0001752724-24-041451.txt : 20240227
0001752724-24-041451.hdr.sgml : 20240227
20240227090606
ACCESSION NUMBER: 0001752724-24-041451
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Victory Portfolios II
CENTRAL INDEX KEY: 0001547580
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22696
FILM NUMBER: 24682363
BUSINESS ADDRESS:
STREET 1: 4900 TIEDEMAN ROAD, 4TH FLOOR
CITY: BROOKLYN
STATE: OH
ZIP: 44144
BUSINESS PHONE: 216-898-2411
MAIL ADDRESS:
STREET 1: 4900 TIEDEMAN ROAD, 4TH FLOOR
CITY: BROOKLYN
STATE: OH
ZIP: 44144
FORMER COMPANY:
FORMER CONFORMED NAME: Compass EMP Funds Trust
DATE OF NAME CHANGE: 20120417
0001547580
S000037769
Victory Market Neutral Income Fund
C000116490
Class A
CBHAX
C000116492
Class C
CBHCX
C000116493
Class I
CBHIX
C000219860
Member Class
CBHMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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Victory Portfolios II
811-22696
0001547580
5493002SUQLUY3T5P040
4900 Tiedeman Road 4th Floor
Brooklyn
44144
800-539-3863
Victory Market Neutral Income Fund
S000037769
549300K0CUZCEEMBX789
2024-06-30
2023-12-31
N
3080401726.95
31715262.32
3048686464.63
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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
283020626.74000000
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Securities Portfolio
N/A
WESBANCO, INC.
N/A
WESBANCO INC
950810101
222810.00000000
NS
USD
6989549.70000000
0.229264300579
Long
EC
CORP
US
N
1
N
N
N
UNITED BANKSHARES, INC.
5299005O3BAMJ9Z92V62
UNITED BANKSHARES INC
909907107
20800.00000000
NS
USD
781040.00000000
0.025618902076
Long
EC
CORP
US
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475105
41201.00000000
NS
USD
6379974.85000000
0.209269628871
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP
N/A
1262000.00000000
NS
15728935.74000000
0.515925003193
Long
EC
CORP
JP
N
2
N
N
N
CHINA CINDA ASSET MANAGEMENT CO., LTD.
3003008W60YAHL9CQE51
CHINA CINDA ASSET MANAGEMENT CO LTD
N/A
2372000.00000000
NS
236986.56000000
0.007773398896
Long
EC
CORP
CN
N
2
N
N
N
THE GREENBRIER COMPANIES, INC.
5493001GAGGFR30BP390
GREENBRIER COS INC THE
393657101
84900.00000000
NS
USD
3750882.00000000
0.123032723880
Long
EC
CORP
US
N
1
N
N
N
WOOLWORTHS HOLDINGS LIMITED
37890095421E07184E97
WOOLWORTHS HOLDINGS LTD SOUTH AFRICA
N/A
699131.00000000
NS
2747896.63000000
0.090133789154
Long
EC
CORP
ZA
N
2
N
N
N
Land and Houses Public Company Limited
529900O7AEACUWP7KS87
LAND HOUSES PCL
N/A
51162500.00000000
NS
12208684.67000000
0.400457207116
Long
EC
CORP
TH
N
2
N
N
N
PROVIDENT FINANCIAL SERVICES, INC.
529900JOSO3SXEDVE477
PROVIDENT FINANCIAL SVCS
74386T105
414949.00000000
NS
USD
7481530.47000000
0.245401767508
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
N/A
620829.00000000
NS
6749197.56000000
0.221380507254
Long
EC
CORP
SE
N
2
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
86876.00000000
NS
USD
7156844.88000000
0.234751751714
Long
EC
CORP
IE
N
1
N
N
N
Telefonica Brasil S.A.
529900MTGG2HSDBIWG79
TELEFONICA BRASIL SA
N/A
833400.00000000
NS
9157730.14000000
0.300382812278
Long
EC
CORP
BR
N
2
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
064058100
133963.00000000
NS
USD
6972774.15000000
0.228714045569
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
53539.00000000
NS
USD
5352829.22000000
0.175578213178
Long
EC
CORP
US
N
1
N
N
N
AVIENT CORPORATION
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368V106
149628.00000000
NS
USD
6220035.96000000
0.204023471490
Long
EC
CORP
US
N
1
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED
5493002ERZU2K9PZDL40
INDUSTRIAL COMMERCIAL BANK OF CHINA LTD
N/A
16775000.00000000
NS
8175498.86000000
0.268164632698
Long
EC
CORP
CN
N
2
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
215416.00000000
NS
USD
8689881.44000000
0.285036901656
Long
EC
CORP
US
N
1
N
N
N
STEVEN MADDEN, LTD.
549300Z9GZ7GYJWSGF43
STEVEN MADDEN LTD
556269108
187736.00000000
NS
USD
7884912.00000000
0.258633089741
Long
EC
CORP
US
N
1
N
N
N
AMERIS BANCORP
PBJHNT51T5V6G5UQFV42
AMERIS BANCORP
03076K108
13000.00000000
NS
USD
689650.00000000
0.022621217629
Long
EC
CORP
US
N
1
N
N
N
HINDUSTAN PETROLEUM CORPORATION LIMITED
335800DWLXIP7HFFY564
HINDUSTAN PETROLEUM CORP LTD
N/A
1064132.00000000
NS
5101497.85000000
0.167334290002
Long
EC
CORP
IN
N
2
N
N
N
WOODSIDE ENERGY GROUP LTD
2549005ZC5RXAOO7FH41
WOODSIDE ENERGY GROUP LTD
N/A
226728.00000000
NS
4786682.76000000
0.157008036593
Long
EC
CORP
AU
N
2
N
N
N
ASSOCIATED BANC-CORP
549300N3CIN473IW5094
ASSOCIATED BANC CORP
045487105
335210.00000000
NS
USD
7170141.90000000
0.235187907421
Long
EC
CORP
US
N
1
N
N
N
THE CARLYLE GROUP INC.
529900NGGVF94UK6PG95
CARLYLE GROUP INC
14316J108
131313.00000000
NS
USD
5343125.97000000
0.175259936762
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL CORPORATION
549300BZXZ66F6DTIF20
UNIVERSAL CORP
913456109
246380.00000000
NS
USD
16586301.60000000
0.544047470687
Long
EC
CORP
US
N
1
N
N
N
Synnex Technology International Corp.
529900GMBJ3R4A2WBC71
SYNNEX TECHNOLOGY INTERNATIONAL CORP
N/A
4039000.00000000
NS
9234936.57000000
0.302915261281
Long
EC
CORP
TW
N
2
N
N
N
AMUNDI SA
96950010FL2T1TJKR531
AMUNDI SA
N/A
89953.00000000
NS
6134826.76000000
0.201228523535
Long
EC
CORP
FR
Y
2
N
N
N
ABSA GROUP LIMITED
2138006IPPRD4N6XLT30
ABSA GROUP LTD
N/A
703057.00000000
NS
6277120.96000000
0.205895917236
Long
EC
CORP
ZA
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE NAGEL INTL
N/A
19507.00000000
NS
6733808.04000000
0.220875715431
Long
EC
CORP
CH
N
2
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141G104
19771.00000000
NS
USD
7627058.67000000
0.250175239680
Long
EC
CORP
US
N
1
N
N
N
FIRST HAWAIIAN, INC.
5493002DJSH46F5OLV06
FIRST HAWAIIAN INC
32051X108
297225.00000000
NS
USD
6794563.50000000
0.222868555977
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
206593.00000000
NS
USD
6955986.31000000
0.228163387435
Long
EC
CORP
US
N
1
N
N
N
RUSSELL 2000 MINI INDEX FUTURE MAR24
N/A
RUSSELL 2000 MINI INDEX FUTURE MAR24
N/A
-5982.00000000
NC
USD
-43433284.48000000
-1.42465566675
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 E-mini Composite Index Futures Mar 2024
RTY1H24
2024-03-15
-569033785.52000000
USD
-43433284.48000000
N
N
N
INDEPENDENT BANK CORP.
549300C5K3W8THR3GE10
INDEPENDENT BANK CORP
453836108
106047.00000000
NS
USD
6978953.07000000
0.228916720396
Long
EC
CORP
US
N
1
N
N
N
KFORCE INC.
5493003RDQQDVXY2SK46
KFORCE INC
493732101
114925.00000000
NS
USD
7764333.00000000
0.254677976567
Long
EC
CORP
US
N
1
N
N
N
Yankuang Energy Group Company Limited
3003005N7A6HYZ4Z0K39
Yankuang Energy Group Co LTD
N/A
2592000.00000000
NS
4930359.01000000
0.161720762931
Long
EC
CORP
CN
N
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M T BANK CORP
55261F104
36748.00000000
NS
USD
5037415.84000000
0.165232335251
Long
EC
CORP
US
N
1
N
N
N
MediaTek Inc.
254900UEGBK1I4DM4E14
MEDIATEK INC
N/A
312000.00000000
NS
10304056.13000000
0.337983464339
Long
EC
CORP
TW
N
2
N
N
N
TIM S.A.
N/A
TIM SA BRAZIL
N/A
2519600.00000000
NS
9282071.57000000
0.304461336962
Long
EC
CORP
BR
N
2
N
N
N
BROOKFIELD RENEWABLE CORPORATION
N/A
BROOKFIELD RENEWABLE CORP
11284V105
188060.00000000
NS
5413697.94000000
0.177574768767
Long
EC
CORP
CA
N
1
N
N
N
PATRICK INDUSTRIES, INC.
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC
703343103
71587.00000000
NS
USD
7183755.45000000
0.235634445632
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO
460146103
159520.00000000
NS
USD
5766648.00000000
0.189151887768
Long
EC
CORP
US
N
1
N
N
N
LA-Z-BOY INCORPORATED
549300WNO1WMN9ZG2519
LA Z BOY INC
505336107
190399.00000000
NS
USD
7029531.08000000
0.230575730287
Long
EC
CORP
US
N
1
N
N
N
BHARAT PETROLEUM CORPORATION LIMITED
8GRDBX1TJ0PU5NCSHT72
BHARAT PETROLEUM CORP LTD
N/A
1269051.00000000
NS
6873102.13000000
0.225444702488
Long
EC
CORP
IN
N
2
N
N
N
PT Adaro Energy Indonesia Tbk
529900P2WAH7XA87OI24
ADARO ENERGY INDONESIA TBK PT
N/A
18869100.00000000
NS
2914685.82000000
0.095604643305
Long
EC
CORP
ID
N
2
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA
N/A
150752.00000000
NS
5357978.84000000
0.175747125923
Long
EC
CORP
NO
N
2
N
N
N
NORTHERN TRUST CORPORATION
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
60140.00000000
NS
USD
5074613.20000000
0.166452446287
Long
EC
CORP
US
N
1
N
N
N
China Merchants Bank Co., Ltd.
549300MKO5B60FFIHF58
CHINA MERCHANTS BANK CO LTD
N/A
1188000.00000000
NS
4132650.87000000
0.135555129002
Long
EC
CORP
CN
N
2
N
N
N
CABOT CORPORATION
K05C0SER542GQ6VLRO68
CABOT CORP
127055101
93100.00000000
NS
USD
7773850.00000000
0.254990143794
Long
EC
CORP
US
N
1
N
N
N
MICRO-STAR INTERNATIONAL CO.,LTD.
254900F4E0BDGJSSD870
MICRO STAR INTERNATIONAL CO
N/A
1363000.00000000
NS
9045625.54000000
0.296705667996
Long
EC
CORP
TW
N
2
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
867224107
148539.00000000
NS
4759212.43000000
0.156106981981
Long
EC
CORP
CA
N
1
N
N
N
HSBC US GOVERNMENT MONEY MARKET FUND
N/A
HSBC US GOVT MMKT-I
40428X107
4725178.03000000
NS
USD
4725178.03000000
0.154990619232
Long
STIV
RF
US
N
1
N
N
GLENCORE PLC
2138002658CPO9NBH955
GLENCORE PLC
N/A
784613.00000000
NS
4715437.75000000
0.154671128195
Long
EC
CORP
JE
N
2
N
N
N
China National Building Material Company Limited
52990085PGF8YEPLBZ26
CHINA NATIONAL BUILDING MATERIAL CO LTD
N/A
10396000.00000000
NS
4452083.07000000
0.146032828290
Long
EC
CORP
CN
N
2
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
98293.00000000
NS
USD
8273321.81000000
0.271373324413
Long
EC
CORP
US
N
1
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO LTD
N/A
2874000.00000000
NS
9856555.06000000
0.323304976564
Long
EC
CORP
CN
N
2
N
N
N
STRATEGIC EDUCATION, INC.
2549002UYIM8Q5EC8H36
STRATEGIC EDUCATION INC
86272C103
94112.00000000
NS
USD
8693125.44000000
0.285143308137
Long
EC
CORP
US
N
1
N
N
N
FTAI Aviation Ltd,
N/A
FTAI AVIATION LTD
G3730V105
154748.00000000
NS
USD
7180307.20000000
0.235521339544
Long
EC
CORP
KY
N
1
N
N
N
CARTER'S, INC.
5299003WAQK4R3L3ZU36
CARTER S INC
146229109
98547.00000000
NS
USD
7380184.83000000
0.242077527998
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200101
61173.00000000
NS
USD
10004844.15000000
0.328169008721
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
209762.00000000
NS
USD
6039047.98000000
0.198086882664
Long
EC
CORP
US
N
1
N
N
N
TATNEFT' PAO
253400PAT768SVJMV121
TATNEFT PJSC
N/A
827565.00000000
NS
35311.87000000
0.001158265056
Long
EC
CORP
RU
Y
3
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
551134.00000000
NS
6844406.87000000
0.224503468933
Long
EC
CORP
FI
N
2
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV
N/A
95484.00000000
NS
5991776.10000000
0.196536317181
Long
EC
CORP
NL
N
2
N
N
N
HOPE BANCORP, INC.
549300UTF4QGMBHIZ219
HOPE BANCORP INC
43940T109
621500.00000000
NS
USD
7507720.00000000
0.246260810585
Long
EC
CORP
US
N
1
N
N
N
CHINA PACIFIC INSURANCE (GROUP) CO., LTD.
529900BA5ILEL308WX03
CHINA PACIFIC INSURANCE GROUP CO LTD
N/A
1708600.00000000
NS
3456467.66000000
0.113375635707
Long
EC
CORP
CN
N
2
N
N
N
CK ASSET HOLDINGS LIMITED
5299006GJZSGP78B8S35
CK ASSET HOLDINGS LIMITED
N/A
1036500.00000000
NS
5202491.85000000
0.170646995365
Long
EC
CORP
KY
N
2
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC
260557103
123675.00000000
NS
USD
6782337.00000000
0.222467514409
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC
209115104
99429.00000000
NS
USD
9045056.13000000
0.296686990772
Long
EC
CORP
US
N
1
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI AS
N/A
4637819.00000000
NS
3070699.87000000
0.100722061964
Long
EC
CORP
TR
N
2
N
N
N
INDUS TOWERS LIMITED
335800L6DI4VHODGDK41
INDUS TOWERS LTD
N/A
829536.00000000
NS
1982767.37000000
0.065036775444
Long
EC
CORP
IN
N
2
N
N
N
BANK OF HAWAII CORPORATION
5493006Q8BQ8AD8M2U33
BANK OF HAWAII CORP
062540109
70271.00000000
NS
USD
5091836.66000000
0.167017393197
Long
EC
CORP
US
N
1
N
N
N
X5 RETAIL GROUP NV
213800J17UJJJDGUVF56
X5 RETAIL GROUP NV
98387E205
201753.00000000
NS
USD
15821.47000000
0.000518960220
Long
CORP
NL
Y
3
N
N
N
STANDARD BANK GROUP LIMITED
2549003PEZXUT7MDBU41
STANDARD BANK GROUP LTD
N/A
670989.00000000
NS
7652957.07000000
0.251024733398
Long
EC
CORP
ZA
N
2
N
N
N
FIDELITY NATIONAL FINANCIAL, INC.
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCIAL
31620R303
154813.00000000
NS
USD
7898559.26000000
0.259080733674
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040W108
117821.00000000
NS
USD
7271912.12000000
0.238526073585
Long
EC
CORP
US
N
1
N
N
N
FIRST FINANCIAL BANCORP.
549300D3F5B3EZMY7P77
FIRST FINANCIAL BANCORP
320209109
347389.00000000
NS
USD
8250488.75000000
0.270624376947
Long
EC
CORP
US
N
1
N
N
N
BANCO DO BRASIL S.A.
QE0Q0253K88YAGNPE356
BANCO DO BRASIL SA
N/A
663000.00000000
NS
7560472.44000000
0.247991143980
Long
EC
CORP
BR
N
2
N
N
N
CATHAY FINANCIAL HOLDING CO., LTD.
5299009XR1QLFAMQ3X77
CATHAY FINANCIAL HOLDING CO LTD
N/A
1658000.00000000
NS
2470543.92000000
0.081036339704
Long
EC
CORP
TW
N
2
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP
166764100
40881.00000000
NS
USD
6097809.96000000
0.200014335050
Long
EC
CORP
US
N
1
N
N
N
MOELIS & COMPANY
549300891QNU7VTQUR83
MOELIS CO CLASS A
60786M105
128961.00000000
NS
USD
7238580.93000000
0.237432776836
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
CRACKER BARREL OLD COUNTRY STORE INC
22410J106
78998.00000000
NS
USD
6089165.84000000
0.199730799170
Long
EC
CORP
US
N
1
N
N
N
CHINA HONGQIAO GROUP LIMITED
3003009Q4IBFSDE24571
CHINA HONGQIAO GROUP LTD
N/A
3954000.00000000
NS
3237726.41000000
0.106200701435
Long
EC
CORP
KY
N
2
N
N
N
World Kinect Corporation.
D3W7PCXCBRQLL17DZ313
WORLD KINECT CORP
981475106
282246.00000000
NS
USD
6429563.88000000
0.210896199218
Long
EC
CORP
US
N
1
N
N
N
WILMAR INTERNATIONAL LIMITED
549300H2EAI4YRLWBB20
WILMAR INTERNATIONAL LTD
N/A
3249300.00000000
NS
8779911.86000000
0.287989990504
Long
EC
CORP
SG
N
2
N
N
N
FIRST MERCHANTS CORPORATION
TZTBT0OTGQ2FEK6XMX94
FIRST MERCHANTS CORP
320817109
92100.00000000
NS
USD
3415068.00000000
0.112017684980
Long
EC
CORP
US
N
1
N
N
N
POWER GRID CORPORATION OF INDIA LIMITED
3358009SHWZ3DZEQ4Z56
POWER GRID CORP OF INDIA LTD
N/A
734778.00000000
NS
2093029.23000000
0.068653475989
Long
EC
IN
N
2
N
N
N
SANTOS LIMITED
5299000RK70B5O2M7077
SANTOS LTD
N/A
1318516.00000000
NS
6854131.79000000
0.224822456146
Long
EC
CORP
AU
N
2
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
146181.00000000
NS
USD
7630648.20000000
0.250292979895
Long
EC
CORP
US
N
1
N
N
N
SASOL LIMITED
378900F4544561A97588
SASOL LTD
803866102
428136.00000000
NS
4316392.65000000
0.141582045253
Long
EC
CORP
ZA
N
2
N
N
N
NIPPON STEEL CORPORATION
35380065QWQ4U2V3PA33
NIPPON STEEL CORP
N/A
222400.00000000
NS
5081177.12000000
0.166667749502
Long
EC
CORP
JP
N
2
N
N
N
RED ROCK RESORTS, INC.
N/A
RED ROCK RESORTS INC A
75700L108
160202.00000000
NS
USD
8543572.66000000
0.280237825670
Long
EC
CORP
US
N
1
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC
N/A
2502850.00000000
NS
9270591.94000000
0.304084793485
Long
EC
CORP
GB
N
2
N
N
N
Spire Inc.
549300NXSY15DRY2R511
SPIRE INC
84857L101
169574.00000000
NS
USD
10571243.16000000
0.346747469201
Long
EC
CORP
US
N
1
N
N
N
PEMBINA PIPELINE CORPORATION
5493002W3L9YICM6FU21
PEMBINA PIPELINE CORP
706327103
261177.00000000
NS
8993052.11000000
0.294981206310
Long
EC
CORP
CA
N
1
N
N
N
NAN YA PRINTED CIRCUIT BOARD CORPORATION
N/A
NAN YA PRINTED CIRCUIT BOARD CORP
N/A
597000.00000000
NS
4882658.75000000
0.160156146151
Long
EC
CORP
TW
N
2
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
106825.00000000
NS
USD
4623386.00000000
0.151651737679
Long
EC
CORP
US
N
1
N
N
N
NOVATEK MICROELECTRONICS CORP.
N/A
NOVATEK MICROELECTRONICS COR
N/A
519000.00000000
NS
8730759.97000000
0.286377758791
Long
EC
CORP
TW
N
2
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
N/A
567126.00000000
NS
8846640.32000000
0.290178751493
Long
EC
CORP
AU
N
2
N
N
N
JBS S.A.
529900RM0MTMZL9O5050
JBS SA
N/A
1301000.00000000
NS
6607550.99000000
0.216734356473
Long
EC
CORP
BR
N
2
N
N
N
PT Telkom Indonesia (Persero) Tbk
529900M5SQZAOKV1PC81
TELKOM INDONESIA PERSERO
N/A
35035500.00000000
NS
8989390.34000000
0.294861096550
Long
EC
CORP
ID
N
2
N
N
N
Telefonica S.A.
549300EEJH4FEPDBBR25
TELEFONICA S A
879382109
1612689.00000000
NS
6304561.96000000
0.206796009794
Long
EC
CORP
ES
N
2
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
N/A
8883862.00000000
NS
8236069.49000000
0.270151410633
Long
EC
CORP
MX
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO THE
500754106
293696.00000000
NS
USD
10860878.08000000
0.356247787563
Long
EC
CORP
US
N
1
N
N
N
CATHAY GENERAL BANCORP
549300K1SLJ8C97H5L68
CATHAY GENERAL BANCORP
149150104
22400.00000000
NS
USD
998368.00000000
0.032747480319
Long
EC
CORP
US
N
1
N
N
N
Empresas Copec S.A.
549300Q3IDJYG6Z7PA50
EMPRESAS COPEC SA
N/A
38596.00000000
NS
281025.95000000
0.009217935437
Long
EC
CORP
CL
N
2
N
N
N
SEVERSTAL PJSC
N/A
SEVERSTAL PJSC
N/A
223944.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
Y
3
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG
N/A
104798.00000000
NS
4597154.09000000
0.150791304495
Long
EC
CORP
AT
N
2
N
N
N
Nedbank Group Limited
3789009E42FA3CB31065
NEDBANK GROUP LTD
N/A
697104.00000000
NS
8232401.80000000
0.270031106691
Long
EC
CORP
ZA
N
2
N
N
N
CHINA DEVELOPMENT FINANCIAL HOLDING CORP.
N/A
CHINA DEVELOPMENT FINANCIAL HOLDING CORP
N/A
4692000.00000000
NS
1917835.25000000
0.062906936224
Long
EC
CORP
TW
N
2
N
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
4725178.03000000
NS
USD
4725178.03000000
0.154990619232
Long
STIV
RF
US
N
1
N
N
FULTON FINANCIAL CORPORATION
5493005QLZ6O1BNC0C11
FULTON FINANCIAL CORP
360271100
454467.00000000
NS
USD
7480526.82000000
0.245368846773
Long
EC
CORP
US
N
1
N
N
N
ONE GAS, INC.
549300HXDWI0LATTX840
ONE GAS INC
68235P108
126845.00000000
NS
USD
8082563.40000000
0.265116255599
Long
EC
CORP
US
N
1
N
N
N
CHICONY ELECTRONICS CO., LTD.
254900JBP5GB5B1IHS51
CHICONY ELECTRONICS CO LTD
N/A
1071000.00000000
NS
6103947.58000000
0.200215655194
Long
EC
CORP
TW
N
2
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP
403949100
76665.00000000
NS
USD
4260274.05000000
0.139741298405
Long
EC
CORP
US
N
1
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA
N/A
345779.00000000
NS
7053324.92000000
0.231356192308
Long
EC
CORP
ES
N
2
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC
237194105
57967.00000000
NS
USD
9523978.10000000
0.312396115851
Long
EC
CORP
US
N
1
N
N
N
UNITED MICROELECTRONICS CORP.
391200YJCAGH9LF96P73
UNITED MICROELECTRONICS CORP
N/A
5193000.00000000
NS
8849562.85000000
0.290274613433
Long
EC
CORP
TW
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG
N/A
16541.00000000
NS
9958482.66000000
0.326648304951
Long
EC
CORP
CH
N
2
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
195905.00000000
NS
USD
7385618.50000000
0.242255757870
Long
EC
CORP
US
N
1
N
N
N
ARTISAN PARTNERS ASSET MANAGEMENT INC.
549300T1FUI6JF63XU51
ARTISAN PARTNERS ASSET MA A
04316A108
183268.00000000
NS
USD
8096780.24000000
0.265582582332
Long
EC
CORP
US
N
1
N
N
N
BB Seguridade Participacoes S.A.
N/A
BB SEGURIDADE PARTICIPACOES SA
N/A
1491500.00000000
NS
10362434.23000000
0.339898325072
Long
EC
CORP
BR
N
2
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E ON SE
N/A
602723.00000000
NS
8096532.50000000
0.265574456210
Long
EC
CORP
DE
N
2
N
N
N
SITIO ROYALTIES CORP.
N/A
SITIO ROYALTIES CORP A
82983N108
205815.00000000
NS
USD
4838710.65000000
0.158714604015
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179M103
83636.00000000
NS
USD
3788710.80000000
0.124273546786
Long
EC
CORP
US
N
1
N
N
N
EVRAZ PLC
5493005B7DAN39RXLK23
EVRAZ PLC
N/A
753373.00000000
NS
388841.40000000
0.012754391260
Long
EC
CORP
GB
Y
3
N
N
N
TPG INC.
549300NLO4R8MX77XJ02
TPG INC
872657101
196076.00000000
NS
USD
8464600.92000000
0.277647472713
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278X109
32482.00000000
NS
USD
5037308.56000000
0.165228816358
Long
EC
CORP
US
N
1
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP
N/A
80626.00000000
NS
6236043.86000000
0.204548546803
Long
EC
CORP
KR
N
2
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC
053807103
163100.00000000
NS
USD
8220240.00000000
0.269632187349
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
N/A
845396.00000000
NS
6837909.38000000
0.224290344688
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE BMW AG
N/A
62621.00000000
NS
6967005.07000000
0.228524813910
Long
EC
CORP
DE
N
2
N
N
N
NAN YA PLASTICS CORPORATION
254900L66RP14M9UOM28
NAN YA PLASTICS CORP
N/A
1444000.00000000
NS
3127476.22000000
0.102584383677
Long
EC
CORP
TW
N
2
N
N
N
SJW GROUP
N/A
SJW GROUP
784305104
144253.00000000
NS
USD
9426933.55000000
0.309212956444
Long
EC
CORP
US
N
1
N
N
N
TINGYI (CAYMAN ISLANDS) HOLDING CORP.
5299009MPI9B60VN4P25
TINGYI CAYMAN ISLANDS HOLDING CORP
N/A
3172000.00000000
NS
3868700.77000000
0.126897298718
Long
EC
CORP
KY
N
2
N
N
N
BAJAJ AUTO LIMITED.
335800DLAO5NCNN8G863
BAJAJ AUTO LTD
N/A
143444.00000000
NS
11714297.20000000
0.384240797993
Long
EC
CORP
IN
N
2
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
188738.00000000
NS
USD
8159143.74000000
0.267628168218
Long
EC
CORP
US
N
1
N
N
N
TOWNE BANK
54930039UO39UJGI7078
TOWNE BANK
89214P109
98800.00000000
NS
USD
2940288.00000000
0.096444420707
Long
EC
CORP
US
N
1
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
HOLCIM LTD
N/A
108659.00000000
NS
8536770.60000000
0.280014711222
Long
EC
CORP
CH
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ R SHS
N/A
343156.00000000
NS
4753980.23000000
0.155935360528
Long
EC
CORP
FI
N
2
N
N
N
China Petroleum & Chemical Corporation
529900A2OB24EZ5B3J19
CHINA PETROLEUM CHEMICAL CORP
N/A
13696000.00000000
NS
7177717.21000000
0.235436385252
Long
EC
CORP
CN
N
2
N
N
N
MINI MSCI EMERGING MARKETS INDEX FUTURE MAR24
N/A
MINI MSCI EMERGING MARKETS INDEX FUTURE MAR24
N/A
-12017.00000000
NC
USD
-27283788.76000000
-0.89493587079
N/A
DE
US
N
1
ICE FUTURES U.S.
5493004R83R1LVX2IL36
Short
US MSCI Emerging Markets Equity Index Future Mar 2024
MMEH24
2024-03-15
-593814856.24000000
USD
-27283788.76000000
N
N
N
MSC INDUSTRIAL DIRECT CO., INC.
0XVKH0LN6YGOWO2EGO17
MSC INDUSTRIAL DIRECT CO INC
553530106
99901.00000000
NS
USD
10115975.26000000
0.331814221546
Long
EC
CORP
US
N
1
N
N
N
ITC LIMITED
335800WLOU3OFWFTMP43
ITC LTD
N/A
684582.00000000
NS
3800175.95000000
0.124649615304
Long
EC
CORP
IN
N
2
N
N
N
GREIF, INC.
54930070FVGKR0Z1FI24
GREIF INC CL A
397624107
104040.00000000
NS
USD
6823983.60000000
0.223833565017
Long
EC
CORP
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP INC
681919106
75161.00000000
NS
USD
6502178.11000000
0.213278019417
Long
EC
CORP
US
N
1
N
N
N
ROSTELEKOM PAO
2534001D752JPNM0H170
ROSTELECOM PJSC
N/A
6752730.00000000
NS
54174.44000000
0.001776976433
Long
EC
CORP
RU
Y
3
N
N
N
COLUMBIA BANKING SYSTEM, INC.
N/A
COLUMBIA BANKING SYSTEM INC
197236102
206657.00000000
NS
USD
5513608.76000000
0.180851944729
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312106
38798.00000000
NS
USD
6100209.54000000
0.200093043701
Long
EC
CORP
US
N
1
N
N
N
ALLETE, INC.
549300NNLSIMY6Z8OT86
ALLETE INC
018522300
177495.00000000
NS
USD
10855594.20000000
0.356074470954
Long
EC
CORP
US
N
1
N
N
N
SHINHAN FINANCIAL GROUP CO.,LTD
988400EB8A6G49E5KO54
SHINHAN FINANCIAL GROUP CO LTD
N/A
196308.00000000
NS
6087199.99000000
0.199666317301
Long
EC
CORP
KR
N
2
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO
277432100
62509.00000000
NS
USD
5614558.38000000
0.184163194383
Long
EC
CORP
US
N
1
N
N
N
COLES GROUP LIMITED
549300OHQRG2HN8LZ793
COLES GROUP LTD
N/A
880519.00000000
NS
9670440.59000000
0.317200233680
Long
EC
CORP
AU
N
2
N
N
N
BANK OF CHINA LIMITED
54930053HGCFWVHYZX42
BANK OF CHINA LTD
N/A
32731000.00000000
NS
12437663.68000000
0.407967950272
Long
EC
CORP
CN
N
2
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320102
61837.00000000
NS
USD
6413115.27000000
0.210356668171
Long
EC
CORP
US
N
1
N
N
N
COGENT COMMUNICATIONS HOLDINGS, INC.
N/A
COGENT COMMUNICATIONS HOLDINGS INC
19239V302
93509.00000000
NS
USD
7112294.54000000
0.233290455496
Long
EC
CORP
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP
871332102
132600.00000000
NS
USD
6511986.00000000
0.213599728130
Long
EC
CORP
US
N
1
N
N
N
BANCO BRADESCO SA
N/A
BANCO BRADESCO SA
P1808G109
2432600.00000000
NS
7661313.06000000
0.251298818323
Long
EC
CORP
BR
N
2
N
N
N
JACK IN THE BOX INC.
5493002OJW26P0SUUP68
JACK IN THE BOX INC
466367109
83748.00000000
NS
USD
6836349.24000000
0.224239170518
Long
EC
CORP
US
N
1
N
N
N
TRAVEL + LEISURE CO.
T4VNTWMFQ7JQB65L7T35
TRAVEL LEISURE CO
894164102
160272.00000000
NS
USD
6265032.48000000
0.205499402863
Long
EC
CORP
US
N
1
N
N
N
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI
PSNL19R2RXX5U3QWHI44
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA
N/A
524832.00000000
NS
6502723.45000000
0.213295907120
Long
EC
CORP
IT
N
2
N
N
N
LONGFOR GROUP HOLDINGS LIMITED
254900UJX27B2F1JYR13
LONGFOR GROUP HOLDINGS LTD
N/A
1254500.00000000
NS
2013409.88000000
0.066041880769
Long
EC
CORP
KY
Y
2
N
N
N
BHP GROUP LIMITED
WZE1WSENV6JSZFK0JC28
BHP GROUP LIMITED
N/A
216882.00000000
NS
7408069.99000000
0.242992189454
Long
EC
CORP
AU
N
2
N
N
N
CHINA EDUCATION GROUP HOLDINGS LTD
N/A
CHINA EDUCATION GROUP HOLDINGS LTD
G2163M103
731000.00000000
NS
458740.60000000
0.015047155728
Long
EC
CORP
HK
N
2
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
45944.00000000
NS
USD
6116984.16000000
0.200643268206
Long
EC
CORP
US
N
1
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK CORP
N/A
19449000.00000000
NS
11569694.15000000
0.379497671676
Long
EC
CORP
CN
N
2
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC
N/A
227109.00000000
NS
6643746.69000000
0.217921612047
Long
EC
CORP
GB
N
2
N
N
N
Lojas Renner S.A.
N/A
LOJAS RENNER SA
N/A
1015600.00000000
NS
3645486.07000000
0.119575630760
Long
EC
CORP
BR
N
2
N
N
N
BOC HONG KONG (HOLDINGS) LIMITED
254900JB98W77JDJMW15
BOC HONG KONG HOLDINGS LTD
N/A
685000.00000000
NS
1860892.14000000
0.061039144614
Long
EC
CORP
HK
N
2
N
N
N
HANCOCK WHITNEY CORPORATION
549300GRNBWY8HIICT41
HANCOCK WHITNEY CORP
410120109
5700.00000000
NS
USD
276963.00000000
0.009084666567
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537101
100071.00000000
NS
USD
8127766.62000000
0.266598966941
Long
EC
CORP
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC CLASS A
67018T105
287662.00000000
NS
USD
5586396.04000000
0.183239441143
Long
EC
CORP
US
N
1
N
N
N
MOSKOVSKAYA BIRZHA MMVB-RTS PAO
253400M5M1222KPNWE87
MOSCOW EXCHANGE MICEX
N/A
2604790.00000000
NS
29360.55000000
0.000963055740
Long
EC
CORP
RU
Y
3
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ANGLO AMERICAN PLC
N/A
148674.00000000
NS
3720104.27000000
0.122023183202
Long
EC
CORP
GB
N
2
N
N
N
CLEARWAY ENERGY, INC.
549300LHAZ9HA9G3XC48
CLEARWAY ENERGY INC
18539C204
355574.00000000
NS
USD
9753394.82000000
0.319921216338
Long
EC
CORP
US
N
1
N
N
N
Grupo Financiero Banorte, S.A.B. de C.V.
N/A
GRUPO FINANCIERO BANORTE SAB DE CV
N/A
679850.00000000
NS
6837742.14000000
0.224284859047
Long
EC
CORP
MX
N
1
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY JOHN SONS CLASS A
968223206
149494.00000000
NS
USD
4744939.56000000
0.155638817407
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
N/A
1946800.00000000
NS
5696340.05000000
0.186845715887
Long
EC
CORP
IT
N
2
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690100
165020.00000000
NS
USD
5386252.80000000
0.176674540412
Long
EC
CORP
US
N
1
N
N
N
FGK RUSGIDRO PAO
2534005TJN9DX4YWVT97
RUSHYDRO PJSC
N/A
694437000.00000000
NS
54927.22000000
0.001801668378
Long
EC
CORP
RU
Y
3
N
N
N
PT Astra International Tbk
529900L49TRJOMG4DK47
ASTRA INTERNATIONAL TBK PT
N/A
18371300.00000000
NS
6738021.43000000
0.221013918885
Long
EC
CORP
ID
N
2
N
N
N
Bank of Communications Co., Ltd.
549300AX1UM10U30HK09
BANK OF COMMUNICATIONS CO LTD
N/A
16979000.00000000
NS
10599137.99000000
0.347662447843
Long
EC
CORP
CN
N
2
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
KONTOOR BRANDS INC
50050N103
99349.00000000
NS
USD
6201364.58000000
0.203411031339
Long
EC
CORP
US
N
1
N
N
N
EDP - Energias de Portugal, S.A.
529900CLC3WDMGI9VH80
EDP ENERGIAS DE PORTUGAL SA
N/A
1611418.00000000
NS
8109178.66000000
0.265989263050
Long
EC
CORP
PT
N
2
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD
92240M108
572663.00000000
NS
USD
6459638.64000000
0.211882681769
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
38731.00000000
NS
USD
4684514.45000000
0.153656812674
Long
EC
CORP
US
N
1
N
N
N
BT GROUP PLC
213800LRO7NS5CYQMN21
BT GROUP PLC
N/A
3203063.00000000
NS
5045729.70000000
0.165505038269
Long
EC
CORP
GB
N
2
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
34794.00000000
NS
USD
4523220.00000000
0.148366191554
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
319341.00000000
NS
USD
8478503.55000000
0.278103493040
Long
EC
CORP
US
N
1
N
N
N
SENSIENT TECHNOLOGIES CORPORATION
CMMZHMFZQG86EI7WZU92
SENSIENT TECHNOLOGIES CORP
81725T100
133373.00000000
NS
USD
8802618.00000000
0.288734774865
Long
EC
CORP
US
N
1
N
N
N
Banco del Bajio S.A., Institucion de Banca Multiple
4469000001BD95FFLY16
BANCO DEL BAJIO SA
N/A
1158967.00000000
NS
3877330.99000000
0.127180378664
Long
EC
CORP
MX
Y
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
210330.00000000
NS
6867708.46000000
0.225267784656
Long
EC
CORP
FR
N
2
N
N
N
NOVOLIPETSK STEEL PAO
213800913TPW32I84456
NOVOLIPETSK STEEL PJSC
N/A
1477080.00000000
NS
31294.07000000
0.001026477152
Long
EC
CORP
RU
Y
3
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC
N/A
85063.00000000
NS
6325864.01000000
0.207494738583
Long
EC
CORP
GB
N
2
N
N
N
LEVI STRAUSS & CO.
MB0UERO0RDFKU8258G77
LEVI STRAUSS CO
52736R102
402098.00000000
NS
USD
6650700.92000000
0.218149717826
Long
EC
CORP
US
N
1
N
N
N
ARES MANAGEMENT CORPORATION
529900JUV61FH7B8VW38
ARES MANAGEMENT CORP
03990B101
3659.00000000
NS
USD
435128.28000000
0.014272647746
Long
EC
CORP
US
N
1
N
N
N
RATCH GROUP PUBLIC COMPANY LIMITED
2138004IGHN9UQGDSH20
RATCH GROUP PCL
N/A
2499700.00000000
NS
2305672.36000000
0.075628385757
Long
EC
CORP
TH
N
2
N
N
KONE Oyj
2138001CNF45JP5XZK38
KONE OYJ
N/A
130934.00000000
NS
6548586.22000000
0.214800252370
Long
EC
CORP
FI
N
2
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE SA
N/A
854164.00000000
NS
9734152.37000000
0.319290044513
Long
EC
CORP
FR
N
2
N
N
N
VIRTU FINANCIAL, INC.
5493001OPW2K42CH3884
VIRTU FINANCIAL INC
928254101
363644.00000000
NS
USD
7367427.44000000
0.241659072701
Long
EC
CORP
US
N
1
N
N
N
INNER MONGOLIA YITAI COAL CO., LTD
529900OW9OHPX81B0T69
INNER MONGOLIA YITAI COAL CO LTD
N/A
1060269.00000000
NS
USD
1633584.03000000
0.053583208668
Long
EC
CORP
CN
N
2
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC
N/A
799355.00000000
NS
4737722.70000000
0.155402097098
Long
EC
CORP
GB
N
2
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
143171.00000000
NS
USD
8863716.61000000
0.290738871078
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
142149.00000000
NS
USD
8254592.43000000
0.270758981803
Long
EC
CORP
US
N
1
N
N
N
CONSOL ENERGY INC.
549300YJCTPJBTK7IJ81
CONSOL ENERGY INC
20854L108
48215.00000000
NS
USD
4847053.95000000
0.158988272694
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573106
133837.00000000
NS
USD
8184132.55000000
0.268447826463
Long
EC
CORP
US
N
1
N
N
N
BREAD FINANCIAL HOLDINGS, INC.
549300G8S4PO686J7H97
BREAD FINANCIAL HOLDINGS
018581108
106286.00000000
NS
USD
3501060.84000000
0.114838337120
Long
EC
CORP
US
N
1
N
N
N
THE BUCKLE, INC.
5299007IU0461T3GDL34
BUCKLE INC THE
118440106
195175.00000000
NS
USD
9274716.00000000
0.304220066825
Long
EC
CORP
US
N
1
N
N
N
HNI CORPORATION
549300SKRADLC4O5HV93
HNI CORP
404251100
178004.00000000
NS
USD
7445907.32000000
0.244233292153
Long
EC
CORP
US
N
1
N
N
N
FORTESCUE LTD
529900VEJFORCO6I4826
FORTESCUE LTD
N/A
328965.00000000
NS
6484896.88000000
0.212711177591
Long
EC
CORP
AU
N
2
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
81370.00000000
NS
USD
8971856.20000000
0.294285959021
Long
EC
CORP
US
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
SWISS RE AG
N/A
64695.00000000
NS
7282325.59000000
0.238867645934
Long
EC
CORP
CH
N
2
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ISRAEL CHEMICALS LTD
N/A
35951.00000000
NS
181377.97000000
0.005949380892
Long
EC
CORP
IL
N
2
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
101798.00000000
NS
USD
8246655.98000000
0.270498658214
Long
EC
CORP
US
N
1
N
N
N
CEZ, a.s.
529900S5R9YHJHYKKG94
CEZ AS
N/A
99275.00000000
NS
4257810.72000000
0.139660498690
Long
EC
CORP
CZ
N
2
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS
N/A
1264000.00000000
NS
6791231.98000000
0.222759278751
Long
EC
CORP
KY
N
2
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP
651587107
2770.00000000
NS
USD
1511949.10000000
0.049593459922
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
N/A
473239.00000000
NS
8738667.01000000
0.286637117702
Long
EC
CORP
GB
N
2
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U109
151749.00000000
NS
USD
7132203.00000000
0.233943473123
Long
EC
CORP
US
N
1
N
N
N
KEPPEL CORPORATION LIMITED
254900SQ7IPDOY6IDW33
KEPPEL CORP LIMITED
N/A
1045500.00000000
NS
5595750.92000000
0.183546290670
Long
EC
CORP
SG
N
2
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWER INC
56418H100
96032.00000000
NS
USD
7631663.04000000
0.250326267674
Long
EC
CORP
US
N
1
N
N
N
AGRICULTURAL BANK OF CHINA LIMITED
549300E7TSGLCOVSY746
AGRICULTURAL BANK OF CHINA LTD
N/A
24485000.00000000
NS
9445130.08000000
0.309809821035
Long
EC
CORP
CN
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
TELEFONICA DEUTSCHLAND HOLDING AG
N/A
71100.00000000
NS
184685.97000000
0.006057886638
Long
EC
CORP
DE
N
2
N
N
Vibra Energia S.A.
549300U7VLJ3SYVNY689
VIBRA ENERGIA SA
N/A
1131400.00000000
NS
5301366.44000000
0.173890181935
Long
EC
CORP
BR
N
2
N
N
N
KENNEDY-WILSON HOLDINGS, INC.
549300MOI1T78144X610
KENNEDY WILSON HOLDINGS INC
489398107
387237.00000000
NS
USD
4793994.06000000
0.157247854629
Long
EC
CORP
US
N
1
N
N
N
PATTERSON COMPANIES, INC.
YM48Q2087CUE26GWEK09
PATTERSON COS INC
703395103
225656.00000000
NS
USD
6419913.20000000
0.210579647152
Long
EC
CORP
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
77403.00000000
NS
USD
6059106.84000000
0.198744833563
Long
EC
CORP
US
N
1
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP PLC
N/A
154893.00000000
NS
5294543.43000000
0.173666380305
Long
EC
CORP
GB
N
2
N
N
N
AKBANK TURK ANONIM SIRKETI
789000TUMN63Z28TJ497
AKBANK T A S
N/A
2269322.00000000
NS
2811376.06000000
0.092215978672
Long
EC
CORP
TR
N
2
N
N
N
CAIXA SEGURIDADE PARTICIPACOES S A
N/A
CAIXA SEGURIDADE PARTICIPACOES S A
P1S73N102
2489800.00000000
NS
6618886.13000000
0.217106160531
Long
EC
CORP
BR
N
2
N
N
N
VODACOM GROUP LIMITED
37890012A8DC24B8D663
VODACOM GROUP LTD
N/A
1078646.00000000
NS
6260415.74000000
0.205347969121
Long
EC
CORP
ZA
N
2
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC
219350105
200689.00000000
NS
USD
6110980.05000000
0.200446327324
Long
EC
CORP
US
N
1
N
N
N
Postal Savings Bank of China Co., Ltd.
300300C1040311005298
POSTAL SAVINGS BANK OF CHINA CO LTD
N/A
11737000.00000000
NS
5612012.46000000
0.184079685632
Long
EC
CORP
CN
Y
2
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
160270.00000000
NS
4263462.89000000
0.139845895583
Long
EC
CORP
FR
N
2
N
N
N
PETROLEO BRASILEIRO SA
N/A
PETROLEO BRASILEIRO SA
P78331132
651100.00000000
NS
5200978.25000000
0.170597347754
Long
EC
CORP
BR
N
2
N
N
N
BCE Inc.
5493001I9203PRB5KR45
BCE INC
05534B760
269849.00000000
NS
10625724.45000000
0.348534510625
Long
EC
CORP
CA
N
1
N
N
N
Interconexion Electrica S.A. E.S.P.
5493007GMWK7ZHVQ5362
INTERCONEXION ELECTRICA SA ESP
N/A
163088.00000000
NS
650808.04000000
0.021347162049
Long
EC
CORP
CO
N
2
N
N
N
MINI MSCI EAFE INDEX FUTURE MAR24
N/A
MINI MSCI EAFE INDEX FUTURE MAR24
N/A
-5632.00000000
NC
USD
-24153862.88000000
-0.79227113578
N/A
DE
US
N
1
ICE FUTURES U.S.
5493004R83R1LVX2IL36
Short
NYL - MSCI EAFE MINI INDEX Mar 2024
MFSH24
2024-03-15
-610121977.12000000
USD
-24153862.88000000
N
N
N
ASE Technology Holding Co., Ltd.
300300GO8QHPMV87NZ73
ASE TECHNOLOGY HOLDING CO LTD
N/A
1797000.00000000
NS
7876294.75000000
0.258350435224
Long
EC
CORP
TW
N
2
N
N
N
CHINA MERCHANTS SECURITIES CO.,LTD
30030060IEIMX476KH87
CHINA MERCHANTS SECURITIES CO LTD
N/A
2317600.00000000
NS
1896998.98000000
0.062223485491
Long
EC
CORP
CN
Y
2
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
94904.00000000
NS
USD
6664158.88000000
0.218591152528
Long
EC
CORP
US
N
1
N
N
N
Grupo Aeroportuario del Centro Norte S.A.B. de C.V.
529900HUSBARAFSXJ605
GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV
N/A
360403.00000000
NS
3815881.92000000
0.125164787008
Long
EC
CORP
MX
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
BLACKSTONE INC
09260D107
42416.00000000
NS
USD
5553102.72000000
0.182147386568
Long
EC
CORP
US
N
1
N
N
N
CHINA MINSHENG BANKING CORP., LTD.
549300HBUGSQD1VCXG94
CHINA MINSHENG BANKING CORP LTD
N/A
4977000.00000000
NS
1689672.67000000
0.055422972798
Long
EC
CORP
CN
N
2
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK DECKER INC
854502101
48869.00000000
NS
USD
4794048.90000000
0.157249653436
Long
EC
CORP
US
N
1
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC
N/A
649242.00000000
NS
8744467.26000000
0.286827371769
Long
EC
CORP
GB
N
2
N
N
N
AVISTA CORPORATION
Q0IK63NITJD6RJ47SW96
AVISTA CORP
05379B107
279348.00000000
NS
USD
9983897.52000000
0.327481938068
Long
EC
CORP
US
N
1
N
N
N
POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA
QLPCKOOKVX32FUELX240
POWSZECHNY ZAKLAD UBEZPIECZEN SA
N/A
733889.00000000
NS
8820766.31000000
0.289330057791
Long
EC
CORP
PL
N
2
N
N
N
WPG HOLDINGS LIMITED
N/A
WPG HOLDINGS LTD
N/A
2270000.00000000
NS
6031845.11000000
0.197850621242
Long
EC
CORP
TW
N
2
N
N
N
POSTE ITALIANE - SOCIETA PER AZIONI
815600354DEDBD0BA991
POSTE ITALIANE SPA
N/A
615341.00000000
NS
6993476.74000000
0.229393111464
Long
EC
IT
Y
2
N
N
N
MOBIL'NYE TELESISTEMY PAO
2534008FX8EXH1FMJA74
Mobile TeleSystems Public Join
N/A
2330210.00000000
NS
61875.63000000
0.002029583255
Long
EC
CORP
RU
Y
3
N
N
N
SANDY SPRING BANCORP, INC.
N/A
SANDY SPRING BANCORP
800363103
170080.00000000
NS
USD
4632979.20000000
0.151966404343
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746101
130534.00000000
NS
USD
6424883.48000000
0.210742677364
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020107
105114.00000000
NS
USD
7514599.86000000
0.246486476952
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERCOTERRA ENERGY INC
127097103
177167.00000000
NS
USD
4521301.84000000
0.148303273965
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172109
99628.00000000
NS
USD
9373002.24000000
0.307443954921
Long
EC
CORP
US
N
1
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOELLER MAERSK A S
N/A
2138.00000000
NS
3849135.32000000
0.126255532166
Long
EC
CORP
DK
N
2
N
N
N
ASSICURAZIONI GENERALI SOCIETA PER AZIONI
549300X5UKJVE386ZB61
ASSICURAZIONI GENERALI SPA
N/A
371802.00000000
NS
7854198.11000000
0.257625643080
Long
EC
CORP
IT
N
2
N
N
N
PETRONAS CHEMICALS GROUP BERHAD
N/A
PETRONAS CHEMICALS GROUP BHD
N/A
2737700.00000000
NS
4269419.08000000
0.140041264640
Long
EC
CORP
MY
N
2
N
N
N
China Galaxy Securities Co., Ltd.
3003008KFQXO06OK8582
CHINA GALAXY SECURITIES CO LTD
N/A
6295500.00000000
NS
3330611.47000000
0.109247425363
Long
EC
CORP
CN
N
2
N
N
N
NORTHWESTERN CORPORATION
3BPWMBHR1R9SHUN7J795
NORTHWESTERN CORP
668074305
214749.00000000
NS
USD
10928576.61000000
0.358468367829
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
91269.00000000
NS
6205367.87000000
0.203542343300
Long
EC
CORP
FR
N
2
N
N
N
CHINA VANKE CO., LTD.
529900E66UJ2DWY7KW55
CHINA VANKE CO LTD
N/A
3758500.00000000
NS
3478702.47000000
0.114104959967
Long
EC
CORP
CN
N
2
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334104
122664.00000000
NS
USD
7990332.96000000
0.262091003870
Long
EC
CORP
US
N
1
N
N
N
MGE ENERGY, INC.
N/A
MGE ENERGY INC
55277P104
131955.00000000
NS
USD
9541666.05000000
0.312976298504
Long
EC
CORP
US
N
1
N
N
N
China Railway Signal & Communication Corporation Limited
529900GK68ZHDM38WD21
CHINA RAILWAY SIGNAL COMMUNICATION CORP LTD
N/A
6889000.00000000
NS
2294872.61000000
0.075274143032
Long
EC
CORP
CN
Y
2
N
N
N
Kimberly-Clark de Mexico, S.A.B. de C.V.
549300JGHL56QT00KT54
KIMBERLY CLARK DE MEXICO SAB DE CV
N/A
3504354.00000000
NS
7878501.13000000
0.258422806720
Long
EC
CORP
MX
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
N/A
481850.00000000
NS
6849373.63000000
0.224666383685
Long
EC
CORP
FR
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
N/A
1807067.00000000
NS
5032444.89000000
0.165069283062
Long
EC
CORP
GB
N
2
N
N
N
TRUSTMARK CORPORATION
5493000HPQ4D2RZ79739
TRUSTMARK CORP
898402102
128200.00000000
NS
USD
3574216.00000000
0.117237900370
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDUSTRIES NV
N53745100
65942.00000000
NS
USD
6269765.36000000
0.205654646115
Long
EC
CORP
NL
N
1
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC
655664100
221203.00000000
NS
USD
4081195.35000000
0.133867335895
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC OH
446150104
373670.00000000
NS
USD
4753082.40000000
0.155905910796
Long
EC
CORP
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC
48203R104
222026.00000000
NS
USD
6545326.48000000
0.214693329600
Long
EC
CORP
US
N
1
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD
N/A
1072000.00000000
NS
8857330.53000000
0.290529401194
Long
EC
CORP
HK
N
2
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
119258.00000000
NS
USD
8912150.34000000
0.292327546416
Long
EC
CORP
US
N
1
N
N
N
GUESS ?, INC.
549300QVH3ZK2DW0KP86
GUESS INC
401617105
188000.00000000
NS
USD
4335280.00000000
0.142201569439
Long
EC
CORP
US
N
1
N
N
N
Enel Chile S.A.
549300YM5CWCAUVOPB53
ENERSIS CHILE
N/A
68640908.00000000
NS
4448321.16000000
0.145909433836
Long
EC
CORP
CL
N
2
N
N
N
PTT Public Company Limited
549300QOGMPTKB6W7G56
PTT PCL
N/A
9819600.00000000
NS
10267918.70000000
0.336798120079
Long
EC
CORP
TH
N
2
N
N
N
NASDAQ 100 E MINI FUTURE MAR24
N/A
NASDAQ 100 E MINI FUTURE MAR24
N/A
6139.00000000
NC
USD
86351137.63000000
2.832404664494
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Long
NASDAQ 100 E-MINI Mar 2024
NQH24
2024-03-15
2003794192.37000000
USD
86351137.63000000
N
N
N
ANZ GROUP HOLDINGS LIMITED
9845005D9C6BAA10BK72
ANZ GROUP HOLDINGS LTD
N/A
488431.00000000
NS
8627725.50000000
0.282998123949
Long
EC
CORP
AU
N
2
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
51640.00000000
NS
USD
8002650.80000000
0.262495041482
Long
EC
CORP
US
N
1
N
N
N
MILLERKNOLL, INC.
U98HXD3PNK7HYU2MU887
MILLERKNOLL INC
600544100
249192.00000000
NS
USD
6648442.56000000
0.218075641333
Long
EC
CORP
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
213597.00000000
NS
USD
7668132.30000000
0.251522496293
Long
EC
CORP
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP
018802108
158164.00000000
NS
USD
8113813.20000000
0.266141280651
Long
EC
CORP
US
N
1
N
N
N
J & J SNACK FOODS CORP.
N/A
J J SNACK FOODS CORP
466032109
11548.00000000
NS
USD
1930132.72000000
0.063310305680
Long
EC
CORP
US
N
1
N
N
N
INSPERITY, INC.
5299000Q0KW7HY5DB751
INSPERITY INC
45778Q107
60050.00000000
NS
USD
7039061.00000000
0.230888321303
Long
EC
CORP
US
N
1
N
N
N
SINGAPORE TELECOMMUNICATIONS LIMITED
2549003XJKIQO8YDYD89
SINGAPORE TELECOMMUNICATIONS LTD
N/A
5178200.00000000
NS
9696191.12000000
0.318044877113
Long
EC
CORP
SG
N
2
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122108
142279.00000000
NS
USD
7300335.49000000
0.239458388873
Long
EC
CORP
US
N
1
N
N
N
GMK NORIL'SKIY NIKEL' PAO
253400JPTEEW143W3E47
MMC NORILSK NICKEL PJSC
N/A
14877.00000000
NS
33854.31000000
0.001110455614
Long
EC
CORP
RU
Y
3
N
N
N
H&E EQUIPMENT SERVICES, INC.
254900KVLRCDMQRYY541
H E EQUIPMENT SERVICES INC
404030108
107182.00000000
NS
USD
5607762.24000000
0.183940274116
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
36617.00000000
NS
USD
6241733.82000000
0.204735183247
Long
EC
CORP
US
N
1
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA
N/A
629391.00000000
NS
7226393.61000000
0.237033020411
Long
EC
CORP
NO
N
2
N
N
N
HENDERSON LAND DEVELOPMENT COMPANY LIMITED
529900SYQB7IVR9QGN76
HENDERSON LAND DEVELOPMENT CO LTD
N/A
1969000.00000000
NS
6063644.47000000
0.198893672417
Long
EC
CORP
HK
N
2
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
388944.00000000
NS
6596145.93000000
0.216360258968
Long
EC
CORP
IT
N
2
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477103
68192.00000000
NS
USD
5282152.32000000
0.173259939363
Long
EC
CORP
US
N
1
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC
354613101
212018.00000000
NS
USD
6316016.22000000
0.207171721109
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
237879.00000000
NS
USD
3425457.60000000
0.112358474370
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
30278.00000000
NS
USD
8720669.56000000
0.286046783136
Long
EC
CORP
US
N
1
N
N
N
M.D.C. HOLDINGS, INC.
5299005FV4VNV75R8R35
MDC HOLDINGS INC
552676108
143157.00000000
NS
USD
7909424.25000000
0.259437116337
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
142170.00000000
NS
USD
7313224.80000000
0.239881171279
Long
EC
CORP
US
N
1
N
N
N
AMBEV S.A.
549300TH5Q6VRP8OT012
AMBEV SA
N/A
4056200.00000000
NS
11403582.67000000
0.374049047099
Long
EC
CORP
BR
N
2
N
N
N
FIRST INTERSTATE BANCSYSTEM, INC.
549300WRWYTYX0RCNJ43
FIRST INTERSTATE BANCSYS A
32055Y201
218982.00000000
NS
USD
6733696.50000000
0.220872056806
Long
EC
CORP
US
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC
74144T108
44453.00000000
NS
USD
4787143.57000000
0.157023151627
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
N/A
5659281.00000000
NS
4941528.13000000
0.162087121366
Long
EC
CORP
GB
N
2
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
40050.00000000
NS
USD
8434530.00000000
0.276661116118
Long
EC
CORP
US
N
1
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES LTD
N/A
50000.00000000
NS
541089.35000000
0.017748278029
Long
EC
CORP
HK
N
2
N
N
N
TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI
8156009E94ED54DE7C31
TERNA SPA
N/A
971015.00000000
NS
8099756.51000000
0.265680206999
Long
EC
CORP
IT
N
2
N
N
N
MSILF Government Portfolio
N/A
MSILF GOVERNMENT-INST
61747C707
4708869.54000000
NS
USD
4708869.53999999
0.154455684263
Long
STIV
RF
US
N
1
N
N
RHB BANK BERHAD
549300ZHRPSV7QIUJT80
RHB CAPITAL BHD
N/A
2306100.00000000
NS
2737623.06000000
0.089796805665
Long
EC
CORP
MY
N
2
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
064149107
178130.00000000
NS
8671888.44000000
0.284446713055
Long
EC
CORP
CA
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
96537.00000000
NS
USD
7622561.52000000
0.250027728611
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORP
483007704
41500.00000000
NS
USD
2954385.00000000
0.096906816567
Long
EC
CORP
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO
736508847
221315.00000000
NS
USD
9591792.10000000
0.314620483650
Long
EC
CORP
US
N
1
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
352811.00000000
NS
USD
9561178.10000000
0.313616313482
Long
EC
CORP
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC
126349109
2542.00000000
NS
USD
135259.82000000
0.004436658920
Long
EC
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773100
154560.00000000
NS
USD
5330774.40000000
0.174854792772
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA
N/A
758117.00000000
NS
5097923.10000000
0.167217034586
Long
EC
CORP
NO
N
2
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
22574.00000000
NS
USD
5076441.12000000
0.166512403912
Long
EC
CORP
US
N
1
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ
N/A
396356.00000000
NS
5724254.21000000
0.187761328572
Long
EC
CORP
FI
N
2
N
N
N
CHINA CITIC BANK CORPORATION LIMITED
300300C1030211000384
CHINA CITIC BANK CORP LTD
N/A
24457000.00000000
NS
11535026.53000000
0.378360538672
Long
EC
CORP
CN
N
2
N
N
N
FRESH DEL MONTE PRODUCE INC.
529900I72V9F0FEZR228
FRESH DEL MONTE PRODUCE INC
G36738105
304473.00000000
NS
USD
7992416.25000000
0.262159337889
Long
EC
CORP
KY
N
1
N
N
N
TELSTRA GROUP LIMITED
894500WRW54CVN62K416
TELSTRA CORPORATION LTD
N/A
4098522.00000000
NS
11072937.08000000
0.363203537276
Long
EC
CORP
AU
N
2
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
97383.00000000
NS
USD
9450046.32000000
0.309971078680
Long
EC
CORP
US
N
1
N
N
N
KENNAMETAL INC.
549300GZDSG25XUV0Y08
KENNAMETAL INC
489170100
233049.00000000
NS
USD
6010333.71000000
0.197145025561
Long
EC
CORP
US
N
1
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
KELLANOVA
487836108
170215.00000000
NS
USD
9516720.65000000
0.312158064150
Long
EC
CORP
US
N
1
N
N
N
POLYUS PAO
549300FUXVT7TF6ZKV71
POLYUS PJSC
N/A
34403.00000000
NS
43242.82000000
0.001418408239
Long
EC
CORP
RU
Y
3
N
N
N
KINETIK HOLDINGS INC.
N/A
KINETIK HOLDINGS INC
02215L209
192392.00000000
NS
USD
6425892.80000000
0.210775784081
Long
EC
CORP
US
N
1
N
N
COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
N/A
200507.00000000
NS
7202555.92000000
0.236251120066
Long
EC
CORP
FR
N
2
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC
N/A
360936.00000000
NS
8309961.95000000
0.272575158069
Long
EC
CORP
GB
N
2
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV
N/A
141125.00000000
NS
5576631.83000000
0.182919165178
Long
EC
CORP
NL
N
2
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
580781.00000000
NS
USD
6289858.23000000
0.206313712576
Long
EC
CORP
US
N
1
N
N
N
SINGAPORE AIRLINES LIMITED
549300ZG62N2599PWR15
SINGAPORE AIRLINES LTD
N/A
1406800.00000000
NS
6987082.36000000
0.229183369331
Long
EC
CORP
SG
N
2
N
N
N
DAIWA HOUSE INDUSTRY CO.,LTD.
353800K9WXR9XRZJZI46
DAIWA HOUSE INDUSTRY CO LTD
N/A
11800.00000000
NS
356769.24000000
0.011702391969
Long
EC
CORP
JP
N
2
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887102
311148.00000000
NS
USD
8917501.68000000
0.292503075782
Long
EC
CORP
US
N
1
N
N
N
SWIRE PACIFIC LIMITED
549300KZOZHII0DGF611
SWIRE PACIFIC LTD CL A
N/A
650000.00000000
NS
5505481.46000000
0.180585361068
Long
EC
CORP
HK
N
2
N
N
N
WK KELLOGG CO
529900SWC935GFWUJ804
WK KELLOGG CO
92942W107
39491.00000000
NS
USD
518911.74000000
0.017020829987
Long
EC
CORP
US
N
1
N
N
N
TELUS Corporation
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971M103
517519.00000000
NS
9210580.44000000
0.302116355579
Long
EC
CORP
CA
N
1
N
N
CVR ENERGY, INC.
529900SOYZIXZBTXB558
CVR ENERGY INC
12662P108
149527.00000000
NS
USD
4530668.10000000
0.148610496768
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
N/A
11660132.00000000
NS
7070941.62000000
0.231934037889
Long
EC
CORP
GB
N
2
N
N
N
ARCHROCK INC.
549300K3RIHMHDVFTL28
ARCHROCK INC
03957W106
450958.00000000
NS
USD
6944753.20000000
0.227794930064
Long
EC
CORP
US
N
1
N
N
N
Formosa Plastics Corporation
254900KM6G17UTG1QN82
FORMOSA PLASTICS CORP
N/A
5404000.00000000
NS
13941957.05000000
0.457310294507
Long
EC
CORP
TW
N
2
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
138549.00000000
NS
USD
4591513.86000000
0.150606299246
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes Benz Group AG
N/A
84566.00000000
NS
5834087.49000000
0.191363971260
Long
EC
CORP
DE
N
2
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN BRANDS INC
094235108
214094.00000000
NS
USD
6026746.10000000
0.197683368556
Long
EC
CORP
US
N
1
N
N
N
IMPALA PLATINUM HOLDINGS LIMITED
254900BZFIFB4PD2Z778
IMPALA PLATINUM HOLDINGS LTD
N/A
882725.00000000
NS
4385390.19000000
0.143845234361
Long
EC
CORP
ZA
N
2
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
PETROLEO BRASILEIRO SA
N/A
724300.00000000
NS
5528206.81000000
0.181330775536
Long
EC
CORP
BR
N
2
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
BANCO DE CHILE
N/A
60398965.00000000
NS
7102082.60000000
0.232955493534
Long
EC
CORP
CL
N
2
N
N
N
VALE S.A.
254900SMTWBX7RU2SR20
VALE SA
N/A
440400.00000000
NS
6977797.69000000
0.228878822763
Long
EC
CORP
BR
N
2
N
N
N
Koninklijke KPN N.V.
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV
N/A
3233921.00000000
NS
11139775.08000000
0.365395891287
Long
EC
CORP
NL
N
2
N
N
N
B. RILEY FINANCIAL, INC.
N/A
B RILEY FINANCIAL INC
05580M108
57474.00000000
NS
USD
1206379.26000000
0.039570460065
Long
EC
CORP
US
N
1
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI INDUSTRIES
50189K103
45625.00000000
NS
USD
5735518.75000000
0.188130816879
Long
EC
CORP
US
N
1
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
REALTEK SEMICONDUCTOR CORP
N/A
446000.00000000
NS
6840603.51000000
0.224378714878
Long
EC
CORP
TW
N
2
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC
665531307
121162.00000000
NS
USD
4491475.34000000
0.147324934594
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
42570.00000000
NS
USD
4941099.90000000
0.162073074989
Long
EC
CORP
US
N
1
N
N
N
Grupo Mexico, S.A.B. de C.V.
529900JWLZAYET2ZGW20
GRUPO MEXICO SAB DE CV SERIES B
N/A
1001111.00000000
NS
5553341.62000000
0.182155222730
Long
EC
CORP
MX
N
1
N
N
N
Anglo American Platinum Limited
529900RORCZ0E5S5FX81
ANGLO AMERICAN PLATINUM LTD
N/A
35814.00000000
NS
1880548.39000000
0.061683889498
Long
EC
CORP
ZA
N
2
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO GROUP NV
N/A
291441.00000000
NS
4382242.65000000
0.143741991865
Long
EC
CORP
NL
Y
2
N
N
N
WEIS MARKETS, INC.
N/A
WEIS MARKETS INC
948849104
53400.00000000
NS
USD
3415464.00000000
0.112030674181
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832Q109
114771.00000000
NS
USD
4237345.32000000
0.138989212867
Long
EC
CORP
US
N
1
N
N
N
Orbia Advance Corporation S.A.B. de CV
549300MVHZ20SBIOEQ79
ORBIA ADVANCE CORP SAB DE CV
N/A
870959.00000000
NS
1929878.52000000
0.063301967663
Long
EC
CORP
MX
N
1
N
N
N
BANNER CORPORATION
N/A
BANNER CORP
06652V208
114100.00000000
NS
USD
6111196.00000000
0.200453410703
Long
EC
CORP
US
N
1
N
N
N
Intouch Holdings Public Company Limited
529900UDPDZWDBCCDO79
INTOUCH HOLDINGS PCL
N/A
4662200.00000000
NS
9759289.48000000
0.320114567149
Long
EC
CORP
TH
N
2
N
N
N
INVESCO GOVERNMENT & AGENCY PORTFOLIO
N/A
INVESCO GVT & AGNCY-INST
825252885
4741486.53000000
NS
USD
4741486.53000000
0.155525554530
Long
STIV
RF
US
N
1
N
N
ENGIE Brasil Energia S.A.
52990057Q0EK2Q9YBC07
ENGIE BRASIL ENERGIA SA
N/A
1133100.00000000
NS
10575072.88000000
0.346873087891
Long
EC
CORP
BR
N
2
N
N
N
Komercni banka, a.s.
IYKCAVNFR8QGF00HV840
KOMERCNI BANKA AS
N/A
109845.00000000
NS
3559129.96000000
0.116743062997
Long
EC
CORP
CZ
N
2
N
N
N
NEPI ROCKCASTLE N.V.
549300FMWM53K9ULYT15
NEPI ROCKCASTLE N V
N/A
1510926.00000000
NS
10349192.34000000
0.339463977685
Long
EC
CORP
NL
N
2
N
N
N
PetroChina Company Limited
529900RPY4YG47TRSV05
PETROCHINA CO LTD
N/A
9004000.00000000
NS
5949983.45000000
0.195165475985
Long
EC
CORP
CN
N
2
N
N
N
PREMIER, INC.
N/A
PREMIER INC
74051N102
299290.00000000
NS
USD
6692124.40000000
0.219508449873
Long
EC
CORP
US
N
1
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
218964.00000000
NS
USD
7626516.12000000
0.250157443491
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM KYMMENE OYJ
N/A
181524.00000000
NS
6846292.05000000
0.224565304744
Long
EC
CORP
FI
N
2
N
N
N
PARK NATIONAL CORPORATION
5493001T01TDELV5OO63
PARK NATIONAL CORP
700658107
21100.00000000
NS
USD
2803346.00000000
0.091952584581
Long
EC
CORP
US
N
1
N
N
N
ATLANTIC UNION BANKSHARES CORPORATION
N/A
ATLANTIC UNION BANKSHARES
04911A107
176821.00000000
NS
USD
6461039.34000000
0.211928626146
Long
EC
CORP
US
N
1
N
N
N
TTEC HOLDINGS, INC.
GTJS1N8S8I28A7L4WG97
TTEC HOLDINGS INC
89854H102
168412.00000000
NS
USD
3649488.04000000
0.119706899425
Long
EC
CORP
US
N
1
N
N
N
WAN HAI LINES LTD.
N/A
WAN HAI LINES LTD
N/A
3326000.00000000
NS
5951395.20000000
0.195211782813
Long
EC
CORP
TW
N
2
N
N
N
CRESCENT ENERGY COMPANY
N/A
CRESCENT ENERGY INC
44952J104
363226.00000000
NS
USD
4798215.46000000
0.157386320819
Long
EC
CORP
US
N
1
N
N
EXXARO RESOURCES LIMITED
378900BC3D9BFF4E4A37
EXXARO RESOURCES LTD
N/A
622499.00000000
NS
6991634.32000000
0.229332678224
Long
EC
CORP
ZA
N
2
N
N
N
MAGNITOGORSK IRON STEEL WORKS PJSC
N/A
MAGNITOGORSK IRON STEEL WORKS PJSC
N/A
4673660.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
Y
3
N
N
N
INTER RAO YEES PAO
253400PMFKF8Q8G1FA17
INTER RAO UES PJSC
N/A
128274200.00000000
NS
41308.64000000
0.001354965178
Long
EC
CORP
RU
Y
3
N
N
N
SHUTTERSTOCK, INC.
529900G2TDIS56V0LO22
SHUTTERSTOCK INC
825690100
112712.00000000
NS
USD
5441735.36000000
0.178494424504
Long
EC
CORP
US
N
1
N
N
N
TRINITY INDUSTRIES, INC.
R1JB4KXN77XFCXOQKV49
TRINITY INDUSTRIES INC
896522109
230821.00000000
NS
USD
6137530.39000000
0.201317205334
Long
EC
CORP
US
N
1
N
N
N
TURKIYE PETROL RAFINERILERI ANONIM SIRKETI
789000RCNG97UV50EE03
TURKIYE PETROL RAFINERILERI AS
N/A
571361.00000000
NS
2771771.57000000
0.090916911337
Long
EC
CORP
TR
N
2
N
N
N
PLDT Inc.
254900ADE8GQHM5P2648
PLDT INC
N/A
151400.00000000
NS
3497305.59000000
0.114715161121
Long
EC
CORP
PH
N
2
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY CLARK CORP
494368103
80736.00000000
NS
USD
9810231.36000000
0.321785512344
Long
EC
CORP
US
N
1
N
N
N
KT&G Corporation
988400ZJV6ISYBLQX875
KT G CORP
N/A
12506.00000000
NS
842637.24000000
0.027639353858
Long
EC
CORP
KR
N
2
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
5493007O3QFXCPOGWK22
OVERSEA CHINESE BANKING CORP LTD
N/A
1129900.00000000
NS
11120500.38000000
0.364763661629
Long
EC
CORP
SG
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
N/A
576600.00000000
NS
5506559.95000000
0.180620736631
Long
EC
CORP
JE
N
2
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
47008.00000000
NS
USD
6694879.36000000
0.219598815347
Long
EC
CORP
US
N
1
N
N
N
ANHUI CONCH CEMENT COMPANY LIMITED
300300JVKW56SSAEQZ33
ANHUI CONCH CEMENT CO LTD
N/A
1993000.00000000
NS
4602314.68000000
0.150960577068
Long
EC
CORP
CN
N
2
N
N
N
RIO TINTO LIMITED
529900X2VMAQT2PE0V24
RIO TINTO LIMITED
N/A
85221.00000000
NS
7889552.75000000
0.258785311035
Long
EC
CORP
AU
N
2
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
221940.00000000
NS
USD
8136320.40000000
0.266879539578
Long
EC
CORP
US
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMM
136069101
201602.00000000
NS
9708059.17000000
0.318434161158
Long
EC
CORP
CA
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156109
40124.00000000
NS
USD
6536600.84000000
0.214407119782
Long
EC
CORP
US
N
1
N
N
N
THE HONG KONG AND CHINA GAS COMPANY LIMITED
254900P7BETXGC7YU827
HONG KONG CHINA GAS CO LTD
N/A
9440000.00000000
NS
7238716.50000000
0.237437223669
Long
EC
CORP
HK
N
2
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP
7591EP100
256276.00000000
NS
USD
4966628.88000000
0.162910451357
Long
EC
CORP
US
N
1
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
126208.00000000
NS
USD
8849704.96000000
0.290279274785
Long
EC
CORP
US
N
1
N
N
N
PAPA JOHN'S INTERNATIONAL, INC.
HZYLD3DK5XOX0WBVNB56
PAPA JOHN S INTL INC
698813102
83930.00000000
NS
USD
6397983.90000000
0.209860343929
Long
EC
CORP
US
N
1
N
N
N
China Steel Corporation
529900D3N7UIJMVJ9120
CHINA STEEL CORP
N/A
3806000.00000000
NS
3347584.76000000
0.109804166444
Long
EC
CORP
TW
N
2
N
N
N
NORTHWEST BANCSHARES, INC.
N/A
NORTHWEST BANCSHARES INC
667340103
747493.00000000
NS
USD
9328712.64000000
0.305991211238
Long
EC
CORP
US
N
1
N
N
N
SNAM S.P.A.
8156002278562044AF79
SNAM SPA
N/A
1483960.00000000
NS
7633828.09000000
0.250397283504
Long
EC
CORP
IT
N
2
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
84231.00000000
NS
USD
5570196.03000000
0.182708064427
Long
EC
CORP
US
N
1
N
N
N
TENAGA NASIONAL BERHAD
549300FV8X6UID6I1413
TENAGA NASIONAL BHD
N/A
4906800.00000000
NS
10731849.22000000
0.352015510434
Long
EC
CORP
MY
N
2
N
N
N
AFRICAN RAINBOW MINERALS LIMITED
529900L3TPSCK8ZVZ589
AFRICAN RAINBOW MINERALS LTD
N/A
326162.00000000
NS
3565461.00000000
0.116950727513
Long
EC
CORP
ZA
N
2
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251V102
73113.00000000
NS
USD
5751799.71000000
0.188664848836
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005N100
6624.00000000
NS
USD
231310.08000000
0.007587204610
Long
EC
CORP
US
N
1
N
N
N
NORTHWEST NATURAL HOLDING COMPANY
N/A
NORTHWEST NATURAL HOLDING CO
66765N105
249079.00000000
NS
USD
9699136.26000000
0.318141480684
Long
EC
CORP
US
N
1
N
N
N
Thai Oil Public Company Limited
549300HG5527UPZLTT69
THAI OIL PCL
N/A
4794100.00000000
NS
7515899.28000000
0.246529099243
Long
EC
CORP
TH
N
2
N
N
N
SIMMONS FIRST NATIONAL CORPORATION
549300IVR5AJKUVOGN05
SIMMONS FIRST NATL CORP CL A
828730200
291100.00000000
NS
USD
5775424.00000000
0.189439749446
Long
EC
CORP
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA COLA CO THE
191216100
211291.00000000
NS
USD
12451378.63000000
0.408417814506
Long
EC
CORP
US
N
1
N
N
N
Galp Energia, SGPS, S.A.
2138003319Y7NM75FG53
GALP ENERGIA SGPS SA
N/A
372364.00000000
NS
5478107.33000000
0.179687461913
Long
EC
CORP
PT
N
2
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA
N/A
168324.00000000
NS
4891480.16000000
0.160445497323
Long
EC
CORP
NO
N
2
N
N
N
MALAYAN BANKING BERHAD
5493004OT3TOY404V310
MALAYAN BANKING BHD
N/A
5465700.00000000
NS
10583565.76000000
0.347151662946
Long
EC
CORP
MY
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
TELEFONAKTIEBOLAGET LM ERICSSON
N/A
921325.00000000
NS
5800107.49000000
0.190249392887
Long
EC
CORP
SE
N
2
N
N
N
SUZANO S.A.
391200AW174YQSDMGG41
SUZANO SA
N/A
622600.00000000
NS
7092548.39000000
0.232642761802
Long
EC
CORP
BR
N
2
N
N
N
UWM HOLDINGS CORPORATION
N/A
UWM HOLDINGS CORP
91823B109
693862.00000000
NS
USD
4961113.30000000
0.162729534753
Long
EC
CORP
US
N
1
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
193430.00000000
NS
USD
5820308.70000000
0.190912013010
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA WATER SERVICE GROUP
529900QABDOBU6UVRQ36
CALIFORNIA WATER SERVICE GRP
130788102
171000.00000000
NS
USD
8869770.00000000
0.290937428394
Long
EC
CORP
US
N
1
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817M107
117562.00000000
NS
USD
6019174.40000000
0.197435009136
Long
EC
CORP
US
N
1
N
N
N
PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED
2549001O8YYGP5N7Q076
PTT EXPLOR PROD PUBLIC CO
N/A
1483800.00000000
NS
6464841.79000000
0.212053350352
Long
EC
CORP
TH
N
2
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
76261.00000000
NS
USD
7716850.59000000
0.253120505487
Long
EC
CORP
US
N
1
N
N
N
SIBANYE STILLWATER LIMITED
378900F238434B74D281
SIBANYE STILLWATER LTD
N/A
2828975.00000000
NS
3794442.58000000
0.124461554968
Long
EC
CORP
ZA
N
2
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM
N/A
619202.00000000
NS
5581996.97000000
0.183095147197
Long
EC
CORP
IL
N
2
N
N
N
Asia Cement Corporation
213800EFQXH43HMGJL59
ASIA CEMENT CORP
N/A
7786000.00000000
NS
10516558.25000000
0.344953748836
Long
EC
CORP
TW
N
2
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC
N/A
449000.00000000
NS
11597167.84000000
0.380398836500
Long
EC
CORP
JP
N
2
N
N
N
OXFORD INDUSTRIES INC
IDZ20O0XD3GS4UOI2L88
OXFORD INDUSTRIES INC
691497309
55105.00000000
NS
USD
5510500.00000000
0.180749974257
Long
EC
CORP
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC CLASS A
902494103
100433.00000000
NS
USD
5398273.75000000
0.177068839732
Long
EC
CORP
US
N
1
N
N
N
THE CHEESECAKE FACTORY INCORPORATED
529900872XMLK10SY247
CHEESECAKE FACTORY INCORPORATED
163072101
185710.00000000
NS
USD
6501707.10000000
0.213262569812
Long
EC
CORP
US
N
1
N
N
N
Banco Santander-Chile
3YJP8HORPAEXJ80D6368
BANCO SANTANDER CHILE
N/A
130152754.00000000
NS
6360720.30000000
0.208638060154
Long
EC
CORP
CL
N
2
N
N
N
Bayer Aktiengesellschaft
549300J4U55H3WP1XT59
BAYER AG
N/A
109183.00000000
NS
4050572.66000000
0.132862880686
Long
EC
CORP
DE
N
2
N
N
N
HON HAI PRECISION INDUSTRY CO., LTD.
30030004CM3GSZXX7O56
HON HAI PRECISION INDUSTRY CO LTD
N/A
2823000.00000000
NS
9606234.97000000
0.315094224396
Long
EC
CORP
TW
N
2
N
N
N
Pegatron Corporation
529900M87JQS8TUO0L66
PEGATRON CORP
N/A
3823000.00000000
NS
10864789.00000000
0.356376069695
Long
EC
CORP
TW
N
2
N
N
N
ACS, Actividades de Construccion y Servicios, S.A.
95980020140005558665
ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA
N/A
123432.00000000
NS
5481475.32000000
0.179797935392
Long
EC
CORP
ES
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
74377.00000000
NS
USD
6935655.25000000
0.227496508101
Long
EC
CORP
US
N
1
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768302
315664.00000000
NS
USD
2793626.40000000
0.091633771868
Long
EC
CORP
US
N
1
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES
N/A
223483.00000000
NS
8430710.43000000
0.276535830358
Long
EC
CORP
FR
N
2
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448103
1322.00000000
NS
USD
158930.84000000
0.005213092321
Long
EC
CORP
US
N
1
N
N
N
VERBUND AG
5299006UDSEJCTTEJS30
VERBUND AG
N/A
39258.00000000
NS
3637607.46000000
0.119317204383
Long
EC
CORP
AT
N
2
N
N
N
Otter Tail Corporation
N/A
OTTER TAIL CORP
689648103
81571.00000000
NS
USD
6931087.87000000
0.227346693417
Long
EC
CORP
US
N
1
N
N
N
Cencosud S.A.
549300NLTGCFV7482429
CENCOSUD SA
N/A
73108.00000000
NS
137466.33000000
0.004509034680
Long
EC
CORP
CL
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DHL GROUP
N/A
131858.00000000
NS
6525574.54000000
0.214045445988
Long
EC
CORP
DE
N
2
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY
189054109
42338.00000000
NS
USD
6036975.42000000
0.198018900599
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456B101
504110.00000000
NS
USD
8892500.40000000
0.291683008507
Long
EC
CORP
US
N
1
N
N
N
ORLEN SPOLKA AKCYJNA
259400VVMM70CQREJT74
ORLEN SA
N/A
464089.00000000
NS
7731904.34000000
0.253614283715
Long
EC
CORP
PL
N
2
N
N
N
S P 500 EMINI FUTURE MAR24
N/A
S P 500 EMINI FUTURE MAR24
N/A
-12242.00000000
NC
USD
-94741312.97000000
-3.10761090289
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Short
S&P 500 Future (e-Mini) Mar 2024
ESH24
2024-03-15
-2855580687.03000000
USD
-94741312.97000000
N
N
N
ENEL - SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
1068727.00000000
NS
7950059.72000000
0.260770000858
Long
EC
CORP
IT
N
2
N
N
N
NTPC LIMITED
335800Q4TRGJXNLVMB81
NTPC LTD
N/A
1434045.00000000
NS
5357975.37000000
0.175747012103
Long
EC
IN
N
2
N
N
N
POWERTECH TECHNOLOGY INC.
254900O6KNZXH2RI9Q14
POWERTECH TECHNOLOGY INC
N/A
2887000.00000000
NS
13255237.09000000
0.434785185153
Long
EC
CORP
TW
N
2
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
348727.00000000
NS
USD
4250982.13000000
0.139436514030
Long
EC
CORP
US
N
1
N
N
N
CVB FINANCIAL CORP.
N/A
CVB FINANCIAL CORP
126600105
260949.00000000
NS
USD
5268560.31000000
0.172814107686
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
73437.00000000
NS
5099198.21000000
0.167258859484
Long
EC
CORP
FR
N
2
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871X109
244422.00000000
NS
USD
5294180.52000000
0.173654476490
Long
EC
CORP
US
N
1
N
N
N
PACIFIC PREMIER BANCORP, INC.
549300Q1KIC3KLI0XG98
PACIFIC PREMIER BANCORP INC
69478X105
215362.00000000
NS
USD
6269187.82000000
0.205635702219
Long
EC
CORP
US
N
1
N
N
N
ASR Nederland N.V.
7245000G0HS48PZWUD53
ASR NEDERLAND NV
N/A
141798.00000000
NS
6697624.91000000
0.219688872165
Long
EC
CORP
NL
N
2
N
N
N
2024-01-30
Victory Portfolios II
Allan Shaer
Allan Shaer
Treasurer