SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT U.S. MANAGED VOLATILITY FUND
$729.53M
Avg Monthly Net Assets
$733.05M
Total Assets
$153K
Total Liabilities
$732.90M
Net Assets
SIIT U.S. MANAGED VOLATILITY 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 $729.53M.
On July 30th, 2024 it reported 404 holdings, the largest
being INTERNATIONAL BUSINESS MACHINES CORPORATION (1.5%), VERIZON COMMUNICATIONS INC. (1.4%) and EXXON MOBIL CORPORATION (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000036888 | SVYAX |
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 |
|---|---|---|---|---|---|---|
| A10 NETWORKS INC COMMON STOCK (A10 NETWORKS, INC.) | Long | Equity-common | US | $239K | 16K | 0.03 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $5M | 29K | 0.63 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $199K | 4K | 0.03 |
| ACADIA PHARMACEUTICALS INC COMMON STOCK (ACADIA PHARMACEUTICALS INC.) | Long | Equity-common | US | $144K | 10K | 0.02 |
| ADDUS HOMECARE CORP COMMON STOCK (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $111K | 964 | 0.02 |
| ADEIA INC COMMON STOCK (ADEIA INC.) | Long | Equity-common | US | $126K | 11K | 0.02 |
| ADMA BIOLOGICS INC COMMON STOCK (ADMA BIOLOGICS, INC.) | Long | Equity-common | US | $385K | 40K | 0.05 |
| AFC GAMMA INC REIT (AFC GAMMA, INC.) | Long | Equity-common | US | $36K | 3K | 0.00 |
| AFLAC INC COMMON STOCK (AFLAC INCORPORATED) | Long | Equity-common | US | $7M | 80K | 0.98 |
| AKAMAI TECHNOLOGIES INC COMMON STOCK (AKAMAI TECHNOLOGIES, INC.) | Long | Equity-common | US | $707K | 8K | 0.10 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $379K | 16K | 0.05 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $5M | 65K | 0.67 |
| ALLSTATE CORP COMMON STOCK (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.21 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $5M | 100K | 0.63 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $359K | 8K | 0.05 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $10M | 128K | 1.38 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $6M | 78K | 0.84 |
| AMERICAN ELECTRIC POWER COMMON STOCK (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Equity-common | US | $3M | 32K | 0.40 |
| AMERICAN STATES WATER CO COMMON STOCK (AMERICAN STATES WATER COMPANY) | Long | Equity-common | US | $521K | 7K | 0.07 |
| AMERISAFE INC COMMON STOCK (AMERISAFE, INC) | Long | Equity-common | US | $28K | 629 | 0.00 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $3M | 11K | 0.45 |
| AMPHASTAR PHARMACEUTICALS IN COMMON STOCK (AMPHASTAR PHARMACEUTICALS INC) | Long | Equity-common | US | $244K | 6K | 0.03 |
| ANDERSONS INC/THE COMMON STOCK (THE ANDERSONS, INC.) | Long | Equity-common | US | $322K | 6K | 0.04 |
| ANI PHARMACEUTICALS INC COMMON STOCK (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $241K | 4K | 0.03 |
| ANIKA THERAPEUTICS INC COMMON STOCK (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $341K | 13K | 0.05 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $150K | 659 | 0.02 |
| ARCELLX INC COMMON STOCK | Long | Equity-common | US | $128K | 2K | 0.02 |
| ARCH CAPITAL GROUP LTD COMMON STOCK (ARCH CAPITAL GROUP LTD.) | Long | Equity-common | US | $763K | 7K | 0.10 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $5M | 86K | 0.73 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $3M | 45K | 0.39 |
| ARDELYX INC COMMON STOCK | Long | Equity-common | US | $86K | 13K | 0.01 |
| ARGAN INC COMMON STOCK (ARGAN, INC.) | Long | Equity-common | US | $181K | 3K | 0.02 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $5M | 38K | 0.68 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $8M | 456K | 1.13 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $3M | 1K | 0.45 |
| AVISTA CORP COMMON STOCK (AVISTA CORPORATION) | Long | Equity-common | US | $186K | 5K | 0.03 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Long | Equity-common | US | $5M | 96K | 0.71 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK (AXALTA COATING SYSTEMS LTD.) | Long | Equity-common | US | $228K | 6K | 0.03 |
| AXIS CAPITAL HOLDINGS LTD COMMON STOCK (AXIS CAPITAL HOLDINGS LIMITED) | Long | Equity-common | US | $916K | 12K | 0.12 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $140K | 725 | 0.02 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $233K | 8K | 0.03 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $9M | 147K | 1.20 |
| BANKWELL FINANCIAL GROUP INC COMMON STOCK (BANKWELL FINANCIAL GROUP, INC.) | Long | Equity-common | US | $20K | 796 | 0.00 |
| BARRETT BUSINESS SVCS INC COMMON STOCK (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $506K | 4K | 0.07 |
| BECTON DICKINSON AND CO COMMON STOCK (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $2M | 9K | 0.28 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $78K | 1K | 0.01 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $4M | 9K | 0.49 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $2M | 5K | 0.30 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $2M | 36K | 0.29 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $130K | 2K | 0.02 |
| BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK (BOOZ ALLEN HAMILTON HOLDING CORPORATION) | Long | Equity-common | US | $2M | 13K | 0.26 |
| BOSTON BEER COMPANY INC-A COMMON STOCK (THE BOSTON BEER COMPANY, INC.) | Long | Equity-common | US | $228K | 727 | 0.03 |
| BOSTON SCIENTIFIC CORP COMMON STOCK (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $2M | 28K | 0.29 |
| BOX INC - CLASS A COMMON STOCK (BOX, INC.) | Long | Equity-common | US | $87K | 3K | 0.01 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $8M | 196K | 1.10 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $1M | 28K | 0.16 |
| BRUKER CORP COMMON STOCK (BRUKER CORPORATION) | Long | Equity-common | US | $263K | 4K | 0.04 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $30K | 1K | 0.00 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $3M | 28K | 0.41 |
| CADRE HOLDINGS INC COMMON STOCK (CADRE HOLDINGS, INC.) | Long | Equity-common | US | $225K | 7K | 0.03 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $554K | 9K | 0.08 |
| CALIFORNIA WATER SERVICE GRP COMMON STOCK (CALIFORNIA WATER SERVICE GROUP) | Long | Equity-common | US | $164K | 3K | 0.02 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $4M | 83K | 0.50 |
| CAN IMPERIAL BK OF COMMERCE COMMON STOCK (BANQUE CANADIENNE IMPERIALE DE COMMERCE) | Long | Equity-common | CA | $3M | 51K | 0.34 |
| CANADIAN TIRE CORP-CLASS A COMMON STOCK (CANADIAN TIRE CORPORATION, LIMITED) | Long | Equity-common | CA | $2M | 24K | 0.33 |
| CANON INC-SPONS ADR DEPOSITARY RECEIPT (CANON INC.) | Long | Equity-common | US | $6M | 193K | 0.76 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $3M | 34K | 0.46 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $3M | 27K | 0.37 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK (CATALYST PHARMACEUTICALS, INC.) | Long | Equity-common | US | $295K | 18K | 0.04 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $6M | 33K | 0.77 |
| CECO ENVIRONMENTAL CORP COMMON STOCK (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $60K | 2K | 0.01 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $4M | 19K | 0.59 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $174K | 5K | 0.02 |
| CF INDUSTRIES HOLDINGS INC COMMON STOCK (CF INDUSTRIES HOLDINGS, INC.) | Long | Equity-common | US | $3M | 33K | 0.36 |
| CHESAPEAKE ENERGY CORP COMMON STOCK (CHESAPEAKE ENERGY CORPORATION) | Long | Equity-common | US | $3M | 28K | 0.35 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $8M | 51K | 1.14 |
| CHICAGO ATLANTIC REAL ESTATE REIT (CHICAGO ATLANTIC REAL ESTATE FINANCE, INC.) | Long | Equity-common | US | $112K | 7K | 0.02 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK (CHIPOTLE MEXICAN GRILL, INC.) | Long | Equity-common | US | $1M | 328 | 0.14 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $118K | 1K | 0.02 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $10M | 218K | 1.39 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $300K | 6K | 0.04 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $3M | 26K | 0.47 |
| CME GROUP INC COMMON STOCK (CME GROUP INC.) | Long | Equity-common | US | $4M | 19K | 0.53 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $434K | 442 | 0.06 |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $47K | 800 | 0.01 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $3M | 49K | 0.44 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.27 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $5M | 50K | 0.63 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $192K | 6K | 0.03 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $8M | 192K | 1.05 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $4M | 97K | 0.53 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $451K | 4K | 0.06 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $3M | 104K | 0.42 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $2M | 63K | 0.26 |
| CONSOL ENERGY INC COMMON STOCK (CONSOL ENERGY INC.) | Long | Equity-common | US | $118K | 1K | 0.02 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $541K | 6K | 0.07 |
| CONSOLIDATED WATER CO-ORD SH COMMON STOCK (CONSOLIDATED WATER CO. LTD.) | Long | Equity-common | US | $356K | 13K | 0.05 |
| CORE & MAIN INC-CLASS A COMMON STOCK (CORE & MAIN, INC.) | Long | Equity-common | US | $734K | 13K | 0.10 |
| CORE MOLDING TECHNOLOGIES IN COMMON STOCK (CORE MOLDING TECHNOLOGIES, INC.) | Long | Equity-common | US | $58K | 3K | 0.01 |
| CORECARD CORP COMMON STOCK (CoreCard Corporation) | Long | Equity-common | US | $24K | 2K | 0.00 |
| COSTAMARE INC COMMON STOCK (COSTAMARE INC.) | Long | Equity-common | US | $99K | 6K | 0.01 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $1M | 1K | 0.14 |
| COUPANG INC COMMON STOCK (COUPANG, INC.) | Long | Equity-common | US | $443K | 19K | 0.06 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $4M | 87K | 0.51 |
| CUMMINS INC COMMON STOCK (CUMMINS INC.) | Long | Equity-common | US | $4M | 13K | 0.49 |
| CURTISS-WRIGHT CORP COMMON STOCK (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $161K | 570 | 0.02 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $7M | 109K | 0.89 |
| DAKTRONICS INC COMMON STOCK (DAKTRONICS, INC.) | Long | Equity-common | US | $150K | 13K | 0.02 |
| DELL TECHNOLOGIES -C COMMON STOCK (DELL TECHNOLOGIES INC.) | Long | Equity-common | US | $5M | 33K | 0.63 |
| DHT HOLDINGS INC COMMON STOCK (DHT HOLDINGS, INC.) | Long | Equity-common | US | $91K | 7K | 0.01 |
| DIAMOND HILL INVESTMENT GRP COMMON STOCK (DIAMOND HILL INVESTMENT GROUP, INC.) | Long | Equity-common | US | $27K | 177 | 0.00 |
| DOLE PLC COMMON STOCK (DOLE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $596K | 48K | 0.08 |
| DONALDSON CO INC COMMON STOCK (DONALDSON COMPANY, INC.) | Long | Equity-common | US | $2M | 23K | 0.23 |
| DONEGAL GROUP INC-CL A COMMON STOCK (DONEGAL GROUP INC.) | Long | Equity-common | US | $102K | 8K | 0.01 |
| DORIAN LPG LTD COMMON STOCK (Dorian LPG Ltd.) | Long | Equity-common | US | $24K | 481 | 0.00 |
| DT MIDSTREAM INC COMMON STOCK (DT MIDSTREAM, INC.) | Long | Equity-common | US | $3M | 42K | 0.39 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $4M | 66K | 0.49 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $2M | 17K | 0.32 |
| ELEVANCE HEALTH INC COMMON STOCK (ELEVANCE HEALTH, INC.) | Long | Equity-common | US | $803K | 1K | 0.11 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $5M | 12K | 0.61 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 35K | 0.20 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $486K | 12K | 0.07 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings, Inc.) | Long | Equity-common | US | $283K | 10K | 0.04 |
| ENERPAC TOOL GROUP COMMON STOCK (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $348K | 9K | 0.05 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $3M | 28K | 0.43 |
| ENTRADA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $40K | 3K | 0.01 |
| EQUITY COMMONWEALTH REIT | Long | Equity-common | US | $538K | 28K | 0.07 |
| ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK (Esquire Financial Holdings Inc) | Long | Equity-common | US | $34K | 740 | 0.00 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $2M | 6K | 0.30 |
| EVERGY INC COMMON STOCK (Evergy, Inc.) | Long | Equity-common | US | $3M | 57K | 0.42 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $3M | 129K | 0.38 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $2M | 107K | 0.32 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $10M | 88K | 1.41 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $1M | 7K | 0.16 |
| FIRST CITIZENS BCSHS -CL A COMMON STOCK (FIRST CITIZENS BANCSHARES, INC.) | Long | Equity-common | US | $49K | 29 | 0.01 |
| FLOWERS FOODS INC COMMON STOCK (FLOWERS FOODS, INC.) | Long | Equity-common | US | $5M | 216K | 0.69 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $210K | 6K | 0.03 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $3M | 82K | 0.38 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $2M | 74K | 0.32 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | US | $334K | 14K | 0.05 |
| FTI CONSULTING INC COMMON STOCK (FTI CONSULTING, INC.) | Long | Equity-common | US | $246K | 1K | 0.03 |
| GARTNER INC COMMON STOCK (GARTNER, INC.) | Long | Equity-common | US | $102K | 243 | 0.01 |
| GEN DIGITAL INC COMMON STOCK (GEN DIGITAL INC.) | Long | Equity-common | US | $1M | 43K | 0.15 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $3M | 10K | 0.40 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $4M | 64K | 0.60 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $4M | 57K | 0.53 |
| GENIE ENERGY LTD-B COMMON STOCK (GENIE ENERGY LTD.) | Long | Equity-common | US | $241K | 16K | 0.03 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Long | Equity-common | US | $3M | 92K | 0.44 |
| GENUINE PARTS CO COMMON STOCK (GENUINE PARTS COMPANY) | Long | Equity-common | US | $4M | 30K | 0.59 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $7M | 116K | 1.01 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $4M | 55K | 0.48 |
| GODADDY INC - CLASS A COMMON STOCK (GODADDY INC.) | Long | Equity-common | US | $4M | 28K | 0.53 |
| GOLDEN OCEAN GROUP LTD COMMON STOCK (GOLDEN OCEAN GROUP LIMITED.) | Long | Equity-common | US | $147K | 10K | 0.02 |
| GRAHAM HOLDINGS CO-CLASS B COMMON STOCK (GRAHAM HOLDINGS COMPANY) | Long | Equity-common | US | $105K | 140 | 0.01 |
| GRAND CANYON EDUCATION INC COMMON STOCK (GRAND CANYON EDUCATION, INC.) | Long | Equity-common | US | $3M | 24K | 0.46 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK (GRAPHIC PACKAGING HOLDING COMPANY) | Long | Equity-common | US | $3M | 102K | 0.39 |
| GREENLIGHT CAPITAL RE LTD-A COMMON STOCK (GREENLIGHT CAPITAL RE, LTD.) | Long | Equity-common | US | $67K | 5K | 0.01 |
| GULFPORT ENERGY CORP COMMON STOCK (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $430K | 3K | 0.06 |
| H&R BLOCK INC COMMON STOCK (H & R BLOCK, INC.) | Long | Equity-common | US | $5M | 107K | 0.72 |
| H&R BLOCK INC COMMON STOCK (H & R BLOCK, INC.) | Long | Equity-common | US | $768K | 15K | 0.10 |
| HACKETT GROUP INC/THE COMMON STOCK (THE HACKETT GROUP, INC.) | Long | Equity-common | US | $150K | 7K | 0.02 |
| HAEMONETICS CORP/MASS COMMON STOCK (HAEMONETICS CORPORATION) | Long | Equity-common | US | $37K | 438 | 0.01 |
| HALOZYME THERAPEUTICS INC COMMON STOCK (HALOZYME THERAPEUTICS, INC.) | Long | Equity-common | US | $326K | 7K | 0.04 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $567K | 4K | 0.08 |
| HARMONY BIOSCIENCES HOLDINGS COMMON STOCK (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $115K | 4K | 0.02 |
| HARTFORD FINANCIAL SVCS GRP COMMON STOCK (THE HARTFORD FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $8M | 78K | 1.11 |
| HEALTHEQUITY INC COMMON STOCK (HEALTHEQUITY, INC.) | Long | Equity-common | US | $75K | 915 | 0.01 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $419K | 15K | 0.06 |
| HERBALIFE LTD COMMON STOCK (HERBALIFE LTD.) | Long | Equity-common | US | $29K | 3K | 0.00 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Equity-common | US | $7M | 419K | 1.01 |
| HIMS & HERS HEALTH INC COMMON STOCK | Long | Equity-common | US | $188K | 10K | 0.03 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $3M | 38K | 0.38 |
| HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT (HONDA MOTOR CO., LTD.) | Long | Equity-common | US | $4M | 125K | 0.58 |
| HORMEL FOODS CORP COMMON STOCK (HORMEL FOODS CORPORATION) | Long | Equity-common | US | $71K | 2K | 0.01 |
| HP INC COMMON STOCK (HP INC.) | Long | Equity-common | US | $6M | 151K | 0.75 |
| HUMANA INC COMMON STOCK (HUMANA INC.) | Long | Equity-common | US | $3M | 9K | 0.46 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $5M | 19K | 0.67 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $156K | 2K | 0.02 |
| HYSTER-YALE MATERIALS COMMON STOCK (HYSTER-YALE MATERIALS HANDLING, INC.) | Long | Equity-common | US | $74K | 1K | 0.01 |
| IBEX LTD COMMON STOCK | Long | Equity-common | US | $114K | 7K | 0.02 |
| IDT CORP-CLASS B COMMON STOCK (IDT CORPORATION) | Long | Equity-common | US | $165K | 4K | 0.02 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $5M | 79K | 0.63 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.24 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $475K | 6K | 0.06 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $4M | 33K | 0.53 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 17K | 0.27 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Long | Equity-common | US | $93K | 710 | 0.01 |
| INNOVIVA INC COMMON STOCK (INNOVIVA, INC.) | Long | Equity-common | US | $281K | 18K | 0.04 |
| INSIGHT ENTERPRISES INC COMMON STOCK (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $3M | 14K | 0.38 |
| INSPERITY INC COMMON STOCK (INSPERITY, INC.) | Long | Equity-common | US | $39K | 407 | 0.01 |
| INTERDIGITAL INC COMMON STOCK (InterDigital, Inc.) | Long | Equity-common | US | $326K | 3K | 0.04 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $25K | 394 | 0.00 |
| INTEST CORP COMMON STOCK (INTEST CORPORATION) | Long | Equity-common | US | $16K | 2K | 0.00 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $11M | 65K | 1.49 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK | Long | Equity-common | US | $218K | 3K | 0.03 |
| IRADIMED CORP COMMON STOCK | Long | Equity-common | US | $175K | 4K | 0.02 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK (IRONWOOD PHARMACEUTICALS, INC.) | Long | Equity-common | US | $58K | 9K | 0.01 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $467K | 3K | 0.06 |
| JAKKS PACIFIC INC COMMON STOCK (JAKKS PACIFIC, INC.) | Long | Equity-common | US | $64K | 3K | 0.01 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 17K | 0.24 |
| JOHN B. SANFILIPPO & SON INC COMMON STOCK (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $521K | 5K | 0.07 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $6M | 43K | 0.87 |
| JUNIPER NETWORKS INC COMMON STOCK (JUNIPER NETWORKS, INC.) | Long | Equity-common | US | $4M | 109K | 0.53 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $5M | 76K | 0.62 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $3M | 52K | 0.43 |
| KIMBALL ELECTRONICS INC COMMON STOCK (KIMBALL ELECTRONICS, INC.) | Long | Equity-common | US | $11K | 499 | 0.00 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $3M | 20K | 0.36 |
| KINIKSA PHARMACEUTICALS-A COMMON STOCK (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $208K | 11K | 0.03 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $7M | 199K | 0.96 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $8M | 161K | 1.15 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $183K | 1K | 0.03 |
| LANCASTER COLONY CORP COMMON STOCK (LANCASTER COLONY CORPORATION) | Long | Equity-common | US | $475K | 3K | 0.06 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $2M | 13K | 0.33 |
| LEIDOS HOLDINGS INC COMMON STOCK (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 8K | 0.16 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $107K | 1K | 0.01 |
| LIGAND PHARMACEUTICALS COMMON STOCK (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $58K | 686 | 0.01 |
| LIVERAMP HOLDINGS INC COMMON STOCK (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $108K | 3K | 0.01 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $3M | 22K | 0.35 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $5M | 11K | 0.67 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $4M | 8K | 0.54 |
| LOEWS CORP COMMON STOCK (LOEWS CORPORATION) | Long | Equity-common | US | $4M | 52K | 0.54 |
| LPL FINANCIAL HOLDINGS INC COMMON STOCK (LPL FINANCIAL HOLDINGS INC.) | Long | Equity-common | US | $3M | 9K | 0.35 |
| LSI INDUSTRIES INC COMMON STOCK (LSI INDUSTRIES INC.) | Long | Equity-common | US | $159K | 10K | 0.02 |
| LYONDELLBASELL INDU-CL A COMMON STOCK (LyondellBasell Industries N.V.) | Long | Equity-common | US | $2M | 16K | 0.21 |
| MANPOWERGROUP INC COMMON STOCK (MANPOWERGROUP INC.) | Long | Equity-common | US | $2M | 24K | 0.24 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $3M | 14K | 0.34 |
| MARKEL GROUP INC COMMON STOCK (Markel Group Inc.) | Long | Equity-common | US | $515K | 314 | 0.07 |
| MAXIMUS INC COMMON STOCK (MAXIMUS, INC.) | Long | Equity-common | US | $217K | 3K | 0.03 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $7M | 12K | 0.92 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $5M | 9K | 0.73 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $8M | 63K | 1.08 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $3M | 21K | 0.36 |
| MERCURY GENERAL CORP COMMON STOCK (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $288K | 5K | 0.04 |
| MESA LABORATORIES INC COMMON STOCK (MESA LABORATORIES, INC.) | Long | Equity-common | US | $103K | 1K | 0.01 |
| METLIFE INC COMMON STOCK (METLIFE, INC.) | Long | Equity-common | US | $2M | 26K | 0.25 |
| MIMEDX GROUP INC COMMON STOCK (MIMEDX GROUP, INC.) | Long | Equity-common | US | $225K | 32K | 0.03 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $6M | 109K | 0.81 |
| MONDELEZ INTERNATIONAL INC-A COMMON STOCK (Mondelez International, Inc.) | Long | Equity-common | US | $461K | 7K | 0.06 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $2M | 4K | 0.21 |
| MSC INDUSTRIAL DIRECT CO-A COMMON STOCK (MSC INDUSTRIAL DIRECT CO., INC.) | Long | Equity-common | US | $36K | 414 | 0.00 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $19K | 322 | 0.00 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $5M | 11K | 0.68 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $5M | 10K | 0.62 |
| MYRIAD GENETICS INC COMMON STOCK (MYRIAD GENETICS, INC.) | Long | Equity-common | US | $18K | 775 | 0.00 |
| NATIONAL BEVERAGE CORP COMMON STOCK (NATIONAL BEVERAGE CORP.) | Long | Equity-common | US | $36K | 776 | 0.00 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $4M | 67K | 0.52 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $4M | 66K | 0.51 |
| NATIONAL HEALTHCARE CORP COMMON STOCK (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $114K | 1K | 0.02 |
| NATIONAL PRESTO INDS INC COMMON STOCK (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $311K | 4K | 0.04 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $5M | 45K | 0.74 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $4M | 29K | 0.54 |
| NEW JERSEY RESOURCES CORP COMMON STOCK (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $183K | 4K | 0.03 |
| NEW YORK TIMES CO-A COMMON STOCK (THE NEW YORK TIMES COMPANY) | Long | Equity-common | US | $858K | 17K | 0.12 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $5M | 10K | 0.69 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $2M | 4K | 0.26 |
| NORTHEAST BANK COMMON STOCK | Long | Equity-common | US | $58K | 1K | 0.01 |
| NORTHEAST COMMUNITY BANCORP COMMON STOCK (NORTHEAST COMMUNITY BANCORP, INC.) | Long | Equity-common | US | $275K | 16K | 0.04 |
| NORTHROP GRUMMAN CORP COMMON STOCK (Northrop Grumman Corporation) | Long | Equity-common | US | $6M | 13K | 0.81 |
| NORTHWEST NATURAL HOLDING CO COMMON STOCK (NORTHWEST NATURAL HOLDING COMPANY) | Long | Equity-common | US | $245K | 7K | 0.03 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $3M | 36K | 0.40 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $2M | 27K | 0.30 |
| NVE CORP COMMON STOCK (NVE Corporation) | Long | Equity-common | US | $154K | 2K | 0.02 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK (O'Reilly Automotive, Inc.) | Long | Equity-common | US | $522K | 542 | 0.07 |
| OCEANFIRST FINANCIAL CORP COMMON STOCK (OCEANFIRST FINANCIAL CORP.) | Long | Equity-common | US | $1M | 73K | 0.15 |
| ODP CORP/THE COMMON STOCK (THE ODP CORPORATION) | Long | Equity-common | US | $61K | 2K | 0.01 |
| OIL-DRI CORP OF AMERICA COMMON STOCK (OIL-DRI CORPORATION OF AMERICA) | Long | Equity-common | US | $300K | 4K | 0.04 |
| OLD REPUBLIC INTL CORP COMMON STOCK (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Equity-common | US | $4M | 137K | 0.59 |
| OLD SECOND BANCORP INC COMMON STOCK (OLD SECOND BANCORP, INC.) | Long | Equity-common | US | $28K | 2K | 0.00 |
| OMNIAB INC SPECIAL PURPOSE ACQUISITION COMPANIES | Long | Equity-common | US | $76K | 17K | 0.01 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Long | Equity-common | US | $2M | 24K | 0.31 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Long | Equity-common | US | $45K | 483 | 0.01 |
| ONE GAS INC COMMON STOCK (ONE GAS, INC.) | Long | Equity-common | US | $126K | 2K | 0.02 |
| OOMA INC COMMON STOCK (OOMA, INC.) | Long | Equity-common | US | $46K | 5K | 0.01 |
| OPEN TEXT CORP COMMON STOCK (Open Text Corporation) | Long | Equity-common | CA | $1M | 46K | 0.18 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $172K | 6K | 0.02 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $2M | 17K | 0.28 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $363K | 3K | 0.05 |
| ORASURE TECHNOLOGIES INC COMMON STOCK (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $166K | 35K | 0.02 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $603K | 28K | 0.08 |
| OSCAR HEALTH INC - CLASS A COMMON STOCK (OSCAR HEALTH, INC.) | Long | Equity-common | US | $24K | 1K | 0.00 |
| OSI SYSTEMS INC COMMON STOCK (OSI SYSTEMS, INC.) | Long | Equity-common | US | $21K | 148 | 0.00 |
| OTTER TAIL CORP COMMON STOCK (Otter Tail Corporation) | Long | Equity-common | US | $2M | 27K | 0.33 |
| P G & E CORP COMMON STOCK (PG&E CORPORATION) | Long | Equity-common | US | $2M | 106K | 0.27 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $7M | 66K | 0.97 |
| PACIRA BIOSCIENCES INC COMMON STOCK (PACIRA BIOSCIENCES, INC.) | Long | Equity-common | US | $31K | 1K | 0.00 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $2M | 9K | 0.22 |
| PANGAEA LOGISTICS SOLUTIONS COMMON STOCK (Pangaea Logistics Solutions Ltd) | Long | Equity-common | US | $74K | 9K | 0.01 |
| PATTERSON COS INC COMMON STOCK (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $97K | 4K | 0.01 |
| PC CONNECTION INC COMMON STOCK (PC CONNECTION, INC.) | Long | Equity-common | US | $176K | 3K | 0.02 |
| Pediatrix Medical Group Inc COMMON STOCK (PEDIATRIX MEDICAL GROUP, INC.) | Long | Equity-common | US | $45K | 6K | 0.01 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $899K | 5K | 0.12 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $2M | 59K | 0.23 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $26K | 947 | 0.00 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $1M | 37K | 0.18 |
| POST HOLDINGS INC COMMON STOCK (Post Holdings, Inc.) | Long | Equity-common | US | $104K | 975 | 0.01 |
| POSTAL REALTY TRUST INC- A REIT | Long | Equity-common | US | $126K | 9K | 0.02 |
| PPL CORP COMMON STOCK (PPL CORPORATION) | Long | Equity-common | US | $2M | 80K | 0.32 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $197K | 3K | 0.03 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $4M | 27K | 0.60 |
| PROGRESS SOFTWARE CORP COMMON STOCK (PROGRESS SOFTWARE CORPORATION) | Long | Equity-common | US | $33K | 648 | 0.00 |
| PROGRESSIVE CORP COMMON STOCK (THE PROGRESSIVE CORPORATION) | Long | Equity-common | US | $3M | 12K | 0.35 |
| QORVO INC COMMON STOCK (QORVO, INC.) | Long | Equity-common | US | $977K | 10K | 0.13 |
| QUALCOMM INC COMMON STOCK (QUALCOMM INCORPORATED) | Long | Equity-common | US | $2M | 8K | 0.21 |
| QUALYS INC COMMON STOCK | Long | Equity-common | US | $196K | 1K | 0.03 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $2M | 16K | 0.31 |
| QUIPT HOME MEDICAL CORP COMMON STOCK | Long | Equity-common | US | $9K | 3K | 0.00 |
| RANGER ENERGY SERVICES INC COMMON STOCK (RANGER ENERGY SERVICES, INC.) | Long | Equity-common | US | $15K | 1K | 0.00 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $2M | 2K | 0.32 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $1M | 7K | 0.19 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $2M | 8K | 0.34 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $550K | 3K | 0.08 |
| REV GROUP INC COMMON STOCK (REV GROUP, INC.) | Long | Equity-common | US | $152K | 6K | 0.02 |
| REYNOLDS CONSUMER PRODUCTS I COMMON STOCK (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $1M | 37K | 0.14 |
| RMR GROUP INC/THE - A COMMON STOCK (THE RMR GROUP INC.) | Long | Equity-common | US | $342K | 15K | 0.05 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $667K | 5K | 0.09 |
| S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $4M | – | 0.58 | |
| SAFETY INSURANCE GROUP INC COMMON STOCK (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $261K | 3K | 0.04 |
| SAPIENS INTERNATIONAL CORP COMMON STOCK (Sapiens International Corporation N.V.) | Long | Equity-common | US | $19K | 563 | 0.00 |
| SCHNEIDER NATIONAL INC-CL B COMMON STOCK (SCHNEIDER NATIONAL, INC.) | Long | Equity-common | US | $751K | 33K | 0.10 |
| SCHOLASTIC CORP COMMON STOCK (SCHOLASTIC CORPORATION) | Long | Equity-common | US | $112K | 3K | 0.02 |
| SCIENCE APPLICATIONS INTE COMMON STOCK (SCIENCE APPLICATIONS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $2M | 16K | 0.29 |
| SEABOARD CORP COMMON STOCK (SEABOARD CORPORATION) | Long | Equity-common | US | $2M | 471 | 0.21 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $9M | 9M | 1.20 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $3M | 3M | 0.46 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $2M | 2M | 0.31 |
| SELECTIVE INSURANCE GROUP COMMON STOCK (SELECTIVE INSURANCE GROUP, INC.) | Long | Equity-common | US | $341K | 3K | 0.05 |
| SIGA TECHNOLOGIES INC COMMON STOCK (SIGA TECHNOLOGIES, INC.) | Long | Equity-common | US | $58K | 8K | 0.01 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $918K | 19K | 0.13 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK (THE SIMPLY GOOD FOODS COMPANY) | Long | Equity-common | US | $110K | 3K | 0.02 |
| SIRIUSPOINT LTD COMMON STOCK (SIRIUSPOINT LTD.) | Long | Equity-common | US | $155K | 12K | 0.02 |
| SIXTH STREET SPECIALTY LENDI COMMON STOCK (SIXTH STREET SPECIALTY LENDING, INC.) | Long | Equity-common | US | $2M | 104K | 0.31 |
| SJW GROUP COMMON STOCK | Long | Equity-common | US | $304K | 6K | 0.04 |
| SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT (SK TELECOM CO.,LTD) | Long | Equity-common | US | $2M | 86K | 0.24 |
| SKYWARD SPECIALTY INSURANCE COMMON STOCK (SKYWARD SPECIALTY INSURANCE GROUP, INC.) | Long | Equity-common | US | $430K | 12K | 0.06 |
| SKYWORKS SOLUTIONS INC COMMON STOCK (SKYWORKS SOLUTIONS, INC.) | Long | Equity-common | US | $633K | 7K | 0.09 |
| SMITH & WESSON BRANDS INC COMMON STOCK (SMITH & WESSON BRANDS, INC.) | Long | Equity-common | US | $61K | 4K | 0.01 |
| SNAP-ON INC COMMON STOCK (SNAP-ON INCORPORATED) | Long | Equity-common | US | $4M | 14K | 0.51 |
| SONOCO PRODUCTS CO COMMON STOCK (SONOCO PRODUCTS COMPANY.) | Long | Equity-common | US | $4M | 61K | 0.51 |
| SOUTHERN COPPER CORP COMMON STOCK (SOUTHERN COPPER CORPORATION) | Long | Equity-common | US | $598K | 5K | 0.08 |
| SOUTHWEST GAS HOLDINGS INC COMMON STOCK (SOUTHWEST GAS HOLDINGS, INC.) | Long | Equity-common | US | $18K | 230 | 0.00 |
| SPARTANNASH CO COMMON STOCK (SPARTANNASH COMPANY) | Long | Equity-common | US | $229K | 12K | 0.03 |
| SPIRE INC COMMON STOCK (Spire Inc.) | Long | Equity-common | US | $177K | 3K | 0.02 |
| SPOK HOLDINGS INC COMMON STOCK (SPOK HOLDINGS, INC.) | Long | Equity-common | US | $288K | 19K | 0.04 |
| SPOTIFY TECHNOLOGY SA COMMON STOCK (SPOTIFY TECHNOLOGY S.A.) | Long | Equity-common | US | $3M | 9K | 0.37 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $143K | 2K | 0.02 |
| SQUARESPACE INC - CLASS A COMMON STOCK (SQUARESPACE, INC.) | Long | Equity-common | US | $75K | 2K | 0.01 |
| STURM RUGER & CO INC COMMON STOCK (STURM, RUGER & COMPANY, INC.) | Long | Equity-common | US | $116K | 3K | 0.02 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $204K | 8K | 0.03 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $2M | 14K | 0.34 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $124K | 710 | 0.02 |
| TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK (Tactile Systems Technology Inc) | Long | Equity-common | US | $88K | 7K | 0.01 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $777K | 6K | 0.11 |
| TEEKAY CORP COMMON STOCK (TEEKAY CORPORATION) | Long | Equity-common | US | $201K | 21K | 0.03 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $350K | 5K | 0.05 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $2M | 148K | 0.30 |
| TENNANT CO COMMON STOCK (TENNANT COMPANY) | Long | Equity-common | US | $34K | 330 | 0.00 |
| TERADATA CORP COMMON STOCK (TERADATA CORPORATION) | Long | Equity-common | US | $215K | 7K | 0.03 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Long | Equity-common | US | $3M | 18K | 0.43 |
| TEXTRON INC COMMON STOCK (TEXTRON INC.) | Long | Equity-common | US | $4M | 42K | 0.50 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $6M | 16K | 0.77 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $5M | 14K | 0.64 |
| TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT (TOYOTA MOTOR CORPORATION) | Long | Equity-common | US | $3M | 12K | 0.36 |
| TRANE TECHNOLOGIES PLC COMMON STOCK | Long | Equity-common | US | $1M | 3K | 0.15 |
| TRAVELERS COS INC/THE COMMON STOCK (The Travelers Companies, Inc.) | Long | Equity-common | US | $820K | 4K | 0.11 |
| TREEHOUSE FOODS INC COMMON STOCK (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $393K | 11K | 0.05 |
| TYSON FOODS INC-CL A COMMON STOCK (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $2M | 33K | 0.26 |
| UFP TECHNOLOGIES INC COMMON STOCK (UFP TECHNOLOGIES, INC.) | Long | Equity-common | US | $240K | 920 | 0.03 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $3M | 10K | 0.38 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.34 |
| UNITIL CORP COMMON STOCK (UNITIL CORPORATION) | Long | Equity-common | US | $28K | 516 | 0.00 |
| UNIVERSAL CORP/VA COMMON STOCK (UNIVERSAL CORPORATION) | Long | Equity-common | US | $332K | 7K | 0.05 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $324K | 16K | 0.04 |
| UNUM GROUP COMMON STOCK | Long | Equity-common | US | $1M | 26K | 0.19 |
| USANA HEALTH SCIENCES INC COMMON STOCK (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $13K | 274 | 0.00 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK (UTAH MEDICAL PRODUCTS, INC.) | Long | Equity-common | US | $19K | 272 | 0.00 |
| VANDA PHARMACEUTICALS INC COMMON STOCK (VANDA PHARMACEUTICALS INC.) | Long | Equity-common | US | $176K | 34K | 0.02 |
| VAREX IMAGING CORP COMMON STOCK (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $22K | 1K | 0.00 |
| VAXCYTE INC COMMON STOCK | Long | Equity-common | US | $83K | 1K | 0.01 |
| VECTOR GROUP LTD COMMON STOCK (VECTOR GROUP LTD.) | Long | Equity-common | US | $16K | 1K | 0.00 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $10M | 255K | 1.43 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $2M | 52K | 0.29 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK (VERTEX PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $2M | 5K | 0.29 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $3M | 251K | 0.36 |
| VILLAGE SUPER MARKET-CLASS A COMMON STOCK (Village Super Market, Inc.) | Long | Equity-common | US | $329K | 11K | 0.04 |
| VIRTU FINANCIAL INC-CLASS A COMMON STOCK (VIRTU FINANCIAL, INC.) | Long | Equity-common | US | $890K | 40K | 0.12 |
| Vistra Corp. COMMON STOCK | Long | Equity-common | US | $8M | 78K | 1.06 |
| VITA COCO CO INC/THE COMMON STOCK (THE VITA COCO COMPANY, INC.) | Long | Equity-common | US | $225K | 8K | 0.03 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $298K | 7K | 0.04 |
| VOYAGER THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $99K | 12K | 0.01 |
| WAFD INC COMMON STOCK (WaFd, Inc) | Long | Equity-common | US | $1M | 46K | 0.18 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $6M | 90K | 0.81 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $2M | 10K | 0.28 |
| WD-40 CO COMMON STOCK (WD-40 COMPANY) | Long | Equity-common | US | $53K | 237 | 0.01 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $82K | 680 | 0.01 |
| WEAVE COMMUNICATIONS INC COMMON STOCK | Long | Equity-common | US | $33K | 4K | 0.00 |
| WEIS MARKETS INC COMMON STOCK (WEIS MARKETS, INC.) | Long | Equity-common | US | $259K | 4K | 0.04 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $6M | 443K | 0.77 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $2M | 159K | 0.28 |
| WILLIS TOWERS WATSON PLC COMMON STOCK (Willis Towers Watson Public Limited Company) | Long | Equity-common | US | $936K | 4K | 0.13 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $431K | 23K | 0.06 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $246K | 13K | 0.03 |
| WR BERKLEY CORP COMMON STOCK (W. R. BERKLEY CORPORATION) | Long | Equity-common | US | $1M | 14K | 0.15 |
| ZYNEX INC COMMON STOCK (ZYNEX, INC.) | Long | Equity-common | US | $24K | 2K | 0.00 |
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