NPORT-P false 0000939934 XXXXXXXX S000027147 C000081914 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT DYNAMIC ASSET ALLOCATION FUND S000027147 5EYZPF5M7ZWEHP76FT71 2020-05-31 2019-11-30 N 2072073020.03 10304200.72 2061768819.31 0 94826612.38 0 0 0 0 0 0 0 0 0 0 0 10002799.41 N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141G104 24300.00000000 NS USD 5378805.00000000 0.260883031580 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 26000.00000000 NS USD 495300.00000000 0.024023061914 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 6600.00000000 NS USD 473682.00000000 0.022974544748 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 9500.00000000 NS USD 1408185.00000000 0.068299849469 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 47700.00000000 NS USD 1069434.00000000 0.051869733889 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 6000.00000000 NS USD 2214000.00000000 0.107383523276 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 97343.00000000 NS USD 7327007.61000000 0.355374838409 Long EC US N 1 N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711104 10150.00000000 NS USD 363877.50000000 0.017648802164 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 5900.00000000 NS USD 822991.00000000 0.039916744898 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 412996.00000000 NS USD 15908605.92000000 0.771599888940 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122157 10760.00000000 NS USD 23134.00000000 0.001122046263 Long EC US N 1 N N N WESTROCK COMPANY N/A 96145D105 19341.00000000 NS USD 780022.53000000 0.037832686317 Long EC US N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 27999.00000000 NS USD 538140.78000000 0.026100927269 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -357.95000000 -0.00001736130 N/A DFE US N 2 BANK OF AMERICA N/A 2856000.00000000 SAR 761234.61000000 USD 2020-01-09 -357.95 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 19300.00000000 NS USD 1198337.00000000 0.058121792743 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC -100126.85000000 -0.00485635678 N/A DFE XX N 2 BARCLAYS CAPITAL INC. N/A 7736795.00000000 USD 6904000.00000000 EUR 2020-01-10 -100126.85 N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424108 19200.00000000 NS USD 977280.00000000 0.047400076616 Long EC US N 1 N N N N/A N/A N/A -501.00000000 NC USD -78749685.00000000 -3.81952061077 N/A DE US N 1 CITIGROUP GLOBAL MARKETS N/A Short S&P 500 Future Dec 2019 N/A N/A 2019-12-23 -73677870.42 USD -5071814.58 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 93400.00000000 NS USD 8731966.00000000 0.423518190702 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 111800.00000000 NS USD 2244944.00000000 0.108884370496 Long EC US N 1 N N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 G7945M107 18000.00000000 NS USD 1074240.00000000 0.052102834708 Long EC IE N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 1800.00000000 NS USD 1294938.00000000 0.062807138602 Long EC US N 1 N N N THE MACERICH COMPANY 529900PSWCB5KI0JYU46 554382101 8300.00000000 NS USD 223519.00000000 0.010841128156 Long EC US N 1 N N N ASSURANT, INC. H3F39CAXWQRVWURFXL38 04621X108 4500.00000000 NS USD 597915.00000000 0.029000099060 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 33500.00000000 NS USD 3843120.00000000 0.186399171624 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002101 24800.00000000 NS USD 2761480.00000000 0.133937421797 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 35000.00000000 NS USD 3500350.00000000 0.169774126333 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 45911.00000000 NS USD 1717530.51000000 0.083303738707 Long EC US N 1 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354P105 9500.00000000 NS USD 462650.00000000 0.022439470209 Long EC US N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 102837.00000000 NS USD 3722699.40000000 0.180558526500 Long EC CW N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 90184L102 58200.00000000 NS USD 1798962.00000000 0.087253332340 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 21571.00000000 NS USD 692860.52000000 0.033605150757 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 82400.00000000 NS USD 3914824.00000000 0.189876962117 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 66700.00000000 NS USD 19491741.00000000 0.945389260786 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 32800.00000000 NS USD 10320848.00000000 0.500582213841 Long EC US N 1 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 18500.00000000 NS USD 632145.00000000 0.030660323993 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 164900.00000000 NS USD 9257486.00000000 0.449006984357 Long EC US N 1 N N N THE GAP, INC. T2ZG1WRWZ4BUCMQL9224 364760108 15000.00000000 NS USD 249150.00000000 0.012084284021 Long EC US N 1 N N N ABIOMED, INC. 5493001EZN4ZTB4Z5887 003654100 3300.00000000 NS USD 647394.00000000 0.031399931647 Long EC US N 1 N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 20605P101 14900.00000000 NS USD 1081144.00000000 0.052437692813 Long EC US N 1 N N N TRIPADVISOR, INC. N/A 896945201 8300.00000000 NS USD 235720.00000000 0.011432901583 Long EC US N 1 N N N SUNTRUST BANKS, INC. 7E1PDLW1JL6TS0BS1G03 867914103 33500.00000000 NS USD 2373140.00000000 0.115102138405 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 74500.00000000 NS USD 1239680.00000000 0.060127012708 Long EC US N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073E105 11261.00000000 NS USD 989954.51000000 0.048014816245 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17077.12000000 -0.00082827520 N/A DFE US N 2 BANK OF AMERICA N/A 37220000.00000000 SAR 9908159.19000000 USD 2020-01-09 -17077.12 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 10800.00000000 NS USD 1615680.00000000 0.078363780888 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187109 14600.00000000 NS USD 862130.00000000 0.041815066360 Long EC US N 1 N N N INVESCO LTD. ECPGFXU8A2SHKVVGJI15 G491BT108 28400.00000000 NS USD 498704.00000000 0.024188162869 Long EC BM N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 25200.00000000 NS USD 1394820.00000000 0.067651619664 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 13800.00000000 NS USD 935916.00000000 0.045393838108 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 238900.00000000 NS USD 31477464.00000000 1.526721313524 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 8400.00000000 NS USD 1019340.00000000 0.049440072546 Long EC US N 1 N N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 57060D108 2800.00000000 NS USD 1130696.00000000 0.054841066050 Long EC US N 1 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919101 19000.00000000 NS USD 1762820.00000000 0.085500371500 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 9200.00000000 NS USD 1155244.00000000 0.056031694202 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 45167R104 5700.00000000 NS USD 927618.00000000 0.044991368154 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 293300.00000000 NS USD 2657298.00000000 0.128884381949 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 10900.00000000 NS USD 3496284.00000000 0.169576917026 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 23600.00000000 NS USD 3965980.00000000 0.192358132631 Long EC US N 1 N N N APTIV PLC N/A G6095L109 19300.00000000 NS USD 1811884.00000000 0.087880075740 Long EC JE N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 10000.00000000 NS USD 3412300.00000000 0.165503521444 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 67328.00000000 NS USD 2596840.96000000 0.125952091993 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 56900.00000000 NS USD 11065912.00000000 0.536719340032 Long EC US N 1 N N N AFFILIATED MANAGERS GROUP, INC. 2JE75BUE3T1BLCYYGK54 008252108 3600.00000000 NS USD 307332.00000000 0.014906229889 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 4700.00000000 NS USD 1261480.00000000 0.061184357246 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 47600.00000000 NS USD 6948648.00000000 0.337023624322 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -49713.50000000 -0.00241120631 N/A DFE JP N 2 BMO CAPITAL MARKETS N/A 3695532.82000000 USD 397789000.00000000 JPY 2020-01-10 -49713.5 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 487836108 18500.00000000 NS USD 1204720.00000000 0.058431381283 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 10400.00000000 NS USD 1057264.00000000 0.051279464026 Long EC US N 1 N N N NOBLE ENERGY, INC. 02VFQXG2D1LR5ZH3K186 655044105 34800.00000000 NS USD 722448.00000000 0.035040203985 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 42000.00000000 NS USD 1803060.00000000 0.087452093712 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -52.41000000 -0.00000254199 N/A DFE US N 2 BANK OF AMERICA N/A 1591000.00000000 SAR 424210.11000000 USD 2020-01-09 -52.41 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094104 9700.00000000 NS USD 1928263.00000000 0.093524695006 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 42800.00000000 NS USD 1520256.00000000 0.073735521934 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 308900.00000000 NS USD 18608136.00000000 0.902532613051 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 22056.00000000 NS USD 3845022.48000000 0.186491445791 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 29900.00000000 NS USD 859326.00000000 0.041679066632 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -450721.93000000 -0.02186093444 N/A DFE US N 2 BANK OF AMERICA N/A 286051000.00000000 EUR 315956659.48000000 USD 2020-01-10 -450721.93 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 13900.00000000 NS USD 2010496.00000000 0.097513163511 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 15800.00000000 NS USD 847512.00000000 0.041106063495 Long EC BM N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 35667.00000000 NS USD 4298586.84000000 0.208490243898 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 25100.00000000 NS USD 1431202.00000000 0.069416220994 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 14800.00000000 NS USD 1722572.00000000 0.083548261272 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369105 12247.00000000 NS USD 2776027.49000000 0.134643004783 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 13700.00000000 NS USD 1999926.00000000 0.097000496916 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 15600.00000000 NS USD 3821064.00000000 0.185329410563 Long EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 24000.00000000 NS USD 1839120.00000000 0.089201077384 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 6500.00000000 NS USD 1635270.00000000 0.079313935911 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 45700.00000000 NS USD 6313455.00000000 0.306215466102 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 15700.00000000 NS USD 1898915.00000000 0.092101257047 Long EC US N 1 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 7254.00000000 NS USD 1249791.66000000 0.060617448876 Long EC US N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 38700.00000000 NS USD 726786.00000000 0.035250605848 Long EC NL N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 100455.00000000 NS USD 11189682.45000000 0.542722459724 Long EC IE N 1 N N N YUM! BRANDS, INC. 549300JE8XHZZ7OHN517 988498101 23000.00000000 NS USD 2315410.00000000 0.112302115460 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 13600.00000000 NS USD 1646008.00000000 0.079834750850 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 50900.00000000 NS USD 6114108.00000000 0.296546729329 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 4700.00000000 NS USD 672570.00000000 0.032621019083 Long EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 10000.00000000 NS USD 1065500.00000000 0.051678926852 Long EC US N 1 N N N VORNADO REALTY TRUST N/A 929042109 11500.00000000 NS USD 742555.00000000 0.036015434564 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 8382.00000000 NS USD 880864.38000000 0.042723722065 Long EC US N 1 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 8400.00000000 NS USD 1039164.00000000 0.050401577047 Long EC US N 1 N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R754 11107.00000000 NS USD 597223.39000000 0.028966554562 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 19400.00000000 NS USD 5022466.00000000 0.243599862067 Long EC US N 1 N N N WELLTOWER INC. T6IZ0MBEG5ACZDTR7D06 95040Q104 30500.00000000 NS USD 2579385.00000000 0.125105442270 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 134577.00000000 NS USD 20399181.66000000 0.989401986728 Long EC US N 1 N N N TAPESTRY, INC 549300LJNVY5SW3VTN33 876030107 21200.00000000 NS USD 570068.00000000 0.027649462668 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 6175.00000000 NS USD 3600827.75000000 0.174647502487 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 40200.00000000 NS USD 1917138.00000000 0.092985109777 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021106 11900.00000000 NS USD 2176034.00000000 0.105542094711 Long EC US N 1 N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 16200.00000000 NS USD 1737288.00000000 0.084262017338 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 39900.00000000 NS USD 14610582.00000000 0.708643076913 Long EC US N 1 N N N MAXIM INTEGRATED PRODUCTS, INC. SO0H5YEO14Y4PVKQH532 57772K101 20100.00000000 NS USD 1139067.00000000 0.055247076652 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 32900.00000000 NS USD 9863749.00000000 0.478411978472 Long EC US N 1 N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959E102 7500.00000000 NS USD 770700.00000000 0.037380524566 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 18524.00000000 NS USD 7243439.72000000 0.351321625012 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 59700.00000000 NS USD 1632198.00000000 0.079164937635 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 10700.00000000 NS USD 1124677.00000000 0.054549132253 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 9300.00000000 NS USD 835326.00000000 0.040515017599 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 G5494J103 40441.00000000 NS USD 8339338.61000000 0.404474960135 Long EC IE N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 13600.00000000 NS USD 1280576.00000000 0.062110552260 Long EC US N 1 N N N DUKE REALTY CORPORATION N/A 264411505 27400.00000000 NS USD 963932.00000000 0.046752671345 Long EC US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 8200.00000000 NS USD 974980.00000000 0.047288521917 Long EC US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 3900.00000000 NS USD 903747.00000000 0.043833575885 Long EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 12200.00000000 NS USD 1062864.00000000 0.051551075467 Long EC US N 1 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759100 15800.00000000 NS USD 1400670.00000000 0.067935356616 Long EC US N 1 N N N ALLEGION PUBLIC LIMITED COMPANY N/A G0176J109 7033.00000000 NS USD 844170.99000000 0.040944017684 Long EC IE N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 88100.00000000 NS USD 9515681.00000000 0.461529969358 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 30000.00000000 NS USD 9418500.00000000 0.456816492314 Long EC US N 1 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 6500.00000000 NS USD 1994980.00000000 0.096760605811 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 015351109 16900.00000000 NS USD 1925586.00000000 0.093394855037 Long EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 17600.00000000 NS USD 1066384.00000000 0.051721802658 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 G29183103 31601.00000000 NS USD 2923092.50000000 0.141775958226 Long EC IE N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664100 7500.00000000 NS USD 286275.00000000 0.013884922369 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 21903.00000000 NS USD 1102377.99000000 0.053467584710 Long EC US N 1 N N N CBS CORPORATION 5KYC8KF17ROCY24M3H09 124857202 24776.00000000 NS USD 1000454.88000000 0.048524105643 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 22200.00000000 NS USD 1995558.00000000 0.096788639992 Long EC US N 1 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 668771108 43200.00000000 NS USD 1075680.00000000 0.052172677650 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 107500.00000000 NS USD 5648050.00000000 0.273941964157 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 22900.00000000 NS USD 3462709.00000000 0.167948460931 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 17884.00000000 NS USD 1635670.64000000 0.079333367770 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413106 3100.00000000 NS USD 780177.00000000 0.037840178428 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502101 11400.00000000 NS USD 1798236.00000000 0.087218119856 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 61432.00000000 NS USD 5105613.52000000 0.247632686661 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 81700.00000000 NS USD 3198555.00000000 0.155136452256 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 9300.00000000 NS USD 1574025.00000000 0.076343428286 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 131639.00000000 NS USD 11248552.55000000 0.545577779848 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 15500.00000000 NS USD 2251840.00000000 0.109218840585 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J108 22224.00000000 NS USD 1603906.08000000 0.077792721714 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 G7S00T104 12746.00000000 NS USD 565285.10000000 0.027417482246 Long EC IE N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011104 45700.00000000 NS USD 3375402.00000000 0.163713893060 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F104 12600.00000000 NS USD 415044.00000000 0.020130481948 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 25500.00000000 NS USD 1600125.00000000 0.077609331609 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748102 37800.00000000 NS USD 4085046.00000000 0.198133076887 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 7700.00000000 NS USD 2774849.00000000 0.134585845610 Long EC US N 1 N N N TRANSDIGM GROUP INCORPORATED N/A 893641100 3700.00000000 NS USD 2098270.00000000 0.101770381836 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 38438.00000000 NS USD 3150762.86000000 0.152818435825 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515104 27250.00000000 NS USD 1685685.00000000 0.081759166411 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 9000.00000000 NS USD 962640.00000000 0.046690006706 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 16400.00000000 NS USD 927256.00000000 0.044973810415 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 1800.00000000 NS USD 2120256.00000000 0.102836747754 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 8600.00000000 NS USD 5098940.00000000 0.247309007306 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661107 57769.00000000 NS USD 6776881.39000000 0.328692592812 Long EC US N 1 N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 26300.00000000 NS USD 514165.00000000 0.024938052956 Long EC GB N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 28181.00000000 NS USD 5633945.52000000 0.273257868061 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 12400.00000000 NS USD 577468.00000000 0.028008377786 Long EC US N 1 N N N VARIAN MEDICAL SYSTEMS, INC. TK3LAKL7I0QNTCVWSY07 92220P105 6900.00000000 NS USD 922737.00000000 0.044754629682 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 8600.00000000 NS USD 896206.00000000 0.043467821979 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 7700.00000000 NS USD 304381.00000000 0.014763100360 Long EC US N 1 N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 10200.00000000 NS USD 493680.00000000 0.023944488604 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A 500754106 46566.00000000 NS USD 1420263.00000000 0.068885657145 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 47099.00000000 NS USD 4311913.45000000 0.209136611710 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 116500.00000000 NS USD 9661345.00000000 0.468594970954 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 75099.00000000 NS USD 1456169.61000000 0.070627201088 Long EC US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 8500.00000000 NS USD 742815.00000000 0.036028045096 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 4900.00000000 NS USD 1088143.00000000 0.052777158612 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076C106 9800.00000000 NS USD 1605926.00000000 0.077890691961 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 10300.00000000 NS USD 807211.00000000 0.039151382659 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 545819.00000000 NS USD 20402714.22000000 0.989573323105 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 21700.00000000 NS USD 2278500.00000000 0.110511905052 Long EC US N 1 N N N ARCONIC INC. 549300HO5WFZUT5N2T22 03965L100 29166.00000000 NS USD 902979.36000000 0.043796343777 Long EC US N 1 N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 011659109 9100.00000000 NS USD 627991.00000000 0.030458846506 Long EC US N 1 N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 76900.00000000 NS USD 1145041.00000000 0.055536827857 Long EC US N 1 N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658107 6600.00000000 NS USD 763092.00000000 0.037011521022 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 16200.00000000 NS USD 1287576.00000000 0.062450066561 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 911363109 5800.00000000 NS USD 887690.00000000 0.043054778580 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 26300.00000000 NS USD 2238130.00000000 0.108553877575 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 146777.00000000 NS USD 2878296.97000000 0.139603283503 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 19100.00000000 NS USD 3005576.00000000 0.145776576493 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 135880.21000000 0.006590467792 N/A DFE US N 2 BANK OF AMERICA N/A 973397000.00000000 JPY 9057267.15000000 USD 2020-01-10 135880.21 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 121088.00000000 NS USD 1242362.88000000 0.060257137869 Long EC JE N 1 N N N CINTAS CORPORATION N/A 172908105 6300.00000000 NS USD 1619478.00000000 0.078547991648 Long EC US N 1 N N N ALLIANCE DATA SYSTEMS CORPORATION 549300G8S4PO686J7H97 018581108 3000.00000000 NS USD 320730.00000000 0.015556060262 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC N/A 302130109 13000.00000000 NS USD 971880.00000000 0.047138165583 Long EC US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 482480100 12023.00000000 NS USD 1970088.78000000 0.095553330788 Long EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 8700.00000000 NS USD 821628.00000000 0.039850636613 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 19200.00000000 NS USD 4257600.00000000 0.206502298420 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 570700.00000000 NS USD 86392566.00000000 4.190215953935 Long EC US N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 57000.00000000 NS USD 3125310.00000000 0.151583920114 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 85100.00000000 NS USD 7110105.00000000 0.344854618685 Long EC US N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 31500.00000000 NS USD 593460.00000000 0.028784022458 Long EC GB N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 4000.00000000 NS USD 641840.00000000 0.031130551300 Long EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 317000.00000000 NS USD 14363270.00000000 0.696647939646 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 29793.00000000 NS USD 9420844.53000000 0.456930206809 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 23550.00000000 NS USD 271767.00000000 0.013181254729 Long EC US N 1 N N N FLIR SYSTEMS, INC. VOBD35NEPH6WISIRTJ85 302445101 10100.00000000 NS USD 540956.00000000 0.026237471191 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 94356.00000000 NS USD 6344497.44000000 0.307721087862 Long EC US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 4100.00000000 NS USD 800033.00000000 0.038803234994 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 20900.00000000 NS USD 1468225.00000000 0.071211912133 Long EC US N 1 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 9600.00000000 NS USD 940416.00000000 0.045612097301 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 11700.00000000 NS USD 4115709.00000000 0.199620295032 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610105 33400.00000000 NS USD 1284564.00000000 0.062303978407 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 55800.00000000 NS USD 3060072.00000000 0.148419743830 Long EC US N 1 N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 12500.00000000 NS USD 1598000.00000000 0.077506264768 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 60400.00000000 NS USD 703660.00000000 0.034128947601 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 12800.00000000 NS USD 1536256.00000000 0.074511554622 Long EC LR N 1 N N N TIFFANY & CO. 549300EJG9IEYQL5XT21 886547108 8200.00000000 NS USD 1097160.00000000 0.053214501535 Long EC US N 1 N N N CHEVRON CORPORATION N/A 166764100 141800.00000000 NS USD 16609034.00000000 0.805572081818 Long EC US N 1 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 14200.00000000 NS USD 346196.00000000 0.016791213290 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 59500.00000000 NS USD 2113440.00000000 0.102506157829 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 287400.00000000 NS USD 15347160.00000000 0.744368614767 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 12100.00000000 NS USD 5687121.00000000 0.275836987480 Long EC US N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 16300.00000000 NS USD 2948670.00000000 0.143016519232 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 8500.00000000 NS USD 1381420.00000000 0.067001692287 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 6520.81000000 0.000316272607 N/A DFE XX N 2 BANK OF AMERICA N/A 7730203.56000000 USD 29013000.00000000 SAR 2020-01-09 6520.81 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 8900.00000000 NS USD 117213.00000000 0.005685069970 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 36700.00000000 NS USD 3352545.00000000 0.162605281862 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 13436.00000000 NS USD 232442.80000000 0.011273950688 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 11200.00000000 NS USD 788592.00000000 0.038248323120 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2800.17000000 -0.00013581396 N/A DFE US N 2 BANK OF AMERICA N/A 13763000.00000000 SAR 3667297.29000000 USD 2020-01-09 -2800.17 N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 21700.00000000 NS USD 596533.00000000 0.028933069237 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 9100.00000000 NS USD 1077804.00000000 0.052275695990 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 9900.00000000 NS USD 1404513.00000000 0.068121749967 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762E102 10400.00000000 NS USD 433056.00000000 0.021004100748 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 104100.00000000 NS USD 4502325.00000000 0.218371960902 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 25200.00000000 NS USD 631512.00000000 0.030629622200 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 6300.00000000 NS USD 1604547.00000000 0.077823807643 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 20137.00000000 NS USD 5205414.50000000 0.252473238087 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 13100.00000000 NS USD 1287730.00000000 0.062457535875 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 69000.00000000 NS USD 3995100.00000000 0.193770512124 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A 65339F101 36600.00000000 NS USD 8557812.00000000 0.415071365899 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 197200.00000000 NS USD 27113028.00000000 1.315037250833 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 179800.00000000 NS USD 36254872.00000000 1.758435361930 Long EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 34964C106 10200.00000000 NS USD 645252.00000000 0.031296040271 Long EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 127097103 31000.00000000 NS USD 494140.00000000 0.023966799544 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 52800.00000000 NS USD 9292272.00000000 0.450694176426 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 3200.00000000 NS USD 6092896.00000000 0.295517903992 Long EC US N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 31000.00000000 NS USD 833280.00000000 0.040415782419 Long EC US N 1 N N N SPDR S&P 500 ETF Trust N/A 78462F103 272567.00000000 NS USD 85670533.77000000 4.155195915644 Long EC RF US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 17499.00000000 NS USD 1107161.73000000 0.053699605873 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 19700.00000000 NS USD 1011004.00000000 0.049035759515 Long EC US N 1 N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 929740108 13472.00000000 NS USD 1058495.04000000 0.051339171981 Long EC US N 1 N N N NATIONAL OILWELL VARCO, INC. 549300EHF3IW1AR6U008 637071101 28800.00000000 NS USD 649440.00000000 0.031499166827 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604103 653192.00000000 NS USD 7361473.84000000 0.357046520980 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 31000.00000000 NS USD 55824800.00000000 2.707616851955 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 41300.00000000 NS USD 2647743.00000000 0.128420944928 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255104 12200.00000000 NS USD 573522.00000000 0.027816988724 Long EC US N 1 N N N XYLEM INC. 549300DF5MV96DRYLQ48 98419M100 13300.00000000 NS USD 1030883.00000000 0.049999931628 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 54300.00000000 NS USD 1639317.00000000 0.079510223680 Long EC US N 1 N N N FOUR CORNERS PROPERTY TRUST, INC. 549300SVTPZPBDVNER42 35086T109 1.00000000 NS USD 28.32000000 0.000001373577 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 17800.00000000 NS USD 2293352.00000000 0.111232257395 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F302 26019.00000000 NS USD 794099.88000000 0.038515466552 Long EC US N 1 N N N NEWMONT GOLDCORP CORPORATION 549300VSP3RIX7FGDZ51 651639106 62000.00000000 NS USD 2380800.00000000 0.115473664054 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 30200.00000000 NS USD 661078.00000000 0.032063633604 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 12600.00000000 NS USD 2344356.00000000 0.113706055598 Long EC US N 1 N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062101 11300.00000000 NS USD 1209665.00000000 0.058671223886 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 11100.00000000 NS USD 764790.00000000 0.037093877491 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874784 64700.00000000 NS USD 3407102.00000000 0.165251407824 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 24624.00000000 NS USD 2180208.96000000 0.105744588800 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 22700.00000000 NS USD 1249181.00000000 0.060587830619 Long EC US N 1 N N N JACOBS ENGINEERING GROUP INC. 549300CZ8QS1GE53O776 469814107 9900.00000000 NS USD 911691.00000000 0.044218876115 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 5700.00000000 NS USD 2520996.00000000 0.122273456480 Long EC US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866F104 41845.00000000 NS USD 3940543.65000000 0.191124417689 Long EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 7900.00000000 NS USD 1115717.00000000 0.054114553947 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 14100.00000000 NS USD 3990864.00000000 0.193565057470 Long EC US N 1 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 7700.00000000 NS USD 503426.00000000 0.024417189516 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 25000.00000000 NS USD 1651500.00000000 0.080101124070 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 12700.00000000 NS USD 826008.00000000 0.040063075562 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 6357.00000000 NS USD 3603465.45000000 0.174775436326 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -299.05000000 -0.00001450453 N/A DFE US N 2 BANK OF AMERICA N/A 2875000.00000000 SAR 766360.12000000 USD 2020-01-09 -299.05 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 28600.00000000 NS USD 640640.00000000 0.031072348849 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156R108 59900.00000000 NS USD 2989609.00000000 0.145002144372 Long EC US N 1 N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 12300.00000000 NS USD 1814004.00000000 0.087982900071 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 6800.00000000 NS USD 1091128.00000000 0.052921937211 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 30800.00000000 NS USD 1862476.00000000 0.090333891101 Long EC US N 1 N N N F5 NETWORKS, INC. N/A 315616102 4400.00000000 NS USD 641124.00000000 0.031095823838 Long EC US N 1 N N N CDW CORPORATION N/A 12514G108 10800.00000000 NS USD 1458540.00000000 0.070742169846 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 175600.00000000 NS USD 9998664.00000000 0.484955631608 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 26900.00000000 NS USD 3124435.00000000 0.151541480826 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 22500.00000000 NS USD 793800.00000000 0.038500921760 Long EC US N 1 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 26600.00000000 NS USD 5392618.00000000 0.261552990301 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 38200.00000000 NS USD 2265642.00000000 0.109888265783 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 139800.00000000 NS USD 6948060.00000000 0.336995105121 Long EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X101 6000.00000000 NS USD 511980.00000000 0.024832075992 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 93400.00000000 NS USD 3362400.00000000 0.163083269496 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967424 168600.00000000 NS USD 12665232.00000000 0.614289627497 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 12467.00000000 NS USD 2085729.10000000 0.101162122565 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 58900.00000000 NS USD 1710456.00000000 0.082960610519 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 106165.00000000 NS USD 12643189.85000000 0.613220538189 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 11200.00000000 NS USD 1579648.00000000 0.076616155274 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 5400.00000000 NS USD 1497636.00000000 0.072638405721 Long EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 32400.00000000 NS USD 5533272.00000000 0.268374996661 Long EC US N 1 N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 21900.00000000 NS USD 1052295.00000000 0.051038457374 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 9695.00000000 NS USD 1904485.80000000 0.092371452228 Long EC IE N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 55605.00000000 NS USD 3603760.05000000 0.174789725028 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 54400.00000000 NS USD 1851232.00000000 0.089788534129 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 107600.00000000 NS USD 1224488.00000000 0.059390169670 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 44900.00000000 NS USD 10538928.00000000 0.511159539386 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 22372.00000000 NS USD 4051569.20000000 0.196509383692 Long EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 56127.00000000 NS USD 1656307.77000000 0.080334310737 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 18400.00000000 NS USD 4869560.00000000 0.236183608675 Long EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 10700.00000000 NS USD 898586.00000000 0.043583256841 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 408.78000000 0.000019826665 N/A DFE XX N 2 BANK OF AMERICA N/A 5821134.31000000 USD 21831000.00000000 SAR 2020-01-09 408.78 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 72200.00000000 NS USD 3205680.00000000 0.155482029312 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 191200.00000000 NS USD 16668816.00000000 0.808471630955 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 4900.00000000 NS USD 1529682.00000000 0.074192702192 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 15200.00000000 NS USD 467248.00000000 0.022662482603 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 36000.00000000 NS USD 1039320.00000000 0.050409143365 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 19438.00000000 NS USD 725620.54000000 0.035194078657 Long EC US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 20700.00000000 NS USD 3048489.00000000 0.147857944666 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 10851.00000000 NS USD 1132518.87000000 0.054929478969 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 158.20000000 0.000007673023 N/A DFE XX N 2 BANK OF AMERICA N/A 2252886.44000000 USD 8449000.00000000 SAR 2020-01-09 158.2 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 250.00000000 NS USD 947972.50000000 0.045978602989 Long EC US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 10600.00000000 NS USD 1035514.00000000 0.050224544590 Long EC CH N 1 N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246401 16700.00000000 NS USD 739810.00000000 0.035882296456 Long EC US N 1 N N N PEOPLE'S UNITED FINANCIAL, INC. ROPY7PEPIPIDJNF0BO69 712704105 31900.00000000 NS USD 526350.00000000 0.025529050350 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 24100.00000000 NS USD 4937126.00000000 0.239460697715 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320102 30200.00000000 NS USD 2827324.00000000 0.137130990318 Long EC US N 1 N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798101 8100.00000000 NS USD 372357.00000000 0.018060075237 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 22345.00000000 NS USD 29139891.05000000 1.413344249708 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 28100.00000000 NS USD 743245.00000000 0.036048900974 Long EC US N 1 N N N DISH NETWORK CORP - RTS N/A 25470M117 1001.00000000 NC USD 680.68000000 0.000033014370 N/A DE US N 1 DISH NETWORK CORP - RTS N/A N/A N/A 2019-12-13 XXXX 680.68000000 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 5400.00000000 NS USD 523584.00000000 0.025394893699 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 90100.00000000 NS USD 5507813.00000000 0.267140183148 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 10400.00000000 NS USD 2229864.00000000 0.108152959687 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 56400.00000000 NS USD 3361440.00000000 0.163036707535 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312106 52100.00000000 NS USD 6237933.00000000 0.302552494808 Long EC US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 11300.00000000 NS USD 2380684.00000000 0.115468037817 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 26100.00000000 NS USD 2123757.00000000 0.103006553407 Long EC US N 1 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 38200.00000000 NS USD 938192.00000000 0.045504228758 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 299400.00000000 NS USD 16305324.00000000 0.790841526328 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 41900.00000000 NS USD 6064187.00000000 0.294125458839 Long EC US N 1 N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 9600.00000000 NS USD 502272.00000000 0.024361218158 Long EC US N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 17800.00000000 NS USD 2199368.00000000 0.106673841383 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 7800.00000000 NS USD 1487772.00000000 0.072159981568 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6026.37000000 -0.00029229125 N/A DFE US N 2 BANK OF AMERICA N/A 14234000.00000000 SAR 3789669.86000000 USD 2020-01-09 -6026.37 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 11200.00000000 NS USD 1659392.00000000 0.080483902194 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 66358.00000000 NS USD 8921833.10000000 0.432727132956 Long EC US N 1 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 25700.00000000 NS USD 387299.00000000 0.018784792764 Long EC US N 1 N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376100 9300.00000000 NS USD 1049133.00000000 0.050885093914 Long EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747206 5400.00000000 NS USD 713178.00000000 0.034590590046 Long EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 18400.00000000 NS USD 1367672.00000000 0.066334886200 Long EC US N 1 N N N MOLSON COORS BREWING COMPANY 54930073LBBH6ZCBE225 60871R209 14200.00000000 NS USD 716816.00000000 0.034767040479 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 18700.00000000 NS USD 3490729.00000000 0.169307488177 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 11766.00000000 NS USD 411574.68000000 0.019962212840 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 4500.00000000 NS USD 1052370.00000000 0.051042095027 Long EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 5600.00000000 NS USD 850864.00000000 0.041268642343 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 24400.00000000 NS USD 2016416.00000000 0.097800295606 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 3700.00000000 NS USD 397158.00000000 0.019262974407 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 1761.56000000 0.000085439258 N/A DFE XX N 2 BANK OF AMERICA N/A 2681678.88000000 USD 10063000.00000000 SAR 2020-01-09 1761.56 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 110700.00000000 NS USD 9711711.00000000 0.471037824854 Long EC US N 1 N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111507 20900.00000000 NS USD 4544078.00000000 0.220397066705 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 42250P103 36200.00000000 NS USD 1262656.00000000 0.061241395648 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 17100.00000000 NS USD 1378944.00000000 0.066881601229 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 55605.00000000 NS USD 1446842.10000000 0.070174797797 Long EC US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 19700.00000000 NS USD 3811950.00000000 0.184887362942 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -8208611.13000000 -0.39813441027 N/A DFE JP N 2 BMO CAPITAL MARKETS N/A 317108122.68000000 USD 33703488000.00000000 JPY 2020-01-10 -8208611.13 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 8500.00000000 NS USD 1156935.00000000 0.056113711157 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 19500.00000000 NS USD 2666040.00000000 0.129308386809 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 19000.00000000 NS USD 754870.00000000 0.036612737224 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 13800.00000000 NS USD 1724172.00000000 0.083625864541 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 24000.00000000 NS USD 2036880.00000000 0.098792841414 Long EC US N 1 N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017109 60779.00000000 NS USD 9015956.86000000 0.437292327614 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 G3223R108 3100.00000000 NS USD 840906.00000000 0.040785658999 Long EC BM N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 19500.00000000 NS USD 1804530.00000000 0.087523391715 Long EC NL N 1 N N N AON PLC VVT2B79I2Z4U3R6BY589 G0408V102 17500.00000000 NS USD 3563175.00000000 0.172821267187 Long EC GB N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A 910047109 16500.00000000 NS USD 1531200.00000000 0.074266328293 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 129000.00000000 NS USD 23801790.00000000 1.154435442862 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 48911.00000000 NS USD 2965963.04000000 0.143855267002 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670702 146500.00000000 NS USD 32273950.00000000 1.565352511771 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 330900.00000000 NS USD 19208745.00000000 0.931663376616 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 21900.00000000 NS USD 2277600.00000000 0.110468253213 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 65500.00000000 NS USD 1374845.00000000 0.066682791354 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361702 43700.00000000 NS USD 2504447.00000000 0.121470796169 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 31200.00000000 NS USD 2216760.00000000 0.107517388915 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 989701107 13600.00000000 NS USD 677008.00000000 0.032836271150 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 5400.00000000 NS USD 848232.00000000 0.041140984966 Long EC US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170302 7400.00000000 NS USD 1127908.00000000 0.054705842354 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 36200.00000000 NS USD 11204986.00000000 0.543464713165 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741108 36500.00000000 NS USD 2103860.00000000 0.102041508257 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 G51502105 59503.00000000 NS USD 2548513.49000000 0.123608110964 Long EC IE N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 3400.00000000 NS USD 1201356.00000000 0.058268220410 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 31200.00000000 NS USD 2979288.00000000 0.144501554786 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 317500.00000000 NS USD 84851875.00000000 4.115489292751 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 23900.00000000 NS USD 1877345.00000000 0.091055067979 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 11700.00000000 NS USD 603135.00000000 0.029253279725 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797104 18500.00000000 NS USD 354090.00000000 0.017174088417 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 33147.00000000 NS USD 7094452.41000000 0.344095436091 Long EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 54430.00000000 NS USD 4799093.10000000 0.232765820059 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 3700.00000000 NS USD 1158433.00000000 0.056186367217 Long EC US N 1 N N N BB&T Corporation 549300DRQQI75D2JP341 054937107 56900.00000000 NS USD 3113568.00000000 0.151014409124 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315103 43400.00000000 NS USD 3170370.00000000 0.153769422173 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 22600.00000000 NS USD 1273736.00000000 0.061778798285 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 86900.00000000 NS USD 4301550.00000000 0.208633963212 Long EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 91500.00000000 NS USD 2078880.00000000 0.100829927222 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 53685.00000000 NS USD 938950.65000000 0.045541024832 Long EC US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103108 8700.00000000 NS USD 911760.00000000 0.044222222756 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 15100.00000000 NS USD 634955.00000000 0.030796614734 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 316100.00000000 NS USD 21535893.00000000 1.044534809058 Long EC US N 1 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429105 9000.00000000 NS USD 1256760.00000000 0.060955427603 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A 98421M106 13675.00000000 NS USD 532367.75000000 0.025820923520 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 50100.00000000 NS USD 947391.00000000 0.045950399051 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 12300.00000000 NS USD 1196298.00000000 0.058022897077 Long EC US N 1 N N N UK N/A N/A 2550870000.00000000 NC USD 6170341.16000000 0.299274152475 N/A DE US N 2 UNKNOWN N/A Call Purchased N/A N/A N/A 2550870000.00000000 0.1375 USD 2021-07-31 XXXX -780779.59 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 16400.00000000 NS USD 3205708.00000000 0.155483387369 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 25700.00000000 NS USD 3503938.00000000 0.169948151663 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 43100.00000000 NS USD 3055790.00000000 0.148212058082 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 031100100 17100.00000000 NS USD 1693071.00000000 0.082117402501 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 38200.00000000 NS USD 4775382.00000000 0.231615783267 Long EC US N 1 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576109 13900.00000000 NS USD 1296453.00000000 0.062880619197 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 10787.00000000 NS USD 2878295.21000000 0.139603198139 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 H84989104 25400.00000000 NS USD 2354834.00000000 0.114214260005 Long EC CH N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 11200.00000000 NS USD 407456.00000000 0.019762448446 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 338700.00000000 NS USD 14953605.00000000 0.725280393221 Long EC US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 44980X109 2500.00000000 NS USD 355225.00000000 0.017229138236 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 21900.00000000 NS USD 1019445.00000000 0.049445165260 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 7300.00000000 NS USD 816870.00000000 0.039619863893 Long EC US N 1 N N N VIACOM INC. X0ST5BPF0CZG9FE5OV61 92553P201 25600.00000000 NS USD 616192.00000000 0.029886570901 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106L109 29400.00000000 NS USD 3319554.00000000 0.161005150961 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 09247X101 8741.00000000 NS USD 4326008.31000000 0.209820241216 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 23862.00000000 NS USD 2115366.30000000 0.102599587314 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466L302 65700.00000000 NS USD 10701873.00000000 0.519062704788 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 69900.00000000 NS USD 8402679.00000000 0.407547098457 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 16500.00000000 NS USD 762465.00000000 0.036981110241 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 37900.00000000 NS USD 3052845.00000000 0.148069219565 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 63567.00000000 NS USD 7459587.45000000 0.361805231514 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 45600.00000000 NS USD 2431392.00000000 0.117927479416 Long EC US N 1 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 12541W209 10200.00000000 NS USD 783870.00000000 0.038019296472 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516106 53900.00000000 NS USD 9623845.00000000 0.466776144340 Long EC US N 1 N N N CENTURYLINK, INC. 8M3THTGWLTYZVE6BBY25 156700106 74015.00000000 NS USD 1072477.35000000 0.052017342582 Long EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 39700.00000000 NS USD 1268415.00000000 0.061520718914 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 10200.00000000 NS USD 926568.00000000 0.044940441009 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 12200.00000000 NS USD 943548.00000000 0.045764005700 Long EC US N 1 N N N iShares MSCI Emerging Markets ETF N/A 536999DW2 46961.00000000 NC USD 187844.00000000 0.009110817771 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased iShares MSCI Emerging Markets ETF EEM Call 46 Jan 2020 4696100.00000000 46 USD 2020-01-20 XXXX -1076815.73 N N N Allergan plc 635400FWJZQC1IPYUH69 G0177J108 24600.00000000 NS USD 4549524.00000000 0.220661208831 Long EC IE N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802104 3200.00000000 NS USD 1014240.00000000 0.049192712126 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 42700.00000000 NS USD 4963448.00000000 0.240737368492 Long EC US N 1 N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 27836.00000000 NS USD 3144076.20000000 0.152494119154 Long EC US N 1 N N N WELLCARE HEALTH PLANS, INC. 529900JCT1MMTWHZ5P23 94946T106 3800.00000000 NS USD 1223866.00000000 0.059360001399 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 93900.00000000 NS USD 4646172.00000000 0.225348834286 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 16400.00000000 NS USD 3875812.00000000 0.187984800415 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 8500.00000000 NS USD 2009995.00000000 0.097488863987 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550108 17400.00000000 NS USD 3162276.00000000 0.153376846636 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 217204106 15000.00000000 NS USD 1335000.00000000 0.064750227450 Long EC US N 1 N N N DOVER CORPORATION 549300FMC2ALGA7N9E80 260003108 10800.00000000 NS USD 1203984.00000000 0.058395683780 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 25100.00000000 NS USD 2180939.00000000 0.105779997232 Long EC US N 1 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046109 8300.00000000 NS USD 771070.00000000 0.037398470322 Long EC US N 1 N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 G1890L107 10900.00000000 NS USD 404826.00000000 0.019634888073 Long EC VG N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 64100.00000000 NS USD 4347262.00000000 0.210851088603 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 59600.00000000 NS USD 4263784.00000000 0.206802235054 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 23300.00000000 NS USD 1881941.00000000 0.091277983369 Long EC US N 1 N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 30300.00000000 NS USD 2201295.00000000 0.106767304820 Long EC BM N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 55171.00000000 NS USD 2944476.27000000 0.142813114759 Long EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 7300.00000000 NS USD 882205.00000000 0.042788744874 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 45600.00000000 NS USD 9883344.00000000 0.479362376006 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 21100.00000000 NS USD 1258615.00000000 0.061045398893 Long EC US N 1 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903109 8800.00000000 NS USD 1723392.00000000 0.083588032948 Long EC US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C100 12800.00000000 NS USD 1406720.00000000 0.068228793976 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 770323103 8700.00000000 NS USD 506340.00000000 0.024558524469 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 13300.00000000 NS USD 251237.00000000 0.012185507785 Long EC US N 1 N N N INGERSOLL-RAND PUBLIC LIMITED COMPANY 549300BURLR9SLYY2705 G47791101 17900.00000000 NS USD 2346869.00000000 0.113827941232 Long EC IE N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 26800.00000000 NS USD 958368.00000000 0.046482805978 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822V101 31000.00000000 NS USD 4143460.00000000 0.200966275228 Long EC US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 39200.00000000 NS USD 2410408.00000000 0.116909712545 Long EC US N 1 N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 32500.00000000 NS USD 702650.00000000 0.034079960537 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 13800.00000000 NS USD 4137378.00000000 0.200671285803 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 27000.00000000 NS USD 1865700.00000000 0.090490261688 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 9200.00000000 NS USD 935640.00000000 0.045380451544 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 21200.00000000 NS USD 1299560.00000000 0.063031315045 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 18000.00000000 NS USD 954000.00000000 0.046270949054 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 28100.00000000 NS USD 1638511.00000000 0.079471131033 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 18500.00000000 NS USD 1299440.00000000 0.063025494799 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 22300.00000000 NS USD 2252523.00000000 0.109251967480 Long EC US N 1 N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 10800.00000000 NS USD 1496232.00000000 0.072570308852 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475105 33300.00000000 NS USD 5101893.00000000 0.247452233840 Long EC US N 1 N N N The Bank of New York Mellon Corporation N/A 064058100 63700.00000000 NS USD 3119389.00000000 0.151296739517 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC -67977.67000000 -0.00329705587 N/A DFE XX N 2 BARCLAYS CAPITAL INC. N/A 5014556.46000000 USD 4472000.00000000 EUR 2020-01-10 -67977.67 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -325172.27000000 -0.01577151943 N/A DFE US N 2 BANK OF AMERICA N/A 410848000.00000000 SAR 109233223.44000000 USD 2020-01-09 -325172.27 N N N CERNER CORPORATION 549300L4UJ40IEVVI304 156782104 24000.00000000 NS USD 1718160.00000000 0.083334270259 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 4428.00000000 NS USD 617130.36000000 0.029932083278 Long EC US N 1 N N N MONSTER BEVERAGE 1990 CORPORATION N/A 61174X109 29120.00000000 NS USD 1741958.40000000 0.084488541279 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203101 17400.00000000 NS USD 804576.00000000 0.039023579775 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 2438.87000000 0.000118290177 N/A DFE XX N 2 BANK OF AMERICA N/A 4658315.57000000 USD 17478000.00000000 SAR 2020-01-09 2438.87 N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 28100.00000000 NS USD 626068.00000000 0.030365577078 Long EC US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752103 19100.00000000 NS USD 5513406.00000000 0.267411455075 Long EC US N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 55616P104 21800.00000000 NS USD 333976.00000000 0.016198518324 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 42900.00000000 NS USD 7283133.00000000 0.353246830187 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 14000.00000000 NS USD 1498420.00000000 0.072676431322 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 34226.00000000 NS USD 5184554.48000000 0.251461484500 Long EC CH N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1142.21000000 -0.00005539951 N/A DFE US N 2 BANK OF AMERICA N/A 5817000.00000000 SAR 1550042.63000000 USD 2020-01-09 -1142.21 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 10200.00000000 NS USD 522546.00000000 0.025344548579 Long EC IE N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 6300.00000000 NS USD 821331.00000000 0.039836231507 Long EC US N 1 N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 24100.00000000 NS USD 2075492.00000000 0.100665602300 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 97600.00000000 NS USD 1545008.00000000 0.074936044503 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 17900.00000000 NS USD 1692266.00000000 0.082078358356 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 29900.00000000 NS USD 1347892.00000000 0.065375515788 Long EC PA N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 21000.00000000 NS USD 935130.00000000 0.045355715502 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 9500.00000000 NS USD 1007475.00000000 0.048864595805 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 81832.00000000 NS USD 18044774.32000000 0.875208420604 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 186936.00000000 NS USD 22817408.16000000 1.106690912496 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 22522.00000000 NS USD 29390309.12000000 1.425490037716 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 78100.00000000 NS USD 4841419.00000000 0.234818712682 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 89600.00000000 NS USD 7654528.00000000 0.371260246459 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 11400.00000000 NS USD 430122.00000000 0.020861795753 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 27300.00000000 NS USD 351624.00000000 0.017054482379 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 47700.00000000 NS USD 9595332.00000000 0.465393205587 Long EC IE N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 625800.00000000 NS USD 20851656.00000000 1.011347916638 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 10021.00000000 NS USD 1650859.54000000 0.080070060451 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 83000.00000000 NS USD 4975020.00000000 0.241298634134 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 70800.00000000 NS USD 19814796.00000000 0.961058088298 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251V102 19200.00000000 NS USD 1057920.00000000 0.051311281366 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431109 16810.00000000 NS USD 3380322.90000000 0.163952566764 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 29400.00000000 NS USD 1362396.00000000 0.066078989421 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 1900.00000000 NS USD 1546448.00000000 0.075005887445 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973304 106900.00000000 NS USD 6417207.00000000 0.311247650071 Long EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 19100.00000000 NS USD 757315.00000000 0.036731324720 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 20000.00000000 NS USD 2773200.00000000 0.134505865741 Long EC US N 1 N N N SAUDI ARABIA RIYAL N/A N/A 1.00000000 NC 498.27000000 0.000024167112 N/A DFE XX N 2 BANK OF AMERICA N/A 5142651.45000000 USD 19287000.00000000 SAR 2020-01-09 498.27 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 20320.00000000 NS USD 2852115.20000000 0.138333414167 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 104362.00000000 NS USD 14175490.46000000 0.687540248316 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428X106 18049.00000000 NS USD 2888742.45000000 0.140109910623 Long EC US N 1 N N N MSCI INC. 549300HTIN2PD78UB763 55354G100 6300.00000000 NS USD 1632897.00000000 0.079198840563 Long EC US N 1 N N N 2019-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO