SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Dynamic Asset Allocation Fund
$687.49M
Avg Monthly Net Assets
$824.03M
Total Assets
$6.89M
Total Liabilities
$817.14M
Net Assets
SIMT Dynamic Asset Allocation Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $687.49M.
On August 29th, 2024 it reported 527 holdings, the largest
being (17.5%), MICROSOFT CORPORATION (5.8%) and NVIDIA CORPORATION (5.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000158774 | SDYAX | |
| Class Y | C000158775 | SDYYX |
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 |
|---|---|---|---|---|---|---|
| 3M CO COMMON STOCK (3M COMPANY) | Long | Equity-common | US | $809K | 8K | 0.10 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $3M | 25K | 0.31 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $4M | 25K | 0.52 |
| ACCENTURE PLC-CL A COMMON STOCK (ACCENTURE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 9K | 0.33 |
| ADOBE INC COMMON STOCK (ADOBE INC.) | Long | Equity-common | US | $4M | 6K | 0.43 |
| ADVANCED MICRO DEVICES COMMON STOCK (ADVANCED MICRO DEVICES, INC.) | Long | Equity-common | US | $4M | 23K | 0.45 |
| AES CORP COMMON STOCK (THE AES CORPORATION) | Long | Equity-common | US | $166K | 9K | 0.02 |
| AFLAC INC COMMON STOCK (AFLAC INCORPORATED) | Long | Equity-common | US | $654K | 7K | 0.08 |
| AGILENT TECHNOLOGIES INC COMMON STOCK (AGILENT TECHNOLOGIES, INC.) | Long | Equity-common | US | $546K | 4K | 0.07 |
| AIR PRODUCTS & CHEMICALS INC COMMON STOCK (AIR PRODUCTS AND CHEMICALS, INC.) | Long | Equity-common | US | $805K | 3K | 0.10 |
| AIRBNB INC-CLASS A COMMON STOCK (AIRBNB, INC.) | Long | Equity-common | US | $955K | 6K | 0.12 |
| AKAMAI TECHNOLOGIES INC COMMON STOCK (AKAMAI TECHNOLOGIES, INC.) | Long | Equity-common | US | $195K | 2K | 0.02 |
| ALBEMARLE CORP COMMON STOCK (ALBEMARLE CORPORATION) | Long | Equity-common | US | $161K | 2K | 0.02 |
| ALEXANDRIA REAL ESTATE EQUIT REIT (ALEXANDRIA REAL ESTATE EQUITIES, INC.) | Long | Equity-common | US | $268K | 2K | 0.03 |
| ALIGN TECHNOLOGY INC COMMON STOCK (ALIGN TECHNOLOGY, INC.) | Long | Equity-common | US | $241K | 998 | 0.03 |
| ALLEGION PLC COMMON STOCK (ALLEGION PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $146K | 1K | 0.02 |
| ALLIANT ENERGY CORP COMMON STOCK (ALLIANT ENERGY CORPORATION) | Long | Equity-common | US | $180K | 4K | 0.02 |
| ALLSTATE CORP COMMON STOCK (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $589K | 4K | 0.07 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $15M | 83K | 1.85 |
| ALPHABET INC-CL C COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $13M | 69K | 1.55 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $1M | 24K | 0.14 |
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Long | Equity-common | US | $25M | 130K | 3.07 |
| AMCOR PLC COMMON STOCK | Long | Equity-common | US | $208K | 21K | 0.03 |
| AMEREN CORPORATION COMMON STOCK | Long | Equity-common | US | $265K | 4K | 0.03 |
| AMERICAN AIRLINES GROUP INC COMMON STOCK (AMERICAN AIRLINES GROUP INC.) | Long | Equity-common | US | $111K | 10K | 0.01 |
| AMERICAN ELECTRIC POWER COMMON STOCK (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Equity-common | US | $662K | 8K | 0.08 |
| AMERICAN EXPRESS CO COMMON STOCK (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $2M | 8K | 0.23 |
| AMERICAN INTERNATIONAL GROUP COMMON STOCK (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Equity-common | US | $699K | 9K | 0.09 |
| AMERICAN TOWER CORP REIT (AMERICAN TOWER CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.16 |
| AMERICAN WATER WORKS CO INC COMMON STOCK (AMERICAN WATER WORKS COMPANY, INC.) | Long | Equity-common | US | $365K | 3K | 0.04 |
| AMERIPRISE FINANCIAL INC COMMON STOCK (AMERIPRISE FINANCIAL, INC.) | Long | Equity-common | US | $608K | 1K | 0.07 |
| AMETEK INC COMMON STOCK (AMETEK, INC.) | Long | Equity-common | US | $552K | 3K | 0.07 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $2M | 8K | 0.29 |
| AMPHENOL CORP-CL A COMMON STOCK (AMPHENOL CORPORATION) | Long | Equity-common | US | $1M | 17K | 0.14 |
| ANALOG DEVICES INC COMMON STOCK (ANALOG DEVICES, INC.) | Long | Equity-common | US | $2M | 7K | 0.20 |
| ANSYS INC COMMON STOCK (ANSYS, INC.) | Long | Equity-common | US | $399K | 1K | 0.05 |
| AON PLC-CLASS A COMMON STOCK | Long | Equity-common | US | $903K | 3K | 0.11 |
| APA CORP COMMON STOCK (APA CORPORATION) | Long | Equity-common | US | $131K | 4K | 0.02 |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $43M | 204K | 5.26 |
| APPLIED MATERIALS INC COMMON STOCK (APPLIED MATERIALS, INC.) | Long | Equity-common | US | $3M | 12K | 0.34 |
| APTIV PLC COMMON STOCK | Long | Equity-common | US | $280K | 4K | 0.03 |
| ARCH CAPITAL GROUP LTD COMMON STOCK (ARCH CAPITAL GROUP LTD.) | Long | Equity-common | US | $537K | 5K | 0.07 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $424K | 7K | 0.05 |
| ARISTA NETWORKS INC COMMON STOCK (ARISTA NETWORKS, INC.) | Long | Equity-common | US | $1M | 4K | 0.15 |
| ARTHUR J GALLAGHER & CO COMMON STOCK (ARTHUR J. GALLAGHER & CO.) | Long | Equity-common | US | $783K | 3K | 0.10 |
| ASSURANT INC COMMON STOCK (ASSURANT, INC.) | Long | Equity-common | US | $124K | 743 | 0.02 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $2M | 101K | 0.24 |
| ATMOS ENERGY CORP COMMON STOCK (ATMOS ENERGY CORPORATION) | Long | Equity-common | US | $246K | 2K | 0.03 |
| AUTODESK INC COMMON STOCK (AUTODESK, INC.) | Long | Equity-common | US | $745K | 3K | 0.09 |
| AUTOMATIC DATA PROCESSING COMMON STOCK (AUTOMATIC DATA PROCESSING, INC.) | Long | Equity-common | US | $1M | 6K | 0.17 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $768K | 259 | 0.09 |
| AVALONBAY COMMUNITIES INC REIT (AVALONBAY COMMUNITIES, INC.) | Long | Equity-common | US | $423K | 2K | 0.05 |
| AVERY DENNISON CORP COMMON STOCK (AVERY DENNISON CORPORATION) | Long | Equity-common | US | $245K | 1K | 0.03 |
| AXON ENTERPRISE INC COMMON STOCK (AXON ENTERPRISE, INC.) | Long | Equity-common | US | $294K | 1K | 0.04 |
| BAKER HUGHES CO COMMON STOCK (BAKER HUGHES COMPANY) | Long | Equity-common | US | $495K | 14K | 0.06 |
| BALL CORP COMMON STOCK (BALL CORPORATION) | Long | Equity-common | US | $275K | 5K | 0.03 |
| BANK OF AMERICA CORP COMMON STOCK (BANK OF AMERICA CORPORATION) | Long | Equity-common | US | $4M | 96K | 0.47 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $642K | 11K | 0.08 |
| BATH & BODY WORKS INC COMMON STOCK (BATH & BODY WORKS, INC.) | Long | Equity-common | US | $134K | 3K | 0.02 |
| BAXTER INTERNATIONAL INC COMMON STOCK (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $246K | 7K | 0.03 |
| BECTON DICKINSON AND CO COMMON STOCK (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $948K | 4K | 0.12 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $10M | 26K | 1.28 |
| BEST BUY CO INC COMMON STOCK (BEST BUY CO., INC.) | Long | Equity-common | US | $239K | 3K | 0.03 |
| BIO-RAD LABORATORIES-A COMMON STOCK (BIO-RAD LABORATORIES, INC.) | Long | Equity-common | US | $91K | 333 | 0.01 |
| BIO-TECHNE CORP COMMON STOCK (BIO-TECHNE CORPORATION) | Long | Equity-common | US | $157K | 2K | 0.02 |
| BIOGEN INC COMMON STOCK (BIOGEN INC.) | Long | Equity-common | US | $472K | 2K | 0.06 |
| BLACKROCK INC COMMON STOCK (BLACKROCK, INC.) | Long | Equity-common | US | $2M | 2K | 0.19 |
| BLACKSTONE INC COMMON STOCK (BLACKSTONE INC.) | Long | Equity-common | US | $1M | 10K | 0.15 |
| BOEING CO/THE COMMON STOCK (THE BOEING COMPANY) | Long | Equity-common | US | $1M | 8K | 0.18 |
| BOOKING HOLDINGS INC COMMON STOCK (BOOKING HOLDINGS INC.) | Long | Equity-common | US | $2M | 485 | 0.24 |
| BORGWARNER INC COMMON STOCK (BORGWARNER INC.) | Long | Equity-common | US | $111K | 3K | 0.01 |
| BOSTON PROPERTIES INC REIT (BOSTON PROPERTIES, INC.) | Long | Equity-common | US | $130K | 2K | 0.02 |
| BOSTON SCIENTIFIC CORP COMMON STOCK (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $2M | 21K | 0.19 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $1M | 29K | 0.15 |
| BRK: GOLDMAN SACHS PAY - 3.707% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $297K | – | 0.04 | |
| BRK: GOLDMAN SACHS PAY - FIXED 0.280960% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | JP | $2M | – | 0.21 | |
| BRK: GOLDMAN SACHS PAY: 0.29283% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | JP | $1M | – | 0.16 | |
| BRK: GOLDMAN SACHS PAY: Secured Overnight Financing Rate - SOFR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-2M | – | -0.21 | |
| BRK: GOLDMAN SACHS PAYS: 3.432% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $775K | – | 0.09 | |
| BRK: GOLDMAN SACHS PAYS: FIXED 4..161% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-8M | – | -1.03 | |
| BRK: GOLDMAN SACHS REC: 4.35% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $9M | – | 1.10 | |
| BROADCOM INC COMMON STOCK (BROADCOM INC.) | Long | Equity-common | US | $10M | 6K | 1.21 |
| BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK (BROADRIDGE FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $322K | 2K | 0.04 |
| BROKER: GOLDMAN SACHS PAY - FIXED 3.726% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $125K | – | 0.02 | |
| BROKER: GOLDMAN SACHS PAY - FIXED 3.745% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $72K | – | 0.01 | |
| BROWN & BROWN INC COMMON STOCK (BROWN & BROWN, INC.) | Long | Equity-common | US | $307K | 3K | 0.04 |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | Long | Short-term investment vehicle | US | $0.01 | – | 0.00 |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | Long | Short-term investment vehicle | US | $0.01 | – | 0.00 |
| BROWN-FORMAN CORP-CLASS B COMMON STOCK (BROWN-FORMAN CORPORATION) | Long | Equity-common | US | $115K | 3K | 0.01 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK (BUILDERS FIRSTSOURCE, INC.) | Long | Equity-common | US | $249K | 2K | 0.03 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $224K | 2K | 0.03 |
| C.H. ROBINSON WORLDWIDE INC COMMON STOCK (C.H. ROBINSON WORLDWIDE, INC.) | Long | Equity-common | US | $150K | 2K | 0.02 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $1M | 4K | 0.15 |
| CAESARS ENTERTAINMENT INC COMMON STOCK (CAESARS ENTERTAINMENT, INC.) | Long | Equity-common | US | $129K | 3K | 0.02 |
| CAMDEN PROPERTY TRUST REIT | Long | Equity-common | US | $175K | 2K | 0.02 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $128K | 3K | 0.02 |
| CAPITAL ONE FINANCIAL CORP COMMON STOCK (CAPITAL ONE FINANCIAL CORPORATION) | Long | Equity-common | US | $761K | 5K | 0.09 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $346K | 4K | 0.04 |
| CARMAX INC COMMON STOCK (CarMax, Inc.) | Long | Equity-common | US | $172K | 2K | 0.02 |
| CARNIVAL CORP COMMON STOCK (Carnival Corporation) | Long | Equity-common | US | $270K | 14K | 0.03 |
| CARRIER GLOBAL CORP COMMON STOCK (CARRIER GLOBAL CORPORATION) | Long | Equity-common | US | $747K | 12K | 0.09 |
| CATALENT INC COMMON STOCK (CATALENT, INC.) | Long | Equity-common | US | $145K | 3K | 0.02 |
| CATERPILLAR INC COMMON STOCK (CATERPILLAR INC.) | Long | Equity-common | US | $2M | 7K | 0.28 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $260K | 2K | 0.03 |
| CBRE GROUP INC - A COMMON STOCK (CBRE GROUP, INC.) | Long | Equity-common | US | $373K | 4K | 0.05 |
| CDW CORP/DE COMMON STOCK (CDW CORPORATION) | Long | Equity-common | US | $420K | 2K | 0.05 |
| CELANESE CORP COMMON STOCK (CELANESE CORPORATION) | Long | Equity-common | US | $192K | 1K | 0.02 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $518K | 2K | 0.06 |
| CENTENE CORP COMMON STOCK (CENTENE CORPORATION) | Long | Equity-common | US | $509K | 8K | 0.06 |
| CENTERPOINT ENERGY INC COMMON STOCK (CENTERPOINT ENERGY, INC.) | Long | Equity-common | US | $284K | 9K | 0.03 |
| CF INDUSTRIES HOLDINGS INC COMMON STOCK (CF INDUSTRIES HOLDINGS, INC.) | Long | Equity-common | US | $203K | 3K | 0.02 |
| CHARLES RIVER LABORATORIES COMMON STOCK (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Equity-common | US | $158K | 765 | 0.02 |
| CHARTER COMMUNICATIONS INC-A COMMON STOCK (CHARTER COMMUNICATIONS, INC.) | Long | Equity-common | US | $402K | 1K | 0.05 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $4M | 24K | 0.46 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK (CHIPOTLE MEXICAN GRILL, INC.) | Long | Equity-common | US | $1M | 20K | 0.15 |
| CHUBB LTD COMMON STOCK (Chubb Limited) | Long | Equity-common | US | $1M | 6K | 0.18 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $361K | 3K | 0.04 |
| CINCINNATI FINANCIAL CORP COMMON STOCK (CINCINNATI FINANCIAL CORPORATION) | Long | Equity-common | US | $272K | 2K | 0.03 |
| CINTAS CORP COMMON STOCK (CINTAS CORPORATION) | Long | Equity-common | US | $839K | 1K | 0.10 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $3M | 57K | 0.33 |
| CITIGROUP INC COMMON STOCK (CITIGROUP INC.) | Long | Equity-common | US | $2M | 27K | 0.21 |
| CITIZENS FINANCIAL GROUP COMMON STOCK (CITIZENS FINANCIAL GROUP, INC.) | Long | Equity-common | US | $234K | 7K | 0.03 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $250K | 2K | 0.03 |
| CME GROUP INC COMMON STOCK (CME GROUP INC.) | Long | Equity-common | US | $997K | 5K | 0.12 |
| CMS ENERGY CORP COMMON STOCK (CMS ENERGY CORPORATION) | Long | Equity-common | US | $249K | 4K | 0.03 |
| COCA-COLA CO/THE COMMON STOCK (THE COCA-COLA COMPANY) | Long | Equity-common | US | $4M | 55K | 0.43 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $490K | 7K | 0.06 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $1M | 12K | 0.14 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $2M | 55K | 0.27 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $195K | 7K | 0.02 |
| CONOCOPHILLIPS COMMON STOCK | Long | Equity-common | US | $2M | 17K | 0.23 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $432K | 5K | 0.05 |
| CONSTELLATION BRANDS INC-A COMMON STOCK (CONSTELLATION BRANDS, INC.) | Long | Equity-common | US | $573K | 2K | 0.07 |
| CONSTELLATION ENERGY COMMON STOCK (CONSTELLATION ENERGY CORPORATION.) | Long | Equity-common | US | $893K | 4K | 0.11 |
| COOPER COS INC/THE COMMON STOCK (THE COOPER COMPANIES, INC.) | Long | Equity-common | US | $250K | 3K | 0.03 |
| COPART INC COMMON STOCK (COPART, INC.) | Long | Equity-common | US | $678K | 13K | 0.08 |
| CORNING INC COMMON STOCK (CORNING INCORPORATED) | Long | Equity-common | US | $421K | 11K | 0.05 |
| CORPAY INC COMMON STOCK (CORPAY, INC.) | Long | Equity-common | US | $278K | 1K | 0.03 |
| CORTEVA INC COMMON STOCK (CORTEVA, INC.) | Long | Equity-common | US | $534K | 10K | 0.07 |
| COSTAR GROUP INC COMMON STOCK (COSTAR GROUP, INC.) | Long | Equity-common | US | $431K | 6K | 0.05 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $5M | 6K | 0.65 |
| COTERRA ENERGY INC COMMON STOCK (Coterra Energy Inc.) | Long | Equity-common | US | $286K | 11K | 0.04 |
| CROWDSTRIKE HOLDINGS INC - A COMMON STOCK (CROWDSTRIKE HOLDINGS, INC.) | Long | Equity-common | US | $1M | 3K | 0.15 |
| CROWN CASTLE INC REIT (CROWN CASTLE INC.) | Long | Equity-common | US | $612K | 6K | 0.07 |
| CSX CORP COMMON STOCK (CSX Corporation) | Long | Equity-common | US | $927K | 28K | 0.11 |
| CUMMINS INC COMMON STOCK (CUMMINS INC.) | Long | Equity-common | US | $534K | 2K | 0.07 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $1M | 18K | 0.13 |
| DANAHER CORP COMMON STOCK (DANAHER CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.28 |
| DARDEN RESTAURANTS INC COMMON STOCK (DARDEN RESTAURANTS, INC.) | Long | Equity-common | US | $264K | 2K | 0.03 |
| DAVITA INC COMMON STOCK (DAVITA INC.) | Long | Equity-common | US | $99K | 715 | 0.01 |
| DAYFORCE INC COMMON STOCK (DAYFORCE, INC.) | Long | Equity-common | US | $114K | 2K | 0.01 |
| DECKERS OUTDOOR CORP COMMON STOCK (DECKERS OUTDOOR CORPORATION) | Long | Equity-common | US | $339K | 350 | 0.04 |
| DEERE & CO COMMON STOCK (DEERE & COMPANY) | Long | Equity-common | US | $1M | 4K | 0.17 |
| DELTA AIR LINES INC COMMON STOCK (DELTA AIR LINES, INC.) | Long | Equity-common | US | $426K | 9K | 0.05 |
| DEVON ENERGY CORP COMMON STOCK (DEVON ENERGY CORPORATION) | Long | Equity-common | US | $436K | 9K | 0.05 |
| DEXCOM INC COMMON STOCK (DEXCOM, INC.) | Long | Equity-common | US | $631K | 6K | 0.08 |
| DIAMONDBACK ENERGY INC COMMON STOCK (DIAMONDBACK ENERGY, INC.) | Long | Equity-common | US | $505K | 3K | 0.06 |
| DIGITAL REALTY TRUST INC REIT (DIGITAL REALTY TRUST, INC.) | Long | Equity-common | US | $690K | 5K | 0.08 |
| DISCOVER FINANCIAL SERVICES COMMON STOCK | Long | Equity-common | US | $472K | 4K | 0.06 |
| DOLLAR GENERAL CORP COMMON STOCK (DOLLAR GENERAL CORPORATION) | Long | Equity-common | US | $419K | 3K | 0.05 |
| DOLLAR TREE INC COMMON STOCK (DOLLAR TREE, INC.) | Long | Equity-common | US | $320K | 3K | 0.04 |
| DOMINION ENERGY INC COMMON STOCK (Dominion Energy, Inc.) | Long | Equity-common | US | $585K | 12K | 0.07 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Long | Equity-common | US | $250K | 484 | 0.03 |
| DOVER CORP COMMON STOCK (DOVER CORPORATION) | Long | Equity-common | US | $350K | 2K | 0.04 |
| DOW INC COMMON STOCK (DOW INC.) | Long | Equity-common | US | $531K | 10K | 0.07 |
| DR HORTON INC COMMON STOCK (D.R. HORTON, INC.) | Long | Equity-common | US | $591K | 4K | 0.07 |
| DTE ENERGY COMPANY COMMON STOCK | Long | Equity-common | US | $332K | 3K | 0.04 |
| DUKE ENERGY CORP COMMON STOCK (DUKE ENERGY CORPORATION) | Long | Equity-common | US | $1M | 11K | 0.13 |
| DUPONT DE NEMOURS INC COMMON STOCK (DUPONT DE NEMOURS, INC.) | Long | Equity-common | US | $487K | 6K | 0.06 |
| EASTMAN CHEMICAL CO COMMON STOCK (EASTMAN CHEMICAL COMPANY) | Long | Equity-common | US | $158K | 2K | 0.02 |
| EATON CORP PLC COMMON STOCK (EATON CORPORATION PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 6K | 0.22 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $385K | 7K | 0.05 |
| ECOLAB INC COMMON STOCK (ECOLAB INC.) | Long | Equity-common | US | $859K | 4K | 0.11 |
| EDISON INTERNATIONAL COMMON STOCK | Long | Equity-common | US | $397K | 6K | 0.05 |
| EDWARDS LIFESCIENCES CORP COMMON STOCK (EDWARDS LIFESCIENCES CORPORATION) | Long | Equity-common | US | $790K | 9K | 0.10 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $491K | 4K | 0.06 |
| ELEVANCE HEALTH INC COMMON STOCK (ELEVANCE HEALTH, INC.) | Long | Equity-common | US | $2M | 3K | 0.22 |
| ELI LILLY & CO COMMON STOCK (ELI LILLY AND COMPANY) | Long | Equity-common | US | $10M | 11K | 1.25 |
| EMERSON ELECTRIC CO COMMON STOCK (EMERSON ELECTRIC CO.) | Long | Equity-common | US | $906K | 8K | 0.11 |
| ENPHASE ENERGY INC COMMON STOCK (ENPHASE ENERGY, INC.) | Long | Equity-common | US | $198K | 2K | 0.02 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $326K | 3K | 0.04 |
| EOG RESOURCES INC COMMON STOCK (EOG RESOURCES, INC.) | Long | Equity-common | US | $1M | 8K | 0.13 |
| EPAM SYSTEMS INC COMMON STOCK (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $154K | 818 | 0.02 |
| EQT CORP COMMON STOCK (EQT CORPORATION) | Long | Equity-common | US | $218K | 6K | 0.03 |
| EQUIFAX INC COMMON STOCK (EQUIFAX INC.) | Long | Equity-common | US | $428K | 2K | 0.05 |
| EQUINIX INC REIT (EQUINIX, INC.) | Long | Equity-common | US | $992K | 1K | 0.12 |
| EQUITY RESIDENTIAL REIT | Long | Equity-common | US | $340K | 5K | 0.04 |
| ESSEX PROPERTY TRUST INC REIT (ESSEX PROPERTY TRUST, INC.) | Long | Equity-common | US | $249K | 915 | 0.03 |
| ESTEE LAUDER COMPANIES-CL A COMMON STOCK (THE ESTEE LAUDER COMPANIES INC.) | Long | Equity-common | US | $359K | 3K | 0.04 |
| ETSY INC COMMON STOCK (ETSY, INC.) | Long | Equity-common | US | $106K | 2K | 0.01 |
| EUR PUT/USD CALL EXPIRATION: 10/09/2024 | Derivative-foreign exchange | US | $1M | – | 0.15 | |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $218K | 573 | 0.03 |
| EVERGY INC COMMON STOCK (Evergy, Inc.) | Long | Equity-common | US | $166K | 3K | 0.02 |
| EVERSOURCE ENERGY COMMON STOCK | Long | Equity-common | US | $289K | 5K | 0.04 |
| EXELON CORP COMMON STOCK (EXELON CORPORATION) | Long | Equity-common | US | $495K | 14K | 0.06 |
| EXPEDIA GROUP INC COMMON STOCK (EXPEDIA GROUP, INC.) | Long | Equity-common | US | $228K | 2K | 0.03 |
| EXPEDITORS INTL WASH INC COMMON STOCK (EXPEDITORS INTERNATIONAL OF WASHINGTON, INC) | Long | Equity-common | US | $261K | 2K | 0.03 |
| EXTRA SPACE STORAGE INC REIT (EXTRA SPACE STORAGE INC.) | Long | Equity-common | US | $473K | 3K | 0.06 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $7M | 64K | 0.90 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $146K | 849 | 0.02 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK (FACTSET RESEARCH SYSTEMS INC.) | Long | Equity-common | US | $214K | 524 | 0.03 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $521K | 350 | 0.06 |
| FASTENAL CO COMMON STOCK (FASTENAL COMPANY) | Long | Equity-common | US | $517K | 8K | 0.06 |
| FEDERAL REALTY INVS TRUST REIT (FEDERAL REALTY INVESTMENT TRUST) | Long | Equity-common | US | $106K | 1K | 0.01 |
| FEDEX CORP COMMON STOCK (FEDEX CORPORATION) | Long | Equity-common | US | $958K | 3K | 0.12 |
| FIDELITY NATIONAL INFO SERV COMMON STOCK (FIDELITY NATIONAL INFORMATION SERVICES, INC.) | Long | Equity-common | US | $594K | 8K | 0.07 |
| FIFTH THIRD BANCORP COMMON STOCK | Long | Equity-common | US | $355K | 10K | 0.04 |
| FIRST SOLAR INC COMMON STOCK (FIRST SOLAR, INC.) | Long | Equity-common | US | $338K | 2K | 0.04 |
| FIRSTENERGY CORP COMMON STOCK (FIRSTENERGY CORP.) | Long | Equity-common | US | $278K | 7K | 0.03 |
| FISERV INC COMMON STOCK (FISERV, INC.) | Long | Equity-common | US | $1M | 8K | 0.15 |
| FMC CORP COMMON STOCK (FMC CORPORATION) | Long | Equity-common | US | $107K | 2K | 0.01 |
| FORD MOTOR CO COMMON STOCK (FORD MOTOR COMPANY) | Long | Equity-common | US | $691K | 55K | 0.08 |
| FORTINET INC COMMON STOCK (FORTINET, INC.) | Long | Equity-common | US | $548K | 9K | 0.07 |
| FORTIVE CORP COMMON STOCK (FORTIVE CORPORATION) | Long | Equity-common | US | $368K | 5K | 0.05 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $116K | 3K | 0.01 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $60K | 2K | 0.01 |
| FRANKLIN RESOURCES INC COMMON STOCK (FRANKLIN RESOURCES, INC.) | Long | Equity-common | US | $95K | 4K | 0.01 |
| FREEPORT-MCMORAN INC COMMON STOCK (FREEPORT-MCMORAN INC.) | Long | Equity-common | US | $987K | 20K | 0.12 |
| GARMIN LTD COMMON STOCK (Garmin Ltd.) | Long | Equity-common | US | $358K | 2K | 0.04 |
| GARTNER INC COMMON STOCK (GARTNER, INC.) | Long | Equity-common | US | $481K | 1K | 0.06 |
| GE AEROSPACE COMMON STOCK (GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $2M | 15K | 0.30 |
| GE HEALTHCARE TECHNOLOGY COMMON STOCK (GE HEALTHCARE TECHNOLOGIES INC.) | Long | Equity-common | US | $463K | 6K | 0.06 |
| GE VERNOVA INC COMMON STOCK (GE VERNOVA INC.) | Long | Equity-common | US | $660K | 4K | 0.08 |
| GEN DIGITAL INC COMMON STOCK (GEN DIGITAL INC.) | Long | Equity-common | US | $200K | 8K | 0.02 |
| GENERAC HOLDINGS INC COMMON STOCK (GENERAC HOLDINGS INC.) | Long | Equity-common | US | $117K | 883 | 0.01 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $918K | 3K | 0.11 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $505K | 8K | 0.06 |
| GENERAL MOTORS CO COMMON STOCK (GENERAL MOTORS COMPANY) | Long | Equity-common | US | $751K | 16K | 0.09 |
| GENUINE PARTS CO COMMON STOCK (GENUINE PARTS COMPANY) | Long | Equity-common | US | $280K | 2K | 0.03 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $1M | 18K | 0.15 |
| GLOBAL PAYMENTS INC COMMON STOCK (GLOBAL PAYMENTS INC.) | Long | Equity-common | US | $349K | 4K | 0.04 |
| GLOBE LIFE INC COMMON STOCK (GLOBE LIFE INC.) | Long | Equity-common | US | $99K | 1K | 0.01 |
| GODADDY INC - CLASS A COMMON STOCK (GODADDY INC.) | Long | Equity-common | US | $279K | 2K | 0.03 |
| GOLDMAN SACHS GROUP INC COMMON STOCK (THE GOLDMAN SACHS GROUP, INC.) | Long | Equity-common | US | $2M | 5K | 0.25 |
| HALLIBURTON CO COMMON STOCK (HALLIBURTON COMPANY) | Long | Equity-common | US | $425K | 13K | 0.05 |
| HARTFORD FINANCIAL SVCS GRP COMMON STOCK (THE HARTFORD FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $432K | 4K | 0.05 |
| HASBRO INC COMMON STOCK (Hasbro, Inc.) | Long | Equity-common | US | $112K | 2K | 0.01 |
| HCA HEALTHCARE INC COMMON STOCK (HCA HEALTHCARE, INC.) | Long | Equity-common | US | $884K | 3K | 0.11 |
| HEALTHPEAK PROPERTIES INC REIT (HEALTHPEAK PROPERTIES, INC.) | Long | Equity-common | US | $195K | 10K | 0.02 |
| HENRY SCHEIN INC COMMON STOCK (HENRY SCHEIN, INC.) | Long | Equity-common | US | $119K | 2K | 0.01 |
| HERSHEY CO/THE COMMON STOCK (THE HERSHEY COMPANY) | Long | Equity-common | US | $382K | 2K | 0.05 |
| HESS CORP COMMON STOCK (HESS CORPORATION) | Long | Equity-common | US | $589K | 4K | 0.07 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Equity-common | US | $392K | 19K | 0.05 |
| HILTON WORLDWIDE HOLDINGS IN COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC.) | Long | Equity-common | US | $782K | 4K | 0.10 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $247K | 3K | 0.03 |
| HOME DEPOT INC COMMON STOCK (THE HOME DEPOT, INC.) | Long | Equity-common | US | $5M | 14K | 0.59 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK (HONEYWELL INTERNATIONAL INCORPORATION) | Long | Equity-common | US | $2M | 9K | 0.24 |
| HORMEL FOODS CORP COMMON STOCK (HORMEL FOODS CORPORATION) | Long | Equity-common | US | $123K | 4K | 0.02 |
| HOST HOTELS & RESORTS INC REIT (HOST HOTELS & RESORTS, INC.) | Long | Equity-common | US | $182K | 10K | 0.02 |
| HOWMET AEROSPACE INC COMMON STOCK (HOWMET AEROSPACE INC.) | Long | Equity-common | US | $437K | 6K | 0.05 |
| HP INC COMMON STOCK (HP INC.) | Long | Equity-common | US | $438K | 13K | 0.05 |
| HUBBELL INC COMMON STOCK (HUBBELL INCORPORATED) | Long | Equity-common | US | $274K | 750 | 0.03 |
| HUMANA INC COMMON STOCK (HUMANA INC.) | Long | Equity-common | US | $641K | 2K | 0.08 |
| HUNT (JB) TRANSPRT SVCS INC COMMON STOCK (J. B. HUNT TRANSPORT SERVICES, INC.) | Long | Equity-common | US | $190K | 1K | 0.02 |
| HUNTINGTON BANCSHARES INC COMMON STOCK (HUNTINGTON BANCSHARES INCORPORATED) | Long | Equity-common | US | $274K | 21K | 0.03 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $141K | 573 | 0.02 |
| IDEX CORP COMMON STOCK (IDEX CORPORATION) | Long | Equity-common | US | $211K | 1K | 0.03 |
| IDEXX LABORATORIES INC COMMON STOCK (IDEXX LABORATORIES, INC.) | Long | Equity-common | US | $557K | 1K | 0.07 |
| ILLINOIS TOOL WORKS COMMON STOCK (ILLINOIS TOOL WORKS INC.) | Long | Equity-common | US | $915K | 4K | 0.11 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $162K | 3K | 0.02 |
| INGERSOLL-RAND INC COMMON STOCK (INGERSOLL RAND INC.) | Long | Equity-common | US | $525K | 6K | 0.06 |
| INSULET CORP COMMON STOCK (INSULET CORPORATION) | Long | Equity-common | US | $202K | 1K | 0.02 |
| INTEL CORP COMMON STOCK (INTEL CORPORATION) | Long | Equity-common | US | $2M | 60K | 0.23 |
| INTERCONTINENTAL EXCHANGE IN COMMON STOCK (INTERCONTINENTAL EXCHANGE, INC.) | Long | Equity-common | US | $1M | 8K | 0.14 |
| INTERNATIONAL PAPER CO COMMON STOCK (INTERNATIONAL PAPER COMPANY) | Long | Equity-common | US | $216K | 5K | 0.03 |
| INTERPUBLIC GROUP OF COS INC COMMON STOCK (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $161K | 6K | 0.02 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $2M | 13K | 0.27 |
| INTL FLAVORS & FRAGRANCES COMMON STOCK (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Equity-common | US | $351K | 4K | 0.04 |
| INTUIT INC COMMON STOCK (INTUIT INC.) | Long | Equity-common | US | $3M | 4K | 0.32 |
| INTUITIVE SURGICAL INC COMMON STOCK (INTUITIVE SURGICAL, INC.) | Long | Equity-common | US | $2M | 5K | 0.27 |
| INVESCO LTD COMMON STOCK | Long | Equity-common | US | $103K | 7K | 0.01 |
| INVITATION HOMES INC REIT (INVITATION HOMES INC.) | Long | Equity-common | US | $305K | 9K | 0.04 |
| IQVIA HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $553K | 3K | 0.07 |
| IRON MOUNTAIN INC REIT (IRON MOUNTAIN INCORPORATED) | Long | Equity-common | US | $374K | 4K | 0.05 |
| JABIL INC COMMON STOCK (JABIL INC.) | Long | Equity-common | US | $185K | 2K | 0.02 |
| JACK HENRY & ASSOCIATES INC COMMON STOCK (JACK HENRY & ASSOCIATES, INC.) | Long | Equity-common | US | $174K | 1K | 0.02 |
| JACOBS SOLUTIONS INC COMMON STOCK (JACOBS SOLUTIONS INC.) | Long | Equity-common | US | $256K | 2K | 0.03 |
| JM SMUCKER CO/THE COMMON STOCK (THE J. M. SMUCKER COMPANY) | Long | Equity-common | US | $167K | 2K | 0.02 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $5M | 34K | 0.61 |
| JOHNSON CONTROLS INTERNATION COMMON STOCK (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Equity-common | US | $634K | 10K | 0.08 |
| JPMORGAN CHASE & CO COMMON STOCK (JPMORGAN CHASE & CO.) | Long | Equity-common | US | $8M | 41K | 1.01 |
| JUNIPER NETWORKS INC COMMON STOCK (JUNIPER NETWORKS, INC.) | Long | Equity-common | US | $162K | 4K | 0.02 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $220K | 4K | 0.03 |
| KENVUE INC COMMON STOCK (KENVUE INC.) | Long | Equity-common | US | $459K | 25K | 0.06 |
| KEURIG DR PEPPER INC COMMON STOCK (KEURIG DR PEPPER INC.) | Long | Equity-common | US | $497K | 15K | 0.06 |
| KEYCORP COMMON STOCK | Long | Equity-common | US | $195K | 14K | 0.02 |
| KEYSIGHT TECHNOLOGIES IN COMMON STOCK (KEYSIGHT TECHNOLOGIES, INC.) | Long | Equity-common | US | $340K | 2K | 0.04 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $660K | 5K | 0.08 |
| KIMCO REALTY CORP REIT (KIMCO REALTY CORPORATION.) | Long | Equity-common | US | $188K | 10K | 0.02 |
| KINDER MORGAN INC COMMON STOCK (KINDER MORGAN, INC.) | Long | Equity-common | US | $550K | 28K | 0.07 |
| KKR & CO INC COMMON STOCK (KKR & CO. INC.) | Long | Equity-common | US | $995K | 9K | 0.12 |
| KLA CORP COMMON STOCK (KLA CORPORATION) | Long | Equity-common | US | $2M | 2K | 0.19 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $361K | 11K | 0.04 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $464K | 9K | 0.06 |
| L3HARRIS TECHNOLOGIES INC COMMON STOCK (L3HARRIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $603K | 3K | 0.07 |
| LABCORP HOLDINGS INC COMMON STOCK (LABCORP HOLDINGS INC.) | Long | Equity-common | US | $235K | 1K | 0.03 |
| LAM RESEARCH CORP COMMON STOCK (LAM RESEARCH CORPORATION) | Long | Equity-common | US | $2M | 2K | 0.24 |
| LAMB WESTON HOLDINGS INC COMMON STOCK (LAMB WESTON HOLDINGS, INC.) | Long | Equity-common | US | $177K | 2K | 0.02 |
| LAS VEGAS SANDS CORP COMMON STOCK (LAS VEGAS SANDS CORP.) | Long | Equity-common | US | $235K | 5K | 0.03 |
| LEIDOS HOLDINGS INC COMMON STOCK (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $278K | 2K | 0.03 |
| LENNAR CORP-A COMMON STOCK (LENNAR CORPORATION) | Long | Equity-common | US | $523K | 3K | 0.06 |
| LINDE PLC COMMON STOCK (LINDE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 7K | 0.37 |
| LIVE NATION ENTERTAINMENT IN COMMON STOCK (LIVE NATION ENTERTAINMENT, INC.) | Long | Equity-common | US | $198K | 2K | 0.02 |
| LKQ CORP COMMON STOCK (LKQ CORPORATION) | Long | Equity-common | US | $159K | 4K | 0.02 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $1M | 3K | 0.17 |
| LOEWS CORP COMMON STOCK (LOEWS CORPORATION) | Long | Equity-common | US | $191K | 3K | 0.02 |
| LOWE'S COS INC COMMON STOCK (LOWE'S COMPANIES, INC.) | Long | Equity-common | US | $2M | 8K | 0.22 |
| LULULEMON ATHLETICA INC COMMON STOCK (LULULEMON ATHLETICA INC.) | Long | Equity-common | US | $478K | 2K | 0.06 |
| LYONDELLBASELL INDU-CL A COMMON STOCK (LyondellBasell Industries N.V.) | Long | Equity-common | US | $342K | 4K | 0.04 |
| M & T BANK CORP COMMON STOCK (M&T BANK CORPORATION) | Long | Equity-common | US | $360K | 2K | 0.04 |
| MARATHON OIL CORP COMMON STOCK (MARATHON OIL CORPORATION) | Long | Equity-common | US | $234K | 8K | 0.03 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $865K | 5K | 0.11 |
| MARKETAXESS HOLDINGS INC COMMON STOCK (MARKETAXESS HOLDINGS INC.) | Long | Equity-common | US | $111K | 553 | 0.01 |
| MARRIOTT INTERNATIONAL -CL A COMMON STOCK (MARRIOTT INTERNATIONAL, INC.) | Long | Equity-common | US | $828K | 3K | 0.10 |
| MARSH & MCLENNAN COS COMMON STOCK (MARSH & MCLENNAN COMPANIES, INC.) | Long | Equity-common | US | $1M | 7K | 0.18 |
| MARTIN MARIETTA MATERIALS COMMON STOCK (MARTIN MARIETTA MATERIALS, INC.) | Long | Equity-common | US | $483K | 892 | 0.06 |
| MASCO CORP COMMON STOCK (MASCO CORPORATION) | Long | Equity-common | US | $217K | 3K | 0.03 |
| MASTERCARD INC - A COMMON STOCK (MASTERCARD INCORPORATED.) | Long | Equity-common | US | $5M | 12K | 0.63 |
| MATCH GROUP INC COMMON STOCK (MATCH GROUP, INC.) | Long | Equity-common | US | $113K | 4K | 0.01 |
| MCCORMICK & CO-NON VTG SHRS COMMON STOCK (MCCORMICK & COMPANY, INCORPORATED) | Long | Equity-common | US | $254K | 4K | 0.03 |
| MCDONALD'S CORP COMMON STOCK (MCDONALD'S CORPORATION) | Long | Equity-common | US | $3M | 10K | 0.32 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $1M | 2K | 0.13 |
| MEDTRONIC PLC COMMON STOCK (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $1M | 19K | 0.18 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $4M | 36K | 0.54 |
| META PLATFORMS INC COMMON STOCK (META PLATFORMS, INC.) | Long | Equity-common | US | $16M | 31K | 1.91 |
| METLIFE INC COMMON STOCK (METLIFE, INC.) | Long | Equity-common | US | $594K | 8K | 0.07 |
| METTLER-TOLEDO INTERNATIONAL COMMON STOCK (METTLER-TOLEDO INTERNATIONAL INC.) | Long | Equity-common | US | $433K | 310 | 0.05 |
| MGM RESORTS INTERNATIONAL COMMON STOCK | Long | Equity-common | US | $157K | 4K | 0.02 |
| MICROCHIP TECHNOLOGY INC COMMON STOCK (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Equity-common | US | $699K | 8K | 0.09 |
| MICRON TECHNOLOGY INC COMMON STOCK (MICRON TECHNOLOGY, INC.) | Long | Equity-common | US | $2M | 16K | 0.25 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $47M | 105K | 5.75 |
| MID-AMERICA APARTMENT COMM REIT (MID-AMERICA APARTMENT COMMUNITIES, INC.) | Long | Equity-common | US | $234K | 2K | 0.03 |
| MODERNA INC COMMON STOCK (MODERNA, INC.) | Long | Equity-common | US | $568K | 5K | 0.07 |
| MOHAWK INDUSTRIES INC COMMON STOCK (MOHAWK INDUSTRIES, INC.) | Long | Equity-common | US | $82K | 720 | 0.01 |
| MOLINA HEALTHCARE INC COMMON STOCK (MOLINA HEALTHCARE, INC.) | Long | Equity-common | US | $256K | 860 | 0.03 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $137K | 3K | 0.02 |
| MONDELEZ INTERNATIONAL INC-A COMMON STOCK (Mondelez International, Inc.) | Long | Equity-common | US | $1M | 19K | 0.15 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK (MONOLITHIC POWER SYSTEMS, INC.) | Long | Equity-common | US | $551K | 670 | 0.07 |
| MONSTER BEVERAGE CORP COMMON STOCK (MONSTER BEVERAGE CORPORATION) | Long | Equity-common | US | $502K | 10K | 0.06 |
| MOODY'S CORP COMMON STOCK (MOODY'S CORPORATION) | Long | Equity-common | US | $931K | 2K | 0.11 |
| MORGAN STANLEY COMMON STOCK | Long | Equity-common | US | $2M | 18K | 0.21 |
| MOSAIC CO/THE COMMON STOCK (THE MOSAIC COMPANY) | Long | Equity-common | US | $137K | 5K | 0.02 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $893K | 2K | 0.11 |
| MSCI INC COMMON STOCK (MSCI INC.) | Long | Equity-common | US | $529K | 1K | 0.06 |
| NASDAQ INC COMMON STOCK (NASDAQ, INC.) | Long | Equity-common | US | $295K | 5K | 0.04 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $383K | 3K | 0.05 |
| NETFLIX INC COMMON STOCK (NETFLIX, INC.) | Long | Equity-common | US | $4M | 6K | 0.50 |
| NEWMONT CORP COMMON STOCK (NEWMONT CORPORATION) | Long | Equity-common | US | $693K | 17K | 0.08 |
| NEWS CORP - CLASS A COMMON STOCK (NEWS CORPORATION) | Long | Equity-common | US | $156K | 6K | 0.02 |
| NEWS CORP - CLASS B COMMON STOCK (NEWS CORPORATION) | Long | Equity-common | US | $57K | 2K | 0.01 |
| NEXTERA ENERGY INC COMMON STOCK (NEXTERA ENERGY, INC.) | Long | Equity-common | US | $2M | 29K | 0.25 |
| NIKE INC -CL B COMMON STOCK (NIKE, INC.) | Long | Equity-common | US | $1M | 17K | 0.16 |
| NISOURCE INC COMMON STOCK (NISOURCE INC.) | Long | Equity-common | US | $174K | 6K | 0.02 |
| NORDSON CORP COMMON STOCK (NORDSON CORPORATION) | Long | Equity-common | US | $177K | 763 | 0.02 |
| NORFOLK SOUTHERN CORP COMMON STOCK (NORFOLK SOUTHERN CORPORATION) | Long | Equity-common | US | $681K | 3K | 0.08 |
| NORTHERN TRUST CORP COMMON STOCK (NORTHERN TRUST CORPORATION) | Long | Equity-common | US | $254K | 3K | 0.03 |
| NORTHROP GRUMMAN CORP COMMON STOCK (Northrop Grumman Corporation) | Long | Equity-common | US | $855K | 2K | 0.10 |
| NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK (NORWEGIAN CRUISE LINE HOLDINGS LTD.) | Long | Equity-common | US | $117K | 6K | 0.01 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $229K | 3K | 0.03 |
| NUCOR CORP COMMON STOCK (NUCOR CORPORATION) | Long | Equity-common | US | $547K | 3K | 0.07 |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Long | Equity-common | US | $43M | 348K | 5.27 |
| NVR INC COMMON STOCK (NVR, Inc.) | Long | Equity-common | US | $372K | 49 | 0.05 |
| NXP SEMICONDUCTORS NV COMMON STOCK (NXP Semiconductors N.V.) | Long | Equity-common | US | $973K | 4K | 0.12 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK (O'Reilly Automotive, Inc.) | Long | Equity-common | US | $864K | 818 | 0.11 |
| OCCIDENTAL PETROLEUM CORP COMMON STOCK (OCCIDENTAL PETROLEUM CORPORATION) | Long | Equity-common | US | $600K | 10K | 0.07 |
| OLD DOMINION FREIGHT LINE COMMON STOCK (OLD DOMINION FREIGHT LINE, INC.) | Long | Equity-common | US | $446K | 3K | 0.05 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Long | Equity-common | US | $255K | 3K | 0.03 |
| ON SEMICONDUCTOR COMMON STOCK (ON SEMICONDUCTOR CORPORATION) | Long | Equity-common | US | $425K | 6K | 0.05 |
| ONEOK INC COMMON STOCK (ONEOK, INC.) | Long | Equity-common | US | $677K | 8K | 0.08 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $3M | 23K | 0.39 |
| OTIS WORLDWIDE CORP COMMON STOCK (OTIS WORLDWIDE CORPORATION) | Long | Equity-common | US | $562K | 6K | 0.07 |
| P G & E CORP COMMON STOCK (PG&E CORPORATION) | Long | Equity-common | US | $533K | 31K | 0.07 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $757K | 7K | 0.09 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $225K | 1K | 0.03 |
| PALO ALTO NETWORKS INC COMMON STOCK (PALO ALTO NETWORKS, INC.) | Long | Equity-common | US | $2M | 5K | 0.19 |
| PARAMOUNT GLOBAL-CLASS B COMMON STOCK | Long | Equity-common | US | $70K | 7K | 0.01 |
| PARKER HANNIFIN CORP COMMON STOCK (PARKER-HANNIFIN CORPORATION) | Long | Equity-common | US | $903K | 2K | 0.11 |
| PAYCHEX INC COMMON STOCK (PAYCHEX, INC.) | Long | Equity-common | US | $544K | 5K | 0.07 |
| PAYCOM SOFTWARE INC COMMON STOCK (PAYCOM SOFTWARE, INC.) | Long | Equity-common | US | $98K | 687 | 0.01 |
| PAYPAL HOLDINGS INC COMMON STOCK (PAYPAL HOLDINGS, INC.) | Long | Equity-common | US | $859K | 15K | 0.11 |
| PENTAIR PLC COMMON STOCK (PENTAIR PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $181K | 2K | 0.02 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $3M | 19K | 0.39 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $2M | 80K | 0.27 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $2M | 22K | 0.27 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $845K | 6K | 0.10 |
| PINNACLE WEST CAPITAL COMMON STOCK (PINNACLE WEST CAPITAL CORPORATION) | Long | Equity-common | US | $124K | 2K | 0.02 |
| PNC FINANCIAL SERVICES GROUP COMMON STOCK (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $868K | 6K | 0.11 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Long | Equity-common | US | $159K | 516 | 0.02 |
| PPG INDUSTRIES INC COMMON STOCK (PPG INDUSTRIES, INC.) | Long | Equity-common | US | $427K | 3K | 0.05 |
| PPL CORP COMMON STOCK (PPL CORPORATION) | Long | Equity-common | US | $297K | 11K | 0.04 |
| PRINCIPAL FINANCIAL GROUP COMMON STOCK (PRINCIPAL FINANCIAL GROUP, INC.) | Long | Equity-common | US | $241K | 3K | 0.03 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $5M | 33K | 0.67 |
| PROGRESSIVE CORP COMMON STOCK (THE PROGRESSIVE CORPORATION) | Long | Equity-common | US | $2M | 8K | 0.21 |
| PROLOGIS INC REIT (PROLOGIS, INC.) | Long | Equity-common | US | $1M | 13K | 0.18 |
| PRUDENTIAL FINANCIAL INC COMMON STOCK (PRUDENTIAL FINANCIAL, INC.) | Long | Equity-common | US | $593K | 5K | 0.07 |
| PTC INC COMMON STOCK (PTC INC.) | Long | Equity-common | US | $314K | 2K | 0.04 |
| PUBLIC SERVICE ENTERPRISE GP COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Equity-common | US | $519K | 7K | 0.06 |
| PUBLIC STORAGE REIT (PUBLIC STORAGE.) | Long | Equity-common | US | $653K | 2K | 0.08 |
| PULTEGROUP INC COMMON STOCK (PULTEGROUP, INC.) | Long | Equity-common | US | $338K | 3K | 0.04 |
| QORVO INC COMMON STOCK (QORVO, INC.) | Long | Equity-common | US | $166K | 1K | 0.02 |
| QUALCOMM INC COMMON STOCK (QUALCOMM INCORPORATED) | Long | Equity-common | US | $3M | 16K | 0.39 |
| QUANTA SERVICES INC COMMON STOCK (QUANTA SERVICES, INC.) | Long | Equity-common | US | $529K | 2K | 0.06 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $218K | 2K | 0.03 |
| RALPH LAUREN CORP COMMON STOCK (RALPH LAUREN CORPORATION) | Long | Equity-common | US | $92K | 528 | 0.01 |
| RAYMOND JAMES FINANCIAL INC COMMON STOCK (RAYMOND JAMES FINANCIAL, INC.) | Long | Equity-common | US | $333K | 3K | 0.04 |
| REALTY INCOME CORP REIT (REALTY INCOME CORPORATION) | Long | Equity-common | US | $627K | 12K | 0.08 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $143K | 2K | 0.02 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $2M | 2K | 0.19 |
| REGIONS FINANCIAL CORP COMMON STOCK (REGIONS FINANCIAL CORPORATION) | Long | Equity-common | US | $260K | 13K | 0.03 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $563K | 3K | 0.07 |
| RESMED INC COMMON STOCK (RESMED INC.) | Long | Equity-common | US | $395K | 2K | 0.05 |
| REVVITY INC COMMON STOCK (REVVITY, INC.) | Long | Equity-common | US | $187K | 2K | 0.02 |
| ROCKWELL AUTOMATION INC COMMON STOCK (ROCKWELL AUTOMATION, INC.) | Long | Equity-common | US | $456K | 2K | 0.06 |
| ROLLINS INC COMMON STOCK (ROLLINS, INC.) | Long | Equity-common | US | $196K | 4K | 0.02 |
| ROPER TECHNOLOGIES INC COMMON STOCK (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $858K | 2K | 0.11 |
| ROSS STORES INC COMMON STOCK (ROSS STORES, INC.) | Long | Equity-common | US | $701K | 5K | 0.09 |
| ROYAL CARIBBEAN CRUISES LTD COMMON STOCK (ROYAL CARIBBEAN CRUISES LTD.) | Long | Equity-common | US | $537K | 3K | 0.07 |
| RTX CORPORATION COMMON STOCK | Long | Equity-common | US | $2M | 19K | 0.23 |
| S&P GLOBAL INC COMMON STOCK (S&P GLOBAL INC.) | Long | Equity-common | US | $2M | 5K | 0.25 |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $143M | – | 17.50 | |
| SALESFORCE INC COMMON STOCK (SALESFORCE, INC.) | Long | Equity-common | US | $4M | 14K | 0.43 |
| SBA COMMUNICATIONS CORP REIT (SBA COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $291K | 1K | 0.04 |
| SCHLUMBERGER LTD COMMON STOCK (Schlumberger N.V.) | Long | Equity-common | US | $952K | 20K | 0.12 |
| SCHWAB (CHARLES) CORP COMMON STOCK (THE CHARLES SCHWAB CORPORATION) | Long | Equity-common | US | $2M | 21K | 0.19 |
| SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK (SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $290K | 3K | 0.04 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $8M | 8M | 0.92 |
| SEMPRA COMMON STOCK | Long | Equity-common | US | $686K | 9K | 0.08 |
| SERVICENOW INC COMMON STOCK (SERVICENOW, INC.) | Long | Equity-common | US | $2M | 3K | 0.28 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK (THE SHERWIN-WILLIAMS COMPANY) | Long | Equity-common | US | $997K | 3K | 0.12 |
| SIMON PROPERTY GROUP INC REIT (SIMON PROPERTY GROUP, INC.) | Long | Equity-common | US | $714K | 5K | 0.09 |
| SKYWORKS SOLUTIONS INC COMMON STOCK (SKYWORKS SOLUTIONS, INC.) | Long | Equity-common | US | $239K | 2K | 0.03 |
| SMITH (A.O.) CORP COMMON STOCK (A. O. SMITH CORPORATION) | Long | Equity-common | US | $140K | 2K | 0.02 |
| SNAP-ON INC COMMON STOCK (SNAP-ON INCORPORATED) | Long | Equity-common | US | $188K | 718 | 0.02 |
| SOLVENTUM CORP COMMON STOCK (SOLVENTUM CORPORATION) | Long | Equity-common | US | $110K | 2K | 0.01 |
| SOUTHERN CO/THE COMMON STOCK (THE SOUTHERN COMPANY) | Long | Equity-common | US | $1M | 15K | 0.15 |
| SOUTHWEST AIRLINES CO COMMON STOCK (SOUTHWEST AIRLINES CO.) | Long | Equity-common | US | $244K | 9K | 0.03 |
| STANLEY BLACK & DECKER INC COMMON STOCK (STANLEY BLACK & DECKER, INC.) | Long | Equity-common | US | $176K | 2K | 0.02 |
| STARBUCKS CORP COMMON STOCK (STARBUCKS CORPORATION) | Long | Equity-common | US | $1M | 16K | 0.15 |
| STEEL DYNAMICS INC COMMON STOCK (STEEL DYNAMICS, INC.) | Long | Equity-common | US | $272K | 2K | 0.03 |
| STERIS PLC COMMON STOCK (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $302K | 1K | 0.04 |
| STRYKER CORP COMMON STOCK (STRYKER CORPORATION) | Long | Equity-common | US | $2M | 5K | 0.20 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Long | Equity-common | US | $574K | 700 | 0.07 |
| SWAPTION PAYER 07/22/25 | Derivative-interest rate | US | $3M | – | 0.42 | |
| SWAPTION PAYER 07/22/25 | Derivative-interest rate | US | $-2M | – | -0.26 | |
| SWAPTION PAYER 07/24/24 | Derivative-interest rate | US | $1M | – | 0.16 | |
| SWAPTION PAYER 07/24/24 | Derivative-interest rate | US | $-646K | – | -0.08 | |
| SWAPTION PAYER 5/22/2025 | Derivative-interest rate | US | $1M | – | 0.15 | |
| SWAPTION PAYER 5/22/2025 | Derivative-interest rate | US | $-188K | – | -0.02 | |
| SXP OTC EP UNLISTED OPTION EXPIRATION: 07/19/24 | Derivative-equity | US | $16K | – | 0.00 | |
| SXP OTC EP UNLISTED OPTION EXPIRATION: 07/19/24 | Derivative-equity | US | $-9K | – | -0.00 | |
| SYNCHRONY FINANCIAL COMMON STOCK | Long | Equity-common | US | $276K | 6K | 0.03 |
| SYNOPSYS INC COMMON STOCK (SYNOPSYS, INC.) | Long | Equity-common | US | $1M | 2K | 0.16 |
| SYSCO CORP COMMON STOCK (SYSCO CORPORATION.) | Long | Equity-common | US | $515K | 7K | 0.06 |
| T ROWE PRICE GROUP INC COMMON STOCK (T. ROWE PRICE GROUP, INC.) | Long | Equity-common | US | $368K | 3K | 0.05 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $1M | 7K | 0.16 |
| TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Equity-common | US | $345K | 2K | 0.04 |
| TAPESTRY INC COMMON STOCK (TAPESTRY, INC.) | Long | Equity-common | US | $135K | 3K | 0.02 |
| TARGA RESOURCES CORP COMMON STOCK (TARGA RESOURCES CORP.) | Long | Equity-common | US | $412K | 3K | 0.05 |
| TARGET CORP COMMON STOCK (TARGET CORPORATION) | Long | Equity-common | US | $981K | 7K | 0.12 |
| TE CONNECTIVITY LTD COMMON STOCK (TE Connectivity Ltd.) | Long | Equity-common | US | $656K | 4K | 0.08 |
| TELEDYNE TECHNOLOGIES INC COMMON STOCK (TELEDYNE TECHNOLOGIES INCORPORATED) | Long | Equity-common | US | $268K | 690 | 0.03 |
| TELEFLEX INC COMMON STOCK (TELEFLEX INCORPORATED) | Long | Equity-common | US | $147K | 700 | 0.02 |
| TERADYNE INC COMMON STOCK (TERADYNE, INC.) | Long | Equity-common | US | $324K | 2K | 0.04 |
| TESLA INC COMMON STOCK (TESLA, INCORPORATION) | Long | Equity-common | US | $8M | 39K | 0.95 |
| TEXAS INSTRUMENTS INC COMMON STOCK (TEXAS INSTRUMENTS INCORPORATED) | Long | Equity-common | US | $3M | 13K | 0.31 |
| TEXTRON INC COMMON STOCK (TEXTRON INC.) | Long | Equity-common | US | $231K | 3K | 0.03 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $1M | 4K | 0.16 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Equity-common | US | $3M | 5K | 0.37 |
| TJX COMPANIES INC COMMON STOCK (THE TJX COMPANIES, INC.) | Long | Equity-common | US | $2M | 16K | 0.22 |
| TRACTOR SUPPLY COMPANY COMMON STOCK | Long | Equity-common | US | $411K | 2K | 0.05 |
| TRANE TECHNOLOGIES PLC COMMON STOCK | Long | Equity-common | US | $1M | 3K | 0.13 |
| TRANSDIGM GROUP INC COMMON STOCK (TRANSDIGM GROUP INCORPORATED) | Long | Equity-common | US | $1M | 787 | 0.12 |
| TRAVELERS COS INC/THE COMMON STOCK (The Travelers Companies, Inc.) | Long | Equity-common | US | $652K | 3K | 0.08 |
| TRIMBLE INC COMMON STOCK (TRIMBLE INC.) | Long | Equity-common | US | $194K | 3K | 0.02 |
| TRUIST FINANCIAL CORP COMMON STOCK (Truist Financial Corporation) | Long | Equity-common | US | $744K | 19K | 0.09 |
| TYLER TECHNOLOGIES INC COMMON STOCK (TYLER TECHNOLOGIES, INC.) | Long | Equity-common | US | $306K | 609 | 0.04 |
| TYSON FOODS INC-CL A COMMON STOCK (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $233K | 4K | 0.03 |
| UBER TECHNOLOGIES INC COMMON STOCK (UBER TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 29K | 0.26 |
| UDR INC REIT (UDR, INC.) | Long | Equity-common | US | $177K | 4K | 0.02 |
| ULTA BEAUTY INC COMMON STOCK (ULTA BEAUTY, INC.) | Long | Equity-common | US | $260K | 673 | 0.03 |
| UNION PACIFIC CORP COMMON STOCK (UNION PACIFIC CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.24 |
| UNITED AIRLINES HOLDINGS INC COMMON STOCK (UNITED AIRLINES HOLDINGS, INC.) | Long | Equity-common | US | $223K | 5K | 0.03 |
| UNITED PARCEL SERVICE-CL B COMMON STOCK (UNITED PARCEL SERVICE, INC.) | Long | Equity-common | US | $1M | 10K | 0.17 |
| UNITED RENTALS INC COMMON STOCK (UNITED RENTALS, INC.) | Long | Equity-common | US | $594K | 918 | 0.07 |
| UNITEDHEALTH GROUP INC COMMON STOCK (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $7M | 13K | 0.81 |
| UNIVERSAL HEALTH SERVICES-B COMMON STOCK (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $165K | 892 | 0.02 |
| US BANCORP COMMON STOCK (U.S. BANCORP) | Long | Equity-common | US | $872K | 22K | 0.11 |
| USD C/JPY P EXPIRATION: 07/11/24 | Derivative-foreign exchange | US | $4M | – | 0.52 | |
| USD C/JPY P EXPIRATION: 07/11/24 | Derivative-foreign exchange | US | $86K | – | 0.01 | |
| USD C/JPY P EXPIRATION: 07/11/24 | Derivative-foreign exchange | US | $-2M | – | -0.21 | |
| VALERO ENERGY CORP COMMON STOCK (VALERO ENERGY CORPORATION) | Long | Equity-common | US | $725K | 5K | 0.09 |
| VENTAS INC REIT (VENTAS, INC.) | Long | Equity-common | US | $299K | 6K | 0.04 |
| VERALTO CORP COMMON STOCK (VERALTO CORPORATION) | Long | Equity-common | US | $298K | 3K | 0.04 |
| VERISIGN INC COMMON STOCK (VERISIGN, INC.) | Long | Equity-common | US | $215K | 1K | 0.03 |
| VERISK ANALYTICS INC COMMON STOCK (VERISK ANALYTICS, INC.) | Long | Equity-common | US | $543K | 2K | 0.07 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $2M | 59K | 0.30 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK (VERTEX PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $2M | 4K | 0.21 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $186K | 17K | 0.02 |
| VICI PROPERTIES INC REIT (VICI PROPERTIES INC.) | Long | Equity-common | US | $417K | 15K | 0.05 |
| VISA INC-CLASS A SHARES COMMON STOCK (VISA INC.) | Long | Equity-common | US | $6M | 22K | 0.72 |
| Vistra Corp. COMMON STOCK | Long | Equity-common | US | $404K | 5K | 0.05 |
| VULCAN MATERIALS CO COMMON STOCK (VULCAN MATERIALS COMPANY) | Long | Equity-common | US | $455K | 2K | 0.06 |
| WABTEC CORP COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $405K | 3K | 0.05 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK (WALGREENS BOOTS ALLIANCE, INC.) | Long | Equity-common | US | $124K | 10K | 0.02 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $4M | 61K | 0.50 |
| WALT DISNEY CO/THE COMMON STOCK (THE WALT DISNEY COMPANY) | Long | Equity-common | US | $3M | 26K | 0.31 |
| WARNER BROS DISCOVERY INC COMMON STOCK (WARNER BROS. DISCOVERY, INC.) | Long | Equity-common | US | $242K | 32K | 0.03 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $1M | 5K | 0.14 |
| WATERS CORP COMMON STOCK (WATERS CORPORATION) | Long | Equity-common | US | $245K | 846 | 0.03 |
| WEC ENERGY GROUP INC COMMON STOCK (WEC ENERGY GROUP, INC.) | Long | Equity-common | US | $359K | 5K | 0.04 |
| WELLS FARGO & CO COMMON STOCK (WELLS FARGO & COMPANY) | Long | Equity-common | US | $3M | 49K | 0.36 |
| WELLTOWER INC REIT (WELLTOWER INC.) | Long | Equity-common | US | $885K | 8K | 0.11 |
| WEST PHARMACEUTICAL SERVICES COMMON STOCK (WEST PHARMACEUTICAL SERVICES, INC.) | Long | Equity-common | US | $339K | 1K | 0.04 |
| WESTERN DIGITAL CORP COMMON STOCK (WESTERN DIGITAL CORPORATION) | Long | Equity-common | US | $350K | 5K | 0.04 |
| WESTROCK CO COMMON STOCK (WESTROCK COMPANY) | Long | Equity-common | US | $192K | 4K | 0.02 |
| WEYERHAEUSER CO REIT (WEYERHAEUSER COMPANY) | Long | Equity-common | US | $295K | 10K | 0.04 |
| WILLIAMS COS INC COMMON STOCK (THE WILLIAMS COMPANIES, INC.) | Long | Equity-common | US | $741K | 17K | 0.09 |
| WILLIS TOWERS WATSON PLC COMMON STOCK (Willis Towers Watson Public Limited Company) | Long | Equity-common | US | $377K | 1K | 0.05 |
| WR BERKLEY CORP COMMON STOCK (W. R. BERKLEY CORPORATION) | Long | Equity-common | US | $232K | 3K | 0.03 |
| WW GRAINGER INC COMMON STOCK (W.W. GRAINGER, INC.) | Long | Equity-common | US | $564K | 625 | 0.07 |
| WYNN RESORTS LTD COMMON STOCK (WYNN RESORTS, LIMITED) | Long | Equity-common | US | $120K | 1K | 0.01 |
| XCEL ENERGY INC COMMON STOCK (Xcel Energy Inc.) | Long | Equity-common | US | $425K | 8K | 0.05 |
| XYLEM INC COMMON STOCK (XYLEM INC.) | Long | Equity-common | US | $470K | 3K | 0.06 |
| YUM! BRANDS INC COMMON STOCK (YUM! Brands, Inc.) | Long | Equity-common | US | $538K | 4K | 0.07 |
| ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK (ZEBRA TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $209K | 677 | 0.03 |
| ZIMMER BIOMET HOLDINGS INC COMMON STOCK (ZIMMER BIOMET HOLDINGS, INC.) | Long | Equity-common | US | $317K | 3K | 0.04 |
| ZOETIS INC COMMON STOCK (ZOETIS INC.) | Long | Equity-common | US | $1M | 7K | 0.14 |
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