# EDGAR Filing Document

**Accession Number:** 0000052848
**File Stem:** 0001752724-23-016383
**Filing Date:** 2023-1
**Character Count:** 65958
**Document Hash:** 1e01e2d7bd0a7b4bf123ed07312ac51d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016383.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016383

**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:** 23561721

**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 Value Index Fund (Series ID: S000019699)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000055212 | Institutional Shares | VMVLX           |
| C000055213 | ETF Shares           | MGV             |

## Nport-Ex

Vanguard<sup>®</sup> Mega Cap Value 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 (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** |
| **Basic Materials (1.4%)** | **Basic Materials (1.4%)** | **Basic Materials (1.4%)** | **Basic Materials (1.4%)** |
|  | Air Products and Chemicals Inc. | 94981 | 29459 |
|  | Freeport-McMoRan Inc. | 612139 | 24363 |
|  | Newmont Corp. | 340289 | 16154 |
|  | Dow Inc. | 308004 | 15699 |
|  |  |  | **85675** |
| **Consumer Discretionary (3.1%)** | **Consumer Discretionary (3.1%)** | **Consumer Discretionary (3.1%)** | **Consumer Discretionary (3.1%)** |
|  | Walmart Inc. | 586881 | 89452 |
|  | Target Corp. | 196962 | 32907 |
|  | General Motors Co. | 593256 | 24063 |
|  | Ford Motor Co. | 1691225 | 23508 |
|  | Activision Blizzard Inc. | 150428 | 11124 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | 933350 | 10640 |
|  |  |  | **191694** |
| **Consumer Staples (11.6%)** | **Consumer Staples (11.6%)** | **Consumer Staples (11.6%)** | **Consumer Staples (11.6%)** |
|  | Procter & Gamble Co. | 1023283 | 152633 |
|  | PepsiCo Inc. | 591015 | 109639 |
|  | Coca-Cola Co. | 1666832 | 106027 |
|  | Philip Morris International Inc. | 663739 | 66155 |
|  | CVS Health Corp. | 562077 | 57264 |
|  | Mondelez International Inc. Class A | 587257 | 39705 |
|  | Altria Group Inc. | 770508 | 35890 |
|  | General Mills Inc. | 255210 | 21769 |
|  | Kimberly-Clark Corp. | 144745 | 19632 |
|  | Sysco Corp. | 218302 | 18885 |
|  | Constellation Brands Inc. Class A | 61273 | 15769 |
|  | Keurig Dr Pepper Inc. | 362966 | 14036 |
|  | Colgate-Palmolive Co. | 178157 | 13804 |
|  | Kraft Heinz Co. | 341889 | 13453 |
|  | Walgreens Boots Alliance Inc. | 313842 | 13024 |
|  | McKesson Corp. | 30837 | 11770 |
|  | Archer-Daniels-Midland Co. | 120235 | 11723 |
|  |  |  | **721178** |
| **Energy (9.1%)** | **Energy (9.1%)** | **Energy (9.1%)** | **Energy (9.1%)** |
|  | Exxon Mobil Corp. | 1784427 | 198678 |
|  | Chevron Corp. | 754320 | 138274 |
|  | ConocoPhillips | 545029 | 67316 |
|  | EOG Resources Inc. | 251065 | 35634 |
|  | Schlumberger Ltd. | 605258 | 31201 |
|  | Marathon Petroleum Corp. | 213477 | 26004 |
|  | Occidental Petroleum Corp. | 299245 | 20795 |
|  | Kinder Morgan Inc. | 818402 | 15648 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Valero Energy Corp. | 84458 | 11285 |
|  | Phillips 66 | 103211 | 11192 |
|  | Williams Cos. Inc. | 261181 | 9063 |
|  |  |  | **565090** |
| **Financials (19.6%)** | **Financials (19.6%)** | **Financials (19.6%)** | **Financials (19.6%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | 618522 | 197061 |
|  | JPMorgan Chase & Co. | 1255769 | 173522 |
|  | Bank of America Corp. | 2924729 | 110701 |
|  | Wells Fargo & Co. | 1624313 | 77886 |
|  | Goldman Sachs Group Inc. | 146169 | 56443 |
|  | Charles Schwab Corp. | 661637 | 54611 |
|  | Morgan Stanley | 551426 | 51321 |
|  | BlackRock Inc. | 61329 | 43912 |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class A | 82 | 39383 |
|  | Citigroup Inc. | 787290 | 38113 |
|  | Chubb Ltd. | 169794 | 37285 |
|  | Marsh & McLennan Cos. Inc. | 213859 | 37036 |
|  | Progressive Corp. | 250205 | 33065 |
|  | PNC Financial Services Group Inc. | 175597 | 29546 |
|  | CME Group Inc. | 153955 | 27173 |
|  | Truist Financial Corp. | 568055 | 26591 |
|  | US Bancorp | 572490 | 25985 |
|  | Intercontinental Exchange Inc. | 239120 | 25899 |
|  | MetLife Inc. | 256446 | 19669 |
|  | Travelers Cos. Inc. | 101654 | 19295 |
|  | Aflac Inc. | 243771 | 17534 |
|  | Prudential Financial Inc. | 159759 | 17259 |
|  | Allstate Corp. | 115857 | 15513 |
|  | KKR & Co. Inc. | 276706 | 14367 |
|  | Bank of New York Mellon Corp. | 312091 | 14325 |
|  | American International Group Inc. | 162223 | 10238 |
|  | T Rowe Price Group Inc. | 48197 | 6020 |
|  |  |  | **1219753** |
| **Health Care (24.0%)** | **Health Care (24.0%)** | **Health Care (24.0%)** | **Health Care (24.0%)** |
|  | UnitedHealth Group Inc. | 400544 | 219402 |
|  | Johnson & Johnson | 1125846 | 200401 |
|  | Eli Lilly & Co. | 366131 | 135864 |
|  | AbbVie Inc. | 757101 | 122029 |
|  | Pfizer Inc. | 2403225 | 120474 |
|  | Merck & Co. Inc. | 1084719 | 119449 |
|  | Abbott Laboratories | 749843 | 80668 |
|  | Bristol-Myers Squibb Co. | 914367 | 73405 |
|  | Amgen Inc. | 229047 | 65599 |
|  | Elevance Health Inc. | 102742 | 54753 |
|  | Gilead Sciences Inc. | 536839 | 47151 |
|  | Medtronic plc | 569376 | 45003 |
|  | Cigna Corp. | 130592 | 42950 |
|  | Danaher Corp. | 140060 | 38294 |
|  | Becton Dickinson and Co. | 122104 | 30445 |
|  | Humana Inc. | 54166 | 29786 |
|  | HCA Healthcare Inc. | 92276 | 22167 |
| <sup>\*</sup> | Biogen Inc. | 62043 | 18934 |
|  | Stryker Corp. | 72849 | 17039 |
|  | Baxter International Inc. | 216219 | 12223 |
|  |  |  | **1496036** |
| **Industrials (14.0%)** | **Industrials (14.0%)** | **Industrials (14.0%)** | **Industrials (14.0%)** |
|  | Honeywell International Inc. | 288431 | 63325 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Raytheon Technologies Corp. | 632118 | 62403 |
|  | Union Pacific Corp. | 267425 | 58146 |
|  | Lockheed Martin Corp. | 113555 | 55096 |
|  | Caterpillar Inc. | 226091 | 53450 |
|  | Deere & Co. | 117816 | 51957 |
|  | General Electric Co. | 469800 | 40389 |
|  | American Express Co. | 240561 | 37910 |
|  | Northrop Grumman Corp. | 59582 | 31774 |
|  | CSX Corp. | 916951 | 29975 |
|  | 3M Co. | 236952 | 29849 |
|  | United Parcel Service Inc. Class B (XNYS) | 156594 | 29710 |
|  | Eaton Corp. plc | 170573 | 27880 |
|  | Illinois Tool Works Inc. | 119387 | 27157 |
|  | General Dynamics Corp. | 105745 | 26689 |
|  | Norfolk Southern Corp. | 100471 | 25771 |
|  | Emerson Electric Co. | 253159 | 24245 |
|  | Automatic Data Processing Inc. | 88912 | 23485 |
|  | Johnson Controls International plc | 295168 | 19611 |
|  | Fidelity National Information Services Inc. | 260691 | 18921 |
|  | L3Harris Technologies Inc. | 82054 | 18633 |
|  | FedEx Corp. | 100223 | 18263 |
|  | Trane Technologies plc | 99286 | 17715 |
|  | Capital One Financial Corp. | 164497 | 16983 |
|  | Parker-Hannifin Corp. | 55029 | 16450 |
|  | Cummins Inc. | 60258 | 15134 |
|  | DuPont de Nemours Inc. | 192571 | 13578 |
|  | PPG Industries Inc. | 100367 | 13572 |
|  | Otis Worldwide Corp. | 90254 | 7048 |
|  |  |  | **875119** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | Prologis Inc. | 395277 | 46560 |
|  | Simon Property Group Inc. | 70236 | 8389 |
|  |  |  | **54949** |
| **Technology (7.2%)** | **Technology (7.2%)** | **Technology (7.2%)** | **Technology (7.2%)** |
|  | Broadcom Inc. | 164239 | 90501 |
|  | QUALCOMM Inc. | 480875 | 60826 |
|  | International Business Machines Corp. | 386743 | 57586 |
|  | Intel Corp. | 1758490 | 52878 |
|  | Oracle Corp. | 627646 | 52114 |
|  | Analog Devices Inc. | 220077 | 37833 |
|  | Micron Technology Inc. | 472510 | 27240 |
|  | TE Connectivity Ltd. | 137169 | 17300 |
|  | Cognizant Technology Solutions Corp. Class A | 222188 | 13822 |
| <sup>\*</sup> | VMware Inc. Class A | 99468 | 12084 |
|  | HP Inc. | 397495 | 11941 |
|  | Roper Technologies Inc. | 22680 | 9954 |
|  | Dell Technologies Inc. Class C | 108283 | 4850 |
|  |  |  | **448929** |
| **Telecommunications (4.4%)** | **Telecommunications (4.4%)** | **Telecommunications (4.4%)** | **Telecommunications (4.4%)** |
|  | Cisco Systems Inc. | 1595810 | 79344 |
|  | Comcast Corp. Class A | 1885874 | 69098 |
|  | Verizon Communications Inc. | 1708395 | 66593 |
|  | AT&T Inc. | 3051303 | 58829 |
|  |  |  | **273864** |
| **Utilities (4.6%)** | **Utilities (4.6%)** | **Utilities (4.6%)** | **Utilities (4.6%)** |
|  | NextEra Energy Inc. | 850596 | 72046 |
|  | Duke Energy Corp. | 329549 | 32932 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Southern Co. | 454881 | 30768 |
|  | Waste Management Inc. | 176972 | 29682 |
|  | Sempra Energy (XNYS) | 134716 | 22388 |
|  | Dominion Energy Inc. | 356770 | 21802 |
|  | American Electric Power Co. Inc. | 220167 | 21312 |
|  | Exelon Corp. | 423700 | 17529 |
|  | Xcel Energy Inc. | 234549 | 16470 |
|  | Public Service Enterprise Group Inc. | 213099 | 12903 |
|  | Republic Services Inc. Class A | 87782 | 12227 |
|  |  |  | **290059** |
| **Total Common Stocks (Cost $5,064,035)** | **Total Common Stocks (Cost $5,064,035)** | **Total Common Stocks (Cost $5,064,035)** | **6222346** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.877% **(Cost** $**4)** | 41 | **4** |
| **Total Investments (99.9%) (Cost $5,064,039)** | **Total Investments (99.9%) (Cost $5,064,039)** | **Total Investments (99.9%) (Cost $5,064,039)** | **6222350** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **5915** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **6228265** |
| 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 | 30 | 6122 | &nbsp;&nbsp;106 |

---

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 designee to 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 VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000019699

- **c. LEI of Series:** V3ER6F2H43KWH31ZJ168

**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:** $6235069214.91

**Total Liabilities:** $9423170.14

**Net Assets:** $6225646044.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055213 | -7.44%               | 12.18%               | 6.05%                |
| Class ID C000055212 | -7.42%               | 12.19%               | 6.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91954731.66             | $-511577231.37                             |
| Month 2  | $-487603.12              | $613851539.01                              |
| Month 3  | $8822544.99              | $328530573.35                              |

### 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        |    593002 | NS      | $24052161.12  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    329408 | NS      | $32917741.44  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    176896 | NS      | $29668997.12  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    307872 | NS      | $15692235.84  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    103167 | NS      | $11187429.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    569132 | NS      | $44984193.28  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1022844 | NS      | $152567411.04 | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    234449 | NS      | $16463008.78  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    150363 | NS      | $11119343.85  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    916558 | NS      | $29962281.02  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   3049994 | NS      | $58803884.32  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    228949 | NS      | $65570993.60  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    756776 | NS      | $121977155.68 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & CO INC                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    276588 | NS      | $14360448.96  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    219983 | NS      | $37817277.53  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI               | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     99243 | NS      | $17706936.06  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     61247 | NS      | $15761915.45  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    544795 | NS      | $67287630.45  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     72818 | NS      | $17031402.02  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    454686 | NS      | $30754961.04  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1690500 | NS      | $23497950.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    250098 | NS      | $33050450.70  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    159691 | NS      | $17251418.73  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     90215 | NS      | $7044889.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    913975 | NS      | $73373913.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    130536 | NS      | $42931985.04  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     48176 | NS      | $6017664.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    146106 | NS      | $56418831.90  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    572244 | NS      | $25974155.16  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    164427 | NS      | $16975443.48  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    236850 | NS      | $29835994.50  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    144683 | NS      | $19623355.29  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    243667 | NS      | $17526967.31  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    850231 | NS      | $72014565.70  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    661353 | NS      | $54588076.62  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    288307 | NS      | $63297801.85  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    117765 | NS      | $51934365.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    311957 | NS      | $14318826.30  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     92236 | NS      | $22156931.92  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    220073 | NS      | $21303066.40  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    604998 | NS      | $31187646.90  | 0.50%             |  |  |  | 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        |        16 | NS      | $1627.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    153889 | NS      | $27161408.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    169721 | NS      | $37269034.39  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    170500 | NS      | $27868225.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    105700 | NS      | $26677623.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     61303 | NS      | $43892948.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     62016 | NS      | $18925422.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1084254 | NS      | $119398050.48 | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    134658 | NS      | $22378813.02  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    356617 | NS      | $21792864.87  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-A               | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        82 | NS      | $39382960.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    255101 | NS      | $21760115.30  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     88874 | NS      | $23475178.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    216127 | NS      | $12217659.31  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    627377 | NS      | $52091112.31  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    108237 | NS      | $4847935.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1757736 | NS      | $52855121.52  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     94940 | NS      | $29446590.40  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    267310 | NS      | $58121213.30  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    299117 | NS      | $20785640.33  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    178080 | NS      | $13797638.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     60232 | NS      | $15127869.12  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    253050 | NS      | $24234598.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    213767 | NS      | $37020169.06  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    256336 | NS      | $19660971.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   2402194 | NS      | $120421985.22 | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |    137110 | NS      | $17292313.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    196877 | NS      | $32892240.39  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    100324 | NS      | $13565811.28  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    102698 | NS      | $54729818.16  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    586629 | NS      | $89413992.18  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    162153 | NS      | $10233475.83  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    587005 | NS      | $39687408.05  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     55005 | NS      | $16443194.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     84422 | NS      | $11280467.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                        | VMWARE INC-CL A                | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     99425 | NS      | $12079143.25  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     22670 | NS      | $9949636.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        19 | NC      | $106768.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    365974 | NS      | $135805631.92 | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    260579 | NS      | $18912823.82  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1666117 | NS      | $105981702.37 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    611877 | NS      | $24352704.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    749521 | NS      | $80633469.18  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    225994 | NS      | $53427241.54  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    261069 | NS      | $9059094.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    786952 | NS      | $38096346.32  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    239017 | NS      | $25887931.27  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    480669 | NS      | $60799821.81  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1885065 | NS      | $69068781.60  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    213385 | NS      | $25992426.85  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    119336 | NS      | $27145359.92  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    618204 | NS      | $196959794.40 | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    818050 | NS      | $15641116.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1707662 | NS      | $66564664.76  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    663454 | NS      | $66126460.18  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     30824 | NS      | $11764904.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    113506 | NS      | $55071976.14  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     82019 | NS      | $18624874.52  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1783662 | NS      | $198592927.08 | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    140000 | NS      | $38277400.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    115807 | NS      | $15506557.30  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     59556 | NS      | $31760619.24  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    567811 | NS      | $26579232.91  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    192488 | NS      | $13572328.88  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    753996 | NS      | $138215006.76 | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    313707 | NS      | $13018840.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    631847 | NS      | $62375935.84  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    213007 | NS      | $12897573.85  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    156527 | NS      | $29697867.71  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    362810 | NS      | $14029862.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    469599 | NS      | $40371426.03  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    397324 | NS      | $11935612.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    122052 | NS      | $30432445.68  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    101610 | NS      | $19286594.10  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    386577 | NS      | $57561315.30  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    551190 | NS      | $51299253.30  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    932949 | NS      | $10635618.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    250957 | NS      | $35618327.01  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    100180 | NS      | $18254799.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    472307 | NS      | $27228498.55  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    561836 | NS      | $57239851.68  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    100428 | NS      | $25759782.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1255230 | NS      | $173447681.40 | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1623616 | NS      | $77852387.20  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    218208 | NS      | $18877174.08  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2923475 | NS      | $110653528.75 | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    120184 | NS      | $11717940.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     54143 | NS      | $29773235.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    590762 | NS      | $109592258.62 | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    295041 | NS      | $19602524.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    536609 | NS      | $47130368.47  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    400372 | NS      | $219307766.72 | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    423518 | NS      | $17520939.66  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     70206 | NS      | $8385404.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    341743 | NS      | $13447587.05  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    770177 | NS      | $35874844.66  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    164169 | NS      | $90462044.07  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1125363 | NS      | $200314614.00 | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1595126 | NS      | $79309664.72  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    240458 | NS      | $37893776.22  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    222093 | NS      | $13816405.53  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    395107 | NS      | $46539653.53  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     87744 | NS      | $12221861.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    340143 | NS      | $16146588.21  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    175522 | NS      | $29533331.72  | 0.47%             |  |  |  | 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