# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-075042
**Filing Date:** 2023-3
**Character Count:** 109789
**Document Hash:** 7b54c4639469fa72018d480f9dd0c6ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075042.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075042

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23784132

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

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

## Series and Classes Contracts Data

### SIIT LARGE CAP DISCIPLINED EQUITY FUND (Series ID: S000006769)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000018358 | SIIT LARGE CAP DISCIPLINED EQUITY FUND - CLASS A | SCPAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT LARGE CAP DISCIPLINED EQUITY FUND

- **b. EDGAR series identifier (if any):** S000006769

- **c. LEI of Series:** DGG1WDZFS2W72E5YPY62

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1314598972.35

**Total Liabilities:** $2805219.69

**Net Assets:** $1311793752.66

**Cash Not Reported:** $65886371.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018358 | 5.74%                | 7.99%                | -8.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-65470.29               | $63972638.83                               |
| Month 2  | $-8223198.95             | $98192929.79                               |
| Month 3  | $-5240886.40             | $-105912577.26                             |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SNP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COSTAR GROUP, INC.                                      | COSTAR GROUP INC COMMON STOCK                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               |  | US        |      5173 | NS      | $419219.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                     | WILLSCOT MOBILE MINI HOLDING COMMON STOCK       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     27346 | NS      | $1318350.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                    | PPG INDUSTRIES INC COMMON STOCK                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |     16926 | NS      | $2288733.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                              | SAREPTA THERAPEUTICS INC COMMON STOCK           | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |     11944 | NS      | $1466842.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                  | CMS ENERGY CORP COMMON STOCK                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |     99401 | NS      | $6070419.07   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                                | NOV INC COMMON STOCK                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |     81001 | NS      | $1819282.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                            | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK        | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               |  | US        |      3346 | NS      | $200525.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |    397691 | NS      | $58870198.73  | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      2640 | NS      | $1280901.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                           | CHUBB LTD COMMON STOCK                          | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |      8206 | NS      | $1801955.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                    | CROWN HOLDINGS INC COMMON STOCK                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |     38413 | NS      | $3157932.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                            | CF INDUSTRIES HOLDINGS INC COMMON STOCK         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |      4261 | NS      | $460997.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                | EASTMAN CHEMICAL CO COMMON STOCK                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |     51971 | NS      | $4501728.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |      3851 | NS      | $409746.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                      | TARGET CORP COMMON STOCK                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |     29263 | NS      | $4888969.41   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     60282 | NS      | $11182913.82  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     48565 | NS      | $5407227.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                           | WORKDAY INC-CLASS A COMMON STOCK                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |     22641 | NS      | $3801423.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORP COMMON STOCK                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |     24440 | NS      | $5313989.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                             | DISCOVER FINANCIAL SERVICES COMMON STOCK        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |     29815 | NS      | $3230753.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                 | BANK OF NEW YORK MELLON CORP COMMON STOCK       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |     82826 | NS      | $3801713.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                    | TRADEWEB MARKETS INC-CLASS A COMMON STOCK       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               |  | US        |     12873 | NS      | $791174.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                     | FORTIVE CORP COMMON STOCK                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |     42043 | NS      | $2840004.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     40382 | NS      | $2730227.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                     | AES CORP COMMON STOCK                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |    119997 | NS      | $3470313.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                          | MONOLITHIC POWER SYSTEMS INC COMMON STOCK       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      5994 | NS      | $2289468.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |     28647 | NS      | $5577570.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     73733 | NS      | $10998014.28  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                               | ALLEGRO MICROSYSTEMS INC COMMON STOCK           | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               |  | US        |      5110 | NS      | $159125.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      2559 | NS      | $381035.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                           | PAYLOCITY HOLDING CORP COMMON STOCK             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |      1203 | NS      | $262049.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC-CL A COMMON STOCK                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |     27044 | NS      | $8138350.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                             | IRIDIUM COMMUNICATIONS INC COMMON STOCK         | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |     32676 | NS      | $1735095.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES COMMON STOCK                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      8290 | NS      | $891838.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                 | EQUITABLE HOLDINGS INC COMMON STOCK             | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               |  | US        |     42572 | NS      | $1351235.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                  | SEALED AIR CORP COMMON STOCK                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     40164 | NS      | $2137929.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                | DIAMONDBACK ENERGY INC COMMON STOCK             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |     17223 | NS      | $2549348.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORP COMMON STOCK                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |    125836 | NS      | $5205835.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     23766 | NS      | $2947696.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC COMMON STOCK                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      5274 | NS      | $1609466.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                         | BORGWARNER INC COMMON STOCK                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |    123192 | NS      | $5236891.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO COMMON STOCK                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     24015 | NS      | $4402669.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                          | SBA COMMUNICATIONS CORP REIT                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     21154 | NS      | $6331392.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP COMMON STOCK            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     32679 | NS      | $3980628.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                             | REGENCY CENTERS CORP REIT                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      7142 | NS      | $474443.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                         | ESTEE LAUDER COMPANIES-CL A COMMON STOCK        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      5029 | NS      | $1185787.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC.                                             | SEAGEN INC COMMON STOCK                         | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               |  | US        |      3843 | NS      | $466501.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                  | MURPHY OIL CORP COMMON STOCK                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     13032 | NS      | $615110.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                         | FMC CORP COMMON STOCK                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |     26083 | NS      | $3407483.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     22439 | NS      | $3420152.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     74196 | NS      | $9385052.04   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |    101501 | NS      | $7864297.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                            | DOXIMITY INC-CLASS A COMMON STOCK               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |     10365 | NS      | $352306.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                   | PAYPAL HOLDINGS INC COMMON STOCK                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |     32616 | NS      | $2557420.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARMACEUTICALS INC COMMON STOCK         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      1802 | NS      | $570152.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     50554 | NS      | $6769180.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                         | CDW CORP/DE COMMON STOCK                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |     20354 | NS      | $3839578.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                        | POOL CORP COMMON STOCK                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      8341 | NS      | $2747608.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | AMERICAN HOMES 4 RENT- A REIT                   | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    193044 | NS      | $6383965.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                            | Vistra Corp. COMMON STOCK                       | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |      4988 | NS      | $121358.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                            | LINCOLN NATIONAL CORP COMMON STOCK              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     54198 | NS      | $2110470.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC COMMON STOCK                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     44399 | NS      | $3405403.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                           | CORTEVA INC COMMON STOCK                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |     18243 | NS      | $1225199.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA, INC.                                              | OKTA INC COMMON STOCK                           | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |     23142 | NS      | $1233931.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                | SKYWORKS SOLUTIONS INC COMMON STOCK             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |     20957 | NS      | $2003908.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |       169 | NS      | $24516.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                        | EDWARDS LIFESCIENCES CORP COMMON STOCK          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |     10517 | NS      | $812438.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                      | EPAM SYSTEMS INC COMMON STOCK                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |      4837 | NS      | $1782821.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                  | CAPRI HOLDINGS LTD COMMON STOCK                 | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               |  | US        |      3991 | NS      | $228883.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                     | DANAHER CORP COMMON STOCK                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |     11453 | NS      | $3131364.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                             | L3HARRIS TECHNOLOGIES INC COMMON STOCK          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               |  | US        |     20422 | NS      | $4637427.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                    | JPMORGAN CHASE & CO COMMON STOCK                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |    133491 | NS      | $18445786.38  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED              | REINSURANCE GROUP OF AMERICA COMMON STOCK       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |      5602 | NS      | $808928.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                       | Crown Castle Inc REIT                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     45299 | NS      | $6406637.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                 | APPLIED MATERIALS INC COMMON STOCK              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               |  | US        |     28301 | NS      | $3101789.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      1848 | NS      | $90903.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC COMMON STOCK                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |    104319 | NS      | $5050082.79   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                  | PERRIGO CO PLC COMMON STOCK                     | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     67661 | NS      | $2180714.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                      | WEST PHARMACEUTICAL SERVICES COMMON STOCK       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |      2675 | NS      | $627715.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     43626 | NS      | $3831671.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                             | INTUIT INC COMMON STOCK                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      7760 | NS      | $3162898.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                          | TECHNIPFMC PLC COMMON STOCK                     | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |    115555 | NS      | $1432882.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                    | GLOBAL PAYMENTS INC COMMON STOCK                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     76467 | NS      | $7935745.26   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                         | PINTEREST INC- CLASS A COMMON STOCK             | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               |  | US        |     15808 | NS      | $401839.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     33375 | NS      | $5696778.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      8328 | NS      | $2872577.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                               | Nexstar Media Group Inc COMMON STOCK            | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     13943 | NS      | $2643035.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO COMMON STOCK                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |     48839 | NS      | $4677311.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    164094 | NS      | $6396384.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                        | SERVICENOW INC COMMON STOCK                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |      6664 | NS      | $2774223.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                    | STEEL DYNAMICS INC COMMON STOCK                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |      2823 | NS      | $293394.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                         | AFFILIATED MANAGERS GROUP COMMON STOCK          | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      9312 | NS      | $1493831.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     99588 | NS      | $10146025.44  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                           | WINGSTOP INC COMMON STOCK                       | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |       164 | NS      | $27143.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                       | PIONEER NATURAL RESOURCES CO COMMON STOCK       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               |  | US        |     18673 | NS      | $4406641.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                              | AGILENT TECHNOLOGIES INC COMMON STOCK           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      4956 | NS      | $768080.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     18114 | NS      | $1994713.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |      8182 | NS      | $299788.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                 | HELMERICH & PAYNE COMMON STOCK                  | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |      9890 | NS      | $505181.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                   | ARISTA NETWORKS INC COMMON STOCK                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |     29328 | NS      | $4085390.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                        | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     29633 | NS      | $2163801.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                           | EQUINIX INC REIT                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      2863 | NS      | $1977330.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     46816 | NS      | $12365978.24  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                              | AMERICAN TOWER CORP REIT                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      9171 | NS      | $2029083.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                           | NETFLIX INC COMMON STOCK                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |      9579 | NS      | $2926671.87   | 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        |      6939 | NS      | $306495.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                       | ROSS STORES INC COMMON STOCK                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     64100 | NS      | $7542647.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                       | CONSTELLATION ENERGY COMMON STOCK               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |     14181 | NS      | $1363077.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                   | ELEVANCE HEALTH INC COMMON STOCK                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |     10145 | NS      | $5406473.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD'S CORP COMMON STOCK                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      4239 | NS      | $1156356.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                    | SOUTHERN CO/THE COMMON STOCK                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |     53371 | NS      | $3610014.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                         | EQT CORP COMMON STOCK                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |     45505 | NS      | $1929867.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                            | ADVANCED MICRO DEVICES COMMON STOCK             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |     30718 | NS      | $2384638.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                         | CSX CORP COMMON STOCK                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     63512 | NS      | $2076207.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                            | NORFOLK SOUTHERN CORP COMMON STOCK              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               |  | US        |     13261 | NS      | $3401446.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                 | INTL FLAVORS & FRAGRANCES COMMON STOCK          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |     38965 | NS      | $4123276.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                            | Ashland Inc COMMON STOCK                        | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               |  | US        |       796 | NS      | $89048.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                    | BAKER HUGHES CO COMMON STOCK                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |    206887 | NS      | $6003860.74   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                             | PHILLIPS 66 COMMON STOCK                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     31062 | NS      | $3368363.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                        | TETRA TECH INC COMMON STOCK                     | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |     14861 | NS      | $2297361.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COS INC/THE COMMON STOCK              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     13200 | NS      | $2505492.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO COMMON STOCK                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     24170 | NS      | $1158951.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                   | COMERICA INC COMMON STOCK                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |     61760 | NS      | $4430662.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                 | AON PLC-CLASS A COMMON STOCK                    | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      5812 | NS      | $1791723.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                     | HALLIBURTON CO COMMON STOCK                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     30931 | NS      | $1171975.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                        | SALESFORCE INC COMMON STOCK                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      8630 | NS      | $1382957.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC COMMON STOCK                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      7809 | NS      | $2651467.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                          | FORTINET INC COMMON STOCK                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |     25297 | NS      | $1344788.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP COMMON STOCK                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     36162 | NS      | $3695756.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                     | CENTENE CORP COMMON STOCK                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     41552 | NS      | $3617101.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                       | MICROCHIP TECHNOLOGY INC COMMON STOCK           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               |  | US        |     80087 | NS      | $6342089.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                              | BIO-RAD LABORATORIES-A COMMON STOCK             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |      4173 | NS      | $1730584.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |    192260 | NS      | $49053216.40  | 3.74%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      7047 | NS      | $3947870.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                         | DEERE & CO COMMON STOCK                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |      6517 | NS      | $2873997.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                    | NEXTERA ENERGY INC COMMON STOCK                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |     20379 | NS      | $1726101.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX, INC.                                           | NUTANIX INC - A COMMON STOCK                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               |  | US        |     23979 | NS      | $677646.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                             | RANGE RESOURCES CORP COMMON STOCK               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |     11430 | NS      | $329984.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                      | AMERICAN INTERNATIONAL GROUP COMMON STOCK       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |    111112 | NS      | $7012278.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                            | TRUIST FINANCIAL CORP COMMON STOCK              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |      8864 | NS      | $414923.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     19220 | NS      | $2960072.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                            | HONEYWELL INTERNATIONAL INC COMMON STOCK        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |     42208 | NS      | $9266766.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                       | FIRSTENERGY CORP COMMON STOCK                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |     46766 | NS      | $1928629.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |      5873 | NS      | $273564.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP COMMON STOCK                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |    122828 | NS      | $9785706.76   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                              | COOPER COS INC/THE COMMON STOCK                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |     14269 | NS      | $4513998.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                         | MARTIN MARIETTA MATERIALS COMMON STOCK          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               |  | US        |      5897 | NS      | $2161132.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    182204 | NS      | $9059182.88   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                         | BLACKROCK INC COMMON STOCK                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |      4544 | NS      | $3253504.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     18865 | NS      | $6010389.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                 | MOLINA HEALTHCARE INC COMMON STOCK              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      9855 | NS      | $3318868.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INCORPORATED                             | COUPA SOFTWARE INC COMMON STOCK                 | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               |  | US        |      1077 | NS      | $68109.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                             | PARKER HANNIFIN CORP COMMON STOCK               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |     15362 | NS      | $4592316.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |       561 | NS      | $69395.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                               | BAXTER INTERNATIONAL INC COMMON STOCK           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |    151665 | NS      | $8573622.45   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                  | ONEMAIN HOLDINGS INC COMMON STOCK               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |     22178 | NS      | $872926.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP COMMON STOCK                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      4706 | NS      | $1631099.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     15218 | NS      | $1263550.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |     19584 | NS      | $10560672.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                      | BEST BUY CO INC COMMON STOCK                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |     57223 | NS      | $4881121.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                              | NIKE INC -CL B COMMON STOCK                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |     46214 | NS      | $5069213.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                            | AMETEK INC COMMON STOCK                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |     35556 | NS      | $5063885.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                              | PRUDENTIAL FINANCIAL INC COMMON STOCK           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |      4333 | NS      | $468093.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                              | SIMON PROPERTY GROUP INC REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      9945 | NS      | $1187830.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     42570 | NS      | $4242951.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | N/A                                             | CUSIP: MACSWAP01<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $2099765.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                         | INTERACTIVE BROKERS GRO-CL A COMMON STOCK       | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               |  | US        |     19984 | NS      | $1604715.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                             | ZOETIS INC COMMON STOCK                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     20804 | NS      | $3206728.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                        | NATIONAL RETAIL PROPERTIES REIT                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     49942 | NS      | $2315311.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                | EATON CORP PLC COMMON STOCK                     | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |      6968 | NS      | $1138919.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                             | PROGRESSIVE CORP COMMON STOCK                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |     42254 | NS      | $5583866.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                  | ALIGN TECHNOLOGY INC COMMON STOCK               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |      2223 | NS      | $437175.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     40156 | NS      | $7360996.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                          | CME GROUP INC COMMON STOCK                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |     23415 | NS      | $4132747.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                              | PACCAR INC COMMON STOCK                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     35763 | NS      | $3787659.33   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                            | SHERWIN-WILLIAMS CO/THE COMMON STOCK            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     39830 | NS      | $9924839.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                    | WEYERHAEUSER CO REIT                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     44483 | NS      | $1455038.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                   | ELI LILLY & CO COMMON STOCK                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |     29486 | NS      | $10941664.88  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                     | FIRST REPUBLIC BANK/CA COMMON STOCK             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               |  | US        |      4099 | NS      | $523073.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                              | AVERY DENNISON CORP COMMON STOCK                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |     10555 | NS      | $2040598.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                 | WALT DISNEY CO/THE COMMON STOCK                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     25348 | NS      | $2480808.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      2614 | NS      | $6741506.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP COMMON STOCK                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     20857 | NS      | $1300225.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                           | STERIS PLC COMMON STOCK                         | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |     16993 | NS      | $3156279.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC COMMON STOCK                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |     16748 | NS      | $3382258.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                     | TOLL BROTHERS INC COMMON STOCK                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     49934 | NS      | $2392337.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                | VULCAN MATERIALS CO COMMON STOCK                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               |  | US        |     24881 | NS      | $4561433.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |     10515 | NS      | $1324574.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     80945 | NS      | $8174635.55   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                   | ALBEMARLE CORP COMMON STOCK                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |      3363 | NS      | $934880.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                | GENERAL ELECTRIC CO COMMON STOCK                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |     50436 | NS      | $4335982.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                       | SYSCO CORP COMMON STOCK                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |     92898 | NS      | $8036605.98   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                            | TEXTRON INC COMMON STOCK                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     17016 | NS      | $1214602.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | SYNCHRONY FINANCIAL COMMON STOCK                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |     78975 | NS      | $2967880.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP COMMON STOCK                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     17806 | NS      | $3013309.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | DOMINION ENERGY INC COMMON STOCK                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |     23116 | NS      | $1412618.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  64652220 | NS      | $64652220.20  | 4.93%             |  |  |  | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                | PALO ALTO NETWORKS INC COMMON STOCK             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |      2284 | NS      | $388051.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                            | TENET HEALTHCARE CORP COMMON STOCK              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |     10634 | NS      | $491078.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                   | FREEPORT-MCMORAN INC COMMON STOCK               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               |  | US        |     63960 | NS      | $2545608.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |     11272 | NS      | $848105.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS, INC.                                   | MKS INSTRUMENTS INC COMMON STOCK                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               |  | US        |      7191 | NS      | $603037.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      5229 | NS      | $2412085.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                               | VALERO ENERGY CORP COMMON STOCK                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |     13122 | NS      | $1753361.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                     | GAMING AND LEISURE PROPERTIE REIT               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      5148 | NS      | $270836.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                 | WASTE CONNECTIONS INC COMMON STOCK              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | US        |     31620 | NS      | $4569090.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     86056 | NS      | $15317968.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                       | RINGCENTRAL INC-CLASS A COMMON STOCK            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |      2191 | NS      | $81198.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC COMMON STOCK               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |     30317 | NS      | $1007737.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC.                                   | JACOBS SOLUTIONS INC COMMON STOCK               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |     25258 | NS      | $3196147.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY COMMON STOCK                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     29380 | NS      | $2734396.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                     | EOG RESOURCES INC COMMON STOCK                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     28359 | NS      | $4024992.87   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                          | VALVOLINE INC COMMON STOCK                      | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |      5197 | NS      | $171397.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                                 | TJX COMPANIES INC COMMON STOCK                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     37943 | NS      | $3037337.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                       | RAYTHEON TECHNOLOGIES CORP COMMON STOCK         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               |  | US        |     47167 | NS      | $4656326.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                | LAM RESEARCH CORP COMMON STOCK                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               |  | US        |      1202 | NS      | $567800.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | WINTRUST FINANCIAL CORP COMMON STOCK            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |     22180 | NS      | $2027917.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     19268 | NS      | $4071135.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                      | MASIMO CORP COMMON STOCK                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |      8647 | NS      | $1253296.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                                  | RPM INTERNATIONAL INC COMMON STOCK              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               |  | US        |      2496 | NS      | $258635.