# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002839
**Filing Date:** 2025-11
**Character Count:** 85431
**Document Hash:** b646dbeee92c270298b6d44ac5946d14
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002839.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002839

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533159

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

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

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

## Series and Classes Contracts Data

### SIMT US MANAGED VOLATILITY FUND (Series ID: S000006678)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018203 | CLASS F      | SVOAX           |
| C000036885 | Class I      | SEVIX           |
| C000147394 | Class Y      | SUSYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000006678

- **c. LEI of Series:** TQAKQ5YQ7BHG3AN4SL54

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $573290234.49

**Total Liabilities:** $417666.49

**Net Assets:** $572872568.00

**Cash Not Reported:** $272442.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036885 | 0.60%                | 3.29%                | -0.81%               |
| Class ID C000018203 | 0.66%                | 3.36%                | -0.82%               |
| Class ID C000147394 | 0.66%                | 3.43%                | -0.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1203284.43              | $1744551.94                                |
| Month 2  | $5444522.95              | $12624110.72                               |
| Month 3  | $3102573.88              | $-8459906.48                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE J. M. SMUCKER COMPANY                      | JM SMUCKER CO/THE COMMON STOCK                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     12551 | NS      | $1363038.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                  | NETFLIX INC COMMON STOCK                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |       372 | NS      | $445998.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                  | METLIFE INC COMMON STOCK                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |      7100 | NS      | $584827.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                  | WORKDAY INC-CLASS A COMMON STOCK                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |       437 | NS      | $105199.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                             | INCYTE CORP COMMON STOCK                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     38581 | NS      | $3272054.61   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                            | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    172176 | NS      | $11780281.92  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                    | AVNET INC COMMON STOCK                          | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |     45076 | NS      | $2356573.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                        | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |      6933 | NS      | $3485496.42   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA               | PACKAGING CORP OF AMERICA COMMON STOCK          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |      2299 | NS      | $501021.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                       | ROPER TECHNOLOGIES INC COMMON STOCK             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |     12521 | NS      | $6244097.49   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                  | ORGANON & CO COMMON STOCK                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     17388 | NS      | $185703.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                               | AMAZON.COM INC COMMON STOCK                     | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |     13172 | NS      | $2892176.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                       | ALARM.COM HOLDINGS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 549300HIH92U1EKIHZ32       | Long             | EC               |  | US        |     22494 | NS      | $1193981.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES, INC.                 | WATTS WATER TECHNOLOGIES-A COMMON STOCK         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               |  | US        |      1763 | NS      | $492370.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                   | CUMMINS INC COMMON STOCK                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      1700 | NS      | $718029.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                    | ABM INDUSTRIES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |     12000 | NS      | $553440.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                               | SALESFORCE INC COMMON STOCK                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      5808 | NS      | $1376496.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE        | CAN IMPERIAL BK OF COMMERCE COMMON STOCK        | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |     13400 | NS      | $1071017.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                  | ALPHABET INC-CL A COMMON STOCK                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     12494 | NS      | $3037291.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                              | DOVER CORP COMMON STOCK                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               |  | US        |      8793 | NS      | $1466936.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                 | PERDOCEO EDUCATION CORP COMMON STOCK            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     10813 | NS      | $407217.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERGY COMMON STOCK                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     28204 | NS      | $2006432.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                        | DONALDSON CO INC COMMON STOCK                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               |  | US        |      5299 | NS      | $433723.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION     | COGNIZANT TECH SOLUTIONS-A COMMON STOCK         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     60658 | NS      | $4068332.06   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                        | ARROW ELECTRONICS INC COMMON STOCK              | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |     21688 | NS      | $2624248.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                      | EBAY INC COMMON STOCK                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     98846 | NS      | $8990043.70   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                       | GUIDEWIRE SOFTWARE INC COMMON STOCK             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |       132 | NS      | $30341.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                   | CF INDUSTRIES HOLDINGS INC COMMON STOCK         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |     11190 | NS      | $1003743.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                  | ALPHABET INC-CL C COMMON STOCK                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     26777 | NS      | $6521538.35   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                       | MASTERCARD INC - A COMMON STOCK                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |     13674 | NS      | $7777907.94   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                          | LEIDOS HOLDINGS INC COMMON STOCK                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |      7526 | NS      | $1422112.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                       | SONOCO PRODUCTS CO COMMON STOCK                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     40668 | NS      | $1752384.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                    | FRANKLIN ELECTRIC CO INC COMMON STOCK           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               |  | US        |      1250 | NS      | $119000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                      | ZOOM COMMUNICATIONS INC COMMON STOCK            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |     19112 | NS      | $1576740.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                   | EVERGY INC COMMON STOCK                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |     32447 | NS      | $2466620.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                     | KIMBERLY-CLARK CORP COMMON STOCK                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     11872 | NS      | $1476164.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |    199417 | NS      | $8993706.70   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                      | NATIONAL FUEL GAS CO COMMON STOCK               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     40330 | NS      | $3725282.10   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED             | CANADIAN TIRE CORP-CLASS A COMMON STOCK         | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |      6200 | NS      | $738216.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                             | CINTAS CORP COMMON STOCK                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |     17521 | NS      | $3596360.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                           | SNAP-ON INC COMMON STOCK                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      4893 | NS      | $1695571.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARZETTI COMPANY                           | MARZETTI COMPANY/THE COMMON STOCK               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |       662 | NS      | $114386.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                | GENPACT LTD COMMON STOCK                        | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |     37581 | NS      | $1574268.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                | BUNGE GLOBAL SA COMMON STOCK                    | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     12500 | NS      | $1015625.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                     | AVERY DENNISON CORP COMMON STOCK                | CUSIP: N/A<br>LEI: 549300PW7VPFCYKLIV37       | Long             | EC               |  | US        |      4339 | NS      | $703655.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                            | WW GRAINGER INC COMMON STOCK                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      2474 | NS      | $2357623.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                 | VERISIGN INC COMMON STOCK                       | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |     19899 | NS      | $5563163.43   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                            | PC CONNECTION INC COMMON STOCK                  | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               |  | US        |       645 | NS      | $39983.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                      | CBOE GLOBAL MARKETS INC COMMON STOCK            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |      6621 | NS      | $1623800.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                       | DOLBY LABORATORIES INC-CL A COMMON STOCK        | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |     33850 | NS      | $2449724.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                            | MOODY'S CORP COMMON STOCK                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      1952 | NS      | $930088.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                          | COCA-COLA CO/THE COMMON STOCK                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     33792 | NS      | $2241085.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                       | MOTOROLA SOLUTIONS INC COMMON STOCK             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     16446 | NS      | $7520591.34   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                     | AMGEN INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |      9388 | NS      | $2649293.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION              | PINNACLE WEST CAPITAL COMMON STOCK              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |     21661 | NS      | $1942125.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                 | FORTINET INC COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300O0QJWDBAS0QX03       | Long             | EC               |  | US        |      5817 | NS      | $489093.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                     | NEW YORK TIMES CO-A COMMON STOCK                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     33747 | NS      | $1937077.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                   | STURM RUGER & CO INC COMMON STOCK               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               |  | US        |       614 | NS      | $26690.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                | FOX CORP - CLASS B COMMON STOCK                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     29493 | NS      | $1689653.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                           | META PLATFORMS INC COMMON STOCK                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      3639 | NS      | $2672408.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                     | OTIS WORLDWIDE CORP COMMON STOCK                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     19950 | NS      | $1824028.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                  | MOLSON COORS BEVERAGE CO - B COMMON STOCK       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     53968 | NS      | $2442052.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                               | ROYAL GOLD INC COMMON STOCK                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |      2748 | NS      | $551193.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                | UNITED THERAPEUTICS CORP COMMON STOCK           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      4859 | NS      | $2036941.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | AMDOCS LTD COMMON STOCK                         | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     67678 | NS      | $5552979.90   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                       | F5 INC COMMON STOCK                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     22949 | NS      | $7416887.31   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                              | T-MOBILE US INC COMMON STOCK                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |     12060 | NS      | $2886922.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                        | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |        44 | NS      | $51801.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                     | ALBERTSONS COS INC - CLASS A COMMON STOCK       | CUSIP: N/A<br>LEI: 549300YKWOC0AOR16R51       | Long             | EC               |  | US        |     89856 | NS      | $1573378.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                  | DROPBOX INC-CLASS A COMMON STOCK                | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |     70830 | NS      | $2139774.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                   | GODADDY INC - CLASS A COMMON STOCK              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |      8947 | NS      | $1224218.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                   | GRAND CANYON EDUCATION INC COMMON STOCK         | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      1896 | NS      | $416209.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS INTERNATIONAL COMMON STOCK        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     38327 | NS      | $6216639.40   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                           | DOMINO'S PIZZA INC COMMON STOCK                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      2272 | NS      | $980845.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                           | HCA HEALTHCARE INC COMMON STOCK                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |      4100 | NS      | $1747420.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                 | EXELIXIS INC COMMON STOCK                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     61854 | NS      | $2554570.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                  | PAYCHEX INC COMMON STOCK                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     24695 | NS      | $3130338.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION         | OLD REPUBLIC INTL CORP COMMON STOCK             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |     79226 | NS      | $3364728.22   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                               | APTARGROUP INC COMMON STOCK                     | CUSIP: N/A<br>LEI: VNPEQDQFAA7IY1T2PX43       | Long             | EC               |  | US        |      4151 | NS      | $554822.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                     | ADOBE INC COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     20539 | NS      | $7245132.25   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK         | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      3009 | NS      | $277249.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                   | COSTCO WHOLESALE CORP COMMON STOCK              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      2449 | NS      | $2266867.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.               | MARSH & MCLENNAN COS COMMON STOCK               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |      8089 | NS      | $1630176.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                            | BRINK'S CO/THE COMMON STOCK                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |      9800 | NS      | $1145228.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                        | HP INC COMMON STOCK                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     53390 | NS      | $1453809.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                               | PEGASYSTEMS INC COMMON STOCK                    | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               |  | US        |      2076 | NS      | $119370.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                      | COLGATE-PALMOLIVE CO COMMON STOCK               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     85023 | NS      | $6796738.62   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                             | CIRRUS LOGIC INC COMMON STOCK                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     11572 | NS      | $1449855.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES, INC.               | ARMSTRONG WORLD INDUSTRIES COMMON STOCK         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               |  | US        |      1437 | NS      | $281666.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                         | NETSCOUT SYSTEMS INC COMMON STOCK               | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     54030 | NS      | $1395594.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                    | ENNIS INC COMMON STOCK                          | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |       192 | NS      | $3509.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM COMMON STOCK                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               |  | US        |       432 | NS      | $56363.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                               | FASTENAL CO COMMON STOCK                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |     53984 | NS      | $2647375.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION    | INTL BUSINESS MACHINES CORP COMMON STOCK        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     23959 | NS      | $6760271.44   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                | BORGWARNER INC COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |     23900 | NS      | $1050644.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORPORATION                            | VERALTO CORP COMMON STOCK                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               |  | US        |      5257 | NS      | $560448.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.           | SIXTH STREET SPECIALTY LENDI COMMON STOCK       | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |     38650 | NS      | $883539.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                            | ABBOTT LABORATORIES COMMON STOCK                | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               |  | US        |     14697 | NS      | $1968516.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                    | ZOETIS INC COMMON STOCK                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     13137 | NS      | $1922205.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO.,LTD                             | SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT   | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               |  | US        |     36050 | NS      | $778680.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                            | CHEVRON CORP COMMON STOCK                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     27823 | NS      | $4320633.67   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                          | LA-Z-BOY INC COMMON STOCK                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     15700 | NS      | $538824.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                  | PEPSICO INC COMMON STOCK                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     12296 | NS      | $1726850.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                | AUTOMATIC DATA PROCESSING COMMON STOCK          | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               |  | US        |      5322 | NS      | $1562007.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                       | ILLINOIS TOOL WORKS COMMON STOCK                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |      7410 | NS      | $1932231.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                         | INGREDION INC COMMON STOCK                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     40140 | NS      | $4901495.40   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                | UGI CORP COMMON STOCK                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     32700 | NS      | $1087602.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP, INC.            | DIAMOND HILL INVESTMENT GRP COMMON STOCK        | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               |  | US        |        26 | NS      | $3640.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NEWMARKET CORP COMMON STOCK                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      4309 | NS      | $3568756.89   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                            | FLOWERS FOODS INC COMMON STOCK                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |     11906 | NS      | $155373.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.          | AMERICAN ELECTRIC POWER COMMON STOCK            | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |     23362 | NS      | $2628225.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED              | MCCORMICK & CO-NON VTG SHRS COMMON STOCK        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |       358 | NS      | $23953.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                             | OMNICOM GROUP COMMON STOCK                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     23148 | NS      | $1887256.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                          | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     79563 | NS      | $8831493.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. SMITH CORPORATION                        | SMITH (A.O.) CORP COMMON STOCK                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               |  | US        |      1663 | NS      | $122080.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                           | MCKESSON CORP COMMON STOCK                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      7089 | NS      | $5476536.06   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'REILLY AUTOMOTIVE INC COMMON STOCK            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |     29135 | NS      | $3141044.35   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY               | MEDTRONIC PLC COMMON STOCK                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     21641 | NS      | $2061088.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                  | AXIS CAPITAL HOLDINGS LTD COMMON STOCK          | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               |  | US        |     21730 | NS      | $2081734.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                              | SYSCO CORP COMMON STOCK                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |     20336 | NS      | $1674466.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL              | SERVICE CORP INTERNATIONAL COMMON STOCK         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     18055 | NS      | $1502537.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                   | CENTRAL GARDEN AND PET CO-A COMMON STOCK        | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |      1464 | NS      | $43231.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                     | CANON INC-SPONS ADR DEPOSITARY RECEIPT          | CUSIP: 138006309<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               |  | US        |     44700 | NS      | $1303452.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                          | TD SYNNEX CORP COMMON STOCK                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     15200 | NS      | $2489000.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                        | COMMVAULT SYSTEMS INC COMMON STOCK              | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |      1853 | NS      | $349809.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | POST HOLDINGS INC COMMON STOCK                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      1909 | NS      | $205179.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                   | MONSTER BEVERAGE CORP COMMON STOCK              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |      6196 | NS      | $417052.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                    | PROGRESSIVE CORP COMMON STOCK                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |      2868 | NS      | $708252.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                | IDT CORP-CLASS B COMMON STOCK                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      3162 | NS      | $165404.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                            | GENERAL MILLS INC COMMON STOCK                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     74837 | NS      | $3773281.54   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                      | CHURCH & DWIGHT CO INC COMMON STOCK             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     18889 | NS      | $1655243.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                       | ADT INC COMMON STOCK                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |    104800 | NS      | $912808.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                              | YUM! BRANDS INC COMMON STOCK                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |     14452 | NS      | $2196704.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                      | TYSON FOODS INC-CL A COMMON STOCK               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     23890 | NS      | $1297227.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK       | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               |  | US        |      3532 | NS      | $86428.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY    | JAZZ PHARMACEUTICALS PLC COMMON STOCK           | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     12200 | NS      | $1607960.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                           | AMPHENOL CORP-CL A COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300D3L3G0R4U4VT04       | Long             | EC               |  | US        |     25514 | NS      | $3157357.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY             | HEWLETT PACKARD ENTERPRISE COMMON STOCK         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    124600 | NS      | $3060176.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                 | KROGER CO COMMON STOCK                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     62467 | NS      | $4210900.47   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                          | LANDSTAR SYSTEM INC COMMON STOCK                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      1121 | NS      | $137389.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | GARMIN LTD COMMON STOCK                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               |  | US        |      9799 | NS      | $2412709.78   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                      | YELP INC COMMON STOCK                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     73659 | NS      | $2298160.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                          | KEURIG DR PEPPER INC COMMON STOCK               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |      7805 | NS      | $199105.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                | FOX CORP - CLASS A COMMON STOCK                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     72117 | NS      | $4547698.02   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                          | CARDINAL HEALTH INC COMMON STOCK                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     32460 | NS      | $5094921.60   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                             | EXELON CORP COMMON STOCK                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     41292 | NS      | $1858552.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                   | NEUROCRINE BIOSCIENCES INC COMMON STOCK         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |      5518 | NS      | $774616.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                             | ROYALTY PHARMA PLC- CL A COMMON STOCK           | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |     23646 | NS      | $834230.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                       | ALLSTATE CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |      2272 | NS      | $487684.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                  | BOSTON SCIENTIFIC CORP COMMON STOCK             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     40424 | NS      | $3946595.12   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                 | AUTODESK INC COMMON STOCK                       | CUSIP: N/A<br>LEI: FRKKVKAIQEF3FCSTPG55       | Long             | EC               |  | US        |      4978 | NS      | $1581361.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                   | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     23848 | NS      | $2825034.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                            | STRYKER CORP COMMON STOCK                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      9551 | NS      | $3530718.17   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                        | J & J SNACK FOODS CORP COMMON STOCK             | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               |  | US        |       770 | NS      | $73989.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                    | LOCKHEED MARTIN CORP COMMON STOCK               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      7140 | NS      | $3564359.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                              | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     76347 | NS      | $6407803.71   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                   | FRESH DEL MONTE PRODUCE INC COMMON STOCK        | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      5779 | NS      | $200646.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                     | APPLE INC COMMON STOCK                          | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               |  | US        |     31630 | NS      | $8053946.90   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                       | STATE STREET CORP COMMON STOCK                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |     15400 | NS      | $1786554.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                           | ELECTRONIC ARTS INC COMMON STOCK                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     50792 | NS      | $10244746.40  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                      | BOX INC - CLASS A COMMON STOCK                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     44710 | NS      | $1442791.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                     | QUALYS INC COMMON STOCK                         | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |      2082 | NS      | $275511.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                  | PREMIER INC-CLASS A COMMON STOCK                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |      7443 | NS      | $206915.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                | PINTEREST INC- CLASS A COMMON STOCK             | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               |  | US        |      3708 | NS      | $119286.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | BANK OF NEW YORK MELLON CORP COMMON STOCK       | CUSIP: N/A<br>LEI: WFLLPEPC7FZXENRZV188       | Long             | EC               |  | US        |     28500 | NS      | $3105360.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                             | CHEMED CORP COMMON STOCK                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      4264 | NS      | $1909163.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                            | WINMARK CORP COMMON STOCK                       | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               |  | US        |       215 | NS      | $107020.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                     | TEGNA INC COMMON STOCK                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     66820 | NS      | $1358450.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                          | HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               |  | US        |     44680 | NS      | $1376144.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.             | HARTFORD INSURANCE GROUP INC/THE COMMON STOCK   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     28638 | NS      | $3820022.82   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                          | BOOKING HOLDINGS INC COMMON STOCK               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       992 | NS      | $5356075.84   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                              | H&R BLOCK INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |     59407 | NS      | $3004211.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                | THE CIGNA GROUP COMMON STOCK                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      5971 | NS      | $1721140.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                             | VEEVA SYSTEMS INC-CLASS A COMMON STOCK          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      5437 | NS      | $1619736.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                 | CITIGROUP INC COMMON STOCK                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     17700 | NS      | $1796550.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $2358562.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                         | CVS HEALTH CORP COMMON STOCK                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     16500 | NS      | $1243935.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                | CSG SYSTEMS INTL INC COMMON STOCK               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     27157 | NS      | $1748367.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.            | ALLISON TRANSMISSION HOLDING COMMON STOCK       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     15454 | NS      | $1311735.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                         | WASTE MANAGEMENT INC COMMON STOCK               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |      6585 | NS      | $1454165.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY, INC.                              | GCI LIBERTY INC-CL C COMMON STOCK               | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               |  | US        |     28480 | NS      | $1061449.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                   | CASEY'S GENERAL STORES INC COMMON STOCK         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |       726 | NS      | $410422.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                             | CLOROX COMPANY COMMON STOCK                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |     12068 | NS      | $1487984.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                   | WALMART INC COMMON STOCK                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     48412 | NS      | $4989340.72   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                            | EVEREST GROUP LTD COMMON STOCK                  | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      3100 | NS      | $1085713.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                             | INTERDIGITAL INC COMMON STOCK                   | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      5798 | NS      | $2001643.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                            | CENTENE CORP COMMON STOCK                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     12700 | NS      | $453136.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                 | AUTOZONE INC COMMON STOCK                       | CUSIP: N/A<br>LEI: GA3JGKJ41LJKXDN23E90       | Long             | EC               |  | US        |       741 | NS      | $3179067.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION               | NEW MOUNTAIN FINANCE CORP COMMON STOCK          | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |     61704 | NS      | $594826.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                       | TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT  | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               |  | US        |      3600 | NS      | $687924.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | EXXON MOBIL CORP COMMON STOCK                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     48451 | NS      | $5462850.25   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                  | CENCORA INC COMMON STOCK                        | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |     14200 | NS      | $4437926.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                   | ENCOMPASS HEALTH CORP COMMON STOCK              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |      3656 | NS      | $464385.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                          | CAL-MAINE FOODS INC COMMON STOCK                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      4895 | NS      | $460619.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                   | TEXTRON INC COMMON STOCK                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     19710 | NS      | $1665297.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                | ARCHER-DANIELS-MIDLAND CO COMMON STOCK          | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |     55324 | NS      | $3305055.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                        | KRAFT HEINZ CO/THE COMMON STOCK                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |    142512 | NS      | $3711012.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS, INC.                    | UTAH MEDICAL PRODUCTS INC COMMON STOCK          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               |  | US        |        60 | NS      | $3778.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                    | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    219417 | NS      | $5590745.16   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                      | WESTERN UNION CO COMMON STOCK                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    192039 | NS      | $1534391.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                      | AT&T INC COMMON STOCK                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    420209 | NS      | $11866702.16  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                        | TJX COMPANIES INC COMMON STOCK                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     20168 | NS      | $2915082.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                   | MATTEL INC COMMON STOCK                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |     60200 | NS      | $1013166.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                  | MAXIMUS INC COMMON STOCK                        | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |     10400 | NS      | $950248.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PUBLIC LIMITED COMPANY         | TE CONNECTIVITY PLC COMMON STOCK                | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               |  | US        |      6628 | NS      | $1455044.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.               | SS&C TECHNOLOGIES HOLDINGS COMMON STOCK         | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               |  | US        |     13793 | NS      | $1224266.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                               | LEAR CORP COMMON STOCK                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |      9400 | NS      | $945734.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                             | GENTEX CORP COMMON STOCK                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |      9354 | NS      | $264718.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                              | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     58711 | NS      | $10886193.62  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                    | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    256791 | NS      | $11285964.45  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                  | ROLLINS INC COMMON STOCK                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     16012 | NS      | $940544.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                            | COMCAST CORP-CLASS A COMMON STOCK               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    246073 | NS      | $7731613.66   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                  | WD-40 CO COMMON STOCK                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |       874 | NS      | $172702.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                         | VERISK ANALYTICS INC COMMON STOCK               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |      7695 | NS      | $1935369.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                   | BIOMARIN PHARMACEUTICAL INC COMMON STOCK        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     16550 | NS      | $896348.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                          | OPEN TEXT CORP COMMON STOCK                     | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | CA        |     40700 | NS      | $1521642.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                             | HEALTHSTREAM INC COMMON STOCK                   | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |     39828 | NS      | $1124742.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                   | GENERAL DYNAMICS CORP COMMON STOCK              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |      7553 | NS      | $2575573.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                  | HOLOGIC INC COMMON STOCK                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      9532 | NS      | $643314.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                              | ROSS STORES INC COMMON STOCK                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     12524 | NS      | $1908532.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6411750 | NS      | $6411750.23   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                        | WALT DISNEY CO/THE COMMON STOCK                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     10447 | NS      | $1196181.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                         | FEDERATED HERMES INC COMMON STOCK               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     23600 | NS      | $1225548.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                            | MAGNERA CORP COMMON STOCK                       | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |      4227 | NS      | $49539.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                    | MGIC INVESTMENT CORP COMMON STOCK               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     27900 | NS      | $791523.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                 | MARATHON PETROLEUM CORP COMMON STOCK            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      6700 | NS      | $1291358.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                         | THE CAMPBELL'S COMPANY COMMON STOCK             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |      2585 | NS      | $81634.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                      | WR BERKLEY CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: SQOAGCLKBDWNVYV1OV80       | Long             | EC               |  | US        |      2974 | NS      | $227867.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    153199 | NS      | $10120325.94  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                               | GEN DIGITAL INC COMMON STOCK                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    194415 | NS      | $5519441.85   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                        | REPUBLIC SERVICES INC COMMON STOCK              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |      4765 | NS      | $1093472.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                              | LOEWS CORP COMMON STOCK                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               |  | US        |     12729 | NS      | $1277864.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                    | INTUIT INC COMMON STOCK                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      2690 | NS      | $1837027.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                    | ABBVIE INC COMMON STOCK                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     24178 | NS      | $5598174.12   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                | NATIONAL HEALTHCARE CORP COMMON STOCK           | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               |  | US        |       237 | NS      | $28797.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                 | EPR PROPERTIES REIT                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     15100 | NS      | $875951.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                            | EOG RESOURCES INC COMMON STOCK                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |      8900 | NS      | $997868.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                   | PROCTER & GAMBLE CO/THE COMMON STOCK            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     14340 | NS      | $2203341.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                       | PTC INC COMMON STOCK                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |      1957 | NS      | $397310.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC    | EXPEDITORS INTL WASH INC COMMON STOCK           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |      7765 | NS      | $951911.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                          | MICROSOFT CORP COMMON STOCK                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     17586 | NS      | $9108668.70   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                | REGENERON PHARMACEUTICALS COMMON STOCK          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      2768 | NS      | $1556363.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                  | TRAVELERS COS INC/THE COMMON STOCK              | CUSIP: N/A<br>LEI: 549300Y650407RU8B149       | Long             | EC               |  | US        |      1520 | NS      | $424414.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                      | VISA INC-CLASS A SHARES COMMON STOCK            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     18326 | NS      | $6256129.88   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                               | OGE ENERGY CORP COMMON STOCK                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |     31306 | NS      | $1448528.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION | SCIENCE APPLICATIONS INTE COMMON STOCK          | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     15768 | NS      | $1566866.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                 | INNOVIVA INC COMMON STOCK                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     45793 | NS      | $835722.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                            | VONTIER CORP COMMON STOCK                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |     22200 | NS      | $931734.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | MONDELEZ INTERNATIONAL INC-A COMMON STOCK       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     25586 | NS      | $1598357.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                           | CONAGRA BRANDS INC COMMON STOCK                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     74443 | NS      | $1363051.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer