NPORT-P
false
0000891190
XXXXXXXX
S000030013
C000092036
C000092037
VANGUARD ADMIRAL FUNDS
811-07043
0000891190
5493001VGEE37B6RMO86
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD S&P 500 VALUE INDEX FUND
S000030013
43PDL0HK4SP0VUHS9855
2020-08-31
2020-02-29
N
1210116964.64
998675.11
1209118289.53
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Gap Inc.
T2ZG1WRWZ4BUCMQL9224
Gap Inc.
364760108
23193.00000000
NS
USD
332355.69000000
0.027487442120
Long
EC
CORP
US
N
1
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
27925.00000000
NS
USD
1274217.75000000
0.105384043979
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
137179.00000000
NS
USD
4183959.50000000
0.346033927054
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
9380.00000000
NS
USD
943346.60000000
0.078019380582
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc.
452308109
12439.00000000
NS
USD
2087015.42000000
0.172606389140
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc.
446413106
1833.00000000
NS
USD
376736.49000000
0.031157951481
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc.
N/A
United Airlines Holdings Inc.
910047109
23745.00000000
NS
USD
1462454.55000000
0.120952148575
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen Inc.
09062X103
19685.00000000
NS
USD
6070657.15000000
0.502073056256
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare Inc.
40412C101
28865.00000000
NS
USD
3666143.65000000
0.303208022055
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
31.00000000
NS
USD
2431.33000000
0.000201082889
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
81293.00000000
NS
USD
2111992.14000000
0.174672086121
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
14304.00000000
NS
USD
574877.76000000
0.047545204218
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
9179.00000000
NS
USD
1919512.48000000
0.158753076239
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group Inc.
74144T108
6628.00000000
NS
USD
782170.28000000
0.064689310117
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
26190.00000000
NS
USD
3697242.30000000
0.305780032608
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
15860.00000000
NS
USD
1383626.40000000
0.114432674783
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
G97822103
14837.00000000
NS
USD
752087.53000000
0.062201319466
Long
EC
CORP
IE
N
1
N
N
N
IPG Photonics Corp.
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
1944.00000000
NS
USD
248132.16000000
0.020521743997
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc.
75886F107
2880.00000000
NS
USD
1280361.60000000
0.105892170442
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
8938.00000000
NS
USD
833379.12000000
0.068924531802
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162100
26575.00000000
NS
USD
5307824.75000000
0.438983083455
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign Inc.
92343E102
5301.00000000
NS
USD
1005864.75000000
0.083189937552
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
42422.00000000
NS
USD
2988629.90000000
0.247174319161
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments Inc.
37940X102
16717.00000000
NS
USD
3075426.49000000
0.254352821938
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
G29183103
45095.00000000
NS
USD
4091018.40000000
0.338347243228
Long
EC
CORP
IE
N
1
N
N
N
FleetCor Technologies Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies Inc.
339041105
3.00000000
NS
USD
797.37000000
0.000065946401
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc.
00971T101
4943.00000000
NS
USD
427618.93000000
0.035366178288
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos. Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos. Inc.
548661107
28433.00000000
NS
USD
3030104.81000000
0.250604497197
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
60735.00000000
NS
USD
2286672.75000000
0.189119027459
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems Inc.
302445101
7630.00000000
NS
USD
324046.10000000
0.026800198359
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc.
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc.
57772K101
16553.00000000
NS
USD
920677.86000000
0.076144564843
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
19760.00000000
NS
USD
5555326.40000000
0.459452681189
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co.
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
252409.00000000
NS
USD
13501357.41000000
1.116628333795
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc.
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc.
712704105
48419.00000000
NS
USD
677381.81000000
0.056022790810
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc.
549300WZN9I2QKLS0O94
Corteva Inc.
22052L104
81640.00000000
NS
USD
2220608.00000000
0.183655149312
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink Inc.
156700106
106962.00000000
NS
USD
1291031.34000000
0.106774610158
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc.
09857L108
1.00000000
NS
USD
1695.66000000
0.000140239380
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
18291.00000000
NS
USD
1050635.04000000
0.086892659642
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
51427.00000000
NS
USD
3474922.39000000
0.287393088012
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares Inc./OH
446150104
112697.00000000
NS
USD
1382792.19000000
0.114363681533
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
30317.00000000
NS
USD
1261187.20000000
0.104306353722
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833100
6.00000000
NS
USD
1640.16000000
0.000135649258
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
N59465109
56247.00000000
NS
USD
966885.93000000
0.079966198375
Long
EC
CORP
NL
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TR0
25300.00000000
PA
USD
25257.50000000
0.002088918860
Long
DBT
UST
US
N
2
2020-04-16
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141G104
34765.00000000
NS
USD
6979769.05000000
0.577261059603
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106108
16184.00000000
NS
USD
545077.12000000
0.045080545445
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874784
94907.00000000
NS
USD
4001279.12000000
0.330925365586
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower Inc.
95040Q104
44267.00000000
NS
USD
3312056.94000000
0.273923318229
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
62343.00000000
NS
USD
2331004.77000000
0.192785502476
Long
EC
CORP
US
N
1
N
N
N
eBay Inc.
OML71K8X303XQONU6T67
eBay Inc.
278642103
37.00000000
NS
USD
1281.68000000
0.000106001208
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
39121.00000000
NS
USD
2628539.99000000
0.217393121315
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc.
RIFQSET379FOGTEFKS80
Franklin Resources Inc.
354613101
30408.00000000
NS
USD
661678.08000000
0.054724015485
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
70919.00000000
NS
USD
1141086.71000000
0.094373455424
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc.
N/A
F5 Networks Inc.
315616102
6620.00000000
NS
USD
794069.00000000
0.065673392494
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc.
54930033SBW53OO8T749
Consolidated Edison Inc.
209115104
36269.00000000
NS
USD
2858722.58000000
0.236430348027
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc.
549300WTZWR07K8MNV44
Gilead Sciences Inc.
375558103
138019.00000000
NS
USD
9572997.84000000
0.791733771864
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates Inc.
426281101
4025.00000000
NS
USD
610753.50000000
0.050512303493
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc.
00751Y106
7547.00000000
NS
USD
1003600.06000000
0.083002636606
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc.
410345102
39579.00000000
NS
USD
524025.96000000
0.043339511488
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
G6518L108
38779.00000000
NS
USD
706165.59000000
0.058403350285
Long
EC
CORP
GB
N
1
N
N
N
Cisco Systems Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc.
17275R102
462811.00000000
NS
USD
18480043.23000000
1.528390016925
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc.
549300DSFX2IE88NSX47
BorgWarner Inc.
099724106
22508.00000000
NS
USD
711252.80000000
0.058824087449
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
95762.00000000
NS
USD
1624123.52000000
0.134322963606
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
25559.00000000
NS
USD
4081516.71000000
0.337561406964
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings Inc.
513272104
7166.00000000
NS
USD
622653.74000000
0.051496511581
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
46153.00000000
NS
USD
800754.55000000
0.066226320198
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671D857
71188.00000000
NS
USD
709032.48000000
0.058640456119
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
59739.00000000
NS
USD
3639897.27000000
0.301037317979
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc.
ORQTRC074CWLT3DKHT41
Ventas Inc.
92276F100
40670.00000000
NS
USD
2186825.90000000
0.180861204311
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc.
48203R104
36494.00000000
NS
USD
774402.68000000
0.064046891582
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
2.00000000
NS
USD
530.18000000
0.000043848480
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
G6095L109
27853.00000000
NS
USD
2175597.83000000
0.179932587972
Long
EC
CORP
JE
N
1
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
444859102
14448.00000000
NS
USD
4618736.64000000
0.381992124343
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
G491BT108
40585.00000000
NS
USD
584424.00000000
0.048334724986
Long
EC
CORP
BM
N
1
N
N
N
Noble Energy Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy Inc.
655044105
52104.00000000
NS
USD
824806.32000000
0.068215519287
Long
EC
CORP
US
N
1
N
N
N
Corning Inc.
549300X2937PB0CJ7I56
Corning Inc.
219350105
44467.00000000
NS
USD
1060982.62000000
0.087748455150
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250P103
28650.00000000
NS
USD
906486.00000000
0.074970828565
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
883176.00000000
NS
USD
25170516.00000000
2.081724858349
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
77432.00000000
NS
USD
1889340.80000000
0.156257730642
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc.
549300BKPEP01R3V6C59
PPG Industries Inc.
693506107
12647.00000000
NS
USD
1320979.15000000
0.109251440610
Long
EC
CORP
US
N
1
N
N
N
CDW Corp.
N/A
CDW Corp./DE
12514G108
3.00000000
NS
USD
342.66000000
0.000028339658
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
V7780T103
18751.00000000
NS
USD
1507767.91000000
0.124699785211
Long
EC
CORP
LR
N
1
N
N
N
Assurant Inc.
H3F39CAXWQRVWURFXL38
Assurant Inc.
04621X108
6603.00000000
NS
USD
796255.77000000
0.065854249075
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887102
53093.00000000
NS
USD
1417052.17000000
0.117197149548
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
2031.00000000
NS
USD
422772.96000000
0.034965392853
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc.
98956P102
22440.00000000
NS
USD
3055206.00000000
0.252680488456
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc.
529900LZPJ796VSWZM38
Alexion Pharmaceuticals Inc.
015351109
10147.00000000
NS
USD
954122.41000000
0.078910592806
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc.
237194105
7234.00000000
NS
USD
705315.00000000
0.058333002329
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart Inc.
931142103
154765.00000000
NS
USD
16665095.20000000
1.378284932442
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
29506.00000000
NS
USD
7017116.92000000
0.580349911233
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc.
713448108
79108.00000000
NS
USD
10444629.24000000
0.863821954430
Long
EC
CORP
US
N
1
N
N
N
HP Inc.
WHKXQACZ14C5XRO8LW03
HP Inc.
40434L105
161656.00000000
NS
USD
3360828.24000000
0.277956943427
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
3566.00000000
NS
USD
527768.00000000
0.043648996510
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
30561.00000000
NS
USD
1959265.71000000
0.162040862913
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206R102
796954.00000000
NS
USD
28068719.88000000
2.321420503109
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc.
549300LJNVY5SW3VTN33
Tapestry Inc.
876030107
30111.00000000
NS
USD
706102.95000000
0.058398169650
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc.
N/A
Prologis Inc.
74340W103
34628.00000000
NS
USD
2918447.84000000
0.241369919326
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies Inc.
502431109
4.00000000
NS
USD
790.92000000
0.000065412954
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc.
QEKMOTMBBKA8I816DO57
Home Depot Inc.
437076102
34513.00000000
NS
USD
7518311.92000000
0.621801190595
Long
EC
CORP
US
N
1
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411105
15611.00000000
NS
USD
389026.12000000
0.032174364027
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
177926.00000000
NS
USD
20658987.86000000
1.708599401637
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
217916.00000000
NS
USD
8810343.88000000
0.728658556924
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc.
BLVY3B5CY5IDPCFLQ577
NextEra Energy Inc.
65339F101
25057.00000000
NS
USD
6333407.32000000
0.523803781221
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
204055.00000000
NS
USD
11329133.60000000
0.936974793789
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co. Inc.
549300DXHIJQMD5WFW18
American Water Works Co. Inc.
030420103
9846.00000000
NS
USD
1217556.36000000
0.100697869724
Long
EC
CORP
US
N
1
N
N
N
Raytheon Co.
YR6K3WJN0KKLUPZSNL57
Raytheon Co.
755111507
12148.00000000
NS
USD
2290626.88000000
0.189446053362
Long
EC
CORP
US
N
1
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933Y105
124985.00000000
NS
USD
9568851.60000000
0.791390857524
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
American Airlines Group Inc.
02376R102
42490.00000000
NS
USD
809434.50000000
0.066944194543
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
11587.00000000
NS
USD
948395.95000000
0.078436986539
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
40740.00000000
NS
USD
7452975.60000000
0.616397557173
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc.
549300D4549QKWETZ406
Under Armour Inc.
904311206
21168.00000000
NS
USD
264176.64000000
0.021848701015
Long
EC
CORP
US
N
1
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
2670.00000000
NS
USD
520356.30000000
0.043036012647
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials Inc.
573284106
1.00000000
NS
USD
227.53000000
0.000018817844
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc.
592688105
984.00000000
NS
USD
690472.80000000
0.057105479751
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249B208
9452.00000000
NS
USD
117582.88000000
0.009724679629
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc.
QTX3D84DZDD5JYOCYH15
NetApp Inc.
64110D104
13427.00000000
NS
USD
627309.44000000
0.051881560756
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
166529.00000000
NS
USD
22394819.92000000
1.852161208206
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
16444.00000000
NS
USD
229064.92000000
0.018944789933
Long
EC
CORP
US
N
1
N
N
N
UDR Inc.
P3CH2EG5X6Z1XWU1OO74
UDR Inc.
902653104
16923.00000000
NS
USD
761196.54000000
0.062954679173
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
20958.00000000
NS
USD
2340379.86000000
0.193560868300
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc.
00846U101
14513.00000000
NS
USD
1118516.91000000
0.092506822507
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
MetLife Inc.
59156R108
85283.00000000
NS
USD
3643289.76000000
0.301317893505
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
N/A
Westrock Co.
96145D105
28175.00000000
NS
USD
936818.75000000
0.077479495439
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc.
SQ95QG8SR5Q56LSNF682
Illumina Inc.
452327109
6417.00000000
NS
USD
1704804.39000000
0.140995666409
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
28780.00000000
NS
USD
4599331.80000000
0.380387249107
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc.
549300I1YSWNIRKBWP67
Verisk Analytics Inc.
92345Y106
5542.00000000
NS
USD
859619.62000000
0.071094749574
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
44800.00000000
NS
USD
2968000.00000000
0.245468125467
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
30967.00000000
NS
USD
1871026.14000000
0.154743018627
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
115075.00000000
NS
USD
6796329.50000000
0.562089711060
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
8083.00000000
NS
USD
599031.13000000
0.049542806124
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc.
125269100
23737.00000000
NS
USD
874945.82000000
0.072362301321
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc.
529900CIV6HN8M28YM82
Ulta Beauty Inc.
90384S303
2812.00000000
NS
USD
722937.08000000
0.059790434588
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc.
26875P101
31730.00000000
NS
USD
2007239.80000000
0.166008554942
Long
EC
CORP
US
N
1
N
N
N
Dow Inc.
5493003S21INSLK2IP73
Dow Inc.
260557103
7.00000000
NS
USD
282.87000000
0.000023394733
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
206285.00000000
NS
USD
19254641.90000000
1.592453117840
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
Dollar Tree Inc.
256746108
25820.00000000
NS
USD
2143834.60000000
0.177305613401
Long
EC
CORP
US
N
1
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
42769.00000000
NS
USD
1580742.24000000
0.130735119440
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc.
30212P303
15253.00000000
NS
USD
1504250.86000000
0.124408907964
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc.
174610105
47464.00000000
NS
USD
1504134.16000000
0.124399256303
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc.
177376100
6407.00000000
NS
USD
662419.73000000
0.054785353570
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp. Class A
032095101
29.00000000
NS
USD
2658.72000000
0.000219889155
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc.
KDTEY8BWE486IKZ3CC07
PACCAR Inc.
693718108
5.00000000
NS
USD
334.50000000
0.000027664787
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
21645.00000000
NS
USD
982466.55000000
0.081254791901
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc.
127387108
7.00000000
NS
USD
462.98000000
0.000038290711
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp.
529900TACNVLY9DCR586
Progressive Corp.
743315103
24873.00000000
NS
USD
1819708.68000000
0.150498813536
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc.
59522J103
6850.00000000
NS
USD
885431.00000000
0.073229477021
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc.
549300DJ09SMTO561131
Stanley Black & Decker Inc.
854502101
16581.00000000
NS
USD
2382689.70000000
0.197060099134
Long
EC
CORP
US
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
G7S00T104
18324.00000000
NS
USD
721782.36000000
0.059694933593
Long
EC
CORP
IE
N
1
N
N
N
Cerner Corp.
549300L4UJ40IEVVI304
Cerner Corp.
156782104
12655.00000000
NS
USD
876611.85000000
0.072500090155
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
6499.00000000
NS
USD
667707.26000000
0.055222658178
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748102
21470.00000000
NS
USD
2244903.20000000
0.185664481253
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
79537.00000000
NS
USD
7293542.90000000
0.603211692615
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp.
N/A
Duke Realty Corp.
264411505
16416.00000000
NS
USD
533027.52000000
0.044083984554
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc.
882508104
38742.00000000
NS
USD
4422011.88000000
0.365722023915
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International Inc.
438516106
42092.00000000
NS
USD
6826059.64000000
0.564548539138
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
H84989104
18226.00000000
NS
USD
1510388.62000000
0.124916530754
Long
EC
CORP
CH
N
1
N
N
N
General Mills Inc.
2TGYMUGI08PO8X8L6150
General Mills Inc.
370334104
65940.00000000
NS
USD
3231060.00000000
0.267224474890
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
Altria Group Inc.
02209S103
124326.00000000
NS
USD
5019040.62000000
0.415099222587
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
63693.00000000
NS
USD
3377002.86000000
0.279294663660
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc.
74251V102
28177.00000000
NS
USD
1250777.03000000
0.103445381715
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172109
95055.00000000
NS
USD
7782152.85000000
0.643622126750
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
5419.00000000
NS
USD
571758.69000000
0.047287241864
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752103
27664.00000000
NS
USD
7112137.76000000
0.588208599736
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
15838.00000000
NS
USD
923513.78000000
0.076379109306
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
16073.00000000
NS
USD
475439.34000000
0.039321160230
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc.
N/A
Extra Space Storage Inc.
30225T102
5931.00000000
NS
USD
595235.16000000
0.049228860828
Long
EC
CORP
US
N
1
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron Inc.
883203101
24882.00000000
NS
USD
1010209.20000000
0.083549244829
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc.
15189T107
54845.00000000
NS
USD
1262531.90000000
0.104417566993
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
14833.00000000
NS
USD
912377.83000000
0.075458111741
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
10596.00000000
NS
USD
1861611.24000000
0.153964360321
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604103
952788.00000000
NS
USD
10366333.44000000
0.857346508589
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
78884.00000000
NS
USD
2367308.84000000
0.195788026738
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp. Class A
35137L105
38724.00000000
NS
USD
1190375.76000000
0.098449901081
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc.
549300O7A67PUEYKDL45
Electronic Arts Inc.
285512109
14977.00000000
NS
USD
1518218.49000000
0.125564099323
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
2651.00000000
NS
USD
303512.99000000
0.025102009673
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc.
N/A
Broadridge Financial Solutions Inc.
11133T103
3736.00000000
NS
USD
389888.96000000
0.032245725118
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc.
247361702
62799.00000000
NS
USD
2896917.87000000
0.239589285439
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
3912009JR9E9MPCX1B47
Accenture plc Class A
G1151C101
25632.00000000
NS
USD
4628882.88000000
0.382831268047
Long
EC
CORP
IE
N
1
N
N
N
Globe Life Inc.
5493001JFHKQOPP6XA71
Globe Life Inc.
37959E102
10872.00000000
NS
USD
1007399.52000000
0.083316870543
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp. Class A
03073E105
16387.00000000
NS
USD
1381751.84000000
0.114277639496
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
16910.00000000
NS
USD
2363679.80000000
0.195487887369
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc.
911312106
42050.00000000
NS
USD
3805104.50000000
0.314700764428
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp.
549300G8S4PO686J7H97
Alliance Data Systems Corp.
018581108
4476.00000000
NS
USD
384398.88000000
0.031791668633
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
134197.00000000
NS
USD
6042890.91000000
0.499776652319
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc.
5493005GKEG8QCVY7037
Constellation Brands Inc. Class A
21036P108
18274.00000000
NS
USD
3150072.12000000
0.260526380857
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc.
12541W209
14743.00000000
NS
USD
1015792.70000000
0.084011027605
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
9.00000000
NS
USD
678.69000000
0.000056130984
Long
EC
CORP
US
N
1
N
N
N
Carnival
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
43699.00000000
NS
USD
1462168.54000000
0.120928494148
Long
EC
CORP
PA
N
1
N
N
N
McCormick & Co. Inc.
549300JQQA6MQ4OJP259
McCormick & Co. Inc./MD
579780206
6610.00000000
NS
USD
966315.90000000
0.079919054104
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc.
423452101
11821.00000000
NS
USD
436076.69000000
0.036065676433
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
19865.00000000
NS
USD
1364725.50000000
0.112869477851
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc.
445658107
3820.00000000
NS
USD
368400.80000000
0.030468549122
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
6865.00000000
NS
USD
842884.70000000
0.069710689789
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc.
549300S3IZB5P35KNV16
Nordstrom Inc.
655664100
11654.00000000
NS
USD
404393.80000000
0.033445346373
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc.
N/A
TripAdvisor Inc.
896945201
18.00000000
NS
USD
422.10000000
0.000034909735
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp. Class B
35137L204
17681.00000000
NS
USD
538386.45000000
0.044527194292
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TQ2
160000.00000000
PA
USD
159768.00000000
0.013213595508
Long
DBT
UST
US
N
2
2020-04-09
None
0.00000000
N
N
N
N
N
N
Charter Communications Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc.
16119P108
2.00000000
NS
USD
986.34000000
0.000081575145
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
6588.00000000
NS
USD
583103.88000000
0.048225544601
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc.
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc.
469814107
14795.00000000
NS
USD
1366170.30000000
0.112988969882
Long
EC
CORP
US
N
1
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
G0250X107
176858.00000000
NS
USD
1648316.56000000
0.136323846415
Long
EC
CORP
JE
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
461597.00000000
NS
USD
23744549.68000000
1.963790464970
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
14397.00000000
NS
USD
2021050.86000000
0.167150797196
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc.
GR3KVMWVCR54YWQNXU90
L Brands Inc.
501797104
25316.00000000
NS
USD
548344.56000000
0.045350778724
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
3.00000000
NS
USD
360.78000000
0.000029838271
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co. Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co. Inc.
086516101
24845.00000000
NS
USD
1879524.25000000
0.155445853914
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
58943.00000000
NS
USD
2624731.79000000
0.217078164537
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
3485.79000000
NS
USD
348683.93000000
0.028837867479
Long
STIV
CORP
US
N
1
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
G96629103
7289.00000000
NS
USD
1379443.25000000
0.114086707805
Long
EC
CORP
IE
N
1
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway Inc.
084670702
213393.00000000
NS
USD
44031511.62000000
3.641621502319
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
41475.00000000
NS
USD
5231241.75000000
0.432649294556
Long
EC
CORP
US
N
1
N
N
N
Concho Resources Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc.
20605P101
21940.00000000
NS
USD
1492358.80000000
0.123425376402
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc.
549300HJTQM36M0E1G39
ServiceNow Inc.
81762P102
3.00000000
NS
USD
978.27000000
0.000080907716
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc.
416515104
39322.00000000
NS
USD
1964133.90000000
0.162443486051
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
13717.00000000
NS
USD
856077.97000000
0.070801837786
Long
EC
CORP
US
N
1
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc.
222070203
17144.00000000
NS
USD
158239.12000000
0.013087149650
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos. Inc.
549300Y650407RU8B149
Travelers Cos. Inc.
89417E109
28162.00000000
NS
USD
3374089.22000000
0.279053691373
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
0.02000000
NS
USD
2.00000000
0.000000165409
Long
STIV
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
146230.00000000
NS
USD
14720974.10000000
1.217496602894
Long
EC
CORP
IE
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
4.00000000
NS
USD
1315.36000000
0.000108786709
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
6887.00000000
NS
USD
880571.82000000
0.072827599055
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
Marriott International Inc./MD
571903202
10.00000000
NS
USD
1240.00000000
0.000102554068
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
26842.00000000
NS
USD
2120518.00000000
0.175377216469
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co.
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
76670.00000000
NS
USD
9020225.50000000
0.746016794064
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
419883.00000000
NS
USD
17152220.55000000
1.418572582891
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc.
549300F2A0BXT4SGWD84
Rollins Inc.
775711104
8188.00000000
NS
USD
306558.72000000
0.025353906450
Long
EC
CORP
US
N
1
N
N
N
Ingersoll-Rand plc
549300BURLR9SLYY2705
Ingersoll-Rand plc
G47791101
9931.00000000
NS
USD
1281496.24000000
0.105986010723
Long
EC
CORP
IE
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
42276.00000000
NS
USD
686562.24000000
0.056782057301
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
16848.00000000
NS
USD
510662.88000000
0.042234319373
Long
EC
CORP
US
N
1
N
N
N
Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044101
87504.00000000
NS
USD
2461487.52000000
0.203577064486
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc.
549300N0B7DOGLXWPP39
Aflac Inc.
001055102
80085.00000000
NS
USD
3431642.25000000
0.283813608620
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Communications Inc.
25470F302
36621.00000000
NS
USD
919187.10000000
0.076021271695
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc.
459506101
11658.00000000
NS
USD
1396395.24000000
0.115488720342
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc.
529900NZQ81TIOW3CW52
Macy's Inc.
55616P104
33618.00000000
NS
USD
444766.14000000
0.036784336474
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
10348.00000000
NS
USD
729120.08000000
0.060301798948
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc.
549300QHIJYOHPACPG31
T-Mobile US Inc.
872590104
34537.00000000
NS
USD
3113855.92000000
0.257531123874
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
Pfizer Inc.
717081103
603741.00000000
NS
USD
20177024.22000000
1.668738649867
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc.
529900K900DW6SUBM174
Paychex Inc.
704326107
11465.00000000
NS
USD
888308.20000000
0.073467435543
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group Inc.
12572Q105
19156.00000000
NS
USD
3808595.92000000
0.314989521949
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
35317.00000000
NS
USD
3053507.82000000
0.252540040659
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc.
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc.
92220P105
4459.00000000
NS
USD
548323.23000000
0.045349014628
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc.
549300EHF3IW1AR6U008
National Oilwell Varco Inc.
637071101
29063.00000000
NS
USD
543768.73000000
0.044972335189
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
13035.00000000
NS
USD
1345863.75000000
0.111309518816
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc.
549300NUB6D2R1ITYR45
Hasbro Inc.
418056107
13871.00000000
NS
USD
1071534.75000000
0.088621167943
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343V104
451206.00000000
NS
USD
24437316.96000000
2.021085709446
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
38086.00000000
NS
USD
2860258.60000000
0.236557384398
Long
EC
CORP
US
N
1
N
N
N
Allergan plc
635400FWJZQC1IPYUH69
Allergan plc
G0177J108
35812.00000000
NS
USD
6828274.04000000
0.564731680855
Long
EC
CORP
IE
N
1
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International Inc.
071813109
30637.00000000
NS
USD
2557270.39000000
0.211498776599
Long
EC
CORP
US
N
1
N
N
N
AO Smith Corp.
549300XG4US7UJNECY36
AO Smith Corp.
831865209
14942.00000000
NS
USD
590956.10000000
0.048874961624
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc.
524660107
4853.00000000
NS
USD
192469.98000000
0.015918209299
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc.
549300DV9GIB88LZ5P30
Mondelez International Inc.
609207105
157079.00000000
NS
USD
8293771.20000000
0.685935468168
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
50812.00000000
NS
USD
4484667.12000000
0.370903918899
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
26249.00000000
NS
USD
1368097.88000000
0.113148390182
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
2.00000000
NS
USD
301.36000000
0.000024923946
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar Inc.
149123101
24717.00000000
NS
USD
3070840.08000000
0.253973503385
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324P102
103360.00000000
NS
USD
26352665.60000000
2.179494415740
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc.
549300LRIF3NWCU26A80
BlackRock Inc.
09247X101
6304.00000000
NS
USD
2918815.04000000
0.241400288563
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
Universal Health Services Inc.
913903100
8757.00000000
NS
USD
1083591.18000000
0.089618293708
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
4437.00000000
NS
USD
516200.58000000
0.042692314264
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
22486.00000000
NS
USD
524148.66000000
0.043349659378
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp. Class A
526057104
30255.00000000
NS
USD
1825586.70000000
0.150984954558
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc.
549300L8X1Q78ERXFD06
Nasdaq Inc.
631103108
6645.00000000
NS
USD
681444.75000000
0.056358815833
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287Y109
75824.00000000
NS
USD
6498875.04000000
0.537488771468
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
24239.00000000
NS
USD
1814531.54000000
0.150070638721
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc.
5493001EZN4ZTB4Z5887
ABIOMED Inc.
003654100
2108.00000000
NS
USD
316748.08000000
0.026196616389
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc.
744320102
43860.00000000
NS
USD
3309237.00000000
0.273690095390
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
2.00000000
NS
USD
480.06000000
0.000039703311
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
94535.00000000
NS
USD
4675701.10000000
0.386703363970
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos. Inc.
QJKMVPIGLH7530PCUE20
Cooper Cos. Inc.
216648402
2324.00000000
NS
USD
754300.68000000
0.062384357802
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc.
549300R22LSX6OHWEN64
Diamondback Energy Inc.
25278X109
17558.00000000
NS
USD
1088596.00000000
0.090032216816
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
141173.00000000
NS
USD
1805602.67000000
0.149332177474
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
12986.00000000
NS
USD
851621.88000000
0.070433297335
Long
EC
CORP
US
N
1
N
N
N
Hershey Co.
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
5337.00000000
NS
USD
768474.63000000
0.063556612835
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc.
46284V101
31311.00000000
NS
USD
952167.51000000
0.078748913009
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
G3223R108
4453.00000000
NS
USD
1103809.64000000
0.091290459300
Long
EC
CORP
BM
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Inc.
25470F104
17238.00000000
NS
USD
443016.60000000
0.036639640954
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
G47567105
11792.00000000
NS
USD
840062.08000000
0.069477245301
Long
EC
CORP
BM
N
1
N
N
N
Allstate Corp.
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
35342.00000000
NS
USD
3719745.50000000
0.307641157379
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment & Management Co.
549300O8FT5GJ4RU1D57
Apartment Investment & Management Co.
03748R754
16219.00000000
NS
USD
775916.96000000
0.064172129949
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
11944.00000000
NS
USD
2276406.96000000
0.188269996385
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
396PBGKP6TE3O062MS44
Seagate Technology plc
G7945M107
10076.00000000
NS
USD
483144.20000000
0.039958389860
Long
EC
CORP
IE
N
1
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc.
25746U109
89794.00000000
NS
USD
7020094.92000000
0.580596206408
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos. Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Cos. Inc.
460690100
42266.00000000
NS
USD
902801.76000000
0.074666123886
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
19541.00000000
NS
USD
1414572.99000000
0.116992109229
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
549300F1857N5E6G6T48
STERIS plc
G8473T100
4256.00000000
NS
USD
675086.72000000
0.055832975635
Long
EC
CORP
IE
N
1
N
N
N
PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc.
693475105
47801.00000000
NS
USD
6042046.40000000
0.499706807209
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc.
931427108
81799.00000000
NS
USD
3743122.24000000
0.309574528184
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holdings Inc.
46266C105
6094.00000000
NS
USD
850052.06000000
0.070303465538
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica Inc.
200340107
15740.00000000
NS
USD
828553.60000000
0.068525437682
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis Inc.
98978V103
47.00000000
NS
USD
6261.81000000
0.000517882332
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
10316.00000000
NS
USD
934835.92000000
0.077315505694
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
30617.00000000
NS
USD
2040623.05000000
0.168769513096
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc.
549300N5YSE0U3LCP840
Align Technology Inc.
016255101
3.00000000
NS
USD
655.05000000
0.000054175840
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc.
74834L100
14685.00000000
NS
USD
1557491.10000000
0.128812136371
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc.
QG7T915N9S0NY5UKNE63
Synopsys Inc.
871607107
5.00000000
NS
USD
689.65000000
0.000057037430
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
107467.00000000
NS
USD
1757085.45000000
0.145319565936
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
23116.00000000
NS
USD
2028660.16000000
0.167780123546
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc.
14149Y108
31924.00000000
NS
USD
1663878.88000000
0.137610926441
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co. Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co. Inc.
025537101
53881.00000000
NS
USD
4809418.06000000
0.397762410977
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS Inc. Class B
92556H206
58960.00000000
NS
USD
1451005.60000000
0.120005264378
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
18762.00000000
NS
USD
642035.64000000
0.053099489566
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc.
549300TR2H2VEFX0NC60
Essex Property Trust Inc.
297178105
3604.00000000
NS
USD
1021229.44000000
0.084460672611
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc.
549300JI1115MG3Q6322
Mohawk Industries Inc.
608190104
6482.00000000
NS
USD
785294.30000000
0.064947681860
Long
EC
CORP
US
N
1
N
N
N
JM Smucker Co.
5493000WDH6A0LHDJD55
JM Smucker Co.
832696405
12459.00000000
NS
USD
1283152.41000000
0.106122984087
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc.
549300TWZSP6O1IH2V34
WW Grainger Inc.
384802104
4755.00000000
NS
USD
1319702.70000000
0.109145871948
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc.
549300IUTGTP6EJP8124
Leidos Holdings Inc.
525327102
7256.00000000
NS
USD
744828.40000000
0.061600953889
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
19074.00000000
NS
USD
2502318.06000000
0.206953949970
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
19049.00000000
NS
USD
2729531.21000000
0.225745589462
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc.
N/A
Expeditors International of Washington Inc.
302130109
8907.00000000
NS
USD
627230.94000000
0.051875068422
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab Inc.
278865100
13401.00000000
NS
USD
2418210.45000000
0.199997838998
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
18581.00000000
NS
USD
742310.95000000
0.061392748453
Long
EC
CORP
US
N
1
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017109
41590.00000000
NS
USD
5431238.10000000
0.449189971488
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc.
053015103
17938.00000000
NS
USD
2775726.12000000
0.229566134598
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057302
363.00000000
NS
USD
17355.03000000
0.001435345916
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
25107.00000000
NS
USD
3629970.06000000
0.300216289128
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc.
744573106
55178.00000000
NS
USD
2831183.18000000
0.234152704868
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Brands Inc.
651229106
41615.00000000
NS
USD
642119.45000000
0.053106421064
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc.
549300PGTHDQY6PSUI61
Evergy Inc.
30034W106
24869.00000000
NS
USD
1625189.15000000
0.134411096422
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co.
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
114264.00000000
NS
USD
12938112.72000000
1.070045241398
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
32237.00000000
NS
USD
2229510.92000000
0.184391464367
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
105266.00000000
NS
USD
1423196.32000000
0.117705300823
Long
EC
CORP
US
N
1
N
N
N
Southern Co.
549300FC3G3YU2FBZD92
Southern Co.
842587107
114404.00000000
NS
USD
6905425.44000000
0.571112479216
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
21944.00000000
NS
USD
538944.64000000
0.044573359336
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
9.00000000
NS
USD
3328.83000000
0.000275310532
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
89427.00000000
NS
USD
3991127.01000000
0.330085736404
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Inc.
65473P105
40801.00000000
NS
USD
1102443.02000000
0.091177433138
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
G1890L107
16536.00000000
NS
USD
426959.52000000
0.035311641854
Long
EC
CORP
VG
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
19658.00000000
NS
USD
2749367.88000000
0.227386179152
Long
EC
CORP
US
N
1
N
N
Digital Realty Trust Inc.
549300HKCZ31D08NEI41
Digital Realty Trust Inc.
253868103
22770.00000000
NS
USD
2734904.70000000
0.226190003383
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc.
668771108
23688.00000000
NS
USD
450782.64000000
0.037281930469
Long
EC
CORP
US
N
1
N
N
N
Aon plc
VVT2B79I2Z4U3R6BY589
Aon plc
G0408V102
9454.00000000
NS
USD
1966432.00000000
0.162633550168
Long
EC
CORP
GB
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
70838.00000000
NS
USD
3359137.96000000
0.277817148999
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
21714.00000000
NS
USD
2538583.74000000
0.209953299191
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc.
529900GQL5X8H7AO3T64
Simon Property Group Inc.
828806109
20089.00000000
NS
USD
2472554.12000000
0.204492326467
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc.
549300OF70FSEUQBT254
Boston Properties Inc.
101121101
8795.00000000
NS
USD
1134027.30000000
0.093789607668
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
28006.00000000
NS
USD
2001308.76000000
0.165518028908
Long
EC
CORP
NL
N
1
N
N
N
Henry Schein Inc.
VGO3WGL8H45T73F4RR92
Henry Schein Inc.
806407102
16015.00000000
NS
USD
975954.10000000
0.080716180414
Long
EC
CORP
US
N
1
N
N
N
AES Corp.
2NUNNB7D43COUIRE5295
AES Corp./VA
00130H105
72500.00000000
NS
USD
1212925.00000000
0.100314833586
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
16989.00000000
NS
USD
3245068.89000000
0.268383078653
Long
EC
CORP
IE
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
97458.00000000
NS
USD
3190774.92000000
0.263892701618
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249B109
46254.00000000
NS
USD
558517.05000000
0.046192093431
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470M109
27909.00000000
NS
USD
935509.68000000
0.077371228944
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc.
549300IGLYTZUK3PVP70
WEC Energy Group Inc.
92939U106
34405.00000000
NS
USD
3176613.65000000
0.262721495283
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on Inc.
833034101
5982.00000000
NS
USD
865894.50000000
0.071613712859
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
13086.00000000
NS
USD
2386232.10000000
0.197353072950
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc.
WD6L6041MNRW1JE49D58
Tyson Foods Inc.
902494103
16755.00000000
NS
USD
1136491.65000000
0.093993421474
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
141934.00000000
NS
USD
8399654.12000000
0.694692503846
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc.
773903109
5428.00000000
NS
USD
996038.00000000
0.082377217235
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967424
238171.00000000
NS
USD
15114331.66000000
1.250029198208
Long
EC
CORP
US
N
1
N
N
N
Clorox Co.
54930044KVSC06Z79I06
Clorox Co.
189054109
13694.00000000
NS
USD
2183097.48000000
0.180552845730
Long
EC
CORP
US
N
1
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
15810.00000000
NS
USD
1061483.40000000
0.087789872106
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
17282.00000000
NS
USD
925969.56000000
0.076582214330
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
84160.00000000
NS
USD
3077731.20000000
0.254543432735
Long
EC
CORP
IE
N
1
N
N
N
Xilinx Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc.
983919101
10442.00000000
NS
USD
871802.58000000
0.072102339990
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
33085.00000000
NS
USD
1368064.75000000
0.113145650168
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
87350.00000000
NS
USD
723258.00000000
0.059816976243
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-MINI MAR 20
N/A
19.00000000
NC
USD
2803545.00000000
0.231866892121
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
N/A
S&P500 EMINI FUT Mar20
SPX
2020-03-23
3072282.11000000
USD
-268737.11000000
N
N
N
Harley-Davidson Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc.
412822108
16821.00000000
NS
USD
512535.87000000
0.042389224812
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co.
2YD5STGSJNMUB7H76907
Mosaic Co.
61945C103
38201.00000000
NS
USD
650563.03000000
0.053804746453
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp.
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
33694.00000000
NS
USD
1373030.50000000
0.113556341996
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co. Class B
60871R209
20475.00000000
NS
USD
1015764.75000000
0.084008716003
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
6312.00000000
NS
USD
1166268.24000000
0.096456091194
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
151032.00000000
NS
USD
4091456.88000000
0.338383507670
Long
EC
CORP
CW
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
51675.00000000
NS
USD
2386868.25000000
0.197405685669
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc.
83088M102
7799.00000000
NS
USD
781303.82000000
0.064617649634
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co.
N/A
Kraft Heinz Co.
500754106
67946.00000000
NS
USD
1683022.42000000
0.139194190888
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
155060.00000000
NS
USD
7200986.40000000
0.595556817091
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita Inc.
23918K108
9770.00000000
NS
USD
758347.40000000
0.062719041351
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc.
015271109
6151.00000000
NS
USD
934213.88000000
0.077264059942
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc.
529900VPCUY9H3HLIC08
Robert Half International Inc.
770323103
12842.00000000
NS
USD
647365.22000000
0.053540271915
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc.
549300CE3KUCWLZBG404
H&R Block Inc.
093671105
21226.00000000
NS
USD
438741.42000000
0.036286062645
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
17075.00000000
NS
USD
668486.25000000
0.055287084463
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc.
98389B100
57206.00000000
NS
USD
3565077.92000000
0.294849391566
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
682680103
45065.00000000
NS
USD
3006736.80000000
0.248671848406
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
106057.00000000
NS
USD
4572117.27000000
0.378136474287
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc.
SHVRXXEACT60MMH07S24
Quanta Services Inc.
74762E102
8569.00000000
NS
USD
326735.97000000
0.027022663773
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
H1467J104
49442.00000000
NS
USD
7170573.26000000
0.593041501571
Long
EC
CORP
CH
N
1
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
Xylem Inc./NY
98419M100
8048.00000000
NS
USD
622432.32000000
0.051478199063
Long
EC
CORP
US
N
1
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
32663.00000000
NS
USD
8985917.93000000
0.743179390123
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
Equifax Inc.
294429105
5278.00000000
NS
USD
749687.12000000
0.062002793811
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc.
787RXPR0UX0O0XUXPZ81
NIKE Inc.
654106103
44856.00000000
NS
USD
4009229.28000000
0.331582882726
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc.
549300D4549QKWETZ406
Under Armour Inc.
904311107
20642.00000000
NS
USD
292909.98000000
0.024225088854
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
27167.00000000
NS
USD
1642788.49000000
0.135866647971
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
G66721104
23179.00000000
NS
USD
863649.54000000
0.071428043680
Long
EC
CORP
BM
N
1
N
N
N
Republic Services Inc.
NKNQHM6BLECKVOQP7O46
Republic Services Inc.
760759100
12399.00000000
NS
USD
1119133.74000000
0.092557837367
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona Inc.
24906P109
11387.00000000
NS
USD
560695.88000000
0.046372293335
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc.
549300IKL1SDPFI7N655
PerkinElmer Inc.
714046109
5210.00000000
NS
USD
450352.40000000
0.037246347516
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
39669.00000000
NS
USD
2701855.59000000
0.223456680243
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co.
171798101
5106.00000000
NS
USD
168753.30000000
0.013956723792
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc.
44107P104
78266.00000000
NS
USD
1133291.68000000
0.093728768294
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc.
549300I8RX485XMK6836
Twitter Inc.
90184L102
84695.00000000
NS
USD
2811874.00000000
0.232555741183
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
N/A
45816.00000000
NS
USD
679909.44000000
0.056231838182
Long
EC
CORP
GB
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
16793.00000000
NS
USD
1209096.00000000
0.099998156546
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp.
549300LYE2HSVYJFJD24
E*TRADE Financial Corp.
269246401
24629.00000000
NS
USD
1127515.62000000
0.093251059864
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc.
549300YX8JIID70NFS41
Waste Management Inc.
94106L109
17884.00000000
NS
USD
1981726.04000000
0.163898442125
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc.
549300TPQQDBP9GNOF40
Activision Blizzard Inc.
00507V109
83810.00000000
NS
USD
4871875.30000000
0.402927930392
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc.
538034109
5050.00000000
NS
USD
306888.50000000
0.025381180870
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group Inc.
681919106
23767.00000000
NS
USD
1646577.76000000
0.136180039145
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
96620.00000000
NS
USD
12575093.00000000
1.040021733927
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc.
31620M106
67045.00000000
NS
USD
9367527.40000000
0.774740360898
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange Inc.
45866F104
27335.00000000
NS
USD
2438828.70000000
0.201703069180
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X101
8884.00000000
NS
USD
696860.96000000
0.057633811847
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
Kinder Morgan Inc./DE
49456B101
212500.00000000
NS
USD
4073625.00000000
0.336908723925
Long
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
19902.00000000
NS
USD
2049906.00000000
0.169537258492
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
9982.00000000
NS
USD
973145.18000000
0.080483868983
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
424838.00000000
NS
USD
2956872.48000000
0.244547825105
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc.
549300DYP6F5ZJL0LB74
Hologic Inc.
436440101
13446.00000000
NS
USD
633575.52000000
0.052399796238
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp.
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
91557.00000000
NS
USD
3653124.30000000
0.302131258093
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
29282.00000000
NS
USD
3218970.26000000
0.266224594224
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc.
529900G48RT4KWLC6C27
Alaska Air Group Inc.
011659109
13432.00000000
NS
USD
677778.72000000
0.056055617210
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
10283.00000000
NS
USD
463968.96000000
0.038372503667
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
1.00000000
NS
USD
107.98000000
0.000008930474
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
80982.00000000
NS
USD
6238043.46000000
0.515916723286
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours Inc.
26614N102
80818.00000000
NS
USD
3467092.20000000
0.286745492978
Long
EC
CORP
US
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
14083.00000000
NS
USD
2203707.84000000
0.182257423370
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
27918.00000000
NS
USD
673102.98000000
0.055668910629
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co. Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co. Inc.
171340102
12295.00000000
NS
USD
854748.40000000
0.070691875840
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc.
03076C106
4838.00000000
NS
USD
683609.40000000
0.056537842981
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins Inc.
231021106
6177.00000000
NS
USD
934518.33000000
0.077289239447
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
46006.00000000
NS
USD
8932985.02000000
0.738801579411
Long
EC
CORP
US
N
1
N
N
N
Williams Cos. Inc.
D71FAKCBLFS2O0RBPG08
Williams Cos. Inc.
969457100
132239.00000000
NS
USD
2519152.95000000
0.208346277764
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
32444.00000000
NS
USD
1802588.64000000
0.149082902442
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial Inc.
754730109
13471.00000000
NS
USD
1126579.73000000
0.093173657181
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc.
053484101
15237.00000000
NS
USD
3056389.83000000
0.252778396991
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
054937107
146297.00000000
NS
USD
6750143.58000000
0.558269909441
Long
EC
CORP
US
N
1
N
N
N
Arconic Inc.
549300HO5WFZUT5N2T22
Arconic Inc.
03965L100
21133.00000000
NS
USD
620253.55000000
0.051298004121
Long
EC
CORP
US
N
1
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
62736.00000000
NS
USD
9362720.64000000
0.774342818322
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
12272.00000000
NS
USD
1098221.28000000
0.090828274579
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos. Inc.
549300VFZ8XJ9NUPU221
Estee Lauder Cos. Inc. Class A
518439104
2.00000000
NS
USD
367.20000000
0.000030369237
Long
EC
CORP
US
N
1
N
N
N
2020-03-31
VANGUARD ADMIRAL FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer