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 2020-05-31 N 4337669452.94 52646177.25 4285023275.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 40409.88000000 N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 210487.00000000 NS USD 5447403.56000000 0.127126580406 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 231478.00000000 NS USD 30450930.90000000 0.710636300921 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 21000.00000000 NS USD 4331250.00000000 0.101078797507 Long EC US N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 67878.00000000 NS USD 1358917.56000000 0.031713189697 Long EC US N 1 N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759100 35000.00000000 NS USD 2991100.00000000 0.069803588161 Long EC US N 1 N N N XYLEM INC. 549300DF5MV96DRYLQ48 98419M100 29300.00000000 NS USD 1943762.00000000 0.045361760600 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 22795.00000000 NS USD 1811746.60000000 0.042280904523 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A 65339F101 80900.00000000 NS USD 20674804.00000000 0.482489887914 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 38800.00000000 NS USD 607608.00000000 0.014179806290 Long EC BM N 1 N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 302130109 27891.00000000 NS USD 2130035.67000000 0.049708847139 Long EC US N 1 N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 929740108 29753.00000000 NS USD 1817015.71000000 0.042403870249 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 95291.00000000 NS USD 14907324.04000000 0.347893653800 Long EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 39952.00000000 NS USD 567717.92000000 0.013248887659 Long EC US N 1 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046109 18300.00000000 NS USD 1838601.00000000 0.042907608237 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 49741.00000000 NS USD 71304718.32000000 1.664045064224 Long EC US N 1 N N N YUM! BRANDS, INC. 549300JE8XHZZ7OHN517 988498101 50900.00000000 NS USD 4567257.00000000 0.106586515548 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 41156.00000000 NS USD 15986636.64000000 0.373081675674 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 23300.00000000 NS USD 3243360.00000000 0.075690604025 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 43800.00000000 NS USD 6287928.00000000 0.146741980041 Long EC US N 1 N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 44295.00000000 NS USD 4735135.50000000 0.110504312237 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 31200.00000000 NS USD 3373656.00000000 0.078731334299 Long EC US N 1 N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 20605P101 33200.00000000 NS USD 1810064.00000000 0.042241637525 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 21700.00000000 NS USD 2284793.00000000 0.053320433822 Long EC US N 1 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 487836108 41100.00000000 NS USD 2684241.00000000 0.062642390187 Long EC US N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 90184L102 130300.00000000 NS USD 4035391.00000000 0.094174307591 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 6984.00000000 NS USD 11449709.28000000 0.267202965849 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 50431.00000000 NS USD 2237623.47000000 0.052219633967 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F104 24700.00000000 NS USD 537225.00000000 0.012537271455 Long EC US N 1 N N W. R. BERKLEY CORPORATION SQOAGCLKBDWNVYV1OV80 084423102 23500.00000000 NS USD 1361825.00000000 0.031781040904 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 54891.00000000 NS USD 2414106.18000000 0.056338227932 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 299319.00000000 NS USD 35110118.70000000 0.819368214384 Long EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 71591.00000000 NS USD 10487365.59000000 0.244744658669 Long EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 19600.00000000 NS USD 2391592.00000000 0.055812812349 Long EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 57600.00000000 NS USD 3185856.00000000 0.074348627650 Long EC US N 1 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 41368.00000000 NS USD 1309297.20000000 0.030555194587 Long EC US N 1 N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 55500.00000000 NS USD 770895.00000000 0.017990450702 Long EC GB N 1 N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376100 19100.00000000 NS USD 2829092.00000000 0.066022791895 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 39796.00000000 NS USD 3821211.92000000 0.089175989817 Long EC US N 1 N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 73196.00000000 NS USD 5728318.96000000 0.133682330093 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 206682.00000000 NS USD 20374711.56000000 0.475486601801 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 55700.00000000 NS USD 4180842.00000000 0.097568711556 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203101 36591.00000000 NS USD 1133223.27000000 0.026446140361 Long EC US N 1 N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 20495.00000000 NS USD 626942.05000000 0.014631006873 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 97764.00000000 NS USD 6476865.00000000 0.151151220968 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 78900.00000000 NS USD 10997871.00000000 0.256658372485 Long EC US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 18300.00000000 NS USD 1948218.00000000 0.045465750700 Long EC US N 1 N N N JACOBS ENGINEERING GROUP INC. 549300CZ8QS1GE53O776 469814107 21996.00000000 NS USD 1848103.92000000 0.043129378794 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 23900.00000000 NS USD 1993499.00000000 0.046522477749 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q109 223892.00000000 NS USD 8234747.76000000 0.192175099881 Long EC US N 1 N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 67400.00000000 NS USD 4681604.00000000 0.109255042476 Long EC BM N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 15300.00000000 NS USD 1551573.00000000 0.036209208216 Long EC US N 1 N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 43495.00000000 NS USD 820750.65000000 0.019153936797 Long EC US N 1 N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 27295.00000000 NS USD 238831.25000000 0.005573627834 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 105900.00000000 NS USD 1748409.00000000 0.040802788865 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 23796.00000000 NS USD 1303306.92000000 0.030415398847 Long EC IE N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604103 1443688.00000000 NS USD 9485030.16000000 0.221353060409 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 23800.00000000 NS USD 1445136.00000000 0.033725277717 Long EC US N 1 N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 115800.00000000 NS USD 2245362.00000000 0.052400228786 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 H84989104 56191.00000000 NS USD 4565518.75000000 0.106545949841 Long EC CH N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 181187.00000000 NS USD 45021345.76000000 1.050667472809 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156R108 131287.00000000 NS USD 4727644.87000000 0.110329502684 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 54200.00000000 NS USD 1314892.00000000 0.030685760972 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 19000.00000000 NS USD 232940.00000000 0.005436143166 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 157300.00000000 NS USD 1779063.00000000 0.041518164209 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 656243.00000000 NS USD 3747147.53000000 0.087447542029 Long EC US N 1 N N N SEAGATE TECHNOLOGY PUBLIC LIMITED COMPANY 396PBGKP6TE3O062MS44 G7945M107 37600.00000000 NS USD 1994304.00000000 0.046541264112 Long EC IE N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 17400.00000000 NS USD 6852120.00000000 0.159908582967 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 51696.00000000 NS USD 2982859.20000000 0.069611271820 Long EC US N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 128400.00000000 NS USD 9242232.00000000 0.215686856415 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 110987.00000000 NS USD 10551534.09000000 0.246242165121 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 80395.00000000 NS USD 31080707.00000000 0.725333446292 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251V102 41891.00000000 NS USD 1617830.42000000 0.037755463994 Long EC US N 1 N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 35896.00000000 NS USD 2836142.96000000 0.066187340827 Long EC US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 47195.00000000 NS USD 5961200.45000000 0.139117107807 Long EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 13000.00000000 NS USD 2351180.00000000 0.054869713621 Long EC US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 25095.00000000 NS USD 5087760.30000000 0.118733551083 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 181483.00000000 NS USD 7654952.94000000 0.178644372445 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 19395.00000000 NS USD 2209672.35000000 0.051567335994 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515104 59100.00000000 NS USD 2262939.00000000 0.052810424924 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 32200.00000000 NS USD 1035230.00000000 0.024159262001 Long EC US N 1 N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 G5494J103 89060.00000000 NS USD 18020400.40000000 0.420543815998 Long EC IE N 1 N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 8100.00000000 NS USD 2407563.00000000 0.056185529111 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 12700.00000000 NS USD 5298948.00000000 0.123662058735 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 38600.00000000 NS USD 2381234.00000000 0.055571086708 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 25896.00000000 NS USD 8680339.20000000 0.202573910140 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 44200.00000000 NS USD 2342600.00000000 0.054669481337 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 101583.00000000 NS USD 36063996.66000000 0.841628956010 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 46900.00000000 NS USD 2187885.00000000 0.051058882513 Long EC US N 1 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 12541W209 22095.00000000 NS USD 1792567.35000000 0.041833316522 Long EC US N 1 N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 58700.00000000 NS USD 633373.00000000 0.014781086571 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 29900.00000000 NS USD 9181991.00000000 0.214281006408 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 75100.00000000 NS USD 1182074.00000000 0.027586174542 Long EC PA N 1 N N CarMax, Inc. 529900F60CID3NCZM330 143130102 27200.00000000 NS USD 2394960.00000000 0.055891411689 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 105396.00000000 NS USD 21249941.52000000 0.495911927493 Long EC IE N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 12400.00000000 NS USD 2678896.00000000 0.062517653409 Long EC US N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 65600.00000000 NS USD 485440.00000000 0.011328759933 Long EC GB N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 120691.00000000 NS USD 10334770.33000000 0.241183528421 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 115674.00000000 NS USD 1381147.56000000 0.032231973343 Long EC US N 1 N N N CHEVRON CORPORATION N/A 166764100 313878.00000000 NS USD 28782612.60000000 0.671702596419 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 25000.00000000 NS USD 3392000.00000000 0.079159429990 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 64687.00000000 NS USD 1541491.21000000 0.035973928513 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 918835.00000000 NS USD 35090308.65000000 0.818905905344 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 26000.00000000 NS USD 1107080.00000000 0.025836032356 Long EC US N 1 N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424108 44387.00000000 NS USD 1475423.88000000 0.034432108884 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 8900.00000000 NS USD 1154241.00000000 0.026936633146 Long EC US N 1 N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 36500.00000000 NS USD 8820225.00000000 0.205838438499 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 24100.00000000 NS USD 514294.00000000 0.012002128504 Long EC US N 1 N N KLA Corporation 549300H0BF5JCG96TJ81 482480100 26500.00000000 NS USD 4662940.00000000 0.108819478915 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 92721.00000000 NS USD 1888726.77000000 0.044077398148 Long EC US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170302 16800.00000000 NS USD 2528736.00000000 0.059013355057 Long EC US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103108 18800.00000000 NS USD 2227048.00000000 0.051972833208 Long EC US N 1 N N N DOVER CORPORATION 549300FMC2ALGA7N9E80 260003108 24300.00000000 NS USD 2363175.00000000 0.055149642089 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 60800.00000000 NS USD 2124960.00000000 0.049590395740 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 32191.00000000 NS USD 487693.65000000 0.011381353580 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 141891.00000000 NS USD 10262976.03000000 0.239508057942 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 101900.00000000 NS USD 14146777.00000000 0.330144694435 Long EC US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 44980X109 5500.00000000 NS USD 854700.00000000 0.019946216041 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 27000.00000000 NS USD 1155330.00000000 0.026962047243 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 753648.00000000 NS USD 29844460.80000000 0.696483049912 Long EC US N 1 N N N CDW CORPORATION N/A 12514G108 23600.00000000 NS USD 2617476.00000000 0.061084288966 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 83891.00000000 NS USD 10262386.03000000 0.239494289056 Long EC US N 1 N N N NATIONAL OILWELL VARCO, INC. 549300EHF3IW1AR6U008 637071101 60200.00000000 NS USD 750694.00000000 0.017519018023 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 10500.00000000 NS USD 2098425.00000000 0.048971145895 Long EC US N 1 N N N N/A N/A N/A -49926345.48000000 PA USD -49926345.48000000 -1.16513592267 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 G51502105 129546.00000000 NS USD 4069039.86000000 0.094959574270 Long EC IE N 1 N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 443201108 60466.00000000 NS USD 790895.28000000 0.018457199158 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413106 7100.00000000 NS USD 1419219.00000000 0.033120450198 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 157387.00000000 NS USD 47979426.95000000 1.119700497829 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 60396.00000000 NS USD 3509611.56000000 0.081904142269 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516106 118487.00000000 NS USD 17281328.95000000 0.403296034540 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 66287481.20000000 NS USD 66287481.20000000 1.546957319370 Long STIV RF XX N 2 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 52496.00000000 NS USD 7985691.52000000 0.186362850472 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 217204106 33800.00000000 NS USD 3021382.00000000 0.070510282106 Long EC US N 1 N N N TIFFANY & CO. 549300EJG9IEYQL5XT21 886547108 17795.00000000 NS USD 2280073.35000000 0.053210290897 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 60400.00000000 NS USD 652924.00000000 0.015237350137 Long EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 83200.00000000 NS USD 1429376.00000000 0.033357485083 Long EC US N 1 N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 47500.00000000 NS USD 1756550.00000000 0.040992776164 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 49691.00000000 NS USD 4798162.96000000 0.111975190128 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 232800.00000000 NS USD 8844072.00000000 0.206394958229 Long EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A 98421M106 29050.00000000 NS USD 461314.00000000 0.010765729152 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 13600.00000000 NS USD 8076360.00000000 0.188478789504 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 136983.00000000 NS USD 8009396.01000000 0.186916044434 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 54291.00000000 NS USD 3045725.10000000 0.071078379370 Long EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 25300.00000000 NS USD 1519518.00000000 0.035461137600 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 20000.00000000 NS USD 2055600.00000000 0.047971734754 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 98391.00000000 NS USD 22600412.70000000 0.527428003208 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 31400.00000000 NS USD 12181002.00000000 0.284269214337 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 39369.00000000 NS USD 3853044.03000000 0.089918858827 Long EC US N 1 N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246401 36591.00000000 NS USD 1666354.14000000 0.038887866711 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 54591.00000000 NS USD 660005.19000000 0.015402604549 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 49563.00000000 NS USD 70821561.96000000 1.652769597817 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 85700.00000000 NS USD 4727212.00000000 0.110319400756 Long EC US N 1 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 23200.00000000 NS USD 729640.00000000 0.017027678802 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 184900.00000000 NS USD 8858559.00000000 0.206733042741 Long EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 202196.00000000 NS USD 4130864.28000000 0.096402376702 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610105 70900.00000000 NS USD 1708690.00000000 0.039875862744 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 47400.00000000 NS USD 3759294.00000000 0.087731005367 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 34595.00000000 NS USD 4370732.30000000 0.102000199737 Long EC US N 1 N N N STERIS plc N/A G8473T100 14400.00000000 NS USD 2388816.00000000 0.055748028570 Long EC IE N 1 N N N VORNADO REALTY TRUST N/A 929042109 25196.00000000 NS USD 912347.16000000 0.021291533354 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 160900.00000000 NS USD 1906665.00000000 0.044496024346 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802104 7200.00000000 NS USD 2229264.00000000 0.052024548213 Long EC US N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073E105 25596.00000000 NS USD 2440322.64000000 0.056950043978 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 37287.00000000 NS USD 2911741.83000000 0.067951598921 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 24300.00000000 NS USD 8822115.00000000 0.205882545610 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 10200.00000000 NS USD 1242564.00000000 0.028997835485 Long EC US N 1 N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 14300.00000000 NS USD 4416984.00000000 0.103079580105 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 42100.00000000 NS USD 8062571.00000000 0.188156994286 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762E102 22200.00000000 NS USD 819846.00000000 0.019132824893 Long EC US N 1 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 17100.00000000 NS USD 1308492.00000000 0.030536403557 Long EC US N 1 N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 39200.00000000 NS USD 4739280.00000000 0.110601032831 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 123831.00000000 NS USD 3381824.61000000 0.078921965936 Long EC US N 1 N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 679580100 16200.00000000 NS USD 2771658.00000000 0.064682449118 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 42500.00000000 NS USD 12238300.00000000 0.285606383270 Long EC US N 1 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556H206 88781.00000000 NS USD 1841317.94000000 0.042971013726 Long EC US N 1 N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 19500.00000000 NS USD 1519050.00000000 0.035450215839 Long EC US N 1 N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 27096.00000000 NS USD 2481993.60000000 0.057922523176 Long EC US N 1 N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R754 23211.00000000 NS USD 855789.57000000 0.019971643441 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 115187.00000000 NS USD 19565663.82000000 0.456605776939 Long EC US N 1 N N N INVESCO LTD. ECPGFXU8A2SHKVVGJI15 G491BT108 58100.00000000 NS USD 463057.00000000 0.010806405711 Long EC BM N 1 N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 37491.00000000 NS USD 1669849.14000000 0.038969429862 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 49587.00000000 NS USD 2095546.62000000 0.048903972864 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797104 39900.00000000 NS USD 645981.00000000 0.015075320679 Long EC US N 1 N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 122345.00000000 NS USD 2470145.55000000 0.057646024095 Long EC US N 1 N N N DOMINO'S PIZZA, INC. 5299004V0Y8MI5D9FF45 25754A201 6300.00000000 NS USD 2430792.00000000 0.056727626517 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 43456.00000000 NS USD 2770754.56000000 0.064661365452 Long EC NL N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 65496.00000000 NS USD 2230138.80000000 0.052044963504 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 239678.00000000 NS USD 12492017.36000000 0.291527409684 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 33100.00000000 NS USD 3370242.00000000 0.078651661453 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 124787.00000000 NS USD 5358353.78000000 0.125048417132 Long EC US N 1 N N N TAPESTRY, INC 549300LJNVY5SW3VTN33 876030107 43091.00000000 NS USD 586037.60000000 0.013676415792 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 57700.00000000 NS USD 4261722.00000000 0.099456215889 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 173300.00000000 NS USD 9890231.00000000 0.230809271354 Long EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 22200.00000000 NS USD 2625816.00000000 0.061278920347 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 46091.00000000 NS USD 2786661.86000000 0.065032595640 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 14700.00000000 NS USD 1788990.00000000 0.041749831562 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741108 86687.00000000 NS USD 2782652.70000000 0.064939033488 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 25333.00000000 NS USD 729083.74000000 0.017014697309 Long EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747206 11000.00000000 NS USD 879010.00000000 0.020513540847 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 7600.00000000 NS USD 2757736.00000000 0.064357550066 Long EC US N 1 N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 27500.00000000 NS USD 4748700.00000000 0.110820868277 Long EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 17500.00000000 NS USD 2330825.00000000 0.054394687030 Long EC US N 1 N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 293348.00000000 NS USD 27844592.16000000 0.649811923262 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 91391.00000000 NS USD 10978800.83000000 0.256213330095 Long EC US N 1 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 16000.00000000 NS USD 2805120.00000000 0.065463355028 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 29200.00000000 NS USD 2975772.00000000 0.069445877152 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 19100.00000000 NS USD 11078573.00000000 0.258541722815 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 11300.00000000 NS USD 1574316.00000000 0.036739963792 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 235483.00000000 NS USD 29214020.98000000 0.681770415244 Long EC US N 1 N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 011659109 19200.00000000 NS USD 656448.00000000 0.015319590064 Long EC US N 1 N N N ALLIANCE DATA SYSTEMS CORPORATION 549300G8S4PO686J7H97 018581108 6400.00000000 NS USD 296512.00000000 0.006919729040 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 13000.00000000 NS USD 1370850.00000000 0.031991658196 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 292613.00000000 NS USD 27116446.71000000 0.632819122916 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 91595.00000000 NS USD 4854535.00000000 0.113290749843 Long EC US N 1 N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959E102 17346.00000000 NS USD 1335988.92000000 0.031178101822 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 34800.00000000 NS USD 7820256.00000000 0.182502065843 Long EC US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752103 41996.00000000 NS USD 12351443.56000000 0.288246825404 Long EC US N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 36300.00000000 NS USD 7636794.00000000 0.178220595517 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 570.00000000 NS USD 1836317.70000000 0.042854322645 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 147224.00000000 NS USD 1906550.80000000 0.044493359250 Long EC US N 1 N N CINTAS CORPORATION N/A 172908105 13895.00000000 NS USD 3445404.20000000 0.080405728938 Long EC US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 43496.00000000 NS USD 7754901.84000000 0.180976889530 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 16800.00000000 NS USD 10295208.00000000 0.240260258524 Long EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255104 24391.00000000 NS USD 468795.02000000 0.010940314435 Long EC US N 1 N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 39800.00000000 NS USD 4046466.00000000 0.094432765930 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 29391.00000000 NS USD 1498353.18000000 0.034967212161 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 46121.00000000 NS USD 167419.23000000 0.003907078660 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 43300.00000000 NS USD 12570856.00000000 0.293367274603 Long EC US N 1 N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448C104 133485.00000000 NS USD 2732437.95000000 0.063767167042 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021106 25596.00000000 NS USD 4341081.60000000 0.101308238501 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 1344083.00000000 NS USD 32419281.96000000 0.756571898778 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 54300.00000000 NS USD 4544910.00000000 0.106065001461 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 G7S00T104 26200.00000000 NS USD 1025468.00000000 0.023931445269 Long EC IE N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 73500.00000000 NS USD 18975495.00000000 0.442832950468 Long EC US N 1 N N N APTIV PLC N/A G6095L109 42400.00000000 NS USD 3194840.00000000 0.074558288122 Long EC JE N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 188978.00000000 NS USD 15284540.64000000 0.356696793847 Long EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 62100.00000000 NS USD 1062531.00000000 0.024796388062 Long EC US N 1 N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 155083.00000000 NS USD 18414555.42000000 0.429742249580 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 40987.00000000 NS USD 1477581.35000000 0.034482457968 Long EC US N 1 N N N ABIOMED, INC. 5493001EZN4ZTB4Z5887 003654100 7800.00000000 NS USD 1746420.00000000 0.040756371380 Long EC US N 1 N N N CENTURYLINK, INC. 8M3THTGWLTYZVE6BBY25 156700106 160274.00000000 NS USD 1575493.42000000 0.036767441356 Long EC US N 1 N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 222361.00000000 NS USD 21920347.38000000 0.511557253477 Long EC IE N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 61907.00000000 NS USD 12215489.24000000 0.285074046372 Long EC US N 1 N N N DUKE REALTY CORPORATION N/A 264411505 61500.00000000 NS USD 2120520.00000000 0.049486779034 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 90087.00000000 NS USD 3807076.62000000 0.088846112962 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 154300.00000000 NS USD 8668574.00000000 0.202299344537 Long EC US N 1 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 14300.00000000 NS USD 3486197.00000000 0.081357714432 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 127670.00000000 NS USD 2909599.30000000 0.067901598493 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 57924.00000000 NS USD 1689643.08000000 0.039431362942 Long EC US N 1 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 21200.00000000 NS USD 2086292.00000000 0.048687996908 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 22000.00000000 NS USD 2128500.00000000 0.049673009061 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 19800.00000000 NS USD 1780218.00000000 0.041545118555 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 51691.00000000 NS USD 4556044.74000000 0.106324853959 Long EC US N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 194883.00000000 NS USD 30208813.83000000 0.704985991590 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 45536.00000000 NS USD 4029936.00000000 0.094047003731 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 124987.00000000 NS USD 23287577.84000000 0.543464442121 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 359365.00000000 NS USD 19323056.05000000 0.450944016094 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670702 324928.00000000 NS USD 60300138.24000000 1.407230121294 Long EC US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040Q104 68200.00000000 NS USD 3455694.00000000 0.080645862989 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 11000.00000000 NS USD 2670470.00000000 0.062321015037 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661107 126887.00000000 NS USD 16539720.45000000 0.385989045703 Long EC US N 1 N N N ALLEGION PUBLIC LIMITED COMPANY N/A G0176J109 16096.00000000 NS USD 1604771.20000000 0.037450699722 Long EC IE N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 49087.00000000 NS USD 3015905.28000000 0.070382471365 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748102 84291.00000000 NS USD 8928102.72000000 0.208355991218 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 147447.00000000 NS USD 44365327.83000000 1.035357919330 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F302 53645.00000000 NS USD 1050905.55000000 0.024525083818 Long EC US N 1 N N N Aon plc N/A G0403H108 38600.00000000 NS USD 7602270.00000000 0.177414905611 Long EC IE N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 232666.00000000 NS USD 4297341.02000000 0.100287460382 Long EC CW N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 87683.00000000 NS USD 5702025.49000000 0.133068716857 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 60500.00000000 NS USD 5866080.00000000 0.136897272723 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 47192.00000000 NS USD 2304385.36000000 0.053777662610 Long EC US N 1 N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C100 28000.00000000 NS USD 3028760.00000000 0.070682463201 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076C106 20700.00000000 NS USD 2899449.00000000 0.067664719966 Long EC US N 1 N N N F5 NETWORKS, INC. N/A 315616102 9900.00000000 NS USD 1434708.00000000 0.033481918479 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 143391.00000000 NS USD 1684844.25000000 0.039319372185 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 66491.00000000 NS USD 23217992.29000000 0.541840517453 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 24295.00000000 NS USD 6648812.65000000 0.155163979801 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 17200.00000000 NS USD 3766972.00000000 0.087910187591 Long EC US N 1 N N N PEOPLE'S UNITED FINANCIAL, INC. ROPY7PEPIPIDJNF0BO69 712704105 69300.00000000 NS USD 793485.00000000 0.018517635703 Long EC US N 1 N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 60583.00000000 NS USD 742141.75000000 0.017319433343 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 693046.00000000 NS USD 220347045.24000000 5.142260171376 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 48795.00000000 NS USD 8415185.70000000 0.196385997428 Long EC US N 1 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576109 30800.00000000 NS USD 2903824.00000000 0.067766819762 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 75647.00000000 NS USD 9224395.18000000 0.215270596832 Long EC CH N 1 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 24200.00000000 NS USD 3891844.00000000 0.090824337456 Long EC US N 1 N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 45687V106 56127.00000000 NS USD 1582781.40000000 0.036937521646 Long EC US N 1 N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 23500.00000000 NS USD 2020530.00000000 0.047153302794 Long EC US N 1 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 668771108 94700.00000000 NS USD 2157266.00000000 0.050344323967 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 122799.00000000 NS USD 11236108.50000000 0.262218143918 Long EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 15700.00000000 NS USD 1307496.00000000 0.030513159809 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 49600.00000000 NS USD 1362016.00000000 0.031785498289 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 15200.00000000 NS USD 5750312.00000000 0.134195583781 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 48839.00000000 NS USD 12059814.27000000 0.281441044636 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 13500.00000000 NS USD 1494045.00000000 0.034866671751 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 128183.00000000 NS USD 5837453.82000000 0.136229220810 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 15695.00000000 NS USD 1270667.20000000 0.029653682564 Long EC US N 1 N N N NOBLE ENERGY, INC. 02VFQXG2D1LR5ZH3K186 655044105 74600.00000000 NS USD 651258.00000000 0.015198470535 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 1212991.00000000 NS USD 37432902.26000000 0.873575237557 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 638248.00000000 NS USD 16894424.56000000 0.394266809607 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A 500754106 105491.00000000 NS USD 3214310.77000000 0.075012679353 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 41200.00000000 NS USD 2033632.00000000 0.047459065427 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 20595.00000000 NS USD 3607420.20000000 0.084186711901 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 45167R104 12500.00000000 NS USD 1992125.00000000 0.046490412579 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 989701107 26600.00000000 NS USD 875273.00000000 0.020426330119 Long EC US N 1 N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 4220.00000000 NS USD 4236500.20000000 0.098867612319 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 108211.00000000 NS USD 3802534.54000000 0.088740114005 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 237800.00000000 NS USD 2156846.00000000 0.050334522387 Long EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 19100.00000000 NS USD 2222476.00000000 0.051866136004 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 248374.00000000 NS USD 3760382.36000000 0.087756404529 Long EC US N 1 N N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 57060D108 6300.00000000 NS USD 3204117.00000000 0.074774786362 Long EC US N 1 N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 53287.00000000 NS USD 3851584.36000000 0.089884794368 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 48900.00000000 NS USD 6008832.00000000 0.140228689867 Long EC US N 1 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354P105 20400.00000000 NS USD 532440.00000000 0.012425603450 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315103 97583.00000000 NS USD 7580247.44000000 0.176900963012 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 42250P103 82700.00000000 NS USD 2037728.00000000 0.047554654173 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 43196.00000000 NS USD 4621108.08000000 0.107843243377 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 22400.00000000 NS USD 2426368.00000000 0.056624383203 Long EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 41383.00000000 NS USD 1405780.51000000 0.032806834865 Long EC US N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664100 16695.00000000 NS USD 269290.35000000 0.006284454778 Long EC US N 1 N N FEDEX CORPORATION 549300E707U7WNPZN687 31428X106 40100.00000000 NS USD 5235456.00000000 0.122180339829 Long EC US N 1 N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 65887.00000000 NS USD 732004.57000000 0.017082860999 Long EC US N 1 N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711104 22000.00000000 NS USD 919600.00000000 0.021460793578 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 195782.00000000 NS USD 15269038.18000000 0.356335011448 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 146851.00000000 NS USD 18341689.90000000 0.428041779937 Long EC US N 1 N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902V107 67192.00000000 NS USD 3537658.80000000 0.082558683404 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 200482.00000000 NS USD 10577430.32000000 0.246846507929 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 42096.00000000 NS USD 8948767.68000000 0.208838251375 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 95582.00000000 NS USD 3943713.32000000 0.092034816762 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 53496.00000000 NS USD 10470772.08000000 0.244357414331 Long EC US N 1 N N N TRANSDIGM GROUP INCORPORATED N/A 893641100 8200.00000000 NS USD 3483524.00000000 0.081295334374 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 124800.00000000 NS USD 666432.00000000 0.015552587631 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 68800.00000000 NS USD 4584832.00000000 0.106996665012 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 55291.00000000 NS USD 3057592.30000000 0.071355325357 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 436470.00000000 NS USD 64924912.50000000 1.515158922667 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 12000.00000000 NS USD 2947440.00000000 0.068784690545 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 56100.00000000 NS USD 2689434.00000000 0.062763579727 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 20595.00000000 NS USD 1513938.45000000 0.035330927105 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 22096.00000000 NS USD 1504295.68000000 0.035105892855 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 36700.00000000 NS USD 7247149.00000000 0.169127412705 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 10700.00000000 NS USD 2055363.00000000 0.047966203863 Long EC US N 1 N N N VARIAN MEDICAL SYSTEMS, INC. TK3LAKL7I0QNTCVWSY07 92220P105 14995.00000000 NS USD 1820243.05000000 0.042479186993 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 219474.00000000 NS USD 2131092.54000000 0.049733511416 Long EC US N 1 N N N ASSURANT, INC. H3F39CAXWQRVWURFXL38 04621X108 9495.00000000 NS USD 973997.10000000 0.022730263929 Long EC US N 1 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 56400.00000000 NS USD 556104.00000000 0.012977852492 Long EC US N 1 N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 40891.00000000 NS USD 3055784.43000000 0.071313134921 Long EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 127097103 70787.00000000 NS USD 1404414.08000000 0.032774946357 Long EC US N 1 N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 G8994E103 40296.00000000 NS USD 3635102.16000000 0.084832728462 Long EC IE N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 8400.00000000 NS USD 1803900.00000000 0.042097787665 Long EC US N 1 N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 61706.00000000 NS USD 6969692.70000000 0.162652388367 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 388370.00000000 NS USD 23193456.40000000 0.541267921030 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 94500.00000000 NS USD 10089765.00000000 0.235465815489 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 124365.00000000 NS USD 4800489.00000000 0.112029473147 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 3945.00000000 NS USD 4528307.70000000 0.105677551991 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002101 54200.00000000 NS USD 5301302.00000000 0.123716994259 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 129878.00000000 NS USD 9296667.24000000 0.216957216842 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 19200.00000000 NS USD 2614464.00000000 0.061013997632 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 G29183103 69195.00000000 NS USD 5874655.50000000 0.137097399991 Long EC IE N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 162691.00000000 NS USD 6232692.21000000 0.145452937102 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 284370.00000000 NS USD 55520398.80000000 1.295684882623 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822V101 68896.00000000 NS USD 11861135.36000000 0.276804455819 Long EC US N 1 N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062101 25396.00000000 NS USD 1497094.20000000 0.034937831224 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 309483.00000000 NS USD 12085311.15000000 0.282036067775 Long EC US N 1 N N N MAXIM INTEGRATED PRODUCTS, INC. SO0H5YEO14Y4PVKQH532 57772K101 45900.00000000 NS USD 2647512.00000000 0.061785241985 Long EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X101 12700.00000000 NS USD 534924.00000000 0.012483572797 Long EC US N 1 N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 1265804.00000000 NS USD 231958583.00000000 5.413239744016 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 26560.00000000 NS USD 4214275.20000000 0.098348945358 Long EC US N 1 N N N MSCI INC. 549300HTIN2PD78UB763 55354G100 14200.00000000 NS USD 4669670.00000000 0.108976537571 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 22000.00000000 NS USD 1081520.00000000 0.025239536180 Long EC US N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 11600.00000000 NS USD 527452.00000000 0.012309198015 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 520957.00000000 NS USD 50694325.67000000 1.183058350175 Long EC US N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011104 101891.00000000 NS USD 6217388.82000000 0.145095800418 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J108 48925.00000000 NS USD 2983446.50000000 0.069624977696 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 30100.00000000 NS USD 3822700.00000000 0.089210717283 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 115200.00000000 NS USD 1438848.00000000 0.033578534057 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 40800.00000000 NS USD 3062856.00000000 0.071478164829 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 22423.00000000 NS USD 2369214.18000000 0.055290579013 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 35400.00000000 NS USD 1939566.00000000 0.045263838145 Long EC US N 1 N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 258078.00000000 NS USD 18932602.08000000 0.441831954272 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 191491.00000000 NS USD 6876441.81000000 0.160476183385 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 140145.00000000 NS USD 21435177.75000000 0.500234803194 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 46001.00000000 NS USD 1184985.76000000 0.027654126565 Long EC US N 1 N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 27296.00000000 NS USD 2887916.80000000 0.067395591906 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 82487.00000000 NS USD 2869722.73000000 0.066970995146 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 27800.00000000 NS USD 1441986.00000000 0.033651765865 Long EC LR N 1 N N N/A N/A N/A 562.00000000 NC USD 85480200.00000000 1.994859642535 N/A DE US N 1 BANK OF AMERICA N/A Long S&P 500 Future Jun 2020 N/A N/A 2020-06-22 72411424.46000000 USD 13068775.54000000 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 7795.00000000 NS USD 588600.45000000 0.013736225269 Long EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 34964C106 22600.00000000 NS USD 1377696.00000000 0.032151423956 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477103 60900.00000000 NS USD 3712464.00000000 0.086638129157 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 82700.00000000 NS USD 7050175.00000000 0.164530611537 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 9300.00000000 NS USD 866760.00000000 0.020227661420 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502101 25295.00000000 NS USD 3173257.75000000 0.074054621079 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. 98450079DA0B78DD6764 910047109 40000.00000000 NS USD 1121600.00000000 0.026174886992 Long EC US N 1 N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 209778.00000000 NS USD 16327021.74000000 0.381025275466 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 46800.00000000 NS USD 4272372.00000000 0.099704755963 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 88991.00000000 NS USD 12979337.35000000 0.302900043125 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 8900.00000000 NS USD 2325748.00000000 0.054276204593 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 19200.00000000 NS USD 2011008.00000000 0.046931086965 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 702500.00000000 NS USD 31942675.00000000 0.745449276348 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 399178.00000000 NS USD 89850976.02000000 2.096860862570 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 20000.00000000 NS USD 1385600.00000000 0.032335880364 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 30095.00000000 NS USD 1142406.20000000 0.026660443281 Long EC US N 1 N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 686752.00000000 NS USD 39405829.76000000 0.919617636234 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 9000.00000000 NS USD 2101140.00000000 0.049034506111 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312106 115887.00000000 NS USD 11555092.77000000 0.269662310483 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094104 21100.00000000 NS USD 3797367.00000000 0.088619518627 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 194500.00000000 NS USD 10464100.00000000 0.244201707359 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 8200.00000000 NS USD 2599236.00000000 0.060658620333 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 51500.00000000 NS USD 2446765.00000000 0.057100389953 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 27996.00000000 NS USD 3318645.84000000 0.077447556908 Long EC US N 1 N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 21400.00000000 NS USD 1016500.00000000 0.023722158191 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 101196.00000000 NS USD 6379395.84000000 0.148876573814 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 124130.74430000 NS USD 6297152.66000000 0.146957256818 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 20400.00000000 NS USD 3135888.00000000 0.073182519632 Long EC US N 1 N N N The Bank of New York Mellon Corporation N/A 064058100 140387.00000000 NS USD 5218184.79000000 0.121777279941 Long EC US N 1 N N N THE GAP, INC. T2ZG1WRWZ4BUCMQL9224 364760108 33200.00000000 NS USD 295480.00000000 0.006895645157 Long EC US N 1 N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 23495.00000000 NS USD 2118544.15000000 0.049440668432 Long EC CH N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 84900.00000000 NS USD 4333296.00000000 0.101126545206 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 72779.00000000 NS USD 30547529.67000000 0.712890635700 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 47091.00000000 NS USD 2758590.78000000 0.064377498149 Long EC US N 1 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919101 41900.00000000 NS USD 3852705.00000000 0.089910946851 Long EC US N 1 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429105 20095.00000000 NS USD 3085788.20000000 0.072013335785 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 031100100 38000.00000000 NS USD 3484980.00000000 0.081329313186 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 770323103 18295.00000000 NS USD 928288.30000000 0.021663553270 Long EC US N 1 N N N WESTROCK COMPANY N/A 96145D105 44982.00000000 NS USD 1262194.92000000 0.029455964152 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 21545.00000000 NS USD 4371480.50000000 0.102017660552 Long EC IE N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 127600.00000000 NS USD 3565144.00000000 0.083200108158 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 27600.00000000 NS USD 4766520.00000000 0.111236735329 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 92291.00000000 NS USD 3627959.21000000 0.084666032751 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550108 39196.00000000 NS USD 5755148.68000000 0.134308457847 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 85229.00000000 NS USD 7671462.29000000 0.179029652733 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 34700.00000000 NS USD 1019139.00000000 0.023783744788 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 30332.00000000 NS USD 238409.52000000 0.005563785880 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475105 73091.00000000 NS USD 8335297.64000000 0.194521642094 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 21395.00000000 NS USD 1644419.70000000 0.038375980577 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 50172.00000000 NS USD 9005372.28000000 0.210159238366 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 49596.00000000 NS USD 2712405.24000000 0.063299661763 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 58696.00000000 NS USD 3554629.76000000 0.082954736329 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320102 67700.00000000 NS USD 4126992.00000000 0.096312008931 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 326183.00000000 NS USD 5153691.40000000 0.120272191500 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 52831.00000000 NS USD 4846187.63000000 0.113095946467 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 09247X101 25396.00000000 NS USD 13425341.44000000 0.313308483437 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 015351109 36700.00000000 NS USD 4400330.00000000 0.102690924106 Long EC US N 1 N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 63731.00000000 NS USD 4582896.21000000 0.106951489295 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 65759.00000000 NS USD 19153623.93000000 0.446989962427 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 29890.00000000 NS USD 1970647.70000000 0.045989194765 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 57196.00000000 NS USD 8089802.24000000 0.188792492351 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 40400.00000000 NS USD 13130808.00000000 0.306434928241 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 G3223R108 6600.00000000 NS USD 1309506.00000000 0.030560067373 Long EC BM N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 83196.00000000 NS USD 1420155.72000000 0.033142310522 Long EC NL N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 215257.00000000 NS USD 14114401.49000000 0.329389144046 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 414167.00000000 NS USD 48010238.64000000 1.120419553199 Long EC US N 1 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 59195.00000000 NS USD 10809007.00000000 0.252250835166 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 69060.00000000 NS USD 168670072.20000000 3.936269685089 Long EC US N 1 N N N FLIR SYSTEMS, INC. N/A 302445101 23600.00000000 NS USD 1090320.00000000 0.025444902625 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874784 146378.00000000 NS USD 4400122.68000000 0.102686085860 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 24100.00000000 NS USD 773610.00000000 0.018053810918 Long EC US N 1 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 18800.00000000 NS USD 2276680.00000000 0.053131099961 Long EC US N 1 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903109 19096.00000000 NS USD 4127791.36000000 0.096330663672 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967424 362057.00000000 NS USD 17346150.87000000 0.404808789917 Long EC US N 1 N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187109 32000.00000000 NS USD 1213760.00000000 0.028325633769 Long EC US N 1 N N N CERNER CORPORATION 549300L4UJ40IEVVI304 156782104 52300.00000000 NS USD 3812670.00000000 0.088976646209 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 26100.00000000 NS USD 14198400.00000000 0.331349425347 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 22491.00000000 NS USD 817547.85000000 0.019079192746 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 68291.00000000 NS USD 2505596.79000000 0.058473353090 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 136885.00000000 NS USD 11636593.85000000 0.271564309020 Long EC US N 1 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 80983.00000000 NS USD 1439877.74000000 0.033602565198 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 911363109 12200.00000000 NS USD 1694458.00000000 0.039543729193 Long EC US N 1 N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658107 13800.00000000 NS USD 1651446.00000000 0.038539954015 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 24700.00000000 NS USD 4468477.00000000 0.104281277195 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 9300.00000000 NS USD 2269293.00000000 0.052958708833 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 42800.00000000 NS USD 2031716.00000000 0.047414351551 Long EC US N 1 N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361702 94387.00000000 NS USD 2379496.27000000 0.055530533136 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 60791.00000000 NS USD 638305.50000000 0.014896196798 Long EC US N 1 N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369105 27200.00000000 NS USD 7273552.00000000 0.169743582053 Long EC US N 1 N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 167661.00000000 NS USD 1490506.29000000 0.034784088535 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 23500.00000000 NS USD 3666235.00000000 0.085559278541 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 18800.00000000 NS USD 5905644.00000000 0.137820581594 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 31800.00000000 NS USD 3420726.00000000 0.079829811413 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 28688.00000000 NS USD 3882347.04000000 0.090602705988 Long EC US N 1 N N N N/A N/A N/A 49924519.15700000 NS USD 49936154.31000000 1.165364832282 Long EC US N 2 N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 73300.00000000 NS USD 22610851.00000000 0.527671602818 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 21896.00000000 NS USD 8991592.40000000 0.209837655982 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141G104 52691.00000000 NS USD 10353254.59000000 0.241614897373 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 14457.00000000 NS USD 10085636.91000000 0.235369477856 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 133982.00000000 NS USD 4370492.84000000 0.101994611436 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 722452.00000000 NS USD 45463904.36000000 1.060995505390 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 14400.00000000 NS USD 4075200.00000000 0.095103334050 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106L109 65400.00000000 NS USD 6981450.00000000 0.162926769607 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973304 237283.00000000 NS USD 8437783.48000000 0.196913363991 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 640157.00000000 NS USD 29882528.76000000 0.697371445553 Long EC US N 1 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 30491.00000000 NS USD 518347.00000000 0.012096713755 Long EC US N 1 N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 4000.00000000 NS USD 3180000.00000000 0.074211965616 Long EC US N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 59490.00000000 NS USD 782293.50000000 0.018256458592 Long EC US N 1 N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 192700.00000000 NS USD 8517340.00000000 0.198769982145 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 54992.00000000 NS USD 3918729.92000000 0.091451776755 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 78096.00000000 NS USD 5313651.84000000 0.124005203662 Long EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 704343.00000000 NS USD 33681682.26000000 0.786032655903 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 104300.00000000 NS USD 17377423.00000000 0.405538590620 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 97591.00000000 NS USD 4974213.27000000 0.116083693132 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 422670.00000000 NS USD 34117922.40000000 0.796213233976 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431109 36860.00000000 NS USD 7351727.00000000 0.171567959541 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466L302 146991.00000000 NS USD 25692556.89000000 0.599589669343 Long EC US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866F104 93000.00000000 NS USD 9044250.00000000 0.211066531454 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 30200.00000000 NS USD 4515504.00000000 0.105378750813 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 36291.00000000 NS USD 1688257.32000000 0.039399023328 Long EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 264662.00000000 NS USD 2702199.02000000 0.063061478226 Long EC JE N 1 N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 63700.00000000 NS USD 6372548.00000000 0.148716765114 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 123182.00000000 NS USD 4492447.54000000 0.104840679990 Long EC US N 1 N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513E101 243408.00000000 NS USD 15704684.16000000 0.366501723551 Long EC US N 1 N N N 2020-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO