Vanguard® Growth and Income Fund
Schedule of Investments (unaudited)
As of December 31, 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 (95.6%) | |||
Communication Services (5.4%) | |||
* | Alphabet Inc. Class A | 1,886,078 | 166,409 |
* | Alphabet Inc. Class C | 1,766,135 | 156,709 |
* | Meta Platforms Inc. Class A | 403,720 | 48,584 |
AT&T Inc. | 2,385,656 | 43,920 | |
Verizon Communications Inc. | 770,452 | 30,356 | |
* | Charter Communications Inc. Class A | 50,578 | 17,151 |
Comcast Corp. Class A | 484,434 | 16,941 | |
Interpublic Group of Cos. Inc. | 488,223 | 16,263 | |
News Corp. Class A | 584,340 | 10,635 | |
Electronic Arts Inc. | 62,419 | 7,626 | |
Fox Corp. Class B | 264,599 | 7,528 | |
News Corp. Class B | 370,434 | 6,831 | |
* | Roblox Corp. Class A | 233,300 | 6,640 |
Omnicom Group Inc. | 76,400 | 6,232 | |
Lumen Technologies Inc. | 1,192,670 | 6,226 | |
* | Live Nation Entertainment Inc. | 80,735 | 5,630 |
Fox Corp. Class A | 157,600 | 4,786 | |
* | T-Mobile US Inc. | 15,500 | 2,170 |
Activision Blizzard Inc. | 25,000 | 1,914 | |
* | Pinterest Inc. Class A | 78,100 | 1,896 |
* | Netflix Inc. | 5,840 | 1,722 |
Warner Music Group Corp. Class A | 48,000 | 1,681 | |
* | Warner Bros Discovery Inc. | 152,400 | 1,445 |
* | Frontier Communications Parent Inc. | 49,856 | 1,270 |
* | Spotify Technology SA | 14,400 | 1,137 |
* | Yelp Inc. Class A | 36,700 | 1,003 |
* | Liberty Global plc Class A | 49,200 | 931 |
Shutterstock Inc. | 15,961 | 841 | |
* | Iridium Communications Inc. | 13,900 | 714 |
* | Match Group Inc. | 17,001 | 705 |
* | ZipRecruiter Inc. Class A | 34,900 | 573 |
* | Endeavor Group Holdings Inc. Class A | 18,000 | 406 |
Nexstar Media Group Inc. Class A | 2,300 | 403 | |
* | Vimeo Inc. | 102,700 | 352 |
* | Cargurus Inc. | 25,000 | 350 |
* | Gogo Inc. | 23,100 | 341 |
* | AMC Networks Inc. Class A | 20,600 | 323 |
* | DISH Network Corp. Class A | 21,500 | 302 |
* | TripAdvisor Inc. | 15,700 | 282 |
* | Liberty Media Corp.-Liberty Formula One Class C | 4,600 | 275 |
* | Liberty Media Corp.- Liberty Formula One Class A | 4,800 | 256 |
* | Lions Gate Entertainment Corp. Class A | 33,900 | 194 |
Shares | Market Value ($000) | ||
* | Take-Two Interactive Software Inc. | 1,800 | 187 |
* | QuinStreet Inc. | 11,327 | 163 |
* | Cars.com Inc. | 11,187 | 154 |
* | Snap Inc. Class A | 14,700 | 132 |
* | Sciplay Corp. Class A | 7,500 | 121 |
* | Liberty Media Corp.- Liberty SiriusXM Class C | 2,500 | 98 |
* | Playtika Holding Corp. | 6,800 | 58 |
* | Integral Ad Science Holding Corp. | 5,771 | 51 |
Gray Television Inc. | 4,300 | 48 | |
* | Lions Gate Entertainment Corp. Class B | 7,300 | 40 |
* | Consolidated Communications Holdings Inc. | 8,700 | 31 |
* | IDT Corp. Class B | 1,000 | 28 |
* | Loyalty Ventures Inc. | 11,100 | 27 |
Entravision Communications Corp. Class A | 4,800 | 23 | |
* | TrueCar Inc. | 7,429 | 19 |
* | WideOpenWest Inc. | 1,600 | 15 |
* | Altice USA Inc. Class A | 2,900 | 13 |
* | Taboola.com Ltd. | 3,357 | 10 |
* | DHI Group Inc. | 1,102 | 6 |
* | comScore Inc. | 4,306 | 5 |
* | Gannett Co. Inc. | 2,111 | 4 |
* | Outbrain Inc. | 1,036 | 4 |
* | Anterix Inc. | 99 | 3 |
New York Times Co. Class A | 98 | 3 | |
Scholastic Corp. | 40 | 2 | |
Spok Holdings Inc. | 190 | 2 | |
TEGNA Inc. | 82 | 2 | |
* | US Cellular Corp. | 99 | 2 |
* | Liberty Global plc Class C | 91 | 2 |
* | PubMatic Inc. Class A | 122 | 2 |
* | Audacy Inc. Class A | 10,600 | 2 |
* | EverQuote Inc. Class A | 100 | 1 |
Sinclair Broadcast Group Inc. Class A | 50 | 1 | |
* | Liberty Latin America Ltd. Class A | 200 | 1 |
Manchester United plc Class A | 40 | 1 | |
* | Stagwell Inc. | 200 | 1 |
* | Clear Channel Outdoor Holdings Inc. | 300 | — |
* | Liberty TripAdvisor Holdings Inc. Class A | 100 | — |
* | Angi Inc. Class A | 100 | — |
* | Magnite Inc. | 26 | — |
*,1 | Yandex NV Class A | 23,500 | — |
581,215 | |||
Consumer Discretionary (10.0%) | |||
* | Amazon.com Inc. | 2,463,924 | 206,970 |
* | Tesla Inc. | 1,120,843 | 138,065 |
Lowe's Cos. Inc. | 494,856 | 98,595 | |
Home Depot Inc. | 278,602 | 87,999 | |
McDonald's Corp. | 219,174 | 57,759 | |
* | Ulta Beauty Inc. | 116,671 | 54,727 |
* | AutoZone Inc. | 15,026 | 37,057 |
Marriott International Inc. Class A | 244,747 | 36,440 | |
* | O'Reilly Automotive Inc. | 39,496 | 33,336 |
Tapestry Inc. | 795,980 | 30,311 | |
* | Booking Holdings Inc. | 13,504 | 27,214 |
TJX Cos. Inc. | 264,910 | 21,087 | |
* | Expedia Group Inc. | 211,899 | 18,562 |
Starbucks Corp. | 175,926 | 17,452 | |
Yum! Brands Inc. | 129,010 | 16,524 |
Shares | Market Value ($000) | ||
PulteGroup Inc. | 345,778 | 15,743 | |
General Motors Co. | 467,320 | 15,721 | |
eBay Inc. | 340,982 | 14,141 | |
Ford Motor Co. | 1,214,800 | 14,128 | |
* | Chipotle Mexican Grill Inc. Class A | 10,127 | 14,051 |
Genuine Parts Co. | 66,494 | 11,537 | |
* | Caesars Entertainment Inc. | 215,590 | 8,969 |
Domino's Pizza Inc. | 24,600 | 8,521 | |
Bath & Body Works Inc. | 198,124 | 8,349 | |
Lennar Corp. Class A | 80,795 | 7,312 | |
Best Buy Co. Inc. | 79,640 | 6,388 | |
Harley-Davidson Inc. | 142,100 | 5,911 | |
LKQ Corp. | 93,364 | 4,987 | |
NIKE Inc. Class B | 40,700 | 4,762 | |
H&R Block Inc. | 100,551 | 3,671 | |
Ross Stores Inc. | 31,452 | 3,651 | |
Penske Automotive Group Inc. | 31,400 | 3,609 | |
* | Under Armour Inc. Class C | 402,668 | 3,592 |
* | AutoNation Inc. | 31,500 | 3,380 |
* | Chegg Inc. | 129,400 | 3,270 |
Hilton Worldwide Holdings Inc. | 24,000 | 3,033 | |
* | Airbnb Inc. Class A | 34,400 | 2,941 |
Dick's Sporting Goods Inc. | 22,600 | 2,719 | |
* | Overstock.com Inc. | 128,300 | 2,484 |
Travel & Leisure Co. | 66,000 | 2,402 | |
Dollar General Corp. | 8,653 | 2,131 | |
Garmin Ltd. | 22,600 | 2,086 | |
Tractor Supply Co. | 8,184 | 1,841 | |
Churchill Downs Inc. | 7,102 | 1,502 | |
* | GoPro Inc. Class A | 284,300 | 1,416 |
* | Coupang Inc. | 92,600 | 1,362 |
Signet Jewelers Ltd. | 16,344 | 1,111 | |
Darden Restaurants Inc. | 7,800 | 1,079 | |
* | NVR Inc. | 228 | 1,052 |
Academy Sports & Outdoors Inc. | 18,800 | 988 | |
BorgWarner Inc. (XNYS) | 18,407 | 741 | |
* | Capri Holdings Ltd. | 10,550 | 605 |
Acushnet Holdings Corp. | 13,600 | 577 | |
Kontoor Brands Inc. | 14,400 | 576 | |
Bloomin' Brands Inc. | 27,300 | 549 | |
* | Chewy Inc. Class A | 12,700 | 471 |
* | Under Armour Inc. Class A | 45,600 | 463 |
American Eagle Outfitters Inc. | 32,800 | 458 | |
Qurate Retail Inc. Series A | 274,024 | 447 | |
Aramark | 10,500 | 434 | |
Nordstrom Inc. | 25,400 | 410 | |
* | Farfetch Ltd. Class A | 81,900 | 387 |
Winnebago Industries Inc. | 7,200 | 379 | |
* | Aptiv plc | 3,595 | 335 |
Thor Industries Inc. | 4,400 | 332 | |
* | Hyatt Hotels Corp. Class A | 3,300 | 298 |
Macy's Inc. | 14,400 | 297 | |
* | 2U Inc. | 44,714 | 280 |
Aaron's Co. Inc. | 22,805 | 273 | |
* | Sleep Number Corp. | 10,400 | 270 |
* | Coursera Inc. | 22,600 | 267 |
Laureate Education Inc. Class A | 26,900 | 259 | |
* | Mattel Inc. | 14,300 | 255 |
Shares | Market Value ($000) | ||
* | Asbury Automotive Group Inc. | 1,400 | 251 |
Rent-A-Center Inc. | 11,100 | 250 | |
* | Duolingo Inc. | 3,200 | 228 |
Restaurant Brands International Inc. | 3,500 | 226 | |
* | Victoria's Secret & Co. | 6,169 | 221 |
Marriott Vacations Worldwide Corp. | 1,547 | 208 | |
* | Adient plc | 6,000 | 208 |
* | Abercrombie & Fitch Co. Class A | 8,400 | 192 |
Red Rock Resorts Inc. Class A | 4,700 | 188 | |
* | Grand Canyon Education Inc. | 1,700 | 180 |
Williams-Sonoma Inc. | 1,500 | 172 | |
* | American Public Education Inc. | 12,700 | 156 |
* | Revolve Group Inc. | 7,000 | 156 |
* | GrowGeneration Corp. | 37,900 | 149 |
* | Six Flags Entertainment Corp. | 6,100 | 142 |
* | Urban Outfitters Inc. | 5,900 | 141 |
* | Stride Inc. | 4,000 | 125 |
* | Fossil Group Inc. | 28,589 | 123 |
Gentex Corp. | 3,900 | 106 | |
* | Chico's FAS Inc. | 19,664 | 97 |
* | Sally Beauty Holdings Inc. | 7,100 | 89 |
Sonic Automotive Inc. Class A | 1,600 | 79 | |
* | LL Flooring Holdings Inc. | 13,800 | 78 |
* | Vista Outdoor Inc. | 3,200 | 78 |
Wolverine World Wide Inc. | 6,800 | 74 | |
* | Udemy Inc. | 6,742 | 71 |
* | Perdoceo Education Corp. | 4,564 | 63 |
* | Target Hospitality Corp. | 4,000 | 61 |
Ruth's Hospitality Group Inc. | 3,480 | 54 | |
* | Skyline Champion Corp. | 1,009 | 52 |
* | CarParts.com Inc. | 8,200 | 51 |
* | Playa Hotels & Resorts NV | 7,600 | 50 |
Oxford Industries Inc. | 523 | 49 | |
* | G-III Apparel Group Ltd. | 3,500 | 48 |
* | SeaWorld Entertainment Inc. | 905 | 48 |
* | 1-800-Flowers.com Inc. Class A | 4,900 | 47 |
* | Unifi Inc. | 5,480 | 47 |
* | MarineMax Inc. | 1,377 | 43 |
* | Conn's Inc. | 5,801 | 40 |
Hasbro Inc. | 600 | 37 | |
* | OneSpaWorld Holdings Ltd. | 3,941 | 37 |
* | Universal Electronics Inc. | 1,752 | 36 |
Cato Corp. Class A | 3,700 | 35 | |
* | RealReal Inc. | 26,279 | 33 |
* | Boot Barn Holdings Inc. | 500 | 31 |
* | Vera Bradley Inc. | 6,500 | 29 |
* | American Outdoor Brands Inc. | 2,903 | 29 |
* | Nerdy Inc. | 11,700 | 26 |
* | Inspired Entertainment Inc. | 1,949 | 25 |
* | Accel Entertainment Inc. Class A | 3,144 | 24 |
* | Latham Group Inc. | 6,500 | 21 |
* | Despegar.com Corp. | 3,800 | 19 |
* | Duluth Holdings Inc. Class B | 2,968 | 18 |
Graham Holdings Co. Class B | 28 | 17 | |
* | ContextLogic Inc. Class A | 32,000 | 16 |
Dillard's Inc. Class A | 47 | 15 | |
* | ONE Group Hospitality Inc. | 2,353 | 15 |
* | Express Inc. | 13,200 | 13 |
Shares | Market Value ($000) | ||
Monro Inc. | 294 | 13 | |
* | Container Store Group Inc. | 2,800 | 12 |
* | Golden Entertainment Inc. | 316 | 12 |
* | Century Casinos Inc. | 1,478 | 10 |
* | Modine Manufacturing Co. | 500 | 10 |
* | Cavco Industries Inc. | 38 | 9 |
* | Lulu's Fashion Lounge Holdings Inc. | 3,641 | 9 |
* | Full House Resorts Inc. | 1,019 | 8 |
Service Corp. International | 100 | 7 | |
* | Arhaus Inc. | 700 | 7 |
* | Monarch Casino & Resort Inc. | 79 | 6 |
* | MakeMyTrip Ltd. | 200 | 6 |
Choice Hotels International Inc. | 42 | 5 | |
Johnson Outdoors Inc. Class A | 81 | 5 | |
International Game Technology plc | 193 | 4 | |
* | Brilliant Earth Group Inc. Class A | 953 | 4 |
Dine Brands Global Inc. | 50 | 3 | |
Jack in the Box Inc. | 41 | 3 | |
* | Red Robin Gourmet Burgers Inc. | 500 | 3 |
Leggett & Platt Inc. | 53 | 2 | |
* | Lindblad Expeditions Holdings Inc. | 199 | 2 |
* | Noodles & Co. Class A | 400 | 2 |
* | Quotient Technology Inc. | 500 | 2 |
* | Universal Technical Institute Inc. | 300 | 2 |
* | WW International Inc. | 423 | 2 |
* | Canada Goose Holdings Inc. | 100 | 2 |
Bluegreen Vacations Holding Class A | 60 | 2 | |
* | Neogames SA | 190 | 2 |
Arcos Dorados Holdings Inc. Class A | 196 | 2 | |
* | Arco Platform Ltd. Class A | 173 | 2 |
* | American Axle & Manufacturing Holdings Inc. | 100 | 1 |
* | Barnes & Noble Education Inc. | 615 | 1 |
* | Beazer Homes USA Inc. | 100 | 1 |
El Pollo Loco Holdings Inc. | 93 | 1 | |
* | Everi Holdings Inc. | 59 | 1 |
Gap Inc. | 100 | 1 | |
PetMed Express Inc. | 47 | 1 | |
* | Tilly's Inc. Class A | 150 | 1 |
* | Tupperware Brands Corp. | 269 | 1 |
* | Visteon Corp. | 4 | 1 |
ADT Inc. | 100 | 1 | |
Bassett Furniture Industries Inc. | 71 | 1 | |
* | Sportsman's Warehouse Holdings Inc. | 107 | 1 |
Smith & Wesson Brands Inc. | 100 | 1 | |
* | QuantumScape Corp. Class A | 100 | 1 |
* | Petco Health & Wellness Co. Inc. Class A | 100 | 1 |
* | Vizio Holding Corp. Class A | 94 | 1 |
* | Mister Car Wash Inc. | 100 | 1 |
Big 5 Sporting Goods Corp. | 16 | — | |
Clarus Corp. | 31 | — | |
Kohl's Corp. | 3 | — | |
Polaris Inc. | 4 | — | |
* | Regis Corp. | 300 | — |
* | Workhorse Group Inc. | 319 | — |
* | Kandi Technologies Group Inc. | 34 | — |
* | Luminar Technologies Inc. Class A | 100 | — |
1,086,594 |
Shares | Market Value ($000) | ||
Consumer Staples (7.6%) | |||
Procter & Gamble Co. | 707,429 | 107,218 | |
Coca-Cola Co. | 1,327,831 | 84,463 | |
Costco Wholesale Corp. | 166,912 | 76,195 | |
PepsiCo Inc. | 406,726 | 73,479 | |
Walmart Inc. | 376,556 | 53,392 | |
Philip Morris International Inc. | 504,171 | 51,027 | |
Kroger Co. | 1,144,220 | 51,009 | |
Altria Group Inc. | 1,104,914 | 50,506 | |
Tyson Foods Inc. Class A | 805,171 | 50,122 | |
Colgate-Palmolive Co. | 500,912 | 39,467 | |
Archer-Daniels-Midland Co. | 302,583 | 28,095 | |
Hershey Co. | 101,993 | 23,619 | |
Lamb Weston Holdings Inc. | 226,606 | 20,249 | |
General Mills Inc. | 236,430 | 19,825 | |
Sysco Corp. | 255,894 | 19,563 | |
Constellation Brands Inc. Class A | 75,110 | 17,407 | |
Brown-Forman Corp. Class B | 185,970 | 12,214 | |
Campbell Soup Co. | 157,070 | 8,914 | |
J M Smucker Co. | 46,700 | 7,400 | |
Mondelez International Inc. Class A | 98,055 | 6,535 | |
Molson Coors Beverage Co. Class B | 106,900 | 5,507 | |
Keurig Dr Pepper Inc. | 133,100 | 4,746 | |
Hormel Foods Corp. | 61,300 | 2,792 | |
Albertsons Cos. Inc. Class A | 65,100 | 1,350 | |
Estee Lauder Cos. Inc. Class A | 4,521 | 1,122 | |
Church & Dwight Co. Inc. | 10,800 | 871 | |
Vector Group Ltd. | 64,400 | 764 | |
Coca-Cola Consolidated Inc. | 1,330 | 681 | |
* | United Natural Foods Inc. | 14,000 | 542 |
Kimberly-Clark Corp. | 2,900 | 394 | |
* | Performance Food Group Co. | 6,600 | 385 |
* | Olaplex Holdings Inc. | 67,871 | 354 |
Conagra Brands Inc. | 6,100 | 236 | |
Coca-Cola Europacific Partners plc | 4,100 | 227 | |
Reynolds Consumer Products Inc. | 6,800 | 204 | |
* | USANA Health Sciences Inc. | 3,150 | 168 |
Spectrum Brands Holdings Inc. | 2,700 | 164 | |
Flowers Foods Inc. | 5,200 | 149 | |
* | Hain Celestial Group Inc. | 9,200 | 149 |
Kellogg Co. | 2,001 | 143 | |
* | Pilgrim's Pride Corp. | 5,000 | 119 |
* | BJ's Wholesale Club Holdings Inc. | 1,700 | 112 |
* | Nomad Foods Ltd. | 3,728 | 64 |
* | BellRing Brands Inc. | 2,300 | 59 |
* | Rite Aid Corp. | 11,700 | 39 |
* | National Beverage Corp. | 646 | 30 |
* | Sovos Brands Inc. | 1,182 | 17 |
* | Nature's Sunshine Products Inc. | 1,636 | 14 |
SpartanNash Co. | 299 | 9 | |
Natural Grocers by Vitamin Cottage Inc. | 400 | 4 | |
Calavo Growers Inc. | 93 | 3 | |
McCormick & Co. Inc. | 40 | 3 | |
* | Simply Good Foods Co. | 79 | 3 |
* | Sprouts Farmers Market Inc. | 89 | 3 |
PriceSmart Inc. | 28 | 2 | |
Primo Water Corp. | 107 | 2 | |
Adecoagro SA | 244 | 2 |
Shares | Market Value ($000) | ||
* | Herbalife Nutrition Ltd. | 45 | 1 |
* | Zevia PBC Class A | 263 | 1 |
* | SunOpta Inc. | 100 | 1 |
Cal-Maine Foods Inc. | 9 | — | |
822,135 | |||
Energy (5.9%) | |||
Exxon Mobil Corp. | 1,481,551 | 163,415 | |
Chevron Corp. | 636,305 | 114,210 | |
Marathon Petroleum Corp. | 507,289 | 59,043 | |
EOG Resources Inc. | 380,001 | 49,218 | |
Valero Energy Corp. | 272,426 | 34,560 | |
Phillips 66 | 308,055 | 32,062 | |
ConocoPhillips | 234,798 | 27,706 | |
APA Corp. | 481,663 | 22,484 | |
Occidental Petroleum Corp. | 333,300 | 20,995 | |
ONEOK Inc. | 274,960 | 18,065 | |
Kinder Morgan Inc. | 778,020 | 14,067 | |
Schlumberger Ltd. | 194,100 | 10,377 | |
Marathon Oil Corp. | 382,604 | 10,357 | |
Targa Resources Corp. | 108,820 | 7,998 | |
Pioneer Natural Resources Co. | 29,400 | 6,715 | |
Diamondback Energy Inc. | 40,030 | 5,475 | |
Hess Corp. | 35,300 | 5,006 | |
Williams Cos. Inc. | 139,762 | 4,598 | |
* | Southwestern Energy Co. | 596,834 | 3,492 |
Halliburton Co. | 83,390 | 3,281 | |
Comstock Resources Inc. | 212,300 | 2,911 | |
* | Transocean Ltd. (XNYS) | 571,600 | 2,607 |
* | Antero Resources Corp. | 61,900 | 1,918 |
Range Resources Corp. | 74,598 | 1,866 | |
Scorpio Tankers Inc. | 32,600 | 1,753 | |
Baker Hughes Co. Class A | 56,728 | 1,675 | |
Ovintiv Inc. (XNYS) | 32,500 | 1,648 | |
EQT Corp. | 42,980 | 1,454 | |
PBF Energy Inc. Class A | 27,500 | 1,122 | |
* | Denbury Inc. | 9,000 | 783 |
* | NexTier Oilfield Solutions Inc. | 66,857 | 618 |
ChampionX Corp. | 20,600 | 597 | |
* | Tellurian Inc. | 327,900 | 551 |
Texas Pacific Land Corp. | 213 | 499 | |
Delek US Holdings Inc. | 16,900 | 456 | |
* | CNX Resources Corp. | 24,700 | 416 |
* | Golar LNG Ltd. | 12,300 | 280 |
Equitrans Midstream Corp. | 41,600 | 279 | |
* | Oceaneering International Inc. | 14,000 | 245 |
SFL Corp. Ltd. | 21,900 | 202 | |
SM Energy Co. | 4,800 | 167 | |
New Fortress Energy Inc. Class A | 3,400 | 144 | |
* | Alto Ingredients Inc. | 47,300 | 136 |
* | Talos Energy Inc. | 4,800 | 91 |
* | US Silica Holdings Inc. | 7,000 | 88 |
NOV Inc. | 3,400 | 71 | |
DTE Midstream LLC | 1,200 | 66 | |
* | Gevo Inc. | 29,800 | 57 |
Antero Midstream Corp. | 4,206 | 45 | |
* | Ardmore Shipping Corp. | 3,100 | 45 |
* | Clean Energy Fuels Corp. | 6,100 | 32 |
* | Teekay Corp. | 6,900 | 31 |
Shares | Market Value ($000) | ||
Geopark Ltd. | 1,900 | 29 | |
VAALCO Energy Inc. | 4,400 | 20 | |
Murphy Oil Corp. | 300 | 13 | |
Solaris Oilfield Infrastructure Inc. Class A | 1,000 | 10 | |
Chesapeake Energy Corp. | 74 | 7 | |
Patterson-UTI Energy Inc. | 300 | 5 | |
NACCO Industries Inc. Class A | 71 | 3 | |
Sitio Royalties Corp. Class A | 108 | 3 | |
* | Centrus Energy Corp. Class A | 72 | 2 |
* | Navigator Holdings Ltd. | 188 | 2 |
* | Amplify Energy Corp. | 100 | 1 |
Archrock Inc. | 100 | 1 | |
* | Energy Fuels Inc. | 195 | 1 |
Evolution Petroleum Corp. | 100 | 1 | |
* | Helix Energy Solutions Group Inc. | 146 | 1 |
* | Newpark Resources Inc. | 137 | 1 |
* | Overseas Shipholding Group Inc. Class A | 400 | 1 |
* | ProPetro Holding Corp. | 100 | 1 |
RPC Inc. | 100 | 1 | |
* | Ring Energy Inc. | 200 | 1 |
* | TETRA Technologies Inc. | 300 | 1 |
* | Uranium Energy Corp. | 119 | 1 |
* | Kosmos Energy Ltd. | 100 | 1 |
Dorian LPG Ltd. | 25 | 1 | |
* | Plains GP Holdings LP Class A | 100 | 1 |
Northern Oil and Gas Inc. | 40 | 1 | |
* | Par Pacific Holdings Inc. | 8 | — |
Nordic American Tankers Ltd. | 100 | — | |
International Seaways Inc. | 8 | — | |
* | Expro Group Holdings NV | 16 | — |
636,087 | |||
Financials (11.4%) | |||
* | Berkshire Hathaway Inc. Class B | 466,070 | 143,969 |
Bank of America Corp. | 3,321,241 | 109,999 | |
JPMorgan Chase & Co. | 721,558 | 96,761 | |
Charles Schwab Corp. | 794,957 | 66,188 | |
Chubb Ltd. | 258,397 | 57,002 | |
Everest Re Group Ltd. | 161,456 | 53,485 | |
American Express Co. | 323,884 | 47,854 | |
Progressive Corp. | 294,461 | 38,195 | |
W R Berkley Corp. | 522,983 | 37,953 | |
Wells Fargo & Co. | 911,352 | 37,630 | |
Loews Corp. | 595,770 | 34,751 | |
US Bancorp | 789,348 | 34,423 | |
Synchrony Financial | 982,855 | 32,297 | |
Discover Financial Services | 326,471 | 31,939 | |
American International Group Inc. | 486,091 | 30,740 | |
Citigroup Inc. | 633,412 | 28,649 | |
Comerica Inc. | 412,358 | 27,566 | |
Cboe Global Markets Inc. | 204,697 | 25,683 | |
Hartford Financial Services Group Inc. | 325,869 | 24,711 | |
Ameriprise Financial Inc. | 69,233 | 21,557 | |
CME Group Inc. | 116,180 | 19,537 | |
Capital One Financial Corp. | 201,649 | 18,745 | |
Allstate Corp. | 118,134 | 16,019 | |
Goldman Sachs Group Inc. | 45,275 | 15,546 | |
Marsh & McLennan Cos. Inc. | 87,260 | 14,440 | |
Morgan Stanley | 154,915 | 13,171 |
Shares | Market Value ($000) | ||
PNC Financial Services Group Inc. | 82,020 | 12,954 | |
Assurant Inc. | 92,333 | 11,547 | |
Truist Financial Corp. | 266,880 | 11,484 | |
Travelers Cos. Inc. | 58,430 | 10,955 | |
Zions Bancorp NA | 204,752 | 10,066 | |
Bank of New York Mellon Corp. | 196,900 | 8,963 | |
Globe Life Inc. | 69,464 | 8,374 | |
Affiliated Managers Group Inc. | 50,203 | 7,954 | |
Regions Financial Corp. | 351,946 | 7,588 | |
Moody's Corp. | 27,231 | 7,587 | |
MetLife Inc. | 88,900 | 6,434 | |
* | Arch Capital Group Ltd. | 101,579 | 6,377 |
Raymond James Financial Inc. | 35,506 | 3,794 | |
Invesco Ltd. | 193,600 | 3,483 | |
Intercontinental Exchange Inc. | 32,100 | 3,293 | |
Virtu Financial Inc. Class A | 146,900 | 2,998 | |
Signature Bank | 25,030 | 2,884 | |
MarketAxess Holdings Inc. | 9,000 | 2,510 | |
Northern Trust Corp. | 27,800 | 2,460 | |
LPL Financial Holdings Inc. | 10,600 | 2,291 | |
Blackstone Inc. | 28,500 | 2,114 | |
Aon plc Class A (XNYS) | 6,894 | 2,069 | |
First Republic Bank | 14,500 | 1,767 | |
Arthur J Gallagher & Co. | 8,000 | 1,508 | |
Franklin Resources Inc. | 51,700 | 1,364 | |
Blackstone Mortgage Trust Inc. Class A | 48,600 | 1,029 | |
Willis Towers Watson plc | 3,500 | 856 | |
* | Encore Capital Group Inc. | 16,925 | 811 |
Interactive Brokers Group Inc. Class A | 10,000 | 723 | |
Nasdaq Inc. | 10,100 | 620 | |
Equitable Holdings Inc. | 21,245 | 610 | |
Aflac Inc. | 8,282 | 596 | |
Principal Financial Group Inc. | 7,000 | 587 | |
Stifel Financial Corp. | 8,600 | 502 | |
Lincoln National Corp. | 15,800 | 485 | |
Sixth Street Specialty Lending Inc. | 22,600 | 402 | |
Fifth Third Bancorp | 11,800 | 387 | |
* | Ryan Specialty Holdings Inc. | 8,700 | 361 |
Ares Management Corp. Class A | 4,900 | 335 | |
* | Donnelley Financial Solutions Inc. | 7,600 | 294 |
BlackRock Inc. | 400 | 283 | |
Mercury General Corp. | 8,000 | 274 | |
* | LendingClub Corp. | 29,500 | 260 |
BGC Partners Inc. Class A | 66,200 | 250 | |
* | Brighthouse Financial Inc. | 4,200 | 215 |
Cincinnati Financial Corp. | 2,100 | 215 | |
Central Pacific Financial Corp. | 10,238 | 208 | |
Rithm Capital Corp. | 25,500 | 208 | |
Prudential Financial Inc. | 2,079 | 207 | |
Bank of NT Butterfield & Son Ltd. | 6,465 | 193 | |
Popular Inc. | 2,851 | 189 | |
FS KKR Capital Corp. | 10,500 | 184 | |
Enact Holdings Inc. | 7,320 | 177 | |
Hanmi Financial Corp. | 6,800 | 168 | |
* | Blucora Inc. | 6,400 | 163 |
* | Green Dot Corp. Class A | 9,299 | 147 |
First Internet Bancorp | 5,500 | 134 | |
TCG BDC Inc. | 8,700 | 124 |
Shares | Market Value ($000) | ||
AFC Gamma Inc. | 7,900 | 124 | |
MGIC Investment Corp. | 9,400 | 122 | |
Starwood Property Trust Inc. | 6,100 | 112 | |
Banner Corp. | 1,667 | 105 | |
Valley National Bancorp | 8,600 | 97 | |
Burford Capital Ltd. | 11,097 | 90 | |
TPG RE Finance Trust Inc. | 11,900 | 81 | |
New Mountain Finance Corp. | 6,002 | 74 | |
* | SVB Financial Group | 300 | 69 |
Greenhill & Co. Inc. | 6,604 | 68 | |
Ladder Capital Corp. Class A | 6,748 | 68 | |
First Foundation Inc. | 4,300 | 62 | |
Brookline Bancorp Inc. | 4,100 | 58 | |
* | Enova International Inc. | 1,500 | 58 |
TPG Inc. | 2,100 | 58 | |
First Financial Bancorp | 2,300 | 56 | |
Pathward Financial Inc. | 1,300 | 56 | |
Voya Financial Inc. | 915 | 56 | |
Carlyle Group Inc. | 1,800 | 54 | |
* | Selectquote Inc. | 78,200 | 53 |
* | LendingTree Inc. | 2,400 | 51 |
* | Ocwen Financial Corp. | 1,658 | 51 |
Tiptree Inc. | 2,703 | 37 | |
BlackRock TCP Capital Corp. | 2,892 | 37 | |
* | MBIA Inc. | 2,800 | 36 |
Western Alliance Bancorp | 587 | 35 | |
* | SiriusPoint Ltd. | 5,700 | 34 |
HomeTrust Bancshares Inc. | 1,377 | 33 | |
* | Columbia Financial Inc. | 1,400 | 30 |
* | eHealth Inc. | 6,300 | 30 |
Bank OZK | 700 | 28 | |
Kearny Financial Corp. | 2,732 | 28 | |
* | EZCorp. Inc. Class A | 2,596 | 21 |
Hope Bancorp Inc. | 1,300 | 17 | |
* | PRA Group Inc. | 500 | 17 |
SLM Corp. | 1,000 | 17 | |
Sierra Bancorp | 615 | 13 | |
Central Valley Community Bancorp | 500 | 11 | |
Heritage Commerce Corp. | 757 | 10 | |
Park National Corp. | 69 | 10 | |
Granite Point Mortgage Trust Inc. | 1,669 | 9 | |
Sculptor Capital Management Inc. Class A | 1,002 | 9 | |
PennantPark Investment Corp. | 1,500 | 9 | |
Cathay General Bancorp | 200 | 8 | |
Apollo Investment Corp. | 700 | 8 | |
ServisFirst Bancshares Inc. | 100 | 7 | |
Great Ajax Corp. | 788 | 6 | |
Tompkins Financial Corp. | 74 | 6 | |
BlackRock Capital Investment Corp. | 1,800 | 6 | |
PacWest Bancorp | 200 | 5 | |
Brightspire Capital Inc. Class A | 800 | 5 | |
Bread Financial Holdings Inc. | 100 | 4 | |
Citizens Financial Group Inc. | 92 | 4 | |
City Holding Co. | 45 | 4 | |
Community Trust Bancorp Inc. | 91 | 4 | |
First Financial Corp. | 91 | 4 | |
Great Southern Bancorp Inc. | 71 | 4 | |
Stock Yards Bancorp Inc. | 55 | 4 |
Shares | Market Value ($000) | ||
First Interstate BancSystem Inc. Class A | 76 | 3 | |
* | Genworth Financial Inc. Class A | 498 | 3 |
Nelnet Inc. Class A | 38 | 3 | |
OneMain Holdings Inc. | 98 | 3 | |
PCSB Financial Corp. | 139 | 3 | |
Peapack-Gladstone Financial Corp. | 77 | 3 | |
Capital Southwest Corp. | 188 | 3 | |
* | Acacia Research Corp. | 391 | 2 |
* | Ambac Financial Group Inc. | 100 | 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 | |
Employers Holdings Inc. | 48 | 2 | |
Financial Institutions Inc. | 68 | 2 | |
Fulton Financial Corp. | 100 | 2 | |
Home BancShares Inc. | 75 | 2 | |
Lakeland Bancorp Inc. | 100 | 2 | |
Navient Corp. | 100 | 2 | |
Northfield Bancorp Inc. | 139 | 2 | |
OFG Bancorp | 58 | 2 | |
Old Second Bancorp Inc. | 100 | 2 | |
Preferred Bank | 28 | 2 | |
SEI Investments Co. | 30 | 2 | |
TriCo Bancshares | 31 | 2 | |
Trustmark Corp. | 66 | 2 | |
WesBanco Inc. | 57 | 2 | |
WisdomTree Inc. | 385 | 2 | |
* | World Acceptance Corp. | 26 | 2 |
* | PROG Holdings Inc. | 98 | 2 |
Saratoga Investment Corp. | 64 | 2 | |
TriplePoint Venture Growth BDC Corp. | 165 | 2 | |
Intercorp Financial Services Inc. | 92 | 2 | |
AG Mortgage Investment Trust Inc. | 300 | 2 | |
Cadence Bank | 83 | 2 | |
Apollo Commercial Real Estate Finance Inc. | 121 | 1 | |
Ares Commercial Real Estate Corp. | 111 | 1 | |
ARMOUR Residential REIT Inc. | 100 | 1 | |
Chimera Investment Corp. | 164 | 1 | |
Commerce Bancshares Inc. | 11 | 1 | |
Curo Group Holdings Corp. | 199 | 1 | |
FNB Corp. | 100 | 1 | |
First BanCorp. (XNYS) | 100 | 1 | |
Horizon Bancorp Inc. | 49 | 1 | |
Huntington Bancshares Inc. | 50 | 1 | |
Luther Burbank Corp. | 108 | 1 | |
New York Community Bancorp Inc. | 100 | 1 | |
Northwest Bancshares Inc. | 100 | 1 | |
Oppenheimer Holdings Inc. Class A | 13 | 1 | |
* | Republic First Bancorp Inc. | 369 | 1 |
United Bankshares Inc. | 18 | 1 | |
Washington Trust Bancorp Inc. | 20 | 1 | |
Essent Group Ltd. | 24 | 1 | |
James River Group Holdings Ltd. | 33 | 1 | |
* | Oportun Financial Corp. | 200 | 1 |
Shares | Market Value ($000) | ||
* | 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 | |
Owl Rock Capital Corp. | 100 | 1 | |
Oxford Square Capital Corp. | 352 | 1 | |
Prospect Capital Corp. | 200 | 1 | |
Amalgamated Financial Corp. | 24 | 1 | |
Patria Investments Ltd. Class A | 94 | 1 | |
Primis Financial Corp. | 100 | 1 | |
TrustCo Bank Corp. NY | 25 | 1 | |
Franklin BSP Realty Trust Inc. REIT | 100 | 1 | |
MFA Financial Inc. REIT | 100 | 1 | |
AMERISAFE Inc. | 10 | — | |
BancFirst Corp. | 5 | — | |
Cowen Inc. Class A | 4 | — | |
First Community Bankshares Inc. | 13 | — | |
First of Long Island Corp. | 21 | — | |
Flushing Financial Corp. | 2 | — | |
Heartland Financial USA Inc. | 2 | — | |
Lakeland Financial Corp. | 1 | — | |
* | Mr Cooper Group Inc. | 10 | — |
* | NMI Holdings Inc. Class A | 15 | — |
OceanFirst Financial Corp. | 1 | — | |
* | Trupanion Inc. | 1 | — |
Universal Insurance Holdings Inc. | 47 | — | |
Veritex Holdings Inc. | 11 | — | |
Broadmark Realty Capital Inc. | 145 | — | |
Barings BDC Inc. | 28 | — | |
* | Bright Health Group Inc. | 100 | — |
Bridge Investment Group Holdings Inc. Class A | 38 | — | |
Annaly Capital Management Inc. | 25 | — | |
1,236,117 | |||
Health Care (15.0%) | |||
Johnson & Johnson | 953,434 | 168,424 | |
UnitedHealth Group Inc. | 302,248 | 160,246 | |
Pfizer Inc. | 2,719,557 | 139,350 | |
Merck & Co. Inc. | 942,975 | 104,623 | |
Gilead Sciences Inc. | 894,711 | 76,811 | |
Elevance Health Inc. | 142,001 | 72,842 | |
Agilent Technologies Inc. | 424,317 | 63,499 | |
Amgen Inc. | 204,196 | 53,630 | |
HCA Healthcare Inc. | 218,224 | 52,365 | |
Cigna Corp. | 143,177 | 47,440 | |
AbbVie Inc. | 274,156 | 44,306 | |
* | Centene Corp. | 482,125 | 39,539 |
Bristol-Myers Squibb Co. | 526,937 | 37,913 | |
* | IQVIA Holdings Inc. | 181,420 | 37,171 |
* | Biogen Inc. | 133,742 | 37,036 |
CVS Health Corp. | 386,191 | 35,989 | |
* | Vertex Pharmaceuticals Inc. | 123,589 | 35,690 |
McKesson Corp. | 72,087 | 27,041 | |
Medtronic plc | 346,400 | 26,922 | |
Eli Lilly & Co. | 70,800 | 25,902 | |
Laboratory Corp. of America Holdings | 97,473 | 22,953 |
Shares | Market Value ($000) | ||
AmerisourceBergen Corp. Class A | 130,381 | 21,605 | |
Becton Dickinson and Co. | 83,550 | 21,247 | |
* | Waters Corp. | 48,455 | 16,600 |
* | Edwards Lifesciences Corp. | 208,046 | 15,522 |
* | Mettler-Toledo International Inc. | 10,696 | 15,461 |
Abbott Laboratories | 125,316 | 13,758 | |
* | Molina Healthcare Inc. | 41,370 | 13,661 |
* | Incyte Corp. | 169,050 | 13,578 |
Danaher Corp. | 44,190 | 11,729 | |
Thermo Fisher Scientific Inc. | 20,580 | 11,333 | |
* | Boston Scientific Corp. | 243,800 | 11,281 |
* | Hologic Inc. | 148,823 | 11,133 |
Humana Inc. | 20,688 | 10,596 | |
* | Moderna Inc. | 57,992 | 10,417 |
* | Regeneron Pharmaceuticals Inc. | 14,021 | 10,116 |
Zoetis Inc. | 68,990 | 10,111 | |
* | Align Technology Inc. | 39,166 | 8,260 |
* | DexCom Inc. | 71,629 | 8,111 |
* | Avantor Inc. | 355,971 | 7,507 |
Baxter International Inc. | 131,500 | 6,703 | |
* | Intuitive Surgical Inc. | 24,200 | 6,421 |
* | Catalent Inc. | 80,600 | 3,628 |
* | BioMarin Pharmaceutical Inc. | 33,100 | 3,426 |
* | ACADIA Pharmaceuticals Inc. | 202,400 | 3,222 |
* | Henry Schein Inc. | 40,001 | 3,195 |
* | Syneos Health Inc. | 79,600 | 2,920 |
DENTSPLY SIRONA Inc. | 87,300 | 2,780 | |
* | DaVita Inc. | 32,522 | 2,428 |
Bio-Techne Corp. | 28,600 | 2,370 | |
Organon & Co. | 83,181 | 2,323 | |
Viatris Inc. | 187,357 | 2,085 | |
* | Elanco Animal Health Inc. (XNYS) | 161,100 | 1,969 |
* | Alnylam Pharmaceuticals Inc. | 7,000 | 1,664 |
* | Sage Therapeutics Inc. | 38,700 | 1,476 |
* | Natera Inc. | 36,300 | 1,458 |
* | Figs Inc. Class A | 201,100 | 1,353 |
* | Neogen Corp. | 88,000 | 1,340 |
Quest Diagnostics Inc. | 8,100 | 1,267 | |
* | Allscripts Healthcare Solutions Inc. | 70,700 | 1,247 |
Embecta Corp. | 45,364 | 1,147 | |
* | Seagen Inc. | 8,800 | 1,131 |
* | Bio-Rad Laboratories Inc. Class A | 2,600 | 1,093 |
* | Maravai LifeSciences Holdings Inc. Class A | 75,910 | 1,086 |
Universal Health Services Inc. Class B | 6,053 | 853 | |
* | QIAGEN NV | 17,000 | 848 |
West Pharmaceutical Services Inc. | 3,524 | 829 | |
* | Medpace Holdings Inc. | 3,900 | 828 |
* | Bausch Health Cos. Inc. | 122,500 | 769 |
Zimmer Biomet Holdings Inc. | 5,100 | 650 | |
* | Exelixis Inc. | 39,700 | 637 |
* | Myriad Genetics Inc. | 40,319 | 585 |
Bruker Corp. | 8,478 | 580 | |
* | Corcept Therapeutics Inc. | 28,500 | 579 |
Patterson Cos. Inc. | 19,700 | 552 | |
* | Oak Street Health Inc. | 22,400 | 482 |
* | TransMedics Group Inc. | 7,500 | 463 |
* | Catalyst Pharmaceuticals Inc. | 20,073 | 373 |
* | Lexicon Pharmaceuticals Inc. | 189,955 | 363 |
Shares | Market Value ($000) | ||
* | Integra LifeSciences Holdings Corp. | 6,200 | 348 |
* | Shockwave Medical Inc. | 1,691 | 348 |
* | AbCellera Biologics Inc. | 28,900 | 293 |
* | Tandem Diabetes Care Inc. | 6,500 | 292 |
* | Community Health Systems Inc. | 66,600 | 288 |
* | Zimvie Inc. | 29,700 | 277 |
* | Emergent BioSolutions Inc. | 21,800 | 257 |
* | Revance Therapeutics Inc. | 13,700 | 253 |
* | Enhabit Inc. | 18,000 | 237 |
* | Pediatrix Medical Group Inc. | 14,900 | 221 |
* | NuVasive Inc. | 4,900 | 202 |
* | Iovance Biotherapeutics Inc. | 29,300 | 187 |
* | Atara Biotherapeutics Inc. | 54,800 | 180 |
* | BioCryst Pharmaceuticals Inc. | 15,400 | 177 |
* | Semler Scientific Inc. | 4,568 | 151 |
* | Quanterix Corp. | 10,700 | 148 |
* | Theravance Biopharma Inc. | 12,500 | 140 |
* | Taro Pharmaceutical Industries Ltd. | 4,733 | 137 |
* | Rigel Pharmaceuticals Inc. | 83,700 | 126 |
* | NanoString Technologies Inc. | 15,260 | 122 |
* | Sharecare Inc. | 74,200 | 119 |
* | Ionis Pharmaceuticals Inc. | 3,100 | 117 |
* | Tenet Healthcare Corp. | 2,400 | 117 |
* | Sotera Health Co. | 14,100 | 117 |
* | Innoviva Inc. | 8,682 | 115 |
* | ADMA Biologics Inc. | 29,000 | 113 |
* | Envista Holdings Corp. | 3,300 | 111 |
* | CareDx Inc. | 9,300 | 106 |
* | LivaNova plc | 1,900 | 106 |
* | Orthofix Medical Inc. | 4,900 | 101 |
* | Accuray Inc. | 43,492 | 91 |
* | NeoGenomics Inc. | 9,100 | 84 |
* | Ovid therapeutics Inc. | 39,800 | 74 |
* | OPKO Health Inc. | 56,800 | 71 |
* | Aurora Cannabis Inc. | 75,900 | 70 |
* | Surgery Partners Inc. | 2,300 | 64 |
* | Azenta Inc. | 1,000 | 58 |
* | GoodRx Holdings Inc. Class A | 12,452 | 58 |
* | AngioDynamics Inc. | 4,098 | 56 |
* | Cronos Group Inc. | 21,800 | 55 |
* | Tactile Systems Technology Inc. | 4,600 | 53 |
* | Pacific Biosciences of California Inc. | 6,400 | 52 |
Royalty Pharma plc Class A | 1,300 | 51 | |
* | Sight Sciences Inc. | 4,180 | 51 |
* | Schrodinger Inc. | 2,600 | 49 |
* | Cytek Biosciences Inc. | 4,690 | 48 |
* | Amicus Therapeutics Inc. | 3,500 | 43 |
* | Intercept Pharmaceuticals Inc. | 3,400 | 42 |
* | Paratek Pharmaceuticals Inc. | 19,100 | 36 |
* | Vanda Pharmaceuticals Inc. | 4,800 | 36 |
* | Dynavax Technologies Corp. | 3,300 | 35 |
* | Eagle Pharmaceuticals Inc. | 1,100 | 32 |
* | Omnicell Inc. | 600 | 30 |
* | Avanos Medical Inc. | 1,000 | 27 |
* | Cross Country Healthcare Inc. | 1,000 | 27 |
* | Gossamer Bio Inc. | 11,100 | 24 |
* | MiMedx Group Inc. | 7,460 | 21 |
* | Harvard Bioscience Inc. | 6,866 | 19 |
Shares | Market Value ($000) | ||
* | Lannett Co. Inc. | 35,500 | 19 |
* | Provention Bio Inc. | 1,563 | 17 |
* | Berkeley Lights Inc. | 6,378 | 17 |
* | AnaptysBio Inc. | 500 | 16 |
* | Standard Bio Tools Inc. | 13,665 | 16 |
* | Novavax Inc. | 1,400 | 14 |
* | Travere Thrapeutics Inc. | 600 | 13 |
* | Owens & Minor Inc. | 594 | 12 |
* | SeaSpine Holdings Corp. | 1,323 | 11 |
* | Kodiak Sciences Inc. | 1,400 | 10 |
* | AtriCure Inc. | 200 | 9 |
* | Coherus Biosciences Inc. | 1,100 | 9 |
* | MannKind Corp. | 1,700 | 9 |
* | OraSure Technologies Inc. | 1,896 | 9 |
* | Stoke Therapeutics Inc. | 956 | 9 |
* | ICON plc | 47 | 9 |
AirSculpt Technologies Inc. | 2,500 | 9 | |
* | Cerus Corp. | 2,300 | 8 |
* | PetIQ Inc. Class A | 900 | 8 |
* | Inotiv Inc. | 1,600 | 8 |
* | Repligen Corp. | 39 | 7 |
Alcon Inc. | 100 | 7 | |
* | Joint Corp. | 404 | 6 |
Phibro Animal Health Corp. Class A | 438 | 6 | |
* | Essa Pharma Inc. | 1,984 | 5 |
* | Cardiovascular Systems Inc. | 300 | 4 |
* | CorVel Corp. | 30 | 4 |
* | Personalis Inc. | 2,100 | 4 |
* | Deciphera Pharmaceuticals Inc. | 187 | 3 |
* | Evolent Health Inc. Class A | 98 | 3 |
* | Invacare Corp. | 7,600 | 3 |
* | Penumbra Inc. | 13 | 3 |
* | Surmodics Inc. | 98 | 3 |
* | Immunovant Inc. | 180 | 3 |
* | Multiplan Corp. | 2,600 | 3 |
* | Aclaris Therapeutics Inc. | 100 | 2 |
* | Arcus Biosciences Inc. | 99 | 2 |
* | Collegium Pharmaceutical Inc. | 83 | 2 |
* | Concert Pharmaceuticals Inc. | 300 | 2 |
* | Cymabay Therapeutics Inc. | 300 | 2 |
* | CytomX Therapeutics Inc. | 1,184 | 2 |
* | Exact Sciences Corp. | 45 | 2 |
* | Harrow Health Inc. | 100 | 2 |
* | Heron Therapeutics Inc. | 644 | 2 |
* | Integer Holdings Corp. | 24 | 2 |
* | Ironwood Pharmaceuticals Inc. Class A | 124 | 2 |
* | Meridian Bioscience Inc. | 50 | 2 |
* | Spectrum Pharmaceuticals Inc. | 5,600 | 2 |
* | Syndax Pharmaceuticals Inc. | 79 | 2 |
* | IGM Biosciences Inc. | 100 | 2 |
* | InfuSystem Holdings Inc. | 176 | 2 |
* | PDS Biotechnology Corp. | 165 | 2 |
* | iTeos Therapeutics Inc. | 100 | 2 |
* | Chinook Therapeutics Inc. | 67 | 2 |
* | Certara Inc. | 144 | 2 |
* | Innovage Holding Corp. | 273 | 2 |
* | Agiliti Inc. | 100 | 2 |
* | Assertio Holdings Inc. | 395 | 2 |
Shares | Market Value ($000) | ||
* | Agenus Inc. | 200 | 1 |
* | Allakos Inc. | 100 | 1 |
* | Bluebird Bio Inc. | 100 | 1 |
* | Bridgebio Pharma Inc. | 100 | 1 |
* | Brookdale Senior Living Inc. | 311 | 1 |
* | CTI BioPharma Corp. | 200 | 1 |
* | Cara Therapeutics Inc. | 100 | 1 |
* | CEL–SCI Corp. | 492 | 1 |
* | Evolus Inc. | 110 | 1 |
* | Gritstone bio Inc. | 254 | 1 |
* | ImmunoGen Inc. | 200 | 1 |
LeMaitre Vascular Inc. | 27 | 1 | |
* | Lineage Cell Therapeutics Inc. | 900 | 1 |
* | Masimo Corp. | 9 | 1 |
* | Mersana Therapeutics Inc. | 100 | 1 |
* | Nektar Therapeutics Class A | 300 | 1 |
* | Omeros Corp. | 287 | 1 |
* | Scholar Rock Holding Corp. | 100 | 1 |
* | TG Therapeutics Inc. | 100 | 1 |
* | ViewRay Inc. | 300 | 1 |
* | Voyager Therapeutics Inc. | 100 | 1 |
* | Alkermes plc | 18 | 1 |
* | CRISPR Therapeutics AG | 16 | 1 |
* | Organogenesis Holdings Inc. Class A | 200 | 1 |
* | Liquidia Corp. | 166 | 1 |
* | Gamida Cell Ltd. | 428 | 1 |
* | Allovir Inc. | 200 | 1 |
* | Viemed Healthcare Inc. | 106 | 1 |
* | Marinus Pharmaceuticals Inc. | 125 | 1 |
* | Athira Pharma Inc. | 300 | 1 |
* | LifeStance Health Group Inc. | 167 | 1 |
* | Definitive Healthcare Corp. Class A | 95 | 1 |
* | Xeris Biopharma Holdings Inc. | 662 | 1 |
*,1 | Radius Health Inc. CVR | 17,800 | 1 |
* | Amneal Pharmaceuticals Inc. | 200 | — |
* | Chimerix Inc. | 100 | — |
* | Computer Programs and Systems Inc. | 5 | — |
* | Eiger BioPharmaceuticals Inc. | 100 | — |
* | Insmed Inc. | 6 | — |
* | Karyopharm Therapeutics Inc. | 100 | — |
* | Kura Oncology Inc. | 33 | — |
* | Sangamo Therapeutics Inc. | 100 | — |
* | Senseonics Holdings Inc. | 200 | — |
* | Seres Therapeutics Inc. | 22 | — |
* | Sorrento Therapeutics Inc. | 466 | — |
* | NextCure Inc. | 200 | — |
* | Arbutus Biopharma Corp. | 100 | — |
* | Affimed NV | 100 | — |
* | Precigen Inc. | 200 | — |
* | VBI Vaccines Inc. | 1,100 | — |
* | Vaxart Inc. | 300 | — |
* | Compugen Ltd. | 193 | — |
* | Canopy Growth Corp. | 200 | — |
* | EyePoint Pharmaceuticals Inc. | 100 | — |
* | Akoya Biosciences Inc. | 47 | — |
* | Aveanna Healthcare Holdings Inc. | 600 | — |
* | Sema4 Holdings Corp. | 400 | — |
* | ATAI Life Sciences NV | 148 | — |
Shares | Market Value ($000) | ||
* | Agile Therapeutics Inc. | 446 | — |
1,626,080 | |||
Industrials (7.6%) | |||
United Parcel Service Inc. Class B | 328,135 | 57,043 | |
General Dynamics Corp. | 214,864 | 53,310 | |
Lockheed Martin Corp. | 102,800 | 50,011 | |
* | United Rentals Inc. | 115,356 | 41,000 |
Caterpillar Inc. | 168,068 | 40,262 | |
Union Pacific Corp. | 168,665 | 34,925 | |
PACCAR Inc. | 324,306 | 32,097 | |
Emerson Electric Co. | 322,041 | 30,935 | |
Trane Technologies plc | 163,008 | 27,400 | |
Textron Inc. | 364,397 | 25,799 | |
Republic Services Inc. Class A | 199,669 | 25,755 | |
Illinois Tool Works Inc. | 116,705 | 25,710 | |
WW Grainger Inc. | 44,329 | 24,658 | |
Otis Worldwide Corp. | 307,086 | 24,048 | |
Waste Management Inc. | 131,600 | 20,645 | |
Northrop Grumman Corp. | 37,332 | 20,369 | |
Cintas Corp. | 43,733 | 19,751 | |
Johnson Controls International plc | 233,400 | 14,938 | |
Fastenal Co. | 315,288 | 14,919 | |
Norfolk Southern Corp. | 59,147 | 14,575 | |
IDEX Corp. | 61,284 | 13,993 | |
Fortive Corp. | 207,085 | 13,305 | |
JB Hunt Transport Services Inc. | 76,026 | 13,256 | |
AMETEK Inc. | 88,922 | 12,424 | |
General Electric Co. | 137,400 | 11,513 | |
Raytheon Technologies Corp. | 96,330 | 9,722 | |
Honeywell International Inc. | 42,336 | 9,073 | |
* | United Airlines Holdings Inc. | 229,960 | 8,669 |
A O Smith Corp. | 151,000 | 8,643 | |
* | Alaska Air Group Inc. | 192,729 | 8,276 |
Carrier Global Corp. | 193,600 | 7,986 | |
TransDigm Group Inc. | 12,497 | 7,869 | |
Snap-on Inc. | 33,800 | 7,723 | |
* | Southwest Airlines Co. | 210,535 | 7,089 |
Robert Half International Inc. | 92,753 | 6,848 | |
3M Co. | 53,645 | 6,433 | |
* | Delta Air Lines Inc. | 194,733 | 6,399 |
Waste Connections Inc. (XTSE) | 41,700 | 5,528 | |
CSX Corp. | 146,088 | 4,526 | |
Dover Corp. | 27,115 | 3,672 | |
Eaton Corp. plc | 21,547 | 3,382 | |
* | Fluor Corp. | 94,000 | 3,258 |
Fortune Brands Innovations Inc | 55,800 | 3,187 | |
L3Harris Technologies Inc. | 12,645 | 2,633 | |
Allegion plc | 24,430 | 2,571 | |
Deere & Co. | 5,866 | 2,515 | |
* | Copart Inc. | 40,740 | 2,481 |
* | Uber Technologies Inc. | 97,800 | 2,419 |
Advanced Drainage Systems Inc. | 28,500 | 2,336 | |
Equifax Inc. | 8,986 | 1,747 | |
CH Robinson Worldwide Inc. | 14,400 | 1,318 | |
Howmet Aerospace Inc. | 32,300 | 1,273 | |
Allison Transmission Holdings Inc. | 27,154 | 1,130 | |
* | Lyft Inc. Class A | 99,300 | 1,094 |
* | Aerojet Rocketdyne Holdings Inc. | 18,200 | 1,018 |
Shares | Market Value ($000) | ||
* | American Airlines Group Inc. | 72,800 | 926 |
* | Parsons Corp. | 19,930 | 922 |
* | SunPower Corp. | 50,800 | 916 |
* | Upwork Inc. | 79,900 | 834 |
Air Lease Corp. Class A | 20,400 | 784 | |
nVent Electric plc | 19,800 | 762 | |
* | Masterbrand Inc. | 100,330 | 757 |
Hexcel Corp. | 12,000 | 706 | |
* | FuelCell Energy Inc. | 242,700 | 675 |
* | Avis Budget Group Inc. | 3,900 | 639 |
Pentair plc | 14,100 | 634 | |
TransUnion | 11,033 | 626 | |
Pitney Bowes Inc. | 163,400 | 621 | |
* | Sunrun Inc. | 24,300 | 584 |
* | Array Technologies Inc. | 27,700 | 535 |
* | WESCO International Inc. | 4,000 | 501 |
Watsco Inc. | 2,000 | 499 | |
Knight-Swift Transportation Holdings Inc. | 9,000 | 472 | |
REV Group Inc. | 37,200 | 469 | |
Maxar Technologies Inc. | 7,600 | 393 | |
Triton International Ltd. | 5,513 | 379 | |
GrafTech International Ltd. | 78,977 | 376 | |
Shyft Group Inc. | 13,200 | 328 | |
Carlisle Cos. Inc. | 1,300 | 306 | |
* | Resideo Technologies Inc. | 18,600 | 306 |
* | Enovix Corp. | 24,200 | 301 |
* | Kratos Defense & Security Solutions Inc. | 26,500 | 273 |
* | Beacon Roofing Supply Inc. | 5,100 | 269 |
* | Middleby Corp. | 2,000 | 268 |
Lennox International Inc. | 1,100 | 263 | |
* | Triumph Group Inc. | 23,400 | 246 |
* | SkyWest Inc. | 13,923 | 230 |
* | Harsco Corp. | 33,000 | 208 |
AECOM | 2,117 | 180 | |
* | Great Lakes Dredge & Dock Corp. | 29,720 | 177 |
* | Mercury Systems Inc. | 3,800 | 170 |
Wabash National Corp. | 6,800 | 154 | |
Acuity Brands Inc. | 900 | 149 | |
Verisk Analytics Inc. Class A | 800 | 141 | |
* | 3D Systems Corp. | 18,200 | 135 |
Heidrick & Struggles International Inc. | 4,453 | 125 | |
* | MRC Global Inc. | 9,000 | 104 |
* | Driven Brands Holdings Inc. | 3,200 | 87 |
Herc Holdings Inc. | 600 | 79 | |
Werner Enterprises Inc. | 1,800 | 72 | |
* | BlueLinx Holdings Inc. | 923 | 66 |
* | Quad/Graphics Inc. | 14,582 | 59 |
* | Kornit Digital Ltd. | 2,400 | 55 |
* | Shoals Technologies Group Inc. Class A | 2,200 | 54 |
HEICO Corp. | 328 | 50 | |
* | Manitowoc Co. Inc. | 5,300 | 49 |
* | AAR Corp. | 1,100 | 49 |
Kennametal Inc. | 2,000 | 48 | |
* | First Advantage Corp. | 3,700 | 48 |
Expeditors International of Washington Inc. | 400 | 42 | |
* | AerCap Holdings NV | 600 | 35 |
* | Planet Labs PBC | 8,100 | 35 |
Trinity Industries Inc. | 1,100 | 33 |
Shares | Market Value ($000) | ||
Rush Enterprises Inc. Class A | 600 | 31 | |
Enerpac Tool Group Corp. Class A | 1,200 | 31 | |
Leidos Holdings Inc. | 284 | 30 | |
* | Hireright Holdings Corp. | 2,500 | 30 |
Moog Inc. Class A | 293 | 26 | |
* | Copa Holdings SA Class A | 300 | 25 |
* | Northwest Pipe Co. | 582 | 20 |
Matthews International Corp. Class A | 600 | 18 | |
* | Gibraltar Industries Inc. | 360 | 17 |
* | JELD-WEN Holding Inc. | 1,773 | 17 |
* | Mesa Air Group Inc. | 11,200 | 17 |
* | Univar Solutions Inc. | 500 | 16 |
Kaman Corp. | 652 | 15 | |
* | KAR Auction Services Inc. | 1,100 | 14 |
* | TriNet Group Inc. | 200 | 14 |
Lindsay Corp. | 71 | 12 | |
Old Dominion Freight Line Inc. | 43 | 12 | |
* | Titan International Inc. | 700 | 11 |
* | TrueBlue Inc. | 496 | 10 |
* | Yellow Corp. | 3,400 | 9 |
Caesarstone Ltd. | 1,241 | 7 | |
* | Astronics Corp. | 576 | 6 |
Barnes Group Inc. | 98 | 4 | |
* | CBIZ Inc. | 91 | 4 |
Oshkosh Corp. | 47 | 4 | |
* | TuSimple Holdings Inc. Class A | 2,335 | 4 |
* | DLH Holdings Corp. | 300 | 4 |
Heartland Express Inc. | 173 | 3 | |
Rollins Inc. | 94 | 3 | |
* | Titan Machinery Inc. | 66 | 3 |
Universal Logistics Holdings Inc. | 86 | 3 | |
AZZ Inc. | 41 | 2 | |
Apogee Enterprises Inc. | 51 | 2 | |
Brady Corp. Class A | 38 | 2 | |
* | Daseke Inc. | 347 | 2 |
* | Evoqua Water Technologies Corp. | 63 | 2 |
HNI Corp. | 88 | 2 | |
Kelly Services Inc. Class A | 118 | 2 | |
MDU Resources Group Inc. | 57 | 2 | |
* | NOW Inc. | 146 | 2 |
* | Tutor Perini Corp. | 291 | 2 |
* | Gates Industrial Corp. plc | 153 | 2 |
Vertiv Holdings Co. Class A | 140 | 2 | |
* | Corp. America Airports SA | 200 | 2 |
* | Hayward Holdings Inc. | 175 | 2 |
* | American Superconductor Corp. | 300 | 1 |
* | Babcock & Wilcox Enterprises Inc. | 113 | 1 |
* | BrightView Holdings Inc. | 156 | 1 |
* | CECO Environmental Corp. | 100 | 1 |
* | CoreCivic Inc. | 99 | 1 |
* | Forrester Research Inc. | 40 | 1 |
* | GEO Group Inc. | 100 | 1 |
Greenbrier Cos. Inc. | 39 | 1 | |
* | Hawaiian Holdings Inc. | 76 | 1 |
Interface Inc. Class A | 100 | 1 | |
* | JetBlue Airways Corp. | 200 | 1 |
Kimball International Inc. Class B | 200 | 1 | |
Marten Transport Ltd. | 50 | 1 |
Shares | Market Value ($000) | ||
MillerKnoll Inc. | 60 | 1 | |
Parker-Hannifin Corp. | 4 | 1 | |
* | Plug Power Inc. | 100 | 1 |
* | Radiant Logistics Inc. | 282 | 1 |
Steelcase Inc. Class A | 142 | 1 | |
Luxfer Holdings plc | 94 | 1 | |
Genco Shipping & Trading Ltd. | 98 | 1 | |
ACCO Brands Corp. | 204 | 1 | |
Pangaea Logistics Solutions Ltd. | 200 | 1 | |
Atlas Corp. | 58 | 1 | |
* | Sun Country Airlines Holdings Inc. | 83 | 1 |
Aris Water Solution Inc. Class A | 100 | 1 | |
* | Archer Aviation Inc. Class A | 400 | 1 |
* | Aurora Innovation Inc. | 600 | 1 |
* | Masonite International Corp. | 6 | — |
* | Matrix Service Co. | 6 | — |
Primoris Services Corp. | 4 | — | |
Quanex Building Products Corp. | 1 | — | |
Resources Connection Inc. | 12 | — | |
Eneti Inc. | 2 | — | |
Zurn Elkay Water Solutions Corp. | 3 | — | |
823,138 | |||
Information Technology (26.3%) | |||
Apple Inc. | 4,776,307 | 620,586 | |
Microsoft Corp. | 2,566,875 | 615,588 | |
Mastercard Inc. Class A | 318,236 | 110,660 | |
Accenture plc Class A | 360,898 | 96,302 | |
Broadcom Inc. | 167,656 | 93,742 | |
QUALCOMM Inc. | 695,672 | 76,482 | |
Visa Inc. Class A | 331,352 | 68,842 | |
Automatic Data Processing Inc. | 283,703 | 67,765 | |
Texas Instruments Inc. | 376,963 | 62,282 | |
NVIDIA Corp. | 425,899 | 62,241 | |
Cisco Systems Inc. | 1,176,496 | 56,048 | |
Cognizant Technology Solutions Corp. Class A | 875,143 | 50,049 | |
Applied Materials Inc. | 504,640 | 49,142 | |
* | Adobe Inc. | 124,999 | 42,066 |
Paychex Inc. | 329,710 | 38,101 | |
NXP Semiconductors NV | 235,689 | 37,246 | |
* | PayPal Holdings Inc. | 519,789 | 37,019 |
* | Paycom Software Inc. | 107,347 | 33,311 |
Micron Technology Inc. | 636,614 | 31,818 | |
* | Cadence Design Systems Inc. | 182,524 | 29,321 |
* | ServiceNow Inc. | 73,872 | 28,682 |
Lam Research Corp. | 66,605 | 27,994 | |
* | Synopsys Inc. | 86,397 | 27,586 |
CDW Corp. | 150,497 | 26,876 | |
* | Salesforce Inc. | 202,111 | 26,798 |
* | Gartner Inc. | 79,611 | 26,760 |
* | VeriSign Inc. | 128,486 | 26,396 |
Monolithic Power Systems Inc. | 71,580 | 25,311 | |
KLA Corp. | 66,822 | 25,194 | |
* | Enphase Energy Inc. | 94,862 | 25,135 |
* | Fortinet Inc. | 442,496 | 21,634 |
Intel Corp. | 719,600 | 19,019 | |
HP Inc. | 650,872 | 17,489 | |
Oracle Corp. | 184,927 | 15,116 | |
* | FleetCor Technologies Inc. | 78,462 | 14,412 |
Shares | Market Value ($000) | ||
Motorola Solutions Inc. | 53,535 | 13,797 | |
Microchip Technology Inc. | 195,300 | 13,720 | |
* | Keysight Technologies Inc. | 79,101 | 13,532 |
* | ON Semiconductor Corp. | 200,200 | 12,486 |
Skyworks Solutions Inc. | 126,890 | 11,563 | |
NetApp Inc. | 187,986 | 11,290 | |
* | Western Digital Corp. | 298,076 | 9,404 |
Fidelity National Information Services Inc. | 120,701 | 8,190 | |
Vontier Corp. | 403,000 | 7,790 | |
International Business Machines Corp. | 48,300 | 6,805 | |
Gen Digital Inc. | 313,805 | 6,725 | |
Analog Devices Inc. | 40,800 | 6,692 | |
Amdocs Ltd. | 72,100 | 6,554 | |
* | Qorvo Inc. | 60,700 | 5,502 |
Corning Inc. | 159,900 | 5,107 | |
Teradyne Inc. | 56,390 | 4,926 | |
* | Check Point Software Technologies Ltd. | 35,200 | 4,441 |
* | DocuSign Inc. Class A | 79,200 | 4,389 |
Roper Technologies Inc. | 8,400 | 3,630 | |
* | Rambus Inc. | 94,600 | 3,389 |
* | EPAM Systems Inc. | 9,940 | 3,258 |
* | Fair Isaac Corp. | 5,049 | 3,022 |
* | Box Inc. Class A | 82,000 | 2,553 |
* | Dropbox Inc. Class A | 99,700 | 2,231 |
SS&C Technologies Holdings Inc. | 41,300 | 2,150 | |
* | Crowdstrike Holdings Inc. Class A | 16,400 | 1,727 |
* | Kyndryl Holdings Inc. | 154,200 | 1,715 |
* | Palantir Technologies Inc. Class A | 256,300 | 1,645 |
InterDigital Inc. | 32,700 | 1,618 | |
* | Semtech Corp. | 49,000 | 1,406 |
* | Akamai Technologies Inc. | 16,200 | 1,366 |
Juniper Networks Inc. | 42,151 | 1,347 | |
* | Workiva Inc. Class A | 15,800 | 1,327 |
* | Atlassian Corp. Ltd. Class A | 9,200 | 1,184 |
* | Teradata Corp. | 31,500 | 1,060 |
* | ANSYS Inc. | 4,200 | 1,015 |
Global Payments Inc. | 10,000 | 993 | |
* | DXC Technology Co. | 36,900 | 978 |
TE Connectivity Ltd. | 8,512 | 977 | |
* | PagSeguro Digital Ltd. Class A | 105,110 | 919 |
* | NetScout Systems Inc. | 26,100 | 849 |
* | Digital Turbine Inc. | 54,000 | 823 |
* | Momentive Global Inc. | 117,300 | 821 |
Concentrix Corp. | 5,000 | 666 | |
* | Super Micro Computer Inc. | 7,700 | 632 |
* | Rogers Corp. | 5,100 | 609 |
* | Canadian Solar Inc. | 19,500 | 603 |
Ebix Inc. | 24,800 | 495 | |
* | Infinera Corp. | 71,800 | 484 |
Western Union Co. | 35,092 | 483 | |
* | Conduent Inc. | 119,000 | 482 |
* | Gitlab Inc. Class A | 9,800 | 445 |
Clear Secure Inc. Class A | 16,200 | 444 | |
* | Pure Storage Inc. Class A | 16,100 | 431 |
* | Flex Ltd. | 20,000 | 429 |
* | Fiserv Inc. | 4,000 | 404 |
* | Qualys Inc. | 3,600 | 404 |
* | Flywire Corp. | 16,100 | 394 |
Shares | Market Value ($000) | ||
* | Varonis Systems Inc. Class B | 15,700 | 376 |
* | Trade Desk Inc. Class A | 8,346 | 374 |
* | Zoom Video Communications Inc. Class A | 5,400 | 366 |
* | ACI Worldwide Inc. | 15,800 | 363 |
* | Lattice Semiconductor Corp. | 5,600 | 363 |
* | Everbridge Inc. | 11,900 | 352 |
* | LiveRamp Holdings Inc. | 14,600 | 342 |
* | Euronet Worldwide Inc. | 3,600 | 340 |
* | Autodesk Inc. | 1,800 | 336 |
* | Verra Mobility Corp. Class A | 24,100 | 333 |
* | Stratasys Ltd. | 23,800 | 282 |
* | Datadog Inc. Class A | 3,800 | 279 |
* | Tenable Holdings Inc. | 7,300 | 278 |
* | Impinj Inc. | 2,500 | 273 |
Jack Henry & Associates Inc. | 1,500 | 263 | |
* | Zebra Technologies Corp. Class A | 1,000 | 256 |
* | Asana Inc. Class A | 17,100 | 235 |
* | Viavi Solutions Inc. | 21,500 | 226 |
* | TTM Technologies Inc. | 14,700 | 222 |
* | Domo Inc. Class B | 15,400 | 219 |
* | Cognyte Software Ltd. | 69,487 | 216 |
* | Grid Dynamics Holdings Inc. | 18,900 | 212 |
* | StoneCo. Ltd. Class A | 20,993 | 198 |
* | Paycor HCM Inc. | 7,786 | 191 |
* | Splunk Inc. | 2,100 | 181 |
* | MACOM Technology Solutions Holdings Inc. Class H | 2,800 | 176 |
* | Cerence Inc. | 9,400 | 174 |
Marvell Technology Inc. | 4,583 | 170 | |
* | Appian Corp. Class A | 4,800 | 156 |
* | Squarespace Inc. Class A | 6,500 | 144 |
* | Avid Technology Inc. | 5,200 | 138 |
* | Payoneer Global Inc. | 24,600 | 135 |
* | SolarWinds Corp. | 14,000 | 131 |
* | Elastic NV | 2,500 | 129 |
* | Upland Software Inc. | 17,300 | 123 |
* | Dynatrace Inc. | 3,024 | 116 |
* | Wolfspeed Inc. | 1,600 | 110 |
* | Lightspeed Commerce Inc. | 6,200 | 89 |
* | Q2 Holdings Inc. | 3,200 | 86 |
Hackett Group Inc. | 3,912 | 80 | |
* | Unisys Corp. | 15,224 | 78 |
* | TELUS International CDA Inc. | 3,800 | 75 |
* | Qualtrics International Inc. Class A | 7,100 | 74 |
* | Magnachip Semiconductor Corp. | 7,500 | 70 |
* | Dlocal Ltd. Class A | 4,500 | 70 |
* | WM Technology Inc. | 67,479 | 68 |
* | Arlo Technologies Inc. | 18,800 | 66 |
* | Paysafe Ltd. | 4,700 | 65 |
* | ON24 Inc. | 7,275 | 63 |
* | Daktronics Inc. | 20,107 | 57 |
Ubiquiti Inc. | 200 | 55 | |
* | Rimini Street Inc. | 14,190 | 54 |
* | Sitime Corp. | 500 | 51 |
* | Casa Systems Inc. | 17,100 | 47 |
* | Veeco Instruments Inc. | 2,392 | 44 |
* | ACM Research Inc. Class A | 5,076 | 39 |
* | LivePerson Inc. | 3,600 | 37 |
* | Repay Holdings Corp. Class A | 4,500 | 36 |
Shares | Market Value ($000) | ||
* | SecureWorks Corp. Class A | 5,475 | 35 |
* | Kopin Corp. | 26,100 | 32 |
* | Cloudflare Inc. Class A | 700 | 32 |
* | Zuora Inc. Class A | 4,900 | 31 |
* | Blackbaud Inc. | 500 | 29 |
* | IPG Photonics Corp. | 300 | 28 |
* | FormFactor Inc. | 1,200 | 27 |
* | Amplitude Inc. Class A | 2,200 | 27 |
* | Expensify Inc. Class A | 3,100 | 27 |
* | Radware Ltd. | 1,084 | 21 |
* | eGain Corp. | 1,593 | 14 |
* | MaxLinear Inc. | 400 | 14 |
* | Brightcove Inc. | 2,056 | 11 |
* | N-Able Inc. | 1,086 | 11 |
* | Ouster Inc. | 10,250 | 9 |
* | Immersion Corp. | 1,100 | 8 |
* | Identiv Inc. | 1,117 | 8 |
* | Rackspace Technology Inc. | 2,500 | 7 |
* | Xperi Inc. | 800 | 7 |
Badger Meter Inc. | 51 | 6 | |
* | Silicon Laboratories Inc. | 41 | 6 |
* | Blackline Inc. | 38 | 3 |
* | Evo Payments Inc. Class A | 81 | 3 |
NVE Corp. | 49 | 3 | |
* | RingCentral Inc. Class A | 96 | 3 |
* | Everspin Technologies Inc. | 500 | 3 |
* | Arteris Inc. | 600 | 3 |
A10 Networks Inc. | 100 | 2 | |
* | AXT Inc. | 385 | 2 |
* | CalAmp Corp. | 400 | 2 |
* | FARO Technologies Inc. | 84 | 2 |
Hewlett Packard Enterprise Co. | 100 | 2 | |
* | KVH Industries Inc. | 197 | 2 |
* | Knowles Corp. | 100 | 2 |
* | Pixelworks Inc. | 1,300 | 2 |
TD SYNNEX Corp. | 19 | 2 | |
* | Yext Inc. | 300 | 2 |
Hollysys Automation Technologies Ltd. | 100 | 2 | |
* | Velodyne Lidar Inc. | 2,300 | 2 |
* | DigitalOcean Holdings Inc. | 76 | 2 |
* | Remitly Global Inc. | 178 | 2 |
* | Axcelis Technologies Inc. | 10 | 1 |
Benchmark Electronics Inc. | 55 | 1 | |
* | Benefitfocus Inc. | 100 | 1 |
* | Black Knight Inc. | 11 | 1 |
* | Calix Inc. | 9 | 1 |
* | Ceridian HCM Holding Inc. | 8 | 1 |
* | CommScope Holding Co. Inc. | 103 | 1 |
* | 8x8 Inc. | 300 | 1 |
* | ePlus Inc. | 14 | 1 |
Information Services Group Inc. | 209 | 1 | |
* | MicroVision Inc. | 300 | 1 |
* | Mitek Systems Inc. | 137 | 1 |
* | MoneyGram International Inc. | 110 | 1 |
* | PDF Solutions Inc. | 46 | 1 |
PFSweb Inc. | 100 | 1 | |
* | Ribbon Communications Inc. | 470 | 1 |
* | Sanmina Corp. | 21 | 1 |
Shares | Market Value ($000) | ||
* | Turtle Beach Corp. | 170 | 1 |
* | ViaSat Inc. | 26 | 1 |
Xerox Holdings Corp. | 100 | 1 | |
* | SMART Global Holdings Inc. | 77 | 1 |
* | Celestica Inc. | 90 | 1 |
Sapiens International Corp. NV | 72 | 1 | |
Ituran Location and Control Ltd. | 26 | 1 | |
* | Consensus Cloud Solutions Inc. | 15 | 1 |
* | Diebold Nixdorf Inc. | 200 | — |
* | Eastman Kodak Co. | 29 | — |
* | Inseego Corp. | 200 | — |
Vishay Intertechnology Inc. | 1 | — | |
* | Vishay Precision Group Inc. | 2 | — |
* | Phunware Inc. | 400 | — |
* | Maxeon Solar Technologies Ltd. | 12 | — |
* | JFrog Ltd. | 15 | — |
* | Sierra Wireless Inc. | 15 | — |
* | Alkami Technology Inc. | 3 | — |
* | Exela Technologies Inc. | 51 | — |
2,845,877 | |||
Materials (1.8%) | |||
Dow Inc. | 547,419 | 27,584 | |
Westrock Co. | 566,490 | 19,918 | |
Mosaic Co. | 450,425 | 19,760 | |
Packaging Corp. of America | 132,683 | 16,971 | |
LyondellBasell Industries NV Class A | 188,692 | 15,667 | |
CF Industries Holdings Inc. | 175,971 | 14,993 | |
Nucor Corp. | 83,222 | 10,970 | |
Linde plc | 30,933 | 10,090 | |
Sealed Air Corp. | 197,230 | 9,838 | |
Corteva Inc. | 145,000 | 8,523 | |
Freeport-McMoRan Inc. | 203,100 | 7,718 | |
Avery Dennison Corp. | 33,952 | 6,145 | |
Nutrien Ltd. | 71,300 | 5,207 | |
Newmont Corp. | 104,800 | 4,947 | |
International Paper Co. | 61,347 | 2,124 | |
Albemarle Corp. | 9,205 | 1,996 | |
United States Steel Corp. | 79,100 | 1,981 | |
Steel Dynamics Inc. | 12,300 | 1,202 | |
* | ATI Inc. | 39,800 | 1,188 |
* | MP Materials Corp. | 42,500 | 1,032 |
Warrior Met Coal Inc. | 26,300 | 911 | |
Amcor plc | 71,513 | 852 | |
DuPont de Nemours Inc. | 11,275 | 774 | |
Wheaton Precious Metals Corp. | 19,100 | 746 | |
* | Cleveland-Cliffs Inc. | 45,900 | 739 |
Eastman Chemical Co. | 8,585 | 699 | |
* | Ingevity Corp. | 9,700 | 683 |
* | Livent Corp. | 27,200 | 540 |
* | LSB Industries Inc. | 35,200 | 468 |
* | Intrepid Potash Inc. | 14,100 | 407 |
Martin Marietta Materials Inc. | 762 | 258 | |
Alamos Gold Inc. Class A | 22,300 | 225 | |
Teck Resources Ltd. Class B | 5,500 | 208 | |
* | Century Aluminum Co. | 25,100 | 205 |
* | Ferroglobe plc | 48,300 | 186 |
Graphic Packaging Holding Co. | 7,300 | 162 | |
Pan American Silver Corp. | 9,300 | 152 |
Shares | Market Value ($000) | ||
International Flavors & Fragrances Inc. | 1,421 | 149 | |
Ashland Inc. | 1,200 | 129 | |
Valvoline Inc. | 3,200 | 104 | |
Celanese Corp. Class A | 900 | 92 | |
* | Summit Materials Inc. Class A | 2,949 | 84 |
Sonoco Products Co. | 1,333 | 81 | |
Chemours Co. | 2,300 | 70 | |
SunCoke Energy Inc. | 7,700 | 66 | |
Olin Corp. | 1,100 | 58 | |
Glatfelter Corp. | 20,300 | 56 | |
* | Arconic Corp. | 2,400 | 51 |
Huntsman Corp. | 1,700 | 47 | |
Avient Corp. | 1,300 | 44 | |
* | O-I Glass Inc. | 2,300 | 38 |
Commercial Metals Co. | 695 | 34 | |
* | Ranpak Holdings Corp. Class A | 4,600 | 27 |
Trinseo plc | 1,099 | 25 | |
Valhi Inc. | 845 | 19 | |
* | Diversey Holdings Ltd. | 4,300 | 18 |
Materion Corp. | 53 | 5 | |
* | Aspen Aerogels Inc. | 300 | 4 |
Haynes International Inc. | 95 | 4 | |
Innospec Inc. | 35 | 4 | |
American Vanguard Corp. | 95 | 2 | |
Barrick Gold Corp. (XTSE) | 100 | 2 | |
Myers Industries Inc. | 71 | 2 | |
Ryerson Holding Corp. | 49 | 2 | |
* | IAMGOLD Corp. | 600 | 2 |
* | Eldorado Gold Corp. | 200 | 2 |
Hecla Mining Co. | 200 | 1 | |
Minerals Technologies Inc. | 18 | 1 | |
Tredegar Corp. | 100 | 1 | |
Tronox Holdings plc Class A | 100 | 1 | |
Osisko Gold Royalties Ltd. | 100 | 1 | |
Yamana Gold Inc. | 100 | 1 | |
* | Novagold Resources Inc. | 100 | 1 |
Orion Engineered Carbons SA | 80 | 1 | |
Ramaco Resources Inc. | 100 | 1 | |
* | Equinox Gold Corp. | 200 | 1 |
First Majestic Silver Corp. | 100 | 1 | |
Mercer International Inc. | 100 | 1 | |
* | Constellium SE Class A | 65 | 1 |
Nexa Resources SA | 116 | 1 | |
ICL Group Ltd. | 118 | 1 | |
* | Ecovyst Inc. | 105 | 1 |
197,306 | |||
Other (0.1%) | |||
SPDR S&P 500 ETF Trust | 45,200 | 17,286 | |
*,1 | Aduro Biotech Inc. CVR | 67 | — |
*,1 | Achillion Pharma CVR Alexion Pharmaceuticals Inc. | 400 | — |
*,1 | Strongbridge Biopharm CVR | 335 | — |
17,286 | |||
Real Estate (2.2%) | |||
Simon Property Group Inc. | 193,562 | 22,740 | |
Camden Property Trust | 193,381 | 21,635 | |
Regency Centers Corp. | 331,175 | 20,698 | |
Extra Space Storage Inc. | 137,759 | 20,275 |
Shares | Market Value ($000) | ||
Host Hotels & Resorts Inc. | 1,148,129 | 18,427 | |
SBA Communications Corp. Class A | 62,450 | 17,505 | |
Public Storage | 61,421 | 17,210 | |
Crown Castle Inc. | 126,000 | 17,091 | |
Mid-America Apartment Communities Inc. | 100,614 | 15,795 | |
Ventas Inc. | 262,075 | 11,807 | |
Federal Realty Investment Trust | 107,576 | 10,870 | |
* | CBRE Group Inc. Class A | 133,300 | 10,259 |
Equity Residential | 122,217 | 7,211 | |
Essex Property Trust Inc. | 19,834 | 4,203 | |
Apartment Income REIT Corp. | 76,600 | 2,628 | |
Prologis Inc. | 21,115 | 2,380 | |
AvalonBay Communities Inc. | 14,400 | 2,326 | |
American Tower Corp. | 8,845 | 1,874 | |
Boston Properties Inc. | 23,756 | 1,605 | |
WP Carey Inc. | 17,409 | 1,361 | |
Innovative Industrial Properties Inc. | 13,184 | 1,336 | |
Iron Mountain Inc. | 18,600 | 927 | |
UDR Inc. | 23,300 | 902 | |
Weyerhaeuser Co. | 27,800 | 862 | |
Newmark Group Inc. Class A | 84,700 | 675 | |
Healthpeak Properties Inc. | 17,000 | 426 | |
* | Veris Residential Inc. | 26,157 | 417 |
Kilroy Realty Corp. | 8,400 | 325 | |
Park Hotels & Resorts Inc. | 24,000 | 283 | |
Brixmor Property Group Inc. | 10,990 | 249 | |
Macerich Co. | 20,300 | 229 | |
VICI Properties Inc. | 4,800 | 156 | |
Essential Properties Realty Trust Inc. | 6,015 | 141 | |
Douglas Emmett Inc. | 7,500 | 118 | |
Piedmont Office Realty Trust Inc. Class A | 12,000 | 110 | |
Hudson Pacific Properties Inc. | 10,500 | 102 | |
Kimco Realty Corp. | 4,400 | 93 | |
* | Anywhere Real Estate Inc. | 13,200 | 84 |
EPR Properties | 2,000 | 75 | |
Highwoods Properties Inc. | 2,659 | 74 | |
Farmland Partners Inc. | 5,300 | 66 | |
Uniti Group Inc. | 11,900 | 66 | |
National Storage Affiliates Trust | 1,800 | 65 | |
Diversified Healthcare Trust | 93,000 | 60 | |
Agree Realty Corp. | 800 | 57 | |
Industrial Logistics Properties Trust | 17,300 | 57 | |
Retail Opportunity Investments Corp. | 3,500 | 53 | |
Spirit Realty Capital Inc. | 1,200 | 48 | |
Life Storage Inc. | 300 | 30 | |
City Office REIT Inc. | 3,030 | 25 | |
* | Ashford Hospitality Trust Inc. | 2,641 | 12 |
Douglas Elliman Inc. | 3,057 | 12 | |
Service Properties Trust | 912 | 7 | |
* | Five Point Holdings LLC | 1,922 | 5 |
Alpine Income Property Trust Inc. | 155 | 3 | |
Getty Realty Corp. | 56 | 2 | |
Hersha Hospitality Trust Class A | 220 | 2 | |
JBG SMITH Properties | 96 | 2 | |
LXP Industrial Trust | 149 | 2 | |
Omega Healthcare Investors Inc. | 69 | 2 | |
Sabra Health Care REIT Inc. | 189 | 2 | |
Tanger Factory Outlet Centers Inc. | 100 | 2 |
Shares | Market Value ($000) | ||
Urban Edge Properties | 171 | 2 | |
Urstadt Biddle Properties Inc. Class A | 99 | 2 | |
Orion Office REIT Inc. | 190 | 2 | |
Acadia Realty Trust | 98 | 1 | |
Brandywine Realty Trust | 100 | 1 | |
DiamondRock Hospitality Co. | 60 | 1 | |
Empire State Realty Trust Inc. Class A | 100 | 1 | |
Gladstone Commercial Corp. | 70 | 1 | |
iStar Inc. | 100 | 1 | |
Kite Realty Group Trust | 62 | 1 | |
Medical Properties Trust Inc. | 44 | 1 | |
Physicians Realty Trust | 100 | 1 | |
Plymouth Industrial REIT Inc. | 46 | 1 | |
RLJ Lodging Trust | 100 | 1 | |
RMR Group Inc. Class A | 40 | 1 | |
* | Seritage Growth Properties Class A | 100 | 1 |
SITE Centers Corp. | 100 | 1 | |
Summit Hotel Properties Inc. | 158 | 1 | |
Sunstone Hotel Investors Inc. | 100 | 1 | |
Welltower Inc. | 17 | 1 | |
* | Zillow Group Inc. Class A | 45 | 1 |
* | Cushman & Wakefield plc | 100 | 1 |
* | Altisource Portfolio Solutions SA | 100 | 1 |
SL Green Realty Corp. | 30 | 1 | |
Kennedy-Wilson Holdings Inc. | 17 | — | |
Safehold Inc. | 7 | — | |
Apartment Investment and Management Co. Class A | 18 | — | |
Broadstone Net Lease Inc. | 2 | — | |
Healthcare Realty Trust Inc. Class A | 12 | — | |
DigitalBridge Group Inc. | 14 | — | |
236,091 | |||
Utilities (2.3%) | |||
American Electric Power Co. Inc. | 360,198 | 34,201 | |
Duke Energy Corp. | 298,766 | 30,770 | |
NiSource Inc. | 1,013,229 | 27,783 | |
PPL Corp. | 786,519 | 22,982 | |
Dominion Energy Inc. | 279,700 | 17,151 | |
Evergy Inc. | 233,535 | 14,696 | |
Constellation Energy Corp. | 156,594 | 13,500 | |
Consolidated Edison Inc. | 106,700 | 10,170 | |
Alliant Energy Corp. | 173,161 | 9,560 | |
Pinnacle West Capital Corp. | 122,545 | 9,318 | |
Exelon Corp. | 208,400 | 9,009 | |
Sempra Energy (XNYS) | 50,140 | 7,749 | |
NRG Energy Inc. | 234,797 | 7,471 | |
FirstEnergy Corp. | 163,230 | 6,846 | |
Southern Co. | 79,665 | 5,689 | |
Edison International | 75,743 | 4,819 | |
AES Corp. | 126,424 | 3,636 | |
DTE Energy Co. | 26,473 | 3,111 | |
Public Service Enterprise Group Inc. | 29,497 | 1,807 | |
CenterPoint Energy Inc. | 52,300 | 1,568 | |
Eversource Energy | 18,330 | 1,537 | |
Entergy Corp. | 9,497 | 1,068 | |
WEC Energy Group Inc. | 5,148 | 483 | |
Xcel Energy Inc. | 6,500 | 456 | |
CMS Energy Corp. | 5,919 | 375 | |
Atmos Energy Corp. | 3,000 | 336 |
Shares | Market Value ($000) | ||
* | Montauk Renewables Inc. | 12,432 | 137 |
PNM Resources Inc. | 2,000 | 98 | |
Avangrid Inc. | 34 | 1 | |
Ormat Technologies Inc. (XNYS) | 7 | 1 | |
Via Renewables Inc. Class A | 162 | 1 | |
246,329 | |||
Total Common Stocks (Cost $7,890,983) | 10,354,255 | ||
Temporary Cash Investments (2.4%) | |||
Money Market Fund (2.4%) | |||
2 | Vanguard Market Liquidity Fund, 4.334% (Cost $261,015) | 2,611,383 | 261,112 |
Total Investments (98.0%) (Cost $8,151,998) | 10,615,367 | ||
Other Assets and Liabilities—Net (2.0%) | 213,457 | ||
Net Assets (100%) | 10,828,824 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Security value determined using significant unobservable inputs. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
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 | March 2023 | 2,395 | 462,355 | (5,047) |
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 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 valuation designee to represent fair value and subject to oversight by the board of trustees. 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 December 31, 2022, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 10,354,254 | — | 1 | 10,354,255 |
Temporary Cash Investments | 261,112 | — | — | 261,112 |
Total | 10,615,366 | — | 1 | 10,615,367 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 5,047 | — | — | 5,047 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |