NPORT-P
false
0000036405
XXXXXXXX
S000002844
C000007792
C000007794
C000007791
C000096111
C000007793
VANGUARD INDEX FUNDS
811-02652
0000036405
549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD MID-CAP INDEX FUND
S000002844
F7RXEPKL33W3OZ8V3S02
2019-12-31
2019-12-31
N
112379549502.97
409047296.08
111970502206.89
0
0
0
0
0
0
0
0
0
0
0
0
0
0
N
Gartner Inc.
PP55B5R38BFB8O8HH686
Gartner Inc.
366651107
2136871.00000000
NS
USD
329291821.10000000
0.294088009439
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc.
N/A
Chipotle Mexican Grill Inc. Class A
169656105
699820.00000000
NS
USD
585826320.20000000
0.523197010510
Long
EC
CORP
US
N
1
N
N
N
Datadog Inc.
N/A
Datadog Inc. Class A
23804L103
693856.00000000
NS
USD
26213879.68000000
0.023411415652
Long
EC
CORP
US
N
1
N
N
DR Horton Inc.
529900ZIUEYVSB8QDD25
DR Horton Inc.
23331A109
8815556.00000000
NS
USD
465020579.00000000
0.415306326072
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc.
5323X5O7RN0NKFCDRY08
United Rentals Inc.
911363109
1889661.00000000
NS
USD
315138764.97000000
0.281448023147
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc.
02043Q107
2803499.00000000
NS
USD
322878979.83000000
0.288360749899
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc.
549300I1YSWNIRKBWP67
Verisk Analytics Inc. Class A
92345Y106
4124700.00000000
NS
USD
615982698.00000000
0.550129441111
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc.
44107P104
18076754.00000000
NS
USD
335323786.70000000
0.299475111829
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc.
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc.
469814107
3339879.00000000
NS
USD
300021330.57000000
0.267946757991
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc.
48020Q107
647410.00000000
NS
USD
112707606.90000000
0.100658302569
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
9365177.00000000
NS
USD
282828345.40000000
0.252591834300
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc.
237194105
3084056.00000000
NS
USD
336192944.56000000
0.300251350073
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc.
549300TUSNXS3BFFML48
Black Knight Inc.
09215C105
3574285.00000000
NS
USD
230469896.80000000
0.205830903905
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005N100
9554360.00000000
NS
USD
291981241.60000000
0.260766215963
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
8146636.00000000
NS
USD
693034324.52000000
0.618943660035
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
AMERICAN AIRLINES GROUP INC
02376R102
9938506.00000000
NS
USD
285036352.08000000
0.254563788196
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
11656228.00000000
NS
USD
387802705.56000000
0.346343633293
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 83304A106 REC
N/A
250000.00000000
NC
USD
302619.81000000
0.000270267440
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Snap Inc.
Snap Inc.
Y
2020-02-04
0
USD
0
USD
250000
USD
302619.81
N
N
N
N/A
N/A
HRL Receive
N/A
150000.00000000
NC
USD
31759.14000000
0.000028363845
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Hormel Foods Corp.
Hormel Foods Corp.
Y
2020-02-04
0
USD
0
USD
150000
USD
31759.14
N
N
N
Corteva Inc.
549300WZN9I2QKLS0O94
Corteva Inc.
22052L104
9356070.00000000
NS
USD
276565429.20000000
0.246998471694
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X101
2014495.00000000
NS
USD
185091800.60000000
0.165304072904
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc.
228368106
3408306.00000000
NS
USD
247238517.24000000
0.220806830698
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc.
12541W209
3403215.00000000
NS
USD
266131413.00000000
0.237679931548
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc.
592688105
613357.00000000
NS
USD
486563840.96000000
0.434546448725
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
N/A
Westrock Co.
96145D105
6497497.00000000
NS
USD
278807596.27000000
0.249000933973
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc.
538034109
3492715.00000000
NS
USD
249624341.05000000
0.222937591713
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc. Class A
22788C105
519743.00000000
NS
USD
25919583.41000000
0.023148581902
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc.
549300OX0Q38NLSKPB49
Avangrid Inc.
05351W103
1546534.00000000
NS
USD
79120679.44000000
0.070662074278
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co.
549300EJG9IEYQL5XT21
Tiffany & Co.
886547108
2870534.00000000
NS
USD
383646869.10000000
0.342632087503
Long
EC
CORP
US
N
1
N
N
N
AO Smith Corp.
549300XG4US7UJNECY36
AO Smith Corp.
831865209
1722525.00000000
NS
USD
82061091.00000000
0.073288133376
Long
EC
CORP
US
N
1
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc./OK
212015101
1866242.00000000
NS
USD
64012100.60000000
0.057168717955
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1589211.00000000
NS
USD
234456298.83000000
0.209391129100
Long
EC
CORP
US
N
1
N
N
N
Chewy Inc.
N/A
Chewy Inc.
16679L109
1073353.00000000
NS
USD
31127237.00000000
0.027799497534
Long
EC
CORP
US
N
1
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp. Class A
032095101
7465248.00000000
NS
USD
807963791.04000000
0.721586288455
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671D857
34664005.00000000
NS
USD
454791745.60000000
0.406171033116
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
8943050.00000000
NS
USD
181543915.00000000
0.162135483383
Long
EC
CORP
GB
N
1
N
N
N
Keysight Technologies Inc.
549300GLKVIO8YRCYN02
Keysight Technologies Inc.
49338L103
4715301.00000000
NS
USD
483931341.63000000
0.432195383687
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp. Class A
530307107
640037.00000000
NS
USD
79723008.72000000
0.071200009956
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp. Class A
78410G104
2833760.00000000
NS
USD
682907822.40000000
0.609899758365
Long
EC
CORP
US
N
1
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron Inc.
883203101
5740864.00000000
NS
USD
256042534.40000000
0.228669631155
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co. Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co. Inc.
086516101
5640873.00000000
NS
USD
495268649.40000000
0.442320646633
Long
EC
CORP
US
N
1
N
N
N
Okta Inc.
549300N8J06I8MRHU620
Okta Inc.
679295105
2680380.00000000
NS
USD
309235440.60000000
0.276175809257
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc.
WD6L6041MNRW1JE49D58
Tyson Foods Inc. Class A
902494103
3711920.00000000
NS
USD
337933196.80000000
0.301805556052
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
8236586.00000000
NS
USD
532660016.62000000
0.475714591005
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc.
459506101
2685657.00000000
NS
USD
346503466.14000000
0.309459598117
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
20977137.00000000
NS
USD
513310542.39000000
0.458433723411
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
PERRIGO CO PLC
N/A
3251468.00000000
NS
USD
167970836.90000000
0.150013471038
Long
EC
CORP
IE
N
1
N
N
N
Roku Inc.
549300KR6ITU0YIR1T71
Roku Inc.
77543R102
2187198.00000000
NS
USD
292865812.20000000
0.261556219207
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp. Class A
25470M109
6012158.00000000
NS
USD
213251244.26000000
0.190453056882
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
4527935.00000000
NS
USD
356755998.65000000
0.318616056567
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 134429109 REC
N/A
2000000.00000000
NC
USD
2859561.24000000
0.002553852294
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Campbell Soup Co.
Campbell Soup Co.
Y
2020-02-04
0
USD
0
USD
2000000
USD
2859561.24
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106108
3653273.00000000
NS
USD
185257473.83000000
0.165452034400
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair Inc.
94419L101
1570604.00000000
NS
USD
141935483.48000000
0.126761495824
Long
EC
CORP
US
N
1
N
N
Newmont Goldcorp Corp.
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp.
651639106
20639021.00000000
NS
USD
896765462.45000000
0.800894382694
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc.
N/A
Extra Space Storage Inc.
30225T102
3095751.00000000
NS
USD
326973220.62000000
0.292017285066
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
DISCA Receive
N/A
99000.00000000
NC
USD
36592.02000000
0.000032680053
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Discovery Communications Inc. Class A
Discovery Communications Inc. Class A
Y
2020-02-04
0
USD
0
USD
99000
USD
36592.02
N
N
N
Jack Henry & Associates Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates Inc.
426281101
968215.00000000
NS
USD
141039879.05000000
0.125961638351
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign Inc.
92343E102
2661536.00000000
NS
USD
512824756.48000000
0.457999871727
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
343856.00000000
NS
USD
274936941.92000000
0.245544082147
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
3652714.00000000
NS
USD
421011815.64000000
0.376002435768
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc.
N/A
Pinterest Inc. Class A
72352L106
7702000.00000000
NS
USD
143565280.00000000
0.128217054644
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc.
127387108
7064193.00000000
NS
USD
489972426.48000000
0.437590630409
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc.
549300PPR3DPKV153240
HASBRO INC
418056107
3236445.00000000
NS
USD
341800956.45000000
0.305259822643
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc.
59522J103
2869097.00000000
NS
USD
378319130.42000000
0.337873924795
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
7138662.00000000
NS
USD
448593520.08000000
0.400635445263
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc.
549300VJV8H15Z5FJ571
ANSYS Inc.
03662Q105
2120122.00000000
NS
USD
545740604.02000000
0.487396763668
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
IAC/InterActiveCorp
44919P508
1982022.00000000
NS
USD
493741500.42000000
0.440956761547
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Brands Inc.
651229106
9580890.00000000
NS
USD
184144705.80000000
0.164458229775
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc.
874054109
2850911.00000000
NS
USD
349037033.73000000
0.311722307974
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 83304A106 REC
N/A
250000.00000000
NC
USD
302619.81000000
0.000270267440
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Snap Inc.
Snap Inc.
Y
2020-02-04
0
USD
0
USD
250000
USD
302619.81
N
N
N
CenturyLink Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink Inc.
156700106
27409745.00000000
NS
USD
362082731.45000000
0.323373320931
Long
EC
CORP
US
N
1
N
N
N
Splunk Inc.
549300XGDSGBP6UEI867
SPLUNK INC
848637104
3885324.00000000
NS
USD
581904975.48000000
0.519694887502
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
NEWS CORP - CLASS A
65249B109
12508469.00000000
NS
USD
176869751.66000000
0.157961023817
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc.
015271109
2898999.00000000
NS
USD
468420258.42000000
0.418342553786
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS Inc. Class A
92556H107
148609.00000000
NS
USD
6668085.83000000
0.005955216506
Long
EC
CORP
US
N
1
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
13605749.00000000
NS
USD
240549642.32000000
0.214833047614
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc.
QG7T915N9S0NY5UKNE63
Synopsys Inc.
871607107
3784464.00000000
NS
USD
526797388.80000000
0.470478722893
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc.
549300CAZYIH39SYQ287
Fidelity National Financial Inc.
31620R303
6587874.00000000
NS
USD
298760085.90000000
0.266820350013
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc.
5299004V0Y8MI5D9FF45
Domino's Pizza Inc.
25754A201
1028685.00000000
NS
USD
302207079.30000000
0.269898833481
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc.
529900VPCUY9H3HLIC08
Robert Half International Inc.
770323103
1385231.00000000
NS
USD
87477337.65000000
0.078125341876
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
3236660.00000000
NS
USD
653611120.40000000
0.583735097653
Long
EC
CORP
IE
N
1
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
5008965.00000000
NS
USD
600074007.00000000
0.535921510730
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc.
N/A
PulteGroup Inc.
745867101
6474898.00000000
NS
USD
251226042.40000000
0.224368058951
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
4820388.00000000
NS
USD
626023789.56000000
0.559097063263
Long
EC
CORP
US
N
1
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
1621004.00000000
NS
USD
378747584.60000000
0.338256573950
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc.
N/A
Broadridge Financial Solutions Inc.
11133T103
2883424.00000000
NS
USD
356218200.96000000
0.318135753559
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250P103
12844665.00000000
NS
USD
442755602.55000000
0.395421645722
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp. Class A
422806208
2093238.00000000
NS
USD
187407598.14000000
0.167372293993
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc.
R2I72C950HOYXII45366
Advanced Micro Devices Inc.
007903107
14013924.00000000
NS
USD
642678554.64000000
0.573971306704
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp.
549300G8S4PO686J7H97
Alliance Data Systems Corp.
018581108
208.00000000
NS
USD
23337.60000000
0.000020842632
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc.
54930088VDQ6840Y6597
Hubbell Inc. Class B
443510607
1366968.00000000
NS
USD
202065209.76000000
0.180462894938
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC
697435105
2340608.00000000
NS
USD
541265600.00000000
0.483400171770
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
4604534.00000000
NS
USD
402067908.88000000
0.359083777383
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp.
N/A
Xerox Holdings Corp.
98421M106
4621421.00000000
NS
USD
170391792.27000000
0.152175607782
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc.
78467J100
5401186.00000000
NS
USD
331632820.40000000
0.296178738028
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
3333392.00000000
NS
USD
479975114.08000000
0.428662107090
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc.
529900CIV6HN8M28YM82
Ulta Beauty Inc.
90384S303
1406203.00000000
NS
USD
355966227.42000000
0.317910717915
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc.
529900RLNSGA90UPEH54
Cboe Global Markets Inc.
12503M108
2789476.00000000
NS
USD
334737120.00000000
0.298951164282
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc.
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc.
712704105
5566692.00000000
NS
USD
94077094.80000000
0.084019534561
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc.
773903109
1452714.00000000
NS
USD
294421546.38000000
0.262945633516
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Brewing Co.
54930073LBBH6ZCBE225
Molson Coors Brewing Co. Class B
60871R209
4441709.00000000
NS
USD
239408115.10000000
0.213813558375
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP
958102105
7105726.00000000
NS
USD
451000429.22000000
0.402785037425
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc.
45168D104
2159497.00000000
NS
USD
563909451.61000000
0.503623222630
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
5131358.00000000
NS
USD
89336942.78000000
0.079786141009
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 33616C100 REC
N/A
1025000.00000000
NC
USD
1456093.42000000
0.001300425907
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
First Republic Bank/CA
First Republic Bank/CA
Y
2020-02-04
0
USD
0
USD
1025000
USD
1456093.42
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
4286039.00000000
NS
USD
222531144.88000000
0.198740865222
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc.
416515104
9078224.00000000
NS
USD
551683672.48000000
0.492704472701
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
4320912.00000000
NS
USD
287340648.00000000
0.256621737276
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
9128706.00000000
NS
USD
164134133.90000000
0.146586940904
Long
EC
CORP
BM
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
1864579.00000000
NS
USD
196060481.85000000
0.175100118321
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies Inc.
339041105
2184507.00000000
NS
USD
628526354.04000000
0.561332084479
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc.
549300BIJKT86CPCKK96
Match Group Inc.
57665R106
1320649.00000000
NS
USD
108438489.39000000
0.096845586339
Long
EC
CORP
US
N
1
N
N
ResMed Inc.
529900T3QE5253CCXF22
ResMed Inc.
761152107
3620048.00000000
NS
USD
560998838.56000000
0.501023776354
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
24802177.00000000
NS
USD
501996062.48000000
0.448328847853
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
5359718.00000000
NS
USD
313061128.40000000
0.279592501801
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
S&P MIDCAP E-MINI MAR
N/A
1238.00000000
NC
USD
255622240.00000000
0.228294269438
N/A
DE
N/A
N
1
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
S&P MID 400 EMINI Mar20
MID
2020-03-21
251185322.3
USD
4436917.72
N
N
N
Westlake Chemical Corp.
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp.
960413102
967122.00000000
NS
USD
67843608.30000000
0.060590608207
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
4692120.00000000
NS
USD
446830587.60000000
0.399060983735
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp. Class A
03073E105
3625148.00000000
NS
USD
308210082.96000000
0.275260070183
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc.
549300D4549QKWETZ406
Under Armour Inc.
904311206
4928321.00000000
NS
USD
94525196.78000000
0.084419731015
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
4578562.00000000
NS
USD
356212123.60000000
0.318130325915
Long
EC
CORP
US
N
1
N
N
N
AXA Equitable Holdings Inc.
549300FIBAKMNHPZ4009
AXA Equitable Holdings Inc.
054561105
10528485.00000000
NS
USD
260895858.30000000
0.233004097648
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc.
529900NZQ81TIOW3CW52
Macy's Inc.
55616P104
0.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC-CLASS A
922475108
3307483.00000000
NS
USD
465230558.78000000
0.415493857409
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc.
03076C106
1592996.00000000
NS
USD
265361273.68000000
0.236992126006
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group Inc.
681919106
5486641.00000000
NS
USD
444527653.82000000
0.397004251172
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc.
09061G101
4517164.00000000
NS
USD
381926216.20000000
0.341095385545
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc.
177376100
3114538.00000000
NS
USD
345402264.20000000
0.308476123079
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc.
5493001JFHKQOPP6XA71
Globe Life Inc.
37959E102
2451189.00000000
NS
USD
257987642.25000000
0.230406792115
Long
EC
CORP
US
N
1
N
N
N
Twilio Inc.
5493004W8TRGD63APX93
Twilio Inc. Class A
90138F102
3133631.00000000
NS
USD
307973254.68000000
0.275048560656
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc.
00971T101
3861606.00000000
NS
USD
333565526.28000000
0.297904822882
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TG4
8000000.00000000
PA
USD
7983440.00000000
0.007129949265
Long
DBT
UST
US
N
2
2020-02-20
Fixed
1.56576740
N
N
N
N
N
N
Vail Resorts Inc.
529900PSZHRNU9HKH870
Vail Resorts Inc.
91879Q109
507151.00000000
NS
USD
121630024.33000000
0.108626845403
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
2666491.00000000
NS
USD
194760502.64000000
0.173939116822
Long
EC
CORP
US
N
1
N
N
N
Square Inc.
549300OHIIUWSTIZME52
Square Inc.
852234103
4365032.00000000
NS
USD
273076401.92000000
0.243882448089
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
4001490.00000000
NS
USD
203875915.50000000
0.182080022400
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
4995306.00000000
NS
USD
294773007.06000000
0.263259520364
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co.
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
8570911.00000000
NS
USD
185474514.04000000
0.165645871353
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
4109960.00000000
NS
USD
432162294.00000000
0.385960842795
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
9586319.00000000
NS
USD
722329136.70000000
0.645106632964
Long
EC
CORP
BM
N
1
N
N
N
Slack Technologies Inc.
549300VIZRB02KN4IJ45
Slack Technologies Inc. Class A
83088V102
5874745.00000000
NS
USD
132064267.60000000
0.117945588344
Long
EC
CORP
US
N
1
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
7625644.00000000
NS
USD
429171244.32000000
0.383289559179
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc.
549300PGTHDQY6PSUI61
Evergy Inc.
30034W106
5733382.00000000
NS
USD
373185834.38000000
0.333289417323
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc.
254900YAUJV2EUEVBR11
Qorvo Inc.
74736K101
2921984.00000000
NS
USD
339622200.32000000
0.303313992190
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
24306095.00000000
NS
USD
417092590.20000000
0.372502205473
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc.
549300HKCZ31D08NEI41
Digital Realty Trust Inc.
253868103
5255079.00000000
NS
USD
629243159.46000000
0.561972257923
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
4733219.00000000
NS
USD
405210878.59000000
0.361890739617
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita Inc.
23918K108
2119640.00000000
NS
USD
159036589.20000000
0.142034362680
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 83304A106 REC
N/A
250000.00000000
NC
USD
302619.81000000
0.000270267440
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Snap Inc.
Snap Inc.
Y
2020-02-04
0
USD
0
USD
250000
USD
302619.81
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
6139504.00000000
NS
USD
335953658.88000000
0.300037645860
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
2380955.00000000
NS
USD
266643150.45000000
0.238136960355
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
2977760.00000000
NS
USD
278241894.40000000
0.248495709955
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc.
15189T107
12624742.00000000
NS
USD
344276714.34000000
0.307470903098
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
2828219.00000000
NS
USD
254341734.67000000
0.227150659912
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
ARAMARK
03852U106
6273867.00000000
NS
USD
272285827.80000000
0.243176392383
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 83304A106 REC
N/A
250000.00000000
NC
USD
302619.81000000
0.000270267440
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Snap Inc.
Snap Inc.
Y
2020-02-04
0
USD
0
USD
250000
USD
302619.81
N
N
N
TransDigm Group Inc.
549300TS340K3LI25S90
TransDigm Group Inc.
893641100
1280384.00000000
NS
USD
717015040.00000000
0.640360653804
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
9897073.00000000
NS
USD
622228979.51000000
0.555707947402
Long
EC
CORP
US
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
G7S00T104
2112184.00000000
NS
USD
96885880.08000000
0.086528039233
Long
EC
CORP
IE
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
4213810.00000000
NS
USD
265849272.90000000
0.237427954381
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE
446413106
1028920.00000000
NS
USD
258135449.60000000
0.230538797729
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc.
QTX3D84DZDD5JYOCYH15
NetApp Inc.
64110D104
5751809.00000000
NS
USD
358050110.25000000
0.319771817749
Long
EC
CORP
US
N
1
N
N
N
Western Union Co.
28ID94QU1140NC23S047
Western Union Co.
959802109
10548893.00000000
NS
USD
282499354.54000000
0.252298015077
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Inc.
25470F104
3464863.00000000
NS
USD
113439614.62000000
0.101312053071
Long
EC
CORP
US
N
1
N
N
AutoZone Inc.
GA3JGKJ41LJKXDN23E90
AutoZone Inc.
053332102
299731.00000000
NS
USD
357072537.61000000
0.318898755093
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc.
550021109
2945022.00000000
NS
USD
682273246.74000000
0.609333023691
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
14423622.00000000
NS
USD
532952832.90000000
0.475976102987
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp.
N/A
Duke Realty Corp.
264411505
9247783.00000000
NS
USD
320620636.61000000
0.286343840824
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co. Inc.
549300DXHIJQMD5WFW18
American Water Works Co. Inc.
030420103
4548347.00000000
NS
USD
558764428.95000000
0.499028242203
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc.
549300H7I5VN334XVZ52
Lyft Inc. Class A
55087P104
5042370.00000000
NS
USD
216922757.40000000
0.193732057215
Long
EC
CORP
US
N
1
N
N
N
Levi Strauss & Co.
MB0UERO0RDFKU8258G77
Levi Strauss & Co. Class A
52736R102
1115336.00000000
NS
USD
21514831.44000000
0.019214731573
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
3585445.00000000
NS
USD
349796014.20000000
0.312400147633
Long
EC
CORP
CH
N
1
N
N
N
Franklin Resources Inc.
RIFQSET379FOGTEFKS80
Franklin Resources Inc.
354613101
6891455.00000000
NS
USD
179040000.90000000
0.159899256832
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
N/A
12979702.00000000
NS
USD
260892010.20000000
0.233000660940
Long
EC
CORP
NL
N
1
N
N
N
Cintas Corp.
549300GGN7VND8VL5V29
Cintas Corp.
172908105
2211626.00000000
NS
USD
595104324.08000000
0.531483124886
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc.
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
3391305.00000000
NS
USD
206801778.90000000
0.184693088647
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc.
549300HDLRTPBQU69P29
Waste Connections Inc.
94106B101
6626121.00000000
NS
USD
601585525.59000000
0.537271436434
Long
EC
CORP
CA
N
1
N
N
N
Comerica Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica Inc.
200340107
3635766.00000000
NS
USD
260866210.50000000
0.232977619425
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co. Class A
146869102
632226.00000000
NS
USD
58196403.30000000
0.051974763132
Long
EC
CORP
US
N
1
N
N
Rollins Inc.
549300F2A0BXT4SGWD84
Rollins Inc.
775711104
3691770.00000000
NS
USD
122419093.20000000
0.109331556782
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc.
445658107
2144042.00000000
NS
USD
250381224.76000000
0.223613558772
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
5852073.00000000
NS
USD
238940140.59000000
0.213395613916
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc.
549300JI1115MG3Q6322
Mohawk Industries Inc.
608190104
1440765.00000000
NS
USD
196491530.70000000
0.175485084756
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc.
54930042CRNE713E3Q67
WP Carey Inc.
92936U109
4331534.00000000
NS
USD
346695981.36000000
0.309631531989
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc.
549300YSK3QDSFR5EU59
DEXCOM INC
252131107
2301828.00000000
NS
USD
503501856.72000000
0.449673661184
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
1351866.00000000
NS
USD
201806556.50000000
0.180231893688
Long
EC
CORP
IE
N
1
N
N
N
Clorox Co.
54930044KVSC06Z79I06
Clorox Co.
189054109
3160482.00000000
NS
USD
485260406.28000000
0.433382361171
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc.
668771108
14107021.00000000
NS
USD
360011175.92000000
0.321523230515
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc.
N/A
GoDaddy Inc. Class A
380237107
4293443.00000000
NS
USD
291610648.56000000
0.260435242150
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
DISCA Receive
N/A
103000.00000000
NC
USD
38070.49000000
0.000034000463
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Discovery Communications Inc. Class A
Discovery Communications Inc. Class A
Y
2020-02-04
0
USD
0
USD
103000
USD
38070.49
N
N
N
Concho Resources Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc.
20605P101
5062607.00000000
NS
USD
443332494.99000000
0.395936863952
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc.
5299009TWK32WE417T96
Old Dominion Freight Line Inc.
679580100
1806827.00000000
NS
USD
342899628.06000000
0.306241037864
Long
EC
CORP
US
N
1
N
N
N
Seattle Genetics Inc.
549300UJFWSN15PSBY77
Seattle Genetics Inc.
812578102
3017105.00000000
NS
USD
344734417.30000000
0.307879674115
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
10087049.00000000
NS
USD
208902784.79000000
0.186569480954
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America Inc.
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA
759351604
1574578.00000000
NS
USD
256750688.68000000
0.229302078332
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos. Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Cos. Inc.
460690100
9750035.00000000
NS
USD
225225808.50000000
0.201147448712
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
Equifax Inc.
294429105
3044291.00000000
NS
USD
426566054.92000000
0.380962884431
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc.
549300JCDF7UAR6TJR51
Dropbox Inc. Class A
26210C104
5426630.00000000
NS
USD
97190943.30000000
0.086800488864
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc.
5493007PTFULNYZJ1R12
Microchip Technology Inc.
595017104
6017251.00000000
NS
USD
630126524.72000000
0.562761184687
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc.
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc.
92220P105
2286267.00000000
NS
USD
324672776.67000000
0.289962776151
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
959840.00000000
NS
USD
109565736.00000000
0.097852321674
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc.
N/A
UNITED AIRLINES HOLDINGS INC
910047109
2705739.00000000
NS
USD
238348548.51000000
0.212867267550
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Inc.
65473P105
9393108.00000000
NS
USD
261504126.72000000
0.233547337527
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc.
N/A
CoStar Group Inc.
22160N109
922157.00000000
NS
USD
551726533.10000000
0.492742751194
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc.
549300H5GEOJYN41ZG57
Sun Communities Inc.
866674104
2331093.00000000
NS
USD
349897059.30000000
0.312490390240
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc.
529900G48RT4KWLC6C27
Alaska Air Group Inc.
011659109
3096007.00000000
NS
USD
209754474.25000000
0.187330118304
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp. Class A
526057104
7182222.00000000
NS
USD
400696165.38000000
0.357858683744
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp.
549300L4UJ40IEVVI304
Cerner Corp.
156782104
7512080.00000000
NS
USD
551311551.20000000
0.492372134029
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc.
549300SHPNDCE059M934
Elanco Animal Health Inc.
28414H103
8680619.00000000
NS
USD
255644229.55000000
0.228313908137
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
3401465.00000000
NS
USD
222727928.20000000
0.198916610902
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
4222909.00000000
NS
USD
563800580.60000000
0.503525990763
Long
EC
CORP
LR
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
2923763.00000000
NS
USD
144492367.46000000
0.129045029371
Long
EC
CORP
US
N
1
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
6357779.00000000
NS
USD
333719819.71000000
0.298042621165
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
G16962105
3383859.00000000
NS
USD
194741085.45000000
0.173921775478
Long
EC
CORP
BM
N
1
N
N
N
Cheniere Energy Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc.
16411R208
5767229.00000000
NS
USD
352204675.03000000
0.314551304216
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229607
3961522.00000000
NS
USD
190707669.08000000
0.170319562135
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc.
N/A
Invitation Homes Inc.
46187W107
13540121.00000000
NS
USD
405797426.37000000
0.362414580958
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex Inc.
879369106
1166020.00000000
NS
USD
438936568.80000000
0.392010895859
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc.
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc.
57772K101
6806945.00000000
NS
USD
418695186.95000000
0.373933472385
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on Inc.
833034101
1379320.00000000
NS
USD
233656808.00000000
0.208677109948
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc.
549300E2MI7NSZFQWS19
Trimble Inc.
896239100
6264082.00000000
NS
USD
261149578.58000000
0.233230693292
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278X109
4042525.00000000
NS
USD
375388871.50000000
0.335256932943
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp. Class A
751212101
1188275.00000000
NS
USD
139289595.50000000
0.124398473486
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc.
549300T9GCHU0ODOM055
Zoom Video Communications Inc. Class A
98980L101
1144490.00000000
NS
USD
77871099.60000000
0.069546084071
Long
EC
CORP
US
N
1
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
2442393.00000000
NS
USD
413179623.81000000
0.369007565087
Long
EC
CORP
US
N
1
N
N
N
Arconic Inc.
549300HO5WFZUT5N2T22
Arconic Inc.
03965L100
9801444.00000000
NS
USD
301590431.88000000
0.269348110382
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2436372.00000000
NS
USD
258499069.20000000
0.230863543616
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings Inc.
57060D108
906211.00000000
NS
USD
343553652.21000000
0.306825141835
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial Inc.
754730109
3139792.00000000
NS
USD
280885792.32000000
0.250856954987
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TS8
7400000.00000000
PA
USD
7362556.00000000
0.006575442509
Long
DBT
UST
US
N
2
2020-04-30
Fixed
1.54106870
N
N
N
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co. Class A
05722G100
8171001.00000000
NS
USD
209422755.63000000
0.187033862939
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems Inc.
302445101
1686702.00000000
NS
USD
87826573.14000000
0.078437241424
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc.
174610105
10947717.00000000
NS
USD
444586787.37000000
0.397057062893
Long
EC
CORP
US
N
1
N
N
N
UDR Inc.
P3CH2EG5X6Z1XWU1OO74
UDR Inc.
902653104
7373815.00000000
NS
USD
344357160.50000000
0.307542748949
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc.
549300TWZSP6O1IH2V34
WW Grainger Inc.
384802104
1153576.00000000
NS
USD
390508547.52000000
0.348760200073
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
APTIV PLC
N/A
3210557.00000000
NS
USD
304906598.30000000
0.272309753274
Long
EC
CORP
JE
N
1
N
N
N
Church & Dwight Co. Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co. Inc.
171340102
6172844.00000000
NS
USD
434197846.96000000
0.387778779591
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc.
45841N107
915900.00000000
NS
USD
42699258.00000000
0.038134381072
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos. Inc.
QJKMVPIGLH7530PCUE20
Cooper Cos. Inc.
216648402
1246929.00000000
NS
USD
400625818.41000000
0.357795857403
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc.
N/A
CarMax Inc.
143130102
4135299.00000000
NS
USD
362541663.33000000
0.323783189486
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc.
74251V102
6990192.00000000
NS
USD
384460560.00000000
0.343358788629
Long
EC
CORP
US
N
1
N
N
N
WellCare Health Plans Inc.
529900JCT1MMTWHZ5P23
WellCare Health Plans Inc.
94946T106
1265985.00000000
NS
USD
418040906.85000000
0.373349139827
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
LENNAR CORP - B SHS
526057302
212981.00000000
NS
USD
9520250.70000000
0.008502463159
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FRC Receive
N/A
175000.00000000
NC
USD
248601.32000000
0.000222023939
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
First Republic Bank/CA
First Republic Bank/CA
Y
2020-02-04
0
USD
0
USD
175000
USD
248601.32
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp.
530307305
3644755.00000000
NS
USD
458327941.25000000
0.409329182433
Long
EC
CORP
US
N
1
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
9863297.00000000
NS
USD
454204826.85000000
0.405646860465
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
9684587.00000000
NS
USD
415371936.40000000
0.370965502711
Long
EC
CORP
BM
N
1
N
N
N
VEREIT Inc.
5493002H54FNIBW75H44
VEREIT Inc
92339V100
26844993.00000000
NS
USD
248047735.32000000
0.221529537182
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
2656899.00000000
NS
USD
80769729.60000000
0.072134828377
Long
EC
CORP
BM
N
1
N
N
N
Noble Energy Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy Inc.
655044105
12027060.00000000
NS
USD
298752170.40000000
0.266813280740
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc.
549300D4549QKWETZ406
Under Armour Inc. Class A
904311107
4703677.00000000
NS
USD
101599423.20000000
0.090737668580
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc.
VGO3WGL8H45T73F4RR92
Henry Schein Inc.
806407102
3691018.00000000
NS
USD
246264720.96000000
0.219937140681
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc.
635400H1WKBLOQERUU95
Arista Networks Inc.
040413106
1344832.00000000
NS
USD
273538828.80000000
0.244295438002
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc.
549300L8X1Q78ERXFD06
Nasdaq Inc.
631103108
2886312.00000000
NS
USD
309124015.20000000
0.276076296084
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
549300KP43CPCUJOOG15
Vistra Energy Corp.
92840M102
9808134.00000000
NS
USD
225489000.66000000
0.201382503619
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc.
549300EHF3IW1AR6U008
National Oilwell Varco Inc.
637071101
9700920.00000000
NS
USD
243008046.00000000
0.217028629157
Long
EC
CORP
US
N
1
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411105
9455687.00000000
NS
USD
241971030.33000000
0.216102478385
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
3043264.00000000
NS
USD
357431356.80000000
0.319219213770
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 00090Q103 REC
N/A
1000000.00000000
NC
USD
619934.03000000
0.000553658345
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ADT Inc.
ADT Inc.
Y
2020-02-04
0
USD
0
USD
1000000
USD
619934.03
N
N
N
Lamb Weston Holdings Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings Inc.
513272104
3673651.00000000
NS
USD
316044195.53000000
0.282256656262
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
DISCA Receive
N/A
100000.00000000
NC
USD
36961.64000000
0.000033010158
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Discovery Communications Inc. Class A
Discovery Communications Inc. Class A
Y
2020-02-04
0
USD
0
USD
100000
USD
36961.64
N
N
N
BorgWarner Inc.
549300DSFX2IE88NSX47
BorgWarner Inc.
099724106
5193292.00000000
NS
USD
225285006.96000000
0.201200318405
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
1899803.00000000
NS
USD
244561640.19000000
0.218416132257
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
G3223R108
1026294.00000000
NS
USD
284119230.96000000
0.253744714331
Long
EC
CORP
BM
N
1
N
N
N
Altice USA Inc.
54930064K3612MGCER95
Altice USA Inc. Class A
02156K103
7931677.00000000
NS
USD
216852049.18000000
0.193668908244
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc.
053484101
1757399.00000000
NS
USD
368526570.30000000
0.329128264173
Long
EC
CORP
US
N
1
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd. Class A
N/A
3587571.00000000
NS
USD
168723464.10000000
0.150685636640
Long
EC
CORP
BM
N
1
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
Universal Health Services Inc. Class B
913903100
1919718.00000000
NS
USD
275402744.28000000
0.245960086676
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc.
254900LSB0HNJUDC6Q18
Paycom Software Inc.
70432V102
1248161.00000000
NS
USD
330463106.36000000
0.295134075356
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc.
54930096DB9LCLPN7H13
XPO LOGISTICS INC
983793100
1159613.00000000
NS
USD
92421156.10000000
0.082540628360
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc.
213800UWZRLDNN7M3R52
CBRE GROUP INC - A
12504L109
8008280.00000000
NS
USD
490827481.20000000
0.438354273246
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc.
54930032LHW54PQUJD44
FORTUNE BRANDS HOME & SECURI
34964C106
3496790.00000000
NS
USD
228480258.60000000
0.204053973231
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc. Warrants Exp. 01/19/2021
N/A
8771.00000000
NS
USD
0.09000000
0.000000000080
Long
EC
CORP
US
N
3
N
N
N
Huntington Bancshares Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares Inc./OH
446150104
25969945.00000000
NS
USD
391626770.60000000
0.349758876562
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
HRL Receive
N/A
152000.00000000
NC
USD
32182.60000000
0.000028742034
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Hormel Foods Corp.
Hormel Foods Corp.
Y
2020-02-04
0
USD
0
USD
152000
USD
32182.6
N
N
N
Hologic Inc.
549300DYP6F5ZJL0LB74
Hologic Inc.
436440101
6745116.00000000
NS
USD
352162506.36000000
0.314513643699
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
2039908.00000000
NS
USD
114316444.32000000
0.102095142976
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc.
125269100
5469008.00000000
NS
USD
261090441.92000000
0.233177878793
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
3156207.00000000
NS
USD
535766138.25000000
0.478488644500
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc.
74834L100
3388396.00000000
NS
USD
361846808.84000000
0.323162620251
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc.
14149Y108
7369721.00000000
NS
USD
372760488.18000000
0.332909543882
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
3702715.00000000
NS
USD
342427083.20000000
0.305819011660
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI Inc. Class A
55354G100
2025640.00000000
NS
USD
522979735.20000000
0.467069205632
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc.
N/A
F5 Networks Inc.
315616102
1528876.00000000
NS
USD
213507533.40000000
0.190681946755
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
3471063.00000000
NS
USD
368731022.49000000
0.329310858862
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc.
83088M102
4285343.00000000
NS
USD
518012261.84000000
0.462632793128
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc.
549300I8RX485XMK6836
TWITTER INC
90184L102
18569122.00000000
NS
USD
595140360.10000000
0.531515308380
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc.
549300LJNVY5SW3VTN33
Tapestry Inc.
876030107
6939078.00000000
NS
USD
187146933.66000000
0.167139496538
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc.
549300WZDEF9KKE40E98
AMETEK Inc.
031100100
5758034.00000000
NS
USD
574306311.16000000
0.512908578456
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc.
N/A
Expeditors International of Washington Inc.
302130109
4284113.00000000
NS
USD
334246496.26000000
0.298512991968
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
682680103
10400645.00000000
NS
USD
787016807.15000000
0.702878697190
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc.
035710409
35948210.00000000
NS
USD
338632138.20000000
0.302429775276
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG Energy Inc.
629377508
3007412.00000000
NS
USD
119544627.00000000
0.106764392981
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
20116035.00000000
NS
USD
273175755.30000000
0.243971179833
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
3077623.00000000
NS
USD
243932398.98000000
0.217854161740
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials Inc.
573284106
1574289.00000000
NS
USD
440234175.96000000
0.393169778899
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
3217036.00000000
NS
USD
120928383.24000000
0.108000215107
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd.
N/A
16775006.00000000
NS
USD
445544159.40000000
0.397912084538
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
HRL Receive
N/A
148000.00000000
NC
USD
31335.69000000
0.000027985665
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Hormel Foods Corp.
Hormel Foods Corp.
Y
2020-02-04
0
USD
0
USD
148000
USD
31335.69
N
N
N
Advance Auto Parts Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc.
00751Y106
1655068.00000000
NS
USD
265075690.88000000
0.236737074189
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
6905808.00000000
NS
USD
461377032.48000000
0.412052302514
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp.
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
866949.00000000
NS
USD
125638249.08000000
0.112206560302
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
5035196.00000000
NS
USD
223915166.12000000
0.199976924017
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RECV 28414H103 REC
N/A
700000.00000000
NC
USD
785513.40000000
0.000701536015
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Elanco Animal Health Inc.
Elanco Animal Health Inc.
Y
2020-02-04
0
USD
0
USD
700000
USD
785513.4
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
2100096.00000000
NS
USD
274734558.72000000
0.245363335258
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
396PBGKP6TE3O062MS44
Seagate Technology plc
N/A
5617948.00000000
NS
USD
334267906.00000000
0.298532112843
Long
EC
CORP
IE
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
796028.00000000
NS
USD
95332313.28000000
0.085140560595
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
NEWS CORP - CLASS B
65249B208
356118.00000000
NS
USD
5167272.18000000
0.004614851302
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc.
303075105
954581.00000000
NS
USD
256114082.30000000
0.228733530038
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS Inc. Class B
92556H206
6708626.00000000
NS
USD
281561033.22000000
0.251460007475
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona Inc.
24906P109
5594338.00000000
NS
USD
316583587.42000000
0.282738383038
Long
EC
CORP
US
N
1
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
3467322.00000000
NS
USD
239591950.20000000
0.213977740099
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc.
620076307
4313194.00000000
NS
USD
695028081.16000000
0.620724268857
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
2294528.00000000
NS
USD
318641103.36000000
0.284575934804
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc.
48203R104
8414896.00000000
NS
USD
207258888.48000000
0.185101329720
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc.
549300C8EH0H1614VE84
RINGCENTRAL INC-CLASS A
76680R206
941013.00000000
NS
USD
158720662.71000000
0.141752211146
Long
EC
CORP
US
N
1
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
COTY INC-CL A
222070203
7619241.00000000
NS
USD
85716461.25000000
0.076552716617
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
3971625.00000000
NS
USD
707624426.25000000
0.631973968414
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TB5
2100000.00000000
PA
USD
2098845.00000000
0.001874462433
Long
DBT
UST
US
N
2
2020-01-16
Fixed
1.62384710
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
13609155.00000000
NS
USD
661404933.00000000
0.590695692136
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc.
5493006ZCRFWKF6B1K26
Discovery Inc.
25470F302
8631010.00000000
NS
USD
263159494.90000000
0.235025734200
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
SENSATA TECHNOLOGIES HOLDING
N/A
3994064.00000000
NS
USD
215160227.70000000
0.192157955407
Long
EC
CORP
GB
N
1
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535104
330522.00000000
NS
USD
377842834.74000000
0.337448548763
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp. Class A
448579102
873090.00000000
NS
USD
78324903.90000000
0.069951373224
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
16275030.00000000
NS
USD
258121975.80000000
0.230526764382
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
2492984.00000000
NS
USD
381825429.44000000
0.341005373660
Long
EC
CORP
US
N
1
N
N
N
WABCO Holdings Inc.
549300SNE3FOSCV7FY94
WABCO Holdings Inc.
92927K102
1291749.00000000
NS
USD
175031989.50000000
0.156319732474
Long
EC
CORP
US
N
1
N
N
N
CDW Corp.
N/A
CDW CORP/DE
12514G108
3617687.00000000
NS
USD
516750411.08000000
0.461505843856
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co. Inc.
549300JQQA6MQ4OJP259
McCormick & Co. Inc./MD
579780206
3111601.00000000
NS
USD
528132037.73000000
0.471670687655
Long
EC
CORP
US
N
1
N
N
N
JM Smucker Co.
5493000WDH6A0LHDJD55
JM Smucker Co.
832696405
2730577.00000000
NS
USD
284334983.01000000
0.253937400838
Long
EC
CORP
US
N
1
N
N
N
NVR Inc.
529900RWXR4JI3JYTV70
NVR Inc.
62944T105
88301.00000000
NS
USD
336286411.41000000
0.300334824602
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc.
30212P303
3506379.00000000
NS
USD
379179825.06000000
0.338642604602
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
6935412.00000000
NS
USD
247594208.40000000
0.221124495755
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc.
549300N5YSE0U3LCP840
Align Technology Inc.
016255101
1783911.00000000
NS
USD
497782525.44000000
0.444565770117
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc.
983919101
6331679.00000000
NS
USD
619048255.83000000
0.552867267386
Long
EC
CORP
US
N
1
N
N
N
KKR & Co. Inc.
N/A
KKR & Co. Inc. Class A
48251W104
13148652.00000000
NS
USD
383546178.84000000
0.342542161801
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
9176491.00000000
NS
USD
238313471.27000000
0.212835940335
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-MINI MAR 20
N/A
809.00000000
NC
USD
130697995.00000000
0.116725380724
N/A
DE
N/A
N
1
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
S&P500 EMINI FUT Mar20
SPX
2020-03-21
129450031.1
USD
1247963.91
N
N
N
WEC Energy Group Inc.
549300IGLYTZUK3PVP70
WEC Energy Group Inc.
92939U106
7937312.00000000
NS
USD
732058285.76000000
0.653795661653
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
8209110.00000000
NS
USD
604436769.30000000
0.539817860406
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp. Class A
150870103
3040371.00000000
NS
USD
374330477.52000000
0.334311689366
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc.
46284V101
7218475.00000000
NS
USD
230052798.25000000
0.205458396377
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holdings Inc.
46266C105
4153559.00000000
NS
USD
641766401.09000000
0.573156669337
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores Inc.
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017106
833359.00000000
NS
USD
190030852.77000000
0.169715102660
Long
EC
CORP
US
N
1
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
7192928.00000000
NS
USD
345188614.72000000
0.308285314360
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229409
2077005.00000000
NS
USD
100402421.70000000
0.089668635686
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
6197066.00000000
NS
USD
475934668.80000000
0.425053616282
Long
EC
CORP
US
N
1
N
N
N
AES Corp.
2NUNNB7D43COUIRE5295
AES Corp./VA
00130H105
16723791.00000000
NS
USD
332803440.90000000
0.297224210252
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887102
12237247.00000000
NS
USD
419003337.28000000
0.374208679091
Long
EC
CORP
US
N
1
N
N
N
Snap Inc.
549300JNC0L6VP8A2Q35
Snap Inc.
83304A106
23334453.00000000
NS
USD
381051617.49000000
0.340314288120
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc.
5493001EZN4ZTB4Z5887
ABIOMED Inc.
003654100
1078816.00000000
NS
USD
184035221.44000000
0.164360450129
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc.
549300O0QJWDBAS0QX03
Fortinet Inc.
34959E109
3656251.00000000
NS
USD
390341356.76000000
0.348610883283
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
3265286.00000000
NS
USD
325940848.52000000
0.291095281432
Long
EC
CORP
US
N
1
N
N
N
Copart Inc.
549300KVYX3JWMYEHU61
Copart Inc.
217204106
5263204.00000000
NS
USD
478635771.76000000
0.427465950697
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc.
98919V105
5961553.00000000
NS
USD
206567811.45000000
0.184484134105
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp.
549300LYE2HSVYJFJD24
E*TRADE Financial Corp.
269246401
5697619.00000000
NS
USD
258500974.03000000
0.230865244805
Long
EC
CORP
US
N
1
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
1525414.00000000
NS
USD
209286800.80000000
0.186912442719
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
Dollar Tree Inc.
256746108
5958796.00000000
NS
USD
560424763.80000000
0.500511074572
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1296291.00000000
NS
USD
325420892.64000000
0.290630912808
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
6267286.00000000
NS
USD
282717271.46000000
0.252492635013
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc.
549300TR2H2VEFX0NC60
Essex Property Trust Inc.
297178105
1664536.00000000
NS
USD
500792300.96000000
0.447253777637
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
3490370.56000000
NS
USD
349071959.38000000
0.311753499805
Long
STIV
CORP
US
N
1
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
4929666.79000000
NS
USD
493015975.56000000
0.440308800838
Long
STIV
CORP
US
N
1
N
N
N
2020-01-31
VANGUARD INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer