S&P GLOBAL INC COMMON STOCK

NPORT-P false 0000939934 XXXXXXXX S000006769 C000018358 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LARGE CAP DISCIPLINED EQUITY FUND S000006769 DGG1WDZFS2W72E5YPY62 2021-05-31 2021-02-28 N 1620058063.36 19536990.73 1600521072.63 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 48508333.39000000 N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 S&P GLOBAL INC COMMON STOCK 78409V104 359.00000000 NS USD 118240.24000000 0.007387609074 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 PPG INDUSTRIES INC COMMON STOCK 693506107 4200.00000000 NS USD 566244.00000000 0.035378728195 Long EC US N 1 N N N UFP INDUSTRIES, INC. 5493007KB485C9OV5572 UFP INDUSTRIES INC COMMON STOCK 90278Q108 21300.00000000 NS USD 1299300.00000000 0.081179812138 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 101100.00000000 NS USD 3691161.00000000 0.230622455594 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 HOLOGIC INC COMMON STOCK 436440101 600.00000000 NS USD 43254.00000000 0.002702494877 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC REIT 46284V101 3591.00000000 NS USD 124930.89000000 0.007805638559 Long EC US N 1 N N N GODADDY INC. N/A GODADDY INC - CLASS A COMMON STOCK 380237107 37415.00000000 NS USD 3035104.80000000 0.189632292376 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 CMS ENERGY CORP COMMON STOCK 125896100 20484.00000000 NS USD 1108389.24000000 0.069251774247 Long EC US N 1 N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMMON STOCK 90353T100 861.00000000 NS USD 44556.75000000 0.002783890244 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 VERISIGN INC COMMON STOCK 92343E102 2300.00000000 NS USD 446269.00000000 0.027882731919 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC COMMON STOCK 037833100 554699.00000000 NS USD 67262800.74000000 4.202556398053 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP COMMON STOCK 539830109 9200.00000000 NS USD 3038300.00000000 0.189831927361 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 CROWN HOLDINGS INC COMMON STOCK 228368106 9158.00000000 NS USD 875138.48000000 0.054678347880 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 3205.00000000 NS USD 145122.40000000 0.009067197082 Long EC US N 1 N N N Markel Corporation 549300SCNO12JLWIK605 MARKEL CORP COMMON STOCK 570535104 516.00000000 NS USD 561820.80000000 0.035102368197 Long EC US N 1 N N N BOOZ ALLEN HAMILTON HOLDING CORPORATION 529900JPV47PIUWMA015 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 7000.00000000 NS USD 539980.00000000 0.033737762609 Long EC US N 1 N N N UBIQUITI INC. N/A UBIQUITI INC COMMON STOCK 90353W103 3700.00000000 NS USD 1180004.00000000 0.073726239546 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 37100.00000000 NS USD 6805624.00000000 0.425213020708 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COMMON STOCK 713448108 32960.00000000 NS USD 4258102.40000000 0.266044757099 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP COMMON STOCK 30231G102 150826.00000000 NS USD 8200409.62000000 0.512358741177 Long EC US N 1 N N N WORKDAY, INC. 549300J0DYC0N31V7G13 WORKDAY INC-CLASS A COMMON STOCK 98138H101 1865.00000000 NS USD 457260.70000000 0.028569489513 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 43739.00000000 NS USD 2699571.08000000 0.168668262240 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 7500.00000000 NS USD 705525.00000000 0.044080956637 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 ROBERT HALF INTL INC COMMON STOCK 770323103 8693.00000000 NS USD 676228.47000000 0.042250519631 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 MARATHON OIL CORP COMMON STOCK 565849106 51132.00000000 NS USD 567565.20000000 0.035461276312 Long EC US N 1 N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 CIMAREX ENERGY CO COMMON STOCK 171798101 26700.00000000 NS USD 1548333.00000000 0.096739307371 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 COPART INC COMMON STOCK 217204106 10131.00000000 NS USD 1105899.96000000 0.069096244898 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 INCYTE CORP COMMON STOCK 45337C102 11300.00000000 NS USD 888858.00000000 0.055535538719 Long EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC COMMON STOCK 042735100 25500.00000000 NS USD 2556630.00000000 0.159737353273 Long EC US N 1 N N N MANPOWERGROUP INC. ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC COMMON STOCK 56418H100 29197.00000000 NS USD 2757364.68000000 0.172279186269 Long EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 NETAPP INC COMMON STOCK 64110D104 20300.00000000 NS USD 1270780.00000000 0.079397892457 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 MOSAIC CO/THE COMMON STOCK 61945C103 6563.00000000 NS USD 192952.20000000 0.012055586352 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 AES CORP COMMON STOCK 00130H105 203601.00000000 NS USD 5407642.56000000 0.337867626517 Long EC US N 1 N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 MONSTER BEVERAGE CORP COMMON STOCK 61174X109 28000.00000000 NS USD 2456720.00000000 0.153495011219 Long EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 TESLA INC COMMON STOCK 88160R101 8410.00000000 NS USD 5680955.00000000 0.354944092717 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 94420.00000000 NS USD 11663702.60000000 0.728744082127 Long EC US N 1 N N N ALLEGRO MICROSYSTEMS, INC N/A ALLEGRO MICROSYSTEMS INC COMMON STOCK 01749D105 2272.00000000 NS USD 59390.08000000 0.003710671544 Long EC US N 1 N N N LIBERTY GLOBAL PLC 549300BSGXG3QLIQYT84 LIBERTY GLOBAL PLC- C COMMON STOCK G5480U120 49056.00000000 NS USD 1192060.80000000 0.074479544217 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 22700.00000000 NS USD 2699711.00000000 0.168677004393 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A ACCENTURE PLC-CL A COMMON STOCK G1151C101 32974.00000000 NS USD 8273176.60000000 0.516905196781 Long EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 SL GREEN REALTY CORP REIT 78440X804 1778.00000000 NS USD 122806.46000000 0.007672904912 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 68400.00000000 NS USD 4194972.00000000 0.262100391662 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 ABBOTT LABORATORIES COMMON STOCK 002824100 85431.00000000 NS USD 10232925.18000000 0.639349606511 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC COMMON STOCK 26614N102 1600.00000000 NS USD 112512.00000000 0.007029710631 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS COMMON STOCK 20825C104 57400.00000000 NS USD 2985374.00000000 0.186525129287 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 54300.00000000 NS USD 2095980.00000000 0.130956101474 Long EC US N 1 N N N PAYCHEX, INC. 529900K900DW6SUBM174 PAYCHEX INC COMMON STOCK 704326107 14612.00000000 NS USD 1330714.84000000 0.083142600416 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 BIOGEN INC COMMON STOCK 09062X103 3366.00000000 NS USD 918514.08000000 0.057388440284 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 JABIL INC COMMON STOCK 466313103 7700.00000000 NS USD 332409.00000000 0.020768798717 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 BORGWARNER INC COMMON STOCK 099724106 168378.00000000 NS USD 7577010.00000000 0.473408949720 Long EC US N 1 N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LYONDELLBASELL INDU-CL A COMMON STOCK N53745100 22170.00000000 NS USD 2285505.30000000 0.142797576307 Long EC US N 1 N N N INVITATION HOMES INC. N/A INVITATION HOMES INC REIT 46187W107 74500.00000000 NS USD 2170930.00000000 0.135638951409 Long EC US N 1 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 NORTONLIFELOCK INC COMMON STOCK 668771108 21400.00000000 NS USD 417514.00000000 0.026086129519 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 SBA COMMUNICATIONS CORP REIT 78410G104 2062.00000000 NS USD 526078.06000000 0.032869174233 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 100305.00000000 NS USD 5478659.10000000 0.342304715238 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 14531.00000000 NS USD 4153831.66000000 0.259529957526 Long EC US N 1 N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 TAPESTRY INC COMMON STOCK 876030107 24086.00000000 NS USD 1014984.04000000 0.063415849835 Long EC US N 1 N N N SEAGEN INC. N/A SEAGEN INC COMMON STOCK 81181C104 8100.00000000 NS USD 1223991.00000000 0.076474532009 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 61687.00000000 NS USD 8014375.04000000 0.500735365316 Long EC US N 1 N N N WARNER MUSIC GROUP CORP. N/A WARNER MUSIC GROUP CORP-CL A COMMON STOCK 934550203 18125.00000000 NS USD 642893.75000000 0.040167777918 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 QUALCOMM INC COMMON STOCK 747525103 110403.00000000 NS USD 15035784.57000000 0.939430590894 Long EC US N 1 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 OWENS CORNING COMMON STOCK 690742101 28200.00000000 NS USD 2284764.00000000 0.142751260140 Long EC US N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 25723.00000000 NS USD 6684121.55000000 0.417621589887 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 47700.00000000 NS USD 5084820.00000000 0.317697785237 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 HP INC COMMON STOCK 40434L105 55310.00000000 NS USD 1602330.70000000 0.100113064888 Long EC US N 1 N N N CDW CORPORATION 9845001B052ABF0B6755 CDW CORP/DE COMMON STOCK 12514G108 6421.00000000 NS USD 1007390.69000000 0.062941419967 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 POOL CORP COMMON STOCK 73278L105 2638.00000000 NS USD 883123.26000000 0.055177234158 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 DOW INC COMMON STOCK 260557103 10958.00000000 NS USD 649918.98000000 0.040606711846 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 19286.00000000 NS USD 1325526.78000000 0.082818452232 Long EC US N 1 N N N THE BLACKSTONE GROUP INC. 5299004LW4QWGZUB8Y96 BLACKSTONE GROUP INC/THE-A COMMON STOCK 09260D107 10100.00000000 NS USD 699223.00000000 0.043687209869 Long EC US N 1 N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 ELEMENT SOLUTIONS INC COMMON STOCK 28618M106 14700.00000000 NS USD 265335.00000000 0.016578038523 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 PENTAIR PLC COMMON STOCK G7S00T104 2500.00000000 NS USD 139825.00000000 0.008736217372 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 Vistra Corp. COMMON STOCK 92840M102 73000.00000000 NS USD 1259250.00000000 0.078677502066 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 METLIFE INC COMMON STOCK 59156R108 61800.00000000 NS USD 3559680.00000000 0.222407568439 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 16800.00000000 NS USD 3098928.00000000 0.193619943716 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 CORTEVA INC COMMON STOCK 22052L104 42100.00000000 NS USD 1900815.00000000 0.118762260147 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 MCKESSON CORP COMMON STOCK 58155Q103 2900.00000000 NS USD 491608.00000000 0.030715496872 Long EC US N 1 N N N RESMED INC. 529900T3QE5253CCXF22 RESMED INC COMMON STOCK 761152107 3700.00000000 NS USD 713286.00000000 0.044565861218 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 17173.00000000 NS USD 3053702.86000000 0.190794292697 Long EC US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP COMMON STOCK 316773100 94600.00000000 NS USD 3281674.00000000 0.205037850242 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 14357.00000000 NS USD 4586774.36000000 0.286580066856 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 EPAM SYSTEMS INC COMMON STOCK 29414B104 5939.00000000 NS USD 2218869.79000000 0.138634212816 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 DANAHER CORP COMMON STOCK 235851102 40893.00000000 NS USD 8982965.31000000 0.561252548536 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 GENERAL MOTORS CO COMMON STOCK 37045V100 93899.00000000 NS USD 4819835.67000000 0.301141656453 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 24611.00000000 NS USD 4476987.01000000 0.279720591409 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 101114.00000000 NS USD 14880947.38000000 0.929756417111 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 CROWN CASTLE INTL CORP REIT 22822V101 86849.00000000 NS USD 13526731.75000000 0.845145495508 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 3400.00000000 NS USD 426122.00000000 0.026623954366 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC COMMON STOCK 038222105 65145.00000000 NS USD 7699487.55000000 0.481061304450 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 177234.00000000 NS USD 5708707.14000000 0.356678036773 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC COMMON STOCK 172967424 148588.00000000 NS USD 9788977.44000000 0.611611906109 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 PERRIGO CO PLC COMMON STOCK G97822103 41700.00000000 NS USD 1683012.00000000 0.105154004453 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 1339.00000000 NS USD 375790.35000000 0.023479250378 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 101415.00000000 NS USD 6226881.00000000 0.389053359339 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 INTUIT INC COMMON STOCK 461202103 12638.00000000 NS USD 4930589.32000000 0.308061505988 Long EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 3700.00000000 NS USD 427683.00000000 0.026721485103 Long EC US N 1 N N N VMWARE, INC. 549300BUDHS3LRWBE814 VMWARE INC-CLASS A COMMON STOCK 928563402 4000.00000000 NS USD 552840.00000000 0.034541250937 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 83969.00000000 NS USD 16625022.31000000 1.038725612195 Long EC US N 1 N N N WESTLAKE CHEMICAL CORPORATION GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP COMMON STOCK 960413102 1058.00000000 NS USD 90554.22000000 0.005657796173 Long EC US N 1 N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 53494.00000000 NS USD 5414662.68000000 0.338306241173 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 ADOBE INC COMMON STOCK 00724F101 22712.00000000 NS USD 10440025.04000000 0.652289133740 Long EC US N 1 N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 AGCO CORP COMMON STOCK 001084102 25026.00000000 NS USD 3240366.48000000 0.202456970758 Long EC US N 1 N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 SCOTTS MIRACLE-GRO CO COMMON STOCK 810186106 2828.00000000 NS USD 602788.20000000 0.037661997102 Long EC US N 1 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 NEXSTAR MEDIA GROUP INC-CL A COMMON STOCK 65336K103 8784.00000000 NS USD 1208239.20000000 0.075490365023 Long EC US N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 EMERSON ELECTRIC CO COMMON STOCK 291011104 131192.00000000 NS USD 11269392.80000000 0.704107742954 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 372703.00000000 NS USD 20610475.90000000 1.287735366466 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 HESS CORP COMMON STOCK 42809H107 10472.00000000 NS USD 686230.16000000 0.042875421744 Long EC US N 1 N N N HERMAN MILLER, INC. U98HXD3PNK7HYU2MU887 HERMAN MILLER INC COMMON STOCK 600544100 11200.00000000 NS USD 429576.00000000 0.026839759085 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 SERVICENOW INC COMMON STOCK 81762P102 1534.00000000 NS USD 818327.64000000 0.051128826354 Long EC US N 1 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 PERKINELMER INC COMMON STOCK 714046109 40689.00000000 NS USD 5130476.01000000 0.320550356864 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC COMMON STOCK 858119100 12659.00000000 NS USD 526361.22000000 0.032886865971 Long EC US N 1 N N N AFFILIATED MANAGERS GROUP, INC. 2JE75BUE3T1BLCYYGK54 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 10000.00000000 NS USD 1399700.00000000 0.087452769222 Long EC US N 1 N N N CONCENTRIX CORPORATION N/A CONCENTRIX CORP COMMON STOCK 20602D101 310.00000000 NS USD 38288.10000000 0.002392227172 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 143043.00000000 NS USD 9745519.59000000 0.608896674755 Long EC US N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 TWITTER INC COMMON STOCK 90184L102 3243.00000000 NS USD 249905.58000000 0.015614013728 Long EC US N 1 N N N Trinseo S.A. 222100SZ6J5ZF05ZTR58 TRINSEO SA COMMON STOCK L9340P101 2800.00000000 NS USD 181188.00000000 0.011320563227 Long EC US N 1 N N N CHEWY, INC. N/A CHEWY INC - CLASS A COMMON STOCK 16679L109 9000.00000000 NS USD 914040.00000000 0.057108901321 Long EC US N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 53424.00000000 NS USD 5107868.64000000 0.319137856248 Long EC US N 1 N N N OVINTIV INC. N/A OVINTIV INC COMMON STOCK 69047Q102 11925.00000000 NS USD 275109.75000000 0.017188761504 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 163321.00000000 NS USD 11860371.02000000 0.741031856613 Long EC US N 1 N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 BROWN & BROWN INC COMMON STOCK 115236101 22176.00000000 NS USD 1017878.40000000 0.063596688441 Long EC US N 1 N N N MEDIFAST, INC. 5299000YHQJ21T5KKI80 MEDIFAST INC COMMON STOCK 58470H101 1500.00000000 NS USD 379485.00000000 0.023710090825 Long EC US N 1 N N N AUTONATION, INC. N/A AUTONATION INC COMMON STOCK 05329W102 20400.00000000 NS USD 1530408.00000000 0.095619359605 Long EC US N 1 N N N HERBALIFE NUTRITION LTD. 549300BA7TYPBSZZIA41 HERBALIFE NUTRITION LTD COMMON STOCK G4412G101 43000.00000000 NS USD 1934140.00000000 0.120844394558 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 38100.00000000 NS USD 2008632.00000000 0.125498628812 Long EC US N 1 N N N Snowflake Inc. 254900CJNSY1K7T53Z16 SNOWFLAKE INC-CLASS A COMMON STOCK 833445109 1232.00000000 NS USD 319753.28000000 0.019978073732 Long EC US N 1 N N N ASPEN TECHNOLOGY, INC. 529900B0MZWTVFG7CB96 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 2595.00000000 NS USD 390573.45000000 0.024402893325 Long EC US N 1 N N N POPULAR, INC. 5493008CARDZMVQ3LO89 POPULAR INC COMMON STOCK 733174700 4600.00000000 NS USD 307372.00000000 0.019204495664 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 IDEXX LABORATORIES INC COMMON STOCK 45168D104 3100.00000000 NS USD 1612527.00000000 0.100750126166 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 EQUINIX INC REIT 29444U700 683.00000000 NS USD 442816.22000000 0.027667003426 Long EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 43087.00000000 NS USD 7497999.74000000 0.468472416153 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP REIT 03027X100 2057.00000000 NS USD 444579.41000000 0.027777166924 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 NETFLIX INC COMMON STOCK 64110L106 3586.00000000 NS USD 1932316.10000000 0.120730437920 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 ROSS STORES INC COMMON STOCK 778296103 63702.00000000 NS USD 7430201.28000000 0.464236391951 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC COMMON STOCK 285512109 19800.00000000 NS USD 2652606.00000000 0.165733900375 Long EC US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 SEMPRA ENERGY COMMON STOCK 816851109 21000.00000000 NS USD 2435580.00000000 0.152174191371 Long EC US N 1 N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 HOWMET AEROSPACE INC COMMON STOCK 443201108 7169.00000000 NS USD 201520.59000000 0.012590936379 Long EC US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 ANTHEM INC COMMON STOCK 036752103 10000.00000000 NS USD 3031900.00000000 0.189432057587 Long EC US N 1 N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 KIMCO REALTY CORP REIT 49446R109 23820.00000000 NS USD 436620.60000000 0.027279903243 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 MCDONALD'S CORP COMMON STOCK 580135101 26795.00000000 NS USD 5523521.30000000 0.345107689892 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP COMMON STOCK 31428X106 1500.00000000 NS USD 381750.00000000 0.023851607237 Long EC US N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 PVH CORP COMMON STOCK 693656100 14400.00000000 NS USD 1439424.00000000 0.089934710927 Long EC US N 1 N N N CACI INTERNATIONAL INC. SYRPI2D1O9WRTS2WX210 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 2700.00000000 NS USD 597618.00000000 0.037338964804 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN CO/THE COMMON STOCK 842587107 43500.00000000 NS USD 2467320.00000000 0.154157295532 Long EC US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP COMMON STOCK 91529Y106 89500.00000000 NS USD 2369960.00000000 0.148074276592 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP COMMON STOCK 126408103 52165.00000000 NS USD 4775705.75000000 0.298384434398 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 50300.00000000 NS USD 1907376.00000000 0.119172189146 Long EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 66696.00000000 NS USD 9037974.96000000 0.564689532337 Long EC US N 1 N N N ASHLAND GLOBAL HOLDINGS INC. 529900E4L9R04SB8HB11 ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 044186104 4882.00000000 NS USD 410673.84000000 0.025658758701 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 L BRANDS INC COMMON STOCK 501797104 561.00000000 NS USD 30664.26000000 0.001915892300 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A BAKER HUGHES CO COMMON STOCK 05722G100 29421.00000000 NS USD 720226.08000000 0.044999475003 Long EC US N 1 N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 GLOBE LIFE INC COMMON STOCK 37959E102 4588.00000000 NS USD 428519.20000000 0.026773730588 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 TRAVELERS COS INC/THE COMMON STOCK 89417E109 22600.00000000 NS USD 3288300.00000000 0.205451840418 Long EC US N 1 N N N EVERCORE INC. 529900P6KLPT95DW3W58 EVERCORE INC - A COMMON STOCK 29977A105 9400.00000000 NS USD 1125838.00000000 0.070341966704 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO COMMON STOCK 949746101 217416.00000000 NS USD 7863936.72000000 0.491336031401 Long EC US N 1 N N N SONIC AUTOMOTIVE, INC. 549300NTLRGJ2JCBZU03 SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 1000.00000000 NS USD 46110.00000000 0.002880936764 Long EC US N 1 N N N ADIENT PUBLIC LIMITED COMPANY 5493002QLDY8O75RTR78 ADIENT PLC COMMON STOCK G0084W101 5800.00000000 NS USD 215064.00000000 0.013437123926 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 COMERICA INC COMMON STOCK 200340107 45000.00000000 NS USD 3064500.00000000 0.191468894249 Long EC US N 1 N N N Aon plc 635400FALWQYX5E6QC64 AON PLC-CLASS A COMMON STOCK G0403H108 1353.00000000 NS USD 308091.63000000 0.019249457896 Long EC US N 1 N N N GATES INDUSTRIAL CORPORATION PLC 549300S6K4FWUSB9KM27 GATES INDUSTRIAL CORP PLC COMMON STOCK G39108108 28037.00000000 NS USD 420555.00000000 0.026276130142 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 SYNOPSYS INC COMMON STOCK 871607107 3970.00000000 NS USD 973483.70000000 0.060822923024 Long EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 ZILLOW GROUP INC - C COMMON STOCK 98954M200 281.00000000 NS USD 45333.73000000 0.002832435684 Long EC US N 1 N N N GMS Inc. 52990057RENOQO4U0D72 GMS INC COMMON STOCK 36251C103 10000.00000000 NS USD 366000.00000000 0.022867552715 Long EC US N 1 N N N PACWEST BANCORP 549300YI8VMFO7G36V04 PACWEST BANCORP COMMON STOCK 695263103 24800.00000000 NS USD 898752.00000000 0.056153712398 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP COMMON STOCK 049560105 25142.00000000 NS USD 2127264.62000000 0.132910753652 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 34031.00000000 NS USD 5194151.53000000 0.324528781209 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 NEWS CORP - CLASS A COMMON STOCK 65249B109 119111.00000000 NS USD 2793152.95000000 0.174515224932 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP COMMON STOCK 594918104 308912.00000000 NS USD 71784970.56000000 4.485099995718 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 13117.00000000 NS USD 5903699.36000000 0.368861082865 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 DEERE & CO COMMON STOCK 244199105 28907.00000000 NS USD 10092011.84000000 0.630545390034 Long EC US N 1 N N N ETSY, INC. 54930089Q7XT501AEA40 ETSY INC COMMON STOCK 29786A106 5400.00000000 NS USD 1189458.00000000 0.074316922178 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 150751.00000000 NS USD 11077183.48000000 0.692098571485 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 39549.00000000 NS USD 6341682.15000000 0.396226095266 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 30300.00000000 NS USD 1714374.00000000 0.107113491307 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 28726.00000000 NS USD 3217312.00000000 0.201016534865 Long EC US N 1 N N N ENTEGRIS, INC. IYX6OWO7BT5DKO3BYG52 ENTEGRIS INC COMMON STOCK 29362U104 3600.00000000 NS USD 378756.00000000 0.023664543158 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 61135.00000000 NS USD 12370667.25000000 0.772914987596 Long EC US N 1 N N N PENN NATIONAL GAMING, INC. N/A PENN NATIONAL GAMING INC COMMON STOCK 707569109 16300.00000000 NS USD 1887214.00000000 0.117912474398 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 214317.00000000 NS USD 9344221.20000000 0.583823690908 Long EC US N 1 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP COMMON STOCK 857477103 74611.00000000 NS USD 5429442.47000000 0.339229677312 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 LKQ CORP COMMON STOCK 501889208 13200.00000000 NS USD 519948.00000000 0.032486170216 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 2284.00000000 NS USD 769411.08000000 0.048072536698 Long EC US N 1 N N N ROKU, INC. 549300KR6ITU0YIR1T71 ROKU INC COMMON STOCK 77543R102 1646.00000000 NS USD 650960.08000000 0.040671759412 Long EC US N 1 N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 BOISE CASCADE CO COMMON STOCK 09739D100 4200.00000000 NS USD 209748.00000000 0.013104982095 Long EC US N 1 N N N UNILEVER PLC 549300MKFYEKVRWML317 UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT 904767704 73091.00000000 NS USD 3805117.46000000 0.237742415583 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 QORVO INC COMMON STOCK 74736K101 7500.00000000 NS USD 1310475.00000000 0.081878022252 Long EC US N 1 N N N CISCO SYSTEMS, INC. N/A CISCO SYSTEMS INC COMMON STOCK 17275R102 259406.00000000 NS USD 11639547.22000000 0.727234862386 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 BLACKROCK INC COMMON STOCK 09247X101 1607.00000000 NS USD 1116061.50000000 0.069731134384 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 21134.00000000 NS USD 5082938.34000000 0.317580219774 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 2955.00000000 NS USD 271387.20000000 0.016956177874 Long EC US N 1 N N N American Outdoor Brands Inc N/A AMERICAN OUTDOOR BRANDS INC COMMON STOCK 02875D109 5750.00000000 NS USD 115057.50000000 0.007188752586 Long EC US N 1 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 APTARGROUP INC COMMON STOCK 038336103 36677.00000000 NS USD 4770577.39000000 0.298064016249 Long EC US N 1 N N N FRANKLIN STREET PROPERTIES CORP. 549300STLK2T6QY5WO82 FRANKLIN STREET PROPERTIES C REIT 35471R106 13800.00000000 NS USD 68448.00000000 0.004276607235 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 PARKER HANNIFIN CORP COMMON STOCK 701094104 16204.00000000 NS USD 4649899.84000000 0.290524124893 Long EC US N 1 N N N TPG RE Finance Trust Inc N/A TPG RE FINANCE TRUST INC REIT 87266M107 54300.00000000 NS USD 566892.00000000 0.035419215010 Long EC US N 1 N N N WATSCO, INC. 549300F1Y3LN5BX5WN75 WATSCO INC COMMON STOCK 942622200 232.00000000 NS USD 56399.20000000 0.003523802401 Long EC US N 1 N N N ONEMAIN HOLDINGS, INC. 549300E3VEW8SMS5XW09 ONEMAIN HOLDINGS INC COMMON STOCK 68268W103 39047.00000000 NS USD 1831694.77000000 0.114443652215 Long EC US N 1 N N N FLOOR & DECOR HOLDINGS, INC. 549300M5FR3N688XGQ36 FLOOR & DECOR HOLDINGS INC-A COMMON STOCK 339750101 4302.00000000 NS USD 409077.18000000 0.025558999940 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 WATERS CORP COMMON STOCK 941848103 323.00000000 NS USD 88463.24000000 0.005527152470 Long EC US N 1 N N N Asana Inc N/A ASANA INC - CL A COMMON STOCK 04342Y104 8636.00000000 NS USD 299064.68000000 0.018685457199 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 152540.00000000 NS USD 9840355.40000000 0.614821983182 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 MASCO CORP COMMON STOCK 574599106 38300.00000000 NS USD 2038326.00000000 0.127353899605 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 9731.00000000 NS USD 1702827.69000000 0.106392081873 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 1979.00000000 NS USD 891678.03000000 0.055711733212 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 29243.00000000 NS USD 9679433.00000000 0.604767607595 Long EC US N 1 N N N FEDERATED HERMES, INC. R05X5UQ874RGFF7HHD84 FEDERATED HERMES INC COMMON STOCK 314211103 32700.00000000 NS USD 873744.00000000 0.054591221255 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 18342.00000000 NS USD 2141245.08000000 0.133784247931 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE INC -CL B COMMON STOCK 654106103 32400.00000000 NS USD 4366872.00000000 0.272840643880 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 AMETEK INC COMMON STOCK 031100100 36842.00000000 NS USD 4346250.74000000 0.271552234726 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 SIMON PROPERTY GROUP INC REIT 828806109 9794.00000000 NS USD 1105938.48000000 0.069098651614 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 2100.00000000 NS USD 113043.00000000 0.007062887326 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 50766.00000000 NS USD 4265359.32000000 0.266498166937 Long EC US N 1 N N N NAUTILUS, INC. 549300LLLHX2HF71YE90 NAUTILUS INC COMMON STOCK 63910B102 15700.00000000 NS USD 289037.00000000 0.018058931240 Long EC US N 1 N N N N/A N/A N/A MACSWAP01 1.00000000 NC USD -668425.19000000 -0.04176297341 N/A DE US N 2 N/A N/A Y 2022-02-28 0.00000000 USD 0.00000000 USD -58296865.00000000 USD -668425.19000000 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 ZOETIS INC COMMON STOCK 98978V103 21789.00000000 NS USD 3382524.36000000 0.211338945662 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 EATON CORP PLC COMMON STOCK G29183103 11897.00000000 NS USD 1548870.43000000 0.096772885811 Long EC US N 1 N N N YETI HOLDINGS, INC. 549300DSQICIGNT5GO63 YETI HOLDINGS INC COMMON STOCK 98585X104 3600.00000000 NS USD 247572.00000000 0.015468212461 Long EC US N 1 N N N ENVISTA HOLDINGS CORPORATION 549300BX623VURJZ5269 ENVISTA HOLDINGS CORP COMMON STOCK 29415F104 15600.00000000 NS USD 601224.00000000 0.037564266430 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 PROGRESSIVE CORP COMMON STOCK 743315103 127316.00000000 NS USD 10942810.20000000 0.683702975682 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 2200.00000000 NS USD 1247642.00000000 0.077952238263 Long EC US N 1 N N N CHEVRON CORPORATION N/A CHEVRON CORP COMMON STOCK 166764100 79687.00000000 NS USD 7968700.00000000 0.497881604701 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 PACCAR INC COMMON STOCK 693718108 40009.00000000 NS USD 3640418.91000000 0.227452107457 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 4299.00000000 NS USD 2924781.66000000 0.182739340956 Long EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 WEYERHAEUSER CO REIT 962166104 170200.00000000 NS USD 5764674.00000000 0.360174826722 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 7800.00000000 NS USD 1310712.00000000 0.081892829929 Long EC US N 1 N N N LYFT, INC. 549300H7I5VN334XVZ52 LYFT INC-A COMMON STOCK 55087P104 2187.00000000 NS USD 121815.90000000 0.007611015067 Long EC US N 1 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 JONES LANG LASALLE INC COMMON STOCK 48020Q107 3545.00000000 NS USD 616759.10000000 0.038534894075 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO COMMON STOCK 532457108 16866.00000000 NS USD 3455674.74000000 0.215909355965 Long EC US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 9061.00000000 NS USD 1492799.75000000 0.093269609224 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 ILLINOIS TOOL WORKS COMMON STOCK 452308109 22022.00000000 NS USD 4452407.96000000 0.278184900913 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 AVERY DENNISON CORP COMMON STOCK 053611109 30569.00000000 NS USD 5355994.49000000 0.334640673065 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC COMMON STOCK 02005N100 27746.00000000 NS USD 1151459.00000000 0.071942757873 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY CO/THE COMMON STOCK 254687106 32915.00000000 NS USD 6222251.60000000 0.388764116037 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 155747.00000000 NS USD 3213060.61000000 0.200750909497 Long EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP COMMON STOCK 26441C204 31100.00000000 NS USD 2661849.00000000 0.166311399800 Long EC US N 1 N N N Ares Management Corporation 529900JUV61FH7B8VW38 ARES MANAGEMENT CORP - A COMMON STOCK 03990B101 12524.00000000 NS USD 650997.52000000 0.040674098650 Long EC US N 1 N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 MEDICAL PROPERTIES TRUST INC REIT 58463J304 43600.00000000 NS USD 941324.00000000 0.058813596152 Long EC US N 1 N N N STERIS plc N/A STERIS PLC COMMON STOCK G8473T100 1148.00000000 NS USD 200670.40000000 0.012537816804 Long EC US N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 AMERCO COMMON STOCK 023586100 1168.00000000 NS USD 671272.96000000 0.041940901090 Long EC US N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 AUTODESK INC COMMON STOCK 052769106 15800.00000000 NS USD 4360800.00000000 0.272461267431 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 AMERICAN WATER WORKS CO INC COMMON STOCK 030420103 1479.00000000 NS USD 209840.52000000 0.013110762712 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO COMMON STOCK 929160109 6746.00000000 NS USD 1126514.54000000 0.070384236687 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 36172.00000000 NS USD 6332270.32000000 0.395638047401 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL A COMMON STOCK 02079K305 10920.00000000 NS USD 22079257.20000000 1.379504311287 Long EC US N 1 N N N HIBBETT SPORTS, INC. 529900RD6P643J1CZM55 HIBBETT SPORTS INC COMMON STOCK 428567101 5400.00000000 NS USD 347004.00000000 0.021680689241 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 DEVON ENERGY CORP COMMON STOCK 25179M103 7106.00000000 NS USD 153063.24000000 0.009563338003 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A MDU RESOURCES GROUP INC COMMON STOCK 552690109 5400.00000000 NS USD 151740.00000000 0.009480662428 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMMON STOCK 871829107 69973.00000000 NS USD 5571949.99000000 0.348133497601 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 218977.00000000 NS USD 8470030.36000000 0.529204551245 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 NVIDIA CORP COMMON STOCK 67066G104 8103.00000000 NS USD 4445143.74000000 0.277731034974 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC COMMON STOCK 25746U109 18502.00000000 NS USD 1264056.64000000 0.078977819262 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 6000.00000000 NS USD 1749960.00000000 0.109336892211 Long EC US N 1 N N N VIRTU FINANCIAL, INC. 5493001OPW2K42CH3884 VIRTU FINANCIAL INC-CLASS A COMMON STOCK 928254101 12742.00000000 NS USD 347474.34000000 0.021710075921 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 783965593 79707301.86000000 NS USD 79707301.86000000 4.980084500169 Long STIV RF US N 2 N N N EMCOR GROUP, INC. 529900X0SQJB2J7YDU43 EMCOR GROUP INC COMMON STOCK 29084Q100 6400.00000000 NS USD 623168.00000000 0.038935319919 Long EC US N 1 N N N ZOOM VIDEO COMMUNICATIONS, INC. 549300T9GCHU0ODOM055 ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK 98980L101 800.00000000 NS USD 298888.00000000 0.018674418294 Long EC US N 1 N N N DECKERS OUTDOOR CORPORATION 5493008LG4W3I6K8J118 DECKERS OUTDOOR CORP COMMON STOCK 243537107 2300.00000000 NS USD 750053.00000000 0.046863050591 Long EC US N 1 N N N TEMPUR SEALY INTERNATIONAL, INC. 549300HFEKVR3US71V91 TEMPUR SEALY INTERNATIONAL I COMMON STOCK 88023U101 28630.00000000 NS USD 956528.30000000 0.059763555529 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 FREEPORT-MCMORAN INC COMMON STOCK 35671D857 154246.00000000 NS USD 5230481.86000000 0.326798687592 Long EC US N 1 N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 OSHKOSH CORP COMMON STOCK 688239201 28062.00000000 NS USD 2974572.00000000 0.185850224084 Long EC US N 1 N N N MKS INSTRUMENTS, INC. 549300KEQATBHAGVF505 MKS INSTRUMENTS INC COMMON STOCK 55306N104 10400.00000000 NS USD 1714960.00000000 0.107150104383 Long EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 GAMING AND LEISURE PROPERTIE REIT 36467J108 25038.00000000 NS USD 1111687.20000000 0.069457829641 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 157630.00000000 NS USD 24978049.80000000 1.560619864814 Long EC US N 1 N N N WERNER ENTERPRISES, INC. 549300P6XRGOCHHJST37 WERNER ENTERPRISES INC COMMON STOCK 950755108 27700.00000000 NS USD 1188884.00000000 0.074281058858 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY COMMON STOCK 617446448 47876.00000000 NS USD 3680228.12000000 0.229939373053 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 EOG RESOURCES INC COMMON STOCK 26875P101 23400.00000000 NS USD 1510704.00000000 0.094388260538 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 DARDEN RESTAURANTS INC COMMON STOCK 237194105 11200.00000000 NS USD 1538096.00000000 0.096099703171 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 79471.00000000 NS USD 4483753.82000000 0.280143379345 Long EC US N 1 N N N MGM GROWTH PROPERTIES LLC 549300E2UGIBHWE12262 MGM GROWTH PROPERTIES LLC-A REIT 55303A105 58900.00000000 NS USD 1944878.00000000 0.121515301064 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 148900.00000000 NS USD 4152821.00000000 0.259466811841 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 TJX COMPANIES INC COMMON STOCK 872540109 24240.00000000 NS USD 1599597.60000000 0.099942301751 Long EC US N 1 N N N SYKES ENTERPRISES, INCORPORATED 549300JJ24XHULP7Q562 SYKES ENTERPRISES INC COMMON STOCK 871237103 6500.00000000 NS USD 265590.00000000 0.016593970834 Long EC US N 1 N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES CORP COMMON STOCK 75513E101 104339.00000000 NS USD 7511364.61000000 0.469307448583 Long EC US N 1 N N N LIBERTY GLOBAL PLC 549300BSGXG3QLIQYT84 LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 17950.00000000 NS USD 442018.75000000 0.027617177777 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 LAM RESEARCH CORP COMMON STOCK 512807108 11634.00000000 NS USD 6598688.46000000 0.412283760135 Long EC US N 1 N N N RELIANCE STEEL & ALUMINUM CO. 549300E287ZOFT3C5Z56 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 7991.00000000 NS USD 1056410.20000000 0.066004141905 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 TE CONNECTIVITY LTD COMMON STOCK H84989104 7298.00000000 NS USD 948958.94000000 0.059290624548 Long EC US N 1 N N N RPM INTERNATIONAL INC. 549300TJCKW4BRXPJ474 RPM INTERNATIONAL INC COMMON STOCK 749685103 16900.00000000 NS USD 1345916.00000000 0.084092363606 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 HERSHEY CO/THE COMMON STOCK 427866108 291.00000000 NS USD 42384.15000000 0.002648146951 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 AMAZON.COM INC COMMON STOCK 023135106 11446.00000000 NS USD 35401676.78000000 2.211884453469 Long EC US N 1 N N N COCA-COLA EUROPEAN PARTNERS PLC 549300LTH67W4GWMRF57 COCA-COLA EUROPEAN PARTNERS COMMON STOCK G25839104 118415.00000000 NS USD 6033244.25000000 0.376955002540 Long EC US N 1 N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 EASTGROUP PROPERTIES INC REIT 277276101 6000.00000000 NS USD 816660.00000000 0.051024632787 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 ENPHASE ENERGY INC COMMON STOCK 29355A107 3999.00000000 NS USD 704063.94000000 0.043989670116 Long EC US N 1 N N N ACUITY BRANDS, INC. N/A ACUITY BRANDS INC COMMON STOCK 00508Y102 8600.00000000 NS USD 1060380.00000000 0.066252173628 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 43400.00000000 NS USD 3189032.00000000 0.199249610300 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP COMMON STOCK 060505104 641199.00000000 NS USD 22256017.29000000 1.390548220238 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC COMMON STOCK 11135F101 17688.00000000 NS USD 8311060.56000000 0.519272173426 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE COMMON STOCK 191216100 143278.00000000 NS USD 7019189.22000000 0.438556501381 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON AND CO COMMON STOCK 075887109 51282.00000000 NS USD 12366654.30000000 0.772664259876 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 1027.00000000 NS USD 1146183.35000000 0.071613137096 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 43349.00000000 NS USD 11080871.38000000 0.692328990195 Long EC US N 1 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 4604.00000000 NS USD 1104545.64000000 0.069011627456 Long EC US N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 GENTEX CORP COMMON STOCK 371901109 12145.00000000 NS USD 429690.10000000 0.026846888013 Long EC US N 1 N N N LHC GROUP, INC. 5299009NPLWAMRQYZX73 LHC GROUP INC COMMON STOCK 50187A107 3511.00000000 NS USD 637983.81000000 0.039861006575 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 WILLIS TOWERS WATSON PLC COMMON STOCK G96629103 27510.00000000 NS USD 6069806.40000000 0.379239392957 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 12555.00000000 NS USD 601761.15000000 0.037597827375 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMMON STOCK 49456B101 87700.00000000 NS USD 1289190.00000000 0.080548142854 Long EC US N 1 N N N ALTICE USA, INC. 54930064K3612MGCER95 ALTICE USA INC- A COMMON STOCK 02156K103 44100.00000000 NS USD 1482201.00000000 0.092607403010 Long EC US N 1 N N N BRUNSWICK CORPORATION YM4O38W15AX4YLLQKU27 BRUNSWICK CORP COMMON STOCK 117043109 18100.00000000 NS USD 1599497.00000000 0.099936016298 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 74800.00000000 NS USD 3249312.00000000 0.203015883737 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 87691.00000000 NS USD 4199521.99000000 0.262384673455 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 GARTNER INC COMMON STOCK 366651107 7344.00000000 NS USD 1314869.76000000 0.082152605328 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 MASTERCARD INC - A COMMON STOCK 57636Q104 12304.00000000 NS USD 4353770.40000000 0.272022060468 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 165573.00000000 NS USD 19900218.87000000 1.243358754239 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 16853.00000000 NS USD 3579408.67000000 0.223640208880 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP COMMON STOCK 493267108 7600.00000000 NS USD 153064.00000000 0.009563385488 Long EC US N 1 N N N SMITH & WESSON BRANDS, INC. 5493004PFHUPOR1PWN79 SMITH & WESSON BRANDS INC COMMON STOCK 831754106 32100.00000000 NS USD 552441.00000000 0.034516321555 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 34679.00000000 NS USD 5965828.37000000 0.372742881803 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 PPL CORP COMMON STOCK 69351T106 101100.00000000 NS USD 2647809.00000000 0.165434185483 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 NEWMONT CORP COMMON STOCK 651639106 41600.00000000 NS USD 2262208.00000000 0.141341969105 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 236680.00000000 NS USD 7926413.20000000 0.495239540143 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 42216.00000000 NS USD 7408063.68000000 0.462853242402 Long EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 LOWE'S COS INC COMMON STOCK 548661107 56928.00000000 NS USD 9094248.00000000 0.568205452306 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 FOX CORP - CLASS A COMMON STOCK 35137L105 38756.00000000 NS USD 1290962.36000000 0.080658879291 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMMON STOCK 125523100 10400.00000000 NS USD 2182960.00000000 0.136390581625 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 KLA CORP COMMON STOCK 482480100 30990.00000000 NS USD 9645017.70000000 0.602617351619 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS COMMON STOCK 571748102 58976.00000000 NS USD 6795214.72000000 0.424562652513 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 UGI CORP COMMON STOCK 902681105 16700.00000000 NS USD 639777.00000000 0.039973044462 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M & T BANK CORP COMMON STOCK 55261F104 20148.00000000 NS USD 3041139.12000000 0.190009314591 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 105437.00000000 NS USD 27162679.94000000 1.697114796206 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 36507.00000000 NS USD 8211154.44000000 0.513030073793 Long EC US N 1 N N N AMERICAN FINANCIAL GROUP, INC. 549300AFOM7IVKIU1G39 AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 13600.00000000 NS USD 1451120.00000000 0.090665472939 Long EC US N 1 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 BUNGE LTD COMMON STOCK G16962105 5116.00000000 NS USD 391783.28000000 0.024478483082 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 154311.00000000 NS USD 5235772.23000000 0.327129228070 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 9600.00000000 NS USD 1569312.00000000 0.098050067995 Long EC US N 1 N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 ENCOMPASS HEALTH CORP COMMON STOCK 29261A100 4474.00000000 NS USD 359888.56000000 0.022485712069 Long EC US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 7900.00000000 NS USD 781784.00000000 0.048845592436 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 UNITED RENTALS INC COMMON STOCK 911363109 4900.00000000 NS USD 1457162.00000000 0.091042974998 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 66780.00000000 NS USD 10889146.80000000 0.680350105113 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 HOME DEPOT INC COMMON STOCK 437076102 39746.00000000 NS USD 10267981.64000000 0.641539921941 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYS INC COMMON STOCK 127387108 4500.00000000 NS USD 634905.00000000 0.039668643597 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 ALPHABET INC-CL C COMMON STOCK 02079K107 3771.00000000 NS USD 7680999.06000000 0.479906150025 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 90326.00000000 NS USD 15792597.84000000 0.986716020804 Long EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 HUNTSMAN CORP COMMON STOCK 447011107 59700.00000000 NS USD 1629810.00000000 0.101829961996 Long EC US N 1 N N N KFORCE INC. 5493003RDQQDVXY2SK46 KFORCE INC COMMON STOCK 493732101 4800.00000000 NS USD 246480.00000000 0.015399984680 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT MAR21 PHYSICAL INDEX FUTURE. N/A 124.00000000 NC USD 23617040.00000000 1.475584445832 N/A DE US N 1 S&P500 EMINI FUT MAR21 N/A Long S&P 500 Future Mar 2021 N/A N/A 2021-03-22 23794789.67000000 USD -177749.67000000 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 17464.00000000 NS USD 382286.96000000 0.023885156311 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A EXTRA SPACE STORAGE INC REIT 30225T102 17400.00000000 NS USD 2187180.00000000 0.136654245757 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC COMMON STOCK 149123101 19130.00000000 NS USD 4129784.40000000 0.258027493084 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 QUANTA SERVICES INC COMMON STOCK 74762E102 15900.00000000 NS USD 1333215.00000000 0.083298809543 Long EC US N 1 N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 TIMKEN CO COMMON STOCK 887389104 6300.00000000 NS USD 493605.00000000 0.030840268737 Long EC US N 1 N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 NATIONAL FUEL GAS CO COMMON STOCK 636180101 20700.00000000 NS USD 940608.00000000 0.058768860721 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 6500.00000000 NS USD 962455.00000000 0.060133853684 Long EC US N 1 N N N Amdocs Limited N/A AMDOCS LTD COMMON STOCK G02602103 5900.00000000 NS USD 447279.00000000 0.027945836368 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A KRAFT HEINZ CO/THE COMMON STOCK 500754106 66300.00000000 NS USD 2411994.00000000 0.150700546293 Long EC US N 1 N N N NORDSON CORPORATION 14OS6Q5N55N95WM84M53 NORDSON CORP COMMON STOCK 655663102 21870.00000000 NS USD 4208006.70000000 0.262914795185 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 74187.00000000 NS USD 24646405.14000000 1.539898821794 Long EC US N 1 N N N HUBSPOT, INC. 529900BLNVEW0MVKJB37 HUBSPOT INC COMMON STOCK 443573100 1206.00000000 NS USD 621090.00000000 0.038805487201 Long EC US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 IPG PHOTONICS CORP COMMON STOCK 44980X109 2900.00000000 NS USD 659315.00000000 0.041193771908 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 236422.00000000 NS USD 14369729.16000000 0.897815680513 Long EC US N 1 N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 APACHE CORP COMMON STOCK 037411105 5739.00000000 NS USD 113230.47000000 0.007074600387 Long EC US N 1 N N N VIATRIS INC. 254900ZZTSW7NL773X71 VIATRIS INC COMMON STOCK 92556V106 4876.00000000 NS USD 72408.60000000 0.004524064146 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 118313.00000000 NS USD 5997285.97000000 0.374708341711 Long EC US N 1 N N N SEMTECH CORPORATION 549300J7WUY317SW6O61 SEMTECH CORP COMMON STOCK 816850101 5200.00000000 NS USD 381212.00000000 0.023817993184 Long EC US N 1 N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 8807.00000000 NS USD 1891479.39000000 0.118178974481 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO COMMON STOCK 025816109 73223.00000000 NS USD 9904142.98000000 0.618807408997 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 11100.00000000 NS USD 853257.00000000 0.053311200620 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 755.00000000 NS USD 119161.65000000 0.007445178450 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 19600.00000000 NS USD 1326332.00000000 0.082868762097 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 14900.00000000 NS USD 3296476.00000000 0.205962674054 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 NUCOR CORP COMMON STOCK 670346105 46163.00000000 NS USD 2761470.66000000 0.172535726472 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP COMMON STOCK 902973304 161313.00000000 NS USD 8065650.00000000 0.503939006985 Long EC US N 1 N N N FLEX LTD. 549300EAQH74YHD07T53 FLEX LTD COMMON STOCK Y2573F102 5873.00000000 NS USD 106829.87000000 0.006674693125 Long EC US N 1 N N N OLD REPUBLIC INTERNATIONAL CORPORATION N/A OLD REPUBLIC INTL CORP COMMON STOCK 680223104 45900.00000000 NS USD 887247.00000000 0.055434883999 Long EC US N 1 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 32753.00000000 NS USD 7968149.84000000 0.497847230896 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 TREASURY BILL 0.000000% 03/18/2021 9127964N6 120000.00000000 PA USD 119998.44000000 0.007497460798 Long DBT UST US N 2 2021-03-18 None 0.00000000 N N N N N N Tenable Holdings Inc 5493004S5OMPESF0EF83 TENABLE HOLDINGS INC COMMON STOCK 88025T102 1763.00000000 NS USD 72124.33000000 0.004506303055 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 DOLLAR GENERAL CORP COMMON STOCK 256677105 23672.00000000 NS USD 4473771.28000000 0.279519673717 Long EC US N 1 N N N LIBERTY SIRIUS XM 549300ZKUTPIBZLWLL89 LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK 531229607 3673.00000000 NS USD 162052.76000000 0.010125000087 Long EC US N 1 N N N REGAL BELOIT CORPORATION QH78R09VCJGQKPBPYU33 REGAL BELOIT CORP COMMON STOCK 758750103 13200.00000000 NS USD 1804044.00000000 0.112716041722 Long EC US N 1 N N N BWX TECHNOLOGIES, INC. 549300NP85N265KWMS58 BWX TECHNOLOGIES INC COMMON STOCK 05605H100 400.00000000 NS USD 23204.00000000 0.001449777850 Long EC US N 1 N N N ATKORE INC 52990002TI38AM4RPV48 Atkore Inc COMMON STOCK 047649108 21500.00000000 NS USD 1454475.00000000 0.090875092172 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC COMMON STOCK 595112103 69917.00000000 NS USD 6399503.01000000 0.399838722490 Long EC US N 1 N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 PAYCOM SOFTWARE INC COMMON STOCK 70432V102 4700.00000000 NS USD 1758928.00000000 0.109897209732 Long EC US N 1 N N N SUNNOVA ENERGY INTERNATIONAL INC. 549300JK1Y1VVC3JU540 SUNNOVA ENERGY INTERNATIONAL COMMON STOCK 86745K104 5054.00000000 NS USD 226621.36000000 0.014159223760 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 HUMANA INC COMMON STOCK 444859102 39113.00000000 NS USD 14849250.45000000 0.927776003948 Long EC US N 1 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 7600.00000000 NS USD 1270568.00000000 0.079384646770 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 67000.00000000 NS USD 7218580.00000000 0.451014367973 Long EC US N 1 N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 WW GRAINGER INC COMMON STOCK 384802104 17018.00000000 NS USD 6342778.78000000 0.396294612327 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 PTC INC COMMON STOCK 69370C100 2708.00000000 NS USD 370833.52000000 0.023169549363 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 DOLLAR TREE INC COMMON STOCK 256746108 15900.00000000 NS USD 1561380.00000000 0.097554479394 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 15656.00000000 NS USD 3964099.20000000 0.247675539409 Long EC US N 1 N N N SANTANDER CONSUMER USA HOLDINGS INC. 5493004SHNXEHHZ58X76 SANTANDER CONSUMER USA HOLDI COMMON STOCK 80283M101 12757.00000000 NS USD 318925.00000000 0.019926323086 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 7454.00000000 NS USD 1596199.56000000 0.099729993393 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 39353.00000000 NS USD 6779341.31000000 0.423570887377 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 MEDTRONIC PLC COMMON STOCK G5960L103 87290.00000000 NS USD 10210311.30000000 0.637936699153 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO COMMON STOCK 345370860 212578.00000000 NS USD 2487162.60000000 0.155397054280 Long EC US N 1 N N N 2021-02-28 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO XXXX