# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002868
**Filing Date:** 2025-11
**Character Count:** 63162
**Document Hash:** 66efbe8fb0bce67b17f54073b24fc852
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002868.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002868

**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:** 251533190

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

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

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

## Series and Classes Contracts Data

### SIMT Tax-Managed Managed Volatility Fund (Series ID: S000017259)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000047774 | Class F      | TMMAX           |
| C000147398 | Class Y      | STVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000017259

- **c. LEI of Series:** 7JIBZQTMH4YWBINPMS36

**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:** $688311175.08

**Total Liabilities:** $525976.58

**Net Assets:** $687785198.50

**Cash Not Reported:** $78904.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147398 | 1.36%                | 2.57%                | -0.38%               |
| Class ID C000047774 | 1.36%                | 2.57%                | -0.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27736214.80             | $-19288472.43                              |
| Month 2  | $2724550.78              | $13971426.70                               |
| Month 3  | $604686.12               | $-3948687.25                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE WILLIAMS COMPANIES, INC.                 | WILLIAMS COS INC COMMON STOCK                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     68772 | NS      | $4356706.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                        | ELEVANCE HEALTH INC COMMON STOCK                | CUSIP: N/A<br>LEI: 8MYN82XMYQH89CTMTH67       | Long             | EC               |  | US        |     18259 | NS      | $5899848.08   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                     | ALLSTATE CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |     40175 | NS      | $8623563.75   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                            | H&R BLOCK INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |     18484 | NS      | $934735.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                            | T-MOBILE US INC COMMON STOCK                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |     24791 | NS      | $5934469.58   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                     | MASTERCARD INC - A COMMON STOCK                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      6658 | NS      | $3787136.98   | 0.55%             |  |  |  | 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        |     26453 | NS      | $2882318.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                               | EXELIXIS INC COMMON STOCK                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |    118989 | NS      | $4914245.70   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                      | DONALDSON CO INC COMMON STOCK                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               |  | US        |     33835 | NS      | $2769394.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                   | ADOBE INC COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     20105 | NS      | $7092038.75   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                     | ALARM.COM HOLDINGS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 549300HIH92U1EKIHZ32       | Long             | EC               |  | US        |     30244 | NS      | $1605351.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.               | AMERICAN FINANCIAL GROUP INC COMMON STOCK       | CUSIP: N/A<br>LEI: 549300AFOM7IVKIU1G39       | Long             | EC               |  | US        |     17700 | NS      | $2579244.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                   | UNUM GROUP COMMON STOCK                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     10310 | NS      | $801911.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                | JACK HENRY & ASSOCIATES INC COMMON STOCK        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     10939 | NS      | $1629145.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.               | LYONDELLBASELL INDU-CL A COMMON STOCK           | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     47176 | NS      | $2313511.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                    | TYSON FOODS INC-CL A COMMON STOCK               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     16292 | NS      | $884655.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                  | AVNET INC COMMON STOCK                          | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |     80494 | NS      | $4208226.32   | 0.61%             |  |  |  | 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        |        19 | NC      | $6401812.50   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                   | APPLE INC COMMON STOCK                          | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               |  | US        |     44166 | NS      | $11245988.58  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.           | MADISON SQUARE GARDEN SPORTS COMMON STOCK       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               |  | US        |      8894 | NS      | $2018938.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                      | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |      7600 | NS      | $3820824.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                              | FOX CORP - CLASS B COMMON STOCK                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     71120 | NS      | $4074464.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                             | TOTALENERGIES SE -SPON ADR DEPOSITARY RECEIPT   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | US        |     12457 | NS      | $743558.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC           | COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               |  | US        |     25584 | NS      | $2313049.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                           | VEEVA SYSTEMS INC-CLASS A COMMON STOCK          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      4423 | NS      | $1317655.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                | C.H. ROBINSON WORLDWIDE INC COMMON STOCK        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |     23402 | NS      | $3098424.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                         | ELECTRONIC ARTS INC COMMON STOCK                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     46960 | NS      | $9471832.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.              | CSG SYSTEMS INTL INC COMMON STOCK               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      1812 | NS      | $116656.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                  | RENAISSANCERE HOLDINGS LTD COMMON STOCK         | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |     12315 | NS      | $3127147.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY  | JAZZ PHARMACEUTICALS PLC COMMON STOCK           | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      8615 | NS      | $1135457.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                | DROPBOX INC-CLASS A COMMON STOCK                | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |    141705 | NS      | $4280908.05   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                       | NETSCOUT SYSTEMS INC COMMON STOCK               | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     68931 | NS      | $1780487.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                          | ENTERGY CORP COMMON STOCK                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     34800 | NS      | $3243012.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                         | MCKESSON CORP COMMON STOCK                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      8957 | NS      | $6919640.78   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                | TRAVELERS COS INC/THE COMMON STOCK              | CUSIP: N/A<br>LEI: 549300Y650407RU8B149       | Long             | EC               |  | US        |     12700 | NS      | $3546094.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                         | SOUTHERN CO/THE COMMON STOCK                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |     19305 | NS      | $1829534.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                        | NEWMARKET CORP COMMON STOCK                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      3975 | NS      | $3292134.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                      | SPOTIFY TECHNOLOGY SA COMMON STOCK              | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |       808 | NS      | $563984.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                 | BRISTOL-MYERS SQUIBB CO COMMON STOCK            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     50218 | NS      | $2264831.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.          | ALLISON TRANSMISSION HOLDING COMMON STOCK       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     33294 | NS      | $2825994.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                        | COCA-COLA CO/THE COMMON STOCK                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     58844 | NS      | $3902534.08   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                          | STRYKER CORP COMMON STOCK                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      6514 | NS      | $2408030.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                          | CHEVRON CORP COMMON STOCK                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |       178 | NS      | $27641.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.              | REGENERON PHARMACEUTICALS COMMON STOCK          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |       721 | NS      | $405396.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                | CENCORA INC COMMON STOCK                        | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |     25145 | NS      | $7858566.85   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.            | EQUITY LIFESTYLE PROPERTIES REIT                | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     29390 | NS      | $1783973.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                      | KRAFT HEINZ CO/THE COMMON STOCK                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      9360 | NS      | $243734.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.        | AMERICAN ELECTRIC POWER COMMON STOCK            | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |     23100 | NS      | $2598750.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |     27400 | NS      | $2286804.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                    | BOX INC - CLASS A COMMON STOCK                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     22430 | NS      | $723816.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                      | ARROW ELECTRONICS INC COMMON STOCK              | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |     11556 | NS      | $1398276.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                           | DTE ENERGY COMPANY COMMON STOCK                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |     25361 | NS      | $3586806.23   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC.                                   | METRO INC/CN COMMON STOCK                       | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               |  | CA        |     32693 | NS      | $2196215.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                               | AMDOCS LTD COMMON STOCK                         | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |    127438 | NS      | $10456287.90  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                       | FEDERATED HERMES INC COMMON STOCK               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     25335 | NS      | $1315646.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                  | LOCKHEED MARTIN CORP COMMON STOCK               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      6896 | NS      | $3442552.16   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY           | HEWLETT PACKARD ENTERPRISE COMMON STOCK         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |     48907 | NS      | $1201155.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                        | BOOKING HOLDINGS INC COMMON STOCK               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       687 | NS      | $3709298.49   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                    | EBAY INC COMMON STOCK                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     34245 | NS      | $3114582.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                 | MATTEL INC COMMON STOCK                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |    143049 | NS      | $2407514.67   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO.,LTD                           | SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT   | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               |  | US        |     48099 | NS      | $1038938.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.              | ARCHER-DANIELS-MIDLAND CO COMMON STOCK          | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |      5547 | NS      | $331377.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPANG, INC.                                | COUPANG INC COMMON STOCK                        | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               |  | US        |      1850 | NS      | $59570.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                         | NEXTERA ENERGY INC COMMON STOCK                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |     16568 | NS      | $1250718.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                             | AMAZON.COM INC COMMON STOCK                     | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |      2914 | NS      | $639826.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                       | SEALED AIR CORP COMMON STOCK                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     96318 | NS      | $3404841.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                               | AUTOZONE INC COMMON STOCK                       | CUSIP: N/A<br>LEI: GA3JGKJ41LJKXDN23E90       | Long             | EC               |  | US        |      3042 | NS      | $13050910.08  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                    | VISA INC-CLASS A SHARES COMMON STOCK            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     13093 | NS      | $4469688.34   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                         | SILGAN HOLDINGS INC COMMON STOCK                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     38578 | NS      | $1659239.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                        | OPEN TEXT CORP COMMON STOCK                     | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | US        |     51325 | NS      | $1918528.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                               | VERISIGN INC COMMON STOCK                       | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |     26683 | NS      | $7459766.31   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                | ALPHABET INC-CL C COMMON STOCK                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     22672 | NS      | $5521765.60   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.              | AUTOMATIC DATA PROCESSING COMMON STOCK          | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               |  | US        |     11453 | NS      | $3361455.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                            | EMCOR GROUP INC COMMON STOCK                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |       750 | NS      | $487155.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                | PROGRESS SOFTWARE CORP COMMON STOCK             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     27961 | NS      | $1228326.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                           | AMEREN CORPORATION COMMON STOCK                 | CUSIP: N/A<br>LEI: XRZQ5S7HYJFPHJ78L959       | Long             | EC               |  | US        |     21800 | NS      | $2275484.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                             | PEGASYSTEMS INC COMMON STOCK                    | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               |  | US        |      3143 | NS      | $180722.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                     | SONOCO PRODUCTS CO COMMON STOCK                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |      9504 | NS      | $409527.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                              | MURPHY USA INC COMMON STOCK                     | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      4080 | NS      | $1584100.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                    | AT&T INC COMMON STOCK                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    477204 | NS      | $13476240.96  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                 | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     47616 | NS      | $5640591.36   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                 | PROCTER & GAMBLE CO/THE COMMON STOCK            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     11444 | NS      | $1758370.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                             | GEN DIGITAL INC COMMON STOCK                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |     70562 | NS      | $2003255.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                    | CBOE GLOBAL MARKETS INC COMMON STOCK            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |     24565 | NS      | $6024566.25   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                      | DUKE ENERGY CORP COMMON STOCK                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     26375 | NS      | $3263906.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                     | DOLBY LABORATORIES INC-CL A COMMON STOCK        | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |     77520 | NS      | $5610122.40   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                | PEPSICO INC COMMON STOCK                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     54885 | NS      | $7708049.40   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                    | COLGATE-PALMOLIVE CO COMMON STOCK               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     33005 | NS      | $2638419.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                          | COMCAST CORP-CLASS A COMMON STOCK               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     42549 | NS      | $1336889.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                              | THE CIGNA GROUP COMMON STOCK                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      2409 | NS      | $694394.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    162349 | NS      | $10724774.94  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                    | CHURCH & DWIGHT CO INC COMMON STOCK             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     67498 | NS      | $5914849.74   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                 | NORTHROP GRUMMAN CORP COMMON STOCK              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |     12612 | NS      | $7684743.84   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                         | META PLATFORMS INC COMMON STOCK                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      3378 | NS      | $2480735.64   | 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        |     14881 | NS      | $1374557.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                          | VONTIER CORP COMMON STOCK                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |    182962 | NS      | $7678915.14   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                          | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    202257 | NS      | $13838423.94  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                           | DT MIDSTREAM INC COMMON STOCK                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |      7200 | NS      | $814032.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC.                        | WEC ENERGY GROUP INC COMMON STOCK               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |     29250 | NS      | $3351757.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                | ALPHABET INC-CL A COMMON STOCK                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     12676 | NS      | $3081535.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                           | ORACLE CORP COMMON STOCK                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |       223 | NS      | $62716.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                      | EXXON MOBIL CORP COMMON STOCK                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     15322 | NS      | $1727555.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                     | TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT  | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               |  | US        |      8718 | NS      | $1665922.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                 | ENCOMPASS HEALTH CORP COMMON STOCK              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |       116 | NS      | $14734.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                               | CITIGROUP INC COMMON STOCK                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     30106 | NS      | $3055759.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                            | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     70893 | NS      | $5950049.49   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC.                             | ROBERT HALF INC COMMON STOCK                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |     64055 | NS      | $2176588.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                              | FOX CORP - CLASS A COMMON STOCK                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |    136664 | NS      | $8618031.84   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                          | EVEREST GROUP LTD COMMON STOCK                  | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      6960 | NS      | $2437600.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                  | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    264777 | NS      | $11636949.15  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                | CHUBB LTD COMMON STOCK                          | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |     10965 | NS      | $3094871.25   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                           | CINTAS CORP COMMON STOCK                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |     12911 | NS      | $2650111.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | INTERDIGITAL INC COMMON STOCK                   | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      6462 | NS      | $2230876.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                        | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     58002 | NS      | $6438222.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                       | MCDONALD'S CORP COMMON STOCK                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |     23860 | NS      | $7250815.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                             | APTARGROUP INC COMMON STOCK                     | CUSIP: N/A<br>LEI: VNPEQDQFAA7IY1T2PX43       | Long             | EC               |  | US        |      6262 | NS      | $836978.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION   | COGNIZANT TECH SOLUTIONS-A COMMON STOCK         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     51408 | NS      | $3447934.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                  | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     41260 | NS      | $1051304.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                 | NEUROCRINE BIOSCIENCES INC COMMON STOCK         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |     16208 | NS      | $2275279.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                  | ZOETIS INC COMMON STOCK                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      5894 | NS      | $862410.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                   | CARRIER GLOBAL CORP COMMON STOCK                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |     33119 | NS      | $1977204.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.             | PHILIP MORRIS INTERNATIONAL COMMON STOCK        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     18335 | NS      | $2973937.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                       | CVS HEALTH CORP COMMON STOCK                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     33367 | NS      | $2515538.13   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                  | PROGRESSIVE CORP COMMON STOCK                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |     36529 | NS      | $9020836.55   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                        | CARDINAL HEALTH INC COMMON STOCK                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     37902 | NS      | $5949097.92   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                        | LANDSTAR SYSTEM INC COMMON STOCK                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |     11414 | NS      | $1398899.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                 | GENERAL DYNAMICS CORP COMMON STOCK              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |      9200 | NS      | $3137200.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                        | TEXAS ROADHOUSE INC COMMON STOCK                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               |  | US        |     19702 | NS      | $3273487.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                   | NEW YORK TIMES CO-A COMMON STOCK                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     90194 | NS      | $5177135.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                     | F5 INC COMMON STOCK                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     18204 | NS      | $5883350.76   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                           | AFLAC INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300N0B7DOGLXWPP39       | Long             | EC               |  | US        |     73953 | NS      | $8260550.10   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY            | PORTLAND GENERAL ELECTRIC CO COMMON STOCK       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     39600 | NS      | $1742400.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                   | AMGEN INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |     16800 | NS      | $4740960.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                    | SHELL PLC-ADR DEPOSITARY RECEIPT                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               |  | US        |     15825 | NS      | $1131962.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                | MOLSON COORS BEVERAGE CO - B COMMON STOCK       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     28001 | NS      | $1267045.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                          | GENERAL MILLS INC COMMON STOCK                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     24353 | NS      | $1227878.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                               | SYNOPSYS INC COMMON STOCK                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |     16474 | NS      | $8128106.86   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                               | KROGER CO COMMON STOCK                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     99609 | NS      | $6714642.69   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION  | INTL BUSINESS MACHINES CORP COMMON STOCK        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     26025 | NS      | $7343214.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                   | AVERY DENNISON CORP COMMON STOCK                | CUSIP: N/A<br>LEI: 549300PW7VPFCYKLIV37       | Long             | EC               |  | US        |     26300 | NS      | $4265071.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                     | PTC INC COMMON STOCK                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |      3808 | NS      | $773100.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  16312010 | NS      | $16312010.00  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                       | WASTE MANAGEMENT INC COMMON STOCK               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     54130 | NS      | $11953527.90  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS, INC.                               | CARGURUS INC COMMON STOCK                       | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |     30826 | NS      | $1147651.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION              | UNITED THERAPEUTICS CORP COMMON STOCK           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      8570 | NS      | $3592629.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                 | GRAND CANYON EDUCATION INC COMMON STOCK         | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      7620 | NS      | $1672742.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                  | ABBVIE INC COMMON STOCK                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     48800 | NS      | $11299152.00  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION               | MARATHON PETROLEUM CORP COMMON STOCK            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      7762 | NS      | $1496047.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                              | ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT    | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               |  | US        |     42458 | NS      | $3257377.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                 | CUMMINS INC COMMON STOCK                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |     12145 | NS      | $5129683.65   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                     | MOTOROLA SOLUTIONS INC COMMON STOCK             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     22133 | NS      | $10121199.57  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                        | MICROSOFT CORP COMMON STOCK                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     30310 | NS      | $15699064.50  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                          | BRINK'S CO/THE COMMON STOCK                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |      8961 | NS      | $1047182.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                      | REPUBLIC SERVICES INC COMMON STOCK              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     13415 | NS      | $3078474.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED            | MCCORMICK & CO-NON VTG SHRS COMMON STOCK        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |     71893 | NS      | $4810360.63   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                       | INGREDION INC COMMON STOCK                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     28345 | NS      | $3461207.95   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                     | DARDEN RESTAURANTS INC COMMON STOCK             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               |  | US        |     11797 | NS      | $2245676.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                   | CULLEN/FROST BANKERS INC COMMON STOCK           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |     11272 | NS      | $1428951.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                 | COSTCO WHOLESALE CORP COMMON STOCK              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      9748 | NS      | $9023041.24   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                  | L3HARRIS TECHNOLOGIES INC COMMON STOCK          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               |  | US        |     10890 | NS      | $3325914.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | ABBOTT LABORATORIES COMMON STOCK                | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               |  | US        |      6161 | NS      | $825204.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                    | KELLANOVA COMMON STOCK                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     17852 | NS      | $1464221.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                  | GARMIN LTD COMMON STOCK                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               |  | US        |      4798 | NS      | $1181363.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                        | ELI LILLY & CO COMMON STOCK                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      4020 | NS      | $3067260.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                 | WALMART INC COMMON STOCK                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |    116490 | NS      | $12005459.40  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                    | ZOOM COMMUNICATIONS INC COMMON STOCK            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |     18945 | NS      | $1562962.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                    | YELP INC COMMON STOCK                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     88898 | NS      | $2773617.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                      | TJX COMPANIES INC COMMON STOCK                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     32809 | NS      | $4742212.86   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                              | BUNGE GLOBAL SA COMMON STOCK                    | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |      1370 | NS      | $111312.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                           | INCYTE CORP COMMON STOCK                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     71509 | NS      | $6064678.29   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                            | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     53245 | NS      | $9872687.90   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                          | HERSHEY CO/THE COMMON STOCK                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     32131 | NS      | $6010103.55   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                             | ROYAL GOLD INC COMMON STOCK                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |      6885 | NS      | $1380993.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                           | CHEMED CORP COMMON STOCK                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      2594 | NS      | $1161437.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                     | ROPER TECHNOLOGIES INC COMMON STOCK             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |     12070 | NS      | $6019188.30   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                   | NATIONAL BANK OF CANADA COMMON STOCK            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               |  | CA        |     17073 | NS      | $1813929.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                 | BIOMARIN PHARMACEUTICAL INC COMMON STOCK        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |      9922 | NS      | $537375.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                        | TD SYNNEX CORP COMMON STOCK                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     20158 | NS      | $3300872.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORPORATION                              | RTX CORPORATION COMMON STOCK                    | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | EC               |  | US        |     24555 | NS      | $4108788.15   | 0.60%             |  |  |  | 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        |      2654 | NS      | $1500359.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                        | HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               |  | US        |     84138 | NS      | $2591450.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                   | KIMBERLY-CLARK CORP COMMON STOCK                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     29339 | NS      | $3648011.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                | ROLLINS INC COMMON STOCK                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |      1738 | NS      | $102090.12    | 0.01%             |  |  |  | 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