# EDGAR Filing Document

**Accession Number:** 0001004655
**File Stem:** 0001752724-23-075089
**Filing Date:** 2023-3
**Character Count:** 62470
**Document Hash:** 1d4a4013d7425d99c5f4623693d36fc4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075089.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075089

**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:** 23784178

**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 Selected Value Fund (Series ID: S000004409)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012167 | Investor Shares | VASVX           |

## Nport-Ex

Vanguard<sup>®</sup> Selected Value 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.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (94.7%)** | **Common Stocks (94.7%)** | **Common Stocks (94.7%)** | **Common Stocks (94.7%)** |
| **Communication Services (1.9%)** | **Communication Services (1.9%)** | **Communication Services (1.9%)** | **Communication Services (1.9%)** |
|  | Omnicom Group Inc. | 789400 | 67881 |
|  | Activision Blizzard Inc. | 578500 | 44296 |
|  | Warner Music Group Corp. Class A | 215980 | 7872 |
|  |  |  | **120049** |
| **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** |
|  | Gildan Activewear Inc. | 3479628 | 109017 |
| <sup>\*</sup> | Taylor Morrison Home Corp. Class A | 2575843 | 92215 |
|  | Lear Corp. | 545377 | 79505 |
| <sup>\*</sup> | Skechers USA Inc. Class A | 1447313 | 69688 |
|  | Newell Brands Inc. | 4134510 | 65987 |
|  | Gentex Corp. | 2217574 | 65441 |
|  | Gap Inc. | 4629193 | 62818 |
|  | Magna International Inc. | 923402 | 59966 |
| <sup>\*</sup> | Helen of Troy Ltd. | 525880 | 59482 |
| <sup>\*</sup> | M/I Homes Inc. | 893000 | 53401 |
|  | PVH Corp. | 586275 | 52706 |
| <sup>\*</sup> | CarMax Inc. | 701040 | 49388 |
|  | Hasbro Inc. | 803336 | 47533 |
|  | American Eagle Outfitters Inc. | 2764660 | 44622 |
| <sup>\*</sup> | Mohawk Industries Inc. | 368505 | 44243 |
|  | Whirlpool Corp. | 238100 | 37046 |
|  | Hanesbrands Inc. | 3982200 | 33610 |
|  |  |  | **1026668** |
| **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** |
|  | Ingredion Inc. | 271800 | 27941 |
|  | Spectrum Brands Holdings Inc. | 381651 | 25906 |
|  |  |  | **53847** |
| **Energy (3.8%)** | **Energy (3.8%)** | **Energy (3.8%)** | **Energy (3.8%)** |
|  | Civitas Resources Inc. | 894142 | 59505 |
|  | Williams Cos. Inc. | 1616200 | 52106 |
|  | NOV Inc. | 2072924 | 50662 |
|  | Halliburton Co. | 1164105 | 47985 |
| <sup>\*</sup> | TechnipFMC plc | 1011731 | 14053 |
|  | Chord Energy Corp. | 95000 | 13616 |
| <sup>\*</sup> | Vitesse Energy Inc. | 268443 | 4285 |
|  |  |  | **242212** |
| **Financials (25.3%)** | **Financials (25.3%)** | **Financials (25.3%)** | **Financials (25.3%)** |
|  | Fidelity National Financial Inc. | 2372466 | 104460 |
|  | Unum Group | 2337048 | 98226 |
|  | Globe Life Inc. | 771667 | 93256 |
|  | Jefferies Financial Group Inc. | 2280878 | 89593 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | State Street Corp. | 921970 | 84204 |
|  | Equitable Holdings Inc. | 2353647 | 75481 |
|  | CNO Financial Group Inc. | 2781935 | 71663 |
|  | Voya Financial Inc. | 937715 | 65424 |
|  | Essent Group Ltd. | 1314260 | 57867 |
|  | KeyCorp. | 2888324 | 55427 |
|  | Regions Financial Corp. | 2149320 | 50595 |
|  | Axis Capital Holdings Ltd. | 804303 | 50325 |
| <sup>\*</sup> | Brookfield Asset Management Ltd. Class A | 1525030 | 49792 |
|  | Radian Group Inc. | 2170000 | 47957 |
|  | Progressive Corp. | 313987 | 42812 |
|  | CNA Financial Corp. | 970889 | 42292 |
|  | Fifth Third Bancorp | 1122424 | 40733 |
| <sup>\*</sup> | Genworth Financial Inc. Class A | 7156600 | 39504 |
|  | Reinsurance Group of America Inc. | 252418 | 38309 |
|  | M&T Bank Corp. | 238410 | 37192 |
|  | Webster Financial Corp. | 703913 | 37061 |
|  | Cboe Global Markets Inc. | 288500 | 35451 |
|  | RenaissanceRe Holdings Ltd. | 178160 | 34864 |
| <sup>\*</sup> | Arch Capital Group Ltd. | 532979 | 34297 |
|  | Loews Corp. | 521400 | 32056 |
|  | Allstate Corp. | 236315 | 30359 |
|  | Synchrony Financial | 775850 | 28497 |
|  | Invesco Ltd. | 1529420 | 28310 |
|  | American International Group Inc. | 388682 | 24572 |
|  | FirstCash Holdings Inc. | 247630 | 22827 |
|  | MGIC Investment Corp. | 1612799 | 22773 |
|  | Everest Re Group Ltd. | 51771 | 18104 |
|  | Ally Financial Inc. | 500000 | 16245 |
|  | Navient Corp. | 479339 | 9093 |
|  |  |  | **1609621** |
| **Health Care (7.2%)** | **Health Care (7.2%)** | **Health Care (7.2%)** | **Health Care (7.2%)** |
|  | Fresenius Medical Care AG & Co. KGaA ADR | 4399039 | 82394 |
|  | Cardinal Health Inc. | 772569 | 59681 |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 965775 | 55339 |
|  | Perrigo Co. plc | 1476341 | 55245 |
|  | DENTSPLY SIRONA Inc. | 1424700 | 52472 |
|  | Baxter International Inc. | 962820 | 43991 |
| <sup>\*</sup> | Henry Schein Inc. | 429802 | 37027 |
|  | Laboratory Corp. of America Holdings | 142400 | 35902 |
| <sup>\*</sup> | Enovis Corp. | 546409 | 34396 |
| <sup>\*</sup> | Syneos Health Inc. | 6149 | 221 |
|  |  |  | **456668** |
| **Industrials (18.1%)** | **Industrials (18.1%)** | **Industrials (18.1%)** | **Industrials (18.1%)** |
| <sup>\*</sup> | AerCap Holdings NV | 3504801 | 221538 |
|  | Terex Corp. | 1724030 | 87874 |
|  | Esab Corp. | 1101330 | 63668 |
| <sup>\*</sup> | IAA Inc. | 1419592 | 59240 |
|  | BWX Technologies Inc. | 833545 | 50729 |
|  | Westinghouse Air Brake Technologies Corp. | 470769 | 48870 |
| <sup>\*</sup> | MasTec Inc. | 487571 | 47894 |
|  | Woodward Inc. | 461755 | 47219 |
|  | AMETEK Inc. | 323710 | 46912 |
|  | Stanley Black & Decker Inc. | 505350 | 45133 |
|  | Enerpac Tool Group Corp. Class A | 1539856 | 40868 |
|  | Acuity Brands Inc. | 213154 | 40184 |
|  | Triton International Ltd. | 551700 | 38972 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | JetBlue Airways Corp. | 4790529 | 38324 |
|  | MSC Industrial Direct Co. Inc. Class A | 457552 | 37840 |
|  | Fortune Brands Innovations Inc. | 572191 | 36912 |
|  | Armstrong World Industries Inc. | 472630 | 36586 |
| <sup>\*</sup> | JELD-WEN Holding Inc. | 2664409 | 33705 |
| <sup>\*</sup> | Gates Industrial Corp. plc | 2455530 | 32438 |
|  | Textainer Group Holdings Ltd. | 746360 | 25302 |
|  | MDU Resources Group Inc. | 781863 | 24167 |
|  | PACCAR Inc. | 216850 | 23704 |
|  | Snap-on Inc. | 56185 | 13975 |
| <sup>\*</sup> | Air France KLM ADR | 4102756 | 7057 |
|  | Masterbrand Inc. | 572191 | 5264 |
|  |  |  | **1154375** |
| **Information Technology (9.9%)** | **Information Technology (9.9%)** | **Information Technology (9.9%)** | **Information Technology (9.9%)** |
| <sup>\*</sup> | Arrow Electronics Inc. | 957548 | 112502 |
|  | Avnet Inc. | 1564918 | 71798 |
|  | TE Connectivity Ltd. | 479540 | 60974 |
|  | Open Text Corp. | 1766900 | 59280 |
|  | Cognizant Technology Solutions Corp. Class A | 839956 | 56067 |
|  | MKS Instruments Inc. | 536880 | 54934 |
|  | Amdocs Ltd. | 528363 | 48572 |
|  | SS&C Technologies Holdings Inc. | 790883 | 47730 |
| <sup>\*</sup> | Celestica Inc. | 3057329 | 40754 |
|  | Micron Technology Inc. | 524649 | 31636 |
|  | Genpact Ltd. | 505149 | 23883 |
|  | Juniper Networks Inc. | 392407 | 12675 |
|  | Hewlett Packard Enterprise Co. | 712568 | 11494 |
|  |  |  | **632299** |
| **Materials (6.9%)** | **Materials (6.9%)** | **Materials (6.9%)** | **Materials (6.9%)** |
|  | Dow Inc. | 1324763 | 78625 |
|  | Olin Corp. | 1093779 | 70647 |
|  | US Steel Corp. | 2268700 | 64635 |
| <sup>\*</sup> | Axalta Coating Systems Ltd. | 1982429 | 59671 |
| <sup>\*</sup> | IAMGOLD Corp. | 14779630 | 41531 |
|  | Kinross Gold Corp. | 8320709 | 38608 |
| <sup>\*</sup> | Eldorado Gold Corp. | 3834000 | 36653 |
|  | Centerra Gold Inc. | 3735276 | 24018 |
| <sup>\*</sup> | Equinox Gold Corp. | 2671383 | 12227 |
|  | Mosaic Co. | 239370 | 11858 |
|  |  |  | **438473** |
| **Real Estate (2.5%)** | **Real Estate (2.5%)** | **Real Estate (2.5%)** | **Real Estate (2.5%)** |
| <sup>\*</sup> | CBRE Group Inc. Class A | 752554 | 64351 |
| <sup>\*</sup> | Howard Hughes Corp. | 474941 | 40603 |
|  | DiamondRock Hospitality Co. | 2318654 | 22329 |
|  | Vornado Realty Trust | 716742 | 17481 |
|  | Park Hotels & Resorts Inc. | 1024815 | 15075 |
|  |  |  | **159839** |
| **Utilities (2.1%)** | **Utilities (2.1%)** | **Utilities (2.1%)** | **Utilities (2.1%)** |
|  | Edison International | 1047544 | 72176 |
|  | Atmos Energy Corp. | 303473 | 35670 |
|  | Constellation Energy Corp. | 141989 | 12120 |
|  | Entergy Corp. | 110564 | 11972 |
|  |  |  | **131938** |
| **Total Common Stocks (Cost $4,980,626)** | **Total Common Stocks (Cost $4,980,626)** | **Total Common Stocks (Cost $4,980,626)** | **6025989** |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Temporary Cash Investments (5.0%)** | **Temporary Cash Investments (5.0%)** | **Temporary Cash Investments (5.0%)** | **Temporary Cash Investments (5.0%)** |
| **Money Market Fund (5.0%)** | **Money Market Fund (5.0%)** | **Money Market Fund (5.0%)** | **Money Market Fund (5.0%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 4.437% **(Cost $318,692)** | 3187771 | **318745** |
| **Total Investments (99.7%) (Cost $5,299,318)** | **Total Investments (99.7%) (Cost $5,299,318)** | **Total Investments (99.7%) (Cost $5,299,318)** | **6344734** |
| **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | **21795** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **6366529** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

\* Non-income-producing security. <br> 1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. <br> ADR—American Depositary Receipt.

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
| 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 |  |  |  |  |
| E-mini S&P 500 Index | March 2023 | 707 | 144582 | &nbsp;&nbsp;6855 |

---

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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with

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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).

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.**

At January 31, 2023, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.

## 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 SELECTED VALUE FUND

- **b. EDGAR series identifier (if any):** S000004409

- **c. LEI of Series:** 8OOZS8STC87M07UR3V16

**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:** $6380857560.77

**Total Liabilities:** $8779996.52

**Net Assets:** $6372077564.25

**Cash Not Reported:** $5665113.11

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012167 | 6.30%                | -3.38%               | 10.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28123270.04             | $301193794.76                              |
| Month 2  | $27744302.55             | $-248291825.67                             |
| Month 3  | $3455086.73              | $605250901.38                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Air France-KLM                                    | AIR FRA-KLM-ADR                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | US        |   4102756 | NS      | $7056740.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                             | GILDAN ACTIVEWEA               | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | US        |   3479628 | NS      | $109016745.24 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                  | SKECHERS USA-A                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |   1447313 | NS      | $69688120.95  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    921970 | NS      | $84203520.10  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   1324763 | NS      | $78624684.05  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    789400 | NS      | $67880506.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    457552 | NS      | $37839550.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |   2337048 | NS      | $98226127.44  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    957548 | NS      | $112502314.52 | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |   1101330 | NS      | $63667887.30  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    578500 | NS      | $44295745.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    470769 | NS      | $48870529.89  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                   | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    804303 | NS      | $50325238.71  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    572191 | NS      | $36912041.41  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | PERRIGO CO PLC                 | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |   1476341 | NS      | $55244680.22  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    110564 | NS      | $11971869.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |   1868137 | NS      | $95218942.89  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                 | CHORD ENERGY COR               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     95000 | NS      | $13616350.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                              | JELD-WEN HOLDING               | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |   2664409 | NS      | $33704773.85  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                | ELDORADO GOLD                  | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | US        |   3834000 | NS      | $36653040.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |   2678543 | NS      | $95891839.40  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                         | GATES INDUSTRIAL               | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |   2455530 | NS      | $32437551.30  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |    141989 | NS      | $12120181.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    313987 | NS      | $42812127.45  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       739 | NC      | $7188001.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | INGREDION INC                  | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    271800 | NS      | $27941040.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213154 | NS      | $40183792.08  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    505350 | NS      | $45132808.50  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    586275 | NS      | $52706122.50  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                     | AMER EAGLE OUTF                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   2764660 | NS      | $44621612.40  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    752554 | NS      | $64350892.54  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |   1424700 | NS      | $52471701.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                       | ENOVIS CORP                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    546409 | NS      | $34396446.55  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   2353647 | NS      | $75481459.29  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    216850 | NS      | $23703873.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                           | WARNER MUSIC-A                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215980 | NS      | $7872471.00   | 0.12%             |  |  |  | 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        |       171 | NS      | $17061.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI               | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551700 | NS      | $38972088.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    803336 | NS      | $47533391.12  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    962820 | NS      | $43991245.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                   | BROOKFIELD-A                   | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |   1525030 | NS      | $49792229.50  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                                | VITESSE ENERGY                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    268443 | NS      | $4284350.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |   2268700 | NS      | $64635263.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    521400 | NS      | $32055672.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                    | TECHNIPFMC PLC                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | US        |   1011731 | NS      | $14052943.59  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   1164105 | NS      | $47984408.10  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                | AERCAP HOLDINGS                | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | US        |   3504801 | NS      | $221538471.21 | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                    | OPEN TEXT CORP                 | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | US        |   1766900 | NS      | $59279495.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   4629193 | NS      | $62818149.01  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                                 | CENTERRA GOLD IN               | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | US        |   3735276 | NS      | $24017824.68  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    252418 | NS      | $38309479.86  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |   2217574 | NS      | $65440608.74  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |    479540 | NS      | $60973511.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    479339 | NS      | $9093060.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                     | CELESTICA INC                  | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | US        |   3057329 | NS      | $40754195.57  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                               | MKS INSTRUMENTS                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    536880 | NS      | $54933561.60  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    664762 | NS      | $42026253.64  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    833545 | NS      | $50729548.70  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   2149320 | NS      | $50594992.80  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | CIVITAS RESOURCE               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    894142 | NS      | $59505150.10  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T BANK CORP                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    238410 | NS      | $37191960.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    392407 | NS      | $12674746.10  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   7156600 | NS      | $39504432.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    429802 | NS      | $37027442.30  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP               | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |    532979 | NS      | $34297198.65  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP               | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |     51771 | NS      | $18103800.99  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |    142400 | NS      | $35901888.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |    970889 | NS      | $42291924.84  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    545377 | NS      | $79505059.06  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | JEFFERIES FINANC               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |   2280878 | NS      | $89592887.84  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   2888324 | NS      | $55426937.56  | 0.87%             |  |  |  | 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        | 314936232 | NS      | $314904738.37 | 4.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                      | WOODWARD INC                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    461755 | NS      | $47219066.30  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    712568 | NS      | $11493721.84  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                    | ARMSTRONG WORLD                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |    472630 | NS      | $36586288.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   2170000 | NS      | $47957000.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA               | FRESENIUS ME-ADR               | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | US        |   4399039 | NS      | $82394000.47  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    775850 | NS      | $28496970.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |   1529420 | NS      | $28309564.20  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |   1093779 | NS      | $70647185.61  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   1616200 | NS      | $52106288.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   4790529 | NS      | $38324232.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    238100 | NS      | $37045979.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                              | VORNADO RLTY TST               | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    716742 | NS      | $17481337.38  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                           | IAA INC                        | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |   1419592 | NS      | $59239574.16  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     56185 | NS      | $13974895.05  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |   2372466 | NS      | $104459677.98 | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |   1539856 | NS      | $40867778.24  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                 | EQUINOX GOLD COR               | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |   2671383 | NS      | $12227065.85  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |   2781935 | NS      | $71662645.60  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   1612799 | NS      | $22772721.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |   1024815 | NS      | $15075028.65  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |   1314260 | NS      | $57866867.80  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RENAISSANCERE                  | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |    178160 | NS      | $34864130.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    249910 | NS      | $30708940.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    500000 | NS      | $16245000.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | SPECTRUM BRANDS                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    381651 | NS      | $25906469.88  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    236315 | NS      | $30359388.05  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |   1564918 | NS      | $71798437.84  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | VOYA FINANCIAL I               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    937715 | NS      | $65424375.55  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | SYNEOS HEALTH IN               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     45329 | NS      | $1628217.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    303473 | NS      | $35670216.42  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   1047544 | NS      | $72175781.60  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    781863 | NS      | $24167385.33  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    524649 | NS      | $31636334.70  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                 | KINROSS GOLD                   | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | US        |   8320709 | NS      | $38608089.76  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |    528363 | NS      | $48572410.59  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                 | HELEN OF TROY                  | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    525880 | NS      | $59482286.80  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | MASTERBRAND                    | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    572191 | NS      | $5264157.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                            | WEBSTER FINL                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    703913 | NS      | $37061019.45  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | AXALTA COATING S               | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |   1982429 | NS      | $59671112.90  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    772569 | NS      | $59680955.25  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    748402 | NS      | $90444381.70  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    487571 | NS      | $47894099.33  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |   3982200 | NS      | $33609768.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                            | HOWARD HUGHE                   | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |    474941 | NS      | $40602706.09  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   4134510 | NS      | $65986779.60  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                            | FIRSTCASH HOLDIN               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247630 | NS      | $22826533.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    323710 | NS      | $46912053.20  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                        | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |   2072924 | NS      | $50662262.56  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                           | MAGNA INTL                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | US        |    923402 | NS      | $59965725.88  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                       | GENPACT LTD                    | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |    505149 | NS      | $23883444.72  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    239370 | NS      | $11858389.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   2318654 | NS      | $22328638.02  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                      | TEXTAINER GROUP                | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |    746360 | NS      | $25301604.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | MOHAWK INDS                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    368505 | NS      | $44242710.30  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   1122424 | NS      | $40732766.96  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    965775 | NS      | $55338907.50  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                     | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    701040 | NS      | $49388268.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                      | IAMGOLD CORP                   | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | US        |  14779630 | NS      | $41530760.30  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    893000 | NS      | $53401400.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    790883 | NS      | $47729789.05  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    839956 | NS      | $56067063.00  | 0.88%             |  |  |  | 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