0001752724-19-204639.txt : 20191227
0001752724-19-204639.hdr.sgml : 20191227
20191227143616
ACCESSION NUMBER: 0001752724-19-204639
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191227
PERIOD START: 20191031
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: 191313371
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
C000012181
C000012180
VANGUARD WINDSOR FUNDS
811-00834
0000107606
5493006MMNJGHJDZOD60
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD WINDSOR II FUND
S000004418
EPRUJCUS7VDM55UDW365
2019-10-31
2019-10-31
N
46306846642.91
91674121.96
46215172520.95
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
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
4057419.00000000
NS
USD
393488494.62000000
0.851427081531
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-MINI DEC
N/A
3836.00000000
NC
USD
582266440.00000000
1.259903205459
N/A
DE
N/A
N
1
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Merrill Lynch, Pierce, Fenner & Smith Inc.
8NAV47T0Y26Q87Y0QP81
N/A
S&P500 EMINI FUT Dec19
SPX
2019-12-23
555939696.63000000
USD
26326743.37000000
N
N
N
Industrial & Commercial Bank of China Ltd.
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd.
N/A
71806000.00000000
NS
51441339.18000000
0.111308335280
Long
EC
CORP
CN
N
2
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
5834000.00000000
NS
USD
216791440.00000000
0.469091487004
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
N/A
1040100.00000000
NS
111271296.17000000
0.240767890933
Long
EC
CORP
CH
N
2
N
N
N
Avnet Inc.
XJI53DCPL7QABOWK4Z75
Avnet Inc.
053807103
38705.00000000
NS
USD
1531169.80000000
0.003313132282
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co.
N/A
Kraft Heinz Co.
500754106
83191.00000000
NS
USD
2689565.03000000
0.005819658097
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc.
N/A
Commerce Bancshares Inc./MO
200525103
1989492.00000000
NS
USD
128043705.12000000
0.277059887771
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc.
529900GQL5X8H7AO3T64
Simon Property Group Inc.
828806109
4096.00000000
NS
USD
617185.28000000
0.001335460296
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc.
412822108
1315300.00000000
NS
USD
51178323.00000000
0.110739223091
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp.
549300LYE2HSVYJFJD24
E*TRADE Financial Corp.
269246401
1707515.00000000
NS
USD
71357051.85000000
0.154401786161
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson ADR
294821608
9987900.00000000
NS
USD
87094488.00000000
0.188454317595
Long
EC
CORP
SE
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
14612.00000000
NS
USD
1518040.68000000
0.003284723603
Long
EC
CORP
US
N
1
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938C108
7859077.00000000
NS
USD
108219490.29000000
0.234164419143
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
141983.00000000
NS
USD
2285926.30000000
0.004946268022
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen Inc.
09062X103
171900.00000000
NS
USD
51348249.00000000
0.111106907535
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
41969.00000000
NS
USD
3509028.09000000
0.007592805346
Long
EC
CORP
US
N
1
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
2493840.00000000
NS
USD
108930931.20000000
0.235703828976
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
15706221.00000000
NS
USD
703952825.22000000
1.523207178120
Long
EC
CORP
US
N
1
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017109
4058676.00000000
NS
USD
582744700.08000000
1.260938060581
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
35036.33400000
NS
USD
3503983.77000000
0.007581890489
Long
STIV
CORP
US
N
1
N
N
Southern Co.
549300FC3G3YU2FBZD92
Southern Co.
842587107
1371252.00000000
NS
USD
85922650.32000000
0.185918705120
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp. Class A
65249B109
8137291.00000000
NS
USD
111562259.61000000
0.241397475167
Long
EC
CORP
US
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA ADR
29082A107
1339300.00000000
NS
USD
23263641.00000000
0.050337669927
Long
EC
CORP
BR
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
10355.00000000
NS
USD
976062.30000000
0.002111995361
Long
EC
CORP
US
N
1
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. Class A
222070203
174703.00000000
NS
USD
2042278.07000000
0.004419064040
Long
EC
CORP
US
N
1
N
N
N
Syneos Health Inc.
549300F1ZGKDS8P6GU13
Syneos Health Inc.
87166B102
35459.00000000
NS
USD
1778268.85000000
0.003847803119
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
16482.00000000
NS
USD
453914.28000000
0.000982175885
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc.
56418H100
2093.00000000
NS
USD
190295.56000000
0.000411759925
Long
EC
CORP
US
N
1
N
N
N
AXA Equitable Holdings Inc.
549300FIBAKMNHPZ4009
AXA Equitable Holdings Inc.
054561105
5501509.00000000
NS
USD
118832594.40000000
0.257128964186
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
2889656.00000000
NS
USD
381550178.24000000
0.825595053371
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
735.00000000
NS
USD
572043.15000000
0.001237782136
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
1889836.00000000
NS
USD
371730741.20000000
0.804347838432
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc.
BLVY3B5CY5IDPCFLQ577
NextEra Energy Inc.
65339F101
3952.00000000
NS
USD
941919.68000000
0.002038117848
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc.
N/A
Park Hotels & Resorts Inc.
700517105
82328.00000000
NS
USD
1914126.00000000
0.004141769673
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
11470151.00000000
NS
USD
132250841.03000000
0.286163252923
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc.
174610105
3411400.00000000
NS
USD
119944824.00000000
0.259535597201
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
15877300.00000000
NS
USD
173221343.00000000
0.374814879077
Long
EC
CORP
NL
N
1
N
N
N
Stanley Black & Decker Inc.
549300DJ09SMTO561131
Stanley Black & Decker Inc.
854502101
488022.00000000
NS
USD
73852369.26000000
0.159801132899
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
58828.00000000
NS
USD
2842568.96000000
0.006150726709
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp. Class B
65249B208
88991.00000000
NS
USD
1256552.92000000
0.002718918596
Long
EC
CORP
US
N
1
N
N
N
UDR Inc.
P3CH2EG5X6Z1XWU1OO74
UDR Inc.
902653104
31797.00000000
NS
USD
1597799.25000000
0.003457304523
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106108
39936.00000000
NS
USD
2194083.84000000
0.004747540083
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co.
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co.
382550101
4545700.00000000
NS
USD
72140259.00000000
0.156096483178
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc.
529900327JRH35MUVT90
Jacobs Engineering Group Inc.
469814107
1988.00000000
NS
USD
186037.04000000
0.000402545376
Long
EC
CORP
US
N
1
N
N
N
Raytheon Co.
YR6K3WJN0KKLUPZSNL57
Raytheon Co.
755111507
2066698.00000000
NS
USD
438573982.58000000
0.948982679619
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc.
26875P101
6333618.00000000
NS
USD
438983063.58000000
0.949867845632
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
2717200.00000000
NS
USD
124447760.00000000
0.269279012089
Long
EC
CORP
GB
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp. Class B
526057302
47457.00000000
NS
USD
2231428.14000000
0.004828345364
Long
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
15362.00000000
NS
USD
1642351.42000000
0.003553706132
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
1418654.00000000
NS
USD
195518894.28000000
0.423062132228
Long
EC
CORP
US
N
1
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933Y105
574478.00000000
NS
USD
49784263.48000000
0.107722768875
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc.
747525103
6023343.00000000
NS
USD
484517710.92000000
1.048395330993
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Holdings Inc.
N/A
Spirit AeroSystems Holdings Inc. Class A
848574109
2197302.00000000
NS
USD
179783249.64000000
0.389013477248
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc.
445658107
1588602.00000000
NS
USD
186756051.12000000
0.404101166203
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
563581.00000000
NS
USD
57812138.98000000
0.125093418084
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
3492.00000000
NS
USD
946471.68000000
0.002047967427
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group Inc.
125581801
862147.00000000
NS
USD
36977484.83000000
0.080011569389
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
534500.00000000
NS
USD
81596770.00000000
0.176558401817
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet Inc. Class C
02079K107
306573.00000000
NS
USD
386315703.03000000
0.835906655665
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
MetLife Inc.
59156R108
61296.00000000
NS
USD
2868039.84000000
0.006205840384
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc.
529900DFH19P073LZ636
Prologis Inc.
74340W103
2620300.00000000
NS
USD
229957528.00000000
0.497580157026
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
2938908.00000000
NS
USD
524477521.68000000
1.134860032043
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
549300F1857N5E6G6T48
STERIS plc
N/A
8344.00000000
NS
USD
1181260.08000000
0.002556000585
Long
EC
CORP
IE
N
1
N
N
N
Unilever
549300MKFYEKVRWML317
Unilever plc ADR
904767704
1776200.00000000
NS
USD
106767382.00000000
0.231022359489
Long
EC
CORP
GB
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis Inc.
98978V103
1256827.00000000
NS
USD
160773309.84000000
0.347879930053
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
22970.00000000
NS
USD
849660.30000000
0.001838487781
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
95690.00000000
NS
USD
1929110.40000000
0.004174192791
Long
EC
CORP
GB
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
122009.00000000
NS
USD
6897168.77000000
0.014924035535
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc.
N/A
United Airlines Holdings Inc.
910047109
2105.00000000
NS
USD
191218.20000000
0.000413756326
Long
EC
CORP
US
N
1
N
N
N
Dow Inc.
5493003S21INSLK2IP73
Dow Inc.
260557103
17143.00000000
NS
USD
865550.07000000
0.001872869931
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
13570988.00000000
NS
USD
1477880593.20000000
3.197825546426
Long
EC
CORP
IE
N
1
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar Inc.
149123101
2912100.00000000
NS
USD
401287380.00000000
0.868302243853
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd.
213800YDFJ3OT9B5P157
Kosmos Energy Ltd.
500688106
5732500.00000000
NS
USD
35541500.00000000
0.076904397541
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc.
549300QXR2YVZV231H43
Palo Alto Networks Inc.
697435105
508105.00000000
NS
USD
115537995.95000000
0.250000139883
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc.
620076307
506360.00000000
NS
USD
84217795.20000000
0.182229754009
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SP500 MIC EMIN FUT DEC19
N/A
47.00000000
NC
USD
713413.00000000
0.001543677024
N/A
DE
N/A
N
1
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Merrill Lynch, Pierce, Fenner & Smith Inc.
8NAV47T0Y26Q87Y0QP81
N/A
SP500 MIC EMIN FUTDec19
SPX
2019-12-20
702156.55000000
USD
11256.45000000
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752103
3402321.00000000
NS
USD
915496534.68000000
1.980943670100
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
20312.00000000
NS
USD
2357004.48000000
0.005100066388
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
26772.00000000
NS
USD
1873236.84000000
0.004053294054
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc ADR
780259206
2024506.00000000
NS
USD
117360612.82000000
0.253943902874
Long
EC
CORP
GB
N
1
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart Inc.
931142103
33097.00000000
NS
USD
3880954.22000000
0.008397575965
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
47349.00000000
NS
USD
1020844.44000000
0.002208894577
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc.
549300TR2H2VEFX0NC60
Essex Property Trust Inc.
297178105
7380.00000000
NS
USD
2414219.40000000
0.005223867548
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co.
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186106
19572.00000000
NS
USD
1964833.08000000
0.004251489224
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp. Class A
526057104
5791553.00000000
NS
USD
345176558.80000000
0.746890122813
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
9909.00000000
NS
USD
666281.16000000
0.001441693547
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
35732106.00000000
NS
USD
1117342954.62000000
2.417697248914
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967424
7518853.00000000
NS
USD
540304776.58000000
1.169106912529
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc.
549300DV9GIB88LZ5P30
Mondelez International Inc. Class A
609207105
3976465.00000000
NS
USD
208565589.25000000
0.451292460620
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
8124900.00000000
NS
351156965.95000000
0.759830477297
Long
EC
CORP
KR
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd. ADR
874039100
7567119.00000000
NS
USD
390690353.97000000
0.845372488424
Long
EC
CORP
TW
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
38737.00000000
NS
USD
1606423.39000000
0.003475965364
Long
EC
CORP
IE
N
1
N
N
N
Brixmor Property Group Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc.
11120U105
98970.00000000
NS
USD
2179319.40000000
0.004715592912
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
1734024.00000000
NS
USD
155281849.20000000
0.335997553897
Long
EC
CORP
JE
N
1
N
N
N
Spectrum Brands Holdings Inc.
549300JM0MJETDD30O20
Spectrum Brands Holdings Inc.
84790A105
970.00000000
NS
USD
48703.70000000
0.000105384654
Long
EC
CORP
US
N
1
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
444859102
558523.00000000
NS
USD
164317466.60000000
0.355548746519
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co.
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
1764624.00000000
NS
USD
229259950.08000000
0.496070743814
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162100
10370.00000000
NS
USD
2211402.50000000
0.004785014053
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
N/A
Vistra Energy Corp.
92840M102
84440.00000000
NS
USD
2282413.20000000
0.004938666406
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
1432754.00000000
NS
USD
50676508.98000000
0.109653402152
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc.
00846U101
11072.00000000
NS
USD
838704.00000000
0.001814780632
Long
EC
CORP
US
N
1
N
N
N
Aon plc
VVT2B79I2Z4U3R6BY589
Aon plc
N/A
1156750.00000000
NS
USD
223437830.00000000
0.483472889555
Long
EC
CORP
GB
N
1
N
N
N
Analog Devices Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc.
032654105
2195264.00000000
NS
USD
234081000.32000000
0.506502491608
Long
EC
CORP
US
N
1
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
328740.00000000
NS
USD
111742013.40000000
0.241786424900
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc.
2TGYMUGI08PO8X8L6150
General Mills Inc.
370334104
18339.00000000
NS
USD
932721.54000000
0.002018214991
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc.
595112103
1429400.00000000
NS
USD
67967970.00000000
0.147068519476
Long
EC
CORP
US
N
1
N
N
N
AES Corp.
2NUNNB7D43COUIRE5295
AES Corp./VA
00130H105
130532.00000000
NS
USD
2225570.60000000
0.004815670868
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
27191.00000000
NS
USD
2171745.17000000
0.004699203857
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
31514564.00000000
NS
68357604.15000000
0.147911606559
Long
EC
CORP
GB
N
2
N
N
N
Travelers Cos. Inc.
549300Y650407RU8B149
Travelers Cos. Inc.
89417E109
915500.00000000
NS
USD
119985430.00000000
0.259623460121
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
49025.00000000
NS
USD
2812564.25000000
0.006085802771
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC Inc.
69370C100
882670.00000000
NS
USD
59059449.70000000
0.127792338486
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc.
254900YAUJV2EUEVBR11
Qorvo Inc.
74736K101
26702.00000000
NS
USD
2159123.72000000
0.004671893670
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc.
17275R102
7220868.00000000
NS
USD
343063438.68000000
0.742317771343
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
8813254.00000000
NS
USD
169655139.50000000
0.367098358062
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
42475.00000000
NS
USD
2058763.25000000
0.004454734533
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Brands Inc.
651229106
103444.00000000
NS
USD
1962332.68000000
0.004246078880
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos. Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos. Inc.
548661107
7276980.00000000
NS
USD
812183737.80000000
1.757396312719
Long
EC
CORP
US
N
1
N
N
N
HP Inc.
WHKXQACZ14C5XRO8LW03
HP Inc.
40434L105
111514.00000000
NS
USD
1936998.18000000
0.004191260303
Long
EC
CORP
US
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1972924.00000000
NS
USD
343564985.36000000
0.743403013813
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Communications Inc. Class A
25470F104
64651.00000000
NS
USD
1742667.71000000
0.003770769673
Long
EC
CORP
US
N
1
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
9923.00000000
NS
USD
1319759.00000000
0.002855683378
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
1832100.00000000
NS
USD
121046847.00000000
0.261920145262
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc.
83088M102
1104152.00000000
NS
USD
100544081.12000000
0.217556433602
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172109
43274.00000000
NS
USD
3524234.56000000
0.007625708977
Long
EC
CORP
US
N
1
N
N
N
KAR Auction Services Inc.
5493004HKD20LBSG7D03
KAR Auction Services Inc.
48238T109
11336.00000000
NS
USD
281812.96000000
0.000609784502
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial Inc.
02005N100
72536.00000000
NS
USD
2221777.68000000
0.004807463780
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
9226.00000000
NS
USD
1333249.26000000
0.002884873489
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
7896556.00000000
NS
USD
229631848.48000000
0.496875454431
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
Pfizer Inc.
717081103
12139708.00000000
NS
USD
465800595.96000000
1.007895395714
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc.
N/A
Dell Technologies Inc.
24703L202
5533.00000000
NS
USD
292640.37000000
0.000633212761
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc.
529900ZIUEYVSB8QDD25
DR Horton Inc.
23331A109
4966356.00000000
NS
USD
260088063.72000000
0.562776355756
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc.
549300SHPNDCE059M934
Elanco Animal Health Inc.
28414H103
2615040.00000000
NS
USD
70658380.80000000
0.152890007644
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796RM3
100000.00000000
PA
USD
99976.00000000
0.000216327224
Long
DBT
UST
US
N
2
2019-11-07
Fixed
1.95661930
N
N
N
N
N
N
Progressive Corp.
529900TACNVLY9DCR586
Progressive Corp.
743315103
35567.00000000
NS
USD
2479019.90000000
0.005364082323
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
2453.00000000
NS
USD
630641.77000000
0.001364577335
Long
EC
CORP
BM
N
1
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange Inc.
45866F104
4763557.00000000
NS
USD
449298696.24000000
0.972188724463
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
1177157.00000000
NS
USD
75279190.15000000
0.162888475891
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc.
549300PSXEKU4PHLCR04
Qurate Retail Group Inc. QVC Group Class A
74915M100
157433.00000000
NS
USD
1501910.82000000
0.003249821948
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135F101
879024.00000000
NS
USD
257422178.40000000
0.557007935615
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial Inc.
10922N103
51366.00000000
NS
USD
1939580.16000000
0.004196847169
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796ST7
12000000.00000000
PA
USD
11989920.00000000
0.025943687637
Long
DBT
UST
US
N
2
2019-11-21
Fixed
2.04802660
N
N
N
N
N
N
Cardinal Health Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc.
14149Y108
42675.00000000
NS
USD
2110278.75000000
0.004566203337
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
24989467.00000000
NS
27469478.05000000
0.059438224616
Long
EC
CORP
ES
N
2
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
111969.00000000
NS
USD
2161001.70000000
0.004675957228
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc.
549300CE3KUCWLZBG404
H&R Block Inc.
093671105
76738.00000000
NS
USD
1917682.62000000
0.004149465457
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
16581.00000000
NS
USD
1470071.46000000
0.003180928209
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833100
3677533.00000000
NS
USD
914823109.08000000
1.979486517474
Long
EC
CORP
US
N
1
N
N
N
Corning Inc.
549300X2937PB0CJ7I56
Corning Inc.
219350105
6102800.00000000
NS
USD
180825964.00000000
0.391269693774
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet Inc. Class A
02079K305
527662.00000000
NS
USD
664220925.60000000
1.437235629270
Long
EC
CORP
US
N
1
N
N
N
Fluor Corp.
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412102
1850000.00000000
NS
USD
29803500.00000000
0.064488561600
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International Inc.
438516106
2210215.00000000
NS
USD
381770436.95000000
0.826071647307
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
Magna International Inc.
559222401
2200500.00000000
NS
USD
118320885.00000000
0.256021731708
Long
EC
CORP
CA
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
23967.00000000
NS
USD
1000861.92000000
0.002165656569
Long
EC
CORP
BM
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
21358.00000000
NS
USD
2433744.10000000
0.005266114929
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324P102
1208300.00000000
NS
USD
305337410.00000000
0.660686509093
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
92460.00000000
NS
USD
6247522.20000000
0.013518335774
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp.
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
27702.00000000
NS
USD
2948046.84000000
0.006378958855
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
905258.00000000
NS
USD
48051094.64000000
0.103972552776
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc.
549300ENZFLPGRDFZQ60
Ross Stores Inc.
778296103
1549743.00000000
NS
USD
169960314.81000000
0.367758693820
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
4650572.00000000
NS
USD
305775109.00000000
0.661633598492
Long
EC
CORP
US
N
1
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc ADR
055622104
5327121.00000000
NS
USD
201951157.11000000
0.436980208217
Long
EC
CORP
GB
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
2871726.00000000
NS
USD
180631565.40000000
0.390849055725
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp.
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
800700.00000000
NS
USD
23964951.00000000
0.051855158582
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc.
59522J103
17850.00000000
NS
USD
2480971.50000000
0.005368305179
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc.
03076C106
12566.00000000
NS
USD
1896083.74000000
0.004102729983
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
5389130.00000000
NS
USD
180481963.70000000
0.390525348830
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc.
549300EHF3IW1AR6U008
National Oilwell Varco Inc.
637071101
6470100.00000000
NS
USD
146353662.00000000
0.316678817835
Long
EC
CORP
US
N
1
N
N
N
SLM Corp.
4K8SLPBF5DXXGPW03H93
SLM Corp.
78442P106
7859007.00000000
NS
USD
66330019.08000000
0.143524335108
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc.
31620M106
919680.00000000
NS
USD
121177036.80000000
0.262201848851
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc ADR
92857W308
7754936.00000000
NS
USD
158355793.12000000
0.342648927791
Long
EC
CORP
GB
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343V104
3882550.00000000
NS
USD
234777798.50000000
0.508010217626
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc.
549300N0B7DOGLXWPP39
Aflac Inc.
001055102
47381.00000000
NS
USD
2518773.96000000
0.005450101822
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
3695.00000000
NS
USD
562083.40000000
0.001216231313
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi ADR
80105N105
8213647.00000000
NS
USD
378484853.76000000
0.818962330149
Long
EC
CORP
FR
N
1
N
N
N
VEREIT Inc.
5493002H54FNIBW75H44
VEREIT Inc.
92339V100
85458.00000000
NS
USD
840906.72000000
0.001819546859
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy Inc.
867224107
7226480.00000000
NS
USD
214554191.20000000
0.464250546944
Long
EC
CORP
CA
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
623700.00000000
NS
USD
55821150.00000000
0.120785332943
Long
EC
CORP
CH
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
14049300.00000000
NS
USD
230549013.00000000
0.498860007274
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holdings Inc.
46266C105
13557.00000000
NS
USD
1957901.94000000
0.004236491682
Long
EC
CORP
US
N
1
N
N
N
Wabtec Corp.
06BTX5UWZD0GQ5N5Y745
Wabtec Corp.
929740108
5439877.00000000
NS
USD
377364267.49000000
0.816537615041
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796SU4
40000000.00000000
PA
USD
39954000.00000000
0.086452127776
Long
DBT
UST
US
N
2
2019-11-29
Fixed
2.04275750
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
91059.00000000
NS
USD
1846676.52000000
0.003995823058
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
13389233.00000000
NS
USD
729579306.17000000
1.578657541177
Long
EC
CORP
US
N
1
N
N
N
Sabre Corp.
529900VKCYZW8GZ4WW58
Sabre Corp.
78573M104
91700.00000000
NS
USD
2153116.00000000
0.004658894217
Long
EC
CORP
US
N
1
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd. Class A
N/A
5241.00000000
NS
USD
227197.35000000
0.000491607707
Long
EC
CORP
BM
N
1
N
N
N
Alexandria Real Estate Equities Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc.
015271109
4021.00000000
NS
USD
638333.75000000
0.001381221177
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
6658.00000000
NS
USD
217650.02000000
0.000470949275
Long
EC
CORP
CW
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
794283.00000000
NS
USD
113479212.21000000
0.245545361014
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co. Class A
29530P102
5252.00000000
NS
USD
967786.04000000
0.002094087260
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc.
549300IUTGTP6EJP8124
Leidos Holdings Inc.
525327102
20728.00000000
NS
USD
1787375.44000000
0.003867507882
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1770264.00000000
NS
USD
81520657.20000000
0.176393709583
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos. Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Cos. Inc.
460690100
1813400.00000000
NS
USD
39441450.00000000
0.085343076415
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
105153.00000000
NS
USD
2145121.20000000
0.004641595136
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica Inc.
200340107
14395.00000000
NS
USD
941720.90000000
0.002037687730
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
20751.00000000
NS
USD
2775031.23000000
0.006004589139
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook Inc. Class A
30303M102
1294300.00000000
NS
USD
248052595.00000000
0.536734110183
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
4498.00000000
NS
USD
423351.76000000
0.000916044962
Long
EC
CORP
US
N
1
N
N
N
TCF Financial Corp.
549300UK6KFVK4A0D603
TCF Financial Corp.
872307103
6606.00000000
NS
USD
261531.54000000
0.000565899737
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
35556.00000000
NS
USD
2272739.52000000
0.004917734579
Long
EC
CORP
US
N
1
N
N
N
Vanguard Value ETF
HH8Q33B0J5YWPPIGZP55
Vanguard Value ETF
922908744
255823.00000000
NS
USD
29097308.02000000
0.062960509358
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
5321291.00000000
NS
USD
664735671.72000000
1.438349432577
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway Inc. Class B
084670702
2324165.00000000
NS
USD
494070995.70000000
1.069066647919
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Communications Inc.
25470F302
6332459.00000000
NS
USD
159831265.16000000
0.345841541730
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
N/A
15219700.00000000
NS
42071014.03000000
0.091032904855
Long
EC
CORP
GB
N
2
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
8009.00000000
NS
USD
719528.56000000
0.001556909821
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
2880638.00000000
NS
USD
337841224.64000000
0.731017988706
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co.
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
2833690.00000000
NS
USD
352822741.90000000
0.763434869230
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc.
25746U109
6473218.00000000
NS
USD
534364145.90000000
1.156252626034
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Brewing Co.
54930073LBBH6ZCBE225
Molson Coors Brewing Co. Class B
60871R209
37910.00000000
NS
USD
1998615.20000000
0.004324586690
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
4878526.00000000
NS
USD
782222858.84000000
1.692567215854
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
983140.00000000
NS
USD
178931480.00000000
0.387170425294
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287Y109
594909.00000000
NS
USD
47325010.95000000
0.102401459019
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
18040717.31960000
NS
USD
1804252139.13000000
3.904025541205
Long
STIV
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc.
01973R101
38634.00000000
NS
USD
1684828.74000000
0.003645618198
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc.
549300WTZWR07K8MNV44
Gilead Sciences Inc.
375558103
2974783.00000000
NS
USD
189523424.93000000
0.410089186282
Long
EC
CORP
US
N
1
N
N
N
Plains GP Holdings LP
549300O56BSKRD8FAM12
Plains GP Holdings LP Class A
72651A207
96578.00000000
NS
USD
1792487.68000000
0.003878569703
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
Altria Group Inc.
02209S103
10337.00000000
NS
USD
462994.23000000
0.001001823004
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group Inc.
74144T108
5053.00000000
NS
USD
585137.40000000
0.001266115364
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc.
882508104
1526260.00000000
NS
USD
180083417.40000000
0.389662977712
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group Inc.
681919106
510300.00000000
NS
USD
39390057.00000000
0.085231872675
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141G104
1102854.00000000
NS
USD
235326986.52000000
0.509198546025
Long
EC
CORP
US
N
1
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
2154606.00000000
NS
USD
45656101.14000000
0.098790286067
Long
EC
CORP
IE
N
1
N
N
N
Autoliv Inc.
A23RUXWKASG834LTMK28
Autoliv Inc.
052800109
27671.00000000
NS
USD
2153910.64000000
0.004660613652
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
1051418.00000000
NS
USD
139712423.84000000
0.302308562792
Long
EC
CORP
US
N
1
N
N
N
Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044101
2457700.00000000
NS
USD
60557728.00000000
0.131034300418
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc.
84860W300
15050.00000000
NS
USD
750092.00000000
0.001623042734
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556102
460702.00000000
NS
USD
139122789.96000000
0.301032717982
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
4829263.00000000
NS
USD
564154503.66000000
1.220712750567
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
6769007.00000000
NS
USD
293301073.31000000
0.634642385413
Long
EC
CORP
IE
N
1
N
N
N
DuPont de Nemours Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours Inc.
26614N102
4305500.00040000
NS
USD
283775505.03000000
0.614031041215
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
1742740.00000000
NS
USD
151810081.40000000
0.328485372052
Long
EC
CORP
IE
N
1
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc.
713448108
1320316.00000000
NS
USD
181107745.72000000
0.391879410680
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
Kinder Morgan Inc./DE
49456B101
10095.00000000
NS
USD
201698.10000000
0.000436432645
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc.
549300T065Z4KJ686G75
Voya Financial Inc.
929089100
18906.00000000
NS
USD
1020167.76000000
0.002207430383
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink Inc.
156700106
145225.00000000
NS
USD
1879211.50000000
0.004066221973
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
22180383.00000000
NS
USD
1145173174.29000000
2.477916043201
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874784
14932516.00000000
NS
USD
790826047.36000000
1.711182722517
Long
EC
CORP
US
N
1
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
3689.00000000
NS
USD
608648.11000000
0.001316987640
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc.
N/A
PulteGroup Inc.
745867101
48977.00000000
NS
USD
1921857.48000000
0.004158498984
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
46881.00000000
NS
USD
2051512.56000000
0.004439045551
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc.
ORQTRC074CWLT3DKHT41
Ventas Inc.
92276F100
9561.00000000
NS
USD
622421.10000000
0.001346789519
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3196844.00000000
NS
USD
176465788.80000000
0.381835183499
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
36722.00000000
NS
USD
1982988.00000000
0.004290772687
Long
EC
CORP
BM
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
3402527.00000000
NS
USD
339163891.36000000
0.733879963785
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc.
KDTEY8BWE486IKZ3CC07
PACCAR Inc.
693718108
660878.00000000
NS
USD
50266380.68000000
0.108765970000
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc.
N/A
1036900.00000000
NS
36813264.39000000
0.079656230588
Long
EC
CORP
JP
N
2
N
N
N
Corteva Inc.
254900H0NFJJWZ9ZP562
Corteva Inc.
22052L104
14624383.00040000
NS
USD
385791223.55000000
0.834771791396
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
9992695.00000000
NS
USD
569783468.90000000
1.232892658015
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
396PBGKP6TE3O062MS44
Seagate Technology plc
N/A
37193.00000000
NS
USD
2158309.79000000
0.004670132496
Long
EC
CORP
IE
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
13705374.00000000
NS
USD
1964939470.38000000
4.251719431511
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc.
125269100
45507.00000000
NS
USD
2063742.45000000
0.004465508484
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
505400.00000000
NS
152103153.43000000
0.329119518835
Long
EC
CORP
CH
N
2
N
N
N
Electronic Arts Inc.
549300O7A67PUEYKDL45
Electronic Arts Inc.
285512109
864637.00000000
NS
USD
83351006.80000000
0.180354204589
Long
EC
CORP
US
N
1
N
N
N
Macquarie Infrastructure Corp.
529900IZSJ64GH477714
Macquarie Infrastructure Corp.
55608B105
36667.00000000
NS
USD
1581814.38000000
0.003422716596
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
934433.00000000
NS
USD
165207754.40000000
0.357475143742
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa Inc. Class A
92826C839
1719230.00000000
NS
USD
307501477.80000000
0.665369100722
Long
EC
CORP
US
N
1
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp.
N/A
78016000.00000000
NS
62511920.09000000
0.135262764759
Long
EC
CORP
CN
N
2
N
N
N
Accenture plc
3912009JR9E9MPCX1B47
Accenture plc Class A
N/A
709795.00000000
NS
USD
131610188.90000000
0.284777015254
Long
EC
CORP
IE
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
1241743.00000000
NS
USD
376657904.19000000
0.815009192098
Long
EC
RF
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1705395.00000000
NS
USD
159028083.75000000
0.344103624578
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins Inc.
231021106
963600.00000000
NS
USD
166201728.00000000
0.359625895423
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co.
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
8755510.00000000
NS
USD
476562409.30000000
1.031181716532
Long
EC
CORP
US
N
1
N
N
N
Western Union Co.
28ID94QU1140NC23S047
Western Union Co.
959802109
11435.00000000
NS
USD
286561.10000000
0.000620058488
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
37318.00000000
NS
USD
1558772.86000000
0.003372859550
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
751430.00000000
NS
USD
123813121.10000000
0.267905785797
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc.
46284V101
10234.00000000
NS
USD
335675.20000000
0.000726331162
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp.
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
3508414.00000000
NS
USD
164018354.50000000
0.354901530283
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc.
549300TWZSP6O1IH2V34
WW Grainger Inc.
384802104
7557.00000000
NS
USD
2333903.88000000
0.005050081505
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
7473451.00000000
NS
USD
496162411.89000000
1.073592036608
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd. ADR
01609W102
478142.00000000
NS
USD
84473347.14000000
0.182782715139
Long
EC
CORP
KY
N
1
N
N
N
Alliance Data Systems Corp.
549300G8S4PO686J7H97
Alliance Data Systems Corp.
018581108
1680.00000000
NS
USD
168000.00000000
0.000363516981
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
6013440.00000000
NS
USD
698400921.60000000
1.511194015955
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
1054627.00000000
NS
USD
160746247.34000000
0.347821372444
Long
EC
CORP
CH
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
76818.00000000
NS
USD
2154744.90000000
0.004662418817
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc.
C3X4YJ278QNZHRJULN75
Teradyne Inc.
880770102
19417.00000000
NS
USD
1188708.74000000
0.002572117932
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206R102
142227.00000000
NS
USD
5474317.23000000
0.011845281390
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc.
98956P102
336774.00000000
NS
USD
46552270.02000000
0.100729408721
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
4438900.00000000
NS
USD
91574507.00000000
0.198148144872
Long
EC
CORP
US
N
1
N
N
Advance Auto Parts Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc.
00751Y106
2110558.00000000
NS
USD
342923463.84000000
0.742014894966
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG Energy Inc.
629377508
48401.00000000
NS
USD
1941848.12000000
0.004201754562
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc.
549300PGTHDQY6PSUI61
Evergy Inc.
30034W106
6250.00000000
NS
USD
399437.50000000
0.000864299489
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
4653253.00000000
NS
USD
211676478.97000000
0.458023777524
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare Inc.
40412C101
301800.00000000
NS
USD
40302372.00000000
0.087205932168
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc.
549300TPQQDBP9GNOF40
Activision Blizzard Inc.
00507V109
1333569.00000000
NS
USD
74719871.07000000
0.161678225989
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
13858.00000000
NS
USD
710361.08000000
0.001537073305
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
919770.00000000
NS
USD
73820740.20000000
0.159732694206
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
Universal Health Services Inc. Class B
913903100
15303.00000000
NS
USD
2103550.38000000
0.004551644547
Long
EC
CORP
US
N
1
N
N
N
Air Products & Chemicals Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals Inc.
009158106
2883815.00000000
NS
USD
615002386.90000000
1.330736970896
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
11581.00000000
NS
USD
587851.56000000
0.001271988240
Long
EC
CORP
BM
N
1
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411105
5536800.00000000
NS
USD
119927088.00000000
0.259497220194
Long
EC
CORP
US
N
1
N
N
N
CBS Corp.
5KYC8KF17ROCY24M3H09
CBS Corp. Class B
124857202
1646100.00000000
NS
USD
59325444.00000000
0.128367894706
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604103
86114205.00000000
NS
USD
859419765.90000000
1.859605231399
Long
EC
CORP
US
N
1
N
N
N
2019-11-30
VANGUARD WINDSOR FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer