NPORT-P false 0000036405 XXXXXXXX S000002844 C000007792 C000007791 C000007794 C000007793 C000096111 VANGUARD INDEX FUNDS 811-02652 0000036405 549300G6KNDK44WUN559 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD MID-CAP INDEX FUND S000002844 F7RXEPKL33W3OZ8V3S02 2022-12-31 2022-09-30 N 126460896225.14 706407155.95 125754489069.19 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 167471640.61000000 N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 7523615.00000000 NS USD 244743195.95000000 0.194619848374 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 6622990.00000000 NS USD 656868148.20000000 0.522341709677 Long EC CORP US N 1 N N N N/A N/A N/A 15000.00000000 NC USD -151797.94000000 -0.00012070975 N/A DE N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A AMEREN CORP Y Receive positive return on reference instrument 2023-01-31 0.00000000 USD 0.00000000 USD 1367700.00000000 USD -151797.94000000 N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307305 2889650.00000000 NS USD 213256170.00000000 0.169581357753 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 12644545.00000000 NS USD 465445701.45000000 0.370122533911 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 3155407.00000000 NS USD 380605192.34000000 0.302657340630 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 5749120.00000000 NS USD 370933222.40000000 0.294966187804 Long EC CORP US N 1 N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 003654100 1049159.00000000 NS USD 257736399.94000000 0.204952047316 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 15387326.00000000 NS USD 347753567.60000000 0.276533720723 Long EC CORP US N 1 N N N Avantor Inc 5493003VM0XB4U8YD238 05352A100 13962006.00000000 NS USD 273655317.60000000 0.217610774474 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 3617999.00000000 NS USD 271892624.85000000 0.216209080775 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 2453656.00000000 NS USD 293089209.20000000 0.233064609756 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 11222224.00000000 NS USD 169567804.64000000 0.134840359095 Long EC CORP US N 1 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 1753370.00000000 NS USD 535672068.70000000 0.425966558064 Long EC CORP US N 1 N N N Zendesk Inc 549300SLI6BN94BKKO36 98936J101 1413623.00000000 NS USD 107576710.30000000 0.085545025944 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5804086.00000000 NS USD 352946469.66000000 0.280663117692 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 1728872.00000000 NS USD 478361593.68000000 0.380393254523 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 4839448.00000000 NS USD 505964288.40000000 0.402342924014 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 5548989.00000000 NS USD 447914392.08000000 0.356181632477 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 4722355.00000000 NS USD 297933376.95000000 0.236916693117 Long EC CORP US N 1 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 013091103 3683530.00000000 NS USD 91572555.80000000 0.072818518430 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 1362053.00000000 NS USD 457350156.34000000 0.363684954489 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 1711568.00000000 NS USD 354482848.48000000 0.281884846500 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 7916313.00000000 NS USD 448696620.84000000 0.356803660975 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 3762350.00000000 NS USD 527443846.50000000 0.419423473789 Long EC CORP US N 1 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 1490780.00000000 NS USD 296009276.80000000 0.235386648215 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A 30225T102 3084650.00000000 NS USD 532749901.50000000 0.423642850003 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 3983123.00000000 NS USD 324027056.05000000 0.257666393023 Long EC CORP US N 1 N N N Match Group Inc/old 549300BIJKT86CPCKK96 57667L107 6515717.00000000 NS USD 311125486.75000000 0.247407062008 Long EC CORP US N 1 N N N Markel Corp 549300SCNO12JLWIK605 570535104 295983.00000000 NS USD 320910688.26000000 0.255188256606 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 2689151.00000000 NS USD 329931936.19000000 0.262361955133 Long EC CORP US N 1 N N N GoDaddy Inc 549300J8H1TB0I2CB447 380237107 3594176.00000000 NS USD 254755194.88000000 0.202581392334 Long EC CORP US N 1 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 5927238.00000000 NS USD 800947670.94000000 0.636913780866 Long EC CORP US N 1 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 2988596.00000000 NS USD 160457719.24000000 0.127596016991 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 5779525.00000000 NS USD 306257029.75000000 0.243535663829 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 2605294.00000000 NS USD 157568181.12000000 0.125298255582 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 8351153.00000000 NS USD 264731550.10000000 0.210514592408 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 2318937.00000000 NS USD 576881957.49000000 0.458736671557 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 3254480.00000000 NS USD 485958953.60000000 0.386434676962 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 11068650.00000000 NS USD 361170049.50000000 0.287202510362 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 4682155.00000000 NS USD 471165257.65000000 0.374670726379 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 5296178.00000000 NS USD 314592973.20000000 0.250164408068 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 33269508.00000000 NS USD 438492115.44000000 0.348689035823 Long EC CORP US N 1 N N N IAC Inc 549300TO56L57RP6P031 44891N208 909332.00000000 NS USD 50358806.16000000 0.040045334789 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 2501041.00000000 NS USD 81533936.60000000 0.064835806024 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 1681936.00000000 NS USD 64031303.52000000 0.050917707983 Long EC CORP US N 1 N N N N/A N/A N/A 268000.00000000 NC USD 105665.10000000 0.000084024912 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A PALANTIR TECHN-A Y Receive positive return on reference instrument 2023-08-31 0.00000000 USD 0.00000000 USD 2068960.00000000 USD 105665.10000000 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 7783534.00000000 NS USD 175752197.72000000 0.139758189962 Long EC CORP US N 1 N N N Ares Management Corp 529900JUV61FH7B8VW38 03990B101 3360167.00000000 NS USD 208162345.65000000 0.165530747403 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057302 212879.00000000 NS USD 12668429.29000000 0.010073938023 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 2854105.00000000 NS USD 274878852.55000000 0.218583729761 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 13712332.00000000 NS USD 918177750.72000000 0.730135168546 Long EC CORP US N 1 N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307107 380227.00000000 NS USD 28364934.20000000 0.022555802508 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 3313113.00000000 NS USD 386242713.54000000 0.307140298846 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 G96629103 2533765.00000000 NS USD 509134739.10000000 0.404864067174 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 10678759.00000000 NS USD 686857778.88000000 0.546189471218 Long EC CORP US N 1 N N N Endeavor Group Holdings Inc N/A 29260Y109 2963099.00000000 NS USD 60032385.74000000 0.047737767601 Long EC CORP US N 1 N N N N/A N/A N/A 120000.00000000 NC USD -1401458.28000000 -0.00111443996 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A STATE ST CORP Y Receive positive return on reference instrument 2024-08-30 0.00000000 USD 0.00000000 USD 8760000.00000000 USD -1401458.28000000 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 3374476.00000000 NS USD 736648110.80000000 0.585782755154 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 4678427.00000000 NS USD 296331566.18000000 0.235642932807 Long EC CORP US N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 24082182.00000000 NS USD 236487027.24000000 0.188054541027 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1379639.00000000 NS USD 371854099.67000000 0.295698469631 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 3778578.00000000 NS USD 333686223.18000000 0.265347365052 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 7526853.00000000 NS USD 626158901.07000000 0.497921708962 Long EC CORP US N 1 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 1154149.00000000 NS USD 95528912.73000000 0.075964614414 Long EC CORP US N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1255904.00000000 NS USD 454875869.76000000 0.361717401205 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 7979483.00000000 NS USD 622080494.68000000 0.494678559218 Long EC CORP US N 1 N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 6196142.00000000 NS USD 342708614.02000000 0.272521972421 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 1649965.00000000 NS USD 210189041.35000000 0.167142376312 Long EC CORP US N 1 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 5879567.00000000 NS USD 181619824.63000000 0.144424128294 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 4843463.00000000 NS USD 309012939.40000000 0.245727163846 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 5718358.00000000 NS USD 310335288.66000000 0.246778696297 Long EC CORP US N 1 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 1613861.00000000 NS USD 435936133.32000000 0.346656518225 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 2609782.00000000 NS USD 274053207.82000000 0.217927176873 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 4295624.00000000 NS USD 778109331.36000000 0.618752727731 Long EC CORP US N 1 N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 3400554.00000000 NS USD 220117860.42000000 0.175037775628 Long EC CORP US N 1 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 3831552.00000000 NS USD 156135744.00000000 0.124159181239 Long EC CORP US N 1 N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 2782249.00000000 NS USD 156918843.60000000 0.124781902229 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 224306.00000000 NS USD 480447750.58000000 0.382052166993 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 6995210.00000000 NS USD 214613042.80000000 0.170660343331 Long EC CORP US N 1 N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 2841124.00000000 NS USD 384489310.92000000 0.305745992660 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 10314079.00000000 NS USD 528493407.96000000 0.420258085315 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 3407682.00000000 NS USD 256291763.22000000 0.203803271848 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 11438889.00000000 NS USD 393040226.04000000 0.312545682423 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 9979556.00000000 NS USD 622025725.48000000 0.494635006737 Long EC CORP US N 1 N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 432650.00000000 NS USD 137673556.50000000 0.109478045292 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 7028481.00000000 NS USD 474492752.31000000 0.377316750934 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 6679419.00000000 NS USD 440374094.67000000 0.350185586160 Long EC CORP US N 1 N N N agilon health Inc N/A 00857U107 2373587.00000000 NS USD 55589407.54000000 0.044204710266 Long EC CORP US N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 2481890.00000000 NS USD 70361581.50000000 0.055951546557 Long EC CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 8657356.00000000 NS USD 228121330.60000000 0.181402137043 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 7210532.00000000 NS USD 603449423.08000000 0.479863126594 Long EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 14983384.00000000 NS USD 656871554.56000000 0.522344418415 Long EC CORP US N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 9224045.00000000 NS USD 370529887.65000000 0.294645455913 Long EC CORP US N 1 N N N Warner Music Group Corp N/A 934550203 2690567.00000000 NS USD 62448060.07000000 0.049658712410 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 3703943.00000000 NS USD 315835219.61000000 0.251152242713 Long EC CORP US N 1 N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 4273917.00000000 NS USD 362299944.09000000 0.288101002812 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 4159520.00000000 NS USD 363375667.20000000 0.288956418088 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 8068637.00000000 NS USD 241332932.67000000 0.191908006192 Long EC CORP US N 1 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 1804996.00000000 NS USD 75268333.20000000 0.059853396691 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 2083272.00000000 NS USD 99976223.28000000 0.079501116834 Long EC CORP US N 1 N N N Marvell Technology Inc N/A 573874104 9792762.00000000 NS USD 420207417.42000000 0.334149039553 Long EC CORP US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 1137115.00000000 NS USD 300084648.50000000 0.238627384772 Long EC CORP US N 1 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 3992792.00000000 NS USD 276061638.88000000 0.219524281736 Long EC CORP US N 1 N N N N/A N/A N/A 2475000.00000000 NC USD -582126.78000000 -0.00046290735 N/A DE N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A SIRIUS XM HOLDIN Y Receive positive return on reference instrument 2023-01-31 0.00000000 USD 0.00000000 USD 14701500.00000000 USD -582126.78000000 N N N ROBLOX Corp N/A 771049103 6904543.00000000 NS USD 247458821.12000000 0.196779314163 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 19515824.00000000 NS USD 582547346.40000000 0.463241790183 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 4131731.00000000 NS USD 650169190.16000000 0.517014696630 Long EC CORP US N 1 N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 2908165.00000000 NS USD 302449160.00000000 0.240507644887 Long EC CORP US N 3 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 7243234.00000000 NS USD 235767266.70000000 0.187482187272 Long EC CORP US N 1 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 12453888.00000000 NS USD 250821304.32000000 0.199453161613 Long EC CORP US N 1 N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806109 957987.00000000 NS USD 137930968.26000000 0.109682739185 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 2899406.00000000 NS USD 306467214.20000000 0.243702802554 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 12488148.00000000 NS USD 462061476.00000000 0.367431397018 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 4474271.00000000 NS USD 442147460.22000000 0.351595766872 Long EC CORP US N 1 N N N ZoomInfo Technologies Inc N/A 98980F104 7434100.00000000 NS USD 309704606.00000000 0.246277177293 Long EC CORP US N 1 N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 2820701.00000000 NS USD 483552772.43000000 0.384521281116 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 3485180.00000000 NS USD 312167572.60000000 0.248235728927 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 3019133.00000000 NS USD 203549946.86000000 0.161862966774 Long EC CORP US N 1 N N N UiPath Inc 5493000YP61KBELDHT53 90364P105 6892169.00000000 NS USD 86910251.09000000 0.069111052602 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 5731214.00000000 NS USD 79262689.62000000 0.063029709878 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 7242291.00000000 NS USD 349947501.12000000 0.278278337187 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 4742837.00000000 NS USD 236382996.08000000 0.187971815423 Long EC CORP US N 1 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 2790690.00000000 NS USD 226129610.70000000 0.179818320899 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 2331188.00000000 NS USD 320328543.08000000 0.254725334619 Long EC CORP US N 1 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 2911315.00000000 NS USD 459143488.65000000 0.365111012774 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 7204111.00000000 NS USD 485196875.85000000 0.385828672551 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 1024381.00000000 NS USD 372260055.40000000 0.296021285725 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 4199474.00000000 NS USD 546603535.84000000 0.434659263367 Long EC CORP US N 1 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250P103 12466763.00000000 NS USD 285738207.96000000 0.227219091799 Long EC CORP US N 1 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 952608.00000000 NS USD 331031280.00000000 0.263236153595 Long EC CORP US N 1 N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 585804.00000000 NS USD 115286227.20000000 0.091675635639 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 5849681.00000000 NS USD 265809504.64000000 0.211371782118 Long EC CORP US N 1 N N N N/A N/A N/A 93454893.00000000 NC USD -9442242.45000000 -0.00750847347 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 CRSP US MdCp TR CRSPMIT Y Receive positive return on reference instrument 2023-08-31 0.00000000 USD 0.00000000 USD 93454893.00000000 USD -9442242.45000000 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 1194215.00000000 NS USD 312896272.15000000 0.248815190985 Long EC CORP US N 1 N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 4025107.00000000 NS USD 78449335.43000000 0.062382930431 Long EC CORP US N 1 N N N/A N/A N/A 2244.00000000 NC USD -13414496.73000000 -0.01066721103 N/A DE N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long RUSSELL 2000 INDEX RTY 2022-12-16 200766056.73000000 USD -13414496.73000000 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 7447920.00000000 NS USD 461324164.80000000 0.366845086974 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 1874365.00000000 NS USD 304959185.50000000 0.242503617769 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 18804507.00000000 NS USD 462966962.34000000 0.368151439973 Long EC CORP US N 1 N N N Tradeweb Markets Inc N/A 892672106 2476712.00000000 NS USD 139736091.04000000 0.111118173255 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 13257268.00000000 NS USD 610364618.72000000 0.485362091832 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 3542806.00000000 NS USD 133599214.26000000 0.106238127361 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 686529.00000000 NS USD 99361342.17000000 0.079012163228 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 1080469.00000000 NS USD 217671284.74000000 0.173092258058 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H107 188060.00000000 NS USD 4050812.40000000 0.003221206996 Long EC CORP US N 1 N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 368646.00000000 NS USD 32027964.48000000 0.025468645069 Long EC CORP US N 1 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 4692901.00000000 NS USD 151392986.26000000 0.120387739142 Long EC CORP US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 8159908.00000000 NS USD 699793710.08000000 0.556476126824 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 6034605.00000000 NS USD 645642388.95000000 0.513414983217 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 5771352.00000000 NS USD 411324257.04000000 0.327085148279 Long EC CORP US N 1 N N N N/A N/A N/A 2050000.00000000 NC USD -14518739.91000000 -0.01154530547 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A STATE ST CORP Y Receive positive return on reference instrument 2024-08-30 0.00000000 USD 0.00000000 USD 140117500.00000000 USD -14518739.91000000 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 2380578.00000000 NS USD 189041698.98000000 0.150326004565 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 17069750.00000000 NS USD 487512060.00000000 0.387669707545 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 1996502.00000000 NS USD 442624493.40000000 0.351975103772 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 6419440.00000000 NS USD 699654765.60000000 0.556365638140 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 4877600.00000000 NS USD 284168976.00000000 0.225971238166 Long EC CORP US N 1 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 6023442.00000000 NS USD 534761180.76000000 0.425242219755 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 48267320.00000000 NS USD 603341500.00000000 0.479777306135 Long EC CORP US N 1 N N N GameStop Corp 549300505KLOET039L77 36467W109 2982211.00000000 NS USD 74942962.43000000 0.059594661776 Long EC CORP US N 1 N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 1049080.00000000 NS USD 283377489.60000000 0.225341847990 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 12730788.00000000 NS USD 776959991.64000000 0.617838772508 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 5937166.00000000 NS USD 478238721.30000000 0.380295546377 Long EC CORP US N 1 N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046109 2905729.00000000 NS USD 349646370.57000000 0.278038878101 Long EC CORP US N 1 N N N Catalent Inc N/A 148806102 3924301.00000000 NS USD 283962420.36000000 0.225806985072 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 823609.00000000 NS USD 183244766.41000000 0.145716282389 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 8240607.00000000 NS USD 553933602.54000000 0.440488134173 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 3148866.00000000 NS USD 89742681.00000000 0.071363401548 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 8759354.00000000 NS USD 415894127.92000000 0.330719110704 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 1983631.00000000 NS USD 770025717.89000000 0.612324636352 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 6675514.00000000 NS USD 388781935.36000000 0.309159488649 Long EC CORP US N 1 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 3443199.00000000 NS USD 261820851.96000000 0.208200004546 Long EC CORP US N 1 N N N Qualtrics International Inc 549300NW34K5PVZGTN68 747601201 1089920.00000000 NS USD 11095385.60000000 0.008823053301 Long EC CORP US N 1 N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 10225635.00000000 NS USD 610981691.25000000 0.485852788057 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 21541304.00000000 NS USD 432333971.28000000 0.343792078103 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 5686272.00000000 NS USD 197199912.96000000 0.156813418287 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 5747729.00000000 NS USD 414698647.35000000 0.329768464266 Long EC CORP US N 1 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 G7997R103 4566311.00000000 NS USD 243064734.53000000 0.193285135448 Long EC CORP US N 1 N N N Rocket Cos Inc N/A 77311W101 2530776.00000000 NS USD 15994504.32000000 0.012718833688 Long EC CORP US N 1 N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 4044941.00000000 NS USD 713203997.12000000 0.567139990308 Long EC CORP US N 1 N N N Seagen Inc N/A 81181C104 3187743.00000000 NS USD 436178874.69000000 0.346849546221 Long EC CORP US N 1 N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 035710839 9963066.00000000 NS USD 170966212.56000000 0.135952373410 Long EC CORP US N 1 N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 3704214.00000000 NS USD 96754069.68000000 0.076938859515 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 11267260.00000000 NS USD 214528630.40000000 0.170593218570 Long EC CORP US N 1 N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 3143274.00000000 NS USD 206733130.98000000 0.164394235553 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 2834778.00000000 NS USD 201410976.90000000 0.160162057347 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 G0450A105 8068970.00000000 NS USD 367460893.80000000 0.292204991265 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 4843528.00000000 NS USD 829308864.16000000 0.659466608546 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 9324239.00000000 NS USD 234877580.41000000 0.186774708520 Long EC CORP US N 1 N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 6599762.00000000 NS USD 326358230.90000000 0.259520143825 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 6009174.00000000 NS USD 283332554.10000000 0.225306115270 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 4358965.00000000 NS USD 290481427.60000000 0.230990901199 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B208 355310.00000000 NS USD 5478880.20000000 0.004356806854 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 G3223R108 907242.00000000 NS USD 238096590.48000000 0.189334466103 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 4537716.00000000 NS USD 484854954.60000000 0.385556776691 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 2083914.00000000 NS USD 426806426.34000000 0.339396573036 Long EC CORP US N 1 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 6298189.00000000 NS USD 1029313028.27000000 0.818509968024 Long EC CORP US N 1 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879Q109 465083.00000000 NS USD 100290498.12000000 0.079751028263 Long EC CORP US N 1 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 4213479.00000000 NS USD 550069683.45000000 0.437415544782 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 9288375.00000000 NS USD 401815102.50000000 0.319523466298 Long EC CORP US N 1 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 826140.00000000 NS USD 256268628.00000000 0.203784874716 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 685954.00000000 NS USD 82101834.26000000 0.065287398380 Long EC CORP US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 4566725.00000000 NS USD 294919100.50000000 0.234519739758 Long EC CORP US N 1 N N N N/A N/A N/A 2650000.00000000 NC USD -7504372.17000000 -0.00596747855 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A VICI PROPERTIES Y Receive positive return on reference instrument 2023-08-31 0.00000000 USD 0.00000000 USD 87423500.00000000 USD -7504372.17000000 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 4518236.00000000 NS USD 115666841.60000000 0.091978300302 Long EC CORP US N 1 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 2450530.00000000 NS USD 180334502.70000000 0.143402039986 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 21503615.00000000 NS USD 344487912.30000000 0.273936870842 Long EC CORP US N 1 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 1639319.00000000 NS USD 288798828.23000000 0.229652897775 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 5336193.00000000 NS USD 200107237.50000000 0.159125323462 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 V7780T103 4992038.00000000 NS USD 189198240.20000000 0.150450486181 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 4658228.36900000 NS USD 465683090.05000000 0.370311305383 Long STIV CORP US N 1 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 5874936.00000000 NS USD 533620436.88000000 0.424335099947 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 29913126.00000000 NS USD 358359249.48000000 0.284967361509 Long EC CORP US N 1 N N N N/A N/A N/A 1872.00000000 NC USD -28117108.78000000 -0.02235873167 N/A DE N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2022-12-16 365217508.78000000 USD -28117108.78000000 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 5189619.00000000 NS USD 64403171.79000000 0.051213417721 Long EC CORP US N 1 N N N Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 5081324.00000000 NS USD 155437701.16000000 0.123604097404 Long EC CORP US N 1 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 3615999.00000000 NS USD 616636309.47000000 0.490349341828 Long EC CORP US N 1 N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806208 1678391.00000000 NS USD 192377176.42000000 0.152978377029 Long EC CORP US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 7701977.00000000 NS USD 378398130.01000000 0.300902284133 Long EC CORP US N 1 N N N TransDigm Group Inc N/A 893641100 1185527.00000000 NS USD 622188280.14000000 0.494764270242 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 4563320.00000000 NS USD 390437659.20000000 0.310476120645 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 5598715.00000000 NS USD 399972199.60000000 0.318057989468 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 2837666.00000000 NS USD 364327937.74000000 0.289713663851 Long EC CORP US N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 4438801.00000000 NS USD 309828309.80000000 0.246375546585 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 11105703.00000000 NS USD 313069767.57000000 0.248953154585 Long EC CORP US N 1 N N N Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 3260419.00000000 NS USD 210264421.31000000 0.167202318474 Long EC CORP US N 1 N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 3254507.00000000 NS USD 243990389.79000000 0.194021216734 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 3120893.00000000 NS USD 865954180.71000000 0.688606973094 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 2097701.00000000 NS USD 364370663.70000000 0.289747639545 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 1180525.00000000 NS USD 473614824.75000000 0.376618622727 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 14049284.00000000 NS USD 402231000.92000000 0.319854188822 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 19408584.00000000 NS USD 690169247.04000000 0.548822751496 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 4587620.00000000 NS USD 441558425.00000000 0.351127365924 Long EC CORP US N 1 N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 50212V100 870875.00000000 NS USD 190268770.00000000 0.151301771736 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N53745100 6017104.00000000 NS USD 452967589.12000000 0.360199935980 Long EC CORP US N 1 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 3832962.00000000 NS USD 417792858.00000000 0.332228981321 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 1254027.00000000 NS USD 169055379.87000000 0.134432878795 Long EC CORP US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 873608.00000000 NS USD 349539296.88000000 0.277953733077 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 72001.00000000 NS USD 287073747.08000000 0.228281112829 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 14842390.00000000 NS USD 649354562.50000000 0.516366904518 Long EC CORP US N 1 N N N Bill.com Holdings Inc 549300IBF9VZZIGOZW63 090043100 2292867.00000000 NS USD 303506804.79000000 0.241348684278 Long EC CORP US N 1 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 9047183.00000000 NS USD 728660118.82000000 0.579430702007 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1230077.00000000 NS USD 247676003.95000000 0.196952018002 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 5196096.00000000 NS USD 242605722.24000000 0.192920128764 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 14550006.00000000 NS USD 410019169.08000000 0.326047342019 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 2697392.00000000 NS USD 389287613.44000000 0.309561603980 Long EC CORP US N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 6069871.00000000 NS USD 219729330.20000000 0.174728816304 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 2698568.00000000 NS USD 713609321.92000000 0.567462304687 Long EC CORP US N 1 N N N N/A N/A N/A 450000.00000000 NC USD -247611.05000000 -0.00019690036 N/A DE N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A HORMEL FOODS CRP Y Receive positive return on reference instrument 2023-01-31 0.00000000 USD 0.00000000 USD 20677500.00000000 USD -247611.05000000 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 2661772.00000000 NS USD 412760984.04000000 0.328227633935 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 4096246.00000000 NS USD 493433793.16000000 0.392378671180 Long EC CORP US N 1 N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 1510696.00000000 NS USD 169031775.44000000 0.134414108546 Long EC CORP US N 1 N N N West Pharmaceutical Services Inc 5493007NKRGM1RJQ1P16 955306105 1706934.00000000 NS USD 420042318.72000000 0.334017753027 Long EC CORP US N 1 N N N Pinterest Inc N/A 72352L106 13427694.00000000 NS USD 312865270.20000000 0.248790538227 Long EC CORP US N 1 N N N TransUnion 549300ZS772LUNUMRB03 89400J107 4436143.00000000 NS USD 263906147.07000000 0.209858231720 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1655031.00000000 NS USD 562495385.97000000 0.447296466419 Long EC CORP US N 1 N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212P303 3502473.00000000 NS USD 328146695.37000000 0.260942331203 Long EC CORP US N 1 N N N Okta Inc 549300N8J06I8MRHU620 679295105 3472948.00000000 NS USD 197506552.76000000 0.157057258330 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 14215666.00000000 NS USD 827351761.20000000 0.657910319801 Long EC CORP US N 1 N N N Aptiv PLC N/A G6095L109 6247139.00000000 NS USD 488588741.19000000 0.388525884687 Long EC CORP US N 1 N N N CoStar Group Inc N/A 22160N109 9122464.00000000 NS USD 635379617.60000000 0.505254024967 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 23320127.00000000 NS USD 488789861.92000000 0.388685815940 Long EC CORP US N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 1079772.00000000 NS USD 364390656.84000000 0.289763538094 Long EC CORP US N 1 N N N Toast Inc 549300TN1PZNLCD4I551 888787108 3357540.00000000 NS USD 56138068.80000000 0.044641005832 Long EC CORP US N 1 N N N Alleghany Corp 549300DCJE6AYX159479 017175100 146858.00000000 NS USD 123268199.46000000 0.098022901903 Long EC CORP US N 1 N N N N/A N/A N/A 75000.00000000 NC USD -809676.56000000 -0.00064385499 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A STATE ST CORP Y Receive positive return on reference instrument 2024-08-30 0.00000000 USD 0.00000000 USD 5409750.00000000 USD -809676.56000000 N N N Sirius XM Holdings Inc 54930055RWDMVXAGZK98 82968B103 10886266.00000000 NS USD 62160578.86000000 0.049430107282 Long EC CORP US N 1 N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 17412915.00000000 NS USD 454825339.80000000 0.361677219768 Long EC CORP US N 1 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 22721379.00000000 NS USD 159731294.37000000 0.127018363759 Long EC CORP US N 1 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 6316360.00000000 NS USD 135928067.20000000 0.108090031780 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 670209.00000000 NS USD 221061736.56000000 0.175788346162 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 4491123.00000000 NS USD 211621715.76000000 0.168281639348 Long EC CORP US N 1 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 2441226.00000000 NS USD 286526695.62000000 0.227846097376 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 6403671.00000000 NS USD 178214163.93000000 0.141715946085 Long EC CORP US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 4901064.00000000 NS USD 667034810.40000000 0.530426241907 Long EC CORP US N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 523.00000000 NS USD 85662.17000000 0.000068118578 Long EC CORP US N 1 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 1385959.00000000 NS USD 216680830.06000000 0.172304648258 Long EC CORP US N 1 N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 1485526.00000000 NS USD 29250006.94000000 0.023259612564 Long EC CORP US N 1 N N Hubbell Inc 54930088VDQ6840Y6597 443510607 619257.00000000 NS USD 138094311.00000000 0.109812629371 Long EC CORP US N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1171756.00000000 NS USD 386667762.44000000 0.307478297834 Long EC CORP US N 1 N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 G7709Q104 8568341.00000000 NS USD 344275941.38000000 0.273768311515 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 6689535.00000000 NS USD 294138853.95000000 0.233899287514 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 1437056.00000000 NS USD 462861367.04000000 0.368067470565 Long EC CORP US N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 2040938.00000000 NS USD 66310075.62000000 0.052729788106 Long EC CORP US N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 4938492.00000000 NS USD 525455548.80000000 0.417842378979 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 7270375.00000000 NS USD 650189636.25000000 0.517030955365 Long EC CORP US N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 1471419.00000000 NS USD 262118580.66000000 0.208436758480 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 2160187.00000000 NS USD 242567398.23000000 0.192889653502 Long EC CORP US N 1 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 960100.00000000 NS USD 312800580.00000000 0.248739096564 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 3114894.00000000 NS USD 486172655.52000000 0.386604612780 Long EC CORP US N 1 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187109 1772296.00000000 NS USD 77821517.36000000 0.061883689350 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 2764607.00000000 NS USD 553363737.12000000 0.440034977054 Long EC CORP US N 1 N N N Duke Realty Corp 254900E47KH1NFFKNF25 264411505 8862793.00000000 NS USD 427186622.60000000 0.339698905193 Long EC CORP US N 1 N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 G46188101 5310636.00000000 NS USD 328675262.04000000 0.261362647546 Long EC CORP US N 1 N N N Chewy Inc 254900NPQSTG9I422879 16679L109 2013091.00000000 NS USD 61842155.52000000 0.049176896966 Long EC CORP US N 1 N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 23881370.00000000 NS USD 173856373.60000000 0.138250630165 Long EC CORP US N 1 N N N N/A N/A N/A 54000.00000000 NC USD -262904.73000000 -0.00020906190 N/A DE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A DOCUSIGN INC Y Receive positive return on reference instrument 2023-08-31 0.00000000 USD 0.00000000 USD 3143880.00000000 USD -262904.73000000 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 17527901.00000000 NS USD 508659687.02000000 0.404486305646 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 8781638.00000000 NS USD 496865078.04000000 0.395107229744 Long EC CORP US N 1 N N N Olaplex Holdings Inc N/A 679369108 2251874.00000000 NS USD 21505396.70000000 0.017101096636 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 15085958.00000000 NS USD 907118654.54000000 0.721340972600 Long EC CORP US N 1 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 1761037.00000000 NS USD 742787796.23000000 0.590665034487 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A 169656105 319879.00000000 NS USD 480701366.04000000 0.382253842068 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 3843599.00000000 NS USD 860850868.03000000 0.684548817622 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 6294735.00000000 NS USD 572317306.20000000 0.455106859752 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 721790.00000000 NS USD 63647442.20000000 0.050612461369 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 8230552.00000000 NS USD 130701165.76000000 0.103933598496 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 8207196.00000000 NS USD 478479526.80000000 0.380487034969 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 7500363.00000000 NS USD 312840140.73000000 0.248770555266 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 3227464.00000000 NS USD 532144264.32000000 0.423161247172 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 H2906T109 3557735.00000000 NS USD 285721697.85000000 0.227205962955 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 13166494.00000000 NS USD 1024484898.14000000 0.814670637782 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 14772150.00000000 NS USD 414506529.00000000 0.329615691708 Long EC CORP US N 1 N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015101 1258234.00000000 NS USD 84062613.54000000 0.066846610536 Long EC CORP US N 1 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1502506.00000000 NS USD 363952028.38000000 0.289414740637 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 16984562.00000000 NS USD 430558646.70000000 0.342380339570 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 6268946.00000000 NS USD 418013319.28000000 0.332404292183 Long EC CORP US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 1010422.00000000 NS USD 100739073.40000000 0.080107735434 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 27950227.00000000 NS USD 238135934.04000000 0.189365752111 Long EC CORP US N 1 N N N STERIS PLC N/A G8473T100 2303641.00000000 NS USD 383049425.48000000 0.304600995411 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M101 854085.00000000 NS USD 24452453.55000000 0.019444596953 Long EC CORP US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 38118101.00000000 NS USD 309900161.13000000 0.246432682780 Long EC CORP US N 1 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 3699105.00000000 NS USD 278172696.00000000 0.221202994866 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 518440.00000000 NS USD 562051172.80000000 0.446943227999 Long EC CORP US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 5295116.00000000 NS USD 600519105.56000000 0.477532937396 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 1569004.00000000 NS USD 137240779.88000000 0.109133901219 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 4019717.00000000 NS USD 462468440.85000000 0.367755015564 Long EC CORP US N 1 N N N N/A N/A N/A 1153.00000000 NC USD -16984318.25000000 -0.01350593396 N/A DE N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 400 Index MID 2022-12-16 271589778.25000000 USD -16984318.25000000 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 6455205.00000000 NS USD 519321242.25000000 0.412964376933 Long EC CORP US N 1 N N N Jacobs Solutions Inc N/A 46982L108 2940425.00000000 NS USD 319006708.25000000 0.253674211243 Long EC CORP US N 1 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 4541490.00000000 NS USD 242833470.30000000 0.193101234077 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1054682.00000000 NS USD 515939887.58000000 0.410275522885 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 3744866.00000000 NS USD 107140616.26000000 0.085198243858 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 5971985.00000000 NS USD 445211481.75000000 0.354032277531 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 5061337.00000000 NS USD 313043693.45000000 0.248932420438 Long EC CORP US N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 1957335.00000000 NS USD 321727153.95000000 0.255837510319 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 13698161.00000000 NS USD 422451285.24000000 0.335933363784 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 3774541.00000000 NS USD 338765054.75000000 0.269386053140 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 2825081.00000000 NS USD 356864231.92000000 0.283778523185 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 7950739.00000000 NS USD 384259215.87000000 0.305563021021 Long EC CORP US N 1 N N N Apollo Asset Management Inc 54930054P2G7ZJB0KM79 03769M106 7905777.00000000 NS USD 367618630.50000000 0.292330423526 Long EC CORP US N 1 N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 2915700.00000000 NS USD 291949041.00000000 0.232157947728 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 2484217.00000000 NS USD 707132369.05000000 0.562311830205 Long EC CORP US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 4799992.00000000 NS USD 152927745.12000000 0.121608179757 Long EC CORP US N 1 N N Plug Power Inc 549300JPDKRSJ8JSM954 72919P202 13333426.00000000 NS USD 280135280.26000000 0.222763642342 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 16706953.00000000 NS USD 954802363.95000000 0.759259069809 Long EC CORP US N 1 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 835640.00000000 NS USD 152312102.80000000 0.121118620836 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 15840567.00000000 NS USD 506264521.32000000 0.402581669304 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 3585328.00000000 NS USD 485202438.24000000 0.385833095765 Long EC CORP US N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 1599082.00000000 NS USD 366829410.80000000 0.291702835831 Long EC CORP US N 1 N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 9579042.00000000 NS USD 201159882.00000000 0.159962386622 Long EC CORP US N 1 N N N Invitation Homes Inc N/A 46187W107 14055735.00000000 NS USD 474662170.95000000 0.377451472677 Long EC CORP US N 1 N N N American Airlines Group Inc N/A 02376R102 7470557.00000000 NS USD 89945506.28000000 0.071524688260 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 7031223.89000000 NS USD 702911452.28000000 0.558955356172 Long STIV CORP US N 1 N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 1990049.00000000 NS USD 107164138.65000000 0.085216948868 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 1914406.00000000 NS USD 299451386.52000000 0.238123814693 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 1651988.00000000 NS USD 127830831.44000000 0.101651107953 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 482520.00000000 NS USD 201278392.80000000 0.160056626439 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 5463050.00000000 NS USD 171539770.00000000 0.136408466425 Long EC CORP US N 1 N N N CarMax Inc N/A 143130102 3667924.00000000 NS USD 242156342.48000000 0.192562781871 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 2558230.00000000 NS USD 475523792.40000000 0.378136634262 Long EC CORP US N 1 N N N Lucid Group Inc N/A 549498103 13497076.00000000 NS USD 188554151.72000000 0.149938306867 Long EC CORP US N 1 N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 3050365.00000000 NS USD 63203562.80000000 0.050259488363 Long EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 5255746.00000000 NS USD 593321165.94000000 0.471809134076 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 2660465.00000000 NS USD 572292626.15000000 0.455087234170 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 2492270.00000000 NS USD 627927426.50000000 0.499328040810 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 4981020.00000000 NS USD 237843705.00000000 0.189133371508 Long EC CORP US N 1 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 3959768.00000000 NS USD 148570495.36000000 0.118143293698 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 3223614.00000000 NS USD 593757462.66000000 0.472156077333 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 2249789.00000000 NS USD 203245938.26000000 0.161621219062 Long EC CORP US N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 5752228.00000000 NS USD 954352147.48000000 0.758901057563 Long EC CORP US N 1 N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 2252215.00000000 NS USD 143939060.65000000 0.114460375701 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 3653245.00000000 NS USD 293428638.40000000 0.233334523937 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 5865897.00000000 NS USD 408618385.02000000 0.324933438197 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 7243687.00000000 NS USD 215282377.64000000 0.171192598557 Long EC CORP US N 1 N N N 2022-11-25 VANGUARD INDEX FUNDS Ashley Grim Ashley Grim Treasurer XXXX