0001752724-22-015919.txt : 20220127
0001752724-22-015919.hdr.sgml : 20220127
20220127162449
ACCESSION NUMBER: 0001752724-22-015919
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220127
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 22563491
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000013605
SIIT U.S. Managed Volatility Fund
C000036888
SIIT U.S. Managed Volatility Fund - Class A
SVYAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000939934
XXXXXXXX
S000013605
C000036888
SEI INSTITUTIONAL INVESTMENTS TRUST
811-07257
0000939934
0N2JSH1PTH72JCCP2A88
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT U.S. MANAGED VOLATILITY FUND
S000013605
NF4QXLQSW5LFCQE4VR03
2022-05-31
2021-11-30
N
1021176443.01
32799812.78
988376630.23
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
2247660.62000000
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
23535.00000000
NS
USD
1672397.10000000
0.169206459243
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
3522.00000000
NS
USD
830276.28000000
0.084004037995
Long
EC
US
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
44100.00000000
NS
4897135.17000000
0.495472577984
Long
EC
CA
N
1
N
N
N
HCI GROUP, INC.
549300CZF7EZJH0MPH74
HCI GROUP INC COMMON STOCK
40416E103
1812.00000000
NS
USD
200044.80000000
0.020239733911
Long
EC
US
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
31000.00000000
NS
4080168.38000000
0.412815141030
Long
EC
CA
N
1
N
N
N
BALCHEM CORPORATION
549300VR70OPMHUI3557
BALCHEM CORP COMMON STOCK
057665200
3963.00000000
NS
USD
626154.00000000
0.063351760943
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
3200.00000000
NS
USD
5814624.00000000
0.588300433474
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
240300.00000000
NS
USD
12010194.00000000
1.215143461779
Long
EC
US
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
3045.00000000
NS
USD
527789.85000000
0.053399669099
Long
EC
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A COMMON STOCK
67018T105
5553.00000000
NS
USD
243665.64000000
0.024653116286
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
5928.00000000
NS
USD
2067686.40000000
0.209200251883
Long
EC
US
N
1
N
N
N
PHIBRO ANIMAL HEALTH CORPORATION
549300U24SP4AF2JUX52
PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK
71742Q106
1580.00000000
NS
USD
30952.20000000
0.003131619976
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELE-ADR DEPOSITARY RECEIPT
654624105
140100.00000000
NS
USD
3863257.50000000
0.390868964506
Long
EC
US
N
1
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK
64110L106
3370.00000000
NS
USD
2163203.00000000
0.218864239990
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
32857.00000000
NS
USD
1642192.86000000
0.166150514871
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
11633.00000000
NS
USD
685649.02000000
0.069371229451
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
302300.00000000
NS
USD
27430702.00000000
2.775328873732
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
18582.00000000
NS
USD
6083375.16000000
0.615491602486
Long
EC
US
N
1
N
N
N
MAXIMUS, INC.
549300DQCDS8HJ7QF202
MAXIMUS INC COMMON STOCK
577933104
3913.00000000
NS
USD
295235.85000000
0.029870784169
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
5656.00000000
NS
USD
1835145.76000000
0.185672718665
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
137000.00000000
NS
USD
14894640.00000000
1.506980187960
Long
EC
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
8635.00000000
NS
USD
1455601.95000000
0.147271991817
Long
EC
US
N
1
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY (JOHN) & SONS-CLASS A COMMON STOCK
968223206
14291.00000000
NS
USD
742846.18000000
0.075158209662
Long
EC
US
N
1
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC COMMON STOCK
00507V109
30877.00000000
NS
USD
1809392.20000000
0.183067076320
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
42925.00000000
NS
USD
5220538.50000000
0.528193235283
Long
EC
US
N
1
N
N
N
THE SIMPLY GOOD FOODS COMPANY
N/A
SIMPLY GOOD FOODS CO/THE COMMON STOCK
82900L102
16897.00000000
NS
USD
624682.09000000
0.063202838967
Long
EC
US
N
1
N
N
N
ENCORE WIRE CORPORATION
N/A
ENCORE WIRE CORP COMMON STOCK
292562105
612.00000000
NS
USD
85961.52000000
0.008697243274
Long
EC
US
N
1
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HLDGS INC COMMON STOCK
50155Q100
23120.00000000
NS
USD
365296.00000000
0.036959190335
Long
EC
US
N
1
N
N
N
AMERICAN STATES WATER COMPANY
529900L26LIS2V8PWM23
AMERICAN STATES WATER CO COMMON STOCK
029899101
3789.00000000
NS
USD
356848.02000000
0.036104457459
Long
EC
US
N
1
N
N
N
DHT HOLDINGS, INC.
549300SMD6IVZYT74K40
DHT HOLDINGS INC COMMON STOCK
Y2065G121
11963.00000000
NS
USD
66394.65000000
0.006717545515
Long
EC
US
N
1
N
N
N
UTZ BRANDS, INC.
N/A
UTZ BRANDS INC COMMON STOCK
918090101
27483.00000000
NS
USD
387785.13000000
0.039234550690
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
2454.00000000
NS
USD
789304.56000000
0.079858683001
Long
EC
US
N
1
N
N
N
DOCUSIGN, INC.
549300Q7PVDWRZ39JG09
DOCUSIGN INC COMMON STOCK
256163106
4858.00000000
NS
USD
1196816.88000000
0.121089151988
Long
EC
US
N
1
N
N
N
EXPONENT, INC.
529900NY3F5Q2NWPUZ42
EXPONENT INC COMMON STOCK
30214U102
1937.00000000
NS
USD
225660.50000000
0.022831428131
Long
EC
US
N
1
N
N
N
AGREE REALTY CORPORATION
N/A
AGREE REALTY CORP REIT
008492100
6974.00000000
NS
USD
471163.44000000
0.047670435094
Long
EC
US
N
1
N
N
N
STEWART INFORMATION SERVICES CORPORATION
529900TV1XI0PLKENU10
STEWART INFORMATION SERVICES COMMON STOCK
860372101
6971.00000000
NS
USD
496474.62000000
0.050231319197
Long
EC
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC COMMON STOCK
071813109
43698.00000000
NS
USD
3258559.86000000
0.329688072373
Long
EC
US
N
1
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
3501.00000000
NS
USD
796757.58000000
0.080612749799
Long
EC
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE COMMON STOCK
679580100
2453.00000000
NS
USD
871232.01000000
0.088147775185
Long
EC
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
90775.00000000
NS
USD
6809940.50000000
0.689002581780
Long
EC
US
N
1
N
N
N
HEALTHCARE REALTY TRUST INCORPORATED
549300CB86LH2IOKHH22
HEALTHCARE REALTY TRUST INC REIT
421946104
8491.00000000
NS
USD
265938.12000000
0.026906556859
Long
EC
US
N
1
N
N
N
MODERNA, INC.
549300EI6OKH5K5Q2G38
MODERNA INC COMMON STOCK
60770K107
2869.00000000
NS
USD
1011121.67000000
0.102301252283
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
115600.00000000
NS
USD
13536760.00000000
1.369595312755
Long
EC
US
N
1
N
N
N
FORESTAR GROUP INC.
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMMON STOCK
346232101
3395.00000000
NS
USD
67288.90000000
0.006808022158
Long
EC
US
N
1
N
N
N
GRAND CANYON EDUCATION, INC.
529900XFER799IYOSW74
GRAND CANYON EDUCATION INC COMMON STOCK
38526M106
28733.00000000
NS
USD
2082280.51000000
0.210676825646
Long
EC
US
N
1
N
N
N
LEMAITRE VASCULAR, INC.
549300FZUBUB7MHY8R17
LEMAITRE VASCULAR INC COMMON STOCK
525558201
703.00000000
NS
USD
32893.37000000
0.003328019804
Long
EC
US
N
1
N
N
N
NATIONAL STORAGE AFFILIATES TRUST
N/A
NATIONAL STORAGE AFFILIATES REIT
637870106
5114.00000000
NS
USD
313897.32000000
0.031758877172
Long
EC
US
N
1
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC - CLASS B COMMON STOCK
92556H206
9437.00000000
NS
USD
292075.15000000
0.029550997167
Long
EC
US
N
1
N
N
N
MILLER INDUSTRIES, INC.
549300F1O74SPUJ7UU94
MILLER INDUSTRIES INC/TENN COMMON STOCK
600551204
2341.00000000
NS
USD
76574.11000000
0.007747462622
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
298600.00000000
NS
USD
16013918.00000000
1.620224265751
Long
EC
US
N
1
N
N
N
PCSB FINANCIAL CORPORATION
N/A
PCSB FINANCIAL CORP COMMON STOCK
69324R104
13466.00000000
NS
USD
245081.20000000
0.024796336993
Long
EC
US
N
1
N
N
N
ALERUS FINANCIAL CORPORATION
5493008BXLBPPELQ3G57
ALERUS FINANCIAL CORP COMMON STOCK
01446U103
4353.00000000
NS
USD
131025.30000000
0.013256616556
Long
EC
US
N
1
N
N
N
ALKERMES PUBLIC LIMITED COMPANY
N/A
ALKERMES PLC COMMON STOCK
G01767105
10469.00000000
NS
USD
229480.48000000
0.023217918451
Long
EC
US
N
1
N
N
N
Natural Grocers By Vitamin Cottage Inc
529900P4OTXDGBUS3O87
NATURAL GROCERS BY VITAMIN C COMMON STOCK
63888U108
14948.00000000
NS
USD
192231.28000000
0.019449193163
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
22953.00000000
NS
USD
3579061.29000000
0.362115127020
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
270500.00000000
NS
USD
3475925.00000000
0.351680209111
Long
EC
US
N
1
N
N
N
BIODELIVERY SCIENCES INTERNATIONAL, INC.
529900YQ5QSV2ZNM2W45
BIODELIVERY SCIENCES INTL COMMON STOCK
09060J106
15740.00000000
NS
USD
43757.20000000
0.004427178735
Long
EC
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
27304.00000000
NS
USD
3520577.76000000
0.356197997030
Long
EC
US
N
1
N
N
N
HEALTHSTREAM, INC.
529900OJ88H8635JNH64
HEALTHSTREAM INC COMMON STOCK
42222N103
11114.00000000
NS
USD
258067.08000000
0.026110196468
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
108600.00000000
NS
USD
9671916.00000000
0.978565832515
Long
EC
US
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK
49456B101
231700.00000000
NS
USD
3582082.00000000
0.362420750394
Long
EC
US
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
7758782.48000000
NS
USD
7758782.48000000
0.785002623766
Long
STIV
RF
US
N
2
N
N
N
LANDEC CORPORATION
549300EHBZ5OM9ND9O43
LANDEC CORP COMMON STOCK
514766104
3190.00000000
NS
USD
25360.50000000
0.002565874103
Long
EC
US
N
1
N
N
N
PS BUSINESS PARKS, INC.
N/A
PS BUSINESS PARKS INC/MD REIT
69360J107
1932.00000000
NS
USD
338486.40000000
0.034246702081
Long
EC
US
N
1
N
N
N
OSI SYSTEMS, INC.
DDX3MPX1Y8YD30050X33
OSI SYSTEMS INC COMMON STOCK
671044105
3312.00000000
NS
USD
301160.16000000
0.030470182194
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
167200.00000000
NS
USD
11525096.00000000
1.166063183557
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
59180.00000000
NS
USD
4079277.40000000
0.412724995232
Long
EC
US
N
1
N
N
N
ARTESIAN RESOURCES CORPORATION
N/A
ARTESIAN RESOURCES CORP-CL A COMMON STOCK
043113208
1536.00000000
NS
USD
65679.36000000
0.006645175330
Long
EC
US
N
1
N
N
N
FRESH DEL MONTE PRODUCE INC.
529900I72V9F0FEZR228
FRESH DEL MONTE PRODUCE INC COMMON STOCK
G36738105
10012.00000000
NS
USD
247897.12000000
0.025081240533
Long
EC
US
N
1
N
N
N
DROPBOX, INC.
549300JCDF7UAR6TJR51
DROPBOX INC-CLASS A COMMON STOCK
26210C104
57055.00000000
NS
USD
1404123.55000000
0.142063612903
Long
EC
US
N
1
N
N
N
CITY OFFICE REIT, INC.
5493003J7157VP25NL57
CITY OFFICE REIT INC REIT
178587101
10344.00000000
NS
USD
172537.92000000
0.017456697651
Long
EC
US
N
1
N
N
N
NOVAGOLD RESOURCES INC.
529900587LVZTJ2BHS60
NOVAGOLD RESOURCES INC COMMON STOCK
66987E206
30250.00000000
NS
USD
204187.50000000
0.020658875751
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
255500.00000000
NS
USD
14011620.00000000
1.417639751026
Long
EC
US
N
1
N
N
N
TUCOWS INC.
529900860LTAB4QUV247
TUCOWS INC-CLASS A COMMON STOCK
898697206
2792.00000000
NS
USD
227073.36000000
0.022974375663
Long
EC
US
N
1
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP COMMON STOCK
68902V107
15095.00000000
NS
USD
1213638.00000000
0.122791045728
Long
EC
US
N
1
N
N
N
Pure Cycle Corp
N/A
PURE CYCLE CORP COMMON STOCK
746228303
12901.00000000
NS
USD
187838.56000000
0.019004755298
Long
EC
US
N
1
N
N
N
PACIRA BIOSCIENCES, INC.
549300P56LERYBDHCF69
PACIRA BIOSCIENCES INC COMMON STOCK
695127100
5219.00000000
NS
USD
274623.78000000
0.027785337249
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
96131.00000000
NS
USD
5271824.04000000
0.533382101393
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
63475.00000000
NS
USD
2636116.75000000
0.266711764460
Long
EC
US
N
1
N
N
N
SCHOLASTIC CORPORATION
N/A
SCHOLASTIC CORP COMMON STOCK
807066105
12324.00000000
NS
USD
463875.36000000
0.046933056267
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
876.00000000
NS
USD
3072193.32000000
0.310832250180
Long
EC
US
N
1
N
N
N
THE TORO COMPANY
YJKE4YIT6BWQHVEW0D14
TORO CO COMMON STOCK
891092108
31701.00000000
NS
USD
3187852.56000000
0.322534190155
Long
EC
US
N
1
N
N
N
AMPHASTAR PHARMACEUTICALS INC
54930055TH0ZLSAQMJ38
AMPHASTAR PHARMACEUTICALS IN COMMON STOCK
03209R103
30832.00000000
NS
USD
603073.92000000
0.061016610627
Long
EC
US
N
1
N
N
N
N/A
N/A
PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND
N/A
-32483863.75500000
PA
USD
-32483863.76000000
-3.28658759894
Short
DBT
CORP
US
N
2
2049-12-31
Floating
0.00000000
N
N
N
N
N
N
THE RMR GROUP INC.
549300JP4L34E48UJM16
RMR GROUP INC/THE - A COMMON STOCK
74967R106
3079.00000000
NS
USD
100590.93000000
0.010177388550
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
199900.00000000
NS
USD
6718639.00000000
0.679765060656
Long
EC
US
N
1
N
N
N
Postal Realty Trust Inc
5493007B7ZZSIJRGWC41
POSTAL REALTY TRUST INC- A REIT
73757R102
1137.00000000
NS
USD
19726.95000000
0.001995894014
Long
EC
US
N
1
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC COMMON STOCK
053807103
73800.00000000
NS
USD
2676726.00000000
0.270820446187
Long
EC
US
N
1
N
N
N
VOCERA COMMUNICATIONS, INC.
5493006D2J6NPNZ60K83
VOCERA COMMUNICATIONS INC COMMON STOCK
92857F107
1480.00000000
NS
USD
86343.20000000
0.008735860132
Long
EC
US
N
1
N
N
N
URBAN EDGE PROPERTIES
N/A
URBAN EDGE PROPERTIES REIT
91704F104
4305.00000000
NS
USD
74175.15000000
0.007504745431
Long
EC
US
N
1
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMMON STOCK
05605H100
5736.00000000
NS
USD
273607.20000000
0.027682483744
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
93000.00000000
NS
USD
22677120.00000000
2.294380432156
Long
EC
US
N
1
N
N
N
J & J SNACK FOODS CORP.
N/A
J & J SNACK FOODS CORP COMMON STOCK
466032109
4511.00000000
NS
USD
616112.38000000
0.062335789936
Long
EC
US
N
1
N
N
N
THE NEW YORK TIMES COMPANY
529900J1WEMMIW7BOH57
NEW YORK TIMES CO-A COMMON STOCK
650111107
28840.00000000
NS
USD
1369900.00000000
0.138601010799
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
226200.00000000
NS
USD
12246468.00000000
1.239048721452
Long
EC
US
N
1
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
1304.00000000
NS
USD
683478.56000000
0.069151630977
Long
EC
US
N
1
N
N
N
STURM, RUGER & COMPANY, INC.
529900DV1BWFJSHFO847
STURM RUGER & CO INC COMMON STOCK
864159108
51400.00000000
NS
USD
3684866.00000000
0.372820025008
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
62457.00000000
NS
USD
3349568.91000000
0.338896004574
Long
EC
US
N
1
N
N
N
SOUTH PLAINS FINANCIAL, INC.
549300SNEBP48642N493
SOUTH PLAINS FINANCIAL INC COMMON STOCK
83946P107
4990.00000000
NS
USD
124750.00000000
0.012621706764
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
102600.00000000
NS
USD
7084530.00000000
0.716784450716
Long
EC
US
N
1
N
N
N
KKR REAL ESTATE FINANCE TRUST INC.
549300K23AYZDZ2REL62
KKR REAL ESTATE FINANCE TRUS REIT
48251K100
2675.00000000
NS
USD
55185.25000000
0.005583423192
Long
EC
US
N
1
N
N
N
MERCURY GENERAL CORPORATION
5493001Q9EXPCEL4W527
MERCURY GENERAL CORP COMMON STOCK
589400100
20919.00000000
NS
USD
1067287.38000000
0.107983874502
Long
EC
US
N
1
N
N
N
RPT REALTY
549300T03GDH1L37S188
RPT REALTY REIT
74971D101
11372.00000000
NS
USD
144651.84000000
0.014635295450
Long
EC
US
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
2184928.49000000
NS
USD
2184928.49000000
0.221062338300
Long
STIV
RF
US
N
2
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
4382.00000000
NS
USD
2935282.70000000
0.296980180451
Long
EC
US
N
1
N
N
N
WATERSTONE FINANCIAL, INC.
5493002KM21XRC2DCQ02
WATERSTONE FINANCIAL INC COMMON STOCK
94188P101
14876.00000000
NS
USD
308677.00000000
0.031230706044
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
419100.00000000
NS
USD
9568053.00000000
0.968057388990
Long
EC
US
N
1
N
N
N
IRONWOOD PHARMACEUTICALS, INC.
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC COMMON STOCK
46333X108
31445.00000000
NS
USD
348725.05000000
0.035282607796
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
58300.00000000
NS
USD
6720824.00000000
0.679986130230
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
31120.00000000
NS
USD
5266748.80000000
0.532868608879
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
7280.00000000
NS
USD
226626.40000000
0.022929154035
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
26440.00000000
NS
USD
4336688.80000000
0.438768852617
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
182100.00000000
NS
USD
5563155.00000000
0.562857804388
Long
EC
US
N
1
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
39000.00000000
NS
USD
10790910.00000000
1.091781176320
Long
EC
US
N
1
N
N
N
NATUS MEDICAL INCORPORATED
549300ZW3JLSJGT2D838
NATUS MEDICAL INC COMMON STOCK
639050103
5593.00000000
NS
USD
126401.80000000
0.012788829291
Long
EC
US
N
1
N
N
N
STEREOTAXIS, INC.
549300KPNOKI02O2ZP21
STEREOTAXIS INC COMMON STOCK
85916J409
17115.00000000
NS
USD
100465.05000000
0.010164652514
Long
EC
US
N
1
N
N
N
FRONTDOOR, INC.
5493008RB0JZJI3QGZ06
FRONTDOOR INC COMMON STOCK
35905A109
11468.00000000
NS
USD
396334.08000000
0.040099499308
Long
EC
US
N
1
N
N
N
Ingles Markets, Incorporated
549300XH5RYBMYP8TF26
INGLES MARKETS INC-CLASS A COMMON STOCK
457030104
405.00000000
NS
USD
31095.90000000
0.003146158969
Long
EC
US
N
1
N
N
N
SIGA TECHNOLOGIES, INC.
N/A
SIGA TECHNOLOGIES INC COMMON STOCK
826917106
33700.00000000
NS
USD
274992.00000000
0.027822592278
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
66300.00000000
NS
USD
4124523.00000000
0.417302764335
Long
EC
US
N
1
N
N
N
Winmark Corporation
N/A
WINMARK CORP COMMON STOCK
974250102
421.00000000
NS
USD
106134.10000000
0.010738224352
Long
EC
US
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710409
364500.00000000
NS
USD
2952450.00000000
0.298717099301
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
23168.00000000
NS
USD
1829345.28000000
0.185085849265
Long
EC
US
N
1
N
N
N
PATTERSON COMPANIES, INC.
YM48Q2087CUE26GWEK09
PATTERSON COS INC COMMON STOCK
703395103
12473.00000000
NS
USD
392525.31000000
0.039714143171
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
6372.00000000
NS
USD
335868.12000000
0.033981794968
Long
EC
US
N
1
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
59838.00000000
NS
USD
1991408.64000000
0.201482772770
Long
EC
US
N
1
N
N
N
HAWAIIAN ELECTRIC INDUSTRIES, INC.
JJ8FWOCWCV22X7GUPJ23
HAWAIIAN ELECTRIC INDS COMMON STOCK
419870100
40227.00000000
NS
USD
1528223.73000000
0.154619573476
Long
EC
US
N
1
N
N
N
Iteos Therapeutics Inc
N/A
ITEOS THERAPEUTICS INC COMMON STOCK
46565G104
8743.00000000
NS
USD
308627.90000000
0.031225738302
Long
EC
US
N
1
N
N
N
DYNEX CAPITAL, INC.
5CIJ4S9HAEBWILA19B65
DYNEX CAPITAL INC REIT
26817Q886
35220.00000000
NS
USD
588878.40000000
0.059580364608
Long
EC
US
N
1
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY COMMON STOCK
500643200
2697.00000000
NS
USD
196179.78000000
0.019848686624
Long
EC
US
N
1
N
N
N
SPS COMMERCE, INC.
2549006XVF9GCCETDQ72
SPS COMMERCE INC COMMON STOCK
78463M107
3100.00000000
NS
USD
437069.00000000
0.044220895823
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
62726.00000000
NS
USD
3837576.68000000
0.388270681704
Long
EC
US
N
1
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
16787.00000000
NS
USD
1959714.38000000
0.198276074126
Long
EC
US
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
41239.00000000
NS
USD
2879306.98000000
0.291316780661
Long
EC
US
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
38100.00000000
NS
USD
2151507.00000000
0.217680885423
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
23310.00000000
NS
USD
6449643.90000000
0.652549210769
Long
EC
US
N
1
N
N
N
MGP INGREDIENTS, INC.
2549006OMHFVZ4MS8538
MGP INGREDIENTS INC COMMON STOCK
55303J106
2947.00000000
NS
USD
229807.06000000
0.023250960511
Long
EC
US
N
1
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
28900.00000000
NS
USD
6061775.00000000
0.613306184565
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
25700.00000000
NS
USD
8964160.00000000
0.906957907120
Long
EC
US
N
1
N
N
N
A10 NETWORKS, INC.
549300UQD4IWUML81Q35
A10 NETWORKS INC COMMON STOCK
002121101
11244.00000000
NS
USD
173382.48000000
0.017542146859
Long
EC
US
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
81800.00000000
NS
USD
8398406.00000000
0.849717176947
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
118300.00000000
NS
USD
5044312.00000000
0.510363341839
Long
EC
US
N
1
N
N
N
EQUITY COMMONWEALTH
549300YPGVU9PR4L0606
EQUITY COMMONWEALTH REIT
294628102
34132.00000000
NS
USD
868659.40000000
0.087887488780
Long
EC
US
N
1
N
N
N
WHOLE EARTH BRANDS, INC.
N/A
WHOLE EARTH BRANDS INC COMMON STOCK
96684W100
18298.00000000
NS
USD
193226.88000000
0.019549923995
Long
EC
US
N
1
N
N
N
Joint Corp
N/A
JOINT CORP/THE COMMON STOCK
47973J102
2455.00000000
NS
USD
196203.60000000
0.019851096636
Long
EC
US
N
1
N
N
N
CASEY'S GENERAL STORES, INC.
549300CAFWSI86V66Q65
CASEY'S GENERAL STORES INC COMMON STOCK
147528103
7422.00000000
NS
USD
1442020.38000000
0.145897862808
Long
EC
US
N
1
N
N
N
C.H. ROBINSON WORLDWIDE, INC.
529900WNWN5L0OVDHA79
C.H. ROBINSON WORLDWIDE INC COMMON STOCK
12541W209
50772.00000000
NS
USD
4827909.48000000
0.488468599148
Long
EC
US
N
1
N
N
N
EASTERLY GOVERNMENT PROPERTIES, INC.
549300ERMCEFC6S8HL77
EASTERLY GOVERNMENT PROPERTI REIT
27616P103
6738.00000000
NS
USD
141295.86000000
0.014295750797
Long
EC
US
N
1
N
N
N
Madison Square Garden Entertainment Corp
N/A
MADISON SQUARE GARDEN ENTERT COMMON STOCK
55826T102
4528.00000000
NS
USD
299391.36000000
0.030291222074
Long
EC
US
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
23900.00000000
NS
USD
4142587.00000000
0.419130407710
Long
EC
US
N
1
N
N
N
TOOTSIE ROLL INDUSTRIES, INC.
529900SBKOV9XX4M4Q35
TOOTSIE ROLL INDS COMMON STOCK
890516107
8102.00000000
NS
USD
254807.90000000
0.025780445652
Long
EC
US
N
1
N
N
N
CADIZ INC.
549300PFFIS1TCKZS151
CADIZ INC COMMON STOCK
127537207
23583.00000000
NS
USD
95511.15000000
0.009663436697
Long
EC
US
N
1
N
N
N
PAPA JOHN'S INTERNATIONAL, INC.
HZYLD3DK5XOX0WBVNB56
PAPA JOHN'S INTL INC COMMON STOCK
698813102
3824.00000000
NS
USD
466222.08000000
0.047170488024
Long
EC
US
N
1
N
N
N
NORTHWEST NATURAL HOLDING COMPANY
N/A
NORTHWEST NATURAL HOLDING CO COMMON STOCK
66765N105
4441.00000000
NS
USD
191495.92000000
0.019374792376
Long
EC
US
N
1
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC COMMON STOCK
23345M107
15500.00000000
NS
USD
710985.00000000
0.071934622719
Long
EC
US
N
1
N
N
N
Viemed Healthcare Inc
254900XU539S8GOIOW89
VIEMED HEALTHCARE INC COMMON STOCK
92663R105
25089.00000000
NS
USD
126699.45000000
0.012818944330
Long
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
13311.00000000
NS
USD
4409135.64000000
0.446098734545
Long
EC
US
N
1
N
N
N
LANDSTAR SYSTEM, INC.
254900CUQXQRL09MEI52
LANDSTAR SYSTEM INC COMMON STOCK
515098101
5128.00000000
NS
USD
864324.40000000
0.087448890793
Long
EC
US
N
1
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD COMMON STOCK
G16962105
21507.00000000
NS
USD
1861860.99000000
0.188375658939
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
14500.00000000
NS
USD
2747750.00000000
0.278006370846
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
79500.00000000
NS
USD
3279375.00000000
0.331794065106
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
53801.00000000
NS
USD
3323287.77000000
0.336236983792
Long
EC
US
N
1
N
N
N
STURM, RUGER & COMPANY, INC.
529900DV1BWFJSHFO847
STURM RUGER & CO INC COMMON STOCK
864159108
2818.00000000
NS
USD
202022.42000000
0.020439821604
Long
EC
US
N
1
N
N
N
TREEHOUSE FOODS, INC.
5493007M7EVHE470Q576
TREEHOUSE FOODS INC COMMON STOCK
89469A104
1179.00000000
NS
USD
43269.30000000
0.004377814962
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
8860.00000000
NS
USD
1678970.00000000
0.169871479013
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
70235.00000000
NS
USD
5261303.85000000
0.532317710585
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
90400.00000000
NS
USD
6084824.00000000
0.615638190330
Long
EC
US
N
1
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
145700.00000000
NS
USD
8001844.00000000
0.809594617604
Long
EC
US
N
1
N
N
N
CACI INTERNATIONAL INC.
SYRPI2D1O9WRTS2WX210
CACI INTERNATIONAL INC -CL A COMMON STOCK
127190304
16400.00000000
NS
USD
4254652.00000000
0.430468696837
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
35600.00000000
NS
USD
4639036.00000000
0.469359134778
Long
EC
US
N
1
N
N
N
Sapiens International Corporation N.V.
N/A
SAPIENS INTERNATIONAL CORP COMMON STOCK
G7T16G103
18438.00000000
NS
USD
653995.86000000
0.066168689141
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
41800.00000000
NS
USD
7107672.00000000
0.719125865849
Long
EC
US
N
1
N
N
N
EMPLOYERS HOLDINGS, INC.
N/A
EMPLOYERS HOLDINGS INC COMMON STOCK
292218104
8853.00000000
NS
USD
341814.33000000
0.034583408747
Long
EC
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
7127.00000000
NS
USD
3154837.82000000
0.319193890618
Long
EC
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
68500.00000000
NS
USD
4527850.00000000
0.458109779360
Long
EC
US
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
67600.00000000
NS
USD
4199312.00000000
0.424869616658
Long
EC
US
N
1
N
N
N
FLOWERS FOODS, INC.
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS INC COMMON STOCK
343498101
148806.00000000
NS
USD
3842170.92000000
0.388735508558
Long
EC
US
N
1
N
N
N
FORWARD AIR CORPORATION
N/A
FORWARD AIR CORP COMMON STOCK
349853101
4544.00000000
NS
USD
448720.00000000
0.045399697471
Long
EC
US
N
1
N
N
N
PLYMOUTH INDUSTRIAL REIT, INC.
N/A
PLYMOUTH INDUSTRIAL REIT INC REIT
729640102
8480.00000000
NS
USD
252280.00000000
0.025524682826
Long
EC
US
N
1
N
N
N
UNIVERSAL CORPORATION
549300BZXZ66F6DTIF20
UNIVERSAL CORP/VA COMMON STOCK
913456109
11214.00000000
NS
USD
522235.98000000
0.052837750714
Long
EC
US
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
10291.00000000
NS
USD
3417332.37000000
0.345752040819
Long
EC
US
N
1
N
N
N
URSTADT BIDDLE PROPERTIES INC.
549300XXD0YL0AER3Z82
URSTADT BIDDLE - CLASS A REIT
917286205
7797.00000000
NS
USD
147207.36000000
0.014893852757
Long
EC
US
N
1
N
N
N
Citius Pharmaceuticals Inc
5493005C10W36P4KQP40
CITIUS PHARMACEUTICALS INC COMMON STOCK
17322U207
99788.00000000
NS
USD
168641.72000000
0.017062495696
Long
EC
US
N
1
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
24944.00000000
NS
USD
4713667.68000000
0.476910070091
Long
EC
US
N
1
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC REIT
758075402
22230.00000000
NS
USD
284988.60000000
0.028834008340
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
6536.00000000
NS
USD
826607.92000000
0.083632887981
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
12152.00000000
NS
USD
4017329.68000000
0.406457372334
Long
EC
US
N
1
N
N
N
COMMUNITY BANK SYSTEM, INC.
5299008N6YHE6GCP1E80
COMMUNITY BANK SYSTEM INC COMMON STOCK
203607106
3109.00000000
NS
USD
219681.94000000
0.022226541308
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
32475908.63900000
NS
USD
32475634.18000000
3.285754962907
Long
EC
US
N
2
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
4528.00000000
NS
USD
686580.64000000
0.069465487042
Long
EC
US
N
1
N
N
N
LANCASTER COLONY CORPORATION
529900X4O13HED1ZAS58
LANCASTER COLONY CORP COMMON STOCK
513847103
4797.00000000
NS
USD
701321.40000000
0.070956898266
Long
EC
US
N
1
N
N
N
DORMAN PRODUCTS, INC.
N/A
DORMAN PRODUCTS INC COMMON STOCK
258278100
4477.00000000
NS
USD
496857.46000000
0.050270053419
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
59757.00000000
NS
USD
6888786.96000000
0.696979951700
Long
EC
US
N
1
N
N
N
NATIONAL BANK HOLDINGS CORPORATION
N/A
NATIONAL BANK HOLD-CL A COMMON STOCK
633707104
6781.00000000
NS
USD
289006.22000000
0.029240495086
Long
EC
US
N
1
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
22140.00000000
NS
USD
1464782.40000000
0.148200833083
Long
EC
US
N
1
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
155100.00000000
NS
USD
8497929.00000000
0.859786516605
Long
EC
US
N
1
N
N
N
UNITED STATES CELLULAR CORPORATION
N/A
US CELLULAR CORP COMMON STOCK
911684108
3510.00000000
NS
USD
102176.10000000
0.010337769720
Long
EC
US
N
1
N
N
N
VANDA PHARMACEUTICALS INC.
529900AY8VOOQBKJ0O70
VANDA PHARMACEUTICALS INC COMMON STOCK
921659108
14714.00000000
NS
USD
238366.80000000
0.024117000818
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
29798.00000000
NS
USD
5066851.92000000
0.512643840923
Long
EC
US
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
76100.00000000
NS
5712839.10000000
0.578002243807
Long
EC
CA
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
10317.00000000
NS
USD
5564783.46000000
0.563022565467
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
65600.00000000
NS
USD
3792336.00000000
0.383693410387
Long
EC
US
N
1
N
N
N
WEIS MARKETS, INC.
N/A
WEIS MARKETS INC COMMON STOCK
948849104
12273.00000000
NS
USD
772585.35000000
0.078167100108
Long
EC
US
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
28100.00000000
NS
USD
4177908.00000000
0.422704045423
Long
EC
US
N
1
N
N
N
STANDARD MOTOR PRODUCTS, INC.
THGK1EO5B5HK0JHQVZ90
STANDARD MOTOR PRODS COMMON STOCK
853666105
8097.00000000
NS
USD
405173.88000000
0.040993874967
Long
EC
US
N
1
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP COMMON STOCK
651587107
14200.00000000
NS
USD
4704460.00000000
0.475978473803
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
103800.00000000
NS
USD
5471298.00000000
0.553564079993
Long
EC
US
N
1
N
N
N
SK TELECOM CO.,LTD
9884003WEA1PHW006037
SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT
78440P306
86124.00270000
NS
USD
3961704.12000000
0.400829400334
Long
EC
US
N
1
N
N
N
Village Super Market, Inc.
25490069686XCNNEMQ07
VILLAGE SUPER MARKET-CLASS A COMMON STOCK
927107409
1361.00000000
NS
USD
28934.86000000
0.002927513572
Long
EC
US
N
1
N
N
N
MFA FINANCIAL, INC.
YW72IMH2RRC8Z1TGLG58
MFA FINANCIAL INC REIT
55272X102
56231.00000000
NS
USD
241230.99000000
0.024406788123
Long
EC
US
N
1
N
N
N
Gohealth Inc
N/A
GOHEALTH INC-CLASS A COMMON STOCK
38046W105
92740.00000000
NS
USD
328299.60000000
0.033216042342
Long
EC
US
N
1
N
N
N
WORLD WRESTLING ENTERTAINMENT, INC.
549300WZVLSCS3L4L698
WORLD WRESTLING ENTERTAIN-A COMMON STOCK
98156Q108
60073.00000000
NS
USD
2965203.28000000
0.300007425237
Long
EC
US
N
1
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO COMMON STOCK
736508847
985.00000000
NS
USD
47939.95000000
0.004850372675
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
45181.00000000
NS
USD
3041133.11000000
0.307689702182
Long
EC
US
N
1
N
N
BTRS Holdings Inc
549300K51KDPS5MBVB54
BTRS HOLDINGS INC COMMON STOCK
11778X104
23035.00000000
NS
USD
171841.10000000
0.017386196187
Long
EC
US
N
1
N
N
N
PREMIER, INC.
N/A
PREMIER INC-CLASS A COMMON STOCK
74051N102
76188.00000000
NS
USD
2824289.16000000
0.285750297368
Long
EC
US
N
1
N
N
N
PROGRESS SOFTWARE CORPORATION
N/A
PROGRESS SOFTWARE CORP COMMON STOCK
743312100
10717.00000000
NS
USD
519238.65000000
0.052534492835
Long
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
17333.00000000
NS
USD
2506005.14000000
0.253547591409
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
92200.00000000
NS
USD
5640796.00000000
0.570713210680
Long
EC
US
N
1
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
65945.00000000
NS
USD
2730123.00000000
0.276222941386
Long
EC
US
N
1
N
N
N
FRONTLINE LTD.
5493004BCIKYU1YL3H63
FRONTLINE LTD COMMON STOCK
G3682E192
32614.00000000
NS
USD
223405.90000000
0.022603316708
Long
EC
US
N
1
N
N
TOYOTA MOTOR CORPORATION
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT
892331307
37800.00000000
NS
USD
6722730.00000000
0.680178971697
Long
EC
US
N
1
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
8616.00000000
NS
USD
372900.48000000
0.037728581250
Long
EC
US
N
1
N
N
N
Ooma Inc
N/A
OOMA INC COMMON STOCK
683416101
6431.00000000
NS
USD
120967.11000000
0.012238969063
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
1048.00000000
NS
USD
2974171.60000000
0.300914804036
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
103500.00000000
NS
USD
13089645.00000000
1.324358002774
Long
EC
US
N
1
N
N
N
WD-40 COMPANY
549300UZHTN0CNKBOB19
WD-40 CO COMMON STOCK
929236107
1641.00000000
NS
USD
368158.35000000
0.037248791476
Long
EC
US
N
1
N
N
N
ERIE INDEMNITY COMPANY
549300WA5KP94KRUFZ80
ERIE INDEMNITY COMPANY-CL A COMMON STOCK
29530P102
2612.00000000
NS
USD
485335.72000000
0.049104329782
Long
EC
US
N
1
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N72482123
29525.00000000
NS
USD
1627713.25000000
0.164685525761
Long
EC
US
N
1
N
N
N
KEARNY FINANCIAL CORP.
N/A
KEARNY FINANCIAL CORP/MD COMMON STOCK
48716P108
36823.00000000
NS
USD
468020.33000000
0.047352427777
Long
EC
US
N
1
N
N
N
ARGO GROUP INTERNATIONAL HOLDINGS, LTD.
549300M4T8Y5TTWI6O03
ARGO GROUP INTERNATIONAL COMMON STOCK
G0464B107
8827.00000000
NS
USD
479129.56000000
0.048476415300
Long
EC
US
N
1
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP COMMON STOCK
902973304
74500.00000000
NS
USD
4122830.00000000
0.417131473357
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
39774.00000000
NS
USD
3542272.44000000
0.358392978107
Long
EC
US
N
1
N
N
N
Shenandoah Telecommunications Company
549300XH3H4OUKFPHS84
SHENANDOAH TELECOMMUNICATION COMMON STOCK
82312B106
1244.00000000
NS
USD
31585.16000000
0.003195660341
Long
EC
US
N
1
N
N
N
OMNICELL, INC.
5493008RH0GTKHHPZI77
OMNICELL INC COMMON STOCK
68213N109
3825.00000000
NS
USD
677025.00000000
0.068498685550
Long
EC
US
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
3370162.77000000
NS
USD
3370162.77000000
0.340979609080
Long
STIV
RF
US
N
2
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
1182.00000000
NS
USD
3367565.28000000
0.340716805416
Long
EC
US
N
1
N
N
N
KFORCE INC.
5493003RDQQDVXY2SK46
KFORCE INC COMMON STOCK
493732101
3104.00000000
NS
USD
237859.52000000
0.024065676253
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
263400.00000000
NS
USD
19731294.00000000
1.996333522718
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
38762.00000000
NS
USD
6879867.38000000
0.696077504220
Long
EC
US
N
1
N
N
N
J. B. HUNT TRANSPORT SERVICES, INC.
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK
445658107
11336.00000000
NS
USD
2166989.76000000
0.219247369243
Long
EC
US
N
1
N
N
N
PAYA HOLDINGS INC.
N/A
PAYA HOLDINGS INC COMMON STOCK
70434P103
2429.00000000
NS
USD
15642.76000000
0.001582671981
Long
EC
US
N
1
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
67441.00000000
NS
USD
4751218.45000000
0.480709307027
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
28260.00000000
NS
USD
826039.80000000
0.083575407869
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
18476.00000000
NS
USD
2295088.72000000
0.232207910406
Long
EC
US
N
1
N
N
N
TERMINIX GLOBAL HOLDINGS, INC.
549300GS10644JGL8R77
TERMINIX GLOBAL HOLDINGS INC COMMON STOCK
88087E100
12341.00000000
NS
USD
460566.12000000
0.046598240580
Long
EC
US
N
1
N
N
N
ADAPTHEALTH CORP.
N/A
ADAPTHEALTH CORP COMMON STOCK
00653Q102
6659.00000000
NS
USD
130716.17000000
0.013225340017
Long
EC
US
N
1
N
N
N
GRAHAM HOLDINGS COMPANY
529900BOSCEEEMAFQJ29
GRAHAM HOLDINGS CO-CLASS B COMMON STOCK
384637104
397.00000000
NS
USD
224908.44000000
0.022755337704
Long
EC
US
N
1
N
N
N
HARBORONE BANCORP, INC.
549300CNOEY2QUB7F917
HARBORONE BANCORP INC COMMON STOCK
41165Y100
23691.00000000
NS
USD
329067.99000000
0.033293784973
Long
EC
US
N
1
N
N
N
CHEGG, INC.
549300AKX7O8JG0O3G77
CHEGG INC COMMON STOCK
163092109
7448.00000000
NS
USD
207426.80000000
0.020986615188
Long
EC
US
N
1
N
N
N
HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY
N/A
HORIZON THERAPEUTICS PLC COMMON STOCK
G46188101
10295.00000000
NS
USD
1068209.20000000
0.108077140568
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
18224.00000000
NS
USD
4443740.16000000
0.449599881673
Long
EC
US
N
1
N
N
N
WERNER ENTERPRISES, INC.
549300P6XRGOCHHJST37
WERNER ENTERPRISES INC COMMON STOCK
950755108
6991.00000000
NS
USD
315364.01000000
0.031907271009
Long
EC
US
N
1
N
N
N
CRAWFORD & COMPANY
7TZZFJ2GPOGLWIKIXY82
CRAWFORD & COMPANY -CL A COMMON STOCK
224633206
4403.00000000
NS
USD
32097.87000000
0.003247534291
Long
EC
US
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
147500.00000000
NS
USD
6116825.00000000
0.618875923702
Long
EC
US
N
1
N
N
N
CAL-MAINE FOODS, INC.
549300NHE5WMIEIEMF53
CAL-MAINE FOODS INC COMMON STOCK
128030202
16306.00000000
NS
USD
587994.36000000
0.059490920972
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
110443.00000000
NS
USD
1747208.26000000
0.176775553626
Long
EC
US
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
183300.00000000
NS
USD
12798006.00000000
1.294851133522
Long
EC
US
N
1
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES INC COMMON STOCK
90328M107
814.00000000
NS
USD
81172.08000000
0.008212666863
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
24351.00000000
NS
USD
3424481.13000000
0.346475323804
Long
EC
US
N
1
N
N
N
NORTONLIFELOCK INC.
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC COMMON STOCK
668771108
105903.00000000
NS
USD
2631689.55000000
0.266263838045
Long
EC
US
N
1
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT
438128308
112200.00000000
NS
USD
3070914.00000000
0.310702813692
Long
EC
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
31000.00000000
NS
USD
3358540.00000000
0.339803663631
Long
EC
US
N
1
N
N
N
ONE GAS, INC.
549300HXDWI0LATTX840
ONE GAS INC COMMON STOCK
68235P108
2145.00000000
NS
USD
139081.80000000
0.014071741049
Long
EC
US
N
1
N
N
N
ACADIA REALTY TRUST
N/A
ACADIA REALTY TRUST REIT
004239109
5921.00000000
NS
USD
119544.99000000
0.012095084641
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
33400.00000000
NS
USD
3351356.00000000
0.339076815203
Long
EC
US
N
1
N
N
N
ORTHOFIX MEDICAL INC.
N/A
ORTHOFIX MEDICAL INC COMMON STOCK
68752M108
9253.00000000
NS
USD
283234.33000000
0.028656518308
Long
EC
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
7319.00000000
NS
USD
1463800.00000000
0.148101437774
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
49600.00000000
NS
USD
4845920.00000000
0.490290831630
Long
EC
US
N
1
N
N
N
VIA RENEWABLES, INC.
549300U656GZMTWR1T03
VIA RENEWABLES INC COMMON STOCK
92556D106
4577.00000000
NS
USD
51125.09000000
0.005172632419
Long
EC
US
N
1
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC COMMON STOCK
760759100
31100.00000000
NS
USD
4113286.00000000
0.416165849555
Long
EC
US
N
1
N
N
N
CHESAPEAKE UTILITIES CORPORATION
254900WW0FDCKAOCKE74
CHESAPEAKE UTILITIES CORP COMMON STOCK
165303108
5723.00000000
NS
USD
728881.28000000
0.073745296854
Long
EC
US
N
1
N
N
N
COCA-COLA CONSOLIDATED, INC.
57VG5X0E00X0QJU7CQ58
COCA-COLA CONSOLIDATED INC COMMON STOCK
191098102
1581.00000000
NS
USD
902071.17000000
0.091267958226
Long
EC
US
N
1
N
N
N
BOOZ ALLEN HAMILTON HOLDING CORPORATION
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK
099502106
1213.00000000
NS
USD
101819.22000000
0.010301662026
Long
EC
US
N
1
N
N
N
BELLRING BRANDS, INC.
5493001E28R2L3L44631
BELLRING BRANDS INC-CLASS A COMMON STOCK
079823100
13661.00000000
NS
USD
293984.72000000
0.029744199833
Long
EC
US
N
1
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
311100.00000000
NS
USD
12919983.00000000
1.307192279221
Long
EC
US
N
1
N
N
N
INTER PARFUMS, INC.
N/A
INTER PARFUMS INC COMMON STOCK
458334109
2136.00000000
NS
USD
187604.88000000
0.018981112489
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
387900.00000000
NS
USD
19084680.00000000
1.930911700690
Long
EC
US
N
1
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
14000.00000000
NS
USD
3589320.00000000
0.363153062326
Long
EC
US
N
1
N
N
N
TERRENO REALTY CORPORATION
N/A
TERRENO REALTY CORP REIT
88146M101
7169.00000000
NS
USD
545919.35000000
0.055233939502
Long
EC
US
N
1
N
N
N
MORNINGSTAR, INC.
529900YGNQPOVAXQ7F29
MORNINGSTAR INC COMMON STOCK
617700109
10581.00000000
NS
USD
3283601.73000000
0.332221708766
Long
EC
US
N
1
N
N
N
CALAVO GROWERS, INC.
N/A
CALAVO GROWERS INC COMMON STOCK
128246105
4653.00000000
NS
USD
188632.62000000
0.019085095117
Long
EC
US
N
1
N
N
N
EAGLE PHARMACEUTICALS, INC.
549300TN20OLYTJVP152
EAGLE PHARMACEUTICALS INC COMMON STOCK
269796108
4043.00000000
NS
USD
192770.24000000
0.019503722984
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
11200.00000000
NS
USD
3733184.00000000
0.377708647272
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
144700.00000000
NS
USD
8938119.00000000
0.904323182744
Long
EC
US
N
1
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
30212.00000000
NS
USD
1040199.16000000
0.105243196589
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
12260.00000000
NS
USD
1958902.80000000
0.198193961703
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
106462.00000000
NS
USD
5583931.90000000
0.564959928150
Long
EC
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO COMMON STOCK
736508847
114000.00000000
NS
USD
5548380.00000000
0.561362928897
Long
EC
US
N
1
N
N
N
SMITH & WESSON BRANDS, INC.
5493004PFHUPOR1PWN79
SMITH & WESSON BRANDS INC COMMON STOCK
831754106
3662.00000000
NS
USD
83310.50000000
0.008429023658
Long
EC
US
N
1
N
N
N
Tattooed Chef Inc
5493005UQQNAE47M7Q04
TATTOOED CHEF INC COMMON STOCK
87663X102
15054.00000000
NS
USD
242218.86000000
0.024506736864
Long
EC
US
N
1
N
N
INVESTORS BANCORP, INC.
N/A
INVESTORS BANCORP INC COMMON STOCK
46146L101
423000.00000000
NS
USD
6298470.00000000
0.637254039336
Long
EC
US
N
1
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC-SPONS ADR DEPOSITARY RECEIPT
138006309
94900.00000000
NS
USD
2087800.00000000
0.211235265600
Long
EC
US
N
1
N
N
Global Water Resources Inc
N/A
GLOBAL WATER RESOURCES INC COMMON STOCK
379463102
1925.00000000
NS
USD
33148.50000000
0.003353832839
Long
EC
US
N
1
N
N
N
AZZ INC.
549300HD1X2NFLWPYC83
AZZ INC COMMON STOCK
002474104
1637.00000000
NS
USD
84943.93000000
0.008594287582
Long
EC
US
N
1
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
44200.00000000
NS
USD
2924272.00000000
0.295866161801
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
161500.00000000
NS
USD
5586285.00000000
0.565198005410
Long
EC
US
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
2010.00000000
NS
USD
1279425.30000000
0.129447141997
Long
EC
US
N
1
N
N
N
COMMVAULT SYSTEMS, INC.
65T5VRP62VXG39YFML83
COMMVAULT SYSTEMS INC COMMON STOCK
204166102
5839.00000000
NS
USD
367156.32000000
0.037147410083
Long
EC
US
N
1
N
N
N
SPROUTS FARMERS MARKET, INC.
529900P8F4G77Q52XE24
SPROUTS FARMERS MARKET INC COMMON STOCK
85208M102
9272.00000000
NS
USD
245337.12000000
0.024822229957
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
20700.00000000
NS
USD
3674457.00000000
0.371766883960
Long
EC
US
N
1
N
N
N
CBIZ, INC.
529900D5X8CFM8O1N813
CBIZ INC COMMON STOCK
124805102
11556.00000000
NS
USD
416362.68000000
0.042125913064
Long
EC
US
N
1
N
N
N
MOELIS & COMPANY
549300891QNU7VTQUR83
MOELIS & CO - CLASS A COMMON STOCK
60786M105
381.00000000
NS
USD
23359.11000000
0.002363381456
Long
EC
US
N
1
N
N
N
XBiotech Inc
5299002WACAY28TQAS52
XBIOTECH INC COMMON STOCK
98400H102
10628.00000000
NS
USD
134125.36000000
0.013570268245
Long
EC
US
N
1
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
311300.00000000
NS
USD
9690769.00000000
0.980473303759
Long
EC
US
N
1
N
N
N
TRUEBLUE, INC.
N/A
TRUEBLUE INC COMMON STOCK
89785X101
865.00000000
NS
USD
22507.30000000
0.002277198722
Long
EC
US
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
10027.00000000
NS
USD
561010.65000000
0.056760816964
Long
EC
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS, INC.
549300UCIWH1C93V0J03
BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK
05550J101
4671.00000000
NS
USD
308986.65000000
0.031262035194
Long
EC
US
N
1
N
N
N
SAFETY INSURANCE GROUP, INC.
254900LDCFLA3J746840
SAFETY INSURANCE GROUP INC COMMON STOCK
78648T100
3875.00000000
NS
USD
299421.25000000
0.030294246225
Long
EC
US
N
1
N
N
N
ARBOR REALTY TRUST, INC.
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC REIT
038923108
16891.00000000
NS
USD
296437.05000000
0.029992316788
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
125608.00000000
NS
USD
6748917.84000000
0.682828552758
Long
EC
US
N
1
N
N
N
TYLER TECHNOLOGIES, INC.
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC COMMON STOCK
902252105
210.00000000
NS
USD
108985.80000000
0.011026747969
Long
EC
US
N
1
N
N
N
HARVARD BIOSCIENCE, INC.
549300VLGB1D47GGC642
HARVARD BIOSCIENCE INC COMMON STOCK
416906105
11820.00000000
NS
USD
79075.80000000
0.008000573625
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
18000.00000000
NS
USD
3401460.00000000
0.344146137814
Long
EC
US
N
1
N
N
N
INFUSYSTEM HOLDINGS, INC.
549300F58N8PHJ4QUI59
INFUSYSTEM HOLDINGS INC COMMON STOCK
45685K102
1993.00000000
NS
USD
32984.15000000
0.003337204562
Long
EC
US
N
1
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD COMMON STOCK
92240M108
36873.00000000
NS
USD
573006.42000000
0.057974501063
Long
EC
US
N
1
N
N
N
DOLBY LABORATORIES, INC.
549300X04FB2QPCJ5J24
DOLBY LABORATORIES INC-CL A COMMON STOCK
25659T107
10643.00000000
NS
USD
887732.63000000
0.089817242015
Long
EC
US
N
1
N
N
N
ORGANOGENESIS HOLDINGS INC.
N/A
ORGANOGENESIS HOLDINGS INC COMMON STOCK
68621F102
1535.00000000
NS
USD
15442.10000000
0.001562370004
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
128200.00000000
NS
USD
10122672.00000000
1.024171524335
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
144200.00000000
NS
USD
9727732.00000000
0.984213072473
Long
EC
US
N
1
N
N
N
PRICESMART, INC.
549300JVYOSTGVSDZS46
PRICESMART INC COMMON STOCK
741511109
6275.00000000
NS
USD
450043.00000000
0.045533553327
Long
EC
US
N
1
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
160400.00000000
NS
USD
7288576.00000000
0.737429010063
Long
EC
US
N
1
N
N
NI HOLDINGS, INC.
549300LLJVCO2EGU3180
NI HOLDINGS INC COMMON STOCK
65342T106
2526.00000000
NS
USD
46832.04000000
0.004738278766
Long
EC
US
N
1
N
N
N
SHARPS COMPLIANCE CORP.
N/A
SHARPS COMPLIANCE CORP COMMON STOCK
820017101
16939.00000000
NS
USD
125009.82000000
0.012647994314
Long
EC
US
N
1
N
N
N
HOULIHAN LOKEY, INC.
549300S3CNGTQ1QZVY46
HOULIHAN LOKEY INC COMMON STOCK
441593100
6177.00000000
NS
USD
670451.58000000
0.067833613168
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
58677.00000000
NS
USD
2949692.79000000
0.298438135805
Long
EC
US
N
1
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC COMMON STOCK
052769106
3818.00000000
NS
USD
970497.42000000
0.098191052916
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
9138.00000000
NS
USD
137618.28000000
0.013923667941
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
23500.00000000
NS
USD
4838885.00000000
0.489579058427
Long
EC
US
N
1
N
N
N
RETAIL OPPORTUNITY INVESTMENTS CORP.
N/A
RETAIL OPPORTUNITY INVESTMEN REIT
76131N101
11645.00000000
NS
USD
204486.20000000
0.020689097024
Long
EC
US
N
1
N
N
N
H & R BLOCK, INC.
549300CE3KUCWLZBG404
H&R BLOCK INC COMMON STOCK
093671105
8726.00000000
NS
USD
206631.68000000
0.020906168122
Long
EC
US
N
1
N
N
N
COLUMBIA FINANCIAL, INC.
254900B9UDXFOJAZKN61
COLUMBIA FINANCIAL INC COMMON STOCK
197641103
23626.00000000
NS
USD
430938.24000000
0.043600610012
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
384700.00000000
NS
USD
19338869.00000000
1.956629528512
Long
EC
US
N
1
N
N
N
CALIFORNIA WATER SERVICE GROUP
529900QABDOBU6UVRQ36
CALIFORNIA WATER SERVICE GRP COMMON STOCK
130788102
8964.00000000
NS
USD
564821.64000000
0.057146397711
Long
EC
US
N
1
N
N
N
FTI CONSULTING, INC.
549300K17GM8EQD0FQ48
FTI CONSULTING INC COMMON STOCK
302941109
9058.00000000
NS
USD
1323283.22000000
0.133884511179
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
44700.00000000
NS
USD
8889936.00000000
0.899448219241
Long
EC
US
N
1
N
N
N
SEABOARD CORPORATION
87Q3KOXT29OW9W9YPT70
SEABOARD CORP COMMON STOCK
811543107
79.00000000
NS
USD
307311.58000000
0.031092558302
Long
EC
US
N
1
N
N
N
WHITE MOUNTAINS INSURANCE GROUP, LTD.
549300N3FL068JERBG02
WHITE MOUNTAINS INSURANCE GP COMMON STOCK
G9618E107
1495.00000000
NS
USD
1499335.50000000
0.151696777740
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
514600.00000000
NS
USD
8140972.00000000
0.823671032985
Long
EC
US
N
1
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP COMMON STOCK
651587107
3353.00000000
NS
USD
1110848.90000000
0.112391255117
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
82500.00000000
NS
USD
12864225.00000000
1.301550907472
Long
EC
US
N
1
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC COMMON STOCK
038336103
23464.00000000
NS
USD
2806059.76000000
0.283905919482
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
5472.00000000
NS
USD
971334.72000000
0.098275767586
Long
EC
US
N
1
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC COMMON STOCK
58470H101
534.00000000
NS
USD
109865.16000000
0.011115718101
Long
EC
US
N
1
N
N
N
OAK STREET HEALTH, INC.
2549007CJE6GSEURLA30
OAK STREET HEALTH INC COMMON STOCK
67181A107
27719.00000000
NS
USD
857903.05000000
0.086799204246
Long
EC
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
1601.00000000
NS
USD
213797.54000000
0.021631181217
Long
EC
US
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
32000.00000000
NS
USD
4275520.00000000
0.432580037733
Long
EC
US
N
1
N
N
N
HOSTESS BRANDS, INC.
N/A
HOSTESS BRANDS INC COMMON STOCK
44109J106
26991.00000000
NS
USD
458577.09000000
0.046396998469
Long
EC
US
N
1
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
33400.00000000
NS
USD
7601172.00000000
0.769056224875
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
32800.00000000
NS
USD
3054664.00000000
0.309058703592
Long
EC
US
N
1
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B. SANFILIPPO & SON INC COMMON STOCK
800422107
11000.00000000
NS
USD
906400.00000000
0.091705931957
Long
EC
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
206600.00000000
NS
USD
13077780.00000000
1.323157549461
Long
EC
US
N
1
N
N
N
SOUTHWEST GAS HOLDINGS, INC.
N/A
SOUTHWEST GAS HOLDINGS INC COMMON STOCK
844895102
325.00000000
NS
USD
21388.25000000
0.002163977713
Long
EC
US
N
1
N
N
N
ADVANTAGE SOLUTIONS INC.
N/A
ADVANTAGE SOLUTIONS INC COMMON STOCK
00791N102
9840.00000000
NS
USD
71143.20000000
0.007197984839
Long
EC
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
10488.00000000
NS
USD
937417.44000000
0.094844152656
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
288000.00000000
NS
USD
15474240.00000000
1.565621801114
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
12927.00000000
NS
USD
4308827.64000000
0.435949971722
Long
EC
US
N
1
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO