0001752724-23-050253.txt : 20230301 0001752724-23-050253.hdr.sgml : 20230301 20230301161953 ACCESSION NUMBER: 0001752724-23-050253 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230301 DATE AS OF CHANGE: 20230301 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 23693826 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST DATE OF NAME CHANGE: 19800904 0000036405 S000002844 Vanguard Mid-Cap Index Fund C000007791 Investor Shares VIMSX C000007792 Admiral Shares VIMAX C000007793 Institutional Shares VMCIX C000007794 ETF Shares VO C000096111 Institutional Plus Shares VMCPX NPORT-P 1 primary_doc.xml 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 2022-12-31 N 137333329421.51 422594003.31 136910735418.20 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 73752681.35000000 N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 7597457.00000000 NS USD 286424128.90000000 0.209205018163 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 6695011.00000000 NS USD 671308752.97000000 0.490325868836 Long EC CORP US N 1 N N N N/A N/A N/A 15000.00000000 NC USD 18052.90000000 0.000013185890 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 1322850.00000000 USD 18052.90000000 N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307305 2812634.00000000 NS USD 214519595.18000000 0.156685737261 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 12635686.00000000 NS USD 524001898.42000000 0.382732513136 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 3150012.00000000 NS USD 398035516.32000000 0.290726300683 Long EC CORP US N 1 N N N Texas Pacific Land Corp N/A 88262P102 71634.00000000 NS USD 167926571.82000000 0.122654057263 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 5716425.00000000 NS USD 427645754.25000000 0.312353704728 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 15557457.00000000 NS USD 447432463.32000000 0.326805974676 Long EC CORP US N 1 N N N Avantor Inc 5493003VM0XB4U8YD238 05352A100 14928527.00000000 NS USD 314842634.43000000 0.229961977392 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 3621810.00000000 NS USD 316365103.50000000 0.231073993236 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 2477121.00000000 NS USD 277140297.48000000 0.202424080648 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 11290279.00000000 NS USD 205483077.80000000 0.150085438641 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5871308.00000000 NS USD 455437361.56000000 0.332652775670 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 1747842.00000000 NS USD 587519609.88000000 0.429126034627 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 4885561.00000000 NS USD 622909027.50000000 0.454974568354 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 5502511.00000000 NS USD 572701344.88000000 0.418302730703 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 4751231.00000000 NS USD 387557912.67000000 0.283073428454 Long EC CORP US N 1 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 013091103 4354363.00000000 NS USD 90309488.62000000 0.065962313579 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 1374357.00000000 NS USD 316294519.98000000 0.231022438827 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 1725533.00000000 NS USD 363914909.70000000 0.265804510207 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 9150283.00000000 NS USD 561369862.05000000 0.410026182632 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 3821372.00000000 NS USD 556659259.24000000 0.406585544617 Long EC CORP US N 1 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 1517763.00000000 NS USD 298756468.92000000 0.218212595241 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A 30225T102 3118893.00000000 NS USD 459038671.74000000 0.335283183117 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 4017547.00000000 NS USD 400991366.07000000 0.292885261951 Long EC CORP US N 1 N N N Match Group Inc/old 549300BIJKT86CPCKK96 57667L107 6512463.00000000 NS USD 270202089.87000000 0.197356393598 Long EC CORP US N 1 N N N Markel Corp 549300SCNO12JLWIK605 570535104 297121.00000000 NS USD 391453946.29000000 0.285919102760 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 2648256.00000000 NS USD 414293168.64000000 0.302600937300 Long EC CORP US N 1 N N N GoDaddy Inc 549300J8H1TB0I2CB447 380237107 3605780.00000000 NS USD 269784459.60000000 0.197051355232 Long EC CORP US N 1 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 5980703.00000000 NS USD 792801989.68000000 0.579064882865 Long EC CORP US N 1 N N N Fortune Brands Innovations Inc 54930032LHW54PQUJD44 34964C106 1510859.00000000 NS USD 86285157.49000000 0.063022930397 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 5837031.00000000 NS USD 322262481.51000000 0.235381455315 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 2634304.00000000 NS USD 150076298.88000000 0.109616165906 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 8270450.00000000 NS USD 286405683.50000000 0.209191545590 Long EC CORP US N 1 N N N Atlassian Corp 549300V7ZY5P02D2MY38 049468101 3453288.00000000 NS USD 444369099.84000000 0.324568485066 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 2314775.00000000 NS USD 656886849.50000000 0.479792068528 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 3286608.00000000 NS USD 570259354.08000000 0.416519093508 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 11163643.00000000 NS USD 432032984.10000000 0.315558150192 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 4737948.00000000 NS USD 533019150.00000000 0.389318739959 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 5336082.00000000 NS USD 335799640.26000000 0.245269035502 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 33601874.00000000 NS USD 473786423.40000000 0.346054983893 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 2522423.00000000 NS USD 106294905.22000000 0.077638108432 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229409 1726256.00000000 NS USD 67859123.36000000 0.049564501390 Long EC CORP US N 1 N N N N/A N/A N/A 268000.00000000 NC USD -296054.05000000 -0.00021623874 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 2010000.00000000 USD -296054.05000000 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 14791666.00000000 NS USD 400410398.62000000 0.292460921634 Long EC CORP US N 1 N N N Ares Management Corp 529900JUV61FH7B8VW38 03990B101 3629203.00000000 NS USD 248382653.32000000 0.181419413577 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057302 212879.00000000 NS USD 15919091.62000000 0.011627350895 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 2737169.00000000 NS USD 250615193.64000000 0.183050067530 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 13837722.00000000 NS USD 1053604153.08000000 0.769555542786 Long EC CORP US N 1 N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307107 372630.00000000 NS USD 28263985.50000000 0.020644097348 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 3263672.00000000 NS USD 441933825.52000000 0.322789753608 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 G96629103 2519914.00000000 NS USD 616320566.12000000 0.450162336968 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 10998583.00000000 NS USD 720957115.65000000 0.526589177574 Long EC CORP US N 1 N N N Endeavor Group Holdings Inc N/A 29260Y109 3028922.00000000 NS USD 68271901.88000000 0.049865996023 Long EC CORP US N 1 N N N N/A N/A N/A 120000.00000000 NC USD -212487.36000000 -0.00015520138 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 9560400.00000000 USD -212487.36000000 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 3409593.00000000 NS USD 709638591.09000000 0.518322094262 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 4720747.00000000 NS USD 378651116.87000000 0.276567878854 Long EC CORP US N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 23698058.00000000 NS USD 212097619.10000000 0.154916718876 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1383593.00000000 NS USD 473991289.94000000 0.346204619011 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 3707105.00000000 NS USD 385242351.60000000 0.281382135902 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 7604175.00000000 NS USD 655555926.75000000 0.478819958674 Long EC CORP US N 1 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 576403.00000000 NS USD 43040012.01000000 0.031436550156 Long EC CORP US N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1272612.00000000 NS USD 417085856.88000000 0.304640724926 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 8107979.00000000 NS USD 679772959.36000000 0.496508149842 Long EC CORP US N 1 N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 6288733.00000000 NS USD 284313618.93000000 0.207663495533 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 3327119.00000000 NS USD 474114457.50000000 0.346294580955 Long EC CORP US N 1 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 5917099.00000000 NS USD 208045200.84000000 0.151956820774 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 4843437.00000000 NS USD 379289551.47000000 0.277034193346 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 5734781.00000000 NS USD 289950527.36000000 0.211780709872 Long EC CORP US N 1 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 1614028.00000000 NS USD 573657831.76000000 0.419001351506 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 5204310.00000000 NS USD 567582048.60000000 0.414563581786 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 4322528.00000000 NS USD 885642761.92000000 0.646876053375 Long EC CORP US N 1 N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 3446687.00000000 NS USD 212832922.25000000 0.155453786439 Long EC CORP US N 1 N N N N/A N/A N/A 2041.00000000 NC USD -8789957.49000000 -0.00642021055 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2023-03-17 402805007.49000000 USD -8789957.49000000 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 3840740.00000000 NS USD 129932234.20000000 0.094902882380 Long EC CORP US N 1 N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 2833328.00000000 NS USD 115316449.60000000 0.084227470729 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 221009.00000000 NS USD 545047975.62000000 0.398104629235 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 7025520.00000000 NS USD 213365042.40000000 0.155842448547 Long EC CORP US N 1 N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 2880822.00000000 NS USD 411957546.00000000 0.300894991719 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 10404300.00000000 NS USD 683562510.00000000 0.499276048669 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 3559103.00000000 NS USD 267359817.36000000 0.195280389476 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 11471198.00000000 NS USD 451621065.26000000 0.329865341735 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 10068154.00000000 NS USD 627950764.98000000 0.458657068097 Long EC CORP US N 1 N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 431327.00000000 NS USD 130403091.91000000 0.095246798223 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 6993958.00000000 NS USD 538255007.68000000 0.393143025662 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 6745263.00000000 NS USD 419892621.75000000 0.306690794164 Long EC CORP US N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 G3421J106 4881843.00000000 NS USD 619847605.71000000 0.452738496960 Long EC CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 8604649.00000000 NS USD 246953426.30000000 0.180375501998 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 7285474.00000000 NS USD 721043361.78000000 0.526652171999 Long EC CORP US N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 9310779.00000000 NS USD 419450593.95000000 0.306367935771 Long EC CORP US N 1 N N N Warner Music Group Corp N/A 934550203 2712017.00000000 NS USD 94974835.34000000 0.069369896414 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 3724229.00000000 NS USD 339388988.77000000 0.247890706111 Long EC CORP US N 1 N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 4328462.00000000 NS USD 447952532.38000000 0.327185834632 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 4197225.00000000 NS USD 464087168.25000000 0.338970619675 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 8131783.00000000 NS USD 224518528.63000000 0.163988987382 Long EC CORP US N 1 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 1798079.00000000 NS USD 77281435.42000000 0.056446585568 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 2094293.00000000 NS USD 107897975.36000000 0.078808995533 Long EC CORP US N 1 N N N Marvell Technology Inc N/A 573874104 9936966.00000000 NS USD 368065220.64000000 0.268835909408 Long EC CORP US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 1149754.00000000 NS USD 380189155.18000000 0.277691266516 Long EC CORP US N 1 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 4058186.00000000 NS USD 198688786.56000000 0.145122868526 Long EC CORP US N 1 N N N N/A N/A N/A 2475000.00000000 NC USD -341264.42000000 -0.00024926052 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 14775750.00000000 USD -341264.42000000 N N N ROBLOX Corp N/A 771049103 7665939.00000000 NS USD 218172623.94000000 0.159353920109 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 20563605.00000000 NS USD 666260802.00000000 0.486638830742 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 4154779.00000000 NS USD 710758043.53000000 0.519139745586 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 7386321.00000000 NS USD 233038427.55000000 0.170211946373 Long EC CORP US N 1 N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 12906701.00000000 NS USD 276590602.43000000 0.202022581783 Long EC CORP US N 1 N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806109 950748.00000000 NS USD 146072922.72000000 0.106692088296 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 2935009.00000000 NS USD 366289123.20000000 0.267538642664 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 12647964.00000000 NS USD 530455610.16000000 0.387446322992 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 4507604.00000000 NS USD 481637487.40000000 0.351789423911 Long EC CORP US N 1 N N N ZoomInfo Technologies Inc N/A 98980F104 7978169.00000000 NS USD 240222668.59000000 0.175459336958 Long EC CORP US N 1 N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 2851156.00000000 NS USD 554150680.16000000 0.404753271149 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 3662038.00000000 NS USD 374956070.82000000 0.273869006454 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 3050986.00000000 NS USD 186140655.86000000 0.135957677308 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 5873020.00000000 NS USD 299347829.40000000 0.218644526658 Long EC CORP US N 1 N N N UiPath Inc 5493000YP61KBELDHT53 90364P105 3531873.00000000 NS USD 44890105.83000000 0.032787864072 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 5776746.00000000 NS USD 81105513.84000000 0.059239703586 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 7313358.00000000 NS USD 374005128.12000000 0.273174435136 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 4692860.00000000 NS USD 273734523.80000000 0.199936493631 Long EC CORP US N 1 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 2789135.00000000 NS USD 229294788.35000000 0.167477581396 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 2360553.00000000 NS USD 374053228.38000000 0.273209567706 Long EC CORP US N 1 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 2940023.00000000 NS USD 514827427.53000000 0.376031452871 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 7217058.00000000 NS USD 643328550.12000000 0.469889047162 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 1038863.00000000 NS USD 367352345.43000000 0.268315223278 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 4232778.00000000 NS USD 645160022.76000000 0.471226760114 Long EC CORP US N 1 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250P103 12499462.00000000 NS USD 313361512.34000000 0.228880161502 Long EC CORP US N 1 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 968260.00000000 NS USD 312176706.60000000 0.228014775938 Long EC CORP US N 1 N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 591535.00000000 NS USD 128895476.50000000 0.094145631535 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 5900359.00000000 NS USD 268761352.45000000 0.196304074789 Long EC CORP US N 1 N N N N/A N/A N/A 97028820.00000000 NC USD -5542859.69000000 -0.00404852086 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 97028820.00000000 USD -5542859.69000000 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 1203492.00000000 NS USD 308587383.72000000 0.225393124050 Long EC CORP US N 1 N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 2045013.00000000 NS USD 21533986.89000000 0.015728486757 Long EC CORP US N 1 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 7406758.00000000 NS USD 561654459.14000000 0.410234053176 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 1882779.00000000 NS USD 340782999.00000000 0.248908895244 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 19023757.00000000 NS USD 748584837.95000000 0.546768546428 Long EC CORP US N 1 N N N Tradeweb Markets Inc N/A 892672106 2582867.00000000 NS USD 167705554.31000000 0.122492625430 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 13333531.00000000 NS USD 630942686.92000000 0.460842376598 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229607 3546735.00000000 NS USD 138783740.55000000 0.101368048404 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 701870.00000000 NS USD 100725363.70000000 0.073570099081 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 1090718.00000000 NS USD 272275934.34000000 0.198871135640 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H107 194789.00000000 NS USD 3819812.29000000 0.002790002024 Long EC CORP US N 1 N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 370708.00000000 NS USD 38012398.32000000 0.027764366471 Long EC CORP US N 1 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 4739512.00000000 NS USD 197163699.20000000 0.144008940276 Long EC CORP US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 8251634.00000000 NS USD 786463236.54000000 0.574435039106 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 5970654.00000000 NS USD 786991903.74000000 0.574821179169 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 5835914.00000000 NS USD 483738911.46000000 0.353324310166 Long EC CORP US N 1 N N N N/A N/A N/A 2050000.00000000 NC USD -3629992.34000000 -0.00265135698 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 163323500.00000000 USD -3629992.34000000 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 2357625.00000000 NS USD 213695130.00000000 0.156083545492 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 17135294.00000000 NS USD 531194114.00000000 0.387985728348 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 2029775.00000000 NS USD 490373342.25000000 0.358170117742 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 6457713.00000000 NS USD 915832857.66000000 0.668926987253 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 4854610.00000000 NS USD 343706388.00000000 0.251044147086 Long EC CORP US N 1 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 6123770.00000000 NS USD 450097095.00000000 0.328752229418 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 48770608.00000000 NS USD 793010086.08000000 0.579216877082 Long EC CORP US N 1 N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 1075842.00000000 NS USD 311058197.46000000 0.227197813604 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 12801213.00000000 NS USD 899285213.25000000 0.656840539569 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 6001240.00000000 NS USD 533630260.80000000 0.389765097068 Long EC CORP US N 1 N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046109 2942444.00000000 NS USD 412589497.68000000 0.301356571067 Long EC CORP US N 1 N N N Catalent Inc N/A 148806102 3975465.00000000 NS USD 178935679.65000000 0.130695141694 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 831405.00000000 NS USD 231870540.45000000 0.169358918233 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 8360051.00000000 NS USD 493243009.00000000 0.360266130697 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 3081254.00000000 NS USD 87661676.30000000 0.064028343746 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 8650306.00000000 NS USD 547045351.44000000 0.399563518353 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 2007052.00000000 NS USD 906424824.24000000 0.662055332236 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 6760972.00000000 NS USD 428172356.76000000 0.312738336736 Long EC CORP US N 1 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 3758093.00000000 NS USD 262089405.82000000 0.191430865533 Long EC CORP US N 1 N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 10372752.00000000 NS USD 465010472.16000000 0.339645003541 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 21764241.00000000 NS USD 469237035.96000000 0.342732098054 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 6298074.00000000 NS USD 230131623.96000000 0.168088808563 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 5698143.00000000 NS USD 478188160.56000000 0.349270025538 Long EC CORP US N 1 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 G7997R103 4574349.00000000 NS USD 240656500.89000000 0.175776209334 Long EC CORP US N 1 N N N Rocket Cos Inc N/A 77311W101 2690101.00000000 NS USD 18830707.00000000 0.013754003250 Long EC CORP US N 1 N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 4019039.00000000 NS USD 583001797.34000000 0.425826211187 Long EC CORP US N 1 N N N Seagen Inc N/A 81181C104 3243617.00000000 NS USD 416837220.67000000 0.304459120314 Long EC CORP US N 1 N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 035710839 10878809.00000000 NS USD 229325293.72000000 0.167499862607 Long EC CORP US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 3773473.00000000 NS USD 120600197.08000000 0.088086735281 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 11313259.00000000 NS USD 190967811.92000000 0.139483446156 Long EC CORP US N 1 N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 3151909.00000000 NS USD 251742971.83000000 0.183873800006 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 2790167.00000000 NS USD 227231200.48000000 0.165970330804 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 G0450A105 8183063.00000000 NS USD 513732695.14000000 0.375231857144 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 4906543.00000000 NS USD 925079617.22000000 0.675680847374 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 9443942.00000000 NS USD 258952889.64000000 0.189139944978 Long EC CORP US N 1 N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 6698305.00000000 NS USD 327011250.10000000 0.238849969727 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 5902055.00000000 NS USD 315228757.55000000 0.230244002843 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 4397257.00000000 NS USD 353187682.24000000 0.257969312020 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B208 355310.00000000 NS USD 6551916.40000000 0.004785538825 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 G3223R108 910713.00000000 NS USD 301691895.51000000 0.220356639374 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 4488589.00000000 NS USD 569422400.54000000 0.415907780204 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 2063495.00000000 NS USD 485911802.60000000 0.354911396185 Long EC CORP US N 1 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 6386050.00000000 NS USD 1025855072.00000000 0.749287533126 Long EC CORP US N 1 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879Q109 468831.00000000 NS USD 111745868.85000000 0.081619508147 Long EC CORP US N 1 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 4259714.00000000 NS USD 519216539.46000000 0.379237273011 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 9429465.00000000 NS USD 492689546.25000000 0.359861879892 Long EC CORP US N 1 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 825200.00000000 NS USD 285849280.00000000 0.208785146852 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 687195.00000000 NS USD 85225923.90000000 0.062249263098 Long EC CORP US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 4629835.00000000 NS USD 335987125.95000000 0.245405975596 Long EC CORP US N 1 N N N N/A N/A N/A 2650000.00000000 NC USD -4074942.22000000 -0.00297634966 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 90630000.00000000 USD -4074942.22000000 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 4517834.00000000 NS USD 150489050.54000000 0.109917640921 Long EC CORP US N 1 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 4864790.00000000 NS USD 329540874.60000000 0.240697614831 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 21694408.00000000 NS USD 377916587.36000000 0.276031376360 Long EC CORP US N 1 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 1629238.00000000 NS USD 299258435.84000000 0.218579233342 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 5297576.00000000 NS USD 241198635.28000000 0.176172185872 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 V7780T103 5043691.00000000 NS USD 249309646.13000000 0.182096491826 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 9868609.78510000 NS USD 986762292.41000000 0.720734053027 Long STIV CORP US N 1 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 5935747.00000000 NS USD 622303715.48000000 0.454532446691 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 29966148.00000000 NS USD 478259722.08000000 0.349322294281 Long EC CORP US N 1 N N N Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 5148996.00000000 NS USD 190306892.16000000 0.139000708438 Long EC CORP US N 1 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 3640581.00000000 NS USD 642271300.02000000 0.469116828609 Long EC CORP US N 1 N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806208 1717637.00000000 NS USD 205858794.45000000 0.150359863177 Long EC CORP US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 7734457.00000000 NS USD 378137602.73000000 0.276192806630 Long EC CORP US N 1 N N N TransDigm Group Inc N/A 893641100 1202627.00000000 NS USD 757234090.55000000 0.553085985724 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 4603975.00000000 NS USD 407405747.75000000 0.297570345017 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 5679812.00000000 NS USD 457849645.32000000 0.334414714756 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 2869068.00000000 NS USD 402616312.44000000 0.294072127514 Long EC CORP US N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 4846568.00000000 NS USD 378759289.20000000 0.276646888239 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 10476722.00000000 NS USD 344265084.92000000 0.251452220944 Long EC CORP US N 1 N N N Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 3327020.00000000 NS USD 117743237.80000000 0.086000003900 Long EC CORP US N 1 N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 3280519.00000000 NS USD 221697474.02000000 0.161928480876 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 3163826.00000000 NS USD 838287336.96000000 0.612287513027 Long EC CORP US N 1 N N N N/A N/A N/A 1181.00000000 NC USD -4432203.12000000 -0.00323729407 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long S&P 400 Index MID 2023-03-17 292903263.12000000 USD -4432203.12000000 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 2095442.00000000 NS USD 430487604.48000000 0.314429400415 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 1192678.00000000 NS USD 559449469.46000000 0.408623522290 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 14187288.00000000 NS USD 466761775.20000000 0.340924160383 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 19462747.00000000 NS USD 802838313.75000000 0.586395443204 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 4570081.00000000 NS USD 389370901.20000000 0.284397640558 Long EC CORP US N 1 N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 50212V100 879199.00000000 NS USD 190056447.83000000 0.138817783170 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N53745100 6066352.00000000 NS USD 503689206.56000000 0.367896063826 Long EC CORP US N 1 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 3909444.00000000 NS USD 407090403.72000000 0.297340016819 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 633668.00000000 NS USD 89638675.28000000 0.065472349561 Long EC CORP US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 885891.00000000 NS USD 355428328.11000000 0.259605886291 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 70606.00000000 NS USD 325675823.48000000 0.237874570233 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 14996913.00000000 NS USD 668562381.54000000 0.488319911143 Long EC CORP US N 1 N N N Bill.com Holdings Inc 549300IBF9VZZIGOZW63 090043100 2334332.00000000 NS USD 254348814.72000000 0.185777115244 Long EC CORP US N 1 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 8991736.00000000 NS USD 1018224184.64000000 0.743713910768 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1236010.00000000 NS USD 282415924.90000000 0.206277414285 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 5244237.00000000 NS USD 244748540.79000000 0.178765047198 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 14660476.00000000 NS USD 439667675.24000000 0.321134550842 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 2735849.00000000 NS USD 366959426.37000000 0.268028234052 Long EC CORP US N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 6011504.00000000 NS USD 226152780.48000000 0.165182649694 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 2727514.00000000 NS USD 591488686.04000000 0.432025059417 Long EC CORP US N 1 N N N N/A N/A N/A 450000.00000000 NC USD -90154.37000000 -0.00006584901 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 20560500.00000000 USD -90154.37000000 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 2685195.00000000 NS USD 421548763.05000000 0.307900444594 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 4098009.00000000 NS USD 560525671.02000000 0.409409583045 Long EC CORP US N 1 N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 1515901.00000000 NS USD 307364086.76000000 0.224499624387 Long EC CORP US N 1 N N N West Pharmaceutical Services Inc 5493007NKRGM1RJQ1P16 955306105 1724570.00000000 NS USD 405877549.50000000 0.296454144563 Long EC CORP US N 1 N N N Pinterest Inc N/A 72352L106 13662358.00000000 NS USD 331722052.24000000 0.242290753334 Long EC CORP US N 1 N N N TransUnion 549300ZS772LUNUMRB03 89400J107 4492874.00000000 NS USD 254970599.50000000 0.186231268659 Long EC CORP US N 1 N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212P303 3509246.00000000 NS USD 307409949.60000000 0.224533122739 Long EC CORP US N 1 N N N Okta Inc 549300N8J06I8MRHU620 679295105 3354589.00000000 NS USD 229219066.37000000 0.167422273841 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 14583152.00000000 NS USD 925009331.36000000 0.675629510377 Long EC CORP US N 1 N N N Aptiv PLC N/A G6095L109 6313272.00000000 NS USD 587955021.36000000 0.429444060441 Long EC CORP US N 1 N N N CoStar Group Inc N/A 22160N109 9467110.00000000 NS USD 731618260.80000000 0.534376109050 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 23313074.00000000 NS USD 688435075.22000000 0.502834984500 Long EC CORP US N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 1091676.00000000 NS USD 436572149.16000000 0.318873569575 Long EC CORP US N 1 N N N Toast Inc 549300TN1PZNLCD4I551 888787108 3499355.00000000 NS USD 63093370.65000000 0.046083581727 Long EC CORP US N 1 N N N N/A N/A N/A 75000.00000000 NC USD -132804.60000000 -0.00009700086 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 5975250.00000000 USD -132804.60000000 N N N Sirius XM Holdings Inc 54930055RWDMVXAGZK98 82968B103 11094539.00000000 NS USD 64792107.76000000 0.047324344261 Long EC CORP US N 1 N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 17417631.00000000 NS USD 427951193.67000000 0.312576798570 Long EC CORP US N 1 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 23286340.00000000 NS USD 187687900.40000000 0.137087789227 Long EC CORP US N 1 N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 6969522.00000000 NS USD 183855990.36000000 0.134288950971 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 1359842.00000000 NS USD 449047025.24000000 0.327985255406 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 4530702.00000000 NS USD 257117338.50000000 0.187799253078 Long EC CORP US N 1 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 2466732.00000000 NS USD 309500864.04000000 0.226060332737 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 3126393.00000000 NS USD 76440308.85000000 0.055832224271 Long EC CORP US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 4891177.00000000 NS USD 691808074.88000000 0.505298633278 Long EC CORP US N 1 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 1377839.00000000 NS USD 202583668.17000000 0.147967701401 Long EC CORP US N 1 N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 1499848.00000000 NS USD 30086950.88000000 0.021975596572 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 624410.00000000 NS USD 146536538.80000000 0.107030714832 Long EC CORP US N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1186315.00000000 NS USD 368125407.65000000 0.268879870176 Long EC CORP US N 1 N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 G7709Q104 8718426.00000000 NS USD 344552195.52000000 0.251661927362 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 6773637.00000000 NS USD 337665804.45000000 0.246632087263 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 1445849.00000000 NS USD 488653586.53000000 0.356914003154 Long EC CORP US N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 9981427.00000000 NS USD 607769090.03000000 0.443916313920 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 7342443.00000000 NS USD 688427455.68000000 0.502829419166 Long EC CORP US N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 736934.00000000 NS USD 74179776.44000000 0.054181124813 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 2151718.00000000 NS USD 275226249.38000000 0.201026054340 Long EC CORP US N 1 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 962879.00000000 NS USD 392816116.84000000 0.286914036098 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 3152154.00000000 NS USD 562911661.32000000 0.411152317311 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 2863949.00000000 NS USD 680617479.85000000 0.497124990068 Long EC CORP US N 1 N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 G46188101 5276312.00000000 NS USD 600444305.60000000 0.438566270034 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 25468365.00000000 NS USD 241440100.20000000 0.176348552553 Long EC CORP US N 1 N N N Chewy Inc 254900NPQSTG9I422879 16679L109 2074673.00000000 NS USD 76928874.84000000 0.056189074293 Long EC CORP US N 1 N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 12033956.00000000 NS USD 62817250.32000000 0.045881902633 Long EC CORP US N 1 N N N N/A N/A N/A 54000.00000000 NC USD 442536.09000000 0.000323229649 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 2541780.00000000 USD 442536.09000000 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 17723123.00000000 NS USD 566076548.62000000 0.413463960215 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 3150846.00000000 NS USD 312942024.72000000 0.228573766523 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 8890832.00000000 NS USD 565634731.84000000 0.413141255952 Long EC CORP US N 1 N N N Olaplex Holdings Inc N/A 679369108 1132684.00000000 NS USD 5901283.64000000 0.004310314762 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 15213883.00000000 NS USD 935805943.33000000 0.683515387213 Long EC CORP US N 1 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 1768842.00000000 NS USD 822812233.14000000 0.600984452115 Long EC CORP US N 1 N N N N/A N/A N/A 2939.00000000 NC USD -4749432.95000000 -0.00346899966 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long RUSSELL 2000 INDEX RTY 2023-03-17 264983187.95000000 USD -4749432.95000000 N N N Chipotle Mexican Grill Inc N/A 169656105 322786.00000000 NS USD 447862347.14000000 0.327119963070 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 3890803.00000000 NS USD 1002698841.13000000 0.732374154639 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 6363409.00000000 NS USD 622532302.47000000 0.454699407295 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 708644.00000000 NS USD 99840853.16000000 0.072924050006 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 8313278.00000000 NS USD 133428111.90000000 0.097456281636 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 8238358.00000000 NS USD 529314501.50000000 0.386612853903 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 7569829.00000000 NS USD 293179477.17000000 0.214139144220 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 3271673.00000000 NS USD 527982588.74000000 0.385640020943 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 H2906T109 3565427.00000000 NS USD 329053257.83000000 0.240341458122 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 13176462.00000000 NS USD 1080601648.62000000 0.789274592178 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 14941728.00000000 NS USD 490985182.08000000 0.358617007337 Long EC CORP US N 1 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1505709.00000000 NS USD 319089851.28000000 0.233064156952 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 16265897.00000000 NS USD 475289510.34000000 0.347152842973 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 6105078.00000000 NS USD 469297345.86000000 0.342776148580 Long EC CORP US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 1017827.00000000 NS USD 122699044.85000000 0.089619739807 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 28264962.00000000 NS USD 314589027.06000000 0.229776741830 Long EC CORP US N 1 N N N STERIS PLC N/A G8473T100 2325065.00000000 NS USD 429416254.85000000 0.313646883524 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M101 918943.00000000 NS USD 28680211.03000000 0.020948109687 Long EC CORP US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 38853490.00000000 NS USD 249439405.80000000 0.182191268667 Long EC CORP US N 1 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 3791654.00000000 NS USD 326423492.86000000 0.238420670127 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 518910.00000000 NS USD 750058459.50000000 0.547844883901 Long EC CORP US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 5345430.00000000 NS USD 746863479.60000000 0.545511261274 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 1589224.00000000 NS USD 167170472.56000000 0.122101800161 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 3835632.00000000 NS USD 450801828.96000000 0.329266969155 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 6394988.00000000 NS USD 593774635.80000000 0.433694723782 Long EC CORP US N 1 N N N Jacobs Solutions Inc N/A 46982L108 2943734.00000000 NS USD 353454141.38000000 0.258163934552 Long EC CORP US N 1 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 4614723.00000000 NS USD 255747948.66000000 0.186799046750 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1058767.00000000 NS USD 588939143.75000000 0.430162866301 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 3654166.00000000 NS USD 117700686.86000000 0.085968924570 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 6035912.00000000 NS USD 546250036.00000000 0.398982617638 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 5054434.00000000 NS USD 303569306.04000000 0.221727905494 Long EC CORP US N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 2011988.00000000 NS USD 225141457.20000000 0.164443976224 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 13826215.00000000 NS USD 465528659.05000000 0.340023488755 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 3807499.00000000 NS USD 447304982.52000000 0.326712862328 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 2851101.00000000 NS USD 394392801.33000000 0.288065651042 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 7917261.00000000 NS USD 347330240.07000000 0.253691019195 Long EC CORP US N 1 N N N Apollo Asset Management Inc 54930054P2G7ZJB0KM79 03769M106 7997748.00000000 NS USD 510176344.92000000 0.372634288583 Long EC CORP US N 1 N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 2928576.00000000 NS USD 350784833.28000000 0.256214264139 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 2513283.00000000 NS USD 704498357.73000000 0.514567652841 Long EC CORP US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 7205118.00000000 NS USD 205994323.62000000 0.150458854078 Long EC CORP US N 1 N N Plug Power Inc 549300JPDKRSJ8JSM954 72919P202 13554251.00000000 NS USD 167666084.87000000 0.122463796836 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 16709693.00000000 NS USD 982195754.54000000 0.717398640464 Long EC CORP US N 1 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 848157.00000000 NS USD 148902442.92000000 0.108758778093 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 15984035.00000000 NS USD 524436188.35000000 0.383049719766 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 3830605.00000000 NS USD 634769554.55000000 0.463637531864 Long EC CORP US N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 1617303.00000000 NS USD 476117830.17000000 0.347757850190 Long EC CORP US N 1 N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 9253762.00000000 NS USD 214687278.40000000 0.156808213573 Long EC CORP US N 1 N N N Invitation Homes Inc N/A 46187W107 14240569.00000000 NS USD 422090465.16000000 0.308296105393 Long EC CORP US N 1 N N N American Airlines Group Inc N/A 02376R102 7556087.00000000 NS USD 96113426.64000000 0.070201526817 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 4194873.35800000 NS USD 419445387.07000000 0.306364132650 Long STIV CORP US N 1 N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 1989580.00000000 NS USD 124348750.00000000 0.090824689254 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 1926054.00000000 NS USD 335826775.44000000 0.245288855117 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 1672265.00000000 NS USD 149433600.40000000 0.109146737064 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 489164.00000000 NS USD 205688570.36000000 0.150235531006 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 5444855.00000000 NS USD 219155413.75000000 0.160071752650 Long EC CORP US N 1 N N N CarMax Inc N/A 143130102 3674350.00000000 NS USD 223731171.50000000 0.163413899440 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 2572086.00000000 NS USD 578642187.42000000 0.422641939401 Long EC CORP US N 1 N N N Lucid Group Inc N/A 549498103 13676289.00000000 NS USD 93409053.87000000 0.068226245067 Long EC CORP US N 1 N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 3097329.00000000 NS USD 69318223.02000000 0.050630232032 Long EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 5334861.00000000 NS USD 647385382.35000000 0.472852169241 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 2673673.00000000 NS USD 688657954.61000000 0.502997776256 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 2477073.00000000 NS USD 771286220.01000000 0.563349702018 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 4979120.00000000 NS USD 259212987.20000000 0.189329920994 Long EC CORP US N 1 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 3998059.00000000 NS USD 192186696.13000000 0.140373722734 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 3257386.00000000 NS USD 526132986.72000000 0.384289066239 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 2269151.00000000 NS USD 231997998.24000000 0.169452013774 Long EC CORP US N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 5786696.00000000 NS USD 867772932.16000000 0.633823877659 Long EC CORP US N 1 N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 2272490.00000000 NS USD 164414651.50000000 0.120088940430 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 3656394.00000000 NS USD 308234014.20000000 0.225135021923 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 5962000.00000000 NS USD 424732880.00000000 0.310226132890 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 7143820.00000000 NS USD 239532284.60000000 0.174955078481 Long EC CORP US N 1 N N N 2023-02-28 VANGUARD INDEX FUNDS Ashley Grim Ashley Grim Treasurer