SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Tax-Managed International Managed Volatility Fund
$322.86M
Avg Monthly Net Assets
$292.04M
Total Assets
$287K
Total Liabilities
$291.75M
Net Assets
SIMT Tax-Managed International Managed Volatility Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $322.86M.
On August 29th, 2024 it reported 425 holdings, the largest
being Novartis AG (1.8%), (1.7%) and Koninklijke Ahold Delhaize N.V. (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000171910 | SMINX | |
| Class Y | C000171911 | SIMYX |
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 |
|---|---|---|---|---|---|---|
| 3I GROUP PLC COMMON STOCK | Long | Equity-common | GB | $605K | 16K | 0.21 |
| A2 MILK CO LTD COMMON STOCK (A2 Milk Company Ltd) | Long | Equity-common | AU | $172K | 38K | 0.06 |
| A2A SPA COMMON STOCK (A2A S.P.A.) | Long | Equity-common | IT | $1M | 582K | 0.40 |
| ABACUS PROPERTY GROUP RTS SUBSCRIPTION PRICE: 1.41 AUD ; RATIO 1:1 | Long | Equity-common | AU | $0.01 | 40K | 0.00 |
| ABACUS STORAGE KING REIT | Long | Equity-common | AU | $174K | 226K | 0.06 |
| ABB LTD-REG COMMON STOCK | Long | Equity-common | CH | $654K | 12K | 0.22 |
| ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT (ABN AMRO Bank N.V.) | Long | Equity-common | NL | $192K | 12K | 0.07 |
| ACEA SPA COMMON STOCK (ACEA S.P.A.) | Long | Equity-common | IT | $262K | 16K | 0.09 |
| ACERINOX SA COMMON STOCK (Acerinox, S.A.) | Long | Equity-common | ES | $179K | 17K | 0.06 |
| ACS ACTIVIDADES CONS Y SERV COMMON STOCK (ACS, Actividades de Construccion y Servicios, S.A.) | Long | Equity-common | ES | $262K | 6K | 0.09 |
| AENA SME SA COMMON STOCK (Aena SME, S.A.) | Long | Equity-common | ES | $140K | 693 | 0.05 |
| AEON REIT INVESTMENT CORP REIT (AEON REIT Investment Corporation.) | Long | Equity-common | JP | $491K | 593 | 0.17 |
| AGEAS COMMON STOCK (AGEAS SA) | Long | Equity-common | BE | $1M | 27K | 0.42 |
| AGL ENERGY LTD COMMON STOCK (AGL ENERGY LIMITED) | Long | Equity-common | AU | $1M | 180K | 0.45 |
| AIR LIQUIDE SA COMMON STOCK (L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA) | Long | Equity-common | FR | $738K | 4K | 0.25 |
| ALCON INC COMMON STOCK (Alcon AG) | Long | Equity-common | CH | $293K | 3K | 0.10 |
| ALSO HOLDING AG-REG COMMON STOCK | Long | Equity-common | CH | $187K | 606 | 0.06 |
| AMPOL LTD COMMON STOCK (AMPOL LIMITED) | Long | Equity-common | AU | $397K | 18K | 0.14 |
| ANDRITZ AG COMMON STOCK | Long | Equity-common | AT | $316K | 5K | 0.11 |
| ANRITSU CORP COMMON STOCK (ANRITSU CORPORATION) | Long | Equity-common | JP | $385K | 50K | 0.13 |
| ANZ GROUP HOLDINGS LTD COMMON STOCK (ANZ GROUP HOLDINGS LIMITED) | Long | Equity-common | AU | $1M | 59K | 0.38 |
| ARCS CO LTD COMMON STOCK (ARCS COMPANY,LIMITED) | Long | Equity-common | JP | $701K | 39K | 0.24 |
| ARKEMA COMMON STOCK (ARKEMA SA) | Long | Equity-common | FR | $108K | 1K | 0.04 |
| ASSICURAZIONI GENERALI COMMON STOCK (ASSICURAZIONI GENERALI SOCIETA PER AZIONI) | Long | Equity-common | IT | $386K | 15K | 0.13 |
| ATALAYA MINING PLC COMMON STOCK | Long | Equity-common | GB | $122K | 22K | 0.04 |
| ATCO LTD -CLASS I COMMON STOCK (ATCO LTD.) | Long | Equity-common | CA | $387K | 14K | 0.13 |
| AURIZON HOLDINGS LTD COMMON STOCK (AURIZON HOLDINGS LIMITED) | Long | Equity-common | AU | $399K | 164K | 0.14 |
| AXA SA COMMON STOCK | Long | Equity-common | FR | $1M | 36K | 0.40 |
| AXFOOD AB COMMON STOCK | Long | Equity-common | SE | $348K | 13K | 0.12 |
| B&M EUROPEAN VALUE RETAIL SA COMMON STOCK (B&M European Value Retail S.A.) | Long | Equity-common | GB | $603K | 109K | 0.21 |
| BAE SYSTEMS PLC COMMON STOCK | Long | Equity-common | GB | $4M | 255K | 1.46 |
| BALFOUR BEATTY PLC COMMON STOCK | Long | Equity-common | GB | $193K | 42K | 0.07 |
| BALOISE HOLDING AG - REG COMMON STOCK | Long | Equity-common | CH | $686K | 4K | 0.24 |
| BANDAI NAMCO HOLDINGS INC COMMON STOCK (Bandai Namco Holdings Inc.) | Long | Equity-common | JP | $135K | 7K | 0.05 |
| BANK HAPOALIM BM COMMON STOCK (BANK HAPOALIM B.M.) | Long | Equity-common | IL | $518K | 59K | 0.18 |
| BANK LEUMI LE-ISRAEL COMMON STOCK (BANK LEUMI LE ISRAEL B.M.) | Long | Equity-common | IL | $475K | 58K | 0.16 |
| BANK OF EAST ASIA LTD COMMON STOCK (The Bank of East Asia, Limited) | Long | Equity-common | HK | $161K | 127K | 0.06 |
| BANK OF GEORGIA GROUP PLC COMMON STOCK | Long | Equity-common | GB | $549K | 11K | 0.19 |
| BANK OF NOVA SCOTIA COMMON STOCK (THE BANK OF NOVA SCOTIA) | Long | Equity-common | CA | $464K | 10K | 0.16 |
| BASELLANDS KANTONALBANK-CERT COMMON STOCK (Basellandschaftliche Kantonalbank) | Long | Equity-common | CH | $150K | 160 | 0.05 |
| BAYER AG-REG COMMON STOCK (Bayer Aktiengesellschaft) | Long | Equity-common | DE | $498K | 18K | 0.17 |
| BAYERISCHE MOTOREN WERKE AG COMMON STOCK (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-common | DE | $130K | 1K | 0.04 |
| BEIERSDORF AG COMMON STOCK (Beiersdorf Aktiengesellschaft) | Long | Equity-common | DE | $2M | 12K | 0.58 |
| BENDIGO AND ADELAIDE BANK COMMON STOCK (BENDIGO AND ADELAIDE BANK LIMITED) | Long | Equity-common | AU | $400K | 52K | 0.14 |
| BERNER KANTONALBANK AG-REG COMMON STOCK | Long | Equity-common | CH | $123K | 473 | 0.04 |
| BETSSON AB-B COMMON STOCK | Long | Equity-common | SE | $264K | 23K | 0.09 |
| BEZEQ THE ISRAELI TELECOM CO COMMON STOCK (BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD) | Long | Equity-common | IL | $86K | 76K | 0.03 |
| BKW AG COMMON STOCK | Long | Equity-common | CH | $1M | 6K | 0.35 |
| BLUESCOPE STEEL LTD COMMON STOCK (BLUESCOPE STEEL LIMITED) | Long | Equity-common | AU | $232K | 17K | 0.08 |
| BNP PARIBAS COMMON STOCK (BNP PARIBAS SA) | Long | Equity-common | FR | $205K | 3K | 0.07 |
| BOC HONG KONG HOLDINGS LTD COMMON STOCK (BOC HONG KONG (HOLDINGS) LIMITED) | Long | Equity-common | HK | $105K | 34K | 0.04 |
| BOUYGUES SA COMMON STOCK | Long | Equity-common | FR | $536K | 17K | 0.18 |
| BP PLC COMMON STOCK (BP P.L.C.) | Long | Equity-common | GB | $1M | 200K | 0.41 |
| BRAMBLES LTD COMMON STOCK (BRAMBLES LIMITED) | Long | Equity-common | AU | $1M | 144K | 0.48 |
| BRIDGESTONE CORP COMMON STOCK (BRIDGESTONE CORPORATION) | Long | Equity-common | JP | $1M | 27K | 0.36 |
| BRITISH AMERICAN TOBACCO PLC COMMON STOCK (BRITISH AMERICAN TOBACCO P.L.C.) | Long | Equity-common | GB | $821K | 27K | 0.28 |
| BRITVIC PLC COMMON STOCK | Long | Equity-common | GB | $925K | 62K | 0.32 |
| BROTHER INDUSTRIES LTD COMMON STOCK (BROTHER INDUSTRIES, LTD.) | Long | Equity-common | JP | $1M | 61K | 0.37 |
| BT GROUP PLC COMMON STOCK | Long | Equity-common | GB | $862K | 486K | 0.30 |
| BUNZL PLC COMMON STOCK (BUNZL PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $834K | 22K | 0.29 |
| BUREAU VERITAS SA COMMON STOCK | Long | Equity-common | FR | $549K | 20K | 0.19 |
| CA IMMOBILIEN ANLAGEN AG COMMON STOCK (CA Immobilien Anlagen Aktiengesellschaft) | Long | Equity-common | AT | $157K | 5K | 0.05 |
| CAIXABANK SA COMMON STOCK (CaixaBank, S.A.) | Long | Equity-common | ES | $79K | 15K | 0.03 |
| CAN IMPERIAL BK OF COMMERCE COMMON STOCK (BANQUE CANADIENNE IMPERIALE DE COMMERCE) | Long | Equity-common | CA | $1M | 21K | 0.35 |
| CANADIAN TIRE CORP-CLASS A COMMON STOCK (CANADIAN TIRE CORPORATION, LIMITED) | Long | Equity-common | CA | $1M | 11K | 0.36 |
| CANON INC COMMON STOCK (CANON INC.) | Long | Equity-common | JP | $2M | 89K | 0.83 |
| CAR GROUP LTD COMMON STOCK (CAR GROUP LIMITED) | Long | Equity-common | AU | $107K | 5K | 0.04 |
| CARLSBERG AS-B COMMON STOCK (CARLSBERG A/S) | Long | Equity-common | DK | $1M | 11K | 0.46 |
| CARREFOUR SA COMMON STOCK | Long | Equity-common | FR | $2M | 148K | 0.72 |
| CENTAMIN PLC COMMON STOCK | Long | Equity-common | GB | $141K | 92K | 0.05 |
| CENTRAL JAPAN RAILWAY CO COMMON STOCK (Central Japan Railway Company) | Long | Equity-common | JP | $237K | 11K | 0.08 |
| CENTRICA PLC COMMON STOCK | Long | Equity-common | GB | $788K | 462K | 0.27 |
| CHANNEL INFRASTRUCTURE NZ LT COMMON STOCK (CHANNEL INFRASTRUCTURE NZ LIMITED) | Long | Equity-common | NZ | $196K | 216K | 0.07 |
| CHECK POINT SOFTWARE TECH COMMON STOCK (CHECK POINT SOFTWARE TECHNOLOGIES LTD.) | Long | Equity-common | US | $1M | 9K | 0.49 |
| CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK (Chocoladefabriken Lindt & Spruengli AG) | Long | Equity-common | CH | $864K | 74 | 0.30 |
| CHUBU ELECTRIC POWER CO INC COMMON STOCK (Chubu Electric Power Company, Incorporated) | Long | Equity-common | JP | $749K | 63K | 0.26 |
| CIA DE DISTRIBUCION INTEGRAL COMMON STOCK (LOGISTA INTEGRAL SA) | Long | Equity-common | ES | $3M | 90K | 0.88 |
| CITIZEN WATCH CO LTD COMMON STOCK (Citizen Watch Co., Ltd.) | Long | Equity-common | JP | $567K | 85K | 0.19 |
| CK ASSET HOLDINGS LTD COMMON STOCK (CK ASSET HOLDINGS LIMITED) | Long | Equity-common | HK | $526K | 141K | 0.18 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK (CK HUTCHISON HOLDINGS LIMITED) | Long | Equity-common | HK | $1M | 302K | 0.50 |
| CLP HOLDINGS LTD COMMON STOCK (CLP HOLDINGS LIMITED) | Long | Equity-common | HK | $1M | 128K | 0.35 |
| COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | Long | Equity-common | US | $838K | 11K | 0.29 |
| COCA-COLA HBC AG-DI COMMON STOCK | Long | Equity-common | GB | $1M | 38K | 0.44 |
| COGECO COMMUNICATIONS INC COMMON STOCK (COGECO COMMUNICATIONS INC.) | Long | Equity-common | CA | $378K | 10K | 0.13 |
| COLES GROUP LTD COMMON STOCK (COLES GROUP LIMITED) | Long | Equity-common | AU | $149K | 13K | 0.05 |
| COLOPLAST-B COMMON STOCK (COLOPLAST A/S) | Long | Equity-common | DK | $442K | 4K | 0.15 |
| COLRUYT GROUP N.V COMMON STOCK (Colruyt Group NV) | Long | Equity-common | BE | $1M | 26K | 0.42 |
| COMPUTACENTER PLC COMMON STOCK | Long | Equity-common | GB | $1M | 34K | 0.42 |
| COMPUTERSHARE LTD COMMON STOCK (COMPUTERSHARE LIMITED) | Long | Equity-common | AU | $1M | 64K | 0.38 |
| CREDIT AGRICOLE SA COMMON STOCK | Long | Equity-common | FR | $307K | 22K | 0.11 |
| CSL LTD COMMON STOCK (CSL LIMITED) | Long | Equity-common | AU | $648K | 3K | 0.22 |
| DAH SING BANKING GROUP LTD COMMON STOCK (DAH SING BANKING GROUP LIMITED) | Long | Equity-common | HK | $626K | 750K | 0.21 |
| DAICEL CORP COMMON STOCK (Daicel Corporation) | Long | Equity-common | JP | $720K | 75K | 0.25 |
| DAIICHI SANKYO CO LTD COMMON STOCK (DAIICHI SANKYO COMPANY, LIMITED) | Long | Equity-common | JP | $258K | 8K | 0.09 |
| DAIKI ALUMINIUM INDUSTRY CO COMMON STOCK (DAIKI ALUMINIUM INDUSTRY CO.,LTD.) | Long | Equity-common | JP | $77K | 10K | 0.03 |
| DAIMLER TRUCK HOLDING AG COMMON STOCK | Long | Equity-common | DE | $379K | 10K | 0.13 |
| DAITO TRUST CONSTRUCT CO LTD COMMON STOCK (DAITO TRUST CONSTRUCTION CO.,LTD.) | Long | Equity-common | JP | $175K | 2K | 0.06 |
| DAIWA SECURITIES GROUP INC COMMON STOCK (Daiwa Securities Group Inc.) | Long | Equity-common | JP | $555K | 73K | 0.19 |
| DANONE COMMON STOCK (DANONE SA) | Long | Equity-common | FR | $2M | 30K | 0.64 |
| DANSKE BANK A/S COMMON STOCK | Long | Equity-common | DK | $2M | 63K | 0.65 |
| DBS GROUP HOLDINGS LTD COMMON STOCK | Long | Equity-common | SG | $3M | 107K | 0.97 |
| DCC PLC COMMON STOCK (DCC PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $79K | 1K | 0.03 |
| DCM HOLDINGS CO LTD COMMON STOCK (DCM Holdings Co., Ltd.) | Long | Equity-common | JP | $928K | 102K | 0.32 |
| DETERRA ROYALTIES LTD COMMON STOCK (DETERRA ROYALTIES LIMITED) | Long | Equity-common | AU | $86K | 32K | 0.03 |
| DEUTSCHE BOERSE AG COMMON STOCK (Deutsche Boerse Aktiengesellschaft) | Long | Equity-common | DE | $526K | 3K | 0.18 |
| DEUTSCHE TELEKOM AG-REG COMMON STOCK | Long | Equity-common | DE | $3M | 129K | 1.11 |
| DHL GROUP COMMON STOCK (Deutsche Post AG) | Long | Equity-common | DE | $1M | 29K | 0.40 |
| DIAGEO PLC COMMON STOCK | Long | Equity-common | GB | $126K | 4K | 0.04 |
| DNB BANK ASA COMMON STOCK | Long | Equity-common | NO | $442K | 22K | 0.15 |
| DSV A/S COMMON STOCK | Long | Equity-common | DK | $145K | 948 | 0.05 |
| E.ON SE COMMON STOCK | Long | Equity-common | DE | $144K | 11K | 0.05 |
| EDION CORP COMMON STOCK (EDION Corporation) | Long | Equity-common | JP | $784K | 78K | 0.27 |
| EFG INTERNATIONAL AG COMMON STOCK | Long | Equity-common | CH | $541K | 37K | 0.19 |
| EIFFAGE COMMON STOCK (EIFFAGE SA) | Long | Equity-common | FR | $704K | 8K | 0.24 |
| ELBIT SYSTEMS LTD COMMON STOCK | Long | Equity-common | IL | $174K | 1K | 0.06 |
| ELDERS LTD COMMON STOCK (ELDERS LIMITED) | Long | Equity-common | AU | $307K | 56K | 0.11 |
| ELISA OYJ COMMON STOCK | Long | Equity-common | FI | $311K | 7K | 0.11 |
| EMMI AG-REG COMMON STOCK | Long | Equity-common | CH | $483K | 489 | 0.17 |
| EMS-CHEMIE HOLDING AG-REG COMMON STOCK | Long | Equity-common | CH | $169K | 206 | 0.06 |
| ENDEAVOUR MINING PLC COMMON STOCK | Long | Equity-common | GB | $130K | 6K | 0.04 |
| ENDESA SA COMMON STOCK (Endesa, Sociedad Anonima) | Long | Equity-common | ES | $92K | 5K | 0.03 |
| ENEL SPA COMMON STOCK (ENEL - SPA) | Long | Equity-common | IT | $269K | 39K | 0.09 |
| ENEOS Holdings, Inc. COMMON STOCK | Long | Equity-common | JP | $2M | 408K | 0.72 |
| ENGIE COMMON STOCK (ENGIE SA) | Long | Equity-common | FR | $1M | 70K | 0.34 |
| ENI SPA COMMON STOCK (ENI S.P.A.) | Long | Equity-common | IT | $1M | 65K | 0.35 |
| EPIROC AB-B COMMON STOCK (Epiroc Aktiebolag) | Long | Equity-common | SE | $271K | 15K | 0.09 |
| ESSITY AKTIEBOLAG-B COMMON STOCK (Essity Aktiebolag (publ)) | Long | Equity-common | SE | $1M | 45K | 0.40 |
| EURO STOXX 50 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | DE | $845K | – | 0.29 | |
| EUROTELESITES AG COMMON STOCK | Long | Equity-common | AT | $80K | 20K | 0.03 |
| EXOR NV COMMON STOCK (EXOR N.V.) | Long | Equity-common | NL | $808K | 8K | 0.28 |
| EZAKI GLICO CO LTD COMMON STOCK (Ezaki Glico Co., Ltd.) | Long | Equity-common | JP | $346K | 13K | 0.12 |
| FAES FARMA SA COMMON STOCK (FAES FARMA, S.A.) | Long | Equity-common | ES | $107K | 28K | 0.04 |
| FERGUSON PLC COMMON STOCK | Long | Equity-common | US | $214K | 1K | 0.07 |
| FERGUSON PLC COMMON STOCK | Long | Equity-common | GB | $194K | 1K | 0.07 |
| FIRST INTL BANK ISRAEL COMMON STOCK (FIRST INTERNATIONAL BANK OF ISRAEL LTD.) | Long | Equity-common | IL | $128K | 3K | 0.04 |
| FIRST RESOURCES LTD COMMON STOCK (FIRST RESOURCES LIMITED) | Long | Equity-common | SG | $710K | 697K | 0.24 |
| FISHER & PAYKEL HEALTHCARE C COMMON STOCK (FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED) | Long | Equity-common | NZ | $350K | 19K | 0.12 |
| FORTESCUE LTD COMMON STOCK | Long | Equity-common | AU | $106K | 7K | 0.04 |
| FRESENIUS MEDICAL CARE AG COMMON STOCK | Long | Equity-common | DE | $143K | 4K | 0.05 |
| FRESENIUS SE & CO KGAA COMMON STOCK (Fresenius SE & Co. KGaA) | Long | Equity-common | DE | $106K | 4K | 0.04 |
| FTSE 100 IDX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | GB | $519K | – | 0.18 | |
| FUJI NIHON SEITO CORP COMMON STOCK (Fuji Nihon Seito Corporation) | Long | Equity-common | JP | $49K | 8K | 0.02 |
| FUJIFILM HOLDINGS CORP COMMON STOCK (FUJIFILM Holdings Corporation) | Long | Equity-common | JP | $856K | 37K | 0.29 |
| FX Forward Contract: USD/AUD SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-50.49 | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-3.13 | – | -0.00 | |
| FX Forward Contract: USD/DKK SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-4.6 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-457.18 | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $2.93 | – | 0.00 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $-96.26 | – | -0.00 | |
| FX Forward Contract: USD/ILS SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $13.53 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-4.32 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-25.16 | – | -0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-01 (JP MORGAN) | Derivative-foreign exchange | US | $-16.17 | – | -0.00 | |
| GENMAB A/S COMMON STOCK | Long | Equity-common | DK | $221K | 882 | 0.08 |
| GIVAUDAN-REG COMMON STOCK (Givaudan SA) | Long | Equity-common | CH | $114K | 24 | 0.04 |
| GLANBIA PLC COMMON STOCK (GLANBIA PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $625K | 32K | 0.21 |
| GLOBRANDS LTD COMMON STOCK (Globrands Group Ltd) | Long | Equity-common | IL | $97K | 931 | 0.03 |
| GSK PLC COMMON STOCK | Long | Equity-common | GB | $4M | 181K | 1.20 |
| GSK PLC-SPON ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $349K | 9K | 0.12 |
| HALEON PLC COMMON STOCK | Long | Equity-common | GB | $280K | 69K | 0.10 |
| HANNOVER RUECK SE COMMON STOCK | Long | Equity-common | DE | $383K | 2K | 0.13 |
| HARVEY NORMAN HOLDINGS LTD COMMON STOCK | Long | Equity-common | AU | $852K | 306K | 0.29 |
| HEIWADO CO LTD COMMON STOCK (HEIWADO CO.,LTD.) | Long | Equity-common | JP | $119K | 8K | 0.04 |
| HENKEL AG & CO KGAA COMMON STOCK (Henkel AG & Co. KGaA) | Long | Equity-common | DE | $140K | 2K | 0.05 |
| Henkel AG & Co KGaA PREFERRED STOCK (Henkel AG & Co. KGaA) | Long | Equity-preferred | DE | $3M | 30K | 0.92 |
| HIKMA PHARMACEUTICALS PLC COMMON STOCK (HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $951K | 40K | 0.33 |
| HIROSE ELECTRIC CO LTD COMMON STOCK (HIROSE ELECTRIC CO., LTD.) | Long | Equity-common | JP | $144K | 1K | 0.05 |
| HK ELECTRIC INVESTMENTS -SS UNIT (HK ELECTRIC INVESTMENTS LIMITED) | Long | Equity-common | HK | $420K | 663K | 0.14 |
| HKT TRUST AND HKT LTD-SS UNIT (HKT Trust and HKT Limited) | Long | Equity-common | HK | $398K | 355K | 0.14 |
| HOLCIM LTD COMMON STOCK (Holcim AG) | Long | Equity-common | CH | $1M | 12K | 0.37 |
| HONDA MOTOR CO LTD COMMON STOCK (HONDA MOTOR CO., LTD.) | Long | Equity-common | JP | $1M | 122K | 0.45 |
| HORNBACH HOLDING AG & CO KGA COMMON STOCK (HORNBACH Holding AG & Co. KGaA) | Long | Equity-common | DE | $937K | 11K | 0.32 |
| HOWDEN JOINERY GROUP PLC COMMON STOCK | Long | Equity-common | GB | $353K | 32K | 0.12 |
| HOYA CORP COMMON STOCK (HOYA CORPORATION) | Long | Equity-common | JP | $174K | 2K | 0.06 |
| HSBC HOLDINGS PLC COMMON STOCK | Long | Equity-common | GB | $863K | 100K | 0.30 |
| HUTCHISON TELECOMM HONG KONG COMMON STOCK (HUTCHISON TELECOMMUNICATIONS HONG KONG HOLDINGS LIMITED) | Long | Equity-common | HK | $95K | 756K | 0.03 |
| IA FINANCIAL CORP INC COMMON STOCK (iA Societe Financiere Inc.) | Long | Equity-common | CA | $82K | 1K | 0.03 |
| IBERDROLA SA COMMON STOCK (Iberdrola, S.A.) | Long | Equity-common | ES | $786K | 61K | 0.27 |
| IMPERIAL BRANDS PLC COMMON STOCK | Long | Equity-common | GB | $3M | 112K | 0.98 |
| INCHCAPE PLC COMMON STOCK | Long | Equity-common | GB | $117K | 12K | 0.04 |
| INDRA SISTEMAS SA COMMON STOCK (Indra Sistemas, S.A.) | Long | Equity-common | ES | $485K | 23K | 0.17 |
| INDUSTRIA DE DISENO TEXTIL COMMON STOCK (Industria de Diseno Textil, S.A.) | Long | Equity-common | ES | $258K | 5K | 0.09 |
| INDUSTRIVARDEN AB-C SHS COMMON STOCK (Aktiebolaget Industrivarden) | Long | Equity-common | SE | $730K | 22K | 0.25 |
| INPEX CORP COMMON STOCK (INPEX CORPORATION) | Long | Equity-common | JP | $1M | 89K | 0.45 |
| ISRACARD LTD COMMON STOCK (Isracard Ltd.) | Long | Equity-common | IL | $0.84 | 0.25 | 0.00 |
| ITOCHU CORP COMMON STOCK (ITOCHU Corporation) | Long | Equity-common | JP | $2M | 33K | 0.55 |
| ITOCHU ENEX CO LTD COMMON STOCK (ITOCHU ENEX CO., LTD.) | Long | Equity-common | JP | $635K | 67K | 0.22 |
| ITOHAM YONEKYU HOLDINGS INC COMMON STOCK (ITOHAM YONEKYU HOLDINGS INC.) | Long | Equity-common | JP | $857K | 32K | 0.29 |
| JAPAN POST BANK CO LTD COMMON STOCK (JAPAN POST BANK Co.,Ltd.) | Long | Equity-common | JP | $330K | 35K | 0.11 |
| JAPAN POST HOLDINGS CO LTD COMMON STOCK (JAPAN POST HOLDINGS Co.,Ltd.) | Long | Equity-common | JP | $2M | 183K | 0.62 |
| JAPAN TOBACCO INC COMMON STOCK (JAPAN TOBACCO INC.) | Long | Equity-common | JP | $3M | 105K | 0.97 |
| JARDINE CYCLE & CARRIAGE LTD COMMON STOCK (JARDINE CYCLE & CARRIAGE LIMITED) | Long | Equity-common | SG | $2M | 124K | 0.84 |
| JARDINE MATHESON HLDGS LTD COMMON STOCK (JARDINE MATHESON HOLDINGS LIMITED) | Long | Equity-common | SG | $400K | 11K | 0.14 |
| JB HI-FI LTD COMMON STOCK (JB HI-FI LIMITED) | Long | Equity-common | AU | $803K | 20K | 0.28 |
| JERONIMO MARTINS COMMON STOCK (Jeronimo Martins, SGPS, S.A.) | Long | Equity-common | PT | $963K | 49K | 0.33 |
| JFE HOLDINGS INC COMMON STOCK (JFE Holdings, Inc.) | Long | Equity-common | JP | $190K | 13K | 0.07 |
| JYSKE BANK-REG COMMON STOCK (JYSKE BANK A/S) | Long | Equity-common | DK | $163K | 2K | 0.06 |
| K'S HOLDINGS CORP COMMON STOCK (K'S HOLDINGS CORPORATION) | Long | Equity-common | JP | $435K | 46K | 0.15 |
| KAJIMA CORP COMMON STOCK (KAJIMA CORPORATION) | Long | Equity-common | JP | $979K | 57K | 0.34 |
| KAKEN PHARMACEUTICAL CO LTD COMMON STOCK (KAKEN PHARMACEUTICAL CO.,LTD.) | Long | Equity-common | JP | $273K | 11K | 0.09 |
| KAMIGUMI CO LTD COMMON STOCK (Kamigumi Co.,Ltd.) | Long | Equity-common | JP | $208K | 10K | 0.07 |
| KANEKA CORP COMMON STOCK (KANEKA CORPORATION) | Long | Equity-common | JP | $665K | 25K | 0.23 |
| KANSAI ELECTRIC POWER CO INC COMMON STOCK (The Kansai Electric Power Company, Incorporated) | Long | Equity-common | JP | $789K | 47K | 0.27 |
| KAO CORP COMMON STOCK (Kao Corporation) | Long | Equity-common | JP | $491K | 12K | 0.17 |
| KATO SANGYO CO LTD COMMON STOCK (KATO SANGYO CO., LTD.) | Long | Equity-common | JP | $233K | 9K | 0.08 |
| KDDI CORP COMMON STOCK (KDDI CORPORATION) | Long | Equity-common | JP | $2M | 58K | 0.53 |
| KEIHANSHIN BUILDING CO LTD COMMON STOCK (Keihanshin Building Co.,Ltd.) | Long | Equity-common | JP | $148K | 14K | 0.05 |
| KEISEI ELECTRIC RAILWAY CO COMMON STOCK (Keisei Electric Railway Co.,Ltd.) | Long | Equity-common | JP | $150K | 5K | 0.05 |
| KEMIRA OYJ COMMON STOCK | Long | Equity-common | FI | $1M | 42K | 0.35 |
| KESKO OYJ-B SHS COMMON STOCK | Long | Equity-common | FI | $541K | 31K | 0.19 |
| KEWPIE CORP COMMON STOCK (Kewpie Corporation) | Long | Equity-common | JP | $245K | 12K | 0.08 |
| KINDEN CORP COMMON STOCK (KINDEN CORPORATION) | Long | Equity-common | JP | $406K | 20K | 0.14 |
| KINGFISHER PLC COMMON STOCK | Long | Equity-common | GB | $488K | 155K | 0.17 |
| KNORR-BREMSE AG COMMON STOCK (Knorr-Bremse Aktiengesellschaft) | Long | Equity-common | DE | $170K | 2K | 0.06 |
| KNOW IT AB COMMON STOCK (Knowit AB (publ)) | Long | Equity-common | SE | $119K | 8K | 0.04 |
| KOBAYASHI PHARMACEUTICAL CO COMMON STOCK (KOBAYASHI PHARMACEUTICAL CO.,LTD.) | Long | Equity-common | JP | $159K | 5K | 0.05 |
| KOMERI CO LTD COMMON STOCK (KOMERI CO.,LTD.) | Long | Equity-common | JP | $113K | 5K | 0.04 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $5M | 159K | 1.61 |
| KONINKLIJKE KPN NV COMMON STOCK (Koninklijke KPN N.V.) | Long | Equity-common | NL | $2M | 420K | 0.55 |
| KURARAY CO LTD COMMON STOCK (KURARAY CO.,LTD.) | Long | Equity-common | JP | $2M | 139K | 0.55 |
| KURIMOTO LTD COMMON STOCK (Kurimoto, Ltd.) | Long | Equity-common | JP | $154K | 5K | 0.05 |
| L'OREAL COMMON STOCK (L'OREAL SA) | Long | Equity-common | FR | $204K | 465 | 0.07 |
| LANDIS + GYR GROUP AG COMMON STOCK (Landis+Gyr Group AG) | Long | Equity-common | CH | $105K | 1K | 0.04 |
| LEGRAND SA COMMON STOCK | Long | Equity-common | FR | $651K | 7K | 0.22 |
| LEONARDO SPA COMMON STOCK (LEONARDO - SOCIETA PER AZIONI) | Long | Equity-common | IT | $125K | 5K | 0.04 |
| LINTEC CORP COMMON STOCK (LINTEC Corporation) | Long | Equity-common | JP | $817K | 39K | 0.28 |
| LION CORP COMMON STOCK (Lion Corporation) | Long | Equity-common | JP | $97K | 13K | 0.03 |
| LOBLAW COMPANIES LTD COMMON STOCK (LES COMPAGNIES LOBLAW LIMITEE) | Long | Equity-common | CA | $3M | 22K | 0.89 |
| LOGITECH INTERNATIONAL-REG COMMON STOCK (Logitech international S.A.) | Long | Equity-common | CH | $431K | 4K | 0.15 |
| M6-METROPOLE TELEVISION COMMON STOCK (METROPOLE TELEVISION SA) | Long | Equity-common | FR | $571K | 45K | 0.20 |
| MAPLETREE LOGISTICS TRUST REIT | Long | Equity-common | SG | $147K | 154K | 0.05 |
| MARUBENI CORP COMMON STOCK (Marubeni Corporation) | Long | Equity-common | JP | $322K | 17K | 0.11 |
| MARUICHI STEEL TUBE LTD COMMON STOCK (Maruichi Steel Tube Ltd.) | Long | Equity-common | JP | $102K | 4K | 0.03 |
| MEGMILK SNOW BRAND CO LTD COMMON STOCK (MEGMILK SNOW BRAND Co.,Ltd.) | Long | Equity-common | JP | $404K | 25K | 0.14 |
| MEIJI HOLDINGS CO LTD COMMON STOCK (Meiji Holdings Co.,Ltd.) | Long | Equity-common | JP | $584K | 27K | 0.20 |
| MERCK KGAA COMMON STOCK (MERCK Kommanditgesellschaft auf Aktien) | Long | Equity-common | DE | $190K | 1K | 0.07 |
| MERCURY NZ LTD COMMON STOCK (MERCURY NZ LIMITED) | Long | Equity-common | NZ | $436K | 109K | 0.15 |
| MERIDIAN ENERGY LTD COMMON STOCK (MERIDIAN ENERGY LIMITED) | Long | Equity-common | NZ | $135K | 35K | 0.05 |
| METCASH LTD COMMON STOCK (METCASH LIMITED) | Long | Equity-common | AU | $643K | 272K | 0.22 |
| MICHELIN (CGDE) COMMON STOCK (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA) | Long | Equity-common | FR | $2M | 49K | 0.65 |
| MIRAIT ONE Corporation COMMON STOCK | Long | Equity-common | JP | $543K | 42K | 0.19 |
| MITSUBISHI CHEMICAL GROUP CO COMMON STOCK (Mitsubishi Chemical Group Corporation) | Long | Equity-common | JP | $933K | 168K | 0.32 |
| MITSUBISHI ELECTRIC CORP COMMON STOCK (Mitsubishi Electric Corporation) | Long | Equity-common | JP | $1M | 68K | 0.37 |
| MITSUBISHI SHOKUHIN CO LTD COMMON STOCK (Mitsubishi Shokuhin Co., Ltd.) | Long | Equity-common | JP | $784K | 23K | 0.27 |
| MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK (Mitsubishi UFJ Financial Group, Inc.) | Long | Equity-common | JP | $2M | 152K | 0.56 |
| MITSUI & CO LTD COMMON STOCK (MITSUI & CO., LTD.) | Long | Equity-common | JP | $1M | 57K | 0.44 |
| MITSUI CHEMICALS INC COMMON STOCK (Mitsui Chemicals, Inc.) | Long | Equity-common | JP | $494K | 18K | 0.17 |
| MIZRAHI TEFAHOT BANK LTD COMMON STOCK | Long | Equity-common | IL | $408K | 12K | 0.14 |
| MIZUHO FINANCIAL GROUP INC COMMON STOCK (Mizuho Financial Group, Inc.) | Long | Equity-common | JP | $3M | 131K | 0.94 |
| MORINAGA & CO LTD COMMON STOCK (Morinaga & Co., Ltd.) | Long | Equity-common | JP | $334K | 22K | 0.11 |
| MORISHITA JINTAN CO LTD COMMON STOCK (MORISHITA JINTAN CO., LTD.) | Long | Equity-common | JP | $57K | 4K | 0.02 |
| MS&AD INSURANCE GROUP HOLDIN COMMON STOCK (MS&AD Insurance Group Holdings, Inc.) | Long | Equity-common | JP | $665K | 30K | 0.23 |
| MTR CORP COMMON STOCK (MTR CORPORATION LIMITED) | Long | Equity-common | HK | $275K | 87K | 0.09 |
| MUENCHENER RUECKVER AG-REG COMMON STOCK (Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen) | Long | Equity-common | DE | $2M | 5K | 0.77 |
| NATIONAL GRID PLC COMMON STOCK | Long | Equity-common | GB | $91K | 8K | 0.03 |
| NAVIGATOR CO SA/THE COMMON STOCK (THE NAVIGATOR COMPANY, S.A.) | Long | Equity-common | PT | $413K | 99K | 0.14 |
| NEC CORP COMMON STOCK (NEC Corporation) | Long | Equity-common | JP | $527K | 6K | 0.18 |
| NESTLE SA-REG COMMON STOCK (Nestle S.A.) | Long | Equity-common | CH | $1M | 10K | 0.36 |
| NEW WORLD DEVELOPMENT COMMON STOCK (New World Development Company Limited) | Long | Equity-common | HK | $237K | 253K | 0.08 |
| NH FOODS LTD COMMON STOCK (NH Foods Ltd.) | Long | Equity-common | JP | $114K | 4K | 0.04 |
| NICE LTD - SPON ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $666K | 4K | 0.23 |
| NICHIREI CORP COMMON STOCK (NICHIREI CORPORATION) | Long | Equity-common | JP | $143K | 7K | 0.05 |
| NIPPN CORP COMMON STOCK (NIPPN CORPORATION) | Long | Equity-common | JP | $248K | 17K | 0.09 |
| NIPPON BS BROADCASTING CORP COMMON STOCK | Long | Equity-common | JP | $351K | 60K | 0.12 |
| NIPPON EXPRESS HOLDINGS INC COMMON STOCK (NIPPON EXPRESS HOLDINGS, INC.) | Long | Equity-common | JP | $258K | 6K | 0.09 |
| NIPPON LIGHT METAL HOLDINGS COMMON STOCK (Nippon Light Metal Holdings Company, Ltd.) | Long | Equity-common | JP | $363K | 32K | 0.12 |
| NIPPON TELEGRAPH & TELEPHONE COMMON STOCK (NIPPON TELEGRAPH AND TELEPHONE CORPORATION) | Long | Equity-common | JP | $1M | 1M | 0.39 |
| NIPPON TELEVISION HOLDINGS COMMON STOCK (Nippon Television Holdings, Inc.) | Long | Equity-common | JP | $1M | 80K | 0.40 |
| NISSHIN SEIFUN GROUP INC COMMON STOCK (NISSHIN SEIFUN GROUP INC.) | Long | Equity-common | JP | $216K | 19K | 0.07 |
| NISSIN FOODS CO LTD COMMON STOCK | Long | Equity-common | HK | $100K | 161K | 0.03 |
| NISSIN FOODS HOLDINGS CO LTD COMMON STOCK (NISSIN FOODS HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $190K | 8K | 0.07 |
| NITERRA CO LTD COMMON STOCK (Niterra Co., Ltd.) | Long | Equity-common | JP | $575K | 20K | 0.20 |
| NITTO FUJI FLOUR MILLING CO COMMON STOCK (NITTO FUJI FLOUR MILLING CO.,LTD.) | Long | Equity-common | JP | $230K | 5K | 0.08 |
| NN GROUP NV COMMON STOCK (NN Group N.V.) | Long | Equity-common | NL | $1M | 29K | 0.47 |
| NOMURA REAL ESTATE HOLDINGS COMMON STOCK (Nomura Real Estate Holdings, Inc.) | Long | Equity-common | JP | $328K | 13K | 0.11 |
| NORSK HYDRO ASA COMMON STOCK | Long | Equity-common | NO | $178K | 28K | 0.06 |
| NORTHERN STAR RESOURCES LTD COMMON STOCK | Long | Equity-common | AU | $112K | 13K | 0.04 |
| NOS SGPS COMMON STOCK (NOS, SGPS, S.A.) | Long | Equity-common | PT | $314K | 89K | 0.11 |
| NOVA LTD COMMON STOCK | Long | Equity-common | US | $200K | 853 | 0.07 |
| NOVARTIS AG-REG COMMON STOCK | Long | Equity-common | CH | $5M | 50K | 1.84 |
| NOVO NORDISK A/S-B COMMON STOCK | Long | Equity-common | DK | $3M | 21K | 1.05 |
| NYFOSA AB COMMON STOCK | Long | Equity-common | SE | $182K | 19K | 0.06 |
| OBAYASHI CORP COMMON STOCK (OBAYASHI CORPORATION) | Long | Equity-common | JP | $137K | 12K | 0.05 |
| OBIC CO LTD COMMON STOCK (OBIC Co.,Ltd.) | Long | Equity-common | JP | $103K | 800 | 0.04 |
| OIL REFINERIES LTD COMMON STOCK (OIL REFINERIES LTD.) | Long | Equity-common | IL | $327K | 1M | 0.11 |
| OJI HOLDINGS CORP COMMON STOCK (Oji Holdings Corporation) | Long | Equity-common | JP | $335K | 85K | 0.11 |
| OKINAWA CELLULAR TELEPHONE COMMON STOCK | Long | Equity-common | JP | $151K | 6K | 0.05 |
| OLAV THON EIENDOMSSELSKAP AS COMMON STOCK (Olav Thon Eiendomsselskap ASA) | Long | Equity-common | NO | $275K | 13K | 0.09 |
| ONO PHARMACEUTICAL CO LTD COMMON STOCK (ONO PHARMACEUTICAL CO., LTD.) | Long | Equity-common | JP | $672K | 49K | 0.23 |
| ORACLE CORP JAPAN COMMON STOCK (ORACLE CORPORATION JAPAN) | Long | Equity-common | JP | $97K | 1K | 0.03 |
| ORANGE COMMON STOCK (ORANGE SA) | Long | Equity-common | FR | $3M | 311K | 1.07 |
| ORICA LTD COMMON STOCK (ORICA LIMITED) | Long | Equity-common | AU | $533K | 45K | 0.18 |
| ORIGIN ENERGY LTD COMMON STOCK (ORIGIN ENERGY LIMITED) | Long | Equity-common | AU | $2M | 282K | 0.70 |
| ORION OYJ-CLASS B COMMON STOCK | Long | Equity-common | FI | $332K | 8K | 0.11 |
| ORKLA ASA COMMON STOCK | Long | Equity-common | NO | $2M | 223K | 0.62 |
| OSAKA GAS CO LTD COMMON STOCK (OSAKA GAS CO., LTD.) | Long | Equity-common | JP | $850K | 39K | 0.29 |
| OTSUKA CORP COMMON STOCK (OTSUKA CORPORATION) | Long | Equity-common | JP | $350K | 18K | 0.12 |
| OTSUKA HOLDINGS CO LTD COMMON STOCK (Otsuka Holdings Co., Ltd.) | Long | Equity-common | JP | $577K | 14K | 0.20 |
| OVERSEA-CHINESE BANKING CORP COMMON STOCK (OVERSEA-CHINESE BANKING CORPORATION LIMITED) | Long | Equity-common | SG | $1M | 123K | 0.45 |
| PCCW LTD COMMON STOCK (PCCW LIMITED) | Long | Equity-common | HK | $500K | 998K | 0.17 |
| PEARSON PLC COMMON STOCK | Long | Equity-common | GB | $557K | 44K | 0.19 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (Power Assets Holdings Limited) | Long | Equity-common | HK | $647K | 120K | 0.22 |
| PREMIER FOODS PLC COMMON STOCK | Long | Equity-common | GB | $652K | 325K | 0.22 |
| PROXIMUS COMMON STOCK (PROXIMUS NV) | Long | Equity-common | BE | $659K | 82K | 0.23 |
| PSP SWISS PROPERTY AG-REG COMMON STOCK | Long | Equity-common | CH | $499K | 4K | 0.17 |
| QBE INSURANCE GROUP LTD COMMON STOCK (QBE INSURANCE GROUP LIMITED) | Long | Equity-common | AU | $595K | 51K | 0.20 |
| QINETIQ GROUP PLC COMMON STOCK | Long | Equity-common | GB | $2M | 309K | 0.59 |
| RADWARE LTD COMMON STOCK (RADWARE LTD.) | Long | Equity-common | US | $101K | 6K | 0.03 |
| RALLYE SA COMMON STOCK | Long | Equity-common | FR | $37K | 777K | 0.01 |
| REA GROUP LTD COMMON STOCK | Long | Equity-common | AU | $343K | 3K | 0.12 |
| REDES ENERGETICAS NACIONAIS COMMON STOCK (REN - Redes Energeticas Nacionais, SGPS, S. A.) | Long | Equity-common | PT | $102K | 42K | 0.04 |
| RELX PLC COMMON STOCK (RELX PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $1M | 23K | 0.37 |
| RENGO CO LTD COMMON STOCK (Rengo Co., Ltd.) | Long | Equity-common | JP | $210K | 32K | 0.07 |
| REPSOL SA COMMON STOCK (Repsol S.A.) | Long | Equity-common | ES | $1M | 64K | 0.35 |
| RIO TINTO LTD COMMON STOCK (RIO TINTO LIMITED) | Long | Equity-common | AU | $957K | 12K | 0.33 |
| RIO TINTO PLC-SPON ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $352K | 5K | 0.12 |
| ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK | Long | Equity-common | CH | $2M | 9K | 0.84 |
| ROHM CO LTD COMMON STOCK (ROHM COMPANY LIMITED) | Long | Equity-common | JP | $334K | 25K | 0.11 |
| ROMANDE ENERGIE HOLDING-REG COMMON STOCK (Romande Energie Holding SA) | Long | Equity-common | CH | $119K | 2K | 0.04 |
| S IMMO AG - CVR COMMON STOCK | Long | Equity-common | AT | $0.01 | 10K | 0.00 |
| SAGE GROUP PLC/THE COMMON STOCK (THE SAGE GROUP PLC.) | Long | Equity-common | GB | $1M | 83K | 0.39 |
| SAINSBURY (J) PLC COMMON STOCK (J SAINSBURY PLC) | Long | Equity-common | GB | $2M | 515K | 0.57 |
| SANDOZ GROUP AG COMMON STOCK | Long | Equity-common | CH | $156K | 4K | 0.05 |
| SANKYO CO LTD COMMON STOCK (SANKYO CO., LTD.) | Long | Equity-common | JP | $2M | 148K | 0.55 |
| SANKYU INC COMMON STOCK (SANKYU INC.) | Long | Equity-common | JP | $358K | 11K | 0.12 |
| SANOFI COMMON STOCK (SANOFI SA) | Long | Equity-common | FR | $3M | 35K | 1.14 |
| SAP SE COMMON STOCK | Long | Equity-common | DE | $508K | 3K | 0.17 |
| SCANDINAVIAN TOBACCO GROUP A COMMON STOCK (SCANDINAVIAN TOBACCO GROUP A/S) | Long | Equity-common | DK | $866K | 61K | 0.30 |
| SCHINDLER HOLDING-PART CERT COMMON STOCK (Schindler Holding AG) | Long | Equity-common | CH | $195K | 778 | 0.07 |
| SECOM CO LTD COMMON STOCK (SECOM CO., LTD.) | Long | Equity-common | JP | $762K | 13K | 0.26 |
| SECURITAS AB-B SHS COMMON STOCK | Long | Equity-common | SE | $324K | 33K | 0.11 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $5M | 5M | 1.65 |
| SEIKO EPSON CORP COMMON STOCK (SEIKO EPSON CORPORATION) | Long | Equity-common | JP | $707K | 46K | 0.24 |
| SEINO HOLDINGS CO LTD COMMON STOCK (SEINO HOLDINGS CO., LTD.) | Long | Equity-common | JP | $787K | 58K | 0.27 |
| SEKISUI HOUSE LTD COMMON STOCK (Sekisui House, Ltd.) | Long | Equity-common | JP | $1M | 48K | 0.36 |
| SENKO GROUP HOLDINGS CO LTD COMMON STOCK (SENKO Group Holdings Co.,Ltd.) | Long | Equity-common | JP | $408K | 58K | 0.14 |
| SERCO GROUP PLC COMMON STOCK | Long | Equity-common | GB | $690K | 304K | 0.24 |
| SHELL PLC COMMON STOCK | Long | Equity-common | GB | $2M | 70K | 0.85 |
| SHELL PLC COMMON STOCK | Long | Equity-common | NL | $128K | 4K | 0.04 |
| SHENG SIONG GROUP LTD COMMON STOCK | Long | Equity-common | SG | $421K | 383K | 0.14 |
| SHOWA SANGYO CO LTD COMMON STOCK (Showa Sangyo Co., Ltd.) | Long | Equity-common | JP | $108K | 6K | 0.04 |
| SHUFERSAL LTD COMMON STOCK | Long | Equity-common | IL | $173K | 26K | 0.06 |
| SIKA AG-REG COMMON STOCK | Long | Equity-common | CH | $383K | 1K | 0.13 |
| SINGAPORE EXCHANGE LTD COMMON STOCK (SINGAPORE EXCHANGE LIMITED) | Long | Equity-common | SG | $208K | 30K | 0.07 |
| SINGAPORE TECH ENGINEERING COMMON STOCK (SINGAPORE TECHNOLOGIES ENGINEERING LTD) | Long | Equity-common | SG | $467K | 146K | 0.16 |
| SIRIUS REAL ESTATE LTD REIT (Sirius Real Estate Limited) | Long | Equity-common | GB | $104K | 87K | 0.04 |
| SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK (Skandinaviska Enskilda Banken AB) | Long | Equity-common | SE | $402K | 27K | 0.14 |
| SMARTONE TELECOMMUNICATIONS COMMON STOCK (SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED) | Long | Equity-common | HK | $100K | 215K | 0.03 |
| SOCIETE BIC SA COMMON STOCK (SOCIETE BIC S.A.) | Long | Equity-common | FR | $1M | 21K | 0.43 |
| SOFTBANK CORP COMMON STOCK (SoftBank Corp.) | Long | Equity-common | JP | $369K | 30K | 0.13 |
| SOJITZ CORP COMMON STOCK (Sojitz Corporation) | Long | Equity-common | JP | $134K | 6K | 0.05 |
| SOLAR A/S-B SHS COMMON STOCK | Long | Equity-common | DK | $98K | 2K | 0.03 |
| SOMPO HOLDINGS INC COMMON STOCK (Sompo Holdings, Inc.) | Long | Equity-common | JP | $154K | 7K | 0.05 |
| SONAE COMMON STOCK (Sonae, SGPS, SA) | Long | Equity-common | PT | $360K | 383K | 0.12 |
| SONOVA HOLDING AG-REG COMMON STOCK | Long | Equity-common | CH | $528K | 2K | 0.18 |
| SPAREBANK 1 OESTLANDET COMMON STOCK (SPAREBANK 1 OSTLANDET) | Long | Equity-common | NO | $108K | 9K | 0.04 |
| SPAREBANK 1 SR BANK ASA COMMON STOCK (SPAREBANK 1 SR-BANK ASA) | Long | Equity-common | NO | $211K | 17K | 0.07 |
| SPARK NEW ZEALAND LTD COMMON STOCK (SPARK NEW ZEALAND LIMITED) | Long | Equity-common | NZ | $335K | 132K | 0.11 |
| SPI 200 FUTURES SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | AU | $389K | – | 0.13 | |
| SPIRENT COMMUNICATIONS PLC COMMON STOCK | Long | Equity-common | GB | $175K | 76K | 0.06 |
| SPOTIFY TECHNOLOGY SA COMMON STOCK (SPOTIFY TECHNOLOGY S.A.) | Long | Equity-common | US | $299K | 952 | 0.10 |
| STELLA-JONES INC COMMON STOCK (STELLA-JONES INC.) | Long | Equity-common | CA | $871K | 13K | 0.30 |
| SUEDZUCKER AG COMMON STOCK | Long | Equity-common | DE | $452K | 31K | 0.15 |
| SUMITOMO CORP COMMON STOCK (SUMITOMO CORPORATION) | Long | Equity-common | JP | $969K | 39K | 0.33 |
| SUMITOMO HEAVY INDUSTRIES COMMON STOCK (SUMITOMO HEAVY INDUSTRIES, LTD.) | Long | Equity-common | JP | $775K | 30K | 0.27 |
| SUMITOMO MITSUI FINANCIAL GR COMMON STOCK (Sumitomo Mitsui Financial Group, Inc.) | Long | Equity-common | JP | $2M | 37K | 0.84 |
| SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK (Sumitomo Mitsui Trust Holdings, Inc.) | Long | Equity-common | JP | $1M | 60K | 0.47 |
| SUNDRUG CO LTD COMMON STOCK (SUNDRUG CO.,LTD.) | Long | Equity-common | JP | $280K | 11K | 0.10 |
| SVENSKA CELLULOSA AB SCA-B COMMON STOCK (Svenska Cellulosa Aktiebolaget SCA) | Long | Equity-common | SE | $169K | 11K | 0.06 |
| SWATCH GROUP AG/THE-REG COMMON STOCK (The Swatch Group AG) | Long | Equity-common | CH | $92K | 2K | 0.03 |
| SWEDBANK AB - A SHARES COMMON STOCK | Long | Equity-common | SE | $676K | 33K | 0.23 |
| SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK (Swedish Orphan Biovitrum AB (publ)) | Long | Equity-common | SE | $264K | 10K | 0.09 |
| SWIRE PACIFIC LTD - CL A COMMON STOCK (SWIRE PACIFIC LIMITED) | Long | Equity-common | HK | $225K | 26K | 0.08 |
| SWISS LIFE HOLDING AG-REG COMMON STOCK | Long | Equity-common | CH | $1M | 2K | 0.40 |
| SWISS PRIME SITE-REG COMMON STOCK (Swiss Prime Site AG) | Long | Equity-common | CH | $113K | 1K | 0.04 |
| SWISS RE AG COMMON STOCK | Long | Equity-common | CH | $2M | 13K | 0.56 |
| SWISSCOM AG-REG COMMON STOCK | Long | Equity-common | CH | $2M | 3K | 0.56 |
| SYDBANK A/S COMMON STOCK | Long | Equity-common | DK | $1M | 21K | 0.37 |
| TALANX AG COMMON STOCK (Talanx Aktiengesellschaft) | Long | Equity-common | DE | $503K | 6K | 0.17 |
| TECHNO RYOWA LTD COMMON STOCK (TECHNO RYOWA LTD.) | Long | Equity-common | JP | $82K | 8K | 0.03 |
| TELEFONICA SA COMMON STOCK (Telefonica S.A.) | Long | Equity-common | ES | $261K | 61K | 0.09 |
| TELEKOM AUSTRIA AG COMMON STOCK (Telekom Austria Aktiengesellschaft) | Long | Equity-common | AT | $814K | 82K | 0.28 |
| TELENOR ASA COMMON STOCK | Long | Equity-common | NO | $783K | 68K | 0.27 |
| TELIA CO AB COMMON STOCK (Telia Company AB) | Long | Equity-common | SE | $103K | 38K | 0.04 |
| TELSTRA GROUP LTD COMMON STOCK (TELSTRA GROUP LIMITED) | Long | Equity-common | AU | $335K | 139K | 0.11 |
| TERNA-RETE ELETTRICA NAZIONA COMMON STOCK (TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI) | Long | Equity-common | IT | $210K | 27K | 0.07 |
| TESCO PLC COMMON STOCK | Long | Equity-common | GB | $3M | 804K | 1.07 |
| THALES SA COMMON STOCK | Long | Equity-common | FR | $677K | 4K | 0.23 |
| THUNGELA RESOURCES LTD COMMON STOCK | Long | Equity-common | GB | $8K | 1K | 0.00 |
| THURGAUER KANTONALBANK-CERT COMMON STOCK | Long | Equity-common | CH | $125K | 927 | 0.04 |
| TIETOEVRY OYJ COMMON STOCK | Long | Equity-common | FI | $407K | 21K | 0.14 |
| TOHO HOLDINGS CO LTD COMMON STOCK (TOHO HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $131K | 5K | 0.04 |
| TOPIX INDX FUTR SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | JP | $699K | – | 0.24 | |
| TOPPAN HOLDINGS INC COMMON STOCK (TOPPAN Holdings Inc.) | Long | Equity-common | JP | $276K | 10K | 0.09 |
| TOTALENERGIES SE COMMON STOCK | Long | Equity-common | FR | $1M | 22K | 0.51 |
| TOWER SEMICONDUCTOR LTD COMMON STOCK | Long | Equity-common | US | $172K | 4K | 0.06 |
| TOYOTA BOSHOKU CORP COMMON STOCK (TOYOTA BOSHOKU CORPORATION) | Long | Equity-common | JP | $102K | 8K | 0.03 |
| TREND MICRO INC COMMON STOCK (Trend Micro Incorporated) | Long | Equity-common | JP | $317K | 8K | 0.11 |
| TRYG A/S COMMON STOCK | Long | Equity-common | DK | $151K | 7K | 0.05 |
| TX GROUP AG COMMON STOCK | Long | Equity-common | CH | $101K | 559 | 0.03 |
| UIE PLC COMMON STOCK | Long | Equity-common | DK | $186K | 6K | 0.06 |
| UNILEVER PLC COMMON STOCK | Long | Equity-common | GB | $1M | 24K | 0.46 |
| UNITED INTERNET AG-REG SHARE COMMON STOCK | Long | Equity-common | DE | $405K | 19K | 0.14 |
| UNITED OVERSEAS BANK LTD COMMON STOCK (UNITED OVERSEAS BANK LIMITED) | Long | Equity-common | SG | $2M | 71K | 0.56 |
| USS CO LTD COMMON STOCK (USS Co., Ltd.) | Long | Equity-common | JP | $348K | 41K | 0.12 |
| VALIANT HOLDING AG-REG COMMON STOCK | Long | Equity-common | CH | $945K | 8K | 0.32 |
| VALOR HOLDINGS CO LTD COMMON STOCK (VALOR HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $453K | 30K | 0.16 |
| VENTIA SERVICES GROUP PTY LT COMMON STOCK (VENTIA SERVICES GROUP LIMITED) | Long | Equity-common | AU | $740K | 289K | 0.25 |
| VENTURE CORP LTD COMMON STOCK (VENTURE CORPORATION LIMITED) | Long | Equity-common | SG | $85K | 8K | 0.03 |
| VIVA ENERGY GROUP LTD COMMON STOCK (VIVA ENERGY GROUP LIMITED) | Long | Equity-common | AU | $64K | 30K | 0.02 |
| VODAFONE GROUP PLC COMMON STOCK (VODAFONE GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $670K | 760K | 0.23 |
| VOLVO AB-B SHS COMMON STOCK (Aktiebolaget Volvo) | Long | Equity-common | SE | $891K | 35K | 0.31 |
| VTECH HOLDINGS LTD COMMON STOCK (VTECH HOLDINGS LIMITED) | Long | Equity-common | HK | $2M | 201K | 0.52 |
| WESFARMERS LTD COMMON STOCK (WESFARMERS LIMITED) | Long | Equity-common | AU | $617K | 14K | 0.21 |
| WH GROUP LTD COMMON STOCK (WH GROUP LIMITED) | Long | Equity-common | HK | $1M | 2M | 0.44 |
| WILMAR INTERNATIONAL LTD COMMON STOCK (WILMAR INTERNATIONAL LIMITED) | Long | Equity-common | SG | $799K | 349K | 0.27 |
| WOLTERS KLUWER COMMON STOCK (Wolters Kluwer N.V.) | Long | Equity-common | NL | $1M | 7K | 0.42 |
| WOODSIDE ENERGY GROUP LTD COMMON STOCK | Long | Equity-common | GB | $94K | 5K | 0.03 |
| WOOLWORTHS GROUP LTD COMMON STOCK (WOOLWORTHS GROUP LIMITED) | Long | Equity-common | AU | $283K | 13K | 0.10 |
| YAMADA HOLDINGS CO LTD COMMON STOCK (YAMADA HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $244K | 91K | 0.08 |
| YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK (Yamaguchi Financial Group, Inc.) | Long | Equity-common | JP | $1M | 93K | 0.36 |
| YAMATO HOLDINGS CO LTD COMMON STOCK (YAMATO HOLDINGS CO.,LTD.) | Long | Equity-common | JP | $98K | 9K | 0.03 |
| YOUGOV PLC COMMON STOCK | Long | Equity-common | GB | $44K | 9K | 0.02 |
| ZAOH COMPANY LTD COMMON STOCK (Zaoh Co Ltd) | Long | Equity-common | JP | $139K | 9K | 0.05 |
| ZURICH INSURANCE GROUP AG COMMON STOCK | Long | Equity-common | CH | $1M | 2K | 0.41 |
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