0001752724-23-196259.txt : 20230828
0001752724-23-196259.hdr.sgml : 20230828
20230828162037
ACCESSION NUMBER: 0001752724-23-196259
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
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: 231215878
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
2023-12-31
2023-06-30
N
147719104317.62
382845381.90
147336258935.72
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
321612889.12000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
7573121.00000000
NS
USD
415537149.27000000
0.282033188755
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
6752986.00000000
NS
USD
768962515.82000000
0.521909896025
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-C
530307305
2769772.00000000
NS
USD
221886434.92000000
0.150598662218
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
12389031.00000000
NS
USD
553665795.39000000
0.375783801889
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE
43300A203
3066882.00000000
NS
USD
446384675.10000000
0.302970007739
Long
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
TEXAS PACIFIC LA
88262P102
71338.00000000
NS
USD
93916477.00000000
0.063742949412
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
5704666.00000000
NS
USD
461906806.02000000
0.313505181519
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
15514044.00000000
NS
USD
321606132.12000000
0.218280370659
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive ALNYLAM PHARMACE Pay Overnight Rate
N/A
43000.00000000
NC
USD
179483.51000000
0.000121818967
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
ALNYLAM PHARMACE
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
7955430.00000000
USD
179483.51000000
N
N
N
N/A
N/A
Receive ONEOK INC Pay Overnight Rate
N/A
228000.00000000
NC
USD
1100894.12000000
0.000747198366
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
ONEOK INC
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
12918480.00000000
USD
1100894.12000000
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
AVANTOR INC
05352A100
15646638.00000000
NS
USD
321381944.52000000
0.218128210151
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
3593596.00000000
NS
USD
400075042.68000000
0.271538754662
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TR
133131102
2474609.00000000
NS
USD
269410681.83000000
0.182854297900
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
11164127.00000000
NS
USD
217700476.50000000
0.147757570385
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
7360592.00000000
NS
USD
538648122.56000000
0.365591013679
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER INC
366651107
1740484.00000000
NS
USD
609708950.04000000
0.413821386835
Long
EC
CORP
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE TE
36266G107
4478990.00000000
NS
USD
363873147.60000000
0.246967820568
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
4834376.00000000
NS
USD
703885145.60000000
0.477740612313
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
4624802.00000000
NS
USD
440049910.30000000
0.298670478997
Long
EC
CORP
US
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
ALBERTSONS COS-A
013091103
7309943.00000000
NS
USD
159502956.26000000
0.108257775385
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY
016255101
1684923.00000000
NS
USD
595856169.72000000
0.404419233951
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
9100117.00000000
NS
USD
453640832.45000000
0.307894903621
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
4010202.00000000
NS
USD
455117824.98000000
0.308897367333
Long
EC
CORP
US
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MONGODB INC
60937P106
1553030.00000000
NS
USD
638279799.70000000
0.433212981183
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
3130218.00000000
NS
USD
465932949.30000000
0.316237803691
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
4168788.00000000
NS
USD
457190979.96000000
0.310304458157
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc/old
549300BIJKT86CPCKK96
MATCH GROUP INC
57667L107
6454358.00000000
NS
USD
270114882.30000000
0.183332252529
Long
EC
CORP
US
N
1
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
MARKEL GROUP INC
570535104
293884.00000000
NS
USD
406494471.12000000
0.275895746272
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
2596199.00000000
NS
USD
364921731.44000000
0.247679514924
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
RIVIAN AUTOMOT-A
76954A103
16192830.00000000
NS
USD
269772547.80000000
0.183099903410
Long
EC
CORP
US
N
1
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GODADDY INC-A
380237107
3574189.00000000
NS
USD
268528819.57000000
0.182255760740
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
WASTE CONNECTION
94106B101
5969775.00000000
NS
USD
853259940.75000000
0.579124206704
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
5826770.00000000
NS
USD
305788889.60000000
0.207544898865
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BROWN & BROWN
115236101
2629760.00000000
NS
USD
181032678.40000000
0.122870418800
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
8044347.00000000
NS
USD
255890678.07000000
0.173678006974
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp
549300V7ZY5P02D2MY38
ATLASSIAN CORP-A
049468101
3520368.00000000
NS
USD
590752954.08000000
0.400955581706
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
OLD DOMINION FRT
679580100
2287428.00000000
NS
USD
845776503.00000000
0.574045051170
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
3256976.00000000
NS
USD
551178048.48000000
0.374095319415
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
11054000.00000000
NS
USD
372740880.00000000
0.252986523950
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
4900973.00000000
NS
USD
477207741.01000000
0.323890225296
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
5321390.00000000
NS
USD
310875603.80000000
0.210997351260
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
33460881.00000000
NS
USD
360708297.18000000
0.244819774701
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA- A
531229409
863547.00000000
NS
USD
28332977.07000000
0.019230145569
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive HORMEL FOODS CRP Pay Overnight Rate
N/A
450000.00000000
NC
USD
-522601.27000000
-0.00035469970
N/A
DE
N/A
N
2
GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
N/A
HORMEL FOODS CRP
Y
Receive positive return on reference instrument
2024-01-31
0.00000000
USD
0.00000000
USD
18585000.00000000
USD
-522601.27000000
N
N
N
N/A
N/A
Receive PALANTIR TECHN-A Pay Overnight Rate
N/A
268000.00000000
NC
USD
150051.55000000
0.000101842921
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
3942280.00000000
USD
150051.55000000
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
14315663.00000000
NS
USD
329546562.26000000
0.223669695864
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
ARES MANAGEM- A
03990B101
3723066.00000000
NS
USD
358717409.10000000
0.243468520031
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
212879.00000000
NS
USD
24051069.42000000
0.016323931117
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
2698876.00000000
NS
USD
254638950.60000000
0.172828435063
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP-A
032095101
13798581.00000000
NS
USD
1172189455.95000000
0.795587905120
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BR-A
530307107
383718.00000000
NS
USD
30593836.14000000
0.020764634829
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
3241551.00000000
NS
USD
478615005.15000000
0.324845362986
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
2466556.00000000
NS
USD
580873938.00000000
0.394250500315
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
11520208.00000000
NS
USD
931869625.12000000
0.632478136645
Long
EC
CORP
US
N
1
N
N
N
Endeavor Group Holdings Inc
N/A
ENDEAVOR GROUP-A
29260Y109
3476133.00000000
NS
USD
83149101.36000000
0.056434921017
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
RESMED INC
761152107
3405635.00000000
NS
USD
744131247.50000000
0.505056428658
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
4561620.00000000
NS
USD
373824759.00000000
0.253722173822
Long
EC
CORP
US
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
SNAP INC - A
83304A106
23426290.00000000
NS
USD
277367273.60000000
0.188254592320
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
WATERS CORP
941848103
1368313.00000000
NS
USD
364710147.02000000
0.247535908441
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
3541754.00000000
NS
USD
429012662.02000000
0.291179282763
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
CONSTELLATION EN
21037T109
7571593.00000000
NS
USD
693179339.15000000
0.470474372131
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
4223104.00000000
NS
USD
372562234.88000000
0.252865274014
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM SYSTEMS INC
29414B104
1342040.00000000
NS
USD
301623490.00000000
0.204717760705
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
8085597.00000000
NS
USD
573430539.24000000
0.389198520026
Long
EC
CORP
US
N
1
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
CLOUDFLARE INC-A
18915M107
6374982.00000000
NS
USD
416732573.34000000
0.282844546447
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762E102
3364889.00000000
NS
USD
661032444.05000000
0.448655645816
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
2973231.00000000
NS
USD
86431825.17000000
0.058662969858
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
4789744.00000000
NS
USD
426335113.44000000
0.289361978184
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
TRIMBLE INC
896239100
5742391.00000000
NS
USD
304002179.54000000
0.206332223809
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
1593114.00000000
NS
USD
709525182.18000000
0.481568615427
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
5205229.00000000
NS
USD
583089752.58000000
0.395754416999
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA HOLDINGS I
46266C105
4300747.00000000
NS
USD
966678903.19000000
0.656103874343
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
BLACK KNIGHT
09215C105
1637886.00000000
NS
USD
97830930.78000000
0.066399765737
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884L109
4190455.00000000
NS
USD
172353414.15000000
0.116979632437
Long
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
ROKU INC
77543R102
1432046.00000000
NS
USD
91593662.16000000
0.062166409559
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
213212.00000000
NS
USD
531614272.32000000
0.360817001979
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119100
1861149.00000000
NS
USD
202734960.57000000
0.137600182083
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
6232451.00000000
NS
USD
211903334.00000000
0.143822936411
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
SUN COMMUNITIES
866674104
2883589.00000000
NS
USD
376193020.94000000
0.255329559510
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
9915024.00000000
NS
USD
611955281.28000000
0.415346015774
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
3549431.00000000
NS
USD
332617179.01000000
0.225753783496
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
10658191.00000000
NS
USD
277965621.28000000
0.188660702591
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR
682189105
10010175.00000000
NS
USD
946762351.50000000
0.642586121256
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI Sep23
N/A
464.00000000
NC
USD
2697476.60000000
0.001830830115
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 400 Index
MID
2023-09-15
119988763.40000000
USD
2697476.60000000
N
N
N
Pool Corp
5493005VZK1KMN6CO617
POOL CORP
73278L105
429790.00000000
NS
USD
161016525.60000000
0.109285064493
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
6844588.00000000
NS
USD
552426697.48000000
0.374942801907
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
6619810.00000000
NS
USD
337875102.40000000
0.229322438916
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
FERGUSON PLC
G3421J106
4746376.00000000
NS
USD
746652408.56000000
0.506767589969
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GLOBAL PAYMENTS Pay Overnight Rate +0.55
N/A
600000.00000000
NC
USD
-2093990.55000000
-0.00142123233
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GLOBAL PAYMENTS
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
61146000.00000000
USD
-2093990.55000000
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDIN
29452E101
4133698.00000000
NS
USD
112271237.68000000
0.076200684401
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
12112616.00000000
NS
USD
1013220328.40000000
0.687692449719
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
9272585.00000000
NS
USD
438315092.95000000
0.297493024538
Long
EC
CORP
US
N
1
N
N
N
Warner Music Group Corp
N/A
WARNER MUSIC-A
934550203
2725474.00000000
NS
USD
71107616.66000000
0.048262129888
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN -B
115637209
3591435.00000000
NS
USD
239836029.30000000
0.162781402916
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIO
83088M102
3688973.00000000
NS
USD
408332421.37000000
0.277143199046
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMAC
09061G101
4350556.00000000
NS
USD
377106194.08000000
0.255949347977
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
5547879.00000000
NS
USD
624802132.98000000
0.424065425234
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
1829256.00000000
NS
USD
342967207.44000000
0.232778550179
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
4060469.00000000
NS
USD
77514353.21000000
0.052610507264
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AVANGRID INC
05351W103
1792468.00000000
NS
USD
67540194.24000000
0.045840850533
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
2090086.00000000
NS
USD
137611262.24000000
0.093399454576
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
MARVELL TECHNOLO
573874104
9930743.00000000
NS
USD
593659816.54000000
0.402928526099
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
COOPER COS INC
216648402
1146295.00000000
NS
USD
439523891.85000000
0.298313459989
Long
EC
CORP
US
N
1
N
N
N
Twilio Inc
5493004W8TRGD63APX93
TWILIO INC - A
90138F102
4040342.00000000
NS
USD
257046558.04000000
0.174462525312
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX CORP - A
771049103
8445762.00000000
NS
USD
340364208.60000000
0.231011843967
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI PROPERTIES
925652109
20626766.00000000
NS
USD
648299255.38000000
0.440013381677
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
4128983.00000000
NS
USD
691398203.35000000
0.469265480435
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
7415675.00000000
NS
USD
281276552.75000000
0.190907896523
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771108
12591950.00000000
NS
USD
233580672.50000000
0.158535769936
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO CORP
422806109
950279.00000000
NS
USD
168142366.26000000
0.114121511890
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
2898269.00000000
NS
USD
302405387.46000000
0.205248449800
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
12613568.00000000
NS
USD
490415523.84000000
0.332854605772
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
4420708.00000000
NS
USD
458736869.16000000
0.311353683386
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies Inc
2549008GSAHW4UWFEM58
ZOOMINFO TECH
98980F104
7926720.00000000
NS
USD
201259420.80000000
0.136598704388
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429105
2842666.00000000
NS
USD
668879309.80000000
0.453981467041
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
3643955.00000000
NS
USD
354629700.60000000
0.240694112339
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
11717239.00000000
NS
USD
533837408.84000000
0.362325888207
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive COINBASE GLOBA-A Pay Overnight Rate
N/A
400000.00000000
NC
USD
6877264.05000000
0.004667733590
N/A
DE
N/A
N
2
GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
N/A
COINBASE GLOBA-A
Y
Receive positive return on reference instrument
2024-01-31
0.00000000
USD
0.00000000
USD
21700000.00000000
USD
6877264.05000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
7290733.00000000
NS
USD
424393567.93000000
0.288044213281
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
4490276.00000000
NS
USD
266632588.88000000
0.180968751891
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS I
228368106
2783726.00000000
NS
USD
241822277.62000000
0.164129508490
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
2348105.00000000
NS
USD
346744665.35000000
0.235342384729
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS
929160109
3084113.00000000
NS
USD
695282434.72000000
0.471901784219
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
7115025.00000000
NS
USD
865827392.25000000
0.587653981785
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
MONOLITHIC POWER
609839105
1044209.00000000
NS
USD
564113028.07000000
0.382874542997
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
4511470.00000000
NS
USD
644012342.50000000
0.437103770078
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
HEALTHPEAK PROPE
42250P103
12678524.00000000
NS
USD
254838332.40000000
0.172963759390
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
TYLER TECHNOLOG
902252105
971777.00000000
NS
USD
404715967.19000000
0.274688640877
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive WARNER BROS DISC Pay Overnight Rate
N/A
1270000.00000000
NC
USD
1541664.52000000
0.001046357855
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
WARNER BROS DISC
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
14325600.00000000
USD
1541664.52000000
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LA
159864107
593146.00000000
NS
USD
124708946.50000000
0.084642400588
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
5883929.00000000
NS
USD
236651624.38000000
0.160620085028
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive CRSP US MdCp TR Pay Overnight Rate +0.4
N/A
92153196.00000000
NC
USD
7358860.18000000
0.004994602301
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
92153196.00000000
USD
7358859.12000000
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECH CORP
989207105
1192080.00000000
NS
USD
352653026.40000000
0.239352504907
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
7190968.00000000
NS
USD
517893515.36000000
0.351504455930
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
1871170.00000000
NS
USD
321467006.00000000
0.218185943040
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
18820308.00000000
NS
USD
620881960.92000000
0.421404727800
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets Inc
N/A
TRADEWEB MARKE-A
892672106
2658958.00000000
NS
USD
182085443.84000000
0.123584951291
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
13233975.00000000
NS
USD
780672185.25000000
0.529857477642
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
LIBERTY MEDIA-C
531229607
1767018.00000000
NS
USD
57834499.14000000
0.039253405480
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
1088732.00000000
NS
USD
263505805.96000000
0.178846543181
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-A
92556H107
195090.00000000
NS
USD
3620870.40000000
0.002457555544
Long
EC
CORP
US
N
1
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
960413102
369830.00000000
NS
USD
44183590.10000000
0.029988266580
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAI
12769G100
2373255.00000000
NS
USD
120964807.35000000
0.082101180132
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
8032638.00000000
NS
USD
726150475.20000000
0.492852526896
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
5823172.00000000
NS
USD
954883744.56000000
0.648098269534
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1637892.00000000
NS
USD
401545602.72000000
0.272536852517
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
5814059.00000000
NS
USD
507160366.57000000
0.344219657967
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GLOBAL PAYMENTS Pay Overnight Rate +0.45
N/A
100000.00000000
NC
USD
64535.15000000
0.000043801268
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GLOBAL PAYMENTS
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
9769000.00000000
USD
64535.15000000
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
2288620.00000000
NS
USD
233507898.60000000
0.158486376867
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
16973526.00000000
NS
USD
568782856.26000000
0.386044046705
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
2008681.00000000
NS
USD
663407073.87000000
0.450267353509
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
6405362.00000000
NS
USD
870808963.90000000
0.591035071875
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
4674769.00000000
NS
USD
316154627.47000000
0.214580327852
Long
EC
CORP
US
N
1
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
DATADOG INC-A
23804L103
6180222.00000000
NS
USD
608010240.36000000
0.412668439359
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
54461024.00000000
NS
USD
941086494.72000000
0.638733806272
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HUBSPOT INC
443573100
1093008.00000000
NS
USD
581578626.72000000
0.394728786329
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECH
595017104
12697093.00000000
NS
USD
1137532561.87000000
0.772065593416
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
6068543.00000000
NS
USD
495617906.81000000
0.336385564823
Long
EC
CORP
US
N
1
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046109
2907569.00000000
NS
USD
345390121.51000000
0.234423029337
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
CATALENT INC
148806102
1986013.00000000
NS
USD
86113523.68000000
0.058446932412
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MARKETAXESS
57060D108
873123.00000000
NS
USD
228251814.66000000
0.154918969918
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
8343301.00000000
NS
USD
550407566.97000000
0.373572378548
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
3009217.00000000
NS
USD
95963930.13000000
0.065132595888
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
8387979.00000000
NS
USD
482644311.66000000
0.327580132104
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
CINTAS CORP
172908105
2003709.00000000
NS
USD
996003669.72000000
0.676007166813
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
6760131.00000000
NS
USD
397157696.25000000
0.269558694593
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTE
538034109
3730147.00000000
NS
USD
339853693.17000000
0.230665347162
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
TRADE DESK INC-A
88339J105
10310288.00000000
NS
USD
796160439.36000000
0.540369658569
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
21748548.00000000
NS
USD
387559125.36000000
0.263043956836
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
ROLLINS INC
775711104
5711047.00000000
NS
USD
244604143.01000000
0.166017614928
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
5627142.00000000
NS
USD
426762449.28000000
0.289652019375
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
4559852.00000000
NS
USD
282118043.24000000
0.191479032573
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos Inc
N/A
ROCKET COS INC-A
77311W101
2649479.00000000
NS
USD
23739331.84000000
0.016112348726
Long
EC
CORP
US
N
1
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
3844683.00000000
NS
USD
475817968.08000000
0.322946959232
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
SEAGEN INC
81181C104
3259531.00000000
NS
USD
627329336.26000000
0.425780687518
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL M
035710839
5733011.00000000
NS
USD
114717550.11000000
0.077861044483
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
3727101.00000000
NS
USD
116770074.33000000
0.079254132807
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOB-B
92556H206
11319417.00000000
NS
USD
180091924.47000000
0.122231910712
Long
EC
CORP
US
N
1
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
3036481.00000000
NS
USD
246258609.10000000
0.167140533415
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
2761415.00000000
NS
USD
231185663.80000000
0.156910230699
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GLOBAL PAYMENTS Pay Overnight Rate +0.55
N/A
500000.00000000
NC
USD
-1215309.57000000
-0.00082485436
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GLOBAL PAYMENTS
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
50435000.00000000
USD
-1215309.57000000
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GRP
G0450A105
8200548.00000000
NS
USD
613811017.80000000
0.416605540437
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
4965817.00000000
NS
USD
1090344438.69000000
0.740038091482
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
9574253.00000000
NS
USD
261855819.55000000
0.177726665141
Long
EC
CORP
US
N
1
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DOORDASH INC-A
25809K105
6692407.00000000
NS
USD
511433742.94000000
0.347120082072
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
6195392.00000000
NS
USD
361005491.84000000
0.245021486528
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
4395207.00000000
NS
USD
273601635.75000000
0.185698780277
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
355310.00000000
NS
USD
7006713.20000000
0.004755593260
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
1006305.00000000
NS
USD
344015427.30000000
0.233489997496
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
2053630.00000000
NS
USD
495602527.90000000
0.336375126856
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879Q109
467417.00000000
NS
USD
117676903.92000000
0.079869615782
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
9376198.00000000
NS
USD
612828301.28000000
0.415938551519
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
DOMINO'S PIZZA
25754A201
819112.00000000
NS
USD
276032552.88000000
0.187348691268
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
4533381.00000000
NS
USD
270008172.36000000
0.183259826406
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive VICI PROPERTIES Pay Overnight Rate +0.55
N/A
2650000.00000000
NC
USD
1987203.12000000
0.001348753615
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
81964500.00000000
USD
1987203.12000000
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
4474268.00000000
NS
USD
172617259.44000000
0.117158709395
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
ZOOM VIDEO COM-A
98980L101
5155526.00000000
NS
USD
349957104.88000000
0.237522730255
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
21677911.00000000
NS
USD
200303897.64000000
0.135950172134
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOL
339041105
1625774.00000000
NS
USD
408199335.92000000
0.277052871349
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
5174098.00000000
NS
USD
401923932.64000000
0.272793632431
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
5038442.00000000
NS
USD
522687973.08000000
0.354758548137
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
2374184.96200000
NS
USD
237371012.50000000
0.161108347812
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
5912638.00000000
NS
USD
470586858.42000000
0.319396502815
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
30036486.00000000
NS
USD
504612964.80000000
0.342490686573
Long
EC
CORP
US
N
1
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
BENTLEY SYSTEM-B
08265T208
5224678.00000000
NS
USD
283334287.94000000
0.192304521634
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTI
92345Y106
3356476.00000000
NS
USD
758664270.28000000
0.514920275402
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO CORP-A
422806208
1717728.00000000
NS
USD
241512556.80000000
0.163919294913
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
7734781.00000000
NS
USD
584672095.79000000
0.396828384277
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP
893641100
1209501.00000000
NS
USD
1081499509.17000000
0.734034864860
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
4587619.00000000
NS
USD
340126072.66000000
0.230850216448
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340102
5661653.00000000
NS
USD
567467480.19000000
0.385151275245
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
2865382.00000000
NS
USD
455710353.28000000
0.309299527877
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive ALNYLAM PHARMACE Pay Overnight Rate
N/A
43000.00000000
NC
USD
179483.51000000
0.000121818967
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
ALNYLAM PHARMACE
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
7955430.00000000
USD
179483.51000000
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936U109
4957692.00000000
NS
USD
334941671.52000000
0.227331462017
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
9933937.00000000
NS
USD
336959143.04000000
0.228700759388
Long
EC
CORP
US
N
1
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
COINBASE GLOBA-A
19260Q107
3065160.00000000
NS
USD
219312198.00000000
0.148851477283
Long
EC
CORP
US
N
1
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1638529.00000000
NS
USD
94362885.11000000
0.064045935326
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
ENPHASE ENERGY
29355A107
3176456.00000000
NS
USD
531992850.88000000
0.361073950650
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343E102
2050905.00000000
NS
USD
463443002.85000000
0.314547828346
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
1163490.00000000
NS
USD
547532576.55000000
0.371621066331
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
14117877.00000000
NS
USD
460666326.51000000
0.312663243819
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
19350224.00000000
NS
USD
961899635.04000000
0.652860091594
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
4517990.00000000
NS
USD
313638865.80000000
0.212872831213
Long
EC
CORP
US
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL FINANCIAL HO
50212V100
1800267.00000000
NS
USD
391432053.81000000
0.265672589108
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive ALNYLAM PHARMACE Pay Overnight Rate
N/A
43000.00000000
NC
USD
179483.51000000
0.000121818967
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
ALNYLAM PHARMACE
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
7955430.00000000
USD
179483.51000000
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
6031510.00000000
NS
USD
553873563.30000000
0.375924818032
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054109
3914846.00000000
NS
USD
576108737.36000000
0.391016265460
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FACTSET RESEARCH
303075105
888201.00000000
NS
USD
355857730.65000000
0.241527600348
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
71515.00000000
NS
USD
454164589.30000000
0.308250387637
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
14966756.00000000
NS
USD
703437532.00000000
0.477436808210
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive AMEREN CORP Pay Overnight Rate
N/A
15000.00000000
NC
USD
-27530.56000000
-0.00001868552
N/A
DE
N/A
N
2
GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
N/A
AMEREN CORP
Y
Receive positive return on reference instrument
2024-01-31
0.00000000
USD
0.00000000
USD
1259550.00000000
USD
-27530.56000000
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL HOLDINGS IN
090043100
2340046.00000000
NS
USD
273434375.10000000
0.185585257203
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
DEXCOM
252131107
8984768.00000000
NS
USD
1154632535.68000000
0.783671680019
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
1226909.00000000
NS
USD
353582904.71000000
0.239983631499
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
5217206.00000000
NS
USD
299363280.28000000
0.203183712171
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
14589321.00000000
NS
USD
425278707.15000000
0.288644974578
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
BROADRIDGE FINL
11133T103
2734582.00000000
NS
USD
452928816.66000000
0.307411644582
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONA
31620R303
5993545.00000000
NS
USD
215767620.00000000
0.146445702883
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
2719686.00000000
NS
USD
606734749.74000000
0.411802738933
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
2703975.00000000
NS
USD
410625643.50000000
0.278699653748
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278X109
4197571.00000000
NS
USD
551392926.56000000
0.374241161369
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
BURLINGTON STORE
122017106
1505989.00000000
NS
USD
237027608.71000000
0.160875272945
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUT
955306105
1720821.00000000
NS
USD
658162407.87000000
0.446707696139
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
PINTEREST INC -A
72352L106
13775624.00000000
NS
USD
376625560.16000000
0.255623132337
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TRANSUNION
89400J107
4478072.00000000
NS
USD
350767379.76000000
0.238072679660
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP IN
30212P303
3305505.00000000
NS
USD
361589191.95000000
0.245417655207
Long
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
OKTA INC
679295105
3569170.00000000
NS
USD
247521939.50000000
0.167997980461
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
15603815.00000000
NS
USD
932952098.85000000
0.633212832733
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
6269939.00000000
NS
USD
640098072.51000000
0.434447078494
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
COSTAR GROUP INC
22160N109
9469261.00000000
NS
USD
842764229.00000000
0.572000561903
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
23464923.00000000
NS
USD
741726216.03000000
0.503424086771
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360105
1090439.00000000
NS
USD
448290377.29000000
0.304263445080
Long
EC
CORP
US
N
1
N
N
N
Toast Inc
549300TN1PZNLCD4I551
TOAST INC-A
888787108
4003091.00000000
NS
USD
90349763.87000000
0.061322151466
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
SIRIUS XM HOLDIN
82968B103
10977253.00000000
NS
USD
49726956.09000000
0.033750657475
Long
EC
CORP
US
N
1
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY I
127097103
16679926.00000000
NS
USD
422002127.80000000
0.286421096102
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
23280717.00000000
NS
USD
438375901.11000000
0.297534296225
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
6965554.00000000
NS
USD
186049947.34000000
0.126275737339
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCAR
60855R100
1351310.00000000
NS
USD
407068624.40000000
0.276285435330
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
4511952.00000000
NS
USD
206241325.92000000
0.139980020810
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
2447079.00000000
NS
USD
337721372.79000000
0.229218099624
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
3041249.00000000
NS
USD
331617790.96000000
0.225075479284
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
4871315.00000000
NS
USD
699033702.50000000
0.474447843015
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive ONEOK INC Pay Overnight Rate
N/A
228000.00000000
NC
USD
1100894.12000000
0.000747198366
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
ONEOK INC
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
12918480.00000000
USD
1100894.12000000
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
689916.00000000
NS
USD
48501094.80000000
0.032918641446
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINAN
21871X109
3755782.00000000
NS
USD
66327110.12000000
0.045017506619
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
621062.00000000
NS
USD
205919316.72000000
0.139761466870
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE
70432V102
1187866.00000000
NS
USD
381590073.84000000
0.258992644849
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA-A
G7709Q104
8830182.00000000
NS
USD
271439794.68000000
0.184231496469
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
6759352.00000000
NS
USD
384066380.64000000
0.260673362697
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
1436980.00000000
NS
USD
663439296.20000000
0.450289223435
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
4779829.00000000
NS
USD
341470983.76000000
0.231763033910
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
COPART INC
217204106
9942029.00000000
NS
USD
906812465.09000000
0.615471352157
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
8485304.00000000
NS
USD
241746310.96000000
0.164077948433
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
7311300.00000000
NS
USD
645149112.00000000
0.437875317766
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
5773122.00000000
NS
USD
361455168.42000000
0.245326690816
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
2084497.00000000
NS
USD
275487123.52000000
0.186978497696
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX LABS
45168D104
961949.00000000
NS
USD
483119646.27000000
0.327902750999
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
3124183.00000000
NS
USD
573287580.50000000
0.389101491134
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
10260407.00000000
NS
USD
315097098.97000000
0.213862562580
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
ALNYLAM PHARMACE
02043Q107
2757313.00000000
NS
USD
523724031.22000000
0.355461741056
Long
EC
CORP
US
N
1
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
HORIZON THERAPEU
G46188101
5299078.00000000
NS
USD
545010172.30000000
0.369909061243
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
WARNER BROS DISC
934423104
49507335.00000000
NS
USD
620821980.90000000
0.421364018188
Long
EC
CORP
US
N
1
N
N
N
Chewy Inc
254900NPQSTG9I422879
CHEWY INC- CL A
16679L109
2155302.00000000
NS
USD
85069769.94000000
0.057738516339
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
17734172.00000000
NS
USD
621405386.88000000
0.421759987235
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
4766703.00000000
NS
USD
469615579.56000000
0.318737276860
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
8876971.00000000
NS
USD
616505635.95000000
0.418434430467
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201108
4549834.00000000
NS
USD
225489773.04000000
0.153044318261
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
14874106.00000000
NS
USD
719014284.04000000
0.488009054413
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354G100
1762963.00000000
NS
USD
827340906.27000000
0.561532451174
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN
169656105
319742.00000000
NS
USD
683928138.00000000
0.464195401010
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
3887422.00000000
NS
USD
1140103124.16000000
0.773810284308
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
5886371.00000000
NS
USD
687822451.35000000
0.466838547631
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
8242802.00000000
NS
USD
138726357.66000000
0.094156291643
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
8194755.00000000
NS
USD
612721831.35000000
0.415866288295
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
7629757.00000000
NS
USD
327774360.72000000
0.222466868025
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
VEEVA SYSTEMS-A
922475108
3376734.00000000
NS
USD
667681613.82000000
0.453168567359
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
3547042.00000000
NS
USD
369921010.18000000
0.251072623162
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
12719764.00000000
NS
USD
857948081.80000000
0.582306139708
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
14897174.00000000
NS
USD
708211651.96000000
0.480677096782
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
1487663.00000000
NS
USD
348559440.90000000
0.236574108381
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
17084007.00000000
NS
USD
452042825.22000000
0.306810304866
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
5901388.00000000
NS
USD
558094263.16000000
0.378789489560
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
996689.00000000
NS
USD
109257048.18000000
0.074154895047
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
27792418.00000000
NS
USD
277368331.64000000
0.188255310433
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
2301266.00000000
NS
USD
517738824.68000000
0.351399464340
Long
EC
CORP
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
ZILLOW GROUP I-A
98954M101
931290.00000000
NS
USD
45819468.00000000
0.031098568900
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
PALANTIR TECHN-A
69608A108
39406013.00000000
NS
USD
604094179.29000000
0.410010532134
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep23
N/A
617.00000000
NC
USD
2878023.87000000
0.001953371078
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 Index
SPX
2023-09-15
135584488.63000000
USD
2878023.87000000
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
SPLUNK INC
848637104
3837526.00000000
NS
USD
407123133.34000000
0.276322431613
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO
592688105
510378.00000000
NS
USD
669432199.92000000
0.454356724377
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
5342039.00000000
NS
USD
864769273.32000000
0.586935815777
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
1589650.00000000
NS
USD
140652232.00000000
0.095463420217
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
4298785.00000000
NS
USD
472952325.70000000
0.321001991713
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
6311963.00000000
NS
USD
476931924.28000000
0.323703023088
Long
EC
CORP
US
N
1
N
N
N
Jacobs Solutions Inc
N/A
JACOBS SOLUTIONS
46982L108
2940188.00000000
NS
USD
349558951.32000000
0.237252495648
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN -A
115637100
582705.00000000
NS
USD
39664729.35000000
0.026921227426
Long
EC
CORP
US
N
1
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DOCUSIGN INC
256163106
4689337.00000000
NS
USD
239578227.33000000
0.162606427678
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
1046528.00000000
NS
USD
825281515.52000000
0.560134702402
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
FIRST SOLAR INC
336433107
2350307.00000000
NS
USD
446769857.63000000
0.303231438654
Long
EC
CORP
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
ZILLOW GRO-C
98954M200
3555862.00000000
NS
USD
178717624.12000000
0.121299146191
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
5949118.00000000
NS
USD
745483976.58000000
0.505974552336
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
E-Mini Russ 2000 Sep23
N/A
612.00000000
NC
USD
331260.27000000
0.000224832822
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
RUSSELL 2000 INDEX
RTY
2023-09-15
57921959.73000000
USD
331260.27000000
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
4958073.00000000
NS
USD
378796777.20000000
0.257096779798
Long
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
ZSCALER INC
98980G102
2018189.00000000
NS
USD
295261050.70000000
0.200399448739
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
13792933.00000000
NS
USD
499442103.93000000
0.338981122187
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
3600352.00000000
NS
USD
415768648.96000000
0.282190312122
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
2803014.00000000
NS
USD
468327579.12000000
0.317863085776
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
7697955.00000000
NS
USD
269428425.00000000
0.182866340537
Long
EC
CORP
US
N
1
N
N
N
Apollo Asset Management Inc
54930054P2G7ZJB0KM79
APOLLO GLOBAL MA
03769M106
9206254.00000000
NS
USD
707132369.74000000
0.479944566835
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
ETSY INC
29786A106
2859149.00000000
NS
USD
241912596.89000000
0.164190809945
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMM CORP
78410G104
2511134.00000000
NS
USD
581980415.84000000
0.395001488461
Long
EC
CORP
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
UNITY SOFTWARE I
91332U101
5705464.00000000
NS
USD
247731246.88000000
0.168140041473
Long
EC
CORP
US
N
1
N
N
N
Plug Power Inc
549300JPDKRSJ8JSM954
PLUG POWER INC
72919P202
6970529.00000000
NS
USD
72423796.31000000
0.049155446753
Long
EC
CORP
US
N
1
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
15650309.00000000
NS
USD
896762705.70000000
0.608650383943
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
JACK HENRY
426281101
844578.00000000
NS
USD
141323236.74000000
0.095918844255
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
15778077.00000000
NS
USD
413543398.17000000
0.280679990897
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
3983172.00000000
NS
USD
766481787.96000000
0.520226177518
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
INSULET CORP
45784P101
1615437.00000000
NS
USD
465795104.58000000
0.316144245784
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
4331128.00000000
NS
USD
113692110.00000000
0.077165058228
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
INVITATION HOMES
46187W107
14183373.00000000
NS
USD
487908031.20000000
0.331152721485
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
7566162.00000000
NS
USD
135736946.28000000
0.092127319683
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
3800422.42400000
NS
USD
379966233.95000000
0.257890512963
Long
STIV
CORP
US
N
1
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
1981769.00000000
NS
USD
122413871.13000000
0.083084688055
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
HUNT (JB) TRANS
445658107
1921938.00000000
NS
USD
347928436.14000000
0.236145833112
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON
513272104
1688576.00000000
NS
USD
194101811.20000000
0.131740694790
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
BIO-RAD LABS-A
090572207
483391.00000000
NS
USD
183263195.92000000
0.124384314658
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
5432377.00000000
NS
USD
265697559.07000000
0.180334128875
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
3667025.00000000
NS
USD
306929992.50000000
0.208319387716
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
TRACTOR SUPPLY
892356106
2539663.00000000
NS
USD
561519489.30000000
0.381114257519
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive GLOBAL PAYMENTS Pay Overnight Rate +0.45
N/A
100000.00000000
NC
USD
64535.15000000
0.000043801268
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
GLOBAL PAYMENTS
Y
Receive positive return on reference instrument
2023-08-31
0.00000000
USD
0.00000000
USD
100000.00000000
USD
64535.15000000
N
N
N
Lucid Group Inc
N/A
LUCID GROUP INC
549498103
18443660.00000000
NS
USD
127076817.40000000
0.086249520870
Long
EC
CORP
US
N
1
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS
040413106
5359119.00000000
NS
USD
868498825.14000000
0.589467135526
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
2662638.00000000
NS
USD
877206089.10000000
0.595376925840
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
2414730.00000000
NS
USD
802076716.80000000
0.544385151756
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C TECHNOLOGIE
78467J100
4908268.00000000
NS
USD
297441040.80000000
0.201879050648
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS
517834107
3985811.00000000
NS
USD
231177038.00000000
0.156904376200
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive SIRIUS XM HOLDIN Pay Overnight Rate
N/A
2475000.00000000
NC
USD
1713831.58000000
0.001163211006
N/A
DE
N/A
N
2
GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
N/A
SIRIUS XM HOLDIN
Y
Receive positive return on reference instrument
2024-01-31
0.00000000
USD
0.00000000
USD
9479250.00000000
USD
1713831.58000000
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
3291247.00000000
NS
USD
622934319.69000000
0.422797703830
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
2269385.00000000
NS
USD
262794783.00000000
0.178363957995
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY
16411R208
5350334.00000000
NS
USD
815176888.24000000
0.553276494278
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
INTERACTIVE BROK
45841N107
2267891.00000000
NS
USD
188393705.37000000
0.127866491745
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOG
00971T101
3622951.00000000
NS
USD
325594606.37000000
0.220987426124
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
5958446.00000000
NS
USD
401599260.40000000
0.272573271033
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
6746348.00000000
NS
USD
296299604.16000000
0.201104335280
Long
EC
CORP
US
N
1
N
N
N
2023-08-24
VANGUARD INDEX FUNDS
Ashley Grim
Ashley Grim
Treasurer