SIIT MULTI-ASSET REAL RETURN FUND

Fund Profile

Fund profile

Tickers

SEIAX

Fund manager

Sei Institutional Investments Trust

Total assets

$1.09 bn

Liabilities

$339.33 mm

Net assets

$753.47 mm

Number of holdings

1.58 k

Top 200 of 1577 Holdings

As of Nov 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	91.24 mm	78.79 mm principal	12.11	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024	74.09 mm	61.07 mm principal	9.83	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	71.59 mm	60.79 mm principal	9.50	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024	42.51 mm	38.00 mm principal	5.64	Debt	Long	USA
US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.	29.78 mm	145.00 contracts	3.95	Interest rate derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 04/30/2023	16.71 mm	16.70 mm principal	2.22	Structured note	Long	USA
XOM Exxon Mobil Corp.	13.21 mm	118.63 k shares	1.75	Common equity	Long	USA
TREASURY BILL 0.000000% 12/01/2022	12.00 mm	12.00 mm principal	1.59	Debt	Long	USA
TREASURY BILL 0.000000% 12/28/2022	11.99 mm	12.00 mm principal	1.59	Debt	Long	USA
TREASURY BILL 0.000000% 12/15/2022	11.99 mm	12.00 mm principal	1.59	Debt	Long	USA
GOLD 100 OZ FUTR FEB23 PHYSICAL COMMODITY FUTURE.	11.62 mm	66.00 contracts	1.54	Commodity derivative	N/A	USA
CVX Chevron Corp.	10.16 mm	55.41 k shares	1.35	Common equity	Long	USA
TREASURY BILL 0.000000% 12/22/2022	9.98 mm	10.00 mm principal	1.32	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2023	9.60 mm	9.60 mm principal	1.27	Structured note	Long	USA
PG Procter & Gamble Co.	8.70 mm	58.30 k shares	1.15	Common equity	Long	USA
TREASURY BILL 0.000000% 01/12/2023	8.46 mm	8.50 mm principal	1.12	Debt	Long	USA
NATURAL GAS FUTR JAN23 PHYSICAL COMMODITY FUTURE.	7.76 mm	112.00 contracts	1.03	Commodity derivative	N/A	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 05/08/2023	7.41 mm	7.40 mm principal	0.98	Debt	Long	USA
SOYBEAN FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	6.83 mm	93.00 contracts	0.91	Commodity derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 01/31/2024	6.70 mm	6.70 mm principal	0.89	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2023	6.50 mm	6.50 mm principal	0.86	Structured note	Long	USA
TREASURY BILL 0.000000% 01/19/2023	6.47 mm	6.50 mm principal	0.86	Debt	Long	USA
MSFT Microsoft Corporation	6.39 mm	25.05 k shares	0.85	Common equity	Long	USA
PEP PepsiCo Inc	6.13 mm	33.07 k shares	0.81	Common equity	Long	USA
KO Coca-Cola Co	5.94 mm	93.35 k shares	0.79	Common equity	Long	USA
COST Costco Wholesale Corp	5.77 mm	10.70 k shares	0.77	Common equity	Long	USA
SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.	5.41 mm	246.00 contracts	0.72	Commodity derivative	N/A	USA
CORN FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	5.40 mm	162.00 contracts	0.72	Commodity derivative	N/A	USA
WMT Walmart Inc	5.25 mm	34.44 k shares	0.70	Common equity	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	5.19 mm	5.86 mm principal	0.69	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)	5.09 mm	5.96 mm principal	0.68	Debt	Long	USA
BRENT CRUDE FUTR MAR23 PHYSICAL COMMODITY FUTURE.	4.78 mm	55.00 contracts	0.63	Commodity derivative	N/A	UK
COP Conoco Phillips	4.50 mm	36.41 k shares	0.60	Common equity	Long	USA
UNH Unitedhealth Group Inc	4.12 mm	7.52 k shares	0.55	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2024	3.99 mm	4.00 mm principal	0.53	Structured note	Long	USA
GOLD 100 OZ FUTR JUN23 PHYSICAL COMMODITY FUTURE.	3.94 mm	22.00 contracts	0.52	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	3.81 mm	21.43 k shares	0.51	Common equity	Long	USA
PM Philip Morris International Inc	3.79 mm	38.04 k shares	0.50	Common equity	Long	USA
SILVER FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	3.70 mm	34.00 contracts	0.49	Commodity derivative	N/A	USA
GOOG Alphabet Inc	3.13 mm	31.01 k shares	0.42	Common equity	Long	USA
NY HARB ULSD FUT JAN23 PHYSICAL COMMODITY FUTURE.	3.11 mm	22.00 contracts	0.41	Commodity derivative	N/A	USA
NATURAL GAS FUTR JUL23 PHYSICAL COMMODITY FUTURE.	3.09 mm	58.00 contracts	0.41	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAR23 PHYSICAL COMMODITY FUTURE.	3.03 mm	49.00 contracts	0.40	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAR23 PHYSICAL COMMODITY FUTURE.	2.97 mm	48.00 contracts	0.39	Commodity derivative	N/A	USA
GOOG Alphabet Inc	2.83 mm	27.88 k shares	0.38	Common equity	Long	USA
VZ Verizon Communications Inc	2.82 mm	72.27 k shares	0.37	Common equity	Long	USA
LME ZINC FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	2.73 mm	36.00 contracts	0.36	Commodity derivative	N/A	UK
NATURAL GAS FUTR JAN23 PHYSICAL COMMODITY FUTURE.	2.70 mm	39.00 contracts	0.36	Commodity derivative	N/A	USA
LME PRI ALUM FUTR MAR23 PHYSICAL COMMODITY FUTURE.	2.67 mm	43.00 contracts	0.35	Commodity derivative	N/A	UK
LLY Lilly(Eli) & Co	2.60 mm	7.00 k shares	0.34	Common equity	Long	USA
BRK: MORGAN STANLEY PAY: 1.6165%	2.57 mm	17.16 mm contracts	0.34	Interest rate derivative	N/A	XX
ABBV Abbvie Inc	2.57 mm	15.92 k shares	0.34	Common equity	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 04/10/2023	2.50 mm	2.50 mm principal	0.33	Debt	Long	USA
T AT&T, Inc.	2.37 mm	122.86 k shares	0.31	Common equity	Long	USA
EOG EOG Resources, Inc.	2.32 mm	16.36 k shares	0.31	Common equity	Long	USA
MDLZ Mondelez International Inc.	2.31 mm	34.20 k shares	0.31	Common equity	Long	USA
PFE Pfizer Inc.	2.28 mm	45.41 k shares	0.30	Common equity	Long	USA
LME NICKEL FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	2.27 mm	14.00 contracts	0.30	Commodity derivative	N/A	UK
MRK Merck & Co Inc	2.24 mm	20.37 k shares	0.30	Common equity	Long	USA
CORN FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	2.18 mm	66.00 contracts	0.29	Commodity derivative	N/A	USA
WTI CRUDE FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	2.16 mm	27.00 contracts	0.29	Commodity derivative	N/A	USA
Prologis, L.P.	2.10 mm	17.83 k shares	0.28	Common equity	Long	USA
BRK: MORGAN STANLEY PAY: 0.5575	2.08 mm	15.05 mm contracts	0.28	Interest rate derivative	N/A	XX
NATURAL GAS FUTR MAY23 PHYSICAL COMMODITY FUTURE.	2.07 mm	40.00 contracts	0.28	Commodity derivative	N/A	USA
SLB SLB	2.07 mm	40.17 k shares	0.27	Common equity	Long	USA
MO Altria Group Inc.	2.01 mm	43.13 k shares	0.27	Common equity	Long	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/06/2023	2.00 mm	2.00 mm principal	0.27	Debt	Long	USA
GOLD 100 OZ FUTR AUG23 PHYSICAL COMMODITY FUTURE.	1.99 mm	11.00 contracts	0.26	Commodity derivative	N/A	USA
BRENT CRUDE FUTR JUL23 PHYSICAL COMMODITY FUTURE.	1.97 mm	23.00 contracts	0.26	Commodity derivative	N/A	UK
FANNIE MAE POOL FN BU1349	1.97 mm	2.21 mm principal	0.26	Debt	Long	USA
GOLD 100 OZ FUTR APR23 PHYSICAL COMMODITY FUTURE.	1.95 mm	11.00 contracts	0.26	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR FEB23 PHYSICAL COMMODITY FUTURE.	1.94 mm	11.00 contracts	0.26	Commodity derivative	N/A	USA
AMT American Tower Corp.	1.92 mm	8.66 k shares	0.25	Common equity	Long	USA
PLATINUM FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	1.82 mm	35.00 contracts	0.24	Commodity derivative	N/A	USA
NEE NextEra Energy Inc	1.79 mm	21.17 k shares	0.24	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	1.79 mm	3.20 k shares	0.24	Common equity	Long	USA
FANNIE MAE 0.250000% 07/10/2023	1.75 mm	1.80 mm principal	0.23	Debt	Long	USA
MPC Marathon Petroleum Corp	1.75 mm	14.37 k shares	0.23	Common equity	Long	USA
WTI CRUDE FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	1.69 mm	21.00 contracts	0.22	Commodity derivative	N/A	USA
LIVE CATTLE FUTR FEB23 PHYSICAL COMMODITY FUTURE.	1.68 mm	27.00 contracts	0.22	Commodity derivative	N/A	USA
SILVER FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	1.66 mm	15.00 contracts	0.22	Commodity derivative	N/A	USA
Walt Disney Co	1.64 mm	16.77 k shares	0.22	Common equity	Long	USA
CORN FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	1.63 mm	49.00 contracts	0.22	Commodity derivative	N/A	USA
PXD Pioneer Natural Resources Co.	1.62 mm	6.86 k shares	0.21	Common equity	Long	USA
OXY Occidental Petroleum Corp.	1.61 mm	23.23 k shares	0.21	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2024	1.60 mm	1.60 mm principal	0.21	Structured note	Long	USA
LME ZINC FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	1.60 mm	21.00 contracts	0.21	Commodity derivative	N/A	UK
LOW SU GASOIL G JAN23 PHYSICAL COMMODITY FUTURE.	1.59 mm	17.00 contracts	0.21	Commodity derivative	N/A	UK
LOW SU GASOIL G JAN23 PHYSICAL COMMODITY FUTURE.	1.59 mm	17.00 contracts	0.21	Commodity derivative	N/A	UK
COPPER FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	1.59 mm	17.00 contracts	0.21	Commodity derivative	N/A	USA
BRENT CRUDE FUTR MAR23 PHYSICAL COMMODITY FUTURE.	1.57 mm	18.00 contracts	0.21	Commodity derivative	N/A	UK
CL Colgate-Palmolive Co.	1.56 mm	20.19 k shares	0.21	Common equity	Long	USA
SOYBEAN FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	1.56 mm	21.00 contracts	0.21	Commodity derivative	N/A	USA
PSX Phillips 66	1.55 mm	14.27 k shares	0.21	Common equity	Long	USA
TMUS T-Mobile US Inc	1.54 mm	10.15 k shares	0.20	Common equity	Long	USA
ABT Abbott Laboratories	1.53 mm	14.25 k shares	0.20	Common equity	Long	USA
VLO Valero Energy Corp.	1.51 mm	11.31 k shares	0.20	Common equity	Long	USA
META Meta Platforms Inc	1.49 mm	12.61 k shares	0.20	Common equity	Long	USA
DHR Danaher Corp.	1.47 mm	5.39 k shares	0.20	Common equity	Long	USA
FANNIE MAE 0.250000% 05/22/2023	1.47 mm	1.50 mm principal	0.19	Debt	Long	USA
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF	1.44 mm	1.54 mm principal	0.19	ABS-mortgage backed security	Long	USA
COTTON NO.2 FUTR MAR23 PHYSICAL COMMODITY FUTURE.	1.44 mm	34.00 contracts	0.19	Commodity derivative	N/A	USA
COCOA FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	1.40 mm	56.00 contracts	0.19	Commodity derivative	N/A	USA
BMY Bristol-Myers Squibb Co.	1.38 mm	17.17 k shares	0.18	Common equity	Long	USA
EL Estee Lauder Cos., Inc.	1.37 mm	5.83 k shares	0.18	Common equity	Long	USA
FANNIE MAE 0.500000% 06/17/2025	1.37 mm	1.50 mm principal	0.18	Debt	Long	USA
ADM Archer Daniels Midland Co.	1.32 mm	13.55 k shares	0.18	Common equity	Long	USA
COTTON NO.2 FUTR MAR23 PHYSICAL COMMODITY FUTURE.	1.31 mm	31.00 contracts	0.17	Commodity derivative	N/A	USA
AMGN AMGEN Inc.	1.29 mm	4.49 k shares	0.17	Common equity	Long	USA
FREDDIE MAC 0.375000% 07/21/2025	1.27 mm	1.40 mm principal	0.17	Debt	Long	USA
SOYBEAN OIL FUTR MAR23 PHYSICAL COMMODITY FUTURE.	1.27 mm	30.00 contracts	0.17	Commodity derivative	N/A	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	1.26 mm	1.32 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KC HRW WHEAT FUT MAR23 PHYSICAL COMMODITY FUTURE.	1.26 mm	28.00 contracts	0.17	Commodity derivative	N/A	USA
DVN Devon Energy Corp.	1.25 mm	18.30 k shares	0.17	Common equity	Long	USA
WMB Williams Cos Inc	1.24 mm	35.87 k shares	0.17	Common equity	Long	USA
LNG Cheniere Energy Inc.	1.24 mm	7.10 k shares	0.17	Common equity	Long	USA
EQIX Equinix Inc	1.24 mm	1.79 k shares	0.16	Common equity	Long	USA
GIS General Mills, Inc.	1.21 mm	14.24 k shares	0.16	Common equity	Long	USA
NFLX Netflix Inc.	1.21 mm	3.97 k shares	0.16	Common equity	Long	USA
FANNIE MAE 0.625000% 04/22/2025	1.19 mm	1.30 mm principal	0.16	Debt	Long	USA
HES Hess Corporation	1.17 mm	8.13 k shares	0.16	Common equity	Long	USA
CCI Crown Castle Inc	1.16 mm	8.18 k shares	0.15	Common equity	Long	USA
V Visa Inc	1.14 mm	5.27 k shares	0.15	Common equity	Long	USA
KML Kinder Morgan Canada Ltd	1.12 mm	58.73 k shares	0.15	Common equity	Long	USA
LIVE CATTLE FUTR JUN23 PHYSICAL COMMODITY FUTURE.	1.12 mm	18.00 contracts	0.15	Commodity derivative	N/A	USA
KMB Kimberly-Clark Corp.	1.10 mm	8.14 k shares	0.15	Common equity	Long	USA
SYY Sysco Corp.	1.09 mm	12.59 k shares	0.14	Common equity	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-2A A	1.08 mm	1.10 mm principal	0.14	ABS-mortgage backed security	Long	USA
CVS CVS Health Corp	1.07 mm	10.52 k shares	0.14	Common equity	Long	USA
CORN FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	1.06 mm	32.00 contracts	0.14	Commodity derivative	N/A	USA
BAT CAPITAL CORP 2.259000% 03/25/2028	1.06 mm	1.27 mm principal	0.14	Debt	Long	UK
WTI CRUDE FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	1.05 mm	13.00 contracts	0.14	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	1.05 mm	13.00 contracts	0.14	Commodity derivative	N/A	USA
WTI CRUDE FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	1.05 mm	13.00 contracts	0.14	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) JUL23 PHYSICAL COMMODITY FUTURE.	1.04 mm	52.00 contracts	0.14	Commodity derivative	N/A	USA
ELV Elevance Health Inc	1.03 mm	1.94 k shares	0.14	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A	1.03 mm	1.03 mm principal	0.14	Debt	Long	USA
BALLYROCK CLO 16 LTD BALLY 2021-16A A1	1.03 mm	1.05 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DFS Discover Financial Services	1.02 mm	1.05 mm principal	0.14	Debt	Long	USA
BFLD TRUST BFLD 2021-FPM A	1.02 mm	1.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
SOYBEAN OIL FUTR JUL23 PHYSICAL COMMODITY FUTURE.	1.01 mm	25.00 contracts	0.13	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) JUL23 PHYSICAL COMMODITY FUTURE.	1.01 mm	25.00 contracts	0.13	Commodity derivative	N/A	USA
MA Mastercard Incorporated	1.00 mm	2.82 k shares	0.13	Common equity	Long	USA
OKE Oneok Inc.	1.00 mm	15.00 k shares	0.13	Common equity	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-1A A	987.47 k	1.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
LME NICKEL FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	980.96 k	6.00 contracts	0.13	Commodity derivative	N/A	UK
HAL Halliburton Co.	969.95 k	25.60 k shares	0.13	Common equity	Long	USA
MAGNETITE XXVI LTD MAGNE 2020-26A A1R	955.69 k	984.65 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BRENT CRUDE FUTR MAY23 PHYSICAL COMMODITY FUTURE.	952.38 k	11.00 contracts	0.13	Commodity derivative	N/A	UK
SOYBEAN MEAL FUTR JUL23 PHYSICAL COMMODITY FUTURE.	947.37 k	23.00 contracts	0.13	Commodity derivative	N/A	USA
STZ Constellation Brands Inc	942.42 k	3.66 k shares	0.13	Common equity	Long	USA
LME PRI ALUM FUTR JUL23 PHYSICAL COMMODITY FUTURE.	941.06 k	15.00 contracts	0.12	Commodity derivative	N/A	UK
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2	937.85 k	1.01 mm principal	0.12	ABS-mortgage backed security	Long	USA
COPPER FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	934.50 k	10.00 contracts	0.12	Commodity derivative	N/A	USA
BRENT CRUDE FUTR SEP23 PHYSICAL COMMODITY FUTURE.	933.46 k	11.00 contracts	0.12	Commodity derivative	N/A	UK
NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027	931.61 k	1.03 mm principal	0.12	Debt	Long	Japan
MNST Monster Beverage Corp.	930.57 k	9.05 k shares	0.12	Common equity	Long	USA
ROST Ross Stores, Inc.	928.98 k	946.00 k principal	0.12	Debt	Long	USA
BANK OF AMERICA CORP 1.734000% 07/22/2027	913.90 k	1.04 mm principal	0.12	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	912.50 k	975.86 k principal	0.12	Debt	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	883.70 k	952.78 k principal	0.12	Debt	Long	USA
PSA Public Storage	874.21 k	2.93 k shares	0.12	Common equity	Long	USA
GILD Gilead Sciences, Inc.	874.08 k	9.95 k shares	0.12	Common equity	Long	USA
WB Weibo Corp	869.67 k	1.18 mm principal	0.12	Debt	Long	China
SOYBEAN OIL FUTR JAN23 PHYSICAL COMMODITY FUTURE.	862.56 k	20.00 contracts	0.11	Commodity derivative	N/A	USA
BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2022-1 A	849.54 k	880.00 k principal	0.11	ABS-mortgage backed security	Long	USA
MDT Medtronic Plc	843.04 k	10.67 k shares	0.11	Common equity	Long	USA
LOW SU GASOIL G JUL23 PHYSICAL COMMODITY FUTURE.	843.00 k	10.00 contracts	0.11	Commodity derivative	N/A	UK
COPPER FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	840.60 k	9.00 contracts	0.11	Commodity derivative	N/A	USA
COPPER FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	840.60 k	9.00 contracts	0.11	Commodity derivative	N/A	USA
HSY Hershey Company	839.79 k	3.57 k shares	0.11	Common equity	Long	USA
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A	838.49 k	855.88 k principal	0.11	ABS-mortgage backed security	Long	USA
SOYBEAN MEAL FUTR MAR23 PHYSICAL COMMODITY FUTURE.	832.00 k	20.00 contracts	0.11	Commodity derivative	N/A	USA
CLR Continental Resources Inc (OKLA)	830.07 k	960.00 k principal	0.11	Debt	Long	USA
DCO Ducommun Inc.	828.12 k	8.29 k shares	0.11	Common equity	Long	USA
ISRG Intuitive Surgical Inc	824.69 k	3.05 k shares	0.11	Common equity	Long	USA
AGL CLO 12 LTD AGL 2021-12A A1	815.90 k	836.91 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOYBEAN FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	815.51 k	11.00 contracts	0.11	Commodity derivative	N/A	USA
SOYBEAN FUTURE MAR23 PHYSICAL COMMODITY FUTURE.	811.53 k	11.00 contracts	0.11	Commodity derivative	N/A	USA
ALFA SAB DE CV 144A 5.250000% 03/25/2024	810.79 k	814.00 k principal	0.11	Debt	Long	Mexico
BHI BAKER HUGHES a GE Co LLC	803.42 k	27.69 k shares	0.11	Common equity	Long	USA
GASOLINE RBOB FUT JAN23 PHYSICAL COMMODITY FUTURE.	801.26 k	8.00 contracts	0.11	Commodity derivative	N/A	USA
KDP Keurig Dr Pepper Inc	795.06 k	20.56 k shares	0.11	Common equity	Long	USA
KR Kroger Co.	793.53 k	16.13 k shares	0.11	Common equity	Long	USA
DISH DBS CORP 144A 5.250000% 12/01/2026	789.82 k	920.00 k principal	0.10	Debt	Long	USA
Cigna Holding Co	778.15 k	2.37 k shares	0.10	Common equity	Long	USA
GS MORTGAGE SECURITIES TRUST 2013-G1 GSMS 2013-G1 A2	775.82 k	781.89 k principal	0.10	ABS-mortgage backed security	Long	USA
SILVER FUTURE MAY23 PHYSICAL COMMODITY FUTURE.	767.59 k	7.00 contracts	0.10	Commodity derivative	N/A	USA
HON Honeywell International Inc	761.39 k	720.00 k principal	0.10	Debt	Long	USA
LME ZINC FUTURE JUL23 PHYSICAL COMMODITY FUTURE.	754.00 k	10.00 contracts	0.10	Commodity derivative	N/A	UK
WBA Walgreens Boots Alliance Inc	751.40 k	18.11 k shares	0.10	Common equity	Long	USA
NY HARB ULSD FUT JUL23 PHYSICAL COMMODITY FUTURE.	749.73 k	6.00 contracts	0.10	Commodity derivative	N/A	USA
HFX 2017-1A A3 SERIES CLASS	745.04 k	800.00 k principal	0.10	ABS-mortgage backed security	Long	USA
C Citigroup Inc	744.91 k	759.00 k principal	0.10	Debt	Long	USA
BANK OF AMERICA CORP MTN 4.376000% 04/27/2028	742.18 k	773.00 k principal	0.10	Debt	Long	USA
AIB GROUP PLC 144A 7.583000% 10/14/2026	732.41 k	722.00 k principal	0.10	Debt	Long	Ireland
MO Altria Group Inc.	730.25 k	850.00 k principal	0.10	Debt	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	730.16 k	743.57 k principal	0.10	ABS-mortgage backed security	Long	USA
BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051	728.14 k	1.07 mm principal	0.10	Debt	Long	USA
SPG Simon Property Group, Inc.	726.91 k	6.09 k shares	0.10	Common equity	Long	USA