NPORT-P
false
0000036405
XXXXXXXX
S000012757
C000105307
C000034430
C000034429
VANGUARD INDEX FUNDS
811-02652
0000036405
549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD MID-CAP VALUE INDEX FUND
S000012757
Q4QUKKUM8YYJ562GIO45
2021-12-31
2021-06-30
N
27035532060.25
242591781.16
26792940279.09
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12520590.88000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2628333.00000000
NS
USD
137435532.57000000
0.512954275038
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-C
530307305
616033.00000000
NS
USD
106980290.78000000
0.399285370196
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE
43300A203
565633.00000000
NS
USD
68226652.46000000
0.254644140394
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2081285.00000000
NS
USD
138863335.20000000
0.518283300576
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5411857.00000000
NS
USD
141087111.99000000
0.526583161535
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TR
133131102
793448.00000000
NS
USD
105266746.16000000
0.392889862267
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
3726423.00000000
NS
USD
96029920.71000000
0.358415014215
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2683537.00000000
NS
USD
220801424.36000000
0.824102998999
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
1778289.00000000
NS
USD
152612761.98000000
0.569600649985
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1747509.00000000
NS
USD
139783244.91000000
0.521716703929
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
933006.00000000
NS
USD
164022454.80000000
0.612185348421
Long
EC
CORP
US
N
1
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535104
55876.00000000
NS
USD
66308607.96000000
0.247485372151
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
1061111.00000000
NS
USD
140034818.67000000
0.522655659331
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC -
25470F104
1300963.00000000
NS
USD
39913544.84000000
0.148970379600
Long
EC
CORP
US
N
1
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS H
34964C106
562920.00000000
NS
USD
56072461.20000000
0.209280730729
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
2031827.00000000
NS
USD
113294673.52000000
0.422852707988
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3181950.00000000
NS
USD
195085354.50000000
0.728122230960
Long
EC
CORP
US
N
1
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & CO INC
48251W104
2244666.00000000
NS
USD
132974013.84000000
0.496302430621
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1173514.00000000
NS
USD
148414315.58000000
0.553930677387
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
3898553.00000000
NS
USD
141829358.14000000
0.529353466482
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1629861.00000000
NS
USD
162497141.70000000
0.606492381975
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
ARAMARK
03852U106
1035483.00000000
NS
USD
38571741.75000000
0.143962332421
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1843816.00000000
NS
USD
111421800.88000000
0.415862535874
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
11992446.00000000
NS
USD
171132204.42000000
0.638721255067
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA- A
531229409
549604.00000000
NS
USD
25600554.32000000
0.095549626331
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
JACOBS ENGIN GRP
469814107
1057738.00000000
NS
USD
141123403.96000000
0.526718615015
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
122627.00000000
NS
USD
9987969.15000000
0.037278361560
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1080170.00000000
NS
USD
101179523.90000000
0.377635014470
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-A
530307107
99385.00000000
NS
USD
16713575.45000000
0.062380519927
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1169020.00000000
NS
USD
176054412.00000000
0.657092540669
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
1047626.00000000
NS
USD
240974932.52000000
0.899397117337
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
3391345.00000000
NS
USD
281820769.50000000
1.051847115562
Long
EC
CORP
US
N
1
N
N
N
Endeavor Group Holdings Inc
N/A
ENDEAVOR GROUP-A
29260Y109
4229.00000000
NS
USD
117185.59000000
0.000437374878
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1830490.00000000
NS
USD
210469740.20000000
0.785541780811
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies Inc
N/A
OPENDOOR TECHNOL
683712103
1759663.00000000
NS
USD
31198824.99000000
0.116444200095
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918K108
560699.00000000
NS
USD
67524980.57000000
0.252025271831
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2789790.00000000
NS
USD
223852749.60000000
0.835491540936
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
WESTROCK CO
96145D105
2161632.00000000
NS
USD
115042055.04000000
0.429374506275
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
1742838.00000000
NS
USD
142511863.26000000
0.531900798402
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC INVESTMENT
00123Q104
2131688.00000000
NS
USD
36004210.32000000
0.134379466922
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
587910.00000000
NS
USD
187549169.10000000
0.699994726769
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
89498.00000000
NS
USD
133550705.56000000
0.498454832388
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2644679.00000000
NS
USD
98196931.27000000
0.366503005071
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3618945.00000000
NS
USD
201358099.80000000
0.751534164233
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3459693.00000000
NS
USD
158696117.91000000
0.592305720301
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2590183.00000000
NS
USD
222056388.59000000
0.828786935203
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2394346.00000000
NS
USD
176606960.96000000
0.659154833774
Long
EC
CORP
US
N
1
N
N
N
agilon health Inc
N/A
AGILON HEALTH IN
00857U107
476351.00000000
NS
USD
19325560.07000000
0.072129299243
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA
24906P109
1773353.00000000
NS
USD
112182310.78000000
0.418701007099
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
3479007.00000000
NS
USD
105935763.15000000
0.395386852083
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
3047092.00000000
NS
USD
173988953.20000000
0.649383574134
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
629044.00000000
NS
USD
32351732.92000000
0.120747228870
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
733054.00000000
NS
USD
39357669.26000000
0.146895670464
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
1498648.00000000
NS
USD
231406237.68000000
0.863683624378
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2364757.00000000
NS
USD
168299755.69000000
0.628149631719
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK I
668771108
4475284.00000000
NS
USD
121817230.48000000
0.454661672855
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED
57772K101
2179815.00000000
NS
USD
229665308.40000000
0.857185907958
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
523385.00000000
NS
USD
56630257.00000000
0.211362606754
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4417936.00000000
NS
USD
164391398.56000000
0.613562366980
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
1004662.00000000
NS
USD
130505593.80000000
0.487089481186
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1243118.00000000
NS
USD
144972421.16000000
0.541084403764
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
1061589.00000000
NS
USD
100341392.28000000
0.374506833646
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK-A
25470M109
1994982.00000000
NS
USD
83390247.60000000
0.311239627795
Long
EC
CORP
US
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC ENTERTAINMEN
00165C104
4006732.00000000
NS
USD
227101569.76000000
0.847617198390
Long
EC
CORP
US
N
1
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
1333072.00000000
NS
USD
108005493.44000000
0.403111761213
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1817023.00000000
NS
USD
99300306.95000000
0.370621163320
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS I
228368106
1095712.00000000
NS
USD
111992723.52000000
0.417993405551
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
845660.00000000
NS
USD
109572166.20000000
0.408959095413
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2635258.00000000
NS
USD
238148265.46000000
0.888847073069
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1473937.00000000
NS
USD
227177909.81000000
0.847902124378
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPE
42250P103
4377400.00000000
NS
USD
145723646.00000000
0.543888220113
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2193766.00000000
NS
USD
104752326.50000000
0.390969880158
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2901369.00000000
NS
USD
179797836.93000000
0.671064224594
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
674255.00000000
NS
USD
141755371.20000000
0.529077323068
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
6865445.00000000
NS
USD
158729088.40000000
0.592428776933
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
7202797.00000000
NS
USD
225231462.19000000
0.840637346419
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA-C
531229607
1263186.00000000
NS
USD
58599198.54000000
0.218711339366
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 NETWORKS
315616102
242127.00000000
NS
USD
45195425.82000000
0.168684083751
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
994045.00000000
NS
USD
40060013.50000000
0.149517048456
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-A
92556H107
73269.00000000
NS
USD
3549883.05000000
0.013249322444
Long
EC
CORP
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICA
960413102
129988.00000000
NS
USD
11710618.92000000
0.043707852882
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2784453.00000000
NS
USD
199700969.16000000
0.745349211694
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2430648.00000000
NS
USD
233172062.64000000
0.870274259604
Long
EC
CORP
US
N
1
N
N
N
Marqeta Inc
N/A
MARQETA INC-A
57142B104
7812.00000000
NS
USD
219282.84000000
0.000818435146
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
914502.00000000
NS
USD
178922316.30000000
0.667796495779
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
6085616.00000000
NS
USD
209466902.72000000
0.781798863947
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
1127385.00000000
NS
USD
98443258.20000000
0.367422377591
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1833409.00000000
NS
USD
126083536.93000000
0.470584921313
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
12093325.00000000
NS
USD
122989115.25000000
0.459035529392
Long
EC
CORP
US
N
1
N
N
N
QuantumScape Corp
N/A
QUANTUMSCAPE COR
74767V109
527539.00000000
NS
USD
15435791.14000000
0.057611411734
Long
EC
CORP
US
N
1
N
N
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
9.00000000
NC
USD
26831.11000000
0.000100142461
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2021-09-17
1903038.89000000
USD
26831.11000000
N
N
N
GameStop Corp
549300505KLOET039L77
GAMESTOP CORP-A
36467W109
241313.00000000
NS
USD
51674765.82000000
0.192867095890
Long
EC
CORP
US
N
1
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2074565.00000000
NS
USD
166048182.60000000
0.619746025894
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
2885943.00000000
NS
USD
222217611.00000000
0.829388669870
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1246558.00000000
NS
USD
43878841.60000000
0.163770161628
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
3485247.00000000
NS
USD
165897757.20000000
0.619184589193
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2351126.00000000
NS
USD
138904524.08000000
0.518437030923
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
7808250.00000000
NS
USD
157570485.00000000
0.588104490804
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2209384.00000000
NS
USD
139610974.96000000
0.521073736236
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
1673173.00000000
NS
USD
147122101.89000000
0.549107714037
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1044976.00000000
NS
USD
151845462.56000000
0.566736838056
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
1331038.00000000
NS
USD
36403889.30000000
0.135871199356
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
4682955.00000000
NS
USD
211669566.00000000
0.790019922394
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1142827.00000000
NS
USD
84786335.13000000
0.316450282226
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1108875.00000000
NS
USD
129461156.25000000
0.483191299280
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
3324185.00000000
NS
USD
76356529.45000000
0.284987495417
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GRP
G0450A105
3114537.00000000
NS
USD
121280070.78000000
0.452656817492
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1675181.00000000
NS
USD
234659354.48000000
0.875825318295
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3185886.00000000
NS
USD
78054207.00000000
0.291323782261
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
378120.00000000
NS
USD
9207222.00000000
0.034364358312
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
325581.00000000
NS
USD
82049667.81000000
0.306236146370
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3320166.00000000
NS
USD
259238561.28000000
0.967562942251
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
793101.00000000
NS
USD
218776910.85000000
0.816546853652
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
3066415.00000000
NS
USD
149671716.15000000
0.558623706808
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
244225.00000000
NS
USD
42807758.00000000
0.159772527964
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1080586.00000000
NS
USD
80428015.98000000
0.300183612333
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
1598623.00000000
NS
USD
51939261.27000000
0.193854279257
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
7883131.00000000
NS
USD
162786655.15000000
0.607572940686
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
2029164.00000000
NS
USD
110731479.48000000
0.413286031046
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
878829.00000000
NS
USD
74946537.12000000
0.279724943732
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
87957.36500000
NS
USD
8795736.50000000
0.032828560092
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
2021871.00000000
NS
USD
302067527.40000000
1.127414625843
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
10568690.00000000
NS
USD
154091500.20000000
0.575119783774
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
ELANCO ANIMAL HE
28414H103
3842020.00000000
NS
USD
133279673.80000000
0.497443253378
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1606127.00000000
NS
USD
185700403.74000000
0.693094530893
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
1010248.00000000
NS
USD
181753717.68000000
0.678364210074
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARM
015351109
897667.00000000
NS
USD
164910404.57000000
0.615499466845
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936U109
1445462.00000000
NS
USD
107860374.44000000
0.402570129729
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
4724010.00000000
NS
USD
229208965.20000000
0.855482686157
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1140950.00000000
NS
USD
130741460.50000000
0.487969812712
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
4933477.00000000
NS
USD
130983814.35000000
0.488874356399
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
7058564.00000000
NS
USD
343046210.40000000
1.280360448784
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
871248.00000000
NS
USD
44825709.60000000
0.167304182120
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
1086284.00000000
NS
USD
111746035.08000000
0.417072683759
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
508681.00000000
NS
USD
110902631.62000000
0.413924826707
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
2650614.00000000
NS
USD
160150097.88000000
0.597732448218
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
2767357.00000000
NS
USD
106017446.67000000
0.395691721646
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
439273.00000000
NS
USD
98146766.39000000
0.366315773362
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
4715137.00000000
NS
USD
115615159.24000000
0.431513518246
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
2230411.00000000
NS
USD
96933662.06000000
0.361788071970
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
948092.00000000
NS
USD
159715578.32000000
0.596110679366
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
929948.00000000
NS
USD
156621842.16000000
0.584563846030
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI Sep21
N/A
145.00000000
NC
USD
-776842.82000000
-0.00289943101
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 400 Index
MID
2021-09-17
39816642.82000000
USD
-776842.82000000
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
642447.00000000
NS
USD
122861564.28000000
0.458559467532
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797104
906224.00000000
NS
USD
65302501.44000000
0.243730254163
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
1516900.00000000
NS
USD
101237906.00000000
0.377852915527
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
5971291.00000000
NS
USD
136563425.17000000
0.509699285511
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp
549300DCJE6AYX159479
ALLEGHANY CORP
017175100
53737.00000000
NS
USD
35846340.59000000
0.133790245552
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
6721626.00000000
NS
USD
177182061.36000000
0.661301296215
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2457845.00000000
NS
USD
78626461.55000000
0.293459623061
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1599811.00000000
NS
USD
72935383.49000000
0.272218661820
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
433293.00000000
NS
USD
51583531.65000000
0.192526580183
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL I
02005N100
3010957.00000000
NS
USD
150066096.88000000
0.560095664443
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
950373.00000000
NS
USD
94562113.50000000
0.352936678524
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
531485.00000000
NS
USD
109028832.90000000
0.406931198160
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
220592.00000000
NS
USD
41215409.28000000
0.153829362700
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
2552805.00000000
NS
USD
104639476.95000000
0.390548688796
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2345287.00000000
NS
USD
99252545.84000000
0.370442903265
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2562069.00000000
NS
USD
227896037.55000000
0.850582411546
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
771584.00000000
NS
USD
104487905.28000000
0.389982973841
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1138820.00000000
NS
USD
198894913.00000000
0.742340746958
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
734558.00000000
NS
USD
46159624.72000000
0.172282788821
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
DUKE REALTY CORP
264411505
3045906.00000000
NS
USD
144223649.10000000
0.538289741990
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGI
550241103
8978360.00000000
NS
USD
122015912.40000000
0.455403218642
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6223671.00000000
NS
USD
254548143.90000000
0.950056773345
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
3082004.00000000
NS
USD
178201471.28000000
0.665106066836
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL M
035710409
11358978.00000000
NS
USD
100867724.64000000
0.376471277841
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
1378156.00000000
NS
USD
298853128.60000000
1.115417440142
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2476456.00000000
NS
USD
292939980.24000000
1.093347640044
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
UNIVERSAL HLTH-B
913903100
601682.00000000
NS
USD
88104295.26000000
0.328833992619
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
2867734.00000000
NS
USD
49009574.06000000
0.182919730158
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
2612147.00000000
NS
USD
182171131.78000000
0.679922135765
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
2411012.00000000
NS
USD
118091367.76000000
0.440755536831
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1248566.00000000
NS
USD
180592586.24000000
0.674030488475
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
5195548.00000000
NS
USD
224759406.48000000
0.838875480401
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
527959.00000000
NS
USD
158392979.59000000
0.591174309128
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
5937026.00000000
NS
USD
166058617.22000000
0.619784971303
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO LOGISTICS IN
983793100
197141.00000000
NS
USD
27578054.49000000
0.102930302545
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2356723.00000000
NS
USD
134545316.07000000
0.502167043514
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
753361.00000000
NS
USD
71757635.25000000
0.267822920898
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
9817575.00000000
NS
USD
140293146.75000000
0.523619824060
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
384551.00000000
NS
USD
79332871.30000000
0.296096174864
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
574347.00000000
NS
USD
58066481.70000000
0.216723066207
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1573580.00000000
NS
USD
203935968.00000000
0.761155609931
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
2269170.00000000
NS
USD
137511702.00000000
0.513238564217
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
359775.00000000
NS
USD
157581450.00000000
0.588145415764
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
2548349.00000000
NS
USD
73851154.02000000
0.275636616402
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2239589.00000000
NS
USD
222503167.15000000
0.830454458645
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1808141.00000000
NS
USD
147942096.62000000
0.552168202067
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
2401687.00000000
NS
USD
127505562.83000000
0.475892386210
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
1334265.00000000
NS
USD
174094897.20000000
0.649778991728
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1062813.00000000
NS
USD
155160069.87000000
0.579108034630
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT INC
92339V308
930618.00000000
NS
USD
42743284.74000000
0.159531892710
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDS
608190104
226497.00000000
NS
USD
43530458.43000000
0.162469881903
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
5997108.00000000
NS
USD
265971739.80000000
0.992693362615
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5718131.00000000
NS
USD
218604148.13000000
0.815902046781
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1167936.00000000
NS
USD
133716992.64000000
0.499075470057
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
3915493.00000000
NS
USD
72632395.15000000
0.271087810421
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
2604982.00000000
NS
USD
55251668.22000000
0.206217263370
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
2087471.51000000
NS
USD
208747151.00000000
0.779112515556
Long
STIV
CORP
US
N
1
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
345010.00000000
NS
USD
22104790.70000000
0.082502295267
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
1948172.00000000
NS
USD
94564268.88000000
0.352944723106
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1325207.00000000
NS
USD
171150484.05000000
0.638789480613
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
457925.00000000
NS
USD
37536112.25000000
0.140097025033
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
471414.00000000
NS
USD
134833832.28000000
0.503243880199
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
941472.00000000
NS
USD
234313551.36000000
0.874534668159
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corp
N/A
UWM HOLDINGS COR
91823B109
669134.00000000
NS
USD
5654182.30000000
0.021103254219
Long
EC
CORP
US
N
1
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1133935.00000000
NS
USD
236640895.15000000
0.883221074973
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
914882.00000000
NS
USD
138696111.20000000
0.517659166016
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
2074263.00000000
NS
USD
133437338.79000000
0.498031710592
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
1693540.00000000
NS
USD
72229481.00000000
0.269584003277
Long
EC
CORP
US
N
1
N
N
N
2021-08-27
VANGUARD INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer