The Vanguard Group, Inc. > VANGUARD WELLINGTON FUND
VANGUARD U.S. VALUE FACTOR ETF
$591.27M
Avg Monthly Net Assets
$703.28M
Total Assets
$42K
Total Liabilities
$703.24M
Net Assets
VANGUARD U.S. VALUE FACTOR ETF is an Exchange-Traded Fund in VANGUARD WELLINGTON FUND
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $591.27M.
On July 26th, 2024 it reported 572 holdings, the largest
being Altria Group Inc (1.2%), General Motors Co (1.1%) and AT&T Inc (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| ETF Shares | C000198470 | CBSX | VFVA |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1ST SOURCE CORP | Long | Equity-common | US | $554K | 11K | 0.08 |
| 3M CO | Long | Equity-common | US | $397K | 4K | 0.06 |
| AARON'S CO INC (Aaron's Co Inc/The) | Long | Equity-common | US | $740K | 87K | 0.11 |
| ACADEMY SPORTS & (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $1M | 20K | 0.16 |
| ACCO BRANDS CORP | Long | Equity-common | US | $545K | 107K | 0.08 |
| ADAPTHEALTH CORP | Long | Equity-common | US | $1M | 119K | 0.16 |
| ADEIA INC | Long | Equity-common | US | $901K | 76K | 0.13 |
| ADIENT PLC | Long | Equity-common | US | $1M | 44K | 0.18 |
| ADTALEM GLOBAL E (Adtalem Global Education Inc) | Long | Equity-common | US | $950K | 15K | 0.14 |
| ADVANCE AUTO PAR (Advance Auto Parts Inc) | Long | Equity-common | US | $1M | 15K | 0.15 |
| ADVANSIX INC | Long | Equity-common | US | $713K | 30K | 0.10 |
| AFFIL MANAGERS (Affiliated Managers Group Inc) | Long | Equity-common | US | $1M | 9K | 0.21 |
| AFLAC INC | Long | Equity-common | US | $690K | 8K | 0.10 |
| AGCO CORP | Long | Equity-common | US | $1M | 11K | 0.16 |
| AIR LEASE C (Air Lease Corp) | Long | Equity-common | US | $4M | 77K | 0.52 |
| AIR TRANSPORT SE (Air Transport Services Group Inc) | Long | Equity-common | US | $1M | 81K | 0.15 |
| ALASKA AIR GROUP (Alaska Air Group Inc) | Long | Equity-common | US | $1M | 35K | 0.21 |
| ALIGHT INC-CL A | Long | Equity-common | US | $459K | 59K | 0.07 |
| ALLEGIANT TRAVEL (Allegiant Travel Co) | Long | Equity-common | US | $2M | 36K | 0.27 |
| ALLISON TRANSMIS (Allison Transmission Holdings Inc) | Long | Equity-common | US | $989K | 13K | 0.14 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Equity-common | US | $1M | 8K | 0.19 |
| ALLY FINANCIAL I (Ally Financial Inc) | Long | Equity-common | US | $2M | 57K | 0.32 |
| ALPHA METALLURGI (Alpha Metallurgical Resources Inc) | Long | Equity-common | US | $474K | 2K | 0.07 |
| ALPHABET INC-C | Long | Equity-common | US | $456K | 3K | 0.06 |
| ALTRIA GROUP INC | Long | Equity-common | US | $8M | 178K | 1.17 |
| AMALGAMATED FINA (Amalgamated Financial Corp) | Long | Equity-common | US | $226K | 9K | 0.03 |
| AMC NETWORKS-A (AMC Networks Inc) | Long | Equity-common | US | $604K | 35K | 0.09 |
| AMER AXLE & MFG (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $973K | 127K | 0.14 |
| AMER WOODMARK CO (American Woodmark Corp) | Long | Equity-common | US | $459K | 5K | 0.07 |
| AMERICAN AIRLINE (American Airlines Group Inc) | Long | Equity-common | US | $576K | 50K | 0.08 |
| AMERICAN INTERNA (American International Group Inc) | Long | Equity-common | US | $4M | 54K | 0.61 |
| AMERIS BANCORP | Long | Equity-common | US | $999K | 20K | 0.14 |
| AMKOR TECH INC (Amkor Technology Inc) | Long | Equity-common | US | $813K | 25K | 0.12 |
| AMNEAL PHARM INC (Amneal Pharmaceuticals Inc) | Long | Equity-common | US | $230K | 34K | 0.03 |
| ANDERSONS INC (Andersons Inc/The) | Long | Equity-common | US | $798K | 15K | 0.11 |
| ANTERO RESOURCES (Antero Resources Corp) | Long | Equity-common | US | $375K | 11K | 0.05 |
| ANYWHERE REAL ES (Anywhere Real Estate Inc) | Long | Equity-common | US | $217K | 53K | 0.03 |
| APA CORP | Long | Equity-common | US | $385K | 13K | 0.05 |
| ARCBEST CORP | Long | Equity-common | US | $261K | 2K | 0.04 |
| ARCH CAPITAL GRP (Arch Capital Group Ltd) | Long | Equity-common | US | $1M | 14K | 0.20 |
| ARCH RESOURCES I (Arch Resources Inc) | Long | Equity-common | US | $1M | 6K | 0.15 |
| ARCHER-DANIELS (Archer-Daniels-Midland Co) | Long | Equity-common | US | $3M | 50K | 0.44 |
| ARDMORE SHIPPING (Ardmore Shipping Corp) | Long | Equity-common | US | $1M | 64K | 0.21 |
| ARROW ELECTRONIC (Arrow Electronics Inc) | Long | Equity-common | US | $1M | 11K | 0.20 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Equity-common | US | $1M | 5K | 0.17 |
| ASGN INC | Long | Equity-common | US | $428K | 5K | 0.06 |
| ASSOC BANC-CORP (Associated Banc-Corp) | Long | Equity-common | US | $998K | 47K | 0.14 |
| AT&T INC | Long | Equity-common | US | $7M | 394K | 1.02 |
| ATKORE INC | Long | Equity-common | US | $287K | 2K | 0.04 |
| ATLANTIC UNION B (Atlantic Union Bankshares Corp) | Long | Equity-common | US | $839K | 26K | 0.12 |
| AUTOZONE INC | Long | Equity-common | US | $2M | 663 | 0.26 |
| AVNET INC | Long | Equity-common | US | $906K | 17K | 0.13 |
| AXIS CAPITAL (Axis Capital Holdings Ltd) | Long | Equity-common | US | $2M | 26K | 0.27 |
| AXOS FINANCIAL I (Axos Financial Inc) | Long | Equity-common | US | $579K | 11K | 0.08 |
| B&G FOODS INC | Long | Equity-common | US | $1M | 147K | 0.20 |
| BABCOCK & WILCOX (Babcock & Wilcox Enterprises Inc) | Long | Equity-common | US | $224K | 191K | 0.03 |
| BALLY'S CORP | Long | Equity-common | US | $223K | 18K | 0.03 |
| BANC OF CALIFORN (Banc of California Inc) | Long | Equity-common | US | $890K | 64K | 0.13 |
| BANK NT BUTTERFI (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | US | $680K | 20K | 0.10 |
| BANK NY MELLON (Bank of New York Mellon Corp/The) | Long | Equity-common | US | $3M | 54K | 0.46 |
| BANK OF AMERICA (Bank of America Corp) | Long | Equity-common | US | $6M | 153K | 0.87 |
| BANK OZK | Long | Equity-common | US | $909K | 22K | 0.13 |
| BANKUNITED INC | Long | Equity-common | US | $1M | 37K | 0.15 |
| BANNER CORPORATI | Long | Equity-common | US | $542K | 12K | 0.08 |
| Bath & Body Works Inc | Long | Equity-common | US | $2M | 35K | 0.26 |
| BEAZER HOMES USA (Beazer Homes USA Inc) | Long | Equity-common | US | $1M | 38K | 0.15 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Equity-common | US | $1M | 4K | 0.15 |
| BEL FUSE INC-B | Long | Equity-common | US | $1M | 15K | 0.15 |
| BERKSHIRE HILLS (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $487K | 22K | 0.07 |
| BERRY CORP | Long | Equity-common | US | $1M | 161K | 0.16 |
| BERRY GLOBAL GRO (Berry Global Group Inc) | Long | Equity-common | US | $3M | 44K | 0.37 |
| BLUELINX HOLDING (BlueLinx Holdings Inc) | Long | Equity-common | US | $1M | 11K | 0.16 |
| BOISE CASCADE CO | Long | Equity-common | US | $167K | 1K | 0.02 |
| BOK FINL CORP (BOK Financial Corp) | Long | Equity-common | US | $552K | 6K | 0.08 |
| BORGWARNER INC | Long | Equity-common | US | $1M | 41K | 0.21 |
| BORR DRILLING LT (Borr Drilling Ltd) | Long | Equity-common | US | $430K | 62K | 0.06 |
| BOYD GAMING CORP | Long | Equity-common | US | $1M | 22K | 0.17 |
| BREAD FINANCIAL (Bread Financial Holdings Inc) | Long | Equity-common | US | $1M | 28K | 0.16 |
| BRIGHTHOUSE FINA (Brighthouse Financial Inc) | Long | Equity-common | US | $2M | 38K | 0.24 |
| BRIGHTVIEW HOLDI (BrightView Holdings Inc) | Long | Equity-common | US | $685K | 50K | 0.10 |
| BRINKER INTL (Brinker International Inc) | Long | Equity-common | US | $1M | 20K | 0.20 |
| BRISTOL-MYER SQB (Bristol-Myers Squibb Co) | Long | Equity-common | US | $5M | 126K | 0.74 |
| BRISTOW GROUP IN (Bristow Group Inc) | Long | Equity-common | US | $729K | 20K | 0.10 |
| BROOKLINE BANCRP (Brookline Bancorp Inc) | Long | Equity-common | US | $448K | 52K | 0.06 |
| BRUNSWICK CORP (Brunswick Corp/DE) | Long | Equity-common | US | $582K | 7K | 0.08 |
| BUILD-A-BEAR WOR (Build-A-Bear Workshop Inc) | Long | Equity-common | US | $298K | 11K | 0.04 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Equity-common | US | $502K | 3K | 0.07 |
| BUMBLE INC-A | Long | Equity-common | US | $731K | 62K | 0.10 |
| BUNGE GLOBAL SA | Long | Equity-common | US | $2M | 17K | 0.25 |
| BYLINE BANCORP I (Byline Bancorp Inc) | Long | Equity-common | US | $288K | 12K | 0.04 |
| CABLE ONE INC | Long | Equity-common | US | $995K | 3K | 0.14 |
| CADENCE BANK | Long | Equity-common | US | $1M | 39K | 0.16 |
| CALERES INC | Long | Equity-common | US | $519K | 15K | 0.07 |
| CALIFORNIA RESOU (California Resources Corp) | Long | Equity-common | US | $1M | 22K | 0.14 |
| CAPITAL ONE FINA (Capital One Financial Corp) | Long | Equity-common | US | $5M | 34K | 0.67 |
| CAPITOL FEDERAL (Capitol Federal Financial Inc) | Long | Equity-common | US | $301K | 58K | 0.04 |
| CARDINAL HEALTH (Cardinal Health Inc) | Long | Equity-common | US | $2M | 24K | 0.34 |
| CARLYLE GROUP IN (Carlyle Group Inc/The) | Long | Equity-common | US | $275K | 6K | 0.04 |
| CATHAY GENERAL B (Cathay General Bancorp) | Long | Equity-common | US | $619K | 17K | 0.09 |
| CELANESE CORP | Long | Equity-common | US | $3M | 17K | 0.36 |
| CENTENE CORP | Long | Equity-common | US | $1M | 18K | 0.18 |
| CENTURY COMMUNIT (Century Communities Inc) | Long | Equity-common | US | $1M | 17K | 0.20 |
| CF INDUSTRIES HO (CF Industries Holdings Inc) | Long | Equity-common | US | $810K | 10K | 0.12 |
| CHEGG INC | Long | Equity-common | US | $2M | 406K | 0.22 |
| CHEMOURS CO (Chemours Co/The) | Long | Equity-common | US | $243K | 10K | 0.03 |
| CHEVRON CORP | Long | Equity-common | US | $6M | 34K | 0.79 |
| CHORD ENERGY COR (Chord Energy Corp) | Long | Equity-common | US | $2M | 11K | 0.28 |
| CHUBB LTD | Long | Equity-common | US | $4M | 13K | 0.52 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Equity-common | US | $924K | 20K | 0.13 |
| CITIGROUP INC | Long | Equity-common | US | $6M | 92K | 0.81 |
| CITIZENS FINANCI (Citizens Financial Group Inc) | Long | Equity-common | US | $1M | 34K | 0.17 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Equity-common | US | $1M | 16K | 0.17 |
| CLEARWATER (Clearwater Paper Corp) | Long | Equity-common | US | $2M | 30K | 0.22 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Equity-common | US | $2M | 91K | 0.22 |
| CNA FINL CORP (CNA Financial Corp) | Long | Equity-common | US | $650K | 14K | 0.09 |
| CNO FINANCIAL GR (CNO Financial Group Inc) | Long | Equity-common | US | $260K | 9K | 0.04 |
| COHERENT CORP | Long | Equity-common | US | $701K | 12K | 0.10 |
| COLUMBIA BANKING (Columbia Banking System Inc) | Long | Equity-common | US | $2M | 101K | 0.28 |
| COMCAST CORP-A | Long | Equity-common | US | $7M | 174K | 0.99 |
| COMERICA INC | Long | Equity-common | US | $1M | 20K | 0.14 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Equity-common | US | $1M | 19K | 0.15 |
| COMMSCOPE HOLDIN (CommScope Holding Co Inc) | Long | Equity-common | US | $1M | 698K | 0.14 |
| CONAGRA BRANDS I (Conagra Brands Inc) | Long | Equity-common | US | $2M | 67K | 0.29 |
| CONCENTRIX CORP | Long | Equity-common | US | $2M | 30K | 0.26 |
| CONDUENT INC | Long | Equity-common | US | $402K | 115K | 0.06 |
| CONNECTONE BANCO (ConnectOne Bancorp Inc) | Long | Equity-common | US | $425K | 23K | 0.06 |
| CONOCOPHILLIPS | Long | Equity-common | US | $4M | 33K | 0.54 |
| CONSENSUS CLOUD (Consensus Cloud Solutions Inc) | Long | Equity-common | US | $1M | 71K | 0.19 |
| CONSOL ENERGY IN (CONSOL Energy Inc) | Long | Equity-common | US | $859K | 8K | 0.12 |
| COREBRIDGE FINAN (Corebridge Financial Inc) | Long | Equity-common | US | $164K | 6K | 0.02 |
| CORECIVIC INC | Long | Equity-common | US | $672K | 42K | 0.10 |
| COSTAMARE INC | Long | Equity-common | US | $774K | 48K | 0.11 |
| COTERRA ENERGY I (Coterra Energy Inc) | Long | Equity-common | US | $2M | 63K | 0.26 |
| COVENANT LOGISTI (Covenant Logistics Group Inc) | Long | Equity-common | US | $202K | 4K | 0.03 |
| CRESCENT ENERG-A (Crescent Energy Co) | Long | Equity-common | US | $910K | 72K | 0.13 |
| CROCS INC | Long | Equity-common | US | $564K | 4K | 0.08 |
| CROSS COUNTRY HE (Cross Country Healthcare Inc) | Long | Equity-common | US | $439K | 29K | 0.06 |
| CULLEN/FROST (Cullen/Frost Bankers Inc) | Long | Equity-common | US | $211K | 2K | 0.03 |
| CUSHMAN & WAKEFI (Cushman & Wakefield PLC) | Long | Equity-common | US | $500K | 45K | 0.07 |
| CUSTOMERS BANCOR (Customers Bancorp Inc) | Long | Equity-common | US | $977K | 22K | 0.14 |
| CVS HEALTH CORP | Long | Equity-common | US | $7M | 119K | 1.01 |
| DANA INC | Long | Equity-common | US | $1M | 91K | 0.18 |
| DARLING INGREDIE (Darling Ingredients Inc) | Long | Equity-common | US | $832K | 21K | 0.12 |
| DEERE & CO | Long | Equity-common | US | $539K | 1K | 0.08 |
| DELEK US HOLDING (Delek US Holdings Inc) | Long | Equity-common | US | $364K | 14K | 0.05 |
| DELTA AIR LI (Delta Air Lines Inc) | Long | Equity-common | US | $2M | 31K | 0.22 |
| DELUXE CORP | Long | Equity-common | US | $1M | 48K | 0.15 |
| DENNY'S CORP | Long | Equity-common | US | $218K | 30K | 0.03 |
| DENTSPLY SIRONA (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $472K | 17K | 0.07 |
| DEVON ENERGY CO (Devon Energy Corp) | Long | Equity-common | US | $139K | 3K | 0.02 |
| DHT HOLDINGS INC | Long | Equity-common | US | $1M | 85K | 0.15 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Equity-common | US | $3M | 14K | 0.39 |
| DIGITAL TURBINE (Digital Turbine Inc) | Long | Equity-common | US | $757K | 401K | 0.11 |
| DIME COMMUNITY B (Dime Community Bancshares Inc) | Long | Equity-common | US | $724K | 39K | 0.10 |
| DINE BRANDS GLOB (Dine Brands Global Inc) | Long | Equity-common | US | $2M | 39K | 0.22 |
| DMC GLOBAL INC | Long | Equity-common | US | $297K | 23K | 0.04 |
| DOLE PLC | Long | Equity-common | US | $708K | 57K | 0.10 |
| DORIAN LPG LTD | Long | Equity-common | US | $644K | 13K | 0.09 |
| DOW INC | Long | Equity-common | US | $2M | 26K | 0.22 |
| DR HORTON INC | Long | Equity-common | US | $2M | 13K | 0.26 |
| DRIVEN BRANDS HO (Driven Brands Holdings Inc) | Long | Equity-common | US | $217K | 19K | 0.03 |
| DROPBOX INC-A | Long | Equity-common | US | $637K | 28K | 0.09 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Equity-common | US | $1M | 17K | 0.16 |
| DUN & BRADSTREET (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $333K | 35K | 0.05 |
| DXC TECHNOLOGY C (DXC Technology Co) | Long | Equity-common | US | $1M | 82K | 0.18 |
| DXP ENTERPRISES (DXP Enterprises Inc/TX) | Long | Equity-common | US | $501K | 10K | 0.07 |
| E2OPEN PARENT HO (E2open Parent Holdings Inc) | Long | Equity-common | US | $328K | 70K | 0.05 |
| EAGLE BANCRP INC (Eagle Bancorp Inc) | Long | Equity-common | US | $848K | 47K | 0.12 |
| EAST WEST BNCRP (East West Bancorp Inc) | Long | Equity-common | US | $592K | 8K | 0.08 |
| EASTERN BANKSHAR (Eastern Bankshares Inc) | Long | Equity-common | US | $820K | 60K | 0.12 |
| EASTMAN CHEMICAL (Eastman Chemical Co) | Long | Equity-common | US | $627K | 6K | 0.09 |
| EASTMAN KODAK CO | Long | Equity-common | US | $243K | 45K | 0.03 |
| EBAY INC | Long | Equity-common | US | $302K | 6K | 0.04 |
| EDGEWELL PERSONA (Edgewell Personal Care Co) | Long | Equity-common | US | $198K | 5K | 0.03 |
| ELANCO ANIMAL HE (Elanco Animal Health Inc) | Long | Equity-common | US | $1M | 72K | 0.18 |
| ELEMENT SOLUTION (Element Solutions Inc) | Long | Equity-common | US | $183K | 8K | 0.03 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Equity-common | US | $3M | 5K | 0.39 |
| EMBECTA CORP | Long | Equity-common | US | $500K | 40K | 0.07 |
| EMPLOYERS HOLDIN (Employers Holdings Inc) | Long | Equity-common | US | $150K | 4K | 0.02 |
| ENACT HOLDINGS I (Enact Holdings Inc) | Long | Equity-common | US | $170K | 6K | 0.02 |
| ENERSYS | Long | Equity-common | US | $207K | 2K | 0.03 |
| ENOVA INTERNATIO (Enova International Inc) | Long | Equity-common | US | $275K | 4K | 0.04 |
| ENSTAR GROUP LTD | Long | Equity-common | US | $2M | 5K | 0.24 |
| ENTERPRISE FINAN (Enterprise Financial Services Corp) | Long | Equity-common | US | $1M | 33K | 0.18 |
| ENVISTA HOLDINGS (Envista Holdings Corp) | Long | Equity-common | US | $1M | 68K | 0.19 |
| EOG RESOURCES (EOG Resources Inc) | Long | Equity-common | US | $4M | 36K | 0.63 |
| EQT CORP | Long | Equity-common | US | $853K | 21K | 0.12 |
| EQUITABLE HOLDIN (Equitable Holdings Inc) | Long | Equity-common | US | $572K | 14K | 0.08 |
| ESSENT GROUP LTD | Long | Equity-common | US | $3M | 55K | 0.44 |
| EVEREST GROUP LT (Everest Group Ltd) | Long | Equity-common | US | $884K | 2K | 0.13 |
| EVERI HOLDINGS I (Everi Holdings Inc) | Long | Equity-common | US | $670K | 93K | 0.10 |
| EW SCRIPPS-A (EW Scripps Co/The) | Long | Equity-common | US | $433K | 159K | 0.06 |
| EXXON MOBIL CORP | Long | Equity-common | US | $5M | 41K | 0.68 |
| FEDEX CORP | Long | Equity-common | US | $6M | 25K | 0.91 |
| FIDELITY NATIONA (Fidelity National Information Services Inc) | Long | Equity-common | US | $2M | 23K | 0.24 |
| FIDELITY NATIONA (Fidelity National Financial Inc) | Long | Equity-common | US | $889K | 18K | 0.13 |
| FIRST AMERICAN F (First American Financial Corp) | Long | Equity-common | US | $530K | 10K | 0.08 |
| FIRST BANCORP/NC (First Bancorp/Southern Pines NC) | Long | Equity-common | US | $267K | 8K | 0.04 |
| FIRST BANCSHARES (First Bancshares Inc/The) | Long | Equity-common | US | $345K | 14K | 0.05 |
| FIRST BUSEY CORP | Long | Equity-common | US | $827K | 37K | 0.12 |
| FIRST CITIZENS-A (First Citizens BancShares Inc/NC) | Long | Equity-common | US | $871K | 513 | 0.12 |
| FIRST COMMON FIN (First Commonwealth Financial Corp) | Long | Equity-common | US | $722K | 53K | 0.10 |
| FIRST FIN BANCRP (First Financial Bancorp) | Long | Equity-common | US | $1M | 63K | 0.20 |
| FIRST FOUNDATION (First Foundation Inc) | Long | Equity-common | US | $482K | 81K | 0.07 |
| FIRST HORIZON CO (First Horizon Corp) | Long | Equity-common | US | $1M | 80K | 0.18 |
| FIRST INTER/MT-A (First Interstate BancSystem Inc) | Long | Equity-common | US | $473K | 18K | 0.07 |
| FIRST MERCHANTS (First Merchants Corp) | Long | Equity-common | US | $542K | 16K | 0.08 |
| FISERV INC | Long | Equity-common | US | $3M | 23K | 0.49 |
| FNB CORP (FNB Corp/PA) | Long | Equity-common | US | $1M | 107K | 0.21 |
| FORD MOTOR CO | Long | Equity-common | US | $7M | 545K | 0.94 |
| FORWARD AIR CORP | Long | Equity-common | US | $554K | 33K | 0.08 |
| FOX CORP - B | Long | Equity-common | US | $3M | 84K | 0.38 |
| FOX FACTORY HOLD (Fox Factory Holding Corp) | Long | Equity-common | US | $279K | 6K | 0.04 |
| FRANKLIN RES INC (Franklin Resources Inc) | Long | Equity-common | US | $461K | 20K | 0.07 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Equity-common | US | $3M | 62K | 0.47 |
| FRESH DEL MONTE (Fresh Del Monte Produce Inc) | Long | Equity-common | US | $674K | 29K | 0.10 |
| FULTON FINANCIAL (Fulton Financial Corp) | Long | Equity-common | US | $1M | 60K | 0.14 |
| G III APPAREL (G-III Apparel Group Ltd) | Long | Equity-common | US | $1M | 37K | 0.16 |
| GATES INDUSTRIAL (Gates Industrial Corp PLC) | Long | Equity-common | US | $2M | 132K | 0.33 |
| GATX CORP | Long | Equity-common | US | $388K | 3K | 0.06 |
| GENCO SHIPPING & (Genco Shipping & Trading Ltd) | Long | Equity-common | US | $1M | 63K | 0.20 |
| GENERAL DYNAMICS (General Dynamics Corp) | Long | Equity-common | US | $2M | 7K | 0.29 |
| GENERAL MILLS IN (General Mills Inc) | Long | Equity-common | US | $1M | 21K | 0.21 |
| GENERAL MOTORS C (General Motors Co) | Long | Equity-common | US | $7M | 165K | 1.05 |
| GENESCO INC | Long | Equity-common | US | $413K | 14K | 0.06 |
| GENWORTH FINANCI (Genworth Financial Inc) | Long | Equity-common | US | $834K | 133K | 0.12 |
| GILEAD SCIENCES (Gilead Sciences Inc) | Long | Equity-common | US | $4M | 59K | 0.54 |
| GLOBAL PAYMENTS (Global Payments Inc) | Long | Equity-common | US | $156K | 2K | 0.02 |
| GLOBE LIFE INC | Long | Equity-common | US | $484K | 6K | 0.07 |
| GOLAR LNG LTD | Long | Equity-common | US | $1M | 38K | 0.14 |
| GOLDEN OCEAN GRO (Golden Ocean Group Ltd) | Long | Equity-common | US | $638K | 44K | 0.09 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Equity-common | US | $3M | 7K | 0.46 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $1M | 119K | 0.21 |
| GRAHAM HOLDING-B (Graham Holdings Co) | Long | Equity-common | US | $367K | 488 | 0.05 |
| GRAPHIC PACKAGIN (Graphic Packaging Holding Co) | Long | Equity-common | US | $452K | 16K | 0.06 |
| GRAY TELEVISION (Gray Television Inc) | Long | Equity-common | US | $1M | 227K | 0.20 |
| GREEN BRICK PART (Green Brick Partners Inc) | Long | Equity-common | US | $656K | 12K | 0.09 |
| GREEN DOT CORP-A | Long | Equity-common | US | $701K | 71K | 0.10 |
| GREENBRIER COS (Greenbrier Cos Inc/The) | Long | Equity-common | US | $182K | 3K | 0.03 |
| GREIF INC-CL A | Long | Equity-common | US | $402K | 6K | 0.06 |
| GROUP 1 AUTOMOTI (Group 1 Automotive Inc) | Long | Equity-common | US | $1M | 4K | 0.18 |
| GULFPORT ENERGY (Gulfport Energy Corp) | Long | Equity-common | US | $2M | 11K | 0.25 |
| H&R BLOCK INC | Long | Equity-common | US | $1M | 22K | 0.16 |
| HAIN CELESTIAL (Hain Celestial Group Inc/The) | Long | Equity-common | US | $1M | 149K | 0.16 |
| HANCOCK WHITNEY (Hancock Whitney Corp) | Long | Equity-common | US | $1M | 30K | 0.20 |
| HANESBRANDS INC | Long | Equity-common | US | $749K | 146K | 0.11 |
| HANMI FINL CORP (Hanmi Financial Corp) | Long | Equity-common | US | $463K | 29K | 0.07 |
| HANOVER INSURANC (Hanover Insurance Group Inc/The) | Long | Equity-common | US | $286K | 2K | 0.04 |
| HARLEY-DAVIDSON (Harley-Davidson Inc) | Long | Equity-common | US | $1M | 35K | 0.18 |
| HARTFORD FINL SV (Hartford Financial Services Group Inc/The) | Long | Equity-common | US | $528K | 5K | 0.08 |
| HAVERTY FURNITUR (Haverty Furniture Cos Inc) | Long | Equity-common | US | $390K | 14K | 0.06 |
| HCA HEALTHCARE I (HCA Healthcare Inc) | Long | Equity-common | US | $5M | 15K | 0.72 |
| HELIX ENERGY SOL (Helix Energy Solutions Group Inc) | Long | Equity-common | US | $943K | 82K | 0.13 |
| HERBALIFE LTD | Long | Equity-common | US | $987K | 96K | 0.14 |
| HERC HOLDINGS IN (Herc Holdings Inc) | Long | Equity-common | US | $792K | 5K | 0.11 |
| HERITAGE FINL (Heritage Financial Corp/WA) | Long | Equity-common | US | $568K | 31K | 0.08 |
| HEWLETT PACKA (Hewlett Packard Enterprise Co) | Long | Equity-common | US | $2M | 88K | 0.22 |
| HF SINCLAIR CORP | Long | Equity-common | US | $2M | 27K | 0.21 |
| HILLMAN SOLUTION (Hillman Solutions Corp) | Long | Equity-common | US | $293K | 32K | 0.04 |
| HILTON GRAND VAC (Hilton Grand Vacations Inc) | Long | Equity-common | US | $307K | 7K | 0.04 |
| HOME BANCSHARES (Home BancShares Inc/AR) | Long | Equity-common | US | $154K | 7K | 0.02 |
| HOPE BANCORP INC | Long | Equity-common | US | $1M | 110K | 0.17 |
| HORIZON BANCORP (Horizon Bancorp Inc/IN) | Long | Equity-common | US | $299K | 24K | 0.04 |
| HOVNANIAN ENT-A (Hovnanian Enterprises Inc) | Long | Equity-common | US | $736K | 5K | 0.10 |
| HP INC | Long | Equity-common | US | $4M | 99K | 0.52 |
| HUB GROUP-A (Hub Group Inc) | Long | Equity-common | US | $287K | 7K | 0.04 |
| HUMANA INC | Long | Equity-common | US | $2M | 5K | 0.25 |
| HUNTINGTON BANC (Huntington Bancshares Inc/OH) | Long | Equity-common | US | $486K | 35K | 0.07 |
| HUNTINGTON INGAL (Huntington Ingalls Industries Inc) | Long | Equity-common | US | $782K | 3K | 0.11 |
| IBM (International Business Machines Corp) | Long | Equity-common | US | $1M | 6K | 0.15 |
| IMMERSION CORP | Long | Equity-common | US | $185K | 18K | 0.03 |
| INDEP BANK/MA (Independent Bank Corp) | Long | Equity-common | US | $447K | 9K | 0.06 |
| INGLES MARKETS-A (Ingles Markets Inc) | Long | Equity-common | US | $1M | 15K | 0.15 |
| INGREDION INC | Long | Equity-common | US | $1M | 10K | 0.16 |
| INMODE LTD | Long | Equity-common | US | $472K | 25K | 0.07 |
| INSTEEL INDS (Insteel Industries Inc) | Long | Equity-common | US | $372K | 11K | 0.05 |
| INTEGRA LIFESCIE (Integra LifeSciences Holdings Corp) | Long | Equity-common | US | $293K | 9K | 0.04 |
| INTEL CORP | Long | Equity-common | US | $2M | 56K | 0.25 |
| INTERNATIONAL SE (International Seaways Inc) | Long | Equity-common | US | $2M | 37K | 0.34 |
| INTL PAPER CO (International Paper Co) | Long | Equity-common | US | $172K | 4K | 0.02 |
| INVESCO LTD | Long | Equity-common | US | $1M | 84K | 0.19 |
| IRONWOOD PHARMAC (Ironwood Pharmaceuticals Inc) | Long | Equity-common | US | $955K | 152K | 0.14 |
| JACK IN THE BOX (Jack in the Box Inc) | Long | Equity-common | US | $1M | 25K | 0.20 |
| JACKSON FI-A (Jackson Financial Inc) | Long | Equity-common | US | $721K | 9K | 0.10 |
| JAMES RIVER GROU (James River Group Holdings Ltd) | Long | Equity-common | US | $910K | 116K | 0.13 |
| JANUS HENDERSON (Janus Henderson Group PLC) | Long | Equity-common | US | $510K | 15K | 0.07 |
| JAZZ PHARMACEUTI (Jazz Pharmaceuticals PLC) | Long | Equity-common | US | $1M | 11K | 0.16 |
| JEFFERIES FINANC (Jefferies Financial Group Inc) | Long | Equity-common | US | $2M | 33K | 0.22 |
| JELD-WEN HOLDING (JELD-WEN Holding Inc) | Long | Equity-common | US | $628K | 41K | 0.09 |
| JOHNSON&JOHNSON (Johnson & Johnson) | Long | Equity-common | US | $1M | 9K | 0.18 |
| JONES LANG LASAL (Jones Lang LaSalle Inc) | Long | Equity-common | US | $921K | 5K | 0.13 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Equity-common | US | $4M | 22K | 0.63 |
| KB HOME | Long | Equity-common | US | $2M | 22K | 0.22 |
| KELLY SERVICES-A (Kelly Services Inc) | Long | Equity-common | US | $364K | 17K | 0.05 |
| KEYCORP | Long | Equity-common | US | $1M | 89K | 0.18 |
| KINDER MORGAN IN (Kinder Morgan Inc) | Long | Equity-common | US | $745K | 38K | 0.11 |
| KNIGHT-SWIFT TRA (Knight-Swift Transportation Holdings Inc) | Long | Equity-common | US | $1M | 27K | 0.19 |
| KOPPERS HOLDINGS (Koppers Holdings Inc) | Long | Equity-common | US | $1M | 24K | 0.15 |
| KORN FERRY | Long | Equity-common | US | $452K | 7K | 0.06 |
| KOSMOS ENERGY LT (Kosmos Energy Ltd) | Long | Equity-common | US | $483K | 79K | 0.07 |
| KRAFT HEINZ CO/T (Kraft Heinz Co/The) | Long | Equity-common | US | $2M | 44K | 0.22 |
| KROGER CO (Kroger Co/The) | Long | Equity-common | US | $2M | 30K | 0.23 |
| KRONOS WORLDWIDE (Kronos Worldwide Inc) | Long | Equity-common | US | $204K | 14K | 0.03 |
| LA-Z-BOY INC | Long | Equity-common | US | $1M | 30K | 0.16 |
| LEAR CORP | Long | Equity-common | US | $1M | 10K | 0.18 |
| LEGGETT & PLATT (Leggett & Platt Inc) | Long | Equity-common | US | $1M | 124K | 0.20 |
| LENDINGCLUB CORP | Long | Equity-common | US | $280K | 31K | 0.04 |
| LENNAR CORP-A | Long | Equity-common | US | $2M | 12K | 0.28 |
| LENNAR CORP-B | Long | Equity-common | US | $2M | 10K | 0.22 |
| LIBERTY ENERGY I (Liberty Energy Inc) | Long | Equity-common | US | $609K | 25K | 0.09 |
| LIBERTY LATI-A (Liberty Latin America Ltd) | Long | Equity-common | US | $360K | 40K | 0.05 |
| LIBERTY LATI-C (Liberty Latin America Ltd) | Long | Equity-common | US | $1M | 158K | 0.20 |
| LIBERTY MEDIA (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $612K | 27K | 0.09 |
| LIBERTY MEDIA CO (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $142K | 4K | 0.02 |
| LINCOLN NATL CRP (Lincoln National Corp) | Long | Equity-common | US | $3M | 78K | 0.37 |
| LKQ CORP | Long | Equity-common | US | $555K | 13K | 0.08 |
| LSB INDUS INC (LSB Industries Inc) | Long | Equity-common | US | $390K | 40K | 0.06 |
| LYONDELLBASELL-A (LyondellBasell Industries NV) | Long | Equity-common | US | $2M | 24K | 0.34 |
| M/I HOMES INC | Long | Equity-common | US | $1M | 9K | 0.16 |
| M&T BANK CORP | Long | Equity-common | US | $1M | 8K | 0.17 |
| MACY'S INC | Long | Equity-common | US | $1M | 69K | 0.19 |
| MALIBU BOATS-A (Malibu Boats Inc) | Long | Equity-common | US | $2M | 44K | 0.24 |
| MANITOWOC CO (Manitowoc Co Inc/The) | Long | Equity-common | US | $630K | 51K | 0.09 |
| MANPOWERGROUP IN (ManpowerGroup Inc) | Long | Equity-common | US | $927K | 12K | 0.13 |
| MARATHON PETROLE (Marathon Petroleum Corp) | Long | Equity-common | US | $5M | 29K | 0.72 |
| MARKEL GROUP INC | Long | Equity-common | US | $297K | 181 | 0.04 |
| MARRIOTT VACATIO (Marriott Vacations Worldwide Corp) | Long | Equity-common | US | $718K | 8K | 0.10 |
| MASTERCRAFT BOAT (MasterCraft Boat Holdings Inc) | Long | Equity-common | US | $386K | 18K | 0.05 |
| MATADOR RESOURCE (Matador Resources Co) | Long | Equity-common | US | $1M | 20K | 0.18 |
| MATIV INC (Mativ Holdings Inc) | Long | Equity-common | US | $618K | 34K | 0.09 |
| MATSON INC | Long | Equity-common | US | $2M | 17K | 0.31 |
| MATTHEWS INTL-A (Matthews International Corp) | Long | Equity-common | US | $357K | 13K | 0.05 |
| MCKESSON CORP | Long | Equity-common | US | $3M | 6K | 0.46 |
| MDU RES GROUP (MDU Resources Group Inc) | Long | Equity-common | US | $1M | 50K | 0.18 |
| MEDIFAST INC | Long | Equity-common | US | $188K | 7K | 0.03 |
| MEDTRONIC PLC | Long | Equity-common | US | $3M | 36K | 0.41 |
| MERITAGE HOMES C (Meritage Homes Corp) | Long | Equity-common | US | $2M | 9K | 0.23 |
| METALLUS INC | Long | Equity-common | US | $759K | 32K | 0.11 |
| METLIFE INC | Long | Equity-common | US | $4M | 49K | 0.50 |
| METROPOLITAN BAN (Metropolitan Bank Holding Corp) | Long | Equity-common | US | $983K | 23K | 0.14 |
| MGIC INVT CORP (MGIC Investment Corp) | Long | Equity-common | US | $2M | 97K | 0.29 |
| MILLERKNOLL INC | Long | Equity-common | US | $641K | 23K | 0.09 |
| MOHAWK INDS (Mohawk Industries Inc) | Long | Equity-common | US | $3M | 24K | 0.42 |
| MOLSON COORS-B (Molson Coors Beverage Co) | Long | Equity-common | US | $2M | 41K | 0.32 |
| MORGAN STANLEY | Long | Equity-common | US | $2M | 24K | 0.34 |
| MOSAIC CO/THE | Long | Equity-common | US | $1M | 45K | 0.20 |
| MOVADO GROUP (Movado Group Inc) | Long | Equity-common | US | $366K | 14K | 0.05 |
| MR COOPER GROUP (Mr Cooper Group Inc) | Long | Equity-common | US | $916K | 11K | 0.13 |
| MUELLER INDS (Mueller Industries Inc) | Long | Equity-common | US | $1M | 23K | 0.19 |
| MURPHY OIL CORP | Long | Equity-common | US | $1M | 35K | 0.21 |
| NATIONAL-CL A (National Bank Holdings Corp) | Long | Equity-common | US | $179K | 5K | 0.03 |
| NAVIENT CORP | Long | Equity-common | US | $975K | 65K | 0.14 |
| NBT BANCORP INC | Long | Equity-common | US | $543K | 15K | 0.08 |
| NCR VOYIX CORP | Long | Equity-common | US | $744K | 56K | 0.11 |
| NELNET INC-CL A | Long | Equity-common | US | $626K | 6K | 0.09 |
| NETSCOUT SYSTEMS (NetScout Systems Inc) | Long | Equity-common | US | $548K | 27K | 0.08 |
| NEWELL BRANDS IN (Newell Brands Inc) | Long | Equity-common | US | $2M | 225K | 0.25 |
| NEWMARK GROUP-A (Newmark Group Inc) | Long | Equity-common | US | $984K | 94K | 0.14 |
| NEWS CORP-CL A | Long | Equity-common | US | $1M | 45K | 0.18 |
| NEXSTAR MEDIA (Nexstar Media Group Inc) | Long | Equity-common | US | $444K | 3K | 0.06 |
| NICOLET BANKSHAR (Nicolet Bankshares Inc) | Long | Equity-common | US | $472K | 6K | 0.07 |
| NMI HOLDINGS INC | Long | Equity-common | US | $496K | 15K | 0.07 |
| NOBLE CORP PLC | Long | Equity-common | US | $904K | 19K | 0.13 |
| NORDIC AMERICAN (Nordic American Tankers Ltd) | Long | Equity-common | US | $786K | 190K | 0.11 |
| NORTHERN OIL AND (Northern Oil & Gas Inc) | Long | Equity-common | US | $640K | 16K | 0.09 |
| NORTHFIELD BANCO (Northfield Bancorp Inc) | Long | Equity-common | US | $168K | 19K | 0.02 |
| NORTHWEST BANCSH (Northwest Bancshares Inc) | Long | Equity-common | US | $542K | 50K | 0.08 |
| NU SKIN ENTERP-A (Nu Skin Enterprises Inc) | Long | Equity-common | US | $1M | 92K | 0.18 |
| NUCOR CORP | Long | Equity-common | US | $4M | 22K | 0.52 |
| O-I GLASS INC | Long | Equity-common | US | $2M | 145K | 0.26 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Equity-common | US | $4M | 59K | 0.53 |
| OCEANFIRST FINL (OceanFirst Financial Corp) | Long | Equity-common | US | $1M | 88K | 0.19 |
| ODP CORP/THE | Long | Equity-common | US | $656K | 17K | 0.09 |
| OFG BANCORP | Long | Equity-common | US | $388K | 10K | 0.06 |
| OIL STATES INTL (Oil States International Inc) | Long | Equity-common | US | $424K | 95K | 0.06 |
| OLAPLEX HOLDINGS (Olaplex Holdings Inc) | Long | Equity-common | US | $211K | 119K | 0.03 |
| OLD NATL BANCORP (Old National Bancorp/IN) | Long | Equity-common | US | $2M | 110K | 0.27 |
| OLD REPUB INTL (Old Republic International Corp) | Long | Equity-common | US | $924K | 29K | 0.13 |
| OLIN CORP | Long | Equity-common | US | $1M | 23K | 0.17 |
| OLYMPIC STEEL (Olympic Steel Inc) | Long | Equity-common | US | $357K | 7K | 0.05 |
| OMNICELL INC | Long | Equity-common | US | $565K | 17K | 0.08 |
| ONEMAIN HOLDINGS (OneMain Holdings Inc) | Long | Equity-common | US | $950K | 19K | 0.14 |
| ORGANON & CO | Long | Equity-common | US | $2M | 80K | 0.24 |
| ORIGIN BANCORP I (Origin Bancorp Inc) | Long | Equity-common | US | $296K | 9K | 0.04 |
| OVINTIV INC | Long | Equity-common | US | $1M | 29K | 0.21 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Equity-common | US | $950K | 54K | 0.14 |
| OWENS CORNING | Long | Equity-common | US | $664K | 4K | 0.09 |
| OXFORD INDS INC (Oxford Industries Inc) | Long | Equity-common | US | $177K | 2K | 0.03 |
| PACCAR INC | Long | Equity-common | US | $585K | 5K | 0.08 |
| PACIFIC PREMIER (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $755K | 34K | 0.11 |
| PACIRA BIOSCIENC (Pacira BioSciences Inc) | Long | Equity-common | US | $466K | 15K | 0.07 |
| PAGSEGURO DIGI-A (Pagseguro Digital Ltd) | Long | Equity-common | US | $794K | 65K | 0.11 |
| PAR PACIFIC HOLD (Par Pacific Holdings Inc) | Long | Equity-common | US | $569K | 21K | 0.08 |
| PATRICK INDS INC (Patrick Industries Inc) | Long | Equity-common | US | $896K | 8K | 0.13 |
| PATTERSON-UTI (Patterson-UTI Energy Inc) | Long | Equity-common | US | $1M | 112K | 0.18 |
| PAYPAL HOLDINGS (PayPal Holdings Inc) | Long | Equity-common | US | $2M | 24K | 0.21 |
| PBF ENERGY INC-A | Long | Equity-common | US | $2M | 54K | 0.35 |
| PEDIATRIX MEDICA (Pediatrix Medical Group Inc) | Long | Equity-common | US | $1M | 138K | 0.14 |
| PENN ENTERTAINME (Penn Entertainment Inc) | Long | Equity-common | US | $460K | 26K | 0.07 |
| PENNYMAC FINANCI (PennyMac Financial Services Inc) | Long | Equity-common | US | $366K | 4K | 0.05 |
| PEOPLES BANC INC (Peoples Bancorp Inc/OH) | Long | Equity-common | US | $935K | 32K | 0.13 |
| PERDOCEO EDUCATI (Perdoceo Education Corp) | Long | Equity-common | US | $3M | 111K | 0.36 |
| PERRIGO CO PLC | Long | Equity-common | US | $1M | 53K | 0.21 |
| PFIZER INC | Long | Equity-common | US | $5M | 160K | 0.65 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Equity-common | US | $864K | 9K | 0.12 |
| PHILLIPS 66 | Long | Equity-common | US | $6M | 42K | 0.86 |
| PHOTRONICS INC | Long | Equity-common | US | $421K | 15K | 0.06 |
| PILGRIM'S PRIDE (Pilgrim's Pride Corp) | Long | Equity-common | US | $345K | 10K | 0.05 |
| PINNACLE FINL (Pinnacle Financial Partners Inc) | Long | Equity-common | US | $709K | 9K | 0.10 |
| PLAYTIKA HOLDING (Playtika Holding Corp) | Long | Equity-common | US | $1M | 133K | 0.17 |
| PNC FINANCIAL SE (PNC Financial Services Group Inc/The) | Long | Equity-common | US | $2M | 14K | 0.31 |
| POPULAR INC | Long | Equity-common | US | $471K | 5K | 0.07 |
| PREFERRED BANK (Preferred Bank/Los Angeles CA) | Long | Equity-common | US | $172K | 2K | 0.02 |
| PREMIER FINANCIA (Premier Financial Corp) | Long | Equity-common | US | $433K | 22K | 0.06 |
| PREMIER INC-CL A | Long | Equity-common | US | $1M | 55K | 0.15 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Equity-common | US | $441K | 5K | 0.06 |
| PROPETRO HOLDING (ProPetro Holding Corp) | Long | Equity-common | US | $1M | 114K | 0.16 |
| PROSPERITY BNCSH (Prosperity Bancshares Inc) | Long | Equity-common | US | $1M | 19K | 0.17 |
| PROVIDENT FINANC (Provident Financial Services Inc) | Long | Equity-common | US | $1M | 72K | 0.15 |
| PRUDENTL FINL (Prudential Financial Inc) | Long | Equity-common | US | $3M | 27K | 0.45 |
| PULTEGROUP INC | Long | Equity-common | US | $2M | 21K | 0.35 |
| PVH CORP | Long | Equity-common | US | $1M | 11K | 0.20 |
| QCR HOLDINGS INC | Long | Equity-common | US | $187K | 3K | 0.03 |
| QORVO INC | Long | Equity-common | US | $861K | 9K | 0.12 |
| QUALCOMM INC | Long | Equity-common | US | $3M | 16K | 0.47 |
| QUANEX BUILDING (Quanex Building Products Corp) | Long | Equity-common | US | $791K | 24K | 0.11 |
| QUEST DIAGNOSTIC (Quest Diagnostics Inc) | Long | Equity-common | US | $283K | 2K | 0.04 |
| QUIDELORTHO CORP | Long | Equity-common | US | $469K | 11K | 0.07 |
| RADIAN GROUP INC | Long | Equity-common | US | $2M | 62K | 0.27 |
| RADIUS RECYCLING (Radius Recycling Inc) | Long | Equity-common | US | $302K | 18K | 0.04 |
| RANGE RESOURCES (Range Resources Corp) | Long | Equity-common | US | $479K | 13K | 0.07 |
| RAYMOND JAMES (Raymond James Financial Inc) | Long | Equity-common | US | $604K | 5K | 0.09 |
| RAYONIER ADV (Rayonier Advanced Materials Inc) | Long | Equity-common | US | $169K | 30K | 0.02 |
| RE/MAX HOLDINGS (RE/MAX Holdings Inc) | Long | Equity-common | US | $511K | 63K | 0.07 |
| REGAL REXNORD CO (Regal Rexnord Corp) | Long | Equity-common | US | $815K | 5K | 0.12 |
| REGIONS FINANCIA (Regions Financial Corp) | Long | Equity-common | US | $742K | 38K | 0.11 |
| REINSURANCE GROU (Reinsurance Group of America Inc) | Long | Equity-common | US | $336K | 2K | 0.05 |
| RELIANCE INC | Long | Equity-common | US | $169K | 562 | 0.02 |
| RENAISSANCERE (RenaissanceRe Holdings Ltd) | Long | Equity-common | US | $993K | 4K | 0.14 |
| RENASANT CORP | Long | Equity-common | US | $1M | 34K | 0.15 |
| REPAY HOLDINGS C (Repay Holdings Corp) | Long | Equity-common | US | $504K | 52K | 0.07 |
| RESIDEO TECHN (Resideo Technologies Inc) | Long | Equity-common | US | $1M | 55K | 0.17 |
| RESOURCES CONNEC (Resources Connection Inc) | Long | Equity-common | US | $486K | 42K | 0.07 |
| REV GROUP INC | Long | Equity-common | US | $770K | 28K | 0.11 |
| REX AMERICAN RES (REX American Resources Corp) | Long | Equity-common | US | $407K | 8K | 0.06 |
| RILEY EXPLORATIO (Riley Exploration Permian Inc) | Long | Equity-common | US | $316K | 11K | 0.04 |
| RINGCENTRAL IN-A (RingCentral Inc) | Long | Equity-common | US | $1M | 37K | 0.18 |
| ROYALTY PHARMA-A (Royalty Pharma PLC) | Long | Equity-common | US | $1M | 49K | 0.19 |
| RTX CORP | Long | Equity-common | US | $955K | 9K | 0.14 |
| RUSH ENTER-CL A (Rush Enterprises Inc) | Long | Equity-common | US | $431K | 10K | 0.06 |
| RYDER SYSTEM INC | Long | Equity-common | US | $3M | 24K | 0.41 |
| RYERSON HOLDING (Ryerson Holding Corp) | Long | Equity-common | US | $877K | 37K | 0.12 |
| S & T BANCORP (S&T Bancorp Inc) | Long | Equity-common | US | $2M | 47K | 0.21 |
| S&P500 EMINI FUT Jun24 | Derivative-equity | $82K | – | 0.01 | ||
| SAFE BULKERS INC | Long | Equity-common | US | $728K | 128K | 0.10 |
| SALLY BEAUTY HOL (Sally Beauty Holdings Inc) | Long | Equity-common | US | $1M | 92K | 0.16 |
| SANDRIDGE ENERGY (SandRidge Energy Inc) | Long | Equity-common | US | $577K | 41K | 0.08 |
| SANDY SPRING BAN (Sandy Spring Bancorp Inc) | Long | Equity-common | US | $629K | 27K | 0.09 |
| SANMINA CORP | Long | Equity-common | US | $576K | 8K | 0.08 |
| SCANSOURCE INC | Long | Equity-common | US | $686K | 14K | 0.10 |
| SCHLUMBERGER LTD (Schlumberger NV) | Long | Equity-common | US | $1M | 30K | 0.20 |
| SCHNEIDER NATL-B (Schneider National Inc) | Long | Equity-common | US | $1M | 46K | 0.15 |
| SCHOLASTIC CORP | Long | Equity-common | US | $623K | 17K | 0.09 |
| SCHWAB (CHARLES) (Charles Schwab Corp/The) | Long | Equity-common | US | $858K | 12K | 0.12 |
| SCIENCE APPLICAT (Science Applications International Corp) | Long | Equity-common | US | $752K | 6K | 0.11 |
| SCORPIO TANKERS (Scorpio Tankers Inc) | Long | Equity-common | US | $2M | 23K | 0.27 |
| SEABOARD CORP | Long | Equity-common | US | $1M | 375 | 0.18 |
| SEADRILL LIMITED (Seadrill Ltd) | Long | Equity-common | US | $627K | 12K | 0.09 |
| SELECT WATER SOL (Select Water Solutions Inc) | Long | Equity-common | US | $240K | 22K | 0.03 |
| SENSATA TECHNOLO (Sensata Technologies Holding PLC) | Long | Equity-common | US | $1M | 33K | 0.19 |
| SFL CORP LTD | Long | Equity-common | US | $739K | 52K | 0.11 |
| SHOE CARNIVAL (Shoe Carnival Inc) | Long | Equity-common | US | $179K | 5K | 0.03 |
| SIGNET JEWELERS (Signet Jewelers Ltd) | Long | Equity-common | US | $2M | 14K | 0.22 |
| SIMMONS FIRST -A (Simmons First National Corp) | Long | Equity-common | US | $244K | 14K | 0.03 |
| SKYWEST INC | Long | Equity-common | US | $1M | 18K | 0.19 |
| SLM CORP | Long | Equity-common | US | $278K | 13K | 0.04 |
| SM ENERGY CO | Long | Equity-common | US | $2M | 43K | 0.31 |
| SOLARWINDS CORP | Long | Equity-common | US | $200K | 17K | 0.03 |
| SONOCO PRODUCTS (Sonoco Products Co) | Long | Equity-common | US | $1M | 21K | 0.18 |
| SOUTHSTATE CORP | Long | Equity-common | US | $689K | 9K | 0.10 |
| SP500 MIC EMIN FUTJun24 | Derivative-equity | $5K | – | 0.00 | ||
| SPARTANNASH CO | Long | Equity-common | US | $879K | 45K | 0.13 |
| SS&C TECHNOLOGIE (SS&C Technologies Holdings Inc) | Long | Equity-common | US | $497K | 8K | 0.07 |
| SSR MINING INC | Long | Equity-common | US | $942K | 176K | 0.13 |
| STANDARD MOTOR (Standard Motor Products Inc) | Long | Equity-common | US | $460K | 15K | 0.07 |
| STATE ST CORP (State Street Corp) | Long | Equity-common | US | $160K | 2K | 0.02 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Equity-common | US | $1M | 9K | 0.16 |
| STEWART INFO SVC (Stewart Information Services Corp) | Long | Equity-common | US | $817K | 13K | 0.12 |
| STIFEL FINANCIAL (Stifel Financial Corp) | Long | Equity-common | US | $914K | 11K | 0.13 |
| STONECO LTD-A | Long | Equity-common | US | $200K | 14K | 0.03 |
| STONEX GROUP INC | Long | Equity-common | US | $473K | 6K | 0.07 |
| SUN COUNTRY HOLD (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $1M | 97K | 0.15 |
| SUNCOKE ENERGY I (SunCoke Energy Inc) | Long | Equity-common | US | $723K | 69K | 0.10 |
| SYLVAMO CORP | Long | Equity-common | US | $1M | 19K | 0.19 |
| SYNCHRONY FINANC (Synchrony Financial) | Long | Equity-common | US | $3M | 59K | 0.37 |
| SYNOVUS FINL (Synovus Financial Corp) | Long | Equity-common | US | $2M | 41K | 0.23 |
| T-MOBILE US INC | Long | Equity-common | US | $2M | 11K | 0.28 |
| TALOS ENERGY INC | Long | Equity-common | US | $327K | 27K | 0.05 |
| TAPESTRY INC | Long | Equity-common | US | $256K | 6K | 0.04 |
| TARGET CORP | Long | Equity-common | US | $877K | 6K | 0.12 |
| TAYLOR MORRISON (Taylor Morrison Home Corp) | Long | Equity-common | US | $2M | 37K | 0.30 |
| TD SYNNEX CORP | Long | Equity-common | US | $2M | 11K | 0.21 |
| TEEKAY CORP | Long | Equity-common | US | $388K | 40K | 0.06 |
| TEEKAY TANK-CL A (Teekay Tankers Ltd) | Long | Equity-common | US | $2M | 28K | 0.29 |
| TEGNA INC | Long | Equity-common | US | $1M | 97K | 0.21 |
| TELEPHONE & DATA (Telephone and Data Systems Inc) | Long | Equity-common | US | $1M | 68K | 0.19 |
| TEREX CORP | Long | Equity-common | US | $944K | 16K | 0.13 |
| TEXTRON INC | Long | Equity-common | US | $680K | 8K | 0.10 |
| THE CIGNA GROUP (Cigna Group/The) | Long | Equity-common | US | $5M | 14K | 0.70 |
| TIMKEN CO (Timken Co/The) | Long | Equity-common | US | $745K | 9K | 0.11 |
| TITAN INTL INC (Titan International Inc) | Long | Equity-common | US | $888K | 107K | 0.13 |
| TITAN MACHINERY (Titan Machinery Inc) | Long | Equity-common | US | $491K | 26K | 0.07 |
| TOLL BROTHERS (Toll Brothers Inc) | Long | Equity-common | US | $1M | 10K | 0.17 |
| TOWNE BANK (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $861K | 32K | 0.12 |
| TRAVEL + LEISURE (Travel + Leisure Co) | Long | Equity-common | US | $2M | 36K | 0.22 |
| TRAVELERS COS IN (Travelers Cos Inc/The) | Long | Equity-common | US | $3M | 16K | 0.49 |
| TRI POINTE HOMES (Tri Pointe Homes Inc) | Long | Equity-common | US | $2M | 42K | 0.23 |
| TRICO BANCSHARES | Long | Equity-common | US | $588K | 15K | 0.08 |
| TRONOX HOLDING (Tronox Holdings PLC) | Long | Equity-common | US | $2M | 106K | 0.30 |
| TRUBRIDGE INC | Long | Equity-common | US | $196K | 21K | 0.03 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Equity-common | US | $6M | 148K | 0.79 |
| TRUSTCO BANK NY (TrustCo Bank Corp NY) | Long | Equity-common | US | $664K | 24K | 0.09 |
| TRUSTMARK CORP | Long | Equity-common | US | $853K | 29K | 0.12 |
| TTEC HOLDINGS IN (TTEC Holdings Inc) | Long | Equity-common | US | $302K | 48K | 0.04 |
| TTM TECHNOLOGIES (TTM Technologies Inc) | Long | Equity-common | US | $2M | 110K | 0.29 |
| TUTOR PERINI COR (Tutor Perini Corp) | Long | Equity-common | US | $1M | 45K | 0.14 |
| U-HAUL HOLDING C (U-Haul Holding Co) | Long | Equity-common | US | $1M | 24K | 0.20 |
| UFP INDUSTRIES I (UFP Industries Inc) | Long | Equity-common | US | $789K | 7K | 0.11 |
| UNDER ARMO-C (Under Armour Inc) | Long | Equity-common | US | $782K | 112K | 0.11 |
| UNISYS CORP | Long | Equity-common | US | $149K | 35K | 0.02 |
| UNITED AIRLINES (United Airlines Holdings Inc) | Long | Equity-common | US | $2M | 40K | 0.31 |
| UNITED BANKSHS (United Bankshares Inc/WV) | Long | Equity-common | US | $527K | 16K | 0.08 |
| UNITED COMMUNITY (United Community Banks Inc/GA) | Long | Equity-common | US | $141K | 5K | 0.02 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Equity-common | US | $1M | 86K | 0.15 |
| UNITED PARKS & R (United Parks & Resorts Inc) | Long | Equity-common | US | $642K | 12K | 0.09 |
| UNITED THERAPEUT (United Therapeutics Corp) | Long | Equity-common | US | $1M | 5K | 0.20 |
| UNIVERSAL CORP (Universal Corp/VA) | Long | Equity-common | US | $298K | 6K | 0.04 |
| UNIVERSAL HLTH-B (Universal Health Services Inc) | Long | Equity-common | US | $1M | 7K | 0.18 |
| UNIVERSAL INSURA (Universal Insurance Holdings Inc) | Long | Equity-common | US | $625K | 32K | 0.09 |
| UNUM GROUP | Long | Equity-common | US | $3M | 53K | 0.40 |
| UPBOUND GROUP IN (Upbound Group Inc) | Long | Equity-common | US | $529K | 16K | 0.08 |
| US BANCORP | Long | Equity-common | US | $5M | 121K | 0.70 |
| VAALCO ENERGY (VAALCO Energy Inc) | Long | Equity-common | US | $459K | 72K | 0.07 |
| VALERO ENERGY (Valero Energy Corp) | Long | Equity-common | US | $6M | 38K | 0.85 |
| VALLEY NATL BANC (Valley National Bancorp) | Long | Equity-common | US | $1M | 191K | 0.19 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $2M | 2M | 0.32 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $41K | 414.08 | 0.01 |
| VAREX IMAGIN (Varex Imaging Corp) | Long | Equity-common | US | $176K | 11K | 0.03 |
| VECTOR GROUP LTD | Long | Equity-common | US | $845K | 77K | 0.12 |
| VERINT SYSTEMS (Verint Systems Inc) | Long | Equity-common | US | $354K | 12K | 0.05 |
| VERITEX HOLDINGS (Veritex Holdings Inc) | Long | Equity-common | US | $836K | 41K | 0.12 |
| VERIZON COMMUNIC (Verizon Communications Inc) | Long | Equity-common | US | $7M | 166K | 0.97 |
| VIATRIS INC | Long | Equity-common | US | $2M | 149K | 0.22 |
| VISHAY INTERTECH (Vishay Intertechnology Inc) | Long | Equity-common | US | $634K | 27K | 0.09 |
| WABASH NATIONAL (Wabash National Corp) | Long | Equity-common | US | $605K | 27K | 0.09 |
| WAFD INC | Long | Equity-common | US | $1M | 46K | 0.18 |
| WARRIOR MET COAL (Warrior Met Coal Inc) | Long | Equity-common | US | $713K | 10K | 0.10 |
| WEBSTER FINL (Webster Financial Corp) | Long | Equity-common | US | $2M | 40K | 0.25 |
| WEIS MARKETS INC | Long | Equity-common | US | $243K | 4K | 0.03 |
| WELLS FARGO & CO | Long | Equity-common | US | $5M | 89K | 0.76 |
| WERNER ENT (Werner Enterprises Inc) | Long | Equity-common | US | $269K | 7K | 0.04 |
| WESBANCO INC | Long | Equity-common | US | $1M | 39K | 0.15 |
| WESCO INTL (WESCO International Inc) | Long | Equity-common | US | $1M | 7K | 0.17 |
| WESTERN ALLIANCE (Western Alliance Bancorp) | Long | Equity-common | US | $1M | 17K | 0.15 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Equity-common | US | $2M | 59K | 0.35 |
| WOLVERINE WORLD (Wolverine World Wide Inc) | Long | Equity-common | US | $2M | 112K | 0.22 |
| WORLD KINECT COR (World Kinect Corp) | Long | Equity-common | US | $655K | 25K | 0.09 |
| XEROX HOLDINGS C (Xerox Holdings Corp) | Long | Equity-common | US | $573K | 41K | 0.08 |
| XPONENTIAL FIT-A (Xponential Fitness Inc) | Long | Equity-common | US | $588K | 65K | 0.08 |
| ZIFF DAVIS INC | Long | Equity-common | US | $1M | 19K | 0.16 |
| ZIMVIE INC | Long | Equity-common | US | $177K | 11K | 0.03 |
| ZIONS BANCORP NA | Long | Equity-common | US | $1M | 26K | 0.16 |
Address
VANGUARD WELLINGTON FUND
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
Andre F. Perold
F. Joseph Loughrey
Grant Reid
David Thomas
Peter F. Volanakis
Emerson U. Fullwood
Mark Loughridge
Deanna Mulligan
Scott C. Malpass
Tara Bunch
Sarah Bloom Raskin
Mortimer J. Buckley
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
Markit Group Limited
ICE Data Pricing and Reference Data LLC
Bloomberg Finance LP
ITG Analytics Inc
Refinitiv US LLC
JPMorgan Chase Bank
Markit North America INC
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
STATE STREET BANK AND TRUST
THE VANGUARD GROUP, INC.
Brokers
National Financial Services LLC
Jefferies LLC
RBC Capital Markets, LLC
Morgan Stanley & Co. LLC
BMO Capital Markets Corp.
Goldman Sachs & Co. LLC
Sanford C. Bernstein & Co., LLC
ROSENBLATT SECURITIES INC.
GUZMAN & COMPANY
Wells Fargo Securities, LLC