DRAFTKINGS INC - CL A COMMON STOCK

NPORT-P false 0000804239 XXXXXXXX S000026000 C000147400 C000078064 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Large Cap Fund S000026000 CD2HEFSZXLPTY1EBMD82 2021-09-30 2021-09-30 N 2190411585.23 28636485.88 2161775099.35 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 DRAFTKINGS INC. 5493008P45UYYL683Z97 DRAFTKINGS INC - CL A COMMON STOCK 26142R104 70301.00000000 NS USD 3385696.16000000 0.156616484342 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 235585.00000000 NS USD 66416123.20000000 3.072295689776 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 SNAP-ON INC COMMON STOCK 833034101 8163.00000000 NS USD 1705658.85000000 0.078900846369 Long EC US N 1 N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 6938.00000000 NS USD 465192.90000000 0.021519023886 Long EC US N 1 N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 38367.00000000 NS USD 679095.90000000 0.031413808966 Long EC US N 1 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 FMC CORP COMMON STOCK 302491303 58826.00000000 NS USD 5386108.56000000 0.249152123253 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 105989.00000000 NS USD 9234821.57000000 0.427186971150 Long EC US N 1 N N N VONTIER CORPORATION N/A VONTIER CORP COMMON STOCK 928881101 312549.00000000 NS USD 10501646.40000000 0.485788110111 Long EC US N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 BP PLC-SPONS ADR DEPOSITARY RECEIPT 055622104 84984.00000000 NS USD 2322612.72000000 0.107440071851 Long EC US N 1 N N N ROKU, INC. 549300KR6ITU0YIR1T71 ROKU INC COMMON STOCK 77543R102 12615.00000000 NS USD 3952910.25000000 0.182854833103 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 117508.00000000 NS USD 6125692.04000000 0.283363983692 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP COMMON STOCK 907818108 11599.00000000 NS USD 2273519.99000000 0.105169126551 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 115198.00000000 NS USD 14440069.30000000 0.667972783308 Long EC US N 1 N N N CARVANA CO. 5493003WEAK2PJ5WS063 CARVANA CO COMMON STOCK 146869102 10021.00000000 NS USD 3021732.34000000 0.139780143684 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 34934.00000000 NS USD 2440139.90000000 0.112876677168 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC COMMON STOCK 14149Y108 41579.00000000 NS USD 2056497.34000000 0.095130031825 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 45095.00000000 NS USD 10476470.40000000 0.484623511629 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 22603.00000000 NS USD 1677368.63000000 0.077592189423 Long EC US N 1 N N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 221714.00000000 NS USD 10181106.88000000 0.470960502924 Long EC US N 1 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 APTARGROUP INC COMMON STOCK 038336103 49426.00000000 NS USD 5898993.10000000 0.272877280424 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 29670.00000000 NS USD 2703827.10000000 0.125074393761 Long EC US N 1 N N N SNAP INC. 549300JNC0L6VP8A2Q35 SNAP INC - A COMMON STOCK 83304A106 72996.00000000 NS USD 5392214.52000000 0.249434574467 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 4514.00000000 NS USD 574677.34000000 0.026583585876 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 140669.00000000 NS USD 22784157.93000000 1.053955979826 Long EC US N 1 N N N UNILEVER PLC 549300MKFYEKVRWML317 UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT 904767704 296756.00000000 NS USD 16090110.32000000 0.744300844469 Long EC US N 1 N N N THOR INDUSTRIES, INC. 254900XZO1228PDSG060 THOR INDUSTRIES INC COMMON STOCK 885160101 33250.00000000 NS USD 4081770.00000000 0.188815663628 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 523188.00000000 NS USD 21152490.84000000 0.978477865082 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 IDEXX LABORATORIES INC COMMON STOCK 45168D104 1243.00000000 NS USD 773021.70000000 0.035758655016 Long EC US N 1 N N N SEA LIMITED 529900OM6JLLW44YKI15 SEA LTD-ADR DEPOSITARY RECEIPT 81141R100 4386.00000000 NS USD 1397949.78000000 0.064666753744 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC COMMON STOCK 037833100 412476.00000000 NS USD 58365354.00000000 2.699880945874 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC COMMON STOCK 858119100 56473.00000000 NS USD 3302541.04000000 0.152769871435 Long EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 67002.00000000 NS USD 2891136.30000000 0.133738995368 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 HUMANA INC COMMON STOCK 444859102 37576.00000000 NS USD 14622700.40000000 0.676420984051 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 ZIONS BANCORP NA COMMON STOCK 989701107 69765.00000000 NS USD 4317755.85000000 0.199731963389 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 100748.00000000 NS USD 7019113.16000000 0.324692108911 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 162339.00000000 NS USD 6889667.16000000 0.318704159469 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 192215.00000000 NS USD 15092721.80000000 0.698163366047 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO COMMON STOCK 929160109 2453.00000000 NS USD 414949.48000000 0.019194849645 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 7387.00000000 NS USD 4220414.71000000 0.195229129582 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 137826.00000000 NS USD 30700741.50000000 1.420163527150 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 103970.00000000 NS USD 4375057.60000000 0.202382643842 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 48690.00000000 NS USD 1719730.80000000 0.079551790587 Long EC US N 1 N N N N/A N/A S&P MID 400 EMINI DEC21 PHYSICAL INDEX FUTURE. N/A 3.00000000 NC USD 789960.00000000 0.036542191657 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 799485.56000000 USD -9525.56000000 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 WHIRLPOOL CORP COMMON STOCK 963320106 27260.00000000 NS USD 5557223.60000000 0.257067610856 Long EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 GAMING AND LEISURE PROPERTIE REIT 36467J108 62136.00000000 NS USD 2878139.52000000 0.133137786667 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 142077.00000000 NS USD 7946366.61000000 0.367585259557 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 87931.00000000 NS USD 8556565.61000000 0.395812016364 Long EC US N 1 N N N TRANSDIGM GROUP INCORPORATED N/A TRANSDIGM GROUP INC COMMON STOCK 893641100 14130.00000000 NS USD 8825174.10000000 0.408237383373 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 DEXCOM INC COMMON STOCK 252131107 3574.00000000 NS USD 1954477.64000000 0.090410775875 Long EC US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 ESSENT GROUP LTD COMMON STOCK G3198U102 25116.00000000 NS USD 1105355.16000000 0.051131829593 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 EOG RESOURCES INC COMMON STOCK 26875P101 94554.00000000 NS USD 7589849.58000000 0.351093394603 Long EC US N 1 N N N ALCOA CORPORATION 549300T12EZ1F6PWWU29 ALCOA CORP COMMON STOCK 013872106 89180.00000000 NS USD 4364469.20000000 0.201892842660 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 ADVANCED MICRO DEVICES COMMON STOCK 007903107 21265.00000000 NS USD 2188168.50000000 0.101220913343 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 155447.00000000 NS USD 9197798.99000000 0.425474370241 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 BORGWARNER INC COMMON STOCK 099724106 237229.00000000 NS USD 10250665.09000000 0.474178146148 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 166597.00000000 NS USD 12134925.48000000 0.561340792742 Long EC US N 1 N N N PINTEREST, INC. N/A PINTEREST INC- CLASS A COMMON STOCK 72352L106 71280.00000000 NS USD 3631716.00000000 0.167996939232 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 159288.00000000 NS USD 7250789.76000000 0.335409070174 Long EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 TESLA INC COMMON STOCK 88160R101 7877.00000000 NS USD 6108455.96000000 0.282566672260 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 177012.00000000 NS USD 8215126.92000000 0.380017649498 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 WILLIS TOWERS WATSON PLC COMMON STOCK G96629103 45391.00000000 NS USD 10551591.86000000 0.488098501235 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP COMMON STOCK 902973304 323806.00000000 NS USD 19247028.64000000 0.890334459203 Long EC US N 1 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 PERKINELMER INC COMMON STOCK 714046109 69294.00000000 NS USD 12007957.26000000 0.555467461143 Long EC US N 1 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 SABRA HEALTH CARE REIT INC REIT 78573L106 74458.00000000 NS USD 1096021.76000000 0.050700082553 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 262573.00000000 NS USD 3741665.25000000 0.173083002534 Long EC US N 1 N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 FOOT LOCKER INC COMMON STOCK 344849104 34571.00000000 NS USD 1578511.86000000 0.073019245178 Long EC US N 1 N N N CABOT CORPORATION K05C0SER542GQ6VLRO68 CABOT CORP COMMON STOCK 127055101 30654.00000000 NS USD 1536378.48000000 0.071070227446 Long EC US N 1 N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 OSHKOSH CORP COMMON STOCK 688239201 8732.00000000 NS USD 893894.84000000 0.041350038691 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 11069.00000000 NS USD 6698737.42000000 0.309872077905 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 56369.00000000 NS USD 22025623.06000000 1.018867460663 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 NEWMONT CORP COMMON STOCK 651639106 63436.00000000 NS USD 3444574.80000000 0.159340109016 Long EC US N 1 N N N RADIAN GROUP INC. 54930005OUP720S5U385 RADIAN GROUP INC COMMON STOCK 750236101 51568.00000000 NS USD 1171624.96000000 0.054197356623 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 145548.00000000 NS USD 12330826.56000000 0.570402839948 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 35133.00000000 NS USD 7338932.37000000 0.339486395796 Long EC US N 1 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 12626.00000000 NS USD 3712549.04000000 0.171736136710 Long EC US N 1 N N N N/A N/A SEI LIQUIDITY FUND N/A 16385778.74600000 NS USD 16393189.11000000 0.758320748302 Long EC US N 2 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 232923.00000000 NS USD 10018018.23000000 0.463416302325 Long EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 53170.00000000 NS USD 6368170.90000000 0.294580638934 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 38689.00000000 NS USD 2630465.11000000 0.121680794213 Long EC US N 1 N N N Bill.com Holdings Inc 549300IBF9VZZIGOZW63 BILL.COM HOLDINGS INC COMMON STOCK 090043100 5027.00000000 NS USD 1341957.65000000 0.062076654060 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 KOHLS CORP COMMON STOCK 500255104 42557.00000000 NS USD 2004009.13000000 0.092702017457 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 27189.00000000 NS USD 557918.28000000 0.025808340570 Long EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 HUNTSMAN CORP COMMON STOCK 447011107 195900.00000000 NS USD 5796681.00000000 0.268144498553 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 146722.00000000 NS USD 18887523.06000000 0.873704349063 Long EC US N 1 N N N DILLARD'S, INC. 529900FGYKMWL6019P91 DILLARDS INC-CL A COMMON STOCK 254067101 8887.00000000 NS USD 1533185.24000000 0.070922513653 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO COMMON STOCK 460146103 47361.00000000 NS USD 2648427.12000000 0.122511685919 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 VALERO ENERGY CORP COMMON STOCK 91913Y100 54263.00000000 NS USD 3829339.91000000 0.177138681593 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 84193.00000000 NS USD 5705759.61000000 0.263938631345 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 DANAHER CORP COMMON STOCK 235851102 45076.00000000 NS USD 13722937.44000000 0.634799496216 Long EC US N 1 N N N CATALENT, INC. N/A CATALENT INC COMMON STOCK 148806102 14420.00000000 NS USD 1918869.40000000 0.088763599903 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDU-CL A COMMON STOCK N53745100 14567.00000000 NS USD 1367112.95000000 0.063240294996 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 T-MOBILE US INC COMMON STOCK 872590104 52721.00000000 NS USD 6735634.96000000 0.311578894678 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 EATON CORP PLC COMMON STOCK G29183103 4451.00000000 NS USD 664578.81000000 0.030742273338 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION 5493000Y33XDVO2CXC18 XEROX HOLDINGS CORP COMMON STOCK 98421M106 45344.00000000 NS USD 914588.48000000 0.042307290905 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 42710.00000000 NS USD 9770766.70000000 0.451978871573 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 MOODY'S CORP COMMON STOCK 615369105 39148.00000000 NS USD 13901846.28000000 0.643075511609 Long EC US N 1 N N N CINTAS CORPORATION N/A CINTAS CORP COMMON STOCK 172908105 13785.00000000 NS USD 5247398.10000000 0.242735615817 Long EC US N 1 N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 INGERSOLL-RAND INC COMMON STOCK 45687V106 89256.00000000 NS USD 4499394.96000000 0.208134276380 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 41757.00000000 NS USD 5437178.97000000 0.251514552630 Long EC US N 1 N N N VIATRIS INC. 254900ZZTSW7NL773X71 VIATRIS INC COMMON STOCK 92556V106 133392.00000000 NS USD 1807461.60000000 0.083610066585 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 98598.00000000 NS USD 4025756.34000000 0.186224568004 Long EC US N 1 N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMMON STOCK 90353T100 59601.00000000 NS USD 2670124.80000000 0.123515383297 Long EC US N 1 N N N LITHIA MOTORS, INC. SE8N1EZEHPZQBCBVKD53 LITHIA MOTORS INC COMMON STOCK 536797103 15784.00000000 NS USD 5004159.36000000 0.231483809833 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC COMMON STOCK 247361702 24730.00000000 NS USD 1053745.30000000 0.048744446187 Long EC US N 1 N N N BOOZ ALLEN HAMILTON HOLDING CORPORATION 529900JPV47PIUWMA015 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 74771.00000000 NS USD 5933078.85000000 0.274454028626 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 43190.00000000 NS USD 3626664.30000000 0.167763256274 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP COMMON STOCK 126408103 17358.00000000 NS USD 516226.92000000 0.023879769924 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A KRAFT HEINZ CO/THE COMMON STOCK 500754106 20298.00000000 NS USD 747372.36000000 0.034572160638 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 NETFLIX INC COMMON STOCK 64110L106 14652.00000000 NS USD 8942701.68000000 0.413674007193 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 S&P GLOBAL INC COMMON STOCK 78409V104 33921.00000000 NS USD 14412693.69000000 0.666706434648 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 89538.00000000 NS USD 6290044.50000000 0.290966645970 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC COMMON STOCK 086516101 38681.00000000 NS USD 4088968.51000000 0.189148654327 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 35236.00000000 NS USD 7912596.16000000 0.366023096592 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 46770.00000000 NS USD 7655781.30000000 0.354143282633 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 UGI CORP COMMON STOCK 902681105 139722.00000000 NS USD 5954951.64000000 0.275465826292 Long EC US N 1 N N N ASSURED GUARANTY LTD. 549300BBOQUJEPH87M14 ASSURED GUARANTY LTD COMMON STOCK G0585R106 10168.00000000 NS USD 475964.08000000 0.022017280157 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 219549.00000000 NS USD 16490325.39000000 0.762814105637 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 227837.00000000 NS USD 19334247.82000000 0.894369068540 Long EC US N 1 N N N NATERA, INC. N/A NATERA INC COMMON STOCK 632307104 8013.00000000 NS USD 892968.72000000 0.041307197972 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS REIT 681936100 54474.00000000 NS USD 1632041.04000000 0.075495413028 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 466732.00000000 NS USD 19812773.40000000 0.916504839284 Long EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 26457.00000000 NS USD 5289283.44000000 0.244673159645 Long EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 HAEMONETICS CORP/MASS COMMON STOCK 405024100 7403.00000000 NS USD 522577.77000000 0.024173549327 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 88568.00000000 NS USD 16128232.80000000 0.746064324861 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE INC -CL B COMMON STOCK 654106103 89870.00000000 NS USD 13051820.10000000 0.603754761719 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CARNIVAL CORP COMMON STOCK 143658300 59440.00000000 NS USD 1486594.40000000 0.068767301485 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 152816.00000000 NS USD 2163874.56000000 0.100097117440 Long EC US N 1 N N N Intra-Cellular Therapies Inc 5299002U2KGF193IJA20 INTRA-CELLULAR THERAPIES INC COMMON STOCK 46116X101 33908.00000000 NS USD 1264090.24000000 0.058474641528 Long EC US N 1 N N N VALVOLINE INC. 549300CMHPBEY6VPOT75 VALVOLINE INC COMMON STOCK 92047W101 76339.00000000 NS USD 2380250.02000000 0.110106274270 Long EC US N 1 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 LEAR CORP COMMON STOCK 521865204 26627.00000000 NS USD 4166592.96000000 0.192739427947 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 153747.00000000 NS USD 14573678.13000000 0.674153298110 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 9933.00000000 NS USD 13681316.88000000 0.632874200656 Long EC US N 1 N N N RELIANCE STEEL & ALUMINUM CO. 549300E287ZOFT3C5Z56 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 17345.00000000 NS USD 2470274.90000000 0.114270670466 Long EC US N 1 N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 TIMKEN CO COMMON STOCK 887389104 72653.00000000 NS USD 4752959.26000000 0.219863725020 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 247865.00000000 NS USD 5282003.15000000 0.244336385944 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 DEVON ENERGY CORP COMMON STOCK 25179M103 136912.00000000 NS USD 4861745.12000000 0.224895971901 Long EC US N 1 N N N DIVERSIFIED HEALTHCARE TRUST N/A DIVERSIFIED HEALTHCARE TRUST REIT 25525P107 1447753.00000000 NS USD 4907882.67000000 0.227030215653 Long EC US N 1 N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 US FOODS HOLDING CORP COMMON STOCK 912008109 96057.00000000 NS USD 3329335.62000000 0.154009342646 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 32032.00000000 NS USD 3935131.20000000 0.182032404813 Long EC US N 1 N N N SLM CORPORATION N/A SLM CORP COMMON STOCK 78442P106 302734.00000000 NS USD 5328118.40000000 0.246469598137 Long EC US N 1 N N N Amdocs Limited 549300HQV672RJ7RQV66 AMDOCS LTD COMMON STOCK G02602103 21707.00000000 NS USD 1643436.97000000 0.076022569160 Long EC US N 1 N N N POPULAR, INC. 5493008CARDZMVQ3LO89 POPULAR INC COMMON STOCK 733174700 60934.00000000 NS USD 4732743.78000000 0.218928591666 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 312841.00000000 NS USD 8449835.41000000 0.390874860781 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 22156.00000000 NS USD 1605423.76000000 0.074264143410 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 112419.00000000 NS USD 6948618.39000000 0.321431142031 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYS INC COMMON STOCK 127387108 12378.00000000 NS USD 1874524.32000000 0.086712272731 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 97355.00000000 NS USD 14248877.80000000 0.659128593177 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 WW GRAINGER INC COMMON STOCK 384802104 38381.00000000 NS USD 15086035.86000000 0.697854085956 Long EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 ORGANON & CO COMMON STOCK 68622V106 22650.00000000 NS USD 742693.50000000 0.034355724618 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 3354.00000000 NS USD 1267912.62000000 0.058651458256 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 RALPH LAUREN CORP COMMON STOCK 751212101 72640.00000000 NS USD 8065945.60000000 0.373116778078 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 DAVITA INC COMMON STOCK 23918K108 25364.00000000 NS USD 2948818.64000000 0.136407281260 Long EC US N 1 N N N NEW YORK COMMUNITY BANCORP, INC. 529900HVXOTLY61GL030 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 257982.00000000 NS USD 3320228.34000000 0.153588055528 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 FIRSTENERGY CORP COMMON STOCK 337932107 156616.00000000 NS USD 5578661.92000000 0.258059310687 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A BAKER HUGHES CO COMMON STOCK 05722G100 533649.00000000 NS USD 13197139.77000000 0.610476999849 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 TELEFLEX INC COMMON STOCK 879369106 23221.00000000 NS USD 8743867.55000000 0.404476282136 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 NVIDIA CORP COMMON STOCK 67066G104 44284.00000000 NS USD 9173873.44000000 0.424367615426 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 88045.00000000 NS USD 24031002.30000000 1.111632857054 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 LINDE PLC COMMON STOCK G5494J103 14473.00000000 NS USD 4246088.74000000 0.196416766076 Long EC US N 1 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC - CLASS B COMMON STOCK 92556H206 22664.00000000 NS USD 895454.64000000 0.041422192357 Long EC US N 1 N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 AERCAP HOLDINGS NV COMMON STOCK N00985106 39738.00000000 NS USD 2297253.78000000 0.106267010878 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 SALESFORCE.COM INC COMMON STOCK 79466L302 72508.00000000 NS USD 19665619.76000000 0.909697764855 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 152286.00000000 NS USD 23374378.14000000 1.081258552151 Long EC US N 1 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 OWENS CORNING COMMON STOCK 690742101 15863.00000000 NS USD 1356286.50000000 0.062739482030 Long EC US N 1 N N N WESTROCK COMPANY N/A WESTROCK CO COMMON STOCK 96145D105 24453.00000000 NS USD 1218492.99000000 0.056365391125 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 TEXTRON INC COMMON STOCK 883203101 87866.00000000 NS USD 6133925.46000000 0.283744847548 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT DEC21 PHYSICAL INDEX FUTURE. N/A 54.00000000 NC USD 11603925.00000000 0.536777623328 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 11836930.14000000 USD -233005.14000000 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 QUALCOMM INC COMMON STOCK 747525103 136820.00000000 NS USD 17647043.60000000 0.816321901631 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 FORTIVE CORP COMMON STOCK 34959J108 149524.00000000 NS USD 10551908.68000000 0.488113156783 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 FASTENAL CO COMMON STOCK 311900104 8504.00000000 NS USD 438891.44000000 0.020302363559 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 1261.00000000 NS USD 454149.15000000 0.021008158995 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO COMMON STOCK 277432100 64275.00000000 NS USD 6475063.50000000 0.299525306862 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 11001.00000000 NS USD 531788.34000000 0.024599614463 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 FOX CORP - CLASS A COMMON STOCK 35137L105 14250.00000000 NS USD 571567.50000000 0.026439730024 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP COMMON STOCK 534187109 13729.00000000 NS USD 943868.75000000 0.043661745862 Long EC US N 1 N N N SQUARE, INC. 549300OHIIUWSTIZME52 SQUARE INC - A COMMON STOCK 852234103 1696.00000000 NS USD 406768.64000000 0.018816418050 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 12098.00000000 NS USD 3423613.02000000 0.158370453107 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL C COMMON STOCK 02079K107 12139.00000000 NS USD 32354198.09000000 1.496649586709 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 NISOURCE INC COMMON STOCK 65473P105 324536.00000000 NS USD 7863507.28000000 0.363752329387 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 PARKER HANNIFIN CORP COMMON STOCK 701094104 25904.00000000 NS USD 7243276.48000000 0.335061518757 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 LENNAR CORP-A COMMON STOCK 526057104 6546.00000000 NS USD 613229.28000000 0.028366932350 Long EC US N 1 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE-SPONSORED ADR DEPOSITARY RECEIPT 803054204 74822.00000000 NS USD 10103962.88000000 0.467391954095 Long EC US N 1 N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 268905.00000000 NS USD 9107812.35000000 0.421311742962 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP REIT 03027X100 55725.00000000 NS USD 14789972.25000000 0.684158692291 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 217191.00000000 NS USD 35076346.50000000 1.622571492776 Long EC US N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 INGREDION INC COMMON STOCK 457187102 89406.00000000 NS USD 7958028.06000000 0.368124698188 Long EC US N 1 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 GLAXOSMITHKLINE PLC-SPON ADR DEPOSITARY RECEIPT 37733W105 38428.00000000 NS USD 1468333.88000000 0.067922601219 Long EC US N 1 N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO - B COMMON STOCK 60871R209 106032.00000000 NS USD 4917764.16000000 0.227487316394 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 198156.00000000 NS USD 10557751.68000000 0.488383443919 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 1843.00000000 NS USD 462187.54000000 0.021380001099 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 VERISIGN INC COMMON STOCK 92343E102 2032.00000000 NS USD 416580.32000000 0.019270289500 Long EC US N 1 N N N AMERICAN FINANCIAL GROUP, INC. 549300AFOM7IVKIU1G39 AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 3594.00000000 NS USD 452233.02000000 0.020919522115 Long EC US N 1 N N N COCA-COLA EUROPACIFIC PARTNERS PLC 549300LTH67W4GWMRF57 COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK G25839104 93115.00000000 NS USD 5148328.35000000 0.238152819483 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 DXC TECHNOLOGY CO COMMON STOCK 23355L106 70284.00000000 NS USD 2362245.24000000 0.109273404097 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMMON STOCK 871829107 108606.00000000 NS USD 8525571.00000000 0.394378258985 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 BERRY GLOBAL GROUP INC COMMON STOCK 08579W103 13761.00000000 NS USD 837769.68000000 0.038753785268 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 64874.00000000 NS USD 3052321.70000000 0.141195154894 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 AMPHENOL CORP-CL A COMMON STOCK 032095101 57830.00000000 NS USD 4234890.90000000 0.195898773247 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 19244.00000000 NS USD 997608.96000000 0.046147675597 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 ROSS STORES INC COMMON STOCK 778296103 130355.00000000 NS USD 14189141.75000000 0.656365306190 Long EC US N 1 N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 AGCO CORP COMMON STOCK 001084102 49960.00000000 NS USD 6121598.80000000 0.283174637446 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 28887.00000000 NS USD 6362072.88000000 0.294298555012 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 CROWN HOLDINGS INC COMMON STOCK 228368106 66673.00000000 NS USD 6719304.94000000 0.310823496025 Long EC US N 1 N N N KKR & CO. INC. 549300JOHU21WRN2Z451 KKR & CO INC COMMON STOCK 48251W104 55247.00000000 NS USD 3363437.36000000 0.155586830517 Long EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 CISCO SYSTEMS INC COMMON STOCK 17275R102 151519.00000000 NS USD 8247179.17000000 0.381500331485 Long EC US N 1 N N N FIVE9, INC. 254900MXP6EWY0SFFR59 FIVE9 INC COMMON STOCK 338307101 22833.00000000 NS USD 3647343.42000000 0.168719836818 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 HARLEY-DAVIDSON INC COMMON STOCK 412822108 49267.00000000 NS USD 1803664.87000000 0.083434436382 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 123601.00000000 NS USD 26238020.28000000 1.213725714940 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 16114.00000000 NS USD 3110968.84000000 0.143908070776 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 DOLLAR GENERAL CORP COMMON STOCK 256677105 55742.00000000 NS USD 11825107.88000000 0.547009163143 Long EC US N 1 N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 RYMAN HOSPITALITY PROPERTIES REIT 78377T107 63924.00000000 NS USD 5350438.80000000 0.247502101472 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 27209.00000000 NS USD 5424930.42000000 0.250947955762 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 JUNIPER NETWORKS INC COMMON STOCK 48203R104 24809.00000000 NS USD 682743.68000000 0.031582548998 Long EC US N 1 N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 MAGNA INTERNATIONAL INC COMMON STOCK 559222401 63868.00000000 NS USD 4805428.32000000 0.222290853541 Long EC US N 1 N N N CANADIAN NATURAL RESOURCES LIMITED N/A CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 127548.00000000 NS USD 4660603.92000000 0.215591525751 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 24273.00000000 NS USD 3372247.89000000 0.155994390490 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 PPL CORP COMMON STOCK 69351T106 252418.00000000 NS USD 7037413.84000000 0.325538666909 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 ECOLAB INC COMMON STOCK 278865100 9845.00000000 NS USD 2053863.90000000 0.095008213417 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 118947.00000000 NS USD 5588130.06000000 0.258497290568 Long EC US N 1 N N N MANPOWERGROUP INC. ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC COMMON STOCK 56418H100 29203.00000000 NS USD 3162100.84000000 0.146273349200 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 AMAZON.COM INC COMMON STOCK 023135106 14432.00000000 NS USD 47409697.28000000 2.193091098803 Long EC US N 1 N N N CERIDIAN HCM HOLDING INC. 549300T64GVCHFJ8L449 CERIDIAN HCM HOLDING INC COMMON STOCK 15677J108 14780.00000000 NS USD 1664523.60000000 0.076998000416 Long EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 TEGNA INC COMMON STOCK 87901J105 171512.00000000 NS USD 3382216.64000000 0.156455527728 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 68668.00000000 NS USD 13450001.16000000 0.622173933081 Long EC US N 1 N N KLA CORPORATION 549300H0BF5JCG96TJ81 KLA CORP COMMON STOCK 482480100 43998.00000000 NS USD 14717770.98000000 0.680818785655 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 124452.00000000 NS USD 19611146.16000000 0.907177909760 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO COMMON STOCK 369604301 75955.00000000 NS USD 7825643.65000000 0.362000822951 Long EC US N 1 N N N VISHAY INTERTECHNOLOGY, INC. 5493009O8F3QQJTCQR75 VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 103407.00000000 NS USD 2077446.63000000 0.096099109968 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 30852.00000000 NS USD 6765535.08000000 0.312962022831 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 19687.00000000 NS USD 962300.56000000 0.044514369708 Long EC US N 1 N N N SIGNATURE BANK VLP5AP0XK2GM6GKD1007 SIGNATURE BANK COMMON STOCK 82669G104 9294.00000000 NS USD 2530570.32000000 0.117059832947 Long EC US N 1 N N N O-I GLASS, INC. N/A O-I GLASS INC COMMON STOCK 67098H104 57666.00000000 NS USD 822893.82000000 0.038065653556 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 233504.00000000 NS USD 12307995.84000000 0.569346730087 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 51700.00000000 NS USD 5576879.00000000 0.257976835873 Long EC US N 1 N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 BANCO SANTANDER SA-SPON ADR DEPOSITARY RECEIPT 05964H105 482440.00000000 NS USD 1746432.80000000 0.080786979206 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 93552.00000000 NS USD 31750613.28000000 1.468728790961 Long EC US N 1 N N N Genius Sports Ltd N/A GENIUS SPORTS LTD COMMON STOCK G3934V109 230436.00000000 NS USD 4299935.76000000 0.198907636659 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 5640.00000000 NS USD 3446378.40000000 0.159423540452 Long EC US N 1 N N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 VOYA FINANCIAL INC COMMON STOCK 929089100 62675.00000000 NS USD 3847618.25000000 0.177984206181 Long EC US N 1 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 CROWDSTRIKE HOLDINGS INC - A COMMON STOCK 22788C105 10078.00000000 NS USD 2476970.84000000 0.114580413140 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 CROWN CASTLE INTL CORP REIT 22822V101 50122.00000000 NS USD 8687145.04000000 0.401852396329 Long EC US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT 046353108 144368.00000000 NS USD 8670742.08000000 0.401093623596 Long EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC COMMON STOCK 042735100 5863.00000000 NS USD 658356.27000000 0.030454429334 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 19852932.49000000 NS USD 19852932.49000000 0.918362529754 Long STIV RF US N 2 N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 RYDER SYSTEM INC COMMON STOCK 783549108 6237.00000000 NS USD 515862.27000000 0.023862901841 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 INTUIT INC COMMON STOCK 461202103 60944.00000000 NS USD 32879897.44000000 1.520967534961 Long EC US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 108363.00000000 NS USD 20901055.44000000 0.966846895696 Long EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 84004.00000000 NS USD 17041051.44000000 0.788289746011 Long EC US N 1 N N N MARVELL TECHNOLOGY, INC N/A MARVELL TECHNOLOGY INC COMMON STOCK 573874104 96726.00000000 NS USD 5833545.06000000 0.269849766599 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO COMMON STOCK 025816109 81181.00000000 NS USD 13600252.93000000 0.629124321678 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 18535.00000000 NS USD 464487.10000000 0.021486374791 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 PERRIGO CO PLC COMMON STOCK G97822103 63089.00000000 NS USD 2986002.37000000 0.138127336691 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 31933.00000000 NS USD 7750777.76000000 0.358537655574 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 ADOBE INC COMMON STOCK 00724F101 60117.00000000 NS USD 34610559.24000000 1.601024974818 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 197123.00000000 NS USD 13834092.14000000 0.639941321562 Long EC US N 1 N N N Markel Corporation 549300SCNO12JLWIK605 MARKEL CORP COMMON STOCK 570535104 12806.00000000 NS USD 15304834.78000000 0.707975347879 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 94533.00000000 NS USD 11346795.99000000 0.524883277331 Long EC US N 1 N N N ANNALY CAPITAL MANAGEMENT, INC. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 155101.00000000 NS USD 1305950.42000000 0.060411021497 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP COMMON STOCK 493267108 134532.00000000 NS USD 2908581.84000000 0.134545996060 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 JABIL INC COMMON STOCK 466313103 31397.00000000 NS USD 1832642.89000000 0.084774909774 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS COMMON STOCK 571748102 82416.00000000 NS USD 12480254.88000000 0.577315137164 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 115368.00000000 NS USD 9107149.92000000 0.421281100089 Long EC US N 1 N N N AMKOR TECHNOLOGY, INC. 529900VHLRTKPWZJBM84 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 44819.00000000 NS USD 1118234.05000000 0.051727584906 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 71649.00000000 NS USD 18350025.39000000 0.848840630809 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 303447.00000000 NS USD 16389172.47000000 0.758134945440 Long EC US N 1 N N N SOLAREDGE TECHNOLOGIES, INC. 5493000K6Y58XXPDF853 SOLAREDGE TECHNOLOGIES INC COMMON STOCK 83417M104 10018.00000000 NS USD 2656973.96000000 0.122907048045 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL A COMMON STOCK 02079K305 4675.00000000 NS USD 12498706.00000000 0.578168654258 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 STARBUCKS CORP COMMON STOCK 855244109 75737.00000000 NS USD 8354548.47000000 0.386467050735 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 130088.00000000 NS USD 3559207.68000000 0.164642828991 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 ROPER TECHNOLOGIES INC COMMON STOCK 776696106 21548.00000000 NS USD 9613209.24000000 0.444690534315 Long EC US N 1 N N N SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY 635400RUXIFEZSRU8X70 SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK G7997R103 72055.00000000 NS USD 5945978.60000000 0.275050748886 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP COMMON STOCK 436106108 60425.00000000 NS USD 2001880.25000000 0.092603539128 Long EC US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 SERVICE PROPERTIES TRUST REIT 81761L102 241682.00000000 NS USD 2709255.22000000 0.125325489261 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COMMON STOCK 713448108 72267.00000000 NS USD 10869679.47000000 0.502812687280 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 ARISTA NETWORKS INC COMMON STOCK 040413106 20749.00000000 NS USD 7130186.36000000 0.329830164208 Long EC US N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 56785.00000000 NS USD 14776024.85000000 0.683513509543 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 AMETEK INC COMMON STOCK 031100100 39693.00000000 NS USD 4922328.93000000 0.227698474808 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A EXPEDIA GROUP INC COMMON STOCK 30212P303 22431.00000000 NS USD 3676440.90000000 0.170065836224 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 49630.00000000 NS USD 8700635.30000000 0.402476432567 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE COMMON STOCK 191216100 128168.00000000 NS USD 6724974.96000000 0.311085781403 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A MDU RESOURCES GROUP INC COMMON STOCK 552690109 97537.00000000 NS USD 2893922.79000000 0.133867893606 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 33528.00000000 NS USD 2347965.84000000 0.108612863600 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 67685.00000000 NS USD 6866643.25000000 0.317639112970 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC COMMON STOCK 595112103 43534.00000000 NS USD 3090043.32000000 0.142940092192 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 Vistra Corp. COMMON STOCK 92840M102 199157.00000000 NS USD 3405584.70000000 0.157536494014 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 73803.00000000 NS USD 15694207.95000000 0.725987081390 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL COMMON STOCK 281020107 7830.00000000 NS USD 434330.10000000 0.020091363811 Long EC US N 1 N N N MFA FINANCIAL, INC. YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL INC REIT 55272X102 545946.00000000 NS USD 2494973.22000000 0.115413172293 Long EC US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INVESTMENT CORP REIT 90187B408 256262.00000000 NS USD 1624701.08000000 0.075155879096 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. 98450079DA0B78DD6764 UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 18153.00000000 NS USD 863538.21000000 0.039945793170 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 7712.00000000 NS USD 5131796.16000000 0.237388068793 Long EC US N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 102530.00000000 NS USD 12247208.50000000 0.566534812232 Long EC US N 1 N N N TWILIO INC. 5493004W8TRGD63APX93 TWILIO INC - A COMMON STOCK 90138F102 3422.00000000 NS USD 1091789.10000000 0.050504286978 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 25172.00000000 NS USD 6648428.64000000 0.307544880223 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 CELANESE CORP COMMON STOCK 150870103 56097.00000000 NS USD 8450452.08000000 0.390903386875 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC COMMON STOCK 370334104 33531.00000000 NS USD 2005824.42000000 0.092785989652 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 ROBERT HALF INTL INC COMMON STOCK 770323103 4322.00000000 NS USD 433626.26000000 0.020058805383 Long EC US N 1 N N N 2021-09-30 SEI INSTITUTIONAL MANAGED TRUST Peter Rodriguez Peter Rodriguez CFO