# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002865
**Filing Date:** 2025-11
**Character Count:** 84935
**Document Hash:** 08d8f8984ecc1873c7ccf9197998baee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002865.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002865

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533188

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

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

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

## Series and Classes Contracts Data

### SIMT LARGE CAP VALUE FUND (Series ID: S000006674)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018197 | CLASS I      | SEUIX           |
| C000018198 | CLASS F      | TRMVX           |
| C000147390 | Class Y      | SVAYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000006674

- **c. LEI of Series:** BR7X1WYLZTTJJGHBQS37

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1391212514.21

**Total Liabilities:** $1002834.08

**Net Assets:** $1390209680.13

**Cash Not Reported:** $0.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147390 | 1.06%                | 5.03%                | 0.39%                |
| Class ID C000018198 | 0.99%                | 5.03%                | 0.41%                |
| Class ID C000018197 | 0.98%                | 5.02%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7385159.55              | $4393584.84                                |
| Month 2  | $14946838.28             | $48882088.50                               |
| Month 3  | $8079731.25              | $-4419787.87                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TD SYNNEX CORPORATION                                 | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     20829 | NS      | $3410748.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                    | HARTFORD INSURANCE GROUP INC/THE COMMON STOCK  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     23762 | NS      | $3169613.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                | GENERAL MOTORS CO COMMON STOCK                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |    372896 | NS      | $22735469.12  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE INC.                                              | BCE INC COMMON STOCK                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               |  | US        |    224998 | NS      | $5262703.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                | LOWE'S COS INC COMMON STOCK                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     19841 | NS      | $4986241.71   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                  | HCA HEALTHCARE INC COMMON STOCK                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |      4821 | NS      | $2054710.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                                   | VONTIER CORP COMMON STOCK                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |     94752 | NS      | $3976741.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                              | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |     14002 | NS      | $1415742.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                         | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |     61478 | NS      | $1857250.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                           | ICON PLC COMMON STOCK                          | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               |  | US        |     20563 | NS      | $3598525.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                             | SHELL PLC-ADR DEPOSITARY RECEIPT               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               |  | US        |     61589 | NS      | $4405461.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     41015 | NS      | $5008341.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                             | NATIONAL FUEL GAS CO COMMON STOCK              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     34734 | NS      | $3208379.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     59986 | NS      | $9729729.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                    | HEWLETT PACKARD ENTERPRISE COMMON STOCK        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    487002 | NS      | $11960769.12  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                 | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     16185 | NS      | $8383020.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY COMMON STOCK                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     66059 | NS      | $10500738.64  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                    | RYDER SYSTEM INC COMMON STOCK                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     20437 | NS      | $3855235.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                          | CF INDUSTRIES HOLDINGS INC COMMON STOCK        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |     39747 | NS      | $3565305.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                         | REGIONS FINANCIAL CORP COMMON STOCK            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     96913 | NS      | $2555595.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                             | BP PLC-SPONS ADR DEPOSITARY RECEIPT            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               |  | US        |     48781 | NS      | $1680993.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                  | JPMORGAN CHASE & CO COMMON STOCK               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |     57201 | NS      | $18042911.43  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                          | LINCOLN NATIONAL CORP COMMON STOCK             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     55714 | NS      | $2246945.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                      | OMEGA HEALTHCARE INVESTORS REIT                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     61252 | NS      | $2586059.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                         | MOLSON COORS BEVERAGE CO - B COMMON STOCK      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    102466 | NS      | $4636586.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                 | GENUINE PARTS CO COMMON STOCK                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     53383 | NS      | $7398883.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    146921 | NS      | $9705601.26   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                    | MOSAIC CO/THE COMMON STOCK                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |     56143 | NS      | $1947039.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                    | LENNAR CORP-A COMMON STOCK                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |     27173 | NS      | $3424884.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                        | CONOCOPHILLIPS COMMON STOCK                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |    120177 | NS      | $11367542.43  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                     | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     89395 | NS      | $16575620.90  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                 | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    150440 | NS      | $16698840.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                     | FIRSTENERGY CORP COMMON STOCK                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |    123119 | NS      | $5641312.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                   | ALLISON TRANSMISSION HOLDING COMMON STOCK      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     48962 | NS      | $4155894.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                       | GENPACT LTD COMMON STOCK                       | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |     26837 | NS      | $1124201.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                 | QUALCOMM INC COMMON STOCK                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |    109063 | NS      | $18143720.68  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                           | LOCKHEED MARTIN CORP COMMON STOCK              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      4519 | NS      | $2255929.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC           | EXPEDITORS INTL WASH INC COMMON STOCK          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     25052 | NS      | $3071124.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                   | HALLIBURTON CO COMMON STOCK                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     88323 | NS      | $2172745.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  14398667 | NS      | $14398667.38  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                         | HOLOGIC INC COMMON STOCK                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |     46500 | NS      | $3138285.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                | DELL TECHNOLOGIES -C COMMON STOCK              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |     21538 | NS      | $3053442.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                       | BORGWARNER INC COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |     90533 | NS      | $3979830.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                         | RAYONIER INC REIT                              | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     49342 | NS      | $1309536.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                    | CANADIAN NATURAL RESOURCES COMMON STOCK        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | US        |    106381 | NS      | $3399936.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                    | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     33962 | NS      | $4255098.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                  | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     11481 | NS      | $8869531.74   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.          | FIDELITY NATIONAL INFO SERVICES COMMON STOCK   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |     22719 | NS      | $1498090.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                               | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |     15733 | NS      | $7909608.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION            | ZIONS BANCORP NA COMMON STOCK                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     56388 | NS      | $3190433.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP, INC.                         | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               |  | US        |     13566 | NS      | $2359263.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                      | AGCO CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: LYOM0B2GCF1JWXK5ZG04       | Long             | EC               |  | US        |     26021 | NS      | $2786068.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                      | CATERPILLAR INC COMMON STOCK                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |      7394 | NS      | $3528047.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                              | AMERICAN EXPRESS CO COMMON STOCK               | CUSIP: N/A<br>LEI: R4PP93JZOLY261QX3811       | Long             | EC               |  | US        |     12719 | NS      | $4224743.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                    | TARGET CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 8WDDFXB5T1Z6J0XC1L66       | Long             | EC               |  | US        |    110642 | NS      | $9924587.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                      | AUTONATION INC COMMON STOCK                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |     10940 | NS      | $2393343.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                       | ARCHER-DANIELS-MIDLAND CO COMMON STOCK         | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |    191933 | NS      | $11466077.42  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                          | TEXTRON INC COMMON STOCK                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     72569 | NS      | $6131354.81   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                     | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    115817 | NS      | $9720520.81   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                                   | EVEREST GROUP LTD COMMON STOCK                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      9921 | NS      | $3474631.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                               | MICRON TECHNOLOGY INC COMMON STOCK             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |     25562 | NS      | $4277033.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY           | JAZZ PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     25345 | NS      | $3340471.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                   | SYLVAMO CORP COMMON STOCK                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     40450 | NS      | $1788699.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                   | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    814595 | NS      | $25594574.90  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                               | HF SINCLAIR CORP COMMON STOCK                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |     31396 | NS      | $1643266.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                            | DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT    | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               |  | US        |     36738 | NS      | $3505907.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                            | COREBRIDGE FINANCIAL INC COMMON STOCK          | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               |  | US        |     58150 | NS      | $1863707.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                         | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |    201853 | NS      | $2155790.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                           | HOST HOTELS & RESORTS INC REIT                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    436677 | NS      | $7432242.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                      | GEN DIGITAL INC COMMON STOCK                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |     37780 | NS      | $1072574.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                              | STATE STREET CORP COMMON STOCK                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |     47517 | NS      | $5512447.17   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                      | NRG ENERGY INC COMMON STOCK                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     39151 | NS      | $6340504.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                  | VOYA FINANCIAL INC COMMON STOCK                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     57329 | NS      | $4288209.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                                   | OSHKOSH CORP COMMON STOCK                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |     23928 | NS      | $3103461.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                        | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    361003 | NS      | $24335212.23  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                     | SCHLUMBERGER NV COMMON STOCK                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     36346 | NS      | $1249212.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL COMMON STOCK              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |     83875 | NS      | $4636610.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                  | GLOBAL PAYMENTS INC COMMON STOCK               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |    182508 | NS      | $15162764.64  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                            | SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT        | CUSIP: 826197501<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               |  | US        |     52118 | NS      | $7036451.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                            | PRUDENTIAL FINANCIAL INC COMMON STOCK          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |     84908 | NS      | $8808355.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                  | STEEL DYNAMICS INC COMMON STOCK                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     23454 | NS      | $3270191.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORP COMMON STOCK              | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EC               |  | US        |    426738 | NS      | $22015413.42  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                           | NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT   | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               |  | US        |     54997 | NS      | $7052815.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                  | CONAGRA BRANDS INC COMMON STOCK                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |    183730 | NS      | $3364096.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                       | UNITEDHEALTH GROUP INC COMMON STOCK            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      4714 | NS      | $1627744.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                           | HUMANA INC COMMON STOCK                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |     14017 | NS      | $3646802.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                  | M & T BANK CORP COMMON STOCK                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |     17579 | NS      | $3473961.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                        | CITIZENS FINANCIAL GROUP COMMON STOCK          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     40778 | NS      | $2167758.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                  | VICI PROPERTIES INC REIT                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    223857 | NS      | $7299976.77   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                       | UNITED THERAPEUTICS CORP COMMON STOCK          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |     15915 | NS      | $6671727.15   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                  | CROWN HOLDINGS INC COMMON STOCK                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |     56924 | NS      | $5498289.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    239573 | NS      | $18061408.47  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                 | DELTA AIR LINES INC COMMON STOCK               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |    248680 | NS      | $14112590.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                             | TYSON FOODS INC-CL A COMMON STOCK              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |    117405 | NS      | $6375091.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                    | BEST BUY CO INC COMMON STOCK                   | CUSIP: N/A<br>LEI: HL5XPTVRV0O8TUN5LL90       | Long             | EC               |  | US        |     49330 | NS      | $3730334.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                   | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |     15488 | NS      | $4459150.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC.                           | HOWARD HUGHES HOLDINGS INC COMMON STOCK        | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               |  | US        |     44408 | NS      | $3649005.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                            | AMERIPRISE FINANCIAL INC COMMON STOCK          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |      4336 | NS      | $2130060.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                    | AMERICAN INTERNATIONAL GROUP COMMON STOCK      | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | EC               |  | US        |     33544 | NS      | $2634545.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                          | VIATRIS INC COMMON STOCK                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    551148 | NS      | $5456365.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                             | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |   1527589 | NS      | $43139113.36  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                         | BECTON DICKINSON AND CO COMMON STOCK           | CUSIP: N/A<br>LEI: ICE2EP6D98PQUILVRZ91       | Long             | EC               |  | US        |     11783 | NS      | $2205424.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                    | TIMKEN CO COMMON STOCK                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |     42085 | NS      | $3163950.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                | SEMPRA COMMON STOCK                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |     59286 | NS      | $5334554.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                           | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    118356 | NS      | $5201746.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                    | EXELON CORP COMMON STOCK                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     78787 | NS      | $3546202.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                       | APA CORP COMMON STOCK                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     73894 | NS      | $1794146.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK                 | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |    145584 | NS      | $1579586.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                         | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |       988 | NS      | $240627.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                  | ELECTRONIC ARTS INC COMMON STOCK               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     29281 | NS      | $5905977.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                               | HP INC COMMON STOCK                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    258302 | NS      | $7033563.46   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                             | VALERO ENERGY CORP COMMON STOCK                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |    108998 | NS      | $18557999.48  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                          | SABRA HEALTH CARE REIT INC REIT                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     99048 | NS      | $1846254.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                             | FLEX LTD COMMON STOCK                          | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               |  | US        |     53936 | NS      | $3126669.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                           | UNITED PARCEL SERVICE-CL B COMMON STOCK        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |     54458 | NS      | $4548876.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                    | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     29716 | NS      | $2520213.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                     | GRAPHIC PACKAGING HOLDING CO COMMON STOCK      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               |  | US        |     51887 | NS      | $1015428.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                 | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     57625 | NS      | $9044820.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                       | FIRST CITIZENS BCSHS  -CL A COMMON STOCK       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               |  | US        |      1292 | NS      | $2311594.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                       | JONES LANG LASALLE INC COMMON STOCK            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |     10618 | NS      | $3167137.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                               | DUKE ENERGY CORP COMMON STOCK                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     72157 | NS      | $8929428.75   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                         | OWENS CORNING COMMON STOCK                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |     24281 | NS      | $3434790.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                          | MATTEL INC COMMON STOCK                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |     33730 | NS      | $567675.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                     | FEDEX CORP COMMON STOCK                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |     28512 | NS      | $6723414.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                 | LEIDOS HOLDINGS INC COMMON STOCK               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |     24685 | NS      | $4664477.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                         | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     47080 | NS      | $11445148.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                               | ABERCROMBIE & FITCH CO-CL A COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |     43074 | NS      | $3684980.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                   | EXPEDIA GROUP INC COMMON STOCK                 | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |     37908 | NS      | $8102835.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                             | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |    126043 | NS      | $11463610.85  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                               | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |    223787 | NS      | $25231984.25  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                            | ADOBE INC COMMON STOCK                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     10395 | NS      | $3666836.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                       | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     78609 | NS      | $1019558.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                               | APPLIED MATERIALS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 41BNNE1AFPNAZELZ6K07       | Long             | EC               |  | US        |     15694 | NS      | $3213189.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                    | OMNICOM GROUP COMMON STOCK                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     87022 | NS      | $7094903.66   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                             | NU SKIN ENTERPRISES INC - A COMMON STOCK       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |     59228 | NS      | $721989.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORPORATION                                       | RTX CORPORATION COMMON STOCK                   | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | EC               |  | US        |     81399 | NS      | $13620494.67  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                            | NORTHERN TRUST CORP COMMON STOCK               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               |  | US        |     19901 | NS      | $2678674.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION            | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     88623 | NS      | $5943944.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                             | PVH CORP COMMON STOCK                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |     28454 | NS      | $2383591.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                               | EAST WEST BANCORP INC COMMON STOCK             | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               |  | US        |     22059 | NS      | $2348180.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                  | SCORPIO TANKERS INC COMMON STOCK               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |      5529 | NS      | $309900.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE, INC.                                        | RELIANCE INC COMMON STOCK                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |      5830 | NS      | $1637238.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                            | ALBERTSONS COS INC - CLASS A COMMON STOCK      | CUSIP: N/A<br>LEI: 549300YKWOC0AOR16R51       | Long             | EC               |  | US        |    127606 | NS      | $2234381.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                       | UGI CORP COMMON STOCK                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |    120785 | NS      | $4017309.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                            | UNUM GROUP COMMON STOCK                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     64361 | NS      | $5005998.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     44209 | NS      | $3145028.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                  | CELANESE CORP COMMON STOCK                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |     89638 | NS      | $3771967.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                      | SALESFORCE INC COMMON STOCK                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |     15697 | NS      | $3720189.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                          | ON SEMICONDUCTOR COMMON STOCK                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |     84263 | NS      | $4155008.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                   | TOLL BROTHERS INC COMMON STOCK                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |      1959 | NS      | $270616.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                            | PACCAR INC COMMON STOCK                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     73918 | NS      | $7267617.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                   | CHEVRON CORP COMMON STOCK                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     18269 | NS      | $2836993.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                 | WHIRLPOOL CORP COMMON STOCK                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     27736 | NS      | $2180049.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                      | MEDTRONIC PLC COMMON STOCK                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |    120731 | NS      | $11498420.44  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                       | BUNGE GLOBAL SA COMMON STOCK                   | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     42065 | NS      | $3417781.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                              | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |      9418 | NS      | $3043803.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | FIFTH THIRD BANCORP COMMON STOCK               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     80177 | NS      | $3571885.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL REXNORD CORP COMMON STOCK                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               |  | US        |     24111 | NS      | $3458481.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                        | CITIGROUP INC COMMON STOCK                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |    438348 | NS      | $44492322.00  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | TRAVELERS COS INC/THE COMMON STOCK             | CUSIP: N/A<br>LEI: 549300Y650407RU8B149       | Long             | EC               |  | US        |     20779 | NS      | $5801912.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | WILLIS TOWERS WATSON PLC COMMON STOCK          | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               |  | US        |     14219 | NS      | $4911953.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                              | DOW INC COMMON STOCK                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |    203364 | NS      | $4663136.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                       | FOX CORP - CLASS B COMMON STOCK                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     10695 | NS      | $612716.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                       | FMC CORP COMMON STOCK                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |    146891 | NS      | $4939944.33   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                              | DEVON ENERGY CORP COMMON STOCK                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     66333 | NS      | $2325634.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                             | APTIV PLC COMMON STOCK                         | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               |  | US        |     36436 | NS      | $3141511.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                       | THE CIGNA GROUP COMMON STOCK                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     21257 | NS      | $6127330.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                    | GOODYEAR TIRE & RUBBER CO COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     89554 | NS      | $669863.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                     | RADIAN GROUP INC COMMON STOCK                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     78204 | NS      | $2832548.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                       | FOX CORP - CLASS A COMMON STOCK                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |    130663 | NS      | $8239608.78   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                       | ANNALY CAPITAL MANAGEMENT IN REIT              | CUSIP: N/A<br>LEI: 2DTL0G3FPRYUT58TI025       | Long             | EC               |  | US        |    207046 | NS      | $4184399.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                          | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     69676 | NS      | $3142387.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                   | CENTENE CORP COMMON STOCK                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |    153261 | NS      | $5468352.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |     79243 | NS      | $6390947.95   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                            | DOLLAR GENERAL CORP COMMON STOCK               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |     80385 | NS      | $8307789.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                           | HEALTHPEAK PROPERTIES INC REIT                 | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |    522996 | NS      | $10015373.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                      | LEAR CORP COMMON STOCK                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |      4783 | NS      | $481217.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                  | AERCAP HOLDINGS NV COMMON STOCK                | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               |  | US        |     73698 | NS      | $8917458.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                          | MACY'S INC COMMON STOCK                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     40148 | NS      | $719853.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                               | ARROW ELECTRONICS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |     29256 | NS      | $3539976.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP COMMON STOCK      | CUSIP: N/A<br>LEI: WFLLPEPC7FZXENRZV188       | Long             | EC               |  | US        |    205455 | NS      | $22386376.80  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                             | FIRST HORIZON CORP COMMON STOCK                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |     73633 | NS      | $1664842.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                   | ALLY FINANCIAL INC COMMON STOCK                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     58605 | NS      | $2297316.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P MID 400 EMINI DEC25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $4272060.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                  | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      3832 | NS      | $2814144.16   | 0.20%             |  |  |  | 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        |     41804 | NS      | $3683768.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                 | PAYPAL HOLDINGS INC COMMON STOCK               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |     66971 | NS      | $4491075.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDU-CL A COMMON STOCK          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     48418 | NS      | $2374418.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                        | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     33730 | NS      | $1393049.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | ROYALTY PHARMA PLC- CL A COMMON STOCK          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |     75171 | NS      | $2652032.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                | ALASKA AIR GROUP INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900G48RT4KWLC6C27       | Long             | EC               |  | US        |     39735 | NS      | $1978008.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                         | POPULAR INC COMMON STOCK                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      3485 | NS      | $442629.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                          | GENERAL DYNAMICS CORP COMMON STOCK             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     33310 | NS      | $11358710.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                 | HARLEY-DAVIDSON INC COMMON STOCK               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     26937 | NS      | $751542.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                  | SNAP-ON INC COMMON STOCK                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |     18096 | NS      | $6270806.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED            | REINSURANCE GROUP OF AMERICA COMMON STOCK      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |     15260 | NS      | $2931903.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     62562 | NS      | $5133212.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $4380187.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                     | CROWN CASTLE INC REIT                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     51074 | NS      | $4928130.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                              | MAGNA INTERNATIONAL INC COMMON STOCK           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               |  | US        |     63243 | NS      | $2996453.34   | 0.22%             |  |  |  | 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        |      6823 | NS      | $1516207.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                           | RENAISSANCERE HOLDINGS LTD COMMON STOCK        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |     10786 | NS      | $2738888.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                         | RAYMOND JAMES FINANCIAL INC COMMON STOCK       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               |  | US        |     45580 | NS      | $7867108.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | WELLS FARGO & CO COMMON STOCK                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |    222598 | NS      | $18658164.36  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                            | TEGNA INC COMMON STOCK                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     41304 | NS      | $839710.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                         | METLIFE INC COMMON STOCK                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |    137686 | NS      | $11341195.82  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                             | Nexstar Media Group Inc COMMON STOCK           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      2304 | NS      | $455592.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                        | MARATHON PETROLEUM CORP COMMON STOCK           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     53122 | NS      | $10238734.28  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                             | T ROWE PRICE GROUP INC COMMON STOCK            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |     52240 | NS      | $5361913.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV S.A.                                            | AMBEV SA-ADR DEPOSITARY RECEIPT                | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               |  | US        |   1387221 | NS      | $3093502.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                | AMKOR TECHNOLOGY INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |     86330 | NS      | $2451772.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                              | SKYWORKS SOLUTIONS INC COMMON STOCK            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |     38844 | NS      | $2990211.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                        | UNITED AIRLINES HOLDINGS INC COMMON STOCK      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     19196 | NS      | $1852414.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                            | JABIL INC COMMON STOCK                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     37291 | NS      | $8098486.47   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                      | PULTEGROUP INC COMMON STOCK                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     38527 | NS      | $5090572.51   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                           | MGIC INVESTMENT CORP COMMON STOCK              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     90057 | NS      | $2554917.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                           | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    847361 | NS      | $21590758.28  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                               | GSK PLC-SPON ADR DEPOSITARY RECEIPT            | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               |  | US        |     98232 | NS      | $4239693.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                         | BROADCOM INC COMMON STOCK                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     32841 | NS      | $10834574.31  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                | DXC TECHNOLOGY CO COMMON STOCK                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |    171003 | NS      | $2330770.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                  | NEXTERA ENERGY INC COMMON STOCK                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |     99154 | NS      | $7485135.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                          | UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT  | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               |  | US        |    102824 | NS      | $6095406.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                   | NEWMONT CORP COMMON STOCK                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     91372 | NS      | $7703573.32   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM COMMON STOCK                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               |  | US        |     18000 | NS      | $2348460.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                             | BAXTER INTERNATIONAL INC COMMON STOCK          | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | EC               |  | US        |    135184 | NS      | $3078139.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                               | KRAFT HEINZ CO/THE COMMON STOCK                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     56221 | NS      | $1463994.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                    | MANPOWERGROUP INC COMMON STOCK                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     44402 | NS      | $1682835.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                          | CUMMINS INC COMMON STOCK                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |     12198 | NS      | $5152069.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                    | FORD MOTOR CO COMMON STOCK                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |    185547 | NS      | $2219142.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                             | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     97873 | NS      | $782005.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                       | UNIVERSAL HEALTH SERVICES-B COMMON STOCK       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |      7974 | NS      | $1630204.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |    148530 | NS      | $6790791.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                       | LKQ CORP COMMON STOCK                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               |  | US        |     33102 | NS      | $1010935.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                              | ALLSTATE CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |     15652 | NS      | $3359701.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                         | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |     31837 | NS      | $8985993.25   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                   | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    220971 | NS      | $15118835.82  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                               | WALT DISNEY CO/THE COMMON STOCK                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     22892 | NS      | $2621134.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                             | SANOFI-ADR DEPOSITARY RECEIPT                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               |  | US        |     50550 | NS      | $2385960.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                              | EASTMAN CHEMICAL CO COMMON STOCK               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |     40818 | NS      | $2573574.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | SYNCHRONY FINANCIAL COMMON STOCK               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |    126034 | NS      | $8954715.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     40452 | NS      | $2190880.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC.                                           | ACUITY INC COMMON STOCK                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |       851 | NS      | $293075.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY | JOHNSON CONTROLS INTERNATION COMMON STOCK      | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |     90890 | NS      | $9993355.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                            | GENMAB A/S -SP ADR DEPOSITARY RECEIPT          | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               |  | US        |     92275 | NS      | $2830074.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer