SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Global Managed Volatility Fund
$845.78M
Avg Monthly Net Assets
$835.65M
Total Assets
$1.05M
Total Liabilities
$834.60M
Net Assets
SIMT Global Managed Volatility Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $845.78M.
On August 29th, 2024 it reported 531 holdings, the largest
being KIMBERLY-CLARK CORPORATION (1.9%), AT&T INC. (1.6%) and WALMART INC. (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000030063 | SVTAX | |
| Class I | C000036887 | SGMIX | |
| Class Y | C000147396 | SGLYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAK AB COMMON STOCK (AAK AB (publ)) | Long | Equity-common | SE | $261K | 9K | 0.03 |
| ABB LTD-REG COMMON STOCK | Long | Equity-common | CH | $5M | 91K | 0.61 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $65K | 627 | 0.01 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $4M | 21K | 0.43 |
| ACHILLES CORP COMMON STOCK (Achilles Corporation) | Long | Equity-common | JP | $25K | 3K | 0.00 |
| ACS ACTIVIDADES CONS Y SERV COMMON STOCK (ACS, Actividades de Construccion y Servicios, S.A.) | Long | Equity-common | ES | $2M | 47K | 0.24 |
| AENA SME SA COMMON STOCK (Aena SME, S.A.) | Long | Equity-common | ES | $2M | 11K | 0.27 |
| AEON DELIGHT CO LTD COMMON STOCK (AEON DELIGHT CO., LTD.) | Long | Equity-common | JP | $32K | 1K | 0.00 |
| AGEAS COMMON STOCK (AGEAS SA) | Long | Equity-common | BE | $373K | 8K | 0.04 |
| AISIN CORP COMMON STOCK (AISIN CORPORATION) | Long | Equity-common | JP | $554K | 17K | 0.07 |
| AKATSUKI CORP COMMON STOCK (Akatsuki Corp.) | Long | Equity-common | JP | $36K | 12K | 0.00 |
| ALBIS CO LTD COMMON STOCK (ALBIS Co.,Ltd.) | Long | Equity-common | JP | $27K | 2K | 0.00 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $6M | 32K | 0.70 |
| ALPHABET INC-CL C COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $4M | 19K | 0.43 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $4M | 95K | 0.52 |
| AMANO CORP COMMON STOCK | Long | Equity-common | JP | $751K | 29K | 0.09 |
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Long | Equity-common | US | $3M | 14K | 0.32 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $3M | 38K | 0.36 |
| AMERICAN BUSINESS BANK COMMON STOCK | Long | Equity-common | US | $42K | 1K | 0.01 |
| AMERICAN ELECTRIC POWER COMMON STOCK (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Equity-common | US | $320K | 4K | 0.04 |
| AMETEK INC COMMON STOCK (AMETEK, INC.) | Long | Equity-common | US | $4M | 26K | 0.53 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $1M | 4K | 0.14 |
| AMPHENOL CORP-CL A COMMON STOCK (AMPHENOL CORPORATION) | Long | Equity-common | US | $11M | 168K | 1.36 |
| AMSC ASA COMMON STOCK | Long | Equity-common | NO | $91K | 29K | 0.01 |
| ANRITSU CORP COMMON STOCK (ANRITSU CORPORATION) | Long | Equity-common | JP | $1M | 177K | 0.16 |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $8M | 40K | 1.00 |
| APT SATELLITE HOLDINGS LTD COMMON STOCK (APT SATELLITE HOLDINGS LIMITED) | Long | Equity-common | HK | $56K | 202K | 0.01 |
| APTARGROUP INC COMMON STOCK (APTARGROUP, INC.) | Long | Equity-common | US | $4M | 31K | 0.53 |
| ARCS CO LTD COMMON STOCK (ARCS COMPANY,LIMITED) | Long | Equity-common | JP | $967K | 54K | 0.12 |
| ARTIENCE CO LTD COMMON STOCK (artience Co., Ltd.) | Long | Equity-common | JP | $445K | 21K | 0.05 |
| ASAHI CO LTD COMMON STOCK (ASAHI CO.,LTD.) | Long | Equity-common | JP | $429K | 45K | 0.05 |
| ASANTE INC COMMON STOCK (ASANTE INCORPORATED) | Long | Equity-common | JP | $119K | 11K | 0.01 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $14M | 709K | 1.62 |
| AUTO TRADER GROUP PLC COMMON STOCK | Long | Equity-common | GB | $2M | 191K | 0.23 |
| AUTOBACS SEVEN CO LTD COMMON STOCK (AUTOBACS SEVEN CO.,LTD.) | Long | Equity-common | JP | $214K | 22K | 0.03 |
| AUTOMATIC DATA PROCESSING COMMON STOCK (AUTOMATIC DATA PROCESSING, INC.) | Long | Equity-common | US | $2M | 9K | 0.26 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $299K | 101 | 0.04 |
| AXIAL RETAILING INC COMMON STOCK (Axial Retailing Inc.) | Long | Equity-common | JP | $25K | 4K | 0.00 |
| BAE SYSTEMS PLC COMMON STOCK | Long | Equity-common | GB | $1M | 66K | 0.13 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $7M | 112K | 0.80 |
| BARRICK GOLD CORP COMMON STOCK (SOCIETE AURIFERE BARRICK) | Long | Equity-common | CA | $324K | 19K | 0.04 |
| BAXTER INTERNATIONAL INC COMMON STOCK (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $187K | 6K | 0.02 |
| Bayerische Motoren Werke AG PREFERRED STOCK (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-preferred | DE | $670K | 8K | 0.08 |
| BECTON DICKINSON AND CO COMMON STOCK (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $920K | 4K | 0.11 |
| BELC CO LTD COMMON STOCK | Long | Equity-common | JP | $227K | 5K | 0.03 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $6M | 16K | 0.76 |
| BKW AG COMMON STOCK | Long | Equity-common | CH | $499K | 3K | 0.06 |
| BOC HONG KONG HOLDINGS LTD COMMON STOCK (BOC HONG KONG (HOLDINGS) LIMITED) | Long | Equity-common | HK | $197K | 64K | 0.02 |
| BOOKING HOLDINGS INC COMMON STOCK (BOOKING HOLDINGS INC.) | Long | Equity-common | US | $6M | 2K | 0.73 |
| BOSTON SCIENTIFIC CORP COMMON STOCK (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $8M | 102K | 0.94 |
| BOX INC - CLASS A COMMON STOCK (BOX, INC.) | Long | Equity-common | US | $379K | 14K | 0.05 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $1M | 31K | 0.16 |
| BROTHER INDUSTRIES LTD COMMON STOCK (BROTHER INDUSTRIES, LTD.) | Long | Equity-common | JP | $865K | 49K | 0.10 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $1M | 13K | 0.17 |
| BUREAU VERITAS SA COMMON STOCK | Long | Equity-common | FR | $535K | 19K | 0.06 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $2M | 5K | 0.23 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $2M | 7K | 0.28 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $1M | 31K | 0.17 |
| CANADIAN UTILITIES LTD-A COMMON STOCK (CANADIAN UTILITIES LIMITED) | Long | Equity-common | CA | $241K | 11K | 0.03 |
| CANON INC COMMON STOCK (CANON INC.) | Long | Equity-common | JP | $6M | 215K | 0.70 |
| CANON MARKETING JAPAN INC COMMON STOCK (Canon Marketing Japan Inc.) | Long | Equity-common | JP | $142K | 5K | 0.02 |
| 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 | $4M | 9K | 0.46 |
| CARLSBERG AS-B COMMON STOCK (CARLSBERG A/S) | Long | Equity-common | DK | $963K | 8K | 0.12 |
| CARREFOUR SA COMMON STOCK | Long | Equity-common | FR | $2M | 156K | 0.26 |
| CAWACHI LTD COMMON STOCK (CAWACHI LIMITED) | Long | Equity-common | JP | $430K | 24K | 0.05 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $7M | 42K | 0.85 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $2M | 8K | 0.22 |
| CENTENE CORP COMMON STOCK (CENTENE CORPORATION) | Long | Equity-common | US | $3M | 42K | 0.34 |
| CENTRAL JAPAN RAILWAY CO COMMON STOCK (Central Japan Railway Company) | Long | Equity-common | JP | $878K | 41K | 0.11 |
| CENTRICA PLC COMMON STOCK | Long | Equity-common | GB | $3M | 2M | 0.41 |
| CHECK POINT SOFTWARE TECH COMMON STOCK (CHECK POINT SOFTWARE TECHNOLOGIES LTD.) | Long | Equity-common | US | $11M | 66K | 1.30 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $4M | 8K | 0.51 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $6K | 41 | 0.00 |
| CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK (Chocoladefabriken Lindt & Spruengli AG) | Long | Equity-common | CH | $1M | 92 | 0.13 |
| CHUBU ELECTRIC POWER CO INC COMMON STOCK (Chubu Electric Power Company, Incorporated) | Long | Equity-common | JP | $4M | 376K | 0.53 |
| CHUDENKO CORP COMMON STOCK | Long | Equity-common | JP | $24K | 1K | 0.00 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $6M | 61K | 0.76 |
| CI TAKIRON CORP COMMON STOCK (C.I. TAKIRON Corporation) | Long | Equity-common | JP | $108K | 24K | 0.01 |
| CIA DE DISTRIBUCION INTEGRAL COMMON STOCK (LOGISTA INTEGRAL SA) | Long | Equity-common | ES | $867K | 31K | 0.10 |
| CINTAS CORP COMMON STOCK (CINTAS CORPORATION) | Long | Equity-common | US | $7M | 9K | 0.78 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $502K | 4K | 0.06 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $8M | 179K | 1.02 |
| CK ASSET HOLDINGS LTD COMMON STOCK (CK ASSET HOLDINGS LIMITED) | Long | Equity-common | HK | $481K | 129K | 0.06 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK (CK HUTCHISON HOLDINGS LIMITED) | Long | Equity-common | HK | $5M | 1M | 0.63 |
| CK INFRASTRUCTURE HOLDINGS L COMMON STOCK (CK INFRASTRUCTURE HOLDINGS LIMITED) | Long | Equity-common | HK | $37K | 7K | 0.00 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $3M | 24K | 0.39 |
| CLP HOLDINGS LTD COMMON STOCK (CLP HOLDINGS LIMITED) | Long | Equity-common | HK | $864K | 107K | 0.10 |
| CME GROUP INC COMMON STOCK (CME GROUP INC.) | Long | Equity-common | US | $2M | 11K | 0.25 |
| COCA-COLA CO/THE COMMON STOCK (THE COCA-COLA COMPANY) | Long | Equity-common | US | $6M | 101K | 0.77 |
| COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | Long | Equity-common | US | $930K | 13K | 0.11 |
| COCA-COLA HBC AG-DI COMMON STOCK | Long | Equity-common | GB | $640K | 19K | 0.08 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $7M | 77K | 0.90 |
| COLRUYT GROUP N.V COMMON STOCK (Colruyt Group NV) | Long | Equity-common | BE | $28K | 580 | 0.00 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $5M | 133K | 0.62 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $5M | 38K | 0.56 |
| COMPUTERSHARE LTD COMMON STOCK (COMPUTERSHARE LIMITED) | Long | Equity-common | AU | $516K | 29K | 0.06 |
| COMSYS HOLDINGS CORP COMMON STOCK (COMSYS Holdings Corporation) | Long | Equity-common | JP | $534K | 28K | 0.06 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $1M | 52K | 0.18 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $3M | 33K | 0.35 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $8M | 10K | 1.01 |
| CREATE MEDIC CO LTD COMMON STOCK (CREATE MEDIC CO.,LTD.) | Long | Equity-common | JP | $33K | 6K | 0.00 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $3M | 49K | 0.35 |
| DAH SING BANKING GROUP LTD COMMON STOCK (DAH SING BANKING GROUP LIMITED) | Long | Equity-common | HK | $91K | 109K | 0.01 |
| DAIKEN MEDICAL CO LTD COMMON STOCK (Daiken Medical Co Ltd) | Long | Equity-common | JP | $22K | 7K | 0.00 |
| DAITO TRUST CONSTRUCT CO LTD COMMON STOCK (DAITO TRUST CONSTRUCTION CO.,LTD.) | Long | Equity-common | JP | $62K | 600 | 0.01 |
| DANONE COMMON STOCK (DANONE SA) | Long | Equity-common | FR | $1M | 17K | 0.13 |
| DANSKE BANK A/S COMMON STOCK | Long | Equity-common | DK | $3M | 92K | 0.33 |
| DASSAULT SYSTEMES SE COMMON STOCK | Long | Equity-common | FR | $128K | 3K | 0.02 |
| DAVITA INC COMMON STOCK (DAVITA INC.) | Long | Equity-common | US | $323K | 2K | 0.04 |
| DEUTSCHE TELEKOM AG-REG COMMON STOCK | Long | Equity-common | DE | $71K | 3K | 0.01 |
| DNB BANK ASA COMMON STOCK | Long | Equity-common | NO | $1M | 56K | 0.13 |
| DOLBY LABORATORIES INC-CL A COMMON STOCK (DOLBY LABORATORIES, INC.) | Long | Equity-common | US | $2M | 20K | 0.19 |
| DOLLARAMA INC COMMON STOCK (DOLLARAMA INC.) | Long | Equity-common | CA | $758K | 8K | 0.09 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Long | Equity-common | US | $1M | 3K | 0.18 |
| DROPBOX INC-CLASS A COMMON STOCK (DROPBOX, INC.) | Long | Equity-common | US | $461K | 21K | 0.06 |
| DTE ENERGY COMPANY COMMON STOCK | Long | Equity-common | US | $292K | 3K | 0.04 |
| DUKE ENERGY CORP COMMON STOCK (DUKE ENERGY CORPORATION) | Long | Equity-common | US | $853K | 9K | 0.10 |
| EARTH CORP COMMON STOCK (Earth Corporation) | Long | Equity-common | JP | $405K | 14K | 0.05 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $2M | 43K | 0.28 |
| EBRO FOODS SA COMMON STOCK (Ebro Foods, S.A) | Long | Equity-common | ES | $156K | 9K | 0.02 |
| ECO'S CO LTD COMMON STOCK (Eco's Co.,Ltd.) | Long | Equity-common | JP | $26K | 2K | 0.00 |
| ECOLAB INC COMMON STOCK (ECOLAB INC.) | Long | Equity-common | US | $6M | 24K | 0.68 |
| EIFFAGE COMMON STOCK (EIFFAGE SA) | Long | Equity-common | FR | $403K | 4K | 0.05 |
| EIZO CORP COMMON STOCK (EIZO Corporation) | Long | Equity-common | JP | $169K | 6K | 0.02 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $13M | 91K | 1.52 |
| ELISA OYJ COMMON STOCK | Long | Equity-common | FI | $2M | 38K | 0.21 |
| EMMI AG-REG COMMON STOCK | Long | Equity-common | CH | $94K | 95 | 0.01 |
| EMPIRE CO LTD 'A' COMMON STOCK (EMPIRE COMPANY LIMITED) | Long | Equity-common | CA | $2M | 92K | 0.28 |
| ENAGAS SA COMMON STOCK (Enagas S.A.) | Long | Equity-common | ES | $173K | 12K | 0.02 |
| ENBRIDGE INC COMMON STOCK (Enbridge Inc.) | Long | Equity-common | US | $366K | 10K | 0.04 |
| ENGIE COMMON STOCK (ENGIE SA) | Long | Equity-common | FR | $477K | 33K | 0.06 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $32K | 300 | 0.00 |
| EQUINOR ASA COMMON STOCK | Long | Equity-common | NO | $170K | 6K | 0.02 |
| ESSITY AKTIEBOLAG-B COMMON STOCK (Essity Aktiebolag (publ)) | Long | Equity-common | SE | $2M | 70K | 0.21 |
| EURO STOXX 50 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | DE | $634K | – | 0.08 | |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $5M | 12K | 0.55 |
| EVERGY INC COMMON STOCK (Evergy, Inc.) | Long | Equity-common | US | $132K | 3K | 0.02 |
| EXEO GROUP INC COMMON STOCK (EXEO Group, Inc.) | Long | Equity-common | JP | $374K | 38K | 0.04 |
| EXOR NV COMMON STOCK (EXOR N.V.) | Long | Equity-common | NL | $691K | 7K | 0.08 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $10K | 84 | 0.00 |
| EZAKI GLICO CO LTD COMMON STOCK (Ezaki Glico Co., Ltd.) | Long | Equity-common | JP | $1M | 41K | 0.13 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $6M | 33K | 0.68 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $750K | 504 | 0.09 |
| FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Equity-common | CA | $5M | 4K | 0.59 |
| FEDEX CORP COMMON STOCK (FEDEX CORPORATION) | Long | Equity-common | US | $802K | 3K | 0.10 |
| FERGUSON PLC COMMON STOCK | Long | Equity-common | US | $36K | 185 | 0.00 |
| FERRETTI SPA COMMON STOCK (FERRETTI S.P.A.) | Long | Equity-common | HK | $51K | 17K | 0.01 |
| FIRST INTL BANK ISRAEL COMMON STOCK (FIRST INTERNATIONAL BANK OF ISRAEL LTD.) | Long | Equity-common | IL | $2M | 60K | 0.27 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $4M | 114K | 0.47 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $2M | 74K | 0.28 |
| FTGROUP CO LTD COMMON STOCK (FTGroup CO.,LTD.) | Long | Equity-common | JP | $21K | 3K | 0.00 |
| FTSE 100 IDX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | GB | $415K | – | 0.05 | |
| FUJICCO CO LTD COMMON STOCK (FUJICCO CO., LTD.) | Long | Equity-common | JP | $209K | 18K | 0.03 |
| FUJIFILM HOLDINGS CORP COMMON STOCK (FUJIFILM Holdings Corporation) | Long | Equity-common | JP | $4M | 156K | 0.44 |
| FUJIYA CO LTD COMMON STOCK (Fujiya Co.,Ltd.) | Long | Equity-common | JP | $47K | 3K | 0.01 |
| FX Forward Contract: AUD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $168.3 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $80.09 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $46 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $28.6 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $28.26 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $10.1 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $5.57 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $-25.5 | – | -0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $-81.28 | – | -0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $23.67 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $15.78 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $-19.56 | – | -0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $-30.79 | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $149.82 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $63.16 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $-173.46 | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $-208.95 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-46.46 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-54.49 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-297.87 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $5.18 | – | 0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $5.11 | – | 0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $-122.28 | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $-1.06 | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $-78.18 | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $-256.27 | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $-301.17 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $-5.05 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $-14.58 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $-16.77 | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $8.49 | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $-468.83 | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $-829.63 | – | -0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $27.34 | – | 0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $-9.38 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-4.02 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-146.45 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-210.05 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $53.51 | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-15.5 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-16.06 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-44K | – | -0.01 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $267K | – | 0.03 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $535.42 | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $476.49 | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $12.81 | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $1.93 | – | 0.00 | |
| FX Forward Contract: USD/DKK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-2.7 | – | -0.00 | |
| FX Forward Contract: USD/DKK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-59.84 | – | -0.00 | |
| FX Forward Contract: USD/DKK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-67 | – | -0.00 | |
| FX Forward Contract: USD/DKK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-276.63 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-14.93 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-334.95 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-435.64 | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $47K | – | 0.01 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $312.95 | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $265.84 | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-19.2 | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-100.54 | – | -0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $14.54 | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $2.05 | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $1.8 | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-0.8 | – | -0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-13.48 | – | -0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-01 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $72.02 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-01 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $55.29 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-01 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $25.05 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-01 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $10.92 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-01 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $8.2 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $728K | – | 0.09 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $363.65 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $214.21 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $249.89 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $207.11 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-99.93 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $28.22 | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $25.66 | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $13.25 | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-3.58 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $70K | – | 0.01 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $452.71 | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $358.41 | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $244.91 | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $67.72 | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $15.78 | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $0.36 | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-0.43 | – | -0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-0.56 | – | -0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-22 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-1.59 | – | -0.00 | |
| GAKKEN HOLDINGS CO LTD COMMON STOCK (GAKKEN HOLDINGS CO., LTD.) | Long | Equity-common | JP | $61K | 9K | 0.01 |
| GAKKYUSHA CO LTD COMMON STOCK | Long | Equity-common | JP | $48K | 4K | 0.01 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $2M | 8K | 0.28 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $3M | 45K | 0.34 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $7M | 97K | 0.80 |
| GIVAUDAN-REG COMMON STOCK (Givaudan SA) | Long | Equity-common | CH | $3M | 668 | 0.38 |
| GRACO INC COMMON STOCK | Long | Equity-common | US | $3M | 36K | 0.34 |
| GRAND CANYON EDUCATION INC COMMON STOCK (GRAND CANYON EDUCATION, INC.) | Long | Equity-common | US | $1M | 7K | 0.12 |
| GSK PLC COMMON STOCK | Long | Equity-common | GB | $7M | 357K | 0.83 |
| HALEON PLC COMMON STOCK | Long | Equity-common | GB | $707K | 173K | 0.08 |
| HANG LUNG PROPERTIES LTD COMMON STOCK (HANG LUNG PROPERTIES LIMITED) | Long | Equity-common | HK | $113K | 132K | 0.01 |
| HANG SENG IDX FUT JUL24 PHYSICAL INDEX FUTURE. | Derivative-equity | HK | $113K | – | 0.01 | |
| HAW PAR CORP LTD COMMON STOCK (HAW PAR CORPORATION LIMITED) | Long | Equity-common | SG | $86K | 12K | 0.01 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $318K | 11K | 0.04 |
| HEIDELBERG MATERIALS AG COMMON STOCK | Long | Equity-common | DE | $312K | 3K | 0.04 |
| HEIWADO CO LTD COMMON STOCK (HEIWADO CO.,LTD.) | Long | Equity-common | JP | $967K | 64K | 0.12 |
| Henkel AG & Co KGaA PREFERRED STOCK (Henkel AG & Co. KGaA) | Long | Equity-preferred | DE | $8M | 89K | 0.96 |
| HITACHI LTD COMMON STOCK (Hitachi, Ltd.) | Long | Equity-common | JP | $73K | 3K | 0.01 |
| HK ELECTRIC INVESTMENTS -SS UNIT (HK ELECTRIC INVESTMENTS LIMITED) | Long | Equity-common | HK | $164K | 259K | 0.02 |
| HKT TRUST AND HKT LTD-SS UNIT (HKT Trust and HKT Limited) | Long | Equity-common | HK | $4M | 3M | 0.45 |
| HOKUTO CORP COMMON STOCK (HOKUTO CORPORATION) | Long | Equity-common | JP | $588K | 50K | 0.07 |
| HOLCIM LTD COMMON STOCK (Holcim AG) | Long | Equity-common | CH | $928K | 10K | 0.11 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $798K | 11K | 0.10 |
| HOUSE FOODS GROUP INC COMMON STOCK (HOUSE FOODS GROUP INC.) | Long | Equity-common | JP | $809K | 46K | 0.10 |
| HP INC COMMON STOCK (HP INC.) | Long | Equity-common | US | $593K | 17K | 0.07 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 13K | 0.38 |
| IBERDROLA SA COMMON STOCK (Iberdrola, S.A.) | Long | Equity-common | ES | $3M | 202K | 0.31 |
| IMPERIAL BRANDS PLC COMMON STOCK | Long | Equity-common | GB | $459K | 18K | 0.05 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $5M | 91K | 0.66 |
| INDUSTRIVARDEN AB-C SHS COMMON STOCK (Aktiebolaget Industrivarden) | Long | Equity-common | SE | $1M | 34K | 0.14 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 14K | 0.20 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $7M | 38K | 0.78 |
| INTUIT INC COMMON STOCK (INTUIT INC.) | Long | Equity-common | US | $3M | 5K | 0.37 |
| ISRACARD LTD COMMON STOCK (Isracard Ltd.) | Long | Equity-common | IL | $18.36 | 5.49 | 0.00 |
| ITURAN LOCATION AND CONTROL COMMON STOCK (ITURAN LOCATION AND CONTROL LTD.) | Long | Equity-common | US | $16K | 654 | 0.00 |
| J-OIL MILLS INC COMMON STOCK (J-OIL MILLS, INC.) | Long | Equity-common | JP | $138K | 11K | 0.02 |
| JAPAN OIL TRANSPORTATION CO COMMON STOCK (Japan Oil Transportation Co., Ltd.) | Long | Equity-common | JP | $40K | 2K | 0.00 |
| JAPAN POST BANK CO LTD COMMON STOCK (JAPAN POST BANK Co.,Ltd.) | Long | Equity-common | JP | $1M | 118K | 0.13 |
| JAPAN POST HOLDINGS CO LTD COMMON STOCK (JAPAN POST HOLDINGS Co.,Ltd.) | Long | Equity-common | JP | $1M | 101K | 0.12 |
| JAPAN POST INSURANCE CO LTD COMMON STOCK (JAPAN POST INSURANCE Co.,Ltd.) | Long | Equity-common | JP | $165K | 9K | 0.02 |
| JAPAN TOBACCO INC COMMON STOCK (JAPAN TOBACCO INC.) | Long | Equity-common | JP | $7M | 248K | 0.80 |
| JARDINE CYCLE & CARRIAGE LTD COMMON STOCK (JARDINE CYCLE & CARRIAGE LIMITED) | Long | Equity-common | SG | $2M | 93K | 0.22 |
| JARDINE MATHESON HLDGS LTD COMMON STOCK (JARDINE MATHESON HOLDINGS LIMITED) | Long | Equity-common | SG | $1M | 38K | 0.16 |
| JERONIMO MARTINS COMMON STOCK (Jeronimo Martins, SGPS, S.A.) | Long | Equity-common | PT | $1M | 75K | 0.18 |
| JFE HOLDINGS INC COMMON STOCK (JFE Holdings, Inc.) | Long | Equity-common | JP | $1M | 80K | 0.14 |
| JM HOLDINGS CO LTD COMMON STOCK (JM HOLDINGS CO., LTD.) | Long | Equity-common | JP | $25K | 1K | 0.00 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $13M | 88K | 1.54 |
| JSP CORP COMMON STOCK (JSP Corporation) | Long | Equity-common | JP | $339K | 24K | 0.04 |
| JUNIPER NETWORKS INC COMMON STOCK (JUNIPER NETWORKS, INC.) | Long | Equity-common | US | $240K | 7K | 0.03 |
| KAGOME CO LTD COMMON STOCK (KAGOME CO., LTD.) | Long | Equity-common | JP | $215K | 11K | 0.03 |
| KAKEN PHARMACEUTICAL CO LTD COMMON STOCK (KAKEN PHARMACEUTICAL CO.,LTD.) | Long | Equity-common | JP | $364K | 15K | 0.04 |
| KANSAI ELECTRIC POWER CO INC COMMON STOCK (The Kansai Electric Power Company, Incorporated) | Long | Equity-common | JP | $2M | 100K | 0.20 |
| KATO SANGYO CO LTD COMMON STOCK (KATO SANGYO CO., LTD.) | Long | Equity-common | JP | $640K | 24K | 0.08 |
| KDDI CORP COMMON STOCK (KDDI CORPORATION) | Long | Equity-common | JP | $53K | 2K | 0.01 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $360K | 6K | 0.04 |
| KEWPIE CORP COMMON STOCK (Kewpie Corporation) | Long | Equity-common | JP | $996K | 50K | 0.12 |
| KEY COFFEE INC COMMON STOCK | Long | Equity-common | JP | $52K | 4K | 0.01 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $16M | 116K | 1.92 |
| KIMLY LTD COMMON STOCK | Long | Equity-common | SG | $20K | 86K | 0.00 |
| KINROSS GOLD CORP COMMON STOCK (KINROSS GOLD CORPORATION) | Long | Equity-common | CA | $302K | 36K | 0.04 |
| KOBE ELECTRIC RAILWAY CO LTD COMMON STOCK (Kobe Electric Railway Co.,Ltd.) | Long | Equity-common | JP | $31K | 2K | 0.00 |
| KOMERI CO LTD COMMON STOCK (KOMERI CO.,LTD.) | Long | Equity-common | JP | $191K | 9K | 0.02 |
| KONAMI GROUP CORPORATION COMMON STOCK | Long | Equity-common | JP | $2M | 21K | 0.18 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $10M | 343K | 1.22 |
| KONINKLIJKE KPN NV COMMON STOCK (Koninklijke KPN N.V.) | Long | Equity-common | NL | $3M | 817K | 0.38 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $2M | 59K | 0.23 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $440K | 9K | 0.05 |
| KURIYAMA HOLDINGS CORP COMMON STOCK (KURIYAMA HOLDINGS CORPORATION) | Long | Equity-common | JP | $32K | 4K | 0.00 |
| KYORIN PHARMACEUTICAL CO LTD COMMON STOCK (KYORIN Pharmaceutical Co., Ltd.) | Long | Equity-common | JP | $1M | 98K | 0.12 |
| LAC CO LTD COMMON STOCK (LAC Co.,Ltd.) | Long | Equity-common | JP | $49K | 9K | 0.01 |
| LEGRAND SA COMMON STOCK | Long | Equity-common | FR | $2M | 18K | 0.21 |
| LEIDOS HOLDINGS INC COMMON STOCK (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 12K | 0.21 |
| LEONARDO SPA COMMON STOCK (LEONARDO - SOCIETA PER AZIONI) | Long | Equity-common | IT | $418K | 18K | 0.05 |
| LION CORP COMMON STOCK (Lion Corporation) | Long | Equity-common | JP | $830K | 107K | 0.10 |
| LKQ CORP COMMON STOCK (LKQ CORPORATION) | Long | Equity-common | US | $257K | 6K | 0.03 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $4M | 31K | 0.43 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $4M | 9K | 0.52 |
| MANHATTAN ASSOCIATES INC COMMON STOCK (MANHATTAN ASSOCIATES, INC.) | Long | Equity-common | US | $925K | 4K | 0.11 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $457K | 3K | 0.05 |
| MARSH & MCLENNAN COS COMMON STOCK (MARSH & MCLENNAN COMPANIES, INC.) | Long | Equity-common | US | $8M | 37K | 0.92 |
| MARUDAI FOOD CO LTD COMMON STOCK (MARUDAI FOOD CO.,LTD.) | Long | Equity-common | JP | $32K | 3K | 0.00 |
| MASTERCARD INC - A COMMON STOCK (MASTERCARD INCORPORATED.) | Long | Equity-common | US | $806K | 2K | 0.10 |
| MCDONALD'S CORP COMMON STOCK (MCDONALD'S CORPORATION) | Long | Equity-common | US | $489K | 2K | 0.06 |
| MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK (McDonald's Holdings Company (Japan), Ltd.) | Long | Equity-common | JP | $59K | 2K | 0.01 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $12M | 21K | 1.49 |
| MEDICAL SYSTEM NETWORK CO COMMON STOCK (Medical System Network Co Ltd) | Long | Equity-common | JP | $26K | 7K | 0.00 |
| MEDTRONIC PLC COMMON STOCK (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 27K | 0.25 |
| MEGMILK SNOW BRAND CO LTD COMMON STOCK (MEGMILK SNOW BRAND Co.,Ltd.) | Long | Equity-common | JP | $404K | 25K | 0.05 |
| MEIJI HOLDINGS CO LTD COMMON STOCK (Meiji Holdings Co.,Ltd.) | Long | Equity-common | JP | $2M | 97K | 0.25 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $603K | 5K | 0.07 |
| METRO INC/CN COMMON STOCK (METRO INC.) | Long | Equity-common | CA | $1M | 19K | 0.13 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $11M | 26K | 1.37 |
| MINISTOP CO LTD COMMON STOCK | Long | Equity-common | JP | $50K | 5K | 0.01 |
| MIRAMAR HOTEL & INVESTMENT COMMON STOCK (Miramar Hotel and Investment Company, Limited) | Long | Equity-common | HK | $59K | 49K | 0.01 |
| MIROKU JYOHO SERVICE CO LTD COMMON STOCK (MIROKU JYOHO SERVICE CO.,LTD.) | Long | Equity-common | JP | $27K | 2K | 0.00 |
| MITSUBISHI CHEMICAL GROUP CO COMMON STOCK (Mitsubishi Chemical Group Corporation) | Long | Equity-common | JP | $1M | 187K | 0.12 |
| MITSUBISHI SHOKUHIN CO LTD COMMON STOCK (Mitsubishi Shokuhin Co., Ltd.) | Long | Equity-common | JP | $458K | 14K | 0.05 |
| MIYOSHI OIL & FAT CO LTD COMMON STOCK (Miyoshi Oil & Fat Co., Ltd.) | Long | Equity-common | JP | $140K | 15K | 0.02 |
| MOLINA HEALTHCARE INC COMMON STOCK (MOLINA HEALTHCARE, INC.) | Long | Equity-common | US | $685K | 2K | 0.08 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $2M | 37K | 0.22 |
| MONDELEZ INTERNATIONAL INC-A COMMON STOCK (Mondelez International, Inc.) | Long | Equity-common | US | $3M | 45K | 0.36 |
| MORINAGA & CO LTD COMMON STOCK (Morinaga & Co., Ltd.) | Long | Equity-common | JP | $121K | 8K | 0.01 |
| MOROZOFF LTD COMMON STOCK (Morozoff Limited) | Long | Equity-common | JP | $36K | 1K | 0.00 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $5M | 12K | 0.55 |
| MRMAX HOLDINGS LTD COMMON STOCK (Mr Max Holdings Ltd.) | Long | Equity-common | JP | $36K | 8K | 0.00 |
| MS&AD INSURANCE GROUP HOLDIN COMMON STOCK (MS&AD Insurance Group Holdings, Inc.) | Long | Equity-common | JP | $628K | 28K | 0.08 |
| MUSASHI CO LTD COMMON STOCK (MUSASHI CO.,LTD.) | Long | Equity-common | JP | $27K | 2K | 0.00 |
| NAGASE BROTHERS INC COMMON STOCK (Nagase Brothers Inc.) | Long | Equity-common | JP | $82K | 7K | 0.01 |
| NESTLE SA-REG COMMON STOCK (Nestle S.A.) | Long | Equity-common | CH | $2M | 16K | 0.19 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $6M | 48K | 0.74 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $386K | 3K | 0.05 |
| NEW MOUNTAIN FINANCE CORP COMMON STOCK (NEW MOUNTAIN FINANCE CORPORATION) | Long | Equity-common | US | $197K | 16K | 0.02 |
| NH FOODS LTD COMMON STOCK (NH Foods Ltd.) | Long | Equity-common | JP | $646K | 22K | 0.08 |
| NICE LTD COMMON STOCK | Long | Equity-common | IL | $110K | 635 | 0.01 |
| NIHON CHOUZAI CO LTD COMMON STOCK (NIHON CHOUZAI Co.,Ltd.) | Long | Equity-common | JP | $196K | 21K | 0.02 |
| NIHON DENKEI CO LTD COMMON STOCK (NIHON DENKEI CO.,LTD.) | Long | Equity-common | JP | $25K | 2K | 0.00 |
| NIKKO CO LTD COMMON STOCK (NIKKO CO., LTD.) | Long | Equity-common | JP | $62K | 12K | 0.01 |
| NIPPN CORP COMMON STOCK (NIPPN CORPORATION) | Long | Equity-common | JP | $1M | 95K | 0.17 |
| NIPPON AIR CONDITIONING SERV COMMON STOCK (Nippon Air Conditioning Services Co.,Ltd.) | Long | Equity-common | JP | $33K | 5K | 0.00 |
| NIPPON EXPRESS HOLDINGS INC COMMON STOCK (NIPPON EXPRESS HOLDINGS, INC.) | Long | Equity-common | JP | $173K | 4K | 0.02 |
| NIPPON TELEGRAPH & TELEPHONE COMMON STOCK (NIPPON TELEGRAPH AND TELEPHONE CORPORATION) | Long | Equity-common | JP | $675K | 715K | 0.08 |
| NISSHIN OILLIO GROUP LTD/THE COMMON STOCK (The Nisshin OilliO Group,Ltd.) | Long | Equity-common | JP | $260K | 9K | 0.03 |
| NITTOC CONSTRUCTION CO LTD COMMON STOCK (NITTOC CONSTRUCTION CO., LTD.) | Long | Equity-common | JP | $49K | 7K | 0.01 |
| NOMURA REAL ESTATE HOLDINGS COMMON STOCK (Nomura Real Estate Holdings, Inc.) | Long | Equity-common | JP | $253K | 10K | 0.03 |
| NORTHROP GRUMMAN CORP COMMON STOCK (Northrop Grumman Corporation) | Long | Equity-common | US | $5M | 11K | 0.59 |
| NOVA LTD COMMON STOCK | Long | Equity-common | US | $801K | 3K | 0.10 |
| NOVARTIS AG-REG COMMON STOCK | Long | Equity-common | CH | $11M | 104K | 1.33 |
| NOVO NORDISK A/S-B COMMON STOCK | Long | Equity-common | DK | $2M | 13K | 0.22 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $1M | 17K | 0.16 |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Long | Equity-common | US | $4M | 36K | 0.54 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK (O'Reilly Automotive, Inc.) | Long | Equity-common | US | $3M | 3K | 0.33 |
| OBERBANK AG COMMON STOCK | Long | Equity-common | AT | $12K | 162 | 0.00 |
| OILES CORP COMMON STOCK (OILES CORPORATION) | Long | Equity-common | JP | $367K | 25K | 0.04 |
| OKINAWA CELLULAR TELEPHONE COMMON STOCK | Long | Equity-common | JP | $193K | 8K | 0.02 |
| OKUWA CO LTD COMMON STOCK (OKUWA CO.,LTD.) | Long | Equity-common | JP | $180K | 32K | 0.02 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Long | Equity-common | US | $90K | 1K | 0.01 |
| ORANGE COMMON STOCK (ORANGE SA) | Long | Equity-common | FR | $7M | 655K | 0.79 |
| ORIGIN ENERGY LTD COMMON STOCK (ORIGIN ENERGY LIMITED) | Long | Equity-common | AU | $1M | 140K | 0.12 |
| ORION OYJ-CLASS A COMMON STOCK | Long | Equity-common | FI | $11K | 259 | 0.00 |
| ORKLA ASA COMMON STOCK | Long | Equity-common | NO | $2M | 266K | 0.26 |
| OSAKA GAS CO LTD COMMON STOCK (OSAKA GAS CO., LTD.) | Long | Equity-common | JP | $84K | 4K | 0.01 |
| OTSUKA HOLDINGS CO LTD COMMON STOCK (Otsuka Holdings Co., Ltd.) | Long | Equity-common | JP | $85K | 2K | 0.01 |
| OUG HOLDINGS INC COMMON STOCK (OUG Holdings Inc.) | Long | Equity-common | JP | $38K | 2K | 0.00 |
| OVERSEA-CHINESE BANKING CORP COMMON STOCK (OVERSEA-CHINESE BANKING CORPORATION LIMITED) | Long | Equity-common | SG | $959K | 90K | 0.11 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $7M | 63K | 0.78 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $315K | 2K | 0.04 |
| Panasonic Holdings Corporation COMMON STOCK | Long | Equity-common | JP | $765K | 93K | 0.09 |
| PANDORA A/S COMMON STOCK | Long | Equity-common | DK | $774K | 5K | 0.09 |
| PCCW LTD COMMON STOCK (PCCW LIMITED) | Long | Equity-common | HK | $2M | 5M | 0.28 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $4M | 22K | 0.44 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $760K | 27K | 0.09 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $4M | 36K | 0.43 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $772K | 5K | 0.09 |
| PIGEON CORP COMMON STOCK (PIGEON CORPORATION) | Long | Equity-common | JP | $97K | 11K | 0.01 |
| PLAZZA AG-REG A COMMON STOCK | Long | Equity-common | CH | $45K | 133 | 0.01 |
| PNM RESOURCES INC COMMON STOCK (PNM RESOURCES, INC.) | Long | Equity-common | US | $980K | 27K | 0.12 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (Power Assets Holdings Limited) | Long | Equity-common | HK | $4M | 774K | 0.50 |
| PRIMA MEAT PACKERS LTD COMMON STOCK (Prima Meat Packers, Ltd.) | Long | Equity-common | JP | $87K | 6K | 0.01 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $7M | 40K | 0.80 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $361K | 3K | 0.04 |
| RADWARE LTD COMMON STOCK (RADWARE LTD.) | Long | Equity-common | US | $453K | 25K | 0.05 |
| RAMI LEVY CHAIN STORES HASHI COMMON STOCK (RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD) | Long | Equity-common | IL | $133K | 3K | 0.02 |
| REDEIA CORP SA COMMON STOCK (REDEIA CORPORACION, S.A.) | Long | Equity-common | ES | $2M | 138K | 0.29 |
| REGAL HOTELS INTL HLDGS LTD COMMON STOCK (REGAL HOTELS INTERNATIONAL HOLDINGS LIMITED) | Long | Equity-common | HK | $28K | 78K | 0.00 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $3M | 3K | 0.41 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $1M | 5K | 0.16 |
| RELX PLC COMMON STOCK (RELX PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $4M | 96K | 0.53 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $8M | 42K | 0.97 |
| REYNOLDS CONSUMER PRODUCTS I COMMON STOCK (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $601K | 21K | 0.07 |
| RIO TINTO LTD COMMON STOCK (RIO TINTO LIMITED) | Long | Equity-common | AU | $5M | 61K | 0.58 |
| ROCHE HOLDING AG-BR COMMON STOCK | Long | Equity-common | CH | $1M | 5K | 0.17 |
| ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK | Long | Equity-common | CH | $8M | 27K | 0.91 |
| ROLLINS INC COMMON STOCK (ROLLINS, INC.) | Long | Equity-common | US | $107K | 2K | 0.01 |
| ROPER TECHNOLOGIES INC COMMON STOCK (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $5M | 9K | 0.59 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $2M | 17K | 0.25 |
| ROYALTY PHARMA PLC- CL A COMMON STOCK | Long | Equity-common | US | $662K | 25K | 0.08 |
| RPM INTERNATIONAL INC COMMON STOCK (RPM INTERNATIONAL INC.) | Long | Equity-common | US | $3M | 23K | 0.30 |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $3M | – | 0.36 | |
| SAGE GROUP PLC/THE COMMON STOCK (THE SAGE GROUP PLC.) | Long | Equity-common | GB | $6M | 472K | 0.78 |
| SAINSBURY (J) PLC COMMON STOCK (J SAINSBURY PLC) | Long | Equity-common | GB | $902K | 280K | 0.11 |
| SAN-A CO LTD COMMON STOCK | Long | Equity-common | JP | $1M | 35K | 0.13 |
| SANKI ENGINEERING CO LTD COMMON STOCK (Sanki Engineering Co., Ltd.) | Long | Equity-common | JP | $299K | 23K | 0.04 |
| SANOFI COMMON STOCK (SANOFI SA) | Long | Equity-common | FR | $393K | 4K | 0.05 |
| SANYO CHEMICAL INDUSTRIES COMMON STOCK (SANYO CHEMICAL INDUSTRIES, LTD.) | Long | Equity-common | JP | $176K | 7K | 0.02 |
| SCHOUW & CO COMMON STOCK (AKTIESELSKABET SCHOUW & CO) | Long | Equity-common | DK | $141K | 2K | 0.02 |
| SCSK CORP COMMON STOCK (SCSK Corporation) | Long | Equity-common | JP | $630K | 32K | 0.08 |
| SECOM CO LTD COMMON STOCK (SECOM CO., LTD.) | Long | Equity-common | JP | $562K | 10K | 0.07 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $12M | 12M | 1.47 |
| SEIKO EPSON CORP COMMON STOCK (SEIKO EPSON CORPORATION) | Long | Equity-common | JP | $1M | 67K | 0.12 |
| SEMBCORP INDUSTRIES LTD COMMON STOCK | Long | Equity-common | SG | $137K | 39K | 0.02 |
| SFL CORP LTD COMMON STOCK (SFL CORPORATION LTD.) | Long | Equity-common | US | $25K | 2K | 0.00 |
| SHELL PLC COMMON STOCK | Long | Equity-common | GB | $4M | 117K | 0.50 |
| SHELL PLC COMMON STOCK | Long | Equity-common | NL | $229K | 6K | 0.03 |
| SHENG SIONG GROUP LTD COMMON STOCK | Long | Equity-common | SG | $2M | 1M | 0.18 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK (THE SHERWIN-WILLIAMS COMPANY) | Long | Equity-common | US | $1M | 4K | 0.13 |
| SHOWA SANGYO CO LTD COMMON STOCK (Showa Sangyo Co., Ltd.) | Long | Equity-common | JP | $370K | 19K | 0.04 |
| SINGAPORE AIRLINES LTD COMMON STOCK (SINGAPORE AIRLINES LIMITED) | Long | Equity-common | SG | $273K | 54K | 0.03 |
| SINGAPORE EXCHANGE LTD COMMON STOCK (SINGAPORE EXCHANGE LIMITED) | Long | Equity-common | SG | $672K | 96K | 0.08 |
| SOFTBANK CORP COMMON STOCK (SoftBank Corp.) | Long | Equity-common | JP | $5M | 434K | 0.64 |
| SOFTWARE SERVICE INC COMMON STOCK | Long | Equity-common | JP | $53K | 600 | 0.01 |
| SOUTHERN CO/THE COMMON STOCK (THE SOUTHERN COMPANY) | Long | Equity-common | US | $385K | 5K | 0.05 |
| SPAREBANK 1 OESTLANDET COMMON STOCK (SPAREBANK 1 OSTLANDET) | Long | Equity-common | NO | $49K | 4K | 0.01 |
| SPAREBANK 1 SMN COMMON STOCK | Long | Equity-common | NO | $187K | 13K | 0.02 |
| SPAREBANK 1 SOROST-NORGE COMMON STOCK | Long | Equity-common | NO | $22K | 3K | 0.00 |
| SPAREBANKEN VEST COMMON STOCK | Long | Equity-common | NO | $317K | 27K | 0.04 |
| SPARK NEW ZEALAND LTD COMMON STOCK (SPARK NEW ZEALAND LIMITED) | Long | Equity-common | NZ | $2M | 689K | 0.21 |
| SPI 200 FUTURES SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | AU | $649K | – | 0.08 | |
| SPIRENT COMMUNICATIONS PLC COMMON STOCK | Long | Equity-common | GB | $342K | 148K | 0.04 |
| SRA HOLDINGS INC COMMON STOCK (SRA Holdings,Inc.) | Long | Equity-common | JP | $138K | 5K | 0.02 |
| ST CORP COMMON STOCK (S.T.CORPORATION) | Long | Equity-common | JP | $53K | 5K | 0.01 |
| STARHUB LTD COMMON STOCK (STARHUB LTD.) | Long | Equity-common | SG | $123K | 138K | 0.01 |
| STELLANTIS NV COMMON STOCK (Stellantis N.V.) | Long | Equity-common | IT | $46K | 2K | 0.01 |
| STEP CO LTD COMMON STOCK | Long | Equity-common | JP | $110K | 9K | 0.01 |
| STUDIO ALICE CO LTD COMMON STOCK (STUDIO ALICE Co.,Ltd.) | Long | Equity-common | JP | $46K | 4K | 0.01 |
| SUNDRUG CO LTD COMMON STOCK (SUNDRUG CO.,LTD.) | Long | Equity-common | JP | $2M | 72K | 0.22 |
| SWATCH GROUP AG/THE-REG COMMON STOCK (The Swatch Group AG) | Long | Equity-common | CH | $461K | 11K | 0.06 |
| SWIRE PACIFIC LTD - CL A COMMON STOCK (SWIRE PACIFIC LIMITED) | Long | Equity-common | HK | $987K | 112K | 0.12 |
| SWISSCOM AG-REG COMMON STOCK | Long | Equity-common | CH | $4M | 8K | 0.52 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $4M | 23K | 0.49 |
| TAKAMATSU CONSTRUCTION GROUP COMMON STOCK (TAKAMATSU CONSTRUCTION GROUP CO., LTD.) | Long | Equity-common | JP | $94K | 5K | 0.01 |
| TAKASAGO INTERNATIONAL CORP COMMON STOCK (TAKASAGO INTERNATIONAL CORPORATION) | Long | Equity-common | JP | $24K | 1K | 0.00 |
| TAKEBISHI CORP COMMON STOCK (TAKEBISHI CORPORATION) | Long | Equity-common | JP | $28K | 2K | 0.00 |
| TE CONNECTIVITY LTD COMMON STOCK (TE Connectivity Ltd.) | Long | Equity-common | US | $131K | 874 | 0.02 |
| TELEKOM AUSTRIA AG COMMON STOCK (Telekom Austria Aktiengesellschaft) | Long | Equity-common | AT | $448K | 45K | 0.05 |
| TELENOR ASA COMMON STOCK | Long | Equity-common | NO | $6M | 484K | 0.66 |
| TESCO PLC COMMON STOCK | Long | Equity-common | GB | $4M | 1M | 0.53 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $6M | 19K | 0.76 |
| TJX COMPANIES INC COMMON STOCK (THE TJX COMPANIES, INC.) | Long | Equity-common | US | $2M | 16K | 0.22 |
| TOKAI HOLDINGS CORP COMMON STOCK (TOKAI Holdings Corporation) | Long | Equity-common | JP | $524K | 86K | 0.06 |
| TOKIO MARINE HOLDINGS INC COMMON STOCK (Tokio Marine Holdings, Inc.) | Long | Equity-common | JP | $4M | 104K | 0.46 |
| TOKYO ELECTRIC POWER COMPANY COMMON STOCK (Tokyo Electric Power Company Holdings, Incorporated) | Long | Equity-common | JP | $200K | 37K | 0.02 |
| TOKYO INDIVIDUALIZED EDU COMMON STOCK (Tokyo Individualized Educational Institute Inc) | Long | Equity-common | JP | $22K | 9K | 0.00 |
| TOPIX INDX FUTR SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | JP | $699K | – | 0.08 | |
| TOTALENERGIES SE COMMON STOCK | Long | Equity-common | FR | $7M | 108K | 0.86 |
| TOWER SEMICONDUCTOR LTD COMMON STOCK | Long | Equity-common | US | $186K | 5K | 0.02 |
| TREND MICRO INC COMMON STOCK (Trend Micro Incorporated) | Long | Equity-common | JP | $3M | 70K | 0.34 |
| UBS GROUP AG-REG COMMON STOCK | Long | Equity-common | CH | $989K | 34K | 0.12 |
| UNICAFE INC COMMON STOCK | Long | Equity-common | JP | $37K | 6K | 0.00 |
| UNICHARM CORP COMMON STOCK (UNICHARM CORPORATION) | Long | Equity-common | JP | $697K | 22K | 0.08 |
| UNILEVER PLC COMMON STOCK | Long | Equity-common | GB | $4M | 78K | 0.51 |
| UNIQA INSURANCE GROUP AG COMMON STOCK | Long | Equity-common | AT | $262K | 31K | 0.03 |
| UNITED SUPER MARKETS HOLDING COMMON STOCK (United Super Markets Holdings Inc.) | Long | Equity-common | JP | $526K | 97K | 0.06 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $5M | 17K | 0.65 |
| UORIKI CO LTD COMMON STOCK | Long | Equity-common | JP | $90K | 6K | 0.01 |
| VALERO ENERGY CORP COMMON STOCK (VALERO ENERGY CORPORATION) | Long | Equity-common | US | $78K | 500 | 0.01 |
| VALOR HOLDINGS CO LTD COMMON STOCK (VALOR HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $217K | 14K | 0.03 |
| VEIDEKKE ASA COMMON STOCK | Long | Equity-common | NO | $211K | 20K | 0.03 |
| VERISIGN INC COMMON STOCK (VERISIGN, INC.) | Long | Equity-common | US | $4M | 23K | 0.48 |
| VERISK ANALYTICS INC COMMON STOCK (VERISK ANALYTICS, INC.) | Long | Equity-common | US | $1M | 5K | 0.16 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $9M | 211K | 1.05 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK (VERTEX PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $190K | 405 | 0.02 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $834K | 78K | 0.10 |
| VICI PROPERTIES INC REIT (VICI PROPERTIES INC.) | Long | Equity-common | US | $2M | 56K | 0.19 |
| VITAL KSK HOLDINGS INC COMMON STOCK (VITAL KSK HOLDINGS, INC.) | Long | Equity-common | JP | $109K | 13K | 0.01 |
| VODAFONE GROUP PLC COMMON STOCK (VODAFONE GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $5M | 5M | 0.55 |
| VOLVO AB-A SHS COMMON STOCK (Aktiebolaget Volvo) | Long | Equity-common | SE | $853K | 33K | 0.10 |
| VOLVO AB-B SHS COMMON STOCK (Aktiebolaget Volvo) | Long | Equity-common | SE | $4M | 171K | 0.53 |
| VTECH HOLDINGS LTD COMMON STOCK (VTECH HOLDINGS LIMITED) | Long | Equity-common | HK | $315K | 42K | 0.04 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $13M | 191K | 1.55 |
| WASTE CONNECTIONS INC COMMON STOCK (WASTE CONNECTIONS, INC.) | Long | Equity-common | US | $223K | 1K | 0.03 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $6M | 27K | 0.70 |
| WESTON (GEORGE) LTD COMMON STOCK (GEORGE WESTON LIMITEE.) | Long | Equity-common | CA | $2M | 17K | 0.29 |
| WH GROUP LTD COMMON STOCK (WH GROUP LIMITED) | Long | Equity-common | HK | $3M | 5M | 0.38 |
| WILLIS TOWERS WATSON PLC COMMON STOCK (Willis Towers Watson Public Limited Company) | Long | Equity-common | US | $3M | 11K | 0.34 |
| WILMAR INTERNATIONAL LTD COMMON STOCK (WILMAR INTERNATIONAL LIMITED) | Long | Equity-common | SG | $366K | 160K | 0.04 |
| WOLTERS KLUWER COMMON STOCK (Wolters Kluwer N.V.) | Long | Equity-common | NL | $7M | 43K | 0.86 |
| WOWOW INC COMMON STOCK (WOWOW INC.) | Long | Equity-common | JP | $133K | 19K | 0.02 |
| WR BERKLEY CORP COMMON STOCK (W. R. BERKLEY CORPORATION) | Long | Equity-common | US | $55K | 700 | 0.01 |
| YAMATANE CORP COMMON STOCK (Yamatane Corporation) | Long | Equity-common | JP | $49K | 3K | 0.01 |
| YAMAYA CORP COMMON STOCK (YAMAYA CORPORATION) | Long | Equity-common | JP | $26K | 1K | 0.00 |
| YAOKO CO LTD COMMON STOCK (YAOKO CO.,LTD.) | Long | Equity-common | JP | $1M | 20K | 0.14 |
| ZENKOKU HOSHO CO LTD COMMON STOCK (ZENKOKU HOSHO Co.,Ltd.) | Long | Equity-common | JP | $147K | 4K | 0.02 |
| ZENRIN CO LTD COMMON STOCK (ZENRIN CO., LTD.) | Long | Equity-common | JP | $102K | 18K | 0.01 |
| ZERIA PHARMACEUTICAL CO LTD COMMON STOCK (ZERIA PHARMACEUTICAL CO., LTD.) | Long | Equity-common | JP | $33K | 3K | 0.00 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA