VANGUARD MARKET NEUTRAL FUND

Fund Profile

Fund profile

Tickers

VMNFX, VMNIX

Fund manager

Vanguard Montgomery Funds

Total assets

$1.30 bn

Liabilities

$682.44 mm

Net assets

$619.07 mm

Number of holdings

533.00

Top 200 of 533 Holdings

As of Sep 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
DCPH Deciphera Pharmaceuticals Inc	5.01 mm	270.88 k shares	0.81	Common equity	Long	USA
DNOW NOW Inc	4.84 mm	481.83 k shares	0.78	Common equity	Long	USA
ADM Archer Daniels Midland Co.	4.76 mm	59.13 k shares	0.77	Common equity	Long	USA
WRB W.R. Berkley Corp.	4.74 mm	73.41 k shares	0.77	Common equity	Long	USA
IBOC International Bancshares Corp.	4.73 mm	111.35 k shares	0.76	Common equity	Long	USA
MPC Marathon Petroleum Corp	4.59 mm	46.17 k shares	0.74	Common equity	Long	USA
LBRT Liberty Energy Inc	4.58 mm	361.51 k shares	0.74	Common equity	Long	USA
FGEN FibroGen Inc	4.57 mm	351.48 k shares	0.74	Common equity	Long	USA
KFRC Kforce Inc.	4.55 mm	77.61 k shares	0.74	Common equity	Long	USA
WIX Wix.com Ltd	4.55 mm	58.10 k shares	0.73	Common equity	Long	USA
VLO Valero Energy Corp.	4.50 mm	42.16 k shares	0.73	Common equity	Long	USA
Elah Holdings, Inc.	4.50 mm	344.05 k shares	0.73	Common equity	Long	USA
CALM Cal-Maine Foods, Inc.	4.42 mm	79.47 k shares	0.71	Common equity	Long	USA
YELP Yelp Inc	4.39 mm	129.48 k shares	0.71	Common equity	Long	USA
ATKR Atkore Inc	4.35 mm	55.93 k shares	0.70	Common equity	Long	USA
CDNS Cadence Design Systems, Inc.	4.34 mm	26.58 k shares	0.70	Common equity	Long	USA
AAT American Assets Trust Inc	4.33 mm	168.51 k shares	0.70	Common equity	Long	USA
MANH Manhattan Associates, Inc.	4.33 mm	32.57 k shares	0.70	Common equity	Long	USA
EGBN Eagle Bancorp Inc (MD)	4.33 mm	96.58 k shares	0.70	Common equity	Long	USA
EVBG Everbridge Inc	4.28 mm	138.75 k shares	0.69	Common equity	Long	USA
SCHW Charles Schwab Corp.	4.28 mm	59.58 k shares	0.69	Common equity	Long	USA
AFG American Financial Group Inc	4.27 mm	34.73 k shares	0.69	Common equity	Long	USA
FTNT Fortinet Inc	4.27 mm	86.89 k shares	0.69	Common equity	Long	USA
MTG MGIC Investment Corp	4.26 mm	332.66 k shares	0.69	Common equity	Long	USA
SMCI Super Micro Computer Inc	4.26 mm	77.43 k shares	0.69	Common equity	Long	USA
BKE Buckle, Inc.	4.23 mm	133.58 k shares	0.68	Common equity	Long	USA
UNVR Univar Solutions Inc	4.23 mm	185.90 k shares	0.68	Common equity	Long	USA
Impax Asset Management Group	4.22 mm	33.59 k shares	0.68	Common equity	Long	USA
CNO CNO Financial Group Inc	4.22 mm	234.57 k shares	0.68	Common equity	Long	USA
UNM Unum Group	4.21 mm	108.51 k shares	0.68	Common equity	Long	USA
IEX Idex Corporation	4.20 mm	21.03 k shares	0.68	Common equity	Long	USA
UMBF UMB Financial Corp.	4.19 mm	49.72 k shares	0.68	Common equity	Long	USA
R Ryder System, Inc.	4.18 mm	55.31 k shares	0.67	Common equity	Long	USA
Host Hotels & Resorts, Inc.	4.16 mm	262.10 k shares	0.67	Common equity	Long	USA
SLM SLM Corp.	4.16 mm	297.34 k shares	0.67	Common equity	Long	USA
DFS Discover Financial Services	4.15 mm	45.62 k shares	0.67	Common equity	Long	USA
A Agilent Technologies Inc.	4.15 mm	34.11 k shares	0.67	Common equity	Long	USA
Primo Water Corporation	4.14 mm	330.15 k shares	0.67	Common equity	Long	USA
ACLS Axcelis Technologies Inc	4.14 mm	68.38 k shares	0.67	Common equity	Long	USA
CPT Camden Property Trust	4.14 mm	34.67 k shares	0.67	Common equity	Long	USA
ESS Essex Property Trust, Inc.	4.14 mm	17.10 k shares	0.67	Common equity	Long	USA
EMR Emerson Electric Co.	4.13 mm	56.47 k shares	0.67	Common equity	Long	USA
OFG OFG Bancorp	4.13 mm	164.34 k shares	0.67	Common equity	Long	USA
RS Reliance Steel & Aluminum Co.	4.13 mm	23.68 k shares	0.67	Common equity	Long	USA
ALSN Allison Transmission Holdings Inc	4.12 mm	122.13 k shares	0.67	Common equity	Long	USA
RDN Radian Group, Inc.	4.11 mm	213.24 k shares	0.66	Common equity	Long	USA
FR First Industrial Realty Trust, Inc.	4.09 mm	91.22 k shares	0.66	Common equity	Long	USA
URI United Rentals, Inc.	4.08 mm	15.09 k shares	0.66	Common equity	Long	USA
OTTR Otter Tail Corporation	4.07 mm	66.16 k shares	0.66	Common equity	Long	USA
COF Capital One Financial Corp.	4.07 mm	44.15 k shares	0.66	Common equity	Long	USA
ESNT Essent Group Ltd	4.04 mm	115.73 k shares	0.65	Common equity	Long	USA
ASIX AdvanSix Inc	4.03 mm	125.51 k shares	0.65	Common equity	Long	USA
TFCF Twenty-First Century Fox Inc	4.03 mm	266.61 k shares	0.65	Common equity	Long	USA
LC LendingClub Corp	4.00 mm	362.42 k shares	0.65	Common equity	Long	USA
GTY Getty Realty Corp.	3.93 mm	146.03 k shares	0.63	Common equity	Long	USA
CC Chemours Company	3.93 mm	159.23 k shares	0.63	Common equity	Long	USA
MAN ManpowerGroup	3.92 mm	60.59 k shares	0.63	Common equity	Long	USA
SPLK Splunk Inc	3.92 mm	52.11 k shares	0.63	Common equity	Long	USA
UEIC Universal Electronics Inc.	3.91 mm	241.08 k shares	0.63	Common equity	Long	USA
RNG RingCentral Inc.	3.87 mm	96.93 k shares	0.63	Common equity	Long	USA
DRH Diamondrock Hospitality Co.	3.86 mm	514.03 k shares	0.62	Common equity	Long	USA
OUT Outfront Media Inc	3.83 mm	252.20 k shares	0.62	Common equity	Long	USA
EPRT Essential Properties Realty Trust Inc	3.76 mm	193.48 k shares	0.61	Common equity	Long	USA
PPC Pilgrim`s Pride Corp.	3.75 mm	162.83 k shares	0.61	Common equity	Long	USA
ACN Accenture plc	3.75 mm	14.57 k shares	0.61	Common equity	Long	USA
HIW Highwoods Properties, Inc.	3.73 mm	138.21 k shares	0.60	Common equity	Long	USA
STC Stewart Information Services Corp.	3.72 mm	85.35 k shares	0.60	Common equity	Long	USA
SLCA U.S. Silica Holdings Inc	3.65 mm	333.76 k shares	0.59	Common equity	Long	USA
VEEV Veeva Systems Inc	3.65 mm	22.16 k shares	0.59	Common equity	Long	USA
KFY Korn Ferry	3.61 mm	76.83 k shares	0.58	Common equity	Long	USA
PGRE Paramount Group Inc	3.58 mm	575.36 k shares	0.58	Common equity	Long	USA
AIG American International Group Inc	3.54 mm	74.57 k shares	0.57	Common equity	Long	USA
STAA Staar Surgical Co.	3.54 mm	50.18 k shares	0.57	Common equity	Long	USA
AROW Arrow Financial Corp.	3.46 mm	37.54 k shares	0.56	Common equity	Long	USA
BYD Boyd Gaming Corp.	3.38 mm	70.98 k shares	0.55	Common equity	Long	USA
L Loews Corp.	3.33 mm	66.87 k shares	0.54	Common equity	Long	USA
OC Owens Corning	3.31 mm	42.07 k shares	0.53	Common equity	Long	USA
UFPI UFP Packaging LLC	3.30 mm	45.79 k shares	0.53	Common equity	Long	USA
CEG Constellation Energy Corporation	3.30 mm	39.70 k shares	0.53	Common equity	Long	USA
LNT Alliant Energy Corp.	3.30 mm	62.23 k shares	0.53	Common equity	Long	USA
RYN Rayonier Inc.	3.28 mm	109.36 k shares	0.53	Common equity	Long	USA
DK Delek US Holdings, Inc.	3.24 mm	119.35 k shares	0.52	Common equity	Long	USA
NTNX Nutanix Inc	3.24 mm	155.48 k shares	0.52	Common equity	Long	USA
KR Kroger Co.	3.24 mm	74.00 k shares	0.52	Common equity	Long	USA
TPH Tri Pointe Homes Inc.	3.23 mm	214.07 k shares	0.52	Common equity	Long	USA
EXR Extra Space Storage Inc.	3.21 mm	18.57 k shares	0.52	Common equity	Long	USA
FBNC First Bancorp	3.19 mm	87.20 k shares	0.52	Common equity	Long	USA
MEDP Medpace Holdings Inc	3.18 mm	20.24 k shares	0.51	Common equity	Long	USA
AIT Applied Industrial Technologies Inc.	3.16 mm	30.72 k shares	0.51	Common equity	Long	USA
ALKS Alkermes plc	3.07 mm	137.37 k shares	0.50	Common equity	Long	USA
EAF GrafTech International Ltd.	2.97 mm	689.27 k shares	0.48	Common equity	Long	USA
TTEK Tetra Tech, Inc.	2.97 mm	23.11 k shares	0.48	Common equity	Long	USA
COMM CommScope Holding Company Inc	2.97 mm	322.26 k shares	0.48	Common equity	Long	USA
MAR Marriott International, Inc.	2.93 mm	20.93 k shares	0.47	Common equity	Long	USA
C Citigroup Inc	2.93 mm	70.32 k shares	0.47	Common equity	Long	USA
AMN AMN Healthcare Services Inc.	2.87 mm	27.13 k shares	0.46	Common equity	Long	USA
PSX Phillips 66	2.74 mm	33.97 k shares	0.44	Common equity	Long	USA
BDN Brandywine Realty Trust	2.73 mm	403.82 k shares	0.44	Common equity	Long	USA
UDR UDR Inc	2.68 mm	64.36 k shares	0.43	Common equity	Long	USA
LNTH Lantheus Holdings Inc	2.67 mm	37.93 k shares	0.43	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	2.63 mm	38.26 k shares	0.43	Common equity	Long	USA
DOMO Domo Inc.	2.58 mm	143.56 k shares	0.42	Common equity	Long	USA
KNBE KnowBe4 Inc	2.57 mm	123.73 k shares	0.42	Common equity	Long	USA
TALO Talos Energy Inc	2.56 mm	153.91 k shares	0.41	Common equity	Long	USA
HCC Warrior Met Coal Inc	2.56 mm	90.00 k shares	0.41	Common equity	Long	USA
RHI Robert Half International Inc.	2.55 mm	33.33 k shares	0.41	Common equity	Long	USA
NVR NVR Inc.	2.54 mm	637.00 shares	0.41	Common equity	Long	USA
ABMD Abiomed Inc	2.50 mm	8.98 k shares	0.40	Common equity	Long	USA
GKOS Glaukos Corporation	2.49 mm	46.82 k shares	0.40	Common equity	Long	USA
JBL Jabil Inc	2.48 mm	43.02 k shares	0.40	Common equity	Long	USA
HWC Hancock Whitney Corp.	2.46 mm	53.64 k shares	0.40	Common equity	Long	USA
BCC Boise Cascade Co	2.44 mm	41.03 k shares	0.39	Common equity	Long	USA
ULTA Ulta Beauty Inc	2.38 mm	5.93 k shares	0.38	Common equity	Long	USA
EGHT 8X8 Inc.	2.33 mm	674.75 k shares	0.38	Common equity	Long	USA
DBX Dropbox Inc	2.22 mm	107.03 k shares	0.36	Common equity	Long	USA
NNN National Retail Properties Inc	2.22 mm	55.59 k shares	0.36	Common equity	Long	USA
PTCT PTC Therapeutics Inc	2.14 mm	42.60 k shares	0.35	Common equity	Long	USA
WTI W & T Offshore Inc	2.06 mm	351.93 k shares	0.33	Common equity	Long	USA
CHTR Charter Communications Inc.	2.01 mm	6.62 k shares	0.32	Common equity	Long	USA
LSCC Lattice Semiconductor Corp.	2.01 mm	40.75 k shares	0.32	Common equity	Long	USA
WMS Advanced Drainage Systems Inc	1.99 mm	16.01 k shares	0.32	Common equity	Long	USA
GNW Genworth Financial Inc	1.99 mm	568.37 k shares	0.32	Common equity	Long	USA
IMGN Immunogen, Inc.	1.93 mm	404.80 k shares	0.31	Common equity	Long	USA
PUMP ProPetro Holding Corp	1.93 mm	239.98 k shares	0.31	Common equity	Long	USA
ABMD Abiomed Inc	1.90 mm	7.72 k shares	0.31	Common equity	Long	USA
PK Park Hotels & Resorts Inc	1.89 mm	167.70 k shares	0.31	Common equity	Long	USA
GMS GMS Inc	1.88 mm	47.11 k shares	0.30	Common equity	Long	USA
ASGN ASGN Inc	1.86 mm	20.61 k shares	0.30	Common equity	Long	USA
ATUS Altice USA Inc	1.86 mm	319.21 k shares	0.30	Common equity	Long	USA
POR Portland General Electric Co	1.86 mm	42.80 k shares	0.30	Common equity	Long	USA
EVH Evolent Health Inc	1.85 mm	51.44 k shares	0.30	Common equity	Long	USA
RUSHA Rush Enterprises Inc	1.83 mm	41.63 k shares	0.29	Common equity	Long	USA
ARNC Arconic Corporation	1.82 mm	106.53 k shares	0.29	Common equity	Long	USA
CTAS Cintas Corporation	1.81 mm	4.66 k shares	0.29	Common equity	Long	USA
WM Waste Management, Inc.	1.80 mm	11.25 k shares	0.29	Common equity	Long	USA
NAVI Navient Corp	1.77 mm	120.30 k shares	0.29	Common equity	Long	USA
MRC MRC Global Inc	1.76 mm	244.14 k shares	0.28	Common equity	Long	USA
HLF Herbalife Nutrition Ltd	1.75 mm	87.79 k shares	0.28	Common equity	Long	USA
FNB F.N.B. Corp.	1.72 mm	148.42 k shares	0.28	Common equity	Long	USA
ACIW ACI Worldwide Inc	1.71 mm	81.66 k shares	0.28	Common equity	Long	USA
MRK Merck & Co Inc	1.69 mm	19.68 k shares	0.27	Common equity	Long	USA
PDM Piedmont Office Realty Trust Inc	1.69 mm	160.36 k shares	0.27	Common equity	Long	USA
CPK Chesapeake Utilities Corp	1.68 mm	14.58 k shares	0.27	Common equity	Long	USA
TWI Titan International, Inc.	1.68 mm	138.49 k shares	0.27	Common equity	Long	USA
CCO Clear Channel Outdoor Holdings Inc.	1.67 mm	1.22 mm shares	0.27	Common equity	Long	USA
IRDM Iridium Communications Inc	1.65 mm	37.09 k shares	0.27	Common equity	Long	USA
TTMI TTM Technologies Inc	1.61 mm	122.34 k shares	0.26	Common equity	Long	USA
EVR Evercore Inc	1.61 mm	19.53 k shares	0.26	Common equity	Long	USA
COKE Coca-Cola Consolidated Inc	1.59 mm	3.86 k shares	0.26	Common equity	Long	USA
SHOO Steven Madden Ltd.	1.57 mm	58.90 k shares	0.25	Common equity	Long	USA
CCRN Cross Country Healthcares, Inc. - Registered Shares	1.57 mm	55.34 k shares	0.25	Common equity	Long	USA
H Hyatt Hotels Corporation	1.54 mm	19.07 k shares	0.25	Common equity	Long	USA
CSTM Constellium SE	1.52 mm	150.22 k shares	0.25	Common equity	Long	USA
OXM Oxford Industries, Inc.	1.50 mm	16.75 k shares	0.24	Common equity	Long	USA
OPI Office Properties Income Trust	1.49 mm	105.73 k shares	0.24	Common equity	Long	USA
PLAY Dave & Buster`s Entertainment Inc	1.46 mm	47.11 k shares	0.24	Common equity	Long	USA
STT State Street Corp.	1.46 mm	23.71 k shares	0.24	Common equity	Long	USA
SIG Signet Jewelers Ltd	1.45 mm	25.40 k shares	0.23	Common equity	Long	USA
TXRH Texas Roadhouse Inc	1.45 mm	16.59 k shares	0.23	Common equity	Long	USA
ADMA Adma Biologics Inc	1.44 mm	48.50 k shares	0.23	Common equity	Long	USA
WST West Pharmaceutical Services, Inc.	1.44 mm	5.86 k shares	0.23	Common equity	Long	USA
HCAT Health Catalyst Inc	1.43 mm	147.50 k shares	0.23	Common equity	Long	USA
ESAB ESAB Corp	1.42 mm	42.56 k shares	0.23	Common equity	Long	USA
HD Home Depot, Inc.	1.42 mm	5.13 k shares	0.23	Common equity	Long	USA
ESMT Engagesmart Inc	1.41 mm	68.39 k shares	0.23	Common equity	Long	USA
CSGP Costar Group, Inc.	1.40 mm	20.03 k shares	0.23	Common equity	Long	USA
EXPE Expedia Group Inc	1.39 mm	14.88 k shares	0.23	Common equity	Long	USA
AN Autonation Inc.	1.35 mm	13.29 k shares	0.22	Common equity	Long	USA
SQSP Squarespace Inc	1.35 mm	63.07 k shares	0.22	Common equity	Long	USA
CPF Central Pacific Financial Corp.	1.34 mm	64.97 k shares	0.22	Common equity	Long	USA
COST Costco Wholesale Corp	1.33 mm	2.83 k shares	0.22	Common equity	Long	USA
SIX Six Flags Entertainment Corp	1.32 mm	74.47 k shares	0.21	Common equity	Long	USA
SKY Skyline Champion Corp	1.31 mm	24.85 k shares	0.21	Common equity	Long	USA
AGEN Agenus Inc	1.30 mm	636.11 k shares	0.21	Common equity	Long	USA
MDRX Veradigm Inc	1.30 mm	85.52 k shares	0.21	Common equity	Long	USA
ZIP ZipRecruiter Inc	1.30 mm	78.87 k shares	0.21	Common equity	Long	USA
CDW CDW Corp	1.29 mm	8.25 k shares	0.21	Common equity	Long	USA
ALB Albemarle Corp.	1.29 mm	4.87 k shares	0.21	Common equity	Long	USA
AYI Acuity Brands, Inc.	1.27 mm	8.04 k shares	0.20	Common equity	Long	USA
SGMO Sangamo Therapeutics Inc	1.26 mm	257.16 k shares	0.20	Common equity	Long	USA
VRTV Veritiv Corp	1.25 mm	12.74 k shares	0.20	Common equity	Long	USA
AME Ametek Inc	1.22 mm	10.80 k shares	0.20	Common equity	Long	USA
WOW WideOpenWest Inc	1.21 mm	98.66 k shares	0.20	Common equity	Long	USA
SPR Spirit Aerosystems Holdings Inc	1.18 mm	54.03 k shares	0.19	Common equity	Long	USA
PATK Patrick Industries, Inc.	1.18 mm	26.93 k shares	0.19	Common equity	Long	USA
NUVA Nuvasive Inc	1.17 mm	26.68 k shares	0.19	Common equity	Long	USA
PRDO Perdoceo Education Corporation	1.14 mm	110.88 k shares	0.18	Common equity	Long	USA
JPM JPMorgan Chase & Co.	1.14 mm	10.92 k shares	0.18	Common equity	Long	USA
IMKTA Ingles Markets, Inc.	1.13 mm	14.30 k shares	0.18	Common equity	Long	USA
BIPC Brookfield Infrastructure Corp	1.11 mm	27.26 k shares	0.18	Common equity	Long	USA
TROX Tronox Holdings plc	1.10 mm	89.44 k shares	0.18	Common equity	Long	USA
RH RH	1.09 mm	4.44 k shares	0.18	Common equity	Long	USA
CG Carlyle Group Inc (The)	1.08 mm	41.77 k shares	0.17	Common equity	Long	USA
WEN Wendy`s Co	1.08 mm	15.54 k shares	0.17	Common equity	Long	USA
NKTR Nektar Therapeutics	1.06 mm	331.50 k shares	0.17	Common equity	Long	USA
VSH Vishay Intertechnology, Inc.	1.05 mm	59.19 k shares	0.17	Common equity	Long	USA
PFE Pfizer Inc.	1.05 mm	23.93 k shares	0.17	Common equity	Long	USA
CF CF Industries Holdings Inc	1.04 mm	10.78 k shares	0.17	Common equity	Long	USA
HOPE Hope Bancorp Inc	1.03 mm	81.49 k shares	0.17	Common equity	Long	USA
CPRI Capri Holdings Ltd	1.03 mm	26.77 k shares	0.17	Common equity	Long	USA