# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016929
**Filing Date:** 2023-1
**Character Count:** 147938
**Document Hash:** 7da4ca5441df49fa4c9e854b7f619509
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016929.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 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:** 23564309

**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 LARGE CAP FUND (Series ID: S000006767)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000018356 | SIIT LARGE CAP FUND - CLASS A | SLCAX           |

## 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 LARGE CAP FUND

- **b. EDGAR series identifier (if any):** S000006767

- **c. LEI of Series:** XR2L2AY8X1CXOIM1RU36

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $762785258.12

**Total Liabilities:** $3539007.05

**Net Assets:** $759246251.07

**Cash Not Reported:** $12476.05

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018356 | 6.24%                | 9.12%                | -9.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6401586.34              | $38458566.53                               |
| Month 2  | $-982928.58              | $59764661.48                               |
| Month 3  | $-18118.80               | $-66127881.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     17897 | NS      | $5125700.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                            | AIRBNB INC-CLASS A COMMON STOCK                           | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               |  | US        |      1373 | NS      | $140238.22    | 0.02%             |  |  |  | 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        |     29776 | NS      | $1366718.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                   | HARLEY-DAVIDSON INC COMMON STOCK                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     25500 | NS      | $1201815.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                              | NIKE INC -CL B COMMON STOCK                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |     43374 | NS      | $4757694.06   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                 | DELEK US HOLDINGS INC COMMON STOCK                        | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |      2095 | NS      | $64903.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC COMMON STOCK                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |    106820 | NS      | $5171156.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                                        | TORO CO COMMON STOCK                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               |  | US        |       578 | NS      | $64152.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                               | O'REILLY AUTOMOTIVE INC COMMON STOCK                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |       453 | NS      | $391636.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                      | MASIMO CORP COMMON STOCK                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |      3608 | NS      | $522943.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES, INC.                                 | BOSTON PROPERTIES INC REIT                                | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     19215 | NS      | $1385017.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                 | MARVELL TECHNOLOGY INC COMMON STOCK                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               |  | US        |     38877 | NS      | $1808558.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO/THE COMMON STOCK                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      5108 | NS      | $1201248.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE, INC.                                      | MERCADOLIBRE INC COMMON STOCK                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               |  | US        |      1226 | NS      | $1141387.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                     | MOODY'S CORP COMMON STOCK                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |     15998 | NS      | $4771723.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.            | FIDELITY NATIONAL INFO SERV COMMON STOCK                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |      1459 | NS      | $105894.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                            | HONEYWELL INTERNATIONAL INC COMMON STOCK                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |     17930 | NS      | $3936531.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD'S CORP COMMON STOCK                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      1891 | NS      | $515845.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                | ROPER TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |      6849 | NS      | $3005957.61   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                         | ALKERMES PLC COMMON STOCK                                 | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      1221 | NS      | $30256.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                       | FOOT LOCKER INC COMMON STOCK                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               |  | US        |     29371 | NS      | $1168965.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP COMMON STOCK                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     23378 | NS      | $2389231.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC.                                             | SPLUNK INC COMMON STOCK                                   | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               |  | US        |      4237 | NS      | $329130.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                                | TYLER TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |       100 | NS      | $34274.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                            | APPLE HOSPITALITY REIT INC REIT                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      5729 | NS      | $97736.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC COMMON STOCK                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     15345 | NS      | $8405377.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                | HERBALIFE NUTRITION LTD COMMON STOCK                      | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |     15000 | NS      | $262800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |      6848 | NS      | $1238734.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                     | TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               |  | US        |      4999 | NS      | $528344.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE, INC.                                            | VMWARE INC-CLASS A COMMON STOCK                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               |  | US        |      3900 | NS      | $473811.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                            | WARNER BROS DISCOVERY INC COMMON STOCK                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |     23911 | NS      | $272585.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     23400 | NS      | $1875978.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | SYNCHRONY FINANCIAL COMMON STOCK                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |      2922 | NS      | $109808.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                 | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |      6364 | NS      | $428679.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                      | MANPOWERGROUP INC COMMON STOCK                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     11900 | NS      | $1041488.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                         | CSX CORP COMMON STOCK                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     23311 | NS      | $762036.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      6500 | NS      | $967850.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                     | NAVIENT CORP COMMON STOCK                                 | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     52300 | NS      | $866611.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                    | STEEL DYNAMICS INC COMMON STOCK                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     12822 | NS      | $1332590.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                | VIPER ENERGY PARTNERS LP COMMON STOCK                     | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               |  | US        |      7049 | NS      | $232828.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                     | EOG RESOURCES INC COMMON STOCK                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     17483 | NS      | $2481362.19   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                   | DELTA AIR LINES INC COMMON STOCK                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |     12500 | NS      | $442125.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     37700 | NS      | $1854463.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                      | BEST BUY CO INC COMMON STOCK                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |     11600 | NS      | $989480.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                               | MARKETAXESS HOLDINGS INC COMMON STOCK                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |       244 | NS      | $65372.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |  -3112050 | PA      | $-3112050.33  | -0.41%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                     | GXO LOGISTICS INC COMMON STOCK                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               |  | US        |     75777 | NS      | $3550910.22   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                                 | TJX COMPANIES INC COMMON STOCK                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     11862 | NS      | $949553.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP.                                          | TOPBUILD CORP COMMON STOCK                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               |  | US        |      1434 | NS      | $220950.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP - CLASS A COMMON STOCK                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     44900 | NS      | $1457005.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                 | MOLINA HEALTHCARE INC COMMON STOCK                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      3884 | NS      | $1308014.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC COMMON STOCK                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |      9836 | NS      | $326948.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                             | BRIXMOR PROPERTY GROUP INC REIT                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     47400 | NS      | $1098732.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                                    | TRADE DESK INC/THE -CLASS A COMMON STOCK                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               |  | US        |     17068 | NS      | $889925.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     26120 | NS      | $2637858.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                | PALO ALTO NETWORKS INC COMMON STOCK                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |     11406 | NS      | $1937879.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                   | TRUSTMARK CORP COMMON STOCK                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               |  | US        |      2885 | NS      | $105533.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                     | ALLY FINANCIAL INC COMMON STOCK                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     37400 | NS      | $1010174.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                | BERRY GLOBAL GROUP INC COMMON STOCK                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |     16000 | NS      | $937600.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                    | M & T BANK CORP COMMON STOCK                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |      2507 | NS      | $426240.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     25923 | NS      | $1616039.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |     15394 | NS      | $2997211.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                    | VICI PROPERTIES INC REIT                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     91140 | NS      | $3116988.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP COMMON STOCK                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    146120 | NS      | $4393828.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                                | ARRAY TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               |  | US        |      1624 | NS      | $34006.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                            | CUMMINS INC COMMON STOCK                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      9700 | NS      | $2436252.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP COMMON STOCK                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |     56735 | NS      | $4520077.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     60932 | NS      | $6207752.16   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |      2613 | NS      | $398273.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                           | PAYLOCITY HOLDING CORP COMMON STOCK                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |      1801 | NS      | $392311.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                       | HEICO CORP COMMON STOCK                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               |  | US        |      2024 | NS      | $328515.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      3225 | NS      | $1489240.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                            | COCA-COLA CONSOLIDATED INC COMMON STOCK                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |        69 | NS      | $33934.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                               | EXLSERVICE HOLDINGS INC COMMON STOCK                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |       142 | NS      | $26582.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |      6346 | NS      | $1676232.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                              | CARRIER GLOBAL CORP COMMON STOCK                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |      5744 | NS      | $254574.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                         | AFFILIATED MANAGERS GROUP COMMON STOCK                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      1615 | NS      | $259078.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                              | SIMON PROPERTY GROUP INC REIT                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     10962 | NS      | $1309301.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC.                                               | ANGI INC COMMON STOCK                                     | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |      6223 | NS      | $13877.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO COMMON STOCK                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     28427 | NS      | $5211521.91   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                                      | KOHLS CORP COMMON STOCK                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     13100 | NS      | $420248.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                       | RINGCENTRAL INC-CLASS A COMMON STOCK                      | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |      3800 | NS      | $140828.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                     | BROWN & BROWN INC COMMON STOCK                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |      2034 | NS      | $121206.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                           | CHESAPEAKE ENERGY CORP COMMON STOCK                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      7100 | NS      | $734850.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                            | TRANSDIGM GROUP INC COMMON STOCK                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               |  | US        |     13818 | NS      | $8684613.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER, INC.                                           | ZSCALER INC COMMON STOCK                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |       143 | NS      | $19083.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |      4283 | NS      | $708194.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                          | SCHWAB (CHARLES) CORP COMMON STOCK                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               |  | US        |     72650 | NS      | $5996531.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                          | CONOCOPHILLIPS COMMON STOCK                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     31525 | NS      | $3893652.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     58972 | NS      | $3751208.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                               | WESCO INTERNATIONAL INC COMMON STOCK                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |      6633 | NS      | $855126.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                          | CARTER'S INC COMMON STOCK                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     21064 | NS      | $1538514.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                         | MARTIN MARIETTA MATERIALS COMMON STOCK                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               |  | US        |      1938 | NS      | $710238.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT              | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               |  | US        |     37238 | NS      | $3335035.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                   | ELI LILLY & CO COMMON STOCK                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      9138 | NS      | $3390929.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     14927 | NS      | $3767425.53   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                       | ROSS STORES INC COMMON STOCK                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     32256 | NS      | $3795563.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                       | HEICO CORP-CLASS A COMMON STOCK                           | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               |  | US        |      1577 | NS      | $199932.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     48100 | NS      | $3861468.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                         | BLACKROCK INC COMMON STOCK                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |        49 | NS      | $35084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                       | GRAPHIC PACKAGING HOLDING CO COMMON STOCK                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               |  | US        |      1603 | NS      | $36836.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                            | LINDE PLC COMMON STOCK                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               |  | US        |     15553 | NS      | $5233273.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      4068 | NS      | $5978170.08   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                 | AON PLC-CLASS A COMMON STOCK                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      2258 | NS      | $696096.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                  | CAPRI HOLDINGS LTD COMMON STOCK                           | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               |  | US        |     10731 | NS      | $615422.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                           | OWENS CORNING COMMON STOCK                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |      6600 | NS      | $586344.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                | INTUITIVE SURGICAL INC COMMON STOCK                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |      2023 | NS      | $546998.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORPORATION                               | BOK FINANCIAL CORPORATION COMMON STOCK                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               |  | US        |      1105 | NS      | $115704.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                            | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     45647 | NS      | $3086193.67   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     34291 | NS      | $7441147.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC COMMON STOCK                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      6318 | NS      | $1928064.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                         | ACADIA HEALTHCARE CO INC COMMON STOCK                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |     17314 | NS      | $1541984.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                         | INTERACTIVE BROKERS GRO-CL A COMMON STOCK                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               |  | US        |      9327 | NS      | $748958.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      4250 | NS      | $2380935.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                | SKYWORKS SOLUTIONS INC COMMON STOCK                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |      4364 | NS      | $417285.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                           | ORGANON & CO COMMON STOCK                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |      4167 | NS      | $108425.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                    | CHEMOURS CO/THE COMMON STOCK                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               |  | US        |     23500 | NS      | $729675.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                            | TEXTRON INC COMMON STOCK                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     18391 | NS      | $1312749.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA, INC.                                            | NATERA INC COMMON STOCK                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               |  | US        |     43737 | NS      | $1798465.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                 | KB HOME COMMON STOCK                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |     19900 | NS      | $624661.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                         | DEERE & CO COMMON STOCK                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |      2346 | NS      | $1034586.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                    | NEXTERA ENERGY INC COMMON STOCK                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |     71033 | NS      | $6016495.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                                | BCE INC COMMON STOCK                                      | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               |  | US        |     65612 | NS      | $3125755.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| MACY'S, INC.                                            | MACY'S INC COMMON STOCK                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     36200 | NS      | $850700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O-I GLASS INC COMMON STOCK                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     39200 | NS      | $643272.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                         | ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT              | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               |  | US        |     18758 | NS      | $1274981.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                        | EDWARDS LIFESCIENCES CORP COMMON STOCK                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |      3306 | NS      | $255388.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     71408 | NS      | $2712075.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                           | CHUBB LTD COMMON STOCK                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |     22131 | NS      | $4859746.29   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                    | WEYERHAEUSER CO REIT                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      7283 | NS      | $238226.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                             | DISCOVER FINANCIAL SERVICES COMMON STOCK                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |      9600 | NS      | $1040256.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                        | PULTEGROUP INC COMMON STOCK                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     20100 | NS      | $900078.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                                    | HUNTSMAN CORP COMMON STOCK                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               |  | US        |     37400 | NS      | $1038972.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                             | ANSYS INC COMMON STOCK                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |      3075 | NS      | $781972.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     98805 | NS      | $25209107.70  | 3.32%             |  |  |  | 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        |      2164 | NS      | $258771.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                 | KEYCORP COMMON STOCK                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |     64900 | NS      | $1220769.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |    122074 | NS      | $18070614.22  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      2887 | NS      | $310583.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                      | GOODYEAR TIRE & RUBBER CO COMMON STOCK                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     58400 | NS      | $655248.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                     | CENTENE CORP COMMON STOCK                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     10158 | NS      | $884253.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                             | ZOETIS INC COMMON STOCK                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      2948 | NS      | $454404.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                   | COMERICA INC COMMON STOCK                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |     11369 | NS      | $815612.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                             | PHILLIPS 66 COMMON STOCK                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     22624 | NS      | $2453346.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                            | SOLAREDGE TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               |  | US        |      3568 | NS      | $1066332.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     24900 | NS      | $1372239.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP COMMON STOCK                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |    153637 | NS      | $5815160.45   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                            | Ashland Inc COMMON STOCK                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               |  | US        |      1001 | NS      | $111981.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                       | FIRST SOLAR INC COMMON STOCK                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               |  | US        |      5569 | NS      | $960819.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                         | APA CORP COMMON STOCK                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     13940 | NS      | $653089.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | FIFTH THIRD BANCORP COMMON STOCK                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     37700 | NS      | $1370772.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                       | KIRBY CORP COMMON STOCK                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |       765 | NS      | $53389.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                              | AMERIPRISE FINANCIAL INC COMMON STOCK                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |      6000 | NS      | $1991700.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                        | NRG ENERGY INC COMMON STOCK                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     34300 | NS      | $1456035.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)              | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  21148711 | NS      | $21148710.69  | 2.79%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORP COMMON STOCK                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |      4208 | NS      | $914945.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     16360 | NS      | $5643054.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH & MCLENNAN COS COMMON STOCK                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     16998 | NS      | $2943713.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP COMMON STOCK                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     19329 | NS      | $2354465.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                   | PAYPAL HOLDINGS INC COMMON STOCK                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |     21747 | NS      | $1705182.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                 | DUKE ENERGY CORP COMMON STOCK                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     34687 | NS      | $3466271.91   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                         | LIVE NATION ENTERTAINMENT IN COMMON STOCK                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |     19290 | NS      | $1403540.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                         | ANNALY CAPITAL MANAGEMENT IN REIT                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     19900 | NS      | $431233.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                     | GAMING AND LEISURE PROPERTIE REIT                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      3136 | NS      | $164984.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                             | MGIC INVESTMENT CORP COMMON STOCK                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     82300 | NS      | $1129979.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                          | FORTINET INC COMMON STOCK                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |      7104 | NS      | $377648.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.             | HARTFORD FINANCIAL SVCS GRP COMMON STOCK                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     23000 | NS      | $1756510.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                            | AMETEK INC COMMON STOCK                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |      1352 | NS      | $192551.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                    | RENASANT CORP COMMON STOCK                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               |  | US        |      1247 | NS      | $50840.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                   | ARISTA NETWORKS INC COMMON STOCK                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |      6668 | NS      | $928852.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                  | DELL TECHNOLOGIES -C COMMON STOCK                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |     16000 | NS      | $716640.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | DEVON ENERGY CORP COMMON STOCK                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     23300 | NS      | $1596516.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE-CL B COMMON STOCK                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |     29696 | NS      | $5634222.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                       | FEDEX CORP COMMON STOCK                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |      5800 | NS      | $1056876.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                              | DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT               | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               |  | US        |     12305 | NS      | $2295497.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                          | LYONDELLBASELL INDU-CL A COMMON STOCK                     | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     11500 | NS      | $977615.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                  | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      3700 | NS      | $1250378.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                               | BAXTER INTERNATIONAL INC COMMON STOCK                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |     23279 | NS      | $1315961.87   | 0.17%             |  |  |  | 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        |       428 | NS      | $72015.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO COMMON STOCK                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |       355 | NS      | $55944.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                  | FEDERATED HERMES INC COMMON STOCK                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |      5637 | NS      | $213980.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                              | POTLATCHDELTIC CORP REIT                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |      1193 | NS      | $57013.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     17985 | NS      | $2769869.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     24652 | NS      | $1039821.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                           | GOLDMAN SACHS GROUP INC COMMON STOCK                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |      5700 | NS      | $2201055.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                              | SUPER MICRO COMPUTER INC COMMON STOCK                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |       739 | NS      | $66679.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                  | SAP SE-SPONSORED ADR DEPOSITARY RECEIPT                   | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               |  | US        |     37366 | NS      | $4142768.42   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION         | WABTEC CORP COMMON STOCK                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               |  | US        |     11939 | NS      | $1206913.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                              | KIMBERLY-CLARK CORP COMMON STOCK                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     16766 | NS      | $2273972.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |     17697 | NS      | $2090015.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                 | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |      8200 | NS      | $891668.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                    | JPMORGAN CHASE & CO COMMON STOCK                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |     40052 | NS      | $5534385.36   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                          | PROLOGIS INC REIT                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      7373 | NS      | $868465.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                | DOW INC COMMON STOCK                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |     50919 | NS      | $2595341.43   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                    | GLOBAL PAYMENTS INC COMMON STOCK                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     15675 | NS      | $1626751.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP COMMON STOCK                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |     25356 | NS      | $748509.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     40754 | NS      | $3579423.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     24820 | NS      | $1923053.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                     | DANAHER CORP COMMON STOCK                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      8192 | NS      | $2239774.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP COMMON STOCK                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     19001 | NS      | $3215539.23   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                        | NATIONAL RETAIL PROPERTIES REIT                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      5827 | NS      | $270139.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      1223 | NS      | $402232.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       412 | NS      | $1062548.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                              | PRUDENTIAL FINANCIAL INC COMMON STOCK                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |      1035 | NS      | $111811.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                   | ALBEMARLE CORP COMMON STOCK                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |      1587 | NS      | $441170.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                             | RANGE RESOURCES CORP COMMON STOCK                         | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |      1478 | NS      | $42669.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     69770 | NS      | $2719634.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                        | SERVICENOW INC COMMON STOCK                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |        62 | NS      | $25810.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                 | HP INC COMMON STOCK                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     60200 | NS      | $1808408.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO COMMON STOCK                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     48073 | NS      | $1949840.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO COMMON STOCK                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     46542 | NS      | $2231688.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                    | FIRST AMERICAN FINANCIAL COMMON STOCK                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |     14800 | NS      | $808820.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |   3111141 | NS      | $3112277.93   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC.                                               | MSCI INC COMMON STOCK                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |        63 | NS      | $31993.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                            | VISHAY INTERTECHNOLOGY INC COMMON STOCK                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     46100 | NS      | $1062144.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                              | AMERICAN TOWER CORP REIT                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     24197 | NS      | $5353586.25   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                            | LINCOLN NATIONAL CORP COMMON STOCK                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     12100 | NS      | $471174.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                               | MGM RESORTS INTERNATIONAL COMMON STOCK                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               |  | US        |     40319 | NS      | $1486158.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES, INC.                          | WATTS WATER TECHNOLOGIES-A COMMON STOCK                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               |  | US        |      1641 | NS      | $260016.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |      2310 | NS      | $335111.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                           | WINGSTOP INC COMMON STOCK                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |       827 | NS      | $136876.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      2536 | NS      | $360669.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                             | INTUIT INC COMMON STOCK                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |     13209 | NS      | $5383856.31   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                        | PDC ENERGY INC COMMON STOCK                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |      2264 | NS      | $168260.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                             | HUMANA INC COMMON STOCK                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |      2935 | NS      | $1613956.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    108119 | NS      | $10968672.55  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                          | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |     41400 | NS      | $1718100.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY COMMON STOCK                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     73791 | NS      | $6867728.37   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                           | ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT           | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               |  | US        |      3912 | NS      | $342534.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                  | SOUTHSTATE CORP COMMON STOCK                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               |  | US        |      3416 | NS      | $300095.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                           | REGIONS FINANCIAL CORP COMMON STOCK                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     84900 | NS      | $1970529.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                     | FORTIVE CORP COMMON STOCK                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |     49342 | NS      | $3333052.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                             | LPL FINANCIAL HOLDINGS INC COMMON STOCK                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               |  | US        |       250 | NS      | $59177.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                               | COMFORT SYSTEMS USA INC COMMON STOCK                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      2136 | NS      | $270759.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                            | TRUIST FINANCIAL CORP COMMON STOCK                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |     71877 | NS      | $3364562.37   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                      | HEWLETT PACKARD ENTERPRISE COMMON STOCK                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |     90800 | NS      | $1523624.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                        | MEDTRONIC PLC COMMON STOCK                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     59041 | NS      | $4666600.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |       205 | NS      | $26047.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    132118 | NS      | $6568906.96   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     16210 | NS      | $2766884.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                     | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     29100 | NS      | $1303680.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                                     | Liberty Energy Inc COMMON STOCK                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |     14443 | NS      | $238742.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     10158 | NS      | $1515167.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                      | EPAM SYSTEMS INC COMMON STOCK                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |       732 | NS      | $269800.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                      | AMERICAN INTERNATIONAL GROUP COMMON STOCK                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |      8670 | NS      | $547163.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                     | XEROX HOLDINGS CORP COMMON STOCK                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     46300 | NS      | $755153.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                    | AMPHENOL CORP-CL A COMMON STOCK                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               |  | US        |     44955 | NS      | $3615730.65   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     10181 | NS      | $1545781.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |      2846 | NS      | $302814.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                      | RYMAN HOSPITALITY PROPERTIES REIT                         | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       391 | NS      | $35788.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC COMMON STOCK                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     42425 | NS      | $3253997.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                         | REGENERON PHARMACEUTICALS COMMON STOCK                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |        89 | NS      | $66901.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                     | SYLVAMO CORP COMMON STOCK                                 | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |      2109 | NS      | $114075.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                | DIAMONDBACK ENERGY INC COMMON STOCK                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |      2652 | NS      | $392549.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                     | HALLIBURTON CO COMMON STOCK                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |      5684 | NS      | $215366.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                 | APPLIED MATERIALS INC COMMON STOCK                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               |  | US        |     14844 | NS      | $1626902.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COS INC/THE COMMON STOCK                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     15850 | NS      | $3008488.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                         | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     14800 | NS      | $572020.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |      4953 | NS      | $852114.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                 | WALT DISNEY CO/THE COMMON STOCK                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     50076 | NS      | $4900938.12   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                       | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     26500 | NS      | $1756420.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                            | PLEXUS CORP COMMON STOCK                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |      2436 | NS      | $268495.92    | 0.04%             |  |  |  | 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        |      2861 | NS      | $674595.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD COMMON STOCK                                    | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |       662 | NS      | $69404.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                      | TARGET CORP COMMON STOCK                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |     21375 | NS      | $3571121.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                       | HILLENBRAND INC COMMON STOCK                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               |  | US        |     15200 | NS      | $760000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |     10140 | NS      | $1046853.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                              | BIO-RAD LABORATORIES-A COMMON STOCK                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |      2328 | NS      | $965444.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                      | JOHNSON CONTROLS INTERNATION COMMON STOCK                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |     59560 | NS      | $3957166.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2797 | NS      | $884970.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC COMMON STOCK                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      2795 | NS      | $949014.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP COMMON STOCK                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      9447 | NS      | $2415408.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                          | UNITED AIRLINES HOLDINGS INC COMMON STOCK                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     21689 | NS      | $958003.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |     15847 | NS      | $1996246.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     20216 | NS      | $3258414.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     23000 | NS      | $1045120.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA, INC.                                              | OKTA INC COMMON STOCK                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |      3579 | NS      | $190832.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                  | TRANE TECHNOLOGIES PLC COMMON STOCK                       | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |      2886 | NS      | $514920.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                          | SIGNATURE BANK COMMON STOCK                               | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               |  | US        |      3701 | NS      | $516289.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC COMMON STOCK                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |      3509 | NS      | $1136880.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     28800 | NS      | $1133280.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                    | INGEVITY CORP COMMON STOCK                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |     12943 | NS      | $1013048.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE, INC.                                      | LIFE STORAGE INC REIT                                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |       690 | NS      | $74168.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                       | MICROCHIP TECHNOLOGY INC COMMON STOCK                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               |  | US        |    140515 | NS      | $11127382.85  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                       | SYSCO CORP COMMON STOCK                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |     29733 | NS      | $2572201.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                         | KLA CORP COMMON STOCK                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |       438 | NS      | $172199.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     70867 | NS      | $12614326.00  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     84080 | NS      | $9258889.60   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REATA PHARMACEUTICALS, INC.                             | REATA PHARMACEUTICALS INC-A COMMON STOCK                  | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               |  | US        |     10082 | NS      | $399045.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      2111 | NS      | $1138356.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      1564 | NS      | $547978.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                     | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      3900 | NS      | $904644.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                    | HCA HEALTHCARE INC COMMON STOCK                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |      6100 | NS      | $1465342.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                            | UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT             | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               |  | US        |     52470 | NS      | $2643438.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                          | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      1557 | NS      | $594711.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP-ON INC COMMON STOCK                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      4900 | NS      | $1178940.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY      | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |     18500 | NS      | $979945.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |      9645 | NS      | $5314684.35   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                        | SALESFORCE INC COMMON STOCK                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |     19661 | NS      | $3150675.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     43012 | NS      | $7884529.72   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                         | UNIVERSAL HEALTH SERVICES-B COMMON STOCK                  | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |      6800 | NS      | $889780.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                      | SIMMONS FIRST NATL CORP-CL A COMMON STOCK                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               |  | US        |      2913 | NS      | $67610.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                      | AFLAC INC COMMON STOCK                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |     21300 | NS      | $1532109.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                             | HEALTHPEAK PROPERTIES INC REIT                            | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |    111550 | NS      | $2929303.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY             | JAZZ PHARMACEUTICALS PLC COMMON STOCK                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      6140 | NS      | $963427.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |    134385 | NS      | $12973527.90  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                            | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |       286 | NS      | $69503.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC.                                    | EAGLE MATERIALS INC COMMON STOCK                          | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               |  | US        |      1955 | NS      | $266544.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                | MASTERCARD INC - A COMMON STOCK                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      1463 | NS      | $521413.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                    | TRADEWEB MARKETS INC-CLASS A COMMON STOCK                 | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               |  | US        |      9446 | NS      | $580551.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmedics Group Inc                                   | TRANSMEDICS GROUP INC COMMON STOCK                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               |  | US        |      8305 | NS      | $513830.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     58695 | NS      | $2734013.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     61209 | NS      | $6100701.03   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORPORATION                               | CNA FINANCIAL CORP COMMON STOCK                           | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               |  | US        |     13500 | NS      | $574830.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                             | INTERNATIONAL PAPER CO COMMON STOCK                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |     17600 | NS      | $653312.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                              | PACCAR INC COMMON STOCK                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     12806 | NS      | $1356283.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                      | WEST PHARMACEUTICAL SERVICES COMMON STOCK                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |      2299 | NS      | $539483.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                        | TETRA TECH INC COMMON STOCK                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |       427 | NS      | $66009.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                   | ELEVANCE HEALTH INC COMMON STOCK                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |      3276 | NS      | $1745845.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED              | REINSURANCE GROUP OF AMERICA COMMON STOCK                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |       347 | NS      | $50106.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                           | WORKDAY INC-CLASS A COMMON STOCK                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |      1417 | NS      | $237914.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC, INC.                                         | NEW RELIC INC COMMON STOCK                                | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               |  | US        |      4717 | NS      | $265425.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                           | CORTEVA INC COMMON STOCK                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |      3736 | NS      | $250909.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                            | DEXCOM INC COMMON STOCK                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      1916 | NS      | $222792.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS, INC.                                     | ACUITY BRANDS INC COMMON STOCK                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      3400 | NS      | $640186.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                  | MURPHY OIL CORP COMMON STOCK                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      9886 | NS      | $466619.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                      | VAIL RESORTS INC COMMON STOCK                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               |  | US        |      2726 | NS      | $702054.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      5341 | NS      | $3220943.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                               | MOOG INC-CLASS A COMMON STOCK                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               |  | US        |       759 | NS      | $66055.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                          | CITIZENS FINANCIAL GROUP COMMON STOCK                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     29200 | NS      | $1237496.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                        | CATERPILLAR INC COMMON STOCK                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |      4308 | NS      | $1018454.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                            | ADVANCED MICRO DEVICES COMMON STOCK                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |     32237 | NS      | $2502558.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                           | NETFLIX INC COMMON STOCK                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |      6675 | NS      | $2039412.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                | LAM RESEARCH CORP COMMON STOCK                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               |  | US        |       228 | NS      | $107702.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                            | ANTERO RESOURCES CORP COMMON STOCK                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               |  | US        |     17264 | NS      | $630999.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                     | FIRST REPUBLIC BANK/CA COMMON STOCK                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               |  | US        |     36198 | NS      | $4619226.78   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                          | CME GROUP INC COMMON STOCK                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      8341 | NS      | $1472186.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                      | MARKEL CORP COMMON STOCK                                  | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               |  | US        |      4728 | NS      | $6263843.52   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                            | SHERWIN-WILLIAMS CO/THE COMMON STOCK                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |      2640 | NS      | $657835.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      8768 | NS      | $545457.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                                | LULULEMON ATHLETICA INC COMMON STOCK                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               |  | US        |      1086 | NS      | $413016.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                               | CBOE GLOBAL MARKETS INC COMMON STOCK                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |      2816 | NS      | $357181.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORP COMMON STOCK                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     11284 | NS      | $466819.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                            | TENET HEALTHCARE CORP COMMON STOCK                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |     10146 | NS      | $468542.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                 | UBER TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               |  | US        |     25276 | NS      | $736542.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                           | DATADOG INC - CLASS A COMMON STOCK                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |      9525 | NS      | $721804.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE'S COS INC COMMON STOCK                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     30797 | NS      | $6545902.35   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                         | S&P GLOBAL INC COMMON STOCK                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |      4696 | NS      | $1656748.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     13001 | NS      | $2746981.29   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO COMMON STOCK                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      2240 | NS      | $214524.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                              | SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT                   | CUSIP: 826197501<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               |  | US        |     44975 | NS      | $3119016.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                             | CHEGG INC COMMON STOCK                                    | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |      6242 | NS      | $186261.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    122740 | NS      | $4497193.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC.                                         | DRAFTKINGS INC-CL A COMMON STOCK                          | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               |  | US        |      4007 | NS      | $61387.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                              | CONSTELLATION BRANDS INC-A COMMON STOCK                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |       639 | NS      | $164446.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                       | NUCOR CORP COMMON STOCK                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |       563 | NS      | $84421.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                        | AGCO CORP COMMON STOCK                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               |  | US        |     12100 | NS      | $1605912.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    220215 | NS      | $4245745.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA, INC.                                        | ALTICE USA INC- A COMMON STOCK                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               |  | US        |     10335 | NS      | $47127.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                       | Crown Castle Inc REIT                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      6845 | NS      | $968088.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO'S PIZZA INC COMMON STOCK                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |       675 | NS      | $262392.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     14319 | NS      | $968107.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                             | REGENCY CENTERS CORP REIT                                 | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      4148 | NS      | $275551.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                            | US BANCORP COMMON STOCK                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |    108831 | NS      | $4939839.09   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY        | WEATHERFORD INTERNATIONAL PL COMMON STOCK                 | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |      7417 | NS      | $321897.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                  | KYNDRYL HOLDINGS INC COMMON STOCK                         | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               |  | US        |      2350 | NS      | $27518.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                       | RADIAN GROUP INC COMMON STOCK                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     42900 | NS      | $839553.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                            | CHIPOTLE MEXICAN GRILL INC COMMON STOCK                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               |  | US        |        19 | NS      | $30912.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                            | Vistra Corp. COMMON STOCK                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |     43412 | NS      | $1056213.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                      | COSTAR GROUP INC COMMON STOCK                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               |  | US        |      4759 | NS      | $385669.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                        | WESTROCK CO COMMON STOCK                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |     45922 | NS      | $1741362.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | INTERCONTINENTAL EXCHANGE IN COMMON STOCK                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |      4478 | NS      | $485012.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |      4000 | NS      | $535600.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                   | WHIRLPOOL CORP COMMON STOCK                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |      9600 | NS      | $1406688.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                            | CF INDUSTRIES HOLDINGS INC COMMON STOCK                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |       231 | NS      | $24991.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP COMMON STOCK                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      1454 | NS      | $503956.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |       147 | NS      | $67809.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64 | NC      | $13060000.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                            | VIATRIS INC COMMON STOCK                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |     31033 | NS      | $342292.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INCORPORATED                             | COUPA SOFTWARE INC COMMON STOCK                           | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               |  | US        |      3286 | NS      | $207806.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                | EATON CORP PLC COMMON STOCK                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |     20257 | NS      | $3311006.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LIMITED                                        | FARFETCH LTD-CLASS A COMMON STOCK                         | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               |  | US        |     52971 | NS      | $450253.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |      1271 | NS      | $157222.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                                  | RPM INTERNATIONAL INC COMMON STOCK                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               |  | US        |     29920 | NS      | $3100310.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     10800 | NS      | $1366092.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC COMMON STOCK                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |        93 | NS      | $23584.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                         | INSPERITY INC COMMON STOCK                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |       788 | NS      | $93417.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | DOMINION ENERGY INC COMMON STOCK                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      6560 | NS      | $400881.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      9692 | NS      | $3699242.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      2835 | NS      | $745916.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                       | LATTICE SEMICONDUCTOR CORP COMMON STOCK                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |      4833 | NS      | $351987.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                               | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     49400 | NS      | $724204.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                              | MANHATTAN ASSOCIATES INC COMMON STOCK                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |       807 | NS      | $101633.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | WINTRUST FINANCIAL CORP COMMON STOCK                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |       584 | NS      | $53395.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                                     | CLEAN HARBORS INC COMMON STOCK                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |      1987 | NS      | $238440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                  | DXC TECHNOLOGY CO COMMON STOCK                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |     24600 | NS      | $729882.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     31242 | NS      | $5795703.42   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P MID 400 EMINI DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $1031920.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                  | PERRIGO CO PLC COMMON STOCK                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     50234 | NS      | $1619041.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                              | PARK HOTELS & RESORTS INC REIT                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     18128 | NS      | $232582.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     21240 | NS      | $6767064.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | PARAMOUNT GLOBAL-CLASS B COMMON STOCK                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               |  | US        |     19500 | NS      | $391560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD MOTOR COMPANY                                      | FORD MOTOR CO COMMON STOCK                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |    102000 | NS      | $1417800.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                                   | PAYCOM SOFTWARE INC COMMON STOCK                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               |  | US        |      1178 | NS      | $399459.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |      6370 | NS      | $479278.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    187713 | NS      | $9410052.69   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      9732 | NS      | $1207059.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP COMMON STOCK                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      1400 | NS      | $746606.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     76074 | NS      | $8470079.16   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                        | AIR PRODUCTS & CHEMICALS INC COMMON STOCK                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |     27549 | NS      | $8544597.84   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | SERVICE PROPERTIES TRUST REIT                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     37100 | NS      | $291235.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                    | ENPHASE ENERGY INC COMMON STOCK                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |       995 | NS      | $318987.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                               | VALERO ENERGY CORP COMMON STOCK                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |     11122 | NS      | $1486121.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                       | RAYTHEON TECHNOLOGIES CORP COMMON STOCK                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               |  | US        |     40835 | NS      | $4031231.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC-CL A COMMON STOCK                           | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      6547 | NS      | $1970188.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     19807 | NS      | $1644575.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                                 | EAST WEST BANCORP INC COMMON STOCK                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               |  | US        |       339 | NS      | $23801.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                | FABRINET COMMON STOCK                                     | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |      1629 | NS      | $217324.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     10459 | NS      | $692699.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO