0000932471-20-000140.txt : 20200707
0000932471-20-000140.hdr.sgml : 20200707
20200630104102
ACCESSION NUMBER: 0000932471-20-000140
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200629
DATE AS OF CHANGE: 20200701
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WINDSOR FUNDS
CENTRAL INDEX KEY: 0000107606
IRS NUMBER: 510082711
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00834
FILM NUMBER: 201000954
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WINDSOR FUNDS/
DATE OF NAME CHANGE: 20011121
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD/WINDSOR FUNDS INC
DATE OF NAME CHANGE: 19931203
FORMER COMPANY:
FORMER CONFORMED NAME: WINDSOR FUNDS INC
DATE OF NAME CHANGE: 19920703
0000107606
S000004418
Vanguard Windsor II Fund
C000012180
Investor Shares
VWNFX
C000012181
Admiral Shares
VWNAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000107606
XXXXXXXX
S000004418
C000012180
C000012181
VANGUARD WINDSOR FUNDS
811-00834
0000107606
5493006MMNJGHJDZOD60
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD WINDSOR II FUND
S000004418
EPRUJCUS7VDM55UDW365
2020-10-31
2020-04-30
N
39931174197.52
606086816.84
39325087380.68
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
18447289.55000000
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
665188.00000000
NS
USD
41933451.52000000
0.106632824776
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
1958189.00000000
NS
USD
62818703.12000000
0.159742056036
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
2041034.00000000
NS
USD
76620416.36000000
0.194838515216
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
N/A
ALLEGION PLC
G0176J109
1836000.00000000
NS
USD
184591440.00000000
0.469398677269
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI U-ADR
N/A
19937000.00000000
NS
USD
79548630.00000000
0.202284687202
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
1036990.00000000
NS
USD
131459222.30000000
0.334288442966
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
ELANCO ANIMAL HE
28414H103
4822183.00000000
NS
USD
119156141.93000000
0.303002866278
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
SAMSUNG ELECTRON
Y74718100
9721500.00000000
NS
399724391.60000000
1.016461547130
Long
EC
CORP
KR
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
36008864.00000000
NS
48083032.97000000
0.122270632241
Long
EC
CORP
GB
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
4220845.00000000
NS
USD
497511000.15000000
1.265123699113
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184L102
4540000.00000000
NS
USD
130207200.00000000
0.331104667968
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A
92826C839
1902485.00000000
NS
USD
340012119.20000000
0.864618852358
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-A
02079K305
787597.00000000
NS
USD
1060656879.90000000
2.697150726284
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
1808676.00000000
NS
USD
138779709.48000000
0.352903753618
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
EAST WEST BNCRP
27579R104
3000000.00000000
NS
USD
105210000.00000000
0.267539138518
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
671167.00000000
NS
USD
55169927.40000000
0.140291938491
Long
EC
CORP
US
N
1
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
ICBC-H
N/A
75048000.00000000
NS
50320383.65000000
0.127960004673
Long
EC
CORP
HK
N
2
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP
626717102
2182252.00000000
NS
USD
25881508.72000000
0.065814243384
Long
EC
CORP
US
N
1
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
310700.00000000
NS
USD
43814914.00000000
0.111417206974
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
KOSMOS ENERGY LT
500688106
840570.00000000
NS
USD
1386940.50000000
0.003526859296
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL C
256677105
1363761.00000000
NS
USD
239067303.30000000
0.607925676008
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
1258910.00000000
NS
USD
71417964.30000000
0.181609168744
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
1637373.00000000
NS
USD
320564885.94000000
0.815166366540
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2404064.00000000
NS
USD
149508740.16000000
0.380186669930
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1018000.00000000
NS
USD
132971160.00000000
0.338133158390
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS
09857L108
18800.00000000
NS
USD
27834716.00000000
0.070781065864
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
4787101.00000000
NS
USD
458412791.76000000
1.165700631056
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
2915800.00000000
NS
USD
49043756.00000000
0.124713660583
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
1330000.00000000
NS
USD
152870200.00000000
0.388734546271
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GRP-ADR
N/A
9082432.00000000
NS
USD
128425588.48000000
0.326574197373
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
5114540.00000000
NS
USD
93698372.80000000
0.238266152832
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
12081287.00000000
NS
USD
73937476.44000000
0.188016051240
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM-ADR
N/A
11536480.00000000
NS
USD
97598620.80000000
0.248184116808
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI-ADR
N/A
1546991.00000000
NS
USD
72445588.53000000
0.184222320547
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL N
N20944109
18302399.00000000
NS
USD
114206969.76000000
0.290417586754
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
803308.00000000
NS
USD
96155967.60000000
0.244515585354
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222105
900725.00000000
NS
USD
44748018.00000000
0.113790002719
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
5079798.00000000
NS
USD
103678677.18000000
0.263645128557
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
CULLEN/FROST
229899109
1132000.00000000
NS
USD
81345520.00000000
0.206854009534
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2037178.00000000
NS
USD
87537538.66000000
0.222599730834
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
1280916.00000000
NS
USD
281583764.28000000
0.716041039029
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1059000.00000000
NS
USD
167449080.00000000
0.425807267455
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
569690.00000000
NS
USD
62779838.00000000
0.159643225690
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
COMMERCE BCSHS
200525103
4235179.00000000
NS
USD
259150603.01000000
0.658995619008
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
563542.00000000
NS
USD
44677609.76000000
0.113610961184
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
489210.00000000
NS
USD
44640412.50000000
0.113516372049
Long
EC
CORP
US
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
EMBRAER SA-ADR
N/A
1662054.00000000
NS
USD
10520801.82000000
0.026753409898
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
TAIWAN SEMIC-ADR
N/A
8716485.00000000
NS
USD
463106848.05000000
1.177637174882
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
682300.00000000
NS
USD
89988547.00000000
0.228832414608
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SMFG
N/A
1227100.00000000
NS
32269327.99000000
0.082057867227
Long
EC
CORP
JP
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
1729350.00000000
NS
USD
505782994.50000000
1.286158603040
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
555229.00000000
NS
USD
44051868.86000000
0.112019760906
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
7041451.00000000
NS
USD
154982336.51000000
0.394105510840
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
823000.00000000
NS
USD
156559290.00000000
0.398115555305
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
2230783.00000000
NS
USD
37878695.34000000
0.096321961025
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF
78462F103
970942.00000000
NS
USD
282039232.16000000
0.717199251027
Long
EC
RF
US
N
1
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
4576543.00000000
NS
USD
686664511.72000000
1.746123295475
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
H57312649
1213373.00000000
NS
128508371.10000000
0.326784705793
Long
EC
CORP
CH
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
3274086.00000000
NS
USD
464592803.40000000
1.181415819633
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685103
1799358.00000000
NS
USD
119495364.78000000
0.303865478093
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
17027593.00000000
NS
USD
494651576.65000000
1.257852453985
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON
412822108
2293773.00000000
NS
USD
50073064.59000000
0.127331095555
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
8073639.00000000
NS
USD
150896312.91000000
0.383715136979
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
2495779.00000000
NS
USD
468108309.24000000
1.190355420468
Long
EC
CORP
US
N
1
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
CCB-H
N/A
83144000.00000000
NS
66736665.80000000
0.169705066778
Long
EC
CORP
HK
N
2
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796SR1
30000000.00000000
PA
USD
29998200.00000000
0.076282602272
Long
DBT
UST
US
N
2
2020-05-21
None
0.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
6624659.00000000
NS
USD
331696676.13000000
0.843473462421
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH-ADR
N/A
3492712.00000000
NS
USD
115713548.56000000
0.294248674999
Long
EC
CORP
US
N
1
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-ADR
N/A
1947000.00000000
NS
USD
164969310.00000000
0.419501445484
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECH
595017104
2377000.00000000
NS
USD
208534210.00000000
0.530282890362
Long
EC
CORP
US
N
1
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP
343412102
2263685.00000000
NS
USD
26485114.50000000
0.067349156134
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
14142142.00000000
NS
USD
2534413267.82000000
6.444774663272
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
32524307.00000000
NS
USD
782209583.35000000
1.989085429812
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
1116000.00000000
NS
USD
266969520.00000000
0.678878389806
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECH
595112103
6046623.00000000
NS
USD
289572775.47000000
0.736356343386
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
1110000.00000000
NS
USD
290631300.00000000
0.739048071747
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
1990000.00000000
NS
USD
145608300.00000000
0.370268217309
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411105
8331577.00000000
NS
USD
108977027.16000000
0.277118334423
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687106
1441681.00000000
NS
USD
155917800.15000000
0.396484306927
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
2100000.00000000
NS
USD
90909000.00000000
0.231173040049
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867224107
8952332.00000000
NS
USD
159799126.20000000
0.406354154163
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC INC
69370C100
442837.00000000
NS
USD
30666462.25000000
0.077981930346
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS
127097103
10471000.00000000
NS
USD
226383020.00000000
0.575670736109
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS
929160109
628985.00000000
NS
USD
71056435.45000000
0.180689834868
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
686315.00000000
NS
USD
112864501.75000000
0.287003816819
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTL
559222401
3659532.00000000
NS
USD
142831533.96000000
0.363207162332
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3030929.00000000
NS
USD
103809318.25000000
0.263977336515
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
1413945.00000000
NS
USD
187050784.05000000
0.475652557969
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK FINL CORP
05561Q201
1274000.00000000
NS
USD
65980460.00000000
0.167782106524
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
8222424.00000000
NS
USD
183277830.96000000
0.466058292981
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581801
1001610.00000000
NS
USD
19010557.80000000
0.048342061178
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
1405863.00000000
NS
USD
181792144.53000000
0.462280332069
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
13784039.00000000
NS
USD
144732409.50000000
0.368040910116
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
10824211.00000000
NS
USD
1056767719.93000000
2.687260958126
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
1338696.00000000
NS
USD
185382622.08000000
0.471410578914
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS
70450Y103
1861300.00000000
NS
USD
228939900.00000000
0.582172641560
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GRP-ADR
N/A
962845.00000000
NS
USD
195139796.15000000
0.496222155238
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550101
4584996.00000000
NS
USD
32874421.32000000
0.083596562677
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796TV1
4400000.00000000
PA
USD
4399868.00000000
0.011188450663
Long
DBT
UST
US
N
2
2020-05-14
None
0.00000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
18640753.32760000
NS
USD
1864075332.76000000
4.740168317275
Long
STIV
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822V101
305172.00000000
NS
USD
48653571.96000000
0.123721459253
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
14428241.00000000
NS
USD
145148104.46000000
0.369097983317
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
1392066.00000000
NS
USD
102261168.36000000
0.260040536897
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
ALCON INC
H01301128
3105000.00000000
NS
USD
163975050.00000000
0.416973135781
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
2717868.00000000
NS
USD
101430833.76000000
0.257929074074
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
3255567.00000000
NS
USD
158350778.88000000
0.402671143097
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
OSHKOSH CORP
688239201
2540000.00000000
NS
USD
171526200.00000000
0.436175000298
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
2400000.00000000
NS
USD
172560000.00000000
0.438803856504
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
SUN COMMUNITIES
866674104
894000.00000000
NS
USD
120153600.00000000
0.305539308372
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA HOLDINGS I
46266C105
939575.00000000
NS
USD
133973999.25000000
0.340683284319
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
1120192.00000000
NS
USD
113374632.32000000
0.288301030897
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
1846316.00000000
NS
USD
72800239.88000000
0.185124165587
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW CORP/DE
12514G108
432136.00000000
NS
USD
47880668.80000000
0.121756039183
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
1208649.00000000
NS
USD
221690399.58000000
0.563737843565
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
621379.00000000
NS
USD
35437244.37000000
0.090113580745
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2844400.00000000
NS
89361005.19000000
0.227236634784
Long
EC
CORP
FR
N
2
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
NATL OILWELL VAR
637071101
9138488.00000000
NS
USD
115510488.32000000
0.293732311900
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
1624651.00000000
NS
USD
32151843.29000000
0.081759114681
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604103
49737884.00000000
NS
USD
338217611.20000000
0.860055587228
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
6830564.00000000
NS
USD
287566744.40000000
0.731255194975
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
738120.00000000
NS
USD
51100047.60000000
0.129942616796
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
1666662.00000000
NS
USD
341182378.02000000
0.867594710514
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
3023416.00000000
NS
USD
351865154.08000000
0.894760005677
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
1910716.00000000
NS
USD
536395302.68000000
1.364002824679
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-C
02079K107
334565.00000000
NS
USD
451214432.90000000
1.147395881240
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
6595565.00000000
NS
USD
589973289.25000000
1.500246607309
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
17856963.00000000
NS
USD
684993100.68000000
1.741873054340
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
47457.00000000
NS
USD
1810484.55000000
0.004603891995
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
11040656.00000000
NS
USD
280763882.08000000
0.713956155677
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
1972202.00000000
NS
USD
180180374.72000000
0.458181752975
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
1030000.00000000
NS
USD
364249200.00000000
0.926251470146
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC-ADR
N/A
2445698.00000000
NS
USD
126858355.26000000
0.322588870641
Long
EC
CORP
US
N
1
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
1121000.00000000
NS
USD
121079210.00000000
0.307893047580
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
PALO ALTO NETWOR
697435105
244613.00000000
NS
USD
48068900.63000000
0.122234695029
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
205811.00000000
NS
USD
61090879.13000000
0.155348362073
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-A
G1151C101
802910.00000000
NS
USD
148690902.90000000
0.378106986668
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLAN
N/A
19118400.00000000
NS
26672506.45000000
0.067825676245
Long
EC
CORP
GB
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
692595.00000000
NS
USD
99602086.95000000
0.253278742869
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
779000.00000000
NS
USD
39027900.00000000
0.099244280431
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
TERADATA CORP
88076W103
1042423.00000000
NS
USD
25633181.57000000
0.065182770789
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
3232113.00000000
NS
USD
121624412.19000000
0.309279445491
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
4680000.00000000
NS
USD
136234800.00000000
0.346432288074
Long
EC
CORP
US
N
1
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
CASH MGMT BILL
9127963D9
17000000.00000000
PA
USD
16996600.00000000
0.043220755838
Long
DBT
UST
US
N
2
2020-07-14
None
0.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
4296510.00000000
NS
USD
246834499.50000000
0.627676925700
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6486903.00000000
NS
USD
164897074.26000000
0.419317756789
Long
EC
CORP
US
N
1
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
UNILEVER NV-NYS
N/A
781503.00000000
NS
USD
38621878.26000000
0.098211805319
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1290772.00000000
NS
USD
211041222.00000000
0.536657986178
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GLAXOSMITHKL-ADR
N/A
2970294.00000000
NS
USD
124960268.58000000
0.317762214665
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
2191000.00000000
NS
USD
172365970.00000000
0.438310456456
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
3760500.00000000
NS
USD
393912375.00000000
1.001682135342
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
714153.00000000
NS
USD
272677898.46000000
0.693394259548
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
2251629.00000000
NS
USD
156600796.95000000
0.398221103577
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
4354110.00000000
NS
USD
205601074.20000000
0.522824201786
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
11050110.00000000
NS
USD
109506590.10000000
0.278464963192
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466L302
621137.00000000
NS
USD
100593137.15000000
0.255798890352
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512109
1529261.00000000
NS
USD
174733361.86000000
0.444330511382
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
2019379.00000000
NS
USD
34854481.54000000
0.088631669658
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
6083297.00000000
NS
USD
312924797.68000000
0.795738340390
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
4795492.54800000
NS
USD
479549254.80000000
1.219448669389
Long
STIV
CORP
US
N
1
N
N
Adient PLC
5493002QLDY8O75RTR78
ADIENT PLC
G0084W101
1311943.00000000
NS
USD
19652906.14000000
0.049975492615
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
5588151.00000000
NS
USD
125118700.89000000
0.318165093134
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
2410097.00000000
NS
USD
279739958.79000000
0.711352415016
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
7087000.00000000
NS
USD
185608530.00000000
0.471985041516
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
935271.00000000
NS
USD
103244565.69000000
0.262541223851
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
900388.00000000
NS
USD
59947833.04000000
0.152441703332
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
1075811.00000000
NS
USD
51111780.61000000
0.129972452737
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS
17275R102
6922980.00000000
NS
USD
293395892.40000000
0.746078170303
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
3869871.00000000
NS
USD
632569113.66000000
1.608563784071
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
EQUITY LIFESTYLE
29472R108
1932000.00000000
NS
USD
116518920.00000000
0.296296658853
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Jun20
N/A
3649.00000000
NC
USD
529542880.00000000
1.346577758045
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2020-06-19
506055257.21000000
USD
23487622.79000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
4441458.00000000
NS
USD
1304900360.40000000
3.318238934266
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HLDG-GENUS
H69293217
555700.00000000
NS
192437454.60000000
0.489350354742
Long
EC
CORP
CH
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
13196975.00000000
NS
USD
605609182.75000000
1.540007214446
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
397800.00000000
NS
USD
36132174.00000000
0.091880721459
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
9339073.00000000
NS
USD
453505384.88000000
1.153221556737
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
2892543.00000000
NS
USD
187321084.68000000
0.476339907058
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
1983100.00000000
NS
USD
217903028.00000000
0.554106913712
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
3171830.00000000
NS
USD
347632568.00000000
0.883996937209
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556102
878013.00000000
NS
USD
293853390.84000000
0.747241545823
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
1440399.00000000
NS
USD
246452268.90000000
0.626704949220
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2233400.00000000
NS
USD
84846866.00000000
0.215757603228
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
4002625.00000000
NS
USD
212019046.25000000
0.539144501314
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
SONY CORP-ADR
N/A
3375000.00000000
NS
USD
216843750.00000000
0.551413269348
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
3938709.00000000
NS
USD
351451004.07000000
0.893706861138
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
G0403H108
1405006.00000000
NS
USD
242602386.02000000
0.616915059009
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
37150674.00000000
NS
15402623.81000000
0.039167424247
Long
EC
CORP
ES
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787107
820000.00000000
NS
USD
73234200.00000000
0.186227685373
Long
EC
CORP
US
N
1
N
N
N
2020-05-31
VANGUARD WINDSOR FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer