0001752724-23-270212.txt : 20231128
0001752724-23-270212.hdr.sgml : 20231128
20231128132714
ACCESSION NUMBER: 0001752724-23-270212
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231128
DATE AS OF CHANGE: 20231128
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04878
FILM NUMBER: 231444425
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003455734
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS
STREET 2: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
DATE OF NAME CHANGE: 19890509
0000804239
S000006674
SIMT LARGE CAP VALUE FUND
C000018197
CLASS I
SEUIX
C000018198
CLASS F
TRMVX
C000147390
Class Y
SVAYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000006674
C000147390
C000018198
C000018197
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Large Cap Value Fund
S000006674
BR7X1WYLZTTJJGHBQS37
2023-09-30
2023-09-30
N
1238569975.53
2125196.39
1236444779.14
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
6240.00000000
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
40505.00000000
NS
USD
2872209.55000000
0.232295820926
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
279508.00000000
NS
USD
9215378.76000000
0.745312602347
Long
EC
US
N
1
N
N
N
BCE Inc.
5493001I9203PRB5KR45
BCE INC COMMON STOCK
05534B760
272263.00000000
NS
USD
10392278.71000000
0.840496792523
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
49572.00000000
NS
USD
10303044.48000000
0.833279791691
Long
EC
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
12270.00000000
NS
USD
3018174.60000000
0.244101042838
Long
EC
US
N
1
N
N
N
VONTIER CORPORATION
549300VVSQLG4P5K4639
VONTIER CORP COMMON STOCK
928881101
122930.00000000
NS
USD
3800995.60000000
0.307413292055
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
146520.00000000
NS
USD
3575088.00000000
0.289142552932
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
12.00000000
NC
USD
2595300.00000000
0.209900194799
N/A
DE
US
N
1
S&P500 EMINI FUT DEC23
N/A
Long
S&P 500 Future (e-Mini) Dec 2023
N/A
N/A
2023-12-18
2645302.02000000
USD
-50002.02000000
N
N
N
VISTRA CORP.
549300KP43CPCUJOOG15
Vistra Corp. COMMON STOCK
92840M102
122949.00000000
NS
USD
4079447.82000000
0.329933684773
Long
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
36211.00000000
NS
USD
4350751.65000000
0.351875936831
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
36393.00000000
NS
USD
12748467.90000000
1.031058411590
Long
EC
US
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC-ADR DEPOSITARY RECEIPT
780259305
61589.00000000
NS
USD
3965099.82000000
0.320685556435
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
72344.00000000
NS
USD
7118649.60000000
0.575735343793
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
156341.00000000
NS
USD
14474049.78000000
1.170618374891
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
337327.00000000
NS
USD
5859369.99000000
0.473888530151
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
28296.00000000
NS
USD
8934462.00000000
0.722592884917
Long
EC
US
N
1
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC COMMON STOCK
094235108
59825.00000000
NS
USD
1471096.75000000
0.118977957998
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
170065.00000000
NS
USD
13889208.55000000
1.123318144435
Long
EC
US
N
1
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC COMMON STOCK
783549108
31013.00000000
NS
USD
3316840.35000000
0.268256246130
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
16965.00000000
NS
USD
4559513.40000000
0.368759970273
Long
EC
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
201984.00000000
NS
USD
3474124.80000000
0.280976947665
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
161900.00000000
NS
USD
23478738.00000000
1.898890948961
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
31513.00000000
NS
USD
778055.97000000
0.062926867671
Long
EC
US
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS, INC.
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT
681936100
93655.00000000
NS
USD
3105599.80000000
0.251171734669
Long
EC
US
N
1
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
104071.00000000
NS
USD
6617874.89000000
0.535234165055
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
102865.00000000
NS
USD
14851648.70000000
1.201157459723
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
213204.00000000
NS
USD
8965228.20000000
0.725081164258
Long
EC
US
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP COMMON STOCK
74251V102
5795.00000000
NS
USD
417645.65000000
0.033777946014
Long
EC
US
N
1
N
N
N
LITHIA MOTORS, INC.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMMON STOCK
536797103
8992.00000000
NS
USD
2655607.36000000
0.214777675865
Long
EC
US
N
1
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO/THE COMMON STOCK
61945C103
52568.00000000
NS
USD
1871420.80000000
0.151354984191
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP-A COMMON STOCK
526057104
30058.00000000
NS
USD
3373409.34000000
0.272831378878
Long
EC
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
180628.00000000
NS
USD
21639234.40000000
1.750117333590
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
144849.00000000
NS
USD
22560231.75000000
1.824604877679
Long
EC
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
28002.00000000
NS
USD
2717594.10000000
0.219790980223
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
123820.00000000
NS
USD
9279070.80000000
0.750463826330
Long
EC
US
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
168244.00000000
NS
USD
5750579.92000000
0.465089910768
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
68559.00000000
NS
USD
4049094.54000000
0.327478801181
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
72619.00000000
NS
USD
2692712.52000000
0.217778631559
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
19370.00000000
NS
USD
2151232.20000000
0.173985303370
Long
EC
US
N
1
N
N
N
TERADYNE, INC.
C3X4YJ278QNZHRJULN75
TERADYNE INC COMMON STOCK
880770102
50479.00000000
NS
USD
5071120.34000000
0.410137227764
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
5611.00000000
NS
USD
2294674.56000000
0.185586497570
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
4284.00000000
NS
USD
491074.92000000
0.039716688386
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
9540728.38000000
NS
USD
9540728.38000000
0.771625918193
Long
STIV
RF
US
N
2
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NVR- NY DEPOSITARY RECEIPT
500472303
24715.00000000
NS
USD
492817.10000000
0.039857590756
Long
EC
US
N
1
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
6340.00000000
NS
USD
439996.00000000
0.035585576276
Long
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
31098.00000000
NS
USD
539550.30000000
0.043637233874
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
26846.00000000
NS
USD
3716828.70000000
0.300606121899
Long
EC
US
N
1
N
N
N
DILLARD'S, INC.
529900FGYKMWL6019P91
DILLARDS INC-CL A COMMON STOCK
254067101
7538.00000000
NS
USD
2493645.78000000
0.201678701877
Long
EC
US
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
50452.00000000
NS
USD
3476142.80000000
0.281140157542
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
28506.00000000
NS
USD
3570091.44000000
0.288738445924
Long
EC
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL-CLASS B COMMON STOCK
92556H206
56061.00000000
NS
USD
723186.90000000
0.058489219429
Long
EC
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
115208.00000000
NS
USD
1239638.08000000
0.100258264737
Long
EC
US
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
37000.00000000
NS
USD
2392790.00000000
0.193521784423
Long
EC
US
N
1
N
N
N
AGCO CORPORATION
LYOM0B2GCF1JWXK5ZG04
AGCO CORP COMMON STOCK
001084102
31476.00000000
NS
USD
3722981.28000000
0.301103724388
Long
EC
US
N
1
N
N
N
CIRRUS LOGIC, INC.
549300NKSJEM5ZZSSV18
CIRRUS LOGIC INC COMMON STOCK
172755100
18558.00000000
NS
USD
1372549.68000000
0.111007762186
Long
EC
US
N
1
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL COMMON STOCK
31847R102
19225.00000000
NS
USD
1086020.25000000
0.087834108592
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
21918.00000000
NS
USD
9531042.30000000
0.770842536666
Long
EC
US
N
1
N
N
N
WILLIAMS-SONOMA, INC.
549300IARG6YWVTZ1I92
WILLIAMS-SONOMA INC COMMON STOCK
969904101
20334.00000000
NS
USD
3159903.60000000
0.255563665544
Long
EC
US
N
1
N
N
N
ZIONS BANCORPORATION, NATIONAL ASSOCIATION
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA COMMON STOCK
989701107
61404.00000000
NS
USD
2142385.56000000
0.173269813269
Long
EC
US
N
1
N
N
N
PENSKE AUTOMOTIVE GROUP, INC.
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK
70959W103
13566.00000000
NS
USD
2266335.96000000
0.183294555344
Long
EC
US
N
1
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMMON STOCK
23918K108
9941.00000000
NS
USD
939722.73000000
0.076001997489
Long
EC
US
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
7394.00000000
NS
USD
2018562.00000000
0.163255329639
Long
EC
US
N
1
N
N
N
NEW YORK COMMUNITY BANCORP, INC.
529900HVXOTLY61GL030
NEW YORK COMMUNITY BANCORP COMMON STOCK
649445103
432286.00000000
NS
USD
4902123.24000000
0.396469241708
Long
EC
US
N
1
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC COMMON STOCK
05329W102
12701.00000000
NS
USD
1922931.40000000
0.155521009303
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
34891.00000000
NS
USD
3022607.33000000
0.244459548941
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
58357.00000000
NS
USD
4560015.98000000
0.368800617458
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
235258.00000000
NS
USD
24219811.10000000
1.958826751393
Long
EC
US
N
1
N
N
N
Everest Group, Ltd.
549300N24XF2VV0B3570
EVEREST GROUP LTD COMMON STOCK
G3223R108
2694.00000000
NS
USD
1001278.98000000
0.080980485088
Long
EC
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR INC COMMON STOCK
62944T105
78.00000000
NS
USD
465137.40000000
0.037618938414
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
94360.00000000
NS
USD
10433385.20000000
0.843821363963
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
60319.00000000
NS
USD
4103501.57000000
0.331879080993
Long
EC
US
N
1
N
N
N
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY
635400GAUMJCLEZRRV50
JAZZ PHARMACEUTICALS PLC COMMON STOCK
G50871105
44651.00000000
NS
USD
5779625.44000000
0.467439026595
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
26812.00000000
NS
USD
1082400.44000000
0.087541349056
Long
EC
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP COMMON STOCK
871332102
31045.00000000
NS
USD
1364117.30000000
0.110325776210
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
507972.00000000
NS
USD
22523478.48000000
1.821632381808
Long
EC
US
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
28302.00000000
NS
USD
1611232.86000000
0.130311752468
Long
EC
US
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT
25243Q205
40805.00000000
NS
USD
6087289.90000000
0.492322018961
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
76027.00000000
NS
USD
1319828.72000000
0.106743846734
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT
44107P104
157386.00000000
NS
USD
2529193.02000000
0.204553657605
Long
EC
US
N
1
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP COMMON STOCK
857477103
47517.00000000
NS
USD
3181738.32000000
0.257329593175
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
166631.00000000
NS
USD
6418626.12000000
0.519119513324
Long
EC
US
N
1
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC COMMON STOCK
929089100
82173.00000000
NS
USD
5460395.85000000
0.441620680690
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
371657.00000000
NS
USD
16631650.75000000
1.345118765560
Long
EC
US
N
1
N
N
N
DENTSPLY SIRONA INC.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA INC COMMON STOCK
24906P109
110087.00000000
NS
USD
3760571.92000000
0.304143944270
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
99315.00000000
NS
USD
6285646.35000000
0.508364502486
Long
EC
US
N
1
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
46481.00000000
NS
USD
5363442.59000000
0.433779387521
Long
EC
US
N
1
N
N
N
Siemens Aktiengesellschaft
W38RGI023J3WT1HWRP32
SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT
826197501
107812.00000000
NS
USD
7703167.40000000
0.623009416187
Long
EC
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
134840.00000000
NS
USD
2998841.60000000
0.242537446927
Long
EC
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC COMMON STOCK
744320102
28531.00000000
NS
USD
2707306.59000000
0.218958956815
Long
EC
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
47842.00000000
NS
USD
5129619.24000000
0.414868445929
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
33496.00000000
NS
USD
3547896.32000000
0.286943370205
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT
66987V109
103008.00000000
NS
USD
10492394.88000000
0.848593892506
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
168205.00000000
NS
USD
4612181.10000000
0.373019578214
Long
EC
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP COMMON STOCK
174610105
94679.00000000
NS
USD
2537397.20000000
0.205217187440
Long
EC
US
N
1
N
N
N
BOSTON PROPERTIES, INC.
549300OF70FSEUQBT254
BOSTON PROPERTIES INC REIT
101121101
88791.00000000
NS
USD
5281288.68000000
0.427135022048
Long
EC
US
N
1
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
340826.00000000
NS
USD
9918036.60000000
0.802141492068
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI DEC23 PHYSICAL INDEX FUTURE.
N/A
14.00000000
NC
USD
3528560.00000000
0.285379505783
N/A
DE
US
N
1
S&P MID 400 EMINI DEC23
N/A
Long
S&P MID 400 EMINI Dec 2023
N/A
N/A
2023-12-18
3549452.06000000
USD
-20892.06000000
N
N
N
CROWN HOLDINGS, INC.
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS INC COMMON STOCK
228368106
45761.00000000
NS
USD
4048933.28000000
0.327465758949
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
192393.00000000
NS
USD
13432879.26000000
1.086411579928
Long
EC
US
N
1
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC COMMON STOCK
247361702
161817.00000000
NS
USD
5987229.00000000
0.484229389052
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
136847.00000000
NS
USD
6909405.03000000
0.558812261296
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
15488.00000000
NS
USD
3168535.04000000
0.256261750905
Long
EC
US
N
1
N
N
N
HOWARD HUGHES HOLDINGS INC.
N/A
HOWARD HUGHES HOLDINGS INC COMMON STOCK
44267T102
44213.00000000
NS
USD
3277509.69000000
0.265075298573
Long
EC
US
N
1
N
N
N
AUTOLIV, INC.
A23RUXWKASG834LTMK28
AUTOLIV INC COMMON STOCK
052800109
18618.00000000
NS
USD
1796264.64000000
0.145276576059
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
15721.00000000
NS
USD
5182899.28000000
0.419177578120
Long
EC
US
N
1
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC COMMON STOCK
92556V106
487079.00000000
NS
USD
4802598.94000000
0.388420010422
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
1320970.00000000
NS
USD
19840969.40000000
1.604678974325
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
43013.18700000
NS
USD
38374.65000000
0.003103628293
Long
EC
US
N
2
N
N
N
CHART INDUSTRIES, INC.
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC COMMON STOCK
16115Q308
12449.00000000
NS
USD
2105374.88000000
0.170276498839
Long
EC
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO COMMON STOCK
887389104
50058.00000000
NS
USD
3678762.42000000
0.297527433660
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
167004.00000000
NS
USD
5412599.64000000
0.437755064465
Long
EC
US
N
1
N
N
N
APA CORPORATION
549300VCIWLRHYVSHC79
APA CORP COMMON STOCK
03743Q108
43909.00000000
NS
USD
1804659.90000000
0.145955559879
Long
EC
US
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N20944109
102959.00000000
NS
USD
1245803.90000000
0.100756938038
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
566703.00000000
NS
USD
15516328.14000000
1.254914768679
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
6045.00000000
NS
USD
1955980.65000000
0.158193934981
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
11458.00000000
NS
USD
1707929.48000000
0.138132289352
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
2041.00000000
NS
USD
269105.85000000
0.021764485930
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
257060.00000000
NS
USD
6606442.00000000
0.534309506696
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
36531.00000000
NS
USD
5176808.01000000
0.418684934203
Long
EC
US
N
1
N
N
N
SABRA HEALTH CARE REIT, INC.
549300E3BC7GU7TAZ621
SABRA HEALTH CARE REIT INC REIT
78573L106
143789.00000000
NS
USD
2004418.66000000
0.162111458094
Long
EC
US
N
1
N
N
N
FLEX LTD.
549300EAQH74YHD07T53
FLEX LTD COMMON STOCK
Y2573F102
72201.00000000
NS
USD
1947982.98000000
0.157547107065
Long
EC
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B COMMON STOCK
911312106
69337.00000000
NS
USD
10807558.19000000
0.874083369701
Long
EC
US
N
1
N
N
N
GRAPHIC PACKAGING HOLDING COMPANY
N/A
GRAPHIC PACKAGING HOLDING CO COMMON STOCK
388689101
25779.00000000
NS
USD
574356.12000000
0.046452225743
Long
EC
US
N
1
N
N
N
KENVUE INC.
5493008HSF8L4M2LIJ82
KENVUE INC COMMON STOCK
49177J102
495721.00000000
NS
USD
9954077.68000000
0.805056388116
Long
EC
US
N
1
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP COMMON STOCK
808513105
43038.00000000
NS
USD
2362786.20000000
0.191095165741
Long
EC
US
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
73301.00000000
NS
USD
6363992.82000000
0.514700933463
Long
EC
US
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
144122.00000000
NS
USD
12720207.72000000
1.028772811742
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
26280.00000000
NS
USD
1626994.80000000
0.131586531598
Long
EC
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
OWENS CORNING COMMON STOCK
690742101
35493.00000000
NS
USD
4841600.13000000
0.391574311419
Long
EC
US
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
39365.00000000
NS
USD
10428575.80000000
0.843432393903
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY.
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
82751.00000000
NS
USD
6241080.42000000
0.504760141762
Long
EC
US
N
1
N
N
N
AMKOR TECHNOLOGY, INC.
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC COMMON STOCK
031652100
102883.00000000
NS
USD
2325155.80000000
0.188051730188
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
48296.00000000
NS
USD
6320014.56000000
0.511144101752
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
38550.00000000
NS
USD
1699669.50000000
0.137464246578
Long
EC
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
273934.00000000
NS
USD
32209159.72000000
2.604981658978
Long
EC
US
N
1
N
N
N
O-I GLASS, INC.
N/A
O-I GLASS INC COMMON STOCK
67098H104
56355.00000000
NS
USD
942819.15000000
0.076252426788
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
59317.00000000
NS
USD
8307345.85000000
0.671873583855
Long
EC
US
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710839
13851.00000000
NS
USD
260537.31000000
0.021071487736
Long
EC
US
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
20349.00000000
NS
USD
2272372.83000000
0.183782799550
Long
EC
US
N
1
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP COMMON STOCK
565849106
94717.00000000
NS
USD
2533679.75000000
0.204916531069
Long
EC
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC COMMON STOCK
071813109
50853.00000000
NS
USD
1919192.22000000
0.155218595474
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
23945.00000000
NS
USD
1622034.30000000
0.131185341016
Long
EC
US
N
1
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
13197.00000000
NS
USD
1009702.47000000
0.081661752068
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
30848.00000000
NS
USD
8089271.04000000
0.654236337641
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
223368.00000000
NS
USD
5137464.00000000
0.415502906937
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
17830.00000000
NS
USD
1986440.30000000
0.160657421464
Long
EC
US
N
1
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP COMMON STOCK
91529Y106
62598.00000000
NS
USD
3079195.62000000
0.249036242616
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
32837.00000000
NS
USD
2791801.74000000
0.225792674861
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
141628.00000000
NS
USD
23881313.36000000
1.931450054454
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
182215.00000000
NS
USD
14278367.40000000
1.154792162245
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
113014.00000000
NS
USD
2862644.62000000
0.231522237652
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
544061.00000000
NS
USD
22377228.93000000
1.809804150377
Long
EC
US
N
1
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC COMMON STOCK
G96629103
16379.00000000
NS
USD
3422555.84000000
0.276806202568
Long
EC
US
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT
046353108
37794.00000000
NS
USD
2559409.68000000
0.206997491774
Long
EC
US
N
1
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC-SPONS ADR DEPOSITARY RECEIPT
055622104
136639.00000000
NS
USD
5290662.08000000
0.427893114942
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
26606.00000000
NS
USD
3732821.80000000
0.301899596567
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
6434.00000000
NS
USD
1653602.34000000
0.133738470807
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
320918.00000000
NS
USD
16546532.08000000
1.338234619059
Long
EC
US
N
1
N
N
N
QUIDELORTHO CORPORATION
549300YU8CMO9HF53113
QUIDELORTHO CORP COMMON STOCK
219798105
11618.00000000
NS
USD
848578.72000000
0.068630539294
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
34255.00000000
NS
USD
1633963.50000000
0.132150139461
Long
EC
US
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
48773.00000000
NS
USD
7965118.63000000
0.644195257594
Long
EC
US
N
1
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
THE CIGNA GROUP COMMON STOCK
125523100
18672.00000000
NS
USD
5341499.04000000
0.432004658041
Long
EC
US
N
1
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
141512.00000000
NS
USD
1758994.16000000
0.142262249772
Long
EC
US
N
1
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC COMMON STOCK
750236101
78204.00000000
NS
USD
1963702.44000000
0.158818450538
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
117686.00000000
NS
USD
3671803.20000000
0.296964592511
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
190557.00000000
NS
USD
11059928.28000000
0.894494316817
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
71998.00000000
NS
USD
4959222.24000000
0.401087240098
Long
EC
US
N
1
N
N
N
HEALTHPEAK PROPERTIES, INC.
254900M6MTMZM0I22L81
HEALTHPEAK PROPERTIES INC REIT
42250P103
552456.00000000
NS
USD
10143092.16000000
0.820343320714
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
326557.00000000
NS
USD
11609101.35000000
0.938909811894
Long
EC
US
N
1
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AERCAP HOLDINGS NV COMMON STOCK
N00985106
77499.00000000
NS
USD
4856862.33000000
0.392808673055
Long
EC
US
N
1
N
N
N
LANTHEUS HOLDINGS, INC.
5299005HUB5IOJGO7S39
LANTHEUS HOLDINGS INC COMMON STOCK
516544103
11065.00000000
NS
USD
768796.20000000
0.062177964836
Long
EC
US
N
1
N
N
N
STIFEL FINANCIAL CORP.
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP COMMON STOCK
860630102
3867.00000000
NS
USD
237588.48000000
0.019215454180
Long
EC
US
N
1
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
31400.00000000
NS
USD
837752.00000000
0.067754906174
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
26627.00000000
NS
USD
7993691.67000000
0.646506160635
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
46631.00000000
NS
USD
4415955.70000000
0.357149447715
Long
EC
US
N
1
N
N
N
EXELIXIS, INC.
254900PJQB59O2O95R37
EXELIXIS INC COMMON STOCK
30161Q104
74033.00000000
NS
USD
1617621.05000000
0.130828410398
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
60416.00000000
NS
USD
13350123.52000000
1.079718540223
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
31143.00000000
NS
USD
1029587.58000000
0.083270001003
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
18096.00000000
NS
USD
4615565.76000000
0.373293319513
Long
EC
US
N
1
N
N
N
REINSURANCE GROUP OF AMERICA, INCORPORATED
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA COMMON STOCK
759351604
21858.00000000
NS
USD
3173563.02000000
0.256668399069
Long
EC
US
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
66501.00000000
NS
USD
5618669.49000000
0.454421384989
Long
EC
US
N
1
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
18453.00000000
NS
USD
989265.33000000
0.080008856577
Long
EC
US
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
14390.00000000
NS
USD
1562466.20000000
0.126367649114
Long
EC
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
29934.00000000
NS
USD
1814000.40000000
0.146710991918
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
362724.00000000
NS
USD
14820902.64000000
1.198670809246
Long
EC
US
N
1
N
N
N
TEGNA INC.
549300YC5EDBGX85AO10
TEGNA INC COMMON STOCK
87901J105
94393.00000000
NS
USD
1375306.01000000
0.111230686012
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
92900.00000000
NS
USD
714401.00000000
0.057778641800
Long
EC
US
N
1
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC COMMON STOCK
59156R108
85353.00000000
NS
USD
5369557.23000000
0.434273921536
Long
EC
US
N
1
N
N
N
NEXSTAR MEDIA GROUP, INC.
52990083ZRR5UT591988
Nexstar Media Group Inc COMMON STOCK
65336K103
9818.00000000
NS
USD
1407606.66000000
0.113843067134
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
50944.00000000
NS
USD
7709864.96000000
0.623551095048
Long
EC
US
N
1
N
N
N
SIMON PROPERTY GROUP, INC.
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC REIT
828806109
21266.00000000
NS
USD
2297365.98000000
0.185804171666
Long
EC
US
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC COMMON STOCK
74144T108
14890.00000000
NS
USD
1561514.30000000
0.126290662255
Long
EC
US
N
1
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC COMMON STOCK
83088M102
17969.00000000
NS
USD
1771563.71000000
0.143278837833
Long
EC
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS, INC.
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS INC COMMON STOCK
910047109
38423.00000000
NS
USD
1625292.90000000
0.131448886955
Long
EC
US
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
55524.00000000
NS
USD
7045440.36000000
0.569814396798
Long
EC
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
70857.00000000
NS
USD
5246960.85000000
0.424358688598
Long
EC
US
N
1
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORP COMMON STOCK
552848103
55201.00000000
NS
USD
921304.69000000
0.074512400840
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
644980.00000000
NS
USD
21393986.60000000
1.730282416241
Long
EC
US
N
1
N
N
N
RTX CORPORATION
I07WOS4YJ0N7YRFE7309
RTX CORPORATION COMMON STOCK
75513E101
194355.00000000
NS
USD
13987729.35000000
1.131286215606
Long
EC
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC-SPON ADR DEPOSITARY RECEIPT
37733W204
101133.00000000
NS
USD
3666071.25000000
0.296501009333
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
17290.00000000
NS
USD
14360728.20000000
1.161453260370
Long
EC
US
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
112302.00000000
NS
USD
2339250.66000000
0.189191680814
Long
EC
US
N
1
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
191211.00000000
NS
USD
8155149.15000000
0.659564364505
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
209704.00000000
NS
USD
12013942.16000000
0.971652140288
Long
EC
US
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT
904767704
172210.00000000
NS
USD
8507174.00000000
0.688035094128
Long
EC
US
N
1
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
65956.00000000
NS
USD
2437074.20000000
0.197103359657
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO/THE COMMON STOCK
500754106
56221.00000000
NS
USD
1891274.44000000
0.152960687926
Long
EC
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC COMMON STOCK
56418H100
42383.00000000
NS
USD
3107521.56000000
0.251327160939
Long
EC
US
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
24975.00000000
NS
USD
5705788.50000000
0.461467313078
Long
EC
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
185547.00000000
NS
USD
2304493.74000000
0.186380643832
Long
EC
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHLS CORP COMMON STOCK
500255104
23092.00000000
NS
USD
484008.32000000
0.039145162660
Long
EC
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP COMMON STOCK
89832Q109
211571.00000000
NS
USD
6053046.31000000
0.489552498592
Long
EC
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
85357.00000000
NS
USD
17769620.26000000
1.437154376789
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
341952.00000000
NS
USD
18383339.52000000
1.486790176977
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
52590.00000000
NS
USD
4262419.50000000
0.344731893563
Long
EC
US
N
1
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
57168.00000000
NS
USD
2046614.40000000
0.165524124856
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
47072.00000000
NS
USD
3611363.84000000
0.292076435674
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
78802.00000000
NS
USD
6048053.50000000
0.489148694873
Long
EC
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL COMMON STOCK
87165B103
153808.00000000
NS
USD
4701910.56000000
0.380276631785
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
234738.00000000
NS
USD
12490408.98000000
1.010187368714
Long
EC
US
N
1
N
N
N
2023-09-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO