VANGUARD INDEX FDS

Ticker: VTV CUSIP: 922908744 Class: VALUE ETF

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

Note: Option positions (PUT/CALL) are excluded.

Q1 2017
Shares 882,921 Value ($000) $84,204 Avg Close — Range —
Q4 2016
Shares 1,263,052 Value ($000) $117,476 Avg Close — Range —