0001752724-23-270227.txt : 20231128
0001752724-23-270227.hdr.sgml : 20231128
20231128132734
ACCESSION NUMBER: 0001752724-23-270227
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: 231444441
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
S000050286
SIMT Dynamic Asset Allocation Fund
C000158774
Class F
SDYAX
C000158775
Class Y
SDYYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000050286
C000158775
C000158774
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Dynamic Asset Allocation Fund
S000050286
549300CH15ZL74DTQD54
2023-09-30
2023-09-30
N
759520044.03
76573158.47
682946885.56
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
28004668.41000000
N
S&P 500 Index
SNP500
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK
844741108
9027.00000000
NS
USD
244360.89000000
0.035780365232
Long
EC
US
N
1
N
N
N
COSTAR GROUP, INC.
N/A
COSTAR GROUP INC COMMON STOCK
22160N109
6259.00000000
NS
USD
481254.51000000
0.070467340898
Long
EC
US
N
1
N
N
N
EQUIFAX INC.
5493004MCF8JDC86VS77
EQUIFAX INC COMMON STOCK
294429105
1865.00000000
NS
USD
341630.70000000
0.050023026273
Long
EC
US
N
1
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP COMMON STOCK
73278L105
616.00000000
NS
USD
219357.60000000
0.032119276716
Long
EC
US
N
1
N
N
N
NORTHERN TRUST CORPORATION
549300GLF98S992BC502
NORTHERN TRUST CORP COMMON STOCK
665859104
3322.00000000
NS
USD
230812.56000000
0.033796560886
Long
EC
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
3685.00000000
NS
USD
337656.55000000
0.049441114256
Long
EC
US
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
1651.00000000
NS
USD
1358706.96000000
0.198947676419
Long
EC
US
N
1
N
N
N
TYLER TECHNOLOGIES, INC.
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC COMMON STOCK
902252105
609.00000000
NS
USD
235159.26000000
0.034433023266
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
6037.00000000
NS
USD
913639.58000000
0.133779009659
Long
EC
US
N
1
N
N
N
SXP OTC EP UNLISTED OPTION
N/A
SXP OTC EP UNLISTED OPTION EXPIRATION: 06/29/24
SP63P3300
-21639.00000000
NC
USD
-945836.91000000
-0.13849348023
N/A
DE
US
N
2
SXP OTC EP UNLISTED OPTION
N/A
Put
Written
N/A
N/A
N/A
-21639.00000000
300.00000000
USD
2024-07-29
XXXX
-32671.11000000
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC COMMON STOCK
09247X101
2161.00000000
NS
USD
1397064.89000000
0.204564208365
Long
EC
US
N
1
N
N
N
ALLEGION PUBLIC LIMITED COMPANY
984500560CAC2E6FB757
ALLEGION PLC COMMON STOCK
G0176J109
1433.00000000
NS
USD
149318.60000000
0.021863867184
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
1630.00000000
NS
USD
200343.30000000
0.029335121696
Long
EC
US
N
1
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC COMMON STOCK
25278X109
2623.00000000
NS
USD
406250.24000000
0.059484895324
Long
EC
US
N
1
N
N
N
THE COOPER COMPANIES, INC.
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE COMMON STOCK
216648402
766.00000000
NS
USD
243595.66000000
0.035668316987
Long
EC
US
N
1
N
N
N
INGERSOLL RAND INC.
5299004C02FMZCUOIR50
INGERSOLL-RAND INC COMMON STOCK
45687V106
6179.00000000
NS
USD
393725.88000000
0.057651025039
Long
EC
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B COMMON STOCK
911312106
10976.00000000
NS
USD
1710829.12000000
0.250506907077
Long
EC
US
N
1
N
N
N
ETSY, INC.
54930089Q7XT501AEA40
ETSY INC COMMON STOCK
29786A106
1991.00000000
NS
USD
128578.78000000
0.018827054155
Long
EC
US
N
1
N
N
N
CATALENT, INC.
N/A
CATALENT INC COMMON STOCK
148806102
2977.00000000
NS
USD
135542.81000000
0.019846757173
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS REF: S&P 500 EQWG USD TR
N/A
6092.00000000
NC
USD
-6129089.44000000
-0.89744745449
N/A
DE
US
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-10-31
0.00000000
USD
0.00000000
USD
-74282474.86000000
USD
-6129089.44000000
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP COMMON STOCK
902973304
23470.00000000
NS
USD
775918.20000000
0.113613256961
Long
EC
US
N
1
N
N
N
QORVO, INC.
254900YAUJV2EUEVBR11
QORVO INC COMMON STOCK
74736K101
1631.00000000
NS
USD
155711.57000000
0.022799953157
Long
EC
US
N
1
N
N
N
AIRBNB, INC.
549300HMUDNO0RY56D37
AIRBNB INC-CLASS A COMMON STOCK
009066101
6400.00000000
NS
USD
878144.00000000
0.128581595226
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
4090.00000000
NS
USD
455666.90000000
0.066720693751
Long
EC
US
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK
517834107
5119.00000000
NS
USD
234654.96000000
0.034359181506
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE.
N/A
PUBLIC STORAGE REIT
74460D109
2369.00000000
NS
USD
624278.88000000
0.091409580041
Long
EC
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT IN COMMON STOCK
538034109
2307.00000000
NS
USD
191573.28000000
0.028050977909
Long
EC
US
N
1
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC COMMON STOCK
854502101
2399.00000000
NS
USD
200508.42000000
0.029359299271
Long
EC
US
N
1
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK
42809H107
4196.00000000
NS
USD
641988.00000000
0.094002625031
Long
EC
US
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
10100.00000000
NS
USD
592668.00000000
0.086780979975
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
9962.00000000
NS
USD
2471572.20000000
0.361898158152
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
31910.00000000
NS
USD
1852056.40000000
0.271186008628
Long
EC
US
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC COMMON STOCK
46266C105
2815.00000000
NS
USD
553851.25000000
0.081097265645
Long
EC
US
N
1
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE, INC.
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK
874054109
2421.00000000
NS
USD
339884.19000000
0.049767294819
Long
EC
US
N
1
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
4961.00000000
NS
USD
1812799.01000000
0.265437773907
Long
EC
US
N
1
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INC REIT
22822V101
6663.00000000
NS
USD
613195.89000000
0.089786761308
Long
EC
US
N
1
N
N
N
CENCORA, INC.
AI8GXW8LG5WK7E9UD086
CENCORA INC COMMON STOCK
03073E105
2499.00000000
NS
USD
449745.03000000
0.065853588252
Long
EC
US
N
1
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL REIT
29476L107
5309.00000000
NS
USD
311691.39000000
0.045639184626
Long
EC
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK
31620M106
9235.00000000
NS
USD
510418.45000000
0.074737649558
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY.
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
8221.00000000
NS
USD
620027.82000000
0.090787121679
Long
EC
US
N
1
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTL FLAVORS & FRAGRANCES COMMON STOCK
459506101
3882.00000000
NS
USD
264635.94000000
0.038749124653
Long
EC
US
N
1
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
3915.00000000
NS
USD
782686.80000000
0.114604344283
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS B COMMON STOCK
65249B208
2017.00000000
NS
USD
42094.79000000
0.006163698947
Long
EC
US
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
826377.80000000
PA
USD
0.01000000
0.000000001464
Long
STIV
US
N
2
N
N
N
ROCKWELL AUTOMATION, INC.
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC COMMON STOCK
773903109
1755.00000000
NS
USD
501701.85000000
0.073461327755
Long
EC
US
N
1
N
N
N
CERIDIAN HCM HOLDING INC.
549300T64GVCHFJ8L449
CERIDIAN HCM HOLDING INC COMMON STOCK
15677J108
2306.00000000
NS
USD
156462.10000000
0.022909848966
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
8318.00000000
NS
USD
366740.62000000
0.053699728010
Long
EC
US
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
3570.00000000
NS
USD
516043.50000000
0.075561293405
Long
EC
US
N
1
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC COMMON STOCK
247361702
9787.00000000
NS
USD
362119.00000000
0.053023010669
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK
871829107
7611.00000000
NS
USD
502706.55000000
0.073608440221
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
10517.00000000
NS
USD
542256.52000000
0.079399515755
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
1810.00000000
NS
USD
138863.20000000
0.020332942859
Long
EC
US
N
1
N
N
N
ESSEX PROPERTY TRUST, INC.
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC REIT
297178105
1015.00000000
NS
USD
215271.35000000
0.031520950538
Long
EC
US
N
1
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
1935.00000000
NS
USD
253601.10000000
0.037133356248
Long
EC
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
2887.00000000
NS
USD
502684.44000000
0.073605202780
Long
EC
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
15009.00000000
NS
USD
567190.11000000
0.083050398499
Long
EC
US
N
1
N
N
N
KENVUE INC.
5493008HSF8L4M2LIJ82
KENVUE INC COMMON STOCK
49177J102
26574.00000000
NS
USD
533605.92000000
0.078132857954
Long
EC
US
N
1
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP COMMON STOCK
00130H105
10155.00000000
NS
USD
154356.00000000
0.022601464808
Long
EC
US
N
1
N
N
N
TRANSDIGM GROUP INCORPORATED
N/A
TRANSDIGM GROUP INC COMMON STOCK
893641100
837.00000000
NS
USD
705699.81000000
0.103331580379
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
37518.00000000
NS
USD
16319954.82000000
2.389637490859
Long
EC
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK
883556102
5849.00000000
NS
USD
2960588.33000000
0.433501988602
Long
EC
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
8239.00000000
NS
USD
643053.95000000
0.094158705983
Long
EC
US
N
1
N
N
N
DIGITAL REALTY TRUST, INC.
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC REIT
253868103
4441.00000000
NS
USD
537449.82000000
0.078695698210
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
17410.00000000
NS
USD
1547400.80000000
0.226577034425
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
29120.00000000
NS
USD
1197705.60000000
0.175373169615
Long
EC
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC COMMON STOCK
418056107
1909.00000000
NS
USD
126261.26000000
0.018487712978
Long
EC
US
N
1
N
N
N
ROPER TECHNOLOGIES, INC.
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC COMMON STOCK
776696106
1623.00000000
NS
USD
785986.44000000
0.115087491665
Long
EC
US
N
1
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC COMMON STOCK
697435105
4600.00000000
NS
USD
1078424.00000000
0.157907448266
Long
EC
US
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP COMMON STOCK
74251V102
3467.00000000
NS
USD
249866.69000000
0.036586547985
Long
EC
US
N
1
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
1243.00000000
NS
USD
543526.61000000
0.079585487757
Long
EC
US
N
1
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK
036752103
3616.00000000
NS
USD
1574478.72000000
0.230541899127
Long
EC
US
N
1
N
N
N
ZEBRA TECHNOLOGIES CORPORATION
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK
989207105
777.00000000
NS
USD
183783.81000000
0.026910410441
Long
EC
US
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
7620.00000000
NS
USD
1334185.80000000
0.195357183436
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
21399.00000000
NS
USD
3422342.07000000
0.501113943464
Long
EC
US
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
2905.00000000
NS
USD
191584.75000000
0.028052657395
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
309.00000000
NS
USD
784856.91000000
0.114922101058
Long
EC
US
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
3076.00000000
NS
USD
997300.72000000
0.146029031113
Long
EC
US
N
1
N
N
N
CDW CORPORATION
9845001B052ABF0B6755
CDW CORP/DE COMMON STOCK
12514G108
2078.00000000
NS
USD
419257.28000000
0.061389441677
Long
EC
US
N
1
N
N
N
KIMCO REALTY CORPORATION.
254900ARY41P4V1JL861
KIMCO REALTY CORP REIT
49446R109
9474.00000000
NS
USD
166647.66000000
0.024401262165
Long
EC
US
N
1
N
N
N
INVESCO LTD.
ECPGFXU8A2SHKVVGJI15
INVESCO LTD COMMON STOCK
G491BT108
6878.00000000
NS
USD
99868.56000000
0.014623181115
Long
EC
US
N
1
N
N
N
MID-AMERICA APARTMENT COMMUNITIES, INC.
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM REIT
59522J103
1839.00000000
NS
USD
236587.35000000
0.034642130303
Long
EC
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES COMMON STOCK
92826C839
24418.00000000
NS
USD
5616384.18000000
0.822374960447
Long
EC
US
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
2110.00000000
NS
USD
967772.60000000
0.141705397661
Long
EC
US
N
1
N
N
N
ANSYS, INC.
549300VJV8H15Z5FJ571
ANSYS INC COMMON STOCK
03662Q105
1340.00000000
NS
USD
398717.00000000
0.058381846147
Long
EC
US
N
1
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD COMMON STOCK
G16962105
2300.00000000
NS
USD
248975.00000000
0.036455982926
Long
EC
US
N
1
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMMON STOCK
23918K108
915.00000000
NS
USD
86494.95000000
0.012664960017
Long
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
1862.00000000
NS
USD
124698.14000000
0.018258834271
Long
EC
US
N
1
N
N
N
ROBERT HALF INC.
529900VPCUY9H3HLIC08
ROBERT HALF INC COMMON STOCK
770323103
1584.00000000
NS
USD
116075.52000000
0.016996273422
Long
EC
US
N
1
N
N
N
MATCH GROUP, INC.
15OMOPB0A8K0EFUVD031
MATCH GROUP INC COMMON STOCK
57667L107
4206.00000000
NS
USD
164770.05000000
0.024126334490
Long
EC
US
N
1
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP COMMON STOCK
125896100
4487.00000000
NS
USD
238304.57000000
0.034893572990
Long
EC
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
3053.00000000
NS
USD
750976.94000000
0.109961251142
Long
EC
US
N
1
N
N
N
REGENCY CENTERS CORPORATION
529900053A7X7FJ97S58
REGENCY CENTERS CORP REIT
758849103
2294.00000000
NS
USD
136355.36000000
0.019965734214
Long
EC
US
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
2180.00000000
NS
USD
498042.80000000
0.072925554026
Long
EC
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
3030.00000000
NS
USD
210494.10000000
0.030821445188
Long
EC
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
400.00000000
NS
USD
347412.00000000
0.050869548913
Long
EC
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS, INC.
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC COMMON STOCK
609839105
670.00000000
NS
USD
309540.00000000
0.045324168913
Long
EC
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
11144.00000000
NS
USD
590074.80000000
0.086401272555
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
10813.00000000
NS
USD
461174.45000000
0.067527132746
Long
EC
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP COMMON STOCK
126408103
30714.00000000
NS
USD
944455.50000000
0.138291208287
Long
EC
US
N
1
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
4360.00000000
NS
USD
544738.40000000
0.079762923225
Long
EC
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
1079.00000000
NS
USD
404851.59000000
0.059280099017
Long
EC
US
N
1
N
N
N
GE HEALTHCARE TECHNOLOGIES INC.
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGY COMMON STOCK
36266G107
6043.00000000
NS
USD
411165.72000000
0.060204640901
Long
EC
US
N
1
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP COMMON STOCK
565849106
9659.00000000
NS
USD
258378.25000000
0.037832846955
Long
EC
US
N
1
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP COMMON STOCK
808513105
22516.00000000
NS
USD
1236128.40000000
0.180999200104
Long
EC
US
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
11785.00000000
NS
USD
1040144.10000000
0.152302341806
Long
EC
US
N
1
N
N
N
WELLTOWER INC.
N/A
WELLTOWER INC REIT
95040Q104
7741.00000000
NS
USD
634142.72000000
0.092853885625
Long
EC
US
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
3495.00000000
NS
USD
925895.40000000
0.135573559170
Long
EC
US
N
1
N
N
N
GENERAC HOLDINGS INC.
529900S2H2AHJHSFFI84
GENERAC HOLDINGS INC COMMON STOCK
368736104
983.00000000
NS
USD
107107.68000000
0.015683163986
Long
EC
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC COMMON STOCK
744320102
5660.00000000
NS
USD
537077.40000000
0.078641166883
Long
EC
US
N
1
N
N
N
TELEFLEX INCORPORATED
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC COMMON STOCK
879369106
700.00000000
NS
USD
137487.00000000
0.020131433777
Long
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
6685.00000000
NS
USD
803202.75000000
0.117608377310
Long
EC
US
N
1
N
N
N
STERIS PUBLIC LIMITED COMPANY
N/A
STERIS PLC COMMON STOCK
G8473T100
1474.00000000
NS
USD
323425.08000000
0.047357281633
Long
EC
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
3443.00000000
NS
USD
174560.10000000
0.025559835426
Long
EC
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC COMMON STOCK
754730109
2993.00000000
NS
USD
300586.99000000
0.044013230948
Long
EC
US
N
1
N
N
N
WYNN RESORTS, LIMITED
254900CEKKWIHTEAB172
WYNN RESORTS LTD COMMON STOCK
983134107
1545.00000000
NS
USD
142773.45000000
0.020905498365
Long
EC
US
N
1
N
N
N
J. B. HUNT TRANSPORT SERVICES, INC.
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK
445658107
1287.00000000
NS
USD
242625.24000000
0.035526223946
Long
EC
US
N
1
N
N
N
SPX OTC EP 3950 12/15/23
N/A
SPX OTC EP 3950 12/15/23 EXPIRATION: 12/15/23
SPXEP3950
-16242.71000000
NC
USD
-567787.98000000
-0.08313794117
N/A
DE
US
N
2
SPX OTC EP 3950 12/15/23
N/A
Put
Written
N/A
N/A
-16242.71000000
950.00000000
USD
2023-12-15
XXXX
-172057.09000000
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC COMMON STOCK
30212P303
2212.00000000
NS
USD
227990.84000000
0.033383392591
Long
EC
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
574.00000000
NS
USD
250987.24000000
0.036750623702
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
4164.00000000
NS
USD
975625.20000000
0.142855208893
Long
EC
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
14087.00000000
NS
USD
7102524.53000000
1.039981978126
Long
EC
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
9682.00000000
NS
USD
259961.70000000
0.038064702467
Long
EC
US
N
1
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
11634.00000000
NS
USD
354487.98000000
0.051905644127
Long
EC
US
N
1
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK
101137107
21984.00000000
NS
USD
1160755.20000000
0.169962734224
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
7026.00000000
NS
USD
776864.82000000
0.113751865104
Long
EC
US
N
1
N
N
N
CarMax, Inc.
529900F60CID3NCZM330
CARMAX INC COMMON STOCK
143130102
2545.00000000
NS
USD
180007.85000000
0.026357518250
Long
EC
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
15249.00000000
NS
USD
4607637.84000000
0.674670012767
Long
EC
US
N
1
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
THE CIGNA GROUP COMMON STOCK
125523100
4504.00000000
NS
USD
1288459.28000000
0.188661711070
Long
EC
US
N
1
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
15656.00000000
NS
USD
455589.60000000
0.066709375155
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP COMMON STOCK
14448C104
12942.00000000
NS
USD
714398.40000000
0.104605265080
Long
EC
US
N
1
N
N
N
RTX CORPORATION
I07WOS4YJ0N7YRFE7309
RTX CORPORATION COMMON STOCK
75513E101
22231.00000000
NS
USD
1599965.07000000
0.234273719351
Long
EC
US
N
1
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
625.00000000
NS
USD
432400.00000000
0.063313854875
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
5827.00000000
NS
USD
368790.83000000
0.053999928515
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
8417.00000000
NS
USD
787999.54000000
0.115382258366
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
2192.00000000
NS
USD
251268.96000000
0.036791874348
Long
EC
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP COMMON STOCK
674599105
10015.00000000
NS
USD
649773.20000000
0.095142567268
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
3423.00000000
NS
USD
1399870.08000000
0.204974956266
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
12692.00000000
NS
USD
1757207.40000000
0.257297812927
Long
EC
US
N
1
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
3780.00000000
NS
USD
285919.20000000
0.041865510487
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
3808.00000000
NS
USD
329887.04000000
0.048303469416
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
2276.00000000
NS
USD
455382.08000000
0.066678989190
Long
EC
US
N
1
N
N
N
COMERICA INCORPORATED
I9Q57JVPWHHZ3ZGBW498
COMERICA INC COMMON STOCK
200340107
1983.00000000
NS
USD
82393.65000000
0.012064430154
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
8968.00000000
NS
USD
1249242.40000000
0.182919407996
Long
EC
US
N
1
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK
855244109
17326.00000000
NS
USD
1581344.02000000
0.231547145676
Long
EC
US
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
BLACKSTONE INC COMMON STOCK
09260D107
10700.00000000
NS
USD
1146398.00000000
0.167860491677
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
3875.00000000
NS
USD
366962.50000000
0.053732216627
Long
EC
US
N
1
N
N
N
LKQ CORPORATION
DS830JTTZQN6GK0I2E41
LKQ CORP COMMON STOCK
501889208
3816.00000000
NS
USD
188930.16000000
0.027663960989
Long
EC
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
2995.00000000
NS
USD
297343.60000000
0.043538319931
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
1626.00000000
NS
USD
204095.52000000
0.029884537775
Long
EC
US
N
1
N
N
N
XYLEM INC.
549300DF5MV96DRYLQ48
XYLEM INC COMMON STOCK
98419M100
3666.00000000
NS
USD
333715.98000000
0.048864119165
Long
EC
US
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK
49456B101
28998.00000000
NS
USD
480786.84000000
0.070398862659
Long
EC
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
4358.00000000
NS
USD
1126673.74000000
0.164972381282
Long
EC
US
N
1
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
5126.00000000
NS
USD
578981.70000000
0.084776973472
Long
EC
US
N
1
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK
863667101
5112.00000000
NS
USD
1396956.24000000
0.204548299368
Long
EC
US
N
1
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE COMMON STOCK
097023105
8587.00000000
NS
USD
1645956.16000000
0.241007931187
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
27766.00000000
NS
USD
2250434.30000000
0.329518202305
Long
EC
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
8906.00000000
NS
USD
564907.58000000
0.082716180708
Long
EC
US
N
1
N
N
N
BRK - GOLDMAN SACHS
N/A
BRK - GOLDMAN SACHS PAY - FIXED 0.280960%
N/A
102200000000.00000000
NC
1920458.54000000
0.281201742127
N/A
DIR
XX
N
2
BRK - GOLDMAN SACHS
N/A
Y
2026-05-15
0.00000000
JPY
0.00000000
JPY
-102200000000.00000000
JPY
1920458.54000000
N
N
N
SYNOPSYS, INC.
QG7T915N9S0NY5UKNE63
SYNOPSYS INC COMMON STOCK
871607107
2291.00000000
NS
USD
1051500.27000000
0.153965160722
Long
EC
US
N
1
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
4824.00000000
NS
USD
220119.12000000
0.032230781727
Long
EC
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO COMMON STOCK
025816109
8797.00000000
NS
USD
1312424.43000000
0.192170790693
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
9040.00000000
NS
USD
578469.60000000
0.084701989602
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
3871.00000000
NS
USD
120775.20000000
0.017684420641
Long
EC
US
N
1
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC REIT
29444U700
1411.00000000
NS
USD
1024752.86000000
0.150048690705
Long
EC
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
60008.00000000
NS
USD
745299.36000000
0.109129915628
Long
EC
US
N
1
N
N
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC COMMON STOCK
70450Y103
16859.00000000
NS
USD
985577.14000000
0.144312414455
Long
EC
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMMON STOCK
143658300
15226.00000000
NS
USD
208900.72000000
0.030588135683
Long
EC
US
N
1
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
6092.00000000
NS
USD
1299301.76000000
0.190249313302
Long
EC
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
744573106
7640.00000000
NS
USD
434792.40000000
0.063664160301
Long
EC
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
3800.00000000
NS
USD
698934.00000000
0.102340901580
Long
EC
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
26453.00000000
NS
USD
2561973.05000000
0.375135036731
Long
EC
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
10869.00000000
NS
USD
658661.40000000
0.096444015475
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
44198.00000000
NS
USD
6409593.96000000
0.938520124408
Long
EC
US
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
34364.00000000
NS
USD
373193.04000000
0.054644518906
Long
EC
US
N
1
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300FHEI1SLVZ0RB48
FEDERAL REALTY INVS TRUST REIT
313745101
1052.00000000
NS
USD
95342.76000000
0.013960494149
Long
EC
US
N
1
N
N
N
SOLAREDGE TECHNOLOGIES, INC.
5493000K6Y58XXPDF853
SOLAREDGE TECHNOLOGIES INC COMMON STOCK
83417M104
864.00000000
NS
USD
111896.64000000
0.016384383963
Long
EC
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP COMMON STOCK
28176E108
9151.00000000
NS
USD
633981.28000000
0.092830246891
Long
EC
US
N
1
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP INC COMMON STOCK
02376R102
9781.00000000
NS
USD
125294.61000000
0.018346171957
Long
EC
US
N
1
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP COMMON STOCK
580135101
11137.00000000
NS
USD
2933931.28000000
0.429598749483
Long
EC
US
N
1
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
3762.00000000
NS
USD
588188.70000000
0.086125101737
Long
EC
US
N
1
N
N
N
SXP OTC EP UNLISTED OPTION
N/A
SXP OTC EP UNLISTED OPTION EXPIRATION: 06/29/24
SP63P4350
21639.00000000
NC
USD
4816995.31000000
0.705325027736
N/A
DE
US
N
2
SXP OTC EP UNLISTED OPTION
N/A
Put
Purchased
N/A
N/A
N/A
21639.00000000
350.00000000
USD
2024-07-29
XXXX
1216568.66000000
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP COMMON STOCK
69351T106
11344.00000000
NS
USD
267264.64000000
0.039134030134
Long
EC
US
N
1
N
N
N
BROWN-FORMAN CORPORATION
549300873K3LXF7ARU34
BROWN-FORMAN CORP-CLASS B COMMON STOCK
115637209
2960.00000000
NS
USD
170762.40000000
0.025003759971
Long
EC
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC COMMON STOCK
26875P101
8799.00000000
NS
USD
1115361.24000000
0.163315956713
Long
EC
US
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
860.00000000
NS
USD
281985.40000000
0.041289506689
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
5179.00000000
NS
USD
625882.15000000
0.091644337683
Long
EC
US
N
1
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP COMMON STOCK
68902V107
6435.00000000
NS
USD
516794.85000000
0.075671309281
Long
EC
US
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
2362.00000000
NS
USD
746793.54000000
0.109348699846
Long
EC
US
N
1
N
N
N
JACOBS SOLUTIONS INC.
N/A
JACOBS SOLUTIONS INC COMMON STOCK
46982L108
1832.00000000
NS
USD
250068.00000000
0.036616024655
Long
EC
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL, INC.
N/A
CHIPOTLE MEXICAN GRILL INC COMMON STOCK
169656105
450.00000000
NS
USD
824323.50000000
0.120700967736
Long
EC
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC COMMON STOCK
25746U109
12748.00000000
NS
USD
569453.16000000
0.083381763946
Long
EC
US
N
1
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK
369604301
16682.00000000
NS
USD
1844195.10000000
0.270034923504
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
21362.00000000
NS
USD
704305.14000000
0.103127366840
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
10185.00000000
NS
USD
541943.85000000
0.079353733278
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
7771.00000000
NS
USD
1088328.55000000
0.159357714781
Long
EC
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK
879360105
690.00000000
NS
USD
281920.20000000
0.041279959827
Long
EC
US
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
3219.00000000
NS
USD
733706.67000000
0.107432464443
Long
EC
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
5493000EWHDSR3MZWH98
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
9553.00000000
NS
USD
2933821.83000000
0.429582723346
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
6677.00000000
NS
USD
3772237.92000000
0.552347188303
Long
EC
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL INC COMMON STOCK
46120E602
5382.00000000
NS
USD
1573104.78000000
0.230340720963
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
818.00000000
NS
USD
208639.08000000
0.030549825236
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
5274.00000000
NS
USD
747378.54000000
0.109434358044
Long
EC
US
N
1
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
6917.00000000
NS
USD
1203419.66000000
0.176209846687
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT
44107P104
10923.00000000
NS
USD
175532.61000000
0.025702234494
Long
EC
US
N
1
N
N
N
PINNACLE WEST CAPITAL CORPORATION
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL COMMON STOCK
723484101
1817.00000000
NS
USD
133876.56000000
0.019602777731
Long
EC
US
N
1
N
N
N
TERADYNE, INC.
C3X4YJ278QNZHRJULN75
TERADYNE INC COMMON STOCK
880770102
2388.00000000
NS
USD
239898.48000000
0.035126960100
Long
EC
US
N
1
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA COMMON STOCK
816851109
9622.00000000
NS
USD
654584.66000000
0.095847081792
Long
EC
US
N
1
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
5008.00000000
NS
USD
177633.76000000
0.026009893852
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
8282.00000000
NS
USD
570464.16000000
0.083529798885
Long
EC
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
TRACTOR SUPPLY COMPANY COMMON STOCK
892356106
1674.00000000
NS
USD
339905.70000000
0.049770444405
Long
EC
US
N
1
N
N
N
C.H. ROBINSON WORLDWIDE, INC.
529900WNWN5L0OVDHA79
C.H. ROBINSON WORLDWIDE INC COMMON STOCK
12541W209
1798.00000000
NS
USD
154861.74000000
0.022675517419
Long
EC
US
N
1
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
3729.00000000
NS
USD
258792.60000000
0.037893517852
Long
EC
US
N
1
N
N
N
A. O. SMITH CORPORATION
549300XG4US7UJNECY36
SMITH (A.O.) CORP COMMON STOCK
831865209
1910.00000000
NS
USD
126308.30000000
0.018494600776
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
3837.00000000
NS
USD
154899.69000000
0.022681074220
Long
EC
US
N
1
N
N
N
QUANTA SERVICES, INC.
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC COMMON STOCK
74762E102
2183.00000000
NS
USD
408373.81000000
0.059795837514
Long
EC
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
12074.00000000
NS
USD
6485307.62000000
0.949606441895
Long
EC
US
N
1
N
N
N
ALIGN TECHNOLOGY, INC.
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC COMMON STOCK
016255101
1098.00000000
NS
USD
335241.36000000
0.049087471820
Long
EC
US
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
4023.00000000
NS
USD
349276.86000000
0.051142609679
Long
EC
US
N
1
N
N
N
LEIDOS HOLDINGS, INC.
549300IUTGTP6EJP8124
LEIDOS HOLDINGS INC COMMON STOCK
525327102
2204.00000000
NS
USD
203120.64000000
0.029741791681
Long
EC
US
N
1
N
N
N
DOVER CORPORATION
549300FMC2ALGA7N9E80
DOVER CORP COMMON STOCK
260003108
2141.00000000
NS
USD
298690.91000000
0.043735598816
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
19524.00000000
NS
USD
339131.88000000
0.049657138376
Long
EC
US
N
1
N
N
N
Schlumberger N.V.
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK
806857108
21778.00000000
NS
USD
1269657.40000000
0.185908659493
Long
EC
US
N
1
N
N
N
BOSTON PROPERTIES, INC.
549300OF70FSEUQBT254
BOSTON PROPERTIES INC REIT
101121101
2111.00000000
NS
USD
125562.28000000
0.018385365341
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
105500.00000000
NS
USD
2888590.00000000
0.422959685602
Long
EC
US
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC COMMON STOCK
74144T108
3389.00000000
NS
USD
355404.43000000
0.052039834651
Long
EC
US
N
1
N
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGIES PLC COMMON STOCK
G8994E103
3537.00000000
NS
USD
717692.67000000
0.105087626164
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
10419.00000000
NS
USD
263913.27000000
0.038643308225
Long
EC
US
N
1
N
N
N
UDR, INC.
P3CH2EG5X6Z1XWU1OO74
UDR INC REIT
902653104
4695.00000000
NS
USD
167470.65000000
0.024521767876
Long
EC
US
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
3309.00000000
NS
USD
68926.47000000
0.010092508137
Long
EC
US
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
5228.00000000
NS
USD
447150.84000000
0.065473735872
Long
EC
US
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
2157.00000000
NS
USD
70879.02000000
0.010378408848
Long
EC
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
2251.00000000
NS
USD
241352.22000000
0.035339822920
Long
EC
US
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
7573.00000000
NS
USD
258845.14000000
0.037901210983
Long
EC
US
N
1
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK
723787107
3568.00000000
NS
USD
819034.40000000
0.119926515123
Long
EC
US
N
1
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO/THE COMMON STOCK
842587107
16685.00000000
NS
USD
1079853.20000000
0.158116717834
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
16744.00000000
NS
USD
1139094.32000000
0.166791055656
Long
EC
US
N
1
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
3271.00000000
NS
USD
346071.80000000
0.050673311104
Long
EC
US
N
1
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP COMMON STOCK
172062101
2503.00000000
NS
USD
256031.87000000
0.037489279973
Long
EC
US
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
7738.00000000
NS
USD
2112474.00000000
0.309317465920
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY COMMON STOCK
30040W108
5401.00000000
NS
USD
314068.15000000
0.045987199977
Long
EC
US
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP COMMON STOCK
693475105
5981.00000000
NS
USD
734287.37000000
0.107517493018
Long
EC
US
N
1
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC COMMON STOCK
354613101
4243.00000000
NS
USD
104292.94000000
0.015271017732
Long
EC
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
14812.00000000
NS
USD
159377.12000000
0.023336678645
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
190.00000000
NC
USD
41092250.00000000
6.016902759034
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
42631921.12000000
USD
-1539671.12000000
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
7515.00000000
NS
USD
1430104.50000000
0.209402009180
Long
EC
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
4799.00000000
NS
USD
340297.09000000
0.049827753401
Long
EC
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
2300.00000000
NS
USD
241960.00000000
0.035428816664
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
3464.00000000
NS
USD
765440.08000000
0.112079005876
Long
EC
US
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
1435.00000000
NS
USD
220344.25000000
0.032263746223
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
2161.00000000
NS
USD
951250.59000000
0.139286174388
Long
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
1412.00000000
NS
USD
285972.36000000
0.041873294402
Long
EC
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS, INC.
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC COMMON STOCK
98956P102
3273.00000000
NS
USD
367296.06000000
0.053781057907
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
2049.00000000
NS
USD
152138.25000000
0.022276732380
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
6261.00000000
NS
USD
5200261.38000000
0.761444482719
Long
EC
US
N
1
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC REIT
053484101
2145.00000000
NS
USD
368382.30000000
0.053940109807
Long
EC
US
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
769.00000000
NS
USD
102815.30000000
0.015054655372
Long
EC
US
N
1
N
N
N
ARCH CAPITAL GROUP LTD.
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD COMMON STOCK
G0450A105
5725.00000000
NS
USD
456339.75000000
0.066819215322
Long
EC
US
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
3404.00000000
NS
USD
555907.24000000
0.081398312482
Long
EC
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR INC COMMON STOCK
62944T105
49.00000000
NS
USD
292201.70000000
0.042785420971
Long
EC
US
N
1
N
N
N
COPART, INC.
549300KVYX3JWMYEHU61
COPART INC COMMON STOCK
217204106
13210.00000000
NS
USD
569218.90000000
0.083347462597
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
3419.00000000
NS
USD
968944.60000000
0.141877006907
Long
EC
US
N
1
N
N
N
INVITATION HOMES INC.
984500FE452E665C9F85
INVITATION HOMES INC REIT
46187W107
8900.00000000
NS
USD
282041.00000000
0.041297647879
Long
EC
US
N
1
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
2895.00000000
NS
USD
184093.05000000
0.026955690682
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
8154.00000000
NS
USD
2191469.04000000
0.320884257082
Long
EC
US
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
1199.00000000
NS
USD
615182.92000000
0.090077710727
Long
EC
US
N
1
N
N
N
IDEX CORPORATION
549300U5Y5EL6PHYLF13
IDEX CORP COMMON STOCK
45167R104
1148.00000000
NS
USD
238806.96000000
0.034967135080
Long
EC
US
N
1
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
5927.00000000
NS
USD
169867.82000000
0.024872771747
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 0.29283%
N/A
81000000000.00000000
NC
1458268.43000000
0.213525892105
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-05-15
0.00000000
JPY
0.00000000
JPY
-81000000000.00000000
JPY
1458268.43000000
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK
969457100
18229.00000000
NS
USD
614135.01000000
0.089924271269
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
4647.00000000
NS
USD
499413.09000000
0.073126197740
Long
EC
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
60826.00000000
NS
USD
7151921.08000000
1.047214831960
Long
EC
US
N
1
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
1150.00000000
NS
USD
173811.00000000
0.025450149004
Long
EC
US
N
1
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP COMMON STOCK
172908105
1298.00000000
NS
USD
624350.98000000
0.091420137231
Long
EC
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUIT REIT
015271109
2395.00000000
NS
USD
239739.50000000
0.035103681570
Long
EC
US
N
1
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK
81762P102
3107.00000000
NS
USD
1736688.72000000
0.254293380161
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
63462.00000000
NS
USD
2256074.10000000
0.330344005910
Long
EC
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
2787.00000000
NS
USD
368747.97000000
0.053993652771
Long
EC
US
N
1
N
N
N
MARKETAXESS HOLDINGS INC.
5493002U1CA1XJOVID83
MARKETAXESS HOLDINGS INC COMMON STOCK
57060D108
553.00000000
NS
USD
118142.92000000
0.017298990960
Long
EC
US
N
1
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC COMMON STOCK
760759100
3198.00000000
NS
USD
455746.98000000
0.066732419407
Long
EC
US
N
1
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
1171.00000000
NS
USD
402367.31000000
0.058916340129
Long
EC
US
N
1
N
N
N
AMETEK, INC.
549300WZDEF9KKE40E98
AMETEK INC COMMON STOCK
031100100
3510.00000000
NS
USD
518637.60000000
0.075941132607
Long
EC
US
N
1
N
N
N
AKAMAI TECHNOLOGIES, INC.
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC COMMON STOCK
00971T101
2363.00000000
NS
USD
251754.02000000
0.036862898905
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
138070.00000000
NS
USD
17551458.40000000
2.569959505065
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
90196.00000000
NS
USD
11803048.56000000
1.728252783570
Long
EC
US
N
1
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
3520.00000000
NS
USD
131401.60000000
0.019240383517
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
13421.00000000
NS
USD
344919.70000000
0.050504615701
Long
EC
US
N
1
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
INSULET CORP COMMON STOCK
45784P101
1100.00000000
NS
USD
175439.00000000
0.025688527718
Long
EC
US
N
1
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK
64110L106
6709.00000000
NS
USD
2533318.40000000
0.370939300487
Long
EC
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
18149.00000000
NS
USD
2174250.20000000
0.318363000984
Long
EC
US
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
2514.00000000
NS
USD
684411.36000000
0.100214434602
Long
EC
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO COMMON STOCK
244199105
4102.00000000
NS
USD
1548012.76000000
0.226666640222
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
3496.00000000
NS
USD
134665.92000000
0.019718359194
Long
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
4222.00000000
NS
USD
2157188.68000000
0.315864780352
Long
EC
US
N
1
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO COMMON STOCK
291011104
8720.00000000
NS
USD
842090.40000000
0.123302473121
Long
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
35902.00000000
NS
USD
5236665.72000000
0.766774961673
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
59204.00000000
NS
USD
3314239.92000000
0.485285164933
Long
EC
US
N
1
N
N
N
PPG INDUSTRIES, INC.
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK
693506107
3589.00000000
NS
USD
465852.20000000
0.068212068881
Long
EC
US
N
1
N
N
N
VENTAS, INC.
ORQTRC074CWLT3DKHT41
VENTAS INC REIT
92276F100
6137.00000000
NS
USD
258551.81000000
0.037858260351
Long
EC
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL COMMON STOCK
87165B103
6644.00000000
NS
USD
203107.08000000
0.029739806168
Long
EC
US
N
1
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORP COMMON STOCK
540424108
2755.00000000
NS
USD
174419.05000000
0.025539182283
Long
EC
US
N
1
N
N
N
ADVANCED MICRO DEVICES, INC.
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK
007903107
24458.00000000
NS
USD
2514771.56000000
0.368223592957
Long
EC
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
8608.00000000
NS
USD
947052.16000000
0.138671422335
Long
EC
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
5898.00000000
NS
USD
572400.90000000
0.083813384628
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
7127.00000000
NS
USD
1172035.15000000
0.171614392682
Long
EC
US
N
1
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC COMMON STOCK
65473P105
6644.00000000
NS
USD
163973.92000000
0.024009761735
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
7263.00000000
NS
USD
199151.46000000
0.029160607392
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
85922.00000000
NS
USD
2850032.74000000
0.417313966907
Long
EC
US
N
1
N
N
N
RALPH LAUREN CORPORATION
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP COMMON STOCK
751212101
628.00000000
NS
USD
72904.52000000
0.010674991209
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
3929.00000000
NS
USD
294007.07000000
0.043049770958
Long
EC
US
N
1
N
N
N
TRIMBLE INC.
549300E2MI7NSZFQWS19
TRIMBLE INC COMMON STOCK
896239100
3728.00000000
NS
USD
200790.08000000
0.029400541132
Long
EC
US
N
1
N
N
N
ENPHASE ENERGY, INC.
5493008U7KIGMI59Z314
ENPHASE ENERGY INC COMMON STOCK
29355A107
2088.00000000
NS
USD
250873.20000000
0.036733925478
Long
EC
US
N
1
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN & BROWN INC COMMON STOCK
115236101
3539.00000000
NS
USD
247163.76000000
0.036190773429
Long
EC
US
N
1
N
N
N
INCYTE CORPORATION
549300Z4WN6JVZ3T4680
INCYTE CORP COMMON STOCK
45337C102
2871.00000000
NS
USD
165857.67000000
0.024285588455
Long
EC
US
N
1
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
15468.00000000
NS
USD
546329.76000000
0.079995936953
Long
EC
US
N
1
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL, INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES COMMON STOCK
159864107
765.00000000
NS
USD
149924.70000000
0.021952614935
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
10604.00000000
NS
USD
542500.64000000
0.079435260848
Long
EC
US
N
1
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
484.00000000
NS
USD
183334.36000000
0.026844600052
Long
EC
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES-B COMMON STOCK
913903100
992.00000000
NS
USD
124724.16000000
0.018262644231
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
113006.00000000
NS
USD
35681644.50000000
5.224658791838
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
7607.00000000
NS
USD
515298.18000000
0.075452160467
Long
EC
US
N
1
N
N
N
NORWEGIAN CRUISE LINE HOLDINGS LTD.
N/A
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK
G66721104
6214.00000000
NS
USD
102406.72000000
0.014994829344
Long
EC
US
N
1
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
2428.00000000
NS
USD
610229.24000000
0.089352371744
Long
EC
US
N
1
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
333.00000000
NS
USD
119363.85000000
0.017477764746
Long
EC
US
N
1
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
849.00000000
NS
USD
136807.86000000
0.020031991197
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
918.00000000
NS
USD
834333.48000000
0.122166671763
Long
EC
US
N
1
N
N
N
Everest Group, Ltd.
549300N24XF2VV0B3570
EVEREST GROUP LTD COMMON STOCK
G3223R108
673.00000000
NS
USD
250133.91000000
0.036625675479
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
62454.00000000
NS
USD
2769210.36000000
0.405479608817
Long
EC
US
N
1
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMMON STOCK
552953101
4042.00000000
NS
USD
148583.92000000
0.021756292200
Long
EC
US
N
1
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC COMMON STOCK
876030107
3553.00000000
NS
USD
102148.75000000
0.014957056274
Long
EC
US
N
1
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COMMON STOCK
406216101
13478.00000000
NS
USD
545859.00000000
0.079927006263
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
7848.00000000
NS
USD
590326.56000000
0.086438136329
Long
EC
US
N
1
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO/THE COMMON STOCK
61945C103
5156.00000000
NS
USD
183553.60000000
0.026876702109
Long
EC
US
N
1
N
N
N
MOHAWK INDUSTRIES, INC.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC COMMON STOCK
608190104
920.00000000
NS
USD
78945.20000000
0.011559493376
Long
EC
US
N
1
N
N
N
AXON ENTERPRISE, INC.
549300QP2IEEGFE16681
AXON ENTERPRISE INC COMMON STOCK
05464C101
1000.00000000
NS
USD
198990.00000000
0.029136965730
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
2778669.33000000
NS
USD
2778669.33000000
0.406864631606
Long
STIV
RF
US
N
2
N
N
N
BIO-TECHNE CORPORATION
54930073RLKQ51TILZ35
BIO-TECHNE CORP COMMON STOCK
09073M104
2392.00000000
NS
USD
162823.44000000
0.023841303539
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
2201.00000000
NS
USD
203504.46000000
0.029797992245
Long
EC
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS COMMON STOCK
452308109
4163.00000000
NS
USD
958780.53000000
0.140388740365
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
1842.00000000
NS
USD
263811.24000000
0.038628368556
Long
EC
US
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
4991.00000000
NS
USD
575612.03000000
0.084283571998
Long
EC
US
N
1
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO COMMON STOCK
134429109
3234.00000000
NS
USD
132852.72000000
0.019452862705
Long
EC
US
N
1
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP COMMON STOCK
655844108
3471.00000000
NS
USD
683544.03000000
0.100087436439
Long
EC
US
N
1
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK
04621X108
743.00000000
NS
USD
106679.94000000
0.015620532468
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
8271.00000000
NS
USD
634799.25000000
0.092950017552
Long
EC
US
N
1
N
N
N
REVVITY, INC.
549300IKL1SDPFI7N655
REVVITY INC COMMON STOCK
714046109
1883.00000000
NS
USD
208448.10000000
0.030521861129
Long
EC
US
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
5299003QR1WT0EF88V51
LINDE PLC COMMON STOCK
G54950103
7420.00000000
NS
USD
2762837.00000000
0.404546394224
Long
EC
US
N
1
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC COMMON STOCK
256746108
3196.00000000
NS
USD
340214.20000000
0.049815616293
Long
EC
US
N
1
N
N
N
PENTAIR PUBLIC LIMITED COMPANY
549300EVR9D56WPSRP15
PENTAIR PLC COMMON STOCK
G7S00T104
2664.00000000
NS
USD
172494.00000000
0.025257308239
Long
EC
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE CONNECTIVITY LTD COMMON STOCK
H84989104
4861.00000000
NS
USD
600479.33000000
0.087924748277
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
5055.00000000
NS
USD
1635646.35000000
0.239498324772
Long
EC
US
N
1
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
4478.00000000
NS
USD
266217.10000000
0.038980644853
Long
EC
US
N
1
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC COMMON STOCK
92556V106
17483.00000000
NS
USD
172382.38000000
0.025240964362
Long
EC
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
946.00000000
NS
USD
259402.66000000
0.037982845442
Long
EC
US
N
1
N
N
N
HEALTHPEAK PROPERTIES, INC.
254900M6MTMZM0I22L81
HEALTHPEAK PROPERTIES INC REIT
42250P103
8361.00000000
NS
USD
153507.96000000
0.022477291169
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
38611.00000000
NS
USD
3975002.45000000
0.582036836838
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
18684.00000000
NS
USD
1786564.08000000
0.261596343401
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO/THE COMMON STOCK
500754106
12243.00000000
NS
USD
411854.52000000
0.060305497939
Long
EC
US
N
1
N
N
N
ZIONS BANCORPORATION, NATIONAL ASSOCIATION
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA COMMON STOCK
989701107
2233.00000000
NS
USD
77909.37000000
0.011407822723
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
20958.00000000
NS
USD
3551123.52000000
0.519970673427
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS A COMMON STOCK
65249B109
5662.00000000
NS
USD
113579.72000000
0.016630827726
Long
EC
US
N
1
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC COMMON STOCK
G96629103
1638.00000000
NS
USD
342276.48000000
0.050117584139
Long
EC
US
N
1
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC COMMON STOCK
12769G100
3254.00000000
NS
USD
150822.90000000
0.022084133215
Long
EC
US
N
1
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC COMMON STOCK
127097103
11241.00000000
NS
USD
304069.05000000
0.044523089046
Long
EC
US
N
1
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A COMMON STOCK
571903202
3873.00000000
NS
USD
761276.88000000
0.111469412350
Long
EC
US
N
1
N
N
N
W. R. BERKLEY CORPORATION
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP COMMON STOCK
084423102
3057.00000000
NS
USD
194088.93000000
0.028419330127
Long
EC
US
N
1
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC COMMON STOCK
69370C100
1628.00000000
NS
USD
230655.04000000
0.033773496135
Long
EC
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK
34959J108
5370.00000000
NS
USD
398239.20000000
0.058311884631
Long
EC
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC COMMON STOCK
071813109
7749.00000000
NS
USD
292447.26000000
0.042821376915
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
13828.00000000
NS
USD
1940068.40000000
0.284073101586
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
26892.00000000
NS
USD
4008521.52000000
0.586944842235
Long
EC
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL-CLASS B COMMON STOCK
92556H206
8271.00000000
NS
USD
106695.90000000
0.015622869399
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
2225.00000000
NS
USD
321245.50000000
0.047038138220
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
3895.00000000
NS
USD
1354447.30000000
0.198323958808
Long
EC
US
N
1
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP COMMON STOCK
918204108
4919.00000000
NS
USD
86918.73000000
0.012727011695
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
23917.00000000
NS
USD
2533288.64000000
0.370934942901
Long
EC
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
3241.00000000
NS
USD
394040.78000000
0.057697134042
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
4423.00000000
NS
USD
168206.69000000
0.024629541997
Long
EC
US
N
1
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC COMMON STOCK
052769106
3310.00000000
NS
USD
684872.10000000
0.100281898121
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
10088.00000000
NS
USD
451438.00000000
0.066101480150
Long
EC
US
N
1
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC COMMON STOCK
98389B100
8559.00000000
NS
USD
489745.98000000
0.071710698204
Long
EC
US
N
1
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
723.00000000
NS
USD
288802.35000000
0.042287673625
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
27680.00000000
NS
USD
9696304.00000000
1.419774246726
Long
EC
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
12421.00000000
NS
USD
883257.31000000
0.129330307916
Long
EC
US
N
1
N
N
N
APA CORPORATION
549300VCIWLRHYVSHC79
APA CORP COMMON STOCK
03743Q108
4952.00000000
NS
USD
203527.20000000
0.029801321933
Long
EC
US
N
1
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC COMMON STOCK
35671D857
21912.00000000
NS
USD
817098.48000000
0.119643049448
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
17103.00000000
NS
USD
1899459.18000000
0.278126926143
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
3043.00000000
NS
USD
226642.64000000
0.033185983389
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
360.00000000
NS
USD
398905.20000000
0.058409403195
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
63686.00000000
NS
USD
2064063.26000000
0.302228958597
Long
EC
US
N
1
N
N
N
GEN DIGITAL INC.
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC COMMON STOCK
668771108
8609.00000000
NS
USD
152207.12000000
0.022286816620
Long
EC
US
N
1
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK
79466L302
14728.00000000
NS
USD
2986543.84000000
0.437302505238
Long
EC
US
N
1
N
N
N
PG&E CORPORATION
8YQ2GSDWYZXO2EDN3511
P G & E CORP COMMON STOCK
69331C108
31327.00000000
NS
USD
505304.51000000
0.073988844620
Long
EC
US
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK
701094104
1986.00000000
NS
USD
773586.72000000
0.113271871701
Long
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
1865.00000000
NS
USD
907359.80000000
0.132859497449
Long
EC
US
N
1
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
7145.00000000
NS
USD
532945.55000000
0.078036163758
Long
EC
US
N
1
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC COMMON STOCK
83088M102
2446.00000000
NS
USD
241151.14000000
0.035310379928
Long
EC
US
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR COMMON STOCK
682189105
6699.00000000
NS
USD
622672.05000000
0.091174301130
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
61880.00000000
NS
USD
3326668.80000000
0.487105054629
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
20548.00000000
NS
USD
1426031.20000000
0.208805579196
Long
EC
US
N
1
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK
49271V100
15092.00000000
NS
USD
476454.44000000
0.069764494146
Long
EC
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
3829.00000000
NS
USD
185515.05000000
0.027163905996
Long
EC
US
N
1
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
4059.00000000
NS
USD
468368.01000000
0.068580444526
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
2236.00000000
NS
USD
574674.36000000
0.084146274351
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
8883.00000000
NS
USD
1846242.72000000
0.270334744770
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
573.00000000
NS
USD
117224.34000000
0.017164488553
Long
EC
US
N
1
N
N
N
UNITED RENTALS, INC.
5323X5O7RN0NKFCDRY08
UNITED RENTALS INC COMMON STOCK
911363109
1018.00000000
NS
USD
452572.26000000
0.066267563344
Long
EC
US
N
1
N
N
N
FASTENAL COMPANY
529900PP0C7H2HHPSJ32
FASTENAL CO COMMON STOCK
311900104
8831.00000000
NS
USD
482525.84000000
0.070653494466
Long
EC
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK
V7780T103
3466.00000000
NS
USD
319357.24000000
0.046761651125
Long
EC
US
N
1
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO REIT
962166104
11205.00000000
NS
USD
343545.30000000
0.050303370183
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
18855.00000000
NS
USD
1412993.70000000
0.206896572760
Long
EC
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
535.00000000
NS
USD
1649913.25000000
0.241587345207
Long
EC
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
14934.00000000
NS
USD
256864.80000000
0.037611241142
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
4954.00000000
NS
USD
137671.66000000
0.020158472483
Long
EC
US
N
1
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC COMMON STOCK
337738108
9377.00000000
NS
USD
1059225.92000000
0.155096383393
Long
EC
US
N
1
N
N
N
AMCOR PLC
549300GSODGFCDQ3DI89
AMCOR PLC COMMON STOCK
G0250X107
22572.00000000
NS
USD
206759.52000000
0.030274612033
Long
EC
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK
438516106
10132.00000000
NS
USD
1871785.68000000
0.274074854073
Long
EC
US
N
1
N
N
N
VERISK ANALYTICS, INC.
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC COMMON STOCK
92345Y106
2215.00000000
NS
USD
523271.60000000
0.076619662680
Long
EC
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
1834.00000000
NS
USD
328377.70000000
0.048082465407
Long
EC
US
N
1
N
N
N
DEXCOM, INC.
549300YSK3QDSFR5EU59
DEXCOM INC COMMON STOCK
252131107
5966.00000000
NS
USD
556627.80000000
0.081503819955
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
2008.00000000
NS
USD
873178.80000000
0.127854569434
Long
EC
US
N
1
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP COMMON STOCK
012653101
1790.00000000
NS
USD
304371.60000000
0.044567389710
Long
EC
US
N
1
N
N
N
NORDSON CORPORATION
14OS6Q5N55N95WM84M53
NORDSON CORP COMMON STOCK
655663102
863.00000000
NS
USD
192595.71000000
0.028200686476
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
7850.00000000
NS
USD
667407.00000000
0.097724583582
Long
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
12670.00000000
NS
USD
5016179.70000000
0.734490456880
Long
EC
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS, INC.
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC COMMON STOCK
125269100
2936.00000000
NS
USD
251732.64000000
0.036859768354
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
3725.00000000
NS
USD
448490.00000000
0.065669821399
Long
EC
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COMMON STOCK
882508104
13804.00000000
NS
USD
2194974.04000000
0.321397474153
Long
EC
US
N
1
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC COMMON STOCK
92939U106
4879.00000000
NS
USD
393003.45000000
0.057545243753
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
23758.00000000
NS
USD
2199515.64000000
0.322062474623
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
19328.00000000
NS
USD
1578517.76000000
0.231133312615
Long
EC
US
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC COMMON STOCK
761152107
2264.00000000
NS
USD
334777.68000000
0.049019577814
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
3792.00000000
NS
USD
65829.12000000
0.009638980921
Long
EC
US
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
6938.00000000
NS
USD
3537686.20000000
0.518003123639
Long
EC
US
N
1
N
N
N
GLOBE LIFE INC.
5493001JFHKQOPP6XA71
GLOBE LIFE INC COMMON STOCK
37959E102
1400.00000000
NS
USD
152222.00000000
0.022288995413
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS B COMMON STOCK
35137L204
2366.00000000
NS
USD
68330.08000000
0.010005182166
Long
EC
US
N
1
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS COMMON STOCK
573284106
892.00000000
NS
USD
366148.16000000
0.053612977486
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
33725.00000000
NS
USD
10124582.25000000
1.482484577361
Long
EC
US
N
1
N
N
N
CHARTER COMMUNICATIONS, INC.
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A COMMON STOCK
16119P108
1543.00000000
NS
USD
678642.26000000
0.099369698339
Long
EC
US
N
1
N
N
N
DENTSPLY SIRONA INC.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA INC COMMON STOCK
24906P109
3221.00000000
NS
USD
110029.36000000
0.016110968850
Long
EC
US
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
5472.00000000
NS
USD
1095603.84000000
0.160422993817
Long
EC
US
N
1
N
N
N
MODERNA, INC.
549300EI6OKH5K5Q2G38
MODERNA INC COMMON STOCK
60770K107
5081.00000000
NS
USD
524816.49000000
0.076845872072
Long
EC
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
6292.00000000
NS
USD
1513729.36000000
0.221646718362
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
19647.00000000
NS
USD
1371753.54000000
0.200858012387
Long
EC
US
N
1
N
N
N
LABORATORY CORPORATION OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS COMMON STOCK
50540R409
1353.00000000
NS
USD
272020.65000000
0.039830425433
Long
EC
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
10924.00000000
NS
USD
242949.76000000
0.035573741551
Long
EC
US
N
1
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
918.00000000
NS
USD
234723.42000000
0.034369205711
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
20387.00000000
NS
USD
1597525.32000000
0.233916480736
Long
EC
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M & T BANK CORP COMMON STOCK
55261F104
2576.00000000
NS
USD
325735.20000000
0.047695539270
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
3919.00000000
NS
USD
233219.69000000
0.034149023142
Long
EC
US
N
1
N
N
N
VULCAN MATERIALS COMPANY
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO COMMON STOCK
929160109
2031.00000000
NS
USD
410302.62000000
0.060078262113
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
3147.00000000
NS
USD
291097.50000000
0.042623739291
Long
EC
US
N
1
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
2027.00000000
NS
USD
1270462.79000000
0.186026588137
Long
EC
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
8975.00000000
NS
USD
753810.25000000
0.110376116494
Long
EC
US
N
1
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP COMMON STOCK
907818108
9285.00000000
NS
USD
1890704.55000000
0.276845035825
Long
EC
US
N
1
N
N
N
MASCO CORPORATION
5GCSNMQXHEYA1JO8QN11
MASCO CORP COMMON STOCK
574599106
3459.00000000
NS
USD
184883.55000000
0.027071439069
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
109354.00000000
NS
USD
1642497.08000000
0.240501437919
Long
EC
US
N
1
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
4609.00000000
NS
USD
515378.38000000
0.075463903693
Long
EC
US
N
1
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK
446150104
21962.00000000
NS
USD
228404.80000000
0.033444006383
Long
EC
US
N
1
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC COMMON STOCK
00507V109
10897.00000000
NS
USD
1020286.11000000
0.149394650092
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
1914.00000000
NS
USD
70971.12000000
0.010391894523
Long
EC
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP COMMON STOCK
174610105
7508.00000000
NS
USD
201214.40000000
0.029462671878
Long
EC
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE COMMON STOCK
679580100
1363.00000000
NS
USD
557657.82000000
0.081654639883
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
3186.00000000
NS
USD
248954.04000000
0.036452913874
Long
EC
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
3473.00000000
NS
USD
257175.65000000
0.037656757126
Long
EC
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS, INC.
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS INC COMMON STOCK
910047109
4978.00000000
NS
USD
210569.40000000
0.030832470936
Long
EC
US
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
2207.00000000
NS
USD
233787.51000000
0.034232165772
Long
EC
US
N
1
N
N
N
SPX OTC EP 4350 12/15/23
N/A
SPX OTC EP 4350 12/15/23 EXPIRATION: 12/15/23
N/A
16242.71000000
NC
USD
2120099.22000000
0.310433983202
N/A
DE
US
N
2
SPX OTC EP 4350 12/15/23
N/A
Put
Purchased
N/A
N/A
16242.71000000
350.00000000
USD
2023-12-15
XXXX
897835.29000000
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP COMMON STOCK
26884L109
5600.00000000
NS
USD
227248.00000000
0.033274622786
Long
EC
US
N
1
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
3812.00000000
NS
USD
136469.60000000
0.019982461723
Long
EC
US
N
1
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK
87612G101
3400.00000000
NS
USD
291448.00000000
0.042675060998
Long
EC
US
N
1
N
N
N
FLEETCOR TECHNOLOGIES, INC.
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC COMMON STOCK
339041105
1144.00000000
NS
USD
292108.96000000
0.042771841584
Long
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
3541.00000000
NS
USD
903132.05000000
0.132240452236
Long
EC
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION
06BTX5UWZD0GQ5N5Y745
WABTEC CORP COMMON STOCK
929740108
2762.00000000
NS
USD
293517.74000000
0.042978121169
Long
EC
US
N
1
N
N
N
CONSTELLATION ENERGY CORPORATION.
549300F8Y20RYGNGV346
CONSTELLATION ENERGY COMMON STOCK
21037T109
4860.00000000
NS
USD
530128.80000000
0.077623723192
Long
EC
US
N
1
N
N
N
HOWMET AEROSPACE INC.
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC COMMON STOCK
443201108
5632.00000000
NS
USD
260480.00000000
0.038140594167
Long
EC
US
N
1
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP REIT
756109104
10474.00000000
NS
USD
523071.56000000
0.076590371968
Long
EC
US
N
1
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAYS: FIXED 4.2625%
N/A
512000000.00000000
NC
USD
1334166.49000000
0.195354355984
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-09-09
0.00000000
USD
0.00000000
USD
-512000000.00000000
USD
1334166.49000000
N
N
N
ILLUMINA, INC.
SQ95QG8SR5Q56LSNF682
ILLUMINA INC COMMON STOCK
452327109
2437.00000000
NS
USD
334551.36000000
0.048986439073
Long
EC
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
6293.00000000
NS
USD
1310076.74000000
0.191827031896
Long
EC
US
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
21149296.04000000
PA
USD
0.01000000
0.000000001464
Long
STIV
US
N
2
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP REIT
78410G104
1681.00000000
NS
USD
336485.77000000
0.049269683648
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
36654.00000000
NS
USD
5708860.50000000
0.835915738208
Long
EC
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
223459.00000000
NS
USD
38258415.39000000
5.601960591507
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
1523.00000000
NS
USD
502102.64000000
0.073520013139
Long
EC
US
N
1
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
12355.00000000
NS
USD
456517.25000000
0.066845205630
Long
EC
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
5687.00000000
NS
USD
866926.28000000
0.126939048750
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
9595.00000000
NS
USD
457681.50000000
0.067015680088
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
76711.00000000
NS
USD
10114345.35000000
1.480985646739
Long
EC
US
N
1
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC COMMON STOCK
88160R101
42015.00000000
NS
USD
10512993.30000000
1.539357382291
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
26816.00000000
NS
USD
1127612.80000000
0.165109882458
Long
EC
US
N
1
N
N
N
SIMON PROPERTY GROUP, INC.
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC REIT
828806109
5102.00000000
NS
USD
551169.06000000
0.080704527929
Long
EC
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST REIT
133131102
1700.00000000
NS
USD
160786.00000000
0.023542972872
Long
EC
US
N
1
N
N
N
AMERICAN WATER WORKS COMPANY, INC.
549300DXHIJQMD5WFW18
AMERICAN WATER WORKS CO INC COMMON STOCK
030420103
3023.00000000
NS
USD
374338.09000000
0.054812182018
Long
EC
US
N
1
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP COMMON STOCK
053611109
1219.00000000
NS
USD
222674.73000000
0.032604985059
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
27074.00000000
NS
USD
4565217.88000000
0.668458701038
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
55411.00000000
NS
USD
2264093.46000000
0.331518234854
Long
EC
US
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
1696.00000000
NS
USD
206674.56000000
0.030262171827
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
4375.00000000
NS
USD
220893.75000000
0.032344206360
Long
EC
US
N
1
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC COMMON STOCK
59156R108
9711.00000000
NS
USD
610919.01000000
0.089453370813
Long
EC
US
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
4883.00000000
NS
USD
360658.38000000
0.052809140450
Long
EC
US
N
1
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC REIT
74340W103
14137.00000000
NS
USD
1586312.77000000
0.232274691274
Long
EC
US
N
1
N
N
N
PAYCOM SOFTWARE, INC.
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE INC COMMON STOCK
70432V102
687.00000000
NS
USD
178118.49000000
0.026080870089
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP-A COMMON STOCK
526057104
3890.00000000
NS
USD
436574.70000000
0.063925132280
Long
EC
US
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK
G6095L109
4172.00000000
NS
USD
411317.48000000
0.060226862248
Long
EC
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK
43300A203
3886.00000000
NS
USD
583599.48000000
0.085453128543
Long
EC
US
N
1
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP COMMON STOCK
058498106
4790.00000000
NS
USD
238446.20000000
0.034914311060
Long
EC
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP COMMON STOCK
89832Q109
20648.00000000
NS
USD
590739.28000000
0.086498568554
Long
EC
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
3810.00000000
NS
USD
645414.00000000
0.094504274585
Long
EC
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
1627.00000000
NS
USD
254153.67000000
0.037214265907
Long
EC
US
N
1
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
NASDAQ INC COMMON STOCK
631103108
5191.00000000
NS
USD
252230.69000000
0.036932694962
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
3276.00000000
NS
USD
248582.88000000
0.036398567041
Long
EC
US
N
1
N
N
N
FIRST SOLAR, INC.
549300NPYMLM4NHTOF27
FIRST SOLAR INC COMMON STOCK
336433107
1500.00000000
NS
USD
242385.00000000
0.035491046979
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
30721.00000000
NS
USD
1760006.09000000
0.257707609070
Long
EC
US
N
1
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC COMMON STOCK
070830104
3429.00000000
NS
USD
115900.20000000
0.016970602319
Long
EC
US
N
1
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAYS: FLOATING EUROSTR OIS COMPOUND
N/A
470000000.00000000
NC
-675089.87000000
-0.09884954222
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-09-09
0.00000000
EUR
0.00000000
EUR
-470000000.00000000
EUR
-675089.87000000
N
N
N
2023-09-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO