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 2023-12-31 2023-03-31 N 149195460686.35 51199436.21 149144261250.14 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 75706379.76000000 N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 2922168.00000000 NS USD 129305934.00000000 0.086698564809 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 2605644.00000000 NS USD 256160861.64000000 0.171753750022 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 11851891.00000000 NS USD 434727361.88000000 0.291481119176 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 4803131.00000000 NS USD 213114922.47000000 0.142891801993 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 2205297.00000000 NS USD 177967467.90000000 0.119325722899 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 6889247.00000000 NS USD 664605658.09000000 0.445612625332 Long EC CORP US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 3651208.00000000 NS USD 595767609.36000000 0.399457280063 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 5977210.00000000 NS USD 143931216.80000000 0.096504696589 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 477892.00000000 NS USD 50102197.28000000 0.033593111032 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 4435685.00000000 NS USD 76604279.95000000 0.051362539401 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 2927783.00000000 NS USD 221603895.27000000 0.148583588407 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 6295642.00000000 NS USD 345127094.44000000 0.231404877094 Long EC CORP US N 1 N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266G107 3248376.99800000 NS USD 266464365.15000000 0.178662164347 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 1879162.00000000 NS USD 242787730.40000000 0.162787175560 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 4149535.00000000 NS USD 420679858.30000000 0.282062383610 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 G5960L103 11900815.00000000 NS USD 959443705.30000000 0.643299110041 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 1813254.00000000 NS USD 171062382.36000000 0.114695919860 Long EC CORP US N 1 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 013091103 1194903.00000000 NS USD 24830084.34000000 0.016648367246 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 21104092.00000000 NS USD 3137967439.48000000 2.103981348780 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 4918971.00000000 NS USD 331735404.24000000 0.222425859003 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 3500492.00000000 NS USD 191371897.64000000 0.128313282747 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 1548469.00000000 NS USD 194472221.71000000 0.130392024527 Long EC CORP US N 1 N N N N/A N/A N/A 2000000.00000000 NC USD 680000.00000000 0.000455934404 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A AT&T INC Y Receive positive return on reference instrument 2023-08-31 0.00000000 USD 0.00000000 USD 37820000.00000000 USD 680000.00000000 N N N Extra Space Storage Inc N/A 30225T102 1197892.00000000 NS USD 195172543.56000000 0.130861584565 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 3158046.00000000 NS USD 270297157.14000000 0.181232019840 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 18450097.00000000 NS USD 552395904.18000000 0.370376908604 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 1532452.00000000 NS USD 154869599.12000000 0.103838791933 Long EC CORP US N 1 N N N N/A N/A N/A 505.00000000 NC USD 2208320.92000000 0.001480661006 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2023-06-16 102269866.58000000 USD 2208320.92000000 N N N Markel Corp 549300SCNO12JLWIK605 570535104 113924.00000000 NS USD 145527656.84000000 0.097575096500 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 995621.00000000 NS USD 140860459.08000000 0.094445778804 Long EC CORP US N 1 N N N Rivian Automotive Inc N/A 76954A103 3067189.00000000 NS USD 47480085.72000000 0.031835006806 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 61780896.00000000 NS USD 1189282248.00000000 0.797403961796 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 2245208.00000000 NS USD 119894107.20000000 0.080388012381 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 4776660.00000000 NS USD 1154757555.00000000 0.774255439210 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 3130709.00000000 NS USD 112893366.54000000 0.075694073371 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 15827395.00000000 NS USD 2522411941.15000000 1.691256451979 Long EC CORP US N 1 N N N KKR & Co Inc 54930013V5I303TF9571 48251W104 5778144.00000000 NS USD 303468122.88000000 0.203472879436 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 1259816.00000000 NS USD 210779814.96000000 0.141326131621 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 4262284.00000000 NS USD 160091387.04000000 0.107339957768 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 1889024.00000000 NS USD 203523445.76000000 0.136460795778 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 2051818.00000000 NS USD 125407116.16000000 0.084084439527 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 4524982.00000000 NS USD 892416950.04000000 0.598358222139 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 12905400.00000000 NS USD 144540480.00000000 0.096913202551 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 972854.00000000 NS USD 35586999.32000000 0.023860790232 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 691513.00000000 NS USD 19424600.17000000 0.013024034587 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 G8994E103 2049090.00000000 NS USD 376991578.20000000 0.252769751273 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 1402869.00000000 NS USD 316894078.41000000 0.212474872149 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057302 15603.00000000 NS USD 1393503.93000000 0.000934332919 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 1041985.00000000 NS USD 103542049.45000000 0.069424092205 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 10902059.00000000 NS USD 1081593273.39000000 0.725199390391 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 9739588.00000000 NS USD 677680533.04000000 0.454379221405 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 1249632.00000000 NS USD 189869086.08000000 0.127305659962 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 G96629103 968421.00000000 NS USD 225041671.98000000 0.150888589405 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 2193034.00000000 NS USD 157218607.46000000 0.105413782697 Long EC CORP US N 1 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 35025196.00000000 NS USD 441317469.60000000 0.295899732179 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 1781223.00000000 NS USD 139416324.21000000 0.093477498256 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 1423251.00000000 NS USD 156728400.12000000 0.105085102709 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 2922082.00000000 NS USD 229383437.00000000 0.153799707127 Long EC CORP US N 1 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 5236134.00000000 NS USD 749081330.04000000 0.502252868304 Long EC CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 3274819.00000000 NS USD 270958524.06000000 0.181675460918 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 3116828.00000000 NS USD 243922959.28000000 0.163548337184 Long EC CORP US N 1 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 2274920.00000000 NS USD 69316812.40000000 0.046476352371 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 3710902.00000000 NS USD 313200128.80000000 0.209998109330 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 18773814.00000000 NS USD 1301213048.34000000 0.872452642450 Long EC CORP US N 1 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 2657180.00000000 NS USD 678989205.40000000 0.455256675455 Long EC CORP US N 1 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 620375.00000000 NS USD 245519610.00000000 0.164618878354 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 2007625.00000000 NS USD 226660862.50000000 0.151974243326 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 2746951.00000000 NS USD 898555141.61000000 0.602473829082 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 13696502.00000000 NS USD 493758897.10000000 0.331061277826 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 3411400.00000000 NS USD 328040224.00000000 0.219948271056 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 4924031.00000000 NS USD 517564898.41000000 0.347023005827 Long EC CORP US N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 746714.00000000 NS USD 84423484.84000000 0.056605251943 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 2658262.00000000 NS USD 90513821.10000000 0.060688772294 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 3997782.00000000 NS USD 254019068.28000000 0.170317695197 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 3018687.00000000 NS USD 405168169.14000000 0.271661923659 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 1323415.00000000 NS USD 106640780.70000000 0.071501766012 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 4954401.00000000 NS USD 319657952.52000000 0.214328026999 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 4329788.00000000 NS USD 131495661.56000000 0.088166759121 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 1930254.00000000 NS USD 158898509.28000000 0.106540143045 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 456791.00000000 NS USD 375331460.97000000 0.251656656329 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 9955131.00000000 NS USD 2109890464.14000000 1.414664195896 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 2685913.00000000 NS USD 195561325.53000000 0.131122259677 Long EC CORP US N 1 N N N NextEra Energy Inc N/A 65339F101 18078523.00000000 NS USD 1393492552.84000000 0.934325290936 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 2554737.00000000 NS USD 151546998.84000000 0.101611015784 Long EC CORP US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 13807224.00000000 NS USD 723222393.12000000 0.484914663868 Long EC CORP US N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 G3421J106 1857248.00000000 NS USD 248406920.00000000 0.166554795952 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 5976828.00000000 NS USD 1142291367.36000000 0.765896962970 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 2385605.00000000 NS USD 984968592.40000000 0.660413336821 Long EC CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 3247927.00000000 NS USD 82464866.53000000 0.055292014482 Long EC CORP US N 1 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 6872816.00000000 NS USD 312300759.04000000 0.209395089306 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 4674134.00000000 NS USD 342146608.80000000 0.229406485996 Long EC CORP US N 1 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 1858124.00000000 NS USD 489950136.32000000 0.328507535062 Long EC CORP US N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 3578335.00000000 NS USD 155120822.25000000 0.104007234974 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 4597321.00000000 NS USD 418310237.79000000 0.280473572555 Long EC CORP US N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 6385481.00000000 NS USD 313527117.10000000 0.210217352295 Long EC CORP US N 1 N N N N/A N/A N/A 1000000.00000000 NC USD 1080000.00000000 0.000724131113 N/A DE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A KROGER CO Y Receive positive return on reference instrument 2024-01-31 0.00000000 USD 0.00000000 USD 48290000.00000000 USD 1080000.00000000 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 1612527.00000000 NS USD 168831576.90000000 0.113200183154 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 1221382.41000000 NS USD 122126027.18000000 0.081884496363 Long STIV CORP US N 1 N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 3218264.00000000 NS USD 616361921.28000000 0.413265596754 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 3127151.00000000 NS USD 71643029.41000000 0.048036061736 Long EC CORP US N 1 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 691302.00000000 NS USD 27569123.76000000 0.018484870640 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 H1467J104 3713652.00000000 NS USD 721116945.36000000 0.483502978468 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 805098.00000000 NS USD 41607464.64000000 0.027897462692 Long EC CORP US N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 G29183103 3560380.00000000 NS USD 610035509.20000000 0.409023789508 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 2209483.00000000 NS USD 504226115.43000000 0.338079461592 Long EC CORP US N 1 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1209332.00000000 NS USD 809188227.84000000 0.542554048715 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 1292450.00000000 NS USD 359339873.50000000 0.240934428511 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 8977963.00000000 NS USD 292861153.06000000 0.196360993447 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 22679743.00000000 NS USD 2412897857.77000000 1.617828160161 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 2812062.00000000 NS USD 425071291.92000000 0.285006803719 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 7471702.00000000 NS USD 417742858.82000000 0.280093149624 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 2857263.00000000 NS USD 107633097.21000000 0.072167106067 Long EC CORP US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 5273845.00000000 NS USD 450702793.70000000 0.302192514765 Long EC CORP US N 1 N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 4860078.00000000 NS USD 83398938.48000000 0.055918302039 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 1126811.00000000 NS USD 137617427.43000000 0.092271352767 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 4863416.00000000 NS USD 194828444.96000000 0.130630869285 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 1734084.00000000 NS USD 161738014.68000000 0.108444008052 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 1406652.00000000 NS USD 157657556.16000000 0.105708094189 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 586824.00000000 NS USD 31506580.56000000 0.021124903027 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 4516098.00000000 NS USD 183172934.88000000 0.122815945678 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 1111859.00000000 NS USD 10373644.47000000 0.006955443262 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 13265937.00000000 NS USD 1232670866.04000000 0.826495673187 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 2812403.00000000 NS USD 154991529.33000000 0.103920545135 Long EC CORP US N 1 N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 2058388.00000000 NS USD 82767781.48000000 0.055495116463 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 1787693.00000000 NS USD 103721947.86000000 0.069544712609 Long EC CORP US N 1 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 1073258.00000000 NS USD 88769169.18000000 0.059518997536 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 906674.00000000 NS USD 142683287.38000000 0.095667970181 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 37007499.00000000 NS USD 1209034992.33000000 0.810648014342 Long EC CORP US N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 1986685.00000000 NS USD 570595798.85000000 0.382579788231 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2736739.00000000 NS USD 550796091.14000000 0.369304247125 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 2764683.00000000 NS USD 270081882.27000000 0.181087679811 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 1724393.00000000 NS USD 252606330.57000000 0.169370466186 Long EC CORP US N 1 N N N Healthpeak Properties Inc N/A 42250P103 4890780.00000000 NS USD 107450436.60000000 0.072044633631 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 2441820.00000000 NS USD 97379781.60000000 0.065292342315 Long EC CORP US N 1 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 2819048.00000000 NS USD 196459455.12000000 0.131724448177 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 722783.00000000 NS USD 129327562.19000000 0.086713066333 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 3639561.00000000 NS USD 115155710.04000000 0.077210956073 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 5690528.00000000 NS USD 355259663.04000000 0.238198680969 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 1336204.00000000 NS USD 37400349.96000000 0.025076626915 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 269513.00000000 NS USD 39265348.97000000 0.026327093406 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 420072.00000000 NS USD 106408438.32000000 0.071345982358 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 3714185.00000000 NS USD 279121002.75000000 0.187148335718 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H107 114903.00000000 NS USD 2969093.52000000 0.001990752775 Long EC CORP US N 1 N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 142074.00000000 NS USD 16477742.52000000 0.011048190779 Long EC CORP US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 3176331.00000000 NS USD 303879586.77000000 0.203748762589 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 2294956.00000000 NS USD 354501853.32000000 0.237690575787 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1264457.00000000 NS USD 302053488.16000000 0.202524378496 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 2241833.00000000 NS USD 186542923.93000000 0.125075495608 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 5111704.00000000 NS USD 445433886.56000000 0.298659755880 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 4424809.00000000 NS USD 736951938.95000000 0.494120211379 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 5196849.00000000 NS USD 301105431.06000000 0.201888714011 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 893377.00000000 NS USD 90740301.89000000 0.060840625800 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 50264467.00000000 NS USD 2050790253.60000000 1.375037991009 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 6550629.00000000 NS USD 197370451.77000000 0.132335263935 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 1835734.00000000 NS USD 129657892.42000000 0.086934550034 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 H84989104 2830724.00000000 NS USD 371249452.60000000 0.248919703304 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 19855930.00000000 NS USD 321070388.10000000 0.215275053434 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 4117658.00000000 NS USD 682007694.54000000 0.457280547587 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2103937.00000000 NS USD 281043904.46000000 0.188437625493 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 2311164.00000000 NS USD 199661457.96000000 0.133871364735 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 2124115.00000000 NS USD 976689318.15000000 0.654862151559 Long EC CORP US N 1 N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046109 1130538.00000000 NS USD 150655493.88000000 0.101013269043 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 12061834.00000000 NS USD 1778517423.30000000 1.192481298571 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 3217447.00000000 NS USD 193046820.00000000 0.129436304408 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 1166800.00000000 NS USD 36532508.00000000 0.024494746022 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 6595629.00000000 NS USD 332155876.44000000 0.222707782153 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 2604247.00000000 NS USD 159848680.86000000 0.107177225271 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 8356545.00000000 NS USD 155097475.20000000 0.103991580969 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 12196142.00000000 NS USD 850315020.24000000 0.570129224626 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 2174398.00000000 NS USD 161601259.36000000 0.108352314735 Long EC CORP US N 1 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 G7997R103 1753553.00000000 NS USD 115944924.36000000 0.077740117781 Long EC CORP US N 1 N N N Rocket Cos Inc N/A 77311W101 1033699.00000000 NS USD 9365312.94000000 0.006279365267 Long EC CORP US N 1 N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 1500829.00000000 NS USD 179454123.53000000 0.120322513267 Long EC CORP US N 1 N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 035710839 4418499.00000000 NS USD 84437515.89000000 0.056614659647 Long EC CORP US N 1 N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 1445339.00000000 NS USD 49748568.38000000 0.033356005764 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 4316099.00000000 NS USD 96292168.69000000 0.064563106808 Long EC CORP US N 1 N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 1174022.00000000 NS USD 95729753.88000000 0.064186012306 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 1062572.00000000 NS USD 89617322.48000000 0.060087677345 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 1147397.00000000 NS USD 385651605.67000000 0.258576228436 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 G0450A105 3147370.00000000 NS USD 213612001.90000000 0.143225089661 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 1897561.00000000 NS USD 363022394.91000000 0.243403528816 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 3688696.00000000 NS USD 103135940.16000000 0.069151799268 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 2389517.00000000 NS USD 135628984.92000000 0.090938118425 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B208 27910.00000000 NS USD 486471.30000000 0.000326175003 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 G3223R108 350212.00000000 NS USD 125382900.24000000 0.084068202952 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 3319802.00000000 NS USD 463444359.20000000 0.310735629594 Long EC CORP US N 1 N N N VMware Inc 549300BUDHS3LRWBE814 928563402 2093430.00000000 NS USD 261364735.50000000 0.175242904627 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 792524.00000000 NS USD 181820856.08000000 0.121909387968 Long EC CORP US N 1 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 1662851.00000000 NS USD 23263285.49000000 0.015597841509 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 3622395.00000000 NS USD 210750941.10000000 0.141306771935 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 264155.00000000 NS USD 36846980.95000000 0.024705597547 Long EC CORP US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 1774820.00000000 NS USD 110500293.20000000 0.074089537387 Long EC CORP US N 1 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 1722111.00000000 NS USD 64131413.64000000 0.042999585168 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 8330062.00000000 NS USD 104292376.24000000 0.069927180144 Long EC CORP US N 1 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 626830.00000000 NS USD 132167105.50000000 0.088616956758 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 2017661.00000000 NS USD 117589283.08000000 0.078842646773 Long EC CORP US N 1 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 2281030.00000000 NS USD 209763518.80000000 0.140644713408 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 11604077.00000000 NS USD 184852946.61000000 0.123942379720 Long EC CORP US N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 5309239.00000000 NS USD 288450954.87000000 0.193403991848 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 34835133.00000000 NS USD 2160823299.99000000 1.448814243255 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 1775590.00000000 NS USD 156482746.70000000 0.104920394112 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 12799166.00000000 NS USD 523613881.06000000 0.351078798923 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 1104686.00000000 NS USD 174805512.64000000 0.117205657914 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 15546723.00000000 NS USD 1574261170.98000000 1.055529162023 Long EC CORP US N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 1883395.00000000 NS USD 145868942.75000000 0.097803925895 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 3909578.00000000 NS USD 113690528.24000000 0.076228563732 Long EC CORP US N 1 N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 1261539.00000000 NS USD 68274490.68000000 0.045777484234 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 4618916.00000000 NS USD 1056992737.44000000 0.708704933451 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 10898029.00000000 NS USD 325415145.94000000 0.218188177816 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 7461760.00000000 NS USD 341375520.00000000 0.228889477301 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 1750977.00000000 NS USD 126928322.73000000 0.085104396016 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 16462446.00000000 NS USD 771924092.94000000 0.517568752877 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N53745100 2332767.00000000 NS USD 219023493.63000000 0.146853450340 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 5000287.00000000 NS USD 521479931.23000000 0.349648003120 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 27690.00000000 NS USD 154293941.10000000 0.103452817967 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 4986958.00000000 NS USD 636236101.64000000 0.426591071159 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 37630349.00000000 NS USD 1426566530.59000000 0.956501120882 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 3985152.00000000 NS USD 537318044.16000000 0.360267327523 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 4761971.00000000 NS USD 235098508.27000000 0.157631615389 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 2456088.00000000 NS USD 597934623.60000000 0.400910245280 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 474621.00000000 NS USD 117179178.69000000 0.078567675154 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 2015956.00000000 NS USD 100233332.32000000 0.067205624594 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 5629976.00000000 NS USD 165859092.96000000 0.111207157130 Long EC CORP US N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 2311023.00000000 NS USD 80724033.39000000 0.054124800185 Long EC CORP US N 1 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 1042891.00000000 NS USD 157518256.64000000 0.105614695007 Long EC CORP US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 16086387.00000000 NS USD 4966993713.99000000 3.330328416498 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 17093058.00000000 NS USD 299299445.58000000 0.200677815607 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 33811681.00000000 NS USD 1314936274.09000000 0.881653952400 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 13866612.00000000 NS USD 1348528017.00000000 0.904176939626 Long EC CORP US N 1 N N N TransUnion 549300ZS772LUNUMRB03 89400J107 1726472.00000000 NS USD 107282970.08000000 0.071932348707 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1224795.00000000 NS USD 436088259.75000000 0.292393590001 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 2283748.00000000 NS USD 1079596192.04000000 0.723860363778 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 2954867.00000000 NS USD 187102178.44000000 0.125450471155 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 4523242.00000000 NS USD 130540764.12000000 0.087526508244 Long EC CORP US N 1 N N N Sirius XM Holdings Inc 54930055RWDMVXAGZK98 82968B103 2610188.00000000 NS USD 10362446.36000000 0.006947935021 Long EC CORP US N 1 N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 8958871.00000000 NS USD 90932540.65000000 0.060969520307 Long EC CORP US N 1 N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 2688518.00000000 NS USD 72428674.92000000 0.048562830586 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 517848.00000000 NS USD 138519161.52000000 0.092875958054 Long EC CORP US N 1 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 1703216.00000000 NS USD 334239107.84000000 0.224104571666 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 1740133.00000000 NS USD 95672512.34000000 0.064147632324 Long EC CORP US N 1 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 946039.00000000 NS USD 126996275.36000000 0.085149957695 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 36416189.00000000 NS USD 3993399285.74000000 2.677541363152 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 1204746.00000000 NS USD 30708975.54000000 0.020590115424 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 2933178.00000000 NS USD 739278183.12000000 0.495679938955 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 2355832.00000000 NS USD 261049743.92000000 0.175031705364 Long EC CORP US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 1879613.00000000 NS USD 269818446.15000000 0.180911048060 Long EC CORP US N 1 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 529663.00000000 NS USD 64412317.43000000 0.043187928848 Long EC CORP US N 1 N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 588465.00000000 NS USD 9427209.30000000 0.006320866267 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 239626.00000000 NS USD 58303402.06000000 0.039091951357 Long EC CORP US N 1 N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 G7709Q104 3368899.00000000 NS USD 121381430.97000000 0.081385250731 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 2600317.00000000 NS USD 137582772.47000000 0.092248116901 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 277758.00000000 NS USD 98620755.48000000 0.066124405091 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 1232161.00000000 NS USD 568913376.92000000 0.381451738170 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 11868991.00000000 NS USD 404732593.10000000 0.271369873508 Long EC CORP US N 1 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 3690317.00000000 NS USD 264854051.09000000 0.177582462020 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 15350295.00000000 NS USD 2504554132.20000000 1.679282938013 Long EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 6558077.00000000 NS USD 226778302.66000000 0.152052985987 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 2821295.00000000 NS USD 267430553.05000000 0.179309985384 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 13105177.00000000 NS USD 1283389983.61000000 0.860502424198 Long EC CORP US N 1 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 4462312.00000000 NS USD 278671384.40000000 0.186846870314 Long EC CORP US N 1 N N N N/A N/A N/A 185000.00000000 NC USD -4539901.85000000 -0.00304396683 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A GOLDMAN SACHS GP Y Receive positive return on reference instrument 2024-08-30 0.00000000 USD 0.00000000 USD 65055250.00000000 USD -4539901.85000000 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 801957.00000000 NS USD 111335690.31000000 0.074649664275 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 1210848.00000000 NS USD 235982166.72000000 0.158224101109 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 3241922.00000000 NS USD 628900448.78000000 0.421672576275 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 7547917.00000000 NS USD 266290511.76000000 0.178545597080 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 9744165.00000000 NS USD 931542174.00000000 0.624591362880 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 7907249.00000000 NS USD 232077758.15000000 0.155606227289 Long EC CORP US N 1 N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 2539907.00000000 NS USD 628728578.78000000 0.421557338854 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 2076587.00000000 NS USD 355947777.67000000 0.238660056167 Long EC CORP US N 1 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 8088162.00000000 NS USD 1060277156.58000000 0.710907109460 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 11340423.00000000 NS USD 995689139.40000000 0.667601375375 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 19564555.00000000 NS USD 295424780.50000000 0.198079884551 Long EC CORP US N 1 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 6814627.00000000 NS USD 240420040.56000000 0.161199659004 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 5257332.00000000 NS USD 602647967.16000000 0.404070503355 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 1178272.00000000 NS USD 124001345.28000000 0.083141881719 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 2032017.00000000 NS USD 464295564.33000000 0.311306355630 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 3421722.00000000 NS USD 241539355.98000000 0.161950150783 Long EC CORP US N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 1661149.00000000 NS USD 70382883.13000000 0.047191144023 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 5849658.00000000 NS USD 296051191.38000000 0.198499887892 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 9761242.00000000 NS USD 588993342.28000000 0.394915189725 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 11486644.00000000 NS USD 853572515.64000000 0.572313348489 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 748150.00000000 NS USD 214068159.50000000 0.143530939578 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 2343317.00000000 NS USD 231613452.28000000 0.155294914023 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 272064.00000000 NS USD 34579334.40000000 0.023185159194 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 3185135.00000000 NS USD 52522876.15000000 0.035216156297 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 3156668.00000000 NS USD 215190057.56000000 0.144283162996 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 1472155.00000000 NS USD 60446684.30000000 0.040529004464 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 2037454.00000000 NS USD 431940248.00000000 0.289612382252 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 H2906T109 1369436.00000000 NS USD 138203481.12000000 0.092664296944 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 26329744.00000000 NS USD 3431028940.64000000 2.300476673980 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 4931070.00000000 NS USD 311692934.70000000 0.208987548087 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 5736137.00000000 NS USD 200305904.04000000 0.134303460529 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 33939051.00000000 NS USD 1268641726.38000000 0.850613839075 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 4539294.00000000 NS USD 350569675.62000000 0.235054082994 Long EC CORP US N 1 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 577167.00000000 NS USD 120708706.38000000 0.080934194429 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 6591192.00000000 NS USD 183169225.68000000 0.122813458690 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 2304107.00000000 NS USD 173960078.50000000 0.116638801279 Long EC CORP US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 388472.00000000 NS USD 42739689.44000000 0.028656610104 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 10843924.00000000 NS USD 104318548.88000000 0.069944728684 Long EC CORP US N 1 N N N STERIS PLC N/A G8473T100 444062.00000000 NS USD 84940179.36000000 0.056951691367 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 60860100.00000000 NS USD 1740598860.00000000 1.167057213874 Long EC CORP US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 2059043.00000000 NS USD 299240719.19000000 0.200638440045 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 613408.00000000 NS USD 56470340.48000000 0.037862898650 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 1473230.00000000 NS USD 161377614.20000000 0.108202362496 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 4902016.00000000 NS USD 390494594.56000000 0.261823412638 Long EC CORP US N 1 N N N Jacobs Solutions Inc N/A 46982L108 1133529.00000000 NS USD 133200992.79000000 0.089310169679 Long EC CORP US N 1 N N N N/A N/A N/A 65000.00000000 NC USD -1595100.65000000 -0.00106950186 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A GOLDMAN SACHS GP Y Receive positive return on reference instrument 2024-08-30 0.00000000 USD 0.00000000 USD 22857250.00000000 USD -1595100.65000000 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 1117918.00000000 NS USD 542704472.28000000 0.363878883257 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 12320431.00000000 NS USD 2246014571.30000000 1.505934289709 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 2361878.00000000 NS USD 248256996.58000000 0.166454273532 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 G51502105 6147309.00000000 NS USD 370190947.98000000 0.248209984666 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 11155559.00000000 NS USD 925576730.23000000 0.620591581916 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 1928563.00000000 NS USD 123138747.55000000 0.082563517039 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 5316054.00000000 NS USD 172984397.16000000 0.115984614969 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 8358068.00000000 NS USD 3949939356.12000000 2.648401837932 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 8891974.00000000 NS USD 372484790.86000000 0.249747987443 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 2924401.00000000 NS USD 327445179.97000000 0.219549298930 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 1088855.00000000 NS USD 168946741.80000000 0.113277400272 Long EC CORP US N 1 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 7122578.00000000 NS USD 275430091.26000000 0.184673609933 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 15970449.00000000 NS USD 712601434.38000000 0.477793398423 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 3009802.00000000 NS USD 138089715.76000000 0.092588018206 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 6381896.00000000 NS USD 384892147.76000000 0.258067018156 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 3729636.00000000 NS USD 2392710679.44000000 1.604292823192 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 6112359.00000000 NS USD 162833243.76000000 0.109178350139 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 1537695.00000000 NS USD 246200346.45000000 0.165075306543 Long EC CORP US N 1 N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 3559821.00000000 NS USD 85435704.00000000 0.057283936561 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 23296289.00000000 NS USD 3610924795.00000000 2.421095364134 Long EC CORP US N 1 N N N American Airlines Group Inc N/A 02376R102 2919803.00000000 NS USD 43067094.25000000 0.028876132335 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 765678.00000000 NS USD 46844180.04000000 0.031408637280 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 2093743.00000000 NS USD 102823718.73000000 0.068942457368 Long EC CORP US N 1 N N N CarMax Inc N/A 143130102 1413108.00000000 NS USD 90834582.24000000 0.060903839999 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 32974988.00000000 NS USD 1723767497.70000000 1.155771923942 Long EC CORP US N 1 N N N Lucid Group Inc N/A 549498103 5705598.00000000 NS USD 45873007.92000000 0.030757474364 Long EC CORP US N 1 N N American Express Co R4PP93JZOLY261QX3811 025816109 4993227.00000000 NS USD 823632793.65000000 0.552239011240 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 941921.00000000 NS USD 288698786.50000000 0.193570160916 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 1915128.00000000 NS USD 108147278.16000000 0.072511860163 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 4556498.00000000 NS USD 277627423.14000000 0.186146902879 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 8257611.27500000 NS USD 1030302158.78000000 0.690809120072 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 1837666.00000000 NS USD 248489196.52000000 0.166609961682 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 1251434.00000000 NS USD 210315998.04000000 0.141015146192 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 872614.00000000 NS USD 95018938.46000000 0.063709416415 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 7101621.00000000 NS USD 348121461.42000000 0.233412575517 Long EC CORP US N 1 N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 438255.00000000 NS USD 36182332.80000000 0.024259956431 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 1406014.00000000 NS USD 110090896.20000000 0.073815040067 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 2292585.00000000 NS USD 153511491.60000000 0.102928192015 Long EC CORP US N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 3575352.00000000 NS USD 454427239.20000000 0.304689724828 Long EC CORP US N 1 N N N 2023-05-25 VANGUARD INDEX FUNDS Ashley Grim Ashley Grim Treasurer XXXX