal	0.13	Debt	Long	USA
WHEAT FUTURE(CBT) MAR25 PHYSICAL COMMODITY FUTURE.	959.00 k	35.00 contracts	0.13	Commodity derivative	N/A	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A	957.87 k	958.00 k principal	0.13	ABS-mortgage backed security	Long	USA
WELLS FARGO & CO MTN 3.350000% 03/02/2033	952.79 k	1.06 mm principal	0.13	Debt	Long	USA
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	946.50 k	8.00 contracts	0.13	Commodity derivative	N/A	USA
PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 B	946.43 k	949.91 k principal	0.13	ABS-mortgage backed security	Long	USA
SYK Stryker Corporation	945.87 k	2.41 k shares	0.13	Common equity	Long	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	944.72 k	14.00 contracts	0.13	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	940.38 k	14.00 contracts	0.13	Commodity derivative	N/A	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	939.02 k	942.16 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BRENT CRUDE FUTR MAY25 PHYSICAL COMMODITY FUTURE.	924.04 k	13.00 contracts	0.13	Commodity derivative	N/A	UK
OXY Occidental Petroleum Corporation	903.31 k	17.86 k shares	0.12	Common equity	Long	USA
WHEAT FUTURE(CBT) JUL25 PHYSICAL COMMODITY FUTURE.	902.00 k	32.00 contracts	0.12	Commodity derivative	N/A	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025	900.57 k	900.00 k principal	0.12	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	899.93 k	900.00 k principal	0.12	Structured note	Long	USA
BRK: JP MORGAN CHASE BANK NA PAY: 2.401	893.64 k	103.47 mm contracts	0.12	Interest rate derivative	N/A	USA
FANG Diamondback Energy, Inc.	885.64 k	4.99 k shares	0.12	Common equity	Long	USA
LME LEAD FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	883.71 k	17.00 contracts	0.12	Commodity derivative	N/A	UK
BSX Boston Scientific Corporation	872.15 k	9.62 k shares	0.12	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M1	869.29 k	870.91 k principal	0.12	Debt	Long	USA
DLR Digital Realty Trust, Inc.	864.36 k	4.42 k shares	0.12	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1	857.70 k	841.09 k principal	0.12	ABS-mortgage backed security	Long	USA
APIDOS CLO XXXV APID 2021-35A A	855.09 k	853.24 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HSBC HSBC Holdings plc	847.86 k	762.00 k principal	0.12	Debt	Long	UK
DISH DBS CORP 144A 5.250000% 12/01/2026	845.71 k	920.00 k principal	0.12	Debt	Long	USA
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027	841.42 k	831.00 k principal	0.12	Debt	Long	Hungary
VRTX Vertex Pharmaceuticals Incorporated	835.61 k	1.79 k shares	0.11	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2024-HQA2 STACR 2024-HQA2 M1	830.07 k	828.46 k principal	0.11	Debt	Long	USA
TPL Texas Pacific Land Corporation	820.85 k	513.00 shares	0.11	Common equity	Long	USA
HON Honeywell International Inc.	817.35 k	720.00 k principal	0.11	Debt	Long	USA
SOYBEAN MEAL FUTR JAN25 PHYSICAL COMMODITY FUTURE.	817.32 k	28.00 contracts	0.11	Commodity derivative	N/A	USA
ACM AUTO TRUST 2024-2 ACMAT 2024-2A A	815.50 k	812.85 k principal	0.11	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.875000% 05/31/2026	806.88 k	800.00 k principal	0.11	Structured note	Long	USA
LYG Lloyds Banking Group plc	806.28 k	805.00 k principal	0.11	Debt	Long	UK
KMB Kimberly-Clark Corporation	805.44 k	5.78 k shares	0.11	Common equity	Long	USA
Simon Property Group, Inc.	805.27 k	4.39 k shares	0.11	Common equity	Long	USA
US TREASURY N/B 4.375000% 07/15/2027	804.81 k	800.00 k principal	0.11	Structured note	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2024-P3 CRVNA 2024-P3 A2	803.04 k	804.00 k principal	0.11	ABS-mortgage backed security	Long	USA
KVUE Kenvue Inc.	799.05 k	33.18 k shares	0.11	Common equity	Long	USA
GASOLINE RBOB FUT JAN25 PHYSICAL COMMODITY FUTURE.	797.50 k	10.00 contracts	0.11	Commodity derivative	N/A	USA
SOYBEAN FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	796.80 k	16.00 contracts	0.11	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR JUL25 PHYSICAL COMMODITY FUTURE.	792.36 k	31.00 contracts	0.11	Commodity derivative	N/A	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	788.52 k	772.25 k principal	0.11	ABS-mortgage backed security	Long	USA
US TREASURY N/B 3.375000% 09/15/2027	784.50 k	800.00 k principal	0.11	Structured note	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	780.67 k	743.57 k principal	0.11	ABS-mortgage backed security	Long	USA
BMY Bristol-Myers Squibb Company	778.21 k	13.14 k shares	0.11	Common equity	Long	USA
SILVER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	777.70 k	5.00 contracts	0.11	Commodity derivative	N/A	USA
RRX Regal Rexnord Corporation	777.57 k	770.00 k principal	0.11	Debt	Long	USA
LME ZINC FUTURE JUL25 PHYSICAL COMMODITY FUTURE.	773.35 k	10.00 contracts	0.11	Commodity derivative	N/A	UK
EQT EQT Corporation	771.12 k	16.97 k shares	0.11	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1	765.59 k	756.18 k principal	0.10	ABS-mortgage backed security	Long	USA
GILD Gilead Sciences, Inc.	757.30 k	8.18 k shares	0.10	Common equity	Long	USA
HAL Halliburton Company	751.20 k	23.58 k shares	0.10	Common equity	Long	USA
PSA Public Storage	748.31 k	2.15 k shares	0.10	Common equity	Long	USA
SO The Southern Company	743.52 k	8.34 k shares	0.10	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1	737.42 k	719.35 k principal	0.10	ABS-mortgage backed security	Long	USA
SOYBEAN MEAL FUTR JUL25 PHYSICAL COMMODITY FUTURE.	737.04 k	24.00 contracts	0.10	Commodity derivative	N/A	USA
NY HARB ULSD FUT JAN25 PHYSICAL COMMODITY FUTURE.	736.65 k	8.00 contracts	0.10	Commodity derivative	N/A	USA
CRM Salesforce, Inc.	733.24 k	2.22 k shares	0.10	Common equity	Long	USA
GENERAL MOTORS FINANCIAL CO INC 5.750000% 02/08/2031	727.83 k	708.00 k principal	0.10	Debt	Long	USA
LEAN HOGS FUTURE FEB25 PHYSICAL COMMODITY FUTURE.	725.13 k	21.00 contracts	0.10	Commodity derivative	N/A	USA
MDT Medtronic plc	724.86 k	8.38 k shares	0.10	Common equity	Long	USA
BPCE SA 144A 6.508000% 01/18/2035	724.70 k	704.00 k principal	0.10	Debt	Long	France