# EDGAR Filing Document

**Accession Number:** 0000036405
**File Stem:** 0001752724-23-050275
**Filing Date:** 2023-3
**Character Count:** 73202
**Document Hash:** 3070c2cc9eea68b5c94ae2c5bbad2e36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050275.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050275

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000036405
- **IRS NUMBER:** 231999755
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02652
- **FILM NUMBER:** 23693855

**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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $27864918388.94

**Total Liabilities:** $70328821.62

**Net Assets:** $27794589567.32

**Cash Not Reported:** $11103179.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105307 | 10.19%               | 6.52%                | -4.49%               |
| Class ID C000034430 | 10.18%               | 6.54%                | -4.49%               |
| Class ID C000034429 | 10.17%               | 6.54%                | -4.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $107071522.79            | $2372758834.95                             |
| Month 2  | $30755354.28             | $1670304304.20                             |
| Month 3  | $102635895.86            | $-1528744438.21                            |

### 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        |   2897803 | NS      | $109247173.10 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   1275040 | NS      | $127848260.80 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    775000 | NC      | $-1372314.18  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   4812924 | NS      | $199591958.28 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |   2180342 | NS      | $163111385.02 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   5924127 | NS      | $170377892.52 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |    472412 | NS      | $52853454.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                                | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   4049487 | NS      | $73700663.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   2276726 | NS      | $176605635.82 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |   1861213 | NS      | $237304657.50 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   2095929 | NS      | $218144290.32 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |   1808587 | NS      | $147526441.59 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | ALBERTSONS COS-A                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |   1660974 | NS      | $34448600.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |    262101 | NS      | $60319924.14  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   3485778 | NS      | $213852480.30 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |   1455312 | NS      | $211995299.04 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |   1532360 | NS      | $152944851.60 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | MARKEL CORP                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |     56664 | NS      | $74654253.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |   1010095 | NS      | $158019261.80 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     40000 | NC      | $-70829.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    567751 | NS      | $32424259.61  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                                | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   2226357 | NS      | $122917169.97 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   3154512 | NS      | $109240750.56 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |   1251982 | NS      | $217231396.82 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   4250604 | NS      | $164498374.80 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   1804727 | NS      | $203031787.50 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |   2035289 | NS      | $128080736.77 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |  12795837 | NS      | $180421301.70 | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    962106 | NS      | $40543146.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA- A                              | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    654793 | NS      | $25739912.83  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                                 | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    122627 | NS      | $9170047.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |   1043989 | NS      | $95587632.84  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |   1244822 | NS      | $168561347.02 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                              | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |    959973 | NS      | $234790196.34 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |   2095432 | NS      | $137355567.60 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   1797050 | NS      | $144141380.50 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |   1411409 | NS      | $146673623.28 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |   2897226 | NS      | $249769853.46 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    219596 | NS      | $16397233.32  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   3089189 | NS      | $258997605.76 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |   2256888 | NS      | $79352182.08  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |   1847375 | NS      | $144667936.25 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    614705 | NS      | $218478451.10 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |   1981942 | NS      | $216150594.52 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        81 | NC      | $-119339.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   2680575 | NS      | $81409062.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |   3964101 | NS      | $260441435.70 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |   1354016 | NS      | $101713681.92 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   4367974 | NS      | $171967136.38 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |   2662091 | NS      | $204874523.36 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   2568337 | NS      | $159878978.25 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                      | FERGUSON PLC                                  | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | US        |   1860360 | NS      | $236209909.20 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   3282013 | NS      | $94193773.10  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   2775970 | NS      | $274737750.90 | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   3545152 | NS      | $159709097.60 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   3101613 | NS      | $85635534.93  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |    685868 | NS      | $29478606.64  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    798816 | NS      | $41155000.32  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   8845845 | NS      | $286605378.00 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |   1583140 | NS      | $270827759.80 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |   2817288 | NS      | $88885436.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   4910483 | NS      | $105231650.69 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                          | FMC CORP                                      | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    558612 | NS      | $69714777.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   4817423 | NS      | $202042720.62 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1716686 | NS      | $183427899.10 | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                                | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |   1394092 | NS      | $142741079.88 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |   1163709 | NS      | $70997886.09  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   2235570 | NS      | $113947002.90 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                                | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |   2203717 | NS      | $30940186.68  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |   1392101 | NS      | $71192045.14  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |   1789924 | NS      | $104406266.92 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | CROWN HOLDINGS I                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |   1063820 | NS      | $87456642.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    898514 | NS      | $142378528.44 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   2748618 | NS      | $245011808.52 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |   1612658 | NS      | $245801332.36 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                              | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |   4767543 | NS      | $119522303.01 | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   2422169 | NS      | $110329797.95 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   2821273 | NS      | $213937131.59 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    718126 | NS      | $129980806.00 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   3624134 | NS      | $142609672.90 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                               | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1356225 | NS      | $53069084.25  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |    267709 | NS      | $38418918.59  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    416022 | NS      | $103851571.86 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-A                              | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     93047 | NS      | $1824651.67   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp                                     | WESTLAKE CORP                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    141285 | NS      | $14487363.90  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   3147337 | NS      | $299972689.47 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   2275327 | NS      | $299910851.87 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |   1111310 | NS      | $92116485.90  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    899237 | NS      | $81506841.68  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |   6526955 | NS      | $202335605.00 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |   1851625 | NS      | $131095050.00 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  18586419 | NS      | $302215172.94 | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   2291528 | NS      | $203762669.76 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PERKINELMER INC                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    560161 | NS      | $78545775.42  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |   3184235 | NS      | $187869865.00 | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   1174134 | NS      | $33404112.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   3294816 | NS      | $208364163.84 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   2574295 | NS      | $163030102.35 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   8287728 | NS      | $178683415.68 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   2170128 | NS      | $182117141.76 | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO                              | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |   1739526 | NS      | $91516462.86  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                    | ROCKET COS INC-A                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1027930 | NS      | $7195510.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                     | M&T BANK CORP                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   1530934 | NS      | $222077286.04 | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M                              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |   4149601 | NS      | $87473589.08  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   1439276 | NS      | $45999260.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |   4293246 | NS      | $72469992.48  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                                  | HENRY SCHEIN INC                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |   1202208 | NS      | $96020352.96  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |   1064230 | NS      | $86670891.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                              | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |   3116435 | NS      | $195649789.30 | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                              | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   1869967 | NS      | $352563578.18 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   3602104 | NS      | $98769691.68  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                                | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    378120 | NS      | $6972532.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                              | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    347362 | NS      | $115070609.74 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   1709635 | NS      | $216884296.10 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |    785812 | NS      | $185043009.76 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                              | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |    811192 | NS      | $98876192.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   3591339 | NS      | $187647462.75 | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    262120 | NS      | $32508122.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |   1765912 | NS      | $128152233.84 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1723000 | NS      | $57393130.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   8274657 | NS      | $144144524.94 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2020590 | NS      | $91997462.70  | 0.33%             |  |  |  | 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        |    382984 | NS      | $38294590.46  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   2261304 | NS      | $237075111.36 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |  11411942 | NS      | $182134594.32 | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1756049 | NS      | $155392776.01 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |   1094322 | NS      | $153566206.26 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |   1845082 | NS      | $144193158.30 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   3995917 | NS      | $131305832.62 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                             | BOSTON PROPERTIE                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |   1251261 | NS      | $84560218.38  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P MID 400 EMINI Mar23                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        86 | NC      | $-270255.36   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   5402825 | NS      | $177752942.50 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   7416919 | NS      | $305947908.75 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |   1740040 | NS      | $148251408.00 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   2310425 | NS      | $191834587.75 | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    241592 | NS      | $34175604.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   5713747 | NS      | $254718841.26 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |    471439 | NS      | $107719097.11 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   5582510 | NS      | $167419474.90 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                              | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |   2292922 | NS      | $86259725.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |   1024183 | NS      | $160786489.17 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   8882183 | NS      | $262290863.99 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |   8881807 | NS      | $71587364.42  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   2658405 | NS      | $70128723.90  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |   1728106 | NS      | $98070015.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    940861 | NS      | $118049829.67 | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   1192121 | NS      | $29147358.45  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |   1863633 | NS      | $263592251.52 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    525533 | NS      | $77269116.99  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN                              | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    571635 | NS      | $11466998.10  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    238162 | NS      | $55891858.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                              | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |   3325400 | NS      | $131419808.00 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   2578380 | NS      | $128532243.00 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   2797640 | NS      | $262306726.40 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    820705 | NS      | $104976376.55 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |   1200801 | NS      | $214439042.58 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   9692057 | NS      | $91880700.36  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   4584615 | NS      | $23931690.30  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |   6751483 | NS      | $215642367.02 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |   1199119 | NS      | $119096499.08 | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   3386902 | NS      | $215474705.24 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                              | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |   2423273 | NS      | $237068797.59 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    270290 | NS      | $38081158.10  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   3170820 | NS      | $50891661.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   3137968 | NS      | $201614444.00 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   2887288 | NS      | $111824664.24 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                    | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |   1359920 | NS      | $125507016.80 | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   5022256 | NS      | $411875214.56 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   5686793 | NS      | $186868017.98 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |    574314 | NS      | $121708622.88 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   6203965 | NS      | $181279857.30 | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   2324920 | NS      | $178716600.40 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    388215 | NS      | $46799318.25  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |  10755576 | NS      | $119709560.88 | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                    | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442673 | NS      | $81757276.37  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    606167 | NS      | $63762706.73  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   1460581 | NS      | $171662084.93 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   2436066 | NS      | $226188728.10 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1120464 | NS      | $134534112.48 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |    201668 | NS      | $112177825.00 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |   2264883 | NS      | $204971911.50 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   1927857 | NS      | $115787091.42 | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   5266091 | NS      | $177309283.97 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   1449863 | NS      | $170329905.24 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   1085466 | NS      | $150152511.78 | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |   6373385 | NS      | $374627570.30 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   6087743 | NS      | $199738847.83 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |   1459347 | NS      | $241828391.37 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   3529519 | NS      | $81884840.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2881983 | NS      | $36658823.76  | 0.13%             |  |  |  | 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        |    485601 | NS      | $48555290.39  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    758852 | NS      | $47428250.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   2076719 | NS      | $83587939.75  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1401464 | NS      | $85335142.96  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                   | LUCID GROUP INC                               | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5216473 | NS      | $35628510.59  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |   1018570 | NS      | $262353074.90 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    943828 | NS      | $293879724.36 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |   1899121 | NS      | $98868239.26  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |   1240773 | NS      | $200409654.96 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    865506 | NS      | $88489333.44  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   2270170 | NS      | $161726910.80 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer