The Vanguard Group, Inc. > VANGUARD MONTGOMERY FUNDS
VANGUARD MARKET NEUTRAL FUND
$530.06M
Avg Monthly Net Assets
$887.06M
Total Assets
$420.85M
Total Liabilities
$466.21M
Net Assets
VANGUARD MARKET NEUTRAL FUND is a Mutual Fund in VANGUARD MONTGOMERY FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $530.06M.
On August 27th, 2024 it reported 448 holdings, the largest
being Vanguard Cmt Funds-Vanguard Market Liquidity Fund (1.2%), BigCommerce Holdings Inc (0.9%) and Ardmore Shipping Corp (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Shares | C000054091 | VMNIX | |
| Investor Shares | C000054090 | VMNFX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A-MARK PRECIOUS (A-Mark Precious Metals Inc) | Short | Equity-common | US | $-1M | -38K | -0.27 |
| ABM INDUSTRIES (ABM Industries Inc) | Long | Equity-common | US | $4M | 78K | 0.85 |
| ACADIA PHARMACEU (ACADIA Pharmaceuticals Inc) | Long | Equity-common | US | $1M | 90K | 0.31 |
| ACCO BRANDS CORP | Long | Equity-common | US | $429K | 91K | 0.09 |
| ACM RESEARCH-A (ACM Research Inc) | Long | Equity-common | US | $1M | 60K | 0.30 |
| ACUSHNET HOLDING (Acushnet Holdings Corp) | Short | Equity-common | US | $-2M | -34K | -0.46 |
| ACV AUCTIONS-A (ACV Auctions Inc) | Short | Equity-common | US | $-4M | -208K | -0.82 |
| ADAPTHEALTH CORP | Long | Equity-common | US | $2M | 242K | 0.52 |
| ADEIA INC | Short | Equity-common | US | $-3M | -291K | -0.70 |
| AEROVIRONMENT IN (AeroVironment Inc) | Short | Equity-common | US | $-3M | -18K | -0.70 |
| AERSALE CORP | Short | Equity-common | US | $-2M | -270K | -0.40 |
| AES CORP (AES Corp/The) | Long | Equity-common | US | $3M | 195K | 0.74 |
| AFFIL MANAGERS (Affiliated Managers Group Inc) | Long | Equity-common | US | $4M | 24K | 0.79 |
| AGENUS INC | Long | Equity-common | US | $562K | 34K | 0.12 |
| AGILON HEALTH IN (agilon health Inc) | Short | Equity-common | US | $-4M | -586K | -0.82 |
| ALBEMARLE CORP | Short | Equity-common | US | $-808K | -8K | -0.17 |
| ALIGN TECHNOLOGY (Align Technology Inc) | Long | Equity-common | US | $3M | 12K | 0.60 |
| ALIGNMENT HEALTH (Alignment Healthcare Inc) | Short | Equity-common | US | $-482K | -62K | -0.10 |
| ALLEGRO MICROSYS (Allegro MicroSystems Inc) | Short | Equity-common | US | $-2M | -71K | -0.43 |
| ALPHABET INC-C | Long | Equity-common | US | $2M | 12K | 0.49 |
| ALTRIA GROUP INC | Long | Equity-common | US | $2M | 34K | 0.33 |
| ALTUS POWER INC | Short | Equity-common | US | $-2M | -631K | -0.53 |
| AMC ENTERTAINMEN (AMC Entertainment Holdings Inc) | Short | Equity-common | US | $-1M | -254K | -0.27 |
| AMER AXLE & MFG (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $961K | 138K | 0.21 |
| AMER WOODMARK CO (American Woodmark Corp) | Long | Equity-common | US | $3M | 43K | 0.73 |
| AMERESCO INC-A | Short | Equity-common | US | $-3M | -118K | -0.73 |
| AMERICAN ASSETS (American Assets Trust Inc) | Long | Equity-common | US | $4M | 179K | 0.86 |
| AMKOR TECH INC (Amkor Technology Inc) | Long | Equity-common | US | $819K | 20K | 0.18 |
| AMNEAL PHARM INC (Amneal Pharmaceuticals Inc) | Long | Equity-common | US | $579K | 91K | 0.12 |
| ANI PHARMACEUTIC (ANI Pharmaceuticals Inc) | Long | Equity-common | US | $1M | 20K | 0.27 |
| APA CORP | Long | Equity-common | US | $2M | 71K | 0.45 |
| APARTMENT INVEST (Apartment Investment and Management Co) | Short | Equity-common | US | $-1M | -174K | -0.31 |
| APELLIS PHARMACE (Apellis Pharmaceuticals Inc) | Short | Equity-common | US | $-445K | -12K | -0.10 |
| APPLE INC | Short | Equity-common | US | $-852K | -4K | -0.18 |
| APPLIED INDU TEC (Applied Industrial Technologies Inc) | Long | Equity-common | US | $1M | 5K | 0.23 |
| ARCH CAPITAL GRP (Arch Capital Group Ltd) | Long | Equity-common | US | $1M | 13K | 0.27 |
| ARCHROCK INC | Long | Equity-common | US | $833K | 41K | 0.18 |
| ARCOSA INC | Long | Equity-common | US | $590K | 7K | 0.13 |
| ARDMORE SHIPPING (Ardmore Shipping Corp) | Long | Equity-common | US | $4M | 183K | 0.89 |
| ARTHUR J GALLAGH (Arthur J Gallagher & Co) | Short | Equity-common | US | $-3M | -11K | -0.60 |
| ASPEN TECHNOLOGY (Aspen Technology Inc) | Short | Equity-common | US | $-4M | -19K | -0.79 |
| ATLAS ENERGY SOL (Atlas Energy Solutions Inc) | Short | Equity-common | US | $-3M | -158K | -0.67 |
| AUTOMATIC DATA (Automatic Data Processing Inc) | Long | Equity-common | US | $538K | 2K | 0.12 |
| AVIS BUDGET GROU (Avis Budget Group Inc) | Long | Equity-common | US | $673K | 6K | 0.14 |
| AXCELIS TECH INC (Axcelis Technologies Inc) | Long | Equity-common | US | $2M | 17K | 0.50 |
| AXSOME THERAPEUT (Axsome Therapeutics Inc) | Short | Equity-common | US | $-4M | -47K | -0.81 |
| AZEK CO INC/THE | Long | Equity-common | US | $3M | 77K | 0.70 |
| B&G FOODS INC | Long | Equity-common | US | $352K | 44K | 0.08 |
| BALDWIN INSURANC (Baldwin Insurance Group Inc/The) | Short | Equity-common | US | $-3M | -82K | -0.62 |
| BANCORP INC/THE | Short | Equity-common | US | $-518K | -14K | -0.11 |
| BANK NT BUTTERFI (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | US | $4M | 106K | 0.80 |
| BANK OF HAWAII (Bank of Hawaii Corp) | Short | Equity-common | US | $-2M | -30K | -0.37 |
| BANKUNITED INC | Long | Equity-common | US | $4M | 126K | 0.79 |
| BANNER CORPORATI | Long | Equity-common | US | $886K | 18K | 0.19 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Equity-common | US | $907K | 10K | 0.19 |
| BEAM THERAPEUTIC (Beam Therapeutics Inc) | Long | Equity-common | US | $2M | 65K | 0.33 |
| BEAZER HOMES USA (Beazer Homes USA Inc) | Long | Equity-common | US | $2M | 59K | 0.34 |
| BELLRING BRANDS (BellRing Brands Inc) | Long | Equity-common | US | $477K | 8K | 0.10 |
| BGC GROUP INC-A | Short | Equity-common | US | $-3M | -330K | -0.59 |
| BIGCOMMERCE-1 (BigCommerce Holdings Inc) | Long | Equity-common | US | $4M | 516K | 0.89 |
| BJ'S WHOLESALE C (BJ's Wholesale Club Holdings Inc) | Short | Equity-common | US | $-4M | -44K | -0.83 |
| BLACK HILLS CORP | Long | Equity-common | US | $4M | 69K | 0.81 |
| BLOCK INC | Long | Equity-common | US | $3M | 45K | 0.63 |
| BLOOM ENERGY C-A (Bloom Energy Corp) | Short | Equity-common | US | $-4M | -290K | -0.76 |
| BLUELINX HOLDING (BlueLinx Holdings Inc) | Long | Equity-common | US | $426K | 5K | 0.09 |
| BRINK'S CO/THE | Long | Equity-common | US | $643K | 6K | 0.14 |
| BRINKER INTL (Brinker International Inc) | Long | Equity-common | US | $876K | 12K | 0.19 |
| BRISTOL-MYER SQB (Bristol-Myers Squibb Co) | Long | Equity-common | US | $518K | 12K | 0.11 |
| BRIXMOR PROPERTY (Brixmor Property Group Inc) | Long | Equity-common | US | $568K | 25K | 0.12 |
| BROOKFIELD-A (Brookfield Renewable Corp) | Short | Equity-common | US | $-2M | -59K | -0.36 |
| BROWN-FORMAN -B (Brown-Forman Corp) | Short | Equity-common | US | $-2M | -52K | -0.48 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Equity-common | US | $3M | 22K | 0.65 |
| CADRE HOLDINGS I (Cadre Holdings Inc) | Short | Equity-common | US | $-488K | -15K | -0.10 |
| CAPITOL FEDERAL (Capitol Federal Financial Inc) | Short | Equity-common | US | $-469K | -85K | -0.10 |
| CAREDX INC | Long | Equity-common | US | $2M | 146K | 0.49 |
| CASELLA WASTE (Casella Waste Systems Inc) | Short | Equity-common | US | $-4M | -40K | -0.86 |
| CCC INTELLIGENT (CCC Intelligent Solutions Holdings Inc) | Short | Equity-common | US | $-876K | -79K | -0.19 |
| CELANESE CORP | Short | Equity-common | US | $-3M | -26K | -0.74 |
| CELSIUS HOLDINGS (Celsius Holdings Inc) | Short | Equity-common | US | $-414K | -7K | -0.09 |
| CENTRAL PACIFIC (Central Pacific Financial Corp) | Long | Equity-common | US | $1M | 56K | 0.25 |
| CG ONCOLOGY INC | Short | Equity-common | US | $-1M | -32K | -0.22 |
| CHEFS WAREHOUSE (Chefs' Warehouse Inc/The) | Short | Equity-common | US | $-3M | -65K | -0.55 |
| CHEGG INC | Long | Equity-common | US | $2M | 515K | 0.35 |
| CHESAPEAKE ENERG (Chesapeake Energy Corp) | Short | Equity-common | US | $-4M | -45K | -0.79 |
| CHOICE HOTELS (Choice Hotels International Inc) | Short | Equity-common | US | $-4M | -30K | -0.77 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Short | Equity-common | US | $-4M | -28K | -0.84 |
| CIRRUS LOGIC INC | Long | Equity-common | US | $2M | 18K | 0.49 |
| CITIZENS FINANCI (Citizens Financial Group Inc) | Long | Equity-common | US | $772K | 21K | 0.17 |
| CITY HOLDING CO | Short | Equity-common | US | $-913K | -9K | -0.20 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Equity-common | US | $961K | 14K | 0.21 |
| CLARIVATE PLC | Long | Equity-common | US | $469K | 82K | 0.10 |
| CLEANSPARK INC | Short | Equity-common | US | $-2M | -103K | -0.35 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Equity-common | US | $2M | 1M | 0.44 |
| CLEARFIELD INC | Short | Equity-common | US | $-608K | -16K | -0.13 |
| CLOUDFLARE INC-A | Long | Equity-common | US | $1M | 16K | 0.28 |
| CNO FINANCIAL GR (CNO Financial Group Inc) | Long | Equity-common | US | $4M | 147K | 0.87 |
| COCA-COLA CONSOL (Coca-Cola Consolidated Inc) | Long | Equity-common | US | $2M | 2K | 0.50 |
| COGENT COMMUNICA (Cogent Communications Holdings Inc) | Short | Equity-common | US | $-2M | -33K | -0.40 |
| COHERUS BIOSCIEN (Coherus Biosciences Inc) | Long | Equity-common | US | $481K | 278K | 0.10 |
| COINBASE GLOBA-A (Coinbase Global Inc) | Long | Equity-common | US | $2M | 8K | 0.39 |
| COMERICA INC | Long | Equity-common | US | $762K | 15K | 0.16 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Equity-common | US | $1M | 21K | 0.25 |
| COMMSCOPE HOLDIN (CommScope Holding Co Inc) | Long | Equity-common | US | $1M | 1M | 0.27 |
| COMMUNITY HEALTH (Community Health Systems Inc) | Long | Equity-common | US | $451K | 134K | 0.10 |
| COMMVAULT SYSTEM (CommVault Systems Inc) | Long | Equity-common | US | $639K | 5K | 0.14 |
| COMPASS MINERALS (Compass Minerals International Inc) | Short | Equity-common | US | $-615K | -60K | -0.13 |
| CONCENTRIX CORP | Short | Equity-common | US | $-3M | -48K | -0.65 |
| CONSOL ENERGY IN (CONSOL Energy Inc) | Long | Equity-common | US | $3M | 25K | 0.55 |
| CONSTELLIUM SE | Long | Equity-common | US | $3M | 180K | 0.73 |
| CORE LABORATORIE (Core Laboratories Inc) | Short | Equity-common | US | $-4M | -202K | -0.88 |
| COSTCO WHOLESALE (Costco Wholesale Corp) | Long | Equity-common | US | $2M | 2K | 0.34 |
| COUSINS PROP (Cousins Properties Inc) | Long | Equity-common | US | $4M | 170K | 0.84 |
| CRACKER BARREL (Cracker Barrel Old Country Store Inc) | Short | Equity-common | US | $-1M | -28K | -0.25 |
| CRANE NXT CO | Short | Equity-common | US | $-2M | -31K | -0.41 |
| CRESCENT ENERG-A (Crescent Energy Co) | Long | Equity-common | US | $771K | 65K | 0.17 |
| CULLEN/FROST (Cullen/Frost Bankers Inc) | Short | Equity-common | US | $-611K | -6K | -0.13 |
| CUSTOMERS BANCOR (Customers Bancorp Inc) | Long | Equity-common | US | $2M | 41K | 0.42 |
| DAVE & BUSTER'S (Dave & Buster's Entertainment Inc) | Long | Equity-common | US | $2M | 43K | 0.37 |
| DELTA AIR LI (Delta Air Lines Inc) | Long | Equity-common | US | $2M | 36K | 0.36 |
| DIGI INTL INC (Digi International Inc) | Short | Equity-common | US | $-344K | -15K | -0.07 |
| DIVERSIFIED HEAL (Diversified Healthcare Trust) | Short | Equity-common | US | $-1M | -467K | -0.31 |
| DOCUSIGN INC | Long | Equity-common | US | $3M | 56K | 0.64 |
| DOLLAR GENERAL C (Dollar General Corp) | Short | Equity-common | US | $-4M | -28K | -0.81 |
| DOMO INC- CL B | Long | Equity-common | US | $1M | 153K | 0.25 |
| DORIAN LPG LTD | Long | Equity-common | US | $3M | 69K | 0.62 |
| DOUBLEVERIFY HOL (DoubleVerify Holdings Inc) | Short | Equity-common | US | $-2M | -87K | -0.36 |
| DOUGLAS EMMETT (Douglas Emmett Inc) | Short | Equity-common | US | $-652K | -49K | -0.14 |
| DUN & BRADSTREET (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $3M | 319K | 0.63 |
| EAGLE MATERIALS (Eagle Materials Inc) | Long | Equity-common | US | $3M | 16K | 0.75 |
| ECHOSTAR CORP-A | Short | Equity-common | US | $-2M | -90K | -0.35 |
| EDITAS MEDICINE (Editas Medicine Inc) | Long | Equity-common | US | $553K | 119K | 0.12 |
| ELANCO ANIMAL HE (Elanco Animal Health Inc) | Long | Equity-common | US | $2M | 171K | 0.53 |
| ELF BEAUTY INC | Short | Equity-common | US | $-621K | -3K | -0.13 |
| EMBECTA CORP | Long | Equity-common | US | $318K | 25K | 0.07 |
| ENACT HOLDINGS I (Enact Holdings Inc) | Long | Equity-common | US | $2M | 60K | 0.40 |
| ENCORE CAPITAL G (Encore Capital Group Inc) | Short | Equity-common | US | $-3M | -73K | -0.65 |
| ENERGY FUELS INC (Energy Fuels Inc/Canada) | Short | Equity-common | US | $-3M | -541K | -0.70 |
| ENOVA INTERNATIO (Enova International Inc) | Long | Equity-common | US | $3M | 47K | 0.63 |
| ENPHASE ENERGY (Enphase Energy Inc) | Short | Equity-common | US | $-3M | -28K | -0.61 |
| EPR PROPERTIES | Long | Equity-common | US | $780K | 19K | 0.17 |
| EQUITABLE HOLDIN (Equitable Holdings Inc) | Long | Equity-common | US | $770K | 19K | 0.17 |
| ESSENT GROUP LTD | Long | Equity-common | US | $4M | 68K | 0.82 |
| ESSENTIAL PROPER (Essential Properties Realty Trust Inc) | Short | Equity-common | US | $-1M | -53K | -0.32 |
| ESTEE LAUDER (Estee Lauder Cos Inc/The) | Short | Equity-common | US | $-623K | -6K | -0.13 |
| EVERI HOLDINGS I (Everi Holdings Inc) | Long | Equity-common | US | $3M | 340K | 0.61 |
| EXPEDIA GROUP IN (Expedia Group Inc) | Long | Equity-common | US | $4M | 28K | 0.77 |
| EXPONENT INC | Short | Equity-common | US | $-991K | -10K | -0.21 |
| EXTRA SPACE STOR (Extra Space Storage Inc) | Short | Equity-common | US | $-4M | -25K | -0.83 |
| EXTREME NETWORKS (Extreme Networks Inc) | Long | Equity-common | US | $661K | 49K | 0.14 |
| FACTSET RESEARCH (FactSet Research Systems Inc) | Short | Equity-common | US | $-3M | -8K | -0.69 |
| FARMLAND PARTNER (Farmland Partners Inc) | Short | Equity-common | US | $-4M | -336K | -0.83 |
| FATE THERAPEUTIC (Fate Therapeutics Inc) | Long | Equity-common | US | $1M | 448K | 0.31 |
| FIBROGEN INC | Long | Equity-common | US | $33K | 37K | 0.01 |
| FIRST ADVANTAGE (First Advantage Corp) | Short | Equity-common | US | $-461K | -29K | -0.10 |
| FIRST FIN BANKSH (First Financial Bankshares Inc) | Short | Equity-common | US | $-3M | -117K | -0.74 |
| FIRST SOLAR INC | Short | Equity-common | US | $-3M | -15K | -0.73 |
| FIRST WATCH REST (First Watch Restaurant Group Inc) | Short | Equity-common | US | $-2M | -141K | -0.53 |
| FMC CORP | Short | Equity-common | US | $-4M | -61K | -0.76 |
| FRONTDOOR INC | Long | Equity-common | US | $2M | 70K | 0.51 |
| FRONTIER GROUP H (Frontier Group Holdings Inc) | Short | Equity-common | US | $-3M | -612K | -0.65 |
| FTAI AVIATION LT (FTAI Aviation Ltd) | Short | Equity-common | US | $-4M | -42K | -0.93 |
| FTI CONSULTING (FTI Consulting Inc) | Short | Equity-common | US | $-4M | -18K | -0.85 |
| G III APPAREL (G-III Apparel Group Ltd) | Long | Equity-common | US | $469K | 17K | 0.10 |
| GAP INC/THE | Long | Equity-common | US | $2M | 94K | 0.48 |
| GENERAL MOTORS C (General Motors Co) | Long | Equity-common | US | $651K | 14K | 0.14 |
| GERON CORP | Short | Equity-common | US | $-1M | -315K | -0.29 |
| GLACIER BANCORP (Glacier Bancorp Inc) | Short | Equity-common | US | $-4M | -100K | -0.80 |
| GLOBALFOUNDRIES (GLOBALFOUNDRIES Inc) | Short | Equity-common | US | $-601K | -12K | -0.13 |
| GLOBANT SA | Short | Equity-common | US | $-2M | -11K | -0.42 |
| GMS INC | Long | Equity-common | US | $4M | 44K | 0.76 |
| GRAIL INC | Long | Equity-common | US | $17K | 1K | 0.00 |
| GRIFFON CORP | Long | Equity-common | US | $4M | 59K | 0.80 |
| H&E EQUIPMENT SE (H&E Equipment Services Inc) | Long | Equity-common | US | $3M | 67K | 0.64 |
| HAIN CELESTIAL (Hain Celestial Group Inc/The) | Long | Equity-common | US | $577K | 84K | 0.12 |
| HAMILTON INSUR-B (Hamilton Insurance Group Ltd) | Long | Equity-common | US | $2M | 92K | 0.33 |
| HANESBRANDS INC | Long | Equity-common | US | $460K | 93K | 0.10 |
| HARROW INC | Short | Equity-common | US | $-3M | -123K | -0.55 |
| HASBRO INC | Short | Equity-common | US | $-875K | -15K | -0.19 |
| HAYWARD HOLDINGS (Hayward Holdings Inc) | Short | Equity-common | US | $-2M | -157K | -0.42 |
| HEALTH CATALYST (Health Catalyst Inc) | Long | Equity-common | US | $1M | 192K | 0.26 |
| HEARTLAND EXPRES (Heartland Express Inc) | Short | Equity-common | US | $-490K | -40K | -0.11 |
| HECLA MINING CO | Short | Equity-common | US | $-2M | -477K | -0.50 |
| HEICO CORP | Short | Equity-common | US | $-4M | -17K | -0.79 |
| HEIDRICK & STRUG (Heidrick & Struggles International Inc) | Long | Equity-common | US | $321K | 10K | 0.07 |
| HENRY SCHEIN INC | Short | Equity-common | US | $-985K | -15K | -0.21 |
| HERC HOLDINGS IN (Herc Holdings Inc) | Long | Equity-common | US | $3M | 23K | 0.65 |
| HEWLETT PACKA (Hewlett Packard Enterprise Co) | Long | Equity-common | US | $1M | 49K | 0.22 |
| HIMS & HERS HEAL (Hims & Hers Health Inc) | Long | Equity-common | US | $530K | 26K | 0.11 |
| HOPE BANCORP INC | Long | Equity-common | US | $477K | 44K | 0.10 |
| HOST HOTELS & RE (Host Hotels & Resorts Inc) | Long | Equity-common | US | $1M | 59K | 0.23 |
| HOULIHAN LOKEY I (Houlihan Lokey Inc) | Short | Equity-common | US | $-4M | -26K | -0.76 |
| HOVNANIAN ENT-A (Hovnanian Enterprises Inc) | Long | Equity-common | US | $2M | 15K | 0.46 |
| HP INC | Long | Equity-common | US | $4M | 108K | 0.81 |
| IDACORP INC | Short | Equity-common | US | $-4M | -39K | -0.79 |
| IDEXX LABS (IDEXX Laboratories Inc) | Long | Equity-common | US | $1M | 2K | 0.23 |
| ILLUMINA INC | Long | Equity-common | US | $674K | 6K | 0.14 |
| INARI MEDICAL IN (Inari Medical Inc) | Short | Equity-common | US | $-2M | -46K | -0.48 |
| INCYTE CORP | Long | Equity-common | US | $3M | 47K | 0.61 |
| INDIE SEMICOND-A (indie Semiconductor Inc) | Short | Equity-common | US | $-626K | -102K | -0.13 |
| INFINERA CORP | Long | Equity-common | US | $2M | 397K | 0.52 |
| INMODE LTD | Long | Equity-common | US | $1M | 65K | 0.25 |
| INSPERITY INC | Short | Equity-common | US | $-866K | -9K | -0.19 |
| INSTRUCTURE HOLD (Instructure Holdings Inc) | Short | Equity-common | US | $-2M | -92K | -0.46 |
| INSULET CORP | Long | Equity-common | US | $714K | 4K | 0.15 |
| INTEL CORP | Long | Equity-common | US | $470K | 15K | 0.10 |
| INTERACTIVE BROK (Interactive Brokers Group Inc) | Short | Equity-common | US | $-2M | -20K | -0.53 |
| INTERDIGITAL INC | Short | Equity-common | US | $-2M | -15K | -0.37 |
| INTERFACE INC | Long | Equity-common | US | $692K | 47K | 0.15 |
| IQVIA HOLDINGS I (IQVIA Holdings Inc) | Long | Equity-common | US | $1M | 5K | 0.22 |
| IRONWOOD PHARMAC (Ironwood Pharmaceuticals Inc) | Long | Equity-common | US | $3M | 461K | 0.64 |
| IVANHOE ELECTRIC (Ivanhoe Electric Inc / US) | Short | Equity-common | US | $-772K | -82K | -0.17 |
| J & J SNACK FOOD (J & J Snack Foods Corp) | Short | Equity-common | US | $-1M | -7K | -0.24 |
| JAMF HOLDING COR (Jamf Holding Corp) | Short | Equity-common | US | $-665K | -40K | -0.14 |
| JELD-WEN HOLDING (JELD-WEN Holding Inc) | Long | Equity-common | US | $3M | 209K | 0.60 |
| JETBLUE AIRWAYS (JetBlue Airways Corp) | Short | Equity-common | US | $-2M | -315K | -0.41 |
| JOHN BEAN TECH (John Bean Technologies Corp) | Short | Equity-common | US | $-439K | -5K | -0.09 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Equity-common | US | $3M | 37K | 0.70 |
| KEMPER CORP | Short | Equity-common | US | $-2M | -39K | -0.49 |
| KEYCORP | Long | Equity-common | US | $2M | 129K | 0.39 |
| KILROY REALTY (Kilroy Realty Corp) | Long | Equity-common | US | $3M | 84K | 0.56 |
| KITE REALTY GROU (Kite Realty Group Trust) | Long | Equity-common | US | $4M | 160K | 0.77 |
| KRISPY KREME INC | Short | Equity-common | US | $-4M | -328K | -0.76 |
| KURA SUSHI USA-A (Kura Sushi USA Inc) | Short | Equity-common | US | $-2M | -33K | -0.44 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Equity-common | US | $2M | 74K | 0.42 |
| LAKELAND FINL (Lakeland Financial Corp) | Short | Equity-common | US | $-4M | -59K | -0.77 |
| LAM RESEARCH (Lam Research Corp) | Long | Equity-common | US | $738K | 693 | 0.16 |
| LAMB WESTON (Lamb Weston Holdings Inc) | Short | Equity-common | US | $-737K | -9K | -0.16 |
| LANTHEUS HOLDING (Lantheus Holdings Inc) | Long | Equity-common | US | $2M | 28K | 0.49 |
| LEGALZOOMCOM INC (Legalzoom.com Inc) | Long | Equity-common | US | $3M | 401K | 0.72 |
| LENDINGCLUB CORP | Long | Equity-common | US | $2M | 189K | 0.34 |
| LEONARDO DRS INC | Short | Equity-common | US | $-1M | -52K | -0.28 |
| LESLIE'S INC | Short | Equity-common | US | $-494K | -118K | -0.11 |
| LGI HOMES INC | Short | Equity-common | US | $-3M | -35K | -0.68 |
| LIBERTY LATI-C (Liberty Latin America Ltd) | Long | Equity-common | US | $608K | 63K | 0.13 |
| LINCOLN NATL CRP (Lincoln National Corp) | Long | Equity-common | US | $2M | 64K | 0.43 |
| LIQUIDIA CORP | Short | Equity-common | US | $-3M | -214K | -0.55 |
| LITHIA MOTORS (Lithia Motors Inc) | Short | Equity-common | US | $-2M | -10K | -0.53 |
| LIVE OAK BANCSHA (Live Oak Bancshares Inc) | Short | Equity-common | US | $-384K | -11K | -0.08 |
| LOUISIANA-PACIFI (Louisiana-Pacific Corp) | Long | Equity-common | US | $2M | 28K | 0.49 |
| LUMENTUM HOL (Lumentum Holdings Inc) | Short | Equity-common | US | $-1M | -24K | -0.26 |
| LYFT INC-A | Long | Equity-common | US | $2M | 115K | 0.35 |
| M/I HOMES INC | Long | Equity-common | US | $2M | 13K | 0.35 |
| MACOM TECHNOLOGY (MACOM Technology Solutions Holdings Inc) | Short | Equity-common | US | $-4M | -37K | -0.88 |
| MADISON SQUARE G (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $507K | 15K | 0.11 |
| MADRIGAL PHARMAC (Madrigal Pharmaceuticals Inc) | Short | Equity-common | US | $-4M | -14K | -0.86 |
| MARATHON PETROLE (Marathon Petroleum Corp) | Long | Equity-common | US | $2M | 12K | 0.43 |
| MARQETA INC-A | Long | Equity-common | US | $3M | 595K | 0.70 |
| MASIMO CORP | Short | Equity-common | US | $-3M | -25K | -0.67 |
| MASTERBRAND (Masterbrand Inc) | Long | Equity-common | US | $3M | 195K | 0.61 |
| MATCH GROUP INC | Long | Equity-common | US | $1M | 46K | 0.30 |
| MAXLINEAR (MaxLinear Inc) | Long | Equity-common | US | $4M | 178K | 0.77 |
| MERCURY SYSTEMS (Mercury Systems Inc) | Short | Equity-common | US | $-3M | -129K | -0.75 |
| MERIDIANLINK INC | Short | Equity-common | US | $-1M | -50K | -0.23 |
| MERSANA THERAPEU (Mersana Therapeutics Inc) | Long | Equity-common | US | $237K | 118K | 0.05 |
| MGIC INVT CORP (MGIC Investment Corp) | Long | Equity-common | US | $4M | 188K | 0.87 |
| MGP INGREDIENTS (MGP Ingredients Inc) | Short | Equity-common | US | $-1M | -15K | -0.24 |
| MICROSOFT CORP | Long | Equity-common | US | $2M | 3K | 0.32 |
| MICROSTRATEGY (MicroStrategy Inc) | Short | Equity-common | US | $-3M | -2K | -0.68 |
| MILLERKNOLL INC | Long | Equity-common | US | $2M | 61K | 0.35 |
| MIRION TECHNOLOG (Mirion Technologies Inc) | Short | Equity-common | US | $-4M | -339K | -0.78 |
| MIRUM PHARMACEUT (Mirum Pharmaceuticals Inc) | Short | Equity-common | US | $-2M | -52K | -0.38 |
| MISTER CAR WASH (Mister Car Wash Inc) | Short | Equity-common | US | $-3M | -352K | -0.54 |
| MOELIS & CO-CL A | Short | Equity-common | US | $-4M | -73K | -0.89 |
| MOHAWK INDS (Mohawk Industries Inc) | Long | Equity-common | US | $3M | 27K | 0.67 |
| MONTROSE ENVIRON (Montrose Environmental Group Inc) | Short | Equity-common | US | $-3M | -78K | -0.75 |
| MR COOPER GROUP (Mr Cooper Group Inc) | Long | Equity-common | US | $4M | 48K | 0.84 |
| MRC GLOBAL INC | Long | Equity-common | US | $3M | 255K | 0.71 |
| NABORS INDS LTD (Nabors Industries Ltd) | Long | Equity-common | US | $1M | 17K | 0.25 |
| NATIONAL STORAGE (National Storage Affiliates Trust) | Short | Equity-common | US | $-3M | -63K | -0.56 |
| NATL BEVERAGE (National Beverage Corp) | Short | Equity-common | US | $-597K | -12K | -0.13 |
| NATL FUEL GAS CO (National Fuel Gas Co) | Long | Equity-common | US | $4M | 67K | 0.78 |
| NCR ATLEOS CORP | Short | Equity-common | US | $-2M | -63K | -0.36 |
| NEKTAR THERAPEUT (Nektar Therapeutics) | Long | Equity-common | US | $324K | 261K | 0.07 |
| NEOGEN CORP | Short | Equity-common | US | $-3M | -182K | -0.61 |
| NETSTREIT CORP | Short | Equity-common | US | $-3M | -203K | -0.70 |
| NEVRO CORP | Long | Equity-common | US | $289K | 34K | 0.06 |
| NEW FORTRESS ENE (New Fortress Energy Inc) | Short | Equity-common | US | $-2M | -94K | -0.44 |
| NEXTDECADE CORP | Short | Equity-common | US | $-4M | -518K | -0.88 |
| NEXTERA ENERGY (NextEra Energy Inc) | Short | Equity-common | US | $-1M | -15K | -0.23 |
| NEXTNAV INC | Short | Equity-common | US | $-1M | -150K | -0.26 |
| NMI HOLDINGS INC | Long | Equity-common | US | $4M | 121K | 0.88 |
| NORWEGIAN CRUISE (Norwegian Cruise Line Holdings Ltd) | Long | Equity-common | US | $4M | 189K | 0.76 |
| NOVAGOLD RES (Novagold Resources Inc) | Short | Equity-common | US | $-3M | -905K | -0.67 |
| NOVAVAX INC | Long | Equity-common | US | $2M | 155K | 0.42 |
| NOVOCURE LTD | Long | Equity-common | US | $410K | 24K | 0.09 |
| NU HOLDINGS LT-A (NU Holdings Ltd/Cayman Islands) | Short | Equity-common | US | $-513K | -40K | -0.11 |
| NUVALENT INC-A | Short | Equity-common | US | $-1M | -17K | -0.28 |
| NVIDIA CORP | Long | Equity-common | US | $1M | 12K | 0.32 |
| NY COMM BANCORP (New York Community Bancorp Inc) | Short | Equity-common | US | $-3M | -1M | -0.75 |
| OCEANEERING INTL (Oceaneering International Inc) | Long | Equity-common | US | $999K | 42K | 0.21 |
| OFG BANCORP | Long | Equity-common | US | $4M | 95K | 0.76 |
| OLAPLEX HOLDINGS (Olaplex Holdings Inc) | Long | Equity-common | US | $431K | 280K | 0.09 |
| OMNICELL INC | Long | Equity-common | US | $503K | 19K | 0.11 |
| ONEOK INC | Short | Equity-common | US | $-474K | -6K | -0.10 |
| OPTION CARE HEAL (Option Care Health Inc) | Long | Equity-common | US | $3M | 122K | 0.73 |
| ORGANON & CO | Long | Equity-common | US | $2M | 74K | 0.33 |
| ORMAT TECHNOLOGI (Ormat Technologies Inc) | Short | Equity-common | US | $-4M | -54K | -0.83 |
| OWENS CORNING | Long | Equity-common | US | $4M | 22K | 0.82 |
| P10 INC-A | Short | Equity-common | US | $-2M | -200K | -0.36 |
| PALOMAR HOLDINGS (Palomar Holdings Inc) | Long | Equity-common | US | $1M | 13K | 0.22 |
| PAR TECHNOLOGY (PAR Technology Corp) | Short | Equity-common | US | $-989K | -21K | -0.21 |
| PARAMOUNT GROUP (Paramount Group Inc) | Long | Equity-common | US | $489K | 106K | 0.10 |
| PARK H&R INC (Park Hotels & Resorts Inc) | Long | Equity-common | US | $4M | 243K | 0.78 |
| PATTERSON COS (Patterson Cos Inc) | Short | Equity-common | US | $-1M | -43K | -0.22 |
| PAYCOM SOFTWARE (Paycom Software Inc) | Long | Equity-common | US | $640K | 4K | 0.14 |
| PAYPAL HOLDINGS (PayPal Holdings Inc) | Long | Equity-common | US | $2M | 30K | 0.38 |
| PEDIATRIX MEDICA (Pediatrix Medical Group Inc) | Long | Equity-common | US | $629K | 83K | 0.13 |
| PEGASYSTEMS INC | Long | Equity-common | US | $899K | 15K | 0.19 |
| PERDOCEO EDUCATI (Perdoceo Education Corp) | Long | Equity-common | US | $832K | 39K | 0.18 |
| PERFORMANCE FOOD (Performance Food Group Co) | Long | Equity-common | US | $964K | 15K | 0.21 |
| PETIQ INC | Long | Equity-common | US | $4M | 162K | 0.77 |
| PHREESIA INC | Long | Equity-common | US | $407K | 19K | 0.09 |
| PIEDMONT LITHIUM (Piedmont Lithium Inc) | Short | Equity-common | US | $-197K | -20K | -0.04 |
| PIEDMONT OFFIC-A (Piedmont Office Realty Trust Inc) | Long | Equity-common | US | $2M | 232K | 0.36 |
| PILGRIM'S PRIDE (Pilgrim's Pride Corp) | Long | Equity-common | US | $568K | 15K | 0.12 |
| PJT PARTNERS - A (PJT Partners Inc) | Short | Equity-common | US | $-4M | -37K | -0.86 |
| PLAYTIKA HOLDING (Playtika Holding Corp) | Long | Equity-common | US | $3M | 444K | 0.75 |
| POWER INTEGRATIO (Power Integrations Inc) | Short | Equity-common | US | $-3M | -39K | -0.59 |
| PRA GROUP INC | Short | Equity-common | US | $-2M | -96K | -0.41 |
| PRICESMART INC | Long | Equity-common | US | $4M | 49K | 0.85 |
| PROCEPT BIOROBOT (PROCEPT BioRobotics Corp) | Short | Equity-common | US | $-4M | -60K | -0.79 |
| PROG HOLDINGS IN (PROG Holdings Inc) | Long | Equity-common | US | $3M | 85K | 0.63 |
| PROPETRO HOLDING (ProPetro Holding Corp) | Long | Equity-common | US | $1M | 155K | 0.29 |
| PTC THERAPEUTICS (PTC Therapeutics Inc) | Long | Equity-common | US | $3M | 104K | 0.68 |
| PUB SERV ENTERP (Public Service Enterprise Group Inc) | Short | Equity-common | US | $-2M | -27K | -0.43 |
| QUALCOMM INC | Long | Equity-common | US | $2M | 8K | 0.33 |
| QUANTUMSCAPE COR (QuantumScape Corp) | Short | Equity-common | US | $-474K | -96K | -0.10 |
| R1 RCM INC | Short | Equity-common | US | $-3M | -267K | -0.72 |
| RALPH LAUREN COR (Ralph Lauren Corp) | Long | Equity-common | US | $1M | 7K | 0.28 |
| RAMACO RESOURC-A (Ramaco Resources Inc) | Short | Equity-common | US | $-2M | -195K | -0.52 |
| RBC BEARINGS INC | Short | Equity-common | US | $-4M | -14K | -0.80 |
| RECURSION PHAR-A (Recursion Pharmaceuticals Inc) | Short | Equity-common | US | $-1M | -183K | -0.29 |
| REGENXBIO INC | Long | Equity-common | US | $739K | 63K | 0.16 |
| REMIT GLOBAL INC (Remitly Global Inc) | Short | Equity-common | US | $-3M | -274K | -0.71 |
| REXFORD INDUSTRI (Rexford Industrial Realty Inc) | Short | Equity-common | US | $-4M | -81K | -0.78 |
| RINGCENTRAL IN-A (RingCentral Inc) | Long | Equity-common | US | $3M | 120K | 0.72 |
| RIVIAN AUTOMOT-A (Rivian Automotive Inc) | Short | Equity-common | US | $-812K | -60K | -0.17 |
| RLJ LODGING TRUS (RLJ Lodging Trust) | Long | Equity-common | US | $3M | 360K | 0.74 |
| ROBINHOOD MARK-A (Robinhood Markets Inc) | Long | Equity-common | US | $4M | 181K | 0.88 |
| ROCKET COS INC-A | Short | Equity-common | US | $-3M | -253K | -0.74 |
| ROCKET LAB USA I (Rocket Lab USA Inc) | Short | Equity-common | US | $-4M | -805K | -0.83 |
| RTX CORP | Short | Equity-common | US | $-446K | -4K | -0.10 |
| RYERSON HOLDING (Ryerson Holding Corp) | Long | Equity-common | US | $1M | 66K | 0.28 |
| RYMAN HOSPITALIT (Ryman Hospitality Properties Inc) | Long | Equity-common | US | $471K | 5K | 0.10 |
| S & T BANCORP (S&T Bancorp Inc) | Long | Equity-common | US | $543K | 16K | 0.12 |
| SABRA HEALTH CAR (Sabra Health Care REIT Inc) | Long | Equity-common | US | $528K | 34K | 0.11 |
| SAFEHOLD INC | Short | Equity-common | US | $-4M | -186K | -0.77 |
| SANA BIOTECHNOLO (Sana Biotechnology Inc) | Short | Equity-common | US | $-2M | -411K | -0.48 |
| SANGAMO THERAPEU (Sangamo Therapeutics Inc) | Long | Equity-common | US | $135K | 376K | 0.03 |
| SAPIENS INTL (Sapiens International Corp NV) | Long | Equity-common | US | $1M | 36K | 0.26 |
| SBA COMM CORP (SBA Communications Corp) | Short | Equity-common | US | $-2M | -12K | -0.51 |
| SCHOLAR ROCK HOL (Scholar Rock Holding Corp) | Short | Equity-common | US | $-1M | -137K | -0.25 |
| SCHRODINGER INC (Schrodinger Inc/United States) | Short | Equity-common | US | $-983K | -51K | -0.21 |
| SCORPIO TANKERS (Scorpio Tankers Inc) | Long | Equity-common | US | $4M | 49K | 0.85 |
| SCOTTS MIRACLE (Scotts Miracle-Gro Co/The) | Long | Equity-common | US | $3M | 39K | 0.54 |
| SELECT WATER SOL (Select Water Solutions Inc) | Long | Equity-common | US | $3M | 272K | 0.62 |
| SERVICE CORP INT (Service Corp International/US) | Short | Equity-common | US | $-2M | -27K | -0.42 |
| SERVISFIRST BANC (ServisFirst Bancshares Inc) | Short | Equity-common | US | $-4M | -64K | -0.86 |
| SIMON PROPERTY (Simon Property Group Inc) | Long | Equity-common | US | $3M | 18K | 0.58 |
| SITEONE LANDSCAP (SiteOne Landscape Supply Inc) | Short | Equity-common | US | $-647K | -5K | -0.14 |
| SITIO ROYALTIE-A (Sitio Royalties Corp) | Short | Equity-common | US | $-3M | -114K | -0.58 |
| SKYWARD SPECIALT (Skyward Specialty Insurance Group Inc) | Long | Equity-common | US | $669K | 18K | 0.14 |
| SKYWEST INC | Long | Equity-common | US | $4M | 49K | 0.85 |
| SLM CORP | Long | Equity-common | US | $3M | 156K | 0.70 |
| SMART GLOBAL HOL (SMART Global Holdings Inc) | Long | Equity-common | US | $4M | 163K | 0.80 |
| SOLVENTUM (Solventum Corp) | Long | Equity-common | US | $199K | 4K | 0.04 |
| SPARTANNASH CO | Long | Equity-common | US | $2M | 90K | 0.36 |
| SPHERE ENTERTAIN (Sphere Entertainment Co) | Short | Equity-common | US | $-3M | -93K | -0.70 |
| SPIRE INC | Long | Equity-common | US | $791K | 13K | 0.17 |
| SPRINGWORKS THER (SpringWorks Therapeutics Inc) | Short | Equity-common | US | $-2M | -48K | -0.39 |
| SPRINKLR INC-A | Short | Equity-common | US | $-395K | -41K | -0.08 |
| SPROUT SOCIAL-A (Sprout Social Inc) | Short | Equity-common | US | $-548K | -15K | -0.12 |
| SPROUTS FARMERS (Sprouts Farmers Market Inc) | Short | Equity-common | US | $-2M | -23K | -0.41 |
| STEELCASE INC-A | Long | Equity-common | US | $4M | 283K | 0.79 |
| STEWART INFO SVC (Stewart Information Services Corp) | Short | Equity-common | US | $-2M | -28K | -0.38 |
| SUMMIT HOTEL PRO (Summit Hotel Properties Inc) | Long | Equity-common | US | $2M | 324K | 0.42 |
| SUN COUNTRY HOLD (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $474K | 38K | 0.10 |
| SUPER MICRO COMP (Super Micro Computer Inc) | Short | Equity-common | US | $-415K | -506 | -0.09 |
| SWEETGREEN INC-A | Short | Equity-common | US | $-628K | -21K | -0.13 |
| TAKE-TWO INTERAC (Take-Two Interactive Software Inc) | Short | Equity-common | US | $-4M | -25K | -0.84 |
| TARGET CORP | Long | Equity-common | US | $4M | 25K | 0.79 |
| TARSUS PHARMACEU (Tarsus Pharmaceuticals Inc) | Short | Equity-common | US | $-2M | -92K | -0.53 |
| TAYLOR MORRISON (Taylor Morrison Home Corp) | Long | Equity-common | US | $2M | 39K | 0.47 |
| TD SYNNEX CORP | Long | Equity-common | US | $3M | 24K | 0.60 |
| TEGNA INC | Short | Equity-common | US | $-466K | -33K | -0.10 |
| TEMPUR SEALY INT (Tempur Sealy International Inc) | Short | Equity-common | US | $-3M | -71K | -0.72 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Equity-common | US | $4M | 29K | 0.82 |
| TEREX CORP | Long | Equity-common | US | $1M | 27K | 0.31 |
| TERRENO REALTY C (Terreno Realty Corp) | Short | Equity-common | US | $-473K | -8K | -0.10 |
| TEXAS PACIFIC LA (Texas Pacific Land Corp) | Short | Equity-common | US | $-629K | -857 | -0.13 |
| TFS FINANCIAL CO (TFS Financial Corp) | Short | Equity-common | US | $-4M | -285K | -0.77 |
| THE BUCKLE INC (Buckle Inc/The) | Long | Equity-common | US | $565K | 15K | 0.12 |
| TKO GROUP HOLDIN (TKO Group Holdings Inc) | Short | Equity-common | US | $-4M | -36K | -0.83 |
| TOAST INC-A | Short | Equity-common | US | $-4M | -156K | -0.86 |
| TOPGOLF CALLAWAY (Topgolf Callaway Brands Corp) | Short | Equity-common | US | $-4M | -265K | -0.87 |
| TRACTOR SUPPLY (Tractor Supply Co) | Short | Equity-common | US | $-698K | -3K | -0.15 |
| TRANSCAT INC | Short | Equity-common | US | $-3M | -26K | -0.67 |
| TRANSMEDICS GROU (TransMedics Group Inc) | Short | Equity-common | US | $-4M | -26K | -0.83 |
| TRANSUNION | Long | Equity-common | US | $2M | 27K | 0.43 |
| TRAVEL + LEISURE (Travel + Leisure Co) | Long | Equity-common | US | $4M | 87K | 0.84 |
| TRIPADVISOR INC | Long | Equity-common | US | $862K | 48K | 0.18 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Equity-common | US | $2M | 41K | 0.34 |
| TTM TECHNOLOGIES (TTM Technologies Inc) | Long | Equity-common | US | $2M | 86K | 0.36 |
| TWILIO INC - A | Long | Equity-common | US | $1M | 23K | 0.28 |
| U-HAUL HOLDING C (U-Haul Holding Co) | Short | Equity-common | US | $-3M | -50K | -0.66 |
| UBIQUITI INC | Short | Equity-common | US | $-4M | -28K | -0.87 |
| UGI CORP | Long | Equity-common | US | $3M | 153K | 0.75 |
| ULTRAGENYX PHARM (Ultragenyx Pharmaceutical Inc) | Long | Equity-common | US | $1M | 25K | 0.22 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Equity-common | US | $4M | 289K | 0.81 |
| UNIVERSAL DISPLA (Universal Display Corp) | Short | Equity-common | US | $-2M | -8K | -0.37 |
| UPSTART HOLDINGS (Upstart Holdings Inc) | Short | Equity-common | US | $-1M | -43K | -0.22 |
| UPWORK INC | Long | Equity-common | US | $3M | 312K | 0.72 |
| URANIUM ENERGY (Uranium Energy Corp) | Short | Equity-common | US | $-3M | -517K | -0.67 |
| VAALCO ENERGY (VAALCO Energy Inc) | Long | Equity-common | US | $485K | 77K | 0.10 |
| VALERO ENERGY (Valero Energy Corp) | Long | Equity-common | US | $918K | 6K | 0.20 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $6M | 6M | 1.24 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $217K | 2K | 0.05 |
| VAXCYTE INC | Short | Equity-common | US | $-4M | -55K | -0.89 |
| VECTOR GROUP LTD | Long | Equity-common | US | $728K | 69K | 0.16 |
| VEEVA SYSTEMS-A (Veeva Systems Inc) | Long | Equity-common | US | $685K | 4K | 0.15 |
| VERALTO CORP | Long | Equity-common | US | $3M | 29K | 0.60 |
| VERISIGN INC | Short | Equity-common | US | $-483K | -3K | -0.10 |
| VERITEX HOLDINGS (Veritex Holdings Inc) | Long | Equity-common | US | $484K | 23K | 0.10 |
| VERRA MOBILITY C (Verra Mobility Corp) | Short | Equity-common | US | $-3M | -109K | -0.64 |
| VIKING THERAPEUT (Viking Therapeutics Inc) | Short | Equity-common | US | $-1M | -23K | -0.26 |
| VIR BIOTECHNOLOG (Vir Biotechnology Inc) | Long | Equity-common | US | $2M | 226K | 0.43 |
| VIRTU FINANCIA-A (Virtu Financial Inc) | Long | Equity-common | US | $734K | 33K | 0.16 |
| VISA INC-CLASS A | Short | Equity-common | US | $-3M | -12K | -0.69 |
| VSE CORP | Short | Equity-common | US | $-3M | -40K | -0.75 |
| WALGREENS BOOTS (Walgreens Boots Alliance Inc) | Short | Equity-common | US | $-1M | -96K | -0.25 |
| WALKER & DUNLOP (Walker & Dunlop Inc) | Short | Equity-common | US | $-1M | -12K | -0.26 |
| WARBY PARKER-A (Warby Parker Inc) | Long | Equity-common | US | $470K | 29K | 0.10 |
| WEATHERFORD INTE (Weatherford International PLC) | Long | Equity-common | US | $871K | 7K | 0.19 |
| WEIS MARKETS INC | Short | Equity-common | US | $-3M | -40K | -0.54 |
| WESTAMERICA BANC (Westamerica BanCorp) | Long | Equity-common | US | $2M | 38K | 0.39 |
| WESTERN ALLIANCE (Western Alliance Bancorp) | Long | Equity-common | US | $1M | 18K | 0.25 |
| WHITE MOUNTAINS (White Mountains Insurance Group Ltd) | Short | Equity-common | US | $-1M | -554 | -0.22 |
| WINGSTOP INC | Long | Equity-common | US | $1M | 3K | 0.24 |
| WISDOMTREE INC | Short | Equity-common | US | $-755K | -76K | -0.16 |
| WIX.COM LTD | Long | Equity-common | US | $2M | 15K | 0.51 |
| WP CAREY INC | Short | Equity-common | US | $-3M | -62K | -0.73 |
| WYNN RESORTS LTD | Long | Equity-common | US | $2M | 27K | 0.51 |
| XPO INC | Long | Equity-common | US | $638K | 6K | 0.14 |
| YELP INC | Long | Equity-common | US | $471K | 13K | 0.10 |
| YEXT INC | Long | Equity-common | US | $1M | 238K | 0.27 |
| ZIONS BANCORP NA | Long | Equity-common | US | $4M | 86K | 0.80 |
| ZIPRECRUITER INC | Long | Equity-common | US | $2M | 271K | 0.53 |
| ZUORA INC -CL A | Long | Equity-common | US | $2M | 171K | 0.36 |
Address
VANGUARD MONTGOMERY FUNDS
100 Vanguard Boulevard
Malvern
Pennsylvania
19355
United States of America
Websites
Directors
Andre F. Perold
Mortimer J. Buckley
Tara Bunch
David Thomas
Emerson U. Fullwood
Mark Loughridge
F. Joseph Loughrey
Sarah Bloom Raskin
Peter F. Volanakis
Scott C. Malpass
Deanna Mulligan
Grant Reid
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
JPMorgan Chase Bank
ITG Analytics Inc
Bloomberg Finance LP
Refinitiv US LLC
Markit Group Limited
ICE Data Pricing and Reference Data LLC
Markit North America INC
Custodians
State Street Trust Company Canada
State Street Bank and Trust Company
Euroclear Bank S.A./N.V.
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
State Street Bank and Trust Company
THE VANGUARD GROUP, INC.
Brokers
ROSENBLATT SECURITIES INC.
Jefferies LLC
BMO Capital Markets Corp.
RBC Capital Markets, LLC
GUZMAN & COMPANY
BofA Securities, Inc.
Wells Fargo Securities, LLC
Goldman Sachs & Co. LLC
Sanford C. Bernstein & Co., LLC
Morgan Stanley & Co. LLC