# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002860
**Filing Date:** 2025-11
**Character Count:** 107650
**Document Hash:** aafd0771ce0775ca25d1d65879c3457a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002860.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002860

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533182

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT TAX-MANAGED LARGE CAP FUND (Series ID: S000006676)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018201 | CLASS F      | TMLCX           |
| C000147392 | Class Y      | STLYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SIMT Tax-Managed Large Cap Fund

- **b. EDGAR series identifier (if any):** S000006676

- **c. LEI of Series:** HVOIYDF2QGEPX6OCCC52

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4337587338.38

**Total Liabilities:** $3194315.88

**Net Assets:** $4334393022.50

**Cash Not Reported:** $121866.10

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147392 | 2.57%                | 2.86%                | 1.63%                |
| Class ID C000018201 | 2.55%                | 2.86%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $60592008.56             | $40573080.25                               |
| Month 2  | $82073689.95             | $34096922.69                               |
| Month 3  | $9069253.29              | $58514446.84                               |

### Schedule of Portfolio Investments

| Name                                                  | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |     21754 | NS      | $1754460.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                  | STEEL DYNAMICS INC COMMON STOCK                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     28213 | NS      | $3933738.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                          | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |    127956 | NS      | $13187145.36  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                     | MASCO CORP COMMON STOCK                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               |  | US        |     67843 | NS      | $4775468.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                           | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    651543 | NS      | $16601315.64  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                    | GOODYEAR TIRE & RUBBER CO COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |    406438 | NS      | $3040156.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                 | GENUINE PARTS CO COMMON STOCK                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     79642 | NS      | $11038381.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                               | MICRON TECHNOLOGY INC COMMON STOCK             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |    155731 | NS      | $26056910.92  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                  | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     12923 | NS      | $9983534.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                             | LENNOX INTERNATIONAL INC COMMON STOCK          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               |  | US        |     11692 | NS      | $6189277.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                           | RESMED INC COMMON STOCK                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |     32086 | NS      | $8782900.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                       | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK        | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |     92615 | NS      | $8533546.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                | WASTE MANAGEMENT INC COMMON STOCK              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     18232 | NS      | $4026172.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                              | ILLINOIS TOOL WORKS COMMON STOCK               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |     47481 | NS      | $12381145.56  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                          | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |    179078 | NS      | $27515334.70  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                        | UNITED AIRLINES HOLDINGS INC COMMON STOCK      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     56891 | NS      | $5489981.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                            | PRUDENTIAL FINANCIAL INC COMMON STOCK          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |     17700 | NS      | $1836198.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                  | CONAGRA BRANDS INC COMMON STOCK                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |    271748 | NS      | $4975705.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                               | DUPONT DE NEMOURS INC COMMON STOCK             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               |  | US        |      8453 | NS      | $658488.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC.                                         | UBIQUITI INC COMMON STOCK                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               |  | US        |       625 | NS      | $412862.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                     | FEDEX CORP COMMON STOCK                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |     20626 | NS      | $4863817.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                              | IDEXX LABORATORIES INC COMMON STOCK            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |     12340 | NS      | $7883902.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                               | BRANDYWINE REALTY TRUST REIT                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     24300 | NS      | $101331.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                         | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |     17073 | NS      | $4818854.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                        | CME GROUP INC COMMON STOCK                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |     77815 | NS      | $21024834.85  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                        | TEXAS INSTRUMENTS INC COMMON STOCK             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |     34041 | NS      | $6254352.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                | DXC TECHNOLOGY CO COMMON STOCK                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |    281532 | NS      | $3837281.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                     | DR HORTON INC COMMON STOCK                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |     16198 | NS      | $2745075.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                               | WALT DISNEY CO/THE COMMON STOCK                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     72877 | NS      | $8344416.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                 | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    186105 | NS      | $20657655.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                 | BOOKING HOLDINGS INC COMMON STOCK              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |      2537 | NS      | $13697947.99  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                    | RYDER SYSTEM INC COMMON STOCK                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     34205 | NS      | $6452431.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                             | GRACO INC COMMON STOCK                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |    127368 | NS      | $10821185.28  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                              | SKYWORKS SOLUTIONS INC COMMON STOCK            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |    136789 | NS      | $10530017.22  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                 | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     36074 | NS      | $5662175.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                 | DELTA AIR LINES INC COMMON STOCK               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |    128832 | NS      | $7311216.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                          | TRANSDIGM GROUP INC COMMON STOCK               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               |  | US        |     23155 | NS      | $30518753.10  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                              | MOTOROLA SOLUTIONS INC COMMON STOCK            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     34182 | NS      | $15631086.78  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                           | TWILIO INC - A COMMON STOCK                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               |  | US        |     29785 | NS      | $2981180.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                   | CHEVRON CORP COMMON STOCK                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |    178499 | NS      | $27719109.71  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                        | SBA COMMUNICATIONS CORP REIT                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     18373 | NS      | $3552419.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                          | CUMMINS INC COMMON STOCK                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      8214 | NS      | $3469347.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                      | CBRE GROUP INC - A COMMON STOCK                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |     41173 | NS      | $6487217.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                         | FACTSET RESEARCH SYSTEMS INC COMMON STOCK      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      9356 | NS      | $2680400.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                     | ROSS STORES INC COMMON STOCK                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     42237 | NS      | $6436496.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                | THE CAMPBELL'S COMPANY COMMON STOCK            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |     57140 | NS      | $1804481.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                      | MEDTRONIC PLC COMMON STOCK                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |    125809 | NS      | $11982049.16  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                               | ABERCROMBIE & FITCH CO-CL A COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |     17572 | NS      | $1503284.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                         | RALLIANT CORP COMMON STOCK                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               |  | US        |     22551 | NS      | $986155.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                  | ELECTRONIC ARTS INC COMMON STOCK               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     97546 | NS      | $19675028.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                             | FLEX LTD COMMON STOCK                          | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               |  | US        |    275488 | NS      | $15970039.36  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | INTERCONTINENTAL EXCHANGE IN COMMON STOCK      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     50750 | NS      | $8550360.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                            | GENMAB A/S -SP ADR DEPOSITARY RECEIPT          | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               |  | US        |     50811 | NS      | $1558373.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                  | AMPHENOL CORP-CL A COMMON STOCK                | CUSIP: N/A<br>LEI: 549300D3L3G0R4U4VT04       | Long             | EC               |  | US        |    209248 | NS      | $25894440.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                       | THE CIGNA GROUP COMMON STOCK                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     27340 | NS      | $7880755.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     32137 | NS      | $3924249.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                           | NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT   | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               |  | US        |     32225 | NS      | $4132534.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                        | AMERICAN FINANCIAL GROUP INC COMMON STOCK      | CUSIP: N/A<br>LEI: 549300AFOM7IVKIU1G39       | Long             | EC               |  | US        |     11100 | NS      | $1617492.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                           | PHINIA INC COMMON STOCK                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |     14745 | NS      | $847542.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                         | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |    323269 | NS      | $9765956.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                    | NVIDIA CORP COMMON STOCK                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |    713654 | NS      | $133153563.30 | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                         | CORTEVA INC COMMON STOCK                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |     64004 | NS      | $4328590.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                            | TEGNA INC COMMON STOCK                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |    541330 | NS      | $11005238.90  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                     | CROWN CASTLE INC REIT                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     34157 | NS      | $3295808.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                         | PEPSICO INC COMMON STOCK                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |    208587 | NS      | $29293958.28  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                    | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     69027 | NS      | $8648392.83   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                               | KB HOME COMMON STOCK                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |      4076 | NS      | $259396.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                      | MARSH & MCLENNAN COS COMMON STOCK              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     26931 | NS      | $5427404.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                       | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     48098 | NS      | $623831.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                  | VOYA FINANCIAL INC COMMON STOCK                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     24909 | NS      | $1863193.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                          | LINDE PLC COMMON STOCK                         | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |    113175 | NS      | $53758125.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               |  | US        |      6160 | NS      | $178085.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                      | AGCO CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: LYOM0B2GCF1JWXK5ZG04       | Long             | EC               |  | US        |     65438 | NS      | $7006446.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                          | DOXIMITY INC-CLASS A COMMON STOCK              | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |     34600 | NS      | $2530990.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY | JOHNSON CONTROLS INTERNATION COMMON STOCK      | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |    134509 | NS      | $14789264.55  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                       | UGI CORP COMMON STOCK                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |    192190 | NS      | $6392239.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                               | HP INC COMMON STOCK                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    364323 | NS      | $9920515.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    202252 | NS      | $15247778.28  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY COMMON STOCK                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |    247935 | NS      | $39411747.60  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                 | STARBUCKS CORP COMMON STOCK                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     68046 | NS      | $5756691.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                              | DARDEN RESTAURANTS INC COMMON STOCK            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               |  | US        |      3127 | NS      | $595255.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                              | MAGNA INTERNATIONAL INC COMMON STOCK           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               |  | US        |     76294 | NS      | $3614809.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                  | DOMINO'S PIZZA INC COMMON STOCK                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |     22294 | NS      | $9624542.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                            | CARRIER GLOBAL CORP COMMON STOCK               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |    357041 | NS      | $21315347.70  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY              | EATON CORP PLC COMMON STOCK                    | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |     27035 | NS      | $10117848.75  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY           | JAZZ PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     15524 | NS      | $2046063.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                             | FIRST HORIZON CORP COMMON STOCK                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |     36043 | NS      | $814932.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                          | Vistra Corp. COMMON STOCK                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |     53702 | NS      | $10521295.84  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                        | AUTOZONE INC COMMON STOCK                      | CUSIP: N/A<br>LEI: GA3JGKJ41LJKXDN23E90       | Long             | EC               |  | US        |     10322 | NS      | $44283857.28  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                              | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      8085 | NS      | $817474.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                               | REPUBLIC SERVICES INC COMMON STOCK             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     25679 | NS      | $5892816.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                            | ADOBE INC COMMON STOCK                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |    127506 | NS      | $44977741.50  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                         | JACK HENRY & ASSOCIATES INC COMMON STOCK       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |      9480 | NS      | $1411856.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                           | ICON PLC COMMON STOCK                          | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               |  | US        |     16184 | NS      | $2832200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                               | ARROW ELECTRONICS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |     86957 | NS      | $10521797.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                             | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    507809 | NS      | $4057393.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                              | INTUITIVE SURGICAL INC COMMON STOCK            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |     20368 | NS      | $9109180.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                    | TARGET CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 8WDDFXB5T1Z6J0XC1L66       | Long             | EC               |  | US        |     53833 | NS      | $4828820.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |    183298 | NS      | $29730935.60  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                               | HF SINCLAIR CORP COMMON STOCK                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |     40846 | NS      | $2137879.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | TRAVELERS COS INC/THE COMMON STOCK             | CUSIP: N/A<br>LEI: 549300Y650407RU8B149       | Long             | EC               |  | US        |     68288 | NS      | $19067375.36  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                   | WW GRAINGER INC COMMON STOCK                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |     19207 | NS      | $18303502.72  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                           | LOCKHEED MARTIN CORP COMMON STOCK              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     15688 | NS      | $7831606.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                            | OTIS WORLDWIDE CORP COMMON STOCK               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |    169779 | NS      | $15522893.97  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                           | L3HARRIS TECHNOLOGIES INC COMMON STOCK         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               |  | US        |     25220 | NS      | $7702440.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                          | UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT  | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               |  | US        |    166210 | NS      | $9852928.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                | DELL TECHNOLOGIES -C COMMON STOCK              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |      8137 | NS      | $1153582.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                           | ZOETIS INC COMMON STOCK                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     33352 | NS      | $4880064.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                     | HEICO CORP COMMON STOCK                        | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               |  | US        |     17061 | NS      | $5507632.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                   | HALLIBURTON CO COMMON STOCK                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |    506523 | NS      | $12460465.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                          | WARNER BROS DISCOVERY INC COMMON STOCK         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |     14202 | NS      | $277365.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                   | MOODY'S CORP COMMON STOCK                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |    143750 | NS      | $68494000.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                        | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |    438964 | NS      | $18129213.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                   | ENTERGY CORP COMMON STOCK                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     22430 | NS      | $2090251.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                         | REGIONS FINANCIAL CORP COMMON STOCK            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |    307300 | NS      | $8103501.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                               | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |    112652 | NS      | $12701513.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     55864 | NS      | $3974164.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                              | ADT INC COMMON STOCK                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |   1091732 | NS      | $9508985.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                              | EASTMAN CHEMICAL CO COMMON STOCK               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |     31433 | NS      | $1981850.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                         | NETFLIX INC COMMON STOCK                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |      3407 | NS      | $4084720.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                           | PHILLIPS 66 COMMON STOCK                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     95701 | NS      | $13017250.02  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                    | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     31882 | NS      | $2703912.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                            | NIKE INC -CL B COMMON STOCK                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |    349664 | NS      | $24382070.72  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                   | VERTEX PHARMACEUTICALS INC COMMON STOCK        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2576 | NS      | $1008864.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                            | KIMBERLY-CLARK CORP COMMON STOCK               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     45914 | NS      | $5708946.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                       | S&P GLOBAL INC COMMON STOCK                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |     10324 | NS      | $5024794.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                    | BEST BUY CO INC COMMON STOCK                   | CUSIP: N/A<br>LEI: HL5XPTVRV0O8TUN5LL90       | Long             | EC               |  | US        |     66137 | NS      | $5001279.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                       | BORGWARNER INC COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |     89239 | NS      | $3922946.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                             | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |    182933 | NS      | $62449667.54  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                | SAP SE-SPONSORED ADR DEPOSITARY RECEIPT        | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               |  | US        |     43881 | NS      | $11725442.01  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                   | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    526954 | NS      | $36054192.68  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                              | GUIDEWIRE SOFTWARE INC COMMON STOCK            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |      1001 | NS      | $230089.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                            | AMERIPRISE FINANCIAL INC COMMON STOCK          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |     13265 | NS      | $6516431.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     63310 | NS      | $3428869.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                 | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     62422 | NS      | $10221602.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                    | TIMKEN CO COMMON STOCK                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |    103633 | NS      | $7791128.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION            | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      8912 | NS      | $597727.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                  | GLOBAL PAYMENTS INC COMMON STOCK               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     22153 | NS      | $1840471.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                     | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    478053 | NS      | $40122988.29  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                      | PULTEGROUP INC COMMON STOCK                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     70134 | NS      | $9266805.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                | VERISK ANALYTICS INC COMMON STOCK              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |     30651 | NS      | $7709033.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                         | GOLDMAN SACHS GROUP INC COMMON STOCK           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |     21644 | NS      | $17236199.40  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                                   | OSHKOSH CORP COMMON STOCK                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |     23711 | NS      | $3075316.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                          | VIATRIS INC COMMON STOCK                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    270899 | NS      | $2681900.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                               | TJX COMPANIES INC COMMON STOCK                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |    374562 | NS      | $54139191.48  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                        | WELLTOWER INC REIT                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     48149 | NS      | $8577262.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | NORTHROP GRUMMAN CORP COMMON STOCK             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |     12855 | NS      | $7832808.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                      | SALESFORCE INC COMMON STOCK                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |     39968 | NS      | $9472416.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                 | LEIDOS HOLDINGS INC COMMON STOCK               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |     10742 | NS      | $2029808.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORPORATION                                   | VERALTO CORP COMMON STOCK                      | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               |  | US        |    258377 | NS      | $27545571.97  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                           | HEALTHPEAK PROPERTIES INC REIT                 | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |    140540 | NS      | $2691341.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                     | MATCH GROUP INC COMMON STOCK                   | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |    260059 | NS      | $9185283.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                         | EQUINIX INC REIT                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1986 | NS      | $1555514.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                           | INTUIT INC COMMON STOCK                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |     42513 | NS      | $29032552.83  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                  | HOME DEPOT INC COMMON STOCK                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |     27536 | NS      | $11157311.84  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                 | WHIRLPOOL CORP COMMON STOCK                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     47271 | NS      | $3715500.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                          | ON SEMICONDUCTOR COMMON STOCK                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |     22165 | NS      | $1092956.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                    | CANADIAN NATURAL RESOURCES COMMON STOCK        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | US        |    215221 | NS      | $6878463.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                       | GENPACT LTD COMMON STOCK                       | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |    175566 | NS      | $7354459.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | ROYALTY PHARMA PLC- CL A COMMON STOCK          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |    192222 | NS      | $6781592.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION            | ZIONS BANCORP NA COMMON STOCK                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |      6284 | NS      | $355548.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                      | CATERPILLAR INC COMMON STOCK                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |     25261 | NS      | $12053286.15  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                            | APPLE INC COMMON STOCK                         | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               |  | US        |    623002 | NS      | $158634999.30 | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                         | BROADCOM INC COMMON STOCK                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |    203916 | NS      | $67273836.17  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                  | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |    130686 | NS      | $95973184.68  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                     | METTLER-TOLEDO INTERNATIONAL COMMON STOCK      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |     35039 | NS      | $43014226.79  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                        | CITIGROUP INC COMMON STOCK                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |    394108 | NS      | $40001962.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                    | FORD MOTOR CO COMMON STOCK                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     46816 | NS      | $559919.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                             | MSCI INC COMMON STOCK                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |     21417 | NS      | $12152219.97  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                          | CHARTER COMMUNICATIONS INC-A COMMON STOCK      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               |  | US        |     12696 | NS      | $3492733.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                              | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     55616 | NS      | $17974535.04  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | WELLS FARGO & CO COMMON STOCK                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     92870 | NS      | $7784363.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                          | GRAND CANYON EDUCATION INC COMMON STOCK        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |     36645 | NS      | $8044310.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                    | ORACLE CORP COMMON STOCK                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |    255380 | NS      | $71823071.20  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | GARMIN LTD COMMON STOCK                        | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               |  | US        |      2526 | NS      | $621951.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                | MCDONALD'S CORP COMMON STOCK                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |       777 | NS      | $236122.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                             | VALERO ENERGY CORP COMMON STOCK                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |     36915 | NS      | $6285147.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                         | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    460476 | NS      | $111941715.60 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV S.A.                                            | AMBEV SA-ADR DEPOSITARY RECEIPT                | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               |  | US        |    317343 | NS      | $707674.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                  | HCA HEALTHCARE INC COMMON STOCK                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |     28264 | NS      | $12046116.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                       | UNITED THERAPEUTICS CORP COMMON STOCK          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |     22931 | NS      | $9612904.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                | SOUTHWEST AIRLINES CO COMMON STOCK             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |     86460 | NS      | $2758938.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                | GENERAL MOTORS CO COMMON STOCK                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |    277722 | NS      | $16932710.34  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                         | BECTON DICKINSON AND CO COMMON STOCK           | CUSIP: N/A<br>LEI: ICE2EP6D98PQUILVRZ91       | Long             | EC               |  | US        |     60525 | NS      | $11328464.25  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                     | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |    462414 | NS      | $85740803.88  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                       | ARCHER-DANIELS-MIDLAND CO COMMON STOCK         | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |     50878 | NS      | $3039451.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                             | Nexstar Media Group Inc COMMON STOCK           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     29809 | NS      | $5894431.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                        | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    403798 | NS      | $27220023.18  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                   | INSULET CORP COMMON STOCK                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               |  | US        |     17512 | NS      | $5406479.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC.                                        | KKR & CO INC COMMON STOCK                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               |  | US        |     19666 | NS      | $2555596.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                              | MASTERCARD INC - A COMMON STOCK                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |    117450 | NS      | $66806734.50  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                   | HERSHEY CO/THE COMMON STOCK                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     26426 | NS      | $4942983.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                    | HARTFORD INSURANCE GROUP INC/THE COMMON STOCK  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     66936 | NS      | $8928593.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                            | CONSTELLATION BRANDS INC-A COMMON STOCK        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |     10975 | NS      | $1478003.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                               | CACI INTERNATIONAL INC -CL A COMMON STOCK      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      6503 | NS      | $3243566.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                   | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    363342 | NS      | $11416205.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                          | NETAPP INC COMMON STOCK                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |    120224 | NS      | $14241735.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                       | FMC CORP COMMON STOCK                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |    165123 | NS      | $5553086.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                         | CENCORA INC COMMON STOCK                       | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |     67469 | NS      | $21086086.57  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP COMMON STOCK      | CUSIP: N/A<br>LEI: WFLLPEPC7FZXENRZV188       | Long             | EC               |  | US        |     61039 | NS      | $6650809.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                           | PROGRESSIVE CORP COMMON STOCK                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |      4956 | NS      | $1223884.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                  | NEXTERA ENERGY INC COMMON STOCK                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |    123716 | NS      | $9339320.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                            | SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT        | CUSIP: 826197501<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               |  | US        |    106282 | NS      | $14349132.82  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                | FAIR ISAAC CORP COMMON STOCK                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |        85 | NS      | $127205.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | MONDELEZ INTERNATIONAL INC-A COMMON STOCK      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     24475 | NS      | $1528953.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                            | AMERICAN TOWER CORP REIT                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |    101757 | NS      | $19569906.24  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P MID 400 EMINI DEC25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $4272060.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                 | ARISTA NETWORKS INC COMMON STOCK               | CUSIP: N/A<br>LEI: 635400H1WKBLOQERUU95       | Long             | EC               |  | US        |    184244 | NS      | $26846193.24  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORP COMMON STOCK              | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EC               |  | US        |   1094336 | NS      | $56456794.24  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS, INC.                       | LINCOLN ELECTRIC HOLDINGS COMMON STOCK         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               |  | US        |      7644 | NS      | $1802684.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                    | HEWLETT PACKARD ENTERPRISE COMMON STOCK        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    294388 | NS      | $7230169.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                     | YUM! BRANDS INC COMMON STOCK                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |     49680 | NS      | $7551360.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                            | JABIL INC COMMON STOCK                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     64981 | NS      | $14111923.77  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK                 | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |    437797 | NS      | $4750097.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                        | VERISIGN INC COMMON STOCK                      | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |     91002 | NS      | $25441429.14  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                    | EXELON CORP COMMON STOCK                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |    132096 | NS      | $5945640.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                          | COSTCO WHOLESALE CORP COMMON STOCK             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      9292 | NS      | $8600953.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                        | DOCUSIGN INC COMMON STOCK                      | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |     22956 | NS      | $1654898.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                      | AMAZON.COM INC COMMON STOCK                    | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |    294960 | NS      | $64764367.20  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                 | HARLEY-DAVIDSON INC COMMON STOCK               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     88020 | NS      | $2455758.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |     54460 | NS      | $2489911.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                       | UNITEDHEALTH GROUP INC COMMON STOCK            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     95255 | NS      | $32891551.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                          | SHERWIN-WILLIAMS CO/THE COMMON STOCK           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     67820 | NS      | $23483353.20  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                            | PACCAR INC COMMON STOCK                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     59000 | NS      | $5800880.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                  | CROWN HOLDINGS INC COMMON STOCK                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |     21015 | NS      | $2029838.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                  | ANALOG DEVICES INC COMMON STOCK                | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Long             | EC               |  | US        |     82993 | NS      | $20391380.10  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                             | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |   1675226 | NS      | $47308382.24  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                      | EDWARDS LIFESCIENCES CORP COMMON STOCK         | CUSIP: N/A<br>LEI: YA13X31F3V31L8TMPR58       | Long             | EC               |  | US        |     61914 | NS      | $4815051.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                             | TYSON FOODS INC-CL A COMMON STOCK              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |    253116 | NS      | $13744198.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                | FEDERATED HERMES INC COMMON STOCK              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     97347 | NS      | $5055229.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'REILLY AUTOMOTIVE INC COMMON STOCK           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |     28590 | NS      | $3082287.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                   | EXPEDIA GROUP INC COMMON STOCK                 | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |     10879 | NS      | $2325386.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                              | ALLSTATE CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |     49660 | NS      | $10659519.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                    | AFLAC INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300N0B7DOGLXWPP39       | Long             | EC               |  | US        |    120574 | NS      | $13468115.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                   | SYLVAMO CORP COMMON STOCK                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     23571 | NS      | $1042309.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                              | DEVON ENERGY CORP COMMON STOCK                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |    357504 | NS      | $12534090.24  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        57 | NC      | $19205437.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE.                                       | PUBLIC STORAGE REIT                            | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      4106 | NS      | $1186018.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                             | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |    265176 | NS      | $24117757.20  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                   | FORTIVE CORP COMMON STOCK                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |     67655 | NS      | $3314418.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                   | CENTENE CORP COMMON STOCK                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     13811 | NS      | $492776.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                       | DEERE & CO COMMON STOCK                        | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |     14637 | NS      | $6692914.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                      | VF CORP COMMON STOCK                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |    325921 | NS      | $4703040.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                           | HUMANA INC COMMON STOCK                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |     11818 | NS      | $3074689.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                           | ECOLAB INC COMMON STOCK                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |     28841 | NS      | $7898396.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                | AMKOR TECHNOLOGY INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |    134560 | NS      | $3821504.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                    | OMNICOM GROUP COMMON STOCK                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     82708 | NS      | $6743183.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORPORATION                                       | RTX CORPORATION COMMON STOCK                   | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | EC               |  | US        |    247761 | NS      | $41457848.13  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                | LOWE'S COS INC COMMON STOCK                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |    167550 | NS      | $42106990.50  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                               | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |     91279 | NS      | $45889604.46  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                  | CELANESE CORP COMMON STOCK                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |     35034 | NS      | $1474230.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                  | SCORPIO TANKERS INC COMMON STOCK               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     73109 | NS      | $4097759.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION           | INTL BUSINESS MACHINES CORP COMMON STOCK       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      6932 | NS      | $1955933.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                | TRANE TECHNOLOGIES PLC COMMON STOCK            | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |     32752 | NS      | $13820033.92  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                      | OMEGA HEALTHCARE INVESTORS REIT                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     48451 | NS      | $2045601.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                         | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    441960 | NS      | $107639358.00 | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                          | MONSTER BEVERAGE CORP COMMON STOCK             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |     85008 | NS      | $5721888.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                 | QUALCOMM INC COMMON STOCK                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     86724 | NS      | $14427404.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION        | SCIENCE APPLICATIONS INTE COMMON STOCK         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     10835 | NS      | $1076673.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDU-CL A COMMON STOCK          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     74826 | NS      | $3669467.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                     | H&R BLOCK INC COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |    368294 | NS      | $18624627.58  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                    | VERTIV HOLDINGS CO-A COMMON STOCK              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               |  | US        |     29354 | NS      | $4428344.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                              | GE AEROSPACE COMMON STOCK                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |     39239 | NS      | $11803875.98  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                           | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     97068 | NS      | $4266138.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                       | CARLISLE COS INC COMMON STOCK                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      6137 | NS      | $2018827.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                              | RALPH LAUREN CORP COMMON STOCK                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               |  | US        |     23886 | NS      | $7489694.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                    | VEEVA SYSTEMS INC-CLASS A COMMON STOCK         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      9954 | NS      | $2965396.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    464820 | NS      | $30706009.20  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                  | JPMORGAN CHASE & CO COMMON STOCK               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |    170735 | NS      | $53854941.05  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                              | ROPER TECHNOLOGIES INC COMMON STOCK            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |      9267 | NS      | $4621360.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                             | BAXTER INTERNATIONAL INC COMMON STOCK          | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | EC               |  | US        |     52101 | NS      | $1186339.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                        | CONOCOPHILLIPS COMMON STOCK                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |    179580 | NS      | $16986472.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                    | MANPOWERGROUP INC COMMON STOCK                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |    263854 | NS      | $10000066.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                      | NOVO-NORDISK A/S-SPONS ADR DEPOSITARY RECEIPT  | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               |  | US        |     51225 | NS      | $2842475.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                 | ELI LILLY & CO COMMON STOCK                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |     14018 | NS      | $10695734.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                         | MOLSON COORS BEVERAGE CO - B COMMON STOCK      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    295926 | NS      | $13390651.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                         | ROLLINS INC COMMON STOCK                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |    126310 | NS      | $7419449.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                          | TEXTRON INC COMMON STOCK                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     63528 | NS      | $5367480.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                   | NAVIENT CORP COMMON STOCK                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     12251 | NS      | $161100.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL COMMON STOCK              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |     40300 | NS      | $2227784.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                  | AERCAP HOLDINGS NV COMMON STOCK                | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               |  | US        |    139368 | NS      | $16863528.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | FIFTH THIRD BANCORP COMMON STOCK               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |    106076 | NS      | $4725685.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                               | APPLIED MATERIALS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 41BNNE1AFPNAZELZ6K07       | Long             | EC               |  | US        |     88030 | NS      | $18023262.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE, INC.                                        | RELIANCE INC COMMON STOCK                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     11055 | NS      | $3104575.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                        | MARATHON PETROLEUM CORP COMMON STOCK           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     55200 | NS      | $10639248.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                         | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     72134 | NS      | $770391.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                        | TECHNIPFMC PLC COMMON STOCK                    | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |      9062 | NS      | $357495.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                        | TAPESTRY INC COMMON STOCK                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |    135372 | NS      | $15326817.84  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                          | AIRBNB INC-CLASS A COMMON STOCK                | CUSIP: N/A<br>LEI: 549300HMUDNO0RY56D37       | Long             | EC               |  | US        |      6841 | NS      | $830634.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                | PNC FINANCIAL SERVICES GROUP COMMON STOCK      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |     31599 | NS      | $6349187.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  46333154 | NS      | $46333153.83  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                        | ASSURANT INC COMMON STOCK                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |      6412 | NS      | $1388839.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                 | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |    486353 | NS      | $251906536.40 | 5.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC.                                           | KENVUE INC COMMON STOCK                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               |  | US        |     61500 | NS      | $998145.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES, INC.                               | SOFI TECHNOLOGIES INC COMMON STOCK             | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               |  | US        |     31025 | NS      | $819680.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     31229 | NS      | $2562339.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                       | FOX CORP - CLASS A COMMON STOCK                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |    194181 | NS      | $12245053.86  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                          | SABRA HEALTH CARE REIT INC REIT                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    204232 | NS      | $3806884.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                            | DOLLAR GENERAL CORP COMMON STOCK               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |    114042 | NS      | $11786240.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                 | COCA-COLA CO/THE COMMON STOCK                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    108858 | NS      | $7219462.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                               | SIRIUS XM HOLDINGS INC COMMON STOCK            | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               |  | US        |    132099 | NS      | $3074604.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                       | ESTEE LAUDER COMPANIES-CL A COMMON STOCK       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      2878 | NS      | $253609.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                  | SNAP-ON INC COMMON STOCK                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |     12281 | NS      | $4255734.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                  | CORNING INC COMMON STOCK                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               |  | US        |    134733 | NS      | $11052147.99  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE INC.                                              | BCE INC COMMON STOCK                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               |  | US        |    329642 | NS      | $7710326.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                   | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |     12706 | NS      | $3658184.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                 | AMERICAN ELECTRIC POWER COMMON STOCK           | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |     57553 | NS      | $6474712.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                             | PVH CORP COMMON STOCK                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |     57056 | NS      | $4779581.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                            | LAMB WESTON HOLDINGS INC COMMON STOCK          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |     16377 | NS      | $951176.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORPORATION                                  | APPLOVIN CORP-CLASS A COMMON STOCK             | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               |  | US        |     14551 | NS      | $10455475.54  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                      | NRG ENERGY INC COMMON STOCK                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |    160644 | NS      | $26016295.80  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                                   | VONTIER CORP COMMON STOCK                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |    156892 | NS      | $6584757.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                           | DICK'S SPORTING GOODS INC COMMON STOCK         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |     68312 | NS      | $15180292.64  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer