0001752724-23-150020.txt : 20230629
0001752724-23-150020.hdr.sgml : 20230629
20230629151952
ACCESSION NUMBER: 0001752724-23-150020
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230629
DATE AS OF CHANGE: 20230629
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WHITEHALL FUNDS
CENTRAL INDEX KEY: 0001004655
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07443
FILM NUMBER: 231057000
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WHITEHALL FUNDS INC
DATE OF NAME CHANGE: 19951207
0001004655
S000014011
Vanguard High Dividend Yield Index Fund
C000038295
ETF Shares
VYM
C000209802
Admiral Shares
VHYAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001004655
XXXXXXXX
S000014011
C000038295
C000209802
VANGUARD WHITEHALL FUNDS
811-07443
0001004655
5493006QD7VQBS2FQD13
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD HIGH DIVIDEND YIELD INDEX FUND
S000014011
TR5F4U3Y3DQVBW8TQD97
2023-10-31
2023-04-30
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62041695490.31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
10539162.66000000
N
SFL Corp Ltd
549300RLYYPSB0C7RH77
SFL CORP LTD
G7738W106
521589.00000000
NS
USD
4741244.01000000
0.007642028433
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
NU SKIN ENTERP-A
67018T105
222001.00000000
NS
USD
8760159.46000000
0.014119793778
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
3526478.00000000
NS
USD
348698144.64000000
0.562038387062
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
FULTON FINANCIAL
360271100
733499.00000000
NS
USD
8750643.07000000
0.014104455077
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
1869694.00000000
NS
USD
310462688.70000000
0.500409742587
Long
EC
CORP
US
N
1
N
N
N
CVR Energy Inc
529900SOYZIXZBTXB558
CVR ENERGY INC
12662P108
134166.00000000
NS
USD
3533932.44000000
0.005696060386
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
3037780.00000000
NS
USD
71873874.80000000
0.115847696024
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
ONEMAIN HOLDINGS
68268W103
521907.00000000
NS
USD
20025571.59000000
0.032277602073
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
HOULIHAN LOKEY I
441593100
229752.00000000
NS
USD
20994737.76000000
0.033839722776
Long
EC
CORP
US
N
1
N
N
N
MGE Energy Inc
N/A
MGE ENERGY INC
55277P104
164572.00000000
NS
USD
12607860.92000000
0.020321593116
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
1588326.00000000
NS
USD
114772436.76000000
0.184992424615
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
3207551.00000000
NS
USD
174490774.40000000
0.281247591673
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
2122783.00000000
NS
USD
210155517.00000000
0.338732710863
Long
EC
CORP
US
N
1
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS
094235108
394437.00000000
NS
USD
9770204.49000000
0.015747803816
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
6092514.00000000
NS
USD
554114148.30000000
0.893131859019
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
912340.00000000
NS
USD
82630633.80000000
0.133185647405
Long
EC
CORP
US
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
ALBERTSONS COS-A
013091103
1061706.00000000
NS
USD
22189655.40000000
0.035765714048
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
WATSCO INC
942622200
149884.00000000
NS
USD
51916819.92000000
0.083680530504
Long
EC
CORP
US
N
1
N
N
N
Dine Brands Global Inc
529900HKM8OWSHLKJY75
DINE BRANDS GLOB
254423106
67075.00000000
NS
USD
4355179.75000000
0.007019762621
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA INC
87901J105
1007010.00000000
NS
USD
17219871.00000000
0.027755319811
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC INDL DIRECT
553530106
210637.00000000
NS
USD
19111095.01000000
0.030803631104
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
902326.00000000
NS
USD
38078157.20000000
0.061375107335
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
10766380.00000000
NS
USD
1683646504.40000000
2.713733870575
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
2481639.00000000
NS
USD
173491382.49000000
0.279636752540
Long
EC
CORP
US
N
1
N
N
N
Republic Bancorp Inc/KY
N/A
REPUBLIC BNCRP-A
760281204
39179.00000000
NS
USD
1539734.70000000
0.002481774051
Long
EC
CORP
US
N
1
N
N
N
First Interstate BancSystem Inc
549300WRWYTYX0RCNJ43
FIRST INTER/MT-A
32055Y201
403837.00000000
NS
USD
10334188.83000000
0.016656844640
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co
254900PSJL6ZEC8FR782
NORTHWEST NATURA
66765N105
157631.00000000
NS
USD
7402351.76000000
0.011931253170
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECH
144285103
215764.00000000
NS
USD
11379393.36000000
0.018341525437
Long
EC
CORP
US
N
1
N
N
N
Bank of Hawaii Corp
5493006Q8BQ8AD8M2U33
BANK OF HAWAII
062540109
177744.00000000
NS
USD
8608141.92000000
0.013874768979
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
AXIS CAPITAL
G0692U109
353726.00000000
NS
USD
19999668.04000000
0.032235850232
Long
EC
CORP
US
N
1
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
DELEK US HOLDING
24665A103
315054.00000000
NS
USD
6852424.50000000
0.011044869818
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co
549300891QNU7VTQUR83
MOELIS & CO-CL A
60786M105
288033.00000000
NS
USD
10910690.04000000
0.017586060396
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Jun23
N/A
437.00000000
NC
USD
4870138.07000000
0.007849782362
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
S&P 500 Index
SPX
2023-06-16
86648586.93000000
USD
4870138.07000000
N
N
N
Community Trust Bancorp Inc
N/A
COMMUNI TRUST BA
204149108
71186.00000000
NS
USD
2563407.86000000
0.004131750171
Long
EC
CORP
US
N
1
N
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
WOLVERINE WORLD
978097103
351475.00000000
NS
USD
5883691.50000000
0.009483447306
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
32636516.00000000
NS
USD
576687237.72000000
0.929515599408
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
1139992.00000000
NS
USD
62859158.88000000
0.101317603239
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp
N/A
1ST SOURCE CORP
336901103
73057.00000000
NS
USD
3045015.76000000
0.004908015062
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
2434126.00000000
NS
USD
583557367.24000000
0.940589006519
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
PERRIGO CO PLC
G97822103
610579.00000000
NS
USD
22707433.01000000
0.036600277975
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
1617168.00000000
NS
USD
53544432.48000000
0.086303947783
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers Inc
549300XXIA338A0X2K65
COHEN & STEERS
19247A100
114561.00000000
NS
USD
6880533.66000000
0.011090176703
Long
EC
CORP
US
N
1
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
AVISTA CORP
05379B107
334959.00000000
NS
USD
14761643.13000000
0.023793100774
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
8060439.00000000
NS
USD
1218093541.68000000
1.963346636569
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
BERKSHIRE HILLS
084680107
194235.00000000
NS
USD
4131378.45000000
0.006659035375
Long
EC
CORP
US
N
1
N
N
N
Mativ Holdings Inc
549300Z1FU4IDULG1R21
MATIV INC
808541106
247152.00000000
NS
USD
4787334.24000000
0.007716317554
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
632167.00000000
NS
USD
106400027.77000000
0.171497614514
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
2142084.00000000
NS
USD
81313508.64000000
0.131062679698
Long
EC
CORP
US
N
1
N
N
N
SJW Group
N/A
SJW GROUP
784305104
122853.00000000
NS
USD
9326999.76000000
0.015033437894
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
923952.00000000
NS
USD
99398756.16000000
0.160212830056
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
PATTERSON COS
703395103
393962.00000000
NS
USD
10680309.82000000
0.017214729119
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345M107
440691.00000000
NS
USD
21712845.57000000
0.034997182779
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1011105.00000000
NS
USD
62799731.55000000
0.101221817124
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
KOHLS CORP
500255104
500101.00000000
NS
USD
11017225.03000000
0.017757775545
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
6535393.00000000
NS
USD
73196401.60000000
0.117979370198
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services Inc
529900JOSO3SXEDVE477
PROVIDENT FINANC
74386T105
329670.00000000
NS
USD
5762631.60000000
0.009288320627
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
CHORD ENERGY COR
674215207
187788.00000000
NS
USD
26727866.04000000
0.043080489385
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Corp
549300IV6O2YY2A1KH37
OLD REPUB INTL
680223104
1269467.00000000
NS
USD
32079431.09000000
0.051706245028
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
ARES MANAGEM- A
03990B101
698129.00000000
NS
USD
61149119.11000000
0.098561328195
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP IN
56418H100
228460.00000000
NS
USD
17296706.60000000
0.027879164912
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp
TZTBT0OTGQ2FEK6XMX94
FIRST MERCHANTS
320817109
258528.00000000
NS
USD
7543847.04000000
0.012159317988
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SOUTHSTATE CORP
840441109
339018.00000000
NS
USD
23385461.64000000
0.037693137583
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
528252.00000000
NS
USD
53284779.24000000
0.085885433689
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
5592261.00000000
NS
USD
575387734.29000000
0.927421034745
Long
EC
CORP
US
N
1
N
N
N
First BanCorp/Puerto Rico
N/A
FIRST BANCORP PR
318672706
814698.00000000
NS
USD
9572701.50000000
0.015429464692
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
OSHKOSH CORP
688239201
298493.00000000
NS
USD
22840684.36000000
0.036815055068
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
4954167.00000000
NS
USD
364378982.85000000
0.587313064174
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP
670837103
952339.00000000
NS
USD
35750806.06000000
0.057623837932
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
17964938.00000000
NS
USD
213423463.44000000
0.344000049891
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp Inc
549300Q1KIC3KLI0XG98
PACIFIC PREMIER
69478X105
423893.00000000
NS
USD
9427380.32000000
0.015195233214
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
900474.00000000
NS
USD
67103322.48000000
0.108158427892
Long
EC
CORP
US
N
1
N
N
N
Premier Inc
N/A
PREMIER INC-CL A
74051N102
535281.00000000
NS
USD
17840915.73000000
0.028756331671
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
2660713.00000000
NS
USD
362921253.20000000
0.584963467442
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
ESSENTIAL UTILIT
29670G102
1053524.00000000
NS
USD
44985474.80000000
0.072508454910
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
1676398.00000000
NS
USD
145846626.00000000
0.235078401464
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
1567574.00000000
NS
USD
121659418.14000000
0.196092993878
Long
EC
CORP
US
N
1
N
N
N
Washington Federal Inc
N/A
WASH FED
938824109
292808.00000000
NS
USD
8210336.32000000
0.013233578249
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
1152448.00000000
NS
USD
34492768.64000000
0.055596108983
Long
EC
CORP
US
N
1
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G FOODS INC
05508R106
321418.00000000
NS
USD
5155544.72000000
0.008309806299
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
9707671.00000000
NS
USD
648181192.67000000
1.044750933299
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1001873.00000000
NS
USD
112540394.09000000
0.181394775240
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HF SINCLAIR CORP
403949100
614287.00000000
NS
USD
27096199.57000000
0.043674176464
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
INGREDION INC
457187102
298075.00000000
NS
USD
31646622.75000000
0.051008636208
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp
549300SO3FMK7H6DDY54
STAR BULK CARRIE
Y8162K204
225310.00000000
NS
USD
4756294.10000000
0.007666286458
Long
EC
CORP
US
N
1
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
1498481.00000000
NS
USD
514638314.64000000
0.829503949840
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANC
410867105
161305.00000000
NS
USD
19285625.80000000
0.031084943194
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
HELMERICH & PAYN
423452101
464842.00000000
NS
USD
15414160.72000000
0.024844841196
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
6302352.00000000
NS
USD
216044626.56000000
0.348224891103
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
2510797.00000000
NS
USD
266696857.34000000
0.429867132470
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119100
12.00000000
NS
USD
1247.40000000
0.000002010583
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
2023783.00000000
NS
USD
132375646.03000000
0.213365616435
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
1533340.00000000
NS
USD
222165632.60000000
0.358090846557
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
672069.00000000
NS
USD
58026437.46000000
0.093528129754
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
2777583.00000000
NS
USD
194014172.55000000
0.312715780922
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
2223459.00000000
NS
USD
68793821.46000000
0.110883206714
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM RESOURCES
69349H107
387290.00000000
NS
USD
18640267.70000000
0.030044742576
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group Inc
529900GVZ1D2FBYMS719
HEALTHCARE SERVS
421906108
336315.00000000
NS
USD
5249877.15000000
0.008461853127
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
9053321.00000000
NS
USD
693755988.23000000
1.118209266763
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
KONTOOR BRAND
50050N103
251258.00000000
NS
USD
11349323.86000000
0.018293058837
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
1266653.00000000
NS
USD
79153145.97000000
0.127580565528
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
CHEESECAKE FACTO
163072101
219949.00000000
NS
USD
7410081.81000000
0.011943712613
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R BLOCK INC
093671105
692008.00000000
NS
USD
23465991.28000000
0.037822936808
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
3084329.00000000
NS
USD
616372307.36000000
0.993480759171
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
165783.00000000
NS
USD
18910866.81000000
0.030480899434
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
1678306.00000000
NS
USD
43619172.94000000
0.070306223250
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
3344880.00000000
NS
USD
142458439.20000000
0.229617256708
Long
EC
CORP
US
N
1
N
N
N
MillerKnoll Inc
U98HXD3PNK7HYU2MU887
MILLERKNOLL INC
600544100
344915.00000000
NS
USD
5867004.15000000
0.009456550314
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
2329935.00000000
NS
USD
174022845.15000000
0.280493374294
Long
EC
CORP
US
N
1
N
N
N
Bank of NT Butterfield & Son Ltd/The
549300V8RVM0EMTDPF28
BANK NT BUTTERFI
G0772R208
226032.00000000
NS
USD
5815803.36000000
0.009374023894
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
RENASANT CORP
75970E107
247172.00000000
NS
USD
6950476.64000000
0.011202912146
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE GAS INC
68235P108
243621.00000000
NS
USD
18746635.95000000
0.030216188970
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
2341008.00000000
NS
USD
216355959.36000000
0.348726703308
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive CLOROX CO Pay Overnight Rate
N/A
103000.00000000
NC
USD
827025.83000000
0.001333016165
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
CLOROX CO
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
16298720.00000000
USD
827025.83000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
6437582.00000000
NS
USD
317694671.70000000
0.512066392108
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
APOGEE ENTERPR
037598109
100895.00000000
NS
USD
4294091.20000000
0.006921298920
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
1634437.00000000
NS
USD
303629361.49000000
0.489395654149
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
1592134.00000000
NS
USD
37431070.34000000
0.060332120268
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
COMERICA INC
200340107
595264.00000000
NS
USD
25816599.68000000
0.041611692710
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
322268.00000000
NS
USD
12974509.68000000
0.020912564651
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
1902661.00000000
NS
USD
383500351.16000000
0.618133253982
Long
EC
CORP
US
N
1
N
N
N
Park National Corp
5493001T01TDELV5OO63
PARK NATL CORP
700658107
64783.00000000
NS
USD
7017294.56000000
0.011310610557
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
796927.00000000
NS
USD
47401217.96000000
0.076402196273
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
1818944.00000000
NS
USD
303981921.28000000
0.489963916810
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1108140.00000000
NS
USD
241951287.60000000
0.389981746449
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
676435.00000000
NS
USD
454023172.00000000
0.731803295206
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
HUNTSMAN CORP
447011107
828939.00000000
NS
USD
22207275.81000000
0.035794114964
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
COLUMBIA BANKING
197236102
941745.00000000
NS
USD
20115673.20000000
0.032422829584
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA
989701107
669517.00000000
NS
USD
18652743.62000000
0.030064851504
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
11537201.00000000
NS
USD
1332200599.47000000
2.147266590543
Long
EC
CORP
US
N
1
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
CARLYLE GROUP IN
14316J108
941593.00000000
NS
USD
28558515.69000000
0.046031165757
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
RELIANCE STEEL
759509102
265895.00000000
NS
USD
65888781.00000000
0.106200806537
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
SPIRE INC
84857L101
230516.00000000
NS
USD
15612848.68000000
0.025165090277
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
ORGANON & CO
68622V106
1157781.00000000
NS
USD
28516146.03000000
0.045962873523
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
1433339.00000000
NS
USD
222869881.11000000
0.359225967873
Long
EC
CORP
US
N
1
N
N
N
Sandy Spring Bancorp Inc
N/A
SANDY SPRING BAN
800363103
197835.00000000
NS
USD
4447330.80000000
0.007168293459
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
3792534.00000000
NS
USD
216705392.76000000
0.349289926794
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
CATHAY GENERAL B
149150104
315601.00000000
NS
USD
10058203.87000000
0.016212006764
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
CAL-MAINE FOODS
128030202
171827.00000000
NS
USD
8161782.50000000
0.013155318267
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
2686628.00000000
NS
USD
238115839.64000000
0.383799697539
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015103
1903179.00000000
NS
USD
418699380.00000000
0.674867726761
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771108
2498931.00000000
NS
USD
44156110.77000000
0.071171669989
Long
EC
CORP
US
N
1
N
N
N
Triton International Ltd
N/A
TRITON INTERNATI
G9078F107
264183.00000000
NS
USD
21840008.61000000
0.035202146616
Long
EC
CORP
US
N
1
N
N
N
Archrock Inc
549300K3RIHMHDVFTL28
ARCHROCK INC
03957W106
614715.00000000
NS
USD
6325417.35000000
0.010195429541
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
2603064.00000000
NS
USD
103601947.20000000
0.166987614347
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
697729.00000000
NS
USD
74266274.76000000
0.119703812368
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
598479.00000000
NS
USD
35441926.38000000
0.057125979713
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
2292539.00000000
NS
USD
109308259.52000000
0.176185158474
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE
810186106
183582.00000000
NS
USD
12265113.42000000
0.019769146092
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
5299003QR1WT0EF88V51
LINDE PLC
G54950103
570.00000000
NS
USD
210586.50000000
0.000339427377
Long
EC
CORP
US
N
1
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE INC
018522300
259162.00000000
NS
USD
16166525.56000000
0.026057517339
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
DELL TECHN-C
24703L202
1075305.00000000
NS
USD
46765014.45000000
0.075376751200
Long
EC
CORP
US
N
1
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
CREDICORP LTD
G2519Y108
310021.00000000
NS
USD
42001645.08000000
0.067699060685
Long
EC
CORP
US
N
1
N
N
N
Atlantica Sustainable Infrastructure PLC
549300ITBBGKJ651R879
ATLANTICA SUSTAI
G0751N103
285178.00000000
NS
USD
7591438.36000000
0.012236026594
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
469046.00000000
NS
USD
72425392.86000000
0.116736643458
Long
EC
CORP
US
N
1
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
LAZARD LTD-CL A
G54050102
376376.00000000
NS
USD
11780568.80000000
0.018988147739
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
18873033.00000000
NS
USD
586196404.98000000
0.944842658388
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
CARTER'S INC
146229109
169527.00000000
NS
USD
11827898.79000000
0.019064435129
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
OXFORD INDS INC
691497309
67575.00000000
NS
USD
6973064.25000000
0.011239319291
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1009079.00000000
NS
USD
297032494.44000000
0.478762696751
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
2803215.00000000
NS
USD
548589175.50000000
0.884226601424
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
HEARTLAND FINL
42234Q102
185300.00000000
NS
USD
6033368.00000000
0.009724698772
Long
EC
CORP
US
N
1
N
N
N
nVent Electric PLC
N/A
NVENT ELECTRIC
G6700G107
751130.00000000
NS
USD
31494880.90000000
0.050764055771
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
1305039.00000000
NS
USD
52775777.16000000
0.085065014330
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
SIMMONS FIRST -A
828730200
549785.00000000
NS
USD
9186907.35000000
0.014807634248
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
POLARIS INC
731068102
250371.00000000
NS
USD
27202809.15000000
0.043846011839
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
1444691.00000000
NS
USD
102558614.09000000
0.165305949941
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368V106
411618.00000000
NS
USD
15851409.18000000
0.025549606687
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp Inc
J66MZFCNJPP3PERHZW54
WASH TRUST BANC
940610108
77617.00000000
NS
USD
2181813.87000000
0.003516689627
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group Inc
N/A
INDEPENDENT BANK
45384B106
161483.00000000
NS
USD
5874751.54000000
0.009469037706
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group Inc
529900879GWQV880PQ28
SINCLAIR BROAD-A
829226109
181511.00000000
NS
USD
3610253.79000000
0.005819076608
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
4649471.00000000
NS
USD
1397352014.34000000
2.252278896146
Long
EC
CORP
US
N
1
N
N
N
Crane Co
5493000CQRQOTHUODL75
CRANE CO
224408104
213835.00000000
NS
USD
15411088.45000000
0.024839889252
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
2621063.00000000
NS
USD
141118031.92000000
0.227456762431
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
966665.00000000
NS
USD
33030943.05000000
0.053239910336
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIV
194162103
3773429.00000000
NS
USD
301119634.20000000
0.485350427354
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
POPULAR INC
733174700
320202.00000000
NS
USD
19215322.02000000
0.030971626207
Long
EC
CORP
US
N
1
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER CORP
488401100
288760.00000000
NS
USD
14048174.00000000
0.022643117485
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE
364760108
883611.00000000
NS
USD
8482665.60000000
0.013672523829
Long
EC
CORP
US
N
1
N
N
N
Community Bank System Inc
5299008N6YHE6GCP1E80
COMMUNITY BANK S
203607106
241306.00000000
NS
USD
12055647.76000000
0.019431525306
Long
EC
CORP
US
N
1
N
N
N
McGrath RentCorp
254900EUH6IPWFQ83445
MCGRATH RENTCORP
580589109
110034.00000000
NS
USD
9779821.92000000
0.015763305375
Long
EC
CORP
US
N
1
N
N
N
WisdomTree Inc
549300WIU8IS7UFO7871
WISDOMTREE INC
97717P104
618795.00000000
NS
USD
3861280.80000000
0.006223686779
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
TOWNE BANK
89214P109
311968.00000000
NS
USD
7390521.92000000
0.011912185606
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
1615985.00000000
NS
USD
159126042.95000000
0.256482421527
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
5227014.00000000
NS
USD
597395430.06000000
0.962893462757
Long
EC
CORP
US
N
1
N
N
N
WesBanco Inc
N/A
WESBANCO INC
950810101
258707.00000000
NS
USD
6886780.34000000
0.011100245223
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp
549300ZHLQ42NXDETL24
FIRST COMMON FIN
319829107
466994.00000000
NS
USD
5828085.12000000
0.009393819872
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
641643.00000000
NS
USD
150811770.72000000
0.243081317375
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
2588431.00000000
NS
USD
215512765.06000000
0.347367626491
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT INC
00090Q103
947617.00000000
NS
USD
6349033.90000000
0.010233495151
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HOLDIN
29272W109
324424.00000000
NS
USD
10845494.32000000
0.017480976679
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
3009478.00000000
NS
USD
184571285.74000000
0.297495554048
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
582725.00000000
NS
USD
8618502.75000000
0.013891468764
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
STEELCASE INC-A
858155203
396438.00000000
NS
USD
3171504.00000000
0.005111891244
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp
N/A
ATLANTIC UNION B
04911A107
338706.00000000
NS
USD
9693765.72000000
0.015624598334
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
BANNER CORPORATI
06652V208
154443.00000000
NS
USD
7709794.56000000
0.012426795397
Long
EC
CORP
US
N
1
N
N
N
Northern Oil and Gas Inc
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND
665531307
299393.00000000
NS
USD
9930865.81000000
0.016006760826
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
25783142.00000000
NS
USD
1002706392.38000000
1.616181479980
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
FIRST FIN BANCRP
320209109
421116.00000000
NS
USD
8717101.20000000
0.014050391645
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
REINSURANCE GROU
759351604
304277.00000000
NS
USD
43304702.64000000
0.069799353963
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
UNIVERSAL CORP
913456109
108865.00000000
NS
USD
5975599.85000000
0.009631586955
Long
EC
CORP
US
N
1
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM INDUSTRIES
000957100
299952.00000000
NS
USD
12771956.16000000
0.020586084985
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
CRACKER BARREL
22410J106
99991.00000000
NS
USD
10615044.56000000
0.017109533316
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
OLD NATL BANCORP
680033107
1325946.00000000
NS
USD
17780935.86000000
0.028659654961
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
MACY'S INC
55616P104
1228218.00000000
NS
USD
20069082.12000000
0.032347733183
Long
EC
CORP
US
N
1
N
N
N
Stock Yards Bancorp Inc
549300YERP9H5TDIQW16
STOCK YARDS BANC
861025104
130113.00000000
NS
USD
6323491.80000000
0.010192325902
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
2110930.00000000
NS
USD
332999207.50000000
0.536734537746
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp
254900G5YAV3A2YK8T32
HORACE MANN EDUC
440327104
186775.00000000
NS
USD
5842322.00000000
0.009416767149
Long
EC
CORP
US
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938C108
460432.00000000
NS
USD
7615545.28000000
0.012274882592
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM
483007704
71928.00000000
NS
USD
4727108.16000000
0.007619243998
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI INDUSTRIES
50189K103
112355.00000000
NS
USD
12691620.80000000
0.020456598904
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
1171815.00000000
NS
USD
104256380.55000000
0.168042442628
Long
EC
CORP
US
N
1
N
N
N
RLI Corp
529900AMTJE5ECN9PS55
RLI CORP
749607107
176966.00000000
NS
USD
24607122.30000000
0.039662233769
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
6483685.00000000
NS
USD
978841924.45000000
1.577716270830
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
GLACIER BANCORP
37637Q105
502617.00000000
NS
USD
16701962.91000000
0.026920545575
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
3385508.00000000
NS
USD
179567344.32000000
0.289430104868
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
4K8SLPBF5DXXGPW03H93
SLM CORP
78442P106
1088869.00000000
NS
USD
16354812.38000000
0.026361001663
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
1317640.00000000
NS
USD
82036266.40000000
0.132227634579
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP INC
451107106
228882.00000000
NS
USD
25433367.84000000
0.040993992248
Long
EC
CORP
US
N
1
N
N
N
United Community Banks Inc/GA
549300GVW0FV66X3U703
UNITED COMMUNITY
90984P303
480806.00000000
NS
USD
11972069.40000000
0.019296812096
Long
EC
CORP
US
N
1
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
ARDAGH METAL PAC
L02235106
680669.00000000
NS
USD
2777129.52000000
0.004476230860
Long
EC
CORP
US
N
1
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
4256332.00000000
NS
USD
77720622.32000000
0.125271596312
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
6213518.00000000
NS
USD
476701100.96000000
0.768356017985
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
1102110.00000000
NS
USD
82316595.90000000
0.132679475068
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI CORP
902681105
953584.00000000
NS
USD
32307425.92000000
0.052073731487
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
879189.00000000
NS
USD
51669937.53000000
0.083282600711
Long
EC
CORP
US
N
1
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
CIVITAS RESOURCE
17888H103
333254.00000000
NS
USD
23011188.70000000
0.037089877248
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings Inc
N/A
EMPLOYERS HOLDIN
292218104
123356.00000000
NS
USD
4883664.04000000
0.007871583781
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp
549300C5K3W8THR3GE10
INDEP BANK/MA
453836108
207225.00000000
NS
USD
11604600.00000000
0.018704517838
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
WORTHINGTON INDS
981811102
141818.00000000
NS
USD
8422571.02000000
0.013575662227
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
782899.00000000
NS
USD
98488694.20000000
0.158745974657
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
1455167.00000000
NS
USD
43873285.05000000
0.070715806045
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-B
92556H206
2075314.00000000
NS
USD
48417075.62000000
0.078039575220
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Receive PARAMOUNT GLOB-B Pay Overnight Rate
N/A
596000.00000000
NC
USD
706372.25000000
0.001138544400
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
PARAMOUNT GLOB-B
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
13296760.00000000
USD
706372.25000000
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
544379.00000000
NS
USD
45874818.33000000
0.073941915944
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
1697108.00000000
NS
USD
18549390.44000000
0.029898264857
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
40.00000000
NS
USD
8322.40000000
0.000013414204
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
1849252.00000000
NS
USD
52629711.92000000
0.084829583563
Long
EC
CORP
US
N
1
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
CHEMOURS CO
163851108
669714.00000000
NS
USD
19468585.98000000
0.031379841937
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
VECTOR GROUP LTD
92240M108
648677.00000000
NS
USD
8264144.98000000
0.013320308084
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
NY COMM BANCORP
649445103
3049066.00000000
NS
USD
32594515.54000000
0.052536468067
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
TRUSTMARK CORP
898402102
276313.00000000
NS
USD
6601117.57000000
0.010639808467
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
177149.00000000
NS
USD
66962322.00000000
0.107931160602
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
ASSURED GUARANTY
G0585R106
261762.00000000
NS
USD
14101118.94000000
0.022728455159
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
1752562.00000000
NS
USD
200966284.54000000
0.323921328957
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK FINL CORP
05561Q201
132056.00000000
NS
USD
11075536.72000000
0.017851763451
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879Q109
183088.00000000
NS
USD
44036325.76000000
0.070978598202
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
HANCOCK WHITNEY
410120109
389743.00000000
NS
USD
14233414.36000000
0.022941691466
Long
EC
CORP
US
N
1
N
N
N
Reynolds Consumer Products Inc
549300DWNZYMOSR1X343
REYNOLDS CONSUME
76171L106
248707.00000000
NS
USD
6971257.21000000
0.011236406669
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA FINL CORP
126117100
124579.00000000
NS
USD
4847368.89000000
0.007813082559
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares Inc
N/A
PROSPERITY BNCSH
743606105
398143.00000000
NS
USD
24931714.66000000
0.040185417988
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
1766032.00000000
NS
USD
63100323.36000000
0.101706316794
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
WILEY JOHN&SON-A
968223206
193603.00000000
NS
USD
7467267.71000000
0.012035885948
Long
EC
CORP
US
N
1
N
N
N
Kearny Financial Corp/MD
N/A
KEARNY FINANCIAL
48716P108
270229.00000000
NS
USD
2105083.91000000
0.003393014799
Long
EC
CORP
US
N
1
N
N
N
Home BancShares Inc/AR
N/A
HOME BANCSHARES
436893200
850191.00000000
NS
USD
18508658.07000000
0.029832611639
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings Inc
N/A
COGENT COMMUNICA
19239V302
194425.00000000
NS
USD
13423102.00000000
0.021635614394
Long
EC
CORP
US
N
1
N
N
N
NorthWestern Corp
3BPWMBHR1R9SHUN7J795
NORTHWESTERN COR
668074305
263270.00000000
NS
USD
15432887.40000000
0.024875025219
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
JEFFERIES FINANC
47233W109
899736.00000000
NS
USD
28818544.08000000
0.046450284525
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
4230650.00000000
NS
USD
47637119.00000000
0.076782426114
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
CLEARWAY ENERG-A
18539C105
154345.00000000
NS
USD
4472918.10000000
0.007209535562
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
160907.69800000
NS
USD
16089160.72000000
0.025932819199
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
1160509.00000000
NS
USD
112522952.64000000
0.181366662775
Long
EC
CORP
US
N
1
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GA
G4863A108
444075.00000000
NS
USD
12496270.50000000
0.020141729527
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
783549108
220939.00000000
NS
USD
17489531.24000000
0.028189963381
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
5853247.00000000
NS
USD
83818497.04000000
0.135100268259
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
972.00000000
NS
USD
384775.92000000
0.000620189240
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
2700676.00000000
NS
USD
158583694.72000000
0.255608254201
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON CO
320517105
2409545.00000000
NS
USD
42287514.75000000
0.068159830926
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
17809317.00000000
NS
USD
1142467685.55000000
1.841451424757
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
935703.00000000
NS
USD
73134546.48000000
0.117879670924
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
458131.00000000
NS
USD
75875656.22000000
0.122297844409
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
RADIAN GROUP INC
750236101
711888.00000000
NS
USD
17277521.76000000
0.027848242417
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
WALKER & DUNLOP
93148P102
138821.00000000
NS
USD
9344041.51000000
0.015060906115
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE
427866108
664699.00000000
NS
USD
181502708.94000000
0.292549562847
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
1982987.00000000
NS
USD
58517946.37000000
0.094320353284
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial Inc
N/A
CAPITOL FEDERAL
14057J101
579218.00000000
NS
USD
3591151.60000000
0.005788287330
Long
EC
CORP
US
N
1
N
N
N
TFS Financial Corp
N/A
TFS FINANCIAL CO
87240R107
227638.00000000
NS
USD
2740761.52000000
0.004417612217
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIV
70959W103
117311.00000000
NS
USD
16256958.38000000
0.026203278700
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
INVESCO LTD
G491BT108
1697882.00000000
NS
USD
29084718.66000000
0.046879309841
Long
EC
CORP
US
N
1
N
N
N
Upbound Group Inc
529900QUHE15UQNCCJ63
UPBOUND GROUP IN
76009N100
227023.00000000
NS
USD
6052433.18000000
0.009755428397
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
2372610.00000000
NS
USD
519127068.00000000
0.836739008979
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APA CORP
03743Q108
1458343.00000000
NS
USD
53739939.55000000
0.086619069845
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
5546461.00000000
NS
USD
167835909.86000000
0.270521152804
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
VIRTUS INVEST
92828Q109
31450.00000000
NS
USD
5730504.50000000
0.009236537549
Long
EC
CORP
US
N
1
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BANKUNITED INC
06652K103
341183.00000000
NS
USD
7693676.65000000
0.012400816240
Long
EC
CORP
US
N
1
N
N
N
Golden Ocean Group Ltd
549300HQH91CZG0OJL61
GOLDEN OCEAN GRO
G39637205
556964.00000000
NS
USD
5096220.60000000
0.008214186539
Long
EC
CORP
US
N
1
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
891106.00000000
NS
USD
63785367.48000000
0.102810484104
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
NATL FUEL GAS CO
636180101
399419.00000000
NS
USD
22327522.10000000
0.035987930251
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
8826406.00000000
NS
USD
415458930.42000000
0.669644707702
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
BUNGE LTD
G16962105
629569.00000000
NS
USD
58927658.40000000
0.094980735027
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
ARTISAN PARTNE-A
04316A108
271249.00000000
NS
USD
9404202.83000000
0.015157875289
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
1170108.00000000
NS
USD
110703917.88000000
0.178434707506
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
242863.00000000
NS
USD
33901246.17000000
0.054642681670
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
5107731.00000000
NS
USD
596582980.80000000
0.961583941388
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
19087471.00000000
NS
USD
789648675.27000000
1.272770947069
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
4136624.00000000
NS
USD
691643532.80000000
1.114804370406
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos Inc/The
5493001GAGGFR30BP390
GREENBRIER COS
393657101
144335.00000000
NS
USD
3817660.75000000
0.006153379142
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
2065469.00000000
NS
USD
251987218.00000000
0.406157852406
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
2986453.00000000
NS
USD
145231209.39000000
0.234086461116
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
BANK OZK
06417N103
508596.00000000
NS
USD
18167049.12000000
0.029281999752
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
1392387.00000000
NS
USD
336874110.78000000
0.542980181501
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
239107.00000000
NS
USD
62026746.87000000
0.099975905525
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
2869492.00000000
NS
USD
87433421.24000000
0.140926872724
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
CABOT CORP
127055101
251506.00000000
NS
USD
18048070.56000000
0.029090227817
Long
EC
CORP
US
N
1
N
N
N
Weis Markets Inc
N/A
WEIS MARKETS INC
948849104
74578.00000000
NS
USD
6151939.22000000
0.009915814149
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP
626717102
666378.00000000
NS
USD
24462736.38000000
0.039429509762
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
1182676.00000000
NS
USD
41973171.24000000
0.067653166001
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278X109
815091.00000000
NS
USD
115905940.20000000
0.186819427296
Long
EC
CORP
US
N
1
N
N
N
Guess? Inc
549300QVH3ZK2DW0KP86
GUESS? INC
401617105
140330.00000000
NS
USD
2645220.50000000
0.004263617361
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
9048997.00000000
NS
USD
155190298.55000000
0.250138712882
Long
EC
CORP
US
N
1
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
FIRST HAWAIIA
32051X108
580941.00000000
NS
USD
11101782.51000000
0.017894066921
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
CULLEN/FROST
229899109
265700.00000000
NS
USD
29293425.00000000
0.047215706741
Long
EC
CORP
US
N
1
N
N
N
Kaman Corp
5493003YK076OLTEQF95
KAMAN CORP
483548103
127105.00000000
NS
USD
2805207.35000000
0.004521487247
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GR
12621E103
515466.00000000
NS
USD
11567057.04000000
0.018644005371
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
19158648.00000000
NS
USD
743930301.84000000
1.199081192028
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
7065145.00000000
NS
USD
706302545.65000000
1.138432049717
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL
736508847
404382.00000000
NS
USD
20469816.84000000
0.032993645125
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC INVT CORP
552848103
1343063.00000000
NS
USD
19971346.81000000
0.032190201528
Long
EC
CORP
US
N
1
N
N
N
H&E Equipment Services Inc
254900KVLRCDMQRYY541
H&E EQUIPMENT SE
404030108
144839.00000000
NS
USD
5286623.50000000
0.008521081602
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
XEROX HOLDINGS C
98421M106
515904.00000000
NS
USD
8084215.68000000
0.013030294572
Long
EC
CORP
US
N
1
N
N
N
Sensient Technologies Corp
CMMZHMFZQG86EI7WZU92
SENSIENT TECHNOL
81725T100
190288.00000000
NS
USD
14168844.48000000
0.022837616490
Long
EC
CORP
US
N
1
N
N
N
Otter Tail Corp
N/A
OTTER TAIL CORP
689648103
186662.00000000
NS
USD
13430330.90000000
0.021647266074
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
1037736.00000000
NS
USD
481976485.20000000
0.776858983931
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
JANUS HENDERSON
G4474Y214
618530.00000000
NS
USD
16050853.50000000
0.025871074884
Long
EC
CORP
US
N
1
N
N
N
New Fortress Energy Inc
254900EICTYTCHA5X705
NEW FORTRESS ENE
644393100
251471.00000000
NS
USD
7617056.59000000
0.012277318551
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
HOPE BANCORP INC
43940T109
524711.00000000
NS
USD
4774870.10000000
0.007696227613
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
4288817.00000000
NS
USD
125405009.08000000
0.202130209513
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
VIRTU FINANCIA-A
928254101
428178.00000000
NS
USD
8584968.90000000
0.013837418259
Long
EC
CORP
US
N
1
N
N
N
Strategic Education Inc
0PYXF82EO1UCNGL5I740
STRATEGIC EDUCAT
86272C103
102440.00000000
NS
USD
9014720.00000000
0.014530099361
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
VALLEY NATL BANC
919794107
1947829.00000000
NS
USD
18270636.02000000
0.029448963113
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
BLACK HILLS CORP
092113109
294764.00000000
NS
USD
19245141.56000000
0.031019689916
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
JACKSON FI-A
46817M107
338300.00000000
NS
USD
12182183.00000000
0.019635477244
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
LA-Z-BOY INC
505336107
195100.00000000
NS
USD
5605223.00000000
0.009034606413
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
SIRIUS XM HOLDIN
82968B103
3191051.00000000
NS
USD
12125993.80000000
0.019544910409
Long
EC
CORP
US
N
1
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY I
127097103
3573339.00000000
NS
USD
91477478.40000000
0.147445161962
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
1297620.00000000
NS
USD
34880025.60000000
0.056220297211
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
865206.00000000
NS
USD
168844950.90000000
0.272147544591
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
882486.00000000
NS
USD
47918989.80000000
0.077236750900
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030107
1075825.00000000
NS
USD
43904418.25000000
0.070765987136
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings PLC
549300NRVC84SGJSXV06
TRONOX HOLDING
G9087Q102
527512.00000000
NS
USD
7221639.28000000
0.011639977313
Long
EC
CORP
US
N
1
N
N
N
Enviva Inc
549300WH5VXDEFM5KR81
ENVIVA INC
29415B103
139666.00000000
NS
USD
3002819.00000000
0.004840001512
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
18795721.00000000
NS
USD
2224285623.14000000
3.585146417359
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL I
02005N100
1358860.00000000
NS
USD
35846726.80000000
0.057778444829
Long
EC
CORP
US
N
1
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC HOLDINGS IN
89854H102
85544.00000000
NS
USD
2914484.08000000
0.004697621586
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
WILLIAMS-SONOMA
969904101
301690.00000000
NS
USD
36516557.60000000
0.058858091016
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
SPECTRUM BRANDS
84790A105
181282.00000000
NS
USD
12055253.00000000
0.019430889025
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
1203626.00000000
NS
USD
139331745.76000000
0.224577591986
Long
EC
CORP
US
N
1
N
N
N
Arch Resources Inc
W47HVZ7Q6FXL86RELH91
ARCH RESOURCES I
03940R107
67383.00000000
NS
USD
8237571.75000000
0.013277476840
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT BANCORP INC
628778102
188554.00000000
NS
USD
6078980.96000000
0.009798218620
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
AVNET INC
053807103
413552.00000000
NS
USD
17063155.52000000
0.027502722782
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
269790.00000000
NS
USD
33866738.70000000
0.054587061865
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI CORP
404251100
187022.00000000
NS
USD
4858831.56000000
0.007831558311
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINAN
21871X109
362976.00000000
NS
USD
6119775.36000000
0.009863971820
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
243782.00000000
NS
USD
65655368.24000000
0.105824587353
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE
894164102
362775.00000000
NS
USD
13883399.25000000
0.022377530369
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Services Ltd
21380089EIJRELKAIL21
ZIM INTEGRATED S
M9T951109
372320.00000000
NS
USD
6355502.40000000
0.010243921204
Long
EC
CORP
US
N
1
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
3371008.00000000
NS
USD
996975616.00000000
1.606944504209
Long
EC
CORP
US
N
1
N
N
N
Eastern Bankshares Inc
549300J245MBQU3DO403
EASTERN BANKSHAR
27627N105
695230.00000000
NS
USD
8099429.50000000
0.013054816500
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT
524660107
604950.00000000
NS
USD
19545934.50000000
0.031504513771
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box Inc
5493002OJW26P0SUUP68
JACK IN THE BOX
466367109
94100.00000000
NS
USD
8722129.00000000
0.014058495550
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
1693453.00000000
NS
USD
59524872.95000000
0.095943336943
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
6058630.00000000
NS
USD
197390165.40000000
0.318157271235
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
2088647.00000000
NS
USD
145620468.84000000
0.234713876997
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
TELEPHONE & DATA
879433829
457966.00000000
NS
USD
4579660.00000000
0.007381584213
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
8822408.00000000
NS
USD
1487281540.64000000
2.397229039094
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
3267605.00000000
NS
USD
115183076.25000000
0.185654301256
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGAL
446413106
179064.00000000
NS
USD
36110046.24000000
0.058202868175
Long
EC
CORP
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
FOOT LOCKER INC
344849104
364722.00000000
NS
USD
15314676.78000000
0.024684491065
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
MERCURY GEN CORP
589400100
121459.00000000
NS
USD
3693568.19000000
0.005953364363
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
1436937.00000000
NS
USD
138190231.29000000
0.222737676973
Long
EC
CORP
US
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
BLACKSTONE INC
09260D107
3233349.00000000
NS
USD
288835066.17000000
0.465549923946
Long
EC
CORP
US
N
1
N
N
N
Argo Group International Holdings Ltd
549300M4T8Y5TTWI6O03
ARGO GROUP INTER
G0464B107
144236.00000000
NS
USD
4241980.76000000
0.006837306309
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
FIRST AMERICAN F
31847R102
458712.00000000
NS
USD
26426398.32000000
0.042594577906
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
6702913.00000000
NS
USD
669621008.70000000
1.079308041806
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
2267648.00000000
NS
USD
143315353.60000000
0.230998447846
Long
EC
CORP
US
N
1
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
KENNAMETAL INC
489170100
367718.00000000
NS
USD
9545959.28000000
0.015386361066
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
415548.00000000
NS
USD
56207022.48000000
0.090595561639
Long
EC
CORP
US
N
1
N
N
N
United Bankshares Inc/WV
5299005O3BAMJ9Z92V62
UNITED BANKSHS
909907107
590237.00000000
NS
USD
19554551.81000000
0.031518403318
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560105
646926.00000000
NS
USD
73840133.64000000
0.119016949901
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
771493.00000000
NS
USD
16764542.89000000
0.027021413192
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
3355984.00000000
NS
USD
603439483.04000000
0.972635383786
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
ASSOC BANC-CORP
045487105
674675.00000000
NS
USD
12029455.25000000
0.019389307714
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
4475191.00000000
NS
USD
132957924.61000000
0.214304144268
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
1065466.00000000
NS
USD
192998511.24000000
0.311078718456
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS
835495102
442463.00000000
NS
USD
26822107.06000000
0.043232388876
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
4102052.00000000
NS
USD
518540393.32000000
0.835793395428
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
5620500.00000000
NS
USD
505676385.00000000
0.815058938998
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp
N/A
CVB FINANCIAL
126600105
602881.00000000
NS
USD
9025128.57000000
0.014546876094
Long
EC
CORP
US
N
1
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448103
158709.00000000
NS
USD
18078542.19000000
0.029139342577
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
3350569.00000000
NS
USD
111305902.18000000
0.179404997397
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
2665081.00000000
NS
USD
318397227.07000000
0.513198784388
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
CLEARWAY ENERG-C
18539C204
375369.00000000
NS
USD
11399956.53000000
0.018374669550
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
NEW JERSEY RES
646025106
435242.00000000
NS
USD
22475896.88000000
0.036227083580
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
1711686.00000000
NS
USD
125980089.60000000
0.203057135373
Long
EC
CORP
US
N
1
N
N
N
Crane NXT Co
549300EXNPSXEWUD3N21
CRANE NXT CO
224441105
213835.00000000
NS
USD
10127225.60000000
0.016323257319
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
WENDY'S CO/THE
95058W100
775539.00000000
NS
USD
17139411.90000000
0.027625634284
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU RES GROUP
552690109
918527.00000000
NS
USD
26839358.94000000
0.043260195789
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares Inc
N/A
NORTHWEST BANCSH
667340103
552369.00000000
NS
USD
6457193.61000000
0.010407829055
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER CO
724078100
78783.00000000
NS
USD
10670369.52000000
0.017198707152
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
5851153.00000000
NS
USD
428948026.43000000
0.691386692513
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
SYNOVUS FINL
87161C501
654752.00000000
NS
USD
20166361.60000000
0.032504530123
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES
87612G101
1028284.00000000
NS
USD
77666290.52000000
0.125184023270
Long
EC
CORP
US
N
1
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
STEVEN MADDEN
556269108
347815.00000000
NS
USD
12187437.60000000
0.019643946709
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
1214493.00000000
NS
USD
125663590.71000000
0.202546996365
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
241871.00000000
NS
USD
29781576.23000000
0.048002518297
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
701840.00000000
NS
USD
68899632.80000000
0.111053755471
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
13304336.00000000
NS
USD
1839191408.64000000
2.964444143740
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
17514079.00000000
NS
USD
696184640.25000000
1.122123814876
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
WEBSTER FINL
947890109
787283.00000000
NS
USD
29365655.90000000
0.047332129897
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
2314025.00000000
NS
USD
177578278.50000000
0.286224090261
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
3354093.00000000
NS
USD
96329550.96000000
0.155265825988
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
PAYCHEX INC
704326107
1468843.00000000
NS
USD
161367091.98000000
0.260094587526
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
1173546.00000000
NS
USD
96348126.60000000
0.155295766562
Long
EC
CORP
US
N
1
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
GREIF INC-CL A
397624107
112816.00000000
NS
USD
7083716.64000000
0.011417670945
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
5516784.00000000
NS
USD
51471594.72000000
0.082962907949
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
32057014.00000000
NS
USD
938629369.92000000
1.512900900760
Long
EC
CORP
US
N
1
N
N
N
Medifast Inc
5299000YHQJ21T5KKI80
MEDIFAST INC
58470H101
49352.00000000
NS
USD
4523110.80000000
0.007290437123
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS IN
651229106
1720505.00000000
NS
USD
20904135.75000000
0.033693688711
Long
EC
CORP
US
N
1
N
N
N
Westamerica BanCorp
N/A
WESTAMERICA BANC
957090103
118379.00000000
NS
USD
4795533.29000000
0.007729532940
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings Inc
N/A
FIRSTCASH HOLDIN
33768G107
170177.00000000
NS
USD
17533336.31000000
0.028260569237
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
878368.00000000
NS
USD
98737346.88000000
0.159146757837
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
SOUTHERN COPPER
84265V105
388370.00000000
NS
USD
29838467.10000000
0.048094216098
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
2490841.00000000
NS
USD
194484865.28000000
0.313474452532
Long
EC
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
TENNANT CO
880345103
84144.00000000
NS
USD
6430284.48000000
0.010364456401
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
CADENCE BANK
12740C103
820015.00000000
NS
USD
16580703.30000000
0.026725096999
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
6305297.00000000
NS
USD
1203618144.33000000
1.940014912258
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S & T BANCORP
783859101
177431.00000000
NS
USD
4884675.43000000
0.007873213959
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
3137077.00000000
NS
USD
187722687.68000000
0.302575044405
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34354P105
592131.00000000
NS
USD
19771254.09000000
0.031867688227
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB CORP
302520101
1627701.00000000
NS
USD
18686007.48000000
0.030118466834
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
5722148.00000000
NS
USD
470417787.08000000
0.758228451628
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
989540.00000000
NS
USD
62232170.60000000
0.100307011451
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
ANTERO MIDSTREAM
03676B102
1528854.00000000
NS
USD
16450469.04000000
0.026515182910
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC HOLDINGS INC
552676108
264917.00000000
NS
USD
10853649.49000000
0.017494121339
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
4522690.00000000
NS
USD
191942963.60000000
0.309377366435
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
NORDSTROM INC
655664100
510842.00000000
NS
USD
7897617.32000000
0.012729531740
Long
EC
CORP
US
N
1
N
N
F&G Annuities & Life Inc
N/A
F&G ANNUITIES
30190A104
82372.00000000
NS
USD
1509878.76000000
0.002433651672
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685103
580998.00000000
NS
USD
47659265.94000000
0.076818122978
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
557480.00000000
NS
USD
84697936.40000000
0.136517765561
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
KRAFT HEINZ CO/T
500754106
3182092.00000000
NS
USD
124960752.84000000
0.201414148746
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
8198129.00000000
NS
USD
389493108.79000000
0.627792496178
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERG
165167735
551475.00000000
NS
USD
45595953.00000000
0.073492435433
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPA
G25839104
919779.00000000
NS
USD
59298152.13000000
0.095577903958
Long
EC
CORP
US
N
1
N
N
N
Apollo Asset Management Inc
54930054P2G7ZJB0KM79
APOLLO GLOBAL MA
03769M106
2202188.00000000
NS
USD
139596697.32000000
0.225004646015
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
NATL INSTRUMENTS
636518102
595721.00000000
NS
USD
34688833.83000000
0.055912130633
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS
343498101
854518.00000000
NS
USD
23507790.18000000
0.037890309080
Long
EC
CORP
US
N
1
N
N
N
Trinseo PLC
549300TJ3HIGDA2Z8315
TRINSEO PLC
G9059U107
157775.00000000
NS
USD
2858883.00000000
0.004608002694
Long
EC
CORP
US
N
1
N
N
N
BancFirst Corp
549300EJEHGBP4IO2J30
BANCFIRST CORP
05945F103
88689.00000000
NS
USD
7085364.21000000
0.011420326530
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
1802248.00000000
NS
USD
1129108372.00000000
1.819918625815
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
3102662.00000000
NS
USD
81289744.40000000
0.131024376038
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
EAST WEST BNCRP
27579R104
644144.00000000
NS
USD
33295803.36000000
0.053666817286
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
1788732.00000000
NS
USD
42679145.52000000
0.068791068945
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PACWEST BANCORP
695263103
526580.00000000
NS
USD
5344787.00000000
0.008614830651
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
12002093.00000000
NS
USD
1964742624.10000000
3.166810011513
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries Inc
JJ8FWOCWCV22X7GUPJ23
HAWAIIAN ELEC
419870100
494594.00000000
NS
USD
19393030.74000000
0.031258060545
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
681375.21000000
NS
USD
68130707.25000000
0.109814386456
Long
STIV
CORP
US
N
1
N
N
Brookline Bancorp Inc
N/A
BROOKLINE BANCRP
11373M107
386604.00000000
NS
USD
3688202.16000000
0.005944715293
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
AMER FINL GROUP
025932104
305883.00000000
NS
USD
37541020.59000000
0.060509340199
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
513315.00000000
NS
USD
40274694.90000000
0.064915529115
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
18749696.00000000
NS
USD
885923136.00000000
1.427947977563
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings Inc
549300MOI1T78144X610
KENNEDY-WILSON H
489398107
533505.00000000
NS
USD
8952213.90000000
0.014429350824
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
478993.00000000
NS
USD
146150344.16000000
0.235567940245
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
EAGLE BANCRP INC
268948106
140550.00000000
NS
USD
3527805.00000000
0.005686184060
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
492976.00000000
NS
USD
52373770.24000000
0.084417051832
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
3620003.00000000
NS
USD
171588142.20000000
0.276569073175
Long
EC
CORP
US
N
1
N
N
N
City Holding Co
N/A
CITY HOLDING CO
177835105
66985.00000000
NS
USD
6108362.15000000
0.009845575788
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
EQUITRANS MIDSTR
294600101
1857943.00000000
NS
USD
9568406.45000000
0.015422541847
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
1160663.00000000
NS
USD
80979457.51000000
0.130524249651
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
1834774.00000000
NS
USD
238979313.50000000
0.385191461341
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
AUTOLIV INC
052800109
392800.00000000
NS
USD
33706168.00000000
0.054328250918
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
SOUTHWEST GAS HO
844895102
302851.00000000
NS
USD
16959656.00000000
0.027335900261
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN COR
751212101
184479.00000000
NS
USD
21176344.41000000
0.034132439873
Long
EC
CORP
US
N
1
N
N
N
2023-06-27
VANGUARD WHITEHALL FUNDS
Ashley Grim
Ashley Grim
Treasurer