Vanguard® Growth and Income Fund
Schedule of Investments (unaudited)
As of June 30, 2022
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 (97.2%) | |||
Communication Services (8.3%) | |||
* | Alphabet Inc. Class C | 116,530 | 254,904 |
* | Alphabet Inc. Class A | 110,726 | 241,301 |
* | Meta Platforms Inc. Class A | 576,217 | 92,915 |
Verizon Communications Inc. | 1,308,305 | 66,396 | |
AT&T Inc. | 2,706,693 | 56,732 | |
Comcast Corp. Class A | 1,222,447 | 47,969 | |
* | Netflix Inc. | 106,600 | 18,641 |
Interpublic Group of Cos. Inc. | 624,681 | 17,197 | |
Lumen Technologies Inc. | 1,140,737 | 12,445 | |
News Corp. Class A | 698,934 | 10,889 | |
News Corp. Class B | 598,333 | 9,508 | |
* | Charter Communications Inc. Class A | 19,408 | 9,093 |
Fox Corp. Class B | 257,534 | 7,649 | |
* | Warner Bros Discovery Inc. | 550,628 | 7,389 |
Fox Corp. Class A | 224,610 | 7,223 | |
Omnicom Group Inc. | 105,000 | 6,679 | |
Activision Blizzard Inc. | 79,916 | 6,222 | |
Paramount Global Inc. Class B | 97,177 | 2,398 | |
* | Walt Disney Co. | 20,228 | 1,910 |
Electronic Arts Inc. | 15,238 | 1,854 | |
* | Frontier Communications Parent Inc. | 78,000 | 1,836 |
* | Yelp Inc. Class A | 58,300 | 1,619 |
* | Twitter Inc. | 39,162 | 1,464 |
Warner Music Group Corp. Class A | 53,200 | 1,296 | |
* | DISH Network Corp. Class A | 51,400 | 922 |
* | Take-Two Interactive Software Inc. | 7,500 | 919 |
* | Iridium Communications Inc. | 17,600 | 661 |
* | AMC Networks Inc. Class A | 17,100 | 498 |
* | Gogo Inc. | 27,300 | 442 |
* | Liberty Media Corp.- Liberty SiriusXM Class C | 10,478 | 378 |
* | Endeavor Group Holdings Inc. Class A | 15,400 | 317 |
* | ZipRecruiter Inc. Class A | 17,500 | 259 |
* | QuinStreet Inc. | 21,100 | 212 |
* | Cars.com Inc. | 17,200 | 162 |
* | Liberty Media Corp.- Liberty Formula One Class A | 2,800 | 162 |
* | Liberty Global plc Class C | 5,300 | 117 |
* | Sciplay Corp. Class A | 8,214 | 115 |
* | Integral Ad Science Holding Corp. | 6,900 | 69 |
Entravision Communications Corp. Class A | 14,175 | 65 | |
* | Travelzoo | 9,976 | 60 |
* | Consolidated Communications Holdings Inc. | 6,252 | 44 |
* | Loyalty Ventures Inc. | 12,417 | 44 |
Shares | Market Value ($000) | ||
* | Hemisphere Media Group Inc. Class A | 4,700 | 36 |
* | IDT Corp. Class B | 1,300 | 33 |
* | WideOpenWest Inc. | 700 | 13 |
* | PubMatic Inc. Class A | 700 | 11 |
* | Thryv Holdings Inc. | 500 | 11 |
* | Zedge Inc. Class B | 2,700 | 8 |
* | Anterix Inc. | 99 | 4 |
New York Times Co. Class A | 98 | 3 | |
Spok Holdings Inc. | 490 | 3 | |
* | T-Mobile US Inc. | 20 | 3 |
* | US Cellular Corp. | 99 | 3 |
* | DHI Group Inc. | 302 | 2 |
* | Gaia Inc. Class A | 383 | 2 |
TEGNA Inc. | 82 | 2 | |
* | EverQuote Inc. Class A | 100 | 1 |
* | Lions Gate Entertainment Corp. Class B | 100 | 1 |
Scholastic Corp. | 40 | 1 | |
Sinclair Broadcast Group Inc. Class A | 50 | 1 | |
* | TrueCar Inc. | 300 | 1 |
* | Urban One Inc. | 200 | 1 |
* | Gannett Co. Inc. | 208 | 1 |
* | Liberty Latin America Ltd. Class A | 100 | 1 |
* | Vimeo Inc. | 200 | 1 |
* | Stagwell Inc. | 200 | 1 |
* | Taboola.com Ltd. | 300 | 1 |
* | Clear Channel Outdoor Holdings Inc. | 300 | — |
* | Fluent Inc. | 99 | — |
* | Liberty TripAdvisor Holdings Inc. Class A | 100 | — |
National CineMedia Inc. | 300 | — | |
* | Angi Inc. Class A | 100 | — |
* | Emerald Holding Inc. | 11 | — |
* | Magnite Inc. | 26 | — |
*,1 | Yandex NV Class A | 23,500 | — |
Manchester United plc Class A | 40 | — | |
891,120 | |||
Consumer Discretionary (10.2%) | |||
* | Amazon.com Inc. | 2,047,020 | 217,414 |
* | Tesla Inc. | 294,777 | 198,509 |
Lowe's Cos. Inc. | 496,894 | 86,792 | |
McDonald's Corp. | 212,742 | 52,522 | |
Home Depot Inc. | 163,478 | 44,837 | |
Target Corp. | 288,468 | 40,740 | |
Starbucks Corp. | 450,333 | 34,401 | |
* | AutoZone Inc. | 14,252 | 30,629 |
Tapestry Inc. | 840,874 | 25,663 | |
Ford Motor Co. | 2,221,344 | 24,724 | |
* | Booking Holdings Inc. | 13,984 | 24,458 |
* | O'Reilly Automotive Inc. | 38,390 | 24,253 |
Yum! Brands Inc. | 206,131 | 23,398 | |
TJX Cos. Inc. | 412,373 | 23,031 | |
PulteGroup Inc. | 534,604 | 21,186 | |
Lennar Corp. Class A | 290,665 | 20,512 | |
* | Expedia Group Inc. | 187,735 | 17,803 |
NIKE Inc. Class B | 163,394 | 16,699 | |
LKQ Corp. | 264,468 | 12,983 | |
* | General Motors Co. | 404,635 | 12,851 |
Dollar General Corp. | 39,350 | 9,658 | |
* | Ulta Beauty Inc. | 23,513 | 9,064 |
Shares | Market Value ($000) | ||
Bath & Body Works Inc. | 333,145 | 8,968 | |
Advance Auto Parts Inc. | 51,390 | 8,895 | |
* | Caesars Entertainment Inc. | 215,590 | 8,257 |
eBay Inc. | 178,852 | 7,453 | |
Marriott International Inc. Class A | 50,470 | 6,864 | |
Hilton Worldwide Holdings Inc. | 51,350 | 5,722 | |
Harley-Davidson Inc. | 157,700 | 4,993 | |
PVH Corp. | 84,868 | 4,829 | |
* | NVR Inc. | 869 | 3,480 |
* | Overstock.com Inc. | 132,274 | 3,308 |
Ross Stores Inc. | 44,300 | 3,111 | |
* | Dollar Tree Inc. | 19,093 | 2,976 |
MGM Resorts International | 101,886 | 2,950 | |
* | Airbnb Inc. Class A | 33,000 | 2,940 |
Travel + Leisure Co. | 72,700 | 2,822 | |
DR Horton Inc. | 42,442 | 2,809 | |
Tractor Supply Co. | 14,026 | 2,719 | |
* | Penn National Gaming Inc. | 84,340 | 2,566 |
* | Under Armour Inc. Class C | 288,168 | 2,184 |
Magna International Inc. | 39,100 | 2,147 | |
* | AutoNation Inc. | 18,900 | 2,112 |
Newell Brands Inc. | 104,100 | 1,982 | |
Genuine Parts Co. | 12,390 | 1,648 | |
* | GoPro Inc. Class A | 293,900 | 1,625 |
Signet Jewelers Ltd. | 29,701 | 1,588 | |
* | Mohawk Industries Inc. | 12,000 | 1,489 |
Macy's Inc. | 79,300 | 1,453 | |
Academy Sports & Outdoors Inc. | 39,000 | 1,386 | |
Domino's Pizza Inc. | 3,200 | 1,247 | |
Dick's Sporting Goods Inc. | 13,500 | 1,017 | |
* | Under Armour Inc. Class A | 122,074 | 1,017 |
* | Chegg Inc. | 50,000 | 939 |
Churchill Downs Inc. | 4,800 | 919 | |
Penske Automotive Group Inc. | 8,199 | 858 | |
Whirlpool Corp. | 5,300 | 821 | |
Bloomin' Brands Inc. | 48,600 | 808 | |
Best Buy Co. Inc. | 11,400 | 743 | |
Darden Restaurants Inc. | 6,400 | 724 | |
Williams-Sonoma Inc. | 6,500 | 721 | |
* | Stride Inc. | 17,400 | 710 |
Shutterstock Inc. | 12,200 | 699 | |
* | Victoria's Secret & Co. | 22,000 | 615 |
Nordstrom Inc. | 28,400 | 600 | |
* | Bright Horizons Family Solutions Inc. | 6,800 | 575 |
Acushnet Holdings Corp. | 13,300 | 554 | |
Qurate Retail Inc. Series A | 163,200 | 468 | |
Dillard's Inc. Class A | 1,947 | 429 | |
Kontoor Brands Inc. | 10,900 | 364 | |
H&R Block Inc. | 9,543 | 337 | |
Garmin Ltd. | 3,400 | 334 | |
* | Farfetch Ltd. Class A | 43,400 | 311 |
* | Dave & Buster's Entertainment Inc. | 9,300 | 305 |
* | Vista Outdoor Inc. | 10,489 | 293 |
Laureate Education Inc. Class A | 24,300 | 281 | |
Red Rock Resorts Inc. Class A | 7,600 | 254 | |
Sonic Automotive Inc. Class A | 4,600 | 169 | |
* | Accel Entertainment Inc. Class A | 15,600 | 166 |
Dine Brands Global Inc. | 2,500 | 163 |
Shares | Market Value ($000) | ||
* | Abercrombie & Fitch Co. Class A | 8,500 | 144 |
* | Revolve Group Inc. | 5,300 | 137 |
Rent-A-Center Inc. | 6,500 | 126 | |
Brunswick Corp. | 1,800 | 118 | |
Gentex Corp. | 3,200 | 90 | |
Texas Roadhouse Inc. Class A | 1,100 | 81 | |
* | GrowGeneration Corp. | 22,080 | 79 |
Service Corp. International | 998 | 69 | |
Winnebago Industries Inc. | 1,400 | 68 | |
* | frontdoor Inc. | 2,800 | 67 |
* | Sleep Number Corp. | 2,100 | 65 |
Aramark | 1,800 | 55 | |
* | American Outdoor Brands Inc. | 5,173 | 49 |
* | Perdoceo Education Corp. | 3,834 | 45 |
* | LL Flooring Holdings Inc. | 4,684 | 44 |
* | Tupperware Brands Corp. | 6,900 | 44 |
* | 2U Inc. | 4,200 | 44 |
* | Modine Manufacturing Co. | 3,900 | 41 |
* | Duluth Holdings Inc. Class B | 4,068 | 39 |
* | National Vision Holdings Inc. | 1,400 | 39 |
* | Six Flags Entertainment Corp. | 1,800 | 39 |
Wendy's Co. | 2,000 | 38 | |
* | Canada Goose Holdings Inc. | 2,100 | 38 |
* | Fossil Group Inc. | 7,016 | 36 |
* | Golden Entertainment Inc. | 916 | 36 |
* | Party City Holdco Inc. | 26,500 | 35 |
Hamilton Beach Brands Holding Co. Class A | 2,767 | 34 | |
* | Monarch Casino & Resort Inc. | 579 | 34 |
Monro Inc. | 800 | 34 | |
* | Vera Bradley Inc. | 7,700 | 33 |
* | Inspired Entertainment Inc. | 3,337 | 29 |
* | Universal Electronics Inc. | 1,082 | 28 |
* | OneSpaWorld Holdings Ltd. | 3,941 | 28 |
* | Vizio Holding Corp. Class A | 4,138 | 28 |
* | Superior Industries International Inc. | 5,803 | 23 |
* | Barnes & Noble Education Inc. | 6,800 | 20 |
* | WW International Inc. | 2,900 | 19 |
* | Adtalem Global Education Inc. | 500 | 18 |
PetMed Express Inc. | 847 | 17 | |
Graham Holdings Co. Class B | 28 | 16 | |
2 | Camping World Holdings Inc. Class A | 700 | 15 |
* | Conn's Inc. | 1,900 | 15 |
* | Universal Technical Institute Inc. | 2,100 | 15 |
Guess? Inc. | 800 | 14 | |
* | RealReal Inc. | 5,300 | 13 |
* | Neogames SA | 990 | 13 |
* | Beazer Homes USA Inc. | 900 | 11 |
* | Century Casinos Inc. | 1,478 | 11 |
* | Cooper-Standard Holdings Inc. | 2,200 | 11 |
* | Everi Holdings Inc. | 600 | 10 |
* | Full House Resorts Inc. | 1,400 | 9 |
* | Petco Health & Wellness Co. Inc. Class A | 600 | 9 |
* | Cavco Industries Inc. | 38 | 7 |
Sturm Ruger & Co. Inc. | 94 | 6 | |
Choice Hotels International Inc. | 42 | 5 | |
Johnson Outdoors Inc. Class A | 81 | 5 | |
* | iRobot Corp. | 100 | 4 |
International Game Technology plc | 193 | 4 |
Shares | Market Value ($000) | ||
Designer Brands Inc. Class A | 196 | 3 | |
* | Aptiv plc | 30 | 3 |
* | Biglari Holdings Inc. Class B | 20 | 2 |
Jack in the Box Inc. | 41 | 2 | |
Leggett & Platt Inc. | 53 | 2 | |
Levi Strauss & Co. Class A | 100 | 2 | |
* | Lindblad Expeditions Holdings Inc. | 199 | 2 |
* | Sally Beauty Holdings Inc. | 179 | 2 |
* | Target Hospitality Corp. | 288 | 2 |
* | Tenneco Inc. Class A | 100 | 2 |
Tilly's Inc. Class A | 350 | 2 | |
* | Royal Caribbean Cruises Ltd. | 54 | 2 |
* | ODP Corp. | 75 | 2 |
Bluegreen Vacations Holding Class A | 60 | 2 | |
* | Poshmark Inc. Class A | 170 | 2 |
Cato Corp. Class A | 127 | 1 | |
Clarus Corp. | 31 | 1 | |
* | Container Store Group Inc. | 200 | 1 |
* | El Pollo Loco Holdings Inc. | 93 | 1 |
Gap Inc. | 100 | 1 | |
* | Hilton Grand Vacations Inc. | 31 | 1 |
* | Mattel Inc. | 44 | 1 |
* | Quotient Technology Inc. | 381 | 1 |
* | Urban Outfitters Inc. | 39 | 1 |
* | Workhorse Group Inc. | 319 | 1 |
ADT Inc. | 200 | 1 | |
Bassett Furniture Industries Inc. | 71 | 1 | |
* | Sportsman's Warehouse Holdings Inc. | 107 | 1 |
Smith & Wesson Brands Inc. | 100 | 1 | |
* | J Jill Inc. | 40 | 1 |
* | Despegar.com Corp. | 99 | 1 |
* | Yatra Online Inc. | 400 | 1 |
* | Playa Hotels & Resorts NV | 100 | 1 |
* | QuantumScape Corp. Class A | 100 | 1 |
* | Luminar Technologies Inc. Class A | 100 | 1 |
Arcos Dorados Holdings Inc. Class A | 196 | 1 | |
* | Coursera Inc. | 100 | 1 |
* | JAKKS Pacific Inc. | 100 | 1 |
* | Mister Car Wash Inc. | 100 | 1 |
* | American Axle & Manufacturing Holdings Inc. | 10 | — |
* | American Public Education Inc. | 2 | — |
Big 5 Sporting Goods Corp. | 16 | — | |
* | Express Inc. | 200 | — |
Kohl's Corp. | 3 | — | |
* | Noodles & Co. Class A | 100 | — |
Polaris Inc. | 4 | — | |
* | Regis Corp. | 300 | — |
* | Visteon Corp. | 4 | — |
* | Kandi Technologies Group Inc. | 34 | — |
* | Arrival SA | 300 | — |
1,095,104 | |||
Consumer Staples (6.8%) | |||
Procter & Gamble Co. | 922,880 | 132,701 | |
Costco Wholesale Corp. | 151,256 | 72,494 | |
Tyson Foods Inc. Class A | 835,040 | 71,863 | |
Coca-Cola Co. | 1,049,539 | 66,026 | |
Walmart Inc. | 444,792 | 54,078 | |
PepsiCo Inc. | 269,287 | 44,879 |
Shares | Market Value ($000) | ||
Altria Group Inc. | 1,058,724 | 44,223 | |
Kroger Co. | 614,601 | 29,089 | |
Colgate-Palmolive Co. | 340,700 | 27,304 | |
Philip Morris International Inc. | 275,740 | 27,227 | |
Archer-Daniels-Midland Co. | 331,133 | 25,696 | |
Estee Lauder Cos. Inc. Class A | 92,553 | 23,570 | |
Hershey Co. | 108,648 | 23,377 | |
Kraft Heinz Co. | 545,512 | 20,806 | |
General Mills Inc. | 253,952 | 19,161 | |
Sysco Corp. | 114,044 | 9,661 | |
Campbell Soup Co. | 129,600 | 6,227 | |
J M Smucker Co. | 48,400 | 6,196 | |
Molson Coors Beverage Co. Class B | 110,800 | 6,040 | |
Kellogg Co. | 65,400 | 4,666 | |
Mondelez International Inc. Class A | 65,755 | 4,083 | |
Albertsons Cos. Inc. Class A | 146,900 | 3,925 | |
Hormel Foods Corp. | 68,971 | 3,266 | |
Conagra Brands Inc. | 85,900 | 2,941 | |
* | Pilgrim's Pride Corp. | 52,000 | 1,624 |
* | Monster Beverage Corp. | 15,971 | 1,480 |
Kimberly-Clark Corp. | 7,396 | 1,000 | |
Constellation Brands Inc. Class A | 1,900 | 443 | |
Coca-Cola Consolidated Inc. | 715 | 403 | |
Vector Group Ltd. | 37,000 | 388 | |
Keurig Dr Pepper Inc. | 9,500 | 336 | |
Brown-Forman Corp. Class B | 4,600 | 323 | |
Walgreens Boots Alliance Inc. | 7,800 | 296 | |
* | Nomad Foods Ltd. | 13,900 | 278 |
Reynolds Consumer Products Inc. | 8,626 | 235 | |
* | USANA Health Sciences Inc. | 3,150 | 228 |
* | Sprouts Farmers Market Inc. | 8,048 | 204 |
National Beverage Corp. | 3,621 | 177 | |
* | United Natural Foods Inc. | 3,800 | 150 |
* | Hain Celestial Group Inc. | 5,300 | 126 |
* | BJ's Wholesale Club Holdings Inc. | 1,700 | 106 |
Clorox Co. | 400 | 56 | |
Flowers Foods Inc. | 1,164 | 31 | |
Lifevantage Corp. | 4,187 | 18 | |
* | Nature's Sunshine Products Inc. | 1,636 | 17 |
* | Rite Aid Corp. | 2,200 | 15 |
* | Sovos Brands Inc. | 953 | 15 |
Lamb Weston Holdings Inc. | 86 | 6 | |
Calavo Growers Inc. | 93 | 4 | |
McCormick & Co. Inc. | 40 | 3 | |
* | Simply Good Foods Co. | 79 | 3 |
PriceSmart Inc. | 28 | 2 | |
Adecoagro SA | 184 | 2 | |
* | SunOpta Inc. | 300 | 2 |
* | Blue Apron Holdings Inc. Class A | 200 | 1 |
* | Herbalife Nutrition Ltd. | 45 | 1 |
* | Zevia PBC Class A | 263 | 1 |
Cal-Maine Foods Inc. | 9 | — | |
737,473 | |||
Energy (5.3%) | |||
Exxon Mobil Corp. | 1,842,470 | 157,789 | |
Chevron Corp. | 734,271 | 106,308 | |
EOG Resources Inc. | 446,664 | 49,330 | |
Marathon Petroleum Corp. | 399,922 | 32,878 |
Shares | Market Value ($000) | ||
ConocoPhillips | 318,786 | 28,630 | |
APA Corp. | 732,019 | 25,547 | |
Phillips 66 | 296,009 | 24,270 | |
Occidental Petroleum Corp. | 402,073 | 23,674 | |
Kinder Morgan Inc. | 1,182,490 | 19,819 | |
ONEOK Inc. | 281,907 | 15,646 | |
Marathon Oil Corp. | 662,430 | 14,891 | |
Halliburton Co. | 459,711 | 14,417 | |
Schlumberger NV | 375,400 | 13,424 | |
Valero Energy Corp. | 116,708 | 12,404 | |
Hess Corp. | 77,510 | 8,211 | |
Diamondback Energy Inc. | 40,030 | 4,850 | |
Pioneer Natural Resources Co. | 21,700 | 4,841 | |
Williams Cos. Inc. | 113,415 | 3,540 | |
Ovintiv Inc. (XNYS) | 61,200 | 2,704 | |
* | Southwestern Energy Co. | 248,202 | 1,551 |
* | Antero Resources Corp. | 35,400 | 1,085 |
Equitrans Midstream Corp. | 129,000 | 820 | |
* | Comstock Resources Inc. | 59,300 | 716 |
Baker Hughes Co. Class A | 22,900 | 661 | |
Targa Resources Corp. | 9,800 | 585 | |
* | CNX Resources Corp. | 33,400 | 550 |
* | Range Resources Corp. | 21,100 | 522 |
* | Transocean Ltd. (XNYS) | 105,300 | 351 |
* | DTE Midstream LLC | 6,600 | 324 |
* | Denbury Inc. | 4,300 | 258 |
* | Green Plains Inc. | 7,800 | 212 |
Texas Pacific Land Corp. | 85 | 127 | |
* | Oceaneering International Inc. | 11,200 | 120 |
* | Tellurian Inc. | 32,000 | 95 |
Antero Midstream Corp. | 8,800 | 80 | |
* | SandRidge Energy Inc. | 4,300 | 67 |
California Resources Corp. | 1,500 | 58 | |
Geopark Ltd. | 4,108 | 53 | |
* | Golar LNG Ltd. | 1,700 | 39 |
* | Alto Ingredients Inc. | 9,600 | 36 |
HF Sinclair Corp. | 800 | 36 | |
Continental Resources Inc. | 500 | 33 | |
* | Teekay Corp. | 11,485 | 33 |
* | Centrus Energy Corp. Class A | 1,000 | 25 |
VAALCO Energy Inc. | 2,200 | 15 | |
SFL Corp. Ltd. | 1,100 | 10 | |
Civitas Resources Inc. | 200 | 10 | |
* | Clean Energy Fuels Corp. | 1,800 | 8 |
Chesapeake Energy Corp. | 74 | 6 | |
NACCO Industries Inc. Class A | 71 | 3 | |
Brigham Minerals Inc. Class A | 95 | 2 | |
Murphy Oil Corp. | 73 | 2 | |
* | Par Pacific Holdings Inc. | 108 | 2 |
Patterson-UTI Energy Inc. | 100 | 2 | |
Dorian LPG Ltd. | 125 | 2 | |
Cenovus Energy Inc. | 100 | 2 | |
* | Navigator Holdings Ltd. | 188 | 2 |
* | Amplify Energy Corp. | 200 | 1 |
Archrock Inc. | 100 | 1 | |
* | Centennial Resource Development Inc. Class A | 200 | 1 |
* | Energy Fuels Inc. | 195 | 1 |
Evolution Petroleum Corp. | 100 | 1 |
Shares | Market Value ($000) | ||
* | Natural Gas Services Group Inc. | 100 | 1 |
* | Overseas Shipholding Group Inc. Class A | 400 | 1 |
* | ProPetro Holding Corp. | 100 | 1 |
* | RPC Inc. | 100 | 1 |
* | Ring Energy Inc. | 200 | 1 |
Solaris Oilfield Infrastructure Inc. Class A | 100 | 1 | |
* | Talos Energy Inc. | 90 | 1 |
* | TETRA Technologies Inc. | 300 | 1 |
* | NexTier Oilfield Solutions Inc. | 95 | 1 |
* | TechnipFMC plc | 200 | 1 |
Plains GP Holdings LP Class A | 100 | 1 | |
Northern Oil and Gas Inc. | 40 | 1 | |
NOV Inc. | 38 | 1 | |
* | Exterran Corp. | 79 | — |
* | Helix Energy Solutions Group Inc. | 146 | — |
* | Newpark Resources Inc. | 137 | — |
* | Uranium Energy Corp. | 119 | — |
Nordic American Tankers Ltd. | 100 | — | |
International Seaways Inc. | 8 | — | |
* | Kosmos Energy Ltd. | 77 | — |
* | Independence Contract Drilling Inc. | 100 | — |
* | Expro Group Holdings NV | 16 | — |
571,694 | |||
Financials (10.2%) | |||
* | Berkshire Hathaway Inc. Class B | 573,485 | 156,573 |
JPMorgan Chase & Co. | 1,015,878 | 114,398 | |
Bank of America Corp. | 2,553,434 | 79,488 | |
Wells Fargo & Co. | 1,327,145 | 51,984 | |
Everest Re Group Ltd. | 183,471 | 51,423 | |
W R Berkley Corp. | 521,746 | 35,614 | |
Discover Financial Services | 348,671 | 32,977 | |
Loews Corp. | 509,433 | 30,189 | |
Goldman Sachs Group Inc. | 98,751 | 29,331 | |
Cboe Global Markets Inc. | 243,002 | 27,505 | |
Intercontinental Exchange Inc. | 289,152 | 27,192 | |
Citigroup Inc. | 587,397 | 27,014 | |
Capital One Financial Corp. | 240,490 | 25,057 | |
Synchrony Financial | 900,128 | 24,862 | |
Allstate Corp. | 196,114 | 24,854 | |
Chubb Ltd. | 126,357 | 24,839 | |
Truist Financial Corp. | 453,995 | 21,533 | |
�� | Charles Schwab Corp. | 308,700 | 19,504 |
American Express Co. | 131,680 | 18,253 | |
PNC Financial Services Group Inc. | 111,220 | 17,547 | |
Assurant Inc. | 98,702 | 17,061 | |
Hartford Financial Services Group Inc. | 254,568 | 16,656 | |
Morgan Stanley | 215,800 | 16,414 | |
Blackstone Inc. | 177,700 | 16,212 | |
Marsh & McLennan Cos. Inc. | 100,852 | 15,657 | |
Comerica Inc. | 213,054 | 15,634 | |
BlackRock Inc. | 24,720 | 15,055 | |
Travelers Cos. Inc. | 81,604 | 13,802 | |
Bank of New York Mellon Corp. | 316,800 | 13,214 | |
Ameriprise Financial Inc. | 38,152 | 9,068 | |
MetLife Inc. | 138,140 | 8,674 | |
Regions Financial Corp. | 450,880 | 8,454 | |
American International Group Inc. | 153,900 | 7,869 | |
First Republic Bank | 51,830 | 7,474 |
Shares | Market Value ($000) | ||
Moody's Corp. | 27,231 | 7,406 | |
US Bancorp | 153,368 | 7,058 | |
Affiliated Managers Group Inc. | 50,110 | 5,843 | |
Cincinnati Financial Corp. | 47,523 | 5,654 | |
Invesco Ltd. | 297,664 | 4,801 | |
Ally Financial Inc. | 128,400 | 4,303 | |
Zions Bancorp NA | 80,367 | 4,091 | |
Raymond James Financial Inc. | 44,500 | 3,979 | |
Interactive Brokers Group Inc. Class A | 69,800 | 3,840 | |
KeyCorp. | 151,900 | 2,617 | |
Principal Financial Group Inc. | 39,000 | 2,605 | |
Lincoln National Corp. | 54,190 | 2,534 | |
* | Encore Capital Group Inc. | 35,943 | 2,076 |
Aon plc Class A (XNYS) | 7,574 | 2,043 | |
T Rowe Price Group Inc. | 17,810 | 2,023 | |
Aflac Inc. | 23,100 | 1,278 | |
* | Arch Capital Group Ltd. | 27,400 | 1,246 |
Franklin Resources Inc. | 45,700 | 1,065 | |
OneMain Holdings Inc. | 23,500 | 878 | |
Prudential Financial Inc. | 8,891 | 851 | |
* | Credit Acceptance Corp. | 1,785 | 845 |
Blackstone Mortgage Trust Inc. Class A | 29,800 | 825 | |
First American Financial Corp. | 15,061 | 797 | |
Fidelity National Financial Inc. | 20,700 | 765 | |
Popular Inc. | 9,170 | 705 | |
BGC Partners Inc. Class A | 162,000 | 546 | |
MarketAxess Holdings Inc. | 2,100 | 538 | |
Nasdaq Inc. | 3,500 | 534 | |
2 | Prospect Capital Corp. | 63,700 | 445 |
Bank of NT Butterfield & Son Ltd. | 13,869 | 433 | |
* | Green Dot Corp. Class A | 16,800 | 422 |
Fifth Third Bancorp | 12,400 | 417 | |
M&T Bank Corp. | 2,400 | 383 | |
Sixth Street Specialty Lending Inc. | 16,900 | 313 | |
Central Pacific Financial Corp. | 13,792 | 296 | |
* | PRA Group Inc. | 8,100 | 295 |
* | Donnelley Financial Solutions Inc. | 9,500 | 278 |
RenaissanceRe Holdings Ltd. | 1,620 | 253 | |
* | Blucora Inc. | 12,300 | 227 |
Valley National Bancorp | 20,800 | 217 | |
Banner Corp. | 3,778 | 212 | |
AFC Gamma Inc. | 13,192 | 202 | |
2 | Owl Rock Capital Corp. | 16,000 | 197 |
TCG BDC Inc. | 15,000 | 191 | |
First Internet Bancorp | 5,155 | 190 | |
Mfa Financial Inc. | 17,000 | 183 | |
Solar Capital Ltd. | 12,371 | 181 | |
Hanmi Financial Corp. | 7,200 | 162 | |
* | World Acceptance Corp. | 1,426 | 160 |
Flagstar Bancorp Inc. | 3,900 | 138 | |
Willis Towers Watson plc | 700 | 138 | |
* | Enova International Inc. | 4,100 | 118 |
BlackRock TCP Capital Corp. | 9,400 | 118 | |
Janus Henderson Group plc | 4,800 | 113 | |
TPG RE Finance Trust Inc. | 11,000 | 99 | |
* | Ocwen Financial Corp. | 3,400 | 93 |
Virtu Financial Inc. Class A | 3,800 | 89 | |
Enact Holdings Inc. | 4,001 | 86 |
Shares | Market Value ($000) | ||
Carlyle Group Inc. | 2,500 | 79 | |
* | PROG Holdings Inc. | 4,800 | 79 |
Apollo Investment Corp. | 7,249 | 78 | |
2 | Burford Capital Ltd. | 7,681 | 78 |
Kearny Financial Corp. | 6,905 | 77 | |
New Mountain Finance Corp. | 5,412 | 64 | |
Peapack-Gladstone Financial Corp. | 2,090 | 62 | |
First Financial Bancorp | 3,100 | 60 | |
PacWest Bancorp | 2,100 | 56 | |
* | SiriusPoint Ltd. | 10,370 | 56 |
Navient Corp. | 3,800 | 53 | |
Greenhill & Co. Inc. | 5,600 | 52 | |
Hope Bancorp Inc. | 3,700 | 51 | |
HomeTrust Bancshares Inc. | 2,017 | 50 | |
* | GoHealth Inc. Class A | 73,500 | 44 |
Old Republic International Corp. | 1,900 | 43 | |
Home BancShares Inc. | 1,634 | 34 | |
Tiptree Inc. | 3,172 | 34 | |
Washington Federal Inc. | 1,100 | 33 | |
* | Columbia Financial Inc. | 1,400 | 31 |
* | Elevate Credit Inc. | 12,600 | 30 |
* | LendingClub Corp. | 2,500 | 29 |
PCSB Financial Corp. | 1,433 | 27 | |
Universal Insurance Holdings Inc. | 2,108 | 27 | |
Chimera Investment Corp. | 2,900 | 26 | |
First Community Bankshares Inc. | 888 | 26 | |
First Hawaiian Inc. | 1,083 | 25 | |
Heritage Commerce Corp. | 2,291 | 25 | |
Sierra Bancorp | 1,159 | 25 | |
CBTX Inc. | 919 | 24 | |
Fulton Financial Corp. | 1,600 | 23 | |
Park National Corp. | 170 | 21 | |
Northfield Bancorp Inc. | 1,502 | 20 | |
Bank OZK | 500 | 19 | |
* | Genworth Financial Inc. Class A | 5,400 | 19 |
BlackRock Capital Investment Corp. | 5,200 | 19 | |
Invesco Mortgage Capital REIT | 1,300 | 19 | |
HBT Financial Inc. | 880 | 16 | |
Berkshire Hills Bancorp Inc. | 600 | 15 | |
Independent Bank Corp. | 800 | 15 | |
Lakeland Bancorp Inc. | 984 | 14 | |
Central Valley Community Bancorp | 739 | 11 | |
TrustCo Bank Corp. NY | 260 | 8 | |
Brightspire Capital Inc. Class A | 1,100 | 8 | |
Granite Point Mortgage Trust Inc. | 600 | 6 | |
Stifel Financial Corp. | 85 | 5 | |
Tompkins Financial Corp. | 74 | 5 | |
* | ACRES Commercial Realty Corp. | 600 | 5 |
Crescent Capital BDC Inc. | 300 | 5 | |
City Holding Co. | 45 | 4 | |
Community Trust Bancorp Inc. | 91 | 4 | |
First Financial Corp. | 91 | 4 | |
First Foundation Inc. | 200 | 4 | |
Great Southern Bancorp Inc. | 71 | 4 | |
* | Oportun Financial Corp. | 500 | 4 |
First Financial Northwest Inc. | 172 | 3 | |
First Interstate BancSystem Inc. Class A | 76 | 3 | |
Arthur J Gallagher & Co. | 20 | 3 |
Shares | Market Value ($000) | ||
Home Bancorp Inc. | 76 | 3 | |
Horizon Bancorp Inc. | 149 | 3 | |
NBT Bancorp Inc. | 82 | 3 | |
Nelnet Inc. Class A | 38 | 3 | |
SLM Corp. | 168 | 3 | |
Stock Yards Bancorp Inc. | 55 | 3 | |
Allegiance Bancshares Inc. | 60 | 2 | |
Banc of California Inc. | 100 | 2 | |
CVB Financial Corp. | 77 | 2 | |
Camden National Corp. | 46 | 2 | |
Capitol Federal Financial Inc. | 198 | 2 | |
Civista Bancshares Inc. | 86 | 2 | |
Cohen & Steers Inc. | 26 | 2 | |
ConnectOne Bancorp Inc. | 82 | 2 | |
Cowen Inc. Class A | 90 | 2 | |
Employers Holdings Inc. | 48 | 2 | |
* | EZCorp. Inc. Class A | 200 | 2 |
Financial Institutions Inc. | 68 | 2 | |
Great Ajax Corp. | 188 | 2 | |
* | MBIA Inc. | 120 | 2 |
Preferred Bank | 28 | 2 | |
SEI Investments Co. | 30 | 2 | |
ServisFirst Bancshares Inc. | 20 | 2 | |
Trustmark Corp. | 66 | 2 | |
WesBanco Inc. | 57 | 2 | |
WisdomTree Investments Inc. | 385 | 2 | |
Saratoga Investment Corp. | 64 | 2 | |
TriplePoint Venture Growth BDC Corp. | 165 | 2 | |
Amalgamated Financial Corp. | 124 | 2 | |
Intercorp Financial Services Inc. | 92 | 2 | |
Cadence Bank | 83 | 2 | |
* | Acacia Research Corp. | 200 | 1 |
* | Ambac Financial Group Inc. | 100 | 1 |
AMERISAFE Inc. | 10 | 1 | |
Annaly Capital Management Inc. | 100 | 1 | |
Apollo Commercial Real Estate Finance Inc. | 121 | 1 | |
Ares Commercial Real Estate Corp. | 111 | 1 | |
ARMOUR Residential REIT Inc. | 100 | 1 | |
Citizens Financial Group Inc. | 35 | 1 | |
Commerce Bancshares Inc. | 11 | 1 | |
Curo Group Holdings Corp. | 199 | 1 | |
FNB Corp. | 100 | 1 | |
First BanCorp. (XNYS) | 100 | 1 | |
Huntington Bancshares Inc. | 50 | 1 | |
Ladder Capital Corp. Class A | 100 | 1 | |
* | LendingTree Inc. | 25 | 1 |
Luther Burbank Corp. | 108 | 1 | |
MGIC Investment Corp. | 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 National Bancorp | 100 | 1 | |
Old Second Bancorp Inc. | 100 | 1 | |
* | Republic First Bancorp Inc. | 369 | 1 |
* | SVB Financial Group | 2 | 1 |
TriCo Bancshares | 31 | 1 | |
United Bankshares Inc. | 18 | 1 |
Shares | Market Value ($000) | ||
* | Unum Group | 27 | 1 |
Washington Trust Bancorp Inc. | 20 | 1 | |
Essent Group Ltd. | 24 | 1 | |
James River Group Holdings Ltd. | 33 | 1 | |
Sculptor Capital Management Inc. Class A | 99 | 1 | |
Broadmark Realty Capital Inc. | 145 | 1 | |
* | XP Inc. Class A | 38 | 1 |
Premier Financial Corp. | 23 | 1 | |
Rocket Cos. Inc. Class A | 100 | 1 | |
Gladstone Investment Corp. | 100 | 1 | |
Golub Capital BDC Inc. | 100 | 1 | |
Horizon Technology Finance Corp. | 100 | 1 | |
Main Street Capital Corp. | 33 | 1 | |
Oxford Square Capital Corp. | 352 | 1 | |
PennantPark Investment Corp. | 220 | 1 | |
Patria Investments Ltd. Class A | 94 | 1 | |
Primis Financial Corp. | 100 | 1 | |
Bridge Investment Group Holdings Inc. Class A | 38 | 1 | |
AG Mortgage Investment Trust Inc. | 100 | 1 | |
Franklin BSP Realty Trust Inc. REIT | 100 | 1 | |
BancFirst Corp. | 5 | — | |
First of Long Island Corp. | 21 | — | |
Flushing Financial Corp. | 2 | — | |
Heartland Financial USA Inc. | 2 | — | |
Jefferies Financial Group Inc. | 11 | — | |
Lakeland Financial Corp. | 1 | — | |
* | Mr Cooper Group Inc. | 10 | — |
* | NMI Holdings Inc. Class A | 15 | — |
OceanFirst Financial Corp. | 1 | — | |
Oppenheimer Holdings Inc. Class A | 13 | — | |
* | Trupanion Inc. | 1 | — |
Veritex Holdings Inc. | 11 | — | |
Western Alliance Bancorp | 4 | — | |
Barings BDC Inc. | 28 | — | |
* | Bright Health Group Inc. | 100 | — |
1,101,555 | |||
Health Care (14.9%) | |||
Johnson & Johnson | 1,023,962 | 181,764 | |
Pfizer Inc. | 3,197,119 | 167,625 | |
UnitedHealth Group Inc. | 262,284 | 134,717 | |
Merck & Co. Inc. | 767,492 | 69,972 | |
AbbVie Inc. | 444,469 | 68,075 | |
CVS Health Corp. | 711,840 | 65,959 | |
Amgen Inc. | 244,096 | 59,389 | |
Elevance Health Inc. | 116,750 | 56,341 | |
Thermo Fisher Scientific Inc. | 101,065 | 54,907 | |
Agilent Technologies Inc. | 457,417 | 54,327 | |
Bristol-Myers Squibb Co. | 687,978 | 52,974 | |
McKesson Corp. | 159,124 | 51,908 | |
HCA Healthcare Inc. | 254,787 | 42,820 | |
Gilead Sciences Inc. | 675,531 | 41,755 | |
* | IQVIA Holdings Inc. | 186,800 | 40,534 |
Cigna Corp. | 149,868 | 39,493 | |
Laboratory Corp. of America Holdings | 149,793 | 35,106 | |
Abbott Laboratories | 316,154 | 34,350 | |
* | Vertex Pharmaceuticals Inc. | 102,830 | 28,976 |
AmerisourceBergen Corp. Class A | 199,981 | 28,293 | |
Medtronic plc | 315,142 | 28,284 |
Shares | Market Value ($000) | ||
* | Waters Corp. | 81,718 | 27,047 |
Becton Dickinson and Co. | 87,100 | 21,473 | |
* | Regeneron Pharmaceuticals Inc. | 34,485 | 20,385 |
* | Biogen Inc. | 97,653 | 19,915 |
Eli Lilly & Co. | 51,092 | 16,566 | |
* | Centene Corp. | 152,260 | 12,883 |
* | DaVita Inc. | 156,099 | 12,482 |
* | Mettler-Toledo International Inc. | 9,954 | 11,435 |
Organon & Co. | 286,901 | 9,683 | |
* | Align Technology Inc. | 39,966 | 9,459 |
West Pharmaceutical Services Inc. | 28,540 | 8,630 | |
* | Boston Scientific Corp. | 202,418 | 7,544 |
* | Hologic Inc. | 108,860 | 7,544 |
* | Incyte Corp. | 87,400 | 6,640 |
Zoetis Inc. | 37,590 | 6,461 | |
* | Moderna Inc. | 43,552 | 6,221 |
Quest Diagnostics Inc. | 45,714 | 6,079 | |
* | IDEXX Laboratories Inc. | 16,451 | 5,770 |
Baxter International Inc. | 89,714 | 5,762 | |
* | Henry Schein Inc. | 71,301 | 5,472 |
* | Illumina Inc. | 22,000 | 4,056 |
Humana Inc. | 7,678 | 3,594 | |
Zimmer Biomet Holdings Inc. | 33,942 | 3,566 | |
DENTSPLY SIRONA Inc. | 95,200 | 3,402 | |
* | ACADIA Pharmaceuticals Inc. | 235,600 | 3,320 |
Cardinal Health Inc. | 41,800 | 2,185 | |
* | Allscripts Healthcare Solutions Inc. | 112,600 | 1,670 |
Bruker Corp. | 25,743 | 1,616 | |
* | Sage Therapeutics Inc. | 48,458 | 1,565 |
* | Bausch Health Cos. Inc. | 147,800 | 1,236 |
Owens & Minor Inc. | 37,796 | 1,189 | |
* | Corcept Therapeutics Inc. | 43,100 | 1,025 |
Bio-Techne Corp. | 2,500 | 867 | |
* | Avantor Inc. | 26,500 | 824 |
* | Embecta Corp. | 31,900 | 808 |
* | Myriad Genetics Inc. | 44,400 | 807 |
* | Intuitive Surgical Inc. | 3,800 | 763 |
Danaher Corp. | 2,990 | 758 | |
Viatris Inc. | 67,884 | 711 | |
Patterson Cos. Inc. | 21,566 | 653 | |
* | QIAGEN NV | 13,600 | 642 |
* | BioMarin Pharmaceutical Inc. | 7,500 | 622 |
* | Charles River Laboratories International Inc. | 2,661 | 569 |
* | Maravai LifeSciences Holdings Inc. Class A | 18,600 | 528 |
* | Lexicon Pharmaceuticals Inc. | 238,397 | 443 |
* | Innoviva Inc. | 27,085 | 400 |
* | Molina Healthcare Inc. | 1,200 | 336 |
* | OPKO Health Inc. | 128,496 | 325 |
* | Neogen Corp. | 11,200 | 270 |
* | Radius Health Inc. | 25,200 | 261 |
* | Emergent BioSolutions Inc. | 8,300 | 258 |
* | Change Healthcare Inc. | 10,000 | 231 |
* | Eagle Pharmaceuticals Inc. | 5,064 | 225 |
* | Exelixis Inc. | 10,768 | 224 |
* | QuidelOrtho Corp. | 2,210 | 215 |
* | Amicus Therapeutics Inc. | 17,600 | 189 |
* | DexCom Inc. | 2,458 | 183 |
* | Masimo Corp. | 1,400 | 183 |
Shares | Market Value ($000) | ||
* | Rigel Pharmaceuticals Inc. | 161,000 | 182 |
* | WaVe Life Sciences Ltd. | 55,500 | 180 |
PerkinElmer Inc. | 1,200 | 171 | |
* | Taro Pharmaceutical Industries Ltd. | 4,733 | 171 |
* | Amedisys Inc. | 1,600 | 168 |
ResMed Inc. | 800 | 168 | |
* | Ovid therapeutics Inc. | 71,200 | 153 |
* | Global Blood Therapeutics Inc. | 4,500 | 144 |
* | Zimvie Inc. | 8,400 | 134 |
* | Spectrum Pharmaceuticals Inc. | 154,000 | 120 |
* | Semler Scientific Inc. | 4,268 | 120 |
* | Community Health Systems Inc. | 29,800 | 112 |
* | La Jolla Pharmaceutical Co. | 33,600 | 107 |
* | Cutera Inc. | 2,700 | 101 |
* | ABIOMED Inc. | 400 | 99 |
* | Accuray Inc. | 48,600 | 95 |
* | Theravance Biopharma Inc. | 10,200 | 92 |
* | Zentalis Pharmaceuticals Inc. | 3,100 | 87 |
* | Travere Thrapeutics Inc. | 3,600 | 87 |
* | AbCellera Biologics Inc. | 8,200 | 87 |
* | Vanda Pharmaceuticals Inc. | 7,300 | 80 |
* | iRhythm Technologies Inc. | 718 | 78 |
Alcon Inc. | 1,100 | 77 | |
* | MEDNAX Inc. | 3,300 | 69 |
* | Aurora Cannabis Inc. | 51,000 | 67 |
* | Sharecare Inc. | 40,700 | 64 |
* | Bluebird Bio Inc. | 13,900 | 58 |
* | AtriCure Inc. | 1,400 | 57 |
* | Avanos Medical Inc. | 2,000 | 55 |
* | Tactile Systems Technology Inc. | 7,200 | 53 |
* | Medpace Holdings Inc. | 300 | 45 |
* | Natera Inc. | 1,200 | 43 |
* | Syneos Health Inc. | 601 | 43 |
* | Cytek Biosciences Inc. | 3,900 | 42 |
* | Mirati Therapeutics Inc. | 600 | 40 |
* | Standard Bio Tools Inc. | 24,374 | 39 |
* | Inhibrx Inc. | 3,459 | 39 |
* | Cronos Group Inc. | 12,800 | 36 |
* | Catalyst Pharmaceuticals Inc. | 4,643 | 33 |
*,2 | Lannett Co. Inc. | 55,400 | 32 |
* | Puma Biotechnology Inc. | 11,200 | 32 |
* | Doximity Inc. Class A | 893 | 31 |
* | Tandem Diabetes Care Inc. | 513 | 30 |
* | ADMA Biologics Inc. | 15,379 | 30 |
* | Evolent Health Inc. Class A | 900 | 28 |
* | Tenet Healthcare Corp. | 500 | 26 |
* | Collegium Pharmaceutical Inc. | 1,400 | 25 |
* | NextGen Healthcare Inc. | 1,300 | 23 |
* | Novavax Inc. | 400 | 21 |
Select Medical Holdings Corp. | 900 | 21 | |
* | Tricida Inc. | 2,200 | 21 |
* | Cardiovascular Systems Inc. | 1,200 | 17 |
* | Cerus Corp. | 3,300 | 17 |
* | Opiant Pharmaceuticals Inc. | 1,442 | 17 |
* | Orgenesis Inc. | 6,075 | 15 |
* | Bio-Rad Laboratories Inc. Class A | 28 | 14 |
* | MiMedx Group Inc. | 4,100 | 14 |
* | Spero Therapeutics Inc. | 17,300 | 13 |
Shares | Market Value ($000) | ||
* | Atara Biotherapeutics Inc. | 1,400 | 11 |
* | Invacare Corp. | 7,600 | 10 |
* | ICON plc | 47 | 10 |
* | Sema4 Holdings Corp. | 7,700 | 10 |
*,2 | Innovage Holding Corp. | 2,035 | 9 |
* | Aveanna Healthcare Holdings Inc. | 3,600 | 8 |
* | Aeglea BioTherapeutics Inc. | 11,000 | 6 |
* | Dynavax Technologies Corp. | 500 | 6 |
* | Repligen Corp. | 39 | 6 |
* | ANI Pharmaceuticals Inc. | 200 | 6 |
* | Personalis Inc. | 1,600 | 6 |
* | Athira Pharma Inc. | 2,100 | 6 |
* | Ultragenyx Pharmaceutical Inc. | 90 | 5 |
* | ViewRay Inc. | 1,700 | 5 |
* | AnaptysBio Inc. | 200 | 4 |
* | Ardelyx Inc. | 7,400 | 4 |
* | CorVel Corp. | 30 | 4 |
* | Edwards Lifesciences Corp. | 40 | 4 |
* | Societal CDMO Inc. | 4,600 | 4 |
* | Scholar Rock Holding Corp. | 800 | 4 |
* | Surmodics Inc. | 98 | 4 |
* | Arcus Biosciences Inc. | 99 | 3 |
* | NuVasive Inc. | 67 | 3 |
* | Optinose Inc. | 800 | 3 |
* | Syndax Pharmaceuticals Inc. | 179 | 3 |
* | Envista Holdings Corp. | 81 | 3 |
*,2 | CEL–SCI Corp. | 492 | 2 |
* | Cymabay Therapeutics Inc. | 700 | 2 |
* | Exact Sciences Corp. | 45 | 2 |
* | ImmunoGen Inc. | 500 | 2 |
* | Integer Holdings Corp. | 24 | 2 |
* | Meridian Bioscience Inc. | 50 | 2 |
* | Penumbra Inc. | 13 | 2 |
* | Provention Bio Inc. | 426 | 2 |
* | RadNet Inc. | 100 | 2 |
*,2 | Sorrento Therapeutics Inc. | 866 | 2 |
* | InfuSystem Holdings Inc. | 176 | 2 |
* | Allovir Inc. | 400 | 2 |
* | Viemed Healthcare Inc. | 306 | 2 |
* | EyePoint Pharmaceuticals Inc. | 200 | 2 |
* | Avalo Therapeutics Inc. | 4,900 | 2 |
* | Definitive Healthcare Corp. Class A | 95 | 2 |
* | Aclaris Therapeutics Inc. | 100 | 1 |
* | Amneal Pharmaceuticals Inc. | 200 | 1 |
* | BioCryst Pharmaceuticals Inc. | 100 | 1 |
* | Bridgebio Pharma Inc. | 100 | 1 |
* | Brookdale Senior Living Inc. | 311 | 1 |
* | CTI BioPharma Corp. | 200 | 1 |
* | Cara Therapeutics Inc. | 106 | 1 |
* | Coherus Biosciences Inc. | 200 | 1 |
* | Concert Pharmaceuticals Inc. | 300 | 1 |
* | Eiger BioPharmaceuticals Inc. | 100 | 1 |
* | Evolus Inc. | 110 | 1 |
* | GlycoMimetics Inc. | 2,000 | 1 |
* | Gossamer Bio Inc. | 100 | 1 |
* | Gritstone bio Inc. | 254 | 1 |
* | Heron Therapeutics Inc. | 200 | 1 |
* | Homology Medicines Inc. | 300 | 1 |
Shares | Market Value ($000) | ||
* | Iovance Biotherapeutics Inc. | 100 | 1 |
* | Ironwood Pharmaceuticals Inc. Class A | 124 | 1 |
* | IVERIC bio Inc. | 150 | 1 |
* | Kura Oncology Inc. | 33 | 1 |
LeMaitre Vascular Inc. | 27 | 1 | |
* | Lineage Cell Therapeutics Inc. | 900 | 1 |
* | Natus Medical Inc. | 30 | 1 |
* | Nektar Therapeutics Class A | 300 | 1 |
* | Omeros Corp. | 387 | 1 |
* | Oncocyte Corp. | 1,200 | 1 |
* | Palatin Technologies Inc. | 3,558 | 1 |
Phibro Animal Health Corp. Class A | 38 | 1 | |
* | Voyager Therapeutics Inc. | 100 | 1 |
XBiotech Inc. | 234 | 1 | |
* | iCAD Inc. | 200 | 1 |
* | NextCure Inc. | 200 | 1 |
* | Pieris Pharmaceuticals Inc. | 300 | 1 |
* | CRISPR Therapeutics AG | 16 | 1 |
* | Organogenesis Holdings Inc. Class A | 200 | 1 |
* | PDS Biotechnology Corp. | 165 | 1 |
* | Liquidia Corp. | 166 | 1 |
* | Gamida Cell Ltd. | 428 | 1 |
* | Altimmune Inc. | 100 | 1 |
* | Immunovant Inc. | 180 | 1 |
* | Infinity Pharmaceuticals Inc. | 1,500 | 1 |
* | Retractable Technologies Inc. | 300 | 1 |
* | Vaxart Inc. | 300 | 1 |
* | Marinus Pharmaceuticals Inc. | 125 | 1 |
* | Chinook Therapeutics Inc. | 67 | 1 |
* | Aytu BioPharma Inc. | 1,279 | 1 |
* | Humanigen Inc. | 542 | 1 |
* | Canopy Growth Corp. | 200 | 1 |
* | Akoya Biosciences Inc. | 47 | 1 |
* | Reneo Pharmaceuticals Inc. | 446 | 1 |
* | Assertio Holdings Inc. | 395 | 1 |
* | LifeStance Health Group Inc. | 167 | 1 |
* | Xeris Biopharma Holdings Inc. | 662 | 1 |
* | ATAI Life Sciences NV | 148 | 1 |
* | Agile Therapeutics Inc. | 446 | 1 |
* | Agenus Inc. | 200 | — |
* | Akebia Therapeutics Inc. | 498 | — |
* | Allakos Inc. | 100 | — |
* | Calyxt Inc. | 41 | — |
* | Chimerix Inc. | 100 | — |
* | Computer Programs and Systems Inc. | 5 | — |
* | CytomX Therapeutics Inc. | 200 | — |
* | ElectroCore Inc. | 386 | — |
* | Enzo Biochem Inc. | 94 | — |
* | Fortress Biotech Inc. | 100 | — |
* | Insmed Inc. | 6 | — |
* | Jounce Therapeutics Inc. | 100 | — |
* | Karyopharm Therapeutics Inc. | 100 | — |
* | MannKind Corp. | 100 | — |
* | Mersana Therapeutics Inc. | 100 | — |
* | OraSure Technologies Inc. | 100 | — |
* | Pacific Biosciences of California Inc. | 70 | — |
* | Paratek Pharmaceuticals Inc. | 100 | — |
* | Sangamo Therapeutics Inc. | 100 | — |
Shares | Market Value ($000) | ||
* | Senseonics Holdings Inc. | 200 | — |
* | Seres Therapeutics Inc. | 22 | — |
* | TG Therapeutics Inc. | 100 | — |
* | SmileDirectClub Inc. | 239 | — |
* | Arbutus Biopharma Corp. | 100 | — |
* | Affimed NV | 100 | — |
* | Bellicum Pharmaceuticals Inc. | 175 | — |
* | AlerisLife Inc. | 6 | — |
* | Precigen Inc. | 200 | — |
* | VBI Vaccines Inc. | 100 | — |
* | Genocea Biosciences Inc. | 300 | — |
* | IMARA Inc. | 160 | — |
* | Compugen Ltd. | 193 | — |
* | Essa Pharma Inc. | 102 | — |
* | Acumen Pharmaceuticals Inc. | 100 | — |
* | PolarityTE Inc. | 12 | — |
* | Rockwell Medical Inc. | 39 | — |
Calithera Biosciences Inc. | 160 | — | |
Minerva Neurosciences Inc. | 137 | — | |
1,609,996 | |||
Industrials (7.3%) | |||
United Parcel Service Inc. Class B | 390,545 | 71,290 | |
Lockheed Martin Corp. | 135,847 | 58,409 | |
Union Pacific Corp. | 273,831 | 58,403 | |
Emerson Electric Co. | 467,024 | 37,147 | |
Robert Half International Inc. | 437,874 | 32,792 | |
Norfolk Southern Corp. | 134,199 | 30,502 | |
Republic Services Inc. Class A | 217,252 | 28,432 | |
Otis Worldwide Corp. | 391,364 | 27,658 | |
Northrop Grumman Corp. | 56,300 | 26,943 | |
FedEx Corp. | 117,240 | 26,579 | |
3M Co. | 190,837 | 24,696 | |
Dover Corp. | 198,561 | 24,089 | |
WW Grainger Inc. | 48,610 | 22,090 | |
Honeywell International Inc. | 124,326 | 21,609 | |
Trane Technologies plc | 165,508 | 21,495 | |
Illinois Tool Works Inc. | 115,805 | 21,105 | |
Caterpillar Inc. | 116,802 | 20,880 | |
* | United Rentals Inc. | 80,561 | 19,569 |
Old Dominion Freight Line Inc. | 60,491 | 15,503 | |
A O Smith Corp. | 251,163 | 13,734 | |
Johnson Controls International plc | 252,669 | 12,098 | |
Fastenal Co. | 241,740 | 12,068 | |
Carrier Global Corp. | 321,005 | 11,447 | |
Fortive Corp. | 197,400 | 10,735 | |
General Dynamics Corp. | 45,881 | 10,151 | |
Textron Inc. | 161,920 | 9,888 | |
JB Hunt Transport Services Inc. | 57,765 | 9,096 | |
Expeditors International of Washington Inc. | 91,757 | 8,943 | |
Fortune Brands Home & Security Inc. | 141,420 | 8,468 | |
Allegion plc | 80,591 | 7,890 | |
* | Alaska Air Group Inc. | 192,783 | 7,721 |
CSX Corp. | 255,700 | 7,431 | |
Raytheon Technologies Corp. | 76,600 | 7,362 | |
Snap-on Inc. | 32,900 | 6,482 | |
Equifax Inc. | 34,000 | 6,215 | |
General Electric Co. | 91,000 | 5,794 | |
Cummins Inc. | 16,438 | 3,181 |
Shares | Market Value ($000) | ||
AMETEK Inc. | 20,500 | 2,253 | |
Masco Corp. | 42,100 | 2,130 | |
Eaton Corp. plc | 16,371 | 2,063 | |
CH Robinson Worldwide Inc. | 19,400 | 1,967 | |
PACCAR Inc. | 22,611 | 1,862 | |
* | AerCap Holdings NV | 45,200 | 1,850 |
* | Fluor Corp. | 69,600 | 1,694 |
Allison Transmission Holdings Inc. | 39,800 | 1,530 | |
Waste Connections Inc. (XTSE) | 11,900 | 1,475 | |
TransUnion | 18,400 | 1,472 | |
* | Uber Technologies Inc. | 67,300 | 1,377 |
* | Aerojet Rocketdyne Holdings Inc. | 32,226 | 1,308 |
Nordson Corp. | 5,589 | 1,131 | |
* | Avis Budget Group Inc. | 6,900 | 1,015 |
* | Southwest Airlines Co. | 27,000 | 975 |
Air Lease Corp. Class A | 28,800 | 963 | |
IDEX Corp. | 4,441 | 807 | |
* | Upwork Inc. | 37,700 | 780 |
Pentair plc | 16,900 | 774 | |
L3Harris Technologies Inc. | 3,200 | 773 | |
Nielsen Holdings plc | 29,300 | 680 | |
* | Lyft Inc. Class A | 48,300 | 641 |
* | Resideo Technologies Inc. | 30,900 | 600 |
nVent Electric plc | 18,500 | 580 | |
Vertiv Holdings Co. Class A | 70,300 | 578 | |
* | WESCO International Inc. | 5,200 | 557 |
Xylem Inc. | 6,900 | 539 | |
* | KAR Auction Services Inc. | 35,400 | 523 |
* | Great Lakes Dredge & Dock Corp. | 33,500 | 439 |
Acuity Brands Inc. | 2,700 | 416 | |
Maxar Technologies Inc. | 15,400 | 402 | |
* | Mercury Systems Inc. | 6,000 | 386 |
REV Group Inc. | 33,159 | 360 | |
Moog Inc. Class A | 4,512 | 358 | |
Tetra Tech Inc. | 2,600 | 355 | |
Pitney Bowes Inc. | 91,500 | 331 | |
Herc Holdings Inc. | 3,600 | 325 | |
* | Beacon Roofing Supply Inc. | 5,200 | 267 |
* | Generac Holdings Inc. | 1,200 | 253 |
KBR Inc. | 4,700 | 227 | |
Owens Corning | 3,000 | 223 | |
AECOM | 3,200 | 209 | |
Shyft Group Inc. | 10,898 | 203 | |
Howmet Aerospace Inc. | 6,000 | 189 | |
Quanta Services Inc. | 1,500 | 188 | |
* | Plug Power Inc. | 10,700 | 177 |
* | SkyWest Inc. | 7,200 | 153 |
Hexcel Corp. | 2,700 | 141 | |
* | BlueLinx Holdings Inc. | 2,000 | 134 |
* | First Advantage Corp. | 10,000 | 127 |
GrafTech International Ltd. | 17,200 | 122 | |
Altra Industrial Motion Corp. | 3,400 | 120 | |
* | Gibraltar Industries Inc. | 3,000 | 116 |
* | United Airlines Holdings Inc. | 3,000 | 106 |
Rollins Inc. | 3,000 | 105 | |
* | AAR Corp. | 1,958 | 82 |
* | Hayward Holdings Inc. | 5,700 | 82 |
GFL Environmental Inc. (XTSE) | 2,800 | 72 |
Shares | Market Value ($000) | ||
* | Kratos Defense & Security Solutions Inc. | 4,400 | 61 |
Triton International Ltd. | 1,114 | 59 | |
ManpowerGroup Inc. | 721 | 55 | |
* | Manitowoc Co. Inc. | 5,100 | 54 |
Atlas Corp. | 4,800 | 51 | |
* | Parsons Corp. | 1,200 | 48 |
* | Quad/Graphics Inc. | 15,602 | 43 |
Kelly Services Inc. Class A | 2,062 | 41 | |
Matthews International Corp. Class A | 1,400 | 40 | |
* | Northwest Pipe Co. | 1,247 | 37 |
Aris Water Solution Inc. Class A | 2,114 | 35 | |
* | Air Transport Services Group Inc. | 1,132 | 33 |
Heartland Express Inc. | 2,334 | 32 | |
* | Archer Aviation Inc. Class A | 9,600 | 30 |
* | American Superconductor Corp. | 5,500 | 28 |
* | CECO Environmental Corp. | 4,700 | 28 |
* | Triumph Group Inc. | 2,000 | 27 |
* | BrightView Holdings Inc. | 1,848 | 22 |
* | TrueBlue Inc. | 1,192 | 21 |
Costamare Inc. | 1,700 | 21 | |
* | Tutor Perini Corp. | 2,200 | 19 |
Apogee Enterprises Inc. | 451 | 18 | |
* | Mesa Air Group Inc. | 8,400 | 18 |
* | Yellow Corp. | 6,100 | 18 |
* | CACI International Inc. Class A | 60 | 17 |
Covenant Logistics Group Inc. Class A | 678 | 17 | |
* | Harsco Corp. | 2,200 | 16 |
* | Mayville Engineering Co. Inc. | 1,901 | 15 |
MSA Safety Inc. | 99 | 12 | |
Quanex Building Products Corp. | 501 | 11 | |
Lindsay Corp. | 71 | 9 | |
Griffon Corp. | 300 | 8 | |
* | Ultralife Corp. | 1,419 | 6 |
Arcosa Inc. | 89 | 4 | |
* | CBIZ Inc. | 91 | 4 |
Oshkosh Corp. | 47 | 4 | |
* | TransDigm Group Inc. | 7 | 4 |
Barnes Group Inc. | 98 | 3 | |
HNI Corp. | 88 | 3 | |
Marten Transport Ltd. | 150 | 3 | |
Rush Enterprises Inc. Class A | 58 | 3 | |
* | Kornit Digital Ltd. | 100 | 3 |
AZZ Inc. | 41 | 2 | |
* | Astronics Corp. | 176 | 2 |
Brady Corp. Class A | 38 | 2 | |
* | Cornerstone Building Brands Inc. | 98 | 2 |
* | Evoqua Water Technologies Corp. | 63 | 2 |
* | Forrester Research Inc. | 40 | 2 |
LSI Industries Inc. | 400 | 2 | |
MDU Resources Group Inc. | 57 | 2 | |
MillerKnoll Inc. | 60 | 2 | |
* | Radiant Logistics Inc. | 282 | 2 |
Resources Connection Inc. | 112 | 2 | |
Steelcase Inc. Class A | 142 | 2 | |
* | Titan International Inc. | 100 | 2 |
Universal Logistics Holdings Inc. | 86 | 2 | |
* | Gates Industrial Corp. plc | 153 | 2 |
Genco Shipping & Trading Ltd. | 98 | 2 |
Shares | Market Value ($000) | ||
* | Sun Country Airlines Holdings Inc. | 83 | 2 |
* | Planet Labs PBC | 400 | 2 |
* | Babcock & Wilcox Enterprises Inc. | 113 | 1 |
* | CoreCivic Inc. | 99 | 1 |
* | GEO Group Inc. | 200 | 1 |
Greenbrier Cos. Inc. | 39 | 1 | |
* | Hawaiian Holdings Inc. | 76 | 1 |
Interface Inc. Class A | 100 | 1 | |
* | JetBlue Airways Corp. | 100 | 1 |
Kimball International Inc. Class B | 132 | 1 | |
* | MRC Global Inc. | 147 | 1 |
* | Matrix Service Co. | 192 | 1 |
* | Mistras Group Inc. | 100 | 1 |
* | NOW Inc. | 146 | 1 |
* | Orion Group Holdings Inc. | 328 | 1 |
Parker-Hannifin Corp. | 4 | 1 | |
* | Titan Machinery Inc. | 66 | 1 |
* | USA Truck Inc. | 24 | 1 |
Wabash National Corp. | 100 | 1 | |
Luxfer Holdings plc | 94 | 1 | |
Caesarstone Ltd. | 62 | 1 | |
ACCO Brands Corp. | 204 | 1 | |
* | FuelCell Energy Inc. | 200 | 1 |
ARC Document Solutions Inc. | 457 | 1 | |
* | Corp. America Airports SA | 200 | 1 |
Pangaea Logistics Solutions Ltd. | 200 | 1 | |
* | Proterra Inc. | 300 | 1 |
* | Aurora Innovation Inc. | 600 | 1 |
* | Masonite International Corp. | 6 | — |
* | Westport Fuel Systems Inc. | 100 | — |
Eneti Inc. | 2 | — | |
Zurn Water Solutions Corp. | 3 | — | |
788,503 | |||
Information Technology (26.7%) | |||
Microsoft Corp. | 2,680,789 | 688,507 | |
Apple Inc. | 4,979,153 | 680,750 | |
QUALCOMM Inc. | 1,105,659 | 141,237 | |
Accenture plc Class A | 381,328 | 105,876 | |
Texas Instruments Inc. | 512,091 | 78,683 | |
NVIDIA Corp. | 474,915 | 71,992 | |
Micron Technology Inc. | 959,244 | 53,027 | |
Broadcom Inc. | 108,706 | 52,810 | |
Visa Inc. Class A | 254,848 | 50,177 | |
Applied Materials Inc. | 530,226 | 48,240 | |
Cognizant Technology Solutions Corp. Class A | 697,533 | 47,077 | |
Cisco Systems Inc. | 1,102,766 | 47,022 | |
Oracle Corp. | 610,380 | 42,647 | |
Mastercard Inc. Class A | 129,254 | 40,777 | |
* | Cadence Design Systems Inc. | 248,097 | 37,222 |
* | Adobe Inc. | 97,192 | 35,578 |
* | ServiceNow Inc. | 73,872 | 35,128 |
HP Inc. | 1,001,760 | 32,838 | |
KLA Corp. | 101,662 | 32,438 | |
Paychex Inc. | 282,993 | 32,224 | |
* | PayPal Holdings Inc. | 449,920 | 31,422 |
Automatic Data Processing Inc. | 137,250 | 28,828 | |
* | Synopsys Inc. | 90,312 | 27,428 |
* | Gartner Inc. | 108,334 | 26,198 |
Shares | Market Value ($000) | ||
Lam Research Corp. | 61,005 | 25,997 | |
* | Fortinet Inc. | 453,355 | 25,651 |
CDW Corp. | 159,005 | 25,053 | |
Intel Corp. | 617,844 | 23,114 | |
NXP Semiconductors NV | 143,655 | 21,265 | |
* | Salesforce Inc. | 106,631 | 17,598 |
* | VeriSign Inc. | 100,491 | 16,815 |
* | Western Digital Corp. | 374,918 | 16,808 |
Analog Devices Inc. | 114,912 | 16,788 | |
Skyworks Solutions Inc. | 152,830 | 14,158 | |
Microchip Technology Inc. | 195,500 | 11,355 | |
Motorola Solutions Inc. | 53,535 | 11,221 | |
* | Advanced Micro Devices Inc. | 130,759 | 9,999 |
Vontier Corp. | 409,900 | 9,424 | |
Fidelity National Information Services Inc. | 102,285 | 9,377 | |
* | Enphase Energy Inc. | 46,211 | 9,022 |
* | FleetCor Technologies Inc. | 42,840 | 9,001 |
* | Keysight Technologies Inc. | 64,905 | 8,947 |
* | Qorvo Inc. | 88,254 | 8,324 |
Teradyne Inc. | 90,500 | 8,104 | |
* | ON Semiconductor Corp. | 155,752 | 7,836 |
Intuit Inc. | 17,900 | 6,899 | |
Corning Inc. | 217,120 | 6,841 | |
* | EPAM Systems Inc. | 22,713 | 6,695 |
NetApp Inc. | 96,000 | 6,263 | |
Amdocs Ltd. | 66,290 | 5,523 | |
NortonLifeLock Inc. | 239,725 | 5,264 | |
* | Akamai Technologies Inc. | 40,900 | 3,735 |
Monolithic Power Systems Inc. | 9,380 | 3,602 | |
SS&C Technologies Holdings Inc. | 61,100 | 3,548 | |
* | Check Point Software Technologies Ltd. | 28,700 | 3,495 |
* | Fiserv Inc. | 35,300 | 3,141 |
Global Payments Inc. | 28,000 | 3,098 | |
* | Zebra Technologies Corp. Class A | 10,400 | 3,057 |
International Business Machines Corp. | 20,877 | 2,948 | |
* | DXC Technology Co. | 96,876 | 2,936 |
* | Fair Isaac Corp. | 7,000 | 2,806 |
* | Rambus Inc. | 113,900 | 2,448 |
Western Union Co. | 139,400 | 2,296 | |
TE Connectivity Ltd. | 18,704 | 2,116 | |
* | Workday Inc. Class A | 14,200 | 1,982 |
InterDigital Inc. | 31,500 | 1,915 | |
* | Paycom Software Inc. | 6,500 | 1,821 |
* | Cloudflare Inc. Class A | 40,100 | 1,754 |
* | DocuSign Inc. Class A | 30,000 | 1,721 |
Citrix Systems Inc. | 17,600 | 1,710 | |
* | Workiva Inc. Class A | 25,071 | 1,654 |
* | Atlassian Corp. plc Class A | 8,700 | 1,630 |
* | Autodesk Inc. | 9,225 | 1,586 |
* | SunPower Corp. | 88,700 | 1,402 |
* | Box Inc. Class A | 54,300 | 1,365 |
* | First Solar Inc. | 18,300 | 1,247 |
* | Datadog Inc. Class A | 12,800 | 1,219 |
Hewlett Packard Enterprise Co. | 68,634 | 910 | |
* | Snowflake Inc. Class A | 6,300 | 876 |
* | Momentive Global Inc. | 81,800 | 720 |
* | ANSYS Inc. | 3,000 | 718 |
* | Pure Storage Inc. Class A | 27,700 | 712 |
Shares | Market Value ($000) | ||
* | ACI Worldwide Inc. | 27,400 | 709 |
* | Splunk Inc. | 7,800 | 690 |
* | Sanmina Corp. | 16,000 | 652 |
* | NetScout Systems Inc. | 17,600 | 596 |
Concentrix Corp. | 4,200 | 570 | |
* | Trimble Inc. | 9,100 | 530 |
* | Conduent Inc. | 106,700 | 461 |
* | Teradata Corp. | 12,000 | 444 |
* | Digital Turbine Inc. | 25,000 | 437 |
Jack Henry & Associates Inc. | 2,100 | 378 | |
* | Palo Alto Networks Inc. | 700 | 346 |
* | Arista Networks Inc. | 3,600 | 337 |
* | Dropbox Inc. Class A | 13,814 | 290 |
* | Lumentum Holdings Inc. | 3,539 | 281 |
SolarWinds Corp. | 24,200 | 248 | |
* | LiveRamp Holdings Inc. | 8,600 | 222 |
* | Cognyte Software Ltd. | 48,700 | 207 |
* | Envestnet Inc. | 3,800 | 201 |
Ebix Inc. | 11,700 | 198 | |
* | Nutanix Inc. Class A | 13,100 | 192 |
* | Smartsheet Inc. Class A | 5,600 | 176 |
Universal Display Corp. | 1,600 | 162 | |
* | Unisys Corp. | 13,100 | 158 |
* | Canadian Solar Inc. | 4,900 | 153 |
* | Avid Technology Inc. | 5,800 | 151 |
* | MACOM Technology Solutions Holdings Inc. Class H | 3,200 | 148 |
* | ExlService Holdings Inc. | 1,000 | 147 |
* | PagSeguro Digital Ltd. Class A | 14,100 | 144 |
Marvell Technology Inc. | 3,300 | 144 | |
* | TELUS International CDA Inc. | 5,653 | 142 |
* | Tenable Holdings Inc. | 2,500 | 114 |
* | Infinera Corp. | 20,200 | 108 |
* | Squarespace Inc. Class A | 4,400 | 92 |
Cognex Corp. | 2,100 | 89 | |
* | Rimini Street Inc. | 13,800 | 83 |
* | Grid Dynamics Holdings Inc. | 4,800 | 81 |
* | Qualtrics International Inc. Class A | 6,272 | 78 |
* | Kyndryl Holdings Inc. | 7,100 | 69 |
* | Daktronics Inc. | 22,700 | 68 |
* | Casa Systems Inc. | 17,100 | 67 |
National Instruments Corp. | 2,108 | 66 | |
* | Tower Semiconductor Ltd. | 1,400 | 65 |
Bentley Systems Inc. Class B | 1,900 | 63 | |
* | Consensus Cloud Solutions Inc. | 1,432 | 63 |
* | TTM Technologies Inc. | 4,890 | 61 |
* | ChannelAdvisor Corp. | 4,037 | 59 |
* | Blackbaud Inc. | 1,000 | 58 |
Hackett Group Inc. | 2,998 | 57 | |
* | Upland Software Inc. | 3,900 | 57 |
* | Avaya Holdings Corp. | 24,800 | 56 |
* | Veeco Instruments Inc. | 2,892 | 56 |
* | Flex Ltd. | 3,616 | 52 |
* | StoneCo. Ltd. Class A | 6,700 | 52 |
* | Lattice Semiconductor Corp. | 1,000 | 49 |
* | Payoneer Global Inc. | 11,900 | 47 |
* | Zscaler Inc. | 300 | 45 |
* | Radware Ltd. | 1,900 | 41 |
* | IPG Photonics Corp. | 400 | 38 |
Shares | Market Value ($000) | ||
* | Paycor HCM Inc. | 1,400 | 36 |
* | Ping Identity Holding Corp. | 1,911 | 35 |
* | Allegro MicroSystems Inc. | 1,600 | 33 |
* | FormFactor Inc. | 800 | 31 |
* | WM Technology Inc. | 8,100 | 27 |
* | Euronet Worldwide Inc. | 251 | 25 |
* | PDF Solutions Inc. | 1,146 | 25 |
* | Trade Desk Inc. Class A | 600 | 25 |
* | N-Able Inc. | 2,500 | 23 |
* | AvePoint Inc. | 4,700 | 20 |
* | Remitly Global Inc. | 2,200 | 17 |
* | JFrog Ltd. | 715 | 15 |
* | Ribbon Communications Inc. | 4,667 | 14 |
Sapiens International Corp. NV | 472 | 11 | |
* | Alpha & Omega Semiconductor Ltd. | 300 | 10 |
* | SecureWorks Corp. Class A | 917 | 10 |
* | SEMrush Holdings Inc. Class A | 800 | 10 |
* | Okta Inc. | 100 | 9 |
* | Kopin Corp. | 7,300 | 8 |
* | DigitalOcean Holdings Inc. | 200 | 8 |
Broadridge Financial Solutions Inc. | 51 | 7 | |
* | Silicon Laboratories Inc. | 41 | 6 |
Information Services Group Inc. | 800 | 5 | |
A10 Networks Inc. | 300 | 4 | |
Badger Meter Inc. | 51 | 4 | |
* | Dynatrace Inc. | 95 | 4 |
Amphenol Corp. Class A | 51 | 3 | |
* | Blackline Inc. | 38 | 3 |
* | eGain Corp. | 300 | 3 |
* | Everbridge Inc. | 98 | 3 |
* | FARO Technologies Inc. | 84 | 3 |
* | Impinj Inc. | 50 | 3 |
* | Paysign Inc. | 1,900 | 3 |
Switch Inc. Class A | 74 | 3 | |
* | VirnetX Holding Corp. | 2,500 | 3 |
Ituran Location and Control Ltd. | 126 | 3 | |
Bel Fuse Inc. Class B | 100 | 2 | |
* | Evo Payments Inc. Class A | 81 | 2 |
* | Harmonic Inc. | 200 | 2 |
* | KVH Industries Inc. | 197 | 2 |
* | Model N Inc. | 94 | 2 |
NVE Corp. | 49 | 2 | |
* | NeoPhotonics Corp. | 100 | 2 |
TD SYNNEX Corp. | 19 | 2 | |
* | Verra Mobility Corp. Class A | 100 | 2 |
Xerox Holdings Corp. | 100 | 2 | |
* | Yext Inc. | 364 | 2 |
* | Rackspace Technology Inc. | 213 | 2 |
Hollysys Automation Technologies Ltd. | 100 | 2 | |
* | Intrusion Inc. | 437 | 2 |
* | Arlo Technologies Inc. | 100 | 1 |
* | Axcelis Technologies Inc. | 10 | 1 |
Benchmark Electronics Inc. | 55 | 1 | |
* | Benefitfocus Inc. | 100 | 1 |
* | Black Knight Inc. | 11 | 1 |
* | Brightcove Inc. | 184 | 1 |
* | CommScope Holding Co. Inc. | 103 | 1 |
* | ePlus Inc. | 14 | 1 |
Shares | Market Value ($000) | ||
* | Extreme Networks Inc. | 100 | 1 |
* | Iteris Inc. | 472 | 1 |
* | MicroVision Inc. | 300 | 1 |
* | Mitek Systems Inc. | 137 | 1 |
* | MoneyGram International Inc. | 110 | 1 |
* | PFSweb Inc. | 100 | 1 |
* | 3D Systems Corp. | 100 | 1 |
* | Turtle Beach Corp. | 101 | 1 |
* | ViaSat Inc. | 26 | 1 |
* | Viavi Solutions Inc. | 100 | 1 |
* | SMART Global Holdings Inc. | 77 | 1 |
* | Park City Group Inc. | 134 | 1 |
* | Cerence Inc. | 56 | 1 |
* | Tufin Software Technologies Ltd. | 105 | 1 |
* | Celestica Inc. | 90 | 1 |
* | Palantir Technologies Inc. Class A | 117 | 1 |
* | Net 1 UEPS Technologies Inc. | 100 | 1 |
* | KnowBe4 Inc. Class A | 75 | 1 |
* | Flywire Corp. | 63 | 1 |
* | Asure Software Inc. | 75 | — |
* | CalAmp Corp. | 103 | — |
* | Calix Inc. | 9 | — |
* | Ceridian HCM Holding Inc. | 8 | — |
* | Diebold Nixdorf Inc. | 200 | — |
* | Eastman Kodak Co. | 29 | — |
* | 8x8 Inc. | 5 | — |
* | Immersion Corp. | 2 | — |
* | Inseego Corp. | 200 | — |
* | Rekor Systems Inc. | 200 | — |
Vishay Intertechnology Inc. | 1 | — | |
* | Vishay Precision Group Inc. | 2 | — |
* | Phunware Inc. | 400 | — |
* | Maxeon Solar Technologies Ltd. | 12 | — |
* | Sierra Wireless Inc. | 15 | — |
*,2 | Exela Technologies Inc. | 1,020 | — |
* | Alkami Technology Inc. | 3 | — |
2,887,491 | |||
Materials (2.2%) | |||
Dow Inc. | 927,721 | 47,880 | |
LyondellBasell Industries NV Class A | 260,441 | 22,778 | |
Packaging Corp. of America | 157,752 | 21,691 | |
Nucor Corp. | 153,275 | 16,003 | |
Mosaic Co. | 333,635 | 15,758 | |
Sealed Air Corp. | 260,240 | 15,021 | |
Westrock Co. | 347,757 | 13,855 | |
Freeport-McMoRan Inc. | 451,747 | 13,218 | |
International Paper Co. | 256,051 | 10,711 | |
CF Industries Holdings Inc. | 106,929 | 9,167 | |
* | Linde plc | 30,933 | 8,894 |
Corteva Inc. | 163,500 | 8,852 | |
Avery Dennison Corp. | 33,952 | 5,496 | |
Barrick Gold Corp. (XTSE) | 299,000 | 5,289 | |
Nutrien Ltd. | 65,300 | 5,204 | |
DuPont de Nemours Inc. | 84,600 | 4,702 | |
Eastman Chemical Co. | 37,340 | 3,352 | |
Alcoa Corp. | 57,800 | 2,635 | |
* | Cleveland-Cliffs Inc. | 138,300 | 2,126 |
* | Allegheny Technologies Inc. | 56,000 | 1,272 |
Shares | Market Value ($000) | ||
Amcor plc | 84,935 | 1,056 | |
Warrior Met Coal Inc. | 32,400 | 992 | |
Huntsman Corp. | 31,700 | 899 | |
Commercial Metals Co. | 22,100 | 732 | |
* | MP Materials Corp. | 18,940 | 608 |
Alpha Metallurgical Resources Inc. | 4,200 | 542 | |
Ecolab Inc. | 3,500 | 538 | |
* | Resolute Forest Products Inc. | 31,383 | 400 |
* | Ingevity Corp. | 6,000 | 379 |
Steel Dynamics Inc. | 5,152 | 341 | |
Vulcan Materials Co. | 1,500 | 213 | |
Alamos Gold Inc. Class A | 26,400 | 185 | |
* | O-I Glass Inc. | 5,889 | 82 |
Sylvamo Corp. | 2,300 | 75 | |
* | Summit Materials Inc. Class A | 2,900 | 68 |
SunCoke Energy Inc. | 9,100 | 62 | |
* | Aspen Aerogels Inc. | 4,600 | 45 |
American Vanguard Corp. | 1,900 | 42 | |
Celanese Corp. Class A | 300 | 35 | |
Louisiana-Pacific Corp. | 500 | 26 | |
* | Arconic Corp. | 900 | 25 |
Avient Corp. | 400 | 16 | |
Valhi Inc. | 300 | 14 | |
* | LSB Industries Inc. | 900 | 12 |
* | Advanced Emissions Solutions Inc. | 1,291 | 6 |
Materion Corp. | 53 | 4 | |
Haynes International Inc. | 95 | 3 | |
Innospec Inc. | 35 | 3 | |
Myers Industries Inc. | 71 | 2 | |
Tronox Holdings plc Class A | 100 | 2 | |
* | Ferroglobe plc | 275 | 2 |
Chemours Co. | 44 | 1 | |
* | Flotek Industries Inc. | 653 | 1 |
Hecla Mining Co. | 200 | 1 | |
Minerals Technologies Inc. | 18 | 1 | |
Ryerson Holding Corp. | 49 | 1 | |
Tredegar Corp. | 100 | 1 | |
Osisko Gold Royalties Ltd. | 100 | 1 | |
Wheaton Precious Metals Corp. | 30 | 1 | |
Orion Engineered Carbons SA | 80 | 1 | |
* | IAMGOLD Corp. | 600 | 1 |
Ramaco Resources Inc. | 100 | 1 | |
* | Equinox Gold Corp. | 200 | 1 |
First Majestic Silver Corp. | 100 | 1 | |
* | Gold Standard Ventures Corp. | 1,776 | 1 |
Mercer International Inc. | 100 | 1 | |
* | Constellium SE Class A | 65 | 1 |
Nexa Resources SA | 116 | 1 | |
ICL Group Ltd. | 118 | 1 | |
* | Diversey Holdings Ltd. | 200 | 1 |
Ecovyst Inc. | 105 | 1 | |
Yamana Gold Inc. | 100 | — | |
* | Novagold Resources Inc. | 100 | — |
241,333 | |||
Other (0.2%) | |||
SPDR S&P 500 ETF Trust | 49,000 | 18,486 | |
*,1 | Aduro Biotech Inc. CVR | 67 | — |
*,1 | Achillion Pharma CVR Alexion Pharmaceuticals Inc. | 400 | — |
Shares | Market Value ($000) | ||
*,1 | Contra Strongbridge CVR | 335 | — |
18,486 | |||
Real Estate (2.8%) | |||
Extra Space Storage Inc. | 229,141 | 38,981 | |
Simon Property Group Inc. | 405,106 | 38,453 | |
Public Storage | 105,389 | 32,952 | |
Regency Centers Corp. | 422,911 | 25,083 | |
Weyerhaeuser Co. | 705,066 | 23,352 | |
* | CBRE Group Inc. Class A | 296,112 | 21,797 |
Ventas Inc. | 366,676 | 18,858 | |
Equity Residential | 220,513 | 15,925 | |
Camden Property Trust | 117,870 | 15,851 | |
Crown Castle International Corp. | 78,760 | 13,262 | |
SBA Communications Corp. Class A | 34,210 | 10,949 | |
American Tower Corp. | 31,900 | 8,153 | |
Federal Realty Investment Trust | 74,326 | 7,116 | |
AvalonBay Communities Inc. | 29,900 | 5,808 | |
Apartment Income REIT Corp. | 105,700 | 4,397 | |
Welltower Inc. | 48,000 | 3,953 | |
Digital Realty Trust Inc. | 28,000 | 3,635 | |
Mid-America Apartment Communities Inc. | 12,884 | 2,250 | |
Host Hotels & Resorts Inc. | 137,100 | 2,150 | |
Innovative Industrial Properties Inc. | 16,400 | 1,802 | |
Healthpeak Properties Inc. | 51,742 | 1,341 | |
Essex Property Trust Inc. | 4,800 | 1,255 | |
Newmark Group Inc. Class A | 102,400 | 990 | |
Iron Mountain Inc. | 17,198 | 837 | |
Omega Healthcare Investors Inc. | 20,000 | 564 | |
Healthcare Realty Trust Inc. | 20,700 | 563 | |
Park Hotels & Resorts Inc. | 29,424 | 399 | |
Healthcare Trust of America Inc. Class A | 12,200 | 341 | |
Life Storage Inc. | 2,500 | 279 | |
* | Jones Lang LaSalle Inc. | 1,410 | 247 |
Alexandria Real Estate Equities Inc. | 1,500 | 218 | |
Kimco Realty Corp. | 9,700 | 192 | |
* | Anywhere Real Estate Inc. | 16,400 | 161 |
LXP Industrial Trust | 13,400 | 144 | |
* | Cushman & Wakefield plc | 9,400 | 143 |
UDR Inc. | 2,900 | 134 | |
EastGroup Properties Inc. | 800 | 123 | |
National Storage Affiliates Trust | 1,900 | 95 | |
Service Properties Trust | 14,300 | 75 | |
Essential Properties Realty Trust Inc. | 3,400 | 73 | |
* | Hersha Hospitality Trust Class A | 3,800 | 37 |
Douglas Emmett Inc. | 1,500 | 34 | |
CIM Commercial Trust Corp. | 4,800 | 34 | |
Outfront Media Inc. | 1,900 | 32 | |
City Office REIT Inc. | 2,400 | 31 | |
Diversified Healthcare Trust | 16,250 | 30 | |
Broadstone Net Lease Inc. | 1,102 | 23 | |
Uniti Group Inc. | 1,900 | 18 | |
Tanger Factory Outlet Centers Inc. | 1,100 | 16 | |
Macerich Co. | 1,300 | 11 | |
* | Power REIT | 500 | 6 |
Prologis Inc. | 27 | 3 | |
Sabra Health Care REIT Inc. | 189 | 3 | |
Urban Edge Properties | 171 | 3 | |
VICI Properties Inc. | 98 | 3 |
Shares | Market Value ($000) | ||
Alpine Income Property Trust Inc. | 155 | 3 | |
Acadia Realty Trust | 98 | 2 | |
JBG SMITH Properties | 96 | 2 | |
Physicians Realty Trust | 100 | 2 | |
Urstadt Biddle Properties Inc. Class A | 99 | 2 | |
Orion Office REIT Inc. | 190 | 2 | |
Brandywine Realty Trust | 100 | 1 | |
* | DiamondRock Hospitality Co. | 60 | 1 |
Duke Realty Corp. | 14 | 1 | |
Empire State Realty Trust Inc. Class A | 100 | 1 | |
Farmland Partners Inc. | 100 | 1 | |
Getty Realty Corp. | 56 | 1 | |
Gladstone Commercial Corp. | 70 | 1 | |
iStar Inc. | 100 | 1 | |
Kite Realty Group Trust | 62 | 1 | |
Medical Properties Trust Inc. | 44 | 1 | |
Plymouth Industrial REIT Inc. | 46 | 1 | |
RLJ Lodging Trust | 100 | 1 | |
RMR Group Inc. Class A | 40 | 1 | |
SITE Centers Corp. | 100 | 1 | |
* | Summit Hotel Properties Inc. | 158 | 1 |
* | Sunstone Hotel Investors Inc. | 100 | 1 |
Vornado Realty Trust | 36 | 1 | |
* | Altisource Portfolio Solutions SA | 100 | 1 |
* | Ashford Hospitality Trust Inc. | 100 | 1 |
Douglas Elliman Inc. | 254 | 1 | |
SL Green Realty Corp. | 30 | 1 | |
Hudson Pacific Properties Inc. | 6 | — | |
Kennedy-Wilson Holdings Inc. | 17 | — | |
* | Apartment Investment and Management Co. Class A | 18 | — |
* | Digitalbridge Group Inc. | 100 | — |
303,219 | |||
Utilities (2.3%) | |||
American Electric Power Co. Inc. | 379,362 | 36,396 | |
NiSource Inc. | 987,929 | 29,134 | |
Dominion Energy Inc. | 355,000 | 28,332 | |
Duke Energy Corp. | 249,566 | 26,756 | |
NRG Energy Inc. | 613,734 | 23,426 | |
PPL Corp. | 711,780 | 19,311 | |
Constellation Energy Corp. | 301,984 | 17,292 | |
Exelon Corp. | 254,723 | 11,544 | |
AES Corp. | 539,168 | 11,328 | |
Evergy Inc. | 161,345 | 10,528 | |
CenterPoint Energy Inc. | 257,999 | 7,632 | |
Consolidated Edison Inc. | 76,100 | 7,237 | |
Pinnacle West Capital Corp. | 92,464 | 6,761 | |
FirstEnergy Corp. | 173,230 | 6,650 | |
Southern Co. | 28,409 | 2,026 | |
Eversource Energy | 22,053 | 1,863 | |
DTE Energy Co. | 6,600 | 837 | |
Public Service Enterprise Group Inc. | 4,900 | 310 | |
Alliant Energy Corp. | 1,721 | 101 | |
CMS Energy Corp. | 1,500 | 101 | |
WEC Energy Group Inc. | 1,000 | 101 | |
Edison International | 609 | 38 | |
Xcel Energy Inc. | 500 | 35 | |
Avangrid Inc. | 434 | 20 | |
Ameren Corp. | 100 | 9 |
Shares | Market Value ($000) | ||
Via Renewables Inc. Class A | 162 | 1 | |
247,769 | |||
Total Common Stocks (Cost $8,155,048) | 10,493,743 | ||
Temporary Cash Investments (1.9%) | |||
Money Market Fund (1.9%) | |||
3,4 | Vanguard Market Liquidity Fund, 1.417% (Cost $206,278) | 2,063,985 | 206,337 |
Total Investments (99.1%) (Cost $8,361,326) | 10,700,080 | ||
Other Assets and Liabilities—Net (0.9%) | 98,301 | ||
Net Assets (100%) | 10,798,381 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Security value determined using significant unobservable inputs. |
2 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $759,000. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
4 | Collateral of $864,000 was received for securities on loan, of which $861,000 is held in Vanguard Market Liquidity Fund and $3,000 is held in cash. |
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 2022 | 1,546 | 292,928 | (5,418) |
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.
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, 2022, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 10,493,743 | — | — | 10,493,743 |
Temporary Cash Investments | 206,337 | — | — | 206,337 |
Total | 10,700,080 | — | — | 10,700,080 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 5,418 | — | — | 5,418 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |