# EDGAR Filing Document

**Accession Number:** 0001004655
**File Stem:** 0001752724-23-075090
**Filing Date:** 2023-3
**Character Count:** 233657
**Document Hash:** 463ab752b4fc16ad9d9f6d408a201e2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075090.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075090

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WHITEHALL FUNDS
- **CENTRAL INDEX KEY:** 0001004655
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07443
- **FILM NUMBER:** 23784180

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WHITEHALL FUNDS INC
- **DATE OF NAME CHANGE:** 19951207

## Series and Classes Contracts Data

### Vanguard High Dividend Yield Index Fund (Series ID: S000014011)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000038295 | ETF Shares     | VYM             |
| C000209802 | Admiral Shares | VHYAX           |

## Nport-Ex

Vanguard<sup>®</sup> High Dividend Yield Index Fund

Schedule of Investments (unaudited)

As of January 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** |
| **Basic Materials (4.1%)** | **Basic Materials (4.1%)** | **Basic Materials (4.1%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp; 2178414 | &nbsp;&nbsp;&nbsp;&nbsp;720924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | &nbsp;&nbsp;&nbsp; 975299 | &nbsp;&nbsp;&nbsp;&nbsp;312593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp; 1129369 | &nbsp;&nbsp;&nbsp;&nbsp;190886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp; 3500482 | &nbsp;&nbsp;&nbsp;&nbsp;185280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Inc. | &nbsp;&nbsp;&nbsp; 3102252 | &nbsp;&nbsp;&nbsp;&nbsp;184119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fastenal Co. | &nbsp;&nbsp;&nbsp; 2537789 | &nbsp;&nbsp;&nbsp;&nbsp;128285 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp; 1124490 | &nbsp;&nbsp;&nbsp;&nbsp;126460 |
| &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp; 1127289 | &nbsp;&nbsp;&nbsp;&nbsp;108998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp; 729349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87989 |
| &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp; 858362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72703 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp; 1551590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Celanese Corp. Class A | &nbsp;&nbsp;&nbsp; 478394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tronox Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Worthington Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mativ Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2612151** |
| **Consumer Discretionary (8.8%)** | **Consumer Discretionary (8.8%)** | **Consumer Discretionary (8.8%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4555462 | &nbsp;&nbsp;&nbsp;1476744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6268246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901813 |
| &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3259061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5053714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2039070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;17361209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76634 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp; 680480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp; 1713640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp; 1053634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VF Corp. | &nbsp;&nbsp;&nbsp; 1544674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47792 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global Class B | &nbsp;&nbsp;&nbsp; 1950982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | &nbsp;&nbsp;&nbsp; 265386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma Inc. | &nbsp;&nbsp;&nbsp; 292544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp; 235743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoliv Inc. | &nbsp;&nbsp;&nbsp; 386986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp; 571568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macy's Inc. | &nbsp;&nbsp;&nbsp; 1195373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Inc. | &nbsp;&nbsp;&nbsp; 242909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp; 1676404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H&R Block Inc. | &nbsp;&nbsp;&nbsp; 686348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ralph Lauren Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19418 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3083445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wendy's Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foot Locker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1528252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gap Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kontoor Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Game Technology plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack in the Box Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rent-A-Center Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HNI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World Wide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La-Z-Boy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guess? Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steelcase Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Lots Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5610384** |
| **Consumer Staples (12.3%)** | **Consumer Staples (12.3%)** | **Consumer Staples (12.3%)** | **Consumer Staples (12.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;10406306 | &nbsp;&nbsp;&nbsp;1481650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;17212597 | &nbsp;&nbsp;&nbsp;1055476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6094307 | &nbsp;&nbsp;&nbsp;1042248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6832083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5782024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6013052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7894694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;3647153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2624859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2408109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1483201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2237744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173336 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp; 643962 | &nbsp;&nbsp;&nbsp;&nbsp;144634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp; 2891153 | &nbsp;&nbsp;&nbsp;&nbsp;129032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Co. | &nbsp;&nbsp;&nbsp; 3082964 | &nbsp;&nbsp;&nbsp;&nbsp;124952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp; 3164780 | &nbsp;&nbsp;&nbsp;&nbsp;116654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp; 1248709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kellogg Co. | &nbsp;&nbsp;&nbsp; 1127144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp; 2064038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp; 455506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp; 440923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunge Ltd. | &nbsp;&nbsp;&nbsp; 611187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp; 1266768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | &nbsp;&nbsp;&nbsp; 892280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campbell Soup Co. | &nbsp;&nbsp;&nbsp; 856271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. Class B | &nbsp;&nbsp;&nbsp; 762499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flowers Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vector Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weis Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medifast Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Calavo Growers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7855360** |
| **Energy (10.7%)** | **Energy (10.7%)** | **Energy (10.7%)** | **Energy (10.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;18169464 | &nbsp;&nbsp;&nbsp;2107839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8527634 | &nbsp;&nbsp;&nbsp;1483979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;5498810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6230521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2577332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2061070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1694295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;2081680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2865424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5368294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8761034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1951945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4153195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3442302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1474559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitrans Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1790983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vitesse Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6803071** |
| **Financials (20.6%)** | **Financials (20.6%)** | **Financials (20.6%)** | **Financials (20.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;12858818 | &nbsp;&nbsp;&nbsp;1799720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;30957538 | &nbsp;&nbsp;&nbsp;1098373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;16718970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1445643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528831 |

---

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp; 5432896 | &nbsp;&nbsp;&nbsp;&nbsp;528784 |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Inc. | &nbsp;&nbsp;&nbsp; 661217 | &nbsp;&nbsp;&nbsp;&nbsp;502003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp; 8534626 | &nbsp;&nbsp;&nbsp;&nbsp;445678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp; 1831445 | &nbsp;&nbsp;&nbsp;&nbsp;416635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp; 2574295 | &nbsp;&nbsp;&nbsp;&nbsp;351005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp; 3082453 | &nbsp;&nbsp;&nbsp;&nbsp;295792 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp; 5917780 | &nbsp;&nbsp;&nbsp;&nbsp;294705 |
| &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp; 1771772 | &nbsp;&nbsp;&nbsp;&nbsp;293104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp; 5852992 | &nbsp;&nbsp;&nbsp;&nbsp;289079 |
| &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp; 1582578 | &nbsp;&nbsp;&nbsp;&nbsp;279578 |
| &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp; 2913427 | &nbsp;&nbsp;&nbsp;&nbsp;212738 |
| &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp; 3273571 | &nbsp;&nbsp;&nbsp;&nbsp;206955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp; 2716104 | &nbsp;&nbsp;&nbsp;&nbsp;199634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp; 1030815 | &nbsp;&nbsp;&nbsp;&nbsp;197009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1621755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3235775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2131260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1164423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149593 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1617302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;1202992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140425 |
| &nbsp;&nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118225 |
| &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3000311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1392868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1062046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4120160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6284103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2150754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88004 |
| &nbsp;&nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;4063168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60073 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2335927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1626363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1146315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50472 |
| &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1318498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42838 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credicorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1261949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1212910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1651262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29390 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York Community Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2941145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29382 |
| &nbsp;&nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26868 |

---

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp; 753059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26681 |
| &nbsp;&nbsp;&nbsp;&nbsp;SouthState Corp. | &nbsp;&nbsp;&nbsp; 330369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26297 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares Inc. | &nbsp;&nbsp;&nbsp; 576187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Old National Bancorp | &nbsp;&nbsp;&nbsp; 1292233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank OZK | &nbsp;&nbsp;&nbsp; 495107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22612 |
| &nbsp;&nbsp;&nbsp;&nbsp;RLI Corp. | &nbsp;&nbsp;&nbsp; 170411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Valley National Bancorp | &nbsp;&nbsp;&nbsp; 1895863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22523 |
| &nbsp;&nbsp;&nbsp;&nbsp;FNB Corp. | &nbsp;&nbsp;&nbsp; 1546404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22067 |
| &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings Inc. | &nbsp;&nbsp;&nbsp; 506476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glacier Bancorp Inc. | &nbsp;&nbsp;&nbsp; 477774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp; 346796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houlihan Lokey Inc. Class A | &nbsp;&nbsp;&nbsp; 218332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp; 313414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | &nbsp;&nbsp;&nbsp; 157311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Evercore Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19818 |
| &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19547 |
| &nbsp;&nbsp;&nbsp;&nbsp;SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1109914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19501 |
| &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1294008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Umpqua Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15751 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Hawaiian Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15627 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Community Banks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15294 |
| &nbsp;&nbsp;&nbsp;&nbsp;Radian Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15158 |
| &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lazard Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14637 |
| &nbsp;&nbsp;&nbsp;&nbsp;CVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cathay General Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14019 |
| &nbsp;&nbsp;&nbsp;&nbsp;PacWest Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Community Bank System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walker & Dunlop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13064 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13041 |
| &nbsp;&nbsp;&nbsp;&nbsp;BankUnited Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moelis & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12979 |
| &nbsp;&nbsp;&nbsp;&nbsp;BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905 |
| &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Simmons First National Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10847 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10812 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10616 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Federal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9622 |
| &nbsp;&nbsp;&nbsp;&nbsp;WesBanco Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Towne Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heartland Financial USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 |

---

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Renasant Corp. | &nbsp;&nbsp;&nbsp; 239191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cohen & Steers Inc. | &nbsp;&nbsp;&nbsp; 110651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130 |
| &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial Inc. Class A | &nbsp;&nbsp;&nbsp; 412214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustmark Corp. | &nbsp;&nbsp;&nbsp; 268009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp Inc. | &nbsp;&nbsp;&nbsp; 124942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northwest Bancshares Inc. | &nbsp;&nbsp;&nbsp; 527542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial Services Inc. | &nbsp;&nbsp;&nbsp; 317682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7453 |
| &nbsp;&nbsp;&nbsp;&nbsp;BancFirst Corp. | &nbsp;&nbsp;&nbsp; 85721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7383 |
| &nbsp;&nbsp;&nbsp;&nbsp;NBT Bancorp Inc. | &nbsp;&nbsp;&nbsp; 182818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp;&nbsp; 215750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp Inc. | &nbsp;&nbsp;&nbsp; 137198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc. | &nbsp;&nbsp;&nbsp; 30208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hope Bancorp Inc. | &nbsp;&nbsp;&nbsp; 501526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp; 179839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sandy Spring Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westamerica Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6293 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&T Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6198 |
| &nbsp;&nbsp;&nbsp;&nbsp;City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hills Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brookline Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Argo Group International Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 |
| &nbsp;&nbsp;&nbsp;&nbsp;1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
| &nbsp;&nbsp;&nbsp;&nbsp;WisdomTree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 |
| &nbsp;&nbsp;&nbsp;&nbsp;TFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
| &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  |  | &nbsp;&nbsp;**13174223** |
| **Health Care (14.3%)** | **Health Care (14.3%)** | **Health Care (14.3%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;11599444 | &nbsp;&nbsp;&nbsp;1895581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3715099 | &nbsp;&nbsp;&nbsp;1278551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;11154376 | &nbsp;&nbsp;&nbsp;1198092 |
| &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7792986 | &nbsp;&nbsp;&nbsp;1151414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;24909541 | &nbsp;&nbsp;&nbsp;1100005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;9390151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2354466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;5890601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5530850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1157858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5297664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1124562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Perrigo Co. plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Premier Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Patterson Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9100284** |
| **Industrials (10.3%)** | **Industrials (10.3%)** | **Industrials (10.3%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6481934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2970557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619302 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;3241189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600365 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp; 2294888 | &nbsp;&nbsp;&nbsp;&nbsp;578977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp; 1030846 | &nbsp;&nbsp;&nbsp;&nbsp;477550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp; 1839697 | &nbsp;&nbsp;&nbsp;&nbsp;415422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp; 1346948 | &nbsp;&nbsp;&nbsp;&nbsp;317934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp; 1758114 | &nbsp;&nbsp;&nbsp;&nbsp;285184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp; 2429623 | &nbsp;&nbsp;&nbsp;&nbsp;279601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp; 1070505 | &nbsp;&nbsp;&nbsp;&nbsp;249492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp; 2600539 | &nbsp;&nbsp;&nbsp;&nbsp;234621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp; 3033604 | &nbsp;&nbsp;&nbsp;&nbsp;211048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp; 837071 | &nbsp;&nbsp;&nbsp;&nbsp;179820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp; 1421478 | &nbsp;&nbsp;&nbsp;&nbsp;164692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp; 1506070 | &nbsp;&nbsp;&nbsp;&nbsp;164628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp; 2209564 | &nbsp;&nbsp;&nbsp;&nbsp;163397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp; 621248 | &nbsp;&nbsp;&nbsp;&nbsp;155026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;1965685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westrock Co. | &nbsp;&nbsp;&nbsp;&nbsp;1119529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watsco Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;nVent Electric plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;1709261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crane Holdings Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ManpowerGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triton International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct Co. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McGrath RentCorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennametal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scorpio Tankers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H&E Equipment Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7022 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ZIM Integrated Shipping Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SFL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenbrier Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trinseo plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6569299** |
| **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9162 |
| **Technology (6.3%)** | **Technology (6.3%)** | **Technology (6.3%)** | **Technology (6.3%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1741709 | &nbsp;&nbsp;&nbsp;1018917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3999317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4937034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3968486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534674 |

---

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;18035923 | &nbsp;&nbsp;&nbsp;&nbsp;509695 |
| &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp; 4441894 | &nbsp;&nbsp;&nbsp;&nbsp;129437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp; 3330639 | &nbsp;&nbsp;&nbsp;&nbsp;115274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp; 5636656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90919 |
| &nbsp;&nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp; 960015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp; 852974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gen Digital Inc. | &nbsp;&nbsp;&nbsp; 2470980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56857 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Instruments Corp. | &nbsp;&nbsp;&nbsp; 581410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Avnet Inc. | &nbsp;&nbsp;&nbsp; 401671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Xerox Holdings Corp. | &nbsp;&nbsp;&nbsp; 497980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8157 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4001533** |
| **Telecommunications (4.9%)** | **Telecommunications (4.9%)** | **Telecommunications (4.9%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;18113885 | &nbsp;&nbsp;&nbsp;&nbsp;881603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;18523773 | &nbsp;&nbsp;&nbsp;&nbsp;770033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;18904427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743889 |
| &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;31569249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1412877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3103035** |
| **Utilities (7.5%)** | **Utilities (7.5%)** | **Utilities (7.5%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8752450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3397079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4800282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1806208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3666857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;1385935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222207 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2271028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4376196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2396259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1564609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2195382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135960 |
| &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1385786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;1513941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;1650640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113729 |
| &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2511822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102859 |
| &nbsp;&nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1130141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96537 |
| &nbsp;&nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3234818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95751 |
| &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2783102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83827 |
| &nbsp;&nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2948021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80805 |
| &nbsp;&nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1269499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1095615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59196 |
| &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1791456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1031570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1733598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39977 |
| &nbsp;&nbsp;&nbsp;&nbsp;UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36626 |
| &nbsp;&nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1011739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34622 |
| &nbsp;&nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34145 |
| &nbsp;&nbsp;&nbsp;&nbsp;IDACORP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23518 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22650 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20650 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc. | &nbsp;&nbsp;&nbsp; 477712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc. | &nbsp;&nbsp;&nbsp; 296505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Jersey Industries Inc. | &nbsp;&nbsp;&nbsp; 538390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp; 234601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Portland General Electric Co. | &nbsp;&nbsp;&nbsp; 390068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNM Resources Inc. | &nbsp;&nbsp;&nbsp; 374157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spire Inc. | &nbsp;&nbsp;&nbsp; 222396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLETE Inc. | &nbsp;&nbsp;&nbsp; 258300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NorthWestern Corp. | &nbsp;&nbsp;&nbsp; 255308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avangrid Inc. | &nbsp;&nbsp;&nbsp; 311280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp; 324772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy Inc. Class C | &nbsp;&nbsp;&nbsp; 375797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGE Energy Inc. | &nbsp;&nbsp;&nbsp; 159478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SJW Group | &nbsp;&nbsp;&nbsp; 118143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantica Sustainable Infrastructure plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4816023** |
| **Total Common Stocks (Cost $51,439,807)** | **Total Common Stocks (Cost $51,439,807)** | **Total Common Stocks (Cost $51,439,807)** | **63654525** |
|  | Coupon |  |  |
| **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>2,3</sup> | 4.437% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**56934** |
| **Total Investments (99.9%) (Cost $51,496,731)** | **Total Investments (99.9%) (Cost $51,496,731)** |  | **63711459** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40525** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | **63751984** |

---

---

| | |
|:---|:---|
| Cost is in $000. | Cost is in $000. |
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $28,979,000. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 3 | Collateral of $30,233,000 was received for securities on loan. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| E-mini S&P 500 Index | March 2023 | 447 | 91412 | &nbsp;&nbsp;3750 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| Clorox Co. | 8/31/23 | BANA | 14454 | (4.327) | &nbsp;&nbsp;&nbsp;&nbsp;522 |  |
| Paramount Global Class B | 8/31/23 | BANA | &nbsp;&nbsp;10060 | (4.327) | 3852 |  |
|  |  |  |  |  | &nbsp;&nbsp;4374 |  |

---

1 Based on USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. <br> BANA—Bank of America, N.A.

At January 31, 2023, the counterparties had deposited in segregated accounts securities with a value of $3,649,000 in connection with open over-the-counter swap contracts.

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily

------

to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 63654525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;63654525 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56934 |
| Total | &nbsp;&nbsp;63711459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;63711459 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4374 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;4374 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8124 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** VANGUARD WHITEHALL FUNDS

- **b. Investment Company Act file number:** 811-07443

- **c. CIK number of Registrant:** 0001004655

- **d. LEI of Registrant:** 5493006QD7VQBS2FQD13

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** VANGUARD HIGH DIVIDEND YIELD INDEX FUND

- **b. EDGAR series identifier (if any):** S000014011

- **c. LEI of Series:** TR5F4U3Y3DQVBW8TQD97

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $63789792690.21

**Total Liabilities:** $35720418.94

**Net Assets:** $63754072271.27

**Cash Not Reported:** $26539284.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038295 | 6.38%                | -3.53%               | 2.35%                |
| Class ID C000209802 | 6.39%                | -3.56%               | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $94003486.69             | $3576362116.67                             |
| Month 2  | $244812736.91            | $-2689085303.54                            |
| Month 3  | $333501623.75            | $993527151.24                              |

### Schedule of Portfolio Investments

| Name                                              | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SFL Corp Ltd                                      | SFL CORP LTD                                | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | US        |    499865 | NS      | $5088625.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A                            | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    217462 | NS      | $9324770.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   3390879 | NS      | $347395553.55  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | FULTON FINANCIAL                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    720136 | NS      | $12047875.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |   1806208 | NS      | $279474563.84  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   2924121 | NS      | $80150156.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    506476 | NS      | $21849374.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                | HOULIHAN LOKEY I                            | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    218332 | NS      | $21630151.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                    | MGE ENERGY INC                              | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159478 | NS      | $11659436.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1617302 | NS      | $147708191.66  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   3102252 | NS      | $184118656.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   2081680 | NS      | $208730053.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |   5890601 | NS      | $492984397.69  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    891202 | NS      | $76634459.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                        | WATSCO INC                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    145432 | NS      | $41792793.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     64049 | NS      | $4951628.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                         | TEGNA INC                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    974303 | NS      | $19417858.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    202759 | NS      | $16768169.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    870669 | NS      | $36594218.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |  10401806 | NS      | $1481009138.28 | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |   2396259 | NS      | $164790731.43  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                           | REPUBLIC BNCRP-A                            | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37895 | NS      | $1704517.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | NORTHWEST NATURA                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    151737 | NS      | $7608093.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                         | CARPENTER TECH                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    207886 | NS      | $10038814.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                               | BANK OF HAWAII                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    176908 | NS      | $13531692.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                                | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    346796 | NS      | $21699025.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | MOELIS & CO-CL A                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    277630 | NS      | $12979202.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                       | COMMUNI TRUST BA                            | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69260 | NS      | $2983720.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                          | WOLVERINE WORLD                             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    336745 | NS      | $5431696.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  31538049 | NS      | $642430058.13  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   1095615 | NS      | $59196078.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                   | 1ST SOURCE CORP                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70431 | NS      | $3464500.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   2351966 | NS      | $593636218.40  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | PERRIGO CO PLC                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |    589787 | NS      | $22069829.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   1551590 | NS      | $64887493.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                | COHEN & STEERS                              | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |    110651 | NS      | $8129528.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    324772 | NS      | $12958402.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   7788686 | NS      | $1150778356.50 | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | BERKSHIRE HILLS                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    190399 | NS      | $5911888.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | MATIV INC                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    236471 | NS      | $6517140.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    608833 | NS      | $102174354.06  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   2064038 | NS      | $76761573.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                         | SJW GROUP                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118143 | NS      | $9145449.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    891553 | NS      | $96537358.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                 | PATTERSON COS                               | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    380848 | NS      | $11497801.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT MIDSTREAM                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    419793 | NS      | $22945885.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    984538 | NS      | $61681305.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                       | KOHLS CORP                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    513077 | NS      | $16608302.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   6284103 | NS      | $95329842.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    317682 | NS      | $7452819.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                   | OLD REPUB INTL                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   1212910 | NS      | $32008694.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    677933 | NS      | $56261659.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    221440 | NS      | $19300710.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                              | FIRST MERCHANTS                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    248966 | NS      | $10615910.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SOUTHSTATE CORP                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    330369 | NS      | $26297372.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |    512967 | NS      | $51383904.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   5489410 | NS      | $668994396.70  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR                            | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    803828 | NS      | $10811486.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   4800282 | NS      | $324883085.76  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE ENERGY CORP                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    868382 | NS      | $34144780.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |  17361209 | NS      | $234549933.59  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                       | PACIFIC PREMIER                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    415637 | NS      | $13441700.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    880088 | NS      | $78081407.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A                            | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    517615 | NS      | $17267636.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   2574295 | NS      | $351005123.25  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                           | ESSENTIAL UTILIT                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |   1031570 | NS      | $48205266.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | TIMKEN CO                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    267761 | NS      | $22050118.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |   1615655 | NS      | $169546835.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   1513941 | NS      | $124642762.53  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281043 | NS      | $9965784.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |   1119529 | NS      | $43930317.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                     | B&G FOODS INC                               | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    309740 | NS      | $4342554.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   9381451 | NS      | $681562415.15  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    965248 | NS      | $112422434.56  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       447 | NC      | $3750263.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | INGREDION INC                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    290829 | NS      | $29897221.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |   1445643 | NS      | $528830665.83  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |    157311 | NS      | $21170914.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | HELMERICH & PAYN                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    448302 | NS      | $21715748.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   5904880 | NS      | $294063024.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |   2429623 | NS      | $279601014.84  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    729349 | NS      | $87988663.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |   1951945 | NS      | $133669193.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   1483201 | NS      | $192830962.01  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |   2716104 | NS      | $199633644.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   2135854 | NS      | $92525195.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                 | PNM RESOURCES                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    374157 | NS      | $18513288.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                     | HEALTHCARE SERVS                            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    323127 | NS      | $4352520.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   8752450 | NS      | $653195343.50  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | KONTOOR BRAND                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    242396 | NS      | $11576832.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   1248709 | NS      | $82102616.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    686348 | NS      | $26753845.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |   2967457 | NS      | $618655435.36  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    159589 | NS      | $20716248.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   1626363 | NS      | $52157461.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |   3235775 | NS      | $163633141.75  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   1506070 | NS      | $164628511.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI                            | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |    215750 | NS      | $6895370.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                     | RENASANT CORP                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    239191 | NS      | $8510415.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                       | ONE GAS INC                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    234601 | NS      | $19321738.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |   2271028 | NS      | $213385790.88  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive CLOROX CO Pay Overnight Rate        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    103000 | NC      | $521974.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |   6219321 | NS      | $354376910.58  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     97627 | NS      | $4572848.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   1578978 | NS      | $278942253.48  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   1544674 | NS      | $47792213.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    576353 | NS      | $42252438.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                                | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |    311280 | NS      | $13126677.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |   1831445 | NS      | $416635423.05  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    762499 | NS      | $40092197.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |   1758114 | NS      | $285183671.94  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |   1070505 | NS      | $249491895.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |    661217 | NS      | $502002558.57  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    804908 | NS      | $25507534.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING                            | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    350932 | NS      | $10847308.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    650780 | NS      | $34595464.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |  11148476 | NS      | $1197457807.16 | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    917452 | NS      | $33000748.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    254733 | NS      | $57939020.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                         | SPIRE INC                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    222396 | NS      | $16061439.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |   1124562 | NS      | $33883053.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |   1385935 | NS      | $222206958.55  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                          | SANDY SPRING BAN                            | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189438 | NS      | $6403004.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   3666857 | NS      | $233358779.48  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                            | CATHAY GENERAL B                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    318913 | NS      | $14019415.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   2624859 | NS      | $205683951.24  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |   1839697 | NS      | $415421979.57  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   2470980 | NS      | $56857249.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI                            | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256221 | NS      | $18099451.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                      | ARCHROCK INC                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    589723 | NS      | $5844154.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   2511822 | NS      | $102859110.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                        | ATLAS CORP                                  | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295417 | NS      | $4375125.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cincinnati Financial Corp                         | CINCINNATI FIN                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |    671333 | NS      | $75961328.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    571568 | NS      | $33819678.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | SCOTTS MIRACLE                              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    176446 | NS      | $12737636.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                                | VITESSE ENERGY                              | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103877 | NS      | $1657876.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                        | ALLETE INC                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    258300 | NS      | $15978438.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                     | CREDICORP LTD                               | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | US        |    300975 | NS      | $40420942.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC          | ATLANTICA SUSTAI                            | CUSIP: G0751N103<br>LEI: 549300ITBBGKJ651R879 | Long             | EC               | CORP              | US        |    276174 | NS      | $7572691.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    451306 | NS      | $68959556.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                        | LAZARD LTD-CL A                             | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |    366104 | NS      | $14673448.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |  18035923 | NS      | $509695183.98  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     66149 | NS      | $7753985.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    975299 | NS      | $312593082.49  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                       | HEARTLAND FINL                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |    178464 | NS      | $8828614.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                              | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    730278 | NS      | $29028550.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   1266768 | NS      | $57397258.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | SIMMONS FIRST -A                            | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    531658 | NS      | $11861289.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |    242909 | NS      | $27895669.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   1392868 | NS      | $108100485.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | AVIENT CORP                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    404343 | NS      | $16383978.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                       | SOUTH JERSEY IND                            | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    538390 | NS      | $19430495.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                      | WASH TRUST BANC                             | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     76191 | NS      | $3258689.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                        | INDEPENDENT BANK                            | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159789 | NS      | $9795065.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                      | SINCLAIR BROAD-A                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    174975 | NS      | $3609734.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   4551662 | NS      | $1475512270.54 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |   2525089 | NS      | $127643248.95  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |   1011739 | NS      | $34621708.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |   3647153 | NS      | $271822313.09  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |    313414 | NS      | $21512736.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                       | KEMPER CORP                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    278356 | NS      | $16347847.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    865896 | NS      | $11750208.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                         | COMMUNITY BANK S                            | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    232986 | NS      | $13445622.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                  | MCGRATH RENTCORP                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    105624 | NS      | $10513812.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WISDOMTREE INC                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    598842 | NS      | $3449329.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                          | TOWNE BANK                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    293322 | NS      | $8937521.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   1564609 | NS      | $149122883.79  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   5053714 | NS      | $551562345.96  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WESBANCO INC                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254545 | NS      | $9461437.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   1129369 | NS      | $190885948.38  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                 | FIRST COMMON FIN                            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    413416 | NS      | $6081349.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |    621248 | NS      | $155026225.92  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   2600539 | NS      | $234620628.58  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    914576 | NS      | $8039123.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                            | ENERGIZER HOLDIN                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    290717 | NS      | $10785600.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   2913427 | NS      | $212738439.54  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                          | DANA INC                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    559075 | NS      | $10141620.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                     | STEELCASE INC-A                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    376324 | NS      | $2935327.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                    | ATLANTIC UNION B                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    333357 | NS      | $12897582.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI                            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152749 | NS      | $9902717.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |  24909541 | NS      | $1100005330.56 | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP                            | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    415960 | NS      | $10536266.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    295231 | NS      | $44807208.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | UNIVERSAL CORP                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    106055 | NS      | $5766210.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    292206 | NS      | $13707383.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc              | CRACKER BARREL                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     98323 | NS      | $10970880.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                           | OLD NATL BANCORP                            | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   1292233 | NS      | $22614077.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   1195373 | NS      | $28246663.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                           | STOCK YARDS BANC                            | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |    124942 | NS      | $7491522.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   2039070 | NS      | $351005509.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                        | HORACE MANN EDUC                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    179839 | NS      | $6404066.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    464692 | NS      | $8815207.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69102 | NS      | $6047807.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                    | LCI INDUSTRIES                              | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    108245 | NS      | $12147253.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   1130141 | NS      | $98175348.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI CORP                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |    170411 | NS      | $22570936.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |   6263846 | NS      | $901179524.02  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | GLACIER BANCORP                             | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    477774 | NS      | $21781716.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   3273571 | NS      | $206955158.62  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |   1109914 | NS      | $19501188.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   1269499 | NS      | $80219641.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    222262 | NS      | $23517542.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                     | UNITED COMMUNITY                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    470005 | NS      | $15293962.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   4093060 | NS      | $96350632.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   6013052 | NS      | $393494122.88  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   1062046 | NS      | $98292357.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI CORP                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    926643 | NS      | $36908190.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO                            | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |    852974 | NS      | $57814577.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                               | SCORPIO TANKERS                             | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | US        |    206577 | NS      | $9888840.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119046 | NS      | $5222548.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                             | INDEP BANK/MA                               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    199847 | NS      | $15925807.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                        | WORTHINGTON INDS                            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    136466 | NS      | $7760821.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T BANK CORP                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    757852 | NS      | $118224912.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   1412877 | NS      | $45635927.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |   1950982 | NS      | $45184743.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                               | Receive PARAMOUNT GLOB-B Pay Overnight Rate | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    596000 | NC      | $3852061.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    528113 | NS      | $46563723.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   1709261 | NS      | $24220228.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    916645 | NS      | $179405759.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   1791456 | NS      | $49712904.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                          | GRANITE CONSTR                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    192712 | NS      | $8205676.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    661696 | NS      | $24079117.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    629076 | NS      | $8146534.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                    | NY COMM BANCORP                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   2941145 | NS      | $29382038.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    268009 | NS      | $7804422.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    171789 | NS      | $60072895.41   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY                            | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |    254900 | NS      | $15956740.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   1694295 | NS      | $237252128.85  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                | BOK FINL CORP                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    128404 | NS      | $12904602.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    379710 | NS      | $19547470.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME                            | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |    239826 | NS      | $7139620.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |    119869 | NS      | $5221493.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                         | PROSPERITY BNCSH                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    387429 | NS      | $29390363.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1713640 | NS      | $62479314.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                             | WILEY JOHN&SON-A                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    187367 | NS      | $8581408.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                          | KEARNY FINANCIAL                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    264106 | NS      | $2477314.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                            | HOME BANCSHARES                             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    824718 | NS      | $19686018.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA                            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188189 | NS      | $12904119.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                 | NORTHWESTERN COR                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    255308 | NS      | $14501494.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | JEFFERIES FINANC                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    882820 | NS      | $34677169.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   4063168 | NS      | $77972193.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | CLEARWAY ENERG-A                            | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    143951 | NS      | $4613629.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   1118390 | NS      | $125774139.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                 | INTERNATIONAL GA                            | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    427077 | NS      | $11296186.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    213200 | NS      | $20128212.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   5636656 | NS      | $90919261.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   3713299 | NS      | $1277931850.85 | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                | FIRST HORIZON CO                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   2335927 | NS      | $57767474.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |  17202197 | NS      | $1054838720.04 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    900942 | NS      | $87364345.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |    440923 | NS      | $63797148.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    685867 | NS      | $15157660.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                               | WALKER & DUNLOP                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136969 | NS      | $13064103.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    641162 | NS      | $144004985.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   1965685 | NS      | $72199610.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    565968 | NS      | $4737152.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO                            | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219118 | NS      | $3122431.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV                            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    113701 | NS      | $14533261.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |   1651262 | NS      | $30564859.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    557363 | NS      | $36000076.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                              | RENT-A-CENTER                               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    218103 | NS      | $5864789.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |   2292488 | NS      | $578371797.52  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   5368294 | NS      | $173073798.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     30208 | NS      | $6491095.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    345953 | NS      | $13021670.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    858362 | NS      | $72703261.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    390105 | NS      | $22649496.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   8522026 | NS      | $445020197.72  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                         | BUNGE LTD                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |    611187 | NS      | $60568631.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc             | ARTISAN PARTNE-A                            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    261326 | NS      | $9622023.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   1127289 | NS      | $108997573.41  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    235743 | NS      | $36679253.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |   4937034 | NS      | $657662299.14  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  18904427 | NS      | $743889202.45  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   3999317 | NS      | $708718965.57  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                              | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    138583 | NS      | $4284986.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   2061070 | NS      | $264888716.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   2891153 | NS      | $129032158.39  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    495107 | NS      | $22611536.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |   1346948 | NS      | $317933605.92  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |    229387 | NS      | $57055428.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   2783102 | NS      | $83827032.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                        | CABOT CORP                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    246244 | NS      | $18549560.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72252 | NS      | $6238237.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    635841 | NS      | $27729026.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |   1146315 | NS      | $50472249.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    771002 | NS      | $112658812.24  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                        | GUESS? INC                                  | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    132878 | NS      | $3078783.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                              | UMPQUA HOLDINGS                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    961875 | NS      | $17506125.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   8761034 | NS      | $160326922.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | FIRST HAWAIIA                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    569487 | NS      | $15626723.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | CULLEN/FROST                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |    257838 | NS      | $33591134.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR                            | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    506242 | NS      | $13040793.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |  18523773 | NS      | $770033243.61  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   6825983 | NS      | $711540467.92  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | PORTLAND GENERAL                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    390068 | NS      | $18559435.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   1294008 | NS      | $18271392.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                        | H&E EQUIPMENT SE                            | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |    137987 | NS      | $7022158.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C                            | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    497980 | NS      | $8156912.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | COMMERCIAL METAL                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    526195 | NS      | $28556602.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL                            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    186552 | NS      | $14120120.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179326 | NS      | $11503762.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                      | BIG LOTS INC                                | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123855 | NS      | $2026267.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   1030846 | NS      | $477549717.96  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | JANUS HENDERSON                             | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |    607677 | NS      | $15750987.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    501526 | NS      | $6464670.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4153195 | NS      | $131822409.30  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    412214 | NS      | $7959852.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                           | STRATEGIC EDUCAT                            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     99072 | NS      | $9248371.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                           | VALLEY NATL BANC                            | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   1895863 | NS      | $22522852.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | BLACK HILLS CORP                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    285299 | NS      | $20649941.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                             | JACKSON FI-A                                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    332351 | NS      | $14636738.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                      | LA-Z-BOY INC                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    187064 | NS      | $5318229.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN                            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |   3083445 | NS      | $17853146.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coterra Energy Inc                                | COTERRA ENERGY I                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   3442302 | NS      | $86160819.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   1261949 | NS      | $39372808.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    837071 | NS      | $179819592.22  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    856271 | NS      | $44466153.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   1053634 | NS      | $48014101.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                              | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    506327 | NS      | $8683508.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |  18161864 | NS      | $2106957842.64 | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   1318498 | NS      | $42838000.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    292544 | NS      | $39475887.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | SPECTRUM BRANDS                             | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    174246 | NS      | $11827818.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |   1164423 | NS      | $149593422.81  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                   | NBT BANCORP INC                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182818 | NS      | $7186575.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    401671 | NS      | $18428665.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    265386 | NS      | $40412980.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI CORP                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    179186 | NS      | $5692739.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    236553 | NS      | $54149347.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE                            | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    349684 | NS      | $14816111.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd              | ZIM INTEGRATED S                            | CUSIP: M9T951109<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | US        |    359748 | NS      | $6817224.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp                                   | MCDONALDS CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |   3256761 | NS      | $870857891.40  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    572830 | NS      | $20942664.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                               | JACK IN THE BOX                             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     91732 | NS      | $6969797.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   5852992 | NS      | $289079274.88  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   2209564 | NS      | $163397257.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA                            | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441607 | NS      | $5904285.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   8523934 | NS      | $1483334994.68 | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |   3147580 | NS      | $116019798.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    173828 | NS      | $38336027.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                   | FOOT LOCKER INC                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    356231 | NS      | $15499610.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    117049 | NS      | $4182160.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   1385786 | NS      | $130250026.14  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | BLACKSTONE INC                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |   3082453 | NS      | $295792189.88  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd             | ARGO GROUP INTER                            | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | US        |    137784 | NS      | $3824883.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | FIRST AMERICAN F                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    447353 | NS      | $27677730.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   6475534 | NS      | $646582069.90  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   2195382 | NS      | $135960007.26  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                    | KENNAMETAL INC                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    351904 | NS      | $10029264.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    404880 | NS      | $57776376.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                              | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    576187 | NS      | $23162717.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    603966 | NS      | $70990163.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    753059 | NS      | $26680880.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   3237589 | NS      | $599698610.47  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    660976 | NS      | $14812472.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   4415594 | NS      | $128670409.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |   1030815 | NS      | $197009362.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    422065 | NS      | $25792392.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   3963786 | NS      | $534040887.78  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   5432896 | NS      | $528783767.68  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    581353 | NS      | $14080369.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                         | GATX CORP                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    155015 | NS      | $17741466.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |   3330639 | NS      | $115273415.79  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |   2577332 | NS      | $340852157.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | CLEARWAY ENERG-C                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    356797 | NS      | $12056170.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                         | NEW JERSEY RES                              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    419625 | NS      | $20947680.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   1650640 | NS      | $113729096.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                 | CRANE HOLDINGS C                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    208757 | NS      | $24197023.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    761253 | NS      | $16975941.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    877128 | NS      | $27112026.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |   2865424 | NS      | $181209413.76  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    527542 | NS      | $7459443.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   5774824 | NS      | $509454973.28  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    640476 | NS      | $26867968.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |   1202992 | NS      | $140425256.16  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    235551 | NS      | $31231707.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |    680480 | NS      | $67285862.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |  12854318 | NS      | $1799090347.28 | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                | CALAVO GROWERS I                            | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74949 | NS      | $2402115.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  16705370 | NS      | $782980691.90  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                            | WEBSTER FINL                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    750836 | NS      | $39531515.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   2237744 | NS      | $173335650.24  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   3234818 | NS      | $95750612.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |   1421478 | NS      | $164692441.08  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   1149758 | NS      | $88818805.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL A                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    107806 | NS      | $7700582.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   5297664 | NS      | $64419594.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  30936338 | NS      | $1097621272.24 | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                      | MEDIFAST INC                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     47468 | NS      | $5290308.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |   1528252 | NS      | $12898446.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   1676404 | NS      | $26755407.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC                            | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113269 | NS      | $6293225.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                            | FIRSTCASH HOLDIN                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163983 | NS      | $15115952.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    847053 | NS      | $98571557.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                              | SOUTHERN COPPER                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |    379637 | NS      | $28552498.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   2408109 | NS      | $199511830.65  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                      | CADENCE BANK                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    774745 | NS      | $19817977.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |   6090607 | NS      | $1041615609.14 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                   | S & T BANCORP                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170376 | NS      | $6198278.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   3033604 | NS      | $211047830.28  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                    | FLOWSERVE CORP                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    579886 | NS      | $19959676.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   1546404 | NS      | $22067185.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   5530850 | NS      | $464259549.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    960015 | NS      | $63581793.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1474559 | NS      | $16072693.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                  | MDC HOLDINGS INC                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    248556 | NS      | $9385474.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   4376196 | NS      | $184631709.24  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                          | F&G ANNUITIES                               | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78485 | NS      | $1684288.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                             | RPM INTL INC                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    557166 | NS      | $50094795.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    536688 | NS      | $79413723.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |   3082964 | NS      | $124952530.92  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   7894694 | NS      | $355577017.76  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                            | CHESAPEAKE ENERG                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    536248 | NS      | $46503426.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                | COCA-COLA EUROPA                            | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | US        |    892280 | NS      | $50163981.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Asset Management Inc                       | APOLLO GLOBAL MA                            | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |   2131260 | NS      | $150850582.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                         | NATL INSTRUMENTS                            | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    581410 | NS      | $31396140.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    822645 | NS      | $22779040.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                       | TRINSEO PLC                                 | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |    151481 | NS      | $4203597.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     85721 | NS      | $7383149.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   1740209 | NS      | $1018039667.09 | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   2982711 | NS      | $108242582.19  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | EAST WEST BNCRP                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    623449 | NS      | $48953215.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   1733598 | NS      | $39976769.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    506395 | NS      | $14006885.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |  11595544 | NS      | $1894943800.48 | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    477712 | NS      | $20192886.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund              | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    337964 | NS      | $33793041.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371771 | NS      | $4862764.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    297037 | NS      | $42354505.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    491291 | NS      | $36625744.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |  18100785 | NS      | $880965205.95  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                       | KENNEDY-WILSON H                            | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    512411 | NS      | $9161908.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    468492 | NS      | $164028419.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    137198 | NS      | $6515533.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    478394 | NS      | $58938140.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   3500482 | NS      | $185280512.26  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64259 | NS      | $6091110.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                          | EQUITRANS MIDSTR                            | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |   1790983 | NS      | $12984626.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   1117944 | NS      | $76668599.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |   2176514 | NS      | $720295543.16  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   1771772 | NS      | $293104241.96  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                       | AUTOLIV INC                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    386986 | NS      | $35649150.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                        | SOUTHWEST GAS HO                            | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296505 | NS      | $19845079.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | RALPH LAUREN COR                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |    179343 | NS      | $22211630.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD WHITEHALL FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer