# EDGAR Filing Document

**Accession Number:** 0000052848
**File Stem:** 0001752724-23-016405
**Filing Date:** 2023-1
**Character Count:** 99828
**Document Hash:** 777a7d3c0842d2a668152506316c9f48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016405.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016405

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WORLD FUND
- **CENTRAL INDEX KEY:** 0000052848
- **IRS NUMBER:** 046035483
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01027
- **FILM NUMBER:** 23561741

**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 WORLD FUNDS
- **DATE OF NAME CHANGE:** 20020402

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WORLD FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IVEST FUND INC
- **DATE OF NAME CHANGE:** 19850923

## Series and Classes Contracts Data

### Vanguard Mega Cap Index Fund (Series ID: S000019698)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000055209 | Institutional Shares | VMCTX           |
| C000055210 | ETF Shares           | MGC             |

## Nport-Ex

Vanguard<sup>®</sup> Mega Cap Index Fund

#### Schedule of Investments (unaudited)
As of November 30, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** |
| **Basic Materials (1.4%)** | **Basic Materials (1.4%)** | **Basic Materials (1.4%)** | **Basic Materials (1.4%)** |
|  | Linde plc | 68339 | 22995 |
|  | Air Products and Chemicals Inc. | 30405 | 9430 |
|  | Freeport-McMoRan Inc. | 195538 | 7782 |
|  | Ecolab Inc. | 35119 | 5262 |
|  | Newmont Corp. | 108844 | 5167 |
|  | Dow Inc. | 98248 | 5008 |
|  |  |  | **55644** |
| **Consumer Discretionary (13.9%)** | **Consumer Discretionary (13.9%)** | **Consumer Discretionary (13.9%)** | **Consumer Discretionary (13.9%)** |
| <sup>\*</sup> | Amazon.com Inc. | 1186834 | 114577 |
| <sup>\*</sup> | Tesla Inc. | 365094 | 71084 |
|  | Home Depot Inc. | 140267 | 45445 |
|  | Costco Wholesale Corp. | 60699 | 32732 |
|  | Walmart Inc. | 187958 | 28649 |
|  | McDonald's Corp. | 100799 | 27497 |
| <sup>\*</sup> | Walt Disney Co. | 249967 | 24464 |
|  | NIKE Inc. Class B | 173321 | 19012 |
| <sup>\*</sup> | Netflix Inc. | 60938 | 18618 |
|  | Lowe's Cos. Inc. | 85112 | 18091 |
|  | Starbucks Corp. | 157099 | 16056 |
|  | TJX Cos. Inc. | 152369 | 12197 |
| <sup>\*</sup> | Booking Holdings Inc. | 5436 | 11304 |
|  | Target Corp. | 63020 | 10529 |
|  | Dollar General Corp. | 30889 | 7898 |
|  | General Motors Co. | 189647 | 7692 |
|  | Ford Motor Co. | 540666 | 7515 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | 8685 | 7509 |
|  | Activision Blizzard Inc. | 96408 | 7129 |
| <sup>\*</sup> | Uber Technologies Inc. | 243957 | 7109 |
|  | Estee Lauder Cos. Inc. Class A | 28492 | 6718 |
|  | Marriott International Inc. Class A | 40006 | 6615 |
| <sup>\*</sup> | Lululemon Athletica Inc. | 15938 | 6061 |
|  | Ross Stores Inc. | 48017 | 5650 |
|  | Yum! Brands Inc. | 39167 | 5039 |
| <sup>\*</sup> | Airbnb Inc. Class A | 49165 | 5022 |
|  | Electronic Arts Inc. | 38055 | 4977 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | 299513 | 3414 |
| <sup>\*</sup> | AutoZone Inc. | 1315 | 3391 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. Class A | 1897 | 3086 |
| <sup>\*</sup> | Rivian Automotive Inc. Class A | 87084 | 2790 |
|  | Hilton Worldwide Holdings Inc. | 18744 | 2673 |
| <sup>\*</sup> | Las Vegas Sands Corp. | 23538 | 1103 |
|  |  |  | **551646** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Consumer Staples (6.3%)** | **Consumer Staples (6.3%)** | **Consumer Staples (6.3%)** | **Consumer Staples (6.3%)** |
|  | Procter & Gamble Co. | 327385 | 48833 |
|  | PepsiCo Inc. | 189092 | 35078 |
|  | Coca-Cola Co. | 533252 | 33920 |
|  | Philip Morris International Inc. | 212579 | 21188 |
|  | CVS Health Corp. | 179727 | 18311 |
|  | Mondelez International Inc. Class A | 187601 | 12684 |
|  | Altria Group Inc. | 246517 | 11483 |
|  | Colgate-Palmolive Co. | 114595 | 8879 |
|  | General Mills Inc. | 81598 | 6960 |
|  | Kimberly-Clark Corp. | 46214 | 6268 |
|  | Sysco Corp. | 69784 | 6037 |
| <sup>\*</sup> | Monster Beverage Corp. | 50575 | 5202 |
|  | Constellation Brands Inc. Class A | 19796 | 5095 |
|  | Hershey Co. | 20139 | 4736 |
|  | Keurig Dr Pepper Inc. | 116227 | 4494 |
|  | Kraft Heinz Co. | 109120 | 4294 |
|  | Walgreens Boots Alliance Inc. | 101239 | 4201 |
|  | McKesson Corp. | 9840 | 3756 |
|  | Archer-Daniels-Midland Co. | 38377 | 3742 |
|  | Brown-Forman Corp. Class B | 41977 | 3065 |
|  | Brown-Forman Corp. Class A | 7399 | 540 |
|  |  |  | **248766** |
| **Energy (4.8%)** | **Energy (4.8%)** | **Energy (4.8%)** | **Energy (4.8%)** |
|  | Exxon Mobil Corp. | 571145 | 63591 |
|  | Chevron Corp. | 241448 | 44260 |
|  | ConocoPhillips | 174540 | 21557 |
|  | EOG Resources Inc. | 80497 | 11425 |
|  | Schlumberger Ltd. | 193600 | 9980 |
|  | Marathon Petroleum Corp. | 68280 | 8317 |
|  | Pioneer Natural Resources Co. | 31022 | 7321 |
|  | Occidental Petroleum Corp. | 95720 | 6652 |
|  | Kinder Morgan Inc. | 262124 | 5012 |
|  | Phillips 66 | 33178 | 3598 |
|  | Valero Energy Corp. | 26920 | 3597 |
|  | Williams Cos. Inc. | 83368 | 2893 |
|  |  |  | **188203** |
| **Financials (10.9%)** | **Financials (10.9%)** | **Financials (10.9%)** | **Financials (10.9%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | 217899 | 69423 |
|  | JPMorgan Chase & Co. | 401899 | 55534 |
|  | Bank of America Corp. | 936234 | 35436 |
|  | Wells Fargo & Co. | 520052 | 24937 |
|  | Goldman Sachs Group Inc. | 46904 | 18112 |
|  | Charles Schwab Corp. | 211966 | 17496 |
|  | Morgan Stanley | 176290 | 16407 |
|  | S&P Global Inc. | 45741 | 16137 |
|  | BlackRock Inc. | 19620 | 14048 |
|  | Citigroup Inc. | 252036 | 12201 |
|  | Chubb Ltd. | 54313 | 11927 |
|  | Marsh & McLennan Cos. Inc. | 68489 | 11861 |
|  | Progressive Corp. | 80107 | 10586 |
|  | PNC Financial Services Group Inc. | 56161 | 9450 |
|  | Blackstone Inc. | 96075 | 8794 |
|  | CME Group Inc. | 49254 | 8693 |
|  | Truist Financial Corp. | 181487 | 8495 |
|  | Aon plc Class A (XNYS) | 27496 | 8477 |
|  | US Bancorp | 183062 | 8309 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Intercontinental Exchange Inc. | 76432 | 8278 |
|  | Moody's Corp. | 21400 | 6383 |
|  | MetLife Inc. | 81918 | 6283 |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class A | 13 | 6244 |
|  | Travelers Cos. Inc. | 32545 | 6177 |
|  | Aflac Inc. | 77850 | 5600 |
|  | Prudential Financial Inc. | 51249 | 5536 |
|  | Allstate Corp. | 36978 | 4951 |
|  | KKR & Co. Inc. | 88305 | 4585 |
|  | Bank of New York Mellon Corp. | 99395 | 4562 |
|  | American International Group Inc. | 52016 | 3283 |
|  | T Rowe Price Group Inc. | 15410 | 1925 |
|  |  |  | **430130** |
| **Health Care (15.3%)** | **Health Care (15.3%)** | **Health Care (15.3%)** | **Health Care (15.3%)** |
|  | UnitedHealth Group Inc. | 128203 | 70225 |
|  | Johnson & Johnson | 360201 | 64116 |
|  | Eli Lilly & Co. | 117177 | 43482 |
|  | AbbVie Inc. | 242371 | 39065 |
|  | Pfizer Inc. | 769145 | 38557 |
|  | Merck & Co. Inc. | 347178 | 38231 |
|  | Thermo Fisher Scientific Inc. | 53696 | 30082 |
|  | Abbott Laboratories | 240106 | 25831 |
|  | Danaher Corp. | 89750 | 24539 |
|  | Bristol-Myers Squibb Co. | 292756 | 23502 |
|  | Amgen Inc. | 73318 | 20998 |
|  | Elevance Health Inc. | 32890 | 17528 |
|  | Gilead Sciences Inc. | 171632 | 15074 |
|  | Medtronic plc | 182506 | 14425 |
|  | Cigna Corp. | 41847 | 13763 |
| <sup>\*</sup> | Intuitive Surgical Inc. | 48930 | 13230 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | 35089 | 11102 |
|  | Stryker Corp. | 46790 | 10944 |
| <sup>\*</sup> | Regeneron Pharmaceuticals Inc. | 13967 | 10499 |
|  | Becton Dickinson and Co. | 39066 | 9741 |
|  | Humana Inc. | 17367 | 9550 |
|  | Zoetis Inc. | 57672 | 8890 |
| <sup>\*</sup> | Boston Scientific Corp. | 195980 | 8872 |
| <sup>\*</sup> | Moderna Inc. | 45513 | 8006 |
|  | HCA Healthcare Inc. | 29439 | 7072 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | 84898 | 6558 |
|  | Agilent Technologies Inc. | 40512 | 6279 |
| <sup>\*</sup> | Biogen Inc. | 19885 | 6068 |
| <sup>\*</sup> | Illumina Inc. | 21525 | 4694 |
|  | Baxter International Inc. | 68802 | 3889 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | 5700 | 2428 |
|  |  |  | **607240** |
| **Industrials (11.9%)** | **Industrials (11.9%)** | **Industrials (11.9%)** | **Industrials (11.9%)** |
|  | Visa Inc. Class A | 224091 | 48628 |
|  | Mastercard Inc. Class A | 118193 | 42124 |
|  | Accenture plc Class A | 91055 | 27401 |
|  | Honeywell International Inc. | 92259 | 20255 |
|  | Raytheon Technologies Corp. | 202548 | 19996 |
|  | United Parcel Service Inc. Class B (XNYS) | 100369 | 19043 |
|  | Union Pacific Corp. | 85682 | 18630 |
|  | Lockheed Martin Corp. | 36300 | 17612 |
|  | Caterpillar Inc. | 72313 | 17096 |
|  | Deere & Co. | 37755 | 16650 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Automatic Data Processing Inc. | 57052 | 15070 |
| <sup>\*</sup> | Boeing Co. | 81331 | 14548 |
|  | General Electric Co. | 150528 | 12941 |
| <sup>\*</sup> | PayPal Holdings Inc. | 158403 | 12420 |
|  | American Express Co. | 77171 | 12161 |
|  | Northrop Grumman Corp. | 19111 | 10192 |
|  | CSX Corp. | 293136 | 9583 |
|  | 3M Co. | 75821 | 9551 |
|  | Eaton Corp. plc | 54676 | 8937 |
|  | Illinois Tool Works Inc. | 38122 | 8672 |
|  | General Dynamics Corp. | 33837 | 8540 |
|  | Norfolk Southern Corp. | 32144 | 8245 |
| <sup>\*</sup> | Fiserv Inc. | 78816 | 8225 |
|  | Sherwin-Williams Co. | 31908 | 7951 |
|  | Emerson Electric Co. | 81047 | 7762 |
|  | Johnson Controls International plc | 94300 | 6265 |
|  | Fidelity National Information Services Inc. | 83280 | 6044 |
|  | L3Harris Technologies Inc. | 26336 | 5980 |
|  | FedEx Corp. | 31991 | 5829 |
|  | Trane Technologies plc | 31680 | 5652 |
|  | Paychex Inc. | 44380 | 5504 |
|  | Capital One Financial Corp. | 52592 | 5430 |
|  | Parker-Hannifin Corp. | 17554 | 5248 |
| <sup>\*</sup> | Block Inc. (XNYS) | 72503 | 4914 |
|  | Cummins Inc. | 19289 | 4845 |
|  | PPG Industries Inc. | 32170 | 4350 |
|  | DuPont de Nemours Inc. | 61656 | 4347 |
|  | Global Payments Inc. | 37980 | 3942 |
|  | Otis Worldwide Corp. | 28910 | 2258 |
|  |  |  | **472841** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** |
|  | Prologis Inc. | 126662 | 14919 |
|  | American Tower Corp. | 63759 | 14107 |
|  | Equinix Inc. | 12524 | 8650 |
|  | Crown Castle Inc. | 59306 | 8387 |
|  | Public Storage | 20389 | 6075 |
|  | Simon Property Group Inc. | 22470 | 2684 |
|  |  |  | **54822** |
| **Technology (28.8%)** | **Technology (28.8%)** | **Technology (28.8%)** | **Technology (28.8%)** |
|  | Apple Inc. | 2092265 | 309718 |
|  | Microsoft Corp. | 1022072 | 260772 |
| <sup>\*</sup> | Alphabet Inc. Class A | 821535 | 82967 |
| <sup>\*</sup> | Alphabet Inc. Class C | 718204 | 72862 |
|  | NVIDIA Corp. | 325508 | 55086 |
| <sup>\*</sup> | Meta Platforms Inc. Class A | 312603 | 36918 |
|  | Broadcom Inc. | 52636 | 29004 |
|  | Texas Instruments Inc. | 125234 | 22600 |
| <sup>\*</sup> | Adobe Inc. | 64139 | 22124 |
| <sup>\*</sup> | Salesforce Inc. | 129715 | 20787 |
|  | QUALCOMM Inc. | 153780 | 19452 |
|  | International Business Machines Corp. | 123942 | 18455 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | 221418 | 17189 |
|  | Intel Corp. | 563321 | 16939 |
|  | Oracle Corp. | 201125 | 16699 |
|  | Intuit Inc. | 36708 | 14962 |
|  | Applied Materials Inc. | 118110 | 12945 |
|  | Analog Devices Inc. | 70462 | 12113 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | ServiceNow Inc. | 27642 | 11507 |
|  | Lam Research Corp. | 18786 | 8874 |
|  | Micron Technology Inc. | 151051 | 8708 |
|  | KLA Corp. | 19403 | 7628 |
| <sup>\*</sup> | Palo Alto Networks Inc. | 41028 | 6971 |
|  | Roper Technologies Inc. | 14538 | 6381 |
| <sup>\*</sup> | Autodesk Inc. | 29736 | 6005 |
|  | TE Connectivity Ltd. | 43770 | 5520 |
| <sup>\*</sup> | Snowflake Inc. Class A | 37046 | 5294 |
| <sup>\*</sup> | Workday Inc. Class A | 27218 | 4570 |
|  | Cognizant Technology Solutions Corp. Class A | 70717 | 4399 |
| <sup>\*</sup> | VMware Inc. Class A | 31715 | 3853 |
|  | HP Inc. | 127172 | 3820 |
| <sup>\*</sup> | Synopsys Inc. | 10490 | 3562 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | 27695 | 3258 |
|  | Marvell Technology Inc. | 58112 | 2703 |
| <sup>\*</sup> | Fortinet Inc. | 45885 | 2439 |
|  | Dell Technologies Inc. Class C | 34564 | 1548 |
| <sup>\*</sup> | Zoom Video Communications Inc. Class A | 14531 | 1096 |
|  |  |  | **1139728** |
| **Telecommunications (2.7%)** | **Telecommunications (2.7%)** | **Telecommunications (2.7%)** | **Telecommunications (2.7%)** |
|  | Cisco Systems Inc. | 511097 | 25412 |
|  | Comcast Corp. Class A | 603854 | 22125 |
|  | Verizon Communications Inc. | 547105 | 21326 |
|  | AT&T Inc. | 977437 | 18845 |
| <sup>\*</sup> | T-Mobile US Inc. | 85785 | 12993 |
| <sup>\*</sup> | Charter Communications Inc. Class A | 14297 | 5594 |
|  |  |  | **106295** |
| **Utilities (2.3%)** | **Utilities (2.3%)** | **Utilities (2.3%)** | **Utilities (2.3%)** |
|  | NextEra Energy Inc. | 272394 | 23072 |
|  | Duke Energy Corp. | 105763 | 10569 |
|  | Southern Co. | 146052 | 9879 |
|  | Waste Management Inc. | 56613 | 9495 |
|  | Sempra Energy (XNYS) | 43047 | 7154 |
|  | Dominion Energy Inc. | 114019 | 6968 |
|  | American Electric Power Co. Inc. | 70324 | 6807 |
|  | Exelon Corp. | 135785 | 5617 |
|  | Xcel Energy Inc. | 74834 | 5255 |
|  | Public Service Enterprise Group Inc. | 68165 | 4127 |
|  | Republic Services Inc. Class A | 28099 | 3914 |
|  |  |  | **92857** |
| **Total Common Stocks (Cost $2,923,863)** | **Total Common Stocks (Cost $2,923,863)** | **Total Common Stocks (Cost $2,923,863)** | **3948172** |
| **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.877% **(Cost** $**5,917)** | 59186 | **5918** |
| **Total Investments (99.8%) (Cost $2,929,780)** | **Total Investments (99.8%) (Cost $2,929,780)** | **Total Investments (99.8%) (Cost $2,929,780)** | **3954090** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **7677** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3961767** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

\* Non-income-producing security. <br> 1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | December 2022 | 67 | 13672 | &nbsp;&nbsp;602 |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices.Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designeeto represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

At November 30, 2022, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.

## 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 WORLD FUND

- **b. Investment Company Act file number:** 811-01027

- **c. CIK number of Registrant:** 0000052848

- **d. LEI of Registrant:** 549300MP6BT0L4Q61L10

- **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 MEGA CAP INDEX FUND

- **b. EDGAR series identifier (if any):** S000019698

- **c. LEI of Series:** P6WGHORRB0XI7MFCHU09

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $3972490567.28

**Total Liabilities:** $110903.09

**Net Assets:** $3972379664.19

**Cash Not Reported:** $421315.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055209 | -9.10%               | 7.79%                | 5.26%                |
| Class ID C000055210 | -9.11%               | 7.79%                | 5.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12783846.73             | $-369247955.06                             |
| Month 2  | $15018746.37             | $249142014.01                              |
| Month 3  | $18101789.46             | $170703709.39                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| General Motors Co                                 | GENERAL MOTORS C               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    190157 | NS      | $7712767.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     18795 | NS      | $2680542.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    106045 | NS      | $10597076.85  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     12557 | NS      | $8672492.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     56766 | NS      | $9520793.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     53840 | NS      | $30162244.80  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | SYNOPSYS INC                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     10517 | NS      | $3570942.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     98512 | NS      | $5021156.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     60861 | NS      | $32819294.25  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | UBER TECHNOLOGIE               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    244614 | NS      | $7128051.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     33268 | NS      | $3607581.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    182995 | NS      | $14463924.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |     27571 | NS      | $8499587.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    328264 | NS      | $48963858.24  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     75035 | NS      | $5268957.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     96666 | NS      | $7148450.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    293925 | NS      | $9608408.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P GLOBAL INC                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     45864 | NS      | $16180819.20  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | RIVIAN AUTOMOT-A               | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87318 | NS      | $2797668.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    980062 | NS      | $18895595.36  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     73516 | NS      | $21054982.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    243022 | NS      | $39170285.96  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & CO INC                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     88542 | NS      | $4597100.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   2097887 | NS      | $310550212.61 | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                     | SNOWFLAKE INC-A                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     37145 | NS      | $5308020.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                           | LULULEMON ATH                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     15980 | NS      | $6077353.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     70651 | NS      | $12145613.41  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI               | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     31764 | NS      | $5667332.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     86016 | NS      | $13027983.36  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     19850 | NS      | $5108397.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                        | ADV MICRO DEVICE               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    222012 | NS      | $17234791.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | AMAZON.COM INC                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1190023 | NS      | $114884820.42 | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    175008 | NS      | $21615238.08  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     46916 | NS      | $10973183.24  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    146442 | NS      | $9905336.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1024817 | NS      | $261471809.38 | 6.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                    | SERVICENOW INC                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     27717 | NS      | $11538587.10  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    542121 | NS      | $7535481.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     18837 | NS      | $8898222.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    720133 | NS      | $73057492.85  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     80323 | NS      | $10614684.45  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    224694 | NS      | $48758598.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     51387 | NS      | $5551337.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     28988 | NS      | $2263672.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    293542 | NS      | $23565551.76  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     41958 | NS      | $13799566.62  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     15452 | NS      | $1930109.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     47030 | NS      | $18160634.50  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | ADOBE INC                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     64310 | NS      | $22182448.30  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    183554 | NS      | $8331516.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     52733 | NS      | $5444154.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     76025 | NS      | $9576869.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1318 | NS      | $3399122.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     39272 | NS      | $5052735.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     46337 | NS      | $6284687.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     78060 | NS      | $5614855.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     14003 | NS      | $10526055.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    313443 | NS      | $37017618.30  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273126 | NS      | $23133772.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | INTUIT INC                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     36807 | NS      | $15002165.13  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    212536 | NS      | $17542721.44  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     92508 | NS      | $20310131.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     37857 | NS      | $16694937.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     99662 | NS      | $4574485.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     29517 | NS      | $7090573.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     70513 | NS      | $6825658.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    194122 | NS      | $10006989.10  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     42091 | NS      | $3073484.82   | 0.08%             |  |  |  | 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        |        10 | NS      | $1019.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | ILLUMINA INC                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     21582 | NS      | $4706602.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     49386 | NS      | $8716629.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |     54460 | NS      | $11958871.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     54823 | NS      | $8960819.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     33927 | NS      | $8562835.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     38157 | NS      | $4990172.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | MARVELL TECHNOLO               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58268 | NS      | $2710627.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     19674 | NS      | $14086584.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     19939 | NS      | $6084784.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                      | AUTODESK INC                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     29817 | NS      | $6021543.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    348111 | NS      | $38333983.32  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     20443 | NS      | $6091196.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     43164 | NS      | $7173425.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    114325 | NS      | $6986400.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-A               | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        13 | NS      | $6243640.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     81817 | NS      | $6978990.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     85340 | NS      | $18139017.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     57205 | NS      | $15110128.70  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     68988 | NS      | $3899891.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    201665 | NS      | $16744244.95  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     34657 | NS      | $1552287.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    564833 | NS      | $16984528.31  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     30486 | NS      | $9455537.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     85913 | NS      | $18680063.59  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     31106 | NS      | $7340704.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    140645 | NS      | $45567573.55  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     95978 | NS      | $6669511.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    114901 | NS      | $8902529.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     30973 | NS      | $7919176.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    157522 | NS      | $16098748.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX COS INC                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    152780 | NS      | $12230039.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     19340 | NS      | $4857434.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     81266 | NS      | $7782844.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     68672 | NS      | $11892616.96  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     82137 | NS      | $6299907.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    771212 | NS      | $38660857.56  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    366075 | NS      | $71274802.50  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |     43887 | NS      | $5535028.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     63188 | NS      | $10556819.16  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     32257 | NS      | $4361791.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | MARRIOTT INTL-A                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     40114 | NS      | $6632849.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     32977 | NS      | $17574102.84  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    188462 | NS      | $28725378.04  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     52157 | NS      | $3291628.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     28570 | NS      | $6736520.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    188105 | NS      | $12717779.05  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                              | BOOKING HOLDINGS               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      5451 | NS      | $11335081.95  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE INC -CL B                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    173786 | NS      | $19062586.34  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     17602 | NS      | $5261941.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    158829 | NS      | $12453781.89  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8709 | NS      | $7529278.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     26992 | NS      | $3606671.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                        | VMWARE INC-CL A                | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     31799 | NS      | $3863260.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     14577 | NS      | $6397699.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                     | ZOOM VIDEO COM-A               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     14570 | NS      | $1099015.10   | 0.03%             |  |  |  | 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        |   5903550 | NS      | $5902959.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    196508 | NS      | $8895917.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     79029 | NS      | $8247466.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        62 | NC      | $602344.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    117492 | NS      | $43598931.36  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     83505 | NS      | $6060792.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     46008 | NS      | $2445785.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    534686 | NS      | $34011376.46  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    196063 | NS      | $7803307.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    240751 | NS      | $25899992.58  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     20193 | NS      | $4748787.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     59465 | NS      | $8410134.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                        | AIRBNB INC-A                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     49297 | NS      | $5035195.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     72508 | NS      | $17141616.28  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     83593 | NS      | $2900677.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    252714 | NS      | $12233884.74  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     76639 | NS      | $8300770.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    154194 | NS      | $19503999.06  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    605474 | NS      | $22184567.36  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    125570 | NS      | $22660362.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | SHERWIN-WILLIAMS               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     31995 | NS      | $7972514.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     68463 | NS      | $8339478.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | INTUITIVE SURGIC               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     49062 | NS      | $13265874.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     38224 | NS      | $8694813.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                        | ZOETIS INC                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     57828 | NS      | $8913607.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | MONSTER BEVERAGE               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     50710 | NS      | $5216030.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    218538 | NS      | $69626206.80  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    262829 | NS      | $5025290.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    548575 | NS      | $21383453.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    213149 | NS      | $21244560.83  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     40620 | NS      | $6295287.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                    | SALESFORCE INC                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    130063 | NS      | $20842595.75  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9867 | NS      | $3766036.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | EDWARDS LIFE                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     85126 | NS      | $6575983.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     36399 | NS      | $17660430.81  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | BLOCK INC                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     72698 | NS      | $4926743.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | CHARTER COMMUN-A               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     14336 | NS      | $5609533.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | ACCENTURE PLC-A                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91301 | NS      | $27475209.93  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     26405 | NS      | $5996047.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     35182 | NS      | $11131584.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    572678 | NS      | $63761968.52  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     89990 | NS      | $24604165.90  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     37077 | NS      | $4964610.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                            | PALO ALTO NETWOR               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     41139 | NS      | $6989516.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    101069 | NS      | $27570612.51  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     19162 | NS      | $10218902.98  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    181976 | NS      | $8518296.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     61821 | NS      | $4358998.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242096 | NS      | $44378617.76  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    101509 | NS      | $4212623.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     19454 | NS      | $7648340.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     81550 | NS      | $14587664.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | BLACKSTONE INC                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     96333 | NS      | $8817359.49   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    203091 | NS      | $20049143.52  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     68348 | NS      | $4138471.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX LABS                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      5715 | NS      | $2433847.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    100639 | NS      | $19094237.47  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    116539 | NS      | $4506563.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    150933 | NS      | $12975710.01  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    127514 | NS      | $3830520.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     61103 | NS      | $18668799.59  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     39171 | NS      | $9766897.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     32632 | NS      | $6193879.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                          | CROWDSTRIKE HO-A               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     27770 | NS      | $3267140.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    124275 | NS      | $18504547.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    176764 | NS      | $16451425.48  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    300317 | NS      | $3423613.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     80713 | NS      | $11455596.09  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     38082 | NS      | $3952149.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     32078 | NS      | $5845253.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    151456 | NS      | $8731438.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    180210 | NS      | $18359794.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | CHIPOTLE MEXICAN               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1903 | NS      | $3096104.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | APPLIED MATERIAL               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    118428 | NS      | $12979708.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                        | ECOLAB INC                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     35212 | NS      | $5275813.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    326381 | NS      | $55233456.63  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     32231 | NS      | $8267251.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    402979 | NS      | $55683638.22  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | MASTERCARD INC-A               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    118511 | NS      | $42237320.40  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    521447 | NS      | $25003383.65  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     69973 | NS      | $6053364.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     44500 | NS      | $5519335.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     45636 | NS      | $8027828.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    938748 | NS      | $35531611.80  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                       | WORKDAY INC-A                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     27290 | NS      | $4581991.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     38479 | NS      | $3751702.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -A                | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      7417 | NS      | $541366.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     17415 | NS      | $9576508.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    189599 | NS      | $35172510.49  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     94555 | NS      | $6282234.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    172094 | NS      | $15115016.02  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    128548 | NS      | $70413452.48  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    136151 | NS      | $5632566.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     22530 | NS      | $2690983.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    109414 | NS      | $4305440.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    247180 | NS      | $11513644.40  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | AMERICAN TOWER C               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     63930 | NS      | $14144512.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | ROSS STORES INC                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     48146 | NS      | $5665339.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     52777 | NS      | $29081710.31  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    361170 | NS      | $64288260.00  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    512468 | NS      | $25479908.96  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     21457 | NS      | $6399979.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     77378 | NS      | $12193999.02  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     70909 | NS      | $4411248.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    127001 | NS      | $14959447.79  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     23601 | NS      | $1105470.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     28174 | NS      | $3924356.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    823743 | NS      | $83189805.57  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    109135 | NS      | $5180638.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     68522 | NS      | $23056282.56  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     56311 | NS      | $9474888.86   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | WALT DISNEY CO/T               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    250639 | NS      | $24530038.93  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD WORLD FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer