0001752724-22-187460.txt : 20220823
0001752724-22-187460.hdr.sgml : 20220823
20220823133218
ACCESSION NUMBER: 0001752724-22-187460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 221186701
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000067312
NVIT U.S. 130/30 Equity Fund
C000216457
Class Y
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000067312
C000216457
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT U.S. 130/30 Equity Fund
S000067312
549300ULEV0UFTRLE172
2022-12-31
2022-06-30
N
1052635214.68
785490.51
1051849724.17
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8418819.51999999
N
N/A
N/A
ETRS
N/A
-164773.00000000
PA
USD
184545.76000000
0.017544878869
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Southwestern Energy Co.
Southwestern Energy Co.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1029831.00000000
USD
184545.76000000
N
N
N
N/A
N/A
ETRS
N/A
2178.00000000
PA
USD
-343.03000000
-0.00003261207
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Huntsman Corp.
Huntsman Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
62209.00000000
USD
-343.03000000
N
N
N
N/A
N/A
ETRS
N/A
-60015.00000000
PA
USD
216654.15000000
0.020597443248
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Blackstone, Inc.
Blackstone, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5475168.00000000
USD
216654.15000000
N
N
N
N/A
N/A
ETRS
N/A
109905.00000000
PA
USD
106607.85000000
0.010135273846
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Microsoft Corp.
Microsoft Corp.
Y
2022-08-31
0.00000000
USD
0.00000000
USD
28295042.00000000
USD
106607.85000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
309628.00000000
NS
USD
8551925.36000000
0.813036802072
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-285520.00000000
PA
USD
274099.20000000
0.026058779472
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Kite Realty Group Trust
Kite Realty Group Trust
Y
2023-05-31
0.00000000
USD
0.00000000
USD
4936641.00000000
USD
274099.20000000
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
243216.00000000
NS
USD
18873561.60000000
1.794321105602
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-9666.00000000
PA
USD
79937.82000000
0.007599737696
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Insulet Corp.
Insulet Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2106608.00000000
USD
79937.82000000
N
N
N
N/A
N/A
ETRS
N/A
-212372.00000000
PA
USD
180516.20000000
0.017161786123
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Bentley Systems, Inc., Class B
Bentley Systems, Inc., Class B
Y
2023-06-30
0.00000000
USD
0.00000000
USD
7078359.00000000
USD
180516.20000000
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
90409.00000000
NS
USD
4738335.69000000
0.450476487384
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
33722.00000000
NS
USD
1248388.44000000
0.118685056554
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
36711.00000000
NS
USD
8650580.04000000
0.822415963157
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
74971.00000000
NS
USD
7306673.66000000
0.694649957318
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
114378.00000000
NS
USD
5821840.20000000
0.553485927335
Long
EC
CORP
US
N
1
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
75219.00000000
NS
USD
6631307.04000000
0.630442437510
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
583.00000000
PA
USD
-268.18000000
-0.00002549603
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Cirrus Logic, Inc.
Cirrus Logic, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
42291.00000000
USD
-268.18000000
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
151219.00000000
NS
USD
16071555.32000000
1.527932645766
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
250251.00000000
NS
USD
17477529.84000000
1.661599507837
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
66804.00000000
NS
USD
2575962.24000000
0.244898313970
Long
EC
CORP
US
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
38468.00000000
NS
USD
5594016.56000000
0.531826593804
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-7188.00000000
PA
USD
11716.44000000
0.001113889154
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
TJX Cos., Inc. (The)
TJX Cos., Inc. (The)
Y
2023-07-31
0.00000000
USD
0.00000000
USD
401450.00000000
USD
11716.44000000
N
N
N
N/A
N/A
ETRS
N/A
16557.00000000
PA
USD
24835.50000000
0.002361126254
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Everest Re Group Ltd.
Everest Re Group Ltd.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
4667915.00000000
USD
24835.50000000
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
99971.00000000
NS
USD
10617919.91000000
1.009452174204
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
16275.00000000
PA
USD
13182.75000000
0.001253292147
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Post Holdings, Inc.
Post Holdings, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
1340246.00000000
USD
13182.75000000
N
N
N
N/A
N/A
ETRS
N/A
-69701.00000000
PA
USD
84338.21000000
0.008018085479
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Schlumberger NV
Schlumberger NV
Y
2023-07-31
0.00000000
USD
0.00000000
USD
2492508.00000000
USD
84338.21000000
N
N
N
N/A
N/A
ETRS
N/A
-31232.00000000
PA
USD
76206.08000000
0.007244958880
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
ICU Medical, Inc.
ICU Medical, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
5134228.00000000
USD
76206.08000000
N
N
N
N/A
N/A
ETRS
N/A
76387.00000000
PA
USD
-204717.16000000
-0.01946258627
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Coupa Software, Inc.
Coupa Software, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
4361698.00000000
USD
-204717.16000000
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
38500.00000000
NS
USD
10068135.00000000
0.957183784779
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-103248.00000000
PA
USD
-30688.04000000
-0.00291753083
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
UWM Holdings Corp.
UWM Holdings Corp.
Y
2022-09-30
0.00000000
USD
0.00000000
USD
408576.00000000
USD
-30688.04000000
N
N
N
N/A
N/A
ETRS
N/A
44789.00000000
PA
USD
12988.81000000
0.001234854152
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Sarepta Therapeutics, Inc.
Sarepta Therapeutics, Inc.
Y
2022-11-30
0.00000000
USD
0.00000000
USD
3357383.00000000
USD
12988.81000000
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
171.00000000
NS
USD
684707.94000000
0.065095604844
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-192721.00000000
PA
USD
100214.92000000
0.009527494060
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Avantor, Inc.
Avantor, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5993623.00000000
USD
100214.92000000
N
N
N
N/A
N/A
ETRS
N/A
-13844.00000000
PA
USD
33264.36000000
0.003162463157
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Block, Inc.
Block, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
850852.00000000
USD
33264.36000000
N
N
N
N/A
N/A
ETRS
N/A
123444.00000000
PA
USD
-727085.16000000
-0.06912443320
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Phillips 66
Phillips 66
Y
2023-06-30
0.00000000
USD
0.00000000
USD
10240914.00000000
USD
-727085.16000000
N
N
N
N/A
N/A
ETRS
N/A
29056.00000000
PA
USD
-235063.04000000
-0.02234758773
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Lear Corp.
Lear Corp.
Y
2022-08-31
0.00000000
USD
0.00000000
USD
3680233.00000000
USD
-235063.04000000
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
27057.00000000
NS
USD
59185834.65000000
5.626833690212
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
23257.00000000
NS
USD
4500927.21000000
0.427905917221
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
362072.00000000
NS
USD
13545113.52000000
1.287742270473
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
19002.00000000
PA
USD
-26982.84000000
-0.00256527518
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
DuPont de Nemours, Inc.
DuPont de Nemours, Inc.
Y
2022-11-30
0.00000000
USD
0.00000000
USD
1062402.00000000
USD
-26982.84000000
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corp., Class A
55825T103
13600.00000000
NS
USD
2053600.00000000
0.195237014642
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
68044.00000000
NS
USD
5578927.56000000
0.530392073297
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
38164.00000000
PA
USD
-4579.68000000
-0.00043539299
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Exelixis, Inc.
Exelixis, Inc.
Y
2023-01-31
0.00000000
USD
0.00000000
USD
794574.00000000
USD
-4579.68000000
N
N
N
N/A
N/A
ETRS
N/A
31933.00000000
PA
USD
-60034.04000000
-0.00570747309
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Bath & Body Works, Inc.
Bath & Body Works, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
866023.00000000
USD
-60034.04000000
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
49946.00000000
NS
USD
15985217.30000000
1.519724437120
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-822027.00000000
PA
USD
179335.60000000
0.017049545755
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ginkgo Bioworks Holdings, Inc.
Ginkgo Bioworks Holdings, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1956424.00000000
USD
179335.60000000
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
77213.00000000
NS
USD
1817594.02000000
0.172799781017
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
20088.00000000
NS
USD
5630264.64000000
0.535272721057
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
ETRS
N/A
27845.00000000
PA
USD
29515.70000000
0.002806075746
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Reinsurance Group of America, Inc.
Reinsurance Group of America, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
3286267.00000000
USD
29515.70000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
356603.00000000
NS
USD
48754762.16000000
4.635145215108
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-111125.00000000
PA
USD
-14446.25000000
-0.00137341386
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Grocery Outlet Holding Corp.
Grocery Outlet Holding Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4737259.00000000
USD
-14446.25000000
N
N
N
N/A
N/A
ETRS
N/A
51552.00000000
PA
USD
-107743.67999999
-0.01024325790
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Raymond James Financial, Inc.
Raymond James Financial, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
4626792.00000000
USD
-107743.68000000
N
N
N
N/A
N/A
ETRS
N/A
612594.00000000
PA
USD
214407.90000000
0.020383890880
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
AT&T, Inc.
AT&T, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
12839970.00000000
USD
214407.90000000
N
N
N
N/A
N/A
ETRS
N/A
6184.00000000
PA
USD
18984.88000000
0.001804904214
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
VeriSign, Inc.
VeriSign, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
1034769.00000000
USD
18984.88000000
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
55355.00000000
NS
USD
2468833.00000000
0.234713471256
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
8011.00000000
PA
USD
-2002.75000000
-0.00019040267
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Umpqua Holdings Corp.
Umpqua Holdings Corp.
Y
2022-08-31
0.00000000
USD
0.00000000
USD
134344.00000000
USD
-2002.75000000
N
N
N
N/A
N/A
ETRS
N/A
37586.00000000
PA
USD
11275.80000000
0.001071997238
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Expeditors International of Washington, Inc.
Expeditors International of Washington, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
3688314.00000000
USD
11275.80000000
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
126776.00000000
NS
USD
2661028.24000000
0.252985590893
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
989.00000000
PA
USD
-415.38000000
-0.00003949043
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Unum Group
Unum Group
Y
2023-06-30
0.00000000
USD
0.00000000
USD
33646.00000000
USD
-415.38000000
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
20846.00000000
NS
USD
2773143.38000000
0.263644446186
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
157286.00000000
NS
USD
19932854.78000000
1.895028759524
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
73768.00000000
NS
USD
9920320.64000000
0.943130982691
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-121215.00000000
PA
USD
329704.80000000
0.031345238052
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Shift4 Payments, Inc., Class A
Shift4 Payments, Inc., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4007368.00000000
USD
329704.80000000
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
45327.00000000
NS
USD
5745197.25000000
0.546199434955
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
493037.00000000
NS
USD
10334055.52000000
0.982465012115
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
118331.00000000
NS
USD
3084889.17000000
0.293282310116
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
29092.00000000
PA
USD
-56729.40000000
-0.00539329893
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Travel + Leisure Co.
Travel + Leisure Co.
Y
2022-08-31
0.00000000
USD
0.00000000
USD
1140988.00000000
USD
-56729.40000000
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
4279.00000000
NS
USD
639753.29000000
0.060821738628
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
14046.00000000
PA
USD
-11236.80000000
-0.00106828948
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Prudential Financial, Inc.
Prudential Financial, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
1360776.00000000
USD
-11236.80000000
N
N
N
N/A
N/A
ETRS
N/A
-212754.00000000
PA
USD
353171.64000000
0.033576244960
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
nCino, Inc.
nCino, Inc.
Y
2023-03-31
0.00000000
USD
0.00000000
USD
6578354.00000000
USD
353171.64000000
N
N
N
N/A
N/A
ETRS
N/A
-57993.00000000
PA
USD
656480.76000000
0.062412029486
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Entegris, Inc.
Entegris, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
5342895.00000000
USD
656480.76000000
N
N
N
N/A
N/A
ETRS
N/A
66751.00000000
PA
USD
30037.95000000
0.002855726375
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
ManpowerGroup, Inc.
ManpowerGroup, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
5191225.00000000
USD
30037.95000000
N
N
N
N/A
N/A
ETRS
N/A
-130110.00000000
PA
USD
83270.39999999
0.007916568126
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Option Care Health, Inc.
Option Care Health, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
3615757.00000000
USD
83270.40000000
N
N
N
N/A
N/A
ETRS
N/A
-128340.00000000
PA
USD
43635.60000000
0.004148463321
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Sunrun, Inc.
Sunrun, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
2998022.00000000
USD
43635.60000000
N
N
N
N/A
N/A
ETRS
N/A
122271.00000000
PA
USD
157729.59000000
0.014995449100
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
First American Financial Corp.
First American Financial Corp.
Y
2023-03-31
0.00000000
USD
0.00000000
USD
6532940.00000000
USD
157729.59000000
N
N
N
N/A
N/A
ETRS
N/A
-394537.00000000
PA
USD
-39453.69999999
-0.00375088751
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Fluence Energy, Inc.
Fluence Energy, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
3740211.00000000
USD
-39453.70000000
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
497414.00000000
NS
USD
9326512.50000000
0.886677277722
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
113932.00000000
PA
USD
-22786.40000000
-0.00216631705
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Invitation Homes, Inc.
Invitation Homes, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
4053701.00000000
USD
-22786.40000000
N
N
N
N/A
N/A
ETRS
N/A
-338231.00000000
PA
USD
260437.87000000
0.024759988429
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Leslie's, Inc.
Leslie's, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
5134347.00000000
USD
260437.87000000
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
469778.00000000
NS
USD
13388673.00000000
1.272869374051
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
162497.00000000
NS
USD
15547712.96000000
1.478130630520
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
3032.00000000
PA
USD
2455.92000000
0.000233485824
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Pinnacle West Capital Corp.
Pinnacle West Capital Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
224277.00000000
USD
2455.92000000
N
N
N
N/A
N/A
ETRS
N/A
-15569.00000000
PA
USD
28802.65000000
0.002738285644
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Pool Corp.
Pool Corp.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
5468300.00000000
USD
28802.65000000
N
N
N
N/A
N/A
ETRS
N/A
-49515.00000000
PA
USD
81940.22000000
0.007790107095
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
YETI Holdings, Inc.
YETI Holdings, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2142514.00000000
USD
81940.22000000
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
30804.00000000
NS
USD
2901428.76000000
0.275840616138
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
28068.00000000
PA
USD
-36488.40000000
-0.00346897462
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
OneMain Holdings, Inc.
OneMain Holdings, Inc.
Y
2022-12-30
0.00000000
USD
0.00000000
USD
1049182.00000000
USD
-36488.40000000
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
993939.00000000
NS
USD
13179631.14000000
1.252995635892
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-67154.00000000
PA
USD
60438.60000000
0.005745934862
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
NextEra Energy Partners LP
NextEra Energy Partners LP
Y
2023-07-31
0.00000000
USD
0.00000000
USD
4980141.00000000
USD
60438.60000000
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
80195.00000000
NS
USD
7170234.95000000
0.681678645270
Long
EC
CORP
US
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
15948.00000000
NS
USD
1428143.40000000
0.135774471122
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-32223.00000000
PA
USD
24811.71000000
0.002358864525
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Viasat, Inc.
Viasat, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
986990.00000000
USD
24811.71000000
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
16313.00000000
NS
USD
4561277.93000000
0.433643497278
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
15498.00000000
PA
USD
-72840.60000000
-0.00692500062
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Snowflake, Inc., Class A
Snowflake, Inc., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2155152.00000000
USD
-72840.60000000
N
N
N
N/A
N/A
ETRS
N/A
-9670.00000000
PA
USD
-11604.00000000
-0.00110319941
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Sherwin-Williams Co. (The)
Sherwin-Williams Co. (The)
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2171012.00000000
USD
-11604.00000000
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
106346.00000000
NS
USD
7599485.16000000
0.722487726656
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
108101.00000000
NS
USD
1450715.42000000
0.137920406942
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
60576.00000000
PA
USD
20595.84000000
0.001958059172
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Incyte Corp.
Incyte Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
4601959.00000000
USD
20595.84000000
N
N
N
N/A
N/A
ETRS
N/A
23112.00000000
PA
USD
170566.56000000
0.016215867730
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Molina Healthcare, Inc.
Molina Healthcare, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
6462346.00000000
USD
170566.56000000
N
N
N
N/A
N/A
ETRS
N/A
-23591.00000000
PA
USD
135099.68000000
0.012844009642
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Civitas Resources, Inc.
Civitas Resources, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1260780.00000000
USD
135099.68000000
N
N
N
N/A
N/A
ETRS
N/A
55191.00000000
PA
USD
132734.35999999
0.012619137216
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
DTE Energy Co.
DTE Energy Co.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
7044303.00000000
USD
132734.36000000
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
97318.00000000
NS
USD
7141194.84000000
0.678917784157
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
29946.00000000
NS
USD
8827481.88000000
0.839234129853
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-164815.00000000
PA
USD
278537.34999999
0.026480717121
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
ZoomInfo Technologies, Inc.
ZoomInfo Technologies, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5478451.00000000
USD
278537.35000000
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
139688.00000000
NS
USD
2908304.16000000
0.276494264643
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-56708.00000000
PA
USD
7939.12000000
0.000754777019
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Azenta, Inc.
Azenta, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
4088647.00000000
USD
7939.12000000
N
N
N
N/A
N/A
ETRS
N/A
-126420.00000000
PA
USD
259161.00000000
0.024638595613
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Webster Financial Corp.
Webster Financial Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5328603.00000000
USD
259161.00000000
N
N
N
N/A
N/A
ETRS
N/A
22482.00000000
PA
USD
-2023.38000000
-0.00019236398
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
PulteGroup, Inc.
PulteGroup, Inc.
Y
2023-03-31
0.00000000
USD
0.00000000
USD
894334.00000000
USD
-2023.38000000
N
N
N
N/A
N/A
ETRS
N/A
-44336.00000000
PA
USD
24828.16000000
0.002360428436
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Plug Power, Inc.
Plug Power, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
734648.00000000
USD
24828.16000000
N
N
N
N/A
N/A
ETRS
N/A
13721.00000000
PA
USD
-31146.67000000
-0.00296113306
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Columbia Sportswear Co.
Columbia Sportswear Co.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
986265.00000000
USD
-31146.67000000
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
113017.00000000
NS
USD
5285805.09000000
0.502524739850
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
64711.00000000
NS
USD
10828091.63000000
1.029433328847
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
26485.00000000
NS
USD
1835410.50000000
0.174493604725
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2755.00000000
PA
USD
-2975.40000000
-0.00028287310
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Cummins, Inc.
Cummins, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
537170.00000000
USD
-2975.40000000
N
N
N
N/A
N/A
ETRS
N/A
98748.00000000
PA
USD
-47399.04000000
-0.00450625587
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Park Hotels & Resorts, Inc.
Park Hotels & Resorts, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
1340998.00000000
USD
-47399.04000000
N
N
N
N/A
N/A
ETRS
N/A
3333.00000000
PA
USD
-55761.09000000
-0.00530124111
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
EPAM Systems, Inc.
EPAM Systems, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
982502.00000000
USD
-55761.09000000
N
N
N
N/A
N/A
ETRS
N/A
798848.00000000
PA
USD
-247642.88000000
-0.02354356086
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Viatris, Inc.
Viatris, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
8459800.00000000
USD
-247642.88000000
N
N
N
N/A
N/A
ETRS
N/A
-72462.00000000
PA
USD
118837.68000000
0.011297971304
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Oak Street Health, Inc.
Oak Street Health, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
1191275.00000000
USD
118837.68000000
N
N
N
N/A
N/A
ETRS
N/A
39329.00000000
PA
USD
-31463.20000000
-0.00299122576
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Grand Canyon Education, Inc.
Grand Canyon Education, Inc.
Y
2022-09-30
0.00000000
USD
0.00000000
USD
3704399.00000000
USD
-31463.20000000
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
291757.00000000
NS
USD
2398242.54000000
0.228002392822
Long
EC
CORP
US
N
1
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
18106.00000000
NS
USD
3113507.76000000
0.296003097063
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp.
5299000V56320A7RIQ67
Huntsman Corp.
447011107
198760.00000000
NS
USD
5634846.00000000
0.535708273769
Long
EC
CORP
US
N
1
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
224567.00000000
NS
USD
2982249.76000000
0.283524318300
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
22547.00000000
PA
USD
-18488.54000000
-0.00175771686
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Brighthouse Financial, Inc.
Brighthouse Financial, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
924878.00000000
USD
-18488.54000000
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
66776.00000000
NS
USD
4745102.56000000
0.451119817875
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-133891.00000000
PA
USD
319999.49000000
0.030422548263
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Apollo Global Management, Inc.
Apollo Global Management, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
6544592.00000000
USD
319999.49000000
N
N
N
N/A
N/A
ETRS
N/A
-66377.00000000
PA
USD
47903.51999999
0.004554217099
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
New Fortress Energy, Inc.
New Fortress Energy, Inc.
Y
2022-09-30
0.00000000
USD
0.00000000
USD
2635719.00000000
USD
47903.52000000
N
N
N
N/A
N/A
ETRS
N/A
-24263.00000000
PA
USD
-45857.07000000
-0.00435965983
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Danaher Corp.
Danaher Corp.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
6157222.00000000
USD
-45857.07000000
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
73274.00000000
NS
USD
5244952.92000000
0.498640898930
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
8772.00000000
NS
USD
18852080.64000000
1.792278897527
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
105276.00000000
PA
USD
-497955.48000000
-0.04734093364
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Netflix, Inc.
Netflix, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
18409614.00000000
USD
-497955.48000000
N
N
N
N/A
N/A
ETRS
N/A
167168.00000000
PA
USD
-40120.32000000
-0.00381426349
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Warner Bros Discovery, Inc.
Warner Bros Discovery, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
2243395.00000000
USD
-40120.32000000
N
N
N
N/A
N/A
ETRS
N/A
8417.00000000
PA
USD
-7322.79000000
-0.00069618214
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Molson Coors Beverage Co., Class B
Molson Coors Beverage Co., Class B
Y
2022-10-31
0.00000000
USD
0.00000000
USD
462009.00000000
USD
-7322.79000000
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
22002.00000000
NS
USD
1196468.76000000
0.113749020654
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
59596.00000000
NS
USD
19440811.16000000
1.848249870041
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
27949.00000000
NS
USD
1113488.16000000
0.105860003992
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-156132.00000000
PA
USD
-66142.74000000
-0.00628823095
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
DoubleVerify Holdings, Inc.
DoubleVerify Holdings, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3539512.00000000
USD
-66142.74000000
N
N
N
N/A
N/A
ETRS
N/A
14068.00000000
PA
USD
-13364.60000000
-0.00127058073
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ionis Pharmaceuticals, Inc.
Ionis Pharmaceuticals, Inc.
Y
2023-01-31
0.00000000
USD
0.00000000
USD
520797.00000000
USD
-13364.60000000
N
N
N
N/A
N/A
ETRS
N/A
23638.00000000
PA
USD
-17019.36000000
-0.00161804101
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Xerox Holdings Corp.
Xerox Holdings Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
356934.00000000
USD
-17019.36000000
N
N
N
N/A
N/A
ETRS
N/A
113474.00000000
PA
USD
-253047.02000000
-0.02405733577
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
General Motors Co.
General Motors Co.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
3603934.00000000
USD
-253047.02000000
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
23571.00000000
NS
USD
964053.90000000
0.091653197015
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
13480.00000000
NS
USD
479618.40000000
0.045597616178
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
169672.00000000
PA
USD
59385.20000000
0.005645787476
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
NRG Energy, Inc.
NRG Energy, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
6476380.00000000
USD
59385.20000000
N
N
N
GoDaddy, Inc.
549300J8H1TB0I2CB447
GoDaddy, Inc., Class A
380237107
108478.00000000
NS
USD
7545729.68000000
0.717377160121
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-91870.00000000
PA
USD
429032.90000000
0.040788421591
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Caesars Entertainment, Inc.
Caesars Entertainment, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3518621.00000000
USD
429032.90000000
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
244900.00000000
NS
USD
13856442.00000000
1.317340460485
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
119204.00000000
PA
USD
-30993.04000000
-0.00294652736
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Frontier Communications Parent, Inc.
Frontier Communications Parent, Inc.
Y
2022-12-30
0.00000000
USD
0.00000000
USD
2806062.00000000
USD
-30993.04000000
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
630743.00000000
NS
USD
6881406.13000000
0.654219511768
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
20151.00000000
NS
USD
7767807.48000000
0.738490233110
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
203842.00000000
NS
USD
10654821.34000000
1.012960415843
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4108.00000000
PA
USD
-66549.60000000
-0.00632691138
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Boston Beer Co., Inc. (The), Class A
Boston Beer Co., Inc. (The), Class A
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1244601.00000000
USD
-66549.60000000
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
110563.00000000
NS
USD
10484689.29000000
0.996785857245
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-243949.00000000
PA
USD
129292.97000000
0.012291962152
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Cleveland-Cliffs, Inc.
Cleveland-Cliffs, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3749496.00000000
USD
129292.97000000
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
4673.00000000
NS
USD
817167.51000000
0.077688617605
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
73361.00000000
PA
USD
54287.14000000
0.005161111777
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Arrow Electronics, Inc.
Arrow Electronics, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
8223034.00000000
USD
54287.14000000
N
N
N
N/A
N/A
ETRS
N/A
-119625.00000000
PA
USD
253006.87000000
0.024053518690
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
KKR & Co., Inc.
KKR & Co., Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5555983.00000000
USD
253006.87000000
N
N
N
N/A
N/A
ETRS
N/A
-1245816.00000000
PA
USD
87207.12000000
0.008290834517
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Skillz, Inc.
Skillz, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
1544812.00000000
USD
87207.12000000
N
N
N
N/A
N/A
ETRS
N/A
-185674.00000000
PA
USD
155966.16000000
0.014827798726
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hayward Holdings, Inc.
Hayward Holdings, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
2671849.00000000
USD
155966.16000000
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
92728.00000000
NS
USD
6911017.84000000
0.657034715244
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
57565.00000000
NS
USD
1054590.80000000
0.100260595764
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
37339.00000000
PA
USD
-6721.02000000
-0.00063897150
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Kyndryl Holdings, Inc.
Kyndryl Holdings, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
365175.00000000
USD
-6721.02000000
N
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
111107.00000000
NS
USD
7584163.82000000
0.721031117442
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
894164102
74823.00000000
NS
USD
2904628.86000000
0.276144851612
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-62686.00000000
PA
USD
-115969.10000000
-0.01102525363
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Intra-Cellular Therapies, Inc.
Intra-Cellular Therapies, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3578117.00000000
USD
-115969.10000000
N
N
N
N/A
N/A
ETRS
N/A
-23105.00000000
PA
USD
128463.80000000
0.012213132451
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
SolarEdge Technologies, Inc.
SolarEdge Technologies, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
6323376.00000000
USD
128463.80000000
N
N
N
N/A
N/A
ETRS
N/A
34626.00000000
PA
USD
35664.78000000
0.003390672562
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
AGCO Corp.
AGCO Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
3581713.00000000
USD
35664.78000000
N
N
N
N/A
N/A
ETRS
N/A
-51377.00000000
PA
USD
84258.28000000
0.008010486485
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hilton Grand Vacations, Inc.
Hilton Grand Vacations, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1835700.00000000
USD
84258.28000000
N
N
N
N/A
N/A
ETRS
N/A
16915.00000000
PA
USD
-1353.20000000
-0.00012864955
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Madison Square Garden Sports Corp.
Madison Square Garden Sports Corp.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
2554165.00000000
USD
-1353.20000000
N
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
25178.00000000
NS
USD
2068120.92000000
0.196617527435
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-65019.00000000
PA
USD
-146292.75000000
-0.01390814168
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Lantheus Holdings, Inc.
Lantheus Holdings, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4293205.00000000
USD
-146292.75000000
N
N
N
N/A
N/A
ETRS
N/A
85640.00000000
PA
USD
-113901.20000000
-0.01082865711
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Lyft, Inc., Class A
Lyft, Inc., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
1137299.00000000
USD
-113901.20000000
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
20221.00000000
NS
USD
2957321.25000000
0.281154349527
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
32811.00000000
PA
USD
28217.46000000
0.002682651271
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Landstar System, Inc.
Landstar System, Inc.
Y
2022-12-30
0.00000000
USD
0.00000000
USD
4771376.00000000
USD
28217.46000000
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
45288.00000000
NS
USD
4469925.60000000
0.424958575097
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
13805.00000000
NS
USD
3890110.95000000
0.369835239826
Long
EC
CORP
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
93637.00000000
NS
USD
7711006.95000000
0.733090171800
Long
EC
CORP
US
N
1
N
N
N
Schneider National, Inc.
529900V6GZ6G6E3BLV72
Schneider National, Inc., Class B
80689H102
79167.00000000
NS
USD
1771757.46000000
0.168442071076
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
17778.00000000
PA
USD
28800.36000000
0.002738067932
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
United Therapeutics Corp.
United Therapeutics Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
4189208.00000000
USD
28800.36000000
N
N
N
N/A
N/A
ETRS
N/A
-98025.00000000
PA
USD
234868.61000000
0.022329103160
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Freshpet, Inc.
Freshpet, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5086517.00000000
USD
234868.61000000
N
N
N
N/A
N/A
ETRS
N/A
13754.00000000
PA
USD
-37548.42000000
-0.00356975137
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Dell Technologies, Inc., Class C
Dell Technologies, Inc., Class C
Y
2022-12-30
0.00000000
USD
0.00000000
USD
635572.00000000
USD
-37548.42000000
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
77718.00000000
NS
USD
20480247.36000000
1.947069708665
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
110870.00000000
PA
USD
-151891.90000000
-0.01444045632
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Vertiv Holdings Co.
Vertiv Holdings Co.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
911351.00000000
USD
-151891.90000000
N
N
N
N/A
N/A
ETRS
N/A
28829.00000000
PA
USD
-55063.39000000
-0.00523491034
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Western Digital Corp.
Western Digital Corp.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
1292404.00000000
USD
-55063.39000000
N
N
N
New Relic, Inc.
549300AB8FY2HQILL804
New Relic, Inc.
64829B100
26529.00000000
NS
USD
1327776.45000000
0.126232523476
Long
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
130478.00000000
NS
USD
18427407.94000000
1.751905002831
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-42623.00000000
PA
USD
75868.94000000
0.007212906773
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
TD SYNNEX Corp.
TD SYNNEX Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3882955.00000000
USD
75868.94000000
N
N
N
N/A
N/A
ETRS
N/A
1989.00000000
PA
USD
1272.96000000
0.000121021089
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Camden Property Trust
Camden Property Trust
Y
2022-09-30
0.00000000
USD
0.00000000
USD
269350.00000000
USD
1272.96000000
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
95860.00000000
NS
USD
4423939.00000000
0.420586600760
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
54915.00000000
PA
USD
24711.75000000
0.002349361266
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
GoDaddy, Inc., Class A
GoDaddy, Inc., Class A
Y
2022-10-31
0.00000000
USD
0.00000000
USD
3819887.00000000
USD
24711.75000000
N
N
N
N/A
N/A
ETRS
N/A
-246539.00000000
PA
USD
468424.10000000
0.044533367194
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Coterra Energy, Inc.
Coterra Energy, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
6358241.00000000
USD
468424.10000000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
19907.00000000
NS
USD
1405434.20000000
0.133615493516
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts, Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
96757.00000000
NS
USD
1312992.49000000
0.124827003309
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
106005.00000000
PA
USD
-28621.35000000
-0.00272104934
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Flowserve Corp.
Flowserve Corp.
Y
2023-03-31
0.00000000
USD
0.00000000
USD
3056124.00000000
USD
-28621.35000000
N
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
22870.00000000
NS
USD
2988422.90000000
0.284111202515
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
299711.00000000
NS
USD
16568024.08000000
1.575132236030
Long
EC
CORP
US
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
54311.00000000
NS
USD
1832996.25000000
0.174264080493
Long
EC
CORP
US
N
1
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
201726.00000000
NS
USD
2112071.22000000
0.200795909479
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
141341.00000000
NS
USD
12771572.76000000
1.214201274814
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
61992.00000000
PA
USD
-240590.82000000
-0.02287311718
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
PVH Corp.
PVH Corp.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
3529143.00000000
USD
-240590.82000000
N
N
N
N/A
N/A
ETRS
N/A
-26536.00000000
PA
USD
-41566.63999999
-0.00395176602
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Broadridge Financial Solutions, Inc.
Broadridge Financial Solutions, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
3787388.00000000
USD
-41566.64000000
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
142358.00000000
NS
USD
7912257.64000000
0.752223198636
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp.
5299002ENJ7CY215BW86
Umpqua Holdings Corp.
904214103
132227.00000000
NS
USD
2217446.79000000
0.210814029708
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-46407.00000000
PA
USD
20883.15000000
0.001985373910
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
QuantumScape Corp.
QuantumScape Corp.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
398636.00000000
USD
20883.15000000
N
N
N
N/A
N/A
ETRS
N/A
57911.00000000
PA
USD
159255.25000000
0.015140494534
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Jacobs Engineering Group, Inc.
Jacobs Engineering Group, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
7375545.00000000
USD
159255.25000000
N
N
N
N/A
N/A
ETRS
N/A
143058.00000000
PA
USD
-68667.83999999
-0.00652829376
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Westrock Co.
Westrock Co.
Y
2022-11-30
0.00000000
USD
0.00000000
USD
5699431.00000000
USD
-68667.84000000
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
39017.00000000
NS
USD
4911850.13000000
0.466972611879
Long
EC
CORP
US
N
1
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
25586.00000000
NS
USD
1320493.46000000
0.125540125139
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-54133.00000000
PA
USD
15698.57000000
0.001492472702
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
SoFi Technologies, Inc.
SoFi Technologies, Inc.
Y
2023-01-31
0.00000000
USD
0.00000000
USD
285281.00000000
USD
15698.57000000
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
61651.00000000
NS
USD
3262570.92000000
0.310174623335
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
11644.00000000
NS
USD
3527782.68000000
0.335388468422
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
200593.00000000
NS
USD
12595234.47000000
1.197436685163
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-12812.00000000
PA
USD
-110695.67999999
-0.01052390635
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
FTI Consulting, Inc.
FTI Consulting, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2317050.00000000
USD
-110695.68000000
N
N
N
N/A
N/A
ETRS
N/A
29432.00000000
PA
USD
8829.60000000
0.000839435500
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ryder System, Inc.
Ryder System, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
2108508.00000000
USD
8829.60000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
85329.00000000
NS
USD
2470274.55000000
0.234850520301
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-36141.00000000
PA
USD
202389.60000000
0.019241303709
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Bill.com Holdings, Inc.
Bill.com Holdings, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3973342.00000000
USD
202389.60000000
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
24235.00000000
NS
USD
2708503.60000000
0.257499102558
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
43693.00000000
NS
USD
20451382.51000000
1.944325509629
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-68294.00000000
PA
USD
213760.22000000
0.020322315544
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Wolfspeed, Inc.
Wolfspeed, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4333254.00000000
USD
213760.22000000
N
N
N
N/A
N/A
ETRS
N/A
-227727.00000000
PA
USD
-38713.58999999
-0.00368052480
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
AMC Entertainment Holdings, Inc., Class A
AMC Entertainment Holdings, Inc., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3085701.00000000
USD
-38713.59000000
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
159232.00000000
NS
USD
40895554.56000000
3.887965516392
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-51816.00000000
PA
USD
-166847.51999999
-0.01586229631
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
International Flavors & Fragrances, Inc.
International Flavors & Fragrances, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
6213257.00000000
USD
-166847.52000000
N
N
N
N/A
N/A
ETRS
N/A
-112594.00000000
PA
USD
210550.78000000
0.020017192110
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Teladoc Health, Inc.
Teladoc Health, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3739247.00000000
USD
210550.78000000
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
84930.00000000
NS
USD
5186675.10000000
0.493100390751
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
26914.00000000
NS
USD
1467082.14000000
0.139476401075
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-41477.00000000
PA
USD
125675.31000000
0.011948028992
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Repligen Corp.
Repligen Corp.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
6735865.00000000
USD
125675.31000000
N
N
N
N/A
N/A
ETRS
N/A
7367.00000000
PA
USD
-5893.60000000
-0.00056030817
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ingredion, Inc.
Ingredion, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
654263.00000000
USD
-5893.60000000
N
N
N
N/A
N/A
ETRS
N/A
2231.00000000
PA
USD
758.54000000
0.000072114864
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hawaiian Electric Industries, Inc.
Hawaiian Electric Industries, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
92029.00000000
USD
758.54000000
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
140631.00000000
NS
USD
6030257.28000000
0.573300267275
Long
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
267610.00000000
NS
USD
3915134.30000000
0.372214225096
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
30873.00000000
NS
USD
2347274.19000000
0.223156800450
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-162375.00000000
PA
USD
293898.75000000
0.027941134864
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
AppLovin Corp., Class A
AppLovin Corp., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5592195.00000000
USD
293898.75000000
N
N
N
N/A
N/A
ETRS
N/A
2018.00000000
PA
USD
106590.76000000
0.010133649089
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
NVR, Inc.
NVR, Inc.
Y
2023-01-31
0.00000000
USD
0.00000000
USD
8080355.00000000
USD
106590.76000000
N
N
N
N/A
N/A
ETRS
N/A
42940.00000000
PA
USD
-239175.80000000
-0.02273859036
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Teradyne, Inc.
Teradyne, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3850000.00000000
USD
-239175.80000000
N
N
N
N/A
N/A
ETRS
N/A
-84359.00000000
PA
USD
120633.37000000
0.011468688656
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ares Management Corp.
Ares Management Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4848112.00000000
USD
120633.37000000
N
N
N
N/A
N/A
ETRS
N/A
298724.00000000
PA
USD
-62732.04000000
-0.00596397361
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Dropbox, Inc., Class A
Dropbox, Inc., Class A
Y
2022-10-31
0.00000000
USD
0.00000000
USD
6270217.00000000
USD
-62732.04000000
N
N
N
N/A
N/A
ETRS
N/A
36514.00000000
PA
USD
-25924.94000000
-0.00246469998
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
EMCOR Group, Inc.
EMCOR Group, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
3759481.00000000
USD
-25924.94000000
N
N
N
N/A
N/A
ETRS
N/A
-15415.00000000
PA
USD
32063.20000000
0.003048268137
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
GameStop Corp., Class A
GameStop Corp., Class A
Y
2023-04-28
0.00000000
USD
0.00000000
USD
1885255.00000000
USD
32063.20000000
N
N
N
N/A
N/A
ETRS
N/A
77013.00000000
PA
USD
-3850.65000000
-0.00036608366
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
SLM Corp.
SLM Corp.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
1236059.00000000
USD
-3850.65000000
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
103785.00000000
NS
USD
7588759.20000000
0.721468003044
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
16528.00000000
NS
USD
4235795.84000000
0.402699714861
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-91175.00000000
PA
USD
213349.50000000
0.020283268141
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
II-VI, Inc.
II-VI, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
4645366.00000000
USD
213349.50000000
N
N
N
N/A
N/A
ETRS
N/A
27861.00000000
PA
USD
22706.72000000
0.002158741831
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Air Lease Corp.
Air Lease Corp.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
936548.00000000
USD
22706.72000000
N
N
N
Jacobs Engineering Group, Inc.
549300CZ8QS1GE53O776
Jacobs Engineering Group, Inc.
469814107
21742.00000000
NS
USD
2764060.46000000
0.262780927397
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
86517.00000000
PA
USD
-32011.29000000
-0.00304333302
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hewlett Packard Enterprise Co.
Hewlett Packard Enterprise Co.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
1157597.00000000
USD
-32011.29000000
N
N
N
N/A
N/A
ETRS
N/A
-13582.00000000
PA
USD
428240.46000000
0.040713083833
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
RH
RH
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2882915.00000000
USD
428240.46000000
N
N
N
National Instruments Corp.
549300TP4OOPCYWDUP86
National Instruments Corp.
636518102
31153.00000000
NS
USD
972908.19000000
0.092494979809
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
44868.00000000
NS
USD
5029254.12000000
0.478134281393
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
14814.00000000
PA
USD
-23257.98000000
-0.00221115045
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Zillow Group, Inc., Class A
Zillow Group, Inc., Class A
Y
2023-07-31
0.00000000
USD
0.00000000
USD
471233.00000000
USD
-23257.98000000
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
70322.00000000
NS
USD
8248067.38000000
0.784148837088
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
15665.00000000
NS
USD
370320.60000000
0.035206607131
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
17792.00000000
PA
USD
-533.76000000
-0.00005074489
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Toll Brothers, Inc.
Toll Brothers, Inc.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
793523.00000000
USD
-533.76000000
N
N
N
N/A
N/A
ETRS
N/A
-25997.00000000
PA
USD
64472.56000000
0.006129445919
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Affirm Holdings, Inc.
Affirm Holdings, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
469506.00000000
USD
64472.56000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
225202.00000000
NS
USD
10095805.66000000
0.959814451438
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
117214.00000000
PA
USD
1172.14000000
0.000111436070
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Nutanix, Inc., Class A
Nutanix, Inc., Class A
Y
2022-12-30
0.00000000
USD
0.00000000
USD
1714841.00000000
USD
1172.14000000
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
81249.00000000
NS
USD
5300684.76000000
0.503939359225
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
19063.00000000
PA
USD
-43273.01000000
-0.00411399166
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Oshkosh Corp.
Oshkosh Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
1565835.00000000
USD
-43273.01000000
N
N
N
N/A
N/A
ETRS
N/A
79811.00000000
PA
USD
83003.44000000
0.007891188074
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Textron, Inc.
Textron, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
4875654.00000000
USD
83003.44000000
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
76046.00000000
NS
USD
2923968.70000000
0.277983502092
Long
EC
CORP
US
N
1
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
66640.00000000
NS
USD
14338262.40000000
1.363147422158
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class A
98954M101
105767.00000000
NS
USD
3364448.27000000
0.319860165638
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-32232.00000000
PA
USD
117646.80000000
0.011184753610
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Take-Two Interactive Software, Inc.
Take-Two Interactive Software, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
3949387.00000000
USD
117646.80000000
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
327132.00000000
NS
USD
20220028.92000000
1.922330581581
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-127208.00000000
PA
USD
11448.72000000
0.001088436849
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Ollie's Bargain Outlet Holdings, Inc.
Ollie's Bargain Outlet Holdings, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
7473470.00000000
USD
11448.72000000
N
N
N
N/A
N/A
ETRS
N/A
25854.00000000
PA
USD
-10341.60000000
-0.00098318227
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
NetApp, Inc.
NetApp, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
1686715.00000000
USD
-10341.60000000
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
29611.00000000
NS
USD
1699079.18000000
0.161532502310
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
385083.00000000
NS
USD
12230236.08000000
1.162736063808
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-29434.00000000
PA
USD
-30611.36000000
-0.00291024081
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
RBC Bearings, Inc.
RBC Bearings, Inc.
Y
2022-09-30
0.00000000
USD
0.00000000
USD
5443818.00000000
USD
-30611.36000000
N
N
N
N/A
N/A
ETRS
N/A
-75258.00000000
PA
USD
97835.40000000
0.009301271631
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
BJ's Wholesale Club Holdings, Inc.
BJ's Wholesale Club Holdings, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
4690079.00000000
USD
97835.40000000
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
13935.00000000
NS
USD
3926604.30000000
0.373304685048
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
173225.00000000
PA
USD
-38109.50000000
-0.00362309359
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Allison Transmission Holdings, Inc.
Allison Transmission Holdings, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
6660501.00000000
USD
-38109.50000000
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
153438.00000000
NS
USD
2277019.92000000
0.216477683805
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
81404.00000000
NS
USD
18455100.84000000
1.754537783860
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
1967.00000000
NS
USD
1242671.92000000
0.118141583483
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
114986.00000000
NS
USD
4716725.72000000
0.448422014249
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
112950.00000000
NS
USD
8580811.50000000
0.815783025162
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-378886.00000000
PA
USD
636528.48000000
0.060515153959
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Carnival Corp.
Carnival Corp.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3277364.00000000
USD
636528.48000000
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
157884.00000000
NS
USD
5398053.96000000
0.513196308936
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
62375.00000000
PA
USD
-47405.00000000
-0.00450682249
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Organon & Co.
Organon & Co.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
2122621.00000000
USD
-47405.00000000
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
13708.00000000
NS
USD
779985.20000000
0.074153672532
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
12501.00000000
NS
USD
906822.54000000
0.086212176431
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-56125.00000000
PA
USD
121230.00000000
0.011525410637
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Carvana Co.
Carvana Co.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
1267303.00000000
USD
121230.00000000
N
N
N
N/A
N/A
ETRS
N/A
23524.00000000
PA
USD
-5410.52000000
-0.00051438146
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
W R Berkley Corp.
W R Berkley Corp.
Y
2023-04-28
0.00000000
USD
0.00000000
USD
1619863.00000000
USD
-5410.52000000
N
N
N
N/A
N/A
ETRS
N/A
71886.00000000
PA
USD
-27316.68000000
-0.00259701356
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Highwoods Properties, Inc.
Highwoods Properties, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
2493725.00000000
USD
-27316.68000000
N
N
N
N/A
N/A
ETRS
N/A
-41447.00000000
PA
USD
-36887.83000000
-0.00350694867
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
PerkinElmer, Inc.
PerkinElmer, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
5894592.00000000
USD
-36887.83000000
N
N
N
N/A
N/A
ETRS
N/A
-62547.00000000
PA
USD
19101.66000000
0.001816006560
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Mister Car Wash, Inc.
Mister Car Wash, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
680511.00000000
USD
19101.66000000
N
N
N
N/A
N/A
ETRS
N/A
-273099.00000000
PA
USD
71005.74000000
0.006750559359
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
R1 RCM, Inc.
R1 RCM, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
5724155.00000000
USD
71005.74000000
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
123628.00000000
NS
USD
4899377.64000000
0.465786844586
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
3501.00000000
NS
USD
144766.35000000
0.013763025903
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
209135.00000000
PA
USD
-1045.67000000
-0.00009941248
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Intel Corp.
Intel Corp.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
7900075.00000000
USD
-1045.67000000
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
94993.00000000
NS
USD
4389626.53000000
0.417324493141
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
49476.00000000
PA
USD
13358.52000000
0.001270002709
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Avnet, Inc.
Avnet, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
2134395.00000000
USD
13358.52000000
N
N
N
N/A
N/A
ETRS
N/A
-67516.00000000
PA
USD
6751.60000000
0.000641878763
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Paycor HCM, Inc.
Paycor HCM, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
1755416.00000000
USD
6751.60000000
N
N
N
N/A
N/A
ETRS
N/A
88178.00000000
PA
USD
-52906.80000000
-0.00502988200
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hudson Pacific Properties, Inc.
Hudson Pacific Properties, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
1308562.00000000
USD
-52906.80000000
N
N
N
N/A
N/A
ETRS
N/A
-55489.00000000
PA
USD
2774.45000000
0.000263768667
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
PTC, Inc.
PTC, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
5900700.00000000
USD
2774.45000000
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
118388.00000000
NS
USD
10016808.68000000
0.952304159979
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
45370.00000000
PA
USD
-32212.70000000
-0.00306248119
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Fortinet, Inc.
Fortinet, Inc.
Y
2022-10-31
0.00000000
USD
0.00000000
USD
2567035.00000000
USD
-32212.70000000
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
1319101.00000000
NS
USD
14681594.13000000
1.395788180824
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
46115.00000000
NS
USD
19827605.40000000
1.885022636255
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
65455.00000000
NS
USD
1873976.65000000
0.178160112318
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-34213.00000000
PA
USD
-78005.64000000
-0.00741604415
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Dollar Tree, Inc.
Dollar Tree, Inc.
Y
2023-07-31
0.00000000
USD
0.00000000
USD
5332096.00000000
USD
-78005.64000000
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
7975.00000000
NS
USD
821106.00000000
0.078063052271
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-12170.00000000
PA
USD
1947.20000000
0.000185121501
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Bio-Rad Laboratories, Inc., Class A
Bio-Rad Laboratories, Inc., Class A
Y
2023-02-28
0.00000000
USD
0.00000000
USD
6024150.00000000
USD
1947.20000000
N
N
N
N/A
N/A
ETRS
N/A
-1055643.00000000
PA
USD
-1372.33000000
-0.00013046825
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
GoHealth, Inc., Class A
GoHealth, Inc., Class A
Y
2023-04-28
0.00000000
USD
0.00000000
USD
631169.00000000
USD
-1372.33000000
N
N
N
N/A
N/A
ETRS
N/A
119392.00000000
PA
USD
-53726.40000000
-0.00510780188
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
MetLife, Inc.
MetLife, Inc.
Y
2023-02-28
0.00000000
USD
0.00000000
USD
7556320.00000000
USD
-53726.40000000
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
154620.00000000
NS
USD
2464642.80000000
0.234315106366
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
91188.00000000
NS
USD
3048414.84000000
0.289814673137
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-337731.00000000
PA
USD
553878.84000000
0.052657601867
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Norwegian Cruise Line Holdings Ltd.
Norwegian Cruise Line Holdings Ltd.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3755569.00000000
USD
553878.84000000
N
N
N
N/A
N/A
ETRS
N/A
3711.00000000
PA
USD
1076.19000000
0.000102314044
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Howard Hughes Corp. (The)
Howard Hughes Corp. (The)
Y
2022-10-31
0.00000000
USD
0.00000000
USD
252534.00000000
USD
1076.19000000
N
N
N
N/A
N/A
ETRS
N/A
-98887.00000000
PA
USD
123608.75000000
0.011751559862
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Rivian Automotive, Inc., Class A
Rivian Automotive, Inc., Class A
Y
2023-06-30
0.00000000
USD
0.00000000
USD
2545351.00000000
USD
123608.75000000
N
N
N
N/A
N/A
ETRS
N/A
-84920.00000000
PA
USD
180030.40000000
0.017115600818
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Match Group, Inc.
Match Group, Inc.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
5918075.00000000
USD
180030.40000000
N
N
N
N/A
N/A
ETRS
N/A
127937.00000000
PA
USD
56292.28000000
0.005351741670
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Healthpeak Properties, Inc.
Healthpeak Properties, Inc.
Y
2023-06-30
0.00000000
USD
0.00000000
USD
3314848.00000000
USD
56292.28000000
N
N
N
N/A
N/A
ETRS
N/A
-51043.00000000
PA
USD
-114336.32000000
-0.01087002424
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Liberty Broadband Corp., Class A
Liberty Broadband Corp., Class A
Y
2023-02-28
0.00000000
USD
0.00000000
USD
5795933.00000000
USD
-114336.32000000
N
N
N
N/A
N/A
ETRS
N/A
21777.00000000
PA
USD
50740.41000000
0.004823921976
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Hanover Insurance Group, Inc. (The)
Hanover Insurance Group, Inc. (The)
Y
2022-10-31
0.00000000
USD
0.00000000
USD
3201219.00000000
USD
50740.41000000
N
N
N
N/A
N/A
ETRS
N/A
-25393.00000000
PA
USD
123663.91000000
0.011756803957
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
Y
2023-05-31
0.00000000
USD
0.00000000
USD
5852071.00000000
USD
123663.91000000
N
N
N
N/A
N/A
ETRS
N/A
5378.00000000
PA
USD
38775.37999999
0.003686399217
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
CACI International, Inc., Class A
CACI International, Inc., Class A
Y
2023-03-31
0.00000000
USD
0.00000000
USD
1515413.00000000
USD
38775.38000000
N
N
N
N/A
N/A
ETRS
N/A
234439.00000000
PA
USD
4688.78000000
0.000445765197
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
Schneider National, Inc., Class B
Schneider National, Inc., Class B
Y
2022-08-31
0.00000000
USD
0.00000000
USD
5265500.00000000
USD
4688.78000000
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
138076.00000000
NS
USD
9001174.44000000
0.855747188326
Long
EC
CORP
US
N
1
N
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer