MONSTER BEVERAGE CORP COMMON STOCK

NPORT-P false 0000804239 XXXXXXXX S000026000 C000078064 C000147400 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Large Cap Fund S000026000 CD2HEFSZXLPTY1EBMD82 2020-09-30 2020-03-31 N 1777434060.44 19795962.54 1757638097.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 MONSTER BEVERAGE CORP COMMON STOCK 61174X109 34628.00000000 NS USD 1948171.28000000 0.110840296550 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 FORTIVE CORP COMMON STOCK 34959J108 150927.00000000 NS USD 8329661.13000000 0.473912185901 Long EC US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 100005.00000000 NS USD 8228411.40000000 0.468151629725 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 METLIFE INC COMMON STOCK 59156R108 13335.00000000 NS USD 407650.95000000 0.023193110714 Long EC US N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 123798.00000000 NS USD 11852420.52000000 0.674337938746 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP COMMON STOCK 902973304 217613.00000000 NS USD 7496767.85000000 0.426525111111 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 195544.00000000 NS USD 7197974.64000000 0.409525410754 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO - B COMMON STOCK 60871R209 168794.00000000 NS USD 6584653.94000000 0.374630815516 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 1126115.00000000 NS USD 23907421.45000000 1.360201595457 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 ILLINOIS TOOL WORKS COMMON STOCK 452308109 56744.00000000 NS USD 8064457.28000000 0.458823536519 Long EC US N 1 N N N DOMTAR CORPORATION XYSIJOU3HNVROZWNA008 DOMTAR CORP COMMON STOCK 257559203 38043.00000000 NS USD 823250.52000000 0.046838454456 Long EC US N 1 N N N CINTAS CORPORATION N/A CINTAS CORP COMMON STOCK 172908105 16306.00000000 NS USD 2824525.32000000 0.160700051015 Long EC US N 1 N N N YUM CHINA HOLDINGS, INC. 529900DO9BYZ7VA3K502 YUM CHINA HOLDINGS INC COMMON STOCK 98850P109 17625.00000000 NS USD 751353.75000000 0.042747921252 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 5428.00000000 NS USD 440699.32000000 0.025073382314 Long EC US N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 MYLAN NV COMMON STOCK N59465109 92586.00000000 NS USD 1380457.26000000 0.078540472105 Long EC NL N 1 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC - CLASS B COMMON STOCK 92556H206 35550.00000000 NS USD 498055.50000000 0.028336635431 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 87955.00000000 NS USD 2868212.55000000 0.163185615595 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 NETFLIX INC COMMON STOCK 64110L106 6768.00000000 NS USD 2541384.00000000 0.144590857642 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 117118.00000000 NS USD 3821560.34000000 0.217425893565 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 TERADYNE INC COMMON STOCK 880770102 25320.00000000 NS USD 1371584.40000000 0.078035654873 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 DEVON ENERGY CORP COMMON STOCK 25179M103 100433.00000000 NS USD 693992.03000000 0.039484352940 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO COMMON STOCK 929160109 46104.00000000 NS USD 4982459.28000000 0.283474697433 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 PROGRESSIVE CORP COMMON STOCK 743315103 89206.00000000 NS USD 6586971.04000000 0.374762645841 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC COMMON STOCK 247361702 33246.00000000 NS USD 948508.38000000 0.053964941994 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 51083.00000000 NS USD 4236313.19000000 0.241023063568 Long EC NL N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 11219.00000000 NS USD 1011729.42000000 0.057561873585 Long EC IE N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO COMMON STOCK 460146103 15338.00000000 NS USD 477471.94000000 0.027165543382 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CARNIVAL CORP COMMON STOCK 143658300 48674.00000000 NS USD 641036.58000000 0.036471477306 Long EC PA N 1 N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 106610.00000000 NS USD 9434985.00000000 0.536799072077 Long EC US N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 BP PLC-SPONS ADR DEPOSITARY RECEIPT 055622104 257005.00000000 NS USD 6268351.95000000 0.356634961286 Long EC GB N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 CABOT OIL & GAS CORP COMMON STOCK 127097103 123373.00000000 NS USD 2120781.87000000 0.120660895581 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 130981.00000000 NS USD 11270915.05000000 0.641253456184 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 BALL CORP COMMON STOCK 058498106 29883.00000000 NS USD 1932234.78000000 0.109933596814 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 332936.00000000 NS USD 10867031.04000000 0.618274663765 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 FREEPORT-MCMORAN INC COMMON STOCK 35671D857 150863.00000000 NS USD 1018325.25000000 0.057937140257 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC COMMON STOCK 086516101 85726.00000000 NS USD 4886382.00000000 0.278008425388 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 PARKER HANNIFIN CORP COMMON STOCK 701094104 24124.00000000 NS USD 3129606.52000000 0.178057503631 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 COMERICA INC COMMON STOCK 200340107 9935.00000000 NS USD 291492.90000000 0.016584352623 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE COMMON STOCK 191216100 49549.00000000 NS USD 2192543.25000000 0.124743725834 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY CO/THE COMMON STOCK 254687106 43602.00000000 NS USD 4211953.20000000 0.239637113296 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 113996.00000000 NS USD 2678906.00000000 0.152415107706 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 STARBUCKS CORP COMMON STOCK 855244109 20402.00000000 NS USD 1341227.48000000 0.076308512065 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 DOLLAR GENERAL CORP COMMON STOCK 256677105 100826.00000000 NS USD 15225734.26000000 0.866261051020 Long EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 TEGNA INC COMMON STOCK 87901J105 177946.00000000 NS USD 1932493.56000000 0.109948319981 Long EC US N 1 N N N WESTROCK COMPANY N/A WESTROCK CO COMMON STOCK 96145D105 28239.00000000 NS USD 798034.14000000 0.045403780274 Long EC US N 1 N N N The Bank of New York Mellon Corporation N/A BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 40826.00000000 NS USD 1375019.68000000 0.078231103527 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC COMMON STOCK 858119100 87868.00000000 NS USD 1980544.72000000 0.112682168323 Long EC US N 1 N N N AVALARA, INC. N/A AVALARA INC COMMON STOCK 05338G106 28324.00000000 NS USD 2112970.40000000 0.120216465637 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 18705.00000000 NS USD 1715809.65000000 0.097620189961 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 135842.00000000 NS USD 4618628.00000000 0.262774686411 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 85949.00000000 NS USD 8594900.00000000 0.489002827730 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 INTUIT INC COMMON STOCK 461202103 81061.00000000 NS USD 18644030.00000000 1.060743393209 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 38985.00000000 NS USD 1254147.45000000 0.071354134363 Long EC LR N 1 N N N WYNDHAM DESTINATIONS, INC. T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC COMMON STOCK 98310W108 43982.00000000 NS USD 954409.40000000 0.054300677775 Long EC US N 1 N N N BRINKER INTERNATIONAL, INC. 52990067JY6PBGJNTG76 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 43929.00000000 NS USD 527587.29000000 0.030016832852 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 35589.00000000 NS USD 4858254.39000000 0.276408118133 Long EC US N 1 N N N CHART INDUSTRIES, INC. EM7QGKC1GYOF3LSZSL80 CHART INDUSTRIES INC COMMON STOCK 16115Q308 77114.00000000 NS USD 2234763.72000000 0.127145839787 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 60618.00000000 NS USD 8202827.76000000 0.466696060457 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 119081.00000000 NS USD 21771579.23000000 1.238683848285 Long EC US N 1 N N N SAREPTA THERAPEUTICS, INC. 549300IKDPIED8J8IG21 SAREPTA THERAPEUTICS INC COMMON STOCK 803607100 8234.00000000 NS USD 805449.88000000 0.045825695344 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 146722.00000000 NS USD 6722802.04000000 0.382490687248 Long EC US N 1 N N N KKR & CO. INC. 549300JOHU21WRN2Z451 KKR & CO INC -A COMMON STOCK 48251W104 45669.00000000 NS USD 1071851.43000000 0.060982487309 Long EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 CISCO SYSTEMS INC COMMON STOCK 17275R102 151519.00000000 NS USD 5956211.89000000 0.338875898122 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 28089.00000000 NS USD 2801596.86000000 0.159395546975 Long EC IE N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 63285.00000000 NS USD 15227636.70000000 0.866369289456 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 28361.00000000 NS USD 2534906.18000000 0.144222305093 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 43433.00000000 NS USD 8669661.13000000 0.493256327361 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 10575.00000000 NS USD 7302143.25000000 0.415452035246 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT JUN20 PHYSICAL INDEX FUTURE. N/A 90.00000000 NC USD 11563650.00000000 0.657908474663 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P 500 Future Jun 2020 N/A N/A 2020-06-22 10573674.12000000 USD 989975.88000000 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 18644.00000000 NS USD 2813566.04000000 0.160076527890 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE INC -CL B COMMON STOCK 654106103 46119.00000000 NS USD 3815886.06000000 0.217103058050 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 177691.00000000 NS USD 4309006.75000000 0.245158929767 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 WILLIS TOWERS WATSON PLC COMMON STOCK G96629103 53165.00000000 NS USD 9030075.25000000 0.513761920658 Long EC IE N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC COMMON STOCK 149123101 25359.00000000 NS USD 2942658.36000000 0.167421175241 Long EC US N 1 N N N TRANSDIGM GROUP INCORPORATED N/A TRANSDIGM GROUP INC COMMON STOCK 893641100 26122.00000000 NS USD 8364003.18000000 0.475866060822 Long EC US N 1 N N N VEREIT, INC. 5493002H54FNIBW75H44 VEREIT INC REIT 92339V100 742382.00000000 NS USD 3630247.98000000 0.206541266051 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 215467.00000000 NS USD 11477927.09000000 0.653031309671 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 322884.00000000 NS USD 11100751.92000000 0.631572104249 Long EC US N 1 N N N GW PHARMACEUTICALS PLC 213800ISBN5CNUZMHZ39 GW PHARMACEUTICALS -ADR DEPOSITARY RECEIPT 36197T103 10727.00000000 NS USD 939363.39000000 0.053444642052 Long EC GB N 1 N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 414642.00000000 NS USD 12086814.30000000 0.687673663562 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 244669.00000000 NS USD 13241486.28000000 0.753368187445 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 37387.00000000 NS USD 4533547.62000000 0.257934077863 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 94245.00000000 NS USD 11463961.80000000 0.652236761008 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 LINDE PLC COMMON STOCK G5494J103 30587.00000000 NS USD 5291551.00000000 0.301060326714 Long EC IE N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 INGREDION INC COMMON STOCK 457187102 89406.00000000 NS USD 6750153.00000000 0.384046807364 Long EC US N 1 N N N Markel Corporation 549300SCNO12JLWIK605 MARKEL CORP COMMON STOCK 570535104 14103.00000000 NS USD 13086032.67000000 0.744523726791 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 261680.00000000 NS USD 2347269.60000000 0.133546809369 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 277570.00000000 NS USD 5767904.60000000 0.328162242664 Long EC US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA CORP COMMON STOCK 482480100 2647.00000000 NS USD 380479.78000000 0.021647219666 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 HUMANA INC Common Stock 444859102 42283.00000000 NS USD 13277707.66000000 0.755428985970 Long EC US N 1 N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 MAGNA INTERNATIONAL INC COMMON STOCK 559222401 73335.00000000 NS USD 2340853.20000000 0.133181751282 Long EC CA N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 S&P GLOBAL INC COMMON STOCK 78409V104 46292.00000000 NS USD 11343854.60000000 0.645403317870 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 LAM RESEARCH CORP COMMON STOCK 512807108 40090.00000000 NS USD 9621600.00000000 0.547416445484 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 30665.00000000 NS USD 3401668.45000000 0.193536340277 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS REIT 681936100 94798.00000000 NS USD 2515938.92000000 0.143143171680 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 324841.00000000 NS USD 9530834.94000000 0.542252409718 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 382822.00000000 NS USD 16124462.64000000 0.917393783126 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 7652.00000000 NS USD 1472397.84000000 0.083771388533 Long EC BM N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 ADOBE INC COMMON STOCK 00724F101 73398.00000000 NS USD 23358179.52000000 1.328952731959 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP COMMON STOCK 493267108 155139.00000000 NS USD 1608791.43000000 0.091531438236 Long EC US N 1 N N N CIT GROUP INC. N8O96ZZJQRFYQUJY7K79 CIT GROUP INC COMMON STOCK 125581801 57032.00000000 NS USD 984372.32000000 0.056005404137 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 23267.00000000 NS USD 2090539.95000000 0.118940295644 Long EC US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 ALLERGAN PLC COMMON STOCK G0177J108 26475.00000000 NS USD 4688722.50000000 0.266762680303 Long EC IE N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 6733.00000000 NS USD 3093948.16000000 0.176028737866 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 FASTENAL CO COMMON STOCK 311900104 108954.00000000 NS USD 3404812.50000000 0.193715219536 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUIT REIT 015271109 12202.00000000 NS USD 1672406.12000000 0.095150766360 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 50112.00000000 NS USD 9026173.44000000 0.513539928998 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 DEXCOM INC COMMON STOCK 252131107 9188.00000000 NS USD 2474052.76000000 0.140760078138 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 MOODY'S CORP COMMON STOCK 615369105 47715.00000000 NS USD 10091722.50000000 0.574163845905 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 9444.00000000 NS USD 1459947.96000000 0.083063058415 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 54094.00000000 NS USD 659405.86000000 0.037516588926 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 120839.00000000 NS USD 6992952.93000000 0.397860796164 Long EC US N 1 N N N SPIRIT AEROSYSTEMS HOLDINGS, INC. N/A SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 36435.00000000 NS USD 871889.55000000 0.049605749388 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 AMAZON.COM INC COMMON STOCK 023135106 18278.00000000 NS USD 35636982.16000000 2.027549482602 Long EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 78636.00000000 NS USD 1671801.36000000 0.095116358822 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO COMMON STOCK 277432100 57822.00000000 NS USD 2693348.76000000 0.153236821801 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 ZIONS BANCORP NA COMMON STOCK 989701107 111259.00000000 NS USD 2977290.84000000 0.169391574042 Long EC US N 1 N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 SERVICE PROPERTIES TRUST REIT 81761L102 145397.00000000 NS USD 785143.80000000 0.044670390391 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP REIT 03027X100 47790.00000000 NS USD 10406272.50000000 0.592060021481 Long EC US N 1 N N N ZYNGA INC. N/A ZYNGA INC - CL A COMMON STOCK 98986T108 162516.00000000 NS USD 1113234.60000000 0.063336963469 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 128056.00000000 NS USD 3490806.56000000 0.198607811481 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 17938.00000000 NS USD 5400234.90000000 0.307243846526 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 142487.00000000 NS USD 6518780.25000000 0.370882962641 Long EC US N 1 N N N APTIV PLC N/A APTIV PLC COMMON STOCK G6095L109 47151.00000000 NS USD 2321715.24000000 0.132092905972 Long EC JE N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 IPG PHOTONICS CORP COMMON STOCK 44980X109 22061.00000000 NS USD 2432887.08000000 0.138417975970 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 234762.00000000 NS USD 30784341.06000000 1.751460729986 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC COMMON STOCK 595112103 27500.00000000 NS USD 1156650.00000000 0.065807062408 Long EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 299511.00000000 NS USD 4849083.09000000 0.275886321296 Long EC US N 1 N N N VISTRA ENERGY CORP. 549300KP43CPCUJOOG15 VISTRA ENERGY CORP COMMON STOCK 92840M102 248881.00000000 NS USD 3972140.76000000 0.225993096345 Long EC US N 1 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 SPOTIFY TECHNOLOGY SA COMMON STOCK L8681T102 18682.00000000 NS USD 2268742.08000000 0.129079022735 Long EC LU N 1 N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 RAYTHEON COMPANY COMMON STOCK 755111507 11237.00000000 NS USD 1473732.55000000 0.083847326236 Long EC US N 1 N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 EQUITY COMMONWEALTH REIT 294628102 80780.00000000 NS USD 2561533.80000000 0.145737271117 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 QUALCOMM INC COMMON STOCK 747525103 151137.00000000 NS USD 10224418.05000000 0.581713497347 Long EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 GAMING AND LEISURE PROPERTIE REIT 36467J108 118769.00000000 NS USD 3291088.99000000 0.187244973463 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 68358.00000000 NS USD 3107554.68000000 0.176802874477 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 272103.00000000 NS USD 9316806.72000000 0.530075373942 Long EC US N 1 N N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 VOYA FINANCIAL INC COMMON STOCK 929089100 90831.00000000 NS USD 3683197.05000000 0.209553778698 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 VALERO ENERGY CORP COMMON STOCK 91913Y100 53276.00000000 NS USD 2416599.36000000 0.137491293736 Long EC US N 1 N N N SLM CORPORATION 4K8SLPBF5DXXGPW03H93 SLM CORP COMMON STOCK 78442P106 347020.00000000 NS USD 2495073.80000000 0.141956060407 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 ULTA BEAUTY INC COMMON STOCK 90384S303 4588.00000000 NS USD 806111.60000000 0.045863343595 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 783965593 17537449.76000000 NS USD 17537449.76000000 0.997785026448 Long STIV RF XX N 2 N N N N/A N/A SEI LIQUIDITY FUND N/A 18058386.07000000 NS USD 18068437.01000000 1.027995298439 Long EC US N 2 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 376685.00000000 NS USD 3657611.35000000 0.208098092227 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 143655.00000000 NS USD 23961654.00000000 1.363287131101 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 DANAHER CORP COMMON STOCK 235851102 58415.00000000 NS USD 8085220.15000000 0.460004830326 Long EC US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 GARMIN LTD COMMON STOCK H2906T109 22399.00000000 NS USD 1679029.04000000 0.095527574305 Long EC CH N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 39647.00000000 NS USD 1999001.74000000 0.113732271870 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL A COMMON STOCK 02079K305 14578.00000000 NS USD 16938907.10000000 0.963731220905 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 DAVITA INC COMMON STOCK 23918K108 4752.00000000 NS USD 361437.12000000 0.020563796405 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 ARISTA NETWORKS INC COMMON STOCK 040413106 11749.00000000 NS USD 2379759.95000000 0.135395332682 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COMMON STOCK 713448108 78669.00000000 NS USD 9448146.90000000 0.537547912240 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 150429.00000000 NS USD 24237120.48000000 1.378959668031 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 78626.00000000 NS USD 7309859.22000000 0.415891031762 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 131850.00000000 NS USD 4638483.00000000 0.263904327377 Long EC US N 1 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 CME GROUP INC COMMON STOCK 12572Q105 11283.00000000 NS USD 1950943.53000000 0.110998022421 Long EC US N 1 N N N REINSURANCE GROUP OF AMERICA, INCORPORATED LORM1GNEU1DKEW527V90 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 5459.00000000 NS USD 459320.26000000 0.026132812013 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 ECOLAB INC COMMON STOCK 278865100 48370.00000000 NS USD 7537497.10000000 0.428842382798 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 206587.00000000 NS USD 15072587.52000000 0.857547838659 Long EC US N 1 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 CROWDSTRIKE HOLDINGS INC - A COMMON STOCK 22788C105 37434.00000000 NS USD 2084325.12000000 0.118586705789 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 INCYTE CORP COMMON STOCK 45337C102 9074.00000000 NS USD 664489.02000000 0.037805792944 Long EC US N 1 N N N Dropbox Inc 549300JCDF7UAR6TJR51 DROPBOX INC-CLASS A COMMON STOCK 26210C104 34733.00000000 NS USD 628667.30000000 0.035767732888 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 318885.00000000 NS USD 18919447.05000000 1.076413117842 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 698274.00000000 NS USD 21032012.88000000 1.196606565659 Long EC US N 1 N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 CIENA CORP COMMON STOCK 171779309 10886.00000000 NS USD 433371.66000000 0.024656478516 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 COPART INC COMMON STOCK 217204106 11108.00000000 NS USD 761120.16000000 0.043303576595 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 56483.00000000 NS USD 1920422.00000000 0.109261514204 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMMON STOCK 871829107 93394.00000000 NS USD 4261568.22000000 0.242459936723 Long EC US N 1 N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMMON STOCK 90353T100 12719.00000000 NS USD 355114.48000000 0.020204072751 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC COMMON STOCK 14149Y108 43195.00000000 NS USD 2070768.30000000 0.117815396837 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 48269.00000000 NS USD 11485608.55000000 0.653468342756 Long EC US N 1 N N N N/A N/A S&P MID 400 EMINI JUN20 PHYSICAL INDEX FUTURE. N/A 7.00000000 NC USD 1006460.00000000 0.057262072391 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P MID 400 EMINI Jun 2020 N/A N/A 2020-06-22 909818.54000000 USD 96641.46000000 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 ROYAL DUTCH SHELL-SPON ADR-A DEPOSITARY RECEIPT 780259206 86827.00000000 NS USD 3029394.03000000 0.172355960741 Long EC GB N 1 N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS COMMON STOCK 571748102 119799.00000000 NS USD 10357821.54000000 0.589303426705 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 NVIDIA CORP COMMON STOCK 67066G104 23879.00000000 NS USD 6294504.40000000 0.358122892734 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP COMMON STOCK 89832Q109 77437.00000000 NS USD 2388157.08000000 0.135873083477 Long EC US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 ESSENT GROUP LTD COMMON STOCK G3198U102 42633.00000000 NS USD 1122953.22000000 0.063889899823 Long EC BM N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 WHIRLPOOL CORP COMMON STOCK 963320106 32184.00000000 NS USD 2761387.20000000 0.157107837119 Long EC US N 1 N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 AGCO CORP COMMON STOCK 001084102 51896.00000000 NS USD 2452086.00000000 0.139510289571 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 140875.00000000 NS USD 4338950.00000000 0.246862537013 Long EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 111946.00000000 NS USD 2028461.52000000 0.115408372316 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 CROWN CASTLE INTL CORP REIT 22822V101 122688.00000000 NS USD 17716147.20000000 1.007951933971 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 276553.00000000 NS USD 21277987.82000000 1.210601195173 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 244384.00000000 NS USD 7346183.04000000 0.417957658563 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 20959.00000000 NS USD 2305490.00000000 0.131169778508 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 11187.00000000 NS USD 1782536.58000000 0.101416587529 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 187827.00000000 NS USD 12734670.60000000 0.724533145658 Long EC US N 1 N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 XILINX INC COMMON STOCK 983919101 154939.00000000 NS USD 12075945.66000000 0.687055297357 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 HARLEY-DAVIDSON INC COMMON STOCK 412822108 82967.00000000 NS USD 1570565.31000000 0.089356580963 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 EATON CORP PLC COMMON STOCK G29183103 45501.00000000 NS USD 3534972.69000000 0.201120622853 Long EC IE N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 230483.00000000 NS USD 12847122.42000000 0.730931039521 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 QORVO INC COMMON STOCK 74736K101 19661.00000000 NS USD 1585266.43000000 0.090192994331 Long EC US N 1 N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 161679.00000000 NS USD 3658795.77000000 0.208165479251 Long EC BM N 1 N N N HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY N/A HORIZON THERAPEUTICS PLC COMMON STOCK G46188101 42781.00000000 NS USD 1267173.22000000 0.072095229473 Long EC IE N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 11813.00000000 NS USD 3350166.80000000 0.190606177915 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 26895.00000000 NS USD 403693.95000000 0.022967979044 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 131781.00000000 NS USD 9548851.26000000 0.543277439844 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 6553.00000000 NS USD 3199764.37000000 0.182049101793 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES COMMON STOCK 002824100 247700.00000000 NS USD 19546007.00000000 1.112060954035 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 TELEFLEX INC COMMON STOCK 879369106 37086.00000000 NS USD 10861005.96000000 0.617931869648 Long EC US N 1 N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 63073.00000000 NS USD 367084.86000000 0.020885121939 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYS INC COMMON STOCK 127387108 25810.00000000 NS USD 1704492.40000000 0.096976300299 Long EC US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT 046353108 34383.00000000 NS USD 1535544.78000000 0.087364104239 Long EC GB N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 NEWMONT CORP COMMON STOCK 651639106 75117.00000000 NS USD 3401297.76000000 0.193515250042 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 18827.00000000 NS USD 3430467.67000000 0.195174858470 Long EC US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INVESTMENT CORP REIT 90187B408 328692.00000000 NS USD 1252316.52000000 0.071249964454 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 138797.00000000 NS USD 14029600.76000000 0.798207593290 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 204632.00000000 NS USD 18423018.96000000 1.048169073144 Long EC US N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 ROYAL DUTCH SHELL-SPON ADR-B DEPOSITARY RECEIPT 780259107 87065.00000000 NS USD 2843542.90000000 0.161782047362 Long EC GB N 1 N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 FOOT LOCKER INC COMMON STOCK 344849104 64995.00000000 NS USD 1433139.75000000 0.081537817808 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 141893.00000000 NS USD 6857688.69000000 0.390165000303 Long EC US N 1 N N N Unilever N.V. 549300TK7G7NZTVM1Z30 UNILEVER N V -NY SHARES DEPOSITARY RECEIPT 904784709 392941.00000000 NS USD 19171591.39000000 1.090758752493 Long EC NL N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 40277.00000000 NS USD 2160861.05000000 0.122941181838 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 HOST HOTELS & RESORTS INC REIT 44107P104 271219.00000000 NS USD 2994257.76000000 0.170356899044 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP Common Stock 56585A102 390470.00000000 NS USD 9222901.40000000 0.524732674548 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 31908.00000000 NS USD 3269931.84000000 0.186041247279 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 104411.00000000 NS USD 26038015.18000000 1.481420732237 Long EC US N 1 N N N LAREDO PETROLEUM, INC 549300X0PTWU2QSLSL14 LAREDO PETROLEUM INC COMMON STOCK 516806106 322581.00000000 NS USD 122516.26000000 0.006970505483 Long EC US N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 MACY'S INC COMMON STOCK 55616P104 51046.00000000 NS USD 250635.86000000 0.014259810384 Long EC US N 1 N N ANNALY CAPITAL MANAGEMENT, INC. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 608344.00000000 NS USD 3084304.08000000 0.175480042432 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 276682.00000000 NS USD 4108727.70000000 0.233764146607 Long EC US N 1 N N N DILLARD'S, INC. 529900FGYKMWL6019P91 DILLARDS INC-CL A COMMON STOCK 254067101 17881.00000000 NS USD 660702.95000000 0.037590386256 Long EC US N 1 N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 LEAR CORP COMMON STOCK 521865204 27328.00000000 NS USD 2220400.00000000 0.126328622635 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 VERISIGN INC COMMON STOCK 92343E102 10412.00000000 NS USD 1875097.08000000 0.106682774015 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 372155.00000000 NS USD 10680848.50000000 0.607681894968 Long EC US N 1 N N N GAMESTOP CORP. 549300505KLOET039L77 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 77761.00000000 NS USD 272163.50000000 0.015484615423 Long EC US N 1 N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 50100.00000000 NS USD 4045575.00000000 0.230171103188 Long EC US N 1 N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 LULULEMON ATHLETICA INC COMMON STOCK 550021109 22114.00000000 NS USD 4191708.70000000 0.238485311908 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDU-CL A COMMON STOCK N53745100 18574.00000000 NS USD 921827.62000000 0.052446952595 Long EC NL N 1 N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 CARLISLE COS INC COMMON STOCK 142339100 3609.00000000 NS USD 452135.52000000 0.025724039581 Long EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 TESLA INC COMMON STOCK 88160R101 1073.00000000 NS USD 562252.00000000 0.031989065364 Long EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 NEW YORK TIMES CO-A COMMON STOCK 650111107 11195.00000000 NS USD 343798.45000000 0.019560252500 Long EC US N 1 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT 01609W102 74543.00000000 NS USD 14497122.64000000 0.824807032649 Long EC KY N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 KOHLS CORP COMMON STOCK 500255104 50709.00000000 NS USD 739844.31000000 0.042093097030 Long EC US N 1 N N N MFA FINANCIAL, INC. YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL INC REIT 55272X102 112336.00000000 NS USD 174120.80000000 0.009906521724 Long EC US N 1 N N N DIVERSIFIED HEALTHCARE TRUST N/A DIVERSIFIED HEALTHCARE TRUST REIT 25525P107 120279.00000000 NS USD 436612.77000000 0.024840879958 Long EC US N 1 N N N RADIAN GROUP INC. 54930005OUP720S5U385 RADIAN GROUP INC COMMON STOCK 750236101 122321.00000000 NS USD 1584056.95000000 0.090124181530 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 DXC TECHNOLOGY CO COMMON STOCK 23355L106 54174.00000000 NS USD 706970.70000000 0.040222768318 Long EC US N 1 N N N MATCH GROUP, INC. 549300BIJKT86CPCKK96 MATCH GROUP INC COMMON STOCK 57665R106 6715.00000000 NS USD 443458.60000000 0.025230370263 Long EC US N 1 N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 20541.00000000 NS USD 1844376.39000000 0.104934934683 Long EC US N 1 N N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 213962.00000000 NS USD 4775631.84000000 0.271707346677 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 43878.00000000 NS USD 1546260.72000000 0.087973782648 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 16930.00000000 NS USD 1470031.90000000 0.083636779480 Long EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 AMERICAN HOMES 4 RENT- A REIT 02665T306 17168.00000000 NS USD 398297.60000000 0.022660956227 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A XEROX HOLDINGS CORP COMMON STOCK 98421M106 133836.00000000 NS USD 2534853.84000000 0.144219327234 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 30243.00000000 NS USD 4090668.18000000 0.232736658637 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 107644.00000000 NS USD 14308040.48000000 0.814049291324 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 40168.00000000 NS USD 3361258.24000000 0.191237220222 Long EC US N 1 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 135982.00000000 NS USD 1691616.08000000 0.096243708077 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 230432.00000000 NS USD 7747123.84000000 0.440768998422 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 ROPER TECHNOLOGIES INC COMMON STOCK 776696106 36218.00000000 NS USD 11293134.58000000 0.642517625983 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 FISERV INC COMMON STOCK 337738108 53932.00000000 NS USD 5123000.68000000 0.291470734852 Long EC US N 1 N N N 1Life Healthcare Inc N/A 1LIFE HEALTHCARE INC COMMON STOCK 68269G107 23796.00000000 NS USD 431897.40000000 0.024572601180 Long EC US N 1 N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 130088.00000000 NS USD 2258327.68000000 0.128486500303 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 ROSS STORES INC COMMON STOCK 778296103 184185.00000000 NS USD 16018569.45000000 0.911369039459 Long EC US N 1 N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 TIMKEN CO COMMON STOCK 887389104 60699.00000000 NS USD 1963005.66000000 0.111684291683 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON AND CO COMMON STOCK 075887109 49124.00000000 NS USD 11287221.48000000 0.642181202915 Long EC US N 1 N N N INVITATION HOMES INC. N/A INVITATION HOMES INC REIT 46187W107 55684.00000000 NS USD 1189967.08000000 0.067702622139 Long EC US N 1 N N N VISHAY INTERTECHNOLOGY, INC. 5493009O8F3QQJTCQR75 VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 103407.00000000 NS USD 1490094.87000000 0.084778252803 Long EC US N 1 N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 BANCO SANTANDER SA-SPON ADR DEPOSITARY RECEIPT 05964H105 372251.00000000 NS USD 874789.85000000 0.049770760604 Long EC ES N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL C COMMON STOCK 02079K107 1975.00000000 NS USD 2296549.75000000 0.130661127153 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 158289.00000000 NS USD 21177485.31000000 1.204883151730 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 SALESFORCE.COM INC COMMON STOCK 79466L302 102331.00000000 NS USD 14733617.38000000 0.838262290604 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 72074.00000000 NS USD 2570879.58000000 0.146268994912 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 13677.00000000 NS USD 1309162.44000000 0.074484186566 Long EC US N 1 N N N ARCONIC INC. 549300HO5WFZUT5N2T22 ARCONIC INC COMMON STOCK 03965L100 239542.00000000 NS USD 3847044.52000000 0.218875804103 Long EC US N 1 N N N O-I GLASS, INC. N/A O-I GLASS INC COMMON STOCK 67098H104 54203.00000000 NS USD 385383.33000000 0.021926204857 Long EC US N 1 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE-SPONSORED ADR DEPOSITARY RECEIPT 803054204 75274.00000000 NS USD 8317777.00000000 0.473236043866 Long EC DE N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 BLACKROCK INC COMMON STOCK 09247X101 4004.00000000 NS USD 1761639.88000000 0.100227679526 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 TEXTRON INC COMMON STOCK 883203101 87866.00000000 NS USD 2343386.22000000 0.133325866274 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 125943.00000000 NS USD 13979673.00000000 0.795366976666 Long EC US N 1 N N N HUNTSMAN CORPORATION N/A HUNTSMAN CORP COMMON STOCK 447011107 163884.00000000 NS USD 2364846.12000000 0.134546817278 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 CROWN HOLDINGS INC COMMON STOCK 228368106 59995.00000000 NS USD 3482109.80000000 0.198113013376 Long EC US N 1 N N N PINTEREST, INC. N/A PINTEREST INC- CLASS A COMMON STOCK 72352L106 131768.00000000 NS USD 2034497.92000000 0.115751810479 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 WW GRAINGER INC COMMON STOCK 384802104 36077.00000000 NS USD 8965134.50000000 0.510067146969 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 83937.00000000 NS USD 6395160.03000000 0.363849647867 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 16678.00000000 NS USD 568719.80000000 0.032357047829 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP COMMON STOCK 907818108 11599.00000000 NS USD 1635922.96000000 0.093075073984 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 BORGWARNER INC COMMON STOCK 099724106 247424.00000000 NS USD 6029722.88000000 0.343058271620 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC COMMON STOCK 037833100 158737.00000000 NS USD 40365231.73000000 2.296561037122 Long EC US N 1 N N N MANPOWERGROUP INC. ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC COMMON STOCK 56418H100 29203.00000000 NS USD 1547466.97000000 0.088042411680 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 63229.00000000 NS USD 4727000.04000000 0.268940463093 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 NUCOR CORP COMMON STOCK 670346105 162624.00000000 NS USD 5857716.48000000 0.333272047698 Long EC US N 1 N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 383246.00000000 NS USD 5192983.30000000 0.295452363384 Long EC CA N 1 N N N Guardant Health Inc N/A GUARDANT HEALTH INC COMMON STOCK 40131M109 18305.00000000 NS USD 1274028.00000000 0.072485228985 Long EC US N 1 N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 SEAGATE TECHNOLOGY COMMON STOCK G7945M107 77003.00000000 NS USD 3757746.40000000 0.213795229205 Long EC IE N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 FORTINET INC COMMON STOCK 34959E109 8676.00000000 NS USD 877750.92000000 0.049939229301 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 IDEX CORP COMMON STOCK 45167R104 24695.00000000 NS USD 3410626.45000000 0.194046001510 Long EC US N 1 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 KELLOGG CO COMMON STOCK 487836108 104190.00000000 NS USD 6250358.10000000 0.355611209581 Long EC US N 1 N N N VEEVA SYSTEMS INC. 549300YZEXPDB92M2F02 VEEVA SYSTEMS INC-CLASS A COMMON STOCK 922475108 9865.00000000 NS USD 1542590.05000000 0.087764941590 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 FIRSTENERGY CORP COMMON STOCK 337932107 196778.00000000 NS USD 7884894.46000000 0.448607393605 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 61021.00000000 NS USD 8801058.83000000 0.500732138232 Long EC US N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 12813.00000000 NS USD 1251189.45000000 0.071185840332 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP COMMON STOCK 436106108 83406.00000000 NS USD 2044281.06000000 0.116308417668 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 18137.00000000 NS USD 945663.18000000 0.053803065666 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 492684.00000000 NS USD 26471911.32000000 1.506107050798 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 224553.00000000 NS USD 8683464.51000000 0.494041664229 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP COMMON STOCK 534187109 58196.00000000 NS USD 1531718.72000000 0.087146422339 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 23918.00000000 NS USD 7567176.84000000 0.430530997765 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 194690.00000000 NS USD 10688481.00000000 0.608116142496 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 152816.00000000 NS USD 738101.28000000 0.041993928151 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 79172.00000000 NS USD 2497876.60000000 0.142115524406 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 31141.00000000 NS USD 2490657.18000000 0.141704778872 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 296505.00000000 NS USD 46761803.55000000 2.660491008124 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 111483.00000000 NS USD 22600948.59000000 1.285870431290 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 CELANESE CORP COMMON STOCK 150870103 19274.00000000 NS USD 1414518.86000000 0.080478390954 Long EC US N 1 N N N 2020-03-31 SEI INSTITUTIONAL MANAGED TRUST James Hoffmayer James Hoffmayer CFO