# EDGAR Filing Document

**Accession Number:** 0000036405
**File Stem:** 0000036405-25-000127
**Filing Date:** 2025-8
**Character Count:** 69407
**Document Hash:** 06ad137312a81a6151cf317d4dd7a6bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000036405-25-000127.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000036405-25-000127

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000036405

**ORGANIZATION NAME:**
- **EIN:** 231999755
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02652
- **FILM NUMBER:** 251264948

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX FUNDS/
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST INDEX INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19800904

## Series and Classes Contracts Data

### Vanguard Mid-Cap Value Index Fund (Series ID: S000012757)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000034429 | Investor Shares | VMVIX           |
| C000034430 | ETF Shares      | VOE             |
| C000105307 | Admiral Shares  | VMVAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000012757

- **c. LEI of Series:** Q4QUKKUM8YYJ562GIO45

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $30686367166.62

**Total Liabilities:** $161289273.41

**Net Assets:** $30525077893.21

**Cash Not Reported:** $17091764.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105307 | -2.95%               | 3.59%                | 2.42%                |
| Class ID C000034430 | -2.94%               | 3.59%                | 2.42%                |
| Class ID C000034429 | -2.94%               | 3.57%                | 2.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49304523.69             | $-920775391.86                             |
| Month 2  | $237291281.82            | $731667615.19                              |
| Month 3  | $200818879.34            | $451740802.52                              |

### Schedule of Portfolio Investments

| Name                                              | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |   1968359 | NS      | $156740427.17 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   2125757 | NS      | $370583217.81 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |   6068544 | NS      | $298633050.24 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   2909801 | NS      | $216663782.46 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                        | KENVUE INC                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |  12118017 | NS      | $253630095.81 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                     | RALLIANT CORP                               | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    715140 | NS      | $34677118.99  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   3077236 | NS      | $91455453.92  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1710046 | NS      | $181846291.64 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   4454060 | NS      | $117943508.80 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HEALTHCARE TE                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |   2745689 | NS      | $203373184.23 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |   1248878 | NS      | $113910162.38 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   1285866 | NS      | $153403813.80 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    617829 | NS      | $44446618.26  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |   3640380 | NS      | $247909878.00 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   3080471 | NS      | $275455716.82 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |    546075 | NS      | $39661427.25  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |   1080152 | NS      | $226129821.20 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                  | MARKEL GROUP INC                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |     38036 | NS      | $75971584.96  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    704603 | NS      | $126567836.89 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   1621705 | NS      | $98064501.35  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   3331867 | NS      | $156031331.61 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    876023 | NS      | $106270350.13 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   2718843 | NS      | $225990230.16 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    725494 | NS      | $50008301.42  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   9194676 | NS      | $154102769.76 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    898797 | NS      | $146216295.96 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                               | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    122627 | NS      | $12906491.75  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |    865429 | NS      | $158572555.67 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                            | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |    625826 | NS      | $191815669.00 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |  24652301 | NS      | $267477465.85 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   1202500 | NS      | $80723825.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                     | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |   4264373 | NS      | $391469441.40 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                             | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |    864767 | NS      | $98799629.75  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |   2234351 | NS      | $240058671.44 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   2318876 | NS      | $147526891.12 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |   2491245 | NS      | $246683079.90 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                          | FERGUSON ENTERPR                            | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |   1254116 | NS      | $273083759.00 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    753281 | NS      | $57234290.38  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    410233 | NS      | $309069542.20 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |   1390673 | NS      | $134199944.50 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    518668 | NS      | $81736890.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    445098 | NS      | $56976994.98  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   1357191 | NS      | $76056983.64  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |   3942582 | NS      | $321832968.66 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2094391 | NS      | $270008887.72 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   2600483 | NS      | $116371614.25 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |   2637552 | NS      | $138234100.32 | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |   1881588 | NS      | $263648110.56 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   1807027 | NS      | $101085090.38 | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   3313370 | NS      | $314968952.20 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   1424448 | NS      | $89953891.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                   | SCHLUMBERGER LTD                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |   4292437 | NS      | $145084370.60 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    916730 | NS      | $24669204.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |   1582907 | NS      | $252790247.90 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    924750 | NS      | $116139352.50 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   6669828 | NS      | $217436392.80 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |   1090829 | NS      | $178743239.94 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive UNITED AIRLINES Pay Overnight Rate  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    100000 | NC      | $-8297.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   5382239 | NS      | $304204148.28 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |   2202105 | NS      | $140912698.95 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   3456190 | NS      | $179065203.90 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   3524626 | NS      | $103624004.40 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   3460450 | NS      | $139317717.00 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1146133 | NS      | $175782418.21 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |    986510 | NS      | $146911069.20 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   3239117 | NS      | $98080462.76  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    875619 | NS      | $49113469.71  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |   1059495 | NS      | $97113311.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   1744726 | NS      | $224930075.92 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |   1230791 | NS      | $171215336.01 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   1909523 | NS      | $57763070.75  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | ZEBRA TECH CORP                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |    160514 | NS      | $49496097.04  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD INSURAN                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   1793310 | NS      | $227517239.70 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    246840 | NS      | $43313014.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   4883561 | NS      | $99526973.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   4658948 | NS      | $195722405.48 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |   1388220 | NS      | $158784603.60 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   2273819 | NS      | $228177736.65 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   1456433 | NS      | $188666330.82 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |    869472 | NS      | $284752080.00 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |   1594933 | NS      | $120927820.06 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |   4577931 | NS      | $117607047.39 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  13509525 | NS      | $188322778.50 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   1433895 | NS      | $141453741.75 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |   1432781 | NS      | $162978838.75 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |   3404518 | NS      | $239575931.66 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   1744626 | NS      | $167553881.04 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |   2278351 | NS      | $153765908.99 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    592127 | NS      | $30571517.01  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   1818841 | NS      | $155674601.19 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   1887864 | NS      | $130791217.92 | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |   1330475 | NS      | $107502380.00 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   5674331 | NS      | $133460265.12 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   1415123 | NS      | $112403219.89 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T BANK CORP                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   1013218 | NS      | $196554159.82 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive COGNIZANT TECH-A Pay Overnight Rate | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    366000 | NC      | $-1183345.49  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |   2247187 | NS      | $204606376.35 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   1616420 | NS      | $517448370.40 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   1485737 | NS      | $59934630.58  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                              | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     77091 | NS      | $2644992.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                 | EVEREST GROUP LT                            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    134277 | NS      | $45634038.45  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   1976910 | NS      | $265736242.20 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   1273424 | NS      | $105923408.32 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |   1795690 | NS      | $131929344.30 | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                     | ZOOM COMMUNICATI                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |   1478866 | NS      | $115321970.68 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   6917804 | NS      | $120508145.68 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1264802 | NS      | $133386018.92 | 0.44%             |  |  |  | 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        |    187992 | NS      | $18797318.18  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   1614518 | NS      | $118747798.90 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   8291201 | NS      | $169555060.45 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   3316213 | NS      | $269972900.33 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1166555 | NS      | $147907508.45 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |    777991 | NS      | $93413379.37  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    934064 | NS      | $155007920.80 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   2402866 | NS      | $160367276.84 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   2748205 | NS      | $282323099.65 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Sep25                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        30 | NC      | $312338.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   3853349 | NS      | $242028850.69 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   5140357 | NS      | $376222728.83 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    511333 | NS      | $47042636.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   1622607 | NS      | $93884041.02  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      8765 | NS      | $64735309.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   1939100 | NS      | $322103901.00 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   3782516 | NS      | $271319872.68 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |    330074 | NS      | $102712427.32 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | MASCO CORP                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    665734 | NS      | $42846640.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   4120111 | NS      | $151372878.14 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    823558 | NS      | $46168661.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    738872 | NS      | $109360444.72 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    599406 | NS      | $82358384.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   5960786 | NS      | $175247108.40 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    615879 | NS      | $54197352.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6253332 | NS      | $239752748.88 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P MID 400 EMINI Sep25                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        88 | NC      | $758961.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1179943 | NS      | $295976902.12 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    660922 | NS      | $154133619.62 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |   1671401 | NS      | $336469735.31 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |   1260084 | NS      | $124798719.36 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |   1561596 | NS      | $55436658.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    168405 | NS      | $68778286.05  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                            | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |   2260625 | NS      | $81450318.75  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   1862281 | NS      | $191014162.17 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   2377435 | NS      | $163068266.65 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   2014019 | NS      | $209860779.80 | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   3149602 | NS      | $265133496.36 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    567991 | NS      | $107037903.95 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    831197 | NS      | $148443472.23 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   8144434 | NS      | $269254988.04 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   5928672 | NS      | $145015317.12 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                             | BECTON DICKINSON                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    904606 | NS      | $155818383.50 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |  14057943 | NS      | $161104026.78 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |   4865267 | NS      | $255864391.53 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |   1539444 | NS      | $123217097.76 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   2428313 | NS      | $125300950.80 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |   4052814 | NS      | $128920013.34 | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   2145419 | NS      | $111840692.47 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   3140731 | NS      | $170478878.68 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   4121487 | NS      | $202694730.66 | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   3059975 | NS      | $231762506.50 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |    406414 | NS      | $115177727.60 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   4433324 | NS      | $150245350.36 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   1506545 | NS      | $253099560.00 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310156 | NS      | $74505674.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    406278 | NS      | $64094417.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   1178845 | NS      | $156149808.70 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   3032595 | NS      | $160060364.10 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    758511 | NS      | $99706270.95  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -A                             | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    126135 | NS      | $3464928.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    761787 | NS      | $186241685.76 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |   1397072 | NS      | $154530133.92 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   2076576 | NS      | $219327957.12 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   1284074 | NS      | $136818084.70 | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   3597105 | NS      | $116690086.20 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   6371746 | NS      | $276661211.32 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    978666 | NS      | $157330346.16 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    738783 | NS      | $161032530.51 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |   5229161 | NS      | $135016937.02 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |   4311167 | NS      | $321311276.51 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   4213194 | NS      | $173288669.22 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                       | CENCORA INC                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |   1162296 | NS      | $348514455.60 | 1.14%             |  |  |  | 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        |        75 | NS      | $7454.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                               | TE CONNECTIVITY                             | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |   1871821 | NS      | $315720048.07 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |    355681 | NS      | $118146557.77 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    601064 | NS      | $320805888.72 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |   1323416 | NS      | $109578844.80 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |   2746091 | NS      | $214277480.73 | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |    898687 | NS      | $182882804.50 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | CHENIERE ENERGY                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |   1329868 | NS      | $323849455.36 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   7024982 | NS      | $409275451.32 | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                              | LABCORP HOLDINGS                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    528290 | NS      | $138681407.90 | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                         | KELLANOVA                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   1752207 | NS      | $139353022.71 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** VANGUARD INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer