0001752724-24-015805.txt : 20240126 0001752724-24-015805.hdr.sgml : 20240126 20240126154513 ACCESSION NUMBER: 0001752724-24-015805 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240126 DATE AS OF CHANGE: 20240126 PERIOD START: 20240531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST CENTRAL INDEX KEY: 0000939934 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07257 FILM NUMBER: 24567581 BUSINESS ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAK STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAK STATE: PA ZIP: 19456 0000939934 S000027147 SIIT Dynamic Asset Allocation Fund C000081914 SIIT Dynamic Asset Allocation Fund - Class A SDLAX NPORT-P 1 primary_doc.xml NPORT-P false 0000939934 XXXXXXXX S000027147 C000081914 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT DYNAMIC ASSET ALLOCATION FUND S000027147 5EYZPF5M7ZWEHP76FT71 2024-05-31 2023-11-30 N 1971857517.14 168857836.08 1802999681.06 0.00000000 260056856.08000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 42581778.03000000 EUR JPY USD N S&P 500 Index SNP500 MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 1748.00000000 NS USD 959162.56000000 0.053198154723 Long EC US N 1 N N N INVITATION HOMES INC. 984500FE452E665C9F85 46187W107 21400.00000000 NS USD 713904.00000000 0.039595348102 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY. 549300LO13MQ9HYSTR83 039483102 19707.00000000 NS USD 1452997.11000000 0.080587763007 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002101 9712.00000000 NS USD 1338993.44000000 0.074264762998 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 7700.00000000 NS USD 309386.00000000 0.017159514959 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 16930.00000000 NS USD 2991023.10000000 0.165891493571 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 37779.00000000 NS USD 1275041.25000000 0.070717774572 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 50495.00000000 NS USD 1595642.00000000 0.088499294634 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 6090.00000000 NS USD 780555.30000000 0.043292037608 Long EC US N 1 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 3265.00000000 NS USD 708211.15000000 0.039279604840 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 8299.00000000 NS USD 423580.96000000 0.023493124510 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 6625.00000000 NS USD 389152.50000000 0.021583614466 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 5455.00000000 NS USD 1025103.60000000 0.056855450989 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 541456.00000000 NS USD 102849567.20000000 5.704358590875 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 11565.00000000 NS USD 913172.40000000 0.050647396646 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 6809.00000000 NS USD 1457806.90000000 0.080854529000 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 302130109 5438.00000000 NS USD 654408.92000000 0.036295564934 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 7711.00000000 NS USD 781972.51000000 0.043370640506 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 47212.00000000 NS USD 3208055.40000000 0.177928783554 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 17139.00000000 NS USD 1226124.06000000 0.068004674259 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 15900.00000000 NS USD 242793.00000000 0.013466058954 Long EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 9796.00000000 NS USD 760071.64000000 0.042155949775 Long EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 44605.00000000 NS USD 1641017.95000000 0.091015986704 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 4600.00000000 NS USD 385618.00000000 0.021387580045 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 9112.00000000 NS USD 649685.60000000 0.036033594837 Long EC US N 1 N N N N/A N/A N/A 155572.43000000 PA USD 0.01000000 0.000000000554 Long STIV US N 2 N N N REVVITY, INC. 549300IKL1SDPFI7N655 714046109 4700.00000000 NS USD 417830.00000000 0.023174158286 Long EC US N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 52238.00000000 NS USD 2718465.52000000 0.150774597941 Long EC US N 1 N N N BRK: GOLDMAN SACHS N/A N/A 209944852941.00000000 NC 2764985.37000000 0.153354734282 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-05-15 0.00000000 JPY 0.00000000 JPY -209944852941.00000000 JPY 2764985.37000000 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 19224.00000000 NS USD 1529269.20000000 0.084818051609 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 22379.00000000 NS USD 2922921.19000000 0.162114348699 Long EC US N 1 N N N CHEVRON CORPORATION N/A 166764100 65327.00000000 NS USD 9380957.20000000 0.520297219048 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 14200.00000000 NS USD 312968.00000000 0.017358183880 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 12591.00000000 NS USD 1557884.43000000 0.086405141740 Long EC US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103108 12388.00000000 NS USD 691745.92000000 0.038366391700 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550108 8291.00000000 NS USD 2047628.27000000 0.113567866456 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 73278L105 1400.00000000 NS USD 486248.00000000 0.026968834498 Long EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 14200.00000000 NS USD 436508.00000000 0.024210098569 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 6700.00000000 NS USD 412318.00000000 0.022868445531 Long EC US N 1 N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 1900.00000000 NS USD 345154.00000000 0.019143320080 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 31194.00000000 NS USD 1414335.96000000 0.078443494741 Long EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769G100 8200.00000000 NS USD 366704.00000000 0.020338550464 Long EC US N 1 N N N SOLAREDGE TECHNOLOGIES, INC. 5493000K6Y58XXPDF853 83417M104 2200.00000000 NS USD 174636.00000000 0.009685858618 Long EC US N 1 N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802104 1677.00000000 NS USD 1318440.63000000 0.073124839890 Long EC US N 1 N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 81904.00000000 NS USD 26794893.60000000 1.486128582354 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 86826.00000000 NS USD 13329527.52000000 0.739297275536 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 6100.00000000 NS USD 390034.00000000 0.021632505213 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 11374.00000000 NS USD 1452118.58000000 0.080539036986 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 17156.00000000 NS USD 3581829.68000000 0.198659473854 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 12479.00000000 NS USD 3697902.07000000 0.205097211543 Long EC US N 1 N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062101 5700.00000000 NS USD 585903.00000000 0.032496012403 Long EC US N 1 N N N BRK - GOLDMAN SACHS N/A N/A 264893382353.00000000 NC 3699264.53000000 0.205172777835 N/A DIR XX N 2 BRK - GOLDMAN SACHS N/A Y 2026-05-15 0.00000000 JPY 0.00000000 JPY -264893382353.00000000 JPY 3699264.53000000 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 8665.00000000 NS USD 1106433.85000000 0.061366280960 Long EC US N 1 N N N ETSY, INC. 54930089Q7XT501AEA40 29786A106 4400.00000000 NS USD 333564.00000000 0.018500502440 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 45078.00000000 NS USD 4970751.06000000 0.275693396522 Long EC US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 G51502105 25372.00000000 NS USD 1339641.60000000 0.074300711978 Long EC US N 1 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903109 4305.00000000 NS USD 1185769.20000000 0.065766467540 Long EC US N 1 N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428X106 8488.00000000 NS USD 2196949.04000000 0.121849663262 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 11900.00000000 NS USD 657951.00000000 0.036492019766 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 7072.00000000 NS USD 932372.48000000 0.051712293118 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 13008.00000000 NS USD 772805.28000000 0.042862197265 Long EC US N 1 N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 8519.00000000 NS USD 1973341.16000000 0.109447671052 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 5250.00000000 NS USD 697095.00000000 0.038663068403 Long EC US N 1 N N N PUBLIC STORAGE. N/A 74460D109 5756.00000000 NS USD 1489422.56000000 0.082608032361 Long EC US N 1 N N N Bunge Global SA 254900IVXSV9K0B7PO26 H11356104 5700.00000000 NS USD 626259.00000000 0.034734282350 Long EC US N 1 N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 26100.00000000 NS USD 2932857.00000000 0.162665419789 Long EC US N 1 N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 27776.00000000 NS USD 1531846.40000000 0.084960991179 Long EC US N 1 N N N ASSURANT, INC. H3F39CAXWQRVWURFXL38 04621X108 1900.00000000 NS USD 319238.00000000 0.017705937685 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 7697.00000000 NS USD 951272.23000000 0.052760532350 Long EC US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 22422.00000000 NS USD 5051003.94000000 0.280144472184 Long EC US N 1 N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 070830104 8700.00000000 NS USD 283794.00000000 0.015740102617 Long EC US N 1 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 20256.00000000 NS USD 2006761.92000000 0.111301290903 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 218572.00000000 NS USD 28967347.16000000 1.606619649703 Long EC US N 1 N N N CENCORA, INC. AI8GXW8LG5WK7E9UD086 03073E105 6061.00000000 NS USD 1232625.57000000 0.068365268333 Long EC US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866F104 20991.00000000 NS USD 2389615.44000000 0.132535544243 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 3936.00000000 NS USD 3242516.16000000 0.179840085057 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 12674.00000000 NS USD 1652436.12000000 0.091649274115 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 4666.00000000 NS USD 129061.56000000 0.007158157672 Long EC US N 1 N N N BRK: GOLDMAN SACHS N/A N/A 269000000.00000000 NC USD 3794986.10000000 0.210481795413 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2033-02-27 0.00000000 USD 0.00000000 USD -269000000.00000000 USD 3794986.10000000 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 15700.00000000 NS USD 402548.00000000 0.022326570782 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 27988.00000000 NS USD 797378.12000000 0.044225083807 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 18438.00000000 NS USD 665243.04000000 0.036896459105 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 9498.00000000 NS USD 1017045.84000000 0.056408542424 Long EC US N 1 N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 10800.00000000 NS USD 267840.00000000 0.014855243892 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 5215.00000000 NS USD 901882.10000000 0.050021201305 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604301 40020.00000000 NS USD 4874436.00000000 0.270351462133 Long EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 16332.00000000 NS USD 7740878.04000000 0.429333300572 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 14700.00000000 NS USD 673848.00000000 0.037373717093 Long EC US N 1 N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 876030107 8800.00000000 NS USD 278696.00000000 0.015457351597 Long EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661107 21578.00000000 NS USD 4290353.74000000 0.237956433662 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 16993.00000000 NS USD 2273833.33000000 0.126113906390 Long EC US N 1 N N N BRK: GOLDMAN SACHS N/A TRS333F65 526117.56000000 NC USD -3576862.85000000 -0.19838399793 N/A DE US N 2 BRK: GOLDMAN SACHS N/A Y 2023-12-13 0.00000000 USD 0.00000000 USD -125999999.67000000 USD -3576862.85000000 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 7700.00000000 NS USD 244475.00000000 0.013559347933 Long EC US N 1 N N N N/A N/A 783965593 9709941.06000000 NS USD 9709941.06000000 0.538543692602 Long STIV RF US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 9287.00000000 NS USD 1780596.51000000 0.098757450081 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315103 21483.00000000 NS USD 3523856.49000000 0.195444099464 Long EC US N 1 N N N TRANSDIGM GROUP INCORPORATED N/A 893641100 2068.00000000 NS USD 1991215.16000000 0.110439018981 Long EC US N 1 N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 10412.00000000 NS USD 1307226.60000000 0.072502874722 Long EC US N 1 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466L302 35854.00000000 NS USD 9031622.60000000 0.500922029819 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 11603.00000000 NS USD 560540.93000000 0.031089352698 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY 9845007488EC87F5AF14 500754106 29766.00000000 NS USD 1045084.26000000 0.057963640869 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 1800.00000000 NS USD 406242.00000000 0.022531451573 Long EC US N 1 N N N BROKER: GOLDMAN SACHS N/A N/A 1257000000.00000000 NC 5155752.33000000 0.285954145425 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2025-09-09 0.00000000 EUR 0.00000000 EUR -1257000000.00000000 EUR 5155752.33000000 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 7792.00000000 NS USD 1702006.56000000 0.094398605716 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 57142.00000000 NS USD 5334777.12000000 0.295883420060 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 6054.00000000 NS USD 586814.22000000 0.032546551514 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 19674.00000000 NS USD 5304897.36000000 0.294226195141 Long EC US N 1 N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959E102 3100.00000000 NS USD 381703.00000000 0.021170441903 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 5000.00000000 NS USD 536600.00000000 0.029761513861 Long EC US N 1 N N N KIMCO REALTY CORPORATION. 254900ARY41P4V1JL861 49446R109 22500.00000000 NS USD 434700.00000000 0.024109821236 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 21376.00000000 NS USD 3650379.52000000 0.202461462325 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 65236.00000000 NS USD 2742521.44000000 0.152108814483 Long EC US N 1 N N N N/A N/A N/A 222718138.77000000 PA USD 0.01000000 0.000000000554 Long STIV US N 2 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 989701107 5500.00000000 NS USD 195965.00000000 0.010868831650 Long EC US N 1 N N N TYLER TECHNOLOGIES, INC. 25490040SMU4Z8LBCW70 902252105 1600.00000000 NS USD 654144.00000000 0.036280871642 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 5771.00000000 NS USD 588353.45000000 0.032631922023 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 27318.00000000 NS USD 713546.16000000 0.039575501177 Long EC US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 8369.00000000 NS USD 1825781.04000000 0.101263525400 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 9655.00000000 NS USD 918190.50000000 0.050925716163 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 91047.00000000 NS USD 42582681.90000000 2.361768687333 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 49989.00000000 NS USD 3552218.34000000 0.197017136348 Long EC US N 1 N N N BROKER: GOLDMAN SACHS N/A N/A 1370000000.00000000 NC USD -1195689.55000000 -0.06631668117 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2025-09-09 0.00000000 USD 0.00000000 USD -1370000000.00000000 USD -1195689.55000000 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576109 7957.00000000 NS USD 1981293.00000000 0.109888704962 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 10062.00000000 NS USD 3666693.42000000 0.203366282230 Long EC US N 1 N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 45874.00000000 NS USD 421123.32000000 0.023356816111 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 7617.00000000 NS USD 793005.87000000 0.043982585151 Long EC US N 1 N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 6000.00000000 NS USD 377400.00000000 0.020931784068 Long EC US N 1 N N N MATCH GROUP, INC. 15OMOPB0A8K0EFUVD031 57667L107 10700.00000000 NS USD 346466.00000000 0.019216087703 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 52592.00000000 NS USD 8188048.48000000 0.454134771404 Long EC US N 1 N N N FACTSET RESEARCH SYSTEMS INC. 549300ZSJE7NBK6K9P30 303075105 1400.00000000 NS USD 634844.00000000 0.035210433294 Long EC US N 1 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884L109 13400.00000000 NS USD 535464.00000000 0.029698507749 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 23500.00000000 NS USD 292105.00000000 0.016201056665 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 12837.00000000 NS USD 1156742.07000000 0.064156532147 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 3000.00000000 NS USD 583500.00000000 0.032362734510 Long EC US N 1 N N N CONSTELLATION ENERGY CORPORATION. 549300F8Y20RYGNGV346 21037T109 11826.00000000 NS USD 1431419.04000000 0.079390975774 Long EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 55607.00000000 NS USD 527154.36000000 0.029237629132 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 146876.00000000 NS USD 1506947.76000000 0.083580034751 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 19487.00000000 NS USD 1789296.34000000 0.099239969856 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 12200.00000000 NS USD 347090.00000000 0.019250696694 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 14204.00000000 NS USD 7041775.04000000 0.390558862210 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 2713.00000000 NS USD 580039.40000000 0.032170798813 Long EC US N 1 N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011104 21019.00000000 NS USD 1868589.10000000 0.103637794261 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 34157.00000000 NS USD 18887796.29000000 1.047576241327 Long EC US N 1 N N N CATALENT, INC. N/A 148806102 6800.00000000 NS USD 264180.00000000 0.014652248848 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 5200.00000000 NS USD 235144.00000000 0.013041821497 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 7345.00000000 NS USD 1839775.60000000 0.102039707456 Long EC US N 1 N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612G101 8200.00000000 NS USD 741690.00000000 0.041136446544 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 6679.00000000 NS USD 907609.31000000 0.050338850280 Long EC US N 1 N N N DOMINO'S PIZZA, INC. 25490005ZWM1IF9UXU57 25754A201 1300.00000000 NS USD 510757.00000000 0.028328180274 Long EC US N 1 N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 5200.00000000 NS USD 296036.00000000 0.016419082216 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 40262.00000000 NS USD 3064743.44000000 0.169980254139 Long EC US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J108 13088.00000000 NS USD 902810.24000000 0.050072678852 Long EC US N 1 N N N BROKER: GOLDMAN SACHS N/A N/A 214675262.00000000 NC USD -15800427.11000000 -0.87634109290 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2056-11-02 0.00000000 USD 0.00000000 USD -214675262.00000000 USD -15800427.11000000 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 2270.00000000 NS USD 1054619.30000000 0.058492484001 Long EC US N 1 N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177J102 64304.69410000 NS USD 1314387.95000000 0.072900065585 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 16784.00000000 NS USD 10255191.84000000 0.568785005772 Long EC US N 1 N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 52726.00000000 NS USD 593694.76000000 0.032928167777 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY 5493000EWHDSR3MZWH98 G1151C101 23216.00000000 NS USD 7734178.24000000 0.428961708714 Long EC US N 1 N N N AXON ENTERPRISE, INC. 549300QP2IEEGFE16681 05464C101 2600.00000000 NS USD 597662.00000000 0.033148203312 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 11071.00000000 NS USD 710204.65000000 0.039390170584 Long EC US N 1 N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 G8994E103 8379.00000000 NS USD 1888710.39000000 0.104753783921 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 7008.00000000 NS USD 736891.20000000 0.040870290091 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A 65339F101 74398.00000000 NS USD 4353026.98000000 0.241432487522 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 42297.00000000 NS USD 1699916.43000000 0.094282680571 Long EC US N 1 N N N GENERAC HOLDINGS INC. 529900S2H2AHJHSFFI84 368736104 2400.00000000 NS USD 280968.00000000 0.015583363821 Long EC US N 1 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 8198.00000000 NS USD 820865.74000000 0.045527780654 Long EC US N 1 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429105 4590.00000000 NS USD 999288.90000000 0.055423687008 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762E102 5414.00000000 NS USD 1019510.34000000 0.056545231300 Long EC US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H206 19240.00000000 NS USD 276478.80000000 0.015334378752 Long EC US N 1 N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 G29183103 14716.00000000 NS USD 3350686.04000000 0.185839524831 Long EC US N 1 N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266G107 14634.00000000 NS USD 1001843.64000000 0.055565380877 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 1832.00000000 NS USD 780413.68000000 0.043284182920 Long EC US N 1 N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658107 3100.00000000 NS USD 574337.00000000 0.031854525878 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 2251.00000000 NS USD 631653.11000000 0.035033456557 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 9017.00000000 NS USD 871312.71000000 0.048325727350 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 72484.00000000 NS USD 1273543.88000000 0.070634725750 Long EC US N 1 N N N CDW CORPORATION 9845001B052ABF0B6755 12514G108 4941.00000000 NS USD 1041958.08000000 0.057790253151 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 33619.00000000 NS USD 1244911.57000000 0.069046688309 Long EC US N 1 N N N DOVER CORPORATION 549300FMC2ALGA7N9E80 260003108 5206.00000000 NS USD 734878.96000000 0.040758684969 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 4982.00000000 NS USD 2713296.84000000 0.150487926786 Long EC US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 3902.00000000 NS USD 961062.60000000 0.053303536883 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 10772.00000000 NS USD 504560.48000000 0.027984501899 Long EC US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 4100.00000000 NS USD 307254.00000000 0.017041267573 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 21869.00000000 NS USD 1392180.54000000 0.077214685871 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 4200.00000000 NS USD 660912.00000000 0.036656246084 Long EC US N 1 N N N NORDSON CORPORATION 14OS6Q5N55N95WM84M53 655663102 2000.00000000 NS USD 470680.00000000 0.026105384540 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 37126.00000000 NS USD 1429722.26000000 0.079296867049 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 12033.00000000 NS USD 1502801.37000000 0.083350062997 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 9417.00000000 NS USD 1921821.36000000 0.106590221850 Long EC US N 1 N N N ARCH CAPITAL GROUP LTD. 549300AYR4P8AFKDCE43 G0450A105 13947.00000000 NS USD 1167224.43000000 0.064737916609 Long EC US N 1 N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 2200.00000000 NS USD 804232.00000000 0.044605221423 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 4800.00000000 NS USD 320304.00000000 0.017765061378 Long EC US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 23076.00000000 NS USD 1681548.12000000 0.093263916664 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 8815.00000000 NS USD 1251641.85000000 0.069419970682 Long EC US N 1 N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902V107 15345.00000000 NS USD 1316447.55000000 0.073014297441 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 1900.00000000 NS USD 374452.00000000 0.020768278770 Long EC US N 1 N N N HUBBELL INCORPORATED 54930088VDQ6840Y6597 443510607 2000.00000000 NS USD 600000.00000000 0.033277876102 Long EC US N 1 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. 549300KZDJZQ2YIHRC28 11133T103 4400.00000000 NS USD 852808.00000000 0.047299398272 Long EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 5400.00000000 NS USD 540162.00000000 0.029959073519 Long EC US N 1 N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 090572207 763.00000000 NS USD 232653.96000000 0.012903716092 Long EC US N 1 N N N APTIV PLC N/A G6095L109 10424.00000000 NS USD 863524.16000000 0.047893750013 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 12324.00000000 NS USD 206180.52000000 0.011435416332 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 19884.00000000 NS USD 1465053.12000000 0.081256427019 Long EC US N 1 N N N N/A N/A N/A 44415327.34000000 PA USD 0.01000000 0.000000000554 Long STIV US N 2 N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236101 8900.00000000 NS USD 665186.00000000 0.036893295489 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 10273.00000000 NS USD 5870608.58000000 0.325602308290 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 6130.00000000 NS USD 1979193.10000000 0.109772237942 Long EC US N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 10118.00000000 NS USD 2450680.78000000 0.135922418941 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 45167R104 2700.00000000 NS USD 544536.00000000 0.030201669236 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 13151.00000000 NS USD 1648609.36000000 0.091437030040 Long EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106L109 13567.00000000 NS USD 2319821.33000000 0.128664544667 Long EC US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 H84989104 11468.00000000 NS USD 1502308.00000000 0.083322699154 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 148987.00000000 NS USD 15306924.38000000 0.848969888391 Long EC US N 1 N N N N/A N/A N/A 771380.56000000 PA USD 0.01000000 0.000000000554 Long STIV US N 2 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 64957.00000000 NS USD 9249227.23000000 0.512991063013 Long EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 8100.00000000 NS USD 716202.00000000 0.039722802367 Long EC US N 1 N N N MSCI INC. 549300HTIN2PD78UB763 55354G100 2863.00000000 NS USD 1491193.55000000 0.082706257004 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 16154.00000000 NS USD 14954242.42000000 0.829409044110 Long EC US N 1 N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097103 28181.00000000 NS USD 739751.25000000 0.041028917407 Long EC US N 1 N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 668771108 21700.00000000 NS USD 479136.00000000 0.026574380740 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 2238.00000000 NS USD 2198566.44000000 0.121939369324 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 50690.00000000 NS USD 8530620.10000000 0.473134864615 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 5703.00000000 NS USD 623908.20000000 0.034603899632 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156R108 23145.00000000 NS USD 1472716.35000000 0.081681453716 Long EC US N 1 N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448C104 30678.00000000 NS USD 1594028.88000000 0.088409825955 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 2400.00000000 NS USD 329952.00000000 0.018300169626 Long EC US N 1 N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 8355.00000000 NS USD 1509080.10000000 0.083698300995 Long EC US N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058100 27358.00000000 NS USD 1321938.56000000 0.073318846025 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 154692.00000000 NS USD 5929344.36000000 0.328859978306 Long EC US N 1 N N N ALLEGION PUBLIC LIMITED COMPANY 984500560CAC2E6FB757 G0176J109 3233.00000000 NS USD 342988.97000000 0.019023240747 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 7738.00000000 NS USD 900006.78000000 0.049917190194 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 6007.00000000 NS USD 1444623.43000000 0.080123332531 Long EC US N 1 N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251V102 8120.00000000 NS USD 599499.60000000 0.033250122354 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 53872.00000000 NS USD 3010906.08000000 0.166994265813 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 7467.00000000 NS USD 5120420.58000000 0.283994536093 Long EC US N 1 N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 550021109 4300.00000000 NS USD 1921240.00000000 0.106557977806 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 13955.00000000 NS USD 1558215.30000000 0.086423492825 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 800.00000000 NS USD 873544.00000000 0.048449481670 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 151532.00000000 NS USD 6347675.48000000 0.352061930275 Long EC US N 1 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 2200.00000000 NS USD 239580.00000000 0.013287855927 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312106 26622.00000000 NS USD 4036161.42000000 0.223858132777 Long EC US N 1 N N N WELLTOWER INC. 254900F33BIAR82QTA19 95040Q104 19093.00000000 NS USD 1701186.30000000 0.094353111532 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 16351.00000000 NS USD 9691891.74000000 0.537542620878 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 9044.00000000 NS USD 1248162.44000000 0.069226991724 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 59224.00000000 NS USD 15201616.32000000 0.843129174102 Long EC US N 1 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 12541W209 4200.00000000 NS USD 344610.00000000 0.019113148139 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 2366.00000000 NS USD 505046.36000000 0.028011450323 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC., 5493000C01ZX7D35SD85 084670702 67178.00000000 NS USD 24184080.00000000 1.341324696506 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 1345.00000000 NS USD 4204066.50000000 0.233170673526 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 14271.00000000 NS USD 956014.29000000 0.053023541825 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 25300.00000000 NS USD 435413.00000000 0.024149366446 Long EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 4200.00000000 NS USD 576366.00000000 0.031967060563 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 1800.00000000 NS USD 606456.00000000 0.033635946049 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 30687.00000000 NS USD 12699201.21000000 0.704337407455 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 4500.00000000 NS USD 645075.00000000 0.035777876545 Long EC US N 1 N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094104 4703.00000000 NS USD 2037245.54000000 0.112992007785 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 1600.00000000 NS USD 207008.00000000 0.011481310960 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 24176.00000000 NS USD 5398742.56000000 0.299431143372 Long EC US N 1 N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513E101 53506.00000000 NS USD 4359668.88000000 0.241800868064 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 9466.00000000 NS USD 3358631.46000000 0.186280202669 Long EC US N 1 N N N WESTROCK COMPANY 5493004Z9TCQW68YVL89 96145D105 9641.00000000 NS USD 396919.97000000 0.022014422640 Long EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 149992.00000000 NS USD 7256612.96000000 0.402474445016 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 15095.00000000 NS USD 3463245.85000000 0.192082443850 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 9200.00000000 NS USD 465244.00000000 0.025803886982 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 3800.00000000 NS USD 526908.00000000 0.029223965236 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 9100.00000000 NS USD 589953.00000000 0.032720638067 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 25773.00000000 NS USD 1333752.75000000 0.073974097944 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 11000.00000000 NS USD 624360.00000000 0.034628957872 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 9000.00000000 NS USD 303210.00000000 0.016816974688 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 5100.00000000 NS USD 429522.00000000 0.023822633165 Long EC US N 1 N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748102 18120.00000000 NS USD 3613490.40000000 0.200415476384 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 8203.00000000 NS USD 3673057.31000000 0.203719243468 Long EC US N 1 N N N N/A N/A N/A 310.00000000 NC USD 70939625.00000000 3.934533419234 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Long S&P 500 Future (e-Mini) Dec 2023 N/A N/A 2023-12-18 69815351.00000000 USD 1124274.00000000 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 20546.00000000 NS USD 1250018.64000000 0.069329942380 Long EC US N 1 N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752103 8643.00000000 NS USD 4144232.07000000 0.229852068945 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 5217.00000000 NS USD 2478909.72000000 0.137488084220 Long EC US N 1 N N N COPART, INC. 549300KVYX3JWMYEHU61 217204106 31872.00000000 NS USD 1600611.84000000 0.088774937500 Long EC US N 1 N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 37467.00000000 NS USD 1182833.19000000 0.065603627245 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 23898.00000000 NS USD 1256078.88000000 0.069666062240 Long EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 25353.00000000 NS USD 1368047.88000000 0.075876213089 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 12878.00000000 NS USD 4002997.52000000 0.222018759185 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 44069.00000000 NS USD 5093054.33000000 0.282476718299 Long EC US N 1 N N N CERIDIAN HCM HOLDING INC. 549300T64GVCHFJ8L449 15677J108 5900.00000000 NS USD 406510.00000000 0.022546315691 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 334480.00000000 NS USD 48864183.20000000 2.710160390670 Long EC US N 1 N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 09247X101 5176.00000000 NS USD 3888366.48000000 0.215660963273 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 10147.00000000 NS USD 1426262.32000000 0.079104967958 Long EC US N 1 N N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 57060D108 1400.00000000 NS USD 336168.00000000 0.018644928422 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 3400.00000000 NS USD 571234.00000000 0.031682423796 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 34008.00000000 NS USD 3908539.44000000 0.216779818713 Long EC US N 1 N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360105 1702.00000000 NS USD 685837.92000000 0.038038715547 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 54698.00000000 NS USD 3354081.36000000 0.186027839895 Long EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741108 21630.00000000 NS USD 553079.10000000 0.030675496274 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 33407.00000000 NS USD 5101582.97000000 0.282949743341 Long EC US N 1 N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711104 8825.00000000 NS USD 359530.50000000 0.019940685723 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 45843.00000000 NS USD 3511573.80000000 0.194762863071 Long EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 37796.00000000 NS USD 1129722.44000000 0.062657938981 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 4500.00000000 NS USD 704115.00000000 0.039052419553 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 20911.00000000 NS USD 1254032.67000000 0.069552573035 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 2754.00000000 NS USD 965993.04000000 0.053576994502 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 5700.00000000 NS USD 525711.00000000 0.029157575873 Long EC US N 1 N N N BROKER: GOLDMAN SACHS N/A N/A 837500000.00000000 NC USD 19308314.83000000 1.070899514449 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2031-11-02 0.00000000 USD 0.00000000 USD -837500000.00000000 USD 19308314.83000000 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 36600.00000000 NS USD 551196.00000000 0.030571053660 Long EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 2800.00000000 NS USD 444332.00000000 0.024644042074 Long EC US N 1 N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 4700.00000000 NS USD 354192.00000000 0.019644595821 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 5900.00000000 NS USD 370402.00000000 0.020543653107 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 18000.00000000 NS USD 509220.00000000 0.028242933448 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 57919.00000000 NS USD 6730766.99000000 0.373309383285 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 16306.00000000 NS USD 2101680.34000000 0.116565763270 Long EC US N 1 N N N MODERNA, INC. 549300EI6OKH5K5Q2G38 60770K107 12438.00000000 NS USD 966432.60000000 0.053601373874 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 5553.00000000 NS USD 3016556.19000000 0.167307638580 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 7845.00000000 NS USD 1021183.65000000 0.056638038305 Long EC US N 1 N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 911363109 2496.00000000 NS USD 1188145.92000000 0.065898287863 Long EC US N 1 N N N STERIS PUBLIC LIMITED COMPANY N/A G8473T100 3713.00000000 NS USD 746090.22000000 0.041380496504 Long EC US N 1 N N N VERALTO CORPORATION 635400FJE6GSOJUSNY27 92338C103 7958.66670000 NS USD 614807.00000000 0.034099118622 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 12700.00000000 NS USD 469138.00000000 0.026019860398 Long EC US N 1 N N N F5, INC. 54930015FPK9KT966303 315616102 2300.00000000 NS USD 393737.00000000 0.021837885171 Long EC US N 1 N N N PALO ALTO NETWORKS, INC. 549300QXR2YVZV231H43 697435105 11200.00000000 NS USD 3305008.00000000 0.183306077905 Long EC US N 1 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 16130.00000000 NS USD 1150552.90000000 0.063813261426 Long EC US N 1 N N N Everest Group, Ltd. 549300N24XF2VV0B3570 G3223R108 1600.00000000 NS USD 656880.00000000 0.036432618757 Long EC US N 1 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502101 5700.00000000 NS USD 518130.00000000 0.028737109908 Long EC US N 1 N N N AIRBNB, INC. 549300HMUDNO0RY56D37 009066101 15700.00000000 NS USD 1983538.00000000 0.110013219682 Long EC US N 1 N N N BROKER: GOLDMAN SACHS N/A N/A 15394.00000000 NC USD 16448608.29000000 0.912291247901 N/A DE US N 2 BROKER: GOLDMAN SACHS N/A Y 2024-01-31 0.00000000 USD 0.00000000 USD -163771993.86000000 USD 16448608.29000000 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 25242.00000000 NS USD 730755.90000000 0.040530007169 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 52685.00000000 NS USD 1966204.20000000 0.109051832934 Long EC US N 1 N N N W. R. BERKLEY CORPORATION SQOAGCLKBDWNVYV1OV80 084423102 7550.00000000 NS USD 547752.50000000 0.030380066383 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 11100.00000000 NS USD 339549.00000000 0.018832449254 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 262943.00000000 NS USD 4356965.51000000 0.241650930711 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 9561.00000000 NS USD 1601658.72000000 0.088833000738 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 3078.00000000 NS USD 1433793.96000000 0.079522696263 Long EC US N 1 N N N Aon plc 635400FALWQYX5E6QC64 G0403H108 7445.00000000 NS USD 2445608.05000000 0.135641069473 Long EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 4094.00000000 NS USD 831122.94000000 0.046096677039 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 10856.00000000 NS USD 1387396.80000000 0.076949364693 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 5299003QR1WT0EF88V51 G54950103 17933.00000000 NS USD 7420137.41000000 0.411544022328 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 9328.00000000 NS USD 1890785.60000000 0.104868881556 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 8649.00000000 NS USD 2411341.20000000 0.133740522825 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 5350.00000000 NS USD 1252328.00000000 0.069458026707 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 4012.00000000 NS USD 990803.52000000 0.054953061301 Long EC US N 1 N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 9600.00000000 NS USD 445440.00000000 0.024705495218 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 29407.00000000 NS USD 17380713.28000000 0.963988705188 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 18518.00000000 NS USD 1303296.84000000 0.072284917944 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 7200.00000000 NS USD 510768.00000000 0.028328790368 Long EC US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369105 5836.00000000 NS USD 2129906.56000000 0.118131277690 Long EC US N 1 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 23892.00000000 NS USD 675426.84000000 0.037461284496 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 9691.00000000 NS USD 1128420.04000000 0.062585703805 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 9161.00000000 NS USD 2012763.31000000 0.111634146757 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 7046.00000000 NS USD 529506.90000000 0.029368108356 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413106 1500.00000000 NS USD 355530.00000000 0.019718805484 Long EC US N 1 N N N WARNER BROS. DISCOVERY, INC. 5493006ZCRFWKF6B1K26 934423104 82580.00000000 NS USD 862961.00000000 0.047862515399 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 134679.00000000 NS USD 6005336.61000000 0.333074746106 Long EC US N 1 N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424108 7100.00000000 NS USD 499059.00000000 0.027679372616 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 12663.00000000 NS USD 454475.07000000 0.025206608452 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 107005.00000000 NS USD 16701340.40000000 0.926308560974 Long EC US N 1 N N N SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY 635400RUXIFEZSRU8X70 G7997R103 7000.00000000 NS USD 553700.00000000 0.030709933330 Long EC US N 1 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 34182.00000000 NS USD 570155.76000000 0.031622621234 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 18864.00000000 NS USD 696836.16000000 0.038648712327 Long EC US N 1 N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822V101 15894.00000000 NS USD 1864048.32000000 0.103385948404 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 966.00000000 NS USD 2127373.50000000 0.117990786262 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 1900.00000000 NS USD 450262.00000000 0.024972938416 Long EC US N 1 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759100 7543.00000000 NS USD 1220759.12000000 0.067707117911 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516106 24477.00000000 NS USD 4795533.84000000 0.265975301625 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 11946.00000000 NS USD 4967505.18000000 0.275513369868 Long EC US N 1 N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 11747.00000000 NS USD 1432781.59000000 0.079466547057 Long EC US N 1 N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203101 7200.00000000 NS USD 551952.00000000 0.030612983784 Long EC US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 3900.00000000 NS USD 710541.00000000 0.039408825606 Long EC US N 1 N N N INVESCO LTD. ECPGFXU8A2SHKVVGJI15 G491BT108 16000.00000000 NS USD 228320.00000000 0.012663341119 Long EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 30903.00000000 NS USD 4628651.34000000 0.256719476360 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 14681.00000000 NS USD 2190258.39000000 0.121478578893 Long EC US N 1 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610105 17465.00000000 NS USD 476270.55000000 0.026415453923 Long EC US N 1 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 8200.00000000 NS USD 496510.00000000 0.027537997106 Long EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. 98450079DA0B78DD6764 910047109 11865.00000000 NS USD 467481.00000000 0.025927957997 Long EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 7800.00000000 NS USD 712842.00000000 0.039536446261 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 26552.00000000 NS USD 529446.88000000 0.029364779459 Long EC US N 1 N N N XYLEM INC. 549300DF5MV96DRYLQ48 98419M100 8800.00000000 NS USD 925144.00000000 0.051311379015 Long EC US N 1 N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 11200.00000000 NS USD 374080.00000000 0.020747646487 Long EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 28300.00000000 NS USD 2611524.00000000 0.144843286853 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 11222.00000000 NS USD 1557389.16000000 0.086377672517 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 143288.00000000 NS USD 8373750.72000000 0.464434398295 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 3340.00000000 NS USD 708748.00000000 0.039309380220 Long EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 9473.00000000 NS USD 714074.74000000 0.039604817876 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 9963.00000000 NS USD 2722589.01000000 0.151003299590 Long EC US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 5800.00000000 NS USD 708992.00000000 0.039322913223 Long EC US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 22156.00000000 NS USD 1299227.84000000 0.072059238481 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 3963.00000000 NS USD 2133084.75000000 0.118307550046 Long EC US N 1 N N N CINTAS CORPORATION N/A 172908105 3221.00000000 NS USD 1782018.25000000 0.098836304227 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 10665.00000000 NS USD 2518859.70000000 0.139703835028 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 3782.00000000 NS USD 414998.86000000 0.023017134409 Long EC US N 1 N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 679580100 3288.00000000 NS USD 1279229.28000000 0.070950055811 Long EC US N 1 N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 443201108 13929.00000000 NS USD 732665.40000000 0.040635914010 Long EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 2800.00000000 NS USD 267652.00000000 0.014844816824 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 33508.00000000 NS USD 5313028.48000000 0.294677172481 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 48075.00000000 NS USD 812948.25000000 0.045088651902 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 26779.00000000 NS USD 7547393.36000000 0.418602035224 Long EC US N 1 N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 18410.00000000 NS USD 3376025.80000000 0.187244947154 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 30382.00000000 NS USD 2393190.14000000 0.132733808282 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 63919.00000000 NS USD 6666112.51000000 0.369723443660 Long EC US N 1 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 4296.00000000 NS USD 520975.92000000 0.028894953530 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 254463.00000000 NS USD 7758576.87000000 0.430314933025 Long EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361702 23546.00000000 NS USD 869553.78000000 0.048228171592 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 14430.00000000 NS USD 1666953.60000000 0.092454458950 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 1828.00000000 NS USD 161430.68000000 0.008953450280 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 4000.00000000 NS USD 92160.00000000 0.005111481769 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 4549.00000000 NS USD 2205628.14000000 0.122331033286 Long EC US N 1 N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 77998.00000000 NS USD 1339225.66000000 0.074277642645 Long EC US N 1 N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 45687V106 15083.00000000 NS USD 1077378.69000000 0.059754790936 Long EC US N 1 N N N SXP OTC EP UNLISTED OPTION N/A SPXEP4350 54292.00000000 NC USD 5996918.87000000 0.332607871925 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased N/A N/A N/A 54292.00000000 350.00000000 USD 2024-07-29 XXXX -3036509.84000000 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475105 14647.00000000 NS USD 1962112.12000000 0.108824873382 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 19009.00000000 NS USD 2859904.05000000 0.158619221070 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 26459.00000000 NS USD 1195946.80000000 0.066330949060 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141G104 12088.00000000 NS USD 4128535.52000000 0.228981489202 Long EC US N 1 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 5423.00000000 NS USD 855369.79000000 0.047441483156 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 8600.00000000 NS USD 924156.00000000 0.051256581446 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 858119100 5725.00000000 NS USD 682019.25000000 0.037826920168 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 12629.00000000 NS USD 717832.36000000 0.039813227231 Long EC US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 4000.00000000 NS USD 361040.00000000 0.020024407313 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 9300.00000000 NS USD 274722.00000000 0.015236941131 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 46922.00000000 NS USD 3722791.48000000 0.206477656047 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 4977.00000000 NS USD 2341977.12000000 0.129893374058 Long EC US N 1 N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076C106 3763.00000000 NS USD 1330258.13000000 0.073780275391 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 185900.00000000 NS USD 24895728.00000000 1.380794919795 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 4900.00000000 NS USD 227409.00000000 0.012612814211 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 67321.00000000 NS USD 6239983.49000000 0.346088995774 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 9282.00000000 NS USD 1577661.54000000 0.087502042100 Long EC US N 1 N N N COSTAR GROUP, INC. N/A 22160N109 15290.00000000 NS USD 1269681.60000000 0.070420511625 Long EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 15192.00000000 NS USD 3492944.64000000 0.193729631607 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 120.00000000 NS USD 738646.80000000 0.040967661157 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 1900.00000000 NS USD 192774.00000000 0.010691848813 Long EC US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 35654.00000000 NS USD 441753.06000000 0.024501005997 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 9318.00000000 NS USD 866574.00000000 0.048062903676 Long EC US N 1 N N N SXP OTC EP UNLISTED OPTION N/A SPX313900 -41636.23000000 NC USD -643389.59000000 -0.03568439843 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Written N/A N/A N/A -41636.23000000 900.00000000 USD 2024-03-15 XXXX 822205.71000000 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 23444.00000000 NS USD 1054276.68000000 0.058473481225 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 2177.00000000 NS USD 562079.63000000 0.031174693811 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q109 48874.00000000 NS USD 1570810.36000000 0.087122054235 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 18469.00000000 NS USD 1332907.73000000 0.073927230492 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. 254900M6MTMZM0I22L81 42250P103 20900.00000000 NS USD 361988.00000000 0.020076986357 Long EC US N 1 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 40333.00000000 NS USD 2323584.13000000 0.128873241321 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 3414.00000000 NS USD 2782444.14000000 0.154323052257 Long EC US N 1 N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523100 10862.00000000 NS USD 2855402.56000000 0.158369554359 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 3715.00000000 NS USD 1486482.95000000 0.082444992398 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 19855.00000000 NS USD 1642207.05000000 0.091081937908 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 7200.00000000 NS USD 391248.00000000 0.021699837449 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 12436.00000000 NS USD 573548.32000000 0.031810783220 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 20896.00000000 NS USD 4840140.48000000 0.268449325357 Long EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 15311.00000000 NS USD 495463.96000000 0.027479980457 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973304 57167.00000000 NS USD 2179206.04000000 0.120865581003 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 21365.00000000 NS USD 2629390.55000000 0.145834221582 Long EC US N 1 N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320102 13539.00000000 NS USD 1323843.42000000 0.073424495517 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 48935.00000000 NS USD 3879077.45000000 0.215145764624 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 5422.00000000 NS USD 617077.82000000 0.034225065399 Long EC US N 1 N N N FIRST SOLAR, INC. 549300NPYMLM4NHTOF27 336433107 3835.00000000 NS USD 605086.30000000 0.033559978205 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 6700.00000000 NS USD 1034547.00000000 0.057379211481 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 2893.00000000 NS USD 1257992.12000000 0.069772176513 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 22500.00000000 NS USD 572175.00000000 0.031734614598 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 18815.00000000 NS USD 4717296.80000000 0.261636030752 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 37043.00000000 NS USD 11612610.07000000 0.644071665235 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 21766.00000000 NS USD 1498589.10000000 0.083116437331 Long EC US N 1 N N N SXP OTC EP UNLISTED OPTION N/A SPX314300 41636.23000000 NC USD 1809731.15000000 0.100373348315 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased N/A N/A N/A 41636.23000000 300.00000000 USD 2024-03-15 XXXX -2437164.31000000 N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 5416.00000000 NS USD 1307584.88000000 0.072522746051 Long EC US N 1 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 2800.00000000 NS USD 673400.00000000 0.037348869612 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 3600.00000000 NS USD 347400.00000000 0.019267890263 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 93444.00000000 NS USD 9576141.12000000 0.531122729559 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967424 70763.00000000 NS USD 3262174.30000000 0.180930386969 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 7199.00000000 NS USD 580455.37000000 0.032193869810 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 76826.00000000 NS USD 3793667.88000000 0.210408682810 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 273760.00000000 NS USD 103730401.60000000 5.753212420925 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 59433.00000000 NS USD 7200902.28000000 0.399384556505 Long EC US N 1 N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 7505.00000000 NS USD 594771.25000000 0.032987873278 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 25785.00000000 NS USD 450463.95000000 0.024984139194 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 41068.00000000 NS USD 5299825.40000000 0.293944888380 Long EC US N 1 N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431109 6896.00000000 NS USD 1315825.76000000 0.072979811023 Long EC US N 1 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 4700.00000000 NS USD 252202.00000000 0.013987911514 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515104 11408.00000000 NS USD 891649.28000000 0.049453657111 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 11755.00000000 NS USD 982953.10000000 0.054517652461 Long EC US N 1 N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836108 9700.00000000 NS USD 509638.00000000 0.028266117035 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 5900.00000000 NS USD 933380.00000000 0.051768173328 Long EC US N 1 N N N SXP OTC EP UNLISTED OPTION N/A SPXEP3300 -54292.00000000 NC USD -1036181.21000000 -0.05746984987 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Written N/A N/A N/A -54292.00000000 300.00000000 USD 2024-07-29 XXXX 1254941.19000000 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 4463.00000000 NS USD 555554.24000000 0.030812775278 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 5085.00000000 NS USD 692475.30000000 0.038406845396 Long EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 26678.00000000 NS USD 836355.30000000 0.046386880085 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 18627.00000000 NS USD 1162883.61000000 0.064497161159 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 21861.00000000 NS USD 1989132.39000000 0.110323502044 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 24567.00000000 NS USD 1087581.09000000 0.060320647941 Long EC US N 1 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 13209.00000000 NS USD 2884317.24000000 0.159973252923 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 22336.00000000 NS USD 1512370.56000000 0.083880800195 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 154163.00000000 NS USD 6891086.10000000 0.382201182417 Long EC US N 1 N N N AMETEK, INC. 549300WZDEF9KKE40E98 031100100 8609.00000000 NS USD 1336375.07000000 0.074119540010 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 8010.00000000 NS USD 1050271.20000000 0.058251324780 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 42242.00000000 NS USD 3721942.62000000 0.206430575617 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 73683.00000000 NS USD 2379960.90000000 0.132000073266 Long EC US N 1 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784P101 2600.00000000 NS USD 491634.00000000 0.027267558900 Long EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 5500.00000000 NS USD 635415.00000000 0.035242102739 Long EC US N 1 N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743Q108 11700.00000000 NS USD 421200.00000000 0.023361069024 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 19954.00000000 NS USD 1664961.76000000 0.092343985275 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 5168.00000000 NS USD 522071.36000000 0.028955710058 Long EC US N 1 N N N ROBERT HALF INC. 529900VPCUY9H3HLIC08 770323103 3900.00000000 NS USD 319722.00000000 0.017732781838 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 699.00000000 NS USD 1824341.07000000 0.101183660161 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 9395.00000000 NS USD 1201808.40000000 0.066656051724 Long EC US N 1 N N N N/A N/A N/A 549.00000000 NC USD 125631787.50000000 6.967931765031 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P 500 Future (e-Mini) Dec 2023 N/A N/A 2023-12-18 121851255.68000000 USD 3780531.82000000 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 8600.00000000 NS USD 411424.00000000 0.022818861496 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 42166.00000000 NS USD 4187083.80000000 0.232228759881 Long EC US N 1 N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 011659109 4500.00000000 NS USD 170145.00000000 0.009436773715 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 9600.00000000 NS USD 427488.00000000 0.023709821165 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 3221.00000000 NS USD 944912.56000000 0.052407805166 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 8174.00000000 NS USD 2211475.70000000 0.122655357248 Long EC US N 1 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874784 26163.00000000 NS USD 1721787.03000000 0.095495692433 Long EC US N 1 N N N JACOBS SOLUTIONS INC. N/A 46982L108 4700.00000000 NS USD 597746.00000000 0.033152862215 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 32336.00000000 NS USD 948738.24000000 0.052619989341 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021106 5306.00000000 NS USD 1189392.96000000 0.065967452601 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 5100.00000000 NS USD 170238.00000000 0.009441931786 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 24303.00000000 NS USD 1437522.45000000 0.079729489977 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 19781.00000000 NS USD 811218.81000000 0.044992731752 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 4870.00000000 NS USD 3486530.40000000 0.193373877800 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 1900.00000000 NS USD 521911.00000000 0.028946815991 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 88680.00000000 NS USD 13715248.80000000 0.760690583812 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 40067.00000000 NS USD 2843955.66000000 0.157734673493 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 207840.00000000 NS USD 6332884.80000000 0.351241592914 Long EC US N 1 N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 929740108 6686.00000000 NS USD 779320.16000000 0.043223532881 Long EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 88160R101 101729.00000000 NS USD 24423098.32000000 1.354581399905 Long EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 10715.00000000 NS USD 422599.60000000 0.023438695216 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 G7S00T104 6346.00000000 NS USD 409570.84000000 0.022716079448 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 4821.00000000 NS USD 1029572.76000000 0.057103324577 Long EC US N 1 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 900.00000000 NS USD 978840.00000000 0.054289527074 Long EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 3500.00000000 NS USD 295470.00000000 0.016387690086 Long EC US N 1 N N N 2023-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel CFO