SIIT MULTI-ASSET REAL RETURN FUND

Fund Profile

Fund profile

Tickers

SEIAX

Fund manager

Sei Institutional Investments Trust

Total assets

$923.07 mm

Liabilities

$175.85 mm

Net assets

$747.22 mm

Number of holdings

1.46 k

Top 200 of 1463 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	180.20 mm	145.73 mm principal	24.12	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	102.74 mm	84.87 mm principal	13.75	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	42.13 mm	36.56 mm principal	5.64	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	14.68 mm	11.58 mm principal	1.96	Debt	Long	USA
XOM Exxon Mobil Corporation	13.53 mm	114.69 k shares	1.81	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 01/31/2025	10.30 mm	10.30 mm principal	1.38	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2024	10.00 mm	10.00 mm principal	1.34	Structured note	Long	USA
TREASURY BILL 0.000000% 11/21/2024	9.40 mm	9.50 mm principal	1.26	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2025	9.19 mm	9.20 mm principal	1.23	Structured note	Long	USA
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	9.01 mm	124.00 contracts	1.21	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 10/17/2024	8.94 mm	9.00 mm principal	1.20	Debt	Long	USA
TREASURY BILL 0.000000% 10/31/2024	8.93 mm	9.00 mm principal	1.19	Debt	Long	USA
TREASURY BILL 0.000000% 11/14/2024	8.91 mm	9.00 mm principal	1.19	Debt	Long	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	8.64 mm	79.00 contracts	1.16	Interest rate derivative	N/A	USA
US TREASURY FRN VARIABLE RATE 01/31/2026	8.30 mm	8.30 mm principal	1.11	Structured note	Long	USA
TREASURY BILL 0.000000% 09/26/2024	7.97 mm	8.00 mm principal	1.07	Debt	Long	USA
TREASURY BILL 0.000000% 10/10/2024	7.96 mm	8.00 mm principal	1.06	Debt	Long	USA
MSFT Microsoft Corporation	7.62 mm	18.28 k shares	1.02	Common equity	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2025	7.59 mm	7.60 mm principal	1.02	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2025	7.50 mm	7.50 mm principal	1.00	Structured note	Long	USA
GOLD 100 OZ FUTR APR25 PHYSICAL COMMODITY FUTURE.	7.45 mm	29.00 contracts	1.00	Commodity derivative	N/A	USA
PG The Procter & Gamble Company	7.36 mm	42.91 k shares	0.99	Common equity	Long	USA
COST Costco Wholesale Corporation	7.21 mm	8.07 k shares	0.96	Common equity	Long	USA
LME PRI ALUM FUTR DEC24 PHYSICAL COMMODITY FUTURE.	6.94 mm	113.00 contracts	0.93	Commodity derivative	N/A	UK
TREASURY BILL 0.000000% 11/07/2024	6.94 mm	7.00 mm principal	0.93	Debt	Long	USA
CVX Chevron Corporation	6.53 mm	44.14 k shares	0.87	Common equity	Long	USA
WMT Walmart Inc.	6.03 mm	78.04 k shares	0.81	Common equity	Long	USA
TREASURY BILL 0.000000% 10/03/2024	5.97 mm	6.00 mm principal	0.80	Debt	Long	USA
LLY Eli Lilly and Company	5.39 mm	5.62 k shares	0.72	Common equity	Long	USA
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE.	5.38 mm	71.00 contracts	0.72	Commodity derivative	N/A	UK
KO The Coca-Cola Company	5.14 mm	70.98 k shares	0.69	Common equity	Long	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	5.10 mm	20.00 contracts	0.68	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	5.06 mm	20.00 contracts	0.68	Commodity derivative	N/A	USA
LME ZINC FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	5.01 mm	69.00 contracts	0.67	Commodity derivative	N/A	UK
COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	4.39 mm	48.00 contracts	0.59	Commodity derivative	N/A	USA
PEP PepsiCo, Inc.	4.34 mm	25.11 k shares	0.58	Common equity	Long	USA
COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	4.32 mm	41.00 contracts	0.58	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 10/24/2024	3.97 mm	4.00 mm principal	0.53	Debt	Long	USA
NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE.	3.92 mm	157.00 contracts	0.52	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE.	3.82 mm	15.00 contracts	0.51	Commodity derivative	N/A	USA
UNH UnitedHealth Group Incorporated	3.58 mm	6.07 k shares	0.48	Common equity	Long	USA
PM Philip Morris International Inc.	3.49 mm	28.28 k shares	0.47	Common equity	Long	USA
LOW SU GASOIL G NOV24 PHYSICAL COMMODITY FUTURE.	3.43 mm	49.00 contracts	0.46	Commodity derivative	N/A	UK
COP ConocoPhillips	3.41 mm	29.94 k shares	0.46	Common equity	Long	USA
SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	2.91 mm	20.00 contracts	0.39	Commodity derivative	N/A	USA
LIVE CATTLE FUTR DEC24 PHYSICAL COMMODITY FUTURE.	2.91 mm	41.00 contracts	0.39	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	2.64 mm	15.93 k shares	0.35	Common equity	Long	USA
VZ Verizon Communications Inc.	2.58 mm	61.82 k shares	0.35	Common equity	Long	USA
META Meta Platforms, Inc.	2.48 mm	4.75 k shares	0.33	Common equity	Long	USA
COPPER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.45 mm	23.00 contracts	0.33	Commodity derivative	N/A	USA
NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE.	2.43 mm	84.00 contracts	0.32	Commodity derivative	N/A	USA
SILVER FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.36 mm	16.00 contracts	0.32	Commodity derivative	N/A	USA
ABBV AbbVie Inc.	2.32 mm	11.80 k shares	0.31	Common equity	Long	USA
BRENT CRUDE FUTR MAY25 PHYSICAL COMMODITY FUTURE.	2.31 mm	31.00 contracts	0.31	Commodity derivative	N/A	UK
SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	2.29 mm	91.00 contracts	0.31	Commodity derivative	N/A	USA
WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.26 mm	32.00 contracts	0.30	Commodity derivative	N/A	USA
LEAN HOGS FUTURE OCT24 PHYSICAL COMMODITY FUTURE.	2.24 mm	68.00 contracts	0.30	Commodity derivative	N/A	USA
T AT&T Inc.	2.12 mm	106.70 k shares	0.28	Common equity	Long	USA
GOOG Alphabet Inc.	2.08 mm	12.72 k shares	0.28	Common equity	Long	USA
CORN FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	2.07 mm	99.00 contracts	0.28	Commodity derivative	N/A	USA
BRK: MORGAN STANLEY PAY: 1.3945%	2.07 mm	17.16 mm contracts	0.28	Interest rate derivative	N/A	USA
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	2.02 mm	8.00 contracts	0.27	Commodity derivative	N/A	USA
LME NICKEL FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	2.02 mm	20.00 contracts	0.27	Commodity derivative	N/A	UK
LEAN HOGS FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	2.01 mm	69.00 contracts	0.27	Commodity derivative	N/A	USA
GASOLINE RBOB FUT NOV24 PHYSICAL COMMODITY FUTURE.	1.98 mm	23.00 contracts	0.27	Commodity derivative	N/A	USA
MRK Merck & Co., Inc.	1.98 mm	16.75 k shares	0.27	Common equity	Long	USA
LIVE CATTLE FUTR OCT24 PHYSICAL COMMODITY FUTURE.	1.93 mm	27.00 contracts	0.26	Commodity derivative	N/A	USA
NFLX Netflix, Inc.	1.90 mm	2.71 k shares	0.25	Common equity	Long	USA
FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025	1.90 mm	1.90 mm principal	0.25	Debt	Long	USA
EOG EOG Resources, Inc.	1.89 mm	14.70 k shares	0.25	Common equity	Long	USA
WHEAT FUTURE(CBT) DEC24 PHYSICAL COMMODITY FUTURE.	1.82 mm	66.00 contracts	0.24	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	1.82 mm	58.00 contracts	0.24	Commodity derivative	N/A	USA
CATTLE FEEDER FUT NOV24 PHYSICAL COMMODITY FUTURE.	1.76 mm	15.00 contracts	0.24	Commodity derivative	N/A	USA
GOOG Alphabet Inc.	1.76 mm	10.67 k shares	0.24	Common equity	Long	USA
FANNIE MAE POOL FN BU1349	1.76 mm	1.96 mm principal	0.24	Debt	Long	USA
MDLZ Mondelez International, Inc.	1.74 mm	24.29 k shares	0.23	Common equity	Long	USA
Prologis, L.P.	1.73 mm	13.54 k shares	0.23	Common equity	Long	USA
COFFEE 'C' FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.72 mm	19.00 contracts	0.23	Commodity derivative	N/A	USA
MO Altria Group, Inc.	1.68 mm	31.17 k shares	0.22	Common equity	Long	USA
LIVE CATTLE FUTR OCT24 PHYSICAL COMMODITY FUTURE.	1.64 mm	23.00 contracts	0.22	Commodity derivative	N/A	USA
SLB Schlumberger Limited	1.61 mm	36.53 k shares	0.22	Common equity	Long	USA
MPC Marathon Petroleum Corporation	1.59 mm	9.00 k shares	0.21	Common equity	Long	USA
CL Colgate-Palmolive Company	1.59 mm	14.96 k shares	0.21	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	1.55 mm	2.52 k shares	0.21	Common equity	Long	USA
SUGAR #11 (WORLD) OCT24 PHYSICAL COMMODITY FUTURE.	1.54 mm	71.00 contracts	0.21	Commodity derivative	N/A	USA
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF	1.53 mm	1.54 mm principal	0.21	ABS-mortgage backed security	Long	USA
AMT American Tower Corporation	1.52 mm	6.80 k shares	0.20	Common equity	Long	USA
LME ZINC FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	1.52 mm	21.00 contracts	0.20	Commodity derivative	N/A	UK
PSX Phillips 66	1.52 mm	10.83 k shares	0.20	Common equity	Long	USA
SOYBEAN FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	1.50 mm	29.00 contracts	0.20	Commodity derivative	N/A	USA
FANNIE MAE 0.500000% 06/17/2025	1.45 mm	1.50 mm principal	0.19	Debt	Long	USA
TMUS T-Mobile US, Inc.	1.45 mm	7.30 k shares	0.19	Common equity	Long	USA
WMB The Williams Companies, Inc.	1.44 mm	31.56 k shares	0.19	Common equity	Long	USA
LME PRI ALUM FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.43 mm	23.00 contracts	0.19	Commodity derivative	N/A	UK
NEE NextEra Energy, Inc.	1.43 mm	17.70 k shares	0.19	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B	1.41 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
TREASURY BILL 0.000000% 09/26/2024	1.40 mm	1.40 mm principal	0.19	Debt	Long	USA
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	1.38 mm	19.00 contracts	0.18	Commodity derivative	N/A	USA
OKE ONEOK, Inc.	1.38 mm	14.92 k shares	0.18	Common equity	Long	USA
MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A B	1.36 mm	1.35 mm principal	0.18	ABS-mortgage backed security	Long	USA
SUGAR #11 (WORLD) OCT24 PHYSICAL COMMODITY FUTURE.	1.32 mm	61.00 contracts	0.18	Commodity derivative	N/A	USA
NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE.	1.32 mm	53.00 contracts	0.18	Commodity derivative	N/A	USA
ABT Abbott Laboratories	1.32 mm	11.62 k shares	0.18	Common equity	Long	USA
TGT Target Corporation	1.29 mm	8.38 k shares	0.17	Common equity	Long	USA
FANNIE MAE 0.625000% 04/22/2025	1.27 mm	1.30 mm principal	0.17	Debt	Long	USA
BRENT CRUDE FUTR NOV24 PHYSICAL COMMODITY FUTURE.	1.23 mm	16.00 contracts	0.16	Commodity derivative	N/A	UK
VLO Valero Energy Corporation	1.22 mm	8.33 k shares	0.16	Common equity	Long	USA
NATURAL GAS FUTR MAY25 PHYSICAL COMMODITY FUTURE.	1.21 mm	43.00 contracts	0.16	Commodity derivative	N/A	USA
US TREASURY N/B 4.375000% 08/15/2026	1.21 mm	1.20 mm principal	0.16	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
AMGN Amgen Inc.	1.20 mm	3.59 k shares	0.16	Common equity	Long	USA
NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE.	1.20 mm	36.00 contracts	0.16	Commodity derivative	N/A	USA
SILVER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.19 mm	8.00 contracts	0.16	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	1.19 mm	54.00 contracts	0.16	Commodity derivative	N/A	USA
DHR Danaher Corporation	1.18 mm	4.38 k shares	0.16	Common equity	Long	USA
COPPER FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.18 mm	11.00 contracts	0.16	Commodity derivative	N/A	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1	1.16 mm	1.13 mm principal	0.16	ABS-mortgage backed security	Long	USA
ISRG Intuitive Surgical, Inc.	1.16 mm	2.35 k shares	0.15	Common equity	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B	1.16 mm	1.15 mm principal	0.15	ABS-mortgage backed security	Long	USA
LIVE CATTLE FUTR APR25 PHYSICAL COMMODITY FUTURE.	1.15 mm	16.00 contracts	0.15	Commodity derivative	N/A	USA
EQIX Equinix, Inc.	1.15 mm	1.38 k shares	0.15	Common equity	Long	USA
WTI CRUDE FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	1.14 mm	16.00 contracts	0.15	Commodity derivative	N/A	USA
PROSUS NV MTN 3.061000% 07/13/2031	1.14 mm	1.33 mm principal	0.15	Debt	Long	China
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE.	1.14 mm	15.00 contracts	0.15	Commodity derivative	N/A	UK
BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE.	1.13 mm	15.00 contracts	0.15	Commodity derivative	N/A	UK
WTI CRUDE FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.12 mm	16.00 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
FREDDIE MAC 5.150000% 01/27/2026	1.10 mm	1.10 mm principal	0.15	Debt	Long	USA
LNG Cheniere Energy, Inc.	1.09 mm	5.87 k shares	0.15	Common equity	Long	USA
PFE Pfizer Inc.	1.09 mm	37.45 k shares	0.15	Common equity	Long	USA
KML Kinder Morgan Canada Ltd	1.08 mm	50.29 k shares	0.15	Common equity	Long	USA
AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A	1.08 mm	1.09 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A	1.06 mm	1.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
WHEAT FUTURE(CBT) MAR25 PHYSICAL COMMODITY FUTURE.	1.06 mm	37.00 contracts	0.14	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	1.06 mm	48.00 contracts	0.14	Commodity derivative	N/A	USA
Walt Disney Co	1.05 mm	11.60 k shares	0.14	Common equity	Long	USA
WELL Welltower Inc.	1.05 mm	8.67 k shares	0.14	Common equity	Long	USA
CORN FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	1.03 mm	48.00 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	1.02 mm	1.00 mm principal	0.14	Structured note	Long	USA
US TREASURY N/B 5.000000% 08/31/2025	1.01 mm	1.00 mm principal	0.13	Structured note	Long	USA
NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027	1.00 mm	1.03 mm principal	0.13	Debt	Long	Japan
HES Hess Corporation	986.58 k	7.15 k shares	0.13	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2	979.69 k	975.86 k principal	0.13	Debt	Long	USA
JPMORGAN CHASE & CO 2.963000% 01/25/2033	976.71 k	1.10 mm principal	0.13	Debt	Long	USA
SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	970.30 k	31.00 contracts	0.13	Commodity derivative	N/A	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2	962.86 k	952.78 k principal	0.13	Debt	Long	USA
WELLS FARGO & CO MTN 3.350000% 03/02/2033	956.46 k	1.06 mm principal	0.13	Debt	Long	USA
CATTLE FEEDER FUT OCT24 PHYSICAL COMMODITY FUTURE.	951.00 k	8.00 contracts	0.13	Commodity derivative	N/A	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1	948.30 k	931.54 k principal	0.13	ABS-mortgage backed security	Long	USA
SOYBEAN MEAL FUTR MAR25 PHYSICAL COMMODITY FUTURE.	947.40 k	30.00 contracts	0.13	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR MAR25 PHYSICAL COMMODITY FUTURE.	936.84 k	37.00 contracts	0.13	Commodity derivative	N/A	USA
OXY Occidental Petroleum Corporation	927.52 k	16.28 k shares	0.12	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M1	915.47 k	920.04 k principal	0.12	Debt	Long	USA
BHI BAKER HUGHES a GE Co LLC	910.59 k	25.89 k shares	0.12	Common equity	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025	900.95 k	900.00 k principal	0.12	Debt	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	898.68 k	900.00 k principal	0.12	Structured note	Long	USA
KMB Kimberly-Clark Corporation	895.59 k	6.19 k shares	0.12	Common equity	Long	USA
FANG Diamondback Energy, Inc.	894.97 k	4.59 k shares	0.12	Common equity	Long	USA
LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	876.75 k	12.00 contracts	0.12	Commodity derivative	N/A	UK
VRTX Vertex Pharmaceuticals Incorporated	876.24 k	1.77 k shares	0.12	Common equity	Long	USA
SYK Stryker Corporation	864.29 k	2.40 k shares	0.12	Common equity	Long	USA
APIDOS CLO XXXV APID 2021-35A A	854.00 k	853.24 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELV Elevance Health Inc.	851.48 k	1.53 k shares	0.11	Common equity	Long	USA
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027	846.44 k	831.00 k principal	0.11	Debt	Long	Hungary
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1	838.81 k	828.12 k principal	0.11	ABS-mortgage backed security	Long	USA
HON Honeywell International Inc.	835.36 k	720.00 k principal	0.11	Debt	Long	USA
LOW SU GASOIL G MAR25 PHYSICAL COMMODITY FUTURE.	833.40 k	12.00 contracts	0.11	Commodity derivative	N/A	UK
TRGP Targa Resources Corp.	822.64 k	5.60 k shares	0.11	Common equity	Long	USA
LEAN HOGS FUTURE OCT24 PHYSICAL COMMODITY FUTURE.	822.25 k	25.00 contracts	0.11	Commodity derivative	N/A	USA
LME NICKEL FUTURE MAR25 PHYSICAL COMMODITY FUTURE.	817.56 k	8.00 contracts	0.11	Commodity derivative	N/A	UK
REGN Regeneron Pharmaceuticals, Inc.	817.44 k	690.00 shares	0.11	Common equity	Long	USA
BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A	812.88 k	796.21 k principal	0.11	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.375000% 07/15/2027	812.31 k	800.00 k principal	0.11	Structured note	Long	USA
US TREASURY N/B 4.875000% 05/31/2026	811.22 k	800.00 k principal	0.11	Structured note	Long	USA
LYG Lloyds Banking Group plc	810.91 k	805.00 k principal	0.11	Debt	Long	UK
COFFEE 'C' FUTURE MAY25 PHYSICAL COMMODITY FUTURE.	809.49 k	9.00 contracts	0.11	Commodity derivative	N/A	USA
LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2	808.05 k	796.26 k principal	0.11	ABS-mortgage backed security	Long	USA
BSX Boston Scientific Corporation	801.62 k	9.80 k shares	0.11	Common equity	Long	USA
SO The Southern Company	801.10 k	9.27 k shares	0.11	Common equity	Long	USA
FEDERAL HOME LOAN BANK VARIABLE RATE 11/25/2024	800.06 k	800.00 k principal	0.11	Debt	Long	USA
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	800.00 k	16.00 contracts	0.11	Commodity derivative	N/A	USA
NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2	792.40 k	774.21 k principal	0.11	ABS-mortgage backed security	Long	USA
MDT Medtronic plc	790.93 k	8.93 k shares	0.11	Common equity	Long	USA
PSA Public Storage	790.90 k	2.30 k shares	0.11	Common equity	Long	USA
DISH DBS CORP 144A 5.250000% 12/01/2026	788.10 k	920.00 k principal	0.11	Debt	Long	USA
SPG Simon Property Group, Inc.	787.88 k	4.71 k shares	0.11	Common equity	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1	781.52 k	765.36 k principal	0.10	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2	781.50 k	743.57 k principal	0.10	ABS-mortgage backed security	Long	USA
RRX Regal Rexnord Corporation	779.55 k	770.00 k principal	0.10	Debt	Long	USA
KVUE Kenvue Inc.	776.90 k	35.39 k shares	0.10	Common equity	Long	USA
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A	770.69 k	762.65 k principal	0.10	Debt	Long	USA
LOW SU GASOIL G NOV24 PHYSICAL COMMODITY FUTURE.	769.18 k	11.00 contracts	0.10	Commodity derivative	N/A	UK
O Realty Income Corporation	763.27 k	12.29 k shares	0.10	Common equity	Long	USA
SOYBEAN FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	762.75 k	15.00 contracts	0.10	Commodity derivative	N/A	USA
DEXT ABS 2023-1 LLC DEXT 2023-1 A2	748.82 k	746.50 k principal	0.10	ABS-mortgage backed security	Long	USA
DUK Duke Energy Corporation	744.44 k	6.53 k shares	0.10	Common equity	Long	USA
C Citigroup Inc.	738.89 k	853.00 k principal	0.10	Debt	Long	USA
GIS General Mills, Inc.	738.01 k	10.21 k shares	0.10	Common equity	Long	USA