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO/THE COMMON STOCK                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     12457 | NS      | $2929512.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                      | CHEMED CORP COMMON STOCK                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      6349 | NS      | $3301480.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |    119714 | NS      | $11557189.56  | 0.88%             |  |  |  | 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        |     77639 | NS      | $4121854.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                    | ENPHASE ENERGY INC COMMON STOCK                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |      4225 | NS      | $1354492.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                        | PDC ENERGY INC COMMON STOCK                     | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |      8159 | NS      | $606376.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                             | ECOLAB INC COMMON STOCK                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |      3614 | NS      | $541485.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECH SOLUTIONS-A COMMON STOCK         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     33534 | NS      | $2086150.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                                   | ATLASSIAN CORP -CLASS A COMMON STOCK            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               |  | US        |     18781 | NS      | $2470640.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP COMMON STOCK               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |    478821 | NS      | $18123374.85  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     18389 | NS      | $10132890.67  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    161525 | NS      | $10274605.25  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      5539 | NS      | $8139892.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                   | CAMDEN PROPERTY TRUST REIT                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     20569 | NS      | $2475067.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                        | AIR PRODUCTS & CHEMICALS INC COMMON STOCK       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |     16410 | NS      | $5089725.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS              | LABORATORY CRP OF AMER HLDGS COMMON STOCK       | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |      2192 | NS      | $527614.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                          | SIGNATURE BANK COMMON STOCK                     | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               |  | US        |      2096 | NS      | $292392.00    | 0.02%             |  |  |  | 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        |     26583 | NS      | $6543671.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                   | TELEFLEX INC COMMON STOCK                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |     28555 | NS      | $6685296.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      2172 | NS      | $761003.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                | MASTERCARD INC - A COMMON STOCK                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      9948 | NS      | $3545467.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                               | WESCO INTERNATIONAL INC COMMON STOCK            | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |     13973 | NS      | $1801399.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |     35342 | NS      | $3648708.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                   | BOOKING HOLDINGS INC COMMON STOCK               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |        61 | NS      | $126846.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP COMMON STOCK                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     18266 | NS      | $2123787.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     45479 | NS      | $9868943.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                               | MSCI INC COMMON STOCK                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |      4544 | NS      | $2307579.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      9719 | NS      | $4488039.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP COMMON STOCK                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |    296842 | NS      | $8762775.84   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |     11175 | NS      | $1419895.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                            | MONDELEZ INTERNATIONAL INC-A COMMON STOCK       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     92156 | NS      | $6230667.16   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    132341 | NS      | $6634254.33   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | INTERCONTINENTAL EXCHANGE IN COMMON STOCK       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     18582 | NS      | $2012616.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                | MOTOROLA SOLUTIONS INC COMMON STOCK             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     32435 | NS      | $8828807.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                        | IDEX CORP COMMON STOCK                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               |  | US        |     11108 | NS      | $2638038.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE'S COS INC COMMON STOCK                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     24735 | NS      | $5257424.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                            | DEXCOM INC COMMON STOCK                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      8086 | NS      | $940240.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      7239 | NS      | $2380834.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                         | KLA CORP COMMON STOCK                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      2040 | NS      | $802026.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH & MCLENNAN COS COMMON STOCK               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     45354 | NS      | $7854405.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                    | M & T BANK CORP COMMON STOCK                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |      5563 | NS      | $945821.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |     89547 | NS      | $10575500.70  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     19483 | NS      | $5579931.20   | 0.43%             |  |  |  | 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        |      4661 | NS      | $557362.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK       | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      1088 | NS      | $154735.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                  | TRANE TECHNOLOGIES PLC COMMON STOCK             | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |      7421 | NS      | $1324054.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC COMMON STOCK                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     86629 | NS      | $3290169.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                                | RALPH LAUREN CORP COMMON STOCK                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               |  | US        |     21965 | NS      | $2484680.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |      6393 | NS      | $1613529.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                                    | UNITED RENTALS INC COMMON STOCK                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |      9945 | NS      | $3510883.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                            | ZIMMER BIOMET HOLDINGS INC COMMON STOCK         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |     57376 | NS      | $6890857.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC COMMON STOCK                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |     29098 | NS      | $9427461.02   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |     16242 | NS      | $2794273.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     72725 | NS      | $7377951.25   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                            | LINDE PLC COMMON STOCK                          | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               |  | US        |     13729 | NS      | $4619533.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     41580 | NS      | $3246982.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                          | PROLOGIS INC REIT                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     47958 | NS      | $5648972.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                | EXTRA SPACE STORAGE INC REIT                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     40743 | NS      | $6546992.67   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                        | CATERPILLAR INC COMMON STOCK                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |     12988 | NS      | $3070493.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                | INTUITIVE SURGICAL INC COMMON STOCK             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |      5486 | NS      | $1483359.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     22134 | NS      | $1465934.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |     17932 | NS      | $2965056.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     87057 | NS      | $3425692.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                  | PNC FINANCIAL SERVICES GROUP COMMON STOCK       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |     12031 | NS      | $2024336.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                          | JEFFERIES FINANCIAL GROUP IN COMMON STOCK       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               |  | US        |     64759 | NS      | $2460194.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC COMMON STOCK             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     48980 | NS      | $26829284.80  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                 | CIVITAS RESOURCES INC COMMON STOCK              | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     14063 | NS      | $947283.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                              | KIMBERLY-CLARK CORP COMMON STOCK                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |       819 | NS      | $111080.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP COMMON STOCK                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     57036 | NS      | $1715072.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                       | SCHLUMBERGER LTD COMMON STOCK                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     30042 | NS      | $1548665.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                                   | WYNN RESORTS LTD COMMON STOCK                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               |  | US        |      7616 | NS      | $637154.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE-CL B COMMON STOCK         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |     22911 | NS      | $4346904.03   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47 | NC      | $9590937.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                               | MATADOR RESOURCES CO COMMON STOCK               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     19535 | NS      | $1296342.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                              | AMERIPRISE FINANCIAL INC COMMON STOCK           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |     12138 | NS      | $4029209.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                       | NUCOR CORP COMMON STOCK                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |      3004 | NS      | $450449.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                        | WESTROCK CO COMMON STOCK                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |     25301 | NS      | $959413.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                         | LIVE NATION ENTERTAINMENT IN COMMON STOCK       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |     24349 | NS      | $1771633.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                            | US BANCORP COMMON STOCK                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |    115767 | NS      | $5254664.13   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                      | BOEING CO/THE COMMON STOCK                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               |  | US        |     17098 | NS      | $3058490.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                               | ROCKWELL AUTOMATION INC COMMON STOCK            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               |  | US        |     11853 | NS      | $3131799.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP COMMON STOCK                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |     32403 | NS      | $8284799.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |      3540 | NS      | $283801.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC.                                             | SPLUNK INC COMMON STOCK                         | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               |  | US        |     10468 | NS      | $813154.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      3959 | NS      | $1041652.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                                   | PAYCOM SOFTWARE INC COMMON STOCK                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               |  | US        |       983 | NS      | $333335.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                             | ANSYS INC COMMON STOCK                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |      4261 | NS      | $1083572.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                             | HUMANA INC COMMON STOCK                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |     10202 | NS      | $5610079.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     17313 | NS      | $2790509.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                   | CHAMPIONX CORP COMMON STOCK                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |      6406 | NS      | $197561.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |     11840 | NS      | $7140230.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                              | CARRIER GLOBAL CORP COMMON STOCK                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |     25487 | NS      | $1129583.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |     21866 | NS      | $3955340.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                              | CONSTELLATION BRANDS INC-A COMMON STOCK         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |     13756 | NS      | $3540106.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC COMMON STOCK              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |       258 | NS      | $46558.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                        | MEDTRONIC PLC COMMON STOCK                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     56521 | NS      | $4467419.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                         | PBF ENERGY INC-CLASS A COMMON STOCK             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |      3570 | NS      | $141978.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO