0001752724-23-270231.txt : 20231128
0001752724-23-270231.hdr.sgml : 20231128
20231128132736
ACCESSION NUMBER: 0001752724-23-270231
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: 231444444
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
S000006676
SIMT TAX-MANAGED LARGE CAP FUND
C000018201
CLASS F
TMLCX
C000147392
Class Y
STLYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000006676
C000147392
C000018201
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Tax-Managed Large Cap Fund
S000006676
HVOIYDF2QGEPX6OCCC52
2023-09-30
2023-09-30
N
3794817678.45
6026993.85
3788790684.60
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
125417.52000000
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
152103.00000000
NS
USD
16308483.66000000
0.430440344099
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
42652.00000000
NS
USD
6821334.36000000
0.180039884170
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
49660.00000000
NS
USD
5532620.60000000
0.146026029426
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
706138.00000000
NS
USD
23422597.46000000
0.618207745157
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
334938.00000000
NS
USD
11907045.90000000
0.314270354084
Long
EC
US
N
1
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
406438.00000000
NS
USD
5052024.34000000
0.133341341883
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
79642.00000000
NS
USD
11498711.96000000
0.303492932632
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
156515.00000000
NS
USD
10647715.45000000
0.281032032022
Long
EC
US
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
92139.00000000
NS
USD
6076567.05000000
0.160382759456
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
192866.00000000
NS
USD
11193942.64000000
0.295448959096
Long
EC
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B COMMON STOCK
911312106
10028.00000000
NS
USD
1563064.36000000
0.041254967352
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
12923.00000000
NS
USD
5619566.55000000
0.148320850049
Long
EC
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
18232.00000000
NS
USD
2779286.08000000
0.073355492856
Long
EC
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS COMMON STOCK
452308109
47481.00000000
NS
USD
10935349.11000000
0.288623733014
Long
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
233806.00000000
NS
USD
34102943.16000000
0.900101008446
Long
EC
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC COMMON STOCK
744320102
17700.00000000
NS
USD
1679553.00000000
0.044329527277
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
261734.00000000
NS
USD
7176746.28000000
0.189420500561
Long
EC
US
N
1
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
37261.00000000
NS
USD
2779297.99000000
0.073355807205
Long
EC
US
N
1
N
N
N
CONSTELLATION ENERGY CORPORATION.
549300F8Y20RYGNGV346
CONSTELLATION ENERGY COMMON STOCK
21037T109
56029.00000000
NS
USD
6111643.32000000
0.161308550109
Long
EC
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
104624.00000000
NS
USD
8787369.76000000
0.231930726490
Long
EC
US
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
20626.00000000
NS
USD
5464239.92000000
0.144221213967
Long
EC
US
N
1
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
13040.00000000
NS
USD
5702000.80000000
0.150496590460
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
53833.00000000
NS
USD
5952314.81000000
0.157103289822
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
24300.00000000
NS
USD
110322.00000000
0.002911799811
Long
EC
US
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
77815.00000000
NS
USD
15580119.30000000
0.411216153041
Long
EC
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COMMON STOCK
882508104
44297.00000000
NS
USD
7043665.97000000
0.185908025973
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
16198.00000000
NS
USD
1740799.06000000
0.045946034102
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
198106.00000000
NS
USD
16056491.30000000
0.423789346961
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
120443.00000000
NS
USD
9025998.42000000
0.238229006861
Long
EC
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
2537.00000000
NS
USD
7823981.15000000
0.206503388582
Long
EC
US
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
542313.00000000
NS
USD
39523771.44000000
1.043176430955
Long
EC
US
N
1
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
27405.00000000
NS
USD
981099.00000000
0.025894779671
Long
EC
US
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
22694.00000000
NS
USD
775680.92000000
0.020473047591
Long
EC
US
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
36074.00000000
NS
USD
3131944.68000000
0.082663439094
Long
EC
US
N
1
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC COMMON STOCK
247361702
128832.00000000
NS
USD
4766784.00000000
0.125812809331
Long
EC
US
N
1
N
N
N
TRANSDIGM GROUP INCORPORATED
N/A
TRANSDIGM GROUP INC COMMON STOCK
893641100
27487.00000000
NS
USD
23175114.31000000
0.611675762511
Long
EC
US
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
21734.00000000
NS
USD
5916864.16000000
0.156167617916
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
212408.00000000
NS
USD
35816236.96000000
0.945321078453
Long
EC
US
N
1
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP REIT
78410G104
18373.00000000
NS
USD
3677723.41000000
0.097068529674
Long
EC
US
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
8214.00000000
NS
USD
1876570.44000000
0.049529535839
Long
EC
US
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
41173.00000000
NS
USD
3041037.78000000
0.080264074559
Long
EC
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
11209.00000000
NS
USD
4901247.34000000
0.129361787124
Long
EC
US
N
1
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
102513.00000000
NS
USD
11578843.35000000
0.305607892171
Long
EC
US
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
99044.00000000
NS
USD
17341613.96000000
0.457708419482
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
46357.00000000
NS
USD
3632534.52000000
0.095875830110
Long
EC
US
N
1
N
N
N
CHART INDUSTRIES, INC.
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC COMMON STOCK
16115Q308
29522.00000000
NS
USD
4992760.64000000
0.131777156766
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
44812.00000000
NS
USD
5395364.80000000
0.142403348433
Long
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
91384.00000000
NS
USD
18508001.52000000
0.488493639810
Long
EC
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
53724.00000000
NS
USD
5910714.48000000
0.156005305440
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
531983.00000000
NS
USD
12980385.20000000
0.342599691578
Long
EC
US
N
1
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
THE CIGNA GROUP COMMON STOCK
125523100
27340.00000000
NS
USD
7821153.80000000
0.206428764507
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
26094.00000000
NS
USD
2567649.60000000
0.067769634528
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT
66987V109
32225.00000000
NS
USD
3282438.50000000
0.086635519701
Long
EC
US
N
1
N
N
N
PHINIA INC.
254900HG6MORZE1FFM18
PHINIA INC COMMON STOCK
71880K101
17847.00000000
NS
USD
478121.13000000
0.012619359838
Long
EC
US
N
1
N
N
N
DROPBOX, INC.
549300JCDF7UAR6TJR51
DROPBOX INC-CLASS A COMMON STOCK
26210C104
116763.00000000
NS
USD
3179456.49000000
0.083917448987
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
8767.00000000
NS
USD
3813557.33000000
0.100653682070
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
64004.00000000
NS
USD
3274444.64000000
0.086424532590
Long
EC
US
N
1
N
N
N
TEGNA INC.
549300YC5EDBGX85AO10
TEGNA INC COMMON STOCK
87901J105
281870.00000000
NS
USD
4106845.90000000
0.108394636755
Long
EC
US
N
1
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INC REIT
22822V101
34157.00000000
NS
USD
3143468.71000000
0.082967600262
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
136144.00000000
NS
USD
10449052.00000000
0.275788579254
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
208587.00000000
NS
USD
35342981.28000000
0.932830135580
Long
EC
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP COMMON STOCK
28176E108
61914.00000000
NS
USD
4289401.92000000
0.113212955717
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
138328.00000000
NS
USD
26323818.40000000
0.694781543540
Long
EC
US
N
1
N
N
N
INVITATION HOMES INC.
984500FE452E665C9F85
INVITATION HOMES INC REIT
46187W107
28203.00000000
NS
USD
893753.07000000
0.023589402118
Long
EC
US
N
1
N
N
N
O-I GLASS, INC.
N/A
O-I GLASS INC COMMON STOCK
67098H104
451358.00000000
NS
USD
7551219.34000000
0.199304209934
Long
EC
US
N
1
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC COMMON STOCK
929089100
156840.00000000
NS
USD
10422018.00000000
0.275075053429
Long
EC
US
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
5299003QR1WT0EF88V51
LINDE PLC COMMON STOCK
G54950103
123959.00000000
NS
USD
46156133.65000000
1.218228651099
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
490100.00000000
NS
USD
26078221.00000000
0.688299332713
Long
EC
US
N
1
N
N
N
ASSURED GUARANTY LTD.
549300BBOQUJEPH87M14
ASSURED GUARANTY LTD COMMON STOCK
G0585R106
31872.00000000
NS
USD
1928893.44000000
0.050910530577
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
111831.00000000
NS
USD
2572113.00000000
0.067887439927
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
477135.00000000
NS
USD
12262369.50000000
0.323648639388
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
312048.00000000
NS
USD
21787191.36000000
0.575043415529
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
28492.00000000
NS
USD
3266037.96000000
0.086202649654
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
311935.00000000
NS
USD
25475731.45000000
0.672397436827
Long
EC
US
N
1
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK
855244109
68046.00000000
NS
USD
6210558.42000000
0.163919280240
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
3127.00000000
NS
USD
447848.94000000
0.011820366372
Long
EC
US
N
1
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
19822.00000000
NS
USD
1062657.42000000
0.028047403735
Long
EC
US
N
1
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
16892.00000000
NS
USD
6398520.68000000
0.168880289587
Long
EC
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
84496.00000000
NS
USD
8183437.60000000
0.215990754867
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP COMMON STOCK
14448C104
357041.00000000
NS
USD
19708663.20000000
0.520183479127
Long
EC
US
N
1
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
27035.00000000
NS
USD
5766024.80000000
0.152186417250
Long
EC
US
N
1
N
N
N
TOPBUILD CORP.
5493007YSKHOL4RWII46
TOPBUILD CORP COMMON STOCK
89055F103
22379.00000000
NS
USD
5630556.40000000
0.148610912259
Long
EC
US
N
1
N
N
N
VISTRA CORP.
549300KP43CPCUJOOG15
Vistra Corp. COMMON STOCK
92840M102
40284.00000000
NS
USD
1336623.12000000
0.035278357430
Long
EC
US
N
1
N
N
N
Markel Group Inc.
549300SCNO12JLWIK605
MARKEL GROUP INC COMMON STOCK
570535104
11893.00000000
NS
USD
17512323.57000000
0.462214068493
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
148944.00000000
NS
USD
20621296.80000000
0.544271207269
Long
EC
US
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
132912.00000000
NS
USD
67771828.80000000
1.788745656377
Long
EC
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL INC COMMON STOCK
46120E602
21300.00000000
NS
USD
6225777.00000000
0.164320954052
Long
EC
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
113758.00000000
NS
USD
29409855.74000000
0.776233320556
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
284061.00000000
NS
USD
26298367.38000000
0.694109798329
Long
EC
US
N
1
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK
81762P102
10437.00000000
NS
USD
5833865.52000000
0.153976981196
Long
EC
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK
V7780T103
63155.00000000
NS
USD
5819101.70000000
0.153587310158
Long
EC
US
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
40846.00000000
NS
USD
2325362.78000000
0.061374801977
Long
EC
US
N
1
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
64211.00000000
NS
USD
44423738.24000000
1.172504419960
Long
EC
US
N
1
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
71053.00000000
NS
USD
11828903.44000000
0.312207889659
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
15688.00000000
NS
USD
6415764.48000000
0.169335416339
Long
EC
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
25220.00000000
NS
USD
4391306.40000000
0.115902586486
Long
EC
US
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC-SPONSORED ADR DEPOSITARY RECEIPT
904767704
123044.00000000
NS
USD
6078373.60000000
0.160430440897
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
144184.00000000
NS
USD
38750891.84000000
1.022777320412
Long
EC
US
N
1
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
33352.00000000
NS
USD
5802580.96000000
0.153151267595
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
10238.00000000
NS
USD
2398763.40000000
0.063312111955
Long
EC
US
N
1
N
N
N
Everest Group, Ltd.
549300N24XF2VV0B3570
EVEREST GROUP LTD COMMON STOCK
G3223R108
38172.00000000
NS
USD
14187387.24000000
0.374456876112
Long
EC
US
N
1
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK
036752103
10844.00000000
NS
USD
4721694.48000000
0.124622732503
Long
EC
US
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
82533.00000000
NS
USD
896308.38000000
0.023656846065
Long
EC
US
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
186253.00000000
NS
USD
58887611.01000000
1.554258757269
Long
EC
US
N
1
N
N
N
GXO LOGISTICS, INC.
5493007CNWMXN78JRN66
GXO LOGISTICS INC COMMON STOCK
36262G101
423868.00000000
NS
USD
24859858.20000000
0.656142296301
Long
EC
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
599114.00000000
NS
USD
10304760.80000000
0.271980208404
Long
EC
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
129439.00000000
NS
USD
15219437.62000000
0.401696448469
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
57553.00000000
NS
USD
4329136.66000000
0.114261700378
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
135211.00000000
NS
USD
10373387.92000000
0.273791528314
Long
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
109951.00000000
NS
USD
13210612.65000000
0.348676233387
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
357743.00000000
NS
USD
34207385.66000000
0.902857626815
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
2576.00000000
NS
USD
895778.24000000
0.023642853738
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
41873.00000000
NS
USD
5060352.05000000
0.133561140512
Long
EC
US
N
1
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP COMMON STOCK
521865204
45049.00000000
NS
USD
6045575.80000000
0.159564787375
Long
EC
US
N
1
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
15849.00000000
NS
USD
5791383.09000000
0.152855714978
Long
EC
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES COMMON STOCK
92826C839
220523.00000000
NS
USD
50722495.23000000
1.338751582032
Long
EC
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE-SPONSORED ADR DEPOSITARY RECEIPT
803054204
178714.00000000
NS
USD
23111294.48000000
0.609991324512
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
488328.00000000
NS
USD
26252513.28000000
0.692899541447
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
82444.00000000
NS
USD
27180137.92000000
0.717382937792
Long
EC
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
POPULAR INC COMMON STOCK
733174700
95304.00000000
NS
USD
6005105.04000000
0.158496616464
Long
EC
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO COMMON STOCK
887389104
112333.00000000
NS
USD
8255352.17000000
0.217888842568
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
8912.00000000
NS
USD
603698.88000000
0.015933814513
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
563613.00000000
NS
USD
58023958.35000000
1.531463814716
Long
EC
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
251522.00000000
NS
USD
18625204.10000000
0.491587043214
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
21644.00000000
NS
USD
7003349.08000000
0.184843916251
Long
EC
US
N
1
N
N
N
OSHKOSH CORPORATION
549300FEKNPCFSA2B506
OSHKOSH CORP COMMON STOCK
688239201
61954.00000000
NS
USD
5912270.22000000
0.156046367090
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
374562.00000000
NS
USD
33291070.56000000
0.878672730465
Long
EC
US
N
1
N
N
N
WELLTOWER INC.
N/A
WELLTOWER INC REIT
95040Q104
70223.00000000
NS
USD
5752668.16000000
0.151833886822
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
13751.00000000
NS
USD
6053052.69000000
0.159762129763
Long
EC
US
N
1
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK
79466L302
55295.00000000
NS
USD
11212720.10000000
0.295944564728
Long
EC
US
N
1
N
N
N
HEALTHPEAK PROPERTIES, INC.
254900M6MTMZM0I22L81
HEALTHPEAK PROPERTIES INC REIT
42250P103
38867.00000000
NS
USD
713598.12000000
0.018834456147
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
126480.00000000
NS
USD
10956962.40000000
0.289194186539
Long
EC
US
N
1
N
N
N
QUIDELORTHO CORPORATION
549300YU8CMO9HF53113
QUIDELORTHO CORP COMMON STOCK
219798105
38206.00000000
NS
USD
2790566.24000000
0.073653217406
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
89239.00000000
NS
USD
3602578.43000000
0.095085179676
Long
EC
US
N
1
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC REIT
29444U700
1986.00000000
NS
USD
1442352.36000000
0.038068937560
Long
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
105948.00000000
NS
USD
54133071.12000000
1.428769114642
Long
EC
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
28380.00000000
NS
USD
8575300.80000000
0.226333453438
Long
EC
US
N
1
N
N
N
SIRIUS XM HOLDINGS INC.
54930055RWDMVXAGZK98
SIRIUS XM HOLDINGS INC COMMON STOCK
82968B103
752237.00000000
NS
USD
3400111.24000000
0.089741332341
Long
EC
US
N
1
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
59551.00000000
NS
USD
7961968.70000000
0.210145383126
Long
EC
US
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
281401.00000000
NS
USD
18198202.67000000
0.480316918640
Long
EC
US
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
25261.00000000
NS
USD
6896253.00000000
0.182017260231
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
16513.00000000
NS
USD
41942854.87000000
1.107024862589
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
18065.00000000
NS
USD
15004427.70000000
0.396021552760
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
123988.00000000
NS
USD
37222437.48000000
0.982435837147
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
1369018.00000000
NS
USD
37483712.84000000
0.989331846500
Long
EC
US
N
1
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
33750.00000000
NS
USD
1540012.50000000
0.040646544720
Long
EC
US
N
1
N
N
N
HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY
529900P0GSQ79OOZEV53
HORIZON THERAPEUTICS PLC COMMON STOCK
G46188101
53775.00000000
NS
USD
6221229.75000000
0.164200935546
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
28371.00000000
NS
USD
31437053.97000000
0.829738472958
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
120793.00000000
NS
USD
4968216.09000000
0.131129336603
Long
EC
US
N
1
N
N
N
MARVELL TECHNOLOGY, INC
N/A
MARVELL TECHNOLOGY INC COMMON STOCK
573874104
74923.00000000
NS
USD
4055581.99000000
0.107041595263
Long
EC
US
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
64006.00000000
NS
USD
32840198.48000000
0.866772572406
Long
EC
US
N
1
N
N
N
CHARTER COMMUNICATIONS, INC.
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A COMMON STOCK
16119P108
12696.00000000
NS
USD
5583954.72000000
0.147380924016
Long
EC
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL-CLASS B COMMON STOCK
92556H206
97736.00000000
NS
USD
1260794.40000000
0.033276961039
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
92870.00000000
NS
USD
3794668.20000000
0.100155129060
Long
EC
US
N
1
N
N
N
GRAND CANYON EDUCATION, INC.
529900XFER799IYOSW74
GRAND CANYON EDUCATION INC COMMON STOCK
38526M106
9300.00000000
NS
USD
1086984.00000000
0.028689470875
Long
EC
US
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
11100.00000000
NS
USD
1239537.00000000
0.032715900750
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
42.00000000
NC
USD
9083550.00000000
0.239748002889
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
9358414.26000000
USD
-274864.26000000
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
453993.00000000
NS
USD
48086938.56000000
1.269189632339
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
574963.00000000
NS
USD
4421465.47000000
0.116698594302
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
173346.00000000
NS
USD
24564861.66000000
0.648356262061
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
524280.00000000
NS
USD
68607280.80000000
1.810796280693
Long
EC
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
109165.00000000
NS
USD
26852406.70000000
0.708732915997
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
22931.00000000
NS
USD
5179424.97000000
0.136703909008
Long
EC
US
N
1
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK
844741108
86460.00000000
NS
USD
2340472.20000000
0.061773594659
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
93247.00000000
NS
USD
32664424.10000000
0.862133245649
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
532816.00000000
NS
USD
82986092.00000000
2.190305533037
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
798798.00000000
NS
USD
35746210.50000000
0.943472824859
Long
EC
US
N
1
N
N
N
CABOT CORPORATION
K05C0SER542GQ6VLRO68
CABOT CORP COMMON STOCK
127055101
81410.00000000
NS
USD
5639270.70000000
0.148840914408
Long
EC
US
N
1
N
N
N
KKR & CO. INC.
54930013V5I303TF9571
KKR & CO INC COMMON STOCK
48251W104
76949.00000000
NS
USD
4740058.40000000
0.125107423307
Long
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
168189.00000000
NS
USD
66587706.99000000
1.757492364533
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
26426.00000000
NS
USD
5287314.08000000
0.139551495982
Long
EC
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
66936.00000000
NS
USD
4746431.76000000
0.125275639514
Long
EC
US
N
1
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
10975.00000000
NS
USD
2758346.75000000
0.072802827593
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
240091.00000000
NS
USD
10645634.94000000
0.280977119777
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
45929.00000000
NS
USD
3485092.52000000
0.091984298160
Long
EC
US
N
1
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
9589.00000000
NS
USD
6010097.53000000
0.158628386477
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
23730.00000000
NS
USD
3305589.00000000
0.087246545802
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
192725.00000000
NS
USD
11041215.25000000
0.291417926434
Long
EC
US
N
1
N
N
N
BRINKER INTERNATIONAL, INC.
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC COMMON STOCK
109641100
141821.00000000
NS
USD
4480125.39000000
0.118246843464
Long
EC
US
N
1
N
N
N
Siemens Aktiengesellschaft
W38RGI023J3WT1HWRP32
SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT
826197501
170436.00000000
NS
USD
12177652.20000000
0.321412640964
Long
EC
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
6327.00000000
NS
USD
5495189.31000000
0.145038081209
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
24475.00000000
NS
USD
1698565.00000000
0.044831323274
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
101757.00000000
NS
USD
16733938.65000000
0.441669652483
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
307307.00000000
NS
USD
5337922.59000000
0.140887239078
Long
EC
US
N
1
N
N
N
THE MIDDLEBY CORPORATION
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP COMMON STOCK
596278101
100000.00000000
NS
USD
12800000.00000000
0.337838668470
Long
EC
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
85787.00000000
NS
USD
5959622.89000000
0.157296176698
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
21062.00000000
NS
USD
520020.78000000
0.013725244366
Long
EC
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
132096.00000000
NS
USD
4991907.84000000
0.131754648265
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
10979.00000000
NS
USD
6202695.84000000
0.163711758087
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
88020.00000000
NS
USD
2909941.20000000
0.076803957838
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO/THE COMMON STOCK
500754106
115076.00000000
NS
USD
3871156.64000000
0.102173937867
Long
EC
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP COMMON STOCK
89832Q109
32333.00000000
NS
USD
925047.13000000
0.024415366458
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
23794.00000000
NS
USD
6115295.94000000
0.161404956068
Long
EC
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
158185.00000000
NS
USD
79755295.15000000
2.105033024763
Long
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
164735.00000000
NS
USD
42015661.75000000
1.108946501604
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
64500.00000000
NS
USD
5483790.00000000
0.144737211857
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
368960.00000000
NS
USD
46902195.20000000
1.237919935525
Long
EC
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
800024.00000000
NS
USD
136972109.04000000
3.615193354352
Long
EC
US
N
1
N
N
N
SPX TECHNOLOGIES, INC.
N/A
SPX TECHNOLOGIES INC COMMON STOCK
78473E103
76761.00000000
NS
USD
6248345.40000000
0.164916616412
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
209514.00000000
NS
USD
3146900.28000000
0.083058171906
Long
EC
US
N
1
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV-NY REG SHS DEPOSITARY RECEIPT
N07059210
1198.00000000
NS
USD
705214.68000000
0.018613186599
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
162912.00000000
NS
USD
8399742.72000000
0.221699835626
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
253116.00000000
NS
USD
12779826.84000000
0.337306225227
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
1906.00000000
NS
USD
1732287.16000000
0.045721374026
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
92048.00000000
NS
USD
13720674.88000000
0.362138635310
Long
EC
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP COMMON STOCK
871332102
12276.00000000
NS
USD
539407.44000000
0.014236929007
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
357504.00000000
NS
USD
17052940.80000000
0.450089282295
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE.
N/A
PUBLIC STORAGE REIT
74460D109
4106.00000000
NS
USD
1082013.12000000
0.028558271228
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
127055.00000000
NS
USD
5601854.95000000
0.147853376349
Long
EC
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK
34959J108
67655.00000000
NS
USD
5017294.80000000
0.132424702699
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
19739.00000000
NS
USD
1359622.32000000
0.035885390172
Long
EC
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO COMMON STOCK
244199105
14637.00000000
NS
USD
5523711.06000000
0.145790874181
Long
EC
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
43778.00000000
NS
USD
4248654.90000000
0.112137493297
Long
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
11818.00000000
NS
USD
5749693.36000000
0.151755371004
Long
EC
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
34773.00000000
NS
USD
5890546.20000000
0.155472990997
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
149711.00000000
NS
USD
11150475.28000000
0.294301696985
Long
EC
US
N
1
N
N
N
AGCO CORPORATION
LYOM0B2GCF1JWXK5ZG04
AGCO CORP COMMON STOCK
001084102
52600.00000000
NS
USD
6221528.00000000
0.164208807451
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
320236.00000000
NS
USD
66557850.24000000
1.756704336044
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
28298.00000000
NS
USD
3551964.96000000
0.093749305667
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
6932.00000000
NS
USD
972559.60000000
0.025669393771
Long
EC
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
78556.00000000
NS
USD
845262.56000000
0.022309560763
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
3182622.15900000
NS
USD
3204175.44000000
0.084569872202
Long
EC
US
N
2
N
N
N
ROBERT HALF INC.
529900VPCUY9H3HLIC08
ROBERT HALF INC COMMON STOCK
770323103
25692.00000000
NS
USD
1882709.76000000
0.049691574877
Long
EC
US
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS, INC.
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT
681936100
57622.00000000
NS
USD
1910745.52000000
0.050431540801
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
456960.00000000
NS
USD
60250176.00000000
1.590221815232
Long
EC
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
27454.00000000
NS
USD
1453689.30000000
0.038368160740
Long
EC
US
N
1
N
N
N
CENCORA, INC.
AI8GXW8LG5WK7E9UD086
CENCORA INC COMMON STOCK
03073E105
137635.00000000
NS
USD
24770170.95000000
0.653775122776
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
67431.00000000
NS
USD
7488886.86000000
0.197659028524
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
74826.00000000
NS
USD
7086022.20000000
0.187025961312
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
97068.00000000
NS
USD
3145973.88000000
0.083033720833
Long
EC
US
N
1
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC COMMON STOCK
142339100
6137.00000000
NS
USD
1591078.62000000
0.041994365813
Long
EC
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
96705.00000000
NS
USD
12795038.55000000
0.337707717716
Long
EC
US
N
1
N
N
N
VEEVA SYSTEMS INC.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC-CLASS A COMMON STOCK
922475108
4706.00000000
NS
USD
957435.70000000
0.025270218908
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY.
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
50878.00000000
NS
USD
3837218.76000000
0.101278193477
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
257075.00000000
NS
USD
10810003.75000000
0.285315411958
Long
EC
US
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
119703.00000000
NS
USD
19548696.93000000
0.515961386029
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
429166.00000000
NS
USD
62237653.32000000
1.642678587998
Long
EC
US
N
1
N
N
N
ROPER TECHNOLOGIES, INC.
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC COMMON STOCK
776696106
56426.00000000
NS
USD
27325983.28000000
0.721232328591
Long
EC
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
204582.00000000
NS
USD
24508923.60000000
0.646879852709
Long
EC
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC COMMON STOCK
56418H100
18167.00000000
NS
USD
1332004.44000000
0.035156453625
Long
EC
US
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT
046353108
99185.00000000
NS
USD
6716808.20000000
0.177281057707
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO-NORDISK A/S-SPONS ADR DEPOSITARY RECEIPT
670100205
64742.00000000
NS
USD
5887637.48000000
0.155396219272
Long
EC
US
N
1
N
N
N
RTX CORPORATION
I07WOS4YJ0N7YRFE7309
RTX CORPORATION COMMON STOCK
75513E101
247761.00000000
NS
USD
17831359.17000000
0.470634581173
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK
871829107
22279.00000000
NS
USD
1471527.95000000
0.038838987753
Long
EC
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
17885.00000000
NS
USD
9606570.05000000
0.253552408926
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
27209.00000000
NS
USD
756138.11000000
0.019957241583
Long
EC
US
N
1
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
246452.00000000
NS
USD
15671882.68000000
0.413638123206
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
190528.00000000
NS
USD
14887857.92000000
0.392944851255
Long
EC
US
N
1
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP COMMON STOCK
63938C108
263511.00000000
NS
USD
4537659.42000000
0.119765376283
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
97576.00000000
NS
USD
6175585.04000000
0.162996205229
Long
EC
US
N
1
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AERCAP HOLDINGS NV COMMON STOCK
N00985106
20386.00000000
NS
USD
1277590.62000000
0.033720274524
Long
EC
US
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC-ADR DEPOSITARY RECEIPT
780259305
44038.00000000
NS
USD
2835166.44000000
0.074830379295
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
64126.00000000
NS
USD
18173308.40000000
0.479659868091
Long
EC
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
501948.00000000
NS
USD
39177041.40000000
1.034024961031
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
501389.00000000
NS
USD
12700183.37000000
0.335204143676
Long
EC
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
90886.00000000
NS
USD
16716661.98000000
0.441213658171
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
11055.00000000
NS
USD
2898952.65000000
0.076513929940
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
154884.00000000
NS
USD
23440144.56000000
0.618670877102
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
16268.00000000
NS
USD
282412.48000000
0.007453895015
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
64109.00000000
NS
USD
4797276.47000000
0.126617616789
Long
EC
US
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP COMMON STOCK
693475105
36433.00000000
NS
USD
4472879.41000000
0.118055595633
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
26386668.16000000
NS
USD
26386668.16000000
0.696440377855
Long
STIV
RF
US
N
2
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK
04621X108
33412.00000000
NS
USD
4797294.96000000
0.126618104808
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
486353.00000000
NS
USD
153565959.75000000
4.053165575342
Long
EC
US
N
1
N
N
N
KENVUE INC.
5493008HSF8L4M2LIJ82
KENVUE INC COMMON STOCK
49177J102
36176.00000000
NS
USD
726414.08000000
0.019172716058
Long
EC
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK
438516106
44277.00000000
NS
USD
8179732.98000000
0.215892976438
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI DEC23 PHYSICAL INDEX FUTURE.
N/A
16.00000000
NC
USD
4032640.00000000
0.106436072501
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
4124127.69000000
USD
-91487.69000000
N
N
N
VISHAY INTERTECHNOLOGY, INC.
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC COMMON STOCK
928298108
410078.00000000
NS
USD
10137128.16000000
0.267555771850
Long
EC
US
N
1
N
N
N
SABRA HEALTH CARE REIT, INC.
549300E3BC7GU7TAZ621
SABRA HEALTH CARE REIT INC REIT
78573L106
246508.00000000
NS
USD
3436321.52000000
0.090697053652
Long
EC
US
N
1
N
N
N
INGEVITY CORPORATION
5493009UTFC4B5IMGF87
INGEVITY CORP COMMON STOCK
45688C107
14131.00000000
NS
USD
672776.91000000
0.017757035582
Long
EC
US
N
1
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
192477.00000000
NS
USD
20364066.60000000
0.537481964437
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
123765.00000000
NS
USD
6928364.70000000
0.182864805072
Long
EC
US
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
35000.00000000
NS
USD
5059250.00000000
0.133532053395
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
221974.00000000
NS
USD
8230795.92000000
0.217240713599
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
115422.00000000
NS
USD
14186518.02000000
0.374433934227
Long
EC
US
N
1
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
177573.00000000
NS
USD
5410649.31000000
0.142806762379
Long
EC
US
N
1
N
N
N
BCE Inc.
5493001I9203PRB5KR45
BCE INC COMMON STOCK
05534B760
196245.00000000
NS
USD
7490671.65000000
0.197706135639
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
41706.00000000
NS
USD
8532213.48000000
0.225196221968
Long
EC
US
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
117536.00000000
NS
USD
10373727.36000000
0.273800487373
Long
EC
US
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC-SPONSORED ADR DEPOSITARY RECEIPT
25243Q205
65244.00000000
NS
USD
9733099.92000000
0.256891993520
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
16377.00000000
NS
USD
1514217.42000000
0.039965718511
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
138699.00000000
NS
USD
5342685.48000000
0.141012949111
Long
EC
US
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
94331.00000000
NS
USD
10242459.98000000
0.270335862617
Long
EC
US
N
1
N
N
N
2023-09-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO