NPORT-P false 0000939934 XXXXXXXX S000043383 C000134335 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT S&P 500 INDEX FUND S000043383 549300B5CHVS9BV8KC49 2020-05-31 2020-02-29 N 3945115610.78 23300562.02 3921815048.76 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 28100.00000000 NS USD 3930066.00000000 0.100210386036 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 40400.00000000 NS USD 2269672.00000000 0.057872999409 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 74700.00000000 NS USD 9952281.00000000 0.253767219419 Long EC US N 1 N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 679580100 10000.00000000 NS USD 1938000.00000000 0.049415894831 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 46563.00000000 NS USD 62363222.79000000 1.590162259429 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 989701107 26600.00000000 NS USD 1062670.00000000 0.027096382332 Long EC US N 1 N N N YUM! BRANDS, INC. 549300JE8XHZZ7OHN517 988498101 46400.00000000 NS USD 4141200.00000000 0.105593964746 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 101400.00000000 NS USD 1631526.00000000 0.041601298881 Long EC US N 1 N N N NOBLE ENERGY, INC. 02VFQXG2D1LR5ZH3K186 655044105 74600.00000000 NS USD 1180918.00000000 0.030111516869 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 95400.00000000 NS USD 13329288.00000000 0.339875487096 Long EC US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170302 15500.00000000 NS USD 2335540.00000000 0.059552527871 Long EC US N 1 N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 929740108 28453.00000000 NS USD 1954721.10000000 0.049842256090 Long EC US N 1 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 39968.00000000 NS USD 1339727.36000000 0.034160901096 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 60583.00000000 NS USD 731539.73000000 0.018653091002 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 20200.00000000 NS USD 2027272.00000000 0.051692187795 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 9900.00000000 NS USD 1265814.00000000 0.032276228844 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 34000.00000000 NS USD 2355520.00000000 0.060061985858 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 1260483.00000000 NS USD 35923765.50000000 0.915998461257 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 84095.00000000 NS USD 5123908.35000000 0.130651453122 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 7700.00000000 NS USD 2499189.00000000 0.063725315164 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 62500.00000000 NS USD 2091250.00000000 0.053323524286 Long EC PA N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 598648.00000000 NS USD 24454770.80000000 0.623557472648 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 3645.00000000 NS USD 3763498.95000000 0.095963193144 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 36969.00000000 NS USD 3069536.07000000 0.078268251608 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 24100.00000000 NS USD 734327.00000000 0.018724161921 Long EC US N 1 N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 19000.00000000 NS USD 236360.00000000 0.006026801291 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 11600.00000000 NS USD 4277152.00000000 0.109060522916 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 38796.00000000 NS USD 7000738.20000000 0.178507607140 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 92391.00000000 NS USD 18453254.43000000 0.470528421166 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 27900.00000000 NS USD 8604081.00000000 0.219390279577 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 41939.00000000 NS USD 9973932.98000000 0.254319310217 Long EC US N 1 N N N N/A N/A N/A 22236327.27000000 NS USD 22230817.23000000 0.566850219951 Long EC US N 2 N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903109 17996.00000000 NS USD 3302266.00000000 0.084202491931 Long EC US N 1 N N N FLIR SYSTEMS, INC. VOBD35NEPH6WISIRTJ85 302445101 20900.00000000 NS USD 887623.00000000 0.022632964302 Long EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 25196.00000000 NS USD 2179705.96000000 0.055579009537 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604103 1356188.00000000 NS USD 14755325.44000000 0.376237156942 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 266670.00000000 NS USD 48469939.20000000 1.235905788451 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 37296.00000000 NS USD 3383120.16000000 0.086264143462 Long EC US N 1 N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203101 35591.00000000 NS USD 1444994.60000000 0.036845047051 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 32200.00000000 NS USD 1017520.00000000 0.025945129674 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 13257.00000000 NS USD 7593609.60000000 0.193624877909 Long EC US N 1 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 16500.00000000 NS USD 1350525.00000000 0.034436223616 Long EC US N 1 N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 15100.00000000 NS USD 2652919.00000000 0.067645183850 Long EC US N 1 N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 7600.00000000 NS USD 2148140.00000000 0.054774128134 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475105 67891.00000000 NS USD 8581422.40000000 0.218812521582 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 52191.00000000 NS USD 2930002.74000000 0.074710375261 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 46121.00000000 NS USD 425696.83000000 0.010854587090 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 26391.00000000 NS USD 1190761.92000000 0.030362521057 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 142800.00000000 NS USD 8299536.00000000 0.211624870036 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 G7S00T104 26200.00000000 NS USD 1032018.00000000 0.026314805445 Long EC IE N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 112800.00000000 NS USD 3385128.00000000 0.086315340165 Long EC US N 1 N N N CENTURYLINK, INC. 8M3THTGWLTYZVE6BBY25 156700106 153074.00000000 NS USD 1847603.18000000 0.047110920760 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 22491.00000000 NS USD 1183926.24000000 0.030188222169 Long EC US N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 218566.00000000 NS USD 5920952.94000000 0.150974813100 Long EC CW N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 121300.00000000 NS USD 7051169.00000000 0.179793511737 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 45167R104 11900.00000000 NS USD 1761200.00000000 0.044907778110 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 35487.00000000 NS USD 2684591.55000000 0.068452783127 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 25700.00000000 NS USD 2243867.00000000 0.057215013255 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 102211.00000000 NS USD 4846845.62000000 0.123586797432 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 116630.74430000 NS USD 5003458.93000000 0.127580185903 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 10300.00000000 NS USD 2918608.00000000 0.074419827649 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 145283.00000000 NS USD 16582601.62000000 0.422829771772 Long EC US N 1 N N N ABIOMED, INC. 5493001EZN4ZTB4Z5887 003654100 7000.00000000 NS USD 1051820.00000000 0.026819724717 Long EC US N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 11600.00000000 NS USD 859676.00000000 0.021920360580 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 015351109 34500.00000000 NS USD 3244035.00000000 0.082717694732 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973304 222883.00000000 NS USD 10350686.52000000 0.263925921832 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 70247.00000000 NS USD 10187922.41000000 0.259775697816 Long EC CH N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 92721.00000000 NS USD 2698181.10000000 0.068799294878 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 26100.00000000 NS USD 1499184.00000000 0.038226789926 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 292783.00000000 NS USD 11819649.71000000 0.301382129525 Long EC US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 44495.00000000 NS USD 6219511.10000000 0.158587567814 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516106 111087.00000000 NS USD 18014978.79000000 0.459353094575 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 105187.00000000 NS USD 11563206.91000000 0.294843249011 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 26800.00000000 NS USD 2154988.00000000 0.054948741162 Long EC LR N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 65378.00000000 NS USD 1463813.42000000 0.037324896809 Long EC US N 1 N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 19600.00000000 NS USD 2976848.00000000 0.075904854333 Long EC US N 1 N N N F5 NETWORKS, INC. N/A 315616102 9500.00000000 NS USD 1139525.00000000 0.029056061691 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 119970.00000000 NS USD 2862484.20000000 0.072988760673 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 1188204.00000000 NS USD 192500930.04000000 4.908465280657 Long EC US N 1 N N N NATIONAL OILWELL VARCO, INC. 549300EHF3IW1AR6U008 637071101 60200.00000000 NS USD 1126342.00000000 0.028719916314 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477103 56700.00000000 NS USD 3861837.00000000 0.098470655856 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J108 46125.00000000 NS USD 3190005.00000000 0.081340016302 Long EC US N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 80496.00000000 NS USD 1383726.24000000 0.035282802039 Long EC NL N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187109 30900.00000000 NS USD 1402551.00000000 0.035762803257 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 16895.00000000 NS USD 623256.55000000 0.015892043409 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 57907.00000000 NS USD 10593506.58000000 0.270117444302 Long EC US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 44980X109 5500.00000000 NS USD 702020.00000000 0.017900385185 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315103 92283.00000000 NS USD 6751424.28000000 0.172150501644 Long EC US N 1 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 78383.00000000 NS USD 1804376.66000000 0.046008713760 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797104 39900.00000000 NS USD 864234.00000000 0.022036582277 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 19295.00000000 NS USD 2820736.05000000 0.071924249739 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 24100.00000000 NS USD 730471.00000000 0.018625840100 Long EC US N 1 N N N INGERSOLL-RAND PUBLIC LIMITED COMPANY 549300BURLR9SLYY2705 G47791101 36796.00000000 NS USD 4748155.84000000 0.121070366168 Long EC IE N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752103 39296.00000000 NS USD 10102608.64000000 0.257600333376 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 19600.00000000 NS USD 3124632.00000000 0.079673109546 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 37500.00000000 NS USD 1954500.00000000 0.049836618394 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 28390.00000000 NS USD 1743429.90000000 0.044454669032 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 124800.00000000 NS USD 1033344.00000000 0.026348616320 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 58200.00000000 NS USD 3129414.00000000 0.079795042884 Long EC US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 23395.00000000 NS USD 4892362.40000000 0.124747402393 Long EC US N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073E105 23496.00000000 NS USD 1981182.72000000 0.050516985002 Long EC US N 1 N N N VARIAN MEDICAL SYSTEMS, INC. TK3LAKL7I0QNTCVWSY07 92220P105 14195.00000000 NS USD 1745559.15000000 0.044508961496 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 861035.00000000 NS USD 28775789.70000000 0.733736531229 Long EC US N 1 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 30491.00000000 NS USD 630248.97000000 0.016070338916 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 153491.00000000 NS USD 6616997.01000000 0.168722821645 Long EC US N 1 N N N ALLIANCE DATA SYSTEMS CORPORATION 549300G8S4PO686J7H97 018581108 6400.00000000 NS USD 549632.00000000 0.014014735349 Long EC US N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011104 94091.00000000 NS USD 6032174.01000000 0.153810772180 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369105 25500.00000000 NS USD 6120765.00000000 0.156069700480 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 396170.00000000 NS USD 30330775.20000000 0.773386169997 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 134491.00000000 NS USD 9087556.87000000 0.231718139611 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 172200.00000000 NS USD 7831656.00000000 0.199694679698 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 14000.00000000 NS USD 1811460.00000000 0.046189327581 Long EC US N 1 N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 G1890L107 23700.00000000 NS USD 611934.00000000 0.015603336526 Long EC VG N 1 N N N CERNER CORPORATION 549300L4UJ40IEVVI304 156782104 49000.00000000 NS USD 3394230.00000000 0.086547426581 Long EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 50900.00000000 NS USD 3684651.00000000 0.093952696753 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 153700.00000000 NS USD 2512995.00000000 0.064077346044 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q109 207792.00000000 NS USD 9587522.88000000 0.244466471794 Long EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 116245.00000000 NS USD 3020045.10000000 0.077006311171 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 99300.00000000 NS USD 14356794.00000000 0.366075243771 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 09247X101 18196.00000000 NS USD 8424929.96000000 0.214822215103 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 39200.00000000 NS USD 5891760.00000000 0.150230439904 Long EC US N 1 N N N ARCONIC INC. 549300HO5WFZUT5N2T22 03965L100 60466.00000000 NS USD 1774677.10000000 0.045251422566 Long EC US N 1 N N N MAXIM INTEGRATED PRODUCTS, INC. SO0H5YEO14Y4PVKQH532 57772K101 42200.00000000 NS USD 2347164.00000000 0.059848921247 Long EC US N 1 N N N JACOBS ENGINEERING GROUP INC. 549300CZ8QS1GE53O776 469814107 21096.00000000 NS USD 1948004.64000000 0.049670997122 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 14800.00000000 NS USD 1341176.00000000 0.034197839095 Long EC US N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 34600.00000000 NS USD 6604448.00000000 0.168402841997 Long EC US N 1 N N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 G7945M107 36100.00000000 NS USD 1730995.00000000 0.044137599006 Long EC IE N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 17500.00000000 NS USD 1566075.00000000 0.039932403250 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 44000.00000000 NS USD 4276800.00000000 0.109051547480 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 58287.00000000 NS USD 1574914.74000000 0.040157802456 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 44800.00000000 NS USD 4541376.00000000 0.115797811562 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 23100.00000000 NS USD 3326169.00000000 0.084811980132 Long EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 15100.00000000 NS USD 1630498.00000000 0.041575086528 Long EC US N 1 N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017109 126085.00000000 NS USD 16465440.15000000 0.419842342009 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 17795.00000000 NS USD 1832707.05000000 0.046731093313 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 45491.00000000 NS USD 4170614.88000000 0.106343997056 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 172183.00000000 NS USD 8337100.86000000 0.212582713777 Long EC US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 482480100 24600.00000000 NS USD 3781266.00000000 0.096416224451 Long EC US N 1 N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376100 19100.00000000 NS USD 1974749.00000000 0.050352935450 Long EC US N 1 N N N DOVER CORPORATION 549300FMC2ALGA7N9E80 260003108 22700.00000000 NS USD 2332198.00000000 0.059467312226 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 84287.00000000 NS USD 3753300.11000000 0.095703139065 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 63100.00000000 NS USD 4180375.00000000 0.106592864477 Long EC US N 1 N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R754 23211.00000000 NS USD 1110414.24000000 0.028313783954 Long EC US N 1 N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 59531.00000000 NS USD 3715329.71000000 0.094734954703 Long EC US N 1 N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 45700.00000000 NS USD 2055586.00000000 0.052414149429 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076C106 19800.00000000 NS USD 2797740.00000000 0.071337887310 Long EC US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 8500.00000000 NS USD 1641520.00000000 0.041856129868 Long EC US N 1 N N N APTIV PLC N/A G6095L109 39800.00000000 NS USD 3108778.00000000 0.079268857948 Long EC JE N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 12500.00000000 NS USD 1546750.00000000 0.039439646713 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 20623.00000000 NS USD 2895056.74000000 0.073819308254 Long EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 18500.00000000 NS USD 1637435.00000000 0.041751968913 Long EC US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866F104 86100.00000000 NS USD 7681842.00000000 0.195874662738 Long EC US N 1 N N N TAPESTRY, INC 549300LJNVY5SW3VTN33 876030107 43091.00000000 NS USD 1010483.95000000 0.025765721673 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 68179.00000000 NS USD 25160096.37000000 0.641542144572 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 54591.00000000 NS USD 929684.73000000 0.023705471024 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 43691.00000000 NS USD 2636314.94000000 0.067221806924 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 23200.00000000 NS USD 6163544.00000000 0.157160496437 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 31100.00000000 NS USD 3635901.00000000 0.092709649863 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 20800.00000000 NS USD 2135120.00000000 0.054442138995 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 137324.00000000 NS USD 4495987.76000000 0.114640484166 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A 65339F101 76000.00000000 NS USD 19209760.00000000 0.489818101087 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 17700.00000000 NS USD 1902396.00000000 0.048508049878 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 10100.00000000 NS USD 1968389.00000000 0.050190765641 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 H84989104 51391.00000000 NS USD 4258772.17000000 0.108591866700 Long EC CH N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 216978.00000000 NS USD 28647605.34000000 0.730468035433 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 115482.00000000 NS USD 4948403.70000000 0.126176365750 Long EC US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040Q104 63900.00000000 NS USD 4780998.00000000 0.121907788627 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 39287.00000000 NS USD 1304721.27000000 0.033268301890 Long EC US N 1 N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 25100.00000000 NS USD 3893261.00000000 0.099271917507 Long EC US N 1 N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 011659109 19200.00000000 NS USD 968832.00000000 0.024703663685 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 3920.00000000 NS USD 3032433.60000000 0.077322198071 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 21400.00000000 NS USD 4292626.00000000 0.109455085123 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502101 23695.00000000 NS USD 3404971.50000000 0.086821317621 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 9800.00000000 NS USD 2229794.00000000 0.056856174303 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 45596.00000000 NS USD 2376463.52000000 0.060596012062 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 22000.00000000 NS USD 1336940.00000000 0.034089827882 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 95083.00000000 NS USD 25679065.81000000 0.654775033772 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361702 88387.00000000 NS USD 4077292.31000000 0.103964421047 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466L302 137991.00000000 NS USD 23513666.40000000 0.599560818336 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 25333.00000000 NS USD 771389.85000000 0.019669205212 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 52996.00000000 NS USD 6952545.24000000 0.177278763877 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 10800.00000000 NS USD 1436184.00000000 0.036620390868 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 77600.00000000 NS USD 3981656.00000000 0.101525848376 Long EC US N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 55616P104 48200.00000000 NS USD 637686.00000000 0.016259971265 Long EC US N 1 N N MSCI INC. 549300HTIN2PD78UB763 55354G100 13200.00000000 NS USD 3899808.00000000 0.099438855517 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 34691.00000000 NS USD 1708184.84000000 0.043555976474 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 50500.00000000 NS USD 4366230.00000000 0.111331869191 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 76300.00000000 NS USD 6810538.00000000 0.173657806789 Long EC US N 1 N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 21400.00000000 NS USD 846370.00000000 0.021581078900 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 38400.00000000 NS USD 10210944.00000000 0.260362711475 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 198378.00000000 NS USD 13759498.08000000 0.350845154830 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 51000.00000000 NS USD 4019820.00000000 0.102498969227 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021106 23896.00000000 NS USD 3615225.84000000 0.092182466410 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 48900.00000000 NS USD 3206862.00000000 0.081769842792 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 80629.00000000 NS USD 6730102.63000000 0.171606833731 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 89764.00000000 NS USD 4759287.28000000 0.121354200053 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 46095.00000000 NS USD 7733819.10000000 0.197199995508 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 110700.00000000 NS USD 2701080.00000000 0.068873212184 Long EC US N 1 N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959E102 15546.00000000 NS USD 1440492.36000000 0.036730247145 Long EC US N 1 N N N DUKE REALTY CORPORATION N/A 264411505 57300.00000000 NS USD 1860531.00000000 0.047440559456 Long EC US N 1 N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 20495.00000000 NS USD 812831.70000000 0.020725905987 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 21196.00000000 NS USD 1303765.96000000 0.033243943015 Long EC US N 1 N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424108 39887.00000000 NS USD 1820043.81000000 0.046408200982 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 13000.00000000 NS USD 1488370.00000000 0.037951050253 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 19095.00000000 NS USD 1861762.50000000 0.047471960733 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 52291.00000000 NS USD 2785541.57000000 0.071026846890 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 225778.00000000 NS USD 11921078.40000000 0.303968398605 Long EC US N 1 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 13500.00000000 NS USD 3588165.00000000 0.091492458348 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 83191.00000000 NS USD 22886676.01000000 0.583573567989 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 600057.00000000 NS USD 32097048.93000000 0.818423320093 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 8900.00000000 NS USD 2288101.00000000 0.058342909381 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 770323103 18295.00000000 NS USD 922250.95000000 0.023515921544 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 23500.00000000 NS USD 3241355.00000000 0.082649359026 Long EC US N 1 N N N N/A N/A N/A -22235794.28000000 PA USD -22235794.28000000 -0.56697712675 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 16200.00000000 NS USD 5697540.00000000 0.145278141094 Long EC US N 1 N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 49687.00000000 NS USD 3849748.76000000 0.098162425105 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 54996.00000000 NS USD 3695181.24000000 0.094221201001 Long EC US N 1 N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711104 22000.00000000 NS USD 823680.00000000 0.021002520255 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 27700.00000000 NS USD 3863873.00000000 0.098522570594 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 488657.00000000 NS USD 56737964.27000000 1.446727180261 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550108 36196.00000000 NS USD 5780139.24000000 0.147384289369 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670702 304728.00000000 NS USD 62877575.52000000 1.603277429920 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 229778.00000000 NS USD 19694272.38000000 0.502172390465 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 55324.00000000 NS USD 1700659.76000000 0.043364098991 Long EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 39783.00000000 NS USD 1599276.60000000 0.040778990852 Long EC US N 1 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 668771108 89500.00000000 NS USD 1703185.00000000 0.043428488565 Long EC US N 1 N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 61600.00000000 NS USD 4388384.00000000 0.111896760694 Long EC BM N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 24296.00000000 NS USD 7989496.64000000 0.203719363118 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 20496.00000000 NS USD 6552161.28000000 0.167069614414 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156R108 123687.00000000 NS USD 5283908.64000000 0.134731204156 Long EC US N 1 N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 161161.00000000 NS USD 1977445.47000000 0.050421691115 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 44291.00000000 NS USD 2676062.22000000 0.068235298878 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 201874.00000000 NS USD 2581968.46000000 0.065836058761 Long EC US N 1 N N N AON PLC VVT2B79I2Z4U3R6BY589 G0408V102 36900.00000000 NS USD 7675200.00000000 0.195705302381 Long EC GB N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 16700.00000000 NS USD 2000326.00000000 0.051005107969 Long EC US N 1 N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 114391.00000000 NS USD 10489654.70000000 0.267469387760 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 64860.00000000 NS USD 122180025.00000000 3.115394874080 Long EC US N 1 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046109 17300.00000000 NS USD 1495412.00000000 0.038130609970 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 46641.00000000 NS USD 62463959.25000000 1.592730877753 Long EC US N 1 N N N CINTAS CORPORATION N/A 172908105 13095.00000000 NS USD 3492960.30000000 0.089064891040 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002101 51300.00000000 NS USD 5399325.00000000 0.137674136410 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 193000.00000000 NS USD 8690790.00000000 0.221601220147 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 117987.00000000 NS USD 5399085.12000000 0.137668019854 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 40695.00000000 NS USD 5168671.95000000 0.131792853200 Long EC US N 1 N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246401 35291.00000000 NS USD 1615621.98000000 0.041195771853 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 68700.00000000 NS USD 19314318.00000000 0.492484162559 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 22100.00000000 NS USD 2255526.00000000 0.057512299074 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 18900.00000000 NS USD 1771686.00000000 0.045175154309 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 44801.00000000 NS USD 1362398.41000000 0.034738976546 Long EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 17800.00000000 NS USD 2300828.00000000 0.058667427489 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 13100.00000000 NS USD 3172689.00000000 0.080898486046 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 125082.00000000 NS USD 3518556.66000000 0.089717557208 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 51091.00000000 NS USD 3678552.00000000 0.093797182025 Long EC US N 1 N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111507 43095.00000000 NS USD 8125993.20000000 0.207199806695 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 19895.00000000 NS USD 1536888.75000000 0.039188200639 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 62291.00000000 NS USD 18114222.80000000 0.461883657816 Long EC US N 1 N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 22400.00000000 NS USD 2888256.00000000 0.073645900280 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 374978.00000000 NS USD 72172015.66000000 1.840270761437 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 39952.00000000 NS USD 963242.72000000 0.024561146000 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 147487.00000000 NS USD 37603285.52000000 0.958823530749 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 53496.00000000 NS USD 4017549.60000000 0.102441077665 Long EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 38391.00000000 NS USD 3032889.00000000 0.077333810041 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 280519.00000000 NS USD 33003060.35000000 0.841525159643 Long EC US N 1 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759100 32900.00000000 NS USD 2969554.00000000 0.075718869020 Long EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 12000.00000000 NS USD 1820880.00000000 0.046429522487 Long EC US N 1 N N N ASSURANT, INC. H3F39CAXWQRVWURFXL38 04621X108 9495.00000000 NS USD 1145002.05000000 0.029195717691 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 119283.00000000 NS USD 4131963.12000000 0.105358439106 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 47287.00000000 NS USD 1955317.45000000 0.049857462060 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 38300.00000000 NS USD 2662616.00000000 0.067892441813 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 32000.00000000 NS USD 3843520.00000000 0.098003601705 Long EC US N 1 N N AMETEK, INC. 549300WZDEF9KKE40E98 031100100 35700.00000000 NS USD 3070200.00000000 0.078285180760 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 208461.00000000 NS USD 20985768.87000000 0.535103481655 Long EC IE N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 90091.00000000 NS USD 13445180.84000000 0.342830568826 Long EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X101 12700.00000000 NS USD 996188.00000000 0.025401197853 Long EC US N 1 N N N WESTROCK COMPANY N/A 96145D105 40282.00000000 NS USD 1339376.50000000 0.034151954728 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 22900.00000000 NS USD 1395526.00000000 0.035583677013 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 274848.00000000 NS USD 21171541.44000000 0.539840384535 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 21196.00000000 NS USD 1074425.24000000 0.027396122117 Long EC IE N 1 N N N TRANSDIGM GROUP INCORPORATED N/A 893641100 7700.00000000 NS USD 4295137.00000000 0.109519111600 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 G5494J103 83460.00000000 NS USD 15941694.60000000 0.406487669657 Long EC IE N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 241878.00000000 NS USD 19802551.86000000 0.504933343714 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 122078.00000000 NS USD 8600395.10000000 0.219296295033 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 54000.00000000 NS USD 3612600.00000000 0.092115511697 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413106 6400.00000000 NS USD 1315392.00000000 0.033540388408 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 307983.00000000 NS USD 5904034.11000000 0.150543410043 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661107 120187.00000000 NS USD 12808328.59000000 0.326591856850 Long EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 127097103 63687.00000000 NS USD 887159.91000000 0.022621156249 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 129083.00000000 NS USD 5760974.29000000 0.146895613851 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874784 137378.00000000 NS USD 5791856.48000000 0.147683060215 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 46431.00000000 NS USD 2579706.36000000 0.065778378835 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F104 24700.00000000 NS USD 634790.00000000 0.016186127905 Long EC US N 1 N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 409970.00000000 NS USD 55132765.60000000 1.405797186112 Long EC US N 1 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 17900.00000000 NS USD 1868044.00000000 0.047632128919 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 27900.00000000 NS USD 2103939.00000000 0.053647073455 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 127685.00000000 NS USD 9982413.30000000 0.254535544789 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 34100.00000000 NS USD 7488701.00000000 0.190949876699 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC N/A 302130109 26591.00000000 NS USD 1872538.22000000 0.047746724328 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 198787.00000000 NS USD 6063003.50000000 0.154596874779 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 20700.00000000 NS USD 2489382.00000000 0.063475252378 Long EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747206 11000.00000000 NS USD 1279740.00000000 0.032631319531 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 643752.00000000 NS USD 34865608.32000000 0.889017148603 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 50992.00000000 NS USD 3592896.32000000 0.091613099427 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 7795.00000000 NS USD 822450.45000000 0.020971168700 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 169787.00000000 NS USD 36986400.08000000 0.943093940436 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 150500.00000000 NS USD 2034760.00000000 0.051883119797 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 60400.00000000 NS USD 980896.00000000 0.025011276355 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 138247.00000000 NS USD 40126191.75000000 1.023153597278 Long EC US N 1 N N N VORNADO REALTY TRUST N/A 929042109 24696.00000000 NS USD 1323211.68000000 0.033739777718 Long EC US N 1 N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 55500.00000000 NS USD 1010655.00000000 0.025770083174 Long EC GB N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 59490.00000000 NS USD 917930.70000000 0.023405762091 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 29200.00000000 NS USD 9521828.00000000 0.242791357614 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 49400.00000000 NS USD 4453904.00000000 0.113567415715 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 176691.00000000 NS USD 7200158.25000000 0.183592498893 Long EC US N 1 N N N STERIS plc N/A G8473T100 13200.00000000 NS USD 2093784.00000000 0.053388137226 Long EC IE N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 67091.00000000 NS USD 10381661.34000000 0.264715730112 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 227474.00000000 NS USD 4729184.46000000 0.120586626375 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431109 34860.00000000 NS USD 6892867.80000000 0.175757084775 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 33900.00000000 NS USD 1249554.00000000 0.031861624897 Long EC US N 1 N N N PEOPLE'S UNITED FINANCIAL, INC. ROPY7PEPIPIDJNF0BO69 712704105 69300.00000000 NS USD 969507.00000000 0.024720875103 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 31595.00000000 NS USD 4301659.25000000 0.109685418524 Long EC US N 1 N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798101 15896.00000000 NS USD 525362.80000000 0.013395909635 Long EC US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 40996.00000000 NS USD 7475620.60000000 0.190616347457 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 113865.00000000 NS USD 4601284.65000000 0.117325386148 Long EC US N 1 N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658107 13300.00000000 NS USD 1282652.00000000 0.032705570865 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 86691.00000000 NS USD 10770489.84000000 0.274630233860 Long EC US N 1 N N N ALLEGION PUBLIC LIMITED COMPANY N/A G0176J109 14496.00000000 NS USD 1666895.04000000 0.042503152730 Long EC IE N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 364570.00000000 NS USD 21531504.20000000 0.549018858163 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 21795.00000000 NS USD 2149422.90000000 0.054806840028 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F302 52345.00000000 NS USD 1313859.50000000 0.033501312113 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 47800.00000000 NS USD 1413924.00000000 0.036052796534 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 116731.00000000 NS USD 3175083.20000000 0.080959534310 Long EC US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103108 17900.00000000 NS USD 1835645.00000000 0.046806006330 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 131345.00000000 NS USD 16566544.85000000 0.422420349864 Long EC US N 1 N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 20605P101 31400.00000000 NS USD 2135828.00000000 0.054460191861 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 540.00000000 NS USD 1980277.20000000 0.050493895693 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 49796.00000000 NS USD 9490619.64000000 0.241995594437 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A 910047109 34000.00000000 NS USD 2094060.00000000 0.053395174784 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515104 56200.00000000 NS USD 2807190.00000000 0.071578847168 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 22700.00000000 NS USD 1980348.00000000 0.050495700979 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 20045.00000000 NS USD 3793516.25000000 0.096728586198 Long EC IE N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 193582.00000000 NS USD 17302359.16000000 0.441182435807 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 43392.00000000 NS USD 1805107.20000000 0.046027341359 Long EC US N 1 N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 189096.00000000 NS USD 3602278.80000000 0.091852337634 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 220683.00000000 NS USD 23763145.44000000 0.605922134128 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 3800.00000000 NS USD 2666460.00000000 0.067990457654 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 80700.00000000 NS USD 5378655.00000000 0.137147084529 Long EC US N 1 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576109 29100.00000000 NS USD 2836959.00000000 0.072337908971 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 12700.00000000 NS USD 6562725.00000000 0.167338972348 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 11200.00000000 NS USD 2445520.00000000 0.062356841656 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 89600.00000000 NS USD 9798656.00000000 0.249850028065 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 44300.00000000 NS USD 1830476.00000000 0.046674205112 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 103600.00000000 NS USD 1733228.00000000 0.044194536928 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 1137391.00000000 NS USD 40058911.02000000 1.021438046464 Long EC US N 1 N N N XYLEM INC. 549300DF5MV96DRYLQ48 98419M100 28100.00000000 NS USD 2173254.00000000 0.055414494895 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 117087.00000000 NS USD 22734782.79000000 0.579700534251 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094104 20000.00000000 NS USD 3695400.00000000 0.094226779031 Long EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 34964C106 21700.00000000 NS USD 1339975.00000000 0.034167215519 Long EC US N 1 N N N INVESCO LTD. ECPGFXU8A2SHKVVGJI15 G491BT108 58100.00000000 NS USD 836640.00000000 0.021332979490 Long EC BM N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 659943.00000000 NS USD 26351523.99000000 0.671921639913 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 48431.00000000 NS USD 4471634.23000000 0.114019508171 Long EC US N 1 N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 25796.00000000 NS USD 3167232.88000000 0.080759363728 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 25100.00000000 NS USD 1556200.00000000 0.039680606572 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 52200.00000000 NS USD 1107684.00000000 0.028244167209 Long EC US N 1 N N N CDW CORPORATION N/A 12514G108 22400.00000000 NS USD 2558528.00000000 0.065238364588 Long EC US N 1 N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062101 23696.00000000 NS USD 2209415.04000000 0.056336543476 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802104 6800.00000000 NS USD 1887272.00000000 0.048122412111 Long EC US N 1 N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 43495.00000000 NS USD 946451.20000000 0.024132989144 Long EC US N 1 N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 22800.00000000 NS USD 1981092.00000000 0.050514671787 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 46087.00000000 NS USD 3126081.21000000 0.079710062079 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 36300.00000000 NS USD 3791535.00000000 0.096678067498 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 61659.00000000 NS USD 16809476.58000000 0.428614719740 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 30332.00000000 NS USD 378543.36000000 0.009652249157 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 42736.00000000 NS USD 5299264.00000000 0.135122741233 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 40056.00000000 NS USD 2862401.76000000 0.072986658585 Long EC NL N 1 N N N XEROX HOLDINGS CORPORATION N/A 98421M106 29050.00000000 NS USD 935410.00000000 0.023851456235 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967424 339457.00000000 NS USD 21541941.22000000 0.549284985451 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 68800.00000000 NS USD 15603840.00000000 0.397872918686 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 8400.00000000 NS USD 1772148.00000000 0.045186934568 Long EC US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 82583.00000000 NS USD 5146572.56000000 0.131229354164 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 60791.00000000 NS USD 1158068.55000000 0.029528892505 Long EC US N 1 N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354P105 20400.00000000 NS USD 819876.00000000 0.020905524350 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 677252.00000000 NS USD 37601031.04000000 0.958766045122 Long EC US N 1 N N N CHEVRON CORPORATION N/A 166764100 294178.00000000 NS USD 27458574.52000000 0.700149654652 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 48796.00000000 NS USD 7635598.08000000 0.194695516873 Long EC US N 1 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 20200.00000000 NS USD 1880620.00000000 0.047952796769 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 12600.00000000 NS USD 5601582.00000000 0.142831365843 Long EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 252762.00000000 NS USD 2355741.84000000 0.060067642423 Long EC JE N 1 N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 G3223R108 6400.00000000 NS USD 1586432.00000000 0.040451474133 Long EC BM N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 182583.00000000 NS USD 19717138.17000000 0.502755431473 Long EC US N 1 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 55595.00000000 NS USD 11053397.90000000 0.281843936100 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741108 73887.00000000 NS USD 3412840.53000000 0.087021965278 Long EC US N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664100 16695.00000000 NS USD 579316.50000000 0.014771642537 Long EC US N 1 N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 65600.00000000 NS USD 973504.00000000 0.024822792199 Long EC GB N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 18600.00000000 NS USD 1920450.00000000 0.048968397951 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 92796.00000000 NS USD 4547004.00000000 0.115941316545 Long EC US N 1 N N N N/A N/A N/A 747.00000000 NC USD 110223585.00000000 2.810524811333 N/A DE US N 1 BANK OF AMERICA N/A Long S&P 500 Future Mar 2020 N/A N/A 2020-03-23 119019528.16000000 USD -8795943.16000000 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556H206 84281.00000000 NS USD 2074155.41000000 0.052887639631 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 190182.00000000 NS USD 11372883.60000000 0.289990309553 Long EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 21000.00000000 NS USD 2227260.00000000 0.056791561364 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 6484.00000000 NS USD 10994659.44000000 0.280346199484 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 G51502105 118446.00000000 NS USD 4331570.22000000 0.110448100334 Long EC IE N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 70196.00000000 NS USD 5254872.56000000 0.133990830640 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 98696.00000000 NS USD 17823510.64000000 0.454470963530 Long EC IE N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141G104 49391.00000000 NS USD 9916231.07000000 0.252848003965 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 388367.00000000 NS USD 43974795.41000000 1.121286824168 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 111874.00000000 NS USD 1619935.52000000 0.041305760212 Long EC US N 1 N N N THE GAP, INC. T2ZG1WRWZ4BUCMQL9224 364760108 33200.00000000 NS USD 475756.00000000 0.012131015718 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106L109 61600.00000000 NS USD 6825896.00000000 0.174049411181 Long EC US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 8000.00000000 NS USD 1665280.00000000 0.042461971798 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822V101 64396.00000000 NS USD 9227302.84000000 0.235281437938 Long EC US N 1 N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 33096.00000000 NS USD 2904504.96000000 0.074060222725 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 164500.00000000 NS USD 9929220.00000000 0.253179200868 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 598243.00000000 NS USD 4163771.28000000 0.106169496221 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 G29183103 65095.00000000 NS USD 5905418.40000000 0.150578707220 Long EC IE N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 35900.00000000 NS USD 4236559.00000000 0.108025466456 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 91891.00000000 NS USD 5813024.66000000 0.148222814888 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 911363109 11700.00000000 NS USD 1550016.00000000 0.039522924480 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 658400.00000000 NS USD 33868096.00000000 0.863582182711 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 75295.00000000 NS USD 25985810.40000000 0.662596529334 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762E102 22200.00000000 NS USD 846486.00000000 0.021584036714 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 137551.00000000 NS USD 17902262.65000000 0.456479013605 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 48291.00000000 NS USD 3721787.37000000 0.094899614686 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 71996.00000000 NS USD 6354366.96000000 0.162026176170 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610105 67800.00000000 NS USD 2148582.00000000 0.054785398426 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 8600.00000000 NS USD 1244850.00000000 0.031741680434 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A 500754106 97191.00000000 NS USD 2407421.07000000 0.061385379985 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 24600.00000000 NS USD 12131982.00000000 0.309346102484 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 52700.00000000 NS USD 3072937.00000000 0.078354969874 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 61196.00000000 NS USD 2261804.16000000 0.057672382095 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 28200.00000000 NS USD 3487212.00000000 0.088918318601 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 171300.00000000 NS USD 9003528.00000000 0.229575538062 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255104 24391.00000000 NS USD 954907.65000000 0.024348615070 Long EC US N 1 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 12541W209 21095.00000000 NS USD 1453445.50000000 0.037060531461 Long EC US N 1 N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 40400.00000000 NS USD 10740340.00000000 0.273861461248 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 650546.00000000 NS USD 177833254.56000000 4.534463057257 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 48496.00000000 NS USD 5968887.68000000 0.152197072166 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 26688.00000000 NS USD 4421667.84000000 0.112745445285 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 27295.00000000 NS USD 387316.05000000 0.009875938696 Long EC US N 1 N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 57060D108 5900.00000000 NS USD 1913547.00000000 0.048792382511 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 97937976.35000000 NS USD 97937976.35000000 2.497261475422 Long STIV RF XX N 2 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 487836108 38800.00000000 NS USD 2346236.00000000 0.059825258734 Long EC US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C100 26300.00000000 NS USD 2644991.00000000 0.067443032552 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 136991.00000000 NS USD 2323367.36000000 0.059242145055 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 177278.00000000 NS USD 13880867.40000000 0.353939878026 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 215600.00000000 NS USD 8061284.00000000 0.205549825776 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 203957.00000000 NS USD 12070175.26000000 0.307770129644 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 18100.00000000 NS USD 1820498.00000000 0.046419782100 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 217204106 31900.00000000 NS USD 2694912.00000000 0.068715938066 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 34300.00000000 NS USD 6297480.00000000 0.160575649838 Long EC US N 1 N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 56806.00000000 NS USD 6194694.30000000 0.157954779177 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 115199.00000000 NS USD 9708971.72000000 0.247563222622 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 706248.00000000 NS USD 28553606.64000000 0.728071219192 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 226400.00000000 NS USD 2254944.00000000 0.057497459007 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 35600.00000000 NS USD 2326460.00000000 0.059321002420 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 13400.00000000 NS USD 3410434.00000000 0.086960602618 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 39800.00000000 NS USD 8916394.00000000 0.227353760673 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 29300.00000000 NS USD 2776468.00000000 0.070795485393 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 19300.00000000 NS USD 1614059.00000000 0.041155918367 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 183382.00000000 NS USD 14382650.26000000 0.366734536972 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 32191.00000000 NS USD 750372.21000000 0.019133289068 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 57200.00000000 NS USD 6222216.00000000 0.158656538430 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 63391.00000000 NS USD 4229447.52000000 0.107844135111 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 47172.00000000 NS USD 8678232.84000000 0.221281032687 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 78391.00000000 NS USD 8074273.00000000 0.205881024464 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251V102 40291.00000000 NS USD 1788517.49000000 0.045604330335 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 38556.00000000 NS USD 14260707.72000000 0.363625197585 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 107887.00000000 NS USD 17241421.47000000 0.439628622350 Long EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 35591.00000000 NS USD 1662811.52000000 0.042399029513 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 17300.00000000 NS USD 4586057.00000000 0.116937105472 Long EC US N 1 N N N TIFFANY & CO. 549300EJG9IEYQL5XT21 886547108 16795.00000000 NS USD 2243644.05000000 0.057209328387 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 75887.00000000 NS USD 2025424.03000000 0.051645067521 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 26100.00000000 NS USD 4499118.00000000 0.114720300270 Long EC US N 1 N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 58700.00000000 NS USD 1462804.00000000 0.037299158216 Long EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 80300.00000000 NS USD 1972168.00000000 0.050287124086 Long EC US N 1 N N FEDEX CORPORATION 549300E707U7WNPZN687 31428X106 36900.00000000 NS USD 5209173.00000000 0.132825565082 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 41800.00000000 NS USD 1969616.00000000 0.050222052175 Long EC US N 1 N N N The Bank of New York Mellon Corporation N/A 064058100 132087.00000000 NS USD 5270271.30000000 0.134383473837 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 336665.00000000 NS USD 16651450.90000000 0.424585318098 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312106 109887.00000000 NS USD 9943674.63000000 0.253547770773 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 13995.00000000 NS USD 1086291.90000000 0.027698702934 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 32900.00000000 NS USD 6739236.00000000 0.171839720032 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 43800.00000000 NS USD 2896932.00000000 0.073867124379 Long EC US N 1 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919101 39200.00000000 NS USD 3272808.00000000 0.083451360130 Long EC US N 1 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 22400.00000000 NS USD 3560704.00000000 0.090792246848 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 29295.00000000 NS USD 1453324.95000000 0.037057457629 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 42250P103 77200.00000000 NS USD 2442608.00000000 0.062282590321 Long EC US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 22495.00000000 NS USD 1988333.05000000 0.050699306960 Long EC CH N 1 N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 65887.00000000 NS USD 1143139.45000000 0.029148224375 Long EC US N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 90184L102 121100.00000000 NS USD 4020520.00000000 0.102516818106 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 9300.00000000 NS USD 1126695.00000000 0.028728917248 Long EC US N 1 N N N W. R. BERKLEY CORPORATION SQOAGCLKBDWNVYV1OV80 084423102 22600.00000000 NS USD 1517364.00000000 0.038690350797 Long EC US N 1 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 56400.00000000 NS USD 746736.00000000 0.019040571539 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 17900.00000000 NS USD 9557884.00000000 0.243710727843 Long EC US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 G0177J108 50799.00000000 NS USD 9685845.33000000 0.246973536731 Long EC IE N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 23200.00000000 NS USD 781376.00000000 0.019923836037 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 89482.00000000 NS USD 3062074.04000000 0.078077981799 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 86891.00000000 NS USD 3271446.15000000 0.083416635137 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 22895.00000000 NS USD 6718079.85000000 0.171300272105 Long EC US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 17300.00000000 NS USD 1972200.00000000 0.050287940034 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 16100.00000000 NS USD 3054975.00000000 0.077896967654 Long EC US N 1 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429105 18895.00000000 NS USD 2683845.80000000 0.068433767697 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 39696.00000000 NS USD 4755977.76000000 0.121269812596 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 30000.00000000 NS USD 3350100.00000000 0.085422182289 Long EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 60500.00000000 NS USD 1292280.00000000 0.032951069439 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 33200.00000000 NS USD 1237032.00000000 0.031542333960 Long EC BM N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 7200.00000000 NS USD 2412144.00000000 0.061505807132 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748102 78091.00000000 NS USD 8165194.96000000 0.208199388764 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320102 61800.00000000 NS USD 4662810.00000000 0.118894183994 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 26596.00000000 NS USD 2664387.28000000 0.067937606615 Long EC US N 1 N N N 2020-02-29 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO XXXX