SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT GLOBAL MANAGED VOLATILITY FUND
$2.07B
Avg Monthly Net Assets
$2.06B
Total Assets
$30.76M
Total Liabilities
$2.03B
Net Assets
SIIT GLOBAL 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 $2.07B.
On July 30th, 2024 it reported 704 holdings, the largest
being INTERNATIONAL BUSINESS MACHINES CORPORATION (1.1%), VERIZON COMMUNICATIONS INC. (1.1%) and AT&T INC. (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000160603 | SGMAX |
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 |
|---|---|---|---|---|---|---|
| 3I GROUP PLC COMMON STOCK | Long | Equity-common | GB | $3M | 77K | 0.14 |
| A2A SPA COMMON STOCK (A2A S.P.A.) | Long | Equity-common | IT | $5M | 2M | 0.26 |
| AAK AB COMMON STOCK (AAK AB (publ)) | Long | Equity-common | SE | $329K | 12K | 0.02 |
| ABB LTD-REG COMMON STOCK | Long | Equity-common | CH | $7M | 126K | 0.34 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $132K | 1K | 0.01 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $3M | 21K | 0.17 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $1M | 8K | 0.06 |
| ABC ARBITRAGE COMMON STOCK (ABC Arbitrage SA) | Long | Equity-common | FR | $49K | 11K | 0.00 |
| ACHILLES CORP COMMON STOCK (Achilles Corporation) | Long | Equity-common | JP | $24K | 2K | 0.00 |
| ACOMO NV COMMON STOCK (ACOMO N.V.) | Long | Equity-common | NL | $56K | 3K | 0.00 |
| ACS ACTIVIDADES CONS Y SERV COMMON STOCK (ACS, Actividades de Construccion y Servicios, S.A.) | Long | Equity-common | ES | $620K | 14K | 0.03 |
| AENA SME SA COMMON STOCK (Aena SME, S.A.) | Long | Equity-common | ES | $4M | 21K | 0.20 |
| AEON DELIGHT CO LTD COMMON STOCK (AEON DELIGHT CO., LTD.) | Long | Equity-common | JP | $326K | 13K | 0.02 |
| AEON KYUSHU CO LTD COMMON STOCK (AEON KYUSHU CO.,LTD.) | Long | Equity-common | JP | $12K | 700 | 0.00 |
| AFERIAN PLC COMMON STOCK | Long | Equity-common | GB | $2K | 29K | 0.00 |
| AFLAC INC COMMON STOCK (AFLAC INCORPORATED) | Long | Equity-common | US | $9M | 97K | 0.43 |
| AGC INC COMMON STOCK (AGC Inc.) | Long | Equity-common | JP | $587K | 17K | 0.03 |
| AGEAS COMMON STOCK (AGEAS SA) | Long | Equity-common | BE | $4M | 89K | 0.22 |
| AGEAS COMMON STOCK (AGEAS SA) | Long | Equity-common | BE | $365K | 7K | 0.02 |
| AHJIKAN CO LTD COMMON STOCK (AHJIKAN CO.,LTD.) | Long | Equity-common | JP | $35K | 5K | 0.00 |
| AI HOLDINGS CORP COMMON STOCK (Ai Holdings Corporation) | Long | Equity-common | JP | $80K | 5K | 0.00 |
| AICA KOGYO CO LTD COMMON STOCK (Aica Kogyo Company, Limited) | Long | Equity-common | JP | $119K | 5K | 0.01 |
| AICHI ELECTRIC CO LTD COMMON STOCK (AICHI ELECTRIC CO.,LTD.) | Long | Equity-common | JP | $25K | 1K | 0.00 |
| AISIN CORP COMMON STOCK (AISIN CORPORATION) | Long | Equity-common | JP | $1M | 39K | 0.07 |
| ALINCO INC COMMON STOCK (ALINCO INCORPORATED) | Long | Equity-common | JP | $58K | 8K | 0.00 |
| ALLIANZ SE-REG COMMON STOCK | Long | Equity-common | DE | $4M | 13K | 0.18 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $9M | 119K | 0.44 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $5M | 30K | 0.26 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $4M | 21K | 0.18 |
| ALPHABET INC-CL C COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $4M | 22K | 0.19 |
| ALTAGAS LTD COMMON STOCK (AltaGas Ltd.) | Long | Equity-common | CA | $4M | 181K | 0.20 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $9M | 200K | 0.46 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $6M | 140K | 0.32 |
| AMANO CORP COMMON STOCK | Long | Equity-common | JP | $962K | 40K | 0.05 |
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Long | Equity-common | US | $4M | 24K | 0.21 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $12M | 153K | 0.59 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $6M | 80K | 0.31 |
| AMETEK INC COMMON STOCK (AMETEK, INC.) | Long | Equity-common | US | $6M | 36K | 0.30 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $6M | 20K | 0.30 |
| AMPHENOL CORP-CL A COMMON STOCK (AMPHENOL CORPORATION) | Long | Equity-common | US | $7M | 51K | 0.33 |
| AMSC ASA COMMON STOCK | Long | Equity-common | NO | $257K | 84K | 0.01 |
| ANDRITZ AG COMMON STOCK | Long | Equity-common | AT | $4M | 61K | 0.18 |
| ANRITSU CORP COMMON STOCK (ANRITSU CORPORATION) | Long | Equity-common | JP | $2M | 279K | 0.10 |
| ANZ GROUP HOLDINGS LTD COMMON STOCK (ANZ GROUP HOLDINGS LIMITED) | Long | Equity-common | AU | $6M | 298K | 0.28 |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $9M | 48K | 0.46 |
| APTARGROUP INC COMMON STOCK (APTARGROUP, INC.) | Long | Equity-common | US | $8M | 53K | 0.38 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $6M | 101K | 0.31 |
| ARCS CO LTD COMMON STOCK (ARCS COMPANY,LIMITED) | Long | Equity-common | JP | $1M | 59K | 0.05 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $6M | 49K | 0.32 |
| ARTIENCE CO LTD COMMON STOCK (artience Co., Ltd.) | Long | Equity-common | JP | $236K | 11K | 0.01 |
| ASAHI CO LTD COMMON STOCK (ASAHI CO.,LTD.) | Long | Equity-common | JP | $257K | 28K | 0.01 |
| ASANTE INC COMMON STOCK (ASANTE INCORPORATED) | Long | Equity-common | JP | $79K | 7K | 0.00 |
| ASR NEDERLAND NV COMMON STOCK (ASR Nederland N.V.) | Long | Equity-common | NL | $4M | 88K | 0.21 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $19M | 1M | 0.95 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $11M | 622K | 0.56 |
| AUTOBACS SEVEN CO LTD COMMON STOCK (AUTOBACS SEVEN CO.,LTD.) | Long | Equity-common | JP | $819K | 84K | 0.04 |
| AUTOMATIC DATA PROCESSING COMMON STOCK (AUTOMATIC DATA PROCESSING, INC.) | Long | Equity-common | US | $5M | 19K | 0.23 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $3M | 1K | 0.16 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Long | Equity-common | US | $4M | 65K | 0.17 |
| AXFOOD AB COMMON STOCK | Long | Equity-common | SE | $197K | 7K | 0.01 |
| AXIAL RETAILING INC COMMON STOCK (Axial Retailing Inc.) | Long | Equity-common | JP | $157K | 25K | 0.01 |
| BAE SYSTEMS PLC COMMON STOCK | Long | Equity-common | GB | $4M | 246K | 0.21 |
| BAE SYSTEMS PLC COMMON STOCK | Long | Equity-common | GB | $2M | 93K | 0.08 |
| BALFOUR BEATTY PLC COMMON STOCK | Long | Equity-common | GB | $5M | 1M | 0.25 |
| BANK OF EAST ASIA LTD COMMON STOCK (The Bank of East Asia, Limited) | Long | Equity-common | HK | $22K | 17K | 0.00 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $11M | 182K | 0.53 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $10M | 167K | 0.49 |
| BANK OF NOVA SCOTIA COMMON STOCK (THE BANK OF NOVA SCOTIA) | Long | Equity-common | CA | $3M | 57K | 0.13 |
| BARRICK GOLD CORP COMMON STOCK (SOCIETE AURIFERE BARRICK) | Long | Equity-common | CA | $953K | 56K | 0.05 |
| BASELLANDS KANTONALBANK-CERT COMMON STOCK (Basellandschaftliche Kantonalbank) | Long | Equity-common | CH | $113K | 120 | 0.01 |
| BAYERISCHE MOTOREN WERKE AG COMMON STOCK (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-common | DE | $5M | 46K | 0.23 |
| Bayerische Motoren Werke AG PREFERRED STOCK (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-preferred | DE | $992K | 10K | 0.05 |
| BCE INC COMMON STOCK (BCE Inc.) | Long | Equity-common | US | $2M | 56K | 0.09 |
| BECTON DICKINSON AND CO COMMON STOCK (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $758K | 3K | 0.04 |
| BELC CO LTD COMMON STOCK | Long | Equity-common | JP | $281K | 6K | 0.01 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $8M | 19K | 0.39 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $4M | 10K | 0.20 |
| BERNER KANTONALBANK AG-REG COMMON STOCK | Long | Equity-common | CH | $568K | 2K | 0.03 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $3M | 44K | 0.13 |
| BKW AG COMMON STOCK | Long | Equity-common | CH | $1M | 7K | 0.06 |
| BLUE OWL CAPITAL CORP COMMON STOCK (BLUE OWL CAPITAL CORPORATION) | Long | Equity-common | US | $6M | 384K | 0.32 |
| BOIRON SA COMMON STOCK | Long | Equity-common | FR | $2K | 56 | 0.00 |
| BOUYGUES SA COMMON STOCK | Long | Equity-common | FR | $7M | 169K | 0.33 |
| BOX INC - CLASS A COMMON STOCK (BOX, INC.) | Long | Equity-common | US | $1M | 51K | 0.07 |
| BRIDGESTONE CORP COMMON STOCK (BRIDGESTONE CORPORATION) | Long | Equity-common | JP | $5M | 124K | 0.27 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $13M | 315K | 0.64 |
| BRITISH AMERICAN TOBACCO PLC COMMON STOCK (BRITISH AMERICAN TOBACCO P.L.C.) | Long | Equity-common | GB | $4M | 134K | 0.20 |
| BROTHER INDUSTRIES LTD COMMON STOCK (BROTHER INDUSTRIES, LTD.) | Long | Equity-common | JP | $6M | 292K | 0.28 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $7M | 66K | 0.35 |
| BUREAU VERITAS SA COMMON STOCK | Long | Equity-common | FR | $317K | 11K | 0.02 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $3M | 6K | 0.12 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $3M | 12K | 0.17 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $4M | 94K | 0.21 |
| CAN IMPERIAL BK OF COMMERCE COMMON STOCK (BANQUE CANADIENNE IMPERIALE DE COMMERCE) | Long | Equity-common | CA | $6M | 113K | 0.28 |
| CANADIAN TIRE CORP-CLASS A COMMON STOCK (CANADIAN TIRE CORPORATION, LIMITED) | Long | Equity-common | CA | $5M | 48K | 0.23 |
| CANON ELECTRONICS INC COMMON STOCK (CANON ELECTRONICS INC.) | Long | Equity-common | JP | $56K | 4K | 0.00 |
| CANON INC COMMON STOCK (CANON INC.) | Long | Equity-common | JP | $7M | 242K | 0.35 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $5M | 47K | 0.23 |
| CARLSBERG AS-B COMMON STOCK (CARLSBERG A/S) | Long | Equity-common | DK | $3M | 19K | 0.12 |
| CARREFOUR SA COMMON STOCK | Long | Equity-common | FR | $6M | 387K | 0.31 |
| CARREFOUR SA COMMON STOCK | Long | Equity-common | FR | $2M | 149K | 0.12 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $3M | 8K | 0.13 |
| CAWACHI LTD COMMON STOCK (CAWACHI LIMITED) | Long | Equity-common | JP | $637K | 34K | 0.03 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $10M | 56K | 0.48 |
| CDW CORP/DE COMMON STOCK (CDW CORPORATION) | Long | Equity-common | US | $76K | 340 | 0.00 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $4M | 19K | 0.21 |
| CENTENE CORP COMMON STOCK (CENTENE CORPORATION) | Long | Equity-common | US | $6M | 78K | 0.27 |
| CENTRAL JAPAN RAILWAY CO COMMON STOCK (Central Japan Railway Company) | Long | Equity-common | JP | $1M | 62K | 0.07 |
| CENTRICA PLC COMMON STOCK | Long | Equity-common | GB | $6M | 3M | 0.28 |
| CHECK POINT SOFTWARE TECH COMMON STOCK (CHECK POINT SOFTWARE TECHNOLOGIES LTD.) | Long | Equity-common | US | $8M | 53K | 0.39 |
| CHECK POINT SOFTWARE TECH COMMON STOCK (CHECK POINT SOFTWARE TECHNOLOGIES LTD.) | Long | Equity-common | US | $6M | 38K | 0.28 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $6M | 11K | 0.30 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $10M | 59K | 0.47 |
| CHINNEY INVESTMENT COMMON STOCK (CHINNEY INVESTMENTS, LIMITED) | Long | Equity-common | HK | $9K | 88K | 0.00 |
| CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK (Chocoladefabriken Lindt & Spruengli AG) | Long | Equity-common | CH | $1M | 128 | 0.07 |
| CHUBU ELECTRIC POWER CO INC COMMON STOCK (Chubu Electric Power Company, Incorporated) | Long | Equity-common | JP | $8M | 543K | 0.37 |
| CHUBU SHIRYO CO LTD COMMON STOCK (CHUBUSHIRYO CO., LTD.) | Long | Equity-common | JP | $32K | 3K | 0.00 |
| CHUDENKO CORP COMMON STOCK | Long | Equity-common | JP | $48K | 2K | 0.00 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $9M | 85K | 0.45 |
| CI TAKIRON CORP COMMON STOCK (C.I. TAKIRON Corporation) | Long | Equity-common | JP | $168K | 36K | 0.01 |
| CIA DE DISTRIBUCION INTEGRAL COMMON STOCK (LOGISTA INTEGRAL SA) | Long | Equity-common | ES | $5M | 160K | 0.23 |
| CIA DE DISTRIBUCION INTEGRAL COMMON STOCK (LOGISTA INTEGRAL SA) | Long | Equity-common | ES | $3M | 113K | 0.16 |
| CINTAS CORP COMMON STOCK (CINTAS CORPORATION) | Long | Equity-common | US | $8M | 12K | 0.40 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $1M | 9K | 0.05 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $18M | 394K | 0.90 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $8M | 165K | 0.38 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $3M | 66K | 0.15 |
| CITIC TELECOM INTERNATIONAL COMMON STOCK (CITIC Telecom International Holdings Limited) | Long | Equity-common | HK | $160K | 487K | 0.01 |
| CITIZEN WATCH CO LTD COMMON STOCK (Citizen Watch Co., Ltd.) | Long | Equity-common | JP | $3M | 408K | 0.13 |
| CK ASSET HOLDINGS LTD COMMON STOCK (CK ASSET HOLDINGS LIMITED) | Long | Equity-common | HK | $1M | 366K | 0.07 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK (CK HUTCHISON HOLDINGS LIMITED) | Long | Equity-common | HK | $8M | 2M | 0.38 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK (CK HUTCHISON HOLDINGS LIMITED) | Long | Equity-common | HK | $2M | 450K | 0.11 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $6M | 43K | 0.28 |
| CME GROUP INC COMMON STOCK (CME GROUP INC.) | Long | Equity-common | US | $2M | 10K | 0.10 |
| COCA-COLA CO/THE COMMON STOCK (THE COCA-COLA COMPANY) | Long | Equity-common | US | $7M | 114K | 0.35 |
| COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | Long | Equity-common | US | $2M | 29K | 0.10 |
| COCA-COLA HBC AG-DI COMMON STOCK | Long | Equity-common | GB | $883K | 26K | 0.04 |
| COGECO COMMUNICATIONS INC COMMON STOCK (COGECO COMMUNICATIONS INC.) | Long | Equity-common | CA | $2M | 58K | 0.11 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $3M | 50K | 0.16 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $9M | 100K | 0.46 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $552K | 6K | 0.03 |
| COLOPL INC COMMON STOCK | Long | Equity-common | JP | $35K | 10K | 0.00 |
| COLRUYT GROUP N.V COMMON STOCK (Colruyt Group NV) | Long | Equity-common | BE | $3M | 56K | 0.14 |
| COLRUYT GROUP N.V COMMON STOCK (Colruyt Group NV) | Long | Equity-common | BE | $211K | 4K | 0.01 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $17M | 413K | 0.81 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Long | Equity-common | US | $8M | 206K | 0.41 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $9M | 87K | 0.46 |
| COMPAGNIE FINANCIERE TRAD-BR COMMON STOCK (Compagnie Financiere Tradition SA) | Long | Equity-common | CH | $33K | 209 | 0.00 |
| COMPUTER ENGINEER & CONSULT COMMON STOCK (COMPUTER ENGINEERING & CONSULTING LTD.) | Long | Equity-common | JP | $117K | 11K | 0.01 |
| COMPUTERSHARE LTD COMMON STOCK (COMPUTERSHARE LIMITED) | Long | Equity-common | AU | $816K | 46K | 0.04 |
| COMSYS HOLDINGS CORP COMMON STOCK (COMSYS Holdings Corporation) | Long | Equity-common | JP | $520K | 26K | 0.03 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $5M | 178K | 0.26 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $4M | 130K | 0.19 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $4M | 38K | 0.18 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $10M | 12K | 0.48 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $2M | 3K | 0.10 |
| CRANSWICK PLC COMMON STOCK | Long | Equity-common | GB | $155K | 3K | 0.01 |
| CREATE MEDIC CO LTD COMMON STOCK (CREATE MEDIC CO.,LTD.) | Long | Equity-common | JP | $18K | 3K | 0.00 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 46K | 0.10 |
| CUMMINS INC COMMON STOCK (CUMMINS INC.) | Long | Equity-common | US | $3M | 10K | 0.14 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $11M | 190K | 0.56 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $7M | 118K | 0.35 |
| DAH SING BANKING GROUP LTD COMMON STOCK (DAH SING BANKING GROUP LIMITED) | Long | Equity-common | HK | $48K | 56K | 0.00 |
| DAI NIPPON TORYO CO LTD COMMON STOCK (Dai Nippon Toryo Company,Limited) | Long | Equity-common | JP | $34K | 4K | 0.00 |
| DAISUE CONSTRUCTION CO LTD COMMON STOCK (DAISUE CONSTRUCTION CO., LTD.) | Long | Equity-common | JP | $39K | 3K | 0.00 |
| DAITO TRUST CONSTRUCT CO LTD COMMON STOCK (DAITO TRUST CONSTRUCTION CO.,LTD.) | Long | Equity-common | JP | $95K | 900 | 0.00 |
| DANONE COMMON STOCK (DANONE SA) | Long | Equity-common | FR | $2M | 25K | 0.08 |
| DANSKE BANK A/S COMMON STOCK | Long | Equity-common | DK | $7M | 218K | 0.33 |
| DANSKE BANK A/S COMMON STOCK | Long | Equity-common | DK | $3M | 111K | 0.17 |
| DASSAULT SYSTEMES SE COMMON STOCK | Long | Equity-common | FR | $610K | 15K | 0.03 |
| DBS GROUP HOLDINGS LTD COMMON STOCK | Long | Equity-common | SG | $4M | 142K | 0.19 |
| DELL TECHNOLOGIES -C COMMON STOCK (DELL TECHNOLOGIES INC.) | Long | Equity-common | US | $11M | 81K | 0.55 |
| DEUTSCHE TELEKOM AG-REG COMMON STOCK | Long | Equity-common | DE | $5M | 187K | 0.22 |
| DNB BANK ASA COMMON STOCK | Long | Equity-common | NO | $3M | 166K | 0.16 |
| DOLBY LABORATORIES INC-CL A COMMON STOCK (DOLBY LABORATORIES, INC.) | Long | Equity-common | US | $3M | 42K | 0.17 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Long | Equity-common | US | $2M | 5K | 0.11 |
| DOSHISHA CO LTD COMMON STOCK | Long | Equity-common | JP | $87K | 6K | 0.00 |
| DROPBOX INC-CLASS A COMMON STOCK (DROPBOX, INC.) | Long | Equity-common | US | $96K | 4K | 0.00 |
| DT MIDSTREAM INC COMMON STOCK (DT MIDSTREAM, INC.) | Long | Equity-common | US | $2M | 29K | 0.10 |
| EARTH CORP COMMON STOCK (Earth Corporation) | Long | Equity-common | JP | $483K | 16K | 0.02 |
| EBARA FOODS INDUSTRY INC COMMON STOCK | Long | Equity-common | JP | $29K | 2K | 0.00 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $2M | 41K | 0.11 |
| EBAY INC COMMON STOCK (EBAY INC.) | Long | Equity-common | US | $2M | 37K | 0.10 |
| EBRO FOODS SA COMMON STOCK (Ebro Foods, S.A) | Long | Equity-common | ES | $614K | 35K | 0.03 |
| ECO'S CO LTD COMMON STOCK (Eco's Co.,Ltd.) | Long | Equity-common | JP | $10K | 700 | 0.00 |
| ECOLAB INC COMMON STOCK (ECOLAB INC.) | Long | Equity-common | US | $8M | 34K | 0.39 |
| EDISON SPA-RSP COMMON STOCK (EDISON S.P.A.) | Long | Equity-common | IT | $45K | 27K | 0.00 |
| EIFFAGE COMMON STOCK (EIFFAGE SA) | Long | Equity-common | FR | $2M | 22K | 0.12 |
| EIKEN CHEMICAL CO LTD COMMON STOCK (EIKEN CHEMICAL CO.,LTD.) | Long | Equity-common | JP | $68K | 5K | 0.00 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $8M | 61K | 0.40 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $7M | 55K | 0.36 |
| ELISA OYJ COMMON STOCK | Long | Equity-common | FI | $2M | 52K | 0.12 |
| EMMI AG-REG COMMON STOCK | Long | Equity-common | CH | $473K | 474 | 0.02 |
| EMPIRE CO LTD 'A' COMMON STOCK (EMPIRE COMPANY LIMITED) | Long | Equity-common | CA | $4M | 164K | 0.19 |
| ENBRIDGE INC COMMON STOCK (Enbridge Inc.) | Long | Equity-common | US | $3M | 68K | 0.12 |
| ENEOS Holdings, Inc. COMMON STOCK | Long | Equity-common | JP | $6M | 1M | 0.28 |
| ENGIE COMMON STOCK (ENGIE SA) | Long | Equity-common | FR | $920K | 55K | 0.05 |
| ENI SPA COMMON STOCK (ENI S.P.A.) | Long | Equity-common | IT | $14M | 892K | 0.69 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $5M | 45K | 0.25 |
| ESSITY AKTIEBOLAG-B COMMON STOCK (Essity Aktiebolag (publ)) | Long | Equity-common | SE | $3M | 105K | 0.13 |
| ESTELLE HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $25K | 6K | 0.00 |
| EURO STOXX 50 JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | DE | $1M | – | 0.06 | |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $6M | 15K | 0.29 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $3M | 7K | 0.13 |
| EVERGY INC COMMON STOCK (Evergy, Inc.) | Long | Equity-common | US | $3M | 61K | 0.16 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $3M | 153K | 0.16 |
| EXEO GROUP INC COMMON STOCK (EXEO Group, Inc.) | Long | Equity-common | JP | $131K | 13K | 0.01 |
| EXOR NV COMMON STOCK (EXOR N.V.) | Long | Equity-common | NL | $2M | 15K | 0.08 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $13M | 112K | 0.64 |
| EZAKI GLICO CO LTD COMMON STOCK (Ezaki Glico Co., Ltd.) | Long | Equity-common | JP | $1M | 52K | 0.07 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $7M | 40K | 0.33 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $6M | 38K | 0.32 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $2M | 2K | 0.10 |
| FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Equity-common | CA | $8M | 7K | 0.40 |
| FEDEX CORP COMMON STOCK (FEDEX CORPORATION) | Long | Equity-common | US | $1M | 6K | 0.07 |
| FEED ONE CO LTD COMMON STOCK (FEED ONE CO.,LTD.) | Long | Equity-common | JP | $26K | 5K | 0.00 |
| FERRETTI SPA COMMON STOCK (FERRETTI S.P.A.) | Long | Equity-common | HK | $63K | 19K | 0.00 |
| FIBI HOLDINGS COMMON STOCK (FIBI HOLDINGS LTD) | Long | Equity-common | IL | $387K | 9K | 0.02 |
| FIRST INTL BANK ISRAEL COMMON STOCK (FIRST INTERNATIONAL BANK OF ISRAEL LTD.) | Long | Equity-common | IL | $2M | 46K | 0.09 |
| FJ NEXT HOLDINGS CO LTD COMMON STOCK (FJ NEXT HOLDINGS CO., LTD.) | Long | Equity-common | JP | $90K | 11K | 0.00 |
| FOCUS SYSTEMS CORP COMMON STOCK (Focus Systems Corporation) | Long | Equity-common | JP | $28K | 4K | 0.00 |
| FORD MOTOR CO COMMON STOCK (FORD MOTOR COMPANY) | Long | Equity-common | US | $3M | 234K | 0.14 |
| FORTESCUE LTD COMMON STOCK | Long | Equity-common | AU | $1M | 87K | 0.07 |
| FOUNTAIN SET HLDGS COMMON STOCK (Fountain Set (Holdings) Limited) | Long | Equity-common | HK | $15K | 174K | 0.00 |
| FOUNTAINE PAJOT SA COMMON STOCK | Long | Equity-common | FR | $51K | 344 | 0.00 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $5M | 154K | 0.26 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $3M | 98K | 0.15 |
| FRANCE BED HOLDINGS CO LTD COMMON STOCK (FRANCE BED HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $29K | 4K | 0.00 |
| FTGROUP CO LTD COMMON STOCK (FTGroup CO.,LTD.) | Long | Equity-common | JP | $29K | 4K | 0.00 |
| FTSE 100 IDX FUT JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | GB | $633K | – | 0.03 | |
| FUJICCO CO LTD COMMON STOCK (FUJICCO CO., LTD.) | Long | Equity-common | JP | $130K | 11K | 0.01 |
| FUJIYA CO LTD COMMON STOCK (Fujiya Co.,Ltd.) | Long | Equity-common | JP | $33K | 2K | 0.00 |
| FUMAKILLA LTD COMMON STOCK (FUMAKILLA LIMITED) | Long | Equity-common | JP | $26K | 3K | 0.00 |
| FX Forward Contract: AUD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $208.76 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $153.11 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $25.93 | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | AU | $-87.51 | – | -0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $878.8 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $427.66 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CA | $8.65 | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $766.13 | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $162.59 | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | CH | $2.36 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $346.56 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $160.11 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $138.12 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $24.2 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $19.03 | – | 0.00 | |
| FX Forward Contract: DKK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | DK | $-2.82 | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $848.38 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $677.5 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $140.9 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $67 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | XX | $-37.9 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $129.92 | – | 0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-60.68 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-234.34 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-395.11 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | GB | $-566.18 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $-12.5 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $-54.61 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $-113.23 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $-155.21 | – | -0.00 | |
| FX Forward Contract: HKD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | HK | $-164.23 | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $762.51 | – | 0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | JP | $-4K | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $936.12 | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $710.32 | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $396.42 | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NO | $-57.51 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $62.45 | – | 0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $52.85 | – | 0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $25.18 | – | 0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $11.77 | – | 0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $5.91 | – | 0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | NZ | $-19.41 | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $384.68 | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SE | $317.43 | – | 0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $10.48 | – | 0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $-2.25 | – | -0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $-133.35 | – | -0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | SG | $-241.08 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-26.47 | – | -0.00 | |
| FX Forward Contract: USD/AUD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-51.05 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-59.37 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-82.25 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-80K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-62.94 | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-491K | – | -0.02 | |
| FX Forward Contract: USD/DKK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-03 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-135.86 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-03 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-694.19 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-217K | – | -0.01 | |
| FX Forward Contract: USD/GBP SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-48.91 | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-59K | – | -0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-06-03 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $91.5 | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $39K | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $32.96 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-06-03 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $62.2 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $493K | – | 0.02 | |
| FX Forward Contract: USD/JPY SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $309.08 | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $253.34 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-92.53 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-200.46 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-171K | – | -0.01 | |
| FX Forward Contract: USD/NZD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-411.14 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-484.86 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-241K | – | -0.01 | |
| FX Forward Contract: USD/SGD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $4.85 | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-06-24 (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $0.3 | – | 0.00 | |
| GAKKEN HOLDINGS CO LTD COMMON STOCK (GAKKEN HOLDINGS CO., LTD.) | Long | Equity-common | JP | $245K | 39K | 0.01 |
| GAKKYUSHA CO LTD COMMON STOCK | Long | Equity-common | JP | $81K | 6K | 0.00 |
| GEN DIGITAL INC COMMON STOCK (GEN DIGITAL INC.) | Long | Equity-common | US | $5M | 221K | 0.27 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $4M | 12K | 0.18 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $6M | 88K | 0.30 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $5M | 68K | 0.23 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $4M | 61K | 0.21 |
| GENERAL MOTORS CO COMMON STOCK (GENERAL MOTORS COMPANY) | Long | Equity-common | US | $3M | 68K | 0.15 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $10M | 154K | 0.49 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $8M | 123K | 0.39 |
| GIVAUDAN-REG COMMON STOCK (Givaudan SA) | Long | Equity-common | CH | $5M | 1K | 0.24 |
| GOLUB CAPITAL BDC INC COMMON STOCK (GOLUB CAPITAL BDC, INC.) | Long | Equity-common | US | $2M | 93K | 0.08 |
| GRACO INC COMMON STOCK | Long | Equity-common | US | $5M | 58K | 0.23 |
| GRAND CANYON EDUCATION INC COMMON STOCK (GRAND CANYON EDUCATION, INC.) | Long | Equity-common | US | $2M | 12K | 0.08 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK (GRAPHIC PACKAGING HOLDING COMPANY) | Long | Equity-common | US | $4M | 155K | 0.22 |
| GRAUBUENDNER KANTONALBANK-PC COMMON STOCK | Long | Equity-common | CH | $121K | 61 | 0.01 |
| GREAT-WEST LIFECO INC COMMON STOCK (GREAT-WEST LIFECO INC.) | Long | Equity-common | CA | $5M | 172K | 0.25 |
| GSK PLC COMMON STOCK | Long | Equity-common | GB | $11M | 482K | 0.53 |
| GSK PLC COMMON STOCK | Long | Equity-common | GB | $5M | 202K | 0.22 |
| GSK PLC COMMON STOCK | Long | Equity-common | GB | $117K | 5K | 0.01 |
| H.U. GROUP HOLDINGS INC COMMON STOCK (H.U. Group Holdings, Inc.) | Long | Equity-common | JP | $166K | 10K | 0.01 |
| HALEON PLC COMMON STOCK | Long | Equity-common | GB | $2M | 451K | 0.09 |
| HANG LUNG PROPERTIES LTD COMMON STOCK (HANG LUNG PROPERTIES LIMITED) | Long | Equity-common | HK | $343K | 377K | 0.02 |
| HANG SENG IDX FUT JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | HK | $345K | – | 0.02 | |
| HARTFORD FINANCIAL SVCS GRP COMMON STOCK (THE HARTFORD FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $13M | 127K | 0.65 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $64K | 2K | 0.00 |
| HEIDELBERG MATERIALS AG COMMON STOCK | Long | Equity-common | DE | $362K | 3K | 0.02 |
| HEIWADO CO LTD COMMON STOCK (HEIWADO CO.,LTD.) | Long | Equity-common | JP | $1M | 80K | 0.06 |
| Henkel AG & Co KGaA PREFERRED STOCK (Henkel AG & Co. KGaA) | Long | Equity-preferred | DE | $8M | 87K | 0.38 |
| Henkel AG & Co KGaA PREFERRED STOCK (Henkel AG & Co. KGaA) | Long | Equity-preferred | DE | $5M | 51K | 0.23 |
| HERSHEY CO/THE COMMON STOCK (THE HERSHEY COMPANY) | Long | Equity-common | US | $1M | 7K | 0.06 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Equity-common | US | $6M | 349K | 0.30 |
| HITACHI LTD COMMON STOCK (Hitachi, Ltd.) | Long | Equity-common | JP | $54K | 525 | 0.00 |
| HK ELECTRIC INVESTMENTS -SS UNIT (HK ELECTRIC INVESTMENTS LIMITED) | Long | Equity-common | HK | $743K | 1M | 0.04 |
| HKT TRUST AND HKT LTD-SS UNIT (HKT Trust and HKT Limited) | Long | Equity-common | HK | $6M | 5M | 0.31 |
| HOGY MEDICAL CO LTD COMMON STOCK (HOGY MEDICAL CO.,LTD.) | Long | Equity-common | JP | $209K | 8K | 0.01 |
| HOKKAIDO COCA-COLA BOTTLING COMMON STOCK (HOKKAIDO COCA-COLA BOTTLING CO.,LTD.) | Long | Equity-common | JP | $61K | 4K | 0.00 |
| HOKKAN HOLDINGS LTD COMMON STOCK (HOKKAN HOLDINGS LIMITED) | Long | Equity-common | JP | $61K | 6K | 0.00 |
| HOKUTO CORP COMMON STOCK (HOKUTO CORPORATION) | Long | Equity-common | JP | $286K | 25K | 0.01 |
| HOLCIM LTD COMMON STOCK (Holcim AG) | Long | Equity-common | CH | $751K | 9K | 0.04 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $1M | 20K | 0.07 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $639K | 9K | 0.03 |
| HONDA MOTOR CO LTD COMMON STOCK (HONDA MOTOR CO., LTD.) | Long | Equity-common | JP | $8M | 699K | 0.39 |
| HOUSE FOODS GROUP INC COMMON STOCK (HOUSE FOODS GROUP INC.) | Long | Equity-common | JP | $1M | 75K | 0.07 |
| HP INC COMMON STOCK (HP INC.) | Long | Equity-common | US | $6M | 176K | 0.32 |
| HSBC HOLDINGS PLC COMMON STOCK | Long | Equity-common | GB | $8M | 895K | 0.39 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $4M | 14K | 0.18 |
| IBERDROLA SA COMMON STOCK (Iberdrola, S.A.) | Long | Equity-common | ES | $5M | 353K | 0.23 |
| IMPERIAL BRANDS PLC COMMON STOCK | Long | Equity-common | GB | $9M | 380K | 0.46 |
| IMPERIAL BRANDS PLC COMMON STOCK | Long | Equity-common | GB | $1M | 45K | 0.05 |
| INABA SEISAKUSHO CO LTD COMMON STOCK | Long | Equity-common | JP | $238K | 19K | 0.01 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $5M | 83K | 0.24 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $4M | 76K | 0.22 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $4M | 74K | 0.21 |
| INDUSTRIVARDEN AB-C SHS COMMON STOCK (Aktiebolaget Industrivarden) | Long | Equity-common | SE | $2M | 50K | 0.09 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $5M | 39K | 0.22 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 21K | 0.12 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $22M | 132K | 1.08 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $7M | 43K | 0.36 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $3M | 21K | 0.17 |
| INVESTIS HOLDING SA COMMON STOCK | Long | Equity-common | CH | $87K | 813 | 0.00 |
| ISRACARD LTD COMMON STOCK (Isracard Ltd.) | Long | Equity-common | IL | $2.17 | 0.63 | 0.00 |
| ITALGAS SPA COMMON STOCK (ITALGAS S.P.A.) | Long | Equity-common | IT | $174K | 33K | 0.01 |
| ITOCHU CORP COMMON STOCK (ITOCHU Corporation) | Long | Equity-common | JP | $3M | 63K | 0.15 |
| ITOCHU ENEX CO LTD COMMON STOCK (ITOCHU ENEX CO., LTD.) | Long | Equity-common | JP | $177K | 18K | 0.01 |
| ITOCHU-SHOKUHIN CO LTD COMMON STOCK | Long | Equity-common | JP | $43K | 953 | 0.00 |
| ITOHAM YONEKYU HOLDINGS INC COMMON STOCK (ITOHAM YONEKYU HOLDINGS INC.) | Long | Equity-common | JP | $162K | 6K | 0.01 |
| ITURAN LOCATION AND CONTROL COMMON STOCK (ITURAN LOCATION AND CONTROL LTD.) | Long | Equity-common | US | $141K | 5K | 0.01 |
| J-OIL MILLS INC COMMON STOCK (J-OIL MILLS, INC.) | Long | Equity-common | JP | $318K | 26K | 0.02 |
| JAPAN TOBACCO INC COMMON STOCK (JAPAN TOBACCO INC.) | Long | Equity-common | JP | $10M | 343K | 0.48 |
| JAPAN TOBACCO INC COMMON STOCK (JAPAN TOBACCO INC.) | Long | Equity-common | JP | $10M | 340K | 0.48 |
| JARDINE CYCLE & CARRIAGE LTD COMMON STOCK (JARDINE CYCLE & CARRIAGE LIMITED) | Long | Equity-common | SG | $3M | 149K | 0.14 |
| JARDINE CYCLE & CARRIAGE LTD COMMON STOCK (JARDINE CYCLE & CARRIAGE LIMITED) | Long | Equity-common | SG | $3M | 140K | 0.13 |
| JARDINE MATHESON HLDGS LTD COMMON STOCK (JARDINE MATHESON HOLDINGS LIMITED) | Long | Equity-common | SG | $2M | 41K | 0.07 |
| JERONIMO MARTINS COMMON STOCK (Jeronimo Martins, SGPS, S.A.) | Long | Equity-common | PT | $4M | 185K | 0.20 |
| JFE HOLDINGS INC COMMON STOCK (JFE Holdings, Inc.) | Long | Equity-common | JP | $3M | 179K | 0.13 |
| JM HOLDINGS CO LTD COMMON STOCK (JM HOLDINGS CO., LTD.) | Long | Equity-common | JP | $82K | 4K | 0.00 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $11M | 78K | 0.56 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $9M | 64K | 0.46 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $6M | 43K | 0.31 |
| JSP CORP COMMON STOCK (JSP Corporation) | Long | Equity-common | JP | $423K | 31K | 0.02 |
| K'S HOLDINGS CORP COMMON STOCK (K'S HOLDINGS CORPORATION) | Long | Equity-common | JP | $4M | 405K | 0.18 |
| KAGOME CO LTD COMMON STOCK (KAGOME CO., LTD.) | Long | Equity-common | JP | $125K | 6K | 0.01 |
| KAKEN PHARMACEUTICAL CO LTD COMMON STOCK (KAKEN PHARMACEUTICAL CO.,LTD.) | Long | Equity-common | JP | $896K | 39K | 0.04 |
| KAKIYASU HONTEN CO LTD COMMON STOCK (Kakiyasu Honten Co., Ltd.) | Long | Equity-common | JP | $169K | 10K | 0.01 |
| KAMEDA SEIKA CO LTD COMMON STOCK (KAMEDA SEIKA CO.,LTD.) | Long | Equity-common | JP | $46K | 2K | 0.00 |
| KANSAI ELECTRIC POWER CO INC COMMON STOCK (The Kansai Electric Power Company, Incorporated) | Long | Equity-common | JP | $2M | 122K | 0.11 |
| KATO SANGYO CO LTD COMMON STOCK (KATO SANGYO CO., LTD.) | Long | Equity-common | JP | $336K | 13K | 0.02 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $7M | 109K | 0.32 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $1M | 19K | 0.06 |
| KENKO MAYONNAISE CO LTD COMMON STOCK (KENKO Mayonnaise Co.,Ltd.) | Long | Equity-common | JP | $40K | 3K | 0.00 |
| KEWPIE CORP COMMON STOCK (Kewpie Corporation) | Long | Equity-common | JP | $1M | 66K | 0.06 |
| KEY COFFEE INC COMMON STOCK | Long | Equity-common | JP | $83K | 6K | 0.00 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $12M | 88K | 0.58 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $7M | 55K | 0.36 |
| KINDER MORGAN INC COMMON STOCK (KINDER MORGAN, INC.) | Long | Equity-common | US | $4M | 218K | 0.21 |
| KINGFISHER PLC COMMON STOCK | Long | Equity-common | GB | $4M | 1M | 0.20 |
| KITANO CONSTRUCTION CORP COMMON STOCK (KITANO CONSTRUCTION CORP.) | Long | Equity-common | JP | $30K | 1K | 0.00 |
| KOBE ELECTRIC RAILWAY CO LTD COMMON STOCK (Kobe Electric Railway Co.,Ltd.) | Long | Equity-common | JP | $27K | 2K | 0.00 |
| KOMERI CO LTD COMMON STOCK (KOMERI CO.,LTD.) | Long | Equity-common | JP | $616K | 26K | 0.03 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $11M | 353K | 0.54 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $10M | 338K | 0.52 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $6M | 199K | 0.30 |
| KONINKLIJKE KPN NV COMMON STOCK (Koninklijke KPN N.V.) | Long | Equity-common | NL | $3M | 789K | 0.15 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $8M | 235K | 0.41 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $5M | 139K | 0.24 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $16M | 310K | 0.80 |
| KURIYAMA HOLDINGS CORP COMMON STOCK (KURIYAMA HOLDINGS CORPORATION) | Long | Equity-common | JP | $71K | 9K | 0.00 |
| KYORIN PHARMACEUTICAL CO LTD COMMON STOCK (KYORIN Pharmaceutical Co., Ltd.) | Long | Equity-common | JP | $263K | 24K | 0.01 |
| LAC CO LTD COMMON STOCK (LAC Co.,Ltd.) | Long | Equity-common | JP | $32K | 7K | 0.00 |
| LEGRAND SA COMMON STOCK | Long | Equity-common | FR | $1M | 12K | 0.06 |
| LEIDOS HOLDINGS INC COMMON STOCK (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 16K | 0.12 |
| LEIDOS HOLDINGS INC COMMON STOCK (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 9K | 0.06 |
| LEONARDO SPA COMMON STOCK (LEONARDO - SOCIETA PER AZIONI) | Long | Equity-common | IT | $1M | 42K | 0.05 |
| LION CORP COMMON STOCK (Lion Corporation) | Long | Equity-common | JP | $1M | 156K | 0.06 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $9M | 78K | 0.45 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $4M | 39K | 0.22 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $859K | 7K | 0.04 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $10M | 21K | 0.48 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $10M | 21K | 0.48 |
| LOEWS CORP COMMON STOCK (LOEWS CORPORATION) | Long | Equity-common | US | $7M | 90K | 0.34 |
| MAEZAWA KASEI INDUSTRIES CO COMMON STOCK (MAEZAWA KASEI INDUSTRIES CO.,LTD.) | Long | Equity-common | JP | $28K | 2K | 0.00 |
| MANDOM CORP COMMON STOCK (MANDOM CORPORATION) | Long | Equity-common | JP | $73K | 10K | 0.00 |
| MANULIFE FINANCIAL CORP COMMON STOCK (MANULIFE FINANCIAL CORPORATION) | Long | Equity-common | CA | $5M | 198K | 0.25 |
| MARSH & MCLENNAN COS COMMON STOCK (MARSH & MCLENNAN COMPANIES, INC.) | Long | Equity-common | US | $9M | 43K | 0.43 |
| MARUZEN CO LTD COMMON STOCK (MARUZEN CO.,LTD.) | Long | Equity-common | JP | $20K | 1K | 0.00 |
| MARVELOUS INC COMMON STOCK | Long | Equity-common | JP | $53K | 14K | 0.00 |
| MASTERCARD INC - A COMMON STOCK (MASTERCARD INCORPORATED.) | Long | Equity-common | US | $3M | 8K | 0.17 |
| MCDONALD'S CORP COMMON STOCK (MCDONALD'S CORPORATION) | Long | Equity-common | US | $541K | 2K | 0.03 |
| MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK (McDonald's Holdings Company (Japan), Ltd.) | Long | Equity-common | JP | $820K | 20K | 0.04 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $10M | 17K | 0.48 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $6M | 10K | 0.28 |
| MEDTRONIC PLC COMMON STOCK (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 43K | 0.17 |
| MEGMILK SNOW BRAND CO LTD COMMON STOCK (MEGMILK SNOW BRAND Co.,Ltd.) | Long | Equity-common | JP | $1M | 64K | 0.05 |
| MEIJI HOLDINGS CO LTD COMMON STOCK (Meiji Holdings Co.,Ltd.) | Long | Equity-common | JP | $2M | 92K | 0.10 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $14M | 110K | 0.68 |
| METRO INC/CN COMMON STOCK (METRO INC.) | Long | Equity-common | CA | $2M | 30K | 0.08 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $9M | 22K | 0.46 |
| MINISTOP CO LTD COMMON STOCK | Long | Equity-common | JP | $42K | 4K | 0.00 |
| MIQUEL Y COSTAS COMMON STOCK (Miquel y Costas & Miquel, S.A.) | Long | Equity-common | ES | $42K | 3K | 0.00 |
| MIROKU JYOHO SERVICE CO LTD COMMON STOCK (MIROKU JYOHO SERVICE CO.,LTD.) | Long | Equity-common | JP | $106K | 9K | 0.01 |
| MITSUBISHI CHEMICAL GROUP CO COMMON STOCK (Mitsubishi Chemical Group Corporation) | Long | Equity-common | JP | $2M | 295K | 0.08 |
| MITSUBISHI SHOKUHIN CO LTD COMMON STOCK (Mitsubishi Shokuhin Co., Ltd.) | Long | Equity-common | JP | $246K | 7K | 0.01 |
| MITSUI DM SUGAR HOLDINGS CO COMMON STOCK (Mitsui DM Sugar Holdings Co., Ltd.) | Long | Equity-common | JP | $215K | 11K | 0.01 |
| MIYOSHI OIL & FAT CO LTD COMMON STOCK (Miyoshi Oil & Fat Co., Ltd.) | Long | Equity-common | JP | $99K | 12K | 0.00 |
| MIZUHO FINANCIAL GROUP INC COMMON STOCK (Mizuho Financial Group, Inc.) | Long | Equity-common | JP | $12M | 587K | 0.59 |
| MOCHIDA PHARMACEUTICAL CO COMMON STOCK (Mochida Pharmaceutical Co., Ltd.) | Long | Equity-common | JP | $139K | 7K | 0.01 |
| MOLINA HEALTHCARE INC COMMON STOCK (MOLINA HEALTHCARE, INC.) | Long | Equity-common | US | $2M | 6K | 0.10 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $11M | 196K | 0.53 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $5M | 87K | 0.23 |
| MONDELEZ INTERNATIONAL INC-A COMMON STOCK (Mondelez International, Inc.) | Long | Equity-common | US | $5M | 74K | 0.25 |
| MORINAGA & CO LTD COMMON STOCK (Morinaga & Co., Ltd.) | Long | Equity-common | JP | $653K | 41K | 0.03 |
| MOROZOFF LTD COMMON STOCK (Morozoff Limited) | Long | Equity-common | JP | $100K | 4K | 0.00 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $9M | 24K | 0.42 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $5M | 11K | 0.23 |
| NAGASE BROTHERS INC COMMON STOCK (Nagase Brothers Inc.) | Long | Equity-common | JP | $23K | 2K | 0.00 |
| NAGATANIEN HOLDINGS CO LTD COMMON STOCK (NAGATANIEN HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $190K | 13K | 0.01 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $6M | 98K | 0.28 |
| NESTLE SA-REG COMMON STOCK (Nestle S.A.) | Long | Equity-common | CH | $7M | 62K | 0.33 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $9M | 73K | 0.43 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $1000K | 7K | 0.05 |
| NEW MOUNTAIN FINANCE CORP COMMON STOCK (NEW MOUNTAIN FINANCE CORPORATION) | Long | Equity-common | US | $5K | 392 | 0.00 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $9M | 16K | 0.43 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $1M | 2K | 0.06 |
| NH FOODS LTD COMMON STOCK (NH Foods Ltd.) | Long | Equity-common | JP | $980K | 32K | 0.05 |
| NICE LTD COMMON STOCK | Long | Equity-common | IL | $2M | 8K | 0.08 |
| NIHON CHOUZAI CO LTD COMMON STOCK (NIHON CHOUZAI Co.,Ltd.) | Long | Equity-common | JP | $153K | 17K | 0.01 |
| NIHON DENKEI CO LTD COMMON STOCK (NIHON DENKEI CO.,LTD.) | Long | Equity-common | JP | $33K | 3K | 0.00 |
| NIKKO CO LTD COMMON STOCK (NIKKO CO., LTD.) | Long | Equity-common | JP | $35K | 8K | 0.00 |
| NIPPN CORP COMMON STOCK (NIPPN CORPORATION) | Long | Equity-common | JP | $1M | 90K | 0.06 |
| NIPPON AIR CONDITIONING SERV COMMON STOCK (Nippon Air Conditioning Services Co.,Ltd.) | Long | Equity-common | JP | $34K | 5K | 0.00 |
| NIPPON BEET SUGAR MFG CO LTD COMMON STOCK (Nippon Beet Sugar Manufacturing Co., Ltd.) | Long | Equity-common | JP | $24K | 2K | 0.00 |
| NIPPON CARBON CO LTD COMMON STOCK (Nippon Carbon Co., Ltd.) | Long | Equity-common | JP | $459K | 13K | 0.02 |
| NIPPON CERAMIC CO LTD COMMON STOCK (NIPPON CERAMIC CO., LTD.) | Long | Equity-common | JP | $199K | 12K | 0.01 |
| NIPPON SEISEN CO LTD COMMON STOCK (Nippon Seisen Co.,Ltd.) | Long | Equity-common | JP | $17K | 2K | 0.00 |
| NIPPON TELEGRAPH & TELEPHONE COMMON STOCK (NIPPON TELEGRAPH AND TELEPHONE CORPORATION) | Long | Equity-common | JP | $2M | 2M | 0.11 |
| NIPPON TELEGRAPH & TELEPHONE COMMON STOCK (NIPPON TELEGRAPH AND TELEPHONE CORPORATION) | Long | Equity-common | JP | $92K | 94K | 0.00 |
| NISSHIN OILLIO GROUP LTD/THE COMMON STOCK (The Nisshin OilliO Group,Ltd.) | Long | Equity-common | JP | $437K | 14K | 0.02 |
| NITTO FUJI FLOUR MILLING CO COMMON STOCK (NITTO FUJI FLOUR MILLING CO.,LTD.) | Long | Equity-common | JP | $28K | 700 | 0.00 |
| NITTOC CONSTRUCTION CO LTD COMMON STOCK (NITTOC CONSTRUCTION CO., LTD.) | Long | Equity-common | JP | $76K | 11K | 0.00 |
| NN GROUP NV COMMON STOCK (NN Group N.V.) | Long | Equity-common | NL | $5M | 101K | 0.23 |
| NOEVIR HOLDING CO COMMON STOCK (Noevir Holdings Co., Ltd.) | Long | Equity-common | JP | $408K | 12K | 0.02 |
| NOMURA REAL ESTATE HOLDINGS COMMON STOCK (Nomura Real Estate Holdings, Inc.) | Long | Equity-common | JP | $534K | 21K | 0.03 |
| NORTHROP GRUMMAN CORP COMMON STOCK (Northrop Grumman Corporation) | Long | Equity-common | US | $7M | 15K | 0.33 |
| NOS SGPS COMMON STOCK (NOS, SGPS, S.A.) | Long | Equity-common | PT | $131K | 36K | 0.01 |
| NOVA LTD COMMON STOCK | Long | Equity-common | US | $289K | 1K | 0.01 |
| NOVARTIS AG-REG COMMON STOCK | Long | Equity-common | CH | $16M | 153K | 0.78 |
| NOVARTIS AG-REG COMMON STOCK | Long | Equity-common | CH | $8M | 77K | 0.39 |
| NOVARTIS AG-REG COMMON STOCK | Long | Equity-common | CH | $5M | 50K | 0.25 |
| NOVO NORDISK A/S-B COMMON STOCK | Long | Equity-common | DK | $5M | 34K | 0.23 |
| NOVO NORDISK A/S-B COMMON STOCK | Long | Equity-common | DK | $1M | 8K | 0.05 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $2M | 27K | 0.11 |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Long | Equity-common | US | $7M | 7K | 0.35 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK (O'Reilly Automotive, Inc.) | Long | Equity-common | US | $3M | 3K | 0.16 |
| OBERBANK AG COMMON STOCK | Long | Equity-common | AT | $26K | 350 | 0.00 |
| ODFJELL TECHNOLOGY LTD COMMON STOCK | Long | Equity-common | NO | $1K | 214 | 0.00 |
| OILES CORP COMMON STOCK (OILES CORPORATION) | Long | Equity-common | JP | $93K | 7K | 0.00 |
| OKAYA & CO LTD COMMON STOCK (OKAYA & CO.,LTD.) | Long | Equity-common | JP | $23K | 200 | 0.00 |
| OKINAWA CELLULAR TELEPHONE COMMON STOCK | Long | Equity-common | JP | $333K | 15K | 0.02 |
| OKUWA CO LTD COMMON STOCK (OKUWA CO.,LTD.) | Long | Equity-common | JP | $170K | 29K | 0.01 |
| OLD REPUBLIC INTL CORP COMMON STOCK (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Equity-common | US | $5M | 157K | 0.25 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $4M | 32K | 0.19 |
| ORANGE COMMON STOCK (ORANGE SA) | Long | Equity-common | FR | $11M | 904K | 0.52 |
| ORANGE COMMON STOCK (ORANGE SA) | Long | Equity-common | FR | $8M | 724K | 0.41 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $661K | 31K | 0.03 |
| ORIGIN ENERGY LTD COMMON STOCK (ORIGIN ENERGY LIMITED) | Long | Equity-common | AU | $2M | 322K | 0.11 |
| ORKLA ASA COMMON STOCK | Long | Equity-common | NO | $4M | 554K | 0.22 |
| ORKLA ASA COMMON STOCK | Long | Equity-common | NO | $4M | 494K | 0.19 |
| ORSERO SPA COMMON STOCK (ORSERO S.P.A.) | Long | Equity-common | IT | $34K | 2K | 0.00 |
| OSAKI ELECTRIC CO LTD COMMON STOCK (Osaki Electric Co., Ltd.) | Long | Equity-common | JP | $32K | 7K | 0.00 |
| OUG HOLDINGS INC COMMON STOCK (OUG Holdings Inc.) | Long | Equity-common | JP | $45K | 3K | 0.00 |
| OVERSEA-CHINESE BANKING CORP COMMON STOCK (OVERSEA-CHINESE BANKING CORPORATION LIMITED) | Long | Equity-common | SG | $8M | 704K | 0.37 |
| OVERSEA-CHINESE BANKING CORP COMMON STOCK (OVERSEA-CHINESE BANKING CORPORATION LIMITED) | Long | Equity-common | SG | $5M | 421K | 0.22 |
| OZU CORP COMMON STOCK (OZU CORPORATION) | Long | Equity-common | JP | $25K | 2K | 0.00 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $11M | 100K | 0.53 |
| PACCAR INC COMMON STOCK | Long | Equity-common | US | $4M | 41K | 0.22 |
| Panasonic Holdings Corporation COMMON STOCK | Long | Equity-common | JP | $1M | 147K | 0.06 |
| PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | Short | Debt | US | $-14M | – | -0.68 |
| PCCW LTD COMMON STOCK (PCCW LIMITED) | Long | Equity-common | HK | $1M | 3M | 0.07 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $7M | 41K | 0.35 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $4M | 130K | 0.18 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $7M | 69K | 0.35 |
| PNM RESOURCES INC COMMON STOCK (PNM RESOURCES, INC.) | Long | Equity-common | US | $2M | 53K | 0.10 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (Power Assets Holdings Limited) | Long | Equity-common | HK | $4M | 781K | 0.21 |
| PRIMA MEAT PACKERS LTD COMMON STOCK (Prima Meat Packers, Ltd.) | Long | Equity-common | JP | $543K | 36K | 0.03 |
| PRO-SHIP INC COMMON STOCK | Long | Equity-common | JP | $32K | 4K | 0.00 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $9M | 57K | 0.46 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $5M | 31K | 0.25 |
| PROVIDENT FINANCIAL HLDGS COMMON STOCK (PROVIDENT FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $34K | 3K | 0.00 |
| PSP SWISS PROPERTY AG-REG COMMON STOCK | Long | Equity-common | CH | $632K | 5K | 0.03 |
| QUEBECOR INC -CL B COMMON STOCK (QUEBECOR INC.) | Long | Equity-common | CA | $2M | 116K | 0.12 |
| RADWARE LTD COMMON STOCK (RADWARE LTD.) | Long | Equity-common | US | $977K | 48K | 0.05 |
| RAITO KOGYO CO LTD COMMON STOCK (RAITO KOGYO CO., LTD.) | Long | Equity-common | JP | $524K | 41K | 0.03 |
| RAMI LEVY CHAIN STORES HASHI COMMON STOCK (RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD) | Long | Equity-common | IL | $1M | 22K | 0.06 |
| REDEIA CORP SA COMMON STOCK (REDEIA CORPORACION, S.A.) | Long | Equity-common | ES | $3M | 185K | 0.16 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $5M | 5K | 0.23 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $3M | 10K | 0.15 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $3M | 9K | 0.13 |
| RELX PLC COMMON STOCK (RELX PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $10M | 219K | 0.47 |
| REPSOL SA COMMON STOCK (Repsol S.A.) | Long | Equity-common | ES | $3M | 210K | 0.17 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $8M | 44K | 0.40 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $3M | 14K | 0.13 |
| REYNOLDS CONSUMER PRODUCTS I COMMON STOCK (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $1M | 41K | 0.06 |
| RIO TINTO LTD COMMON STOCK (RIO TINTO LIMITED) | Long | Equity-common | AU | $10M | 118K | 0.50 |
| ROCHE HOLDING AG-BR COMMON STOCK | Long | Equity-common | CH | $2M | 7K | 0.09 |
| ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK | Long | Equity-common | CH | $7M | 26K | 0.32 |
| ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK | Long | Equity-common | CH | $3M | 10K | 0.12 |
| ROPER TECHNOLOGIES INC COMMON STOCK (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $6M | 12K | 0.32 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $4M | 34K | 0.22 |
| ROYALTY PHARMA PLC- CL A COMMON STOCK | Long | Equity-common | US | $1M | 39K | 0.05 |
| RPM INTERNATIONAL INC COMMON STOCK (RPM INTERNATIONAL INC.) | Long | Equity-common | US | $4M | 37K | 0.20 |
| S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $7M | – | 0.33 | |
| SAGE GROUP PLC/THE COMMON STOCK (THE SAGE GROUP PLC.) | Long | Equity-common | GB | $8M | 592K | 0.38 |
| SAINSBURY (J) PLC COMMON STOCK (J SAINSBURY PLC) | Long | Equity-common | GB | $2M | 673K | 0.12 |
| SAKATA SEED CORP COMMON STOCK | Long | Equity-common | JP | $95K | 4K | 0.00 |
| SAN-A CO LTD COMMON STOCK | Long | Equity-common | JP | $1M | 49K | 0.07 |
| SANDOZ GROUP AG COMMON STOCK | Long | Equity-common | CH | $1M | 34K | 0.06 |
| SANKI ENGINEERING CO LTD COMMON STOCK (Sanki Engineering Co., Ltd.) | Long | Equity-common | JP | $133K | 10K | 0.01 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $5M | 73K | 0.25 |
| SANOFI COMMON STOCK (SANOFI SA) | Long | Equity-common | FR | $6M | 60K | 0.29 |
| SANOFI COMMON STOCK (SANOFI SA) | Long | Equity-common | FR | $3M | 34K | 0.16 |
| SANYO CHEMICAL INDUSTRIES COMMON STOCK (SANYO CHEMICAL INDUSTRIES, LTD.) | Long | Equity-common | JP | $552K | 22K | 0.03 |
| SCHOUW & CO COMMON STOCK (AKTIESELSKABET SCHOUW & CO) | Long | Equity-common | DK | $322K | 4K | 0.02 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $15M | 15M | 0.75 |
| SEI LIQUIDITY FUND | Long | Equity-common | US | $14M | 14M | 0.68 |
| SEIKO EPSON CORP COMMON STOCK (SEIKO EPSON CORPORATION) | Long | Equity-common | JP | $5M | 314K | 0.25 |
| SEIKOH GIKEN CO LTD COMMON STOCK | Long | Equity-common | JP | $32K | 2K | 0.00 |
| SENKO GROUP HOLDINGS CO LTD COMMON STOCK (SENKO Group Holdings Co.,Ltd.) | Long | Equity-common | JP | $3M | 429K | 0.15 |
| SENKO GROUP HOLDINGS CO LTD COMMON STOCK (SENKO Group Holdings Co.,Ltd.) | Long | Equity-common | JP | $249K | 35K | 0.01 |
| SHELL PLC COMMON STOCK | Long | Equity-common | GB | $6M | 175K | 0.31 |
| SHELL PLC COMMON STOCK | Long | Equity-common | GB | $2M | 50K | 0.09 |
| SHELL PLC COMMON STOCK | Long | Equity-common | NL | $1M | 30K | 0.05 |
| SHENG SIONG GROUP LTD COMMON STOCK | Long | Equity-common | SG | $2M | 1M | 0.08 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK (THE SHERWIN-WILLIAMS COMPANY) | Long | Equity-common | US | $2M | 8K | 0.12 |
| SHINDENGEN ELECTRIC MFG COMMON STOCK (Shindengen Electric Manufacturing Co.,Ltd.) | Long | Equity-common | JP | $46K | 2K | 0.00 |
| SHOWA SANGYO CO LTD COMMON STOCK (Showa Sangyo Co., Ltd.) | Long | Equity-common | JP | $670K | 33K | 0.03 |
| SINGAPORE EXCHANGE LTD COMMON STOCK (SINGAPORE EXCHANGE LIMITED) | Long | Equity-common | SG | $2M | 310K | 0.11 |
| SK KAKEN CO LTD COMMON STOCK | Long | Equity-common | JP | $25K | 500 | 0.00 |
| SKY PERFECT JSAT HOLDINGS COMMON STOCK (SKY Perfect JSAT Holdings Inc.) | Long | Equity-common | JP | $2M | 378K | 0.11 |
| SKY PERFECT JSAT HOLDINGS COMMON STOCK (SKY Perfect JSAT Holdings Inc.) | Long | Equity-common | JP | $402K | 69K | 0.02 |
| SMARTONE TELECOMMUNICATIONS COMMON STOCK (SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED) | Long | Equity-common | HK | $28K | 59K | 0.00 |
| SOCIETE BIC SA COMMON STOCK (SOCIETE BIC S.A.) | Long | Equity-common | FR | $6M | 77K | 0.28 |
| SOFTBANK CORP COMMON STOCK (SoftBank Corp.) | Long | Equity-common | JP | $6M | 480K | 0.28 |
| SOJITZ CORP COMMON STOCK (Sojitz Corporation) | Long | Equity-common | JP | $8M | 294K | 0.38 |
| SONOCO PRODUCTS CO COMMON STOCK (SONOCO PRODUCTS COMPANY.) | Long | Equity-common | US | $3M | 52K | 0.16 |
| SPAREBANK 1 OESTLANDET COMMON STOCK (SPAREBANK 1 OSTLANDET) | Long | Equity-common | NO | $213K | 16K | 0.01 |
| SPAREBANK 1 SMN COMMON STOCK | Long | Equity-common | NO | $688K | 47K | 0.03 |
| SPAREBANK 1 SOROST-NORGE COMMON STOCK | Long | Equity-common | NO | $10K | 1K | 0.00 |
| SPAREBANKEN MORE-CAP CERT COMMON STOCK | Long | Equity-common | NO | $2K | 280 | 0.00 |
| SPAREBANKEN VEST COMMON STOCK | Long | Equity-common | NO | $368K | 29K | 0.02 |
| SPARK NEW ZEALAND LTD COMMON STOCK (SPARK NEW ZEALAND LIMITED) | Long | Equity-common | NZ | $2M | 853K | 0.11 |
| SPARK NEW ZEALAND LTD COMMON STOCK (SPARK NEW ZEALAND LIMITED) | Long | Equity-common | NZ | $1M | 406K | 0.05 |
| SPI 200 FUTURES JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | AU | $642K | – | 0.03 | |
| SPIRENT COMMUNICATIONS PLC COMMON STOCK | Long | Equity-common | GB | $2M | 675K | 0.08 |
| SRA HOLDINGS INC COMMON STOCK (SRA Holdings,Inc.) | Long | Equity-common | JP | $209K | 8K | 0.01 |
| ST CORP COMMON STOCK (S.T.CORPORATION) | Long | Equity-common | JP | $53K | 5K | 0.00 |
| ST GALLER KANTONALBANK A-REG COMMON STOCK (St.Galler Kantonalbank AG) | Long | Equity-common | CH | $158K | 329 | 0.01 |
| STEP CO LTD COMMON STOCK | Long | Equity-common | JP | $54K | 4K | 0.00 |
| STUDIO ALICE CO LTD COMMON STOCK (STUDIO ALICE Co.,Ltd.) | Long | Equity-common | JP | $77K | 6K | 0.00 |
| SUGI HOLDINGS CO LTD COMMON STOCK (SUGI HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $163K | 11K | 0.01 |
| SUN HUNG KAI PROPERTIES COMMON STOCK (SUN HUNG KAI PROPERTIES LIMITED) | Long | Equity-common | HK | $2M | 239K | 0.11 |
| SUN LIFE FINANCIAL INC COMMON STOCK | Long | Equity-common | CA | $3M | 51K | 0.13 |
| SUNDRUG CO LTD COMMON STOCK (SUNDRUG CO.,LTD.) | Long | Equity-common | JP | $2M | 75K | 0.09 |
| SVENSKA HANDELSBANKEN-A SHS COMMON STOCK (Svenska Handelsbanken AB) | Long | Equity-common | SE | $5M | 492K | 0.23 |
| SWATCH GROUP AG/THE-REG COMMON STOCK (The Swatch Group AG) | Long | Equity-common | CH | $1M | 27K | 0.06 |
| SWEDBANK AB - A SHARES COMMON STOCK | Long | Equity-common | SE | $7M | 335K | 0.34 |
| SWIRE PACIFIC LTD - CL A COMMON STOCK (SWIRE PACIFIC LIMITED) | Long | Equity-common | HK | $2M | 234K | 0.10 |
| SWISSCOM AG-REG COMMON STOCK | Long | Equity-common | CH | $6M | 11K | 0.31 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $5M | 29K | 0.25 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $4M | 21K | 0.18 |
| TAKAMATSU CONSTRUCTION GROUP COMMON STOCK (TAKAMATSU CONSTRUCTION GROUP CO., LTD.) | Long | Equity-common | JP | $216K | 12K | 0.01 |
| TAKASAGO INTERNATIONAL CORP COMMON STOCK (TAKASAGO INTERNATIONAL CORPORATION) | Long | Equity-common | JP | $31K | 1K | 0.00 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $5M | 38K | 0.24 |
| TE CONNECTIVITY LTD COMMON STOCK (TE Connectivity Ltd.) | Long | Equity-common | US | $157K | 1K | 0.01 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $5M | 303K | 0.22 |
| TEKKEN CORP COMMON STOCK (TEKKEN CORPORATION) | Long | Equity-common | JP | $67K | 4K | 0.00 |
| TELEKOM AUSTRIA AG COMMON STOCK (Telekom Austria Aktiengesellschaft) | Long | Equity-common | AT | $364K | 39K | 0.02 |
| TELENOR ASA COMMON STOCK | Long | Equity-common | NO | $7M | 609K | 0.35 |
| TESCO PLC COMMON STOCK | Long | Equity-common | GB | $4M | 1M | 0.20 |
| TESCO PLC COMMON STOCK | Long | Equity-common | GB | $2M | 499K | 0.10 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $8M | 23K | 0.39 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $6M | 16K | 0.28 |
| TINC COMM VA COMMON STOCK (TINC Comm. VA) | Long | Equity-common | BE | $28K | 2K | 0.00 |
| TJX COMPANIES INC COMMON STOCK (THE TJX COMPANIES, INC.) | Long | Equity-common | US | $3M | 31K | 0.15 |
| TKC CORP COMMON STOCK (TKC Corporation) | Long | Equity-common | JP | $109K | 5K | 0.01 |
| TOKAI HOLDINGS CORP COMMON STOCK (TOKAI Holdings Corporation) | Long | Equity-common | JP | $584K | 95K | 0.03 |
| TOKYO ELECTRIC POWER COMPANY COMMON STOCK (Tokyo Electric Power Company Holdings, Incorporated) | Long | Equity-common | JP | $503K | 84K | 0.02 |
| TOKYO INDIVIDUALIZED EDU COMMON STOCK (Tokyo Individualized Educational Institute Inc) | Long | Equity-common | JP | $30K | 12K | 0.00 |
| TOKYU CONSTRUCTION CO LTD COMMON STOCK (TOKYU CONSTRUCTION CO., LTD.) | Long | Equity-common | JP | $145K | 30K | 0.01 |
| TOPIX INDX FUTR JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | JP | $1M | – | 0.07 | |
| TORIGOE CO LTD/THE COMMON STOCK (THE TORIGOE CO.,LTD.) | Long | Equity-common | JP | $23K | 5K | 0.00 |
| TOTALENERGIES SE COMMON STOCK | Long | Equity-common | FR | $10M | 133K | 0.48 |
| TRANCOM CO LTD COMMON STOCK (TRANCOM CO., LTD.) | Long | Equity-common | JP | $108K | 3K | 0.01 |
| TRANSPORT INTL HLDG LTD COMMON STOCK (TRANSPORT INTERNATIONAL HOLDINGS LIMITED) | Long | Equity-common | HK | $15K | 13K | 0.00 |
| TREND MICRO INC COMMON STOCK (Trend Micro Incorporated) | Long | Equity-common | JP | $4M | 89K | 0.20 |
| UNICAFE INC COMMON STOCK | Long | Equity-common | JP | $57K | 10K | 0.00 |
| UNICHARM CORP COMMON STOCK (UNICHARM CORPORATION) | Long | Equity-common | JP | $846K | 26K | 0.04 |
| UNILEVER PLC COMMON STOCK | Long | Equity-common | GB | $6M | 112K | 0.30 |
| UNIQA INSURANCE GROUP AG COMMON STOCK | Long | Equity-common | AT | $1M | 116K | 0.05 |
| UNITED OVERSEAS BANK LTD COMMON STOCK (UNITED OVERSEAS BANK LIMITED) | Long | Equity-common | SG | $8M | 355K | 0.40 |
| UNITED SUPER MARKETS HOLDING COMMON STOCK (United Super Markets Holdings Inc.) | Long | Equity-common | JP | $761K | 137K | 0.04 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $7M | 26K | 0.36 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $7M | 24K | 0.33 |
| UORIKI CO LTD COMMON STOCK | Long | Equity-common | JP | $21K | 1K | 0.00 |
| VALOR HOLDINGS CO LTD COMMON STOCK (VALOR HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $302K | 19K | 0.01 |
| VEIDEKKE ASA COMMON STOCK | Long | Equity-common | NO | $76K | 7K | 0.00 |
| VERISIGN INC COMMON STOCK (VERISIGN, INC.) | Long | Equity-common | US | $5M | 30K | 0.26 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $22M | 524K | 1.06 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $11M | 258K | 0.52 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $2M | 181K | 0.09 |
| VICI PROPERTIES INC REIT (VICI PROPERTIES INC.) | Long | Equity-common | US | $3M | 96K | 0.14 |
| VITAL KSK HOLDINGS INC COMMON STOCK (VITAL KSK HOLDINGS, INC.) | Long | Equity-common | JP | $124K | 14K | 0.01 |
| VODAFONE GROUP PLC COMMON STOCK (VODAFONE GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $7M | 7M | 0.34 |
| VOLVO AB-A SHS COMMON STOCK (Aktiebolaget Volvo) | Long | Equity-common | SE | $1M | 54K | 0.07 |
| VOLVO AB-B SHS COMMON STOCK (Aktiebolaget Volvo) | Long | Equity-common | SE | $7M | 279K | 0.37 |
| VT HOLDINGS CO LTD COMMON STOCK (VT HOLDINGS CO., LTD.) | Long | Equity-common | JP | $29K | 9K | 0.00 |
| VTECH HOLDINGS LTD COMMON STOCK (VTECH HOLDINGS LIMITED) | Long | Equity-common | HK | $446K | 62K | 0.02 |
| WALLISER KANTONALBANK-REG COMMON STOCK (Banque Cantonale du Valais) | Long | Equity-common | CH | $88K | 687 | 0.00 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $9M | 132K | 0.43 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $7M | 103K | 0.33 |
| WASTE CONNECTIONS INC COMMON STOCK (WASTE CONNECTIONS, INC.) | Long | Equity-common | US | $2M | 10K | 0.08 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $7M | 31K | 0.33 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $829K | 4K | 0.04 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $7M | 535K | 0.34 |
| WESTON (GEORGE) LTD COMMON STOCK (GEORGE WESTON LIMITEE.) | Long | Equity-common | CA | $4M | 28K | 0.20 |
| WH GROUP LTD COMMON STOCK (WH GROUP LIMITED) | Long | Equity-common | HK | $5M | 8M | 0.26 |
| WILLIS TOWERS WATSON PLC COMMON STOCK (Willis Towers Watson Public Limited Company) | Long | Equity-common | US | $4M | 16K | 0.20 |
| WILMAR INTERNATIONAL LTD COMMON STOCK (WILMAR INTERNATIONAL LIMITED) | Long | Equity-common | SG | $122K | 53K | 0.01 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $519K | 27K | 0.03 |
| WOLTERS KLUWER COMMON STOCK (Wolters Kluwer N.V.) | Long | Equity-common | NL | $7M | 47K | 0.37 |
| WOWOW INC COMMON STOCK (WOWOW INC.) | Long | Equity-common | JP | $72K | 11K | 0.00 |
| YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK (Yamaguchi Financial Group, Inc.) | Long | Equity-common | JP | $4M | 365K | 0.22 |
| YAMAYA CORP COMMON STOCK (YAMAYA CORPORATION) | Long | Equity-common | JP | $41K | 2K | 0.00 |
| YAOKO CO LTD COMMON STOCK (YAOKO CO.,LTD.) | Long | Equity-common | JP | $1M | 25K | 0.07 |
| YASUDA LOGISTICS CORP COMMON STOCK (Yasuda Logistics Corporation) | Long | Equity-common | JP | $27K | 3K | 0.00 |
| YELLOW HAT LTD COMMON STOCK (YELLOW HAT LTD.) | Long | Equity-common | JP | $52K | 4K | 0.00 |
| YELP INC COMMON STOCK (YELP INC.) | Long | Equity-common | US | $21K | 559 | 0.00 |
| YUE YUEN INDUSTRIAL HLDG COMMON STOCK (YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED) | Long | Equity-common | HK | $40.66 | 22 | 0.00 |
| ZAOH COMPANY LTD COMMON STOCK (Zaoh Co Ltd) | Long | Equity-common | JP | $32K | 2K | 0.00 |
| ZENKOKU HOSHO CO LTD COMMON STOCK (ZENKOKU HOSHO Co.,Ltd.) | Long | Equity-common | JP | $219K | 6K | 0.01 |
| ZENRIN CO LTD COMMON STOCK (ZENRIN CO., LTD.) | Long | Equity-common | JP | $182K | 33K | 0.01 |
| ZERIA PHARMACEUTICAL CO LTD COMMON STOCK (ZERIA PHARMACEUTICAL CO., LTD.) | Long | Equity-common | JP | $90K | 7K | 0.00 |
| ZUG ESTATES HOLDING AG-B SHR COMMON STOCK | Long | Equity-common | CH | $67K | 34 | 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