0001752724-23-196229.txt : 20230828
0001752724-23-196229.hdr.sgml : 20230828
20230828161801
ACCESSION NUMBER: 0001752724-23-196229
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS
CENTRAL INDEX KEY: 0000036405
IRS NUMBER: 231999755
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02652
FILM NUMBER: 231215792
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 INDEX FUNDS/
DATE OF NAME CHANGE: 20011121
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INDEX TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST
DATE OF NAME CHANGE: 19800904
0000036405
S000002840
Vanguard Value Index Fund
C000007775
Investor Shares
VIVAX
C000007776
Admiral Shares
VVIAX
C000007777
Institutional Shares
VIVIX
C000007778
ETF Shares
VTV
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000036405
XXXXXXXX
S000002840
C000007778
C000007777
C000007775
C000007776
VANGUARD INDEX FUNDS
811-02652
0000036405
549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD VALUE INDEX FUND
S000002840
HH8Q33B0J5YWPPIGZP55
2023-12-31
2023-06-30
N
148008449533.94
49245219.11
147959204314.83
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
108987267.84000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2843049.00000000
NS
USD
155998098.63000000
0.105433182986
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
2528562.00000000
NS
USD
287927354.94000000
0.194599150673
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
11469064.00000000
NS
USD
442247107.84000000
0.298898003600
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
4635532.00000000
NS
USD
207161925.08000000
0.140012867762
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2141736.00000000
NS
USD
173416363.92000000
0.117205526160
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
6698676.00000000
NS
USD
601139184.24000000
0.406287116116
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
3533610.00000000
NS
USD
612798646.20000000
0.414167303100
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5823090.00000000
NS
USD
120712655.70000000
0.081585093850
Long
EC
CORP
US
N
1
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
AVANTOR INC
05352A100
2935931.00000000
NS
USD
60304022.74000000
0.040757195890
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TR
133131102
465008.00000000
NS
USD
50625420.96000000
0.034215796978
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
4299461.00000000
NS
USD
83839489.50000000
0.056663922929
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2762920.00000000
NS
USD
202190485.60000000
0.136652860858
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
6145881.00000000
NS
USD
327329622.06000000
0.221229644736
Long
EC
CORP
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE TE
36266G107
3354209.00000000
NS
USD
272495939.16000000
0.184169643532
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1809566.00000000
NS
USD
263472809.60000000
0.178071253370
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
4003337.00000000
NS
USD
381838283.06000000
0.258069975996
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
11559039.00000000
NS
USD
1018351335.90000000
0.688264944797
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1728653.00000000
NS
USD
164481332.95000000
0.111166678485
Long
EC
CORP
US
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
ALBERTSONS COS-A
013091103
2747839.00000000
NS
USD
59957846.98000000
0.040523228857
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
20473403.00000000
NS
USD
3106634171.22000000
2.099655905562
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
4777327.00000000
NS
USD
297006419.59000000
0.200735345236
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
3415206.00000000
NS
USD
170248019.10000000
0.115064162373
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
1505942.00000000
NS
USD
170909357.58000000
0.115511135904
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
1175384.00000000
NS
USD
174955908.40000000
0.118246045732
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507V109
3238767.00000000
NS
USD
273028058.10000000
0.184529282489
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
17659671.00000000
NS
USD
602194781.10000000
0.407000553895
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1565816.00000000
NS
USD
171723040.72000000
0.116061073398
Long
EC
CORP
US
N
1
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
MARKEL GROUP INC
570535104
110324.00000000
NS
USD
152597950.32000000
0.103135152035
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
974970.00000000
NS
USD
137041783.20000000
0.092621330206
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
RIVIAN AUTOMOT-A
76954A103
6078818.00000000
NS
USD
101273107.88000000
0.068446642673
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
62112195.00000000
NS
USD
990689510.25000000
0.669569368690
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
2189427.00000000
NS
USD
114901128.96000000
0.077657303911
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
4642373.00000000
NS
USD
1030699653.46000000
0.696610703087
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3022309.00000000
NS
USD
96139649.29000000
0.064977133213
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
15329604.00000000
NS
USD
2065357546.92000000
1.395896630077
Long
EC
CORP
US
N
1
N
N
N
KKR & Co Inc
54930013V5I303TF9571
KKR & CO INC
48251W104
5619662.00000000
NS
USD
314701072.00000000
0.212694487955
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1222456.00000000
NS
USD
206876228.88000000
0.139819776564
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
3877056.00000000
NS
USD
130734328.32000000
0.088358361296
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1841151.00000000
NS
USD
179272872.87000000
0.121163717864
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1978944.00000000
NS
USD
115609908.48000000
0.078136341037
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
4356368.00000000
NS
USD
848664050.08000000
0.573579760725
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
12569886.00000000
NS
USD
135503371.08000000
0.091581575953
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA- A
531229409
346295.00000000
NS
USD
11361938.95000000
0.007679102494
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
1980470.00000000
NS
USD
378784692.20000000
0.256006170048
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
2686621.00000000
NS
USD
61846015.42000000
0.041799370107
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION-A
21036P108
1432300.00000000
NS
USD
352531999.00000000
0.238262972981
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
15603.00000000
NS
USD
1762826.94000000
0.001191427696
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1014090.00000000
NS
USD
95679391.50000000
0.064666062475
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
10530530.00000000
NS
USD
1091068213.30000000
0.737411517149
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
9485076.00000000
NS
USD
666326589.00000000
0.450344804221
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1217726.00000000
NS
USD
179797243.90000000
0.121518120303
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
922619.00000000
NS
USD
217276774.50000000
0.146849109865
Long
EC
CORP
US
N
1
N
N
N
Endeavor Group Holdings Inc
N/A
ENDEAVOR GROUP-A
29260Y109
652925.00000000
NS
USD
15617966.00000000
0.010555589341
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
34136662.00000000
NS
USD
516487696.06000000
0.349074394155
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1713160.00000000
NS
USD
140393462.00000000
0.094886602459
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
1330303.00000000
NS
USD
161139602.39000000
0.108908129870
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
CONSTELLATION EN
21037T109
2834851.00000000
NS
USD
259530609.05000000
0.175406869921
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
5085050.00000000
NS
USD
673108068.50000000
0.454928148348
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
3167582.00000000
NS
USD
279444084.04000000
0.188865630451
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
3036930.00000000
NS
USD
215379075.60000000
0.145566527339
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
1117456.00000000
NS
USD
32484445.92000000
0.021955001765
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
3576048.00000000
NS
USD
318304032.48000000
0.215129591939
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
18252557.00000000
NS
USD
1167251020.15000000
0.788900579423
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
THE CIGNA GROUP
125523100
2570431.00000000
NS
USD
721262938.60000000
0.487474193944
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
TRIMBLE INC
896239100
1057987.00000000
NS
USD
56009831.78000000
0.037854915508
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
596545.00000000
NS
USD
265683246.65000000
0.179565203719
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1954187.00000000
NS
USD
218908027.74000000
0.147951611901
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
BLACK KNIGHT
09215C105
306743.00000000
NS
USD
18321759.39000000
0.012382980480
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
2637678.00000000
NS
USD
850756662.12000000
0.574994077630
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
13317372.00000000
NS
USD
440005970.88000000
0.297383304349
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
3148725.00000000
NS
USD
344376053.25000000
0.232750679381
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
4792996.00000000
NS
USD
479730969.64000000
0.324231920455
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119100
698702.00000000
NS
USD
76109608.86000000
0.051439590536
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2339847.00000000
NS
USD
79554798.00000000
0.053768062871
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3882420.00000000
NS
USD
239622962.40000000
0.161952048545
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
2930973.00000000
NS
USD
404650132.38000000
0.273487637524
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1333134.00000000
NS
USD
124927987.14000000
0.084434076080
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
4719391.00000000
NS
USD
329413491.80000000
0.222638053053
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
4003562.00000000
NS
USD
104412896.96000000
0.070568706721
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR
682189105
1879475.00000000
NS
USD
177760745.50000000
0.120141728473
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886F107
445071.00000000
NS
USD
319801316.34000000
0.216141549166
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2559885.00000000
NS
USD
206608318.35000000
0.139638706024
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
17580255.00000000
NS
USD
1304454921.00000000
0.881631478785
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2486258.00000000
NS
USD
126898608.32000000
0.085765944003
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
13064909.00000000
NS
USD
740519042.12000000
0.500488662093
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
FERGUSON PLC
G3421J106
1711453.00000000
NS
USD
269228671.43000000
0.181961421512
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
5783542.00000000
NS
USD
1200084965.00000000
0.811091794226
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2317119.00000000
NS
USD
938873447.61000000
0.634548862274
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
1533516.00000000
NS
USD
41650294.56000000
0.028149850327
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
6340173.00000000
NS
USD
282264501.96000000
0.190771843676
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
4541084.00000000
NS
USD
379861676.60000000
0.256734062851
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
1792821.00000000
NS
USD
544085317.08000000
0.367726576794
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
3481174.00000000
NS
USD
164555094.98000000
0.111216531436
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
4470421.00000000
NS
USD
376409448.20000000
0.254400832947
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
6185937.00000000
NS
USD
303853225.44000000
0.205362840958
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive KROGER CO Pay Overnight Rate
N/A
1000000.00000000
NC
USD
1060000.00000000
0.000716413693
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
KROGER CO
Y
Receive positive return on reference instrument
2024-01-31
0.00000000
USD
0.00000000
USD
45940000.00000000
USD
1060000.00000000
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
2076500.00000000
NS
USD
233855430.00000000
0.158053992708
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
837693.37600000
NS
USD
83752583.73000000
0.056605186624
Long
STIV
CORP
US
N
1
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
3124744.00000000
NS
USD
578983815.76000000
0.391313145026
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
1526097.00000000
NS
USD
29133191.73000000
0.019690016491
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
671107.00000000
NS
USD
25287311.76000000
0.017090732460
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
3597172.00000000
NS
USD
692671440.32000000
0.468150287457
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
785250.00000000
NS
USD
51700860.00000000
0.034942645332
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
3462761.00000000
NS
USD
696361237.10000000
0.470644080795
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
2145230.00000000
NS
USD
461546234.50000000
0.311941549454
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1105705.00000000
NS
USD
764196953.70000000
0.516491662170
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1257190.00000000
NS
USD
358110571.50000000
0.242033318007
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI PROPERTIES
925652109
8715074.00000000
NS
USD
273914775.82000000
0.185128581279
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
22046909.00000000
NS
USD
2543992829.51000000
1.719388017319
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2732821.00000000
NS
USD
397871409.39000000
0.268906156418
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
7265846.00000000
NS
USD
376298164.34000000
0.254325620418
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-A
084670108
52.00000000
NS
USD
26926120.00000000
0.018198340633
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2784343.00000000
NS
USD
105610129.99000000
0.071377871001
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
5102342.00000000
NS
USD
391349631.40000000
0.264498334667
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
2570675.00000000
NS
USD
580201347.50000000
0.392136028432
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771108
4728328.00000000
NS
USD
87710484.40000000
0.059280181186
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
1088072.00000000
NS
USD
113529432.48000000
0.076730226420
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4736094.00000000
NS
USD
184139334.72000000
0.124452774379
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
1659698.00000000
NS
USD
172226861.46000000
0.116401586678
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1368456.00000000
NS
USD
133178137.92000000
0.090010039278
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
4383269.00000000
NS
USD
199701735.64000000
0.134970809396
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
12901181.00000000
NS
USD
1536401645.29000000
1.038395449884
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
2738227.00000000
NS
USD
159392193.67000000
0.107727122762
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
DELL TECHN-C
24703L202
2116803.00000000
NS
USD
114540210.33000000
0.077413372733
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1685469.00000000
NS
USD
100083149.22000000
0.067642394863
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS I
228368106
1045660.00000000
NS
USD
90836484.20000000
0.061392925584
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
881958.00000000
NS
USD
130238737.86000000
0.088023410549
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
36239441.00000000
NS
USD
1211846907.04000000
0.819041243599
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1929526.00000000
NS
USD
577950922.78000000
0.390615051937
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
2648215.00000000
NS
USD
541877753.30000000
0.366234568379
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive CONAGRA BRANDS I Pay Overnight Rate
N/A
275000.00000000
NC
USD
-316250.00000000
-0.00021374134
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
CONAGRA BRANDS I
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
9589250.00000000
USD
-316250.00000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2665011.00000000
NS
USD
324305188.59000000
0.219185545158
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1692562.00000000
NS
USD
241613225.50000000
0.163297191694
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
HEALTHPEAK PROPE
42250P103
4762409.00000000
NS
USD
95724420.90000000
0.064696496134
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LA
159864107
111295.00000000
NS
USD
23399773.75000000
0.015815017293
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2381028.00000000
NS
USD
95764946.16000000
0.064723885616
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECH CORP
989207105
223816.00000000
NS
USD
66211487.28000000
0.044749826539
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2699051.00000000
NS
USD
194385653.02000000
0.131377871299
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
702966.00000000
NS
USD
120769558.80000000
0.081623552491
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
3534008.00000000
NS
USD
116586923.92000000
0.078796668622
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
5807265.00000000
NS
USD
341467182.00000000
0.230784683914
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA-C
531229607
641506.00000000
NS
USD
20996491.38000000
0.014190730125
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
408794.00000000
NS
USD
98940411.82000000
0.066870062108
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIV
194162103
3600301.00000000
NS
USD
277367189.04000000
0.187461936095
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-A
92556H107
114903.00000000
NS
USD
2132599.68000000
0.001441343030
Long
EC
CORP
US
N
1
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
960413102
138881.00000000
NS
USD
16592113.07000000
0.011213978303
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
3006459.00000000
NS
USD
271783893.60000000
0.183688399014
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2181371.00000000
NS
USD
357701216.58000000
0.241756650582
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1229869.00000000
NS
USD
301514684.04000000
0.203782309749
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
2175588.00000000
NS
USD
189776541.24000000
0.128262747910
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
4963848.00000000
NS
USD
448682220.72000000
0.303247251698
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748102
4300087.00000000
NS
USD
808760362.96000000
0.546610375951
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
4984304.00000000
NS
USD
281762705.12000000
0.190432698273
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
859790.00000000
NS
USD
87724373.70000000
0.059289568436
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
49048498.00000000
NS
USD
1799098906.64000000
1.215942539682
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
6350539.00000000
NS
USD
212806561.89000000
0.143827863143
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1756034.00000000
NS
USD
118760579.42000000
0.080265759720
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
2737010.00000000
NS
USD
383619321.60000000
0.259273712221
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
20403832.00000000
NS
USD
352578216.96000000
0.238294209943
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
4010625.00000000
NS
USD
529001437.50000000
0.357531956156
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
2042855.00000000
NS
USD
302955396.50000000
0.204756032517
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2275858.00000000
NS
USD
185869322.86000000
0.125622007580
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752103
2059594.00000000
NS
USD
915057018.26000000
0.618452243304
Long
EC
CORP
US
N
1
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046109
1091593.00000000
NS
USD
129670332.47000000
0.087639246960
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
CATALENT INC
148806102
372317.00000000
NS
USD
16143665.12000000
0.010910889386
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
12891982.00000000
NS
USD
2026361730.76000000
1.369540840763
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
3122115.00000000
NS
USD
205965926.55000000
0.139204537834
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1129830.00000000
NS
USD
36030278.70000000
0.024351495310
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
6284420.00000000
NS
USD
361605526.80000000
0.244395425397
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2538735.00000000
NS
USD
149150681.25000000
0.100805273954
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
8170166.00000000
NS
USD
145592358.12000000
0.098400338657
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
11832466.00000000
NS
USD
863060070.04000000
0.583309483202
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2112996.00000000
NS
USD
160249616.64000000
0.108306622343
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
1712418.00000000
NS
USD
105947301.66000000
0.071605752511
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos Inc
N/A
ROCKET COS INC-A
77311W101
983210.00000000
NS
USD
8809561.60000000
0.005954047699
Long
EC
CORP
US
N
1
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1438086.00000000
NS
USD
177977523.36000000
0.120288240386
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL M
035710839
2144772.00000000
NS
USD
42916887.72000000
0.029005892481
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive BANK NY MELLON Pay Overnight Rate +0.45
N/A
165000.00000000
NC
USD
712800.00000000
0.000481754415
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
BANK NY MELLON
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
6633000.00000000
USD
712800.00000000
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
1400753.00000000
NS
USD
43885591.49000000
0.029660602524
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-B
92556H206
4203640.00000000
NS
USD
66879912.40000000
0.045201589660
Long
EC
CORP
US
N
1
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1140663.00000000
NS
USD
92507769.30000000
0.062522483632
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1037464.00000000
NS
USD
86856486.08000000
0.058702996195
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1114566.00000000
NS
USD
434725322.64000000
0.293814315001
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GRP
G0450A105
3067405.00000000
NS
USD
229595264.25000000
0.155174708672
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1860210.00000000
NS
USD
408446309.70000000
0.276053329423
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3596337.00000000
NS
USD
98359816.95000000
0.066477660112
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
2325881.00000000
NS
USD
135529085.87000000
0.091598955602
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
27910.00000000
NS
USD
550385.20000000
0.000371984428
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
377719.00000000
NS
USD
129127017.34000000
0.087272040923
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3139791.00000000
NS
USD
368297484.30000000
0.248918265007
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC-CL A
928563402
2045078.00000000
NS
USD
293857257.82000000
0.198606946543
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
771172.00000000
NS
USD
186106938.76000000
0.125782603131
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
3509272.00000000
NS
USD
229366017.92000000
0.155019769795
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1701267.00000000
NS
USD
101327462.52000000
0.068483378907
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
1679622.00000000
NS
USD
64799816.76000000
0.043795732114
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
8146269.00000000
NS
USD
75271525.56000000
0.050873161902
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOL
339041105
608357.00000000
NS
USD
152746275.56000000
0.103235399424
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
1942517.00000000
NS
USD
150894720.56000000
0.101984003806
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
945182.00000000
NS
USD
98053180.68000000
0.066270416317
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
2220073.00000000
NS
USD
176695610.07000000
0.119421843938
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
11232628.00000000
NS
USD
188708150.40000000
0.127540663167
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
5135919.00000000
NS
USD
280934769.30000000
0.189873127934
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
33815190.00000000
NS
USD
2036350741.80000000
1.376292033489
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1722514.00000000
NS
USD
127707187.96000000
0.086312432235
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671D857
12452669.00000000
NS
USD
498106760.00000000
0.336651418414
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
1076368.00000000
NS
USD
171185566.72000000
0.115697815159
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
15108597.00000000
NS
USD
1647139244.94000000
1.113238782654
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936U109
1862252.00000000
NS
USD
125813745.12000000
0.085032726218
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
3728218.00000000
NS
USD
126461154.56000000
0.085470285640
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
615803.00000000
NS
USD
35464094.77000000
0.023968833121
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
1882294.00000000
NS
USD
214468578.36000000
0.144951156876
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
4477587.00000000
NS
USD
1101710281.35000000
0.744604086276
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
10585356.00000000
NS
USD
345400166.28000000
0.233442838436
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
7249704.00000000
NS
USD
360382785.84000000
0.243569021277
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
1696791.00000000
NS
USD
117791231.22000000
0.079610614132
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
16066337.00000000
NS
USD
739694155.48000000
0.499931152580
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive JOHNSON CONTROLS Pay Overnight Rate
N/A
163000.00000000
NC
USD
1375720.00000000
0.000929796835
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
JOHNSON CONTROLS
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
9731100.00000000
USD
1375720.00000000
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2256466.00000000
NS
USD
207211272.78000000
0.140046219996
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
4862318.00000000
NS
USD
549830919.44000000
0.371609810951
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
26753.00000000
NS
USD
169898136.86000000
0.114827690272
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
4839265.00000000
NS
USD
576066105.60000000
0.389341175675
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
36136180.00000000
NS
USD
1501458279.00000000
1.014778557341
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
3685927.00000000
NS
USD
429779088.20000000
0.290471343226
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
4604399.00000000
NS
USD
216406753.00000000
0.146261095416
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2244694.00000000
NS
USD
561532651.04000000
0.379518566378
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
460910.00000000
NS
USD
132829652.90000000
0.089774511504
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
1959964.00000000
NS
USD
112462734.32000000
0.076009285695
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
5478895.00000000
NS
USD
159709789.25000000
0.107941773537
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
2251331.00000000
NS
USD
81047916.00000000
0.054777204551
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
1015641.00000000
NS
USD
154235242.26000000
0.104241735398
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-B
084670702
15834858.00000000
NS
USD
5399686578.00000000
3.649442833249
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
16552029.00000000
NS
USD
285025939.38000000
0.192638194223
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
32870576.00000000
NS
USD
1222456721.44000000
0.826212013710
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
13485286.00000000
NS
USD
1316433619.32000000
0.889727425486
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TRANSUNION
89400J107
1681828.00000000
NS
USD
131737587.24000000
0.089036425851
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
1178212.00000000
NS
USD
503461769.72000000
0.340270665857
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
2200492.00000000
NS
USD
1013062506.96000000
0.684690426426
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
2927127.00000000
NS
USD
175012923.33000000
0.118284579955
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
4405549.00000000
NS
USD
139259403.89000000
0.094120135705
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
SIRIUS XM HOLDIN
82968B103
5062645.00000000
NS
USD
22933781.85000000
0.015500071087
Long
EC
CORP
US
N
1
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
8740263.00000000
NS
USD
164579152.29000000
0.111232790857
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2614161.00000000
NS
USD
69824240.31000000
0.047191548936
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCAR
60855R100
507549.00000000
NS
USD
152894060.76000000
0.103335281821
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
1645401.00000000
NS
USD
322120153.77000000
0.217708763210
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1695108.00000000
NS
USD
77483386.68000000
0.052368074726
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
918437.00000000
NS
USD
126753490.37000000
0.085667864298
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
35121795.00000000
NS
USD
3766812513.75000000
2.545845343784
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
2883563.00000000
NS
USD
692055120.00000000
0.467733739989
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2280409.00000000
NS
USD
248655797.36000000
0.168056998218
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
1824219.00000000
NS
USD
261775426.50000000
0.176924056676
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
259044.00000000
NS
USD
18210793.20000000
0.012307982652
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINAN
21871X109
1395819.00000000
NS
USD
24650163.54000000
0.016660108206
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
233129.00000000
NS
USD
77296251.24000000
0.052241596998
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
3318187.00000000
NS
USD
102001068.38000000
0.068938643494
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2538363.00000000
NS
USD
144229785.66000000
0.097479427743
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
269302.00000000
NS
USD
124334040.38000000
0.084032650050
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1187537.00000000
NS
USD
541279364.60000000
0.365830140210
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
11569075.00000000
NS
USD
351121426.25000000
0.237309620497
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
3583690.00000000
NS
USD
256018813.60000000
0.173033380914
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
15634460.00000000
NS
USD
2460082281.00000000
1.662676068306
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
6360804.00000000
NS
USD
181219305.96000000
0.122479237975
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2737348.00000000
NS
USD
241543587.52000000
0.163250126032
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
12695372.00000000
NS
USD
1243638641.12000000
0.840528067773
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
4331196.00000000
NS
USD
271176181.56000000
0.183277669554
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6
N/A
185000.00000000
NC
USD
-251598.15000000
-0.00017004562
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GOLDMAN SACHS GP
Y
Receive positive return on reference instrument
2024-08-30
0.00000000
USD
0.00000000
USD
59921500.00000000
USD
-251598.15000000
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
783212.00000000
NS
USD
103509297.92000000
0.069957998489
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1169041.00000000
NS
USD
214519023.50000000
0.144985250828
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
6296235.00000000
NS
USD
1128600123.75000000
0.762777908259
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271V100
8528542.00000000
NS
USD
266687508.34000000
0.180243946008
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604301
9461041.00000000
NS
USD
1039295353.85000000
0.702420210126
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
7692873.00000000
NS
USD
236248129.83000000
0.159671127540
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
2469817.00000000
NS
USD
652056386.17000000
0.440700116758
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
2005010.00000000
NS
USD
348190036.60000000
0.235328405699
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
7888949.00000000
NS
USD
1055620265.69000000
0.713453597279
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
10869756.00000000
NS
USD
928277162.40000000
0.627387236028
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
WARNER BROS DISC
934423104
19022147.00000000
NS
USD
238537723.38000000
0.161218576758
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6639131.00000000
NS
USD
232635150.24000000
0.157229252020
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive FERGUSON PLC Pay Overnight Rate
N/A
68000.00000000
NC
843200.00000000
0.000569886817
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
FERGUSON PLC
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
GBP
0.00000000
GBP
9853880.00000000
GBP
843200.00000000
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
5082224.00000000
NS
USD
581609714.56000000
0.393087890174
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
2267264.00000000
NS
USD
223370849.28000000
0.150967863279
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
1964592.00000000
NS
USD
487022356.80000000
0.329159891779
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
3323769.00000000
NS
USD
230835757.05000000
0.156013110586
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201108
1708870.00000000
NS
USD
84691597.20000000
0.057239830122
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
5576114.00000000
NS
USD
269549350.76000000
0.182178156477
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECH
595112103
9508154.00000000
NS
USD
600059598.94000000
0.405557465464
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
11137832.00000000
NS
USD
769958326.16000000
0.520385554738
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
729686.00000000
NS
USD
214002310.08000000
0.144636023876
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2203290.00000000
NS
USD
257454436.50000000
0.174003663842
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
3094603.00000000
NS
USD
52082168.49000000
0.035200357241
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
3066973.00000000
NS
USD
229317571.21000000
0.154987026506
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
1433157.00000000
NS
USD
61568424.72000000
0.041611757109
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
1977282.00000000
NS
USD
448368466.32000000
0.303035197030
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1332524.00000000
NS
USD
138968927.96000000
0.093923814069
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
25385431.00000000
NS
USD
3692057084.64000000
2.495320991848
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4765269.00000000
NS
USD
321417394.05000000
0.217233794638
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
5571697.00000000
NS
USD
264878475.38000000
0.179021289420
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
32600596.00000000
NS
USD
1391393437.28000000
0.940389916074
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
4401289.00000000
NS
USD
326575643.80000000
0.220720059500
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
558788.00000000
NS
USD
130924028.40000000
0.088486572367
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6413850.00000000
NS
USD
169710471.00000000
0.114700854053
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2216314.00000000
NS
USD
209596814.98000000
0.141658517258
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
373930.00000000
NS
USD
40990206.60000000
0.027703721975
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
10440998.00000000
NS
USD
104201160.04000000
0.070425601788
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
432202.00000000
NS
USD
97236805.96000000
0.065718659687
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
58850537.00000000
NS
USD
1688421906.53000000
1.141140163836
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep23
N/A
1058.00000000
NC
USD
2848753.11000000
0.001925363902
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2023-09-15
234579671.89000000
USD
2848753.11000000
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
2000478.00000000
NS
USD
323837378.64000000
0.218869370202
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
597698.00000000
NS
USD
52884319.04000000
0.035742500295
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1607933.00000000
NS
USD
176904788.66000000
0.119563219793
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
4730396.00000000
NS
USD
357428721.76000000
0.241572481695
Long
EC
CORP
US
N
1
N
N
N
Jacobs Solutions Inc
N/A
JACOBS SOLUTIONS
46982L108
1104620.00000000
NS
USD
131328271.80000000
0.088759785109
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6
N/A
65000.00000000
NC
USD
-88399.35000000
-0.00005974575
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GOLDMAN SACHS GP
Y
Receive positive return on reference instrument
2024-08-30
0.00000000
USD
0.00000000
USD
21053500.00000000
USD
-88399.35000000
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
1085453.00000000
NS
USD
485338599.89000000
0.328021904509
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
11965042.00000000
NS
USD
2216165079.24000000
1.497821706667
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2286109.00000000
NS
USD
286472318.79000000
0.193615747067
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
5796530.00000000
NS
USD
394975554.20000000
0.266948958011
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
10850733.00000000
NS
USD
836265992.31000000
0.565200384918
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1861175.00000000
NS
USD
142193770.00000000
0.096103362179
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
5179301.00000000
NS
USD
187542489.21000000
0.126752837093
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
8089328.00000000
NS
USD
3888054609.92000000
2.627788266316
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
8632359.00000000
NS
USD
351682305.66000000
0.237688697562
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
2697266.00000000
NS
USD
311480277.68000000
0.210517675546
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1052148.00000000
NS
USD
175792887.84000000
0.118811728309
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
KRAFT HEINZ CO/T
500754106
6921494.00000000
NS
USD
245713037.00000000
0.166068098390
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
15486371.00000000
NS
USD
701532606.30000000
0.474139212594
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
2890854.00000000
NS
USD
101179890.00000000
0.068383640253
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
5862929.00000000
NS
USD
335945831.70000000
0.227053013197
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
3622466.00000000
NS
USD
3142235682.38000000
2.123717613196
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5899610.00000000
NS
USD
154628778.10000000
0.104507711308
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1491869.00000000
NS
USD
287080351.67000000
0.194026693370
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
1623933.00000000
NS
USD
42628241.25000000
0.028810807308
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
22572930.00000000
NS
USD
3736271373.60000000
2.525203748494
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
2841257.00000000
NS
USD
50972150.58000000
0.034450138344
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
745336.00000000
NS
USD
46039404.72000000
0.031116282987
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
2040277.00000000
NS
USD
99789948.07000000
0.067444231355
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1376923.00000000
NS
USD
115248455.10000000
0.077892048442
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
31866588.00000000
NS
USD
1648777263.12000000
1.114345856856
Long
EC
CORP
US
N
1
N
N
N
Lucid Group Inc
N/A
LUCID GROUP INC
549498103
6926379.00000000
NS
USD
47722751.31000000
0.032253992937
Long
EC
CORP
US
N
1
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
4836946.00000000
NS
USD
842595993.20000000
0.569478591819
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
904171.00000000
NS
USD
300329439.36000000
0.202981247939
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C TECHNOLOGIE
78467J100
1844588.00000000
NS
USD
111782032.80000000
0.075549225421
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH-A
192446102
4404030.00000000
NS
USD
287495078.40000000
0.194306991397
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
8022034.00000000
NS
USD
983742029.42000000
0.664873830577
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759100
1783996.00000000
NS
USD
273254667.32000000
0.184682439044
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1231894.00000000
NS
USD
233160577.38000000
0.157584368245
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
852038.00000000
NS
USD
98666000.40000000
0.066684597863
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
6898055.00000000
NS
USD
294271026.30000000
0.198886596925
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
INTERACTIVE BROK
45841N107
425698.00000000
NS
USD
35362732.86000000
0.023900326460
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOG
00971T101
1359948.00000000
NS
USD
122218526.76000000
0.082602854838
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
2238654.00000000
NS
USD
150885279.60000000
0.101977623020
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
3467179.00000000
NS
USD
436691195.05000000
0.295142973410
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
1264904.00000000
NS
USD
55554583.68000000
0.037547230628
Long
EC
CORP
US
N
1
N
N
N
2023-08-24
VANGUARD INDEX FUNDS
Ashley Grim
Ashley Grim
Treasurer