SIIT MULTI-ASSET REAL RETURN FUND

Fund Profile

Fund profile

Tickers

SEIAX

Fund manager

Sei Institutional Investments Trust

Total assets

$799.35 mm

Liabilities

$18.97 mm

Net assets

$780.37 mm

Number of holdings

1.19 k

Top 200 of 1187 Holdings

As of Nov 2025

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	116.73 mm	95.04 mm principal	14.96	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	70.19 mm	53.43 mm principal	8.99	Debt	Long	USA
US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.	67.46 mm	323.00 contracts	8.64	Interest rate derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	30.84 mm	25.64 mm principal	3.95	Debt	Long	USA
TSY INFL IX N/B 1.625000% 04/15/2030	28.03 mm	27.15 mm principal	3.59	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	22.04 mm	17.18 mm principal	2.82	Debt	Long	USA
TREASURY BILL 0.000000% 01/20/2026	21.38 mm	21.49 mm principal	2.74	Debt	Long	USA
GOLD 100 OZ FUTR FEB26 PHYSICAL COMMODITY FUTURE.	18.30 mm	43.00 contracts	2.34	Commodity derivative	N/A	USA
XOM Exxon Mobil Corporation	16.50 mm	142.38 k shares	2.11	Common equity	Long	USA
TREASURY BILL 0.000000% 12/26/2025	15.96 mm	16.01 mm principal	2.05	Debt	Long	USA
US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.	15.92 mm	145.00 contracts	2.04	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 12/30/2025	13.09 mm	13.14 mm principal	1.68	Debt	Long	USA
LME COPPER FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	10.63 mm	38.00 contracts	1.36	Commodity derivative	N/A	UK
TREASURY BILL 0.000000% 12/23/2025	10.41 mm	10.44 mm principal	1.33	Debt	Long	USA
TREASURY BILL 0.000000% 01/06/2026	9.91 mm	9.95 mm principal	1.27	Debt	Long	USA
CVX Chevron Corporation	9.70 mm	64.17 k shares	1.24	Common equity	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	9.13 mm	7.59 mm principal	1.17	Debt	Long	USA
GOLD 100 OZ FUTR JUN26 PHYSICAL COMMODITY FUTURE.	9.06 mm	21.00 contracts	1.16	Commodity derivative	N/A	USA
WMT Walmart Inc.	8.99 mm	81.34 k shares	1.15	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	8.50 mm	8.50 mm principal	1.09	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2026	8.30 mm	8.30 mm principal	1.06	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2027	8.10 mm	8.10 mm principal	1.04	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2026	7.60 mm	7.60 mm principal	0.97	Structured note	Long	USA
COST Costco Wholesale Corporation	7.58 mm	8.30 k shares	0.97	Common equity	Long	USA
SOYBEAN FUTURE MAY26 PHYSICAL COMMODITY FUTURE.	7.22 mm	125.00 contracts	0.93	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	6.96 mm	6.28 mm principal	0.89	Debt	Long	USA
GOLD 100 OZ FUTR APR26 PHYSICAL COMMODITY FUTURE.	6.86 mm	16.00 contracts	0.88	Commodity derivative	N/A	USA
NATURAL GAS FUTR FEB26 PHYSICAL COMMODITY FUTURE.	6.45 mm	146.00 contracts	0.83	Commodity derivative	N/A	USA
PG The Procter & Gamble Company	6.42 mm	43.31 k shares	0.82	Common equity	Long	USA
LLY Eli Lilly and Company	5.93 mm	5.52 k shares	0.76	Common equity	Long	USA
SILVER FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	5.43 mm	19.00 contracts	0.70	Commodity derivative	N/A	USA
KO The Coca-Cola Company	5.26 mm	71.90 k shares	0.67	Common equity	Long	USA
MSFT Microsoft Corporation	5.15 mm	10.47 k shares	0.66	Common equity	Long	USA
PM Philip Morris International Inc.	4.59 mm	29.12 k shares	0.59	Common equity	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	4.58 mm	4.24 mm principal	0.59	Debt	Long	USA
BRENT CRUDE FUTR MAR26 PHYSICAL COMMODITY FUTURE.	4.34 mm	70.00 contracts	0.56	Commodity derivative	N/A	UK
SOYBEAN FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	4.18 mm	73.00 contracts	0.54	Commodity derivative	N/A	USA
SOYBEAN FUTURE JAN26 PHYSICAL COMMODITY FUTURE.	4.15 mm	73.00 contracts	0.53	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 10/31/2027	3.90 mm	3.90 mm principal	0.50	Structured note	Long	USA
COP ConocoPhillips	3.83 mm	43.16 k shares	0.49	Common equity	Long	USA
PEP PepsiCo, Inc.	3.82 mm	25.68 k shares	0.49	Common equity	Long	USA
LIVE CATTLE FUTR FEB26 PHYSICAL COMMODITY FUTURE.	3.66 mm	42.00 contracts	0.47	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 04/30/2027	3.50 mm	3.50 mm principal	0.45	Structured note	Long	USA
JNJ Johnson & Johnson	3.47 mm	16.75 k shares	0.44	Common equity	Long	USA
SUGAR #11 (WORLD) MAR26 PHYSICAL COMMODITY FUTURE.	3.24 mm	190.00 contracts	0.41	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR JUL26 PHYSICAL COMMODITY FUTURE.	3.21 mm	101.00 contracts	0.41	Commodity derivative	N/A	USA
LOW SU GASOIL G MAR26 PHYSICAL COMMODITY FUTURE.	3.13 mm	48.00 contracts	0.40	Commodity derivative	N/A	UK
REF: USCPI INDEX BRK: JP MORGAN	3.08 mm	82.15 mm contracts	0.39	Interest rate derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 07/31/2026	3.00 mm	3.00 mm principal	0.38	Structured note	Long	USA
NY HARB ULSD FUT MAR26 PHYSICAL COMMODITY FUTURE.	3.00 mm	32.00 contracts	0.38	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAR26 PHYSICAL COMMODITY FUTURE.	2.98 mm	78.00 contracts	0.38	Commodity derivative	N/A	USA
ABBV AbbVie Inc.	2.95 mm	12.95 k shares	0.38	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2027	2.90 mm	2.90 mm principal	0.37	Structured note	Long	USA
COPPER FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	2.77 mm	21.00 contracts	0.35	Commodity derivative	N/A	USA
LME PRI ALUM FUTR MAR26 PHYSICAL COMMODITY FUTURE.	2.73 mm	38.00 contracts	0.35	Commodity derivative	N/A	UK
NATURAL GAS FUTR DEC26 PHYSICAL COMMODITY FUTURE.	2.71 mm	57.00 contracts	0.35	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR JAN26 PHYSICAL COMMODITY FUTURE.	2.69 mm	86.00 contracts	0.34	Commodity derivative	N/A	USA
WMB The Williams Companies, Inc.	2.52 mm	41.38 k shares	0.32	Common equity	Long	USA
T AT&T Inc.	2.41 mm	92.78 k shares	0.31	Common equity	Long	USA
COTTON NO.2 FUTR MAR26 PHYSICAL COMMODITY FUTURE.	2.33 mm	72.00 contracts	0.30	Commodity derivative	N/A	USA
VZ Verizon Communications Inc.	2.26 mm	54.97 k shares	0.29	Common equity	Long	USA
LOW SU GASOIL G JAN26 PHYSICAL COMMODITY FUTURE.	2.14 mm	32.00 contracts	0.27	Commodity derivative	N/A	UK
UNH UnitedHealth Group Incorporated	2.14 mm	6.49 k shares	0.27	Common equity	Long	USA
SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FUTURE.	2.10 mm	127.00 contracts	0.27	Commodity derivative	N/A	USA
MPC Marathon Petroleum Corporation	2.05 mm	10.60 k shares	0.26	Common equity	Long	USA
WELL Welltower Inc.	2.04 mm	9.78 k shares	0.26	Common equity	Long	USA
NY HARB ULSD FUT JAN26 PHYSICAL COMMODITY FUTURE.	2.03 mm	21.00 contracts	0.26	Commodity derivative	N/A	USA
EOG EOG Resources, Inc.	1.99 mm	18.47 k shares	0.26	Common equity	Long	USA
LME ZINC FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	1.99 mm	26.00 contracts	0.25	Commodity derivative	N/A	UK
GASOLINE RBOB FUT FEB26 PHYSICAL COMMODITY FUTURE.	1.99 mm	26.00 contracts	0.25	Commodity derivative	N/A	USA
PSX Phillips 66	1.93 mm	14.12 k shares	0.25	Common equity	Long	USA
WTI CRUDE FUTURE MAY26 PHYSICAL COMMODITY FUTURE.	1.91 mm	33.00 contracts	0.25	Commodity derivative	N/A	USA
LOW SU GASOIL G MAY26 PHYSICAL COMMODITY FUTURE.	1.91 mm	30.00 contracts	0.24	Commodity derivative	N/A	UK
SLB SLB N.V.	1.90 mm	52.49 k shares	0.24	Common equity	Long	USA
VLO Valero Energy Corporation	1.89 mm	10.70 k shares	0.24	Common equity	Long	USA
SPROTT PHYSICAL URANIUM TR MUTUAL FUND	1.86 mm	103.50 k shares	0.24	Common equity	Long	Canada
MRK Merck & Co., Inc.	1.85 mm	17.70 k shares	0.24	Common equity	Long	USA
MO Altria Group, Inc.	1.84 mm	31.21 k shares	0.24	Common equity	Long	USA
KMI Kinder Morgan, Inc.	1.82 mm	66.78 k shares	0.23	Common equity	Long	USA
MILL WHEAT EURO MAR26 PHYSICAL COMMODITY FUTURE.	1.81 mm	166.00 contracts	0.23	Commodity derivative	N/A	France
GOOG Alphabet Inc.	1.81 mm	5.64 k shares	0.23	Common equity	Long	USA
PLD Prologis, Inc.	1.77 mm	13.74 k shares	0.23	Common equity	Long	USA
BHI BAKER HUGHES a GE Co LLC	1.73 mm	34.47 k shares	0.22	Common equity	Long	USA
COFFEE 'C' FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	1.72 mm	12.00 contracts	0.22	Commodity derivative	N/A	USA
LIVE CATTLE FUTR JUN26 PHYSICAL COMMODITY FUTURE.	1.72 mm	20.00 contracts	0.22	Commodity derivative	N/A	USA
REF: SOFRRATE INDEX BRK: MORGAN STANLEY	1.66 mm	17.16 mm contracts	0.21	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 12/26/2025	1.60 mm	1.60 mm principal	0.20	Debt	Long	USA
CATTLE FEEDER FUT MAR26 PHYSICAL COMMODITY FUTURE.	1.59 mm	10.00 contracts	0.20	Commodity derivative	N/A	USA
CCA VINTAGE 2026 DEC26 PHYSICAL COMMODITY FUTURE.	1.58 mm	51.00 contracts	0.20	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE JUL26 PHYSICAL COMMODITY FUTURE.	1.57 mm	12.00 contracts	0.20	Commodity derivative	N/A	USA
ABBOTT LABORATORIES COMMON STOCK	1.57 mm	12.20 k shares	0.20	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	1.57 mm	2.66 k shares	0.20	Common equity	Long	USA
LNG Cheniere Energy, Inc.	1.57 mm	7.52 k shares	0.20	Common equity	Long	USA
OKE ONEOK, Inc.	1.56 mm	21.49 k shares	0.20	Common equity	Long	USA
BRENT CRUDE FUTR JUN26 PHYSICAL COMMODITY FUTURE.	1.54 mm	25.00 contracts	0.20	Commodity derivative	N/A	UK
US TREASURY N/B 4.250000% 12/31/2026	1.51 mm	1.50 mm principal	0.19	Structured note	Long	USA
FREDDIE MAC VARIABLE RATE 10/06/2027	1.50 mm	1.50 mm principal	0.19	Debt	Long	USA
SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FUTURE.	1.50 mm	91.00 contracts	0.19	Commodity derivative	N/A	USA
FEDERAL HOME LOAN BANK 3.500000% 09/09/2027	1.50 mm	1.50 mm principal	0.19	Debt	Long	USA
US TREASURY N/B 3.500000% 10/31/2027	1.50 mm	1.50 mm principal	0.19	Structured note	Long	USA
GOOG Alphabet Inc.	1.47 mm	4.60 k shares	0.19	Common equity	Long	USA
ISRG Intuitive Surgical, Inc.	1.46 mm	2.54 k shares	0.19	Common equity	Long	USA
US TREASURY N/B 4.250000% 02/15/2028	1.42 mm	1.40 mm principal	0.18	Structured note	Long	USA
META Meta Platforms, Inc.	1.42 mm	2.19 k shares	0.18	Common equity	Long	USA
LOW SU GASOIL G APR26 PHYSICAL COMMODITY FUTURE.	1.41 mm	22.00 contracts	0.18	Commodity derivative	N/A	UK
FREDDIE MAC VARIABLE RATE 05/23/2028	1.40 mm	1.40 mm principal	0.18	Debt	Long	USA
MDLZ Mondelez International, Inc.	1.40 mm	24.31 k shares	0.18	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B	1.39 mm	1.33 mm principal	0.18	Debt	Long	USA
AMGEN INC COMMON STOCK	1.31 mm	3.79 k shares	0.17	Common equity	Long	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 08/01/2028	1.30 mm	1.30 mm principal	0.17	Debt	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 07/14/2028	1.30 mm	1.30 mm principal	0.17	Debt	Long	USA
TREASURY BILL 0.000000% 01/13/2026	1.29 mm	1.30 mm principal	0.17	Debt	Long	USA
EQT EQT Corporation	1.28 mm	21.11 k shares	0.16	Common equity	Long	USA
WTI CRUDE FUTURE APR26 PHYSICAL COMMODITY FUTURE.	1.28 mm	22.00 contracts	0.16	Commodity derivative	N/A	USA
T-MOBILE US INC COMMON STOCK	1.27 mm	6.08 k shares	0.16	Common equity	Long	USA
NGLS TRI Resources Inc.	1.27 mm	7.25 k shares	0.16	Common equity	Long	USA
NEE NextEra Energy, Inc.	1.26 mm	14.59 k shares	0.16	Common equity	Long	USA
AMT American Tower Corporation	1.24 mm	6.86 k shares	0.16	Common equity	Long	USA
LME LEAD FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	1.24 mm	25.00 contracts	0.16	Commodity derivative	N/A	UK
GASOLINE RBOB FUT JAN26 PHYSICAL COMMODITY FUTURE.	1.22 mm	16.00 contracts	0.16	Commodity derivative	N/A	USA
US TREASURY N/B 4.375000% 08/15/2026	1.21 mm	1.20 mm principal	0.15	Structured note	Long	USA
SOYBEAN MEAL FUTR MAR26 PHYSICAL COMMODITY FUTURE.	1.20 mm	37.00 contracts	0.15	Commodity derivative	N/A	USA
CL Colgate-Palmolive Company	1.19 mm	14.78 k shares	0.15	Common equity	Long	USA
COPPER FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	1.19 mm	9.00 contracts	0.15	Commodity derivative	N/A	USA
BRENT CRUDE FUTR MAY26 PHYSICAL COMMODITY FUTURE.	1.17 mm	19.00 contracts	0.15	Commodity derivative	N/A	UK
SOYBEAN MEAL FUTR JAN26 PHYSICAL COMMODITY FUTURE.	1.15 mm	36.00 contracts	0.15	Commodity derivative	N/A	USA
GILD Gilead Sciences, Inc.	1.10 mm	8.74 k shares	0.14	Common equity	Long	USA
TREASURY BILL 0.000000% 12/09/2025	1.10 mm	1.10 mm principal	0.14	Debt	Long	USA
EQIX Equinix, Inc.	1.08 mm	1.43 k shares	0.14	Common equity	Long	USA
BSX Boston Scientific Corporation	1.06 mm	10.39 k shares	0.14	Common equity	Long	USA
DHR Danaher Corporation	1.05 mm	4.63 k shares	0.13	Common equity	Long	USA
PFE Pfizer Inc.	1.03 mm	39.95 k shares	0.13	Common equity	Long	USA
OXY Occidental Petroleum Corporation	1.02 mm	24.25 k shares	0.13	Common equity	Long	USA
NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027	1.01 mm	1.03 mm principal	0.13	Debt	Long	Japan
LG ENERGY SOLUTION LTD 144A 5.375000% 04/02/2030	1.01 mm	979.00 k principal	0.13	Debt	Long	Korea, Republic of
FANG Diamondback Energy, Inc.	1.01 mm	6.61 k shares	0.13	Common equity	Long	USA
TREASURY BILL 0.000000% 12/30/2025	996.88 k	1.00 mm principal	0.13	Debt	Long	USA
MNST Monster Beverage Corporation	967.45 k	12.90 k shares	0.12	Common equity	Long	USA
LIVE CATTLE FUTR APR26 PHYSICAL COMMODITY FUTURE.	966.02 k	11.00 contracts	0.12	Commodity derivative	N/A	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A	964.73 k	958.00 k principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	958.67 k	952.78 k principal	0.12	Debt	Long	USA
MDT Medtronic plc	946.60 k	8.99 k shares	0.12	Common equity	Long	USA
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-4 RPM 2025-4A A2	934.53 k	930.39 k principal	0.12	ABS-mortgage backed security	Long	USA
SYK Stryker Corporation	915.33 k	2.47 k shares	0.12	Common equity	Long	USA
EXE Expand Energy Corporation	908.50 k	7.45 k shares	0.12	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2025-DNA3 STACR 2025-DNA3 A1	891.69 k	891.34 k principal	0.11	Debt	Long	USA
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 09/16/2030	890.94 k	868.00 k principal	0.11	Debt	Long	Romania
Simon Property Group, Inc.	885.95 k	4.76 k shares	0.11	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1	881.65 k	864.46 k principal	0.11	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	871.87 k	762.00 k principal	0.11	Debt	Long	UK
LME PRI ALUM FUTR MAR26 PHYSICAL COMMODITY FUTURE.	862.23 k	12.00 contracts	0.11	Commodity derivative	N/A	UK
APIDOS CLO XXXV APID 2021-35A A	854.19 k	853.24 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CONNECTICUT AVENUE SECURITIES TRUST 2025-R05 CAS 2025-R05 2M1	845.93 k	846.00 k principal	0.11	ABS-mortgage backed security	Long	USA
CEG Constellation Energy Corporation	828.19 k	2.27 k shares	0.11	Common equity	Long	USA
KC HRW WHEAT FUT MAR26 PHYSICAL COMMODITY FUTURE.	817.63 k	31.00 contracts	0.10	Commodity derivative	N/A	USA
NY HARB ULSD FUT MAY26 PHYSICAL COMMODITY FUTURE.	815.84 k	9.00 contracts	0.10	Commodity derivative	N/A	USA
US TREASURY N/B 4.375000% 07/15/2027	810.44 k	800.00 k principal	0.10	Structured note	Long	USA
US TREASURY N/B 4.875000% 05/31/2026	804.20 k	800.00 k principal	0.10	Structured note	Long	USA
US TREASURY N/B 3.875000% 05/31/2027	803.69 k	800.00 k principal	0.10	Structured note	Long	USA
VRTX Vertex Pharmaceuticals Incorporated	803.48 k	1.85 k shares	0.10	Common equity	Long	USA
LME NICKEL FUTURE MAR26 PHYSICAL COMMODITY FUTURE.	802.52 k	9.00 contracts	0.10	Commodity derivative	N/A	UK
FREDDIE MAC VARIABLE RATE 10/16/2026	800.44 k	800.00 k principal	0.10	Debt	Long	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/03/2027	799.96 k	800.00 k principal	0.10	Debt	Long	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 02/11/2028	799.85 k	800.00 k principal	0.10	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	799.85 k	796.81 k principal	0.10	Debt	Long	USA
US TREASURY N/B 3.375000% 09/15/2027	797.91 k	800.00 k principal	0.10	Structured note	Long	USA
DLR Digital Realty Trust, Inc.	795.96 k	4.97 k shares	0.10	Common equity	Long	USA
HAL Halliburton Company	793.73 k	30.27 k shares	0.10	Common equity	Long	USA
AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A2	787.34 k	785.64 k principal	0.10	ABS-mortgage backed security	Long	USA
MCKESSON CORP COMMON STOCK	782.43 k	888.00 shares	0.10	Common equity	Long	USA
ORCL Oracle Corporation	778.03 k	794.00 k principal	0.10	Debt	Long	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	774.78 k	764.39 k principal	0.10	ABS-mortgage backed security	Long	USA
RRX Regal Rexnord Corporation	771.78 k	770.00 k principal	0.10	Debt	Long	USA
KR The Kroger Co.	769.28 k	11.43 k shares	0.10	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	765.78 k	743.57 k principal	0.10	ABS-mortgage backed security	Long	USA
FIGRE TRUST 2025-HE8 FIGRE 2025-HE8 A	765.35 k	763.79 k principal	0.10	ABS-mortgage backed security	Long	USA
TARGET CORP COMMON STOCK	765.10 k	8.44 k shares	0.10	Common equity	Long	USA
DVN Devon Energy Corporation	764.18 k	20.62 k shares	0.10	Common equity	Long	USA
O Realty Income Corporation	755.84 k	13.12 k shares	0.10	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	755.22 k	15.35 k shares	0.10	Common equity	Long	USA
BPCE SA 144A 6.508000% 01/18/2035	753.09 k	704.00 k principal	0.10	Debt	Long	France
REF: SOFRRATE INDEX BRK: MORGAN STANLEY	743.35 k	15.05 mm contracts	0.10	Interest rate derivative	N/A	USA
BRENT CRUDE FUTR APR26 PHYSICAL COMMODITY FUTURE.	740.76 k	12.00 contracts	0.09	Commodity derivative	N/A	UK
NY HARB ULSD FUT APR26 PHYSICAL COMMODITY FUTURE.	735.20 k	8.00 contracts	0.09	Commodity derivative	N/A	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2025-A A	731.59 k	724.00 k principal	0.09	ABS-mortgage backed security	Long	USA
DIAMOND ISSUER SHINE 2021-1A A	729.97 k	767.64 k principal	0.09	ABS-mortgage backed security	Long	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	721.59 k	721.27 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AXP American Express Company	717.06 k	708.00 k principal	0.09	Debt	Long	USA
CBRE CBRE Group, Inc.	714.48 k	4.42 k shares	0.09	Common equity	Long	USA
US TREASURY N/B 4.250000% 01/15/2028	710.58 k	700.00 k principal	0.09	Structured note	Long	USA
KDP Keurig Dr Pepper Inc.	706.43 k	25.32 k shares	0.09	Common equity	Long	USA
KINGS PARK CLO LTD KINGP 2021-1A A	705.41 k	705.58 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 3.750000% 05/15/2028	704.27 k	700.00 k principal	0.09	Structured note	Long	USA
CTRA Coterra Energy Inc.	702.72 k	26.18 k shares	0.09	Common equity	Long	USA
LIVE CATTLE FUTR APR26 PHYSICAL COMMODITY FUTURE.	702.56 k	8.00 contracts	0.09	Commodity derivative	N/A	USA
FANNIE MAE VARIABLE RATE 11/05/2027	701.84 k	700.00 k principal	0.09	Debt	Long	USA
CVS CVS Health Corporation	701.54 k	8.73 k shares	0.09	Common equity	Long	USA
US TREASURY N/B 4.000000% 02/15/2026	700.26 k	700.00 k principal	0.09	Structured note	Long	USA
BRENT CRUDE FUTR DEC27 PHYSICAL COMMODITY FUTURE.	690.47 k	11.00 contracts	0.09	Commodity derivative	N/A	UK
SYY Sysco Corporation	686.56 k	9.01 k shares	0.09	Common equity	Long	USA