NPORT-P
VANGUARD MID-CAP VALUE INDEX FUND
VANGUARD INDEX FUNDS
Net Assets$34.68B
Total Assets$34.78B
Liabilities$97.88M
Holdings172+ 9 derivatives
Holdings
172Export CSV
| # | Issuer | Title | Ticker | CUSIP | Value | % NAV | Category | Country |
|---|---|---|---|---|---|---|---|---|
| 1 | SLB Ltd | SLB LTD | — | 806857108 | $499.54M | 1.44% | Equity Common | US |
| 2 | Cummins Inc | CUMMINS INC | — | 231021106 | $483.23M | 1.39% | Equity Common | US |
| 3 | Valero Energy Corp | VALERO ENERGY | — | 91913Y100 | $480.29M | 1.38% | Equity Common | US |
| 4 | Phillips 66 | PHILLIPS 66 | — | 718546104 | $474.59M | 1.37% | Equity Common | US |
| 5 | Marathon Petroleum Corp | MARATHON PETROLE | — | 56585A102 | $467.85M | 1.35% | Equity Common | US |
| 6 | CRH PLC | CRH PLC | — | G25508105 | $456.64M | 1.32% | Equity Common | US |
| 7 | General Motors Co | GENERAL MOTORS C | — | 37045V100 | $437.79M | 1.26% | Equity Common | US |
| 8 | Warner Bros Discovery Inc | WARNER BROS DISC | — | 934423104 | $420.54M | 1.21% | Equity Common | US |
| 9 | L3Harris Technologies Inc | L3HARRIS TECHNOL | — | 502431109 | $419.07M | 1.21% | Equity Common | US |
| 10 | Digital Realty Trust Inc | DIGITAL REALTY | — | 253868103 | $402.54M | 1.16% | Equity Common | US |
| 11 | TE Connectivity PLC | TE CONNECTIVITY | — | G87052109 | $398.70M | 1.15% | Equity Common | US |
| 12 | PACCAR Inc | PACCAR INC | — | 693718108 | $394.85M | 1.14% | Equity Common | US |
| 13 | Baker Hughes Co | BAKER HUGHES CO | — | 05722G100 | $392.19M | 1.13% | Equity Common | US |
| 14 | Newmont Corp | NEWMONT CORP | — | 651639106 | $382.76M | 1.10% | Equity Common | US |
| 15 | Cencora Inc | CENCORA INC | — | 03073E105 | $377.39M | 1.09% | Equity Common | US |
| 16 | Corteva Inc | CORTEVA INC | — | 22052L104 | $371.67M | 1.07% | Equity Common | US |
| 17 | ONEOK Inc | ONEOK INC | — | 682680103 | $370.05M | 1.07% | Equity Common | US |
| 18 | Cheniere Energy Inc | CHENIERE ENERGY | — | 16411R208 | $368.35M | 1.06% | Equity Common | US |
| 19 | Arthur J Gallagher & Co | ARTHUR J GALLAGH | — | 363576109 | $361.97M | 1.04% | Equity Common | US |
| 20 | Target Corp | TARGET CORP | — | 87612E106 | $356.75M | 1.03% | Equity Common | US |
| 21 | Dominion Energy Inc | DOMINION ENERGY | — | 25746U109 | $353.15M | 1.02% | Equity Common | US |
| 22 | Allstate Corp/The | ALLSTATE CORP | — | 020002101 | $349.81M | 1.01% | Equity Common | US |
| 23 | Entergy Corp | ENTERGY CORP | — | 29364G103 | $330.87M | 0.95% | Equity Common | US |
| 24 | Cardinal Health Inc | CARDINAL HEALTH | — | 14149Y108 | $323.24M | 0.93% | Equity Common | US |
| 25 | Xcel Energy Inc | XCEL ENERGY INC | — | 98389B100 | $322.17M | 0.93% | Equity Common | US |
| 26 | Exelon Corp | EXELON CORP | — | 30161N101 | $321.70M | 0.93% | Equity Common | US |
| 27 | Keysight Technologies Inc | KEYSIGHT TEC | — | 49338L103 | $315.35M | 0.91% | Equity Common | US |
| 28 | Occidental Petroleum Corp | OCCIDENTAL PETE | — | 674599105 | $312.55M | 0.90% | Equity Common | US |
| 29 | United Rentals Inc | UNITED RENTALS | — | 911363109 | $298.36M | 0.86% | Equity Common | US |
| 30 | Western Digital Corp | WESTERN DIGITAL | — | 958102105 | $298.07M | 0.86% | Equity Common | US |
| 31 | Ferguson Enterprises Inc | FERGUSON ENTERPR | — | 31488V107 | $296.51M | 0.85% | Equity Common | US |
| 32 | Ford Motor Co | FORD MOTOR CO | — | 345370860 | $293.96M | 0.85% | Equity Common | US |
| 33 | Becton Dickinson & Co | BECTON DICKINSON | — | 075887109 | $291.03M | 0.84% | Equity Common | US |
| 34 | Carrier Global Corp | CARRIER GLOB | — | 14448C104 | $290.66M | 0.84% | Equity Common | US |
| 35 | Williams Cos Inc/The | WILLIAMS COS INC | — | 969457100 | $288.97M | 0.83% | Equity Common | US |
| 36 | Nasdaq Inc | NASDAQ INC | — | 631103108 | $282.32M | 0.81% | Equity Common | US |
| 37 | Delta Air Lines Inc | DELTA AIR LI | — | 247361702 | $282.26M | 0.81% | Equity Common | US |
| 38 | Public Storage | PUBLIC STORAGE | — | 74460D109 | $278.14M | 0.80% | Equity Common | US |
| 39 | Westinghouse Air Brake Technologies Corp | WABTEC CORP | — | 929740108 | $277.02M | 0.80% | Equity Common | US |
| 40 | Fifth Third Bancorp | FIFTH THIRD BANC | — | 316773100 | $271.73M | 0.78% | Equity Common | US |
| 41 | Kroger Co/The | KROGER CO | — | 501044101 | $267.91M | 0.77% | Equity Common | US |
| 42 | Consolidated Edison Inc | CONS EDISON INC | — | 209115104 | $265.78M | 0.77% | Equity Common | US |
| 43 | eBay Inc | EBAY INC | — | 278642103 | $265.07M | 0.76% | Equity Common | US |
| 44 | Ameriprise Financial Inc | AMERIPRISE FINAN | — | 03076C106 | $263.40M | 0.76% | Equity Common | US |
| 45 | American International Group Inc | AMERICAN INTERNA | — | 026874784 | $262.47M | 0.76% | Equity Common | US |
| 46 | Public Service Enterprise Group Inc | PUB SERV ENTERP | — | 744573106 | $262.45M | 0.76% | Equity Common | US |
| 47 | Johnson Controls International plc | JOHNSON CONTROLS | — | G51502105 | $260.51M | 0.75% | Equity Common | US |
| 48 | CBRE Group Inc | CBRE GROUP INC-A | — | 12504L109 | $259.91M | 0.75% | Equity Common | US |
| 49 | Strategy Inc | STRATEGY INC | — | 594972408 | $254.83M | 0.73% | Equity Common | US |
| 50 | MetLife Inc | METLIFE INC | — | 59156R108 | $254.80M | 0.73% | Equity Common | US |
| 51 | Diamondback Energy Inc | DIAMONDBACK ENER | — | 25278X109 | $253.88M | 0.73% | Equity Common | US |
| 52 | WEC Energy Group Inc | WEC ENERGY GROUP | — | 92939U106 | $244.99M | 0.71% | Equity Common | US |
| 53 | FedEx Corp | FEDEX CORP | — | 31428X106 | $244.98M | 0.71% | Equity Common | US |
| 54 | PG&E Corp | PG&E CORP | — | 69331C108 | $244.49M | 0.70% | Equity Common | US |
| 55 | Hartford Financial Services Group Inc/The | HARTFORD INSURAN | — | 416515104 | $242.50M | 0.70% | Equity Common | US |
| 56 | Nucor Corp | NUCOR CORP | — | 670346105 | $237.86M | 0.69% | Equity Common | US |
| 57 | Roper Technologies Inc | ROPER TECHNOLOGI | — | 776696106 | $236.76M | 0.68% | Equity Common | US |
| 58 | DR Horton Inc | DR HORTON INC | — | 23331A109 | $232.57M | 0.67% | Equity Common | US |
| 59 | Crown Castle Inc | CROWN CASTLE INC | — | 22822V101 | $230.49M | 0.66% | Equity Common | US |
| 60 | Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | — | N/A | $228.72M | 0.66% | Short-Term Investment Vehicle | US |
| 61 | Archer-Daniels-Midland Co | ARCHER-DANIELS | — | 039483102 | $227.38M | 0.66% | Equity Common | US |
| 62 | Sysco Corp | SYSCO CORP | — | 871829107 | $222.07M | 0.64% | Equity Common | US |
| 63 | Prudential Financial Inc | PRUDENTL FINL | — | 744320102 | $220.99M | 0.64% | Equity Common | US |
| 64 | Keurig Dr Pepper Inc | KEURIG DR PEPPER | — | 49271V100 | $220.92M | 0.64% | Equity Common | US |
| 65 | State Street Corp | STATE ST CORP | — | 857477103 | $217.85M | 0.63% | Equity Common | US |
| 66 | Kenvue Inc | KENVUE INC | — | 49177J102 | $214.81M | 0.62% | Equity Common | US |
| 67 | Arch Capital Group Ltd | ARCH CAPITAL GRP | — | G0450A105 | $210.92M | 0.61% | Equity Common | US |
| 68 | Kimberly-Clark Corp | KIMBERLY-CLARK | — | 494368103 | $208.15M | 0.60% | Equity Common | US |
| 69 | Huntington Bancshares Inc/OH | HUNTINGTON BANC | — | 446150104 | $206.52M | 0.60% | Equity Common | US |
| 70 | Sempra | SEMPRA | — | 816851109 | $206.14M | 0.59% | Equity Common | US |
| 71 | Kinder Morgan Inc | KINDER MORGAN IN | — | 49456B101 | $206.09M | 0.59% | Equity Common | US |
| 72 | Hewlett Packard Enterprise Co | HEWLETT PACKA | — | 42824C109 | $205.67M | 0.59% | Equity Common | US |
| 73 | Devon Energy Corp | DEVON ENERGY CO | — | 25179M103 | $202.81M | 0.58% | Equity Common | US |
| 74 | GE HealthCare Technologies Inc | GE HEALTHCARE TE | — | 36266G107 | $200.34M | 0.58% | Equity Common | US |
| 75 | Hershey Co/The | HERSHEY CO/THE | — | 427866108 | $200.11M | 0.58% | Equity Common | US |
| 76 | Ameren Corp | AMEREN CORP | — | 023608102 | $197.52M | 0.57% | Equity Common | US |
| 77 | United Airlines Holdings Inc | UNITED AIRLINES | — | 910047109 | $196.13M | 0.57% | Equity Common | US |
| 78 | Otis Worldwide Corp | OTIS WORLDWI | — | 68902V107 | $194.77M | 0.56% | Equity Common | US |
| 79 | Cboe Global Markets Inc | CBOE GLOBAL MARK | — | 12503M108 | $191.24M | 0.55% | Equity Common | US |
| 80 | Halliburton Co | HALLIBURTON CO | — | 406216101 | $191.06M | 0.55% | Equity Common | US |
| 81 | Cognizant Technology Solutions Corp | COGNIZANT TECH-A | — | 192446102 | $190.73M | 0.55% | Equity Common | US |
| 82 | IQVIA Holdings Inc | IQVIA HOLDINGS I | — | 46266C105 | $188.13M | 0.54% | Equity Common | US |
| 83 | Simon Property Group Inc | SIMON PROPERTY | — | 828806109 | $187.16M | 0.54% | Equity Common | US |
| 84 | CenterPoint Energy Inc | CENTERPOINT ENER | — | 15189T107 | $183.17M | 0.53% | Equity Common | US |
| 85 | Edison International | EDISON INTL | — | 281020107 | $183.05M | 0.53% | Equity Common | US |
| 86 | Dover Corp | DOVER CORP | — | 260003108 | $182.75M | 0.53% | Equity Common | US |
| 87 | FirstEnergy Corp | FIRSTENERGY CORP | — | 337932107 | $180.56M | 0.52% | Equity Common | US |
| 88 | Willis Towers Watson PLC | WILLIS TOWERS WA | — | G96629103 | $178.67M | 0.52% | Equity Common | US |
| 89 | PayPal Holdings Inc | PAYPAL HOLDINGS | — | 70450Y103 | $177.37M | 0.51% | Equity Common | US |
| 90 | PPL Corp | PPL CORP | — | 69351T106 | $177.24M | 0.51% | Equity Common | US |
| 91 | VICI Properties Inc | VICI PROPERTIES | — | 925652109 | $176.95M | 0.51% | Equity Common | US |
| 92 | Biogen Inc | BIOGEN INC | — | 09062X103 | $174.90M | 0.50% | Equity Common | US |
| 93 | Fiserv Inc | FISERV INC | — | 337738108 | $174.58M | 0.50% | Equity Common | US |
| 94 | American Water Works Co Inc | AMERICAN WATER W | — | 030420103 | $172.69M | 0.50% | Equity Common | US |
| 95 | Corning Inc | CORNING INC | — | 219350105 | $170.62M | 0.49% | Equity Common | US |
| 96 | M&T Bank Corp | M&T BANK CORP | — | 55261F104 | $170.25M | 0.49% | Equity Common | US |
| 97 | Dollar General Corp | DOLLAR GENERAL C | — | 256677105 | $169.89M | 0.49% | Equity Common | US |
| 98 | Eversource Energy | EVERSOURCE ENERG | — | 30040W108 | $169.11M | 0.49% | Equity Common | US |
| 99 | DTE Energy Co | DTE ENERGY CO | — | 233331107 | $167.79M | 0.48% | Equity Common | US |
| 100 | Electronic Arts Inc | ELECTRONIC ARTS | — | 285512109 | $165.83M | 0.48% | Equity Common | US |
| 101 | Aflac Inc | AFLAC INC | — | 001055102 | $165.72M | 0.48% | Equity Common | US |
| 102 | Raymond James Financial Inc | RAYMOND JAMES | — | 754730109 | $161.78M | 0.47% | Equity Common | US |
| 103 | Northern Trust Corp | NORTHERN TRUST | — | 665859104 | $160.17M | 0.46% | Equity Common | US |
| 104 | Cincinnati Financial Corp | CINCINNATI FIN | — | 172062101 | $159.18M | 0.46% | Equity Common | US |
| 105 | ON Semiconductor Corp | ON SEMICONDUCTOR | — | 682189105 | $158.60M | 0.46% | Equity Common | US |
| 106 | Citizens Financial Group Inc | CITIZENS FINANCI | — | 174610105 | $157.39M | 0.45% | Equity Common | US |
| 107 | Fidelity National Information Services Inc | FIDELITY NATIONA | — | 31620M106 | $156.86M | 0.45% | Equity Common | US |
| 108 | PPG Industries Inc | PPG INDS INC | — | 693506107 | $155.28M | 0.45% | Equity Common | US |
| 109 | CMS Energy Corp | CMS ENERGY CORP | — | 125896100 | $154.53M | 0.45% | Equity Common | US |
| 110 | Synchrony Financial | SYNCHRONY FINANC | — | 87165B103 | $153.70M | 0.44% | Equity Common | US |
| 111 | AvalonBay Communities Inc | AVALONBAY COMMUN | — | 053484101 | $150.36M | 0.43% | Equity Common | US |
| 112 | PulteGroup Inc | PULTEGROUP INC | — | 745867101 | $147.04M | 0.42% | Equity Common | US |
| 113 | Darden Restaurants Inc | DARDEN RESTAURAN | — | 237194105 | $146.73M | 0.42% | Equity Common | US |
| 114 | Regions Financial Corp | REGIONS FINANCIA | — | 7591EP100 | $146.62M | 0.42% | Equity Common | US |
| 115 | Labcorp Holdings Inc | LABCORP HOLDINGS | — | 504922105 | $142.92M | 0.41% | Equity Common | US |
| 116 | KeyCorp | KEYCORP | — | 493267108 | $142.02M | 0.41% | Equity Common | US |
| 117 | Quest Diagnostics Inc | QUEST DIAGNOSTIC | — | 74834L100 | $139.97M | 0.40% | Equity Common | US |
| 118 | Equity Residential | EQUITY RESIDENTI | — | 29476L107 | $137.91M | 0.40% | Equity Common | US |
| 119 | Humana Inc | HUMANA INC | — | 444859102 | $135.93M | 0.39% | Equity Common | US |
| 120 | Constellation Brands Inc | CONSTELLATION-A | — | 21036P108 | $135.25M | 0.39% | Equity Common | US |
| 121 | Dollar Tree Inc | DOLLAR TREE INC | — | 256746108 | $134.48M | 0.39% | Equity Common | US |
| 122 | Zoom Video Communications Inc | ZOOM COMMUNICATI | — | 98980L101 | $131.84M | 0.38% | Equity Common | US |
| 123 | Rockwell Automation Inc | ROCKWELL AUTOMAT | — | 773903109 | $131.06M | 0.38% | Equity Common | US |
| 124 | General Mills Inc | GENERAL MILLS IN | — | 370334104 | $129.10M | 0.37% | Equity Common | US |
| 125 | NetApp Inc | NETAPP INC | — | 64110D104 | $127.88M | 0.37% | Equity Common | US |
| 126 | T Rowe Price Group Inc | T ROWE PRICE GRP | — | 74144T108 | $127.78M | 0.37% | Equity Common | US |
| 127 | Principal Financial Group Inc | PRINCIPAL FINL | — | 74251V102 | $127.01M | 0.37% | Equity Common | US |
| 128 | Expeditors International of Washington Inc | EXPEDITORS INTL | — | 302130109 | $124.30M | 0.36% | Equity Common | US |
| 129 | Packaging Corp of America | PACKAGING CORP | — | 695156109 | $123.08M | 0.35% | Equity Common | US |
| 130 | W R Berkley Corp | WR BERKLEY CORP | — | 084423102 | $122.80M | 0.35% | Equity Common | US |
| 131 | Snap-on Inc | SNAP-ON INC | — | 833034101 | $122.57M | 0.35% | Equity Common | US |
| 132 | International Paper Co | INTL PAPER CO | — | 460146103 | $122.54M | 0.35% | Equity Common | US |
| 133 | Kraft Heinz Co/The | KRAFT HEINZ CO/T | — | 500754106 | $121.14M | 0.35% | Equity Common | US |
| 134 | Southwest Airlines Co | SOUTHWEST AIR | — | 844741108 | $119.99M | 0.35% | Equity Common | US |
| 135 | Alliant Energy Corp | ALLIANT ENERGY | — | 018802108 | $119.95M | 0.35% | Equity Common | US |
| 136 | Tyson Foods Inc | TYSON FOODS-A | — | 902494103 | $117.48M | 0.34% | Equity Common | US |
| 137 | Charter Communications Inc | CHARTER COMMUN-A | — | 16119P108 | $115.51M | 0.33% | Equity Common | US |
| 138 | Zimmer Biomet Holdings Inc | ZIMMER BIOMET HO | — | 98956P102 | $115.00M | 0.33% | Equity Common | US |
| 139 | International Flavors & Fragrances Inc | INTL FLVR & FRAG | — | 459506101 | $114.74M | 0.33% | Equity Common | US |
| 140 | Loews Corp | LOEWS CORP | — | 540424108 | $114.38M | 0.33% | Equity Common | US |
| 141 | HP Inc | HP INC | — | 40434L105 | $114.21M | 0.33% | Equity Common | US |
| 142 | Lennar Corp | LENNAR CORP-A | — | 526057104 | $110.98M | 0.32% | Equity Common | US |
| 143 | Fortive Corp | FORTIVE CORP | — | 34959J108 | $110.63M | 0.32% | Equity Common | US |
| 144 | Ingersoll Rand Inc | INGERSOLL-RAND I | — | 45687V106 | $101.98M | 0.29% | Equity Common | US |
| 145 | Medline Inc | MEDLINE INC-A | — | 58507V107 | $97.16M | 0.28% | Equity Common | US |
| 146 | Dow Inc | DOW INC | — | 260557103 | $95.54M | 0.28% | Equity Common | US |
| 147 | Global Payments Inc | GLOBAL PAYMENTS | — | 37940X102 | $92.92M | 0.27% | Equity Common | US |
| 148 | SS&C Technologies Holdings Inc | SS&C TECHNOLOGIE | — | 78467J100 | $90.17M | 0.26% | Equity Common | US |
| 149 | Sunbelt Rentals Holdings Inc | SUNBELT RENTALS | — | 866966104 | $88.03M | 0.25% | Equity Common | US |
| 150 | McCormick & Co Inc/MD | MCCORMICK-N/V | — | 579780206 | $83.15M | 0.24% | Equity Common | US |
| 151 | Steel Dynamics Inc | STEEL DYNAMICS | — | 858119100 | $81.17M | 0.23% | Equity Common | US |
| 152 | Qnity Electronics Inc | QNITY ELECTRONIC | — | 74743L100 | $78.63M | 0.23% | Equity Common | US |
| 153 | Markel Group Inc | MARKEL GROUP INC | — | 570535104 | $74.33M | 0.21% | Equity Common | US |
| 154 | NiSource Inc | NISOURCE INC | — | 65473P105 | $72.57M | 0.21% | Equity Common | US |
| 155 | STERIS PLC | STERIS PLC | — | G8473T100 | $70.49M | 0.20% | Equity Common | US |
| 156 | Fox Corp | FOX CORP - A | — | 35137L105 | $67.49M | 0.19% | Equity Common | US |
| 157 | LyondellBasell Industries NV | LYONDELLBASELL-A | — | N53745100 | $67.49M | 0.19% | Equity Common | US |
| 158 | Leidos Holdings Inc | LEIDOS HOLDINGS | — | 525327102 | $63.89M | 0.18% | Equity Common | US |
| 159 | Evergy Inc | EVERGY INC | — | 30034W106 | $58.11M | 0.17% | Equity Common | US |
| 160 | Estee Lauder Cos Inc/The | ESTEE LAUDER | — | 518439104 | $57.67M | 0.17% | Equity Common | US |
| 161 | Weyerhaeuser Co | WEYERHAEUSER CO | — | 962166104 | $57.22M | 0.17% | Equity Common | US |
| 162 | NVR Inc | NVR INC | — | 62944T105 | $56.84M | 0.16% | Equity Common | US |
| 163 | Centene Corp | CENTENE CORP | — | 15135B101 | $52.33M | 0.15% | Equity Common | US |
| 164 | CDW Corp/DE | CDW CORP/DE | — | 12514G108 | $50.74M | 0.15% | Equity Common | US |
| 165 | Essex Property Trust Inc | ESSEX PROPERTY | — | 297178105 | $50.71M | 0.15% | Equity Common | US |
| 166 | Genuine Parts Co | GENUINE PARTS CO | — | 372460105 | $47.30M | 0.14% | Equity Common | US |
| 167 | Invitation Homes Inc | INVITATION HOMES | — | 46187W107 | $46.76M | 0.13% | Equity Common | US |
| 168 | Fox Corp | FOX CORP - B | — | 35137L204 | $43.77M | 0.13% | Equity Common | US |
| 169 | Hubbell Inc | HUBBELL INC | — | 443510607 | $42.40M | 0.12% | Equity Common | US |
| 170 | Trimble Inc | TRIMBLE INC | — | 896239100 | $24.80M | 0.07% | Equity Common | US |
| 171 | Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | — | N/A | $15.64M | 0.05% | Short-Term Investment Vehicle | US |
| 172 | Lennar Corp | LENNAR CORP-B | — | 526057302 | $10.32M | 0.03% | Equity Common | US |
| Total (172) | $34.74B | 100.17% | ||||||
Derivatives
9Swaps(7)
| Title / Reference | Counterparty | Notional | Unrealized P&L | % NAV | Term/Exp |
|---|---|---|---|---|---|
| N/A | BANK OF AMERICA, N.A. | $92.54M | $784.03K | 0.00% | 2026-08-31 |
| N/A | BANK OF AMERICA, N.A. | $11.74M | -$575.85K | -0.00% | 2026-08-31 |
| N/A | BANK OF AMERICA, N.A. | $29.69M | $285.65K | 0.00% | 2026-08-31 |
| N/A | BANK OF AMERICA, N.A. | $12.31M | $113.67K | 0.00% | 2026-08-31 |
| N/A | BANK OF AMERICA, N.A. | $3.56M | -$105.04K | -0.00% | 2026-08-31 |
| N/A | CITIBANK N.A. | $5.15M | $24.51K | 0.00% | 2027-01-29 |
| N/A | CITIBANK N.A. | $420.61K | $7.68K | 0.00% | 2027-01-29 |
Futures(2)
| Title / Reference | Counterparty | Notional | Unrealized P&L | % NAV | Term/Exp |
|---|---|---|---|---|---|
| S&P 500 Index | MORGAN STANLEY & CO LLC | $6.67M | -$94.76K | -0.00% | 2026-06-18 |
| S&P 400 Index | MORGAN STANLEY & CO LLC | $18.33M | $14.45K | 0.00% | 2026-06-18 |
Portfolio Breakdown
By asset category — % of net assets
Equity Common
$34.49B
99.46%
Short-Term Investment Vehicle
$244.36M
0.70%
Equity Derivative
$2.01M
0.01%
By country
🇺🇸 US
$34.74B
100.17%
N/A
$2.01M
0.01%
Top 56.94%
Top 1013.10%
Top 2023.98%
Counterparty Exposure
3Total notional · $180.40M
| Counterparty | LEI | Positions | Total Notional |
|---|---|---|---|
| BANK OF AMERICA, N.A. | B4TYDEB6GKMZO031MB27 | 5 | $149.84M |
| MORGAN STANLEY & CO LLC | 9R7GPTSO7KV3UQJZQ078 | 2 | $24.99M |
| CITIBANK N.A. | E57ODZWZ7FF32TWEFA76 | 2 | $5.57M |
Performance
Monthly returns by class
| Class | Month 1 | Month 2 | Month 3 |
|---|---|---|---|
| C000105307 | +4.24% | +5.13% | -4.63% |
| C000034430 | +4.24% | +5.13% | -4.63% |
| C000034429 | +4.24% | +5.11% | -4.64% |
Monthly flows
| Month | Sales | Reinvestment | Redemption |
|---|---|---|---|
| Month 1 | $246.72M | $119.01 | $287.20M |
| Month 2 | $385.43M | $228.15 | $271.55M |
| Month 3 | $1.92B | $64.61M | $1.88B |
Realized changes
| Month | Net Realized Gain | Net Unrealized Appreciation |
|---|---|---|
| Month 1 | $9.74M | $1.38B |
| Month 2 | $29.52M | $1.67B |
| Month 3 | $985.43M | -$2.75B |