0001752724-21-191928.txt : 20210830
0001752724-21-191928.hdr.sgml : 20210830
20210830133640
ACCESSION NUMBER: 0001752724-21-191928
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210830
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS
CENTRAL INDEX KEY: 0000036405
IRS NUMBER: 231999755
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02652
FILM NUMBER: 211222401
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 INDEX FUNDS/
DATE OF NAME CHANGE: 20011121
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INDEX TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST
DATE OF NAME CHANGE: 19800904
0000036405
S000002840
Vanguard Value Index Fund
C000007775
Investor Shares
VIVAX
C000007776
Admiral Shares
VVIAX
C000007777
Institutional Shares
VIVIX
C000007778
ETF Shares
VTV
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000036405
XXXXXXXX
S000002840
C000007778
C000007777
C000007775
C000007776
VANGUARD INDEX FUNDS
811-02652
0000036405
549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD VALUE INDEX FUND
S000002840
HH8Q33B0J5YWPPIGZP55
2021-12-31
2021-06-30
N
125878330730.01
80379135.34
125797951594.67
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2438552.00000000
NS
USD
127511884.08000000
0.101362448643
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
9839774.00000000
NS
USD
582219427.58000000
0.462821071567
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-C
530307305
572299.00000000
NS
USD
99385444.34000000
0.079004024374
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
4877697.00000000
NS
USD
342463106.37000000
0.272232657232
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
1931142.00000000
NS
USD
128845794.24000000
0.102422807849
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
5797163.00000000
NS
USD
572295931.36000000
0.454932631338
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
3180698.00000000
NS
USD
445647596.78000000
0.354256640216
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5021428.00000000
NS
USD
130908627.96000000
0.104062606982
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TR
133131102
736184.00000000
NS
USD
97669531.28000000
0.077640001321
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
3764049.00000000
NS
USD
96999542.73000000
0.077107410335
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2490608.00000000
NS
USD
204927226.24000000
0.162901878482
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
5616398.00000000
NS
USD
355405665.44000000
0.282521027516
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1571215.00000000
NS
USD
252682796.30000000
0.200863999053
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
3299978.00000000
NS
USD
283204111.96000000
0.225126171269
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
10159750.00000000
NS
USD
1261129767.50000000
1.002504215301
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1621519.00000000
NS
USD
129705304.81000000
0.103106054721
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
18451249.00400000
NS
USD
2489627028.11000000
1.979068018636
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
4056172.00000000
NS
USD
267220611.36000000
0.212420479008
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
865675.00000000
NS
USD
152185665.00000000
0.120976266362
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
1007846.00000000
NS
USD
165105331.72000000
0.131246438934
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
17124504.00000000
NS
USD
549354088.32000000
0.436695575211
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1352660.00000000
NS
USD
111323918.00000000
0.088494221558
Long
EC
CORP
US
N
1
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535104
51831.00000000
NS
USD
61508366.01000000
0.048894568814
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
984549.00000000
NS
USD
129930931.53000000
0.103285411155
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC -
25470F104
1203274.00000000
NS
USD
36916446.32000000
0.029345824675
Long
EC
CORP
US
N
1
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS H
34964C106
1044712.00000000
NS
USD
104063762.32000000
0.082722938649
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
53810885.00200000
NS
USD
1548677270.36000000
1.231083058768
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
1885124.00000000
NS
USD
105114514.24000000
0.083558208148
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
4330161.00000000
NS
USD
1055476743.75000000
0.839025381868
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
2952398.00000000
NS
USD
181011521.38000000
0.143890674756
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
13311238.00000000
NS
USD
1499377848.32000000
1.191893690885
Long
EC
CORP
US
N
1
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & CO INC
48251W104
4165373.00000000
NS
USD
246756696.52000000
0.196153191202
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1088826.00000000
NS
USD
137703824.22000000
0.109464281790
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
3617219.00000000
NS
USD
131594427.22000000
0.104607766304
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1512318.00000000
NS
USD
150778104.60000000
0.119857360703
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
ARAMARK
03852U106
963328.00000000
NS
USD
35883968.00000000
0.028525081326
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1710744.00000000
NS
USD
103380259.92000000
0.082179605160
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
1389823.00000000
NS
USD
239271927.68000000
0.190203357564
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
11127207.00000000
NS
USD
158785243.89000000
0.126222439934
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA- A
531229409
523460.00000000
NS
USD
24382766.80000000
0.019382483173
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
1802453.00000000
NS
USD
331903695.42000000
0.263838712167
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
4228706.00000000
NS
USD
612443489.98000000
0.486846949585
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION-A
21036P108
1218276.00000000
NS
USD
284942573.64000000
0.226508118795
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
JACOBS ENGIN GRP
469814107
981408.00000000
NS
USD
130939455.36000000
0.104087112468
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
15603.00000000
NS
USD
1270864.35000000
0.001010242483
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1002262.00000000
NS
USD
93881881.54000000
0.074629101944
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
10170040.00300000
NS
USD
619355436.18000000
0.492341431898
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
7985962.00000000
NS
USD
483230560.62000000
0.384132296666
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-A
530307107
91508.00000000
NS
USD
15388900.36000000
0.012233029365
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1084663.00000000
NS
USD
163350247.80000000
0.129851277965
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
972043.05300000
NS
USD
223589343.05000000
0.177736871082
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
3146704.00000000
NS
USD
261491102.40000000
0.207865946213
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive SCHWAB (CHARLES) Pay ICE LIBOR USD 1 Month
N/A
350000.00000000
NC
USD
-364000.00000000
-0.00028935288
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
SCHWAB (CHARLES)
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
25847500.00000000
USD
-364000.00000000
N
N
N
Endeavor Group Holdings Inc
N/A
ENDEAVOR GROUP-A
29260Y109
4293.00000000
NS
USD
118959.03000000
0.000094563566
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
29549381.00000000
NS
USD
439103801.66000000
0.349054810586
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1698520.00000000
NS
USD
195295829.60000000
0.155245635659
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies Inc
N/A
OPENDOOR TECHNOL
683712103
1632592.00000000
NS
USD
28945856.16000000
0.023009799279
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive SCHWAB (CHARLES) Pay ICE LIBOR USD 1 Month
N/A
350000.00000000
NC
USD
-364000.00000000
-0.00028935288
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
SCHWAB (CHARLES)
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
25847500.00000000
USD
-364000.00000000
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918K108
520260.00000000
NS
USD
62654911.80000000
0.049805987304
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
4410011.00000000
NS
USD
433107180.31000000
0.344287943340
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
2969456.00000000
NS
USD
304280156.32000000
0.241880056441
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2588487.00000000
NS
USD
207700196.88000000
0.165106183564
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
WESTROCK CO
96145D105
2005687.00000000
NS
USD
106742662.14000000
0.084852464437
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
3234201.00000000
NS
USD
264460615.77000000
0.210226488124
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC INVESTMENT
00123Q104
1977863.00000000
NS
USD
33406106.07000000
0.026555365684
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
16821037.00000000
NS
USD
1123981692.34000000
0.893481712612
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
2586200.99900000
NS
USD
613110670.83000000
0.487377308658
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
545511.00000000
NS
USD
174023464.11000000
0.138335689813
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1709726.00000000
NS
USD
338474456.22000000
0.269061977503
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
2560692.00000000
NS
USD
971859434.76000000
0.772555850425
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
10104184.00000000
NS
USD
575635362.48000000
0.457587230303
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
3402736.00000000
NS
USD
526369231.84000000
0.418424326602
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
4368750.00000000
NS
USD
867764812.50000000
0.689808380422
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2461021.00000000
NS
USD
91377709.73000000
0.072638471908
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3357827.00000000
NS
USD
186829494.28000000
0.148515529793
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
2543152.00000000
NS
USD
340222874.56000000
0.270451839832
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1217115.00000000
NS
USD
249496403.85000000
0.198331054430
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
4610016.00000000
NS
USD
247373458.56000000
0.196643471077
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3210197.00000000
NS
USD
147251736.39000000
0.117054160678
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR
682189105
1609179.00000000
NS
USD
61599372.12000000
0.048966911892
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2403310.00000000
NS
USD
206035766.30000000
0.163783085247
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
14782413.00000000
NS
USD
1083255224.64000000
0.861107204774
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2221597.00000000
NS
USD
163864994.72000000
0.130260463419
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
10876130.99800000
NS
USD
791891097.96000000
0.629494429695
Long
EC
CORP
US
N
1
N
N
N
agilon health Inc
N/A
AGILON HEALTH IN
00857U107
441722.00000000
NS
USD
17920661.54000000
0.014245590896
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
5234571.00000000
NS
USD
1148203148.85000000
0.912735966122
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2126044.00000000
NS
USD
749876979.24000000
0.596096335221
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA
24906P109
1645407.00000000
NS
USD
104088446.82000000
0.082742560988
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
3227828.00000000
NS
USD
98287362.60000000
0.078131131194
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
5938281.00000000
NS
USD
304218135.63000000
0.241830754613
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
2616287.00000000
NS
USD
233503614.75000000
0.185617978504
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
2031518.00000000
NS
USD
419996031.32000000
0.333865556629
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
2827303.00000000
NS
USD
161439001.30000000
0.128331979379
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
3766288.00000000
NS
USD
318590301.92000000
0.253255556136
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
10538530.00000000
NS
USD
337338345.30000000
0.268158853958
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
1356891.00000000
NS
USD
162772644.36000000
0.129392126260
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
377001.63900000
NS
USD
37700163.90000000
0.029968821767
Long
STIV
CORP
US
N
1
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
2706304.00000000
NS
USD
575576734.72000000
0.457540625601
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
2509185.00000000
NS
USD
205853537.40000000
0.163638226847
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
583518.00000000
NS
USD
30010330.74000000
0.023855977271
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
2880709.00000000
NS
USD
457859888.46000000
0.363964502327
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
680185.00000000
NS
USD
36519132.65000000
0.029029989906
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
3003262.00000000
NS
USD
445023363.16000000
0.353760420991
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1810387.00000000
NS
USD
340823456.62000000
0.270929257829
Long
EC
CORP
DE
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1034573.00000000
NS
USD
905220337.81000000
0.719582732735
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1134661.00000000
NS
USD
392899064.47000000
0.312325486615
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
19082888.01600000
NS
USD
1484076201.00000000
1.179730021186
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2281309.00000000
NS
USD
302227816.32000000
0.240248599034
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376100
467535.00000000
NS
USD
54827829.45000000
0.043584039926
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
6078311.00000000
NS
USD
447181340.27000000
0.355475852032
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-A
084670108
14.00000000
NS
USD
5860414.00000000
0.004658592549
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2194167.00000000
NS
USD
156158865.39000000
0.124134664682
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
4597122.00000000
NS
USD
280102643.46000000
0.222660734860
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK I
668771108
4152351.00000000
NS
USD
113026994.22000000
0.089848040279
Long
EC
CORP
US
N
1
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DRAFTKINGS INC-A
26142R104
788.00000000
NS
USD
41109.96000000
0.000032679355
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4099182.00000000
NS
USD
152530562.22000000
0.121250433958
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
932171.00000000
NS
USD
121089012.90000000
0.096256744537
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1153432.00000000
NS
USD
134513239.84000000
0.106928004895
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
985005.00000000
NS
USD
93102672.60000000
0.074009688885
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
1894806.00000000
NS
USD
152531883.00000000
0.121251483880
Long
EC
CORP
US
N
1
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UIPATH INC -CL A
90364P105
9000.00000000
NS
USD
611370.00000000
0.000485993605
Long
EC
CORP
US
N
1
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK-A
25470M109
1851141.00000000
NS
USD
77377693.80000000
0.061509502197
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
13039388.00000000
NS
USD
1014985961.92000000
0.806838226738
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
1236905.00000000
NS
USD
100214043.10000000
0.079662698660
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
DELL TECHN-C
24703L202
1987362.03700000
NS
USD
198080374.23000000
0.157459141201
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1685846.00000000
NS
USD
92131483.90000000
0.073237666219
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS I
228368106
1016668.00000000
NS
USD
103913636.28000000
0.082603599631
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
784697.00000000
NS
USD
101673190.29000000
0.080822611975
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
30432679.00000000
NS
USD
1708490599.06000000
1.358122749537
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1667912.00000000
NS
USD
479824924.16000000
0.381425069389
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2446113.00000000
NS
USD
221055231.81000000
0.175722441429
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1367583.00000000
NS
USD
210785567.79000000
0.167558823588
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPE
42250P103
4061627.00000000
NS
USD
135211562.83000000
0.107483119650
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2035439.00000000
NS
USD
97192212.25000000
0.077260568250
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive KROGER CO Pay ICE LIBOR USD 1 Month
N/A
1000000.00000000
NC
USD
440000.00000000
0.000349767221
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
KROGER CO
Y
Receive positive return on reference instrument
2022-01-31
0.00000000
USD
0.00000000
USD
37870000.00000000
USD
440000.00000000
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2692075.00000000
NS
USD
166827887.75000000
0.132615742653
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
625598.00000000
NS
USD
131525723.52000000
0.104553151981
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
6370185.00000000
NS
USD
147278677.20000000
0.117075576615
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
6683414.00000000
NS
USD
208990355.78000000
0.166131763777
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA-C
531229607
1158931.00000000
NS
USD
53762809.09000000
0.042737428080
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 NETWORKS
315616102
224655.00000000
NS
USD
41934102.30000000
0.033334487381
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
922361.00000000
NS
USD
37171148.30000000
0.029548293774
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-A
92556H107
76525.00000000
NS
USD
3707636.25000000
0.002947294612
Long
EC
CORP
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICA
960413102
121338.00000000
NS
USD
10931340.42000000
0.008689601286
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2583644.00000000
NS
USD
185298947.68000000
0.147298859266
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2255241.00000000
NS
USD
216345269.13000000
0.171978371974
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1101838.00000000
NS
USD
268639122.78000000
0.213548089912
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
4519609.00000000
NS
USD
434967170.16000000
0.345766496708
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748102
3839646.00000000
NS
USD
540161399.28000000
0.429388072248
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
4948334.00000000
NS
USD
296157789.90000000
0.235423380226
Long
EC
CORP
US
N
1
N
N
N
Marqeta Inc
N/A
MARQETA INC-A
57142B104
356833.00000000
NS
USD
10016302.31000000
0.007962214156
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
848568.00000000
NS
USD
166022329.20000000
0.131975383617
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
42186867.00000000
NS
USD
1652037711.72000000
1.313246909649
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
5646669.00000000
NS
USD
194358346.98000000
0.154500406816
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
1046058.00000000
NS
USD
91341784.56000000
0.072609914074
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1701191.00000000
NS
USD
116990905.07000000
0.092999054107
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
2488761.00000000
NS
USD
336505374.81000000
0.267496704472
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
11220856.00000000
NS
USD
114116105.52000000
0.090713802628
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
3738838.00000000
NS
USD
903826698.12000000
0.718474893003
Long
EC
CORP
US
N
1
N
N
N
QuantumScape Corp
N/A
QUANTUMSCAPE COR
74767V109
489245.00000000
NS
USD
14315308.70000000
0.011379603974
Long
EC
CORP
US
N
1
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
1786810.00000000
NS
USD
303346733.70000000
0.241138054995
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
450.00000000
NC
USD
733683.45000000
0.000583223685
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2021-09-17
95759816.55000000
USD
733683.45000000
N
N
N
GameStop Corp
549300505KLOET039L77
GAMESTOP CORP-A
36467W109
223738.00000000
NS
USD
47911255.32000000
0.038085878754
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL-A
571903202
982452.00000000
NS
USD
134124347.04000000
0.106618864091
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
1924915.00000000
NS
USD
154070196.60000000
0.122474328593
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
1845262.00000000
NS
USD
704521031.60000000
0.560041735711
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
10601954.00000000
NS
USD
1495087553.08000000
1.188483225781
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
2677884.00000000
NS
USD
206197068.00000000
0.163911308082
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1148983.00000000
NS
USD
40444201.60000000
0.032150127317
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
6467598.00000000
NS
USD
307857664.80000000
0.244723909171
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2181519.00000000
NS
USD
128884142.52000000
0.102453291874
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
7245037.00000000
NS
USD
146204846.66000000
0.116221961332
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
10586677.00200000
NS
USD
661032112.00000000
0.525471284405
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2050009.00000000
NS
USD
129540068.71000000
0.102974704331
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
1552480.00000000
NS
USD
136509566.40000000
0.108514935791
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos Inc
N/A
ROCKET COS INC-A
77311W101
1028441.00000000
NS
USD
19900333.35000000
0.015819282506
Long
EC
CORP
US
N
1
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
969637.03700000
NS
USD
140897957.85000000
0.112003380074
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
1235090.00000000
NS
USD
33779711.50000000
0.026852354169
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
4336717.13400000
NS
USD
196019614.46000000
0.155820990703
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1060397.00000000
NS
USD
78670853.43000000
0.062537467766
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1028813.00000000
NS
USD
120113917.75000000
0.095481616534
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
972637.00000000
NS
USD
298706549.07000000
0.237449453892
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
3084430.00000000
NS
USD
70849357.10000000
0.056319960859
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GRP
G0450A105
2889831.00000000
NS
USD
112530019.14000000
0.089452982114
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1553631.00000000
NS
USD
217632630.48000000
0.173001728343
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
2956103.00100000
NS
USD
72424523.52000000
0.057572100818
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
1935018.00000000
NS
USD
95241585.96000000
0.075709965665
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
27910.00000000
NS
USD
679608.50000000
0.000540238128
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
302083.00000000
NS
USD
76127936.83000000
0.060516038508
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3080623.00300000
NS
USD
240535044.07000000
0.191207440996
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
735869.00000000
NS
USD
202989463.65000000
0.161361501579
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
2845234.00100000
NS
USD
138875871.59000000
0.110395972135
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
226578.00000000
NS
USD
39714591.84000000
0.031570141911
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1002592.00000000
NS
USD
74622922.56000000
0.059319664282
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
1483433.00000000
NS
USD
48196738.17000000
0.038312816352
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
7314530.00000000
NS
USD
151045044.50000000
0.120069558037
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
1883904.00000000
NS
USD
102804641.28000000
0.081722031222
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
816052.00000000
NS
USD
69592914.56000000
0.055321182640
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
30183893.50000000
NS
USD
30183893.50000000
0.023993946735
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
1876011.13800000
NS
USD
280276064.02000000
0.222798591286
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
9806213.00000000
NS
USD
142974585.54000000
0.113654144385
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
6504973.00000000
NS
USD
1493021402.96000000
1.186840790357
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
ELANCO ANIMAL HE
28414H103
3564802.15700000
NS
USD
123662986.83000000
0.098302862059
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP
893641100
393021.00000000
NS
USD
254398563.09000000
0.202227905832
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
29245411.00000000
NS
USD
1582469189.21000000
1.257945116871
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1490231.00000000
NS
USD
172300508.22000000
0.136966068235
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671D857
11045068.00000000
NS
USD
409882473.48000000
0.325826031572
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
468705.00000000
NS
USD
84324716.55000000
0.067031867753
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
13391021.00100000
NS
USD
1552421064.65000000
1.234059096329
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARM
015351109
832866.00000000
NS
USD
153005812.86000000
0.121628222813
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936U109
1340535.00000000
NS
USD
100030721.70000000
0.079516971804
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
4383041.05800000
NS
USD
212665152.13000000
0.169052953115
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1058636.00000000
NS
USD
121309099.24000000
0.096431696782
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604103
66160896.00000000
NS
USD
890525660.16000000
0.707901558706
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
4128416.00000000
NS
USD
898467174.08000000
0.714214470657
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
9155092.00000000
NS
USD
243067692.60000000
0.193220707904
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
6549445.00000000
NS
USD
318303027.00000000
0.253027193976
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
808353.00000000
NS
USD
41589761.85000000
0.033060762375
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
15578416.99900000
NS
USD
1102173002.68000000
0.876145429006
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2015850.00000000
NS
USD
207370489.50000000
0.164844090759
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
2118825.00000000
NS
USD
251504527.50000000
0.199927363134
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
472181.00000000
NS
USD
102944901.62000000
0.081833527744
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
4250605.00000000
NS
USD
607538972.65000000
0.482948223678
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
34554810.00000000
NS
USD
1970315266.20000000
1.566253854870
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
4918752.09500000
NS
USD
297191001.58000000
0.236244706541
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
4135648.00000000
NS
USD
158436674.88000000
0.125945353538
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2142464.00000000
NS
USD
478969251.84000000
0.380744873639
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
407563.00000000
NS
USD
91061801.09000000
0.072387348073
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
956525.00000000
NS
USD
56348887.75000000
0.044793167961
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
4374797.01000000
NS
USD
107270022.69000000
0.085271676788
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
2069510.00000000
NS
USD
89940904.60000000
0.071496318866
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
439843.00000000
NS
USD
74095951.78000000
0.058900761769
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
862853.00000000
NS
USD
145321702.26000000
0.115519927326
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-B
084670702
13449739.00000000
NS
USD
3737951462.88000000
2.971392948371
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
14507038.00000000
NS
USD
264463302.74000000
0.210228624065
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
29641686.00000000
NS
USD
1660823666.58000000
1.320231089240
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
11746009.00000000
NS
USD
1164146951.99000000
0.925410101859
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
1192179.00000000
NS
USD
227992311.96000000
0.181236903359
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
890228.00000000
NS
USD
336817763.80000000
0.267745030447
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797104
840222.00000000
NS
USD
60546397.32000000
0.048129875369
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
1407591.00000000
NS
USD
93942623.34000000
0.074677387150
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
751.00000000
NS
USD
118154.83000000
0.000093924287
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
5540207.00000000
NS
USD
126704534.09000000
0.100720665546
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp
549300DCJE6AYX159479
ALLEGHANY CORP
017175100
49846.99900000
NS
USD
33251437.62000000
0.026432415789
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
6236574.00000000
NS
USD
164396090.64000000
0.130682645111
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2280535.00000000
NS
USD
72954314.65000000
0.057993245299
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
771834.00000000
NS
USD
166831919.10000000
0.132618947276
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1484380.00000000
NS
USD
67672884.20000000
0.053794901540
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
803690.00000000
NS
USD
95679294.50000000
0.076057911346
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
31906153.00000000
NS
USD
2012640131.24000000
1.599898969519
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL I
02005N100
2793786.00000000
NS
USD
139242294.24000000
0.110687250845
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
2419045.00000000
NS
USD
649174916.20000000
0.516045697064
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2255878.00000000
NS
USD
294256726.32000000
0.233912176303
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
1763628.00000000
NS
USD
175480986.00000000
0.139494311135
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
493178.00000000
NS
USD
101170534.92000000
0.080423038402
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
204675.00000000
NS
USD
38241477.00000000
0.030399125355
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
2368473.00000000
NS
USD
97083708.27000000
0.077174315669
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2176124.00000000
NS
USD
92093567.68000000
0.073207525649
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
234969.00000000
NS
USD
82664443.89000000
0.065712074673
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1091803.00000000
NS
USD
396793964.29000000
0.315421641815
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
10135509.00300000
NS
USD
562520749.67000000
0.447162090112
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
4010444.00800000
NS
USD
310448470.66000000
0.246783406823
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
14565586.00000000
NS
USD
1525599477.64000000
1.212737932773
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
5537370.00000000
NS
USD
291321035.70000000
0.231578520959
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2377269.00000000
NS
USD
211458077.55000000
0.168093418747
Long
EC
CORP
US
N
1
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
BLACKSTONE GROUP
09260D107
5156742.00000000
NS
USD
500925917.88000000
0.398198787444
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
11418581.00000000
NS
USD
974119145.11000000
0.774352151812
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
3809666.00000000
NS
USD
227589446.84000000
0.180916655601
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
715920.00000000
NS
USD
96949886.40000000
0.077067937252
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1056687.00000000
NS
USD
184550384.55000000
0.146703807343
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
681615.99800000
NS
USD
42832749.31000000
0.034048844807
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
2725675.00000000
NS
USD
566858629.75000000
0.450610381619
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271V100
4841235.00000000
NS
USD
170605121.40000000
0.135618362014
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
9395097.00000000
NS
USD
283637978.43000000
0.225471062791
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
1094969.00000000
NS
USD
266285511.11000000
0.211677143971
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
1895166.00500000
NS
USD
283725302.61000000
0.225540479008
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
DUKE REALTY CORP
264411505
2826168.00000000
NS
USD
133819054.80000000
0.106376179503
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
6734048.00000000
NS
USD
987144096.32000000
0.784706017710
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
11218038.99400000
NS
USD
1028581995.36000000
0.817646060465
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGI
550241103
8330612.00000000
NS
USD
113213017.08000000
0.089995914595
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
5774649.00000000
NS
USD
236183144.10000000
0.187748004721
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
4398439.00000000
NS
USD
367005750.16000000
0.291742230702
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
1799815.00000000
NS
USD
536938808.95000000
0.426826353007
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
2859679.00000000
NS
USD
165346639.78000000
0.131438260865
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
2548824.00000000
NS
USD
74400172.56000000
0.059142594626
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
9922342.00000000
NS
USD
827920216.48000000
0.658134894873
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL M
035710409
10539313.00000000
NS
USD
93589099.44000000
0.074396361986
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
639401.00000000
NS
USD
138654106.85000000
0.110219685688
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2297769.00000000
NS
USD
271803095.01000000
0.216063212130
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
UNIVERSAL HLTH-B
913903100
558259.00000000
NS
USD
81745865.37000000
0.064981873181
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
2660869.00000000
NS
USD
45474251.21000000
0.036148642035
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
2423681.00000000
NS
USD
169027512.94000000
0.134364280814
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
1118531.00000000
NS
USD
54785648.38000000
0.043550509118
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
1885934.00000000
NS
USD
500545742.94000000
0.397896576688
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1158753.00000000
NS
USD
167602033.92000000
0.133231131187
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
22814160.00000000
NS
USD
3548514446.40000000
2.820804632680
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
2194137.00000000
NS
USD
160018411.41000000
0.127202716245
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
4820561.00000000
NS
USD
208537468.86000000
0.165771752414
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
31152811.00100000
NS
USD
1410910810.24000000
1.121568986104
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
3662763.00000000
NS
USD
284779823.25000000
0.226378744359
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
489872.00000000
NS
USD
146966498.72000000
0.116827417980
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
5508830.00000000
NS
USD
154081975.10000000
0.122483691623
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO LOGISTICS IN
983793100
365792.00000000
NS
USD
51170642.88000000
0.040676849051
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2186693.00000000
NS
USD
124838303.37000000
0.099237151151
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
698989.00000000
NS
USD
66578702.25000000
0.052925108402
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
9109570.17300000
NS
USD
130175757.77000000
0.103480029777
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
356630.00000000
NS
USD
73572769.00000000
0.058484870434
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
58124839.00700000
NS
USD
2396487112.26000000
1.905028724141
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
870129.00000000
NS
USD
116162221.50000000
0.092340312403
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
532907.00000000
NS
USD
53876897.70000000
0.042828120026
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1460083.00000000
NS
USD
189226756.80000000
0.150421174908
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
4210813.00000000
NS
USD
255175267.80000000
0.202845328215
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
333827.00000000
NS
USD
146216226.00000000
0.116231007060
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
2368591.00000000
NS
USD
68641767.18000000
0.054565091330
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
972317.00000000
NS
USD
430464182.24000000
0.342186956769
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
10412640.00000000
NS
USD
1542840868.80000000
1.226443554320
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2152091.00000000
NS
USD
213810240.85000000
0.169963213343
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
5401936.00000000
NS
USD
370734867.68000000
0.294706601324
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
9452103.00000000
NS
USD
650871812.58000000
0.517394603273
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1677691.00000000
NS
USD
137268677.62000000
0.109118372660
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
4456811.00000000
NS
USD
236612095.99000000
0.188088989518
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
7112266.00000000
NS
USD
2848035797.04000000
2.263976289706
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
7361387.00000000
NS
USD
326183057.97000000
0.259291231562
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
2475996.00000000
NS
USD
323067958.08000000
0.256814959214
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
986099.00000000
NS
USD
143960593.01000000
0.114437946870
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT INC
92339V308
863358.00000000
NS
USD
39654032.94000000
0.031522002097
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
KRAFT HEINZ CO/T
500754106
5069732.00000000
NS
USD
206743670.96000000
0.164345816715
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
13947489.00000000
NS
USD
665016275.52000000
0.528638397597
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDS
608190104
210277.00000000
NS
USD
40413136.63000000
0.032125432980
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
5564436.01000000
NS
USD
246782737.04000000
0.196173891475
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
1460457.00000000
NS
USD
696404315.88000000
0.553589551381
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5305714.00000000
NS
USD
202837446.22000000
0.161240659047
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1083674.00000000
NS
USD
124069836.26000000
0.098626277047
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
3632995.00000000
NS
USD
67392057.25000000
0.053571665035
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
19846631.00000000
NS
USD
3269533990.94000000
2.599035953681
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
2416893.00000000
NS
USD
51262300.53000000
0.040749710055
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
319817.00000000
NS
USD
20490675.19000000
0.016288560290
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
1807605.00000000
NS
USD
87741146.70000000
0.069747675210
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1229622.00000000
NS
USD
158805681.30000000
0.126238686152
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
424885.00000000
NS
USD
34827823.45000000
0.027685525088
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive KEURIG DR PEPPER Pay ICE LIBOR USD 1 Month
N/A
500000.00000000
NC
USD
-860000.00000000
-0.00068363593
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
KEURIG DR PEPPER
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
18480000.00000000
USD
-860000.00000000
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
28584490.00000000
NS
USD
1514977970.00000000
1.204294625465
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
4540542.00000000
NS
USD
750233754.66000000
0.596379945102
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
873535.00000000
NS
USD
217405390.80000000
0.172821089726
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH-A
192446102
3974919.00000000
NS
USD
275302889.94000000
0.218845288377
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
5575121.00000000
NS
USD
666394213.13000000
0.529733755345
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS
517834107
3166385.00000000
NS
USD
166836825.65000000
0.132622847618
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759100
1562820.00000000
NS
USD
171925828.20000000
0.136668225531
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corp
N/A
UWM HOLDINGS COR
91823B109
621319.00000000
NS
USD
5250145.55000000
0.004173474594
Long
EC
CORP
US
N
1
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1052138.00000000
NS
USD
219570679.22000000
0.174542332714
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
848851.00000000
NS
USD
128685811.60000000
0.102295633568
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
6037876.00000000
NS
USD
382680580.88000000
0.304202553403
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
INTERACTIVE BROK
45841N107
308037.00000000
NS
USD
20247272.01000000
0.016095072895
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
1924668.00000000
NS
USD
123813892.44000000
0.098422820777
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
3201918.00200000
NS
USD
610797878.06000000
0.485538810701
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
1572430.00000000
NS
USD
67064139.50000000
0.053310994853
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687106
5140.00000000
NS
USD
903457.80000000
0.000718181646
Long
EC
CORP
US
N
1
N
N
N
2021-08-27
VANGUARD INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer