# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182700
**Filing Date:** 2025-7
**Character Count:** 80893
**Document Hash:** 13bab0960a17b73e50ef96fbaabc9a89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182700.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182700

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162812

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT U.S. Managed Volatility Fund (Series ID: S000013605)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000036888 | SIIT U.S. Managed Volatility Fund - Class A | SVYAX           |

## 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 INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT U.S. MANAGED VOLATILITY FUND

- **b. EDGAR series identifier (if any):** S000013605

- **c. LEI of Series:** NF4QXLQSW5LFCQE4VR03

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $701486241.26

**Total Liabilities:** $140676.10

**Net Assets:** $701345565.16

**Cash Not Reported:** $808905.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036888 | 3.17%                | -1.83%               | -1.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5425970.44              | $14292496.34                               |
| Month 2  | $24138228.48             | $-37432197.20                              |
| Month 3  | $221684.49               | $-10543195.28                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALBERTSONS COMPANIES, INC.                     | ALBERTSONS COS INC - CLASS A COMMON STOCK       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |    154000 | NS      | $3423420.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                          | CARDINAL HEALTH INC COMMON STOCK                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     14700 | NS      | $2270268.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                          | COCA-COLA CO/THE COMMON STOCK                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     61956 | NS      | $4467027.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE        | CAN IMPERIAL BK OF COMMERCE COMMON STOCK        | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |     32600 | NS      | $2215220.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                            | STRYKER CORP COMMON STOCK                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      1041 | NS      | $398328.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED             | CANADIAN TIRE CORP-CLASS A COMMON STOCK         | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |     19300 | NS      | $2447890.47   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                            | COMCAST CORP-CLASS A COMMON STOCK               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    191500 | NS      | $6620155.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                               | GEN DIGITAL INC COMMON STOCK                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    135700 | NS      | $3864736.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                             | INTERDIGITAL INC COMMON STOCK                   | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |     10285 | NS      | $2234519.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                            | BROWN & BROWN INC COMMON STOCK                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |     19544 | NS      | $2206517.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                         | INGREDION INC COMMON STOCK                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     21379 | NS      | $2974246.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                            | MOODY'S CORP COMMON STOCK                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      6845 | NS      | $3280945.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC.                                   | WORKIVA INC COMMON STOCK                        | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               |  | US        |      7208 | NS      | $485026.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                | S&P GLOBAL INC COMMON STOCK                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |      7102 | NS      | $3642331.72   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                      | ZOOM COMMUNICATIONS INC COMMON STOCK            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |     10802 | NS      | $877662.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                       | EMPLOYERS HOLDINGS INC COMMON STOCK             | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     35200 | NS      | $1713184.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                   | LINDE PLC COMMON STOCK                          | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |      3898 | NS      | $1822626.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                             | A10 NETWORKS INC COMMON STOCK                   | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |      6662 | NS      | $114986.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                        | REPUBLIC SERVICES INC COMMON STOCK              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     11970 | NS      | $3079761.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION    | INTL BUSINESS MACHINES CORP COMMON STOCK        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     18900 | NS      | $4896234.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS, INC.                                 | CARGURUS INC COMMON STOCK                       | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |     66355 | NS      | $2079565.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION         | OLD REPUBLIC INTL CORP COMMON STOCK             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |    137100 | NS      | $5182380.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                 | INNOVIVA INC COMMON STOCK                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     23697 | NS      | $463750.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | BRISTOL-MYERS SQUIBB CO COMMON STOCK            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |    180900 | NS      | $8733852.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                    | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     89275 | NS      | $3924529.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                        | ARROW ELECTRONICS INC COMMON STOCK              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     38100 | NS      | $4510278.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FINANCIAL SERVICES, INC.                 | EAGLE FINANCIAL SERVICES INC COMMON STOCK       | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               |  | US        |      4372 | NS      | $137674.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                             | CLOROX COMPANY COMMON STOCK                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |     22513 | NS      | $2969014.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                         | CVS HEALTH CORP COMMON STOCK                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     47700 | NS      | $3054708.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11349397 | NS      | $11349396.95  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1015664 | NS      | $1015663.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                   | PROCTER & GAMBLE CO/THE COMMON STOCK            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     30645 | NS      | $5206279.05   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                            | CHEVRON CORP COMMON STOCK                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     39500 | NS      | $5399650.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                | FOX CORP - CLASS A COMMON STOCK                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     34761 | NS      | $1909769.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                          | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     55900 | NS      | $6153472.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                | AUTOMATIC DATA PROCESSING COMMON STOCK          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     11270 | NS      | $3668723.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                            | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    147700 | NS      | $9311008.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO, INC.                                    | VIMEO INC COMMON STOCK                          | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               |  | US        |     14262 | NS      | $62182.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                  | PEPSICO INC COMMON STOCK                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     29788 | NS      | $3915632.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                        | KRAFT HEINZ CO/THE COMMON STOCK                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |    198800 | NS      | $5313924.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                    | AVNET INC COMMON STOCK                          | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |     95600 | NS      | $4780956.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                             | CHEMED CORP COMMON STOCK                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      5175 | NS      | $2974797.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                | ALKERMES PLC COMMON STOCK                       | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      4952 | NS      | $151580.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                           | VOYA FINANCIAL INC COMMON STOCK                 | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     23200 | NS      | $1543264.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                             | AFLAC INC COMMON STOCK                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |     14400 | NS      | $1490976.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                           | ELECTRONIC ARTS INC COMMON STOCK                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     21001 | NS      | $3019523.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                              | T-MOBILE US INC COMMON STOCK                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |     14607 | NS      | $3537815.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT CAPITAL BDC, INC.                     | CRESCENT CAPITAL BDC INC COMMON STOCK           | CUSIP: 225655109<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EC               |  | US        |      2280 | NS      | $35385.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION               | NEW MOUNTAIN FINANCE CORP COMMON STOCK          | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |    165747 | NS      | $1785095.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                         | FEDERATED HERMES INC COMMON STOCK               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     72000 | NS      | $3038400.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC    | EXPEDITORS INTL WASH INC COMMON STOCK           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     15783 | NS      | $1779217.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    538321 | NS      | $538320.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT LENDING CORP.          | NUVEEN CHURCHILL DIRECT LEND COMMON STOCK       | CUSIP: 67090S108<br>LEI: 254900X3ULEP6XX7HG39 | Long             | EC               |  | US        |     96886 | NS      | $1574397.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                         | WASTE MANAGEMENT INC COMMON STOCK               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     13757 | NS      | $3315024.29   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                       | MASTERCARD INC - A COMMON STOCK                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      9298 | NS      | $5444908.80   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                      | AT&T INC COMMON STOCK                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    314900 | NS      | $8754220.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                 | FORTINET INC COMMON STOCK                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |      8893 | NS      | $905129.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                           | CONAGRA BRANDS INC COMMON STOCK                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     76200 | NS      | $1744218.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                        | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |      3600 | NS      | $1814256.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION | SCIENCE APPLICATIONS INTE COMMON STOCK          | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     20000 | NS      | $2310800.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC.                                       | IAC INC COMMON STOCK                            | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               |  | US        |     36750 | NS      | $1321530.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                        | HP INC COMMON STOCK                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     21651 | NS      | $539109.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                            | NEWMONT CORP COMMON STOCK                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |       664 | NS      | $35006.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                | ARCHER-DANIELS-MIDLAND CO COMMON STOCK          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |     85500 | NS      | $4127085.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                   | COSTCO WHOLESALE CORP COMMON STOCK              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      5247 | NS      | $5457824.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                   | FRESH DEL MONTE PRODUCE INC COMMON STOCK        | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      7699 | NS      | $271928.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                  | AXIS CAPITAL HOLDINGS LTD COMMON STOCK          | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               |  | US        |     30600 | NS      | $3176280.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                | UNITED THERAPEUTICS CORP COMMON STOCK           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      2830 | NS      | $902345.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                   | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |      9696 | NS      | $961455.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                   | CUMMINS INC COMMON STOCK                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      8300 | NS      | $2668284.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                       | MOTOROLA SOLUTIONS INC COMMON STOCK             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |      7759 | NS      | $3222933.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                  | METLIFE INC COMMON STOCK                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     25700 | NS      | $2019506.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    107800 | NS      | $6533758.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                          | OPEN TEXT CORP COMMON STOCK                     | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | CA        |     79800 | NS      | $2255375.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                       | SONOCO PRODUCTS CO COMMON STOCK                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     60600 | NS      | $2759724.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                       | WORLD KINECT CORP COMMON STOCK                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     19721 | NS      | $540158.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                  | PAYCHEX INC COMMON STOCK                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      6757 | NS      | $1066997.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                            | ABBOTT LABORATORIES COMMON STOCK                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |     31089 | NS      | $4152868.62   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                          | TD SYNNEX CORP COMMON STOCK                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     33700 | NS      | $4089158.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERGY COMMON STOCK                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     48700 | NS      | $3156247.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                 | EXELIXIS INC COMMON STOCK                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |    139800 | NS      | $6016992.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                      | TYSON FOODS INC-CL A COMMON STOCK               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     52010 | NS      | $2920881.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                    | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     91496 | NS      | $2149241.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P500 EMINI FUT  JUN25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $5620200.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     58701 | NS      | $3557867.61   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PUBLIC LIMITED COMPANY                     | AON PLC-CLASS A COMMON STOCK                    | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      3063 | NS      | $1139681.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                      | YELP INC COMMON STOCK                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     69108 | NS      | $2637852.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                | UNITED THERAPEUTICS CORP COMMON STOCK           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      6800 | NS      | $2168180.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | BRISTOL-MYERS SQUIBB CO COMMON STOCK            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      2534 | NS      | $122341.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                            | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     67904 | NS      | $4280668.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                              | T-MOBILE US INC COMMON STOCK                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      7600 | NS      | $1840720.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                             | CIRRUS LOGIC INC COMMON STOCK                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     20328 | NS      | $1999462.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                 | MARATHON PETROLEUM CORP COMMON STOCK            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     14200 | NS      | $2282508.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                    | ECOLAB INC COMMON STOCK                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |      7803 | NS      | $2072632.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                             | OMNICOM GROUP COMMON STOCK                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     24200 | NS      | $1777248.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                              | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     51859 | NS      | $3984845.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                  | MOLSON COORS BEVERAGE CO - B COMMON STOCK       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    108600 | NS      | $5819874.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                           | MCKESSON CORP COMMON STOCK                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      4741 | NS      | $3411196.91   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                         | THE CAMPBELL'S COMPANY COMMON STOCK             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |     48000 | NS      | $1633920.00   | 0.23%             |  |  |  | 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        |     21800 | NS      | $2830512.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY             | HEWLETT PACKARD ENTERPRISE COMMON STOCK         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    346700 | NS      | $5990976.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                        | POSTAL REALTY TRUST INC- A REIT                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |     21767 | NS      | $301255.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                  | CENCORA INC COMMON STOCK                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     10802 | NS      | $3145974.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                     | NEW YORK TIMES CO-A COMMON STOCK                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     53280 | NS      | $3043353.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                  | ALPHABET INC-CL A COMMON STOCK                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     36129 | NS      | $6204794.46   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                        | HP INC COMMON STOCK                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    151000 | NS      | $3759900.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                      | EBAY INC COMMON STOCK                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     42643 | NS      | $3120188.31   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                   | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     21300 | NS      | $2112108.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                             | INCYTE CORP COMMON STOCK                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     44400 | NS      | $2888664.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY    | JAZZ PHARMACEUTICALS PLC COMMON STOCK           | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     17000 | NS      | $1837190.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                          | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     34497 | NS      | $3797429.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                               | NRG ENERGY INC COMMON STOCK                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     12400 | NS      | $1933160.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                               | ROYAL GOLD INC COMMON STOCK                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |      5461 | NS      | $972713.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | BANK OF NEW YORK MELLON CORP COMMON STOCK       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |    109600 | NS      | $9711656.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                | DYNATRACE INC COMMON STOCK                      | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               |  | US        |     17798 | NS      | $961269.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                            | GENERAL MILLS INC COMMON STOCK                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     56698 | NS      | $3076433.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                   | BIOMARIN PHARMACEUTICAL INC COMMON STOCK        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     12775 | NS      | $741844.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION         | OLD REPUBLIC INTL CORP COMMON STOCK             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |      8474 | NS      | $320317.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                      | NATIONAL FUEL GAS CO COMMON STOCK               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     65600 | NS      | $5414624.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                           | MCKESSON CORP COMMON STOCK                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      2100 | NS      | $1510971.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                   | TEXTRON INC COMMON STOCK                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     42100 | NS      | $3116663.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                          | LA-Z-BOY INC COMMON STOCK                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     27000 | NS      | $1131030.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                  | ROLLINS INC COMMON STOCK                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     32314 | NS      | $1849976.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                              | H&R BLOCK INC COMMON STOCK                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     85500 | NS      | $4869225.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NEWMARKET CORP COMMON STOCK                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      6300 | NS      | $4057578.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                | CSG SYSTEMS INTL INC COMMON STOCK               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     87200 | NS      | $5760432.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO.,LTD                             | SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT   | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               |  | US        |     86124 | NS      | $1768986.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                | BORGWARNER INC COMMON STOCK                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |     99600 | NS      | $3295764.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                           | META PLATFORMS INC COMMON STOCK                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      9837 | NS      | $6369359.13   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS, INC.                            | PDF SOLUTIONS INC COMMON STOCK                  | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               |  | US        |     24702 | NS      | $437225.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION              | PINNACLE WEST CAPITAL COMMON STOCK              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |     23400 | NS      | $2134782.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLR INVESTMENT CORP.                           | SLR INVESTMENT CORP COMMON STOCK                | CUSIP: 83413U100<br>LEI: BJOT6DX9ML6BR3Z0O636 | Long             | EC               |  | US        |     22862 | NS      | $383167.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.           | SIXTH STREET SPECIALTY LENDI COMMON STOCK       | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |    104200 | NS      | $2426818.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                       | F5 INC COMMON STOCK                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     10517 | NS      | $3001341.46   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                 | AUTODESK INC COMMON STOCK                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |      4310 | NS      | $1276277.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                    | ABM INDUSTRIES INC COMMON STOCK                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               |  | US        |     26700 | NS      | $1405755.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                   | AMETEK INC COMMON STOCK                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |     13648 | NS      | $2439443.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                       | TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT  | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               |  | US        |      9800 | NS      | $1867586.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                   | VIATRIS INC COMMON STOCK                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    128074 | NS      | $1125770.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY               | MEDTRONIC PLC COMMON STOCK                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     39297 | NS      | $3260865.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                     | ADOBE INC COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      9557 | NS      | $3967015.13   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                      | JM SMUCKER CO/THE COMMON STOCK                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     26900 | NS      | $3029209.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                   | VIATRIS INC COMMON STOCK                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    251000 | NS      | $2206290.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                        | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     10538 | NS      | $5310730.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                               | SCANSOURCE INC COMMON STOCK                     | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |      1405 | NS      | $56733.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                             | INCYTE CORP COMMON STOCK                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     48200 | NS      | $3135892.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                | FOX CORP - CLASS A COMMON STOCK                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     81900 | NS      | $4499586.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                      | YELP INC COMMON STOCK                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     31900 | NS      | $1217623.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                   | ENCOMPASS HEALTH CORP COMMON STOCK              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |      1950 | NS      | $235755.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                             | EXELON CORP COMMON STOCK                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     66300 | NS      | $2905266.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                 | LYONDELLBASELL INDU-CL A COMMON STOCK           | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     15500 | NS      | $875595.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                | IDT CORP-CLASS B COMMON STOCK                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      2617 | NS      | $161181.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                       | ROPER TECHNOLOGIES INC COMMON STOCK             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |      5651 | NS      | $3222595.77   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                              | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     53800 | NS      | $4133992.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                             | HEALTHSTREAM INC COMMON STOCK                   | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |     19720 | NS      | $552554.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                            | EOG RESOURCES INC COMMON STOCK                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     25100 | NS      | $2725107.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                     | APPLE INC COMMON STOCK                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     27725 | NS      | $5568566.25   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                            | CENTENE CORP COMMON STOCK                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     43600 | NS      | $2460784.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                       | STATE STREET CORP COMMON STOCK                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |     36500 | NS      | $3514220.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                  | ORGANON & CO COMMON STOCK                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     28260 | NS      | $260557.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                         | VERISK ANALYTICS INC COMMON STOCK               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |      4365 | NS      | $1371221.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                | BUNGE GLOBAL SA COMMON STOCK                    | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     32200 | NS      | $2516430.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                   | WILLIAMS COS INC COMMON STOCK                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     32632 | NS      | $1974562.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                        | COMMVAULT SYSTEMS INC COMMON STOCK              | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |      3675 | NS      | $673076.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM COMMON STOCK                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               |  | US        |      8483 | NS      | $931857.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                | REGENERON PHARMACEUTICALS COMMON STOCK          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      5722 | NS      | $2805382.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                | THE CIGNA GROUP COMMON STOCK                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     13700 | NS      | $4337968.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                      | COLGATE-PALMOLIVE CO COMMON STOCK               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     36501 | NS      | $3392402.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                             | VEEVA SYSTEMS INC-CLASS A COMMON STOCK          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |     13088 | NS      | $3660713.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                      | BOX INC - CLASS A COMMON STOCK                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     88334 | NS      | $3340791.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                      | AT&T INC COMMON STOCK                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    143962 | NS      | $4002143.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | AMDOCS LTD COMMON STOCK                         | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |    111400 | NS      | $10222064.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV CORPORATION                                | BKV CORPORATION COMMON STOCK                    | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               |  | US        |     49265 | NS      | $1059197.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                             | CINTAS CORP COMMON STOCK                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |     14787 | NS      | $3349255.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS, INC.                         | TENABLE HOLDINGS INC COMMON STOCK               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               |  | US        |      5372 | NS      | $173085.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                    | ABBVIE INC COMMON STOCK                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     20416 | NS      | $3799621.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                      | VISA INC-CLASS A SHARES COMMON STOCK            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     16569 | NS      | $6050833.11   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                          | HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               |  | US        |    125100 | NS      | $3818052.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                         | MARCUS CORPORATION COMMON STOCK                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               |  | US        |      4755 | NS      | $87872.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | MONDELEZ INTERNATIONAL INC-A COMMON STOCK       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     52061 | NS      | $3513596.89   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                     | TEGNA INC COMMON STOCK                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |    148000 | NS      | $2474560.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                   | CF INDUSTRIES HOLDINGS INC COMMON STOCK         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |     23600 | NS      | $2140756.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                     | AMGEN INC COMMON STOCK                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     10634 | NS      | $3064506.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                   | WALMART INC COMMON STOCK                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     45124 | NS      | $4454641.28   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY, INC.                                | PAGERDUTY INC COMMON STOCK                      | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               |  | US        |      8462 | NS      | $120668.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                  | DROPBOX INC-CLASS A COMMON STOCK                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |    216600 | NS      | $6251076.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PUBLIC LIMITED COMPANY         | TE CONNECTIVITY PLC COMMON STOCK                | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               |  | US        |     18541 | NS      | $2967857.87   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                 | PERDOCEO EDUCATION CORP COMMON STOCK            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     24358 | NS      | $829146.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                 | KROGER CO COMMON STOCK                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     97500 | NS      | $6652425.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC.                              | UL SOLUTIONS INC - CLASS A COMMON STOCK         | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               |  | US        |      8894 | NS      | $635921.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                            | EVEREST GROUP LTD COMMON STOCK                  | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      5600 | NS      | $1944264.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                          | CARDINAL HEALTH INC COMMON STOCK                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     20459 | NS      | $3159687.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                    | ZOETIS INC COMMON STOCK                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     20409 | NS      | $3441569.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED              | MCCORMICK & CO-NON VTG SHRS COMMON STOCK        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |     25771 | NS      | $1874324.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                       | PTC INC COMMON STOCK                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |     11976 | NS      | $2015800.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL              | SERVICE CORP INTERNATIONAL COMMON STOCK         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     35774 | NS      | $2790372.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                    | LOCKHEED MARTIN CORP COMMON STOCK               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      8000 | NS      | $3859040.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                            | GENERAL MILLS INC COMMON STOCK                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     51300 | NS      | $2783538.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY              | PORTLAND GENERAL ELECTRIC CO COMMON STOCK       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     49700 | NS      | $2107280.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                     | CANON INC-SPONS ADR DEPOSITARY RECEIPT          | CUSIP: 138006309<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               |  | US        |    148100 | NS      | $4527417.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | EXXON MOBIL CORP COMMON STOCK                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     48200 | NS      | $4930860.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.            | ALLISON TRANSMISSION HOLDING COMMON STOCK       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     44800 | NS      | $4637696.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.               | MARSH & MCLENNAN COS COMMON STOCK               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     14735 | NS      | $3442980.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS INTERNATIONAL COMMON STOCK        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     25421 | NS      | $4590778.39   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KAYNE ANDERSON BDC, INC.                       | KAYNE ANDERSON BDC INC COMMON STOCK             | CUSIP: 48662X105<br>LEI: N/A                  | Long             | EC               |  | US        |      2142 | NS      | $34100.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                            | COMCAST CORP-CLASS A COMMON STOCK               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     94576 | NS      | $3269492.32   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                      | CHURCH & DWIGHT CO INC COMMON STOCK             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     31810 | NS      | $3127241.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                        | WASTE CONNECTIONS INC COMMON STOCK              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | US        |     13766 | NS      | $2713140.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                         | JUNIPER NETWORKS INC COMMON STOCK               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |     58000 | NS      | $2083940.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                            | FLOWERS FOODS INC COMMON STOCK                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |     42888 | NS      | $724807.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                       | DOLBY LABORATORIES INC-CL A COMMON STOCK        | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |     37386 | NS      | $2776284.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                              | LOEWS CORP COMMON STOCK                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               |  | US        |     43700 | NS      | $3901973.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                     | KIMBERLY-CLARK CORP COMMON STOCK                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     22655 | NS      | $3256882.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | INTERCONTINENTAL EXCHANGE IN COMMON STOCK       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     18903 | NS      | $3398759.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                      | EBAY INC COMMON STOCK                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     83900 | NS      | $6138963.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                               | AMAZON.COM INC COMMON STOCK                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     31639 | NS      | $6486311.39   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                 | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |     20855 | NS      | $1204793.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                            | MAGNERA CORP COMMON STOCK                       | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |      7156 | NS      | $86015.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                           | SNAP-ON INC COMMON STOCK                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      4700 | NS      | $1507525.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                    | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    234100 | NS      | $10291036.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                       | ILLINOIS TOOL WORKS COMMON STOCK                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |     12898 | NS      | $3161041.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                 | CITIGROUP INC COMMON STOCK                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     51100 | NS      | $3848852.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                   | MATTEL INC COMMON STOCK                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |    208800 | NS      | $3954672.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                         | FEDERATED HERMES INC COMMON STOCK               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |      8769 | NS      | $370051.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                        | TJX COMPANIES INC COMMON STOCK                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     27395 | NS      | $3476425.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                      | WESTERN UNION CO COMMON STOCK                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    443000 | NS      | $4111040.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                              | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     43400 | NS      | $6736114.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                   | ANTERO MIDSTREAM CORP COMMON STOCK              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               |  | US        |      5411 | NS      | $101618.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.           | BAIN CAPITAL SPECIALTY FINAN COMMON STOCK       | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               |  | US        |     13021 | NS      | $204690.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                       | F5 INC COMMON STOCK                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |      9900 | NS      | $2825262.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                         | INGREDION INC COMMON STOCK                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     32800 | NS      | $4563136.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                          | MICROSOFT CORP COMMON STOCK                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     14453 | NS      | $6653583.08   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                   | EVERGY INC COMMON STOCK                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |     56500 | NS      | $3752165.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.          | AMERICAN ELECTRIC POWER COMMON STOCK            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |     17600 | NS      | $1821424.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                    | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    165300 | NS      | $3882897.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                              | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     32370 | NS      | $5024147.70   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION     | COGNIZANT TECH SOLUTIONS-A COMMON STOCK         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     48900 | NS      | $3960411.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer