# EDGAR Filing Document

**Accession Number:** 0000036405
**File Stem:** 0001752724-23-050295
**Filing Date:** 2023-3
**Character Count:** 126164
**Document Hash:** df9fa3b887e02d522d6ca8763d050b7b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050295.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050295

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**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:** 23693884

**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

## Series and Classes Contracts Data

### Vanguard Value Index Fund (Series ID: S000002840)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000007775 | Investor Shares      | VIVAX           |
| C000007776 | Admiral Shares       | VVIAX           |
| C000007777 | Institutional Shares | VIVIX           |
| C000007778 | ETF Shares           | VTV             |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** VANGUARD INDEX FUNDS

- **b. Investment Company Act file number:** 811-02652

- **c. CIK number of Registrant:** 0000036405

- **d. LEI of Registrant:** 549300G6KNDK44WUN559

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** VANGUARD VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000002840

- **c. LEI of Series:** HH8Q33B0J5YWPPIGZP55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $148173300130.96

**Total Liabilities:** $59909976.95

**Net Assets:** $148113390154.01

**Cash Not Reported:** $49314131.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007778 | 11.88%               | 6.07%                | -3.37%               |
| Class ID C000007777 | 11.89%               | 6.06%                | -3.37%               |
| Class ID C000007775 | 11.86%               | 6.05%                | -3.38%               |
| Class ID C000007776 | 11.89%               | 6.06%                | -3.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $176812612.28            | $15379139292.57                            |
| Month 2  | $3391838650.91           | $5021439041.99                             |
| Month 3  | $769321903.35            | $-6326200102.83                            |

### Schedule of Portfolio Investments

| Name                                              | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |   2830798 | NS      | $106721084.60  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   1242916 | NS      | $124627187.32  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |  11667918 | NS      | $392508761.52  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   4683826 | NS      | $194238264.22  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |   2119886 | NS      | $158588671.66  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   6657273 | NS      | $685632546.27  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |   3545223 | NS      | $556174584.24  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   5761236 | NS      | $165693147.36  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |    461006 | NS      | $51577351.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   4295222 | NS      | $78173040.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   2255853 | NS      | $174986517.21  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   6082190 | NS      | $306481554.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |   1812215 | NS      | $231057412.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   4087018 | NS      | $425376833.44  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                                    | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |  11492420 | NS      | $893190882.40  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |   1757254 | NS      | $143339208.78  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | ALBERTSONS COS-A                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |   1620941 | NS      | $33618316.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |    255462 | NS      | $58792024.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |  20479717 | NS      | $3103905908.52 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |   4728940 | NS      | $331545983.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   3392812 | NS      | $208149016.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |   1416583 | NS      | $206353645.61  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive AT&T INC Pay Overnight Rate              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   2000000 | NC      | $-1740000.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1155150 | NS      | $170014977.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |   3041939 | NS      | $232860430.45  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |  18179716 | NS      | $563207601.68  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |   1489418 | NS      | $148658810.58  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | MARKEL CORP                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |    110231 | NS      | $145228240.19  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    981796 | NS      | $153592166.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    545609 | NS      | $31159729.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  59591009 | NS      | $1097070475.69 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   2174308 | NS      | $120043544.68  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   4611028 | NS      | $1211040393.92 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   3059482 | NS      | $105949861.66  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |  15283605 | NS      | $2469983404.05 | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & CO INC                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |   5579688 | NS      | $259009116.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |   1219102 | NS      | $211526388.02  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   4151290 | NS      | $160654923.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   1756290 | NS      | $197582625.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |   1976052 | NS      | $124352952.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |   4401063 | NS      | $721906363.89  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |  12445133 | NS      | $175476375.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    937540 | NS      | $39507935.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA- A                                 | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    671038 | NS      | $26378503.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI                                 | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |   1990939 | NS      | $334656936.51  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |   1355007 | NS      | $314022872.25  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     15603 | NS      | $1166792.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |   1019759 | NS      | $93369134.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |  10766399 | NS      | $1270435082.00 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   9412990 | NS      | $672181615.90  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |   1210425 | NS      | $163903649.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                                 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |    934734 | NS      | $228617241.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |   4082170 | NS      | $267586243.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |  34146555 | NS      | $397124434.65  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   1755418 | NS      | $140802077.78  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |   1370074 | NS      | $142378090.08  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |   2821739 | NS      | $243262119.19  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    214827 | NS      | $16041132.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   5053521 | NS      | $655492208.91  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |   3180627 | NS      | $316345161.42  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   3008372 | NS      | $252221908.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |   2204025 | NS      | $77493519.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |   3599722 | NS      | $281894229.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |  18374299 | NS      | $1322030813.05 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |   2641565 | NS      | $875256147.10  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    598227 | NS      | $212621840.34  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |   1929431 | NS      | $210423744.86  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       516 | NC      | $-57720.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    675000 | NC      | $-1417500.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |   2675908 | NS      | $918853289.04  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |  12190954 | NS      | $531647503.94  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |   3298055 | NS      | $306587192.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |   4778385 | NS      | $573023929.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   2615101 | NS      | $79420617.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |   3860058 | NS      | $253605810.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2917467 | NS      | $396046145.25  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |   1322350 | NS      | $99334932.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |   4838334 | NS      | $348069747.96  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   4247309 | NS      | $167216555.33  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |   3734862 | NS      | $232943342.94  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    439550 | NS      | $317130929.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |   9714822 | NS      | $1169081679.48 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |   2591222 | NS      | $199420445.12  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  17175469 | NS      | $1435869208.40 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   2496511 | NS      | $155407809.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |  13338978 | NS      | $1110603308.28 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                      | FERGUSON PLC                                     | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | US        |   1813393 | NS      | $230246509.21  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |   5810081 | NS      | $1245100358.30 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |   2347358 | NS      | $1006453216.08 | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   3186308 | NS      | $91447039.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |   6286729 | NS      | $286171904.08  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   2704350 | NS      | $267649519.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |   1833200 | NS      | $439894672.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   3446744 | NS      | $155275817.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |   4441292 | NS      | $421700675.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |   6128908 | NS      | $327651421.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | XYLEM INC                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |   1554544 | NS      | $171885930.08  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    949991 | NS      | $94989581.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   3106956 | NS      | $522465720.96  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   3028975 | NS      | $83629999.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                                     | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |    669462 | NS      | $28773476.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                                        | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |   3406561 | NS      | $751487356.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    780114 | NS      | $40191473.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |   3434534 | NS      | $539050111.30  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |   2136754 | NS      | $530150034.94  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |   1232871 | NS      | $873649376.73  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |   1245093 | NS      | $344791153.56  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   8617693 | NS      | $279213253.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |  21911839 | NS      | $2431118537.05 | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |   2717300 | NS      | $419931542.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   7202980 | NS      | $441686733.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |   2752550 | NS      | $86842952.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   5133357 | NS      | $430431984.45  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   4796559 | NS      | $102790259.37  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                          | FMC CORP                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |   1085493 | NS      | $135469526.40  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   4687667 | NS      | $196600753.98  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1670291 | NS      | $178470593.35  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |   1354554 | NS      | $138692784.06  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |   1136386 | NS      | $69330909.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   4352862 | NS      | $221865376.14  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |   2152651 | NS      | $30223220.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |  12815303 | NS      | $1047522867.22 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |   2716608 | NS      | $138927333.12  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |   2132592 | NS      | $85772850.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |   1748518 | NS      | $101991054.94  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | CROWN HOLDINGS I                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |   1039133 | NS      | $85427123.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    872970 | NS      | $138330826.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |  35663461 | NS      | $942585274.23  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |   1918386 | NS      | $591361668.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |   2658227 | NS      | $550439064.89  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   2676328 | NS      | $238567877.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |   1569925 | NS      | $239287968.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |   4656184 | NS      | $116730532.88  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   2365460 | NS      | $107746703.00  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   2746164 | NS      | $208241616.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    697361 | NS      | $126222341.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   3521069 | NS      | $138554065.15  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   5894382 | NS      | $371287122.18  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                                  | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1293481 | NS      | $50613911.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |    261323 | NS      | $37502463.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    406422 | NS      | $101455123.86  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |   3608436 | NS      | $284308672.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-A                                 | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    113381 | NS      | $2223401.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp                                     | WESTLAKE CORP                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    137979 | NS      | $14148366.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   3065783 | NS      | $292199777.73  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   2217295 | NS      | $292261653.95  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |   1218687 | NS      | $295275673.23  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |   2162113 | NS      | $179217546.57  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   5114110 | NS      | $491261406.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |   4284917 | NS      | $709068065.16  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   5087440 | NS      | $368178032.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    878247 | NS      | $79604308.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |  48509305 | NS      | $2485616788.20 | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |   6351776 | NS      | $196905056.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |   1798024 | NS      | $127300099.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                                  | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |   2742004 | NS      | $314782059.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  18113707 | NS      | $294528875.82  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   3975673 | NS      | $592534303.92  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |   2030269 | NS      | $255286024.06  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   2230009 | NS      | $198292400.28  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |   2063798 | NS      | $1058666460.06 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PERKINELMER INC                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    546073 | NS      | $76570356.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |  11728800 | NS      | $1663026552.00 | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |   3097831 | NS      | $182772029.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   1150607 | NS      | $32734769.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   6422371 | NS      | $406150742.04  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   2514166 | NS      | $159222132.78  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   8059817 | NS      | $173769654.52  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |  11800624 | NS      | $786511589.60  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   2111116 | NS      | $177164854.72  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO                                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |   1699038 | NS      | $89386389.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                    | ROCKET COS INC-A                                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1000939 | NS      | $7006573.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                     | M&T BANK CORP                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   1490243 | NS      | $216174649.58  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M                                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |   4054356 | NS      | $85465824.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Juniper Networks Inc                              | JUNIPER NETWORKS                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   1406874 | NS      | $44963693.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |   4168304 | NS      | $70360971.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                                  | HENRY SCHEIN INC                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |   1174104 | NS      | $93775686.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |   1039412 | NS      | $84649713.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |   1109662 | NS      | $322911642.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |   3032685 | NS      | $190391964.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   1822749 | NS      | $343661096.46  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   3517400 | NS      | $96447108.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |   2199265 | NS      | $117462743.65  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     27910 | NS      | $514660.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    339292 | NS      | $112397260.84  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   3333792 | NS      | $422924853.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                        | VMWARE INC-CL A                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |   2017353 | NS      | $247650254.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |    764323 | NS      | $179982780.04  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |    790837 | NS      | $96395121.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   3493769 | NS      | $182549430.25  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    255965 | NS      | $31744779.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |   1725141 | NS      | $125193482.37  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1682807 | NS      | $56054301.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   8081158 | NS      | $140773772.36  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                         | FLEETCOR TECHNOL                                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |    606386 | NS      | $111380980.48  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1973246 | NS      | $89841890.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  15156024 | NS      | $15154508.47   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   2201662 | NS      | $230822244.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |  11102558 | NS      | $177196825.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     80000 | NC      | $-168000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   3695473 | NS      | $1351951842.32 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   5130295 | NS      | $348090515.75  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |  33633873 | NS      | $2139450661.53 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1715562 | NS      | $151810081.38  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |  12342678 | NS      | $469021764.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |   1063570 | NS      | $149250778.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |  15069337 | NS      | $1654462509.23 | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |   1792657 | NS      | $140096144.55  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   3881411 | NS      | $127543165.46  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                             | BOSTON PROPERTIE                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |   1221954 | NS      | $82579651.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |   4497152 | NS      | $1077337733.12 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |  10531843 | NS      | $346497634.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   7227116 | NS      | $298118535.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |   1691528 | NS      | $144118185.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |  15893713 | NS      | $718872638.99  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   2247822 | NS      | $186636660.66  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |   4830982 | NS      | $495610443.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    236383 | NS      | $33438739.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |     13074 | NS      | $60304870.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |   4841119 | NS      | $532232622.86  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  37274066 | NS      | $1303474088.02 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   4052706 | NS      | $471694451.34  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   4564442 | NS      | $203482824.36  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |   2390676 | NS      | $526665922.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |    460439 | NS      | $105205707.11  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | MASCO CORP                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |   1953262 | NS      | $91158737.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   5429029 | NS      | $162816579.71  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |   2238758 | NS      | $84222075.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |   1000393 | NS      | $157051697.07  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |  14979434 | NS      | $4627147162.60 | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |  16509593 | NS      | $298493441.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |  34481556 | NS      | $1358573306.40 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  13395341 | NS      | $1355742462.61 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    833031 | NS      | $47274509.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |   1226255 | NS      | $459992775.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   2264916 | NS      | $1101858984.84 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |   2705276 | NS      | $171595656.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4337949 | NS      | $128099633.97  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |   8677997 | NS      | $69944655.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Resources Inc                            | FRANKLIN RES INC                                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   2596734 | NS      | $68501842.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    505375 | NS      | $166884932.50  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1645895 | NS      | $342691797.95  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |   1687677 | NS      | $95775669.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    919210 | NS      | $115333278.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |  35588739 | NS      | $3925437911.70 | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   1166526 | NS      | $28521560.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |   2830325 | NS      | $751224861.50  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |   2292325 | NS      | $310839270.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |   1815211 | NS      | $256743443.84  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    513283 | NS      | $75467999.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    570720 | NS      | $11448643.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    232780 | NS      | $54628810.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                                 | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |   3231334 | NS      | $127702319.68  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive KROGER CO Pay Overnight Rate             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   1000000 | NC      | $1090000.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   2518478 | NS      | $125546128.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | MARTIN MAR MTLS                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |    268867 | NS      | $90868979.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |   1196424 | NS      | $652780898.64  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |  11473902 | NS      | $493722003.06  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   3863047 | NS      | $265120915.61  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  15038520 | NS      | $2699263954.80 | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |   5975365 | NS      | $223239636.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   2724311 | NS      | $255431399.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |  12705511 | NS      | $1282240170.12 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   4310320 | NS      | $264093306.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    185000 | NC      | $-7912450.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    801489 | NS      | $102518457.99  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |   1168853 | NS      | $208733768.74  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   3155425 | NS      | $548539082.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   7953840 | NS      | $283633934.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   9438773 | NS      | $790874789.67  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   7816651 | NS      | $210033412.37  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |   2450257 | NS      | $623100355.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |   2026402 | NS      | $379930110.98  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   7812930 | NS      | $1100763707.70 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |  10953203 | NS      | $931241319.06  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |  18854109 | NS      | $178736953.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   4487564 | NS      | $23425084.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |   6571364 | NS      | $209889366.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |   5074048 | NS      | $657190696.96  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |   2024296 | NS      | $350608067.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   3296737 | NS      | $209738407.94  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |   5650664 | NS      | $347572342.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   9394960 | NS      | $469560100.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |  11354321 | NS      | $1058109173.99 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |    721301 | NS      | $185886480.71  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |   2359695 | NS      | $230848961.85  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    263874 | NS      | $37177207.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   3097656 | NS      | $49717378.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   3053681 | NS      | $196199004.25  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   1411546 | NS      | $54669176.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |   2001829 | NS      | $493290702.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |   1328262 | NS      | $122585299.98  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |  25350353 | NS      | $3399482337.30 | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   4896082 | NS      | $401527684.82  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   5523992 | NS      | $181518377.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  32934144 | NS      | $1359850805.76 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   4380668 | NS      | $334902068.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |    560830 | NS      | $118851093.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   6035774 | NS      | $176365316.28  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   2261791 | NS      | $173863874.17  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    379259 | NS      | $45719672.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |  10503840 | NS      | $116907739.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                       | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432303 | NS      | $79842041.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  58935195 | NS      | $1951933658.40 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |   1984363 | NS      | $277255198.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    592135 | NS      | $62286680.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   1420709 | NS      | $166975928.77  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   4750801 | NS      | $441111872.85  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1094436 | NS      | $131408930.52  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |    196064 | NS      | $109060600.00  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     65000 | NC      | $-2780050.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |   1094726 | NS      | $560707709.94  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |  11905784 | NS      | $2150898937.44 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |   2287743 | NS      | $207040741.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   5937294 | NS      | $379986816.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |  10837633 | NS      | $930410793.05  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   1883234 | NS      | $113107034.04  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   5144387 | NS      | $173211510.29  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   8074965 | NS      | $4281184943.70 | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   8572934 | NS      | $370607936.82  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   2826034 | NS      | $332002474.32  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   1060222 | NS      | $146660509.26  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |   6879521 | NS      | $280065299.91  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |  15495129 | NS      | $708282346.59  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   2949777 | NS      | $129406716.99  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |   6213383 | NS      | $365222652.74  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   3500375 | NS      | $1957164673.75 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   5922969 | NS      | $194332612.89  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |   1421052 | NS      | $235482526.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   3447995 | NS      | $79993484.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |  22595073 | NS      | $3991419645.45 | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2815514 | NS      | $35813338.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    741108 | NS      | $46319250.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   2028327 | NS      | $81640161.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1369020 | NS      | $83359627.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |  31957678 | NS      | $1522463779.92 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                   | LUCID GROUP INC                                  | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5095575 | NS      | $34802777.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American Express Co                               | AMERICAN EXPRESS                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |   4841089 | NS      | $715270899.75  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    919728 | NS      | $286375707.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                                 | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |   1855129 | NS      | $96578015.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |   4439360 | NS      | $253886998.40  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   7976035 | NS      | $899138456.55  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |   1773829 | NS      | $228806202.71  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |   1207488 | NS      | $195033461.76  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    845314 | NS      | $86424903.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   6861355 | NS      | $323855956.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                     | INTERACTIVE BROK                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    424605 | NS      | $30720171.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |   1362414 | NS      | $114851500.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   2217188 | NS      | $157952473.12  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE                                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   3483602 | NS      | $550200099.88  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE                                 | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |   1333693 | NS      | $44718726.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer