# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016948
**Filing Date:** 2023-1
**Character Count:** 142869
**Document Hash:** 34f709cbb6b0f4fceb8c8d05f14d3a6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016948.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016948

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564333

**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 U.S. Managed Volatility Fund (Series ID: S000013605)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000036888 | SIIT U.S. Managed Volatility Fund - Class A | SVYAX           |

## 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 U.S. MANAGED VOLATILITY FUND

- **b. EDGAR series identifier (if any):** S000013605

- **c. LEI of Series:** NF4QXLQSW5LFCQE4VR03

**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:** $907170401.58

**Total Liabilities:** $1509126.11

**Net Assets:** $905661275.47

**Cash Not Reported:** $563107.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036888 | 5.93%                | 10.56%               | -7.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13180010.65             | $39597953.90                               |
| Month 2  | $5378332.43              | $74663309.55                               |
| Month 3  | $2511553.91              | $-60756529.67                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HENRY SCHEIN, INC.                                      | HENRY SCHEIN INC COMMON STOCK                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      4807 | NS      | $388982.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC COMMON STOCK                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      6011 | NS      | $1834376.87   | 0.20%             |  |  |  | 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        |     88200 | NS      | $4215149.37   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                        | DYNAVAX TECHNOLOGIES CORP COMMON STOCK                    | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               |  | US        |     13573 | NS      | $168440.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                      | VAIL RESORTS INC COMMON STOCK                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               |  | US        |      9865 | NS      | $2540632.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                         | JONES LANG LASALLE INC COMMON STOCK                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |      9578 | NS      | $1610732.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                            | FX Forward Contract: USD/CAD SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-404.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                      | CANADIAN TIRE CORP-CLASS A COMMON STOCK                   | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |     23900 | NS      | $2685642.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                      | SHUTTERSTOCK INC COMMON STOCK                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |      4628 | NS      | $249078.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                     | BALCHEM CORP COMMON STOCK                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               |  | US        |      1573 | NS      | $221478.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      2700 | NS      | $6963300.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                            | GODADDY INC - CLASS A COMMON STOCK                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |     14531 | NS      | $1149838.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     91200 | NS      | $3341568.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                               | HUDSON TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               |  | US        |     36545 | NS      | $412593.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     35529 | NS      | $2353085.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                               | NU SKIN ENTERPRISES INC - A COMMON STOCK                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |      5015 | NS      | $209175.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                        | CALIFORNIA RESOURCES CORP COMMON STOCK                    | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |      4977 | NS      | $225856.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                | WERNER ENTERPRISES INC COMMON STOCK                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |     72200 | NS      | $3175356.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP COMMON STOCK                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |       122 | NS      | $65061.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                        | PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               |  | US        |      8481 | NS      | $104401.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION              | NIPPON TELEGRAPH & TELE-ADR DEPOSITARY RECEIPT            | CUSIP: 654624105<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               |  | US        |    140100 | NS      | $3887775.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     49917 | NS      | $1828958.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                                | GUIDEWIRE SOFTWARE INC COMMON STOCK                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |      7993 | NS      | $474064.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                    | SFL CORP LTD COMMON STOCK                                 | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |      7959 | NS      | $77918.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                         | VITAL FARMS INC COMMON STOCK                              | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |     18529 | NS      | $264408.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |    157200 | NS      | $13052316.00  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                          | PUBLIC STORAGE REIT                                       | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     10204 | NS      | $3040383.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     50900 | NS      | $6815510.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                             | PILGRIM'S PRIDE CORP COMMON STOCK                         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |     96770 | NS      | $2531503.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                              | TURNING POINT BRANDS INC COMMON STOCK                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               |  | US        |     13715 | NS      | $302004.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       126 | NS      | $41440.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                    | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |     13112 | NS      | $1955130.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                 | HACKETT GROUP INC/THE COMMON STOCK                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               |  | US        |     12637 | NS      | $291914.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC             | EXPEDITORS INTL WASH INC COMMON STOCK                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     41567 | NS      | $4824266.02   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                           | SIMPLY GOOD FOODS CO/THE COMMON STOCK                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |      9518 | NS      | $379768.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                          | AMERISAFE INC COMMON STOCK                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |      2689 | NS      | $159645.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                             | FIRST FINANCIAL CORP/INDIANA COMMON STOCK                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      8099 | NS      | $389318.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC.                                      | DONEGAL GROUP INC-CL A COMMON STOCK                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               |  | US        |     17414 | NS      | $258946.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                           | AMERICAN STATES WATER CO COMMON STOCK                     | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |      6255 | NS      | $612927.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                                        | UTZ BRANDS INC COMMON STOCK                               | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               |  | US        |     30501 | NS      | $581349.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DANAHER CORPORATION                                     | DANAHER CORP COMMON STOCK                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      2515 | NS      | $687626.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                            | INDEPENDENT BANK CORP - MICH COMMON STOCK                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |       913 | NS      | $22405.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP COMMON STOCK                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      5434 | NS      | $1389365.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      7310 | NS      | $786409.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                          | EXPONENT INC COMMON STOCK                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |       415 | NS      | $42915.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                | AGREE REALTY CORP REIT                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      3282 | NS      | $229575.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                | STEWART INFORMATION SERVICES COMMON STOCK                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               |  | US        |      4027 | NS      | $178235.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     61744 | NS      | $4783925.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |    120100 | NS      | $17882890.00  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC COMMON STOCK                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |     22410 | NS      | $2533898.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                | ACLARIS THERAPEUTICS INC COMMON STOCK                     | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               |  | US        |     10537 | NS      | $160373.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                              | ARKO CORP COMMON STOCK                                    | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               |  | US        |     28627 | NS      | $269952.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |      5003 | NS      | $299029.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES, INC.                                 | MILLER INDUSTRIES INC/TENN COMMON STOCK                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               |  | US        |      1588 | NS      | $43812.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |    235500 | NS      | $18905940.00  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                 | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     38100 | NS      | $4142994.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                              | KIMBERLY-CLARK CORP COMMON STOCK                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |      8242 | NS      | $1117862.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALERUS FINANCIAL CORPORATION                            | ALERUS FINANCIAL CORP COMMON STOCK                        | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               |  | US        |      4574 | NS      | $108220.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                         | ALKERMES PLC COMMON STOCK                                 | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      1163 | NS      | $28819.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                            | STRIDE INC COMMON STOCK                                   | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |      5306 | NS      | $187885.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc                  | NATURAL GROCERS BY VITAMIN C COMMON STOCK                 | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               |  | US        |      6148 | NS      | $61971.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     25049 | NS      | $4458722.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                             | ARDAGH METAL PACKAGING SA COMMON STOCK                    | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               |  | US        |     75209 | NS      | $336184.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                               | CBOE GLOBAL MARKETS INC COMMON STOCK                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |     22907 | NS      | $2905523.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    108600 | NS      | $11064168.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                     | KINDER MORGAN INC COMMON STOCK                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |    231700 | NS      | $4430104.00   | 0.49%             |  |  |  | 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        |   6418391 | NS      | $6418390.76   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARTANNASH COMPANY                                     | SPARTANNASH CO COMMON STOCK                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     12464 | NS      | $409442.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                       | OSI SYSTEMS INC COMMON STOCK                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      5937 | NS      | $525305.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     50937 | NS      | $1934587.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     51400 | NS      | $9422134.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | BRIGHTCOVE COMMON STOCK                                   | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               |  | US        |     10923 | NS      | $60404.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    218000 | NS      | $19146940.00  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES, INC.                         | BUSINESS FIRST BANCSHARES COMMON STOCK                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               |  | US        |       715 | NS      | $16816.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     67944 | NS      | $5967521.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RESOURCES CORPORATION                          | ARTESIAN RESOURCES CORP-CL A COMMON STOCK                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               |  | US        |      6994 | NS      | $381592.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                       | CORCEPT THERAPEUTICS INC COMMON STOCK                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |      8300 | NS      | $209824.00    | 0.02%             |  |  |  | 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        |      2556 | NS      | $70750.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                              | SPIRE INC COMMON STOCK                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      6384 | NS      | $473054.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT, INC.                                  | CITY OFFICE REIT INC REIT                                 | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     10593 | NS      | $104764.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    240100 | NS      | $11937772.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     12204 | NS      | $953010.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IRadimed Corp                                           | IRADIMED CORP COMMON STOCK                                | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               |  | US        |      9536 | NS      | $281884.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                | PACIRA BIOSCIENCES INC COMMON STOCK                       | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |      5288 | NS      | $255146.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                | BERRY GLOBAL GROUP INC COMMON STOCK                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |      5344 | NS      | $313158.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     70490 | NS      | $3467403.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHPEAK ENERGY, INC.                                   | HIGHPEAK ENERGY INC COMMON STOCK                          | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               |  | US        |      4940 | NS      | $118461.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHOLASTIC CORPORATION                                  | SCHOLASTIC CORP COMMON STOCK                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |      7462 | NS      | $306837.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC COMMON STOCK                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      7520 | NS      | $2553340.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                                        | TORO CO COMMON STOCK                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               |  | US        |     18460 | NS      | $2048875.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                           | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |      9161 | NS      | $270157.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                          | EXELIXIS INC COMMON STOCK                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     46427 | NS      | $792973.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |   -871011 | PA      | $-871010.56   | -0.10%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| THE RMR GROUP INC.                                      | RMR GROUP INC/THE - A COMMON STOCK                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               |  | US        |     11476 | NS      | $331771.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |    166500 | NS      | $6551775.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                           | BECTON DICKINSON AND CO COMMON STOCK                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |      3541 | NS      | $882912.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                 | POSTAL REALTY TRUST INC- A REIT                           | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |     31783 | NS      | $492318.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                          | CATALYST PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     22487 | NS      | $377106.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                             | AVNET INC COMMON STOCK                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |     95600 | NS      | $4318252.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                                | MARATHON OIL CORP COMMON STOCK                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               |  | US        |     46865 | NS      | $1435474.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                  | BWX TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               |  | US        |     12362 | NS      | $752722.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                      | TARGET CORP COMMON STOCK                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |     26200 | NS      | $4377234.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWBE4, INC.                                           | KNOWBE4 INC-A COMMON STOCK                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               |  | US        |      6751 | NS      | $166682.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                 | J & J SNACK FOODS CORP COMMON STOCK                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               |  | US        |      3467 | NS      | $568657.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                       | HANOVER INSURANCE GROUP INC/ COMMON STOCK                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      7492 | NS      | $1103571.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                               | MARKETAXESS HOLDINGS INC COMMON STOCK                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |      8693 | NS      | $2329028.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                      | AFLAC INC COMMON STOCK                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |    164900 | NS      | $11861257.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO-NON VOTING COMMON STOCK                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |     36873 | NS      | $2329267.41   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                 | NATIONAL BEVERAGE CORP COMMON STOCK                       | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |      1505 | NS      | $77552.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                            | STURM RUGER & CO INC COMMON STOCK                         | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               |  | US        |     40543 | NS      | $2227026.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                | BERRY GLOBAL GROUP INC COMMON STOCK                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |     57700 | NS      | $3381220.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE DUCKHORN PORTFOLIO, INC.                            | DUCKHORN PORTFOLIO INC/THE COMMON STOCK                   | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               |  | US        |     13942 | NS      | $223908.52    | 0.02%             |  |  |  | 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        |     53144 | NS      | $53144.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |       620 | NS      | $213856.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    503800 | NS      | $9713264.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                          | IRONWOOD PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               |  | US        |     27989 | NS      | $338946.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     40700 | NS      | $6560026.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC COMMON STOCK                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |      9031 | NS      | $300190.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH & MCLENNAN COS COMMON STOCK                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     19988 | NS      | $3461521.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |     11836 | NS      | $1957082.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |    173100 | NS      | $6574338.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     27900 | NS      | $8888940.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                            | INGLES MARKETS INC-CLASS A COMMON STOCK                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |      1428 | NS      | $144370.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                          | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |     64800 | NS      | $6318000.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO COMMON STOCK                                       | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |      4097 | NS      | $259340.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS, INC.                                 | SAGE THERAPEUTICS INC COMMON STOCK                        | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               |  | US        |      3780 | NS      | $155131.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                  | BIO-TECHNE CORP COMMON STOCK                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |      9144 | NS      | $777148.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                       | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     21809 | NS      | $1445500.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                               | PATTERSON COS INC COMMON STOCK                            | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               |  | US        |     10848 | NS      | $308517.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC COMMON STOCK                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      4899 | NS      | $302954.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                           | ROLLINS INC COMMON STOCK                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     47393 | NS      | $1916572.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                          | CROSS COUNTRY HEALTHCARE INC COMMON STOCK                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |       856 | NS      | $30627.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                      | HAWAIIAN ELECTRIC INDS COMMON STOCK                       | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |      9531 | NS      | $391533.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                  | ITEOS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               |  | US        |      7896 | NS      | $159104.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORPORATION.                                       | IMAX CORP COMMON STOCK                                    | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               |  | US        |     11438 | NS      | $193187.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                      | SPS COMMERCE INC COMMON STOCK                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |      1151 | NS      | $163741.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                         | KELLOGG CO COMMON STOCK                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     29926 | NS      | $2183101.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC.                                | ABCELLERA BIOLOGICS INC COMMON STOCK                      | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               |  | US        |     12319 | NS      | $158545.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     42135 | NS      | $3744116.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                  | DELL TECHNOLOGIES -C COMMON STOCK                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |     38100 | NS      | $1706499.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                     | CVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |     11662 | NS      | $334466.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     60491 | NS      | $2817670.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                            | CUMMINS INC COMMON STOCK                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |     31900 | NS      | $8012004.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP COMMON STOCK                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      8200 | NS      | $4372978.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                        | FIRST FINL BANKSHARES INC COMMON STOCK                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |      3148 | NS      | $116318.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                      | A10 NETWORKS INC COMMON STOCK                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |     19818 | NS      | $370794.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC COMMON STOCK                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     66800 | NS      | $5123560.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY      | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |     66900 | NS      | $3543693.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     48700 | NS      | $2268446.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                     | EQUITY COMMONWEALTH REIT                                  | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     20740 | NS      | $561846.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                      | MANPOWERGROUP INC COMMON STOCK                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     18761 | NS      | $1641962.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS, INC.                                | WHOLE EARTH BRANDS INC COMMON STOCK                       | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               |  | US        |     49161 | NS      | $212867.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     64500 | NS      | $3958365.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                           | C.H. ROBINSON WORLDWIDE INC COMMON STOCK                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |     39073 | NS      | $3915896.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                   | CAMPBELL SOUP CO COMMON STOCK                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |    105832 | NS      | $5680003.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                          | HAIN CELESTIAL GROUP INC COMMON STOCK                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               |  | US        |      3813 | NS      | $71455.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                    | EASTERLY GOVERNMENT PROPERTI REIT                         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |      4956 | NS      | $78503.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                      | CLOROX COMPANY COMMON STOCK                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |     23858 | NS      | $3546491.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                         | MURPHY USA INC COMMON STOCK                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |     11810 | NS      | $3493516.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                           | TOOTSIE ROLL INDS COMMON STOCK                            | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               |  | US        |     10831 | NS      | $486853.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                                   | VIRTU FINANCIAL INC-CLASS A COMMON STOCK                  | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |    151212 | NS      | $3353882.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE STAR BANCORP                                       | FIVE STAR BANCORP COMMON STOCK                            | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               |  | US        |       801 | NS      | $21627.00     | 0.00%             |  |  |  | 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        |        81 | NC      | $16529062.50  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                       | NORTHWEST NATURAL HOLDING CO COMMON STOCK                 | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               |  | US        |      5265 | NS      | $263829.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                      | DT MIDSTREAM INC COMMON STOCK                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |     15500 | NS      | $935115.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                | WASHINGTON FEDERAL INC COMMON STOCK                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |     73200 | NS      | $2581764.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                   | LANDSTAR SYSTEM INC COMMON STOCK                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      4320 | NS      | $747273.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                | SKYWORKS SOLUTIONS INC COMMON STOCK                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |     13832 | NS      | $1322615.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD COMMON STOCK                                    | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |     22018 | NS      | $2308367.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                         | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |    144100 | NS      | $5569465.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                | NORTHWESTERN CORP COMMON STOCK                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               |  | US        |      2420 | NS      | $141352.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                     | GENERAL MILLS INC COMMON STOCK                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     64894 | NS      | $5535458.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                                    | ARCH RESOURCES INC COMMON STOCK                           | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               |  | US        |       260 | NS      | $40235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW JERSEY RESOURCES CORPORATION                        | NEW JERSEY RESOURCES CORP COMMON STOCK                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |       847 | NS      | $42138.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                         | UNITED THERAPEUTICS CORP COMMON STOCK                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      9974 | NS      | $2791622.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                           | AXIS CAPITAL HOLDINGS LTD COMMON STOCK                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               |  | US        |     19317 | NS      | $1111886.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     39803 | NS      | $4383106.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                      | OMNICOM GROUP COMMON STOCK                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     43700 | NS      | $3485512.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                              | RESOURCES CONNECTION INC COMMON STOCK                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     17315 | NS      | $334179.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP - CLASS B COMMON STOCK                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     41258 | NS      | $1259194.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                  | OTTER TAIL CORP COMMON STOCK                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |     49132 | NS      | $2929741.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                  | SAPIENS INTERNATIONAL CORP COMMON STOCK                   | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               |  | US        |     12332 | NS      | $239980.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                                | SCHNEIDER NATIONAL INC-CL B COMMON STOCK                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |    122700 | NS      | $3160752.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    132800 | NS      | $7318608.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                | EMPLOYERS HOLDINGS INC COMMON STOCK                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     12806 | NS      | $595094.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                      | WEST PHARMACEUTICAL SERVICES COMMON STOCK                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |      8137 | NS      | $1909428.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                | HEIDRICK & STRUGGLES INTL COMMON STOCK                    | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |      9218 | NS      | $273774.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.             | HARTFORD FINANCIAL SVCS GRP COMMON STOCK                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |    104000 | NS      | $7942480.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                  | SEALED AIR CORP COMMON STOCK                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     40100 | NS      | $2134523.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                      | HEWLETT PACKARD ENTERPRISE COMMON STOCK                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    321700 | NS      | $5398126.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                     | FLOWERS FOODS INC COMMON STOCK                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |    151679 | NS      | $4557953.95   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                   | UNIVERSAL CORP/VA COMMON STOCK                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |      9377 | NS      | $533645.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                         | BENSON HILL INC COMMON STOCK                              | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               |  | US        |     70700 | NS      | $219877.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |      6909 | NS      | $873919.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                        | MGE ENERGY INC COMMON STOCK                               | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |      1899 | NS      | $136746.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST, INC.                              | TPG RE FINANCE TRUST INC REIT                             | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      2896 | NS      | $21459.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                               | CONSOLIDATED EDISON INC COMMON STOCK                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |      9448 | NS      | $926281.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     12444 | NS      | $3140741.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                           | UNIVEST FINANCIAL CORP COMMON STOCK                       | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |      9160 | NS      | $258403.60    | 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        |     35392 | NS      | $5450721.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      7793 | NS      | $1988306.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                             | COMMUNITY BANK SYSTEM INC COMMON STOCK                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               |  | US        |      5891 | NS      | $383739.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    867781 | NS      | $861787.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                           | JACK HENRY & ASSOCIATES INC COMMON STOCK                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |      2145 | NS      | $406155.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                            | LANCASTER COLONY CORP COMMON STOCK                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      1553 | NS      | $321688.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     10387 | NS      | $1674176.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                      | NATIONAL BANK HOLD-CL A COMMON STOCK                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |      6358 | NS      | $295710.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                       | SERVICE CORP INTERNATIONAL COMMON STOCK                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |      3757 | NS      | $268437.65    | 0.03%             |  |  |  | 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        |    155100 | NS      | $7119090.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                      | US CELLULAR CORP COMMON STOCK                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               |  | US        |       853 | NS      | $18134.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                              | VANDA PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               |  | US        |     31927 | NS      | $348323.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                             | ENNIS INC COMMON STOCK                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     22072 | NS      | $512732.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                              | ADEIA INC COMMON STOCK                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |      2730 | NS      | $30166.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |     24992 | NS      | $3148242.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                | INTERPUBLIC GROUP OF COS INC COMMON STOCK                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |     18150 | NS      | $623634.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT APARTMENTS CORP.                                    | BRT APARTMENTS CORP REIT                                  | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |     13691 | NS      | $282445.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                           | LOBLAW COMPANIES LTD COMMON STOCK                         | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     60300 | NS      | $5399734.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI Lquidity Fund LP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    754425 | PA      | $754425.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                   | KEURIG DR PEPPER INC COMMON STOCK                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     41209 | NS      | $1593552.03   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D MOLECULAR THERAPEUTICS IN COMMON STOCK                 | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               |  | US        |      1905 | NS      | $46043.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      6902 | NS      | $3721903.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                              | BROADSTONE NET LEASE INC REIT                             | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     18843 | NS      | $319765.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     65600 | NS      | $4344688.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     17300 | NS      | $6603064.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                      | AVISTA CORP COMMON STOCK                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |      5506 | NS      | $227287.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                      | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      6276 | NS      | $547329.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     28100 | NS      | $4266423.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                                     | ANDERSONS INC/THE COMMON STOCK                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               |  | US        |      9789 | NS      | $376876.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                         | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK                 | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               |  | US        |     24668 | NS      | $788389.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                           | STANDARD MOTOR PRODS COMMON STOCK                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |      1052 | NS      | $40407.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     97400 | NS      | $4257354.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                   | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |     17200 | NS      | $5435544.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                                   | CHENIERE ENERGY INC COMMON STOCK                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |      6515 | NS      | $1142470.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC COMMON STOCK                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |    103800 | NS      | $6418992.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                              | BIO-RAD LABORATORIES-A COMMON STOCK                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |       271 | NS      | $112386.41    | 0.01%             |  |  |  | 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        |     86124 | NS      | $1847359.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                              | VILLAGE SUPER MARKET-CLASS A COMMON STOCK                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |     14348 | NS      | $323403.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                     | WORLD WRESTLING ENTERTAIN-A COMMON STOCK                  | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |     42357 | NS      | $3383477.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP - CLASS A COMMON STOCK                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     25865 | NS      | $839319.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |        80 | NS      | $206320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                                | ANIKA THERAPEUTICS INC COMMON STOCK                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               |  | US        |      7215 | NS      | $227561.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                      | OMNICOM GROUP COMMON STOCK                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     48224 | NS      | $3846346.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP, INC.                            | MIDLAND STATES BANCORP INC COMMON STOCK                   | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               |  | US        |      6966 | NS      | $187455.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORPORATION                                         | SLM CORP COMMON STOCK                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               |  | US        |      4454 | NS      | $77766.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     42489 | NS      | $3527861.67   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                           | PREMIER INC-CLASS A COMMON STOCK                          | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |     74285 | NS      | $2477404.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                           | PROGRESS SOFTWARE CORP COMMON STOCK                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |      9577 | NS      | $510645.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     35938 | NS      | $5360512.08   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                         | KELLOGG CO COMMON STOCK                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     75100 | NS      | $5478545.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                | HORMEL FOODS CORP COMMON STOCK                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |     83562 | NS      | $3927414.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                | TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT            | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               |  | US        |     17700 | NS      | $2614113.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                      | MASIMO CORP COMMON STOCK                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |      5582 | NS      | $809055.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                        | AMALGAMATED FINANCIAL CORP COMMON STOCK                   | CUSIP: 022671101<br>LEI: 254900FMBXF85WQYV433 | Long             | EC               |  | US        |      8896 | NS      | $237256.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     15823 | NS      | $1597964.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     36100 | NS      | $5559761.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                           | WD-40 CO COMMON STOCK                                     | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |      2586 | NS      | $433155.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                 | BLACK HILLS CORP COMMON STOCK                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |      4058 | NS      | $290674.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY                                  | ERIE INDEMNITY COMPANY-CL A COMMON STOCK                  | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               |  | US        |      4186 | NS      | $1182084.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENLIGHT CAPITAL RE, LTD.                             | GREENLIGHT CAPITAL RE LTD-A COMMON STOCK                  | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               |  | US        |     28118 | NS      | $220163.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                             | QIAGEN N.V. COMMON STOCK                                  | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |     75275 | NS      | $3729123.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |      8713 | NS      | $589085.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     30288 | NS      | $3085741.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP - CLASS A COMMON STOCK                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     81900 | NS      | $2657655.00   | 0.29%             |  |  |  | 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        |   2835130 | NS      | $2835130.39   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                             | SOUTHWESTERN ENERGY CO COMMON STOCK                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               |  | US        |    111585 | NS      | $772168.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     68268 | NS      | $3611377.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     17542 | NS      | $1779635.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                             | KFORCE INC COMMON STOCK                                   | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               |  | US        |      4436 | NS      | $262034.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                    | BYLINE BANCORP INC COMMON STOCK                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               |  | US        |      5811 | NS      | $132432.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS, INC.                                       | PLAYSTUDIOS INC COMMON STOCK                              | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               |  | US        |     26344 | NS      | $110117.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    163400 | NS      | $17993608.00  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO/THE COMMON STOCK                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2767 | NS      | $650715.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN OCEAN GROUP LIMITED.                             | GOLDEN OCEAN GROUP LTD COMMON STOCK                       | CUSIP: G39637205<br>LEI: N/A                  | Long             | EC               |  | US        |     20180 | NS      | $170319.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                     | COMPUTER PROGRAMS & SYSTEMS COMMON STOCK                  | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               |  | US        |      2393 | NS      | $70832.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                    | CITY HOLDING CO COMMON STOCK                              | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |       689 | NS      | $70222.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                           | ORGANON & CO COMMON STOCK                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     28260 | NS      | $735325.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |     11908 | NS      | $2048652.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                | HERBALIFE NUTRITION LTD COMMON STOCK                      | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      8938 | NS      | $156593.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                       | ADAPTHEALTH CORP COMMON STOCK                             | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |      7059 | NS      | $157486.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                     | EOG RESOURCES INC COMMON STOCK                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |       266 | NS      | $37753.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP, INC.                                 | HARBORONE BANCORP INC COMMON STOCK                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               |  | US        |     11345 | NS      | $165977.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY             | HORIZON THERAPEUTICS PLC COMMON STOCK                     | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               |  | US        |     45866 | NS      | $4599901.14   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      8822 | NS      | $400871.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                               | V2X INC COMMON STOCK                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |      4822 | NS      | $194857.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                | WERNER ENTERPRISES INC COMMON STOCK                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |      2142 | NS      | $94205.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     93800 | NS      | $4962020.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                    | ECHOSTAR CORP-A COMMON STOCK                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               |  | US        |      9343 | NS      | $162568.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                   | CAL-MAINE FOODS INC COMMON STOCK                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      7855 | NS      | $457789.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                            | VIATRIS INC COMMON STOCK                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    277535 | NS      | $3061211.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.                        | SS&C TECHNOLOGIES HOLDINGS COMMON STOCK                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               |  | US        |      7136 | NS      | $383631.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION              | ZIONS BANCORP NA COMMON STOCK                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     33104 | NS      | $1715449.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                               | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    212905 | NS      | $3121187.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |    165700 | NS      | $14724102.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                             | USANA HEALTH SCIENCES INC COMMON STOCK                    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |      6432 | NS      | $354017.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                      | UNITIL CORP COMMON STOCK                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |      6173 | NS      | $338403.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                              | OCEANFIRST FINANCIAL CORP COMMON STOCK                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               |  | US        |      2465 | NS      | $57582.40     | 0.01%             |  |  |  | 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        |    112200 | NS      | $2748900.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                      | DTE ENERGY COMPANY COMMON STOCK                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |     24800 | NS      | $2877048.00   | 0.32%             |  |  |  | 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        |     14500 | NS      | $3490150.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                             | INTERNATIONAL PAPER CO COMMON STOCK                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |     67900 | NS      | $2520448.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| E2OPEN PARENT HOLDINGS, INC.                            | E2OPEN PARENT HOLDINGS INC COMMON STOCK                   | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               |  | US        |     22083 | NS      | $130068.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP COMMON STOCK                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     33400 | NS      | $3883418.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC.                                   | ORTHOFIX MEDICAL INC COMMON STOCK                         | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               |  | US        |       707 | NS      | $12718.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER, INC.                                       | PERKINELMER INC COMMON STOCK                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |      2727 | NS      | $381043.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                                 | MESA LABORATORIES INC COMMON STOCK                        | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               |  | US        |      1075 | NS      | $181857.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                          | ADICET BIO INC COMMON STOCK                               | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               |  | US        |      9544 | NS      | $173509.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                              | TEGNA INC COMMON STOCK                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |    148000 | NS      | $2921520.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                       | DR HORTON INC COMMON STOCK                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |     41800 | NS      | $3594800.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                  | TANGO THERAPEUTICS INC COMMON STOCK                       | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               |  | US        |      4108 | NS      | $30851.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| InterDigital, Inc.                                      | INTERDIGITAL INC COMMON STOCK                             | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      8348 | NS      | $418819.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                           | CHESAPEAKE ENERGY CORP COMMON STOCK                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |     56700 | NS      | $5868450.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                        | CHESAPEAKE UTILITIES CORP COMMON STOCK                    | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      4569 | NS      | $547046.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                            | COCA-COLA CONSOLIDATED INC COMMON STOCK                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |       680 | NS      | $334424.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS, INC.                                    | AVIAT NETWORKS INC COMMON STOCK                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               |  | US        |      6050 | NS      | $190333.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIDGE BANKSHARES, INC.                             | BLUE RIDGE BANKSHARES INC COMMON STOCK                    | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               |  | US        |     19571 | NS      | $255010.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                              | AGILENT TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      3726 | NS      | $577455.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |     13177 | NS      | $1402032.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                         | ANNALY CAPITAL MANAGEMENT IN REIT                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     67775 | NS      | $1468684.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    246200 | NS      | $12110578.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                             | HALOZYME THERAPEUTICS INC COMMON STOCK                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |       878 | NS      | $50274.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                     | INTER PARFUMS INC COMMON STOCK                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |      1131 | NS      | $107772.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                 | BRC INC-A COMMON STOCK                                    | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               |  | US        |      8082 | NS      | $49381.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP COMMON STOCK                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    371200 | NS      | $11161984.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                  | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |     14000 | NS      | $4731160.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                      | INCYTE CORP COMMON STOCK                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     49544 | NS      | $3947170.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP.                             | FARMERS NATL BANC CORP COMMON STOCK                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               |  | US        |     11179 | NS      | $170032.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                        | PACKAGING CORP OF AMERICA COMMON STOCK                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |     27400 | NS      | $3723386.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                               | DOCGO INC COMMON STOCK                                    | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               |  | US        |      2349 | NS      | $17265.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES, INC.                                  | UFP TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |      4480 | NS      | $537824.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                       | MORNINGSTAR INC COMMON STOCK                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |     10229 | NS      | $2507434.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                    | CALAVO GROWERS INC COMMON STOCK                           | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               |  | US        |      1805 | NS      | $63102.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                             | EAGLE PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               |  | US        |     11669 | NS      | $423818.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE'S COS INC COMMON STOCK                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     16900 | NS      | $3592095.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     13200 | NS      | $6404508.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                              | OCEANFIRST FINANCIAL CORP COMMON STOCK                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               |  | US        |     73400 | NS      | $1714624.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                     | GENERAL MILLS INC COMMON STOCK                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     64200 | NS      | $5476260.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                                      | GENTEX CORP COMMON STOCK                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |     31108 | NS      | $899021.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     10323 | NS      | $1915019.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     58277 | NS      | $3706999.97   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                       | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     97100 | NS      | $4780233.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                     | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      8042 | NS      | $360281.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                              | CANON INC-SPONS ADR DEPOSITARY RECEIPT                    | CUSIP: 138006309<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               |  | US        |    118860 | NS      | $2776569.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     81200 | NS      | $9040808.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                                | EASTERN BANKSHARES INC COMMON STOCK                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               |  | US        |     19918 | NS      | $390591.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                               | SJW GROUP COMMON STOCK                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |      4392 | NS      | $328038.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                       | SERVICE CORP INTERNATIONAL COMMON STOCK                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     43300 | NS      | $3093785.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                  | OTTER TAIL CORP COMMON STOCK                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |      1606 | NS      | $95765.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                   | WHIRLPOOL CORP COMMON STOCK                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     12800 | NS      | $1875584.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                     | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |    161500 | NS      | $7235200.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                          | ROBERT HALF INTL INC COMMON STOCK                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |     29874 | NS      | $2353473.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                               | XPERI INC COMMON STOCK                                    | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               |  | US        |       910 | NS      | $9746.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                            | COURSERA INC COMMON STOCK                                 | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               |  | US        |      7331 | NS      | $102194.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES, INC.                         | BARRETT BUSINESS SVCS INC COMMON STOCK                    | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               |  | US        |       922 | NS      | $90660.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                              | CBIZ INC COMMON STOCK                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               |  | US        |     10624 | NS      | $527481.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                           | HOLOGIC INC COMMON STOCK                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |     19725 | NS      | $1502256.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      1012 | NS      | $1487194.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      2758 | NS      | $1545086.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                | MUELLER INDUSTRIES INC COMMON STOCK                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      3053 | NS      | $209954.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                          | TRUEBLUE INC COMMON STOCK                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               |  | US        |      6130 | NS      | $132285.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |     28286 | NS      | $3594019.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                       | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |      2445 | NS      | $150269.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                            | SAFETY INSURANCE GROUP INC COMMON STOCK                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               |  | US        |      4225 | NS      | $387601.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                                | SCHNEIDER NATIONAL INC-CL B COMMON STOCK                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |     36652 | NS      | $944155.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE, INC.                                   | UPLAND SOFTWARE INC COMMON STOCK                          | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               |  | US        |      3412 | NS      | $25726.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     72363 | NS      | $3627557.19   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT Biopharma Global Inc                              | POINT BIOPHARMA GLOBAL INC COMMON STOCK                   | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               |  | US        |      5646 | NS      | $38449.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |      7128 | NS      | $1882789.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                                      | FRANKLIN COVEY CO COMMON STOCK                            | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |      2670 | NS      | $138733.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                       | VECTOR GROUP LTD COMMON STOCK                             | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               |  | US        |     31149 | NS      | $345753.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                       | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |    128200 | NS      | $8497096.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     63400 | NS      | $2880896.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                                | IDEXX LABORATORIES INC COMMON STOCK                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |       797 | NS      | $339418.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                        | PRICESMART INC COMMON STOCK                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |      1236 | NS      | $87805.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NI HOLDINGS, INC.                                       | NI HOLDINGS INC COMMON STOCK                              | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               |  | US        |       997 | NS      | $13459.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     93955 | NS      | $3662365.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC COMMON STOCK                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |      4547 | NS      | $918266.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP-ON INC COMMON STOCK                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |     23500 | NS      | $5654100.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     43631 | NS      | $1907111.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                                | COLUMBIA FINANCIAL INC COMMON STOCK                       | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               |  | US        |     25149 | NS      | $555289.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    367300 | NS      | $14317354.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                    | FTI CONSULTING INC COMMON STOCK                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |     19429 | NS      | $3357719.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                              | TOWNE BANK COMMON STOCK                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               |  | US        |      6800 | NS      | $219640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                       | OSI SYSTEMS INC COMMON STOCK                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |     22300 | NS      | $1973104.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     47900 | NS      | $13718560.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                                    | SEABOARD CORP COMMON STOCK                                | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               |  | US        |        91 | NS      | $359709.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE IMMUNE SCIENCES, INC.                            | ALPINE IMMUNE SCIENCES INC COMMON STOCK                   | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               |  | US        |     23346 | NS      | $146612.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| THE WESTERN UNION COMPANY                               | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    443000 | NS      | $6494380.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                   | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      4455 | NS      | $1407869.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     31800 | NS      | $5660400.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                     | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      8141 | NS      | $1888386.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AERSALE CORP COMMON STOCK                                 | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               |  | US        |      6248 | NS      | $99030.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | INTERCONTINENTAL EXCHANGE IN COMMON STOCK                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     24078 | NS      | $2607888.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |     32000 | NS      | $4551040.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                    | HOSTESS BRANDS INC COMMON STOCK                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |     21772 | NS      | $574780.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                  | INGREDION INC COMMON STOCK                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     43100 | NS      | $4222507.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     22210 | NS      | $2472861.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                          | JOHN B. SANFILIPPO & SON INC COMMON STOCK                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      7079 | NS      | $599520.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                            | EVERGY INC COMMON STOCK                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |    135100 | NS      | $7999271.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                                | ADVANTAGE SOLUTIONS INC COMMON STOCK                      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               |  | US        |      8818 | NS      | $21868.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                            | ZIMMER BIOMET HOLDINGS INC COMMON STOCK                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |      9587 | NS      | $1151398.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                               | CHURCH & DWIGHT CO INC COMMON STOCK                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     36711 | NS      | $3005529.57   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    224700 | NS      | $11264211.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                        | NATIONAL PRESTO INDS INC COMMON STOCK                     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               |  | US        |      5746 | NS      | $397163.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      4120 | NS      | $1998982.80   | 0.22%             |  |  |  | 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