Vanguard® Growth and Income Fund
Schedule of Investments (unaudited)
As of June 30, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Shares | Market Value ($000) | ||
Common Stocks (97.3%) | |||
Communication Services (11.8%) | |||
* | Alphabet Inc. Class C | 120,488 | 301,981 |
* | Facebook Inc. Class A | 855,539 | 297,479 |
* | Alphabet Inc. Class A | 120,226 | 293,567 |
* | Walt Disney Co. | 511,470 | 89,901 |
Verizon Communications Inc. | 1,551,985 | 86,958 | |
AT&T Inc. | 2,570,776 | 73,987 | |
* | Netflix Inc. | 139,983 | 73,940 |
Activision Blizzard Inc. | 661,250 | 63,110 | |
Comcast Corp. Class A | 1,105,446 | 63,033 | |
Lumen Technologies Inc. | 2,019,575 | 27,446 | |
Electronic Arts Inc. | 176,015 | 25,316 | |
* | Take-Two Interactive Software Inc. | 131,018 | 23,193 |
News Corp. Class A | 728,684 | 18,778 | |
Omnicom Group Inc. | 193,209 | 15,455 | |
* | DISH Network Corp. Class A | 343,630 | 14,364 |
* | Charter Communications Inc. Class A | 16,100 | 11,615 |
*,1 | Discovery Inc. Class A | 351,533 | 10,785 |
Fox Corp. Class A | 249,326 | 9,257 | |
* | Snap Inc. Class A | 130,300 | 8,879 |
Interpublic Group of Cos. Inc. | 251,103 | 8,158 | |
News Corp. Class B | 329,438 | 8,022 | |
Fox Corp. Class B | 111,108 | 3,911 | |
* | Twitter Inc. | 49,352 | 3,396 |
* | Yelp Inc. Class A | 81,300 | 3,249 |
* | Discovery Inc. Class C | 63,018 | 1,826 |
* | Pinterest Inc. Class A | 19,400 | 1,532 |
*,1 | Gogo Inc. | 105,200 | 1,197 |
ViacomCBS Inc. Class B | 20,643 | 933 | |
* | Liberty Media Corp.- Liberty SiriusXM Class C | 12,400 | 575 |
* | AMC Networks Inc. Class A | 5,021 | 335 |
* | Liberty Media Corp.- Liberty SiriusXM Class A | 4,900 | 228 |
* | TripAdvisor Inc. | 5,300 | 214 |
* | Cinemark Holdings Inc. | 8,600 | 189 |
* | Iridium Communications Inc. | 4,700 | 188 |
* | Anterix Inc. | 2,000 | 120 |
TEGNA Inc. | 4,900 | 92 | |
* | Hemisphere Media Group Inc. Class A | 3,488 | 41 |
* | Cars.com Inc. | 1,997 | 29 |
Entravision Communications Corp. Class A | 3,900 | 26 | |
* | Vimeo Inc. | 534 | 26 |
* | Sciplay Corp. Class A | 300 | 5 |
Scholastic Corp. | 100 | 4 |
Shares | Market Value ($000) | ||
* | U.S. Cellular Corp. | 99 | 4 |
* | Consolidated Communications Holdings Inc. | 300 | 3 |
* | T-Mobile US Inc. | 20 | 3 |
* | Angi Inc. Class A | 200 | 3 |
* | Travelzoo | 200 | 3 |
* | Yandex NV Class A | 47 | 3 |
* | DHI Group Inc. | 602 | 2 |
* | Lions Gate Entertainment Corp. Class B | 100 | 2 |
National CineMedia Inc. | 300 | 2 | |
Sinclair Broadcast Group Inc. Class A | 50 | 2 | |
* | TrueCar Inc. | 300 | 2 |
Manchester United plc Class A | 100 | 2 | |
* | Clear Channel Outdoor Holdings Inc. | 300 | 1 |
* | IDT Corp. Class B | 38 | 1 |
* | MDC Partners Inc. Class A | 200 | 1 |
* | ORBCOMM Inc. | 100 | 1 |
Spok Holdings Inc. | 112 | 1 | |
* | Zynga Inc. Class A | 100 | 1 |
* | Gannett Co. Inc. | 208 | 1 |
* | Magnite Inc. | 26 | 1 |
* | Fluent Inc. | 99 | — |
* | Liberty TripAdvisor Holdings Inc. Class A | 100 | — |
* | Eros International plc | 200 | — |
* | Emerald Holding Inc. | 11 | — |
* | Liberty Latin America Ltd. Class A | 29 | — |
1,543,379 | |||
Consumer Discretionary (12.8%) | |||
* | Amazon.com Inc. | 134,866 | 463,961 |
* | Tesla Inc. | 285,596 | 194,120 |
Home Depot Inc. | 367,881 | 117,314 | |
Lowe's Cos. Inc. | 488,646 | 94,783 | |
Target Corp. | 263,437 | 63,683 | |
McDonald's Corp. | 246,010 | 56,826 | |
* | Ford Motor Co. | 3,288,750 | 48,871 |
PulteGroup Inc. | 839,739 | 45,825 | |
L Brands Inc. | 594,147 | 42,814 | |
Yum! Brands Inc. | 340,723 | 39,193 | |
Best Buy Co. Inc. | 233,909 | 26,895 | |
NIKE Inc. Class B | 172,830 | 26,701 | |
TJX Cos. Inc. | 341,773 | 23,042 | |
H&R Block Inc. | 944,621 | 22,180 | |
* | Etsy Inc. | 103,159 | 21,234 |
* | Booking Holdings Inc. | 8,634 | 18,892 |
* | Dollar Tree Inc. | 186,038 | 18,511 |
* | Tapestry Inc. | 419,787 | 18,252 |
Darden Restaurants Inc. | 112,615 | 16,441 | |
* | AutoZone Inc. | 10,846 | 16,185 |
Newell Brands Inc. | 570,613 | 15,675 | |
DR Horton Inc. | 171,742 | 15,520 | |
Dollar General Corp. | 65,880 | 14,256 | |
* | PVH Corp. | 124,767 | 13,424 |
* | O'Reilly Automotive Inc. | 22,526 | 12,754 |
Starbucks Corp. | 110,854 | 12,395 | |
* | LKQ Corp. | 239,590 | 11,793 |
Pool Corp. | 24,530 | 11,251 | |
Advance Auto Parts Inc. | 51,390 | 10,542 | |
Whirlpool Corp. | 47,002 | 10,247 | |
* | NVR Inc. | 2,022 | 10,056 |
Shares | Market Value ($000) | ||
eBay Inc. | 134,142 | 9,418 | |
Garmin Ltd. | 64,600 | 9,344 | |
Lennar Corp. Class A | 84,086 | 8,354 | |
* | Carnival Corp. | 294,680 | 7,768 |
* | Ulta Beauty Inc. | 22,380 | 7,738 |
* | Under Armour Inc. Class A | 350,295 | 7,409 |
* | Las Vegas Sands Corp. | 135,300 | 7,129 |
* | Mohawk Industries Inc. | 29,950 | 5,756 |
* | Wynn Resorts Ltd. | 46,740 | 5,716 |
* | Norwegian Cruise Line Holdings Ltd. | 189,040 | 5,560 |
* | Farfetch Ltd. Class A | 91,700 | 4,618 |
Ross Stores Inc. | 36,262 | 4,496 | |
* | Royal Caribbean Cruises Ltd. | 51,544 | 4,396 |
* | Caesars Entertainment Inc. | 41,567 | 4,313 |
* | Signet Jewelers Ltd. | 50,700 | 4,096 |
* | Penn National Gaming Inc. | 51,190 | 3,916 |
* | Marriott International Inc. Class A | 25,637 | 3,500 |
* | Stamps.com Inc. | 17,000 | 3,405 |
Domino's Pizza Inc. | 7,200 | 3,359 | |
Gentex Corp. | 101,333 | 3,353 | |
Harley-Davidson Inc. | 72,700 | 3,331 | |
* | General Motors Co. | 55,978 | 3,312 |
* | Expedia Group Inc. | 18,186 | 2,977 |
Polaris Inc. | 21,631 | 2,963 | |
* | GoPro Inc. Class A | 239,100 | 2,786 |
Genuine Parts Co. | 21,300 | 2,694 | |
Gap Inc. | 77,500 | 2,608 | |
* | RH | 3,679 | 2,498 |
Leggett & Platt Inc. | 46,700 | 2,420 | |
Travel + Leisure Co. | 37,800 | 2,247 | |
Hasbro Inc. | 22,530 | 2,130 | |
Kohl's Corp. | 38,300 | 2,111 | |
* | Chipotle Mexican Grill Inc. Class A | 850 | 1,318 |
* | Wayfair Inc. Class A | 3,200 | 1,010 |
* | Goodyear Tire & Rubber Co. | 56,600 | 971 |
* | Sleep Number Corp. | 8,800 | 968 |
Qurate Retail Inc. Series A | 67,300 | 881 | |
Service Corp. International | 16,000 | 857 | |
Camping World Holdings Inc. Class A | 14,400 | 590 | |
* | Under Armour Inc. Class C | 29,900 | 555 |
Jack in the Box Inc. | 4,700 | 524 | |
Kontoor Brands Inc. | 9,000 | 508 | |
* | Sonos Inc. | 14,300 | 504 |
* | Groupon Inc. Class A | 10,800 | 466 |
MGM Resorts International | 9,820 | 419 | |
Group 1 Automotive Inc. | 2,500 | 386 | |
* | Hibbett Inc. | 4,300 | 385 |
* | Adient plc | 6,200 | 280 |
Sonic Automotive Inc. Class A | 6,100 | 273 | |
Papa John's International Inc. | 2,601 | 272 | |
* | YETI Holdings Inc. | 2,900 | 266 |
* | Peloton Interactive Inc. Class A | 2,100 | 260 |
* | Bloomin' Brands Inc. | 9,500 | 258 |
* | Tupperware Brands Corp. | 10,700 | 254 |
* | Fossil Group Inc. | 17,400 | 248 |
* | Deckers Outdoor Corp. | 600 | 230 |
* | Abercrombie & Fitch Co. Class A | 4,500 | 209 |
Strategic Education Inc. | 2,708 | 206 |
Shares | Market Value ($000) | ||
* | Perdoceo Education Corp. | 16,200 | 199 |
* | Lumber Liquidators Holdings Inc. | 8,600 | 181 |
* | Accel Entertainment Inc. Class A | 14,007 | 166 |
* | Just Eat Takeaway.com NV ADR | 8,929 | 163 |
Carter's Inc. | 1,403 | 145 | |
Churchill Downs Inc. | 700 | 139 | |
Hanesbrands Inc. | 7,200 | 134 | |
* | Vista Outdoor Inc. | 2,800 | 130 |
* | Citi Trends Inc. | 1,200 | 104 |
* | Lindblad Expeditions Holdings Inc. | 6,500 | 104 |
Wendy's Co. | 4,000 | 94 | |
* | OneSpaWorld Holdings Ltd. | 8,500 | 82 |
* | Tenneco Inc. Class A | 4,100 | 79 |
* | American Axle & Manufacturing Holdings Inc. | 7,300 | 76 |
* | Red Rock Resorts Inc. Class A | 1,700 | 72 |
* | Sally Beauty Holdings Inc. | 3,200 | 71 |
* | frontdoor Inc. | 1,400 | 70 |
* | Carvana Co. Class A | 200 | 60 |
* | TopBuild Corp. | 300 | 59 |
* | Modine Manufacturing Co. | 3,500 | 58 |
* | Marriott Vacations Worldwide Corp. | 300 | 48 |
Hamilton Beach Brands Holding Co. Class A | 1,657 | 37 | |
* | Overstock.com Inc. | 400 | 37 |
* | Superior Industries International Inc. | 3,803 | 33 |
* | Conn's Inc. | 1,123 | 29 |
Toll Brothers Inc. | 500 | 29 | |
* | Universal Electronics Inc. | 600 | 29 |
* | G-III Apparel Group Ltd. | 800 | 26 |
* | Arcos Dorados Holdings Inc. Class A | 4,434 | 26 |
Acushnet Holdings Corp. | 500 | 25 | |
* | Select Interior Concepts Inc. Class A | 2,700 | 25 |
Graham Holdings Co. Class B | 28 | 18 | |
* | American Public Education Inc. | 400 | 11 |
Shutterstock Inc. | 100 | 10 | |
Movado Group Inc. | 300 | 9 | |
* | Cavco Industries Inc. | 38 | 8 |
* | Blue Apron Holdings Inc. Class A | 1,300 | 6 |
Core-Mark Holding Co. Inc. | 100 | 5 | |
* | iRobot Corp. | 57 | 5 |
* | International Game Technology plc | 193 | 5 |
* | Hilton Worldwide Holdings Inc. | 35 | 4 |
* | ContextLogic Inc. Class A | 300 | 4 |
* | Biglari Holdings Inc. Class B | 20 | 3 |
* | Designer Brands Inc. Class A | 196 | 3 |
PetMed Express Inc. | 100 | 3 | |
Smith & Wesson Brands Inc. | 100 | 3 | |
* | Vizio Holding Corp. Class A | 97 | 3 |
* | Barnes & Noble Education Inc. | 278 | 2 |
Cato Corp. Class A | 127 | 2 | |
* | El Pollo Loco Holdings Inc. | 93 | 2 |
* | Urban Outfitters Inc. | 39 | 2 |
Winnebago Industries Inc. | 30 | 2 | |
Bassett Furniture Industries Inc. | 71 | 2 | |
* | American Outdoor Brands Inc. | 47 | 2 |
* | Veoneer Inc. | 98 | 2 |
* | Adtalem Global Education Inc. | 39 | 1 |
* | Carrols Restaurant Group Inc. | 229 | 1 |
Clarus Corp. | 31 | 1 |
Shares | Market Value ($000) | ||
* | Container Store Group Inc. | 100 | 1 |
* | Express Inc. | 200 | 1 |
* | Laureate Education Inc. Class A | 100 | 1 |
* | Mattel Inc. | 44 | 1 |
* | Noodles & Co. Class A | 100 | 1 |
* | Party City Holdco Inc. | 100 | 1 |
* | Quotient Technology Inc. | 100 | 1 |
* | Revolve Group Inc. | 13 | 1 |
* | Target Hospitality Corp. | 388 | 1 |
* | Vera Bradley Inc. | 100 | 1 |
* | Bluegreen Vacations Holding Class A | 60 | 1 |
* | J Jill Inc. | 40 | 1 |
* | Despegar.com Corp. | 99 | 1 |
* | Yatra Online Inc. | 400 | 1 |
* | JAKKS Pacific Inc. | 100 | 1 |
Big 5 Sporting Goods Corp. | 16 | — | |
Guess? Inc. | 3 | — | |
* | Visteon Corp. | 4 | — |
Magna International Inc. | 5 | — | |
* | ODP Corp. | 10 | — |
* | Kandi Technologies Group Inc. | 34 | — |
1,675,119 | |||
Consumer Staples (5.9%) | |||
Walmart Inc. | 716,001 | 100,970 | |
Procter & Gamble Co. | 717,407 | 96,800 | |
Coca-Cola Co. | 1,759,849 | 95,225 | |
Costco Wholesale Corp. | 203,592 | 80,555 | |
Altria Group Inc. | 1,608,410 | 76,689 | |
Philip Morris International Inc. | 496,335 | 49,192 | |
Colgate-Palmolive Co. | 456,077 | 37,102 | |
PepsiCo Inc. | 242,352 | 35,909 | |
General Mills Inc. | 580,922 | 35,396 | |
Estee Lauder Cos. Inc. Class A | 103,449 | 32,905 | |
Tyson Foods Inc. Class A | 350,425 | 25,847 | |
Hershey Co. | 92,402 | 16,095 | |
Campbell Soup Co. | 276,714 | 12,615 | |
Sysco Corp. | 144,150 | 11,208 | |
* | Monster Beverage Corp. | 119,107 | 10,880 |
Constellation Brands Inc. Class A | 44,724 | 10,461 | |
Lamb Weston Holdings Inc. | 93,830 | 7,568 | |
Kraft Heinz Co. | 169,100 | 6,896 | |
Kroger Co. | 161,385 | 6,183 | |
Kellogg Co. | 88,230 | 5,676 | |
Mondelez International Inc. Class A | 71,066 | 4,437 | |
* | Molson Coors Beverage Co. Class B | 72,400 | 3,887 |
Archer-Daniels-Midland Co. | 53,803 | 3,260 | |
Walgreens Boots Alliance Inc. | 43,570 | 2,292 | |
J M Smucker Co. | 10,700 | 1,386 | |
Conagra Brands Inc. | 36,330 | 1,322 | |
Clorox Co. | 5,529 | 995 | |
Brown-Forman Corp. Class B | 12,700 | 952 | |
* | Performance Food Group Co. | 10,100 | 490 |
* | Nomad Foods Ltd. | 14,300 | 404 |
McCormick & Co. Inc. | 3,300 | 291 | |
* | USANA Health Sciences Inc. | 1,850 | 190 |
Flowers Foods Inc. | 5,723 | 139 | |
Albertsons Cos. Inc. Class A | 5,800 | 114 | |
* | Sprouts Farmers Market Inc. | 3,500 | 87 |
Shares | Market Value ($000) | ||
Nature's Sunshine Products Inc. | 824 | 14 | |
* | Adecoagro SA | 600 | 6 |
Seaboard Corp. | 1 | 4 | |
* | Hostess Brands Inc. Class A | 171 | 3 |
PriceSmart Inc. | 28 | 3 | |
* | Simply Good Foods Co. | 79 | 3 |
Hormel Foods Corp. | 36 | 2 | |
* | United Natural Foods Inc. | 43 | 2 |
* | Herbalife Nutrition Ltd. | 45 | 2 |
* | Coty Inc. Class A | 100 | 1 |
Natural Grocers by Vitamin Cottage Inc. | 100 | 1 | |
Vector Group Ltd. | 100 | 1 | |
Cal-Maine Foods Inc. | 9 | — | |
774,460 | |||
Energy (2.3%) | |||
Exxon Mobil Corp. | 1,501,979 | 94,745 | |
Schlumberger NV | 1,456,232 | 46,614 | |
Kinder Morgan Inc. | 1,977,747 | 36,054 | |
Halliburton Co. | 1,294,879 | 29,938 | |
Chevron Corp. | 204,293 | 21,398 | |
APA Corp. | 675,263 | 14,606 | |
EOG Resources Inc. | 120,106 | 10,022 | |
Baker Hughes Co. Class A | 429,350 | 9,819 | |
Valero Energy Corp. | 119,430 | 9,325 | |
Marathon Petroleum Corp. | 104,650 | 6,323 | |
* | NOV Inc. | 201,728 | 3,090 |
Hess Corp. | 31,230 | 2,727 | |
Diamondback Energy Inc. | 28,575 | 2,683 | |
Pioneer Natural Resources Co. | 13,878 | 2,255 | |
Ovintiv Inc. | 55,400 | 1,743 | |
HollyFrontier Corp. | 48,500 | 1,596 | |
Marathon Oil Corp. | 87,500 | 1,192 | |
ONEOK Inc. | 17,720 | 986 | |
Devon Energy Corp. | 28,779 | 840 | |
Targa Resources Corp. | 18,200 | 809 | |
* | Green Plains Inc. | 22,400 | 753 |
Cabot Oil & Gas Corp. | 37,900 | 662 | |
Equitrans Midstream Corp. | 26,100 | 222 | |
World Fuel Services Corp. | 5,561 | 176 | |
* | CNX Resources Corp. | 12,006 | 164 |
* | Range Resources Corp. | 7,900 | 132 |
Geopark Ltd. | 10,364 | 131 | |
* | Denbury Inc. | 1,500 | 115 |
* | Talos Energy Inc. | 5,700 | 89 |
Cameco Corp. | 3,700 | 71 | |
Delek U.S. Holdings Inc. | 3,200 | 69 | |
* | Tellurian Inc. | 14,200 | 66 |
Continental Resources Inc. | 1,700 | 65 | |
* | Arch Resources Inc. | 800 | 46 |
* | Exterran Corp. | 9,300 | 44 |
Cimarex Energy Co. | 600 | 43 | |
* | Southwestern Energy Co. | 3,700 | 21 |
* | Transocean Ltd. | 4,600 | 21 |
Oasis Petroleum Inc. | 200 | 20 | |
* | Renewable Energy Group Inc. | 300 | 19 |
* | California Resources Corp. | 300 | 9 |
* | Alto Ingredients Inc. | 1,400 | 9 |
NACCO Industries Inc. Class A | 311 | 8 |
Shares | Market Value ($000) | ||
Occidental Petroleum Corp. | 83 | 3 | |
Phillips 66 | 32 | 3 | |
Brigham Minerals Inc. Class A | 95 | 2 | |
* | CONSOL Energy Inc. | 100 | 2 |
Evolution Petroleum Corp. | 400 | 2 | |
Murphy Oil Corp. | 100 | 2 | |
* | PBF Energy Inc. Class A | 100 | 2 |
* | Par Pacific Holdings Inc. | 108 | 2 |
* | Peabody Energy Corp. | 200 | 2 |
* | SandRidge Energy Inc. | 371 | 2 |
SFL Corp. Ltd. | 200 | 2 | |
* | Diamond S Shipping Inc. | 196 | 2 |
Archrock Inc. | 100 | 1 | |
* | Centennial Resource Development Inc. Class A | 200 | 1 |
* | Energy Fuels Inc. | 100 | 1 |
* | Helix Energy Solutions Group Inc. | 146 | 1 |
* | Natural Gas Services Group Inc. | 100 | 1 |
* | Newpark Resources Inc. | 137 | 1 |
* | Overseas Shipholding Group Inc. Class A | 400 | 1 |
Patterson-UTI Energy Inc. | 100 | 1 | |
* | ProPetro Holding Corp. | 100 | 1 |
* | RPC Inc. | 100 | 1 |
SM Energy Co. | 20 | 1 | |
Solaris Oilfield Infrastructure Inc. Class A | 143 | 1 | |
Frontline Ltd. | 100 | 1 | |
* | Dorian LPG Ltd. | 100 | 1 |
* | Plains GP Holdings LP Class A | 100 | 1 |
Cenovus Energy Inc. | 100 | 1 | |
* | Golar LNG Ltd. | 100 | 1 |
Northern Oil and Gas Inc. | 40 | 1 | |
* | FTS International Inc. Class A | 23 | 1 |
* | Navigator Holdings Ltd. | 100 | 1 |
Helmerich & Payne Inc. | 4 | — | |
* | SilverBow Resources Inc. | 3 | — |
Nordic American Tankers Ltd. | 100 | — | |
* | Frank's International NV | 100 | — |
* | Kosmos Energy Ltd. | 100 | — |
* | NexTier Oilfield Solutions Inc. | 95 | — |
* | Independence Contract Drilling Inc. | 100 | — |
* | FTS International Inc. Warrants Exp. 11/19/23 | 28 | — |
* | FTS International Inc. Warrants Exp. 11/19/23 (XASE) | 70 | — |
299,766 | |||
Financials (10.4%) | |||
* | Berkshire Hathaway Inc. Class B | 728,206 | 202,383 |
JPMorgan Chase & Co. | 857,684 | 133,404 | |
Bank of America Corp. | 2,593,191 | 106,917 | |
Wells Fargo & Co. | 1,417,945 | 64,219 | |
Goldman Sachs Group Inc. | 164,251 | 62,338 | |
Citigroup Inc. | 795,349 | 56,271 | |
Synchrony Financial | 1,059,894 | 51,426 | |
Capital One Financial Corp. | 320,379 | 49,559 | |
U.S. Bancorp | 760,465 | 43,324 | |
Everest Re Group Ltd. | 162,162 | 40,866 | |
Intercontinental Exchange Inc. | 278,400 | 33,046 | |
Allstate Corp. | 246,738 | 32,185 | |
Progressive Corp. | 298,862 | 29,351 | |
Discover Financial Services | 245,568 | 29,048 | |
Cboe Global Markets Inc. | 228,167 | 27,163 |
Shares | Market Value ($000) | ||
Regions Financial Corp. | 1,099,690 | 22,192 | |
Truist Financial Corp. | 389,834 | 21,636 | |
Aflac Inc. | 383,817 | 20,596 | |
Comerica Inc. | 280,672 | 20,023 | |
Bank of New York Mellon Corp. | 367,000 | 18,801 | |
M&T Bank Corp. | 121,402 | 17,641 | |
S&P Global Inc. | 42,420 | 17,411 | |
Unum Group | 539,320 | 15,317 | |
Hartford Financial Services Group Inc. | 238,500 | 14,780 | |
Marsh & McLennan Cos. Inc. | 102,390 | 14,404 | |
W R Berkley Corp. | 183,720 | 13,674 | |
Fifth Third Bancorp | 346,124 | 13,232 | |
Morgan Stanley | 133,541 | 12,244 | |
Huntington Bancshares Inc. | 750,940 | 10,716 | |
BlackRock Inc. | 10,752 | 9,408 | |
American Express Co. | 49,988 | 8,260 | |
KeyCorp. | 387,840 | 8,009 | |
Moody's Corp. | 21,461 | 7,777 | |
Affiliated Managers Group Inc. | 50,110 | 7,727 | |
PNC Financial Services Group Inc. | 40,100 | 7,649 | |
Zions Bancorp NA | 126,824 | 6,704 | |
Prudential Financial Inc. | 60,583 | 6,208 | |
Invesco Ltd. | 230,660 | 6,166 | |
Raymond James Financial Inc. | 47,432 | 6,161 | |
T Rowe Price Group Inc. | 31,100 | 6,157 | |
Citizens Financial Group Inc. | 133,730 | 6,134 | |
Aon plc Class A (XNYS) | 25,490 | 6,086 | |
Ally Financial Inc. | 111,210 | 5,543 | |
Cincinnati Financial Corp. | 47,023 | 5,484 | |
First Republic Bank | 27,416 | 5,131 | |
First American Financial Corp. | 74,600 | 4,651 | |
Globe Life Inc. | 47,400 | 4,515 | |
Lincoln National Corp. | 49,890 | 3,135 | |
Interactive Brokers Group Inc. Class A | 41,200 | 2,708 | |
MetLife Inc. | 44,000 | 2,633 | |
KKR & Co. Inc. | 42,400 | 2,512 | |
Principal Financial Group Inc. | 39,000 | 2,464 | |
Equitable Holdings Inc. | 76,500 | 2,329 | |
Chubb Ltd. | 13,348 | 2,122 | |
Jefferies Financial Group Inc. | 52,300 | 1,789 | |
UBS Group AG (Registered) | 108,400 | 1,663 | |
Popular Inc. | 20,000 | 1,501 | |
Navient Corp. | 77,200 | 1,492 | |
OneMain Holdings Inc. | 23,400 | 1,402 | |
PROG Holdings Inc. | 27,100 | 1,304 | |
Owl Rock Capital Corp. | 90,900 | 1,297 | |
Janus Henderson Group plc | 31,900 | 1,238 | |
FS KKR Capital Corp. | 51,200 | 1,101 | |
Golub Capital BDC Inc. | 56,726 | 875 | |
Sixth Street Specialty Lending Inc. | 37,700 | 837 | |
* | Genworth Financial Inc. Class A | 198,500 | 774 |
Bank of NT Butterfield & Son Ltd. | 19,900 | 705 | |
* | Green Dot Corp. Class A | 15,000 | 703 |
1 | Prospect Capital Corp. | 82,500 | 692 |
* | Encore Capital Group Inc. | 10,600 | 502 |
Banner Corp. | 8,599 | 466 | |
Radian Group Inc. | 20,000 | 445 | |
Old Republic International Corp. | 16,900 | 421 |
Shares | Market Value ($000) | ||
* | Cannae Holdings Inc. | 12,200 | 414 |
Central Pacific Financial Corp. | 15,292 | 399 | |
Washington Federal Inc. | 11,900 | 378 | |
American Financial Group Inc. | 3,000 | 374 | |
Flagstar Bancorp Inc. | 7,700 | 326 | |
B Riley Financial Inc. | 4,300 | 325 | |
Solar Capital Ltd. | 16,844 | 314 | |
SLM Corp. | 13,800 | 289 | |
Apollo Investment Corp. | 20,919 | 286 | |
* | Blucora Inc. | 15,656 | 271 |
Federated Hermes Inc. | 7,400 | 251 | |
Evercore Inc. Class A | 1,700 | 239 | |
James River Group Holdings Ltd. | 6,200 | 233 | |
* | World Acceptance Corp. | 1,426 | 229 |
* | Brighthouse Financial Inc. | 4,600 | 210 |
BGC Partners Inc. Class A | 36,100 | 205 | |
* | Mr Cooper Group Inc. | 5,500 | 182 |
Great Western Bancorp Inc. | 5,505 | 181 | |
* | SiriusPoint Ltd. | 17,100 | 172 |
International Bancshares Corp. | 3,800 | 163 | |
Cowen Inc. Class A | 3,750 | 154 | |
Peapack-Gladstone Financial Corp. | 4,830 | 150 | |
* | Donnelley Financial Solutions Inc. | 4,500 | 149 |
TPG RE Finance Trust Inc. | 11,000 | 148 | |
Hanmi Financial Corp. | 7,731 | 147 | |
United Community Banks Inc. | 4,600 | 147 | |
TCG BDC Inc. | 10,842 | 143 | |
BlackRock TCP Capital Corp. | 10,200 | 141 | |
Patria Investments Ltd. Class A | 7,400 | 130 | |
Kemper Corp. | 1,751 | 129 | |
* | Markel Corp. | 108 | 128 |
* | Enova International Inc. | 3,700 | 127 |
Main Street Capital Corp. | 3,100 | 127 | |
First Hawaiian Inc. | 4,400 | 125 | |
* | Ocwen Financial Corp. | 3,901 | 121 |
* | LendingClub Corp. | 6,600 | 120 |
Virtu Financial Inc. Class A | 4,300 | 119 | |
Universal Insurance Holdings Inc. | 8,355 | 116 | |
* | Arch Capital Group Ltd. | 2,800 | 109 |
HomeTrust Bancshares Inc. | 3,320 | 93 | |
Westamerica BanCorp. | 1,600 | 93 | |
PacWest Bancorp | 2,200 | 91 | |
AMERISAFE Inc. | 1,470 | 88 | |
New Mountain Finance Corp. | 6,500 | 86 | |
Horizon Bancorp Inc. | 4,820 | 84 | |
Stifel Financial Corp. | 1,300 | 84 | |
Kearny Financial Corp. | 6,905 | 83 | |
Great Southern Bancorp Inc. | 1,500 | 81 | |
First Bancorp. (XNYS) | 6,653 | 79 | |
Reinsurance Group of America Inc. | 694 | 79 | |
CVB Financial Corp. | 3,800 | 78 | |
State Auto Financial Corp. | 4,352 | 75 | |
First Financial Bancorp | 3,100 | 73 | |
Washington Trust Bancorp Inc. | 1,327 | 68 | |
CBTX Inc. | 2,220 | 61 | |
* | TriState Capital Holdings Inc. | 2,700 | 55 |
TriCo Bancshares | 1,240 | 53 | |
* | Assetmark Financial Holdings Inc. | 1,906 | 48 |
Shares | Market Value ($000) | ||
* | Credicorp Ltd. | 400 | 48 |
Barings BDC Inc. | 4,500 | 48 | |
HomeStreet Inc. | 1,100 | 45 | |
American Equity Investment Life Holding Co. | 1,360 | 44 | |
Community Trust Bancorp Inc. | 1,100 | 44 | |
PCSB Financial Corp. | 2,414 | 44 | |
TriplePoint Venture Growth BDC Corp. | 2,900 | 44 | |
Independent Bank Corp. | 1,900 | 41 | |
Berkshire Hills Bancorp Inc. | 1,300 | 36 | |
Cohen & Steers Inc. | 426 | 35 | |
Sierra Bancorp | 1,290 | 33 | |
First Midwest Bancorp Inc. | 1,600 | 32 | |
Park National Corp. | 270 | 32 | |
Heritage Commerce Corp. | 2,800 | 31 | |
Meridian Bancorp Inc. | 1,500 | 31 | |
Old National Bancorp | 1,700 | 30 | |
Sculptor Capital Management Inc. Class A | 1,200 | 30 | |
BancorpSouth Bank | 1,000 | 28 | |
Heartland Financial USA Inc. | 600 | 28 | |
First Community Bankshares Inc. | 888 | 27 | |
BlackRock Capital Investment Corp. | 6,600 | 26 | |
Ameriprise Financial Inc. | 100 | 25 | |
Northfield Bancorp Inc. | 1,502 | 25 | |
Employers Holdings Inc. | 548 | 23 | |
Heritage Insurance Holdings Inc. | 2,472 | 21 | |
Lakeland Bancorp Inc. | 1,184 | 21 | |
Saratoga Investment Corp. | 723 | 19 | |
* | Elevate Credit Inc. | 5,082 | 18 |
TrustCo Bank Corp. NY | 480 | 17 | |
* | PRA Group Inc. | 400 | 15 |
HBT Financial Inc. | 880 | 15 | |
NBT Bancorp Inc. | 400 | 14 | |
First Financial Corp. | 307 | 13 | |
Burford Capital Ltd. | 1,225 | 13 | |
MGIC Investment Corp. | 800 | 11 | |
Univest Financial Corp. | 400 | 11 | |
First Financial Northwest Inc. | 686 | 10 | |
MFA Financial Inc. | 2,200 | 10 | |
Cathay General Bancorp | 200 | 8 | |
Columbia Banking System Inc. | 200 | 8 | |
Safety Insurance Group Inc. | 100 | 8 | |
Primis Financial Corp. | 477 | 7 | |
Preferred Bank | 100 | 6 | |
Tompkins Financial Corp. | 74 | 6 | |
Willis Towers Watson plc | 26 | 6 | |
* | Ambac Financial Group Inc. | 300 | 5 |
* | Bancorp Inc. | 200 | 5 |
Byline Bancorp Inc. | 200 | 5 | |
* | LendingTree Inc. | 25 | 5 |
Loews Corp. | 100 | 5 | |
Blackstone Group Inc. | 50 | 5 | |
Amalgamated Financial Corp. | 305 | 5 | |
Atlantic Union Bankshares Corp. | 100 | 4 | |
Banc of California Inc. | 200 | 4 | |
First Bancorp. | 100 | 4 | |
Luther Burbank Corp. | 300 | 4 | |
Southside Bancshares Inc. | 100 | 4 | |
Wintrust Financial Corp. | 52 | 4 |
Shares | Market Value ($000) | ||
Apollo Commercial Real Estate Finance Inc. | 198 | 3 | |
Assurant Inc. | 22 | 3 | |
City Holding Co. | 45 | 3 | |
Curo Group Holdings Corp. | 199 | 3 | |
Home Bancorp Inc. | 76 | 3 | |
Nelnet Inc. Class A | 38 | 3 | |
Stock Yards Bancorp Inc. | 55 | 3 | |
First Eagle Alternative Capital BDC Inc. | 600 | 3 | |
Horizon Technology Finance Corp. | 200 | 3 | |
* | ACRES Commercial Realty Corp. | 200 | 3 |
Allegiance Bancshares Inc. | 60 | 2 | |
Arbor Realty Trust Inc. | 100 | 2 | |
Ares Commercial Real Estate Corp. | 111 | 2 | |
Associated Banc-Corp. | 100 | 2 | |
Boston Private Financial Holdings Inc. | 101 | 2 | |
Camden National Corp. | 46 | 2 | |
Capitol Federal Financial Inc. | 198 | 2 | |
Civista Bancshares Inc. | 86 | 2 | |
* | Columbia Financial Inc. | 100 | 2 |
ConnectOne Bancorp Inc. | 82 | 2 | |
Financial Institutions Inc. | 68 | 2 | |
First Busey Corp. | 100 | 2 | |
Great Ajax Corp. | 188 | 2 | |
Greenhill & Co. Inc. | 110 | 2 | |
Home BancShares Inc. | 99 | 2 | |
* | MBIA Inc. | 220 | 2 |
Charles Schwab Corp. | 22 | 2 | |
Trustmark Corp. | 66 | 2 | |
Umpqua Holdings Corp. | 100 | 2 | |
WesBanco Inc. | 57 | 2 | |
WisdomTree Investments Inc. | 385 | 2 | |
Broadmark Realty Capital Inc. | 145 | 2 | |
* | XP Inc. Class A | 38 | 2 |
Rocket Cos. Inc. Class A | 96 | 2 | |
Oxford Square Capital Corp. | 352 | 2 | |
Annaly Capital Management Inc. | 100 | 1 | |
ARMOUR Residential REIT Inc. | 100 | 1 | |
Cadence BanCorp. Class A | 32 | 1 | |
Commerce Bancshares Inc. | 11 | 1 | |
FNB Corp. | 100 | 1 | |
Granite Point Mortgage Trust Inc. | 100 | 1 | |
Investors Bancorp Inc. | 100 | 1 | |
Ladder Capital Corp. Class A | 100 | 1 | |
New Residential Investment Corp. | 100 | 1 | |
New York Community Bancorp Inc. | 100 | 1 | |
Northwest Bancshares Inc. | 100 | 1 | |
OFG Bancorp | 58 | 1 | |
Old Second Bancorp Inc. | 100 | 1 | |
Oppenheimer Holdings Inc. Class A | 13 | 1 | |
* | Republic First Bancorp Inc. | 369 | 1 |
United Bankshares Inc. | 18 | 1 | |
Valley National Bancorp | 100 | 1 | |
Westwood Holdings Group Inc. | 25 | 1 | |
* | ProSight Global Inc. | 100 | 1 |
Premier Financial Corp. | 23 | 1 | |
Gladstone Investment Corp. | 100 | 1 | |
PennantPark Investment Corp. | 220 | 1 | |
BancFirst Corp. | 5 | — |
Shares | Market Value ($000) | ||
First of Long Island Corp. | 21 | — | |
Flushing Financial Corp. | 2 | — | |
Invesco Mortgage Capital Inc. | 109 | — | |
Lakeland Financial Corp. | 1 | — | |
* | NMI Holdings Inc. Class A | 15 | — |
* | Trupanion Inc. | 1 | — |
Veritex Holdings Inc. | 11 | — | |
Western Alliance Bancorp | 1 | — | |
AG Mortgage Investment Trust Inc. | 38 | — | |
1,359,718 | |||
Health Care (12.5%) | |||
Johnson & Johnson | 1,158,148 | 190,793 | |
UnitedHealth Group Inc. | 266,781 | 106,830 | |
Merck & Co. Inc. | 1,352,589 | 105,191 | |
Thermo Fisher Scientific Inc. | 186,946 | 94,309 | |
Pfizer Inc. | 1,709,676 | 66,951 | |
CVS Health Corp. | 767,199 | 64,015 | |
Medtronic plc | 492,392 | 61,121 | |
McKesson Corp. | 266,816 | 51,026 | |
Anthem Inc. | 131,943 | 50,376 | |
Cigna Corp. | 211,017 | 50,026 | |
HCA Healthcare Inc. | 239,594 | 49,534 | |
Abbott Laboratories | 414,506 | 48,054 | |
Gilead Sciences Inc. | 529,880 | 36,488 | |
AbbVie Inc. | 316,748 | 35,678 | |
* | Biogen Inc. | 101,785 | 35,245 |
* | IQVIA Holdings Inc. | 143,931 | 34,877 |
Cardinal Health Inc. | 581,238 | 33,183 | |
* | Laboratory Corp. of America Holdings | 114,533 | 31,594 |
Eli Lilly & Co. | 126,165 | 28,957 | |
Humana Inc. | 62,399 | 27,625 | |
Zoetis Inc. | 142,057 | 26,474 | |
Bristol-Myers Squibb Co. | 380,183 | 25,404 | |
Agilent Technologies Inc. | 171,740 | 25,385 | |
* | Waters Corp. | 66,988 | 23,152 |
* | Vertex Pharmaceuticals Inc. | 114,239 | 23,034 |
* | Centene Corp. | 294,915 | 21,508 |
Baxter International Inc. | 263,089 | 21,179 | |
Amgen Inc. | 86,535 | 21,093 | |
* | IDEXX Laboratories Inc. | 30,747 | 19,418 |
Cerner Corp. | 206,630 | 16,150 | |
Zimmer Biomet Holdings Inc. | 94,800 | 15,246 | |
* | DaVita Inc. | 117,330 | 14,130 |
Becton Dickinson and Co. | 55,780 | 13,565 | |
* | Regeneron Pharmaceuticals Inc. | 21,674 | 12,106 |
* | Align Technology Inc. | 19,206 | 11,735 |
* | Hologic Inc. | 167,110 | 11,150 |
AmerisourceBergen Corp. Class A | 85,750 | 9,817 | |
* | Illumina Inc. | 20,730 | 9,810 |
* | Mettler-Toledo International Inc. | 6,610 | 9,157 |
Danaher Corp. | 31,769 | 8,525 | |
* | Edwards Lifesciences Corp. | 74,452 | 7,711 |
PerkinElmer Inc. | 48,671 | 7,515 | |
* | Alexion Pharmaceuticals Inc. | 39,123 | 7,187 |
* | Henry Schein Inc. | 80,100 | 5,943 |
* | Sage Therapeutics Inc. | 96,677 | 5,492 |
* | Incyte Corp. | 65,203 | 5,485 |
Viatris Inc. | 373,290 | 5,334 |
Shares | Market Value ($000) | ||
DENTSPLY SIRONA Inc. | 82,960 | 5,248 | |
* | ACADIA Pharmaceuticals Inc. | 209,900 | 5,119 |
Quest Diagnostics Inc. | 38,330 | 5,058 | |
* | Organon & Co. | 144,583 | 4,375 |
Bruker Corp. | 45,794 | 3,479 | |
* | ABIOMED Inc. | 10,003 | 3,122 |
* | Intuitive Surgical Inc. | 2,378 | 2,187 |
* | Amedisys Inc. | 7,836 | 1,919 |
ResMed Inc. | 6,960 | 1,716 | |
* | Molina Healthcare Inc. | 6,300 | 1,594 |
* | Allscripts Healthcare Solutions Inc. | 85,820 | 1,588 |
* | Myriad Genetics Inc. | 47,642 | 1,457 |
STERIS plc | 6,200 | 1,279 | |
Perrigo Co. plc | 25,600 | 1,174 | |
* | Haemonetics Corp. | 16,800 | 1,120 |
* | Tenet Healthcare Corp. | 16,101 | 1,079 |
* | DexCom Inc. | 2,500 | 1,067 |
Owens & Minor Inc. | 24,400 | 1,033 | |
* | Lexicon Pharmaceuticals Inc. | 187,300 | 860 |
*,1 | Sorrento Therapeutics Inc. | 72,000 | 698 |
*,1 | CEL-SCI Corp. | 80,356 | 697 |
* | Heron Therapeutics Inc. | 39,300 | 610 |
Patterson Cos. Inc. | 18,600 | 565 | |
* | Vir Biotechnology Inc. | 11,700 | 553 |
* | Neogen Corp. | 11,800 | 543 |
* | Brookdale Senior Living Inc. | 65,600 | 518 |
* | WaVe Life Sciences Ltd. | 65,931 | 439 |
* | Altimmune Inc. | 44,074 | 434 |
* | Triple-S Management Corp. Class B | 17,350 | 386 |
* | Syndax Pharmaceuticals Inc. | 22,200 | 381 |
Hill-Rom Holdings Inc. | 3,200 | 363 | |
* | Evofem Biosciences Inc. | 310,400 | 351 |
* | Halozyme Therapeutics Inc. | 7,500 | 341 |
* | Taro Pharmaceutical Industries Ltd. | 4,733 | 341 |
* | Dynavax Technologies Corp. | 32,100 | 316 |
* | Novocure Ltd. | 1,400 | 311 |
* | Shockwave Medical Inc. | 1,597 | 303 |
* | Sotera Health Co. | 12,114 | 293 |
* | Lannett Co. Inc. | 62,000 | 290 |
* | United Therapeutics Corp. | 1,600 | 287 |
*,1 | Inovio Pharmaceuticals Inc. | 30,500 | 283 |
* | Pacira BioSciences Inc. | 4,500 | 273 |
* | Omeros Corp. | 17,600 | 261 |
* | Ovid therapeutics Inc. | 62,300 | 244 |
* | Travere Thrapeutics Inc. | 14,500 | 212 |
* | Moderna Inc. | 900 | 211 |
* | AcelRx Pharmaceuticals Inc. | 148,126 | 204 |
Encompass Health Corp. | 2,600 | 203 | |
* | Ultragenyx Pharmaceutical Inc. | 2,100 | 200 |
* | QIAGEN NV | 3,900 | 189 |
* | Amicus Therapeutics Inc. | 19,200 | 185 |
* | Envista Holdings Corp. | 4,100 | 177 |
* | Eagle Pharmaceuticals Inc. | 3,495 | 150 |
* | Gritstone bio Inc. | 16,400 | 150 |
* | Rubius Therapeutics Inc. | 6,100 | 149 |
* | Fluidigm Corp. | 23,700 | 146 |
* | Biohaven Pharmaceutical Holding Co. Ltd. | 1,500 | 146 |
* | ChemoCentryx Inc. | 9,813 | 131 |
Shares | Market Value ($000) | ||
* | Arcturus Therapeutics Holdings Inc. | 3,700 | 125 |
* | La Jolla Pharmaceutical Co. | 29,075 | 124 |
* | Tricida Inc. | 27,446 | 119 |
* | Tivity Health Inc. | 3,900 | 103 |
* | Exelixis Inc. | 5,100 | 93 |
* | Humanigen Inc. | 5,300 | 92 |
* | CareDx Inc. | 1,000 | 91 |
* | TG Therapeutics Inc. | 2,300 | 89 |
* | SmileDirectClub Inc. | 10,100 | 88 |
* | Homology Medicines Inc. | 11,400 | 83 |
* | Bio-Rad Laboratories Inc. Class A | 128 | 82 |
* | Fate Therapeutics Inc. | 900 | 78 |
* | Corbus Pharmaceuticals Holdings Inc. | 39,100 | 72 |
* | AnaptysBio Inc. | 2,700 | 70 |
* | Ardelyx Inc. | 9,200 | 70 |
* | Vanda Pharmaceuticals Inc. | 2,607 | 56 |
* | Evolus Inc. | 3,865 | 49 |
* | Recro Pharma Inc. | 20,287 | 47 |
* | Natera Inc. | 400 | 45 |
* | AngioDynamics Inc. | 1,538 | 42 |
* | Atara Biotherapeutics Inc. | 2,600 | 40 |
* | LHC Group Inc. | 200 | 40 |
* | Arcus Biosciences Inc. | 1,396 | 38 |
* | Avanos Medical Inc. | 1,000 | 36 |
* | Radius Health Inc. | 2,000 | 36 |
* | Corcept Therapeutics Inc. | 1,400 | 31 |
* | Vocera Communications Inc. | 700 | 28 |
* | Aytu BioPharma Inc. | 5,600 | 28 |
* | PTC Therapeutics Inc. | 500 | 21 |
* | Assertio Holdings Inc. | 13,500 | 21 |
* | 10X Genomics Inc. Class A | 100 | 20 |
* | Odonate Therapeutics Inc. | 5,399 | 19 |
* | Accuray Inc. | 3,800 | 17 |
* | Innoviva Inc. | 1,300 | 17 |
* | Catalyst Pharmaceuticals Inc. | 2,500 | 14 |
* | Retractable Technologies Inc. | 1,148 | 13 |
* | Ortho Clinical Diagnostics Holdings plc Class H | 596 | 13 |
* | Apria Inc. | 400 | 11 |
* | Infinity Pharmaceuticals Inc. | 3,500 | 10 |
* | ICON plc | 47 | 10 |
* | Cronos Group Inc. | 1,200 | 10 |
* | Aclaris Therapeutics Inc. | 500 | 9 |
* | Community Health Systems Inc. | 600 | 9 |
* | Viemed Healthcare Inc. | 1,300 | 9 |
* | EyePoint Pharmaceuticals Inc. | 1,000 | 9 |
* | Repligen Corp. | 39 | 8 |
* | Minerva Neurosciences Inc. | 3,100 | 7 |
* | Orgenesis Inc. | 1,409 | 7 |
* | MiMedx Group Inc. | 600 | 7 |
* | Exact Sciences Corp. | 45 | 6 |
* | Medpace Holdings Inc. | 32 | 6 |
* | Alnylam Pharmaceuticals Inc. | 29 | 5 |
* | GlycoMimetics Inc. | 2,200 | 5 |
* | Hanger Inc. | 200 | 5 |
* | Surmodics Inc. | 98 | 5 |
* | Varex Imaging Corp. | 181 | 5 |
* | CorVel Corp. | 30 | 4 |
* | Penumbra Inc. | 13 | 4 |
Shares | Market Value ($000) | ||
* | REGENXBIO Inc. | 100 | 4 |
* | AtriCure Inc. | 35 | 3 |
* | BioMarin Pharmaceutical Inc. | 31 | 3 |
* | Constellation Pharmaceuticals Inc. | 84 | 3 |
* | Tandem Diabetes Care Inc. | 26 | 3 |
* | Zogenix Inc. | 168 | 3 |
* | CRISPR Therapeutics AG | 16 | 3 |
* | Liquidia Corp. | 1,000 | 3 |
* | Accelerate Diagnostics Inc. | 300 | 2 |
* | Agenus Inc. | 300 | 2 |
* | Akebia Therapeutics Inc. | 498 | 2 |
* | BioCryst Pharmaceuticals Inc. | 100 | 2 |
* | Cerus Corp. | 300 | 2 |
* | Concert Pharmaceuticals Inc. | 391 | 2 |
* | Cross Country Healthcare Inc. | 100 | 2 |
* | Cutera Inc. | 32 | 2 |
* | Cymabay Therapeutics Inc. | 376 | 2 |
* | Enzo Biochem Inc. | 500 | 2 |
* | FONAR Corp. | 100 | 2 |
* | Integer Holdings Corp. | 24 | 2 |
* | Intersect ENT Inc. | 100 | 2 |
* | Invacare Corp. | 200 | 2 |
* | Kindred Biosciences Inc. | 200 | 2 |
LeMaitre Vascular Inc. | 27 | 2 | |
* | Nektar Therapeutics Class A | 100 | 2 |
* | NextGen Healthcare Inc. | 118 | 2 |
* | Optinose Inc. | 600 | 2 |
* | Pacific Biosciences of California Inc. | 70 | 2 |
Phibro Animal Health Corp. Class A | 82 | 2 | |
* | Selecta Biosciences Inc. | 400 | 2 |
* | Sientra Inc. | 206 | 2 |
* | Xeris Pharmaceuticals Inc. | 600 | 2 |
* | iCAD Inc. | 100 | 2 |
* | NextCure Inc. | 200 | 2 |
* | Pulse Biosciences Inc. | 100 | 2 |
* | MeiraGTx Holdings plc | 100 | 2 |
* | Pieris Pharmaceuticals Inc. | 400 | 2 |
* | PDS Biotechnology Corp. | 165 | 2 |
* | Immunovant Inc. | 180 | 2 |
* | Marinus Pharmaceuticals Inc. | 125 | 2 |
* | Compugen Ltd. | 193 | 2 |
* | Abeona Therapeutics Inc. | 700 | 1 |
* | Aeglea BioTherapeutics Inc. | 100 | 1 |
* | Amneal Pharmaceuticals Inc. | 200 | 1 |
* | Athenex Inc. | 173 | 1 |
* | BioDelivery Sciences International Inc. | 400 | 1 |
* | Boston Scientific Corp. | 22 | 1 |
* | Calithera Biosciences Inc. | 300 | 1 |
* | Cara Therapeutics Inc. | 90 | 1 |
* | Change Healthcare Inc. | 57 | 1 |
* | Chimerix Inc. | 100 | 1 |
* | Clovis Oncology Inc. | 100 | 1 |
* | CytomX Therapeutics Inc. | 200 | 1 |
* | Eiger BioPharmaceuticals Inc. | 100 | 1 |
* | Flexion Therapeutics Inc. | 100 | 1 |
* | ImmunoGen Inc. | 194 | 1 |
* | IVERIC bio Inc. | 200 | 1 |
* | Jounce Therapeutics Inc. | 100 | 1 |
Shares | Market Value ($000) | ||
* | Karyopharm Therapeutics Inc. | 100 | 1 |
* | Kura Oncology Inc. | 33 | 1 |
* | MannKind Corp. | 100 | 1 |
* | MediciNova Inc. | 200 | 1 |
* | Meridian Bioscience Inc. | 50 | 1 |
* | Mersana Therapeutics Inc. | 100 | 1 |
* | Natus Medical Inc. | 30 | 1 |
* | OraSure Technologies Inc. | 100 | 1 |
* | Paratek Pharmaceuticals Inc. | 100 | 1 |
* | Puma Biotechnology Inc. | 100 | 1 |
* | Sangamo Therapeutics Inc. | 100 | 1 |
* | Sesen Bio Inc. | 300 | 1 |
* | Spectrum Pharmaceuticals Inc. | 400 | 1 |
* | Syros Pharmaceuticals Inc. | 100 | 1 |
* | Tactile Systems Technology Inc. | 14 | 1 |
* | vTv Therapeutics Inc. Class A | 406 | 1 |
* | Voyager Therapeutics Inc. | 200 | 1 |
* | Tyme Technologies Inc. | 600 | 1 |
* | Aquestive Therapeutics Inc. | 181 | 1 |
* | Affimed NV | 100 | 1 |
* | Bellicum Pharmaceuticals Inc. | 175 | 1 |
* | Precigen Inc. | 200 | 1 |
* | Quotient Ltd. | 200 | 1 |
* | Strongbridge Biopharma plc | 335 | 1 |
* | Genocea Biosciences Inc. | 300 | 1 |
* | IMARA Inc. | 160 | 1 |
* | Aptinyx Inc. Class A | 200 | 1 |
* | Aurinia Pharmaceuticals Inc. | 100 | 1 |
* | Chinook Therapeutics Inc. | 67 | 1 |
* | Xenon Pharmaceuticals Inc. | 62 | 1 |
* | ProQR Therapeutics NV | 205 | 1 |
* | Adverum Biotechnologies Inc. | 100 | — |
* | Assembly Biosciences Inc. | 80 | — |
* | CTI BioPharma Corp. | 200 | — |
* | Calyxt Inc. | 41 | — |
* | Coherus Biosciences Inc. | 38 | — |
Computer Programs and Systems Inc. | 5 | — | |
* | Durect Corp. | 100 | — |
* | ElectroCore Inc. | 386 | — |
* | Fortress Biotech Inc. | 100 | — |
* | Galectin Therapeutics Inc. | 100 | — |
* | Insmed Inc. | 6 | — |
* | PolarityTE Inc. | 283 | — |
* | Rockwell Medical Inc. | 436 | — |
Select Medical Holdings Corp. | 4 | — | |
* | Seres Therapeutics Inc. | 22 | — |
* | Arbutus Biopharma Corp. | 100 | — |
* | Baudax Bio Inc. | 4 | — |
* | Five Star Senior Living Inc. | 6 | — |
* | VBI Vaccines Inc. | 100 | — |
* | Neoleukin Therapeutics Inc. | 15 | — |
* | Surgalign Holdings Inc. | 195 | — |
* | VYNE Therapeutics Inc. | 84 | — |
1,643,926 | |||
Industrials (8.1%) | |||
United Parcel Service Inc. Class B | 437,244 | 90,934 | |
Lockheed Martin Corp. | 161,918 | 61,262 | |
Illinois Tool Works Inc. | 267,248 | 59,746 |
Shares | Market Value ($000) | ||
Union Pacific Corp. | 259,151 | 56,995 | |
3M Co. | 245,382 | 48,740 | |
FedEx Corp. | 130,779 | 39,015 | |
Republic Services Inc. Class A | 352,923 | 38,825 | |
Otis Worldwide Corp. | 474,666 | 38,813 | |
Trane Technologies plc | 209,728 | 38,619 | |
Deere & Co. | 105,963 | 37,374 | |
Northrop Grumman Corp. | 88,583 | 32,194 | |
Dover Corp. | 208,950 | 31,468 | |
WW Grainger Inc. | 63,550 | 27,835 | |
Masco Corp. | 467,315 | 27,530 | |
Cummins Inc. | 107,097 | 26,111 | |
Caterpillar Inc. | 119,242 | 25,951 | |
Carrier Global Corp. | 514,262 | 24,993 | |
Norfolk Southern Corp. | 72,907 | 19,350 | |
Allegion plc | 138,407 | 19,280 | |
AMETEK Inc. | 135,200 | 18,049 | |
Johnson Controls International plc | 253,814 | 17,419 | |
* | Boeing Co. | 68,100 | 16,314 |
Old Dominion Freight Line Inc. | 63,988 | 16,240 | |
* | United Rentals Inc. | 46,883 | 14,956 |
Parker-Hannifin Corp. | 48,229 | 14,812 | |
PACCAR Inc. | 161,684 | 14,430 | |
Nielsen Holdings plc | 562,024 | 13,865 | |
Raytheon Technologies Corp. | 130,366 | 11,122 | |
Expeditors International of Washington Inc. | 86,796 | 10,988 | |
A O Smith Corp. | 152,184 | 10,966 | |
L3Harris Technologies Inc. | 48,822 | 10,553 | |
JB Hunt Transport Services Inc. | 62,010 | 10,105 | |
* | Delta Air Lines Inc. | 231,400 | 10,010 |
General Electric Co. | 657,800 | 8,854 | |
Emerson Electric Co. | 84,244 | 8,108 | |
Fastenal Co. | 148,500 | 7,722 | |
Jacobs Engineering Group Inc. | 54,230 | 7,235 | |
* | American Airlines Group Inc. | 316,859 | 6,721 |
Honeywell International Inc. | 28,756 | 6,308 | |
CH Robinson Worldwide Inc. | 66,501 | 6,229 | |
Robert Half International Inc. | 66,831 | 5,946 | |
Fortune Brands Home & Security Inc. | 49,214 | 4,902 | |
* | Plug Power Inc. | 139,300 | 4,763 |
Rockwell Automation Inc. | 12,858 | 3,678 | |
Allison Transmission Holdings Inc. | 88,400 | 3,513 | |
* | Alaska Air Group Inc. | 57,310 | 3,456 |
* | CACI International Inc. Class A | 12,600 | 3,214 |
Knight-Swift Transportation Holdings Inc. | 67,800 | 3,082 | |
nVent Electric plc | 97,900 | 3,058 | |
Huntington Ingalls Industries Inc. | 13,100 | 2,761 | |
Equifax Inc. | 9,830 | 2,354 | |
Rollins Inc. | 63,670 | 2,178 | |
Fortive Corp. | 29,688 | 2,070 | |
General Dynamics Corp. | 10,672 | 2,009 | |
Stanley Black & Decker Inc. | 9,600 | 1,968 | |
* | Howmet Aerospace Inc. | 51,366 | 1,771 |
Waste Connections Inc. (XTSE) | 11,100 | 1,326 | |
Acuity Brands Inc. | 6,500 | 1,216 | |
* | IAA Inc. | 19,100 | 1,042 |
Leidos Holdings Inc. | 10,150 | 1,026 | |
IHS Markit Ltd. | 8,400 | 946 |
Shares | Market Value ($000) | ||
* | Copart Inc. | 6,784 | 894 |
Werner Enterprises Inc. | 19,500 | 868 | |
Westinghouse Air Brake Technologies Corp. | 10,400 | 856 | |
Quanta Services Inc. | 9,200 | 833 | |
* | MasTec Inc. | 7,100 | 753 |
* | Resideo Technologies Inc. | 24,200 | 726 |
MSA Safety Inc. | 4,195 | 695 | |
ArcBest Corp. | 10,499 | 611 | |
* | TuSimple Holdings Inc. Class A | 8,400 | 598 |
TransUnion | 5,400 | 593 | |
CNH Industrial NV | 33,000 | 552 | |
* | Lyft Inc. Class A | 8,400 | 508 |
* | Great Lakes Dredge & Dock Corp. | 34,321 | 501 |
* | Upwork Inc. | 8,600 | 501 |
Pitney Bowes Inc. | 54,800 | 481 | |
* | TransDigm Group Inc. | 707 | 458 |
Nordson Corp. | 1,800 | 395 | |
Lindsay Corp. | 2,200 | 364 | |
KBR Inc. | 8,378 | 320 | |
* | Uber Technologies Inc. | 6,100 | 306 |
Oshkosh Corp. | 2,400 | 299 | |
* | Mercury Systems Inc. | 4,200 | 278 |
Moog Inc. Class A | 3,281 | 276 | |
Donaldson Co. Inc. | 3,900 | 248 | |
Healthcare Services Group Inc. | 7,700 | 243 | |
* | Manitowoc Co. Inc. | 9,700 | 238 |
* | Fluor Corp. | 12,700 | 225 |
* | Hexcel Corp. | 3,400 | 212 |
* | KAR Auction Services Inc. | 11,600 | 204 |
ManTech International Corp. Class A | 2,271 | 197 | |
Owens Corning | 1,874 | 183 | |
* | Beacon Roofing Supply Inc. | 3,200 | 170 |
Maxar Technologies Inc. | 3,900 | 156 | |
Graco Inc. | 1,800 | 136 | |
* | FTI Consulting Inc. | 911 | 124 |
* | Atlas Air Worldwide Holdings Inc. | 1,800 | 123 |
* | Tutor Perini Corp. | 8,681 | 120 |
CSX Corp. | 3,300 | 106 | |
Ritchie Bros Auctioneers Inc. | 1,700 | 101 | |
Steelcase Inc. Class A | 6,400 | 97 | |
* | American Superconductor Corp. | 5,500 | 96 |
* | AECOM | 1,500 | 95 |
* | Astronics Corp. | 5,300 | 93 |
Snap-on Inc. | 400 | 89 | |
Watsco Inc. | 300 | 86 | |
* | JELD-WEN Holding Inc. | 3,200 | 84 |
Rush Enterprises Inc. Class A | 1,900 | 82 | |
* | Avis Budget Group Inc. | 1,000 | 78 |
Arcosa Inc. | 1,300 | 76 | |
* | American Woodmark Corp. | 761 | 62 |
Barnes Group Inc. | 1,201 | 62 | |
* | Yellow Corp. | 8,500 | 55 |
Matthews International Corp. Class A | 1,400 | 50 | |
* | Stericycle Inc. | 700 | 50 |
* | Quad/Graphics Inc. | 11,041 | 46 |
REV Group Inc. | 2,900 | 45 | |
Greenbrier Cos. Inc. | 1,000 | 44 | |
* | Northwest Pipe Co. | 1,502 | 42 |
Shares | Market Value ($000) | ||
* | AAR Corp. | 1,000 | 39 |
Curtiss-Wright Corp. | 300 | 36 | |
Schneider National Inc. Class B | 1,600 | 35 | |
*,2 | API Group Corp. | 1,700 | 35 |
Herman Miller Inc. | 603 | 28 | |
EnPro Industries Inc. | 282 | 27 | |
ManpowerGroup Inc. | 200 | 24 | |
Heartland Express Inc. | 1,300 | 22 | |
* | Meritor Inc. | 800 | 19 |
Knoll Inc. | 600 | 16 | |
Omega Flex Inc. | 100 | 15 | |
* | BrightView Holdings Inc. | 637 | 10 |
Cintas Corp. | 24 | 9 | |
* | TrueBlue Inc. | 300 | 8 |
* | Franklin Covey Co. | 200 | 6 |
* | Kratos Defense & Security Solutions Inc. | 200 | 6 |
* | Cornerstone Building Brands Inc. | 198 | 4 |
* | L B Foster Co. Class A | 194 | 4 |
HNI Corp. | 100 | 4 | |
* | Gates Industrial Corp. plc | 200 | 4 |
* | CBIZ Inc. | 91 | 3 |
Macquarie Infrastructure Corp. | 86 | 3 | |
* | Middleby Corp. | 20 | 3 |
Tetra Tech Inc. | 23 | 3 | |
AZZ Inc. | 41 | 2 | |
Aerojet Rocketdyne Holdings Inc. | 38 | 2 | |
* | Babcock & Wilcox Enterprises Inc. | 200 | 2 |
Brady Corp. Class A | 38 | 2 | |
* | CECO Environmental Corp. | 225 | 2 |
* | DXP Enterprises Inc. | 57 | 2 |
Ennis Inc. | 100 | 2 | |
* | Evoqua Water Technologies Corp. | 63 | 2 |
* | Forrester Research Inc. | 40 | 2 |
* | Hawaiian Holdings Inc. | 76 | 2 |
Interface Inc. Class A | 100 | 2 | |
* | Kelly Services Inc. Class A | 84 | 2 |
Kimball International Inc. Class B | 132 | 2 | |
Marten Transport Ltd. | 150 | 2 | |
* | Matrix Service Co. | 192 | 2 |
* | Radiant Logistics Inc. | 282 | 2 |
Resources Connection Inc. | 112 | 2 | |
* | Titan Machinery Inc. | 66 | 2 |
* | USA Truck Inc. | 124 | 2 |
Universal Logistics Holdings Inc. | 86 | 2 | |
Wabash National Corp. | 100 | 2 | |
* | WESCO International Inc. | 23 | 2 |
Luxfer Holdings plc | 94 | 2 | |
ACCO Brands Corp. | 204 | 2 | |
* | FuelCell Energy Inc. | 200 | 2 |
ARC Document Solutions Inc. | 857 | 2 | |
Canadian Pacific Railway Ltd. | 30 | 2 | |
Atlas Corp. | 111 | 2 | |
* | CoreCivic Inc. | 99 | 1 |
GrafTech International Ltd. | 59 | 1 | |
* | MRC Global Inc. | 147 | 1 |
* | Masonite International Corp. | 6 | 1 |
* | Mistras Group Inc. | 100 | 1 |
* | NOW Inc. | 146 | 1 |
Shares | Market Value ($000) | ||
* | Orion Group Holdings Inc. | 200 | 1 |
* | Titan International Inc. | 100 | 1 |
Caesarstone Ltd. | 62 | 1 | |
* | Corp. America Airports SA | 200 | 1 |
* | Westport Fuel Systems Inc. | 100 | 1 |
* | Armstrong Flooring Inc. | 25 | — |
* | Covenant Logistics Group Inc. Class A | 14 | — |
* | Energous Corp. | 142 | — |
Rexnord Corp. | 3 | — | |
* | Southwest Airlines Co. | 8 | — |
Shyft Group Inc. | 1 | — | |
Eneti Inc. | 2 | — | |
1,059,534 | |||
Information Technology (27.0%) | |||
Apple Inc. | 5,938,516 | 813,339 | |
Microsoft Corp. | 2,750,047 | 744,988 | |
NVIDIA Corp. | 188,520 | 150,835 | |
QUALCOMM Inc. | 911,122 | 130,227 | |
* | Adobe Inc. | 190,879 | 111,786 |
Mastercard Inc. Class A | 273,688 | 99,921 | |
Accenture plc Class A | 333,487 | 98,309 | |
Intel Corp. | 1,728,230 | 97,023 | |
Cisco Systems Inc. | 1,481,629 | 78,526 | |
Visa Inc. Class A | 332,897 | 77,838 | |
Texas Instruments Inc. | 404,244 | 77,736 | |
International Business Machines Corp. | 434,440 | 63,685 | |
HP Inc. | 2,017,300 | 60,902 | |
Lam Research Corp. | 82,287 | 53,544 | |
* | PayPal Holdings Inc. | 180,366 | 52,573 |
* | salesforce.com Inc. | 189,187 | 46,213 |
* | Advanced Micro Devices Inc. | 489,867 | 46,013 |
Applied Materials Inc. | 309,847 | 44,122 | |
* | Autodesk Inc. | 150,172 | 43,835 |
* | Fortinet Inc. | 156,467 | 37,269 |
* | Qorvo Inc. | 179,253 | 35,071 |
* | Gartner Inc. | 136,312 | 33,015 |
Oracle Corp. | 379,941 | 29,575 | |
* | Cadence Design Systems Inc. | 214,327 | 29,324 |
* | VeriSign Inc. | 122,760 | 27,951 |
* | Synopsys Inc. | 100,269 | 27,653 |
Cognizant Technology Solutions Corp. Class A | 393,744 | 27,271 | |
* | ServiceNow Inc. | 43,670 | 23,999 |
* | Western Digital Corp. | 332,811 | 23,686 |
* | Micron Technology Inc. | 236,993 | 20,140 |
Skyworks Solutions Inc. | 103,290 | 19,806 | |
CDW Corp. | 110,683 | 19,331 | |
Motorola Solutions Inc. | 87,735 | 19,025 | |
Broadcom Inc. | 34,739 | 16,565 | |
NetApp Inc. | 199,107 | 16,291 | |
Vontier Corp. | 492,100 | 16,033 | |
Western Union Co. | 682,020 | 15,666 | |
KLA Corp. | 47,799 | 15,497 | |
* | DXC Technology Co. | 397,442 | 15,476 |
Global Payments Inc. | 81,820 | 15,345 | |
Fidelity National Information Services Inc. | 104,200 | 14,762 | |
Teradyne Inc. | 101,800 | 13,637 | |
Maxim Integrated Products Inc. | 127,840 | 13,469 | |
Intuit Inc. | 22,293 | 10,927 |
Shares | Market Value ($000) | ||
* | Arista Networks Inc. | 24,636 | 8,926 |
Jack Henry & Associates Inc. | 53,788 | 8,795 | |
Xilinx Inc. | 52,100 | 7,536 | |
* | Zoom Video Communications Inc. Class A | 19,300 | 7,470 |
NortonLifeLock Inc. | 209,863 | 5,712 | |
Citrix Systems Inc. | 41,300 | 4,843 | |
* | Square Inc. Class A | 19,300 | 4,705 |
* | Keysight Technologies Inc. | 30,200 | 4,663 |
* | StoneCo. Ltd. Class A | 67,700 | 4,540 |
* | Crowdstrike Holdings Inc. Class A | 18,000 | 4,524 |
Microchip Technology Inc. | 26,155 | 3,916 | |
Xerox Holdings Corp. | 142,700 | 3,352 | |
* | Enphase Energy Inc. | 13,942 | 2,560 |
* | Tyler Technologies Inc. | 5,380 | 2,434 |
InterDigital Inc. | 31,700 | 2,315 | |
Juniper Networks Inc. | 84,251 | 2,304 | |
* | FleetCor Technologies Inc. | 8,000 | 2,048 |
* | F5 Networks Inc. | 10,200 | 1,904 |
* | Paycom Software Inc. | 4,200 | 1,527 |
* | Tower Semiconductor Ltd. | 49,600 | 1,460 |
* | Workiva Inc. Class A | 12,800 | 1,425 |
Cognex Corp. | 16,600 | 1,395 | |
* | Rambus Inc. | 54,800 | 1,299 |
* | 3D Systems Corp. | 30,800 | 1,231 |
Broadridge Financial Solutions Inc. | 7,300 | 1,179 | |
* | SunPower Corp. | 39,200 | 1,145 |
Monolithic Power Systems Inc. | 2,895 | 1,081 | |
* | Synaptics Inc. | 6,600 | 1,027 |
* | FireEye Inc. | 44,900 | 908 |
* | Trimble Inc. | 10,895 | 892 |
* | Black Knight Inc. | 10,600 | 827 |
Analog Devices Inc. | 4,740 | 816 | |
Kulicke & Soffa Industries Inc. | 12,200 | 747 | |
Logitech International SA (Registered) | 5,400 | 653 | |
* | Cirrus Logic Inc. | 6,000 | 511 |
* | TTM Technologies Inc. | 35,200 | 503 |
* | Semtech Corp. | 7,000 | 482 |
* | Unisys Corp. | 17,600 | 445 |
* | Ambarella Inc. | 4,000 | 427 |
* | Lumentum Holdings Inc. | 5,000 | 410 |
Avnet Inc. | 9,300 | 373 | |
Vishay Intertechnology Inc. | 14,900 | 336 | |
SS&C Technologies Holdings Inc. | 4,400 | 317 | |
* | Silicon Laboratories Inc. | 2,000 | 306 |
* | Ciena Corp. | 4,500 | 256 |
SYNNEX Corp. | 1,975 | 240 | |
* | ANSYS Inc. | 600 | 208 |
* | Momentive Global Inc. | 9,600 | 202 |
* | Pure Storage Inc. Class A | 10,190 | 199 |
* | FormFactor Inc. | 4,700 | 171 |
* | New Relic Inc. | 2,100 | 141 |
* | SolarWinds Corp. | 7,100 | 120 |
* | Cerence Inc. | 1,000 | 107 |
* | Conduent Inc. | 13,100 | 98 |
Bentley Systems Inc. Class B | 1,500 | 97 | |
Hollysys Automation Technologies Ltd. | 6,000 | 89 | |
* | Akamai Technologies Inc. | 718 | 84 |
Hackett Group Inc. | 3,400 | 61 |
Shares | Market Value ($000) | ||
* | Bottomline Technologies DE Inc. | 1,474 | 55 |
National Instruments Corp. | 1,300 | 55 | |
* | Extreme Networks Inc. | 4,800 | 54 |
* | Stratasys Ltd. | 2,100 | 54 |
Sapiens International Corp. NV | 2,000 | 53 | |
* | Photronics Inc. | 3,700 | 49 |
* | Arrow Electronics Inc. | 400 | 46 |
* | Celestica Inc. | 5,600 | 44 |
Brooks Automation Inc. | 400 | 38 | |
* | Inseego Corp. | 3,800 | 38 |
* | Veeco Instruments Inc. | 1,000 | 24 |
* | Digimarc Corp. | 700 | 23 |
* | Digi International Inc. | 1,000 | 20 |
* | DSP Group Inc. | 1,301 | 19 |
* | Sanmina Corp. | 500 | 19 |
* | Tenable Holdings Inc. | 448 | 19 |
Ebix Inc. | 500 | 17 | |
Ituran Location and Control Ltd. | 600 | 16 | |
* | Daktronics Inc. | 2,096 | 14 |
* | LiveRamp Holdings Inc. | 300 | 14 |
* | Diebold Nixdorf Inc. | 1,000 | 13 |
* | NetScout Systems Inc. | 416 | 12 |
NVE Corp. | 149 | 11 | |
* | PDF Solutions Inc. | 600 | 11 |
* | Alkami Technology Inc. | 303 | 11 |
* | Blackline Inc. | 79 | 9 |
* | IEC Electronics Corp. | 838 | 9 |
* | GreenSky Inc. Class A | 1,400 | 8 |
* | Perficient Inc. | 100 | 8 |
* | SMART Global Holdings Inc. | 173 | 8 |
QAD Inc. Class A | 75 | 7 | |
* | Park City Group Inc. | 1,200 | 7 |
* | Bill.Com Holdings Inc. | 39 | 7 |
* | Euronet Worldwide Inc. | 45 | 6 |
Amdocs Ltd. | 82 | 6 | |
* | Zendesk Inc. | 32 | 5 |
* | Knowles Corp. | 186 | 4 |
ADTRAN Inc. | 157 | 3 | |
* | Digital Turbine Inc. | 40 | 3 |
* | 8x8 Inc. | 100 | 3 |
* | ePlus Inc. | 37 | 3 |
* | Impinj Inc. | 50 | 3 |
* | Mitek Systems Inc. | 137 | 3 |
* | Model N Inc. | 94 | 3 |
* | ScanSource Inc. | 100 | 3 |
* | Turtle Beach Corp. | 100 | 3 |
American Software Inc. Class A | 100 | 2 | |
* | Applied Optoelectronics Inc. | 200 | 2 |
Benchmark Electronics Inc. | 55 | 2 | |
* | Cornerstone OnDemand Inc. | 37 | 2 |
* | Evo Payments Inc. Class A | 81 | 2 |
* | eGain Corp. | 174 | 2 |
* | Harmonic Inc. | 200 | 2 |
* | Infinera Corp. | 190 | 2 |
Switch Inc. Class A | 74 | 2 | |
* | Verra Mobility Corp. Class A | 100 | 2 |
* | Viavi Solutions Inc. | 100 | 2 |
* | Zuora Inc. Class A | 100 | 2 |
Shares | Market Value ($000) | ||
* | Flex Ltd. | 100 | 2 |
* | Net 1 UEPS Technologies Inc. | 372 | 2 |
* | Paysafe Ltd. | 197 | 2 |
* | Arlo Technologies Inc. | 200 | 1 |
* | Asure Software Inc. | 75 | 1 |
* | Benefitfocus Inc. | 100 | 1 |
* | CalAmp Corp. | 100 | 1 |
* | Casa Systems Inc. | 100 | 1 |
* | Ceridian HCM Holding Inc. | 8 | 1 |
* | Comm Scope Holding Co. Inc. | 55 | 1 |
* | Iteris Inc. | 151 | 1 |
* | Kopin Corp. | 114 | 1 |
* | NeoPhotonics Corp. | 100 | 1 |
* | Ribbon Communications Inc. | 100 | 1 |
* | Smartsheet Inc. Class A | 14 | 1 |
* | ViaSat Inc. | 26 | 1 |
* | Vonage Holdings Corp. | 100 | 1 |
* | Zix Corp. | 100 | 1 |
* | Tufin Software Technologies Ltd. | 105 | 1 |
* | A10 Networks Inc. | 26 | — |
* | Axcelis Technologies Inc. | 10 | — |
* | Calix Inc. | 9 | — |
* | Eastman Kodak Co. | 29 | — |
* | Immersion Corp. | 2 | — |
* | VirnetX Holding Corp. | 100 | — |
* | Vishay Precision Group Inc. | 2 | — |
* | Yext Inc. | 7 | — |
* | Ideanomics Inc. | 100 | — |
* | Maxeon Solar Technologies Ltd. | 12 | — |
* | Sierra Wireless Inc. | 15 | — |
3,535,427 | |||
Materials (2.4%) | |||
Dow Inc. | 837,971 | 53,027 | |
Nucor Corp. | 328,046 | 31,469 | |
Linde plc | 102,741 | 29,702 | |
Sherwin-Williams Co. | 107,307 | 29,236 | |
Sealed Air Corp. | 411,241 | 24,366 | |
CF Industries Holdings Inc. | 448,764 | 23,089 | |
Avery Dennison Corp. | 94,436 | 19,854 | |
LyondellBasell Industries NV Class A | 166,615 | 17,140 | |
Freeport-McMoRan Inc. | 304,746 | 11,309 | |
DuPont de Nemours Inc. | 130,044 | 10,067 | |
FMC Corp. | 89,740 | 9,710 | |
Amcor plc | 630,890 | 7,230 | |
Steel Dynamics Inc. | 108,500 | 6,467 | |
Mosaic Co. | 195,054 | 6,224 | |
Corteva Inc. | 129,700 | 5,752 | |
International Paper Co. | 80,600 | 4,942 | |
Ecolab Inc. | 23,500 | 4,840 | |
Barrick Gold Corp. (XTSE) | 221,500 | 4,581 | |
Huntsman Corp. | 137,000 | 3,633 | |
Ball Corp. | 35,403 | 2,868 | |
Commercial Metals Co. | 71,700 | 2,203 | |
Newmont Corp. | 34,660 | 2,197 | |
Celanese Corp. Class A | 13,475 | 2,043 | |
Reliance Steel & Aluminum Co. | 12,800 | 1,932 | |
Louisiana-Pacific Corp. | 26,700 | 1,610 | |
Vulcan Materials Co. | 8,100 | 1,410 |
Shares | Market Value ($000) | ||
Westlake Chemical Corp. | 10,400 | 937 | |
* | Allegheny Technologies Inc. | 42,000 | 876 |
* | Ingevity Corp. | 7,700 | 626 |
Valvoline Inc. | 19,300 | 626 | |
* | Arconic Corp. | 10,100 | 360 |
Yamana Gold Inc. | 66,500 | 281 | |
Warrior Met Coal Inc. | 12,600 | 217 | |
Agnico Eagle Mines Ltd. | 2,700 | 163 | |
Sonoco Products Co. | 1,800 | 120 | |
W R Grace & Co. | 1,500 | 104 | |
Alamos Gold Inc. Class A | 12,300 | 94 | |
* | LSB Industries Inc. | 5,300 | 32 |
Neenah Inc. | 500 | 25 | |
Resolute Forest Products Inc. | 1,900 | 23 | |
Kinross Gold Corp. | 3,683 | 23 | |
Myers Industries Inc. | 771 | 16 | |
Schnitzer Steel Industries Inc. Class A | 300 | 15 | |
Glatfelter Corp. | 1,000 | 14 | |
* | Ferroglobe plc | 2,300 | 14 |
Carpenter Technology Corp. | 300 | 12 | |
* | Pretium Resources Inc. | 1,000 | 10 |
Avient Corp. | 100 | 5 | |
Southern Copper Corp. | 63 | 4 | |
Verso Corp. Class A | 199 | 4 | |
Haynes International Inc. | 95 | 3 | |
Innospec Inc. | 35 | 3 | |
Mercer International Inc. | 200 | 3 | |
Chemours Co. | 44 | 2 | |
Graphic Packaging Holding Co. | 100 | 2 | |
PQ Group Holdings Inc. | 130 | 2 | |
* | Ryerson Holding Corp. | 137 | 2 |
* | O-I Glass Inc. | 100 | 2 |
* | Intrepid Potash Inc. | 50 | 2 |
First Majestic Silver Corp. | 100 | 2 | |
ICL Group Ltd. | 227 | 2 | |
* | Advanced Emissions Solutions Inc. | 191 | 1 |
* | Flotek Industries Inc. | 653 | 1 |
Hecla Mining Co. | 200 | 1 | |
SunCoke Energy Inc. | 200 | 1 | |
Tredegar Corp. | 100 | 1 | |
Tronox Holdings plc Class A | 42 | 1 | |
Osisko Gold Royalties Ltd. | 100 | 1 | |
* | Novagold Resources Inc. | 100 | 1 |
* | Orion Engineered Carbons SA | 80 | 1 |
* | Equinox Gold Corp. | 200 | 1 |
* | Gold Standard Ventures Corp. | 1,776 | 1 |
Nexa Resources SA | 116 | 1 | |
* | Cleveland-Cliffs Inc. | 20 | — |
* | IAMGOLD Corp. | 100 | — |
321,539 | |||
Other (0.2%) | |||
SPDR S&P 500 ETF Trust | 50,300 | 21,532 | |
*,3 | Alder Biopharmaceuticals CVR Exp.12/31/21 | 200 | — |
*,3 | Aduro Biotech Inc. | 67 | — |
*,3 | Contra Pfenex Inc. | 200 | — |
*,3 | Stemline Therapeutics Inc. | 200 | — |
*,3 | Achillion Pharma CVR Alexion Pharmaceuticals Inc. | 400 | — |
Shares | Market Value ($000) | ||
*,3 | Ferroglobe Unit | 48,731 | — |
21,532 | |||
Real Estate (2.1%) | |||
Regency Centers Corp. | 586,966 | 37,607 | |
Weyerhaeuser Co. | 945,703 | 32,551 | |
American Tower Corp. | 105,200 | 28,419 | |
Simon Property Group Inc. | 184,662 | 24,095 | |
Iron Mountain Inc. | 550,128 | 23,281 | |
Crown Castle International Corp. | 97,800 | 19,081 | |
Kimco Realty Corp. | 754,850 | 15,739 | |
Ventas Inc. | 266,623 | 15,224 | |
Extra Space Storage Inc. | 79,481 | 13,021 | |
Realty Income Corp. | 122,759 | 8,193 | |
Public Storage | 27,112 | 8,152 | |
Apartment Income REIT Corp. | 135,100 | 6,408 | |
Federal Realty Investment Trust | 43,623 | 5,111 | |
Healthpeak Properties Inc. | 136,300 | 4,537 | |
SL Green Realty Corp. | 47,602 | 3,808 | |
Welltower Inc. | 44,600 | 3,706 | |
SBA Communications Corp. Class A | 11,000 | 3,506 | |
VICI Properties Inc. | 103,100 | 3,198 | |
Duke Realty Corp. | 67,000 | 3,172 | |
Vornado Realty Trust | 67,976 | 3,172 | |
Omega Healthcare Investors Inc. | 42,900 | 1,557 | |
* | Host Hotels & Resorts Inc. | 85,537 | 1,462 |
MGM Growth Properties LLC Class A | 33,094 | 1,212 | |
VEREIT Inc. | 20,200 | 928 | |
American Homes 4 Rent Class A | 18,100 | 703 | |
* | Digitalbridge Group Inc. | 64,400 | 509 |
National Retail Properties Inc. | 10,000 | 469 | |
* | Park Hotels & Resorts Inc. | 18,000 | 371 |
Sabra Health Care REIT Inc. | 14,600 | 266 | |
Service Properties Trust | 20,600 | 260 | |
CareTrust REIT Inc. | 9,603 | 223 | |
* | Hersha Hospitality Trust Class A | 17,700 | 190 |
* | Realogy Holdings Corp. | 9,900 | 180 |
Weingarten Realty Investors | 5,400 | 173 | |
Spirit Realty Capital Inc. | 2,500 | 120 | |
First Industrial Realty Trust Inc. | 1,680 | 88 | |
Lexington Realty Trust | 6,500 | 78 | |
New Senior Investment Group Inc. | 7,600 | 67 | |
PotlatchDeltic Corp. | 1,200 | 64 | |
Diversified Healthcare Trust | 15,100 | 63 | |
Prologis Inc. | 500 | 60 | |
Innovative Industrial Properties Inc. | 300 | 57 | |
iStar Inc. | 2,054 | 43 | |
Broadstone Net Lease Inc. | 1,700 | 40 | |
CIM Commercial Trust Corp. | 4,403 | 39 | |
Physicians Realty Trust | 1,700 | 31 | |
*,1 | Washington Prime Group Inc. | 14,000 | 30 |
Gladstone Commercial Corp. | 1,273 | 29 | |
* | EPR Properties | 498 | 26 |
Equity LifeStyle Properties Inc. | 300 | 22 | |
* | Chatham Lodging Trust | 1,171 | 15 |
Armada Hoffler Properties Inc. | 1,000 | 13 | |
Corporate Office Properties Trust | 400 | 11 | |
Uniti Group Inc. | 1,000 | 11 | |
Equity Commonwealth | 400 | 10 |
Shares | Market Value ($000) | ||
UDR Inc. | 100 | 5 | |
Sun Communities Inc. | 23 | 4 | |
Urstadt Biddle Properties Inc. Class A | 199 | 4 | |
* | Altisource Portfolio Solutions SA | 400 | 4 |
Urban Edge Properties | 171 | 3 | |
Acadia Realty Trust | 98 | 2 | |
* | Alexander & Baldwin Inc. | 100 | 2 |
* | CBRE Group Inc. Class A | 26 | 2 |
City Office REIT Inc. | 195 | 2 | |
CorEnergy Infrastructure Trust Inc. | 274 | 2 | |
* | CorePoint Lodging Inc. | 189 | 2 |
* | DiamondRock Hospitality Co. | 160 | 2 |
Getty Realty Corp. | 56 | 2 | |
Monmouth Real Estate Investment Corp. | 100 | 2 | |
National Storage Affiliates Trust | 49 | 2 | |
RLJ Lodging Trust | 100 | 2 | |
RMR Group Inc. Class A | 40 | 2 | |
Retail Opportunity Investments Corp. | 100 | 2 | |
Retail Value Inc. | 70 | 2 | |
SITE Centers Corp. | 100 | 2 | |
* | Cushman & Wakefield plc | 100 | 2 |
Brandywine Realty Trust | 100 | 1 | |
Empire State Realty Trust Inc. Class A | 100 | 1 | |
GEO Group Inc. | 200 | 1 | |
Newmark Group Inc. Class A | 100 | 1 | |
Plymouth Industrial REIT Inc. | 46 | 1 | |
Retail Properties of America Inc. Class A | 100 | 1 | |
* | Summit Hotel Properties Inc. | 158 | 1 |
* | Sunstone Hotel Investors Inc. | 100 | 1 |
* | Ashford Hospitality Trust Inc. | 280 | 1 |
Hudson Pacific Properties Inc. | 6 | — | |
* | Outfront Media Inc. | 2 | — |
Apartment Investment and Management Co. Class A | 18 | — | |
271,462 | |||
Utilities (1.8%) | |||
Dominion Energy Inc. | 784,358 | 57,705 | |
Evergy Inc. | 552,741 | 33,402 | |
AES Corp. | 1,007,628 | 26,269 | |
Entergy Corp. | 217,810 | 21,716 | |
CenterPoint Energy Inc. | 738,336 | 18,104 | |
FirstEnergy Corp. | 458,230 | 17,051 | |
NRG Energy Inc. | 385,960 | 15,554 | |
Sempra Energy | 87,604 | 11,606 | |
CMS Energy Corp. | 139,213 | 8,225 | |
Exelon Corp. | 172,754 | 7,655 | |
PPL Corp. | 206,398 | 5,773 | |
Duke Energy Corp. | 40,700 | 4,018 | |
American Electric Power Co. Inc. | 38,520 | 3,258 | |
NiSource Inc. | 96,160 | 2,356 | |
DTE Energy Co. | 15,817 | 2,050 | |
Alliant Energy Corp. | 33,880 | 1,889 | |
Edison International | 31,700 | 1,833 | |
IDACORP Inc. | 9,300 | 907 | |
Avangrid Inc. | 12,300 | 632 | |
WEC Energy Group Inc. | 5,300 | 471 | |
Southern Co. | 2,100 | 127 | |
Brookfield Renewable Corp. Class A | 1,800 | 75 | |
MDU Resources Group Inc. | 57 | 2 |
Shares | Market Value ($000) | ||
Spark Energy Inc. Class A | 162 | 2 | |
240,680 | |||
Total Common Stocks (Cost $7,910,124) | 12,746,542 | ||
Temporary Cash Investments (2.6%) | |||
Money Market Fund (2.6%) | |||
4,5 | Vanguard Market Liquidity Fund, 0.056% | 3,354,410 | 335,441 |
Face Amount ($000) | |||
U.S. Government and Agency Obligations (0.0%) | |||
6 | U.S. Treasury Bill, 0.020%, 8/26/21 | 800 | 800 |
Total Temporary Cash Investments (Cost $336,134) | 336,241 | ||
Total Investments (99.9%) (Cost $8,246,258) | 13,082,783 | ||
Other Assets and Liabilities—Net (0.1%) | 9,523 | ||
Net Assets (100%) | 13,092,306 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $5,207,000. |
2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value was $35,000, representing 0.0% of net assets. |
3 | Security value determined using significant unobservable inputs. |
4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
5 | Collateral of $5,652,000 was received for securities on loan. |
6 | Securities with a value of $449,000 have been segregated as initial margin for open futures contracts. |
ADR—American Depositary Receipt. | |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | September 2021 | 1,576 | 337,942 | 3,646 |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at
that fund's net asset value. Temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund’s investments and derivatives as of June 30, 2021, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 12,746,542 | — | — | 12,746,542 |
Temporary Cash Investments | 335,441 | 800 | — | 336,241 |
Total | 13,081,983 | 800 | — | 13,082,783 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 3,646 | — | — | 3,646 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |