HARTFORD FINANCIAL SVCS GRP COMMON STOCK

NPORT-P false 0000804239 XXXXXXXX S000006674 C000147390 C000018198 C000018197 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Large Cap Value Fund S000006674 BR7X1WYLZTTJJGHBQS37 2021-09-30 2021-09-30 N 1537658565.54 7876028.03 1529782537.51 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 THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 40505.00000000 NS USD 2845476.25000000 0.186005277235 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 276001.00000000 NS USD 14548012.71000000 0.950985669746 Long EC US N 1 N N N BCE Inc. 5493001I9203PRB5KR45 BCE INC COMMON STOCK 05534B760 294510.00000000 NS USD 14743170.60000000 0.963742900608 Long EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 54180.00000000 NS USD 10990954.80000000 0.718465175964 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 28097.00000000 NS USD 6819703.84000000 0.445795639104 Long EC US N 1 N N N VONTIER CORPORATION N/A VONTIER CORP COMMON STOCK 928881101 151323.00000000 NS USD 5084452.80000000 0.332364416204 Long EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 HUNTSMAN CORP COMMON STOCK 447011107 239010.00000000 NS USD 7072305.90000000 0.462307924596 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 Vistra Corp. COMMON STOCK 92840M102 185517.00000000 NS USD 3172340.70000000 0.207372003681 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 9987.00000000 NS USD 3596818.05000000 0.235119565154 Long EC US N 1 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 GLAXOSMITHKLINE PLC-SPON ADR DEPOSITARY RECEIPT 37733W105 66846.00000000 NS USD 2554185.66000000 0.166963970196 Long EC US N 1 N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 48225.00000000 NS USD 3377196.75000000 0.220763191315 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC REIT 46284V101 68667.00000000 NS USD 2983581.15000000 0.195033024422 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 43288.00000000 NS USD 11815026.72000000 0.772333742234 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 106423.00000000 NS USD 4478279.84000000 0.292739636529 Long EC US N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 INGREDION INC COMMON STOCK 457187102 82456.00000000 NS USD 7339408.56000000 0.479768096447 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 61376.00000000 NS USD 10766577.92000000 0.703797935719 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 185286.00000000 NS USD 17563259.94000000 1.148088666810 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 260289.00000000 NS USD 3709118.25000000 0.242460490890 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 39275.00000000 NS USD 11072408.00000000 0.723789671309 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 281159.00000000 NS USD 27359582.29000000 1.788462191138 Long EC US N 1 N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 RYDER SYSTEM INC COMMON STOCK 783549108 15215.00000000 NS USD 1258432.65000000 0.082262192118 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 21407.00000000 NS USD 4552198.55000000 0.297571611544 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 201984.00000000 NS USD 4304279.04000000 0.281365418578 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 173651.00000000 NS USD 28424932.19000000 1.858102801739 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP COMMON STOCK 534187109 28550.00000000 NS USD 1962812.50000000 0.128306635215 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS REIT 681936100 96241.00000000 NS USD 2883380.36000000 0.188483022213 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO - B COMMON STOCK 60871R209 117961.00000000 NS USD 5471031.18000000 0.357634568695 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 GENUINE PARTS CO COMMON STOCK 372460105 132329.00000000 NS USD 16042244.67000000 1.048661772287 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 207317.00000000 NS USD 9437069.84000000 0.616889630297 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 NISOURCE INC COMMON STOCK 65473P105 252521.00000000 NS USD 6118583.83000000 0.399964287731 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 250305.00000000 NS USD 16963169.85000000 1.108861516853 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 178474.00000000 NS USD 28823551.00000000 1.884160022307 Long EC US N 1 N N N ASSURED GUARANTY LTD. 549300BBOQUJEPH87M14 ASSURED GUARANTY LTD COMMON STOCK G0585R106 17298.00000000 NS USD 809719.38000000 0.052930358410 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 28002.00000000 NS USD 4535483.94000000 0.296478998079 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 82811.00000000 NS USD 5784348.35000000 0.378115726135 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 FIRSTENERGY CORP COMMON STOCK 337932107 97676.00000000 NS USD 3479219.12000000 0.227432267965 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 68559.00000000 NS USD 2421503.88000000 0.158290725683 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 TERADYNE INC COMMON STOCK 880770102 18153.00000000 NS USD 1981763.01000000 0.129545406710 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 20275203.04000000 NS USD 20275203.04000000 1.325365046524 Long STIV RF US N 2 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 HOLOGIC INC COMMON STOCK 436440101 16620.00000000 NS USD 1226722.20000000 0.080189319064 Long EC US N 1 N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 FOOT LOCKER INC COMMON STOCK 344849104 38308.00000000 NS USD 1749143.28000000 0.114339341514 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 61889.00000000 NS USD 7966970.97000000 0.520791078120 Long EC US N 1 N N N DILLARD'S, INC. 529900FGYKMWL6019P91 DILLARDS INC-CL A COMMON STOCK 254067101 12276.00000000 NS USD 2117855.52000000 0.138441606442 Long EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC COMMON STOCK 042735100 43920.00000000 NS USD 4931776.80000000 0.322384174160 Long EC US N 1 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC - CLASS B COMMON STOCK 92556H206 47731.00000000 NS USD 1885851.81000000 0.123275809715 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP COMMON STOCK 493267108 125944.00000000 NS USD 2722909.28000000 0.177993225392 Long EC US N 1 N N N CANADIAN NATURAL RESOURCES LIMITED N/A CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 133180.00000000 NS USD 4866397.20000000 0.318110390246 Long EC US N 1 N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 AGCO CORP COMMON STOCK 001084102 40664.00000000 NS USD 4982559.92000000 0.325703804157 Long EC US N 1 N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 19225.00000000 NS USD 1289036.25000000 0.084262711751 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 48325.00000000 NS USD 9635038.50000000 0.629830597732 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 ZIONS BANCORP NA COMMON STOCK 989701107 90973.00000000 NS USD 5630318.97000000 0.368047015307 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 DAVITA INC COMMON STOCK 23918K108 26959.00000000 NS USD 3134253.34000000 0.204882279876 Long EC US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 ESSENT GROUP LTD COMMON STOCK G3198U102 27172.00000000 NS USD 1195839.72000000 0.078170569389 Long EC US N 1 N N N NEW YORK COMMUNITY BANCORP, INC. 529900HVXOTLY61GL030 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 229752.00000000 NS USD 2956908.24000000 0.193289449153 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 37526.00000000 NS USD 4610069.10000000 0.301354538109 Long EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 HAEMONETICS CORP/MASS COMMON STOCK 405024100 43911.00000000 NS USD 3099677.49000000 0.202622099154 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 TEXTRON INC COMMON STOCK 883203101 69276.00000000 NS USD 4836157.56000000 0.316133662230 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 327594.00000000 NS USD 24605585.34000000 1.608436803053 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 4347.00000000 NS USD 1090140.66000000 0.071261152044 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 116649.00000000 NS USD 26685791.73000000 1.744417332246 Long EC US N 1 N N N THOR INDUSTRIES, INC. 254900XZO1228PDSG060 THOR INDUSTRIES INC COMMON STOCK 885160101 36139.00000000 NS USD 4436423.64000000 0.290003548296 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC COMMON STOCK 595112103 70689.00000000 NS USD 5017505.22000000 0.327988135370 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP COMMON STOCK 436106108 71368.00000000 NS USD 2364421.84000000 0.154559343045 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 45866.00000000 NS USD 5972211.86000000 0.390396132362 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 BORGWARNER INC COMMON STOCK 099724106 35219.00000000 NS USD 1521812.99000000 0.099479040496 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT DEC21 PHYSICAL INDEX FUTURE. N/A 49.00000000 NC USD 10529487.50000000 0.688299627026 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P 500 Future Dec 2021 N/A N/A 2021-12-20 10863915.59000000 USD -334428.09000000 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 189923.00000000 NS USD 10622393.39000000 0.694372770608 Long EC US N 1 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT 25243Q205 39610.00000000 NS USD 7644730.00000000 0.499726582867 Long EC US N 1 N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 RYMAN HOSPITALITY PROPERTIES REIT 78377T107 38027.00000000 NS USD 3182859.90000000 0.208059630827 Long EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 ORGANON & CO COMMON STOCK 68622V106 25161.00000000 NS USD 825029.19000000 0.053931141830 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 47517.00000000 NS USD 4025640.24000000 0.263151143465 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 67689.00000000 NS USD 2763741.87000000 0.180662401500 Long EC US N 1 N N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 VOYA FINANCIAL INC COMMON STOCK 929089100 105231.00000000 NS USD 6460131.09000000 0.422290811379 Long EC US N 1 N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 OSHKOSH CORP COMMON STOCK 688239201 17457.00000000 NS USD 1787073.09000000 0.116818766470 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 465411.00000000 NS USD 18816566.73000000 1.230015787775 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL COMMON STOCK 281020107 30206.00000000 NS USD 1675526.82000000 0.109527124209 Long EC US N 1 N N N Siemens Aktiengesellschaft W38RGI023J3WT1HWRP32 SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT 826197501 165998.00000000 NS USD 13635075.72000000 0.891308103319 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 220812.00000000 NS USD 10389204.60000000 0.679129506662 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 60510.00000000 NS USD 6365652.00000000 0.416114829651 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC COMMON STOCK 858119100 81415.00000000 NS USD 4761149.20000000 0.311230458137 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 77414.00000000 NS USD 6745081.82000000 0.440917689580 Long EC US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT 66987V109 152220.00000000 NS USD 12448551.60000000 0.813746483226 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 144014.00000000 NS USD 4877754.18000000 0.318852782039 Long EC US N 1 N N N ANNALY CAPITAL MANAGEMENT, INC. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 292976.00000000 NS USD 2466857.92000000 0.161255463408 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 41207.00000000 NS USD 845567.64000000 0.055273715006 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 139869.00000000 NS USD 6571045.62000000 0.429541157574 Long EC US N 1 N N N CABOT CORPORATION K05C0SER542GQ6VLRO68 CABOT CORP COMMON STOCK 127055101 38287.00000000 NS USD 1918944.44000000 0.125439034173 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A MDU RESOURCES GROUP INC COMMON STOCK 552690109 174345.00000000 NS USD 5172816.15000000 0.338140619543 Long EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 VICI PROPERTIES INC REIT 925652109 237663.00000000 NS USD 6752005.83000000 0.441370303585 Long EC US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 WELLTOWER INC REIT 95040Q104 167361.00000000 NS USD 13790546.40000000 0.901471030153 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 PPG INDUSTRIES INC COMMON STOCK 693506107 16534.00000000 NS USD 2364527.34000000 0.154566239450 Long EC US N 1 N N N SLM CORPORATION N/A SLM CORP COMMON STOCK 78442P106 315938.00000000 NS USD 5560508.80000000 0.363483610490 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 CROWN HOLDINGS INC COMMON STOCK 228368106 50076.00000000 NS USD 5046659.28000000 0.329893900358 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 207302.00000000 NS USD 17591647.72000000 1.149944341019 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC COMMON STOCK 247361702 55046.00000000 NS USD 2345510.06000000 0.153323103283 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 168142.00000000 NS USD 13273129.48000000 0.867648123478 Long EC US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INVESTMENT CORP REIT 90187B408 381659.00000000 NS USD 2419718.06000000 0.158173988829 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 16362.00000000 NS USD 3158847.72000000 0.206489984200 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 29115.00000000 NS USD 4070277.00000000 0.266068993480 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 27250.00000000 NS USD 7197270.00000000 0.470476673875 Long EC US N 1 N N N VIATRIS INC. 254900ZZTSW7NL773X71 VIATRIS INC COMMON STOCK 92556V106 252766.00000000 NS USD 3424979.30000000 0.223886677747 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 1031235.00000000 NS USD 27853657.35000000 1.820759269179 Long EC US N 1 N N N HILL-ROM HOLDINGS, INC. JLZ01A0E2071OH26RE45 HILL-ROM HOLDINGS INC COMMON STOCK 431475102 25638.00000000 NS USD 3845700.00000000 0.251388671638 Long EC US N 1 N N N N/A N/A SEI LIQUIDITY FUND N/A 6471096.29100000 NS USD 6472403.64000000 0.423093052855 Long EC US N 2 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 7044.00000000 NS USD 1551370.56000000 0.101411182436 Long EC US N 1 N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 TIMKEN CO COMMON STOCK 887389104 50058.00000000 NS USD 3274794.36000000 0.214069273226 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP COMMON STOCK 494368103 79941.00000000 NS USD 10587386.04000000 0.692084383263 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 209421.00000000 NS USD 11310828.21000000 0.739374906737 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 189589.00000000 NS USD 9164732.26000000 0.599087258174 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 657400.00000000 NS USD 27906630.00000000 1.824222026054 Long EC US N 1 N N N KKR & CO. INC. 549300JOHU21WRN2Z451 KKR & CO INC COMMON STOCK 48251W104 30397.00000000 NS USD 1850569.36000000 0.120969439421 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 7938.00000000 NS USD 3000802.14000000 0.196158739325 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 48279.00000000 NS USD 5207855.73000000 0.340431113723 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO COMMON STOCK 532457108 48685.00000000 NS USD 11248669.25000000 0.735311652093 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 PPL CORP COMMON STOCK 69351T106 239861.00000000 NS USD 6687324.68000000 0.437142176487 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 402947.00000000 NS USD 11024629.92000000 0.720666477076 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 VALERO ENERGY CORP COMMON STOCK 91913Y100 60065.00000000 NS USD 4238787.05000000 0.277084287868 Long EC US N 1 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 SABRA HEALTH CARE REIT INC REIT 78573L106 170913.00000000 NS USD 2515839.36000000 0.164457319802 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 67803.00000000 NS USD 12346926.30000000 0.807103362553 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC COMMON STOCK 14149Y108 115804.00000000 NS USD 5727665.84000000 0.374410460281 Long EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP COMMON STOCK 26441C204 113055.00000000 NS USD 11033037.45000000 0.721216066955 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 BERRY GLOBAL GROUP INC COMMON STOCK 08579W103 26280.00000000 NS USD 1599926.40000000 0.104585217883 Long EC US N 1 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 OWENS CORNING COMMON STOCK 690742101 23991.00000000 NS USD 2051230.50000000 0.134086410957 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 28358.00000000 NS USD 6218625.82000000 0.406503909380 Long EC US N 1 N N N MARVELL TECHNOLOGY, INC N/A MARVELL TECHNOLOGY INC COMMON STOCK 573874104 69040.00000000 NS USD 4163802.40000000 0.272182633668 Long EC US N 1 N N N AMKOR TECHNOLOGY, INC. 529900VHLRTKPWZJBM84 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 94231.00000000 NS USD 2351063.45000000 0.153686121546 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 41518.00000000 NS USD 2892559.06000000 0.189083022526 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 ARISTA NETWORKS INC COMMON STOCK 040413106 14478.00000000 NS USD 4975219.92000000 0.325223997398 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP COMMON STOCK 30231G102 193469.00000000 NS USD 11379846.58000000 0.743886552563 Long EC US N 1 N N N O-I GLASS, INC. N/A O-I GLASS INC COMMON STOCK 67098H104 82301.00000000 NS USD 1174435.27000000 0.076771386860 Long EC US N 1 N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 BANCO SANTANDER SA-SPON ADR DEPOSITARY RECEIPT 05964H105 752254.00000000 NS USD 2723159.48000000 0.178009580657 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 T-MOBILE US INC COMMON STOCK 872590104 37811.00000000 NS USD 4830733.36000000 0.315779088958 Long EC US N 1 N N N AMERICAN FINANCIAL GROUP, INC. 549300AFOM7IVKIU1G39 AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 21126.00000000 NS USD 2658284.58000000 0.173768788361 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 123622.00000000 NS USD 8957650.12000000 0.585550553778 Long EC US N 1 N N N SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY 635400RUXIFEZSRU8X70 SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK G7997R103 48818.00000000 NS USD 4028461.36000000 0.263335556605 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 116866.00000000 NS USD 8672625.86000000 0.566918869012 Long EC US N 1 N N N RELIANCE STEEL & ALUMINUM CO. 549300E287ZOFT3C5Z56 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 38172.00000000 NS USD 5436456.24000000 0.355374447458 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 UGI CORP COMMON STOCK 902681105 109803.00000000 NS USD 4679803.86000000 0.305913013467 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 34766.00000000 NS USD 4426059.46000000 0.289326054617 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 45942.00000000 NS USD 1151306.52000000 0.075259488964 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 CELANESE CORP COMMON STOCK 150870103 38519.00000000 NS USD 5802502.16000000 0.379302418332 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 PACCAR INC COMMON STOCK 693718108 14251.00000000 NS USD 1124688.92000000 0.073519529241 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 193503.00000000 NS USD 19630879.35000000 1.283246400625 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 WHIRLPOOL CORP COMMON STOCK 963320106 24849.00000000 NS USD 5065717.14000000 0.331139689190 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 149945.00000000 NS USD 18795605.75000000 1.228645594333 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 113014.00000000 NS USD 4796314.16000000 0.313529148254 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 538848.00000000 NS USD 37816352.64000000 2.472008387646 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 WILLIS TOWERS WATSON PLC COMMON STOCK G96629103 12076.00000000 NS USD 2807186.96000000 0.183502353515 Long EC US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT 046353108 116526.00000000 NS USD 6998551.56000000 0.457486694245 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CARNIVAL CORP COMMON STOCK 143658300 89490.00000000 NS USD 2238144.90000000 0.146304775033 Long EC US N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 BP PLC-SPONS ADR DEPOSITARY RECEIPT 055622104 124070.00000000 NS USD 3390833.10000000 0.221654582717 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 35900.00000000 NS USD 4987587.00000000 0.326032418183 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 22163.00000000 NS USD 3089078.94000000 0.201929284996 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 9569.00000000 NS USD 2707931.31000000 0.177014133944 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 DOW INC COMMON STOCK 260557103 153907.00000000 NS USD 8858886.92000000 0.579094525057 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION 5493000Y33XDVO2CXC18 XEROX HOLDINGS CORP COMMON STOCK 98421M106 94367.00000000 NS USD 1903382.39000000 0.124421762134 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 DEVON ENERGY CORP COMMON STOCK 25179M103 97025.00000000 NS USD 3445357.75000000 0.225218791921 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 TRAVELERS COS INC/THE COMMON STOCK 89417E109 50275.00000000 NS USD 7642302.75000000 0.499567916524 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMMON STOCK 125523100 20336.00000000 NS USD 4070453.76000000 0.266080548064 Long EC US N 1 N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 72101.00000000 NS USD 1276187.70000000 0.083422817865 Long EC US N 1 N N N Intra-Cellular Therapies Inc 5299002U2KGF193IJA20 INTRA-CELLULAR THERAPIES INC COMMON STOCK 46116X101 53056.00000000 NS USD 1977927.68000000 0.129294695912 Long EC US N 1 N N N RADIAN GROUP INC. 54930005OUP720S5U385 RADIAN GROUP INC COMMON STOCK 750236101 35327.00000000 NS USD 802629.44000000 0.052466897766 Long EC US N 1 N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 EQUITY COMMONWEALTH REIT 294628102 134118.00000000 NS USD 3484385.64000000 0.227769997013 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 FOX CORP - CLASS A COMMON STOCK 35137L105 114572.00000000 NS USD 4595482.92000000 0.300401057491 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 17549.00000000 NS USD 2106406.47000000 0.137693196147 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 142850.00000000 NS USD 8452434.50000000 0.552525231053 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO COMMON STOCK 460146103 111708.00000000 NS USD 6246711.36000000 0.408339826532 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 HEALTHPEAK PROPERTIES INC REIT 42250P103 412257.00000000 NS USD 13802364.36000000 0.902243555640 Long EC US N 1 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 LEAR CORP COMMON STOCK 521865204 16198.00000000 NS USD 2534663.04000000 0.165687800576 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 551453.00000000 NS USD 29381415.84000000 1.920626959686 Long EC US N 1 N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 AERCAP HOLDINGS NV COMMON STOCK N00985106 59010.00000000 NS USD 3411368.10000000 0.222996930371 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 12932.00000000 NS USD 4388991.48000000 0.286902966427 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDU-CL A COMMON STOCK N53745100 37839.00000000 NS USD 3551190.15000000 0.232136925538 Long EC US N 1 N N N POPULAR, INC. 5493008CARDZMVQ3LO89 POPULAR INC COMMON STOCK 733174700 58412.00000000 NS USD 4536860.04000000 0.296568952041 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 67310.00000000 NS USD 13194779.30000000 0.862526468727 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 HARLEY-DAVIDSON INC COMMON STOCK 412822108 26082.00000000 NS USD 954862.02000000 0.062418153991 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 JUNIPER NETWORKS INC COMMON STOCK 48203R104 180394.00000000 NS USD 4964442.88000000 0.324519515569 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 SNAP-ON INC COMMON STOCK 833034101 17803.00000000 NS USD 3719936.85000000 0.243167689445 Long EC US N 1 N N N Amdocs Limited 549300HQV672RJ7RQV66 AMDOCS LTD COMMON STOCK G02602103 68616.00000000 NS USD 5194917.36000000 0.339585348415 Long EC US N 1 N N N ALCOA CORPORATION 549300T12EZ1F6PWWU29 ALCOA CORP COMMON STOCK 013872106 61231.00000000 NS USD 2996645.14000000 0.195887001356 Long EC US N 1 N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 MAGNA INTERNATIONAL INC COMMON STOCK 559222401 36246.00000000 NS USD 2727149.04000000 0.178270373280 Long EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 33184.00000000 NS USD 3974447.68000000 0.259804748880 Long EC US N 1 N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 21263.00000000 NS USD 3112052.68000000 0.203431050080 Long EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 GAMING AND LEISURE PROPERTIE REIT 36467J108 81407.00000000 NS USD 3770772.24000000 0.246490736267 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 468761.00000000 NS USD 21755198.01000000 1.422110494568 Long EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 TEGNA INC COMMON STOCK 87901J105 136100.00000000 NS USD 2683892.00000000 0.175442713862 Long EC US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 SERVICE PROPERTIES TRUST REIT 81761L102 105279.00000000 NS USD 1180177.59000000 0.077146755245 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 METLIFE INC COMMON STOCK 59156R108 85353.00000000 NS USD 5268840.69000000 0.344417625434 Long EC US N 1 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 NEXSTAR MEDIA GROUP INC-CL A COMMON STOCK 65336K103 2433.00000000 NS USD 369718.68000000 0.024168054670 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 82495.00000000 NS USD 5099015.95000000 0.333316391380 Long EC US N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 14957.00000000 NS USD 2942041.90000000 0.192317654820 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. 98450079DA0B78DD6764 UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 38723.00000000 NS USD 1842053.11000000 0.120412742650 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 JABIL INC COMMON STOCK 466313103 72955.00000000 NS USD 4258383.35000000 0.278365273859 Long EC US N 1 N N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 215305.00000000 NS USD 9886805.60000000 0.646288302917 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 825990.00000000 NS USD 35525829.90000000 2.322279737734 Long EC US N 1 N N N VALVOLINE INC. 549300CMHPBEY6VPOT75 VALVOLINE INC COMMON STOCK 92047W101 55305.00000000 NS USD 1724409.90000000 0.112722550932 Long EC US N 1 N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES CORP COMMON STOCK 75513E101 209293.00000000 NS USD 17990826.28000000 1.176038151754 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC COMMON STOCK 11135F101 21055.00000000 NS USD 10210201.15000000 0.667428271643 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 DXC TECHNOLOGY CO COMMON STOCK 23355L106 69089.00000000 NS USD 2322081.29000000 0.151791593449 Long EC US N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 201580.00000000 NS USD 10449907.20000000 0.683097560847 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 263752.00000000 NS USD 20709807.04000000 1.353774574633 Long EC US N 1 N N N UNILEVER PLC 549300MKFYEKVRWML317 UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT 904767704 172247.00000000 NS USD 9339232.34000000 0.610494113444 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 NEWMONT CORP COMMON STOCK 651639106 65781.00000000 NS USD 3571908.30000000 0.233491245482 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC COMMON STOCK 086516101 63535.00000000 NS USD 6716284.85000000 0.439035267125 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A KRAFT HEINZ CO/THE COMMON STOCK 500754106 56221.00000000 NS USD 2070057.22000000 0.135317090451 Long EC US N 1 N N N MANPOWERGROUP INC. ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC COMMON STOCK 56418H100 43444.00000000 NS USD 4704116.32000000 0.307502289028 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 46257.00000000 NS USD 10387471.92000000 0.679016243505 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 192027.00000000 NS USD 2719102.32000000 0.177744369106 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP COMMON STOCK 89832Q109 211571.00000000 NS USD 12408639.15000000 0.811137455536 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 CHUBB LTD COMMON STOCK H1467J104 94141.00000000 NS USD 16331580.68000000 1.067575310840 Long EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 CISCO SYSTEMS INC COMMON STOCK 17275R102 349960.00000000 NS USD 19048322.80000000 1.245165396580 Long EC US N 1 N N N WESTROCK COMPANY N/A WESTROCK CO COMMON STOCK 96145D105 60481.00000000 NS USD 3013768.23000000 0.197006316656 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO COMMON STOCK 277432100 85196.00000000 NS USD 8582645.04000000 0.561036933652 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 88114.00000000 NS USD 4593382.82000000 0.300263776541 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 5078.00000000 NS USD 3073104.04000000 0.200885025462 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 153808.00000000 NS USD 7518135.04000000 0.491451226279 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 48652.00000000 NS USD 3307849.48000000 0.216230045702 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 321932.00000000 NS USD 21917130.56000000 1.432695825883 Long EC US N 1 N N N N/A N/A S&P MID 400 EMINI DEC21 PHYSICAL INDEX FUTURE. N/A 22.00000000 NC USD 5793040.00000000 0.378683888589 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P MID 400 EMINI Dec 2021 N/A N/A 2021-12-20 5901128.02000000 USD -108088.02000000 N N N 2021-09-30 SEI INSTITUTIONAL MANAGED TRUST Peter Rodriguez Peter Rodriguez CFO