# EDGAR Filing Document

**Accession Number:** 0000105563
**File Stem:** 0001752724-23-016395
**Filing Date:** 2023-1
**Character Count:** 63593
**Document Hash:** 3784fa7cc317b37bc0a2429344c2e4f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016395.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLINGTON FUND
- **CENTRAL INDEX KEY:** 0000105563
- **IRS NUMBER:** 510071687
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00121
- **FILM NUMBER:** 23561733

**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/WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19940608

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard U.S. Minimum Volatility ETF (Series ID: S000061301)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198465 | ETF Shares   | VFMV            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** VANGUARD WELLINGTON FUND

- **b. Investment Company Act file number:** 811-00121

- **c. CIK number of Registrant:** 0000105563

- **d. LEI of Registrant:** 549300X1E8M3H6XRMS84

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** VANGUARD U.S. MINIMUM VOLATILITY ETF

- **b. EDGAR series identifier (if any):** S000061301

- **c. LEI of Series:** 549300RP1YLUB1WLOT10

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $76160879.71

**Total Liabilities:** $5664.82

**Net Assets:** $76155214.89

**Cash Not Reported:** $25064.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198465 | -7.83%               | 10.36%               | 4.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $689519.81               | $-6327931.33                               |
| Month 2  | $-128499.82              | $6741819.44                                |
| Month 3  | $-49423.78               | $3233571.80                                |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Camden National Corp                              | CAMDEN NATIONAL                | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      4461 | NS      | $195302.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                   | OSI SYSTEMS INC                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     11279 | NS      | $997965.92    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6259 | NS      | $625461.87    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        89 | NS      | $46280.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                  | ENSTAR GROUP LTD               | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |      5337 | NS      | $1163412.63   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1678 | NS      | $281434.16    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                             | ATN INTERNATIONA               | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      3309 | NS      | $160188.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         1 | NS      | $539.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | COMMVAULT SYSTEM               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       600 | NS      | $39600.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       344 | NS      | $29525.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4818 | NS      | $718652.88    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                | VERINT SYSTEMS                 | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     21532 | NS      | $846853.56    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                          | SOUTHSIDE BAN IN               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1733 | NS      | $62977.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | NORTHWEST NATURA               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3846 | NS      | $192723.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                       | COMMUNI TRUST BA               | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3006 | NS      | $144017.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     47749 | NS      | $920600.72    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                          | UNITED THERAPEUT               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        79 | NS      | $22111.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4427 | NS      | $1267892.80   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | PERRIGO CO PLC                 | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |     11166 | NS      | $359880.18    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     16866 | NS      | $696228.48    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4782 | NS      | $770762.76    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6256 | NS      | $926075.68    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                       | US CELLULAR CORP               | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     11253 | NS      | $239238.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     29847 | NS      | $479641.29    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      6135 | NS      | $929207.10    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2535 | NS      | $646779.90    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2673 | NS      | $89144.55     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                              | TRUSTCO BANK NY                | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $50492.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       184 | NS      | $15246.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15015 | NS      | $1205404.20   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                     | AMERISAFE INC                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6198 | NS      | $367975.26    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                    | NATL PRESTO INDS               | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $26127.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                             | BANK OF MARIN BA               | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1083 | NS      | $38868.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4093 | NS      | $555133.59    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       123 | NS      | $92459.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                            | ANIKA THERAPEUTI               | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1777 | NS      | $56046.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     14466 | NS      | $632308.86    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1397 | NS      | $86390.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                | MACATAWA BANK                  | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3052 | NS      | $33907.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5915 | NS      | $1022230.30   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                            | DOLBY LABORATO-A               | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     13022 | NS      | $974957.14    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                               | EQUITY COMMONWEA               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     42154 | NS      | $1141951.86   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      6788 | NS      | $678766.32    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1795 | NS      | $316817.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     39707 | NS      | $664695.18    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      7069 | NS      | $924483.82    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     11950 | NS      | $1315934.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                         | SPIRE INC                      | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     10132 | NS      | $750781.20    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                      | CASS INFORMATION               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     10427 | NS      | $453365.96    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                          | NATL HEALTHCARE                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7147 | NS      | $440541.08    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     24628 | NS      | $565458.88    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                              | BLUE FOUNDRY BAN               | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     14743 | NS      | $192691.01    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       709 | NS      | $44539.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3676 | NS      | $207804.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8374 | NS      | $695293.22    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1090 | NS      | $48821.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc              | BRIGHT HORIZONS                | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $19217.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         3 | NS      | $455.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                          | HOMETRUST BANCSH               | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $73472.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      5308 | NS      | $249476.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                        | GRAND CANYON EDU               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      8419 | NS      | $951936.33    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       351 | NS      | $18080.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12318 | NS      | $954398.64    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3270 | NS      | $836073.60    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       303 | NS      | $16677.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      6846 | NS      | $617714.58    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8899 | NS      | $872457.96    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                        | PFSWEB INC                     | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7674 | NS      | $85718.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      2444 | NS      | $46289.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                          | WATERSTONE FINAN               | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     36878 | NS      | $617706.50    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         2 | NS      | $346.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     10567 | NS      | $529723.71    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | UNIVERSAL CORP                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3819 | NS      | $217339.29    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                           | STOCK YARDS BANC               | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      3037 | NS      | $224798.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                    | QUINSTREET INC                 | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      9527 | NS      | $135569.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       495 | NS      | $82699.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                 | LIBERTY MEDIA-C                | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26794 | NS      | $872948.52    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         4 | NS      | $357.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     11105 | NS      | $793452.25    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2418 | NS      | $368551.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1022 | NS      | $62413.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4946 | NS      | $334399.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $43495.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                  | SHENANDOAH TELEC               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     22541 | NS      | $438873.27    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                     | FIRST OF LONG IS               | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $34737.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      5648 | NS      | $449976.16    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      6837 | NS      | $579025.53    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | DOMINO'S PIZZA                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       281 | NS      | $109233.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                       | TRUECAR INC                    | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     12999 | NS      | $32367.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2940 | NS      | $1290336.60   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                             | HARBORONE BANCOR               | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      7985 | NS      | $116820.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                         | CHESAPEAKE UTIL                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      6932 | NS      | $829968.36    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    285874 | NS      | $285845.45    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     22234 | NS      | $373086.52    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1715 | NS      | $636402.20    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                    | APTARGROUP INC                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |         6 | NS      | $636.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2670 | NS      | $169838.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     14450 | NS      | $1183021.50   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                        | FARMERS NATL BAN               | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2727 | NS      | $41477.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3542 | NS      | $832972.14    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29679 | NS      | $248413.23    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                     | ENVESTNET INC                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      3607 | NS      | $212885.14    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO               | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11102 | NS      | $151542.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                 | DONEGAL GRP-CL A               | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13731 | NS      | $204179.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     15765 | NS      | $547045.50    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                          | AMER STATES WATE               | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |         2 | NS      | $195.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2976 | NS      | $322330.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     14601 | NS      | $534980.64    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6034 | NS      | $1088895.64   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1257 | NS      | $61831.83     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                       | ROGERS CORP                    | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      4197 | NS      | $457640.88    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       243 | NS      | $55275.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3006 | NS      | $448224.66    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4225 | NS      | $259668.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                 | COMPUTER PROGRAM               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     25709 | NS      | $760986.40    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     12833 | NS      | $245366.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     30469 | NS      | $1187681.62   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                        | GREAT SOUTHN BAN               | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      4337 | NS      | $271713.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       498 | NS      | $190076.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2526 | NS      | $1225589.94   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | LAUREATE EDUCATI               | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     18854 | NS      | $197589.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     97081 | NS      | $630055.69    | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                     | ACCENTURE PLC-A                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1228 | NS      | $369542.04    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       264 | NS      | $19723.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                 | PC CONNECTION                  | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       877 | NS      | $48717.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1905 | NS      | $602742.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SP500 MIC EMIN FUTDec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        15 | NC      | $7253.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc                 | WORLD WRESTLIN-A               | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      3046 | NS      | $243314.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2646 | NS      | $721802.34    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                               | LANDSTAR SYSTEM                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |         1 | NS      | $172.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                              | JOHNSON OUTDOO-A               | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $39365.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1743 | NS      | $283830.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4210 | NS      | $771735.10    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP               | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4933 | NS      | $178969.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5279 | NS      | $523360.06    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4726 | NS      | $194333.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                 | LIBERTY MEDIA- A               | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9380 | NS      | $310665.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     18141 | NS      | $282999.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2883 | NS      | $718847.22    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1224 | NS      | $232327.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |         2 | NS      | $122.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8266 | NS      | $1230807.40   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                | PETMED EXPRESS                 | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     33148 | NS      | $656330.40    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH               | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62237 | NS      | $951603.73    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5774 | NS      | $588255.12    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        85 | NS      | $23137.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                            | ALTAIR ENGINEE-A               | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      4808 | NS      | $235928.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |     12791 | NS      | $1136608.26   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                            | COLUMBIA FINANCI               | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     23617 | NS      | $521463.36    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                  | INTERDIGITAL INC               | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6215 | NS      | $311806.55    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                  | HEALTHSTREAM INC               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     26867 | NS      | $682421.80    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                        | SAFETY INSURANCE               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     12602 | NS      | $1156107.48   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |         6 | NS      | $177.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                           | FIRST FIN COR/IN               | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22866 | NS      | $1099168.62   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                       | ANTERIX INC                    | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      6071 | NS      | $206414.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13365 | NS      | $825288.75    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4446 | NS      | $486081.18    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       364 | NS      | $42227.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       369 | NS      | $68453.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     15037 | NS      | $1320699.71   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                         | ARGAN INC                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      3985 | NS      | $151230.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8574 | NS      | $579688.14    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       117 | NS      | $64087.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                        | VISHAY PRECI                   | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1270 | NS      | $51523.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15362 | NS      | $715561.96    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                         | ENNIS INC                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3877 | NS      | $90062.71     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     22905 | NS      | $688295.25    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                   | BANK FIRST CORP                | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $38867.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       460 | NS      | $625075.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |         1 | NS      | $101.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2950 | NS      | $558582.50    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6571 | NS      | $1169638.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9603 | NS      | $477461.16    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                             | LANCASTER COLONY               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       365 | NS      | $75606.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1066 | NS      | $57308.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         2 | NS      | $278.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2854 | NS      | $288225.46    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       278 | NS      | $14961.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2828 | NS      | $134245.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36511 | NS      | $759428.80    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4024 | NS      | $410126.08    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      6011 | NS      | $438502.45    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD WELLINGTON FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer