0001752724-24-128438.txt : 20240530
0001752724-24-128438.hdr.sgml : 20240530
20240530140526
ACCESSION NUMBER: 0001752724-24-128438
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240530
DATE AS OF CHANGE: 20240530
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
ORGANIZATION NAME:
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: 241003828
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
2024-09-30
2024-03-31
N
4330309931.76
37829455.92
4292480475.84
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
263144.10000000
N
Sandoz Group AG
5493000JWK6XWFEUD320
SANDOZ GROUP AG-ADR DEPOSITARY RECEIPT
799926100
6445.00000000
NS
USD
193994.50000000
0.004519403200
Long
EC
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
152103.00000000
NS
USD
22546227.69000000
0.525249394071
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
127956.00000000
NS
USD
7699112.52000000
0.179362784835
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
49660.00000000
NS
USD
8591676.60000000
0.200156451458
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
706138.00000000
NS
USD
19595329.50000000
0.456503637239
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
334938.00000000
NS
USD
14794211.46000000
0.344654135138
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
5580393.74000000
0.130003939945
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
79642.00000000
NS
USD
12338935.06000000
0.287454657731
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
156515.00000000
NS
USD
18451553.35000000
0.429857595249
Long
EC
US
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
72578.00000000
NS
USD
6753382.90000000
0.157330544378
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
100000.00000000
NS
USD
5423000.00000000
0.126337208300
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
12923.00000000
NS
USD
6937712.55000000
0.161624789886
Long
EC
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
18232.00000000
NS
USD
3886150.80000000
0.090533919067
Long
EC
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS COMMON STOCK
452308109
47481.00000000
NS
USD
12740576.73000000
0.296811524285
Long
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
233806.00000000
NS
USD
37935023.50000000
0.883755295184
Long
EC
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS, INC.
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS INC COMMON STOCK
910047109
21156.00000000
NS
USD
1012949.28000000
0.023598226845
Long
EC
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC COMMON STOCK
744320102
17700.00000000
NS
USD
2077980.00000000
0.048409771732
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
258149.00000000
NS
USD
7651536.36000000
0.178254424290
Long
EC
US
N
1
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
37261.00000000
NS
USD
2856800.87000000
0.066553613605
Long
EC
US
N
1
N
N
N
CONSTELLATION ENERGY CORPORATION.
549300F8Y20RYGNGV346
CONSTELLATION ENERGY COMMON STOCK
21037T109
37812.00000000
NS
USD
6989548.20000000
0.162832381867
Long
EC
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
104624.00000000
NS
USD
12068378.40000000
0.281151620093
Long
EC
US
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
20626.00000000
NS
USD
5976177.24000000
0.139224331330
Long
EC
US
N
1
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
12340.00000000
NS
USD
6662736.20000000
0.155218788705
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
53833.00000000
NS
USD
9539745.93000000
0.222243199094
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
24300.00000000
NS
USD
116640.00000000
0.002717309971
Long
EC
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
5209.00000000
NS
USD
1349808.17000000
0.031445877915
Long
EC
US
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
77815.00000000
NS
USD
16752791.35000000
0.390282295849
Long
EC
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COMMON STOCK
882508104
44297.00000000
NS
USD
7716980.37000000
0.179779044154
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
16198.00000000
NS
USD
2665380.90000000
0.062094188080
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
266981.00000000
NS
USD
32667795.16000000
0.761047029657
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
120443.00000000
NS
USD
8822449.75000000
0.205532670437
Long
EC
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
2537.00000000
NS
USD
9203931.56000000
0.214419881739
Long
EC
US
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
542313.00000000
NS
USD
50684572.98000000
1.180775853618
Long
EC
US
N
1
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
27405.00000000
NS
USD
1355177.25000000
0.031570958974
Long
EC
US
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
36074.00000000
NS
USD
4036680.60000000
0.094040744569
Long
EC
US
N
1
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC COMMON STOCK
247361702
128832.00000000
NS
USD
6167187.84000000
0.143674219946
Long
EC
US
N
1
N
N
N
TRANSDIGM GROUP INCORPORATED
N/A
TRANSDIGM GROUP INC COMMON STOCK
893641100
27487.00000000
NS
USD
33852989.20000000
0.788657965727
Long
EC
US
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
21424.00000000
NS
USD
7605091.52000000
0.177172419602
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
178499.00000000
NS
USD
28156432.26000000
0.655947823606
Long
EC
US
N
1
N
N
N
SBA COMMUNICATIONS CORPORATION
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP REIT
78410G104
18373.00000000
NS
USD
3981429.10000000
0.092753575057
Long
EC
US
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
8214.00000000
NS
USD
2420255.10000000
0.056383601827
Long
EC
US
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
41173.00000000
NS
USD
4003662.52000000
0.093271537110
Long
EC
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
7277.00000000
NS
USD
3306596.03000000
0.077032290504
Long
EC
US
N
1
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
48881.00000000
NS
USD
7173775.56000000
0.167124244370
Long
EC
US
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
123654.00000000
NS
USD
24457524.66000000
0.569776025718
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
35661.00000000
NS
USD
3107856.15000000
0.072402336306
Long
EC
US
N
1
N
N
N
CHART INDUSTRIES, INC.
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC COMMON STOCK
16115Q308
29522.00000000
NS
USD
4862863.84000000
0.113287966418
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
44812.00000000
NS
USD
5945208.04000000
0.138502855713
Long
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
91384.00000000
NS
USD
17318181.84000000
0.403453945509
Long
EC
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
50750.00000000
NS
USD
6974572.50000000
0.162483499674
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
278086.00000000
NS
USD
7238578.58000000
0.168633931377
Long
EC
US
N
1
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
THE CIGNA GROUP COMMON STOCK
125523100
27340.00000000
NS
USD
9929614.60000000
0.231325795327
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
26094.00000000
NS
USD
3049083.90000000
0.071033145454
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-SPONSORED ADR DEPOSITARY RECEIPT
66987V109
32225.00000000
NS
USD
3117124.25000000
0.072618251091
Long
EC
US
N
1
N
N
N
PHINIA INC.
254900HG6MORZE1FFM18
PHINIA INC COMMON STOCK
71880K101
17847.00000000
NS
USD
685860.21000000
0.015978178907
Long
EC
US
N
1
N
N
N
DROPBOX, INC.
549300JCDF7UAR6TJR51
DROPBOX INC-CLASS A COMMON STOCK
26210C104
357035.00000000
NS
USD
8675950.50000000
0.202119742858
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
23859.00000000
NS
USD
21558038.04000000
0.502227981264
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
64004.00000000
NS
USD
3691110.68000000
0.085990156525
Long
EC
US
N
1
N
N
N
TEGNA INC.
549300YC5EDBGX85AO10
TEGNA INC COMMON STOCK
87901J105
66265.00000000
NS
USD
989999.10000000
0.023063566755
Long
EC
US
N
1
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INC REIT
22822V101
34157.00000000
NS
USD
3614835.31000000
0.084213203306
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
136144.00000000
NS
USD
11689323.84000000
0.272320955349
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
208587.00000000
NS
USD
36504810.87000000
0.850436270484
Long
EC
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP COMMON STOCK
28176E108
61914.00000000
NS
USD
5916501.84000000
0.137834100196
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
34088.00000000
NS
USD
7021446.24000000
0.163575496254
Long
EC
US
N
1
N
N
N
INVITATION HOMES INC.
984500FE452E665C9F85
INVITATION HOMES INC REIT
46187W107
28203.00000000
NS
USD
1004308.83000000
0.023396934142
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
7488029.22000000
0.174445271496
Long
EC
US
N
1
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC COMMON STOCK
929089100
152795.00000000
NS
USD
11294606.40000000
0.263125399488
Long
EC
US
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
5299003QR1WT0EF88V51
LINDE PLC COMMON STOCK
G54950103
123959.00000000
NS
USD
57556642.88000000
1.340871396013
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
490100.00000000
NS
USD
32013332.00000000
0.745800293797
Long
EC
US
N
1
N
N
N
ASSURED GUARANTY LTD.
549300BBOQUJEPH87M14
ASSURED GUARANTY LTD COMMON STOCK
G0585R106
31872.00000000
NS
USD
2780832.00000000
0.064783800780
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
447766.00000000
NS
USD
13531488.52000000
0.315237042921
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
205055.00000000
NS
USD
16355186.80000000
0.381019480276
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
311935.00000000
NS
USD
29371799.60000000
0.684261693566
Long
EC
US
N
1
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK
855244109
68046.00000000
NS
USD
6218723.94000000
0.144874833444
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
3127.00000000
NS
USD
522678.05000000
0.012176597026
Long
EC
US
N
1
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
19822.00000000
NS
USD
1079902.56000000
0.025158007498
Long
EC
US
N
1
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
16892.00000000
NS
USD
8393296.96000000
0.195534889610
Long
EC
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
84496.00000000
NS
USD
9603815.36000000
0.223735795982
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP COMMON STOCK
14448C104
357041.00000000
NS
USD
20754793.33000000
0.483515148101
Long
EC
US
N
1
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
27035.00000000
NS
USD
8453303.80000000
0.196932842154
Long
EC
US
N
1
N
N
N
TOPBUILD CORP.
5493007YSKHOL4RWII46
TOPBUILD CORP COMMON STOCK
89055F103
16986.00000000
NS
USD
7486239.78000000
0.174403583711
Long
EC
US
N
1
N
N
N
VISTRA CORP.
549300KP43CPCUJOOG15
Vistra Corp. COMMON STOCK
92840M102
40284.00000000
NS
USD
2805780.60000000
0.065365017168
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
148944.00000000
NS
USD
30716721.12000000
0.715593729380
Long
EC
US
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
132564.00000000
NS
USD
66891794.40000000
1.558348250539
Long
EC
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL INC COMMON STOCK
46120E602
21300.00000000
NS
USD
8500617.00000000
0.198035076637
Long
EC
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
113758.00000000
NS
USD
28149417.10000000
0.655784394557
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
269916.00000000
NS
USD
24729703.92000000
0.576116864344
Long
EC
US
N
1
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK
81762P102
8865.00000000
NS
USD
6758676.00000000
0.157453855365
Long
EC
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK
V7780T103
55128.00000000
NS
USD
7663343.28000000
0.178529484831
Long
EC
US
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
40846.00000000
NS
USD
2465873.02000000
0.057446342129
Long
EC
US
N
1
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
45652.00000000
NS
USD
46441779.60000000
1.081933391692
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
15688.00000000
NS
USD
7136000.56000000
0.166244217071
Long
EC
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
25220.00000000
NS
USD
5374382.00000000
0.125204576473
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
120417.00000000
NS
USD
34236961.44000000
0.797603195464
Long
EC
US
N
1
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
33352.00000000
NS
USD
5643491.92000000
0.131473910056
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
10238.00000000
NS
USD
3186884.64000000
0.074243427732
Long
EC
US
N
1
N
N
N
Everest Group, Ltd.
549300N24XF2VV0B3570
EVEREST GROUP LTD COMMON STOCK
G3223R108
38172.00000000
NS
USD
15173370.00000000
0.353487222257
Long
EC
US
N
1
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK
036752103
10844.00000000
NS
USD
5623047.76000000
0.130997631594
Long
EC
US
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
14202.00000000
NS
USD
123983.46000000
0.002888387278
Long
EC
US
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
164081.00000000
NS
USD
64488755.43000000
1.502365725201
Long
EC
US
N
1
N
N
N
GXO LOGISTICS, INC.
5493007CNWMXN78JRN66
GXO LOGISTICS INC COMMON STOCK
36262G101
266043.00000000
NS
USD
14302471.68000000
0.333198293166
Long
EC
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
507300.00000000
NS
USD
10673592.00000000
0.248657904446
Long
EC
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
129439.00000000
NS
USD
15045989.36000000
0.350519692394
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
57553.00000000
NS
USD
4955313.30000000
0.115441720186
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
135211.00000000
NS
USD
13550846.42000000
0.315688015269
Long
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
95701.00000000
NS
USD
15631801.34000000
0.364167092383
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
357743.00000000
NS
USD
33620687.14000000
0.783246128415
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
2576.00000000
NS
USD
1076793.76000000
0.025085583174
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
41873.00000000
NS
USD
5416272.55000000
0.126180481902
Long
EC
US
N
1
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP COMMON STOCK
521865204
45049.00000000
NS
USD
6526699.12000000
0.152049593626
Long
EC
US
N
1
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
15324.00000000
NS
USD
6519595.80000000
0.151884110753
Long
EC
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES COMMON STOCK
92826C839
182933.00000000
NS
USD
51052941.64000000
1.189357573723
Long
EC
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE-SPONSORED ADR DEPOSITARY RECEIPT
803054204
157922.00000000
NS
USD
30799527.66000000
0.717522836349
Long
EC
US
N
1
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
488328.00000000
NS
USD
24372450.48000000
0.567794090553
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
82444.00000000
NS
USD
36146747.36000000
0.842094624855
Long
EC
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
POPULAR INC COMMON STOCK
733174700
93782.00000000
NS
USD
8261256.38000000
0.192458799207
Long
EC
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO COMMON STOCK
887389104
112333.00000000
NS
USD
9821274.19000000
0.228801837195
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
8912.00000000
NS
USD
653160.48000000
0.015216387906
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
563613.00000000
NS
USD
74368735.35000000
1.732535203563
Long
EC
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
251522.00000000
NS
USD
30338583.64000000
0.706784429440
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
9040482.36000000
0.210612078747
Long
EC
US
N
1
N
N
N
OSHKOSH CORPORATION
549300FEKNPCFSA2B506
OSHKOSH CORP COMMON STOCK
688239201
61954.00000000
NS
USD
7726283.34000000
0.179995771290
Long
EC
US
N
1
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC COMMON STOCK
92556V106
359688.00000000
NS
USD
4294674.72000000
0.100051118325
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
374562.00000000
NS
USD
37988078.04000000
0.884991283101
Long
EC
US
N
1
N
N
N
WELLTOWER INC.
254900F33BIAR82QTA19
WELLTOWER INC REIT
95040Q104
70223.00000000
NS
USD
6561637.12000000
0.152863528603
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
12855.00000000
NS
USD
6153174.30000000
0.143347752765
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI JUN24 PHYSICAL INDEX FUTURE.
N/A
12.00000000
NC
USD
3692880.00000000
0.086031375583
N/A
DE
US
N
1
S&P MID 400 EMINI JUN24
N/A
Long
S&P MID 400 EMINI Jun 2024
N/A
N/A
2024-06-24
3588494.08000000
USD
104385.92000000
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK
79466L302
55295.00000000
NS
USD
16653748.10000000
0.387974929501
Long
EC
US
N
1
N
N
N
VERALTO CORPORATION
635400FJE6GSOJUSNY27
VERALTO CORP COMMON STOCK
92338C103
32335.00000000
NS
USD
2866821.10000000
0.066787050427
Long
EC
US
N
1
N
N
N
HEALTHPEAK PROPERTIES, INC.
254900M6MTMZM0I22L81
HEALTHPEAK PROPERTIES INC REIT
42250P103
629400.00000000
NS
USD
11801250.00000000
0.274928449096
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
126480.00000000
NS
USD
16580263.20000000
0.386262984615
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
89239.00000000
NS
USD
3100162.86000000
0.072223109166
Long
EC
US
N
1
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC REIT
29444U700
1986.00000000
NS
USD
1639105.38000000
0.038185505775
Long
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
91995.00000000
NS
USD
59796750.00000000
1.393058170830
Long
EC
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
28380.00000000
NS
USD
10886568.00000000
0.253619511172
Long
EC
US
N
1
N
N
N
SIRIUS XM HOLDINGS INC.
54930055RWDMVXAGZK98
SIRIUS XM HOLDINGS INC COMMON STOCK
82968B103
752237.00000000
NS
USD
2918679.56000000
0.067995173802
Long
EC
US
N
1
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
66069.00000000
NS
USD
7903834.47000000
0.184132100646
Long
EC
US
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
247006.00000000
NS
USD
18851497.92000000
0.439174925223
Long
EC
US
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
25261.00000000
NS
USD
9256388.23000000
0.215641941346
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
16513.00000000
NS
USD
52043196.45000000
1.212427097640
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
27391.97230000
NS
USD
36305594.01000000
0.845795204296
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
111272.00000000
NS
USD
54031457.76000000
1.258746733132
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
1369018.00000000
NS
USD
51913162.56000000
1.209397756196
Long
EC
US
N
1
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
33750.00000000
NS
USD
2303100.00000000
0.053654291800
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
28371.00000000
NS
USD
37770028.59000000
0.879911482477
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
289630.00000000
NS
USD
18316201.20000000
0.426704356678
Long
EC
US
N
1
N
N
N
MARVELL TECHNOLOGY, INC
N/A
MARVELL TECHNOLOGY INC COMMON STOCK
573874104
74923.00000000
NS
USD
5310542.24000000
0.123717330105
Long
EC
US
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
64006.00000000
NS
USD
35872162.70000000
0.835697748700
Long
EC
US
N
1
N
N
N
CHARTER COMMUNICATIONS, INC.
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A COMMON STOCK
16119P108
12696.00000000
NS
USD
3689838.48000000
0.085960518650
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
92870.00000000
NS
USD
5382745.20000000
0.125399410208
Long
EC
US
N
1
N
N
N
GRAND CANYON EDUCATION, INC.
529900XFER799IYOSW74
GRAND CANYON EDUCATION INC COMMON STOCK
38526M106
9300.00000000
NS
USD
1266753.00000000
0.029510978725
Long
EC
US
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
11100.00000000
NS
USD
1514928.00000000
0.035292600828
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
453993.00000000
NS
USD
57026060.73000000
1.328510660699
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
643756.00000000
NS
USD
4364665.68000000
0.101681666452
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
163189.00000000
NS
USD
27854730.41000000
0.648919210390
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
522924.00000000
NS
USD
78924919.32000000
1.838678586058
Long
EC
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
109165.00000000
NS
USD
36409802.45000000
0.848222901768
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
22931.00000000
NS
USD
5267709.32000000
0.122719470703
Long
EC
US
N
1
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK
844741108
86460.00000000
NS
USD
2523767.40000000
0.058795081636
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
93247.00000000
NS
USD
39212228.44000000
0.913509768086
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
27463.00000000
NS
USD
6858060.36000000
0.159769168400
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
179947.00000000
NS
USD
8160596.45000000
0.190113769787
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
497850.00000000
NS
USD
78754891.50000000
1.834717523894
Long
EC
US
N
1
N
N
N
NEXSTAR MEDIA GROUP, INC.
52990083ZRR5UT591988
Nexstar Media Group Inc COMMON STOCK
65336K103
14442.00000000
NS
USD
2488212.18000000
0.057966767560
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
798798.00000000
NS
USD
45635329.74000000
1.063145889581
Long
EC
US
N
1
N
N
N
CABOT CORPORATION
K05C0SER542GQ6VLRO68
CABOT CORP COMMON STOCK
127055101
81410.00000000
NS
USD
7506002.00000000
0.174863975322
Long
EC
US
N
1
N
N
N
KKR & CO. INC.
54930013V5I303TF9571
KKR & CO INC COMMON STOCK
48251W104
72133.00000000
NS
USD
7255137.14000000
0.169019688751
Long
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
117450.00000000
NS
USD
56560396.50000000
1.317662289167
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
26426.00000000
NS
USD
5139857.00000000
0.119740952321
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
6897754.80000000
0.160693912035
Long
EC
US
N
1
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
10975.00000000
NS
USD
2982566.00000000
0.069483507654
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
240091.00000000
NS
USD
10407944.85000000
0.242469241469
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
45929.00000000
NS
USD
4821167.13000000
0.112316576793
Long
EC
US
N
1
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
6981.00000000
NS
USD
6782530.17000000
0.158009575306
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
4956.00000000
NS
USD
1024999.92000000
0.023878965222
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
254900RHL9MEUS5NKX63
NEXTERA ENERGY INC COMMON STOCK
65339F101
127278.00000000
NS
USD
8134336.98000000
0.189502014645
Long
EC
US
N
1
N
N
N
BRINKER INTERNATIONAL, INC.
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC COMMON STOCK
109641100
141821.00000000
NS
USD
7045667.28000000
0.164139763003
Long
EC
US
N
1
N
N
N
Siemens Aktiengesellschaft
W38RGI023J3WT1HWRP32
SIEMENS AG-SPONS ADR DEPOSITARY RECEIPT
826197501
170436.00000000
NS
USD
16264707.48000000
0.378911623979
Long
EC
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
6327.00000000
NS
USD
7906282.47000000
0.184189130608
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
24475.00000000
NS
USD
1713250.00000000
0.039912819863
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
101757.00000000
NS
USD
20106165.63000000
0.468404358346
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
294388.00000000
NS
USD
5219499.24000000
0.121596342007
Long
EC
US
N
1
N
N
N
THE MIDDLEBY CORPORATION
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP COMMON STOCK
596278101
100000.00000000
NS
USD
16079000.00000000
0.374585279781
Long
EC
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
85787.00000000
NS
USD
7037107.61000000
0.163940352195
Long
EC
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
132096.00000000
NS
USD
4962846.72000000
0.115617222907
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
9292.00000000
NS
USD
6807597.96000000
0.158593568411
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
88020.00000000
NS
USD
3849994.80000000
0.089691608888
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO/THE COMMON STOCK
500754106
115076.00000000
NS
USD
4246304.40000000
0.098924256590
Long
EC
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP COMMON STOCK
89832Q109
28769.00000000
NS
USD
1121415.62000000
0.026125118711
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
23794.00000000
NS
USD
5130700.22000000
0.119527630908
Long
EC
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
120227.00000000
NS
USD
59476296.90000000
1.385592718120
Long
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
160019.00000000
NS
USD
55579399.27000000
1.294808434955
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
59000.00000000
NS
USD
7309510.00000000
0.170286388980
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
368960.00000000
NS
USD
66553004.80000000
1.550455620580
Long
EC
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
800024.00000000
NS
USD
137188115.52000000
3.196010239118
Long
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
164494.00000000
NS
USD
4688079.00000000
0.109216082085
Long
EC
US
N
1
N
N
N
SPX TECHNOLOGIES, INC.
N/A
SPX TECHNOLOGIES INC COMMON STOCK
78473E103
62254.00000000
NS
USD
7665335.02000000
0.178575885508
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
746091.00000000
NS
USD
13131201.60000000
0.305911737372
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
162912.00000000
NS
USD
9437492.16000000
0.219861038695
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
253116.00000000
NS
USD
14865502.68000000
0.346314974841
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
1906.00000000
NS
USD
2151645.28000000
0.050125918850
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
92048.00000000
NS
USD
16761940.80000000
0.390495446498
Long
EC
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP COMMON STOCK
871332102
12276.00000000
NS
USD
757920.24000000
0.017656929233
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
357504.00000000
NS
USD
17939550.72000000
0.417929698713
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE.
N/A
PUBLIC STORAGE REIT
74460D109
4106.00000000
NS
USD
1190986.36000000
0.027745877161
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
127055.00000000
NS
USD
6705962.90000000
0.156225821823
Long
EC
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK
34959J108
67655.00000000
NS
USD
5819683.10000000
0.135578557264
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
19739.00000000
NS
USD
1549116.72000000
0.036089080165
Long
EC
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO COMMON STOCK
244199105
14637.00000000
NS
USD
6012001.38000000
0.140058910316
Long
EC
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
43778.00000000
NS
USD
6518106.42000000
0.151849413333
Long
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
11818.00000000
NS
USD
4097536.96000000
0.095458488001
Long
EC
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
30841.00000000
NS
USD
7121186.90000000
0.165899109852
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
76231.00000000
NS
USD
7376111.56000000
0.171837975769
Long
EC
US
N
1
N
N
N
AGCO CORPORATION
LYOM0B2GCF1JWXK5ZG04
AGCO CORP COMMON STOCK
001084102
52600.00000000
NS
USD
6470852.00000000
0.150748548221
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
320236.00000000
NS
USD
81573716.28000000
1.900386425497
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
28298.00000000
NS
USD
4863294.28000000
0.113297994187
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
6932.00000000
NS
USD
1323734.72000000
0.030838456399
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
34697099.59500000
NS
USD
34712264.28000000
0.808676113388
Long
EC
US
N
2
N
N
ROBERT HALF INC.
529900VPCUY9H3HLIC08
ROBERT HALF INC COMMON STOCK
770323103
51320.00000000
NS
USD
4068649.60000000
0.094785512080
Long
EC
US
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS, INC.
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT
681936100
48451.00000000
NS
USD
1534443.17000000
0.035747237026
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
456960.00000000
NS
USD
69576729.60000000
1.620897986411
Long
EC
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
27454.00000000
NS
USD
1627473.12000000
0.037914514210
Long
EC
US
N
1
N
N
N
CENCORA, INC.
AI8GXW8LG5WK7E9UD086
CENCORA INC COMMON STOCK
03073E105
137635.00000000
NS
USD
33443928.65000000
0.779128264839
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
67431.00000000
NS
USD
11416068.30000000
0.265955043109
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
74826.00000000
NS
USD
7653203.28000000
0.178293257781
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
97068.00000000
NS
USD
4072973.28000000
0.094886238922
Long
EC
US
N
1
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC COMMON STOCK
142339100
6137.00000000
NS
USD
2404783.45000000
0.056023165708
Long
EC
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
96705.00000000
NS
USD
15122727.90000000
0.352307435878
Long
EC
US
N
1
N
N
N
VEEVA SYSTEMS INC.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC-CLASS A COMMON STOCK
922475108
4706.00000000
NS
USD
1090333.14000000
0.025401004061
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY.
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
50878.00000000
NS
USD
3195647.18000000
0.074447564711
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
246529.00000000
NS
USD
10753594.98000000
0.250521698130
Long
EC
US
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
118288.00000000
NS
USD
27222800.32000000
0.634197417395
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
412282.00000000
NS
USD
82580084.60000000
1.923831338658
Long
EC
US
N
1
N
N
N
ROPER TECHNOLOGIES, INC.
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC COMMON STOCK
776696106
51458.00000000
NS
USD
28859704.72000000
0.672331647923
Long
EC
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
179580.00000000
NS
USD
22856942.40000000
0.532487975860
Long
EC
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC COMMON STOCK
56418H100
127792.00000000
NS
USD
9921770.88000000
0.231143063686
Long
EC
US
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT
046353108
99185.00000000
NS
USD
6719783.75000000
0.156547799991
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO-NORDISK A/S-SPONS ADR DEPOSITARY RECEIPT
670100205
54725.00000000
NS
USD
7026690.00000000
0.163697657788
Long
EC
US
N
1
N
N
N
RTX CORPORATION
I07WOS4YJ0N7YRFE7309
RTX CORPORATION COMMON STOCK
75513E101
247761.00000000
NS
USD
24164130.33000000
0.562940949085
Long
EC
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
17885.00000000
NS
USD
13913814.60000000
0.324143922804
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
7046.00000000
NS
USD
261124.76000000
0.006083306877
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
16573897.00000000
0.386114674097
Long
EC
US
N
1
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
48391.00000000
NS
USD
2239051.57000000
0.052162184140
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
190528.00000000
NS
USD
18277351.04000000
0.425799281857
Long
EC
US
N
1
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP COMMON STOCK
63938C108
263511.00000000
NS
USD
4585091.40000000
0.106816825977
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
100625.00000000
NS
USD
7117206.25000000
0.165806374427
Long
EC
US
N
1
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AERCAP HOLDINGS NV COMMON STOCK
N00985106
20386.00000000
NS
USD
1771747.26000000
0.041275604396
Long
EC
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
496362.00000000
NS
USD
44528635.02000000
1.037363717100
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
492899.00000000
NS
USD
18340771.79000000
0.427276766737
Long
EC
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
85796.00000000
NS
USD
24879124.08000000
0.579597839059
Long
EC
US
N
1
N
N
N
RELIANCE, INC.
549300E287ZOFT3C5Z56
RELIANCE INC COMMON STOCK
759509102
11055.00000000
NS
USD
3694359.90000000
0.086065852152
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
152241.00000000
NS
USD
30676561.50000000
0.714658148654
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
761962.00000000
NS
USD
14324885.60000000
0.333720460247
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
64109.00000000
NS
USD
4741501.64000000
0.110460645463
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
5887572.80000000
0.137160153275
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
22292991.53000000
NS
USD
22292991.53000000
0.519349864384
Long
STIV
RF
US
N
1
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK
04621X108
33412.00000000
NS
USD
6289474.88000000
0.146523086485
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
486353.00000000
NS
USD
204618434.16000000
4.766904248293
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
45.00000000
NC
USD
11944125.00000000
0.278256944142
N/A
DE
US
N
1
S&P500 EMINI FUT JUN24
N/A
Long
S&P 500 Future (e-Mini) Jun 2024
N/A
N/A
2024-06-24
11780461.51000000
USD
163663.49000000
N
N
N
VISHAY INTERTECHNOLOGY, INC.
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC COMMON STOCK
928298108
436245.00000000
NS
USD
9894036.60000000
0.230496950555
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
3640923.16000000
0.084820960293
Long
EC
US
N
1
N
N
N
INGEVITY CORPORATION
5493009UTFC4B5IMGF87
INGEVITY CORP COMMON STOCK
45688C107
14131.00000000
NS
USD
674048.70000000
0.015703011435
Long
EC
US
N
1
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
45559.00000000
NS
USD
7109937.54000000
0.165637038537
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
123765.00000000
NS
USD
7571942.70000000
0.176400166351
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
5395250.00000000
0.125690728947
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
21775.00000000
NS
USD
936107.25000000
0.021808072401
Long
EC
US
N
1
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
177573.00000000
NS
USD
5852806.08000000
0.136350208531
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
41706.00000000
NS
USD
12156047.82000000
0.283194015404
Long
EC
US
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
77340.00000000
NS
USD
7479551.40000000
0.174247767511
Long
EC
US
N
1
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
35794.00000000
NS
USD
5032994.34000000
0.117251420672
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
16377.00000000
NS
USD
1744641.81000000
0.040644140836
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
264927.00000000
NS
USD
17932908.63000000
0.417774960909
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
21211268.66000000
0.494149449936
Long
EC
US
N
1
N
N
N
2024-03-31
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO