NPORT-P false 0000036405 XXXXXXXX S000002840 C000007777 C000007778 C000007775 C000007776 VANGUARD INDEX FUNDS 811-02652 0000036405 549300G6KNDK44WUN559 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD VALUE INDEX FUND S000002840 HH8Q33B0J5YWPPIGZP55 2019-12-31 2019-12-31 N 91163768028.9 111308637.97 91052459390.93 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 8479729.00000000 NS USD 134488501.94000000 0.147704414399 Long EC CORP US N 1 N N N N/A N/A N/A 958.00000000 NC USD 154769690.00000000 0.169978593697 N/A DE N/A N 1 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A S&P500 EMINI FUT Mar20 SPX 2020-03-21 154030323.5 USD 739366.49 N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 1313782.00000000 NS USD 58423885.54000000 0.064165082339 Long EC CORP US N 1 N N N Duke Realty Corp. N/A 264411505 2408013.00000000 NS USD 83485810.71000000 0.091689792091 Long EC CORP US N 1 N N N PACCAR Inc. KDTEY8BWE486IKZ3CC07 693718108 2266499.00000000 NS USD 179280070.90000000 0.196897560043 Long EC CORP US N 1 N N N Jacobs Engineering Group Inc. 549300CZ8QS1GE53O776 469814107 870302.00000000 NS USD 78179228.66000000 0.085861742980 Long EC CORP US N 1 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836108 1676169.00000000 NS USD 115923848.04000000 0.127315449594 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967424 14306574.00000000 NS USD 1142952196.86000000 1.255267792331 Long EC CORP US N 1 N N N Southern Co. 549300FC3G3YU2FBZD92 842587107 6871843.00000000 NS USD 437736399.10000000 0.480751867690 Long EC CORP US N 1 N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 267787.00000000 NS USD 67182402.56000000 0.073784281072 Long EC CORP US N 1 N N N United Rentals Inc. 5323X5O7RN0NKFCDRY08 911363109 492308.00000000 NS USD 82102205.16000000 0.090170222429 Long EC CORP US N 1 N N N Molson Coors Brewing Co. 54930073LBBH6ZCBE225 60871R209 1157534.00000000 NS USD 62391082.60000000 0.068522127812 Long EC CORP US N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 N/A 936817.00000000 NS USD 44058503.51000000 0.048388043337 Long EC CORP BM N 1 N N N Annaly Capital Management Inc. 2DTL0G3FPRYUT58TI025 035710409 9368650.00000000 NS USD 88252683.00000000 0.096925095258 Long EC CORP US N 1 N N N Jones Lang LaSalle Inc. 6SYKCME112RT8TQUO411 48020Q107 169292.00000000 NS USD 29472044.28000000 0.032368202327 Long EC CORP US N 1 N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918K108 553561.00000000 NS USD 41533681.83000000 0.045615112549 Long EC CORP US N 1 N N N Illinois Tool Works Inc. 76NA4I14SZCFAYMNSV04 452308109 947786.00000000 NS USD 170250799.18000000 0.186981000094 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 1633348.00000000 NS USD 70887303.20000000 0.077853254787 Long EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 G29183103 2708937.00000000 NS USD 256590512.64000000 0.281805142174 Long EC CORP IE N 1 N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 42250P103 3341886.00000000 NS USD 115194810.42000000 0.126514770924 Long EC CORP US N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B208 18801.00000000 NS USD 272802.51000000 0.000299610259 Long EC CORP US N 1 N N N Arconic Inc. 549300HO5WFZUT5N2T22 03965L100 2552430.00000000 NS USD 78538271.10000000 0.086256067793 Long EC CORP US N 1 N N N Alaska Air Group Inc. 529900G48RT4KWLC6C27 011659109 807253.00000000 NS USD 54691390.75000000 0.060065802852 Long EC CORP US N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 953833.00000000 NS USD 48368871.43000000 0.053121982375 Long EC CORP US N 1 N N N JM Smucker Co. 5493000WDH6A0LHDJD55 832696405 711010.00000000 NS USD 74037471.30000000 0.081312983520 Long EC CORP US N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073E105 944178.00000000 NS USD 80274013.56000000 0.088162378146 Long EC CORP US N 1 N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 1538905.00000000 NS USD 232697825.05000000 0.255564568608 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 19525652.00000000 NS USD 2721875888.80000000 2.989349114792 Long EC CORP US N 1 N N N Hartford Financial Services Group Inc. IU7C3FTM7Y3BQM112U94 416515104 2362061.00000000 NS USD 143542446.97000000 0.157648072254 Long EC CORP US N 1 N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 951879.00000000 NS USD 109713573.54000000 0.120494904007 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 316840.00000000 NS USD 33616724.00000000 0.036920171321 Long EC CORP US N 1 N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 609207105 9434976.00000000 NS USD 519678478.08000000 0.570746228664 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 992969.00000000 NS USD 47801527.66000000 0.052498886883 Long EC CORP US N 1 N N N Invesco Ltd. ECPGFXU8A2SHKVVGJI15 N/A 2384337.00000000 NS USD 42870379.26000000 0.047083164525 Long EC CORP BM N 1 N N N Interpublic Group of Cos. Inc. 5493008IUOJ5VWTRC333 460690100 2544569.00000000 NS USD 58779543.90000000 0.064555690525 Long EC CORP US N 1 N N N Alliant Energy Corp. 5493009ML300G373MZ12 018802108 1599082.00000000 NS USD 87501767.04000000 0.096100388309 Long EC CORP US N 1 N N N Tapestry Inc. 549300LJNVY5SW3VTN33 876030107 1804152.00000000 NS USD 48657979.44000000 0.053439500443 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 7956875.00000000 NS USD 406755450.00000000 0.446726483524 Long EC CORP US N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939U106 2066618.00000000 NS USD 190604178.14000000 0.209334464346 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 1638449.00000000 NS USD 154800661.50000000 0.170012608704 Long EC CORP NL N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 N/A 2043674.00000000 NS USD 390689158.60000000 0.429081390237 Long EC CORP IE N 1 N N N NextEra Energy Inc. BLVY3B5CY5IDPCFLQ577 65339F101 3203013.00000000 NS USD 775641628.08000000 0.851862358544 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 1846595.00000000 NS USD 53458925.25000000 0.058712225466 Long EC CORP US N 1 N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 N/A 2523327.00000000 NS USD 108225495.00000000 0.118860595006 Long EC CORP BM N 1 N N N Fortune Brands Home & Security Inc. 54930032LHW54PQUJD44 34964C106 455548.00000000 NS USD 29765506.32000000 0.032690502287 Long EC CORP US N 1 N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156R108 4520254.00000000 NS USD 230397346.38000000 0.253038026563 Long EC CORP US N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 842614.00000000 NS USD 170157471.20000000 0.186878500963 Long EC CORP IE N 1 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 4882588.00000000 NS USD 147454157.60000000 0.161944178758 Long EC CORP US N 1 N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 619846.00000000 NS USD 69416553.54000000 0.076237977539 Long EC CORP US N 1 N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759100 1359623.00000000 NS USD 121863009.49000000 0.133838240400 Long EC CORP US N 1 N N N Avangrid Inc. 549300OX0Q38NLSKPB49 05351W103 406299.00000000 NS USD 20786256.84000000 0.022828880163 Long EC CORP US N 1 N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431109 3.00000000 NS USD 593.61000000 0.000000651942 Long EC CORP US N 1 N N N Chevron Corp. N/A 166764100 12390648.00000000 NS USD 1493196990.48000000 1.639930431828 Long EC CORP US N 1 N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 N/A 41903.00000000 NS USD 0.42000000 0.000000000461 Long EC CORP US N 3 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796RY7 310000.00000000 PA USD 309655.90000000 0.000340085157 Long DBT UST US N 2 2020-01-30 Fixed 1.81682560 N N N N N N Kraft Heinz Co. N/A 500754106 4401148.00000000 NS USD 141408885.24000000 0.155304849738 Long EC CORP US N 1 N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150104 6767710.00000000 NS USD 102057066.80000000 0.112086007871 Long EC CORP US N 1 N N N Ingersoll-Rand plc 549300BURLR9SLYY2705 N/A 1570122.00000000 NS USD 208700616.20000000 0.229209202690 Long EC CORP IE N 1 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 3991812.00000000 NS USD 304415583.12000000 0.334329885382 Long EC CORP US N 1 N N N Coca-Cola Co. UWJKFUJFZ02DKWI3RY53 191216100 25268188.00000000 NS USD 1398594205.80000000 1.536031223270 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 1298880.00000000 NS USD 76646908.80000000 0.084178845154 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 2263789.00000000 NS USD 179065709.90000000 0.196662134222 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L105 2332378.00000000 NS USD 86461252.46000000 0.094957624470 Long EC CORP US N 1 N N N Noble Energy Inc. 02VFQXG2D1LR5ZH3K186 655044105 1570546.00000000 NS USD 39012362.64000000 0.042846028433 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 3052070.00000000 NS USD 314088523.70000000 0.344953366225 Long EC CORP US N 1 N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475105 2584381.00000000 NS USD 412544739.03000000 0.453084674252 Long EC CORP US N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 2516311.00000000 NS USD 173726111.44000000 0.190797824245 Long EC CORP US N 1 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 897240.00000000 NS USD 59944604.40000000 0.065835239158 Long EC CORP US N 1 N N N Raytheon Co. YR6K3WJN0KKLUPZSNL57 755111507 1824921.00000000 NS USD 401008140.54000000 0.440414397614 Long EC CORP US N 1 N N N Williams Cos. Inc. D71FAKCBLFS2O0RBPG08 969457100 7942606.00000000 NS USD 188398614.32000000 0.206912164240 Long EC CORP US N 1 N N N VEREIT Inc. 5493002H54FNIBW75H44 92339V100 6986848.00000000 NS USD 64558475.52000000 0.070902506040 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 5803393.00000000 NS USD 777886797.72000000 0.854328156453 Long EC CORP US N 1 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 1040937.00000000 NS USD 53035740.15000000 0.058247454824 Long EC CORP US N 1 N N N KKR & Co. Inc. N/A 48251W104 3426897.00000000 NS USD 99962585.49000000 0.109785706128 Long EC CORP US N 1 N N N Cisco Systems Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 27799506.00000000 NS USD 1333264307.76000000 1.464281488581 Long EC CORP US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 1115311.00000000 NS USD 57906947.12000000 0.063597345428 Long EC CORP US N 1 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 4870302.00000000 NS USD 352415052.72000000 0.387046165559 Long EC CORP US N 1 N N N BorgWarner Inc. 549300DSFX2IE88NSX47 099724106 1351568.00000000 NS USD 58631019.84000000 0.064392571306 Long EC CORP US N 1 N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R109 2628216.00000000 NS USD 54430353.36000000 0.059779113847 Long EC CORP US N 1 N N N Air Products & Chemicals Inc. 7QEON6Y1RL5XR3R1W237 009158106 1444422.00000000 NS USD 339424725.78000000 0.372779305523 Long EC CORP US N 1 N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 6208245.00000000 NS USD 1825099865.10000000 2.004448729126 Long EC CORP US N 1 N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 800980.00000000 NS USD 63485674.80000000 0.069724283368 Long EC CORP US N 1 N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 9072188.00000000 NS USD 364701957.60000000 0.400540479674 Long EC CORP CW N 1 N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123101 3621649.00000000 NS USD 534845124.32000000 0.587403270485 Long EC CORP US N 1 N N N Clorox Co. 54930044KVSC06Z79I06 189054109 411249.00000000 NS USD 63143171.46000000 0.069348122919 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045V100 8427076.00000000 NS USD 308430981.60000000 0.338739868931 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc. 529900WNWN5L0OVDHA79 12541W209 885625.00000000 NS USD 69255875.00000000 0.076061509445 Long EC CORP US N 1 N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 636329.00000000 NS USD 107647776.93000000 0.118226105752 Long EC CORP US N 1 N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 484975.00000000 NS USD 50995121.25000000 0.056006308441 Long EC CORP US N 1 N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 668771108 3675543.00000000 NS USD 93799857.36000000 0.103017379198 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 G3223R108 267096.00000000 NS USD 73942856.64000000 0.081209071270 Long EC CORP BM N 1 N N N WP Carey Inc. 54930042CRNE713E3Q67 92936U109 1128495.00000000 NS USD 90324739.80000000 0.099200768880 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 2050588.00000000 NS USD 314724246.24000000 0.345651559930 Long EC CORP US N 1 N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 754730109 818278.00000000 NS USD 73203149.88000000 0.080396675026 Long EC CORP US N 1 N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903100 499775.00000000 NS USD 71697721.50000000 0.078743311251 Long EC CORP US N 1 N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452100 1748892.00000000 NS USD 78892518.12000000 0.086645125950 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 24943293.00000000 NS USD 1341949163.40000000 1.473819787380 Long EC CORP US N 1 N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307107 165838.00000000 NS USD 20656781.28000000 0.022686681302 Long EC CORP US N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370860 25518005.00000000 NS USD 237317446.50000000 0.260638150893 Long EC CORP US N 1 N N N Nasdaq Inc. 549300L8X1Q78ERXFD06 631103108 753118.00000000 NS USD 80658937.80000000 0.088585128111 Long EC CORP US N 1 N N N Dell Technologies Inc. 549300TJB5YBRUPOG437 24703L202 1364872.00000000 NS USD 70140772.08000000 0.077033363567 Long EC CORP US N 1 N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 2659500.00000000 NS USD 217493910.00000000 0.238866595647 Long EC CORP US N 1 N N N American Water Works Co. Inc. 549300DXHIJQMD5WFW18 030420103 1184399.00000000 NS USD 145503417.15000000 0.159801742998 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 G5960L103 8783264.00000000 NS USD 996461300.80000000 1.094381532871 Long EC CORP IE N 1 N N N People's United Financial Inc. ROPY7PEPIPIDJNF0BO69 712704105 1448471.00000000 NS USD 24479159.90000000 0.026884677320 Long EC CORP US N 1 N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671D857 9032097.00000000 NS USD 118501112.64000000 0.130145976761 Long EC CORP US N 1 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287Y109 9140351.00000000 NS USD 809286677.54000000 0.888813638811 Long EC CORP US N 1 N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411105 2460665.00000000 NS USD 62968417.35000000 0.069156196077 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 4650624.00000000 NS USD 142960181.76000000 0.157008589022 Long EC CORP US N 1 N N N QUALCOMM Inc. H1J8DDZKZP6H7RWC0H53 747525103 7482190.00000000 NS USD 660153623.70000000 0.725025582083 Long EC CORP US N 1 N N N Franklin Resources Inc. RIFQSET379FOGTEFKS80 354613101 1799305.00000000 NS USD 46745943.90000000 0.051339573046 Long EC CORP US N 1 N N N Waste Management Inc. 549300YX8JIID70NFS41 94106L109 2780306.00000000 NS USD 316843671.76000000 0.347979257100 Long EC CORP US N 1 N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 2570119.00000000 NS USD 118353979.95000000 0.129984385640 Long EC CORP US N 1 N N N United Airlines Holdings Inc. N/A 910047109 1409830.00000000 NS USD 124191924.70000000 0.136396013386 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 2690938.00000000 NS USD 252006343.70000000 0.276770496245 Long EC CORP US N 1 N N N Celanese Corp. 549300FHJQTDPPN41627 150870103 791985.00000000 NS USD 97509193.20000000 0.107091223951 Long EC CORP US N 1 N N N Consolidated Edison Inc. 54930033SBW53OO8T749 209115104 2178217.00000000 NS USD 197063291.99000000 0.216428302220 Long EC CORP US N 1 N N N Loews Corp. R8V1FN4M5ITGZOG7BS19 540424108 1656620.00000000 NS USD 86955983.80000000 0.095500972056 Long EC CORP US N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 H1467J104 2524566.00000000 NS USD 392973943.56000000 0.431590696383 Long EC CORP CH N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 4254966.00000000 NS USD 256361701.50000000 0.281553846227 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 7670236.00000000 NS USD 492352448.84000000 0.540734925924 Long EC CORP US N 1 N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579102 228038.00000000 NS USD 20457288.98000000 0.022467585298 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 8790228.00000000 NS USD 495065640.96000000 0.543714737934 Long EC CORP US N 1 N N N Juniper Networks Inc. AUHIXNGG7U2U7JEHM527 48203R104 2189543.00000000 NS USD 53928444.09000000 0.059227882970 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 6454421.00000000 NS USD 130637481.04000000 0.143474961482 Long EC CORP US N 1 N N N American Airlines Group Inc. N/A 02376R102 2581502.00000000 NS USD 74037477.36000000 0.081312990176 Long EC CORP US N 1 N N N Sensata Technologies Holding plc 529900MS7KFYCY9MS037 N/A 1039527.00000000 NS USD 55999319.49000000 0.061502259098 Long EC CORP GB N 1 N N N Macy's Inc. 529900NZQ81TIOW3CW52 55616P104 188301.00000000 NS USD 3201117.00000000 0.003515684278 Long EC CORP US N 1 N N N Hasbro Inc. 549300PPR3DPKV153240 418056107 843199.00000000 NS USD 89050246.39000000 0.097801033586 Long EC CORP US N 1 N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 00123Q104 3540516.00000000 NS USD 62596322.88000000 0.068747536638 Long EC CORP US N 1 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796TS8 900000.00000000 PA USD 895446.00000000 0.000983439663 Long DBT UST US N 2 2020-04-30 Fixed 1.54106870 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558103 8290248.00000000 NS USD 538700315.04000000 0.591637302982 Long EC CORP US N 1 N N N Mosaic Co. 2YD5STGSJNMUB7H76907 61945C103 2238193.00000000 NS USD 48434496.52000000 0.053194056309 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 2349832.00000000 NS USD 177200831.12000000 0.194613997584 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 1521523.00000000 NS USD 50621070.21000000 0.055595500163 Long EC CORP US N 1 N N N Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044101 5252818.00000000 NS USD 152279193.82000000 0.167243361506 Long EC CORP US N 1 N N N CDW Corp. N/A 12514G108 941505.00000000 NS USD 134484574.20000000 0.147700100688 Long EC CORP US N 1 N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 681919106 1426745.00000000 NS USD 115594879.90000000 0.126954154421 Long EC CORP US N 1 N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 269246401 742072.00000000 NS USD 33667806.64000000 0.036976273749 Long EC CORP US N 1 N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076307 561378.00000000 NS USD 90460450.92000000 0.099349816056 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 413610.00000000 NS USD 61019883.30000000 0.067016183536 Long EC CORP US N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207U105 4031808.00000000 NS USD 21005719.68000000 0.023069909171 Long EC CORP US N 1 N N N eBay Inc. OML71K8X303XQONU6T67 278642103 5064381.00000000 NS USD 182874797.91000000 0.200845533589 Long EC CORP US N 1 N N N Procter & Gamble Co. 2572IBTT8CCZW6AU4141 742718109 16341638.00000000 NS USD 2041070586.20000000 2.241642455188 Long EC CORP US N 1 N N N Allstate Corp. OBT0W1ED8G0NWVOLOJ77 020002101 2123115.00000000 NS USD 238744281.75000000 0.262205198351 Long EC CORP US N 1 N N N National Oilwell Varco Inc. 549300EHF3IW1AR6U008 637071101 2525451.00000000 NS USD 63262547.55000000 0.069479229856 Long EC CORP US N 1 N N N F5 Networks Inc. N/A 315616102 397895.00000000 NS USD 55566036.75000000 0.061026398541 Long EC CORP US N 1 N N N Henry Schein Inc. VGO3WGL8H45T73F4RR92 806407102 960759.00000000 NS USD 64101840.48000000 0.070400998401 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 2054157.00000000 NS USD 174233596.74000000 0.191355179097 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 1708629.00000000 NS USD 331696147.77000000 0.364291255819 Long EC CORP US N 1 N N N Citizens Financial Group Inc. 2138004JDDA4ZQUPFW65 174610105 2848814.00000000 NS USD 115690336.54000000 0.127058991392 Long EC CORP US N 1 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 310244.00000000 NS USD 36366801.68000000 0.039940493560 Long EC CORP US N 1 N N N Travelers Cos. Inc. 549300Y650407RU8B149 89417E109 1607092.00000000 NS USD 220091249.40000000 0.241719170324 Long EC CORP US N 1 N N N Merck & Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 16683461.00000000 NS USD 1517360777.95000000 1.666468745709 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 2434424.00000000 NS USD 196993590.08000000 0.216351750845 Long EC CORP US N 1 N N N N/A N/A N/A 550000.00000000 NC USD 381808.50000000 0.000419328047 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 AbbVie Inc. AbbVie Inc. Y 2020-09-02 0 USD 0 USD 550000 USD 381808.5 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057302 14996.00000000 NS USD 670321.20000000 0.000736192305 Long EC CORP US N 1 N N N General Mills Inc. 2TGYMUGI08PO8X8L6150 370334104 3960119.00000000 NS USD 212103973.64000000 0.232947001167 Long EC CORP US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 10195330.00000000 NS USD 867520629.70000000 0.952770123402 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 4737772.00000000 NS USD 169991259.36000000 0.186695955822 Long EC CORP US N 1 N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865204 395684.00000000 NS USD 54287844.80000000 0.059622601259 Long EC CORP US N 1 N N N Westlake Chemical Corp. GOXNEVUM0LL78B1OS344 960413102 253137.00000000 NS USD 17757560.55000000 0.019502560028 Long EC CORP US N 1 N N N Tiffany & Co. 549300EJG9IEYQL5XT21 886547108 374026.00000000 NS USD 49988574.90000000 0.054900850822 Long EC CORP US N 1 N N N DR Horton Inc. 529900ZIUEYVSB8QDD25 23331A109 1148116.00000000 NS USD 60563119.00000000 0.066514533934 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 2121794.00000000 NS USD 180501015.58000000 0.198238484481 Long EC CORP US N 1 N N N Carnival F1OF2ZSX47CR0BCWA982 143658300 2590358.00000000 NS USD 131667897.14000000 0.144606634483 Long EC CORP PA N 1 N N N Walgreens Boots Alliance Inc. 549300RPTUOIXG4LIH86 931427108 4971328.00000000 NS USD 293109498.88000000 0.321912775163 Long EC CORP US N 1 N N N AXA Equitable Holdings Inc. 549300FIBAKMNHPZ4009 054561105 2743000.00000000 NS USD 67971540.00000000 0.074650965448 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 3588329.00000000 NS USD 222548164.58000000 0.244417521578 Long EC CORP US N 1 N N N Principal Financial Group Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 1819257.00000000 NS USD 100059135.00000000 0.109891743363 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 17246204.00000000 NS USD 2515703777.48000000 2.762916888031 Long EC CORP US N 1 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 3768331.00000000 NS USD 664808955.02000000 0.730138383374 Long EC CORP US N 1 N N N AES Corp. 2NUNNB7D43COUIRE5295 00130H105 4349590.00000000 NS USD 86556841.00000000 0.095062606303 Long EC CORP US N 1 N N N HP Inc. WHKXQACZ14C5XRO8LW03 40434L105 9712333.00000000 NS USD 199588443.15000000 0.219201594866 Long EC CORP US N 1 N N N Baker Hughes Co. N/A 05722G100 4258948.00000000 NS USD 109156837.24000000 0.119883458360 Long EC CORP US N 1 N N N Fidelity National Financial Inc. 549300CAZYIH39SYQ287 31620R303 1712675.00000000 NS USD 77669811.25000000 0.085302266154 Long EC CORP US N 1 N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017109 5657011.00000000 NS USD 847193967.36000000 0.930446001159 Long EC CORP US N 1 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 2063407.00000000 NS USD 357505896.82000000 0.392637276589 Long EC CORP US N 1 N N N Mylan NV 549300A0CD4KNFGIIS89 N/A 3381999.00000000 NS USD 67978179.90000000 0.074658257838 Long EC CORP NL N 1 N N N Elanco Animal Health Inc. 549300SHPNDCE059M934 28414H103 2444634.00000000 NS USD 71994471.30000000 0.079069222052 Long EC CORP US N 1 N N N Vistra Energy Corp. 549300KP43CPCUJOOG15 92840M102 2552556.00000000 NS USD 58683262.44000000 0.064449947681 Long EC CORP US N 1 N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 2387924.00000000 NS USD 62014386.28000000 0.068108414308 Long EC CORP US N 1 N N N Mohawk Industries Inc. 549300JI1115MG3Q6322 608190104 376325.00000000 NS USD 51323203.50000000 0.056366630669 Long EC CORP US N 1 N N N Advance Auto Parts Inc. 529900UCNQ5H9FSL0Y70 00751Y106 430857.00000000 NS USD 69006057.12000000 0.075787142468 Long EC CORP US N 1 N N N Aflac Inc. 549300N0B7DOGLXWPP39 001055102 4570018.00000000 NS USD 241753952.20000000 0.265510623015 Long EC CORP US N 1 N N N Discovery Inc. 5493006ZCRFWKF6B1K26 25470F302 2247361.00000000 NS USD 68522036.89000000 0.075255558552 Long EC CORP US N 1 N N N Hubbell Inc. 54930088VDQ6840Y6597 443510607 178661.00000000 NS USD 26409669.02000000 0.029004893658 Long EC CORP US N 1 N N N DuPont de Nemours Inc. 5493004JF0SDFLM8GD76 26614N102 4854416.00000000 NS USD 311653507.20000000 0.342279065590 Long EC CORP US N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 3540834.00000000 NS USD 172084532.40000000 0.188994930561 Long EC CORP US N 1 N N N Cincinnati Financial Corp. 254900Q4WEDMZBOZ0002 172062101 1070592.00000000 NS USD 112572748.80000000 0.123635044624 Long EC CORP US N 1 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 1070960.00000000 NS USD 69258983.20000000 0.076064923082 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 53050820.00000000 NS USD 1868449880.40000000 2.052058662553 Long EC CORP US N 1 N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 053611109 546790.00000000 NS USD 71531067.80000000 0.078560280829 Long EC CORP US N 1 N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204108 2224991.00000000 NS USD 221742603.06000000 0.243532799161 Long EC CORP US N 1 N N N Corteva Inc. 549300WZN9I2QKLS0O94 22052L104 4906895.00000000 NS USD 145047816.20000000 0.159301371067 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 8525046.00000000 NS USD 633325667.34000000 0.695561296835 Long EC CORP US N 1 N N N Pentair plc 549300EVR9D56WPSRP15 G7S00T104 552234.00000000 NS USD 25330973.58000000 0.027820197004 Long EC CORP IE N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 6356273.00000000 NS USD 289782486.07000000 0.318258823548 Long EC CORP US N 1 N N N Snap-on Inc. HHWAT5TDOYZMM26KKQ73 833034101 358977.00000000 NS USD 60810703.80000000 0.066786448391 Long EC CORP US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 3514329.00000000 NS USD 223124748.21000000 0.245050764913 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 4022963.00000000 NS USD 144866897.63000000 0.159102673995 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 821559.00000000 NS USD 139459640.25000000 0.153164056394 Long EC CORP US N 1 N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307305 949107.00000000 NS USD 119350205.25000000 0.131078507981 Long EC CORP US N 1 N N N DENTSPLY SIRONA Inc. 9NHEHR1SOZCYXDO8HO28 24906P109 1457072.00000000 NS USD 82455704.48000000 0.090558459410 Long EC CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 6321571.00000000 NS USD 108478158.36000000 0.119138087082 Long EC CORP US N 1 N N N WW Grainger Inc. 549300TWZSP6O1IH2V34 384802104 300064.00000000 NS USD 101577665.28000000 0.111559496535 Long EC CORP US N 1 N N N Discovery Inc. 5493006ZCRFWKF6B1K26 25470F104 984975.00000000 NS USD 32248081.50000000 0.035417035097 Long EC CORP US N 1 N N Humana Inc. 529900YLDW34GJAO4J06 444859102 867759.00000000 NS USD 318051028.68000000 0.349305258537 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc. N6EL63S0K3PB1YFTDI24 44107P104 4698432.00000000 NS USD 87155913.60000000 0.095720548553 Long EC CORP US N 1 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 1612230.00000000 NS USD 123819264.00000000 0.135986732075 Long EC CORP US N 1 N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 904503.00000000 NS USD 96085353.69000000 0.105527466619 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816109 4021928.00000000 NS USD 500689816.72000000 0.549891590045 Long EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 5237336.00000000 NS USD 71123022.88000000 0.078112138162 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 11588432.00000000 NS USD 1006571203.52000000 1.105484915238 Long EC CORP US N 1 N N N Voya Financial Inc. 549300T065Z4KJ686G75 929089100 882729.00000000 NS USD 53828814.42000000 0.059118462894 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A 98421M106 1206530.00000000 NS USD 44484761.10000000 0.048856188396 Long EC CORP US N 1 N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573106 3313759.00000000 NS USD 195677468.95000000 0.214906297159 Long EC CORP US N 1 N N N PPG Industries Inc. 549300BKPEP01R3V6C59 693506107 1549526.00000000 NS USD 206846225.74000000 0.227172585039 Long EC CORP US N 1 N N N Dow Inc. 5493003S21INSLK2IP73 260557103 4882542.00000000 NS USD 267221523.66000000 0.293480841096 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 1180751.00000000 NS USD 163321478.32000000 0.179370748920 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 13981403.00000000 NS USD 740734730.94000000 0.813525231383 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 1255531.00000000 NS USD 163055810.97000000 0.179078974978 Long EC CORP US N 1 N N N Perrigo Co. plc 549300IFOQS6R1QLY196 N/A 845537.00000000 NS USD 43680441.42000000 0.047972829852 Long EC CORP IE N 1 N N N TD Ameritrade Holding Corp. ZI85ER3E6RXD4HPHW309 87236Y108 885545.00000000 NS USD 44011586.50000000 0.048336515888 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 3104076.00000000 NS USD 167558022.48000000 0.184023609687 Long EC CORP US N 1 N N N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 830297.00000000 NS USD 138310874.26000000 0.151902403499 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 5055080.00000000 NS USD 205792306.80000000 0.226015099621 Long EC CORP IE N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 27726000.00000000 NS USD 1934720280.00000000 2.124841319983 Long EC CORP US N 1 N N N Corning Inc. 549300X2937PB0CJ7I56 219350105 5040131.00000000 NS USD 146718213.41000000 0.161135914824 Long EC CORP US N 1 N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752103 1661568.00000000 NS USD 501843383.04000000 0.551158514988 Long EC CORP US N 1 N N N Walt Disney Co. 549300GZKULIZ0WOW665 254687106 11811323.00000000 NS USD 1708271645.49000000 1.876140037201 Long EC CORP US N 1 N N N Levi Strauss & Co. MB0UERO0RDFKU8258G77 52736R102 291782.00000000 NS USD 5628474.78000000 0.006181573586 Long EC CORP US N 1 N N N Comerica Inc. I9Q57JVPWHHZ3ZGBW498 200340107 943645.00000000 NS USD 67706528.75000000 0.074359912080 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 7190492.00000000 NS USD 467597694.76000000 0.513547572342 Long EC CORP US N 1 N N N Qorvo Inc. 254900YAUJV2EUEVBR11 74736K101 761237.00000000 NS USD 88478576.51000000 0.097173186865 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 735825.00000000 NS USD 66172742.25000000 0.072675403490 Long EC CORP US N 1 N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320102 2634355.00000000 NS USD 246944437.70000000 0.271211167004 Long EC CORP US N 1 N N N Evergy Inc. 549300PGTHDQY6PSUI61 30034W106 1493403.00000000 NS USD 97205601.27000000 0.106757798658 Long EC CORP US N 1 N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813109 1672834.00000000 NS USD 139882379.08000000 0.153628336912 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 3176172.00000000 NS USD 271689752.88000000 0.298388154144 Long EC CORP US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 933920.00000000 NS USD 91113235.20000000 0.100066748124 Long EC CORP CH N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 1798179.00000000 NS USD 272388154.92000000 0.299155186737 Long EC CORP US N 1 N N N Biogen Inc. W8J5WZB5IY3K0NDQT671 09062X103 1182425.00000000 NS USD 350860970.25000000 0.385339366555 Long EC CORP US N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 1611654.00000000 NS 284215182.90000000 0.312144432782 Long EC CORP US N 1 N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556H107 41844.00000000 NS USD 1877540.28000000 0.002062042357 Long EC CORP US N 1 N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 902494103 1934180.00000000 NS USD 176087747.20000000 0.193391533164 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 2447058.00000000 NS USD 500398890.42000000 0.549572075007 Long EC CORP US N 1 N N N Progressive Corp. 529900TACNVLY9DCR586 743315103 3830976.00000000 NS USD 277324352.64000000 0.304576454601 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 993988.00000000 NS USD 341902052.36000000 0.375500073965 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 4777573.00000000 NS USD 435762433.33000000 0.478583924305 Long EC CORP US N 1 N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448108 9137546.00000000 NS USD 1248828411.82000000 1.371548248310 Long EC CORP US N 1 N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 883203101 1494440.00000000 NS USD 66652024.00000000 0.073201783286 Long EC CORP US N 1 N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874784 5700921.00000000 NS USD 292628274.93000000 0.321384262311 Long EC CORP US N 1 N N N Cummins Inc. ZUNI8PYC725B6H8JU438 231021106 1003939.00000000 NS USD 179664923.44000000 0.197320231262 Long EC CORP US N 1 N N N Coty Inc. 549300BO9IWPF3S48F93 222070203 1979737.00000000 NS USD 22272041.25000000 0.024460669595 Long EC CORP US N 1 N N N Bunge Ltd. 5493007M0RIN8HY3MM77 G16962105 883137.00000000 NS USD 50824534.35000000 0.055818958312 Long EC CORP BM N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 2246339.00000000 NS USD 308983929.45000000 0.339347153846 Long EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 27101488.00000000 NS USD 1664031363.20000000 1.827552352051 Long EC CORP US N 1 N N N Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141G104 2204558.00000000 NS USD 506894020.94000000 0.556705468837 Long EC CORP US N 1 N N N AT&T Inc. 549300Z40J86GGSTL398 00206R102 47868258.00000000 NS USD 1870691522.64000000 2.054520586432 Long EC CORP US N 1 N N N Crown Holdings Inc. NYLWZIOY8PUNIT4JOE22 228368106 888342.00000000 NS USD 64440328.68000000 0.070772749150 Long EC CORP US N 1 N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209S103 12241482.00000000 NS USD 610972366.62000000 0.671011382566 Long EC CORP US N 1 N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036P108 493961.00000000 NS USD 93729099.75000000 0.102939668381 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 9211882.00000000 NS USD 546172483.78000000 0.599843746597 Long EC CORP US N 1 N N N BlackRock Inc. 549300LRIF3NWCU26A80 09247X101 708231.00000000 NS USD 356027723.70000000 0.391013846393 Long EC CORP US N 1 N N N Walmart Inc. Y87794H0US1R65VBXU25 931142103 9319092.00000000 NS USD 1107480893.28000000 1.216310795653 Long EC CORP US N 1 N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653101 348152.00000000 NS USD 25429022.08000000 0.027927880531 Long EC CORP US N 1 N N N PulteGroup Inc. N/A 745867101 1685723.00000000 NS USD 65406052.40000000 0.071833372582 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 1037597.00000000 NS USD 37768530.80000000 0.041479967759 Long EC CORP US N 1 N N N Globe Life Inc. 5493001JFHKQOPP6XA71 37959E102 638241.00000000 NS USD 67174865.25000000 0.073776003085 Long EC CORP US N 1 N N N Ventas Inc. ORQTRC074CWLT3DKHT41 92276F100 2442581.00000000 NS USD 141034626.94000000 0.154893813833 Long EC CORP US N 1 N N N Quest Diagnostics Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 882670.00000000 NS USD 94260329.30000000 0.103523100782 Long EC CORP US N 1 N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 841827.00000000 NS USD 173264833.14000000 0.190291217062 Long EC CORP US N 1 N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429109 1282650.00000000 NS USD 63388563.00000000 0.069617628589 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 3320624.00000000 NS USD 425737203.04000000 0.467573534957 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 562109.00000000 NS USD 37380248.50000000 0.041053529745 Long EC CORP US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 5465445.00000000 NS USD 133739439.15000000 0.146881742727 Long EC CORP US N 1 N N N Best Buy Co. Inc. HL5XPTVRV0O8TUN5LL90 086516101 1468104.00000000 NS USD 128899531.20000000 0.141566226834 Long EC CORP US N 1 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162100 3893581.00000000 NS USD 938625571.67000000 1.030862403880 Long EC CORP US N 1 N N N Nielsen Holdings plc 549300ZVCBHQE0XHG367 N/A 2326365.00000000 NS USD 47225209.50000000 0.051865935105 Long EC CORP GB N 1 N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 N/A 4370711.00000000 NS USD 116086084.20000000 0.127493628372 Long EC CORP BM N 1 N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 4682384.00000000 NS USD 828781968.00000000 0.910224691945 Long EC CORP US N 1 N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700106 7143560.00000000 NS USD 94366427.60000000 0.103639625147 Long EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A 1393459.00000000 NS USD 81391940.19000000 0.089390161160 Long EC CORP BM N 1 N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 901884.00000000 NS USD 62320184.40000000 0.068444262589 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 57229156.00000000 NS USD 638677380.96000000 0.701438912504 Long EC CORP US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 2191882.00000000 NS USD 210069970.90000000 0.230713121100 Long EC CORP CH N 1 N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 2348454.00000000 NS USD 471381686.88000000 0.517703409697 Long EC CORP US N 1 N N N CarMax Inc. N/A 143130102 1077531.00000000 NS USD 94467142.77000000 0.103750237392 Long EC CORP US N 1 N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U109 5393445.00000000 NS USD 446685114.90000000 0.490579955651 Long EC CORP US N 1 N N N Western Union Co. 28ID94QU1140NC23S047 959802109 2745804.00000000 NS USD 73532631.12000000 0.080758533719 Long EC CORP US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 1851393.00000000 NS USD 117507913.71000000 0.129055178186 Long EC CORP US N 1 N N N Westrock Co. N/A 96145D105 1688439.00000000 NS USD 72450917.49000000 0.079570522284 Long EC CORP US N 1 N N N DISH Network Corp. 529900U350CWHH15G169 25470M109 1568802.00000000 NS USD 55645406.94000000 0.061113568279 Long EC CORP US N 1 N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081103 36264301.00000000 NS USD 1420835313.18000000 1.560457919186 Long EC CORP US N 1 N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556H206 3532195.00000000 NS USD 148246224.15000000 0.162814080082 Long EC CORP US N 1 N N N Reinsurance Group of America Inc. LORM1GNEU1DKEW527V90 759351604 410394.00000000 NS USD 66918845.64000000 0.073494824947 Long EC CORP US N 1 N N N HCA Healthcare Inc. 529900PH4ZGUH2MNEU89 40412C101 1778088.00000000 NS USD 262819187.28000000 0.288645896045 Long EC CORP US N 1 N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361702 3814539.00000000 NS USD 223074240.72000000 0.244995294154 Long EC CORP US N 1 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 1304697.00000000 NS USD 156302700.60000000 0.171662250141 Long EC CORP US N 1 N N N Seagate Technology plc 396PBGKP6TE3O062MS44 N/A 1461820.00000000 NS USD 86978290.00000000 0.095525470241 Long EC CORP IE N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 28504798.00000000 NS USD 1706012160.30000000 1.873658516982 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 942821.00000000 NS USD 52599983.59000000 0.057768877350 Long EC CORP US N 1 N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 1986667.00000000 NS USD 111809618.76000000 0.122796923342 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 1347795.00000000 NS USD 201737955.60000000 0.221562335547 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483102 3647789.00000000 NS USD 169075020.15000000 0.185689679642 Long EC CORP US N 1 N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670108 14.00000000 NS USD 4754260.00000000 0.005221451492 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 064058100 5439571.00000000 NS USD 273773608.43000000 0.300676785955 Long EC CORP US N 1 N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670702 12754724.00000000 NS USD 2888944986.00000000 3.172835753503 Long EC CORP US N 1 N N N Stanley Black & Decker Inc. 549300DJ09SMTO561131 854502101 996123.00000000 NS USD 165097426.02000000 0.181321215400 Long EC CORP US N 1 N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 1319188.00000000 NS USD 140150533.12000000 0.153922841906 Long EC CORP US N 1 N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229106 2502382.00000000 NS USD 48095782.04000000 0.052822057044 Long EC CORP US N 1 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896100 1859676.00000000 NS USD 116862039.84000000 0.128345835600 Long EC CORP US N 1 N N N Darden Restaurants Inc. CY1NFSCCB5GUXC7WZC70 237194105 803445.00000000 NS USD 87583539.45000000 0.096190196328 Long EC CORP US N 1 N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005N100 2489371.00000000 NS USD 76075177.76000000 0.083550931264 Long EC CORP US N 1 N N N Newmont Goldcorp Corp. 549300VSP3RIX7FGDZ51 651639106 5372453.00000000 NS USD 233433082.85000000 0.256372078702 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 5853901.00000000 NS USD 241239260.21000000 0.264945353287 Long EC CORP US N 1 N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X101 525906.00000000 NS USD 48320243.28000000 0.053068575635 Long EC CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 12.00000000 NS USD 130.44000000 0.000000143258 Long EC CORP US N 1 N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 14149Y108 1916549.00000000 NS USD 96939048.42000000 0.106465052200 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A 1098977.00000000 NS USD 146724419.30000000 0.161142730554 Long EC CORP LR N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 3331223.00000000 NS USD 47103493.22000000 0.051732258013 Long EC CORP US N 1 N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189T107 3284190.00000000 NS USD 89559861.30000000 0.098360727320 Long EC CORP US N 1 N N N NiSource Inc. 549300D8GOWWH0SJB189 65473P105 2445322.00000000 NS USD 68077764.48000000 0.074767628392 Long EC CORP US N 1 N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 49456B101 12616315.00000000 NS USD 267087388.55000000 0.293333524801 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 2911849.00000000 NS USD 324409097.09000000 0.356288121441 Long EC CORP US N 1 N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 64110D104 1495678.00000000 NS USD 93105955.50000000 0.102255289009 Long EC CORP US N 1 N N N American Electric Power Co. Inc. 1B4S6S7G0TW5EE83BO58 025537101 3237199.00000000 NS USD 305947677.49000000 0.336012535560 Long EC CORP US N 1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 840311.00000000 NS USD 31587290.49000000 0.034691309494 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 579885.00000000 NS USD 28031640.90000000 0.030786253427 Long EC CORP US N 1 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796TG4 7000000.00000000 PA USD 6985510.00000000 0.007671961907 Long DBT UST US N 2 2020-02-20 Fixed 1.56576700 N N N N N N Aptiv plc N/A N/A 1673318.00000000 NS USD 158915010.50000000 0.174531266440 Long EC CORP JE N 1 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509102 207903.00000000 NS USD 24898463.28000000 0.027345184794 Long EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 5662450.00000000 NS USD 744215803.50000000 0.817348381886 Long EC CORP US N 1 N N N Alleghany Corp. 549300DCJE6AYX159479 017175100 89586.00000000 NS USD 71630278.02000000 0.078669240237 Long EC CORP US N 1 N N N Conagra Brands Inc. 54930035UDEIH090K650 205887102 3188707.00000000 NS USD 109181327.68000000 0.119910355426 Long EC CORP US N 1 N N N Hologic Inc. 549300DYP6F5ZJL0LB74 436440101 1756935.00000000 NS USD 91729576.35000000 0.100743655870 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 531328.01000000 NS USD 53138114.67000000 0.058359889480 Long STIV CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 585365.39000000 NS USD 58542392.75000000 0.064295235012 Long STIV CORP US N 1 N N 2020-01-31 VANGUARD INDEX FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer