iShares MSCI USA Value Factor ETF Fund Holdings as of,"28/Mar/2024" Inception Date,"16/Apr/2013" Shares Outstanding,"68’150’000.00" Stock,"-" Bond,"-" Cash,"-" Other,"-"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Price,Location,Exchange,Currency,FX Rate,Market Currency,Accrual Date "INTC","INTEL CORPORATION CORP","Information Technology","Equity","466’156’398.96","6.32","466’156’398.96","10’553’688.00","44.17","United States","NASDAQ","USD","1.00","USD","-" "CSCO","CISCO SYSTEMS INC","Information Technology","Equity","350’297’128.16","4.75","350’297’128.16","7’018’576.00","49.91","United States","NASDAQ","USD","1.00","USD","-" "T","AT&T INC","Communication","Equity","347’882’075.20","4.71","347’882’075.20","19’766’027.00","17.60","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "GM","GENERAL MOTORS","Consumer Discretionary","Equity","262’060’825.15","3.55","262’060’825.15","5’778’629.00","45.35","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "IBM","INTERNATIONAL BUSINESS MACHINES CO","Information Technology","Equity","250’400’501.12","3.39","250’400’501.12","1’311’272.00","190.96","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "AMAT","APPLIED MATERIAL INC","Information Technology","Equity","205’501’183.18","2.78","205’501’183.18","996’466.00","206.23","United States","NASDAQ","USD","1.00","USD","-" "F","FORD MOTOR CO","Consumer Discretionary","Equity","170’793’814.40","2.31","170’793’814.40","12’860’980.00","13.28","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "PFE","PFIZER INC","Health Care","Equity","166’719’003.00","2.26","166’719’003.00","6’007’892.00","27.75","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "WFC","WELLS FARGO","Financials","Equity","148’001’497.56","2.01","148’001’497.56","2’553’511.00","57.96","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CVS","CVS HEALTH CORP","Health Care","Equity","145’088’305.36","1.97","145’088’305.36","1’819’061.00","79.76","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "C","CITIGROUP INC","Financials","Equity","143’967’188.04","1.95","143’967’188.04","2’276’521.00","63.24","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LEN","LENNAR A CORP","Consumer Discretionary","Equity","135’860’588.42","1.84","135’860’588.42","789’979.00","171.98","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "VZ","VERIZON COMMUNICATIONS INC","Communication","Equity","130’609’437.48","1.77","130’609’437.48","3’112’713.00","41.96","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "RTX","RTX CORP","Industrials","Equity","125’567’046.63","1.70","125’567’046.63","1’287’471.00","97.53","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BAC","BANK OF AMERICA CORP","Financials","Equity","121’906’581.12","1.65","121’906’581.12","3’214’836.00","37.92","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BMY","BRISTOL MYERS SQUIBB","Health Care","Equity","121’770’970.42","1.65","121’770’970.42","2’245’454.00","54.23","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DHI","D R HORTON INC","Consumer Discretionary","Equity","121’456’165.05","1.65","121’456’165.05","738’111.00","164.55","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CI","CIGNA","Health Care","Equity","107’393’103.86","1.46","107’393’103.86","295’694.00","363.19","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "NXPI","NXP SEMICONDUCTORS NV","Information Technology","Equity","101’320’338.33","1.37","101’320’338.33","408’929.00","247.77","United States","NASDAQ","USD","1.00","USD","-" "FDX","FEDEX CORP","Industrials","Equity","89’073’898.98","1.21","89’073’898.98","307’427.00","289.74","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "GS","GOLDMAN SACHS GROUP INC","Financials","Equity","88’542’761.58","1.20","88’542’761.58","211’982.00","417.69","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ELV","ELEVANCE HEALTH INC","Health Care","Equity","87’080’496.36","1.18","87’080’496.36","167’934.00","518.54","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "PHM","PULTEGROUP INC","Consumer Discretionary","Equity","83’955’982.94","1.14","83’955’982.94","696’037.00","120.62","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MO","ALTRIA GROUP INC","Consumer Staples","Equity","83’423’686.20","1.13","83’423’686.20","1’912’510.00","43.62","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "HPE","HEWLETT PACKARD ENTERPRISE","Information Technology","Equity","82’596’570.21","1.12","82’596’570.21","4’658’577.00","17.73","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "VLO","VALERO ENERGY CORP","Energy","Equity","73’837’592.27","1.00","73’837’592.27","432’583.00","170.69","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CTSH","COGNIZANT TECHNOLOGY SOLUTIONS COR","Information Technology","Equity","71’254’516.83","0.97","71’254’516.83","972’227.00","73.29","United States","NASDAQ","USD","1.00","USD","-" "GILD","GILEAD SCIENCES INC","Health Care","Equity","67’610’336.00","0.92","67’610’336.00","923’008.00","73.25","United States","NASDAQ","USD","1.00","USD","-" "HPQ","HP INC","Information Technology","Equity","65’969’051.20","0.89","65’969’051.20","2’182’960.00","30.22","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "TEL","TE CONNECTIVITY LTD","Information Technology","Equity","65’538’242.84","0.89","65’538’242.84","451’241.00","145.24","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "KHC","KRAFT HEINZ","Consumer Staples","Equity","65’265’435.90","0.88","65’265’435.90","1’768’711.00","36.90","United States","NASDAQ","USD","1.00","USD","-" "URI","UNITED RENTALS INC","Industrials","Equity","64’944’608.82","0.88","64’944’608.82","90’062.00","721.11","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "SPG","SIMON PROPERTY GROUP REIT INC","Real Estate","Equity","64’277’328.56","0.87","64’277’328.56","410’744.00","156.49","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "FANG","DIAMONDBACK ENERGY INC","Energy","Equity","63’397’159.21","0.86","63’397’159.21","319’913.00","198.17","United States","NASDAQ","USD","1.00","USD","-" "PCAR","PACCAR INC","Industrials","Equity","60’682’437.01","0.82","60’682’437.01","489’809.00","123.89","United States","NASDAQ","USD","1.00","USD","-" "GLW","CORNING INC","Information Technology","Equity","57’294’565.76","0.78","57’294’565.76","1’738’306.00","32.96","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DELL","DELL TECHNOLOGIES INC CLASS C","Information Technology","Equity","56’401’149.70","0.76","56’401’149.70","494’270.00","114.11","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "KR","KROGER","Consumer Staples","Equity","56’377’540.77","0.76","56’377’540.77","986’829.00","57.13","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ON","ON SEMICONDUCTOR CORP","Information Technology","Equity","55’589’237.10","0.75","55’589’237.10","755’802.00","73.55","United States","NASDAQ","USD","1.00","USD","-" "WY","WEYERHAEUSER REIT","Real Estate","Equity","55’510’503.93","0.75","55’510’503.93","1’545’823.00","35.91","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ADM","ARCHER DANIELS MIDLAND","Consumer Staples","Equity","51’122’503.63","0.69","51’122’503.63","813’923.00","62.81","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CNC","CENTENE CORP","Health Care","Equity","50’080’363.92","0.68","50’080’363.92","638’129.00","78.48","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "COF","CAPITAL ONE FINANCIAL CORP","Financials","Equity","48’868’378.02","0.66","48’868’378.02","328’218.00","148.89","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CBRE","CBRE GROUP INC CLASS A","Real Estate","Equity","48’415’115.32","0.66","48’415’115.32","497’893.00","97.24","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "AIG","AMERICAN INTERNATIONAL GROUP INC","Financials","Equity","47’366’955.16","0.64","47’366’955.16","605’948.00","78.17","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "WBD","WARNER BROS. DISCOVERY INC SERIES","Communication","Equity","44’011’081.53","0.60","44’011’081.53","5’041’361.00","8.73","United States","NASDAQ","USD","1.00","USD","-" "NUE","NUCOR CORP","Materials","Equity","43’511’283.50","0.59","43’511’283.50","219’865.00","197.90","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BLDR","BUILDERS FIRSTSOURCE INC","Industrials","Equity","42’886’222.00","0.58","42’886’222.00","205’640.00","208.55","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "SWKS","SKYWORKS SOLUTIONS INC","Information Technology","Equity","40’813’892.80","0.55","40’813’892.80","376’790.00","108.32","United States","NASDAQ","USD","1.00","USD","-" "WBA","WALGREEN BOOTS ALLIANCE INC","Consumer Staples","Equity","39’873’052.35","0.54","39’873’052.35","1’838’315.00","21.69","United States","NASDAQ","USD","1.00","USD","-" "JCI","JOHNSON CONTROLS INTERNATIONAL PLC","Industrials","Equity","39’113’354.72","0.53","39’113’354.72","598’796.00","65.32","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "TFC","TRUIST FINANCIAL CORP","Financials","Equity","37’618’584.52","0.51","37’618’584.52","965’074.00","38.98","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LHX","L3HARRIS TECHNOLOGIES INC","Industrials","Equity","37’125’642.70","0.50","37’125’642.70","174’217.00","213.10","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CMI","CUMMINS INC","Industrials","Equity","36’498’000.85","0.49","36’498’000.85","123’869.00","294.65","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MRO","MARATHON OIL CORP","Energy","Equity","36’226’370.18","0.49","36’226’370.18","1’278’277.00","28.34","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "TSN","TYSON FOODS INC CLASS A","Consumer Staples","Equity","35’835’342.83","0.49","35’835’342.83","610’171.00","58.73","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MCHP","MICROCHIP TECHNOLOGY INC","Information Technology","Equity","34’894’319.28","0.47","34’894’319.28","388’968.00","89.71","United States","NASDAQ","USD","1.00","USD","-" "PCG","PG&E CORP","Utilities","Equity","34’510’666.84","0.47","34’510’666.84","2’059’109.00","16.76","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MET","METLIFE INC","Financials","Equity","34’083’189.00","0.46","34’083’189.00","459’900.00","74.11","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "NTAP","NETAPP INC","Information Technology","Equity","33’322’306.62","0.45","33’322’306.62","317’446.00","104.97","United States","NASDAQ","USD","1.00","USD","-" "PRU","PRUDENTIAL FINANCIAL INC","Financials","Equity","33’157’869.00","0.45","33’157’869.00","282’435.00","117.40","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CTRA","COTERRA ENERGY INC","Energy","Equity","32’938’993.28","0.45","32’938’993.28","1’181’456.00","27.88","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BBY","BEST BUY CO INC","Consumer Discretionary","Equity","31’087’811.43","0.42","31’087’811.43","378’981.00","82.03","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "OVV","OVINTIV INC","Energy","Equity","30’713’693.40","0.42","30’713’693.40","591’786.00","51.90","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "FIS","FIDELITY NATIONAL INFORMATION SERV","Financials","Equity","30’600’807.78","0.41","30’600’807.78","412’521.00","74.18","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BK","BANK OF NEW YORK MELLON CORP","Financials","Equity","30’476’312.78","0.41","30’476’312.78","528’919.00","57.62","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "TAP","MOLSON COORS BREWING CLASS B","Consumer Staples","Equity","29’871’306.75","0.40","29’871’306.75","444’183.00","67.25","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "EXPE","EXPEDIA GROUP INC","Consumer Discretionary","Equity","29’802’212.50","0.40","29’802’212.50","216’350.00","137.75","United States","NASDAQ","USD","1.00","USD","-" "OC","OWENS CORNING","Industrials","Equity","28’625’882.40","0.39","28’625’882.40","171’618.00","166.80","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "VTRS","VIATRIS INC","Health Care","Equity","28’517’316.90","0.39","28’517’316.90","2’388’385.00","11.94","United States","NASDAQ","USD","1.00","USD","-" "LKQ","LKQ CORP","Consumer Discretionary","Equity","26’313’291.06","0.36","26’313’291.06","492’666.00","53.41","United States","NASDAQ","USD","1.00","USD","-" "USB","US BANCORP","Financials","Equity","25’612’071.90","0.35","25’612’071.90","572’977.00","44.70","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ED","CONSOLIDATED EDISON INC","Utilities","Equity","25’252’898.85","0.34","25’252’898.85","278’085.00","90.81","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BWA","BORGWARNER INC","Consumer Discretionary","Equity","23’444’671.14","0.32","23’444’671.14","674’861.00","34.74","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "WAB","WESTINGHOUSE AIR BRAKE TECHNOLOGIE","Industrials","Equity","23’100’768.96","0.31","23’100’768.96","158’572.00","145.68","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DOW","DOW INC","Materials","Equity","22’849’561.62","0.31","22’849’561.62","394’434.00","57.93","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "QRVO","QORVO INC","Information Technology","Equity","22’792’606.70","0.31","22’792’606.70","198’490.00","114.83","United States","NASDAQ","USD","1.00","USD","-" "D","DOMINION ENERGY INC","Utilities","Equity","22’648’059.80","0.31","22’648’059.80","460’420.00","49.19","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "GPN","GLOBAL PAYMENTS INC","Financials","Equity","22’585’332.16","0.31","22’585’332.16","168’976.00","133.66","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "NRG","NRG ENERGY INC","Utilities","Equity","22’342’844.44","0.30","22’342’844.44","330’076.00","67.69","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "TXT","TEXTRON INC","Industrials","Equity","21’759’322.25","0.29","21’759’322.25","226’825.00","95.93","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "JNPR","JUNIPER NETWORKS INC","Information Technology","Equity","21’612’502.56","0.29","21’612’502.56","583’176.00","37.06","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "PPL","PPL CORP","Utilities","Equity","21’375’778.62","0.29","21’375’778.62","776’454.00","27.53","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LEA","LEAR CORP","Consumer Discretionary","Equity","21’054’106.48","0.29","21’054’106.48","145’321.00","144.88","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "STLD","STEEL DYNAMICS INC","Materials","Equity","20’251’330.83","0.27","20’251’330.83","136’621.00","148.23","United States","NASDAQ","USD","1.00","USD","-" "EQT","EQT CORP","Energy","Equity","19’804’091.45","0.27","19’804’091.45","534’235.00","37.07","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CAG","CONAGRA BRANDS INC","Consumer Staples","Equity","19’749’784.08","0.27","19’749’784.08","666’322.00","29.64","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "GEN","GEN DIGITAL INC","Information Technology","Equity","19’238’844.80","0.26","19’238’844.80","858’877.00","22.40","United States","NASDAQ","USD","1.00","USD","-" "FFIV","F5 INC","Information Technology","Equity","19’172’288.75","0.26","19’172’288.75","101’125.00","189.59","United States","NASDAQ","USD","1.00","USD","-" "PARA","PARAMOUNT GLOBAL CLASS B","Communication","Equity","18’477’993.71","0.25","18’477’993.71","1’569’923.00","11.77","United States","NASDAQ","USD","1.00","USD","-" "SJM","JM SMUCKER","Consumer Staples","Equity","18’453’926.57","0.25","18’453’926.57","146’611.00","125.87","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LYB","LYONDELLBASELL INDUSTRIES NV CLASS","Materials","Equity","18’434’947.20","0.25","18’434’947.20","180’240.00","102.28","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CFG","CITIZENS FINANCIAL GROUP INC","Financials","Equity","18’313’095.28","0.25","18’313’095.28","504’632.00","36.29","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "Z","ZILLOW GROUP INC CLASS C","Real Estate","Equity","17’619’482.34","0.24","17’619’482.34","361’203.00","48.78","United States","NASDAQ","USD","1.00","USD","-" "SSNC","SS AND C TECHNOLOGIES HOLDINGS INC","Industrials","Equity","17’196’252.39","0.23","17’196’252.39","267’147.00","64.37","United States","NASDAQ","USD","1.00","USD","-" "FOXA","FOX CORP CLASS A","Communication","Equity","17’171’107.48","0.23","17’171’107.48","549’124.00","31.27","United States","NASDAQ","USD","1.00","USD","-" "APA","APA CORP","Energy","Equity","16’789’919.94","0.23","16’789’919.94","488’363.00","34.38","United States","NASDAQ","USD","1.00","USD","-" "HIG","HARTFORD FINANCIAL SERVICES GROUP","Financials","Equity","16’766’956.35","0.23","16’766’956.35","162’707.00","103.05","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LH","LABORATORY CORPORATION OF AMERICA","Health Care","Equity","16’578’492.48","0.22","16’578’492.48","75’888.00","218.46","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MTB","M&T BANK CORP","Financials","Equity","16’303’096.80","0.22","16’303’096.80","112’095.00","145.44","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DINO","HF SINCLAIR CORP","Energy","Equity","15’974’505.70","0.22","15’974’505.70","264’610.00","60.37","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "STT","STATE STREET CORP","Financials","Equity","15’941’837.60","0.22","15’941’837.60","206’180.00","77.32","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "FITB","FIFTH THIRD BANCORP","Financials","Equity","15’666’228.62","0.21","15’666’228.62","421’022.00","37.21","United States","NASDAQ","USD","1.00","USD","-" "LBTYK","LIBERTY GLOBAL LTD CLASS C","Communication","Equity","15’309’932.40","0.21","15’309’932.40","867’910.00","17.64","United States","NASDAQ","USD","1.00","USD","-" "FSLR","FIRST SOLAR INC","Information Technology","Equity","15’256’988.00","0.21","15’256’988.00","90’385.00","168.80","United States","NASDAQ","USD","1.00","USD","-" "KNX","KNIGHT-SWIFT TRANSPORTATION HOLDIN","Industrials","Equity","14’986’512.66","0.20","14’986’512.66","272’383.00","55.02","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "EVRG","EVERGY INC","Utilities","Equity","14’942’556.64","0.20","14’942’556.64","279’928.00","53.38","United States","NASDAQ","USD","1.00","USD","-" "CHK","CHESAPEAKE ENERGY CORP","Energy","Equity","14’490’038.43","0.20","14’490’038.43","163’121.00","88.83","United States","NASDAQ","USD","1.00","USD","-" "DAL","DELTA AIR LINES INC","Industrials","Equity","14’063’775.17","0.19","14’063’775.17","293’791.00","47.87","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "RF","REGIONS FINANCIAL CORP","Financials","Equity","14’005’086.64","0.19","14’005’086.64","665’641.00","21.04","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "JBL","JABIL INC","Information Technology","Equity","13’919’816.10","0.19","13’919’816.10","103’918.00","133.95","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "SYF","SYNCHRONY FINANCIAL","Financials","Equity","13’666’884.00","0.19","13’666’884.00","316’950.00","43.12","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ZM","ZOOM VIDEO COMMUNICATIONS INC CLAS","Information Technology","Equity","13’441’052.55","0.18","13’441’052.55","205’615.00","65.37","United States","NASDAQ","USD","1.00","USD","-" "AZPN","ASPEN TECHNOLOGY INC","Information Technology","Equity","13’225’706.08","0.18","13’225’706.08","62’011.00","213.28","United States","NASDAQ","USD","1.00","USD","-" "LDOS","LEIDOS HOLDINGS INC","Industrials","Equity","13’174’282.82","0.18","13’174’282.82","100’498.00","131.09","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "SNA","SNAP ON INC","Industrials","Equity","12’961’994.76","0.18","12’961’994.76","43’758.00","296.22","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CNHI","CNH INDUSTRIAL N.V. NV","Industrials","Equity","12’913’668.00","0.17","12’913’668.00","996’425.00","12.96","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ES","EVERSOURCE ENERGY","Utilities","Equity","12’805’543.19","0.17","12’805’543.19","214’247.00","59.77","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "MOS","MOSAIC","Materials","Equity","12’587’793.24","0.17","12’587’793.24","387’794.00","32.46","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "RPRX","ROYALTY PHARMA PLC CLASS A","Health Care","Equity","12’029’982.18","0.16","12’029’982.18","396’114.00","30.37","United States","NASDAQ","USD","1.00","USD","-" "CLF","CLEVELAND CLIFFS INC","Materials","Equity","11’942’729.64","0.16","11’942’729.64","525’186.00","22.74","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "USD","USD CASH","Cash and/or Derivatives","Cash","11’899’054.98","0.16","11’899’054.98","11’899’055.00","100.00","United States","-","USD","1.00","USD","-" "UHS","UNIVERSAL HEALTH SERVICES INC CLAS","Health Care","Equity","11’606’827.98","0.16","11’606’827.98","63’613.00","182.46","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DGX","QUEST DIAGNOSTICS INC","Health Care","Equity","11’368’658.88","0.15","11’368’658.88","85’408.00","133.11","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "WRK","WESTROCK","Materials","Equity","11’319’698.40","0.15","11’319’698.40","228’912.00","49.45","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ALLY","ALLY FINANCIAL INC","Financials","Equity","11’196’873.27","0.15","11’196’873.27","275’853.00","40.59","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "FBIN","FORTUNE BRANDS INNOVATIONS INC","Industrials","Equity","11’013’196.24","0.15","11’013’196.24","130’072.00","84.67","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "HII","HUNTINGTON INGALLS INDUSTRIES INC","Industrials","Equity","10’667’510.53","0.14","10’667’510.53","36’599.00","291.47","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "UHALB","U HAUL NON VOTING SERIES N","Industrials","Equity","10’292’324.72","0.14","10’292’324.72","154’354.00","66.68","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "EG","EVEREST GROUP LTD","Financials","Equity","10’196’272.50","0.14","10’196’272.50","25’651.00","397.50","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "CF","CF INDUSTRIES HOLDINGS INC","Materials","Equity","10’154’282.72","0.14","10’154’282.72","122’032.00","83.21","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "L","LOEWS CORP","Financials","Equity","9’975’163.77","0.14","9’975’163.77","127’413.00","78.29","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "KEY","KEYCORP","Financials","Equity","9’397’511.43","0.13","9’397’511.43","594’403.00","15.81","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "NLY","ANNALY CAPITAL MANAGEMENT REIT INC","Financials","Equity","9’323’805.70","0.13","9’323’805.70","473’530.00","19.69","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "EQH","EQUITABLE HOLDINGS INC","Financials","Equity","9’321’420.36","0.13","9’321’420.36","245’236.00","38.01","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "JAZZ","JAZZ PHARMACEUTICALS PLC","Health Care","Equity","9’159’386.04","0.12","9’159’386.04","76’062.00","120.42","United States","NASDAQ","USD","1.00","USD","-" "HBAN","HUNTINGTON BANCSHARES INC","Financials","Equity","8’976’573.90","0.12","8’976’573.90","643’482.00","13.95","United States","NASDAQ","USD","1.00","USD","-" "FOX","FOX CORP CLASS B","Communication","Equity","8’510’958.36","0.12","8’510’958.36","297’378.00","28.62","United States","NASDAQ","USD","1.00","USD","-" "ALB","ALBEMARLE CORP","Materials","Equity","8’469’169.38","0.11","8’469’169.38","64’287.00","131.74","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LUV","SOUTHWEST AIRLINES","Industrials","Equity","8’300’030.55","0.11","8’300’030.55","284’345.00","29.19","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "ACI","ALBERTSONS COMPANY INC CLASS A","Consumer Staples","Equity","8’239’885.12","0.11","8’239’885.12","384’323.00","21.44","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "XTSLA","BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","8’222’903.89","0.11","8’222’903.89","8’222’904.00","1.00","United States","-","USD","1.00","USD","-" "TWLO","TWILIO INC CLASS A","Information Technology","Equity","7’840’469.55","0.11","7’840’469.55","128’217.00","61.15","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "IP","INTERNATIONAL PAPER","Materials","Equity","7’467’920.74","0.10","7’467’920.74","191’387.00","39.02","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "LSXMK","LIBERTY MEDIA LIBERTY SIRIUSXM COR","Communication","Equity","6’838’766.64","0.09","6’838’766.64","230’184.00","29.71","United States","NASDAQ","USD","1.00","USD","-" "FNF","FIDELITY NATIONAL FINANCIAL INC","Financials","Equity","6’592’577.40","0.09","6’592’577.40","124’154.00","53.10","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "EMN","EASTMAN CHEMICAL","Materials","Equity","6’139’577.42","0.08","6’139’577.42","61’261.00","100.22","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "DAR","DARLING INGREDIENTS INC","Consumer Staples","Equity","6’011’882.60","0.08","6’011’882.60","129’260.00","46.51","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "UTHR","UNITED THERAPEUTICS CORP","Health Care","Equity","5’643’071.80","0.08","5’643’071.80","24’565.00","229.72","United States","NASDAQ","USD","1.00","USD","-" "DVA","DAVITA INC","Health Care","Equity","5’314’234.75","0.07","5’314’234.75","38’495.00","138.05","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "BEN","FRANKLIN RESOURCES INC","Financials","Equity","5’033’123.61","0.07","5’033’123.61","179’051.00","28.11","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "WLK","WESTLAKE CORP","Materials","Equity","4’599’891.20","0.06","4’599’891.20","30’104.00","152.80","United States","New York Stock Exchange Inc.","USD","1.00","USD","-" "SGAFT","CASH COLLATERAL USD SGAFT","Cash and/or Derivatives","Cash Collateral and Margins","1’133’000.00","0.02","1’133’000.00","1’133’000.00","100.00","United States","-","USD","1.00","USD","01/Sept/2016" "RTYM4","RUSSELL 2000 EMINI CME JUN 24","Cash and/or Derivatives","Futures","0.00","0.00","9’227’370.00","86.00","2’145.90","-","Chicago Mercantile Exchange","USD","1.00","USD","-" "ESM4","S&P500 EMINI JUN 24","Cash and/or Derivatives","Futures","0.00","0.00","10’351’575.00","39.00","5’308.50","-","Index And Options Market","USD","1.00","USD","-"