SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT LARGE CAP FUND
$756.39M
Avg Monthly Net Assets
$799.97M
Total Assets
$158K
Total Liabilities
$799.81M
Net Assets
SIIT LARGE CAP FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $756.39M.
On July 30th, 2024 it reported 388 holdings, the largest
being MICROSOFT CORPORATION (4.9%), APPLE INC. (3.2%) and (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018356 | SLCAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M CO COMMON STOCK (3M COMPANY) | Long | Equity-common | US | $1M | 13K | 0.16 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $2M | 10K | 0.20 |
| ACADIA HEALTHCARE CO INC COMMON STOCK (ACADIA HEALTHCARE COMPANY, INC.) | Long | Equity-common | US | $345K | 5K | 0.04 |
| ACCENTURE PLC-CL A COMMON STOCK (ACCENTURE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 7K | 0.24 |
| ACUITY BRANDS INC COMMON STOCK (ACUITY BRANDS, INC.) | Long | Equity-common | US | $883K | 3K | 0.11 |
| ADOBE INC COMMON STOCK (ADOBE INC.) | Long | Equity-common | US | $5M | 11K | 0.59 |
| ADVANCED MICRO DEVICES COMMON STOCK (ADVANCED MICRO DEVICES, INC.) | Long | Equity-common | US | $2M | 14K | 0.28 |
| AFLAC INC COMMON STOCK (AFLAC INCORPORATED) | Long | Equity-common | US | $2M | 21K | 0.24 |
| AGCO CORP COMMON STOCK (AGCO CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.16 |
| ALBERTSONS COS INC - CLASS A COMMON STOCK (ALBERTSONS COMPANIES, INC.) | Long | Equity-common | US | $514K | 25K | 0.06 |
| ALIGN TECHNOLOGY INC COMMON STOCK (ALIGN TECHNOLOGY, INC.) | Long | Equity-common | US | $668K | 3K | 0.08 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $1M | 19K | 0.18 |
| ALLSTATE CORP COMMON STOCK (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.18 |
| ALLY FINANCIAL INC COMMON STOCK (ALLY FINANCIAL INC.) | Long | Equity-common | US | $1M | 31K | 0.15 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $5M | 31K | 0.68 |
| ALPHABET INC-CL C COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $10M | 59K | 1.27 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $3M | 66K | 0.38 |
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Long | Equity-common | US | $18M | 100K | 2.21 |
| AMERICAN INTERNATIONAL GROUP COMMON STOCK (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Equity-common | US | $2M | 27K | 0.26 |
| AMERICAN TOWER CORP REIT (AMERICAN TOWER CORPORATION) | Long | Equity-common | US | $4M | 20K | 0.48 |
| AMERIPRISE FINANCIAL INC COMMON STOCK (AMERIPRISE FINANCIAL, INC.) | Long | Equity-common | US | $6M | 13K | 0.70 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $2M | 7K | 0.26 |
| AMPHENOL CORP-CL A COMMON STOCK (AMPHENOL CORPORATION) | Long | Equity-common | US | $4M | 32K | 0.53 |
| ANALOG DEVICES INC COMMON STOCK (ANALOG DEVICES, INC.) | Long | Equity-common | US | $3M | 12K | 0.34 |
| ANNALY CAPITAL MANAGEMENT IN REIT (ANNALY CAPITAL MANAGEMENT, INC.) | Long | Equity-common | US | $392K | 20K | 0.05 |
| APA CORP COMMON STOCK (APA CORPORATION) | Long | Equity-common | US | $427K | 14K | 0.05 |
| APOLLO GLOBAL MANAGEMENT INC COMMON STOCK (APOLLO GLOBAL MANAGEMENT, INC.) | Long | Equity-common | US | $353K | 3K | 0.04 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $113K | 493 | 0.01 |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $25M | 132K | 3.17 |
| APPLIED MATERIALS INC COMMON STOCK (APPLIED MATERIALS, INC.) | Long | Equity-common | US | $2M | 8K | 0.21 |
| APPLOVIN CORP-CLASS A COMMON STOCK (APPLOVIN CORPORATION) | Long | Equity-common | US | $2M | 24K | 0.25 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $842K | 13K | 0.11 |
| ARES MANAGEMENT CORP - A COMMON STOCK (ARES MANAGEMENT CORPORATION) | Long | Equity-common | US | $168K | 1K | 0.02 |
| ARISTA NETWORKS INC COMMON STOCK (ARISTA NETWORKS, INC.) | Long | Equity-common | US | $201K | 675 | 0.03 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $1M | 8K | 0.13 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $5M | 294K | 0.67 |
| AUTODESK INC COMMON STOCK (AUTODESK, INC.) | Long | Equity-common | US | $113K | 562 | 0.01 |
| AUTOMATIC DATA PROCESSING COMMON STOCK (AUTOMATIC DATA PROCESSING, INC.) | Long | Equity-common | US | $3M | 14K | 0.42 |
| AUTONATION INC COMMON STOCK (AUTONATION, INC.) | Long | Equity-common | US | $749K | 4K | 0.09 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $510K | 184 | 0.06 |
| AVALONBAY COMMUNITIES INC REIT (AVALONBAY COMMUNITIES, INC.) | Long | Equity-common | US | $221K | 1K | 0.03 |
| AXON ENTERPRISE INC COMMON STOCK (AXON ENTERPRISE, INC.) | Long | Equity-common | US | $258K | 917 | 0.03 |
| BAKER HUGHES CO COMMON STOCK (BAKER HUGHES COMPANY) | Long | Equity-common | US | $383K | 11K | 0.05 |
| BANK OF AMERICA CORP COMMON STOCK (BANK OF AMERICA CORPORATION) | Long | Equity-common | US | $7M | 163K | 0.82 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $2M | 30K | 0.22 |
| BANKUNITED INC COMMON STOCK (BANKUNITED, INC.) | Long | Equity-common | US | $382K | 13K | 0.05 |
| BATH & BODY WORKS INC COMMON STOCK (BATH & BODY WORKS, INC.) | Long | Equity-common | US | $250K | 5K | 0.03 |
| BCE INC COMMON STOCK (BCE Inc.) | Long | Equity-common | US | $2M | 66K | 0.28 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $4M | 9K | 0.45 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $958K | 16K | 0.12 |
| BEST BUY CO INC COMMON STOCK (BEST BUY CO., INC.) | Long | Equity-common | US | $551K | 7K | 0.07 |
| BOOKING HOLDINGS INC COMMON STOCK (BOOKING HOLDINGS INC.) | Long | Equity-common | US | $2M | 505 | 0.24 |
| BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK (BOOZ ALLEN HAMILTON HOLDING CORPORATION) | Long | Equity-common | US | $613K | 4K | 0.08 |
| BOSTON SCIENTIFIC CORP COMMON STOCK (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $1M | 19K | 0.18 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $2M | 52K | 0.27 |
| BRIXMOR PROPERTY GROUP INC REIT (BRIXMOR PROPERTY GROUP INC.) | Long | Equity-common | US | $851K | 38K | 0.11 |
| BROADCOM INC COMMON STOCK (BROADCOM INC.) | Long | Equity-common | US | $16M | 12K | 2.04 |
| BROOKFIELD INFRASTRUCTURE PA PARTNERSHIP SHARES (BROOKFIELD INFRASTRUCTURE PARTNERS L.P.) | Long | Equity-common | US | $158K | 5K | 0.02 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK (BUILDERS FIRSTSOURCE, INC.) | Long | Equity-common | US | $498K | 3K | 0.06 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $732K | 7K | 0.09 |
| BURLINGTON STORES INC COMMON STOCK (BURLINGTON STORES, INC.) | Long | Equity-common | US | $357K | 1K | 0.04 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $212K | 499 | 0.03 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $2M | 7K | 0.25 |
| CAPITAL ONE FINANCIAL CORP COMMON STOCK (CAPITAL ONE FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 10K | 0.17 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Long | Equity-common | US | $249K | 7K | 0.03 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $2M | 19K | 0.23 |
| CARLISLE COS INC COMMON STOCK (CARLISLE COMPANIES INCORPORATED) | Long | Equity-common | US | $483K | 1K | 0.06 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $3M | 10K | 0.43 |
| CDW CORP/DE COMMON STOCK (CDW CORPORATION) | Long | Equity-common | US | $3M | 12K | 0.35 |
| CENTENE CORP COMMON STOCK (CENTENE CORPORATION) | Long | Equity-common | US | $787K | 11K | 0.10 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $602K | 16K | 0.08 |
| CF INDUSTRIES HOLDINGS INC COMMON STOCK (CF INDUSTRIES HOLDINGS, INC.) | Long | Equity-common | US | $646K | 8K | 0.08 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Long | Equity-common | US | $583K | 24K | 0.07 |
| CHENIERE ENERGY INC COMMON STOCK (CHENIERE ENERGY, INC.) | Long | Equity-common | US | $2M | 12K | 0.23 |
| CHESAPEAKE ENERGY CORP COMMON STOCK (CHESAPEAKE ENERGY CORPORATION) | Long | Equity-common | US | $646K | 7K | 0.08 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $4M | 26K | 0.52 |
| CHUBB LTD COMMON STOCK (Chubb Limited) | Long | Equity-common | US | $4M | 14K | 0.47 |
| CINCINNATI FINANCIAL CORP COMMON STOCK (CINCINNATI FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 10K | 0.15 |
| CINTAS CORP COMMON STOCK (CINTAS CORPORATION) | Long | Equity-common | US | $2M | 2K | 0.21 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $6M | 128K | 0.74 |
| CITIGROUP INC COMMON STOCK (CITIGROUP INC.) | Long | Equity-common | US | $8M | 131K | 1.02 |
| CITIZENS FINANCIAL GROUP COMMON STOCK (CITIZENS FINANCIAL GROUP, INC.) | Long | Equity-common | US | $963K | 27K | 0.12 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $608K | 5K | 0.08 |
| CNA FINANCIAL CORP COMMON STOCK (CNA FINANCIAL CORPORATION) | Long | Equity-common | US | $620K | 14K | 0.08 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $378K | 385 | 0.05 |
| COEUR MINING INC COMMON STOCK (COEUR MINING, INC.) | Long | Equity-common | US | $83K | 14K | 0.01 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $2M | 18K | 0.20 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $6M | 152K | 0.76 |
| COMFORT SYSTEMS USA INC COMMON STOCK (COMFORT SYSTEMS USA, INC.) | Long | Equity-common | US | $276K | 844 | 0.03 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $771K | 26K | 0.10 |
| CONOCOPHILLIPS COMMON STOCK | Long | Equity-common | US | $3M | 27K | 0.39 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $659K | 7K | 0.08 |
| CONSTELLATION BRANDS INC-A COMMON STOCK (CONSTELLATION BRANDS, INC.) | Long | Equity-common | US | $3M | 11K | 0.34 |
| CONSTELLATION ENERGY COMMON STOCK (CONSTELLATION ENERGY CORPORATION.) | Long | Equity-common | US | $2M | 10K | 0.26 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $3M | 4K | 0.43 |
| CRANE CO COMMON STOCK | Long | Equity-common | US | $215K | 1K | 0.03 |
| CROWDSTRIKE HOLDINGS INC - A COMMON STOCK (CROWDSTRIKE HOLDINGS, INC.) | Long | Equity-common | US | $99K | 317 | 0.01 |
| CROWN CASTLE INC REIT (CROWN CASTLE INC.) | Long | Equity-common | US | $2M | 23K | 0.29 |
| CUMMINS INC COMMON STOCK (CUMMINS INC.) | Long | Equity-common | US | $2M | 6K | 0.21 |
| CURTISS-WRIGHT CORP COMMON STOCK (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $228K | 806 | 0.03 |
| CUSTOMERS BANCORP INC COMMON STOCK (Customers Bancorp, Inc.) | Long | Equity-common | US | $317K | 7K | 0.04 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $2M | 27K | 0.20 |
| DANAHER CORP COMMON STOCK (DANAHER CORPORATION) | Long | Equity-common | US | $5M | 19K | 0.60 |
| DELL TECHNOLOGIES -C COMMON STOCK (DELL TECHNOLOGIES INC.) | Long | Equity-common | US | $2M | 16K | 0.28 |
| DELTA AIR LINES INC COMMON STOCK (DELTA AIR LINES, INC.) | Long | Equity-common | US | $913K | 18K | 0.11 |
| DEVON ENERGY CORP COMMON STOCK (DEVON ENERGY CORPORATION) | Long | Equity-common | US | $1M | 23K | 0.14 |
| DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $2M | 12K | 0.21 |
| DIAMONDBACK ENERGY INC COMMON STOCK (DIAMONDBACK ENERGY, INC.) | Long | Equity-common | US | $4M | 20K | 0.49 |
| DISCOVER FINANCIAL SERVICES COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.15 |
| DOCUSIGN INC COMMON STOCK (DOCUSIGN, INC.) | Long | Equity-common | US | $73K | 1K | 0.01 |
| DOORDASH INC - A COMMON STOCK (DOORDASH, INC.) | Long | Equity-common | US | $54K | 490 | 0.01 |
| DOW INC COMMON STOCK (DOW INC.) | Long | Equity-common | US | $3M | 59K | 0.42 |
| DR HORTON INC COMMON STOCK (D.R. HORTON, INC.) | Long | Equity-common | US | $819K | 6K | 0.10 |
| DRAFTKINGS INC-CL A COMMON STOCK (DRAFTKINGS INC.) | Long | Equity-common | US | $708K | 20K | 0.09 |
| DROPBOX INC-CLASS A COMMON STOCK (DROPBOX, INC.) | Long | Equity-common | US | $451K | 20K | 0.06 |
| DUKE ENERGY CORP COMMON STOCK (DUKE ENERGY CORPORATION) | Long | Equity-common | US | $4M | 37K | 0.48 |
| DUOLINGO COMMON STOCK (Duolingo Inc) | Long | Equity-common | US | $230K | 1K | 0.03 |
| DXC TECHNOLOGY CO COMMON STOCK (DXC TECHNOLOGY COMPANY) | Long | Equity-common | US | $383K | 25K | 0.05 |
| DYCOM INDUSTRIES INC COMMON STOCK (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $629K | 3K | 0.08 |
| EATON CORP PLC COMMON STOCK (EATON CORPORATION PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 5K | 0.20 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $2M | 42K | 0.29 |
| ECOLAB INC COMMON STOCK (ECOLAB INC.) | Long | Equity-common | US | $380K | 2K | 0.05 |
| ELI LILLY & CO COMMON STOCK (ELI LILLY AND COMPANY) | Long | Equity-common | US | $8M | 9K | 0.95 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $751K | 2K | 0.09 |
| EMERSON ELECTRIC CO COMMON STOCK (EMERSON ELECTRIC CO.) | Long | Equity-common | US | $257K | 2K | 0.03 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $245K | 3K | 0.03 |
| EPAM SYSTEMS INC COMMON STOCK (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $68K | 383 | 0.01 |
| EQUIFAX INC COMMON STOCK (EQUIFAX INC.) | Long | Equity-common | US | $1M | 5K | 0.16 |
| EQUINIX INC REIT (EQUINIX, INC.) | Long | Equity-common | US | $3M | 4K | 0.37 |
| ESAB CORP COMMON STOCK (ESAB CORPORATION) | Long | Equity-common | US | $179K | 2K | 0.02 |
| ESTEE LAUDER COMPANIES-CL A COMMON STOCK (THE ESTEE LAUDER COMPANIES INC.) | Long | Equity-common | US | $108K | 879 | 0.01 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $1M | 3K | 0.17 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $438K | 20K | 0.05 |
| EXELON CORP COMMON STOCK (EXELON CORPORATION) | Long | Equity-common | US | $976K | 26K | 0.12 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $9M | 77K | 1.12 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK (FACTSET RESEARCH SYSTEMS INC.) | Long | Equity-common | US | $2M | 4K | 0.21 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $120K | 93 | 0.01 |
| FEDEX CORP COMMON STOCK (FEDEX CORPORATION) | Long | Equity-common | US | $2M | 7K | 0.22 |
| FIFTH THIRD BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 34K | 0.16 |
| FIRST HORIZON CORP COMMON STOCK (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $752K | 48K | 0.09 |
| FLOWSERVE CORP COMMON STOCK (FLOWSERVE CORPORATION) | Long | Equity-common | US | $1M | 21K | 0.13 |
| FOOT LOCKER INC COMMON STOCK (FOOT LOCKER, INC.) | Long | Equity-common | US | $385K | 14K | 0.05 |
| FORD MOTOR CO COMMON STOCK (FORD MOTOR COMPANY) | Long | Equity-common | US | $2M | 142K | 0.21 |
| FORTIVE CORP COMMON STOCK (FORTIVE CORPORATION) | Long | Equity-common | US | $3M | 37K | 0.35 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $2M | 45K | 0.19 |
| FREEPORT-MCMORAN INC COMMON STOCK (FREEPORT-MCMORAN INC.) | Long | Equity-common | US | $318K | 6K | 0.04 |
| GE AEROSPACE COMMON STOCK (GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $1M | 8K | 0.16 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $4M | 12K | 0.44 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $47K | 681 | 0.01 |
| GENERAL MOTORS CO COMMON STOCK (GENERAL MOTORS COMPANY) | Long | Equity-common | US | $3M | 59K | 0.33 |
| GENUINE PARTS CO COMMON STOCK (GENUINE PARTS COMPANY) | Long | Equity-common | US | $3M | 23K | 0.41 |
| GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK (GFL ENVIRONMENTAL INC.) | Long | Equity-common | US | $1M | 43K | 0.17 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $3M | 40K | 0.32 |
| GLOBAL PAYMENTS INC COMMON STOCK (GLOBAL PAYMENTS INC.) | Long | Equity-common | US | $567K | 6K | 0.07 |
| GODADDY INC - CLASS A COMMON STOCK (GODADDY INC.) | Long | Equity-common | US | $256K | 2K | 0.03 |
| GOLDEN OCEAN GROUP LTD COMMON STOCK (GOLDEN OCEAN GROUP LIMITED.) | Long | Equity-common | US | $477K | 33K | 0.06 |
| GOLDMAN SACHS GROUP INC COMMON STOCK (THE GOLDMAN SACHS GROUP, INC.) | Long | Equity-common | US | $4M | 10K | 0.56 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $719K | 58K | 0.09 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $750K | 11K | 0.09 |
| GUESS? INC COMMON STOCK (GUESS ?, INC.) | Long | Equity-common | US | $419K | 18K | 0.05 |
| GUIDEWIRE SOFTWARE INC COMMON STOCK (GUIDEWIRE SOFTWARE, INC.) | Long | Equity-common | US | $60K | 530 | 0.01 |
| GXO LOGISTICS INC COMMON STOCK (GXO LOGISTICS, INC.) | Long | Equity-common | US | $3M | 58K | 0.36 |
| HARLEY-DAVIDSON INC COMMON STOCK (HARLEY-DAVIDSON, INC.) | Long | Equity-common | US | $915K | 26K | 0.11 |
| HARTFORD FINANCIAL SVCS GRP COMMON STOCK (THE HARTFORD FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $2M | 23K | 0.30 |
| HCA HEALTHCARE INC COMMON STOCK (HCA HEALTHCARE, INC.) | Long | Equity-common | US | $2M | 7K | 0.28 |
| HEALTHPEAK PROPERTIES INC REIT (HEALTHPEAK PROPERTIES, INC.) | Long | Equity-common | US | $3M | 127K | 0.32 |
| HEICO CORP COMMON STOCK (HEICO CORPORATION) | Long | Equity-common | US | $3M | 12K | 0.34 |
| HEICO CORP-CLASS A COMMON STOCK (HEICO CORPORATION) | Long | Equity-common | US | $2M | 10K | 0.22 |
| HERBALIFE LTD COMMON STOCK (HERBALIFE LTD.) | Long | Equity-common | US | $155K | 15K | 0.02 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Equity-common | US | $2M | 91K | 0.20 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $1M | 23K | 0.16 |
| HOME DEPOT INC COMMON STOCK (THE HOME DEPOT, INC.) | Long | Equity-common | US | $3M | 8K | 0.32 |
| HOST HOTELS & RESORTS INC REIT (HOST HOTELS & RESORTS, INC.) | Long | Equity-common | US | $992K | 55K | 0.12 |
| HP INC COMMON STOCK (HP INC.) | Long | Equity-common | US | $2M | 68K | 0.31 |
| HUBBELL INC COMMON STOCK (HUBBELL INCORPORATED) | Long | Equity-common | US | $74K | 190 | 0.01 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $506K | 2K | 0.06 |
| IES HOLDINGS INC COMMON STOCK (IES HOLDINGS, INC.) | Long | Equity-common | US | $29K | 191 | 0.00 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $514K | 9K | 0.06 |
| INMODE LTD COMMON STOCK | Long | Equity-common | US | $312K | 16K | 0.04 |
| INSULET CORP COMMON STOCK (INSULET CORPORATION) | Long | Equity-common | US | $1M | 6K | 0.13 |
| INTEL CORP COMMON STOCK (INTEL CORPORATION) | Long | Equity-common | US | $4M | 130K | 0.50 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $425K | 7K | 0.05 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.16 |
| INTUIT INC COMMON STOCK (INTUIT INC.) | Long | Equity-common | US | $7M | 13K | 0.91 |
| IRON MOUNTAIN INC REIT (IRON MOUNTAIN INCORPORATED) | Long | Equity-common | US | $1M | 19K | 0.19 |
| JACK IN THE BOX INC COMMON STOCK (JACK IN THE BOX INC.) | Long | Equity-common | US | $332K | 6K | 0.04 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $724K | 7K | 0.09 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $10M | 70K | 1.29 |
| JOHNSON CONTROLS INTERNATION COMMON STOCK (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Equity-common | US | $4M | 56K | 0.50 |
| JPMORGAN CHASE & CO COMMON STOCK (JPMORGAN CHASE & CO.) | Long | Equity-common | US | $9M | 45K | 1.14 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $1M | 20K | 0.18 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $336K | 6K | 0.04 |
| KENVUE INC COMMON STOCK (KENVUE INC.) | Long | Equity-common | US | $3M | 135K | 0.33 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $305K | 2K | 0.04 |
| KINETIK HOLDINGS INC COMMON STOCK (KINETIK HOLDINGS INC.) | Long | Equity-common | US | $509K | 12K | 0.06 |
| KINSALE CAPITAL GROUP INC COMMON STOCK (KINSALE CAPITAL GROUP, INC.) | Long | Equity-common | US | $3M | 8K | 0.37 |
| KIRBY CORP COMMON STOCK (KIRBY CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.13 |
| KKR & CO INC COMMON STOCK (KKR & CO. INC.) | Long | Equity-common | US | $348K | 3K | 0.04 |
| KLA CORP COMMON STOCK (KLA CORPORATION) | Long | Equity-common | US | $455K | 599 | 0.06 |
| KOHLS CORP COMMON STOCK (KOHL'S CORPORATION) | Long | Equity-common | US | $293K | 13K | 0.04 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $1M | 42K | 0.18 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $2M | 38K | 0.25 |
| LAM RESEARCH CORP COMMON STOCK (LAM RESEARCH CORPORATION) | Long | Equity-common | US | $326K | 350 | 0.04 |
| LENNAR CORP-A COMMON STOCK (LENNAR CORPORATION) | Long | Equity-common | US | $105K | 654 | 0.01 |
| LIBERTY MEDIA CORP-LIB-NEW-C COMMON STOCK (FORMULA ONE GROUP) | Long | Equity-common | US | $891K | 12K | 0.11 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $399K | 12K | 0.05 |
| LINDE PLC COMMON STOCK (LINDE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $4M | 8K | 0.45 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $1M | 3K | 0.18 |
| LOUISIANA-PACIFIC CORP COMMON STOCK (LOUISIANA-PACIFIC CORPORATION) | Long | Equity-common | US | $235K | 3K | 0.03 |
| LOWE'S COS INC COMMON STOCK (LOWE'S COMPANIES, INC.) | Long | Equity-common | US | $3M | 14K | 0.39 |
| LPL FINANCIAL HOLDINGS INC COMMON STOCK (LPL FINANCIAL HOLDINGS INC.) | Long | Equity-common | US | $447K | 2K | 0.06 |
| LYONDELLBASELL INDU-CL A COMMON STOCK (LyondellBasell Industries N.V.) | Long | Equity-common | US | $587K | 6K | 0.07 |
| M & T BANK CORP COMMON STOCK (M&T BANK CORPORATION) | Long | Equity-common | US | $781K | 5K | 0.10 |
| MACY'S INC COMMON STOCK (MACY'S, INC.) | Long | Equity-common | US | $705K | 36K | 0.09 |
| MADRIGAL PHARMACEUTICALS INC COMMON STOCK (MADRIGAL PHARMACEUTICALS, INC.) | Long | Equity-common | US | $139K | 588 | 0.02 |
| MANPOWERGROUP INC COMMON STOCK (MANPOWERGROUP INC.) | Long | Equity-common | US | $888K | 12K | 0.11 |
| MAPLEBEAR INC COMMON STOCK | Long | Equity-common | US | $45K | 1K | 0.01 |
| MARATHON OIL CORP COMMON STOCK (MARATHON OIL CORPORATION) | Long | Equity-common | US | $1M | 50K | 0.18 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $3M | 16K | 0.36 |
| MARRIOTT INTERNATIONAL -CL A COMMON STOCK (MARRIOTT INTERNATIONAL, INC.) | Long | Equity-common | US | $3M | 13K | 0.37 |
| MARTIN MARIETTA MATERIALS COMMON STOCK (MARTIN MARIETTA MATERIALS, INC.) | Long | Equity-common | US | $683K | 1K | 0.09 |
| MARVELL TECHNOLOGY INC COMMON STOCK (MARVELL TECHNOLOGY, INC) | Long | Equity-common | US | $1M | 20K | 0.18 |
| MASTERCARD INC - A COMMON STOCK (MASTERCARD INCORPORATED.) | Long | Equity-common | US | $2M | 5K | 0.27 |
| MATCH GROUP INC COMMON STOCK (MATCH GROUP, INC.) | Long | Equity-common | US | $62K | 2K | 0.01 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $3M | 6K | 0.40 |
| MEDTRONIC PLC COMMON STOCK (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 36K | 0.37 |
| MERCADOLIBRE INC COMMON STOCK (MercadoLibre, Inc.) | Long | Equity-common | US | $1M | 731 | 0.16 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $9M | 69K | 1.08 |
| MERITAGE HOMES CORP COMMON STOCK (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $89K | 507 | 0.01 |
| META PLATFORMS INC COMMON STOCK (META PLATFORMS, INC.) | Long | Equity-common | US | $13M | 29K | 1.67 |
| METLIFE INC COMMON STOCK (METLIFE, INC.) | Long | Equity-common | US | $2M | 24K | 0.21 |
| METTLER-TOLEDO INTERNATIONAL COMMON STOCK (METTLER-TOLEDO INTERNATIONAL INC.) | Long | Equity-common | US | $4M | 3K | 0.49 |
| MGIC INVESTMENT CORP COMMON STOCK (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $2M | 82K | 0.22 |
| MICROCHIP TECHNOLOGY INC COMMON STOCK (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Equity-common | US | $3M | 27K | 0.33 |
| MICRON TECHNOLOGY INC COMMON STOCK (MICRON TECHNOLOGY, INC.) | Long | Equity-common | US | $3M | 23K | 0.35 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $39M | 95K | 4.93 |
| MOBILEYE GLOBAL INC-A COMMON STOCK | Long | Equity-common | US | $318K | 12K | 0.04 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $1M | 25K | 0.17 |
| MONGODB INC COMMON STOCK (MONGODB, INC.) | Long | Equity-common | US | $63K | 267 | 0.01 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK (MONOLITHIC POWER SYSTEMS, INC.) | Long | Equity-common | US | $2M | 3K | 0.26 |
| MOODY'S CORP COMMON STOCK (MOODY'S CORPORATION) | Long | Equity-common | US | $3M | 7K | 0.34 |
| MORGAN STANLEY COMMON STOCK | Long | Equity-common | US | $9M | 95K | 1.17 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $4M | 11K | 0.49 |
| MPLX LP PARTNERSHIP SHARES | Long | Equity-common | US | $164K | 4K | 0.02 |
| MSA SAFETY INC COMMON STOCK (MSA Safety Incorporated) | Long | Equity-common | US | $38K | 210 | 0.00 |
| MSCI INC COMMON STOCK (MSCI INC.) | Long | Equity-common | US | $3M | 6K | 0.37 |
| MUELLER WATER PRODUCTS INC-A COMMON STOCK (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $339K | 18K | 0.04 |
| NATERA INC COMMON STOCK (NATERA, INC.) | Long | Equity-common | US | $2M | 20K | 0.27 |
| NAVIENT CORP COMMON STOCK (NAVIENT CORPORATION) | Long | Equity-common | US | $788K | 52K | 0.10 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $1M | 9K | 0.13 |
| NETFLIX INC COMMON STOCK (NETFLIX, INC.) | Long | Equity-common | US | $3M | 5K | 0.38 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $535K | 1K | 0.07 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $3M | 18K | 0.37 |
| NEXTERA ENERGY INC COMMON STOCK (NEXTERA ENERGY, INC.) | Long | Equity-common | US | $7M | 85K | 0.85 |
| NIKE INC -CL B COMMON STOCK (NIKE, INC.) | Long | Equity-common | US | $5M | 48K | 0.57 |
| NORTHERN TRUST CORP COMMON STOCK (NORTHERN TRUST CORPORATION) | Long | Equity-common | US | $35K | 415 | 0.00 |
| NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $4M | 35K | 0.45 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $2M | 26K | 0.26 |
| NU HOLDINGS LTD/CAYMAN ISL-A COMMON STOCK | Long | Equity-common | US | $339K | 29K | 0.04 |
| NUVALENT INC-A COMMON STOCK | Long | Equity-common | US | $123K | 2K | 0.02 |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Long | Equity-common | US | $18M | 17K | 2.27 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $497K | 39K | 0.06 |
| OLD DOMINION FREIGHT LINE COMMON STOCK (OLD DOMINION FREIGHT LINE, INC.) | Long | Equity-common | US | $2M | 11K | 0.25 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Long | Equity-common | US | $894K | 10K | 0.11 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $4M | 37K | 0.54 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $89K | 4K | 0.01 |
| OSHKOSH CORP COMMON STOCK (OSHKOSH CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.13 |
| OTIS WORLDWIDE CORP COMMON STOCK (OTIS WORLDWIDE CORPORATION) | Long | Equity-common | US | $3M | 33K | 0.40 |
| OWENS CORNING COMMON STOCK | Long | Equity-common | US | $2M | 9K | 0.20 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.14 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $751K | 4K | 0.09 |
| PARKER HANNIFIN CORP COMMON STOCK (PARKER-HANNIFIN CORPORATION) | Long | Equity-common | US | $441K | 829 | 0.06 |
| PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | Short | Debt | US | $-6K | – | -0.00 |
| PAYPAL HOLDINGS INC COMMON STOCK (PAYPAL HOLDINGS, INC.) | Long | Equity-common | US | $964K | 15K | 0.12 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $2M | 12K | 0.25 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $5M | 166K | 0.60 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $5M | 50K | 0.63 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $2M | 11K | 0.20 |
| PHINIA INC COMMON STOCK (PHINIA INC.) | Long | Equity-common | US | $368K | 8K | 0.05 |
| PINTEREST INC- CLASS A COMMON STOCK (PINTEREST, INC.) | Long | Equity-common | US | $2M | 43K | 0.22 |
| PLAINS ALL AMER PIPELINE LP PARTNERSHIP SHARES (PLAINS ALL AMERICAN PIPELINE, L.P.) | Long | Equity-common | US | $202K | 12K | 0.03 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Long | Equity-common | US | $3M | 7K | 0.34 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $194K | 2K | 0.02 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $1M | 9K | 0.18 |
| PROGRESSIVE CORP COMMON STOCK (THE PROGRESSIVE CORPORATION) | Long | Equity-common | US | $680K | 3K | 0.08 |
| PUBLIC STORAGE REIT (PUBLIC STORAGE.) | Long | Equity-common | US | $402K | 1K | 0.05 |
| PULTEGROUP INC COMMON STOCK (PULTEGROUP, INC.) | Long | Equity-common | US | $3M | 23K | 0.34 |
| QUALCOMM INC COMMON STOCK (QUALCOMM INCORPORATED) | Long | Equity-common | US | $5M | 22K | 0.56 |
| RADIAN GROUP INC COMMON STOCK (RADIAN GROUP INC.) | Long | Equity-common | US | $1M | 43K | 0.17 |
| RALPH LAUREN CORP COMMON STOCK (RALPH LAUREN CORPORATION) | Long | Equity-common | US | $26K | 137 | 0.00 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $502K | 512 | 0.06 |
| REGIONS FINANCIAL CORP COMMON STOCK (REGIONS FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 59K | 0.14 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $492K | 2K | 0.06 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $4M | 13K | 0.50 |
| ROBINHOOD MARKETS INC - A COMMON STOCK (ROBINHOOD MARKETS, INC.) | Long | Equity-common | US | $556K | 27K | 0.07 |
| ROPER TECHNOLOGIES INC COMMON STOCK (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $3M | 5K | 0.34 |
| ROSS STORES INC COMMON STOCK (ROSS STORES, INC.) | Long | Equity-common | US | $3M | 21K | 0.36 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $130K | 1K | 0.02 |
| RTX CORPORATION COMMON STOCK | Long | Equity-common | US | $4M | 35K | 0.47 |
| S&P GLOBAL INC COMMON STOCK (S&P GLOBAL INC.) | Long | Equity-common | US | $3M | 8K | 0.42 |
| S&P MID 400 EMINI JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $1M | – | 0.19 | |
| S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $7M | – | 0.89 | |
| SALESFORCE INC COMMON STOCK (SALESFORCE, INC.) | Long | Equity-common | US | $4M | 19K | 0.54 |
| SAP SE-SPONSORED ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $4M | 23K | 0.53 |
| SAREPTA THERAPEUTICS INC COMMON STOCK (SAREPTA THERAPEUTICS, INC.) | Long | Equity-common | US | $165K | 1K | 0.02 |
| SCIENCE APPLICATIONS INTE COMMON STOCK (SCIENCE APPLICATIONS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $512K | 4K | 0.06 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $2M | 21K | 0.21 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $20M | 20M | 2.47 |
| SEI LIQUIDITY FUND | Long | Equity-common | US | $6K | 7K | 0.00 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $200K | 37K | 0.02 |
| SERVICENOW INC COMMON STOCK (SERVICENOW, INC.) | Long | Equity-common | US | $2M | 3K | 0.28 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK (THE SHERWIN-WILLIAMS COMPANY) | Long | Equity-common | US | $3M | 9K | 0.35 |
| SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT (Siemens Aktiengesellschaft) | Long | Equity-common | US | $3M | 34K | 0.41 |
| SKECHERS USA INC-CL A COMMON STOCK (SKECHERS U.S.A., INC.) | Long | Equity-common | US | $282K | 4K | 0.04 |
| SNAP INC - A COMMON STOCK (SNAP INC.) | Long | Equity-common | US | $52K | 3K | 0.01 |
| SNAP-ON INC COMMON STOCK (SNAP-ON INCORPORATED) | Long | Equity-common | US | $1M | 5K | 0.17 |
| SOUTHERN COPPER CORP COMMON STOCK (SOUTHERN COPPER CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.13 |
| SPOTIFY TECHNOLOGY SA COMMON STOCK (SPOTIFY TECHNOLOGY S.A.) | Long | Equity-common | US | $2M | 8K | 0.29 |
| SPX TECHNOLOGIES INC COMMON STOCK (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $256K | 2K | 0.03 |
| STATE STREET CORP COMMON STOCK (STATE STREET CORPORATION) | Long | Equity-common | US | $2M | 28K | 0.26 |
| STEEL DYNAMICS INC COMMON STOCK (STEEL DYNAMICS, INC.) | Long | Equity-common | US | $1M | 10K | 0.17 |
| STERIS PLC COMMON STOCK (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 13K | 0.37 |
| STRYKER CORP COMMON STOCK (STRYKER CORPORATION) | Long | Equity-common | US | $2M | 5K | 0.23 |
| SYLVAMO CORP COMMON STOCK (SYLVAMO CORPORATION) | Long | Equity-common | US | $842K | 12K | 0.11 |
| SYNOPSYS INC COMMON STOCK (SYNOPSYS, INC.) | Long | Equity-common | US | $201K | 358 | 0.03 |
| TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT (Taiwan Semiconductor Manufacturing Co., Ltd.) | Long | Equity-common | US | $2M | 11K | 0.21 |
| TARGET CORP COMMON STOCK (TARGET CORPORATION) | Long | Equity-common | US | $4M | 27K | 0.54 |
| TE CONNECTIVITY LTD COMMON STOCK (TE Connectivity Ltd.) | Long | Equity-common | US | $688K | 5K | 0.09 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $400K | 27K | 0.05 |
| TENET HEALTHCARE CORP COMMON STOCK (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $926K | 7K | 0.12 |
| TESLA INC COMMON STOCK (TESLA, INC.) | Long | Equity-common | US | $271K | 2K | 0.03 |
| TEXTRON INC COMMON STOCK (TEXTRON INC.) | Long | Equity-common | US | $2M | 19K | 0.21 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $1M | 4K | 0.19 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Equity-common | US | $1M | 3K | 0.18 |
| TOPBUILD CORP COMMON STOCK (TOPBUILD CORP.) | Long | Equity-common | US | $263K | 630 | 0.03 |
| TRADE DESK INC/THE -CLASS A COMMON STOCK (THE TRADE DESK, INC.) | Long | Equity-common | US | $661K | 7K | 0.08 |
| TRANE TECHNOLOGIES PLC COMMON STOCK | Long | Equity-common | US | $831K | 3K | 0.10 |
| TRANSDIGM GROUP INC COMMON STOCK (TRANSDIGM GROUP INCORPORATED) | Long | Equity-common | US | $7M | 5K | 0.92 |
| TRANSUNION COMMON STOCK | Long | Equity-common | US | $250K | 3K | 0.03 |
| TRAVELERS COS INC/THE COMMON STOCK (The Travelers Companies, Inc.) | Long | Equity-common | US | $4M | 18K | 0.47 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $111K | 3K | 0.01 |
| TRUIST FINANCIAL CORP COMMON STOCK (Truist Financial Corporation) | Long | Equity-common | US | $3M | 83K | 0.39 |
| TYSON FOODS INC-CL A COMMON STOCK (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $251K | 4K | 0.03 |
| UBER TECHNOLOGIES INC COMMON STOCK (UBER TECHNOLOGIES, INC.) | Long | Equity-common | US | $376K | 6K | 0.05 |
| UGI CORP COMMON STOCK (UGI CORPORATION) | Long | Equity-common | US | $377K | 15K | 0.05 |
| UIPATH INC - CLASS A COMMON STOCK (UIPATH, INC.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| UNIFIRST CORP/MA COMMON STOCK (UNIFIRST CORPORATION) | Long | Equity-common | US | $88K | 555 | 0.01 |
| UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $3M | 57K | 0.39 |
| UNITED AIRLINES HOLDINGS INC COMMON STOCK (UNITED AIRLINES HOLDINGS, INC.) | Long | Equity-common | US | $790K | 15K | 0.10 |
| UNITED PARCEL SERVICE-CL B COMMON STOCK (UNITED PARCEL SERVICE, INC.) | Long | Equity-common | US | $2M | 16K | 0.27 |
| UNITEDHEALTH GROUP INC COMMON STOCK (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $5M | 10K | 0.64 |
| UNIVERSAL HEALTH SERVICES-B COMMON STOCK (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $1M | 5K | 0.13 |
| UNUM GROUP COMMON STOCK | Long | Equity-common | US | $1M | 23K | 0.15 |
| VALERO ENERGY CORP COMMON STOCK (VALERO ENERGY CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.18 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $255K | 36K | 0.03 |
| VAXCYTE INC COMMON STOCK | Long | Equity-common | US | $536K | 8K | 0.07 |
| VEEVA SYSTEMS INC-CLASS A COMMON STOCK (VEEVA SYSTEMS INC.) | Long | Equity-common | US | $472K | 3K | 0.06 |
| VERALTO CORP COMMON STOCK (VERALTO CORPORATION) | Long | Equity-common | US | $2M | 17K | 0.20 |
| VERITEX HOLDINGS INC COMMON STOCK (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $373K | 18K | 0.05 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $3M | 64K | 0.33 |
| VERTEX INC - CLASS A COMMON STOCK (VERTEX, INC.) | Long | Equity-common | US | $38K | 1K | 0.00 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK (VERTEX PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $106K | 233 | 0.01 |
| VERTIV HOLDINGS CO-A COMMON STOCK | Long | Equity-common | US | $1M | 14K | 0.17 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $493K | 46K | 0.06 |
| VICI PROPERTIES INC REIT (VICI PROPERTIES INC.) | Long | Equity-common | US | $3M | 112K | 0.40 |
| VIPER ENERGY INC COMMON STOCK (Viper Energy, Inc.) | Long | Equity-common | US | $132K | 3K | 0.02 |
| VISA INC-CLASS A SHARES COMMON STOCK (VISA INC.) | Long | Equity-common | US | $11M | 39K | 1.32 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $555K | 24K | 0.07 |
| Vistra Corp. COMMON STOCK | Long | Equity-common | US | $3M | 31K | 0.38 |
| WABTEC CORP COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.18 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK (WALGREENS BOOTS ALLIANCE, INC.) | Long | Equity-common | US | $543K | 34K | 0.07 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $1M | 19K | 0.15 |
| WALT DISNEY CO/THE COMMON STOCK (THE WALT DISNEY COMPANY) | Long | Equity-common | US | $3M | 31K | 0.40 |
| WASTE CONNECTIONS INC COMMON STOCK (WASTE CONNECTIONS, INC.) | Long | Equity-common | US | $4M | 25K | 0.51 |
| WELLS FARGO & CO COMMON STOCK (WELLS FARGO & COMPANY) | Long | Equity-common | US | $3M | 55K | 0.41 |
| WELLTOWER INC REIT (WELLTOWER INC.) | Long | Equity-common | US | $96K | 922 | 0.01 |
| WESTERN DIGITAL CORP COMMON STOCK (WESTERN DIGITAL CORPORATION) | Long | Equity-common | US | $145K | 2K | 0.02 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $632K | 49K | 0.08 |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $898K | 10K | 0.11 |
| WILLIS TOWERS WATSON PLC COMMON STOCK (Willis Towers Watson Public Limited Company) | Long | Equity-common | US | $364K | 1K | 0.05 |
| WINGSTOP INC COMMON STOCK (WINGSTOP INC.) | Long | Equity-common | US | $554K | 2K | 0.07 |
| WINTRUST FINANCIAL CORP COMMON STOCK (WINTRUST FINANCIAL CORPORATION) | Long | Equity-common | US | $671K | 7K | 0.08 |
| WOODWARD INC COMMON STOCK (WOODWARD, INC.) | Long | Equity-common | US | $2M | 8K | 0.19 |
| WORKDAY INC-CLASS A COMMON STOCK (WORKDAY, INC.) | Long | Equity-common | US | $435K | 2K | 0.05 |
| XEROX HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $651K | 46K | 0.08 |
| ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK (ZEBRA TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $166K | 533 | 0.02 |
| ZOETIS INC COMMON STOCK (ZOETIS INC.) | Long | Equity-common | US | $4M | 25K | 0.52 |
| ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK (ZOOM VIDEO COMMUNICATIONS, INC.) | Long | Equity-common | US | $313K | 5K | 0.04 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A