0001752724-23-196237.txt : 20230828
0001752724-23-196237.hdr.sgml : 20230828
20230828161803
ACCESSION NUMBER: 0001752724-23-196237
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: 231215800
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
S000012757
Vanguard Mid-Cap Value Index Fund
C000034429
Investor Shares
VMVIX
C000034430
ETF Shares
VOE
C000105307
Admiral Shares
VMVAX
NPORT-P
1
primary_doc.xml
NPORT-P
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C000034430
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VANGUARD INDEX FUNDS
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549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD MID-CAP VALUE INDEX FUND
S000012757
Q4QUKKUM8YYJ562GIO45
2023-12-31
2023-06-30
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2809196.00000000
NS
USD
154140584.52000000
0.549725571717
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
2504950.00000000
NS
USD
285238656.50000000
1.017272537331
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
4595529.00000000
NS
USD
205374191.01000000
0.732444637604
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2116074.00000000
NS
USD
171338511.78000000
0.611060102300
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5754950.00000000
NS
USD
119300113.50000000
0.425470834329
Long
EC
CORP
US
N
1
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
AVANTOR INC
05352A100
2901637.00000000
NS
USD
59599623.98000000
0.212555554194
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TR
133131102
458863.00000000
NS
USD
49956414.81000000
0.178164101154
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
3894384.00000000
NS
USD
75940488.00000000
0.270833462272
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2730186.00000000
NS
USD
199795011.48000000
0.712547102725
Long
EC
CORP
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE TE
36266G107
1661420.00000000
NS
USD
134973760.80000000
0.481369186795
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1793236.00000000
NS
USD
261095161.60000000
0.931167397802
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1715437.00000000
NS
USD
163223830.55000000
0.582119977333
Long
EC
CORP
US
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
ALBERTSONS COS-A
013091103
2713517.00000000
NS
USD
59208940.94000000
0.211162225771
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
3375573.00000000
NS
USD
168272314.05000000
0.600124842742
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
1487547.00000000
NS
USD
168821709.03000000
0.602084199977
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1546465.00000000
NS
USD
169600816.55000000
0.604862801915
Long
EC
CORP
US
N
1
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
MARKEL GROUP INC
570535104
54509.00000000
NS
USD
75395758.62000000
0.268890744390
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
963038.00000000
NS
USD
135364621.28000000
0.482763148039
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
RIVIAN AUTOMOT-A
76954A103
6007225.00000000
NS
USD
100080368.50000000
0.356925711438
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
2161453.00000000
NS
USD
113433053.44000000
0.404546604958
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
2983906.00000000
NS
USD
94918049.86000000
0.338514865426
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1208129.00000000
NS
USD
204451670.67000000
0.729154569496
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
4100281.00000000
NS
USD
138261475.32000000
0.493094461808
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1817966.00000000
NS
USD
177015349.42000000
0.631305924170
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1973933.00000000
NS
USD
115317165.86000000
0.411266086271
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
12411939.00000000
NS
USD
133800702.42000000
0.477185602111
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA- A
531229409
320487.00000000
NS
USD
10515178.47000000
0.037501236381
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
122627.00000000
NS
USD
13854398.46000000
0.049410200032
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1001130.00000000
NS
USD
94456615.50000000
0.336869210142
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1202415.00000000
NS
USD
177536574.75000000
0.633164817423
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
914906.00000000
NS
USD
215460363.00000000
0.768415869197
Long
EC
CORP
US
N
1
N
N
N
Endeavor Group Holdings Inc
N/A
ENDEAVOR GROUP-A
29260Y109
644810.00000000
NS
USD
15423855.20000000
0.055007496204
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1692053.00000000
NS
USD
138663743.35000000
0.494529106833
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
1313677.00000000
NS
USD
159125695.01000000
0.567504424202
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
CONSTELLATION EN
21037T109
2808574.00000000
NS
USD
257124949.70000000
0.917008070371
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
1569101.00000000
NS
USD
138426090.22000000
0.493681542883
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2999282.00000000
NS
USD
212709079.44000000
0.758603716657
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
1100881.00000000
NS
USD
32002610.67000000
0.114133818175
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
1776655.00000000
NS
USD
158140061.55000000
0.563989270040
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
590935.00000000
NS
USD
263184720.95000000
0.938619583168
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1930822.00000000
NS
USD
216290680.44000000
0.771377105726
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119100
690428.00000000
NS
USD
75208322.04000000
0.268222272285
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2309538.00000000
NS
USD
78524292.00000000
0.280048317241
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3847035.00000000
NS
USD
237439000.20000000
0.846800280013
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1316704.00000000
NS
USD
123388331.84000000
0.440051018848
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3953344.00000000
NS
USD
103103211.52000000
0.367706351154
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI Sep23
N/A
102.00000000
NC
USD
719654.90000000
0.002566570657
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
S&P 400 Index
MID
2023-09-15
26250165.10000000
USD
719654.90000000
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2538870.00000000
NS
USD
204912197.70000000
0.730796988886
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2455539.00000000
NS
USD
125330710.56000000
0.446978300561
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
FERGUSON PLC
G3421J106
1760564.00000000
NS
USD
276954322.84000000
0.987727365488
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
1530469.00000000
NS
USD
41567538.04000000
0.148246087719
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
4492980.00000000
NS
USD
375837777.00000000
1.340384412565
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
3439557.00000000
NS
USD
162587859.39000000
0.579851855601
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
1503413.00000000
NS
USD
28700154.17000000
0.102355967499
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
664747.00000000
NS
USD
25047666.96000000
0.089329770499
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
775124.00000000
NS
USD
51034164.16000000
0.182007776584
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI PROPERTIES
925652109
8634260.00000000
NS
USD
271374791.80000000
0.967828576986
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
1531600.00000000
NS
USD
256466420.00000000
0.914659496068
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2750779.00000000
NS
USD
104337047.47000000
0.372106692409
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771108
4670961.00000000
NS
USD
86646326.55000000
0.309014667021
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
537427.00000000
NS
USD
56075133.18000000
0.199985842421
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4678849.00000000
NS
USD
181913649.12000000
0.648775175448
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
1639755.00000000
NS
USD
170157376.35000000
0.606847711699
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1351683.00000000
NS
USD
131545789.56000000
0.469143701498
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
4346397.00000000
NS
USD
198021847.32000000
0.706223306272
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
1352373.00000000
NS
USD
78721632.33000000
0.280752109990
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1665521.00000000
NS
USD
98898636.98000000
0.352711194947
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS I
228368106
1032665.00000000
NS
USD
89707608.55000000
0.319932395164
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
870961.00000000
NS
USD
128614810.87000000
0.458690685889
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2639156.00000000
NS
USD
321158893.64000000
1.145378142739
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1673503.00000000
NS
USD
238892553.25000000
0.851984218324
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
HEALTHPEAK PROPE
42250P103
4703189.00000000
NS
USD
94534098.90000000
0.337145546232
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2349644.00000000
NS
USD
94502681.68000000
0.337033500146
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2667304.00000000
NS
USD
192099234.08000000
0.685100952548
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
694076.00000000
NS
USD
119242256.80000000
0.425264494723
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
3490576.00000000
NS
USD
115154102.24000000
0.410684537668
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA-C
531229607
653494.00000000
NS
USD
21388858.62000000
0.076281029878
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
403859.00000000
NS
USD
97745993.77000000
0.348600418738
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-A
92556H107
93029.00000000
NS
USD
1726618.24000000
0.006157795509
Long
EC
CORP
US
N
1
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
960413102
137157.00000000
NS
USD
16386146.79000000
0.058439404135
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2979421.00000000
NS
USD
269339658.40000000
0.960570495831
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2159935.00000000
NS
USD
354186141.30000000
1.263166216910
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
608557.00000000
NS
USD
149193834.12000000
0.532083526306
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
1078313.00000000
NS
USD
94061242.99000000
0.335459157237
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
848910.00000000
NS
USD
86614287.30000000
0.308900402532
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
6296150.00000000
NS
USD
210983986.50000000
0.752451360964
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1734019.00000000
NS
USD
117271704.97000000
0.418236736688
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
20203352.00000000
NS
USD
349113922.56000000
1.245076702358
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2256703.00000000
NS
USD
184304934.01000000
0.657303432022
Long
EC
CORP
US
N
1
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046109
1078552.00000000
NS
USD
128121192.08000000
0.456930248348
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
3094884.00000000
NS
USD
204169497.48000000
0.728148229610
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1118302.00000000
NS
USD
35662650.78000000
0.127186951769
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
3111333.00000000
NS
USD
179026100.82000000
0.638477049584
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2507629.00000000
NS
USD
147323203.75000000
0.525412127253
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
8067350.00000000
NS
USD
143760177.00000000
0.512704981219
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2087329.00000000
NS
USD
158303031.36000000
0.564570484080
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
1691448.00000000
NS
USD
104649887.76000000
0.373222403159
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos Inc
N/A
ROCKET COS INC-A
77311W101
982263.00000000
NS
USD
8801076.48000000
0.031388078712
Long
EC
CORP
US
N
1
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1426107.00000000
NS
USD
176495002.32000000
0.629450163029
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL M
035710839
2122706.00000000
NS
USD
42475347.06000000
0.151483689510
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
1382226.00000000
NS
USD
43305140.58000000
0.154443057535
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-B
92556H206
4174910.00000000
NS
USD
66422818.10000000
0.236889731337
Long
EC
CORP
US
N
1
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1126354.00000000
NS
USD
91347309.40000000
0.325780209288
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1024414.00000000
NS
USD
85763940.08000000
0.305867731980
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GRP
G0450A105
3041867.00000000
NS
USD
227683744.95000000
0.812009226857
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1842021.00000000
NS
USD
404452550.97000000
1.442435880899
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3551610.00000000
NS
USD
97136533.50000000
0.346426845202
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
378120.00000000
NS
USD
7456526.40000000
0.026592887596
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
373277.00000000
NS
USD
127608475.22000000
0.455101699625
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
761768.00000000
NS
USD
183837471.44000000
0.655636277785
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
1738977.00000000
NS
USD
113659536.72000000
0.405354332858
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1681573.00000000
NS
USD
100154487.88000000
0.357190050117
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
1659997.00000000
NS
USD
64042684.26000000
0.228401243765
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
8041456.00000000
NS
USD
74303053.44000000
0.264993730624
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
1919187.00000000
NS
USD
149082446.16000000
0.531686273303
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
0.00700000
NS
USD
0.70000000
0.000000002496
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
2193233.00000000
NS
USD
174559414.47000000
0.622547100213
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
11141599.00000000
NS
USD
187178863.20000000
0.667552986816
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1701733.00000000
NS
USD
126166484.62000000
0.449958997529
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
1062892.00000000
NS
USD
169042343.68000000
0.602871069376
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936U109
1839081.00000000
NS
USD
124248312.36000000
0.443118045514
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
3684839.00000000
NS
USD
124989738.88000000
0.445762262278
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
606671.00000000
NS
USD
34938182.89000000
0.124603216108
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
5236850.00000000
NS
USD
170878415.50000000
0.609419219133
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
7177749.00000000
NS
USD
356805902.79000000
1.272509310342
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
1675891.00000000
NS
USD
116340353.22000000
0.414915172320
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2237307.00000000
NS
USD
205451901.81000000
0.732721784691
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
5551766.00000000
NS
USD
260933002.00000000
0.930589073286
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
455097.00000000
NS
USD
131154404.43000000
0.467747869148
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
967433.00000000
NS
USD
55511305.54000000
0.197975012679
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
5411743.00000000
NS
USD
157752308.45000000
0.562606390928
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
2223474.00000000
NS
USD
80045064.00000000
0.285471984601
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
1003035.00000000
NS
USD
152320895.10000000
0.543235848002
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
8704011.00000000
NS
USD
275133787.71000000
0.981234625641
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
SIRIUS XM HOLDIN
82968B103
4988869.00000000
NS
USD
22599576.57000000
0.080598923308
Long
EC
CORP
US
N
1
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
8635796.00000000
NS
USD
162612038.68000000
0.579938088400
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2584231.00000000
NS
USD
69024810.01000000
0.246169451501
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1673841.00000000
NS
USD
76511272.11000000
0.272869101505
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
907696.00000000
NS
USD
125271124.96000000
0.446765795022
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
1129961.00000000
NS
USD
123210947.44000000
0.439418396746
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
1806973.00000000
NS
USD
259300625.50000000
0.924767380657
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
255433.00000000
NS
USD
17956939.90000000
0.064041466324
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINAN
21871X109
1392892.00000000
NS
USD
24598472.72000000
0.087727768267
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
230413.00000000
NS
USD
76395734.28000000
0.272457048444
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
3275513.00000000
NS
USD
100689269.62000000
0.359097290827
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2507350.00000000
NS
USD
142467627.00000000
0.508095242714
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
1775932.00000000
NS
USD
126872582.08000000
0.452477217057
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
3152773.00000000
NS
USD
89822502.77000000
0.320342152860
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2712024.00000000
NS
USD
239308997.76000000
0.853469422218
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
2144949.00000000
NS
USD
134295256.89000000
0.478949376653
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
773212.00000000
NS
USD
102187697.92000000
0.364441271820
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1158873.00000000
NS
USD
212653195.50000000
0.758404412684
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
3812236.00000000
NS
USD
117073767.56000000
0.417530814518
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
WARNER BROS DISC
934423104
18850721.00000000
NS
USD
236388041.34000000
0.843052149941
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6578323.00000000
NS
USD
230504437.92000000
0.822068920482
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
2252249.00000000
NS
USD
221891571.48000000
0.791352072336
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
3292801.00000000
NS
USD
228685029.45000000
0.815580198745
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2183375.00000000
NS
USD
255127368.75000000
0.909883915930
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
3056944.00000000
NS
USD
51448367.52000000
0.183484987661
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
3039722.00000000
NS
USD
227280013.94000000
0.810569364273
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
2830253.00000000
NS
USD
121587668.88000000
0.433629150927
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1315702.00000000
NS
USD
137214561.58000000
0.489360758215
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4718197.00000000
NS
USD
318242387.65000000
1.134976742435
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
5526001.00000000
NS
USD
262706087.54000000
0.936912589349
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
551837.00000000
NS
USD
129295409.10000000
0.461117965195
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6337000.00000000
NS
USD
167677020.00000000
0.598001791484
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2188988.00000000
NS
USD
207012595.16000000
0.738287827189
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
369616.00000000
NS
USD
40517305.92000000
0.144500549486
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
10309143.00000000
NS
USD
102885247.14000000
0.366929004982
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
426814.00000000
NS
USD
96024613.72000000
0.342461304662
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep23
N/A
30.00000000
NC
USD
148148.55000000
0.000528355634
N/A
DE
N/A
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2023-09-15
6584226.45000000
USD
148148.55000000
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
589539.00000000
NS
USD
52162410.72000000
0.186031544803
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1594871.00000000
NS
USD
175467707.42000000
0.625786427888
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
2341309.00000000
NS
USD
176909308.04000000
0.630927739162
Long
EC
CORP
US
N
1
N
N
N
Jacobs Solutions Inc
N/A
JACOBS SOLUTIONS
46982L108
1090641.00000000
NS
USD
129666308.49000000
0.462440737389
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2168375.00000000
NS
USD
271719071.25000000
0.969056412070
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1839121.00000000
NS
USD
140508844.40000000
0.501109458353
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
5116364.00000000
NS
USD
185263540.44000000
0.660722197232
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
1335417.00000000
NS
USD
154213955.16000000
0.549987240097
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1039738.00000000
NS
USD
173719425.04000000
0.619551369588
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
1427420.00000000
NS
USD
49959700.00000000
0.178175817425
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
5804720.00000000
NS
USD
332610456.00000000
1.186218890068
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5852648.00000000
NS
USD
153397904.08000000
0.547076882984
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1477501.00000000
NS
USD
284315517.43000000
1.013980262589
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
1603275.00000000
NS
USD
42085968.75000000
0.150095014265
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
2806017.00000000
NS
USD
50339944.98000000
0.179531919646
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
777897.25800000
NS
USD
77774167.85000000
0.277373081329
Long
STIV
CORP
US
N
1
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
734956.00000000
NS
USD
45398232.12000000
0.161907840072
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
2015112.00000000
NS
USD
98559127.92000000
0.351500372938
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1360258.00000000
NS
USD
113853594.60000000
0.406046419108
Long
EC
CORP
US
N
1
N
N
N
Lucid Group Inc
N/A
LUCID GROUP INC
549498103
6840077.00000000
NS
USD
47128130.53000000
0.168077333949
Long
EC
CORP
US
N
1
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
987665.00000000
NS
USD
325386234.25000000
1.160454491651
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
895696.00000000
NS
USD
297514383.36000000
1.061052577398
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C TECHNOLOGIE
78467J100
1820678.00000000
NS
USD
110333086.80000000
0.393490912269
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1220882.00000000
NS
USD
231076336.14000000
0.824108533067
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
841822.00000000
NS
USD
97482987.60000000
0.347662435937
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
2210153.00000000
NS
USD
148964312.20000000
0.531264961428
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
1250922.00000000
NS
USD
54940494.24000000
0.195939276476
Long
EC
CORP
US
N
1
N
N
N
2023-08-24
VANGUARD INDEX FUNDS
Ashley Grim
Ashley Grim
Treasurer