CISCO SYSTEMS INC COMMON STOCK

NPORT-P false 0000804239 XXXXXXXX S000006674 C000018198 C000018197 C000147390 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Large Cap Value Fund S000006674 BR7X1WYLZTTJJGHBQS37 2020-09-30 2020-03-31 N 990065655.35 16514001.33 973551654.02 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 120645.06000000 N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 CISCO SYSTEMS INC COMMON STOCK 17275R102 349683.00000000 NS USD 13746038.73000000 1.411947550316 Long EC US N 1 N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 100276.00000000 NS USD 2269245.88000000 0.233089417559 Long EC BM N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 58067.00000000 NS USD 4996665.35000000 0.513240908108 Long EC US N 1 N N N DILLARD'S, INC. 529900FGYKMWL6019P91 DILLARDS INC-CL A COMMON STOCK 254067101 15965.00000000 NS USD 589906.75000000 0.060593266681 Long EC US N 1 N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 150783.00000000 NS USD 3365476.56000000 0.345690600606 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO - B COMMON STOCK 60871R209 134854.00000000 NS USD 5260654.54000000 0.540357002967 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 23708.00000000 NS USD 2631588.00000000 0.270307999491 Long EC US N 1 N N N HUNTSMAN CORPORATION N/A HUNTSMAN CORP COMMON STOCK 447011107 202830.00000000 NS USD 2926836.90000000 0.300634988181 Long EC US N 1 N N N WESTROCK COMPANY N/A WESTROCK CO COMMON STOCK 96145D105 52607.00000000 NS USD 1486673.82000000 0.152706208639 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 HEALTHPEAK PROPERTIES INC REIT 42250P103 318265.00000000 NS USD 7590620.25000000 0.779683360267 Long EC US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INVESTMENT CORP REIT 90187B408 221782.00000000 NS USD 844989.42000000 0.086794513317 Long EC US N 1 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 JONES LANG LASALLE INC COMMON STOCK 48020Q107 8729.00000000 NS USD 881454.42000000 0.090540077289 Long EC US N 1 N N N WOODWARD, INC. YPYKXXTR8TFDH54ZMB45 WOODWARD INC COMMON STOCK 980745103 7190.00000000 NS USD 427373.60000000 0.043898400073 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 188276.00000000 NS USD 13736616.96000000 1.410979777321 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 278624.00000000 NS USD 10256149.44000000 1.053477686330 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 BLACKROCK INC COMMON STOCK 09247X101 2161.00000000 NS USD 950775.17000000 0.097660475032 Long EC US N 1 N N N ASSURED GUARANTY LTD. 549300BBOQUJEPH87M14 ASSURED GUARANTY LTD COMMON STOCK G0585R106 21683.00000000 NS USD 559204.57000000 0.057439640484 Long EC BM N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 NAVIENT CORP COMMON STOCK 63938C108 96244.00000000 NS USD 729529.52000000 0.074934854970 Long EC US N 1 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC - CLASS B COMMON STOCK 92556H206 35735.00000000 NS USD 500647.35000000 0.051424836877 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 ENTERGY CORP COMMON STOCK 29364G103 16547.00000000 NS USD 1554921.59000000 0.159716393432 Long EC US N 1 N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 RAYTHEON COMPANY COMMON STOCK 755111507 76078.00000000 NS USD 9977629.70000000 1.024869061523 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 34755.00000000 NS USD 1185145.50000000 0.121734218734 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC COMMON STOCK 858119100 119905.00000000 NS USD 2702658.70000000 0.277608146300 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 15906.00000000 NS USD 2898232.26000000 0.297696814342 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 75616.00000000 NS USD 2660170.88000000 0.273243938214 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 TRAVELERS COS INC/THE COMMON STOCK 89417E109 54932.00000000 NS USD 5457494.20000000 0.560575720606 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP COMMON STOCK 436106108 86306.00000000 NS USD 2115360.06000000 0.217282776036 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 34537.00000000 NS USD 4569590.47000000 0.469373191564 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP COMMON STOCK 493267108 125944.00000000 NS USD 1306039.28000000 0.134152027230 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 165024.00000000 NS USD 9198437.76000000 0.944833047329 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 59672.00000000 NS USD 4546409.68000000 0.466992137625 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 285127.00000000 NS USD 15319873.71000000 1.573606664499 Long EC US N 1 N N N MGIC INVESTMENT CORPORATION 254900S8483WM4M98R28 MGIC INVESTMENT CORP COMMON STOCK 552848103 155780.00000000 NS USD 989203.00000000 0.101607654397 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN CO/THE COMMON STOCK 842587107 54218.00000000 NS USD 2935362.52000000 0.301510711617 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 45435.00000000 NS USD 5040104.55000000 0.517702838795 Long EC US N 1 N N N MANPOWERGROUP INC. ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC COMMON STOCK 56418H100 68746.00000000 NS USD 3642850.54000000 0.374181536743 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 12547.00000000 NS USD 606396.51000000 0.062287040188 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 12362645.98000000 NS USD 12362645.98000000 1.269850030961 Long STIV RF XX N 2 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT 25243Q205 61169.00000000 NS USD 7775803.28000000 0.798704747497 Long EC GB N 1 N N N/A N/A SEI LIQUIDITY FUND N/A 13417213.75000000 NS USD 13415967.97000000 1.378043775551 Long EC US N 2 N N N Mylan N.V. 549300A0CD4KNFGIIS89 MYLAN NV COMMON STOCK N59465109 85443.00000000 NS USD 1273955.13000000 0.130856449654 Long EC NL N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 307156.00000000 NS USD 5332228.16000000 0.547708808051 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO COMMON STOCK 532457108 66168.00000000 NS USD 9178824.96000000 0.942818485500 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 QORVO INC COMMON STOCK 74736K101 2711.00000000 NS USD 218587.93000000 0.022452627870 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC COMMON STOCK 14149Y108 68588.00000000 NS USD 3288108.72000000 0.337743632443 Long EC US N 1 N N N CACI INTERNATIONAL INC. SYRPI2D1O9WRTS2WX210 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 13632.00000000 NS USD 2878396.80000000 0.295659381617 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 21180.00000000 NS USD 1839059.40000000 0.188902087773 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 126801.00000000 NS USD 3456595.26000000 0.355050011545 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 166650.00000000 NS USD 15493450.50000000 1.591435897214 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT JUN20 PHYSICAL INDEX FUTURE. N/A 28.00000000 NC USD 3597580.00000000 0.369531496879 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 3417370.92000000 USD 180209.08000000 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 LEAR CORP COMMON STOCK 521865204 20641.00000000 NS USD 1677081.25000000 0.172264228926 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 KOHLS CORP COMMON STOCK 500255104 83259.00000000 NS USD 1214748.81000000 0.124774972646 Long EC US N 1 N N N DIVERSIFIED HEALTHCARE TRUST N/A DIVERSIFIED HEALTHCARE TRUST REIT 25525P107 54353.00000000 NS USD 197301.39000000 0.020266145015 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 PPG INDUSTRIES INC COMMON STOCK 693506107 6165.00000000 NS USD 515394.00000000 0.052939563902 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 301214.00000000 NS USD 6259226.92000000 0.642927049032 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC COMMON STOCK 086516101 90587.00000000 NS USD 5163459.00000000 0.530373399159 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 LEIDOS HOLDINGS INC COMMON STOCK 525327102 12532.00000000 NS USD 1148557.80000000 0.117976051425 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC COMMON STOCK 247361702 100386.00000000 NS USD 2864012.58000000 0.294181882201 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS REIT 681936100 58669.00000000 NS USD 1557075.26000000 0.159937611278 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 DEVON ENERGY CORP COMMON STOCK 25179M103 24340.00000000 NS USD 168189.40000000 0.017275857865 Long EC US N 1 N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 BANCO SANTANDER SA-SPON ADR DEPOSITARY RECEIPT 05964H105 401042.00000000 NS USD 942448.70000000 0.096805207623 Long EC ES N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 70242.00000000 NS USD 12842344.86000000 1.319123110414 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 33609.00000000 NS USD 5605981.20000000 0.575827813229 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP COMMON STOCK 30231G102 190016.00000000 NS USD 7214907.52000000 0.741091393580 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 CELANESE CORP COMMON STOCK 150870103 37458.00000000 NS USD 2749042.62000000 0.282372548867 Long EC US N 1 N N N DOMTAR CORPORATION XYSIJOU3HNVROZWNA008 DOMTAR CORP COMMON STOCK 257559203 32926.00000000 NS USD 712518.64000000 0.073187553742 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 NEWMONT CORP COMMON STOCK 651639106 70461.00000000 NS USD 3190474.08000000 0.327714925738 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 364345.00000000 NS USD 9822741.20000000 1.008959428032 Long EC IE N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 64266.00000000 NS USD 2292368.22000000 0.235464467707 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 149775.00000000 NS USD 4502236.50000000 0.462454814945 Long EC US N 1 N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 STARWOOD PROPERTY TRUST INC REIT 85571B105 11167.00000000 NS USD 114461.75000000 0.011757131686 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 VALERO ENERGY CORP COMMON STOCK 91913Y100 65629.00000000 NS USD 2976931.44000000 0.305780533339 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 HUMANA INC Common Stock 444859102 659.00000000 NS USD 206939.18000000 0.021256106868 Long EC US N 1 N N N MFA FINANCIAL, INC. YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL INC REIT 55272X102 135168.00000000 NS USD 209510.40000000 0.021520214067 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 28164.00000000 NS USD 3415166.64000000 0.350794600974 Long EC US N 1 N N N Siemens Aktiengesellschaft W38RGI023J3WT1HWRP32 SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT 826197501 169559.00000000 NS USD 7121478.00000000 0.731494622868 Long EC DE N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 METLIFE INC COMMON STOCK 59156R108 77948.00000000 NS USD 2382870.36000000 0.244760547646 Long EC US N 1 N N N ARCONIC INC. 549300HO5WFZUT5N2T22 ARCONIC INC COMMON STOCK 03965L100 86815.00000000 NS USD 1394248.90000000 0.143212627110 Long EC US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 SERVICE PROPERTIES TRUST REIT 81761L102 31877.00000000 NS USD 172135.80000000 0.017681218997 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 WASTE MANAGEMENT INC COMMON STOCK 94106L109 19563.00000000 NS USD 1810751.28000000 0.185994371487 Long EC US N 1 N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 91708.00000000 NS USD 533740.56000000 0.054824061753 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 70778.00000000 NS USD 8041796.36000000 0.826026675296 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 54813.00000000 NS USD 2857949.82000000 0.293559135583 Long EC US N 1 N N N CABOT CORPORATION K05C0SER542GQ6VLRO68 CABOT CORP COMMON STOCK 127055101 33520.00000000 NS USD 875542.40000000 0.089932814184 Long EC US N 1 N N N BCE Inc. 5493001I9203PRB5KR45 BCE INC COMMON STOCK 05534B760 228830.00000000 NS USD 9349993.80000000 0.960400381571 Long EC CA N 1 N N N AGNC INVESTMENT CORP. 5TRACI5HRMELWV32OF39 AGNC INVESTMENT CORP REIT 00123Q104 14913.00000000 NS USD 157779.54000000 0.016206591540 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 29391.00000000 NS USD 2813306.52000000 0.288973523734 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 MCDONALD'S CORP COMMON STOCK 580135101 1272.00000000 NS USD 210325.20000000 0.021603907623 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CARNIVAL CORP COMMON STOCK 143658300 49505.00000000 NS USD 651980.85000000 0.066969312548 Long EC PA N 1 N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 FREEPORT-MCMORAN INC COMMON STOCK 35671D857 153328.00000000 NS USD 1034964.00000000 0.106308072686 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 ZIONS BANCORP NA COMMON STOCK 989701107 47944.00000000 NS USD 1282981.44000000 0.131783602308 Long EC US N 1 N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 VOYA FINANCIAL INC COMMON STOCK 929089100 91291.00000000 NS USD 3701850.05000000 0.380241770913 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 CROWN HOLDINGS INC COMMON STOCK 228368106 63577.00000000 NS USD 3690009.08000000 0.379025505710 Long EC US N 1 N N N HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY N/A HORIZON THERAPEUTICS PLC COMMON STOCK G46188101 26894.00000000 NS USD 796600.28000000 0.081824141195 Long EC IE N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 90180.00000000 NS USD 6741856.80000000 0.692501191093 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 DOLLAR GENERAL CORP COMMON STOCK 256677105 8301.00000000 NS USD 1253534.01000000 0.128758859873 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 22219.00000000 NS USD 1996377.15000000 0.205061245775 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 241670.00000000 NS USD 18594089.80000000 1.909923292022 Long EC US N 1 N N N LANDSTAR SYSTEM, INC. 254900CUQXQRL09MEI52 LANDSTAR SYSTEM INC COMMON STOCK 515098101 2861.00000000 NS USD 274255.46000000 0.028170612095 Long EC US N 1 N N N CIT GROUP INC. N8O96ZZJQRFYQUJY7K79 CIT GROUP INC COMMON STOCK 125581801 42328.00000000 NS USD 730581.28000000 0.075042888272 Long EC US N 1 N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 TIMKEN CO COMMON STOCK 887389104 35080.00000000 NS USD 1134487.20000000 0.116530766016 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 332878.00000000 NS USD 10252642.40000000 1.053117454802 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 LAM RESEARCH CORP COMMON STOCK 512807108 17210.00000000 NS USD 4130400.00000000 0.424261001760 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 168158.00000000 NS USD 12184728.68000000 1.251574955441 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 91505.00000000 NS USD 22017933.10000000 2.261609130761 Long EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 59079.00000000 NS USD 1256019.54000000 0.129014165279 Long EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 GAMING AND LEISURE PROPERTIE REIT 36467J108 57454.00000000 NS USD 1592050.34000000 0.163530135604 Long EC US N 1 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 2387.00000000 NS USD 194564.37000000 0.019985007389 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 5793.00000000 NS USD 269200.71000000 0.027651404924 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 CHUBB LTD COMMON STOCK H1467J104 79793.00000000 NS USD 8912080.17000000 0.915419344541 Long EC CH N 1 N N N SPIRIT AEROSYSTEMS HOLDINGS, INC. N/A SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 43367.00000000 NS USD 1037772.31000000 0.106596532984 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 76331.00000000 NS USD 3497486.42000000 0.359250216006 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 EATON CORP PLC COMMON STOCK G29183103 40745.00000000 NS USD 3165479.05000000 0.325147519079 Long EC IE N 1 N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 1013144.00000000 NS USD 29533147.60000000 3.033547062248 Long EC US N 1 N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 FRANKLIN RESOURCES INC COMMON STOCK 354613101 24505.00000000 NS USD 408988.45000000 0.042009938385 Long EC US N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 BP PLC-SPONS ADR DEPOSITARY RECEIPT 055622104 138521.00000000 NS USD 3378527.19000000 0.347031118076 Long EC GB N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 37341.00000000 NS USD 3646348.65000000 0.374540851011 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 15573.00000000 NS USD 854957.70000000 0.087818422008 Long EC US N 1 N N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 SEAGATE TECHNOLOGY COMMON STOCK G7945M107 15188.00000000 NS USD 741174.40000000 0.076130978458 Long EC IE N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT 66987V109 135705.00000000 NS USD 11188877.25000000 1.149284396343 Long EC CH N 1 N N N GRAFTECH INTERNATIONAL LTD. 549300GY32W00XP57351 GRAFTECH INTERNATIONAL LTD COMMON STOCK 384313508 122593.00000000 NS USD 995455.16000000 0.102249855556 Long EC US N 1 N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC COMMON STOCK 149123101 43478.00000000 NS USD 5045187.12000000 0.518224903544 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 FIRSTENERGY CORP COMMON STOCK 337932107 101232.00000000 NS USD 4056366.24000000 0.416656499246 Long EC US N 1 N N N O-I GLASS, INC. N/A O-I GLASS INC COMMON STOCK 67098H104 91594.00000000 NS USD 651233.34000000 0.066892530798 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 PACCAR INC COMMON STOCK 693718108 29619.00000000 NS USD 1810609.47000000 0.185979805234 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 11646.00000000 NS USD 1040919.48000000 0.106919799858 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY CO/THE COMMON STOCK 254687106 9034.00000000 NS USD 872684.40000000 0.089639249894 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 46934.00000000 NS USD 6351108.88000000 0.652364859509 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 23909.00000000 NS USD 4847071.57000000 0.497875130711 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 42304.00000000 NS USD 795738.24000000 0.081735595303 Long EC US N 1 N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 TRANE TECHNOLOGIES PLC COMMON STOCK G8994E103 34268.00000000 NS USD 2830194.12000000 0.290708162049 Long EC IE N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 558563.00000000 NS USD 30229429.56000000 3.105066838023 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 19408.00000000 NS USD 6140303.04000000 0.630711582137 Long EC US N 1 N N N NU SKIN ENTERPRISES, INC. 54930050DETB6CP71D38 NU SKIN ENTERPRISES INC - A COMMON STOCK 67018T105 8178.00000000 NS USD 178689.30000000 0.018354372802 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 136208.00000000 NS USD 5267163.36000000 0.541025567390 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 89627.00000000 NS USD 870278.17000000 0.089392089922 Long EC US N 1 N N N BRINKER INTERNATIONAL, INC. 52990067JY6PBGJNTG76 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 16942.00000000 NS USD 203473.42000000 0.020900115485 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP COMMON STOCK 534187109 56432.00000000 NS USD 1485290.24000000 0.152564091886 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 20672.00000000 NS USD 702848.00000000 0.072194217646 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC COMMON STOCK 285512109 1992.00000000 NS USD 199538.64000000 0.020495947921 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 5972.00000000 NS USD 484866.68000000 0.049803898745 Long EC US N 1 N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 6728.00000000 NS USD 634652.24000000 0.065189375148 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 HARLEY-DAVIDSON INC COMMON STOCK 412822108 31374.00000000 NS USD 593909.82000000 0.061004448767 Long EC US N 1 N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 AGCO CORP COMMON STOCK 001084102 40664.00000000 NS USD 1921374.00000000 0.197357170733 Long EC US N 1 N N N ANNALY CAPITAL MANAGEMENT, INC. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 453915.00000000 NS USD 2301349.05000000 0.236386948807 Long EC US N 1 N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 MAGNA INTERNATIONAL INC COMMON STOCK 559222401 31771.00000000 NS USD 1014130.32000000 0.104168106110 Long EC CA N 1 N N N REINSURANCE GROUP OF AMERICA, INCORPORATED LORM1GNEU1DKEW527V90 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 29273.00000000 NS USD 2463030.22000000 0.252994302852 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 29877.00000000 NS USD 1591547.79000000 0.163478515333 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 49158.00000000 NS USD 6710558.58000000 0.689286341643 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 230894.00000000 NS USD 6954527.28000000 0.714345998107 Long EC US N 1 N N N NewMarket Corporation 54930082CG88ERDREQ47 NEWMARKET CORP COMMON STOCK 651587107 1517.00000000 NS USD 580813.79000000 0.059659267959 Long EC US N 1 N N N THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 4099.00000000 NS USD 207081.48000000 0.021270723453 Long EC US N 1 N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 OSHKOSH CORP COMMON STOCK 688239201 25257.00000000 NS USD 1624782.81000000 0.166892306462 Long EC US N 1 N N N VISTRA ENERGY CORP. 549300KP43CPCUJOOG15 VISTRA ENERGY CORP COMMON STOCK 92840M102 311792.00000000 NS USD 4976200.32000000 0.511138808038 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC COMMON STOCK 02005N100 10240.00000000 NS USD 147763.20000000 0.015177746284 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 95862.00000000 NS USD 5142996.30000000 0.528271538419 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 BORGWARNER INC COMMON STOCK 099724106 63617.00000000 NS USD 1550346.29000000 0.159246433776 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 ULTA BEAUTY INC COMMON STOCK 90384S303 6136.00000000 NS USD 1078095.20000000 0.110738366633 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 TEXTRON INC COMMON STOCK 883203101 66991.00000000 NS USD 1786649.97000000 0.183518764784 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP COMMON STOCK 89832Q109 333151.00000000 NS USD 10274376.84000000 1.055349944461 Long EC US N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 INGREDION INC COMMON STOCK 457187102 75055.00000000 NS USD 5666652.50000000 0.582059768128 Long EC US N 1 N N N HAWAIIAN ELECTRIC INDUSTRIES, INC. JJ8FWOCWCV22X7GUPJ23 HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 9673.00000000 NS USD 416422.65000000 0.042773554775 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 170667.00000000 NS USD 2746032.03000000 0.282063311038 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 31652.00000000 NS USD 3243696.96000000 0.333181803616 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 192027.00000000 NS USD 927490.41000000 0.095268741639 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 14152.00000000 NS USD 2723127.84000000 0.279710668535 Long EC BM N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 GENUINE PARTS CO COMMON STOCK 372460105 109979.00000000 NS USD 7404886.07000000 0.760605360734 Long EC US N 1 N N N FIRST CITIZENS BANCSHARES, INC. 549300N3Z00ZHE2XC526 FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M103 527.00000000 NS USD 175422.49000000 0.018018816903 Long EC US N 1 N N N N/A N/A S&P MID 400 EMINI JUN20 PHYSICAL INDEX FUTURE. N/A 24.00000000 NC USD 3450720.00000000 0.354446524306 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 3224955.40000000 USD 225764.60000000 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 FLOWERS FOODS INC COMMON STOCK 343498101 9143.00000000 NS USD 187614.36000000 0.019271125391 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A XEROX HOLDINGS CORP COMMON STOCK 98421M106 28907.00000000 NS USD 547498.58000000 0.056237239979 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 ARISTA NETWORKS INC COMMON STOCK 040413106 6558.00000000 NS USD 1328322.90000000 0.136440926838 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL COMMON STOCK 281020107 8815.00000000 NS USD 482973.85000000 0.049609473519 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDU-CL A COMMON STOCK N53745100 46266.00000000 NS USD 2296181.58000000 0.235856163411 Long EC NL N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 MACY'S INC COMMON STOCK 55616P104 71346.00000000 NS USD 350308.86000000 0.035982565337 Long EC US N 1 N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 CARLISLE COS INC COMMON STOCK 142339100 2733.00000000 NS USD 342390.24000000 0.035169190929 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 22352.00000000 NS USD 719063.84000000 0.073859854999 Long EC LR N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 103064.00000000 NS USD 3528911.36000000 0.362478081715 Long EC US N 1 N N N EXELIXIS, INC. N/A EXELIXIS INC COMMON STOCK 30161Q104 32868.00000000 NS USD 565986.96000000 0.058136305111 Long EC US N 1 N N N JETBLUE AIRWAYS CORPORATION 54930070J9H97ZO93T57 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 56121.00000000 NS USD 502282.95000000 0.051592840290 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 83184.00000000 NS USD 4194137.28000000 0.430807883966 Long EC US N 1 N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 INGERSOLL-RAND INC COMMON STOCK 45687V106 30238.08320000 NS USD 749904.46000000 0.077027701293 Long EC US N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 ROYAL DUTCH SHELL-SPON ADR-B DEPOSITARY RECEIPT 780259107 57163.00000000 NS USD 1866943.58000000 0.191766258348 Long EC GB N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 278016.00000000 NS USD 4128537.60000000 0.424069702203 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 245858.00000000 NS USD 8452598.04000000 0.868222862659 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 69726.00000000 NS USD 7669860.00000000 0.787822604823 Long EC US N 1 N N N RADIAN GROUP INC. 54930005OUP720S5U385 RADIAN GROUP INC COMMON STOCK 750236101 47480.00000000 NS USD 614866.00000000 0.063156998137 Long EC US N 1 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 9379.00000000 NS USD 214310.15000000 0.022013228483 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 26440.00000000 NS USD 2637125.60000000 0.270876803414 Long EC IE N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 WELLTOWER INC REIT 95040Q104 189507.00000000 NS USD 8675630.46000000 0.891132013815 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 387648.00000000 NS USD 16327733.76000000 1.677130709251 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 66669.00000000 NS USD 6012210.42000000 0.617554332651 Long EC IE N 1 N N N SKECHERS U.S.A., INC. 529900D2R54KZPA4XR56 SKECHERS USA INC-CL A COMMON STOCK 830566105 45338.00000000 NS USD 1076324.12000000 0.110556447164 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 ROBERT HALF INTL INC COMMON STOCK 770323103 37834.00000000 NS USD 1428233.50000000 0.146703412613 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 77162.00000000 NS USD 4578021.46000000 0.470239194920 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 WHIRLPOOL CORP COMMON STOCK 963320106 16702.00000000 NS USD 1433031.60000000 0.147196257546 Long EC US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT 046353108 27522.00000000 NS USD 1229132.52000000 0.126252419676 Long EC GB N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 HERSHEY CO/THE COMMON STOCK 427866108 10471.00000000 NS USD 1387407.50000000 0.142509901171 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO COMMON STOCK 277432100 81083.00000000 NS USD 3776846.14000000 0.387945120775 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 68559.00000000 NS USD 2235708.99000000 0.229644619344 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 HOME DEPOT INC COMMON STOCK 437076102 8082.00000000 NS USD 1508990.22000000 0.154998475301 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 72929.00000000 NS USD 2300909.95000000 0.236341845910 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 9456.00000000 NS USD 849054.24000000 0.087212038158 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 405599.00000000 NS USD 11640691.30000000 1.195693238456 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 57490.00000000 NS USD 862924.90000000 0.088636786393 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 COMERICA INC COMMON STOCK 200340107 17392.00000000 NS USD 510281.28000000 0.052414402244 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 15705.00000000 NS USD 492194.70000000 0.050556608677 Long EC US N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 WESTERN UNION CO COMMON STOCK 959802109 36245.00000000 NS USD 657121.85000000 0.067497379033 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 49307.00000000 NS USD 601052.33000000 0.061738103727 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 CONSOLIDATED EDISON INC COMMON STOCK 209115104 77999.00000000 NS USD 6083922.00000000 0.624920308529 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 NEWS CORP - CLASS A COMMON STOCK 65249B109 73242.00000000 NS USD 657346.95000000 0.067520500559 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 44199.00000000 NS USD 1573926.39000000 0.161668503515 Long EC US N 1 N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 FRONTDOOR INC COMMON STOCK 35905A109 11680.00000000 NS USD 406230.40000000 0.041726640627 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 207219.00000000 NS USD 9480269.25000000 0.973781844122 Long EC US N 1 N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 EQUITY COMMONWEALTH REIT 294628102 31457.00000000 NS USD 997501.47000000 0.102460045738 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 131557.00000000 NS USD 7613203.59000000 0.782003046121 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 211042.00000000 NS USD 1893046.74000000 0.194447488449 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP COMMON STOCK 494368103 86655.00000000 NS USD 11080574.85000000 1.138159932680 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 39903.00000000 NS USD 1341538.86000000 0.137798426458 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 173856.00000000 NS USD 22797737.28000000 2.341708032220 Long EC US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 IPG PHOTONICS CORP COMMON STOCK 44980X109 7439.00000000 NS USD 820372.92000000 0.084265988005 Long EC US N 1 N N N SLM CORPORATION 4K8SLPBF5DXXGPW03H93 SLM CORP COMMON STOCK 78442P106 288409.00000000 NS USD 2073660.71000000 0.212999556976 Long EC US N 1 N N N VEREIT, INC. 5493002H54FNIBW75H44 VEREIT INC REIT 92339V100 631724.00000000 NS USD 3089130.36000000 0.317305234626 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 15678.00000000 NS USD 1046036.16000000 0.107445368274 Long EC US N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 ROYAL DUTCH SHELL-SPON ADR-A DEPOSITARY RECEIPT 780259206 66289.00000000 NS USD 2312823.21000000 0.237565536502 Long EC GB N 1 N N TIFFANY & CO. 549300EJG9IEYQL5XT21 TIFFANY & CO COMMON STOCK 886547108 3375.00000000 NS USD 437062.50000000 0.044893611776 Long EC US N 1 N N N WYNDHAM DESTINATIONS, INC. T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC COMMON STOCK 98310W108 47260.00000000 NS USD 1025542.00000000 0.105340276067 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 HOST HOTELS & RESORTS INC REIT 44107P104 206991.00000000 NS USD 2285180.64000000 0.234726183306 Long EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 TEGNA INC COMMON STOCK 87901J105 115798.00000000 NS USD 1257566.28000000 0.129173041287 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 44505.00000000 NS USD 6019746.30000000 0.618328393274 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 DXC TECHNOLOGY CO COMMON STOCK 23355L106 66314.00000000 NS USD 865397.70000000 0.088890784215 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 799978.00000000 NS USD 16983532.94000000 1.744492228005 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 41756.00000000 NS USD 3339644.88000000 0.343037256031 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 297988.00000000 NS USD 26827859.64000000 2.755668847073 Long EC US N 1 N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 MEDICAL PROPERTIES TRUST INC REIT 58463J304 68671.00000000 NS USD 1187321.59000000 0.121957739488 Long EC US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 ESSENT GROUP LTD COMMON STOCK G3198U102 30238.00000000 NS USD 796468.92000000 0.081810648331 Long EC BM N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP Common Stock 56585A102 75689.00000000 NS USD 1787774.18000000 0.183634239910 Long EC US N 1 N N N RELIANCE STEEL & ALUMINUM CO. 549300E287ZOFT3C5Z56 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 35298.00000000 NS USD 3091751.82000000 0.317574502311 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 DOW INC COMMON STOCK 260557103 140687.00000000 NS USD 4113687.88000000 0.422544388170 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 101367.00000000 NS USD 3414040.56000000 0.350678933768 Long EC US N 1 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 BUNGE LTD COMMON STOCK G16962105 4635.00000000 NS USD 190174.05000000 0.019534048266 Long EC BM N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 CORNING INC COMMON STOCK 219350105 80188.00000000 NS USD 1647061.52000000 0.169180701732 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO COMMON STOCK 460146103 64721.00000000 NS USD 2014764.73000000 0.206949957065 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 14352.00000000 NS USD 2218675.68000000 0.227895014182 Long EC US N 1 N N N KKR & CO. INC. 549300JOHU21WRN2Z451 KKR & CO INC -A COMMON STOCK 48251W104 32785.00000000 NS USD 769463.95000000 0.079036787295 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A MDU RESOURCES GROUP INC COMMON STOCK 552690109 109244.00000000 NS USD 2348746.00000000 0.241255406459 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 817479.00000000 NS USD 26682514.56000000 2.740739482062 Long EC US N 1 N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 262400.00000000 NS USD 3555520.00000000 0.365211233047 Long EC CA N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 54286.00000000 NS USD 4979654.78000000 0.511493638723 Long EC US N 1 N N N POPULAR, INC. 5493008CARDZMVQ3LO89 POPULAR INC COMMON STOCK 733174700 55555.00000000 NS USD 1944425.00000000 0.199724893072 Long EC PR N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 142140.00000000 NS USD 2575576.80000000 0.264554714622 Long EC US N 1 N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 FOOT LOCKER INC COMMON STOCK 344849104 56934.00000000 NS USD 1255394.70000000 0.128949983785 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 37517.00000000 NS USD 5916806.07000000 0.607754713945 Long EC US N 1 N N N CHART INDUSTRIES, INC. EM7QGKC1GYOF3LSZSL80 CHART INDUSTRIES INC COMMON STOCK 16115Q308 60546.00000000 NS USD 1754623.08000000 0.180229068766 Long EC US N 1 N N N Unilever N.V. 549300TK7G7NZTVM1Z30 UNILEVER N V -NY SHARES DEPOSITARY RECEIPT 904784709 151216.00000000 NS USD 7377828.64000000 0.757826111181 Long EC NL N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 94625.00000000 NS USD 2223687.50000000 0.228409811725 Long EC US N 1 N N N JOHN WILEY & SONS, INC. 5493003XM719UN7E8P64 WILEY (JOHN) & SONS-CLASS A COMMON STOCK 968223206 5773.00000000 NS USD 216429.77000000 0.022230948826 Long EC US N 1 N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 5165.00000000 NS USD 219047.65000000 0.022499848785 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4343.00000000 NS USD 2120643.47000000 0.217825470404 Long EC US N 1 N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMMON STOCK 90353T100 18890.00000000 NS USD 527408.80000000 0.054173684346 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 85156.00000000 NS USD 2895304.00000000 0.297396033178 Long EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 CABOT OIL & GAS CORP COMMON STOCK 127097103 106186.00000000 NS USD 1825337.34000000 0.187492603239 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 32534.00000000 NS USD 1146498.16000000 0.117764492029 Long EC US N 1 N N N 2020-03-31 SEI INSTITUTIONAL MANAGED TRUST James Hoffmayer James Hoffmayer CFO