INTERCONTINENTAL EXCHANGE IN COMMON STOCK

NPORT-P false 0000939934 XXXXXXXX S000006769 C000018358 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LARGE CAP DISCIPLINED EQUITY FUND S000006769 DGG1WDZFS2W72E5YPY62 2020-05-31 2019-11-30 N 1825692915.56 32163247.6 1793529667.96 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 32744.00000000 NS USD 3083502.48000000 0.171923695218 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP Common Stock 56585A102 81686.00000000 NS USD 4953439.04000000 0.276183836180 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 14100.00000000 NS USD 840360.00000000 0.046855093339 Long EC US N 1 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 BUNGE LTD COMMON STOCK G16962105 46900.00000000 NS USD 2503522.00000000 0.139586316564 Long EC BM N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 DXC TECHNOLOGY CO COMMON STOCK 23355L106 0.01000000 NS USD 0.37000000 0.000000020629 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 30050.00000000 NS USD 863637.00000000 0.048152925230 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 17300.00000000 NS USD 4643320.00000000 0.258892845931 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE COMMON STOCK 097023105 35455.00000000 NS USD 12982911.90000000 0.723874945139 Long EC US N 1 N N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 FRONTDOOR INC COMMON STOCK 35905A109 26992.00000000 NS USD 1221657.92000000 0.068114731628 Long EC US N 1 N N N AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY 549300RK5RZQ740FPL83 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 33100.00000000 NS USD 983732.00000000 0.054848939360 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 IDEXX LABORATORIES INC COMMON STOCK 45168D104 7759.00000000 NS USD 1952009.22000000 0.108836182354 Long EC US N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 PVH CORP COMMON STOCK 693656100 11546.00000000 NS USD 1119500.16000000 0.062418825849 Long EC US N 1 N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 CORECIVIC INC REIT 21871N101 28400.00000000 NS USD 430260.00000000 0.023989566924 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 HOLOGIC INC COMMON STOCK 436440101 157798.00000000 NS USD 8098193.36000000 0.451522687618 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 42957.00000000 NS USD 5370054.57000000 0.299412642340 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 14375.00000000 NS USD 889237.50000000 0.049580306135 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 COMERICA INC COMMON STOCK 200340107 38412.00000000 NS USD 2704588.92000000 0.150796999253 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COMMON STOCK 713448108 13064.00000000 NS USD 1774483.12000000 0.098938041098 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 75202.00000000 NS USD 10427509.32000000 0.581395976117 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 16543.00000000 NS USD 1511203.05000000 0.084258603411 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 51486.00000000 NS USD 5410663.74000000 0.301676846313 Long EC US N 1 N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 47986.00000000 NS USD 6735314.96000000 0.375534070069 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 43011.00000000 NS USD 5122179.99000000 0.285592152809 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 CROWN CASTLE INTL CORP REIT 22822V101 122282.00000000 NS USD 16344212.12000000 0.911287524927 Long EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 62013.00000000 NS USD 5402572.56000000 0.301225714662 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 LENNAR CORP-A COMMON STOCK 526057104 23300.00000000 NS USD 1389845.00000000 0.077492166693 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 168174.00000000 NS USD 23122243.26000000 1.289203277373 Long EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 25280.00000000 NS USD 2387443.20000000 0.133114229591 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 29161626.47000000 NS USD 29161626.47000000 1.625934992375 Long STIV RF XX N 2 N N N W. R. BERKLEY CORPORATION SQOAGCLKBDWNVYV1OV80 WR BERKLEY CORP COMMON STOCK 084423102 30271.00000000 NS USD 2058428.00000000 0.114769665468 Long EC US N 1 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 23400.00000000 NS USD 1231308.00000000 0.068652781272 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A ACCENTURE PLC-CL A COMMON STOCK G1151C101 40099.00000000 NS USD 8066314.84000000 0.449745269570 Long EC IE N 1 N N N M/I HOMES, INC. 5299005M71FH9CCSFB69 M/I HOMES INC COMMON STOCK 55305B101 25200.00000000 NS USD 1115604.00000000 0.062201591639 Long EC US N 1 N N N SIMMONS FIRST NATIONAL CORPORATION 549300IVR5AJKUVOGN05 SIMMONS FIRST NATL CORP-CL A COMMON STOCK 828730200 7900.00000000 NS USD 204689.00000000 0.011412635299 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO COMMON STOCK 025816109 24886.00000000 NS USD 2989306.32000000 0.166671696231 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 POOL CORP COMMON STOCK 73278L105 6016.00000000 NS USD 1242003.20000000 0.069249102604 Long EC US N 1 N N N GATES INDUSTRIAL CORPORATION PLC N/A GATES INDUSTRIAL CORP PLC COMMON STOCK G39108108 24700.00000000 NS USD 293683.00000000 0.016374582770 Long EC GB N 1 N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 APARTMENT INVT & MGMT CO -A REIT 03748R754 2025.00000000 NS USD 108884.25000000 0.006070947804 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 163339.00000000 NS USD 5801801.28000000 0.323485102234 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 43908.00000000 NS USD 12288531.96000000 0.685159112755 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL A COMMON STOCK 02079K305 12320.00000000 NS USD 16066388.80000000 0.895797214119 Long EC US N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 EMERSON ELECTRIC CO COMMON STOCK 291011104 180835.00000000 NS USD 13356473.10000000 0.744703215040 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 AVALONBAY COMMUNITIES INC REIT 053484101 1208.00000000 NS USD 259007.28000000 0.014441204103 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 IQVIA HOLDINGS INC COMMON STOCK 46266C105 26500.00000000 NS USD 3868470.00000000 0.215690326684 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP COMMON STOCK 534187109 11424.00000000 NS USD 674587.20000000 0.037612268815 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 MASCO CORP COMMON STOCK 574599106 51614.00000000 NS USD 2402631.70000000 0.133961079257 Long EC US N 1 N N N EMCOR GROUP, INC. 529900X0SQJB2J7YDU43 EMCOR GROUP INC COMMON STOCK 29084Q100 26200.00000000 NS USD 2329966.00000000 0.129909532115 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 22567.00000000 NS USD 453145.36000000 0.025265562543 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 PPG INDUSTRIES INC COMMON STOCK 693506107 5133.00000000 NS USD 661335.72000000 0.036873419593 Long EC US N 1 N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 2783.00000000 NS USD 447172.44000000 0.024932536550 Long EC US N 1 N N N AVALARA, INC. N/A AVALARA INC COMMON STOCK 05338G106 28831.00000000 NS USD 2249682.93000000 0.125433271062 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 27600.00000000 NS USD 436908.00000000 0.024360232663 Long EC US N 1 N N N VISTRA ENERGY CORP. 549300KP43CPCUJOOG15 VISTRA ENERGY CORP COMMON STOCK 92840M102 77500.00000000 NS USD 2056075.00000000 0.114638471653 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 EPAM SYSTEMS INC COMMON STOCK 29414B104 8467.00000000 NS USD 1793733.95000000 0.100011389944 Long EC US N 1 N N N CBS CORPORATION 5KYC8KF17ROCY24M3H09 CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 31728.00000000 NS USD 1281176.64000000 0.071433256047 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 ZOETIS INC COMMON STOCK 98978V103 55529.00000000 NS USD 6692355.08000000 0.373138799962 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 S&P GLOBAL INC COMMON STOCK 78409V104 19335.00000000 NS USD 5117007.75000000 0.285303769511 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 METLIFE INC COMMON STOCK 59156R108 276366.00000000 NS USD 13793427.06000000 0.769066010248 Long EC US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INVESTMENT CORP REIT 90187B408 6900.00000000 NS USD 100326.00000000 0.005593774209 Long EC US N 1 N N N ALTICE USA, INC. 54930064K3612MGCER95 ALTICE USA INC- A COMMON STOCK 02156K103 136104.00000000 NS USD 3481540.32000000 0.194116684111 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 151449.00000000 NS USD 4372332.63000000 0.243783680198 Long EC US N 1 N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 69270.00000000 NS USD 2129359.80000000 0.118724537320 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC COMMON STOCK 285512109 28480.00000000 NS USD 2876764.80000000 0.160396833762 Long EC US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 ANTHEM INC COMMON STOCK 036752103 14447.00000000 NS USD 4170271.02000000 0.232517537596 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 156427.00000000 NS USD 18322294.51000000 1.021577442364 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 PROLOGIS INC REIT 74340W103 25411.00000000 NS USD 2326377.05000000 0.129709426699 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 AMETEK INC COMMON STOCK 031100100 31335.00000000 NS USD 3102478.35000000 0.172981713401 Long EC US N 1 N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 EXACT SCIENCES CORP COMMON STOCK 30063P105 40638.00000000 NS USD 3292084.38000000 0.183553382963 Long EC US N 1 N N N SPX CORPORATION P761FCI0CPOG24I8JE10 SPX CORP COMMON STOCK 784635104 13100.00000000 NS USD 625918.00000000 0.034898669990 Long EC US N 1 N N N EXTENDED STAY AMERICA, INC. 549300IESZBC3BJUJW64 EXTENDED STAY AMERICA INC UNIT 30224P200 16200.00000000 NS USD 239112.00000000 0.013331923316 Long EC US N 1 N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 US FOODS HOLDING CORP COMMON STOCK 912008109 85160.00000000 NS USD 3386813.20000000 0.188835080930 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 6165.00000000 NS USD 1672317.90000000 0.093241719380 Long EC BM N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 131889.00000000 NS USD 10200295.26000000 0.568727434077 Long EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 CISCO SYSTEMS INC COMMON STOCK 17275R102 330005.00000000 NS USD 14952526.55000000 0.833692735454 Long EC US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE REIT 74460D109 8486.00000000 NS USD 1787830.48000000 0.099682236203 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 109188.00000000 NS USD 9054960.84000000 0.504868193805 Long EC US N 1 N N N SJW GROUP N/A SJW GROUP COMMON STOCK 784305104 14100.00000000 NS USD 998562.00000000 0.055675800508 Long EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC COMMON STOCK 042735100 37917.00000000 NS USD 3019709.88000000 0.168366876441 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 HUMANA INC Common Stock 444859102 54832.00000000 NS USD 18710323.36000000 1.043212370235 Long EC US N 1 N N N HILLTOP HOLDINGS INC. 54930010TA543US0PM65 HILLTOP HOLDINGS INC COMMON STOCK 432748101 8600.00000000 NS USD 211818.00000000 0.011810119664 Long EC US N 1 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC COMMON STOCK 760759100 44460.00000000 NS USD 3941379.00000000 0.219755439255 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 WW GRAINGER INC COMMON STOCK 384802104 16635.00000000 NS USD 5272463.25000000 0.293971342888 Long EC US N 1 N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP COMMON STOCK 126408103 222652.00000000 NS USD 15928524.08000000 0.888110431879 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 29800.00000000 NS USD 5415852.00000000 0.301966122821 Long EC US N 1 N N N ARCH CAPITAL GROUP LTD. 549300AYR4P8AFKDCE43 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 81791.00000000 NS USD 3432768.27000000 0.191397350783 Long EC BM N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 61271.00000000 NS USD 5386333.61000000 0.300320296130 Long EC US N 1 N N N CDW CORPORATION N/A CDW CORP/DE COMMON STOCK 12514G108 5100.00000000 NS USD 688755.00000000 0.038402208355 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 VERISIGN INC COMMON STOCK 92343E102 11053.00000000 NS USD 2108249.22000000 0.117547496295 Long EC US N 1 N N N ALLIANCE DATA SYSTEMS CORPORATION 549300G8S4PO686J7H97 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 3109.00000000 NS USD 332383.19000000 0.018532349697 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 207281.00000000 NS USD 15602040.87000000 0.869907041334 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 54688.00000000 NS USD 3152216.32000000 0.175754902542 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 78654.00000000 NS USD 13158814.20000000 0.733682549838 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 SYNOPSYS INC COMMON STOCK 871607107 37324.00000000 NS USD 5264176.96000000 0.293509332688 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO COMMON STOCK 277432100 7574.00000000 NS USD 593574.38000000 0.033095319837 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 JABIL INC COMMON STOCK 466313103 87086.00000000 NS USD 3382420.24000000 0.188590147150 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 79100.00000000 NS USD 8810949.00000000 0.491263075119 Long EC IE N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 100800.00000000 NS USD 4004784.00000000 0.223290647015 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 QUALCOMM INC COMMON STOCK 747525103 153928.00000000 NS USD 12860684.40000000 0.717060031386 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 COOPER COS INC/THE COMMON STOCK 216648402 700.00000000 NS USD 219163.00000000 0.012219647319 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC COMMON STOCK 149123101 999.00000000 NS USD 144585.27000000 0.008061493076 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC COMMON STOCK 595112103 242899.00000000 NS USD 11540131.49000000 0.643431312910 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 23200.00000000 NS USD 5682608.00000000 0.316839364383 Long EC US N 1 N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 CAPRI HOLDINGS LTD COMMON STOCK G1890L107 100200.00000000 NS USD 3721428.00000000 0.207491856225 Long EC VG N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP COMMON STOCK 539830109 8698.00000000 NS USD 3401178.94000000 0.189636056807 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP COMMON STOCK 494368103 21354.00000000 NS USD 2911404.36000000 0.162328196294 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 23816.00000000 NS USD 3322093.84000000 0.185226589743 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 INTUIT INC COMMON STOCK 461202103 44848.00000000 NS USD 11610698.72000000 0.647365857806 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 270025.00000000 NS USD 15674951.25000000 0.873972230848 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 HOST HOTELS & RESORTS INC REIT 44107P104 118100.00000000 NS USD 2065569.00000000 0.115167818904 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 KOHLS CORP COMMON STOCK 500255104 74605.00000000 NS USD 3507181.05000000 0.195546308079 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC COMMON STOCK 086516101 46793.00000000 NS USD 3773387.52000000 0.210388910058 Long EC US N 1 N N N BANKUNITED, INC. 96OVUWEW5D4YX6PFXD91 BANKUNITED INC COMMON STOCK 06652K103 9000.00000000 NS USD 315540.00000000 0.017593241173 Long EC US N 1 N N N BOOZ ALLEN HAMILTON HOLDING CORPORATION 529900JPV47PIUWMA015 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 53407.00000000 NS USD 3885893.32000000 0.216661780923 Long EC US N 1 N N N EURONET WORLDWIDE, INC. YG3575C4DSHJPA5KET68 EURONET WORLDWIDE INC COMMON STOCK 298736109 5276.00000000 NS USD 829334.44000000 0.046240352463 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 STRYKER CORP COMMON STOCK 863667101 4600.00000000 NS USD 942356.00000000 0.052541980031 Long EC US N 1 N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER INC COMMON STOCK 49271V100 162600.00000000 NS USD 5030844.00000000 0.280499625396 Long EC US N 1 N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 ROYAL DUTCH SHELL-SPON ADR-A DEPOSITARY RECEIPT 780259206 60908.00000000 NS USD 3501600.92000000 0.195235182475 Long EC GB N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 EQUINIX INC REIT 29444U700 2456.00000000 NS USD 1392183.60000000 0.077622557623 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 89989.00000000 NS USD 16067535.95000000 0.895861174589 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 ADOBE INC COMMON STOCK 00724F101 7200.00000000 NS USD 2228616.00000000 0.124258663785 Long EC US N 1 N N N ATKORE INTERNATIONAL GROUP INC. 52990002TI38AM4RPV48 ATKORE INTERNATIONAL GROUP I COMMON STOCK 047649108 34400.00000000 NS USD 1435168.00000000 0.080019194866 Long EC US N 1 N N N ANIXTER INTERNATIONAL INC. 529900ZMALH8DA7UJT76 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 14200.00000000 NS USD 1218928.00000000 0.067962522269 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 23777.00000000 NS USD 3750583.98000000 0.209117476393 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 105827.00000000 NS USD 15374546.56000000 0.857222873680 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 BLACKROCK INC COMMON STOCK 09247X101 4272.00000000 NS USD 2114255.52000000 0.117882383423 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 WASTE MANAGEMENT INC COMMON STOCK 94106L109 54321.00000000 NS USD 6133384.11000000 0.341972827077 Long EC US N 1 N N N CHEMED CORPORATION 54930020031IDJT2IM79 CHEMED CORP COMMON STOCK 16359R103 4485.00000000 NS USD 1928639.70000000 0.107533191920 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYS INC COMMON STOCK 127387108 75685.00000000 NS USD 5316871.25000000 0.296447354341 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 330141.00000000 NS USD 16408007.70000000 0.914844509857 Long EC US N 1 N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 BIO-TECHNE CORP COMMON STOCK 09073M104 5886.00000000 NS USD 1284619.50000000 0.071625216072 Long EC US N 1 N N N BARNES GROUP INC. G1MSYD2DQZX30V5DMX12 BARNES GROUP INC COMMON STOCK 067806109 3700.00000000 NS USD 219003.00000000 0.012210726363 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 ANSYS INC COMMON STOCK 03662Q105 4912.00000000 NS USD 1251037.28000000 0.069752806566 Long EC US N 1 N N N SONIC AUTOMOTIVE, INC. 549300NTLRGJ2JCBZU03 SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 26500.00000000 NS USD 867875.00000000 0.048389219063 Long EC US N 1 N N BMC STOCK HOLDINGS, INC. 549300GHSZDJ1FJEJG18 BMC STOCK HOLDINGS INC COMMON STOCK 05591B109 45900.00000000 NS USD 1359099.00000000 0.075777893406 Long EC US N 1 N N N TOLL BROTHERS, INC. 529900JB6IS9MSZGVR44 TOLL BROTHERS INC COMMON STOCK 889478103 75283.00000000 NS USD 3024118.11000000 0.168612661614 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 PROGRESSIVE CORP COMMON STOCK 743315103 189536.00000000 NS USD 13845604.80000000 0.771975231151 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 177256.00000000 NS USD 21635867.36000000 1.206328935980 Long EC US N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 GENTEX CORP COMMON STOCK 371901109 25902.00000000 NS USD 735616.80000000 0.041015033826 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 MCDONALD'S CORP COMMON STOCK 580135101 28500.00000000 NS USD 5542680.00000000 0.309037541949 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 159115.00000000 NS USD 8725866.60000000 0.486519222730 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 430922.00000000 NS USD 65232972.36000000 3.637128145986 Long EC US N 1 N N N OUTFRONT MEDIA INC. 549300RZWDYU5722I639 OUTFRONT MEDIA INC REIT 69007J106 109213.00000000 NS USD 2728140.74000000 0.152110154001 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 TRAVELERS COS INC/THE COMMON STOCK 89417E109 3812.00000000 NS USD 521176.64000000 0.029058713067 Long EC US N 1 N N N THE MIDDLEBY CORPORATION JDFO86U9VQRBKW5KYA35 MIDDLEBY CORP COMMON STOCK 596278101 1800.00000000 NS USD 208368.00000000 0.011617761541 Long EC US N 1 N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 DORIAN LPG LTD COMMON STOCK Y2106R110 500.00000000 NS USD 7175.00000000 0.000400049139 Long EC MH N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 ROBERT HALF INTL INC COMMON STOCK 770323103 80676.00000000 NS USD 4695343.20000000 0.261793450305 Long EC US N 1 N N DOUGLAS EMMETT, INC. N/A DOUGLAS EMMETT INC REIT 25960P109 4439.00000000 NS USD 195626.73000000 0.010907359576 Long EC US N 1 N N N CURTISS-WRIGHT CORPORATION TEL51ETZWP7D0ZM4X325 CURTISS-WRIGHT CORP COMMON STOCK 231561101 22259.00000000 NS USD 3056383.29000000 0.170411638268 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 279854.00000000 NS USD 12425517.60000000 0.692796881031 Long EC US N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 MACY'S INC COMMON STOCK 55616P104 142300.00000000 NS USD 2180036.00000000 0.121550038393 Long EC US N 1 N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 265185.00000000 NS USD 14441975.10000000 0.805226440242 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 28887.00000000 NS USD 1110994.02000000 0.061944557697 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 317131.00000000 NS USD 27647480.58000000 1.541512308042 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 9472.00000000 NS USD 524275.20000000 0.029231476309 Long EC US N 1 N N N HUBBELL INCORPORATED 54930088VDQ6840Y6597 HUBBELL INC COMMON STOCK 443510607 9331.00000000 NS USD 1371843.62000000 0.076488482153 Long EC US N 1 N N N AMERICAN CAMPUS COMMUNITIES, INC. 529900MR3ZXRO3W6UX26 AMERICAN CAMPUS COMMUNITIES REIT 024835100 54601.00000000 NS USD 2623032.04000000 0.146249715678 Long EC US N 1 N N N AVNET, INC. XJI53DCPL7QABOWK4Z75 AVNET INC COMMON STOCK 053807103 32803.00000000 NS USD 1333441.95000000 0.074347359501 Long EC US N 1 N N N CIT GROUP INC. N8O96ZZJQRFYQUJY7K79 CIT GROUP INC COMMON STOCK 125581801 7700.00000000 NS USD 350504.00000000 0.019542693174 Long EC US N 1 N N N First BanCorp. N/A FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 20200.00000000 NS USD 212100.00000000 0.011825842849 Long EC PR N 1 N N N MONSTER BEVERAGE 1990 CORPORATION N/A MONSTER BEVERAGE CORP COMMON STOCK 61174X109 24468.00000000 NS USD 1463675.76000000 0.081608672894 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 ESSEX PROPERTY TRUST INC REIT 297178105 12099.00000000 NS USD 3777065.82000000 0.210593997271 Long EC US N 1 N N N FEDERAL SIGNAL CORPORATION 549300RTXZRPTNP6G884 FEDERAL SIGNAL CORP COMMON STOCK 313855108 6900.00000000 NS USD 227286.00000000 0.012672553125 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 L BRANDS INC COMMON STOCK 501797104 34200.00000000 NS USD 654588.00000000 0.036497193868 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 80577.00000000 NS USD 8972248.95000000 0.500256511519 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 56000.00000000 NS USD 2016000.00000000 0.112404050850 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC N/A EXPEDITORS INTL WASH INC COMMON STOCK 302130109 1715.00000000 NS USD 128213.40000000 0.007148663459 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 TELEFLEX INC COMMON STOCK 879369106 1913.00000000 NS USD 675939.42000000 0.037687663163 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 67699.00000000 NS USD 6282467.20000000 0.350285100504 Long EC US N 1 N N N Unilever N.V. 549300TK7G7NZTVM1Z30 UNILEVER N V -NY SHARES DEPOSITARY RECEIPT 904784709 80298.00000000 NS USD 4781745.90000000 0.266610917311 Long EC NL N 1 N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 LKQ CORP COMMON STOCK 501889208 49800.00000000 NS USD 1756944.00000000 0.097960130316 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 94609.00000000 NS USD 3649069.13000000 0.203457416689 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 NEWS CORP - CLASS A COMMON STOCK 65249B109 67467.00000000 NS USD 868974.96000000 0.048450548408 Long EC US N 1 N N N WATTS WATER TECHNOLOGIES, INC. 549300REJOO94ERQN318 WATTS WATER TECHNOLOGIES-A COMMON STOCK 942749102 2800.00000000 NS USD 271488.00000000 0.015137078847 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 AMAZON.COM INC COMMON STOCK 023135106 14381.00000000 NS USD 25897304.80000000 1.443929546448 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 SIMON PROPERTY GROUP INC REIT 828806109 11884.00000000 NS USD 1796979.64000000 0.100192356563 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 RALPH LAUREN CORP COMMON STOCK 751212101 31911.00000000 NS USD 3425326.74000000 0.190982441003 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 DOLLAR GENERAL CORP COMMON STOCK 256677105 51082.00000000 NS USD 8038263.52000000 0.448181240801 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 4900.00000000 NS USD 2857337.00000000 0.159313617780 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 5500.00000000 NS USD 1726725.00000000 0.096275240429 Long EC US N 1 N N N SKECHERS U.S.A., INC. 529900D2R54KZPA4XR56 SKECHERS USA INC-CL A COMMON STOCK 830566105 72515.00000000 NS USD 2916553.30000000 0.162615280477 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP COMMON STOCK 30231G102 59703.00000000 NS USD 4067565.39000000 0.226791084790 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 VF CORP COMMON STOCK 918204108 14301.00000000 NS USD 1266210.54000000 0.070598806510 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 107232.00000000 NS USD 12579385.92000000 0.701375959635 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL C COMMON STOCK 02079K107 10897.00000000 NS USD 14220149.12000000 0.792858315869 Long EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 11000.00000000 NS USD 346500.00000000 0.019319446240 Long EC US N 1 N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 ALASKA AIR GROUP INC COMMON STOCK 011659109 10531.00000000 NS USD 726744.31000000 0.040520339472 Long EC US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 KANSAS CITY SOUTHERN COMMON STOCK 485170302 25081.00000000 NS USD 3822846.02000000 0.213146517077 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 43449.00000000 NS USD 10159245.18000000 0.566438646735 Long EC US N 1 N N N ONEMAIN HOLDINGS, INC. 549300E3VEW8SMS5XW09 ONEMAIN HOLDINGS INC COMMON STOCK 68268W103 16000.00000000 NS USD 689440.00000000 0.038440401199 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 96268.00000000 NS USD 7229726.80000000 0.403100485548 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 106498.00000000 NS USD 14712698.70000000 0.820320899220 Long EC US N 1 N N N BIG LOTS, INC. N/A BIG LOTS INC COMMON STOCK 089302103 43700.00000000 NS USD 913330.00000000 0.050923607025 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 ALLIANT ENERGY CORP COMMON STOCK 018802108 42264.00000000 NS USD 2239992.00000000 0.124892943786 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 15596.00000000 NS USD 2647732.92000000 0.147626937390 Long EC US N 1 N N N EQUITY LIFESTYLE PROPERTIES, INC. 529900PEQG66LENB6798 EQUITY LIFESTYLE PROPERTIES REIT 29472R108 49365.00000000 NS USD 3656959.20000000 0.203897335256 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 27000.00000000 NS USD 5976450.00000000 0.333222812355 Long EC US N 1 N N N POPULAR, INC. 5493008CARDZMVQ3LO89 POPULAR INC COMMON STOCK 733174700 10200.00000000 NS USD 564162.00000000 0.031455403837 Long EC PR N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 68341.00000000 NS USD 5800100.67000000 0.323390283061 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 VALERO ENERGY CORP COMMON STOCK 91913Y100 58146.00000000 NS USD 5552361.54000000 0.309577345676 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 11199.00000000 NS USD 917982.03000000 0.051182985506 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 156930.00000000 NS USD 14106437.70000000 0.786518224482 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 17123.00000000 NS USD 2058355.83000000 0.114765641559 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY CO/THE COMMON STOCK 254687106 23037.00000000 NS USD 3491948.46000000 0.194697000132 Long EC US N 1 N N N HERC HOLDINGS INC. 549300TP80QLITMSBP82 HERC HOLDINGS INC COMMON STOCK 42704L104 2900.00000000 NS USD 135604.00000000 0.007560733587 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 105865.00000000 NS USD 7179764.30000000 0.400314777517 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP COMMON STOCK 436106108 47185.00000000 NS USD 2432386.75000000 0.135620101158 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 7264.00000000 NS USD 1828130.88000000 0.101929224403 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 NVIDIA CORP COMMON STOCK 67066G104 4951.00000000 NS USD 1073079.74000000 0.059830609951 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE COMMON STOCK 191216100 133316.00000000 NS USD 7119074.40000000 0.396930952812 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 ECOLAB INC COMMON STOCK 278865100 12835.00000000 NS USD 2395909.45000000 0.133586273636 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO COMMON STOCK 369604103 724800.00000000 NS USD 8168496.00000000 0.455442480039 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 NUCOR CORP COMMON STOCK 670346105 88881.00000000 NS USD 5009333.16000000 0.279300267483 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 150608.00000000 NS USD 30368597.12000000 1.693230820906 Long EC US N 1 N N N WORLD FUEL SERVICES CORPORATION D3W7PCXCBRQLL17DZ313 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 27500.00000000 NS USD 1166000.00000000 0.065011469886 Long EC US N 1 N N N EAST WEST BANCORP, INC. N/A EAST WEST BANCORP INC COMMON STOCK 27579R104 10200.00000000 NS USD 467364.00000000 0.026058336717 Long EC US N 1 N N N VIACOM INC. X0ST5BPF0CZG9FE5OV61 VIACOM INC-CLASS B COMMON STOCK 92553P201 170751.00000000 NS USD 4109976.57000000 0.229155761592 Long EC US N 1 N N N N/A N/A SEI LIQUIDITY FUND N/A 27232935.92000000 NS USD 27228918.56000000 1.518174973429 Long EC US N 2 N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 RAYTHEON COMPANY COMMON STOCK 755111507 3997.00000000 NS USD 869027.74000000 0.048453491209 Long EC US N 1 N N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 SEAGATE TECHNOLOGY COMMON STOCK G7945M107 13617.00000000 NS USD 812662.56000000 0.045310795495 Long EC IE N 1 N N N GENPACT LIMITED 529900OSEC6Q0L4L5B35 GENPACT LTD COMMON STOCK G3922B107 89437.00000000 NS USD 3640085.90000000 0.202956547919 Long EC BM N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 37000.00000000 NS USD 2397970.00000000 0.133701161616 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 CHARLES RIVER LABORATORIES COMMON STOCK 159864107 6044.00000000 NS USD 877891.00000000 0.048947670935 Long EC US N 1 N N N CATALENT, INC. N/A CATALENT INC COMMON STOCK 148806102 15922.00000000 NS USD 827784.78000000 0.046153949655 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 DOW INC COMMON STOCK 260557103 18500.00000000 NS USD 987345.00000000 0.055050385708 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC COMMON STOCK 247361702 114377.00000000 NS USD 6554945.87000000 0.365477415127 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 22346.00000000 NS USD 3232125.44000000 0.180210313647 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 233762.00000000 NS USD 13534819.80000000 0.754647109651 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 170659.00000000 NS USD 6384353.19000000 0.355965853481 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 14800.00000000 NS USD 1795980.00000000 0.100136620658 Long EC US N 1 N N N ENTEGRIS, INC. IYX6OWO7BT5DKO3BYG52 ENTEGRIS INC COMMON STOCK 29362U104 66762.00000000 NS USD 3159177.84000000 0.176143048896 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 68090.00000000 NS USD 3877044.60000000 0.216168411889 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS COMMON STOCK 571748102 70408.00000000 NS USD 7608992.56000000 0.424246818769 Long EC US N 1 N N N F5 NETWORKS, INC. N/A F5 NETWORKS INC COMMON STOCK 315616102 5057.00000000 NS USD 736855.47000000 0.041084097083 Long EC US N 1 N N N JEFFERIES FINANCIAL GROUP INC. 549300HOF34RGOJ5YL07 JEFFERIES FINANCIAL GROUP IN COMMON STOCK 47233W109 5900.00000000 NS USD 123310.00000000 0.006875269598 Long EC US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 APPLE HOSPITALITY REIT INC REIT 03784Y200 23000.00000000 NS USD 373980.00000000 0.020851620504 Long EC US N 1 N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 RYMAN HOSPITALITY PROPERTIES REIT 78377T107 22100.00000000 NS USD 1971983.00000000 0.109949839984 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 88724.00000000 NS USD 5965801.76000000 0.332629109324 Long EC US N 1 N N N FIRST HAWAIIAN, INC. 5493002DJSH46F5OLV06 FIRST HAWAIIAN INC COMMON STOCK 32051X108 36977.00000000 NS USD 1055323.58000000 0.058840597892 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 DISCOVERY INC-C COMMON STOCK 25470F302 110200.00000000 NS USD 3363304.00000000 0.187524302501 Long EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 60512.00000000 NS USD 3827989.12000000 0.213433275645 Long EC US N 1 N N N LADDER CAPITAL CORP 549300Q6LLV2QCV67C06 LADDER CAPITAL CORP-REIT REIT 505743104 89690.00000000 NS USD 1550740.10000000 0.086463030286 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMMON STOCK 125523100 68244.00000000 NS USD 13643340.48000000 0.760697786255 Long EC US N 1 N N N SERVICEMASTER GLOBAL HOLDINGS, INC. 549300GS10644JGL8R77 SERVICEMASTER GLOBAL HOLDING COMMON STOCK 81761R109 53879.00000000 NS USD 2111518.01000000 0.117729750877 Long EC US N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 BP PLC-SPONS ADR DEPOSITARY RECEIPT 055622104 330584.00000000 NS USD 12370453.28000000 0.689726716038 Long EC GB N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 31437.00000000 NS USD 5031491.85000000 0.280535746906 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 UGI CORP COMMON STOCK 902681105 41000.00000000 NS USD 1785550.00000000 0.099555085811 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 TE CONNECTIVITY LTD COMMON STOCK H84989104 1334.00000000 NS USD 123675.14000000 0.006895628336 Long EC CH N 1 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 FAIR ISAAC CORP COMMON STOCK 303250104 11550.00000000 NS USD 4247512.50000000 0.236824211825 Long EC US N 1 N N N ITRON, INC. 24F6LSZD18II6ICG6S41 ITRON INC COMMON STOCK 465741106 7200.00000000 NS USD 576576.00000000 0.032147558543 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT DEC19 PHYSICAL INDEX FUTURE. N/A 73.00000000 NC USD 11474505.00000000 0.639772243804 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P 500 Future Dec 2019 N/A N/A 2019-12-23 10899591.69 USD 574913.31 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 JONES LANG LASALLE INC COMMON STOCK 48020Q107 6900.00000000 NS USD 1147677.00000000 0.063989853109 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP REIT 03027X100 21725.00000000 NS USD 4649801.75000000 0.259254242238 Long EC US N 1 N N N MSCI INC. 549300HTIN2PD78UB763 MSCI INC COMMON STOCK 55354G100 15387.00000000 NS USD 3988156.53000000 0.222363566170 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 54500.00000000 NS USD 2339685.00000000 0.130451424461 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 21156.00000000 NS USD 3831351.60000000 0.213620754005 Long EC US N 1 N N N ARCONIC INC. 549300HO5WFZUT5N2T22 ARCONIC INC COMMON STOCK 03965L100 212000.00000000 NS USD 6563520.00000000 0.365955474127 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO COMMON STOCK 532457108 13122.00000000 NS USD 1539866.70000000 0.085856773239 Long EC US N 1 N N N WELLTOWER INC. T6IZ0MBEG5ACZDTR7D06 WELLTOWER INC REIT 95040Q104 8542.00000000 NS USD 722396.94000000 0.040277947608 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 54108.00000000 NS USD 5115370.32000000 0.285212473001 Long EC US N 1 N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 153800.00000000 NS USD 7610024.00000000 0.424304327714 Long EC US N 1 N N N CORELOGIC, INC. 54930086CD8K2UIL0516 CORELOGIC INC COMMON STOCK 21871D103 9500.00000000 NS USD 393585.00000000 0.021944716445 Long EC US N 1 N N N BRINKER INTERNATIONAL, INC. 52990067JY6PBGJNTG76 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 11000.00000000 NS USD 492800.00000000 0.027476545763 Long EC US N 1 N N SUNTRUST BANKS, INC. 7E1PDLW1JL6TS0BS1G03 SUNTRUST BANKS INC COMMON STOCK 867914103 10347.00000000 NS USD 732981.48000000 0.040868098983 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 362173.00000000 NS USD 21817301.52000000 1.216444974942 Long EC US N 1 N N N UNIVERSAL FOREST PRODUCTS, INC. 5493007KB485C9OV5572 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 17800.00000000 NS USD 882880.00000000 0.049225837507 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 DISCOVERY INC - A COMMON STOCK 25470F104 54900.00000000 NS USD 1808406.00000000 0.100829444436 Long EC US N 1 N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 29707.00000000 NS USD 8906455.67000000 0.496588142873 Long EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 234563.00000000 NS USD 5254211.20000000 0.292953681997 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 CONSOLIDATED EDISON INC COMMON STOCK 209115104 820.00000000 NS USD 71249.80000000 0.003972602253 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 27100.00000000 NS USD 5000221.00000000 0.278792210094 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 54308.00000000 NS USD 7301710.60000000 0.407114012689 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC COMMON STOCK 11135F101 17300.00000000 NS USD 5470433.00000000 0.305009339835 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 115700.00000000 NS USD 4955431.00000000 0.276294899857 Long EC IE N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 199575.00000000 NS USD 11204140.50000000 0.624697806797 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 48300.00000000 NS USD 2231943.00000000 0.124444163922 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 186855.00000000 NS USD 7197654.60000000 0.401312268683 Long EC US N 1 N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 MASIMO CORP COMMON STOCK 574795100 16947.00000000 NS USD 2627971.29000000 0.146525108390 Long EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 AMERICAN HOMES 4 RENT- A REIT 02665T306 76985.00000000 NS USD 2056269.35000000 0.114649307827 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 WHIRLPOOL CORP COMMON STOCK 963320106 13300.00000000 NS USD 1903230.00000000 0.106116449256 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 6045.00000000 NS USD 362337.30000000 0.020202470384 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 61986.00000000 NS USD 3415428.60000000 0.190430560531 Long EC US N 1 N N N SYNNEX CORPORATION 5493004HI6PFLF46NS53 SYNNEX CORP COMMON STOCK 87162W100 300.00000000 NS USD 36843.00000000 0.002054217482 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO COMMON STOCK 929160109 39556.00000000 NS USD 5611809.72000000 0.312891937069 Long EC US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 ALLERGAN PLC COMMON STOCK G0177J108 5487.00000000 NS USD 1014765.78000000 0.056579258103 Long EC IE N 1 N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 33200.00000000 NS USD 4924888.00000000 0.274591945033 Long EC US N 1 N N N FRANKLIN STREET PROPERTIES CORP. 549300STLK2T6QY5WO82 FRANKLIN STREET PROPERTIES C REIT 35471R106 22900.00000000 NS USD 199459.00000000 0.011121031537 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 6800.00000000 NS USD 176936.00000000 0.009865239653 Long EC US N 1 N N N BRUKER CORPORATION LEBZ6VLQ6I8XB1NHVY15 BRUKER CORP COMMON STOCK 116794108 36815.00000000 NS USD 1884559.85000000 0.105075476791 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE INC -CL B COMMON STOCK 654106103 36324.00000000 NS USD 3395930.76000000 0.189343439401 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMMON STOCK 871829107 5800.00000000 NS USD 467190.00000000 0.026048635177 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 68923.00000000 NS USD 7906846.56000000 0.440853959722 Long EC US N 1 N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 11984.00000000 NS USD 4098408.16000000 0.228510753583 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 85916.00000000 NS USD 4514026.64000000 0.251683968246 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 ROSS STORES INC COMMON STOCK 778296103 63467.00000000 NS USD 7371692.05000000 0.411015896847 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 292051.00000000 NS USD 10916866.38000000 0.608680557395 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 7712.00000000 NS USD 2712850.24000000 0.151257617226 Long EC US N 1 N N N PERSPECTA INC. 549300XIT2GJKMZC0O65 PERSPECTA INC COMMON STOCK 715347100 14200.00000000 NS USD 391636.00000000 0.021836048045 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 150529.00000000 NS USD 19833701.04000000 1.105847391002 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 EATON CORP PLC COMMON STOCK G29183103 37321.00000000 NS USD 3452192.50000000 0.192480367716 Long EC IE N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 MASTERCARD INC - A COMMON STOCK 57636Q104 35372.00000000 NS USD 10336759.56000000 0.576336134531 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 DEERE & CO COMMON STOCK 244199105 20206.00000000 NS USD 3395618.30000000 0.189326017888 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 47412.00000000 NS USD 10444863.60000000 0.582363580964 Long EC US N 1 N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 VIRTUSA CORP COMMON STOCK 92827P102 6900.00000000 NS USD 308361.00000000 0.017192969010 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 25403.00000000 NS USD 5108289.27000000 0.284817662136 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 146858.00000000 NS USD 11672273.84000000 0.650799038818 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 124965.00000000 NS USD 3772693.35000000 0.210350205931 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 43541.00000000 NS USD 2335539.24000000 0.130220273560 Long EC BM N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 ILLINOIS TOOL WORKS COMMON STOCK 452308109 28644.00000000 NS USD 4993508.52000000 0.278417949209 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 STARBUCKS CORP COMMON STOCK 855244109 113140.00000000 NS USD 9665550.20000000 0.538912200487 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 TERADYNE INC COMMON STOCK 880770102 20151.00000000 NS USD 1261251.09000000 0.070322287527 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 26176.00000000 NS USD 4786543.36000000 0.266878404383 Long EC US N 1 N N N STEELCASE INC. GIE4CCPBJDI8SMV1OX95 STEELCASE INC-CL A COMMON STOCK 858155203 19400.00000000 NS USD 351528.00000000 0.019599787295 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 MOODY'S CORP COMMON STOCK 615369105 6195.00000000 NS USD 1404220.65000000 0.078293695113 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 887322.00000000 NS USD 29565569.04000000 1.648457205262 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 140579.00000000 NS USD 9012519.69000000 0.502501845996 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC COMMON STOCK 02005N100 121970.00000000 NS USD 3883524.80000000 0.216529721775 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 230437.00000000 NS USD 10173793.55000000 0.567249805327 Long EC US N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 MYLAN NV COMMON STOCK N59465109 33634.00000000 NS USD 631646.52000000 0.035218069223 Long EC NL N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 61900.00000000 NS USD 6190619.00000000 0.345164014322 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 LAM RESEARCH CORP COMMON STOCK 512807108 29465.00000000 NS USD 7862145.95000000 0.438361633512 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 30300.00000000 NS USD 2658219.00000000 0.148211599032 Long EC US N 1 N N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 127959.00000000 NS USD 5073574.35000000 0.282882097833 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP COMMON STOCK 907818108 20347.00000000 NS USD 3580868.53000000 0.199654825563 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 604400.00000000 NS USD 5475864.00000000 0.305312150549 Long EC US N 1 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 XILINX INC COMMON STOCK 983919101 143447.00000000 NS USD 13309012.66000000 0.742057011810 Long EC US N 1 N N N AFFILIATED MANAGERS GROUP, INC. 2JE75BUE3T1BLCYYGK54 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 29800.00000000 NS USD 2544026.00000000 0.141844656681 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 156505.00000000 NS USD 11756655.60000000 0.655503826338 Long EC US N 1 N N N ARMSTRONG WORLD INDUSTRIES, INC. KXMRXXOJ88Q45Y45MG74 ARMSTRONG WORLD INDUSTRIES COMMON STOCK 04247X102 36463.00000000 NS USD 3501177.26000000 0.195211560898 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 DENTSPLY SIRONA INC COMMON STOCK 24906P109 65200.00000000 NS USD 3686408.00000000 0.205539281889 Long EC US N 1 N N N COLUMBIA PROPERTY TRUST, INC. 549300J5GYF2C9BGCC39 COLUMBIA PROPERTY TRUST INC REIT 198287203 12300.00000000 NS USD 255348.00000000 0.014237177369 Long EC US N 1 N N N GMS Inc. 52990057RENOQO4U0D72 GMS INC COMMON STOCK 36251C103 25800.00000000 NS USD 798768.00000000 0.044536090719 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 EQUITY RESIDENTIAL REIT 29476L107 6036.00000000 NS USD 513663.60000000 0.028639816177 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 7268.00000000 NS USD 1717646.44000000 0.095769056441 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 UNITED RENTALS INC COMMON STOCK 911363109 4141.00000000 NS USD 633780.05000000 0.035337026274 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 TREASURY BILL 0.000000% 12/19/2019 912796SX8 120000.00000000 PA USD 119915.84000000 0.006686024889 Long DBT UST US N 2 2019-12-19 None 0.00000000 N N N N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 OSHKOSH CORP COMMON STOCK 688239201 38572.00000000 NS USD 3489223.12000000 0.194545046136 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 BOOKING HOLDINGS INC COMMON STOCK 09857L108 3000.00000000 NS USD 5712090.00000000 0.318483162115 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 25317.00000000 NS USD 3722358.51000000 0.207543737719 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 104800.00000000 NS USD 5518768.00000000 0.307704305013 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 NVR INC COMMON STOCK 62944T105 397.00000000 NS USD 1505380.33000000 0.083933951965 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 27200.00000000 NS USD 3099168.00000000 0.172797141600 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A XEROX HOLDINGS CORP COMMON STOCK 98421M106 164425.00000000 NS USD 6401065.25000000 0.356897650724 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC COMMON STOCK 037833100 180816.00000000 NS USD 48323076.00000000 2.694300343242 Long EC US N 1 N N N THE GEO GROUP, INC. N/A GEO GROUP INC/THE REIT 36162J106 35850.00000000 NS USD 496881.00000000 0.027704085908 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 6800.00000000 NS USD 403308.00000000 0.022486831815 Long EC US N 1 N N N PAYLOCITY HOLDING CORPORATION 549300VH75FTB4DIEE07 PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 10750.00000000 NS USD 1314940.00000000 0.073315765191 Long EC US N 1 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 2300.00000000 NS USD 705916.00000000 0.039359036686 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 HOME DEPOT INC COMMON STOCK 437076102 40955.00000000 NS USD 9030987.05000000 0.503531511707 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 LEIDOS HOLDINGS INC COMMON STOCK 525327102 48163.00000000 NS USD 4375126.92000000 0.243939478568 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 WILLIS TOWERS WATSON PLC COMMON STOCK G96629103 48251.00000000 NS USD 9478426.44000000 0.528478932315 Long EC IE N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON AND CO COMMON STOCK 075887109 3000.00000000 NS USD 775500.00000000 0.043238760632 Long EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 AMEREN CORPORATION COMMON STOCK 023608102 14920.00000000 NS USD 1109003.60000000 0.061833579885 Long EC US N 1 N N N SUN COMMUNITIES, INC. 549300H5GEOJYN41ZG57 SUN COMMUNITIES INC REIT 866674104 19440.00000000 NS USD 3201962.40000000 0.178528543865 Long EC US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA CORP COMMON STOCK 482480100 18032.00000000 NS USD 2954723.52000000 0.164743498408 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 AUTOZONE INC COMMON STOCK 053332102 5785.00000000 NS USD 6814267.20000000 0.379936129395 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 16277.00000000 NS USD 1600029.10000000 0.089211186666 Long EC US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 PINNACLE WEST CAPITAL COMMON STOCK 723484101 46062.00000000 NS USD 4025358.18000000 0.224437780534 Long EC US N 1 N N N N/A N/A PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND N/A -27232518.38000000 PA USD -27232518.38000000 -1.51837568491 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 230529.00000000 NS USD 6302662.86000000 0.351411129271 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES COMMON STOCK 002824100 171735.00000000 NS USD 14674755.75000000 0.818205352950 Long EC US N 1 N N N ITT INC. 549300KDSERHTJOXUS80 ITT INC COMMON STOCK 45073V108 5500.00000000 NS USD 383790.00000000 0.021398586644 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 39104.00000000 NS USD 9178490.88000000 0.511755731949 Long EC US N 1 N N N 2019-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO