0001752724-23-242610.txt : 20231030 0001752724-23-242610.hdr.sgml : 20231030 20231030123115 ACCESSION NUMBER: 0001752724-23-242610 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231030 DATE AS OF CHANGE: 20231030 PERIOD START: 20231130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD WELLINGTON FUND CENTRAL INDEX KEY: 0000105563 IRS NUMBER: 510071687 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00121 FILM NUMBER: 231358891 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD/WELLINGTON FUND INC DATE OF NAME CHANGE: 19940608 FORMER COMPANY: FORMER CONFORMED NAME: WELLINGTON FUND INC DATE OF NAME CHANGE: 19920703 0000105563 S000061304 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4041.00000000 NS USD 550262.97000000 0.226646557351 Long EC CORP US N 1 N N N 1-800-Flowers.com Inc N/A 1-800-FLOWERS 68243Q106 15811.00000000 NS USD 119056.83000000 0.049038045661 Long EC CORP US N 1 N N N Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 ANYWHERE REAL ES 75605Y106 16152.00000000 NS USD 105957.12000000 0.043642436042 Long EC CORP US N 1 N N N City Holding Co N/A CITY HOLDING CO 177835105 4990.00000000 NS USD 455886.40000000 0.187774007586 Long EC CORP US N 1 N N N Solo Brands Inc N/A SOLO BRANDS IN-A 83425V104 18306.00000000 NS USD 102330.54000000 0.042148692293 Long EC CORP US N 1 N N N Par Pacific Holdings Inc 549300BTNS7MHSHRLR55 PAR PACIFIC HOLD 69888T207 5639.00000000 NS USD 193699.65000000 0.079782506231 Long EC CORP US N 1 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 RALPH LAUREN COR 751212101 2971.00000000 NS USD 346507.73000000 0.142722277132 Long EC CORP US N 1 N N N Franklin Covey Co N/A FRANKLIN COVEY 353469109 9498.00000000 NS USD 405279.66000000 0.166929713085 Long EC CORP US N 1 N N N 2023-10-26 VANGUARD WELLINGTON FUND Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_usqualityfactoretf.htm
Vanguard® U.S. Quality Factor ETF
Schedule of Investments (unaudited)
As of August 31, 2023
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 (99.5%)
Basic Materials (3.4%)
  Fastenal Co. 21,293 1,226
  UFP Industries Inc. 11,187 1,167
  Ecolab Inc. 5,565 1,023
  Mueller Industries Inc. 11,178 863
  Olin Corp. 12,792 742
  Reliance Steel & Aluminum Co. 1,804 514
  CF Industries Holdings Inc. 5,728 441
  Boise Cascade Co. 3,973 435
  Steel Dynamics Inc. 3,747 399
  Olympic Steel Inc. 5,969 319
  Nucor Corp. 1,746 301
  Innospec Inc. 2,622 282
  Sylvamo Corp. 5,797 242
  Ryerson Holding Corp. 4,437 138
* Clearwater Paper Corp. 3,243 124
  Hawkins Inc. 1,925 120
      8,336
Consumer Discretionary (20.0%)
  Walmart Inc. 30,887 5,023
  TJX Cos. Inc. 40,429 3,739
  Estee Lauder Cos. Inc. Class A 21,613 3,470
  NIKE Inc. Class B 24,955 2,538
  Costco Wholesale Corp. 4,139 2,273
* Airbnb Inc. Class A 15,618 2,055
* Booking Holdings Inc. 566 1,757
  Best Buy Co. Inc. 20,630 1,577
  Pool Corp. 3,933 1,438
* YETI Holdings Inc. 27,321 1,365
* Lululemon Athletica Inc. 3,325 1,268
  eBay Inc. 28,072 1,257
  Target Corp. 9,121 1,154
  Genuine Parts Co. 6,412 986
  Tapestry Inc. 28,794 959
* Expedia Group Inc. 8,364 907
* Grand Canyon Education Inc. 6,425 753
* Ulta Beauty Inc. 1,756 729
* Coupang Inc. 36,357 690
* Abercrombie & Fitch Co. Class A 11,993 645
  Steven Madden Ltd. 17,959 620
  American Eagle Outfitters Inc. 34,351 583
  Oxford Industries Inc. 5,746 580
  Perdoceo Education Corp. 34,693 575
    Shares Market
Value
($000)
  Macy's Inc. 41,821 511
* Deckers Outdoor Corp. 960 508
* ODP Corp. 10,190 503
  Lennar Corp. Class B 4,666 498
* MasterCraft Boat Holdings Inc. 21,039 458
  Rollins Inc. 11,528 456
  John Wiley & Sons Inc. Class A 10,578 393
* Skyline Champion Corp. 5,423 386
  Build-A-Bear Workshop Inc. 13,747 362
* CarParts.com Inc. 72,688 351
  Ralph Lauren Corp. 2,971 346
  Monarch Casino & Resort Inc. 5,090 343
* Thryv Holdings Inc. 16,513 337
  HNI Corp. 10,202 334
  Movado Group Inc. 12,083 330
  PriceSmart Inc. 4,010 319
* Cavco Industries Inc. 1,092 305
* elf Beauty Inc. 2,187 303
* Mattel Inc. 12,947 287
* NVR Inc. 45 287
  Ross Stores Inc. 2,310 281
* Coursera Inc. 15,613 272
* Knowles Corp. 15,817 254
* Duolingo Inc. 1,664 245
  Buckle Inc. 5,618 205
  Scholastic Corp. 4,633 201
  Murphy USA Inc. 545 173
  Aaron's Co. Inc. 13,350 161
  Dick's Sporting Goods Inc. 1,378 160
  Acushnet Holdings Corp. 2,574 151
* Destination XL Group Inc. 31,945 146
  Upbound Group Inc. 4,577 140
  Matthews International Corp. Class A 2,995 126
* 1-800-Flowers.com Inc. Class A 15,811 119
* Malibu Boats Inc. Class A 2,388 116
* Under Armour Inc. Class A 14,034 107
* Zumiez Inc. 5,420 103
* Solo Brands Inc. Class A 18,306 102
* Hovnanian Enterprises Inc. Class A 840 100
* Amazon.com Inc. 702 97
  Caleres Inc. 3,322 95
* TripAdvisor Inc. 5,525 83
  LKQ Corp. 1,372 72
  Columbia Sportswear Co. 883 65
  Electronic Arts Inc. 542 65
* Liquidity Services Inc. 3,375 62
  Signet Jewelers Ltd. 758 57
* Duluth Holdings Inc. Class B 8,281 53
  Ethan Allen Interiors Inc. 1,602 50
  La-Z-Boy Inc. 1,547 48
* Fossil Group Inc. 22,132 47
      48,514
Consumer Staples (7.2%)
  Kimberly-Clark Corp. 34,383 4,430
  PepsiCo Inc. 18,391 3,272
  Kroger Co. 31,935 1,482
  Procter & Gamble Co. 5,570 860
  Cencora Inc. 3,752 660
    Shares Market
Value
($000)
  Casey's General Stores Inc. 2,207 540
  John B Sanfilippo & Son Inc. 4,805 482
  Hershey Co. 2,146 461
* Vita Coco Co. Inc. 15,918 450
  Coca-Cola Consolidated Inc. 637 445
  Medifast Inc. 5,220 440
  Coca-Cola Co. 7,242 433
* Boston Beer Co. Inc. Class A 1,151 421
  Cal-Maine Foods Inc. 8,252 394
  Lancaster Colony Corp. 2,357 389
* National Beverage Corp. 7,494 385
* United Natural Foods Inc. 17,675 356
* USANA Health Sciences Inc. 5,388 347
  Flowers Foods Inc. 14,191 334
* Monster Beverage Corp. 4,553 261
  Weis Markets Inc. 3,546 230
  SpartanNash Co. 10,027 218
  Ingles Markets Inc. Class A 1,611 126
  Nu Skin Enterprises Inc. Class A 4,020 96
      17,512
Energy (8.6%)
  EOG Resources Inc. 22,782 2,930
  ConocoPhillips 21,515 2,561
  Occidental Petroleum Corp. 32,066 2,013
  Exxon Mobil Corp. 14,049 1,562
  ChampionX Corp. 33,794 1,220
  Texas Pacific Land Corp. 560 1,055
  Marathon Petroleum Corp. 5,856 836
  PBF Energy Inc. Class A 14,840 696
* Enphase Energy Inc. 5,407 684
  Range Resources Corp. 19,781 641
  Coterra Energy Inc. 21,290 600
  CONSOL Energy Inc. 6,448 555
* Southwestern Energy Co. 77,072 523
  Alpha Metallurgical Resources Inc. 2,579 523
* ProPetro Holding Corp. 52,024 502
* Gulfport Energy Corp. 4,130 487
  SM Energy Co. 9,600 406
  Warrior Met Coal Inc. 9,918 392
  Patterson-UTI Energy Inc. 23,642 334
  EQT Corp. 6,347 274
  Magnolia Oil & Gas Corp. Class A 11,491 262
  Valero Energy Corp. 1,633 212
  Ovintiv Inc. (XNYS) 4,363 205
  SunCoke Energy Inc. 21,156 197
* Par Pacific Holdings Inc. 5,639 194
  Civitas Resources Inc. 2,340 192
  Arch Resources Inc. 1,196 156
* DMC Global Inc. 4,749 114
* Oceaneering International Inc. 4,937 113
* NOW Inc. 9,364 105
* Weatherford International plc 1,127 100
* Array Technologies Inc. 3,204 80
  RPC Inc. 5,736 46
      20,770
Financials (12.5%)
  American International Group Inc. 42,583 2,492
    Shares Market
Value
($000)
  Equitable Holdings Inc. 52,995 1,526
  Ameriprise Financial Inc. 3,573 1,206
  Principal Financial Group Inc. 15,158 1,178
  Popular Inc. 16,827 1,149
  First BanCorp (XNYS) 71,888 996
  Discover Financial Services 9,387 845
  OFG Bancorp 27,237 821
  Primerica Inc. 4,062 816
  Charles Schwab Corp. 12,944 766
  Evercore Inc. Class A 5,259 737
  BankUnited Inc. 27,729 728
  Pathward Financial Inc. 14,685 724
  SLM Corp. 42,530 606
  State Street Corp. 8,709 599
  Jackson Financial Inc. Class A 15,687 590
  WSFS Financial Corp. 14,873 584
  Aon plc Class A (XNYS) 1,745 582
  Fidelity National Financial Inc. 13,130 544
* Customers Bancorp Inc. 15,400 541
  Berkshire Hills Bancorp Inc. 25,744 538
* Bancorp Inc. 13,819 507
  PJT Partners Inc. Class A 6,296 497
  Apollo Global Management Inc. 5,650 493
* Brighthouse Financial Inc. 9,913 492
  CNO Financial Group Inc. 20,389 477
* Triumph Financial Inc. 7,171 461
  City Holding Co. 4,990 456
  Central Pacific Financial Corp. 26,231 445
  Cathay General Bancorp 12,169 434
  Ally Financial Inc. 15,010 416
  Banc of California Inc. 30,410 381
  Federated Hermes Inc. 9,947 346
  Brightsphere Investment Group Inc. 15,210 315
  1st Source Corp. 7,004 313
  OneMain Holdings Inc. 7,494 311
  Oppenheimer Holdings Inc. Class A 8,037 306
  Virtus Investment Partners Inc. 1,403 291
  SEI Investments Co. 4,640 288
  First Financial Corp. 6,258 230
  Radian Group Inc. 8,033 218
  Moody's Corp. 627 211
  MGIC Investment Corp. 11,863 209
* Mr Cooper Group Inc. 3,620 205
* NMI Holdings Inc. Class A 7,033 201
  Dime Community Bancshares Inc. 9,348 199
  Zions Bancorp NA 5,317 189
  Eagle Bancorp Inc. 7,805 188
  BOK Financial Corp. 2,254 187
  Southside Bancshares Inc. 6,024 181
  WesBanco Inc. 7,008 178
  First Citizens BancShares Inc. Class A 122 166
  Bank of NT Butterfield & Son Ltd. 5,202 151
  First Interstate BancSystem Inc. Class A 5,769 149
  Trustmark Corp. 6,193 143
* Open Lending Corp. Class A 16,844 139
  Westamerica BanCorp 3,055 135
  Navient Corp. 6,808 120
  Hanmi Financial Corp. 6,241 108
    Shares Market
Value
($000)
  Affiliated Managers Group Inc. 740 99
  PennyMac Financial Services Inc. 1,302 93
* Avantax Inc. 4,195 88
  Lakeland Financial Corp. 1,586 83
  HarborOne Bancorp Inc. 7,805 78
  Regional Management Corp. 2,408 66
  Amalgamated Financial Corp. 3,632 65
  Tompkins Financial Corp. 1,223 63
  Artisan Partners Asset Management Inc. Class A 1,593 61
  Preferred Bank 959 60
  Washington Trust Bancorp Inc. 2,043 57
* Enova International Inc. 1,050 53
  Cohen & Steers Inc. 780 51
  Peapack-Gladstone Financial Corp. 1,772 48
  Kearny Financial Corp. 5,819 43
      30,312
Health Care (9.4%)
  Gilead Sciences Inc. 36,953 2,826
  Bristol-Myers Squibb Co. 44,785 2,761
  Eli Lilly & Co. 2,942 1,630
  AbbVie Inc. 10,564 1,553
* Edwards Lifesciences Corp. 17,768 1,359
* Intuitive Surgical Inc. 3,863 1,208
* Vertex Pharmaceuticals Inc. 3,364 1,172
  Chemed Corp. 2,092 1,070
  Merck & Co. Inc. 9,706 1,058
  Humana Inc. 1,773 818
* Biogen Inc. 2,989 799
  Johnson & Johnson 4,894 791
* Lantheus Holdings Inc. 9,856 675
* Medpace Holdings Inc. 2,170 587
* CorVel Corp. 2,612 565
* Molina Healthcare Inc. 1,766 548
* Henry Schein Inc. 4,329 331
  Bruker Corp. 4,599 302
* Align Technology Inc. 778 288
* Incyte Corp. 4,237 273
  Patterson Cos. Inc. 8,952 269
* Corcept Therapeutics Inc. 7,736 253
* Hologic Inc. 3,236 242
* Shockwave Medical Inc. 735 162
* Haemonetics Corp. 1,694 152
* Alkermes plc 5,163 151
* ACADIA Pharmaceuticals Inc. 5,484 148
* Tactile Systems Technology Inc. 6,876 130
* Catalyst Pharmaceuticals Inc. 8,775 123
* AtriCure Inc. 2,644 119
* Zimvie Inc. 10,080 119
* OraSure Technologies Inc. 15,492 100
* Joint Corp. 6,812 63
  iRadimed Corp. 1,092 51
* Maravai LifeSciences Holdings Inc. Class A 4,504 47
      22,743
Industrials (17.6%)
  Cintas Corp. 5,607 2,827
  Paychex Inc. 19,773 2,417
  MSC Industrial Direct Co. Inc. Class A 18,524 1,891
    Shares Market
Value
($000)
  Automatic Data Processing Inc. 7,253 1,847
  Accenture plc Class A 5,100 1,651
  American Express Co. 9,545 1,508
* Builders FirstSource Inc. 9,094 1,319
  Acuity Brands Inc. 8,136 1,312
  Landstar System Inc. 6,843 1,299
  Donaldson Co. Inc. 19,071 1,218
  Caterpillar Inc. 3,848 1,082
  Robert Half Inc. 12,698 939
  Visa Inc. Class A 3,348 823
* Trex Co. Inc. 11,133 795
  Expeditors International of Washington Inc. 6,724 785
  Synchrony Financial 24,118 779
  Insperity Inc. 7,216 731
* AMN Healthcare Services Inc. 8,141 719
  Fortune Brands Innovations Inc. 9,943 686
  Jack Henry & Associates Inc. 3,949 619
  Watts Water Technologies Inc. Class A 3,076 581
  Mastercard Inc. Class A 1,348 556
  EMCOR Group Inc. 2,424 544
  A O Smith Corp. 7,505 544
* BlueLinx Holdings Inc. 6,001 536
  Badger Meter Inc. 3,181 528
  WW Grainger Inc. 718 513
  Apogee Enterprises Inc. 9,715 490
  Barrett Business Services Inc. 5,095 487
* Donnelley Financial Solutions Inc. 9,740 480
  ManpowerGroup Inc. 5,898 465
  Enerpac Tool Group Corp. 17,517 459
* GMS Inc. 6,506 451
  Old Dominion Freight Line Inc. 1,030 440
  Advanced Drainage Systems Inc. 3,386 434
  Toro Co. 4,224 432
  Kforce Inc. 6,869 430
* Franklin Covey Co. 9,498 405
  Crane NXT Co. 6,558 389
* Teekay Corp. 54,082 347
* XPO Inc. 4,540 339
* MYR Group Inc. 2,329 331
  Lincoln Electric Holdings Inc. 1,658 319
  Graco Inc. 3,953 312
* LegalZoom.Com Inc. 26,931 307
  Resources Connection Inc. 19,507 303
* Proto Labs Inc. 10,139 299
  Brady Corp. Class A 5,834 294
  Kadant Inc. 1,305 287
  Allison Transmission Holdings Inc. 4,664 282
* TrueBlue Inc. 18,127 274
  Comfort Systems USA Inc. 1,248 230
  Owens Corning 1,497 215
  Ardmore Shipping Corp. 17,024 212
* FleetCor Technologies Inc. 775 211
* Hudson Technologies Inc. 16,408 198
  RPM International Inc. 1,967 196
* Manitowoc Co. Inc. 11,159 189
* Cross Country Healthcare Inc. 7,273 187
  CRA International Inc. 1,688 183
  Encore Wire Corp. 1,058 174
    Shares Market
Value
($000)
  Crane Co. 1,876 171
  Myers Industries Inc. 8,535 161
  Covenant Logistics Group Inc. 3,249 160
  Snap-on Inc. 589 158
  Shyft Group Inc. 9,970 156
* Atkore Inc. 991 153
* Beacon Roofing Supply Inc. 1,873 150
  Insteel Industries Inc. 4,237 147
  Standex International Corp. 933 143
* ExlService Holdings Inc. 4,115 120
  Watsco Inc. 305 111
  Wabash National Corp. 4,544 102
  Kelly Services Inc. Class A 5,121 95
  Tennant Co. 1,151 95
* Forrester Research Inc. 2,924 90
  REV Group Inc. 6,165 84
  Forward Air Corp. 1,165 83
  Ennis Inc. 3,475 74
* Keysight Technologies Inc. 549 73
  Nordson Corp. 286 70
* TriNet Group Inc. 620 69
  Universal Logistics Holdings Inc. 2,182 59
* Titan International Inc. 4,338 55
  Simpson Manufacturing Co. Inc. 327 52
  Napco Security Technologies Inc. 1,505 37
      42,768
Real Estate (0.0%)
* Anywhere Real Estate Inc. 16,152 106
Technology (19.4%)
* Adobe Inc. 7,445 4,164
  Apple Inc. 21,406 4,022
* Autodesk Inc. 16,640 3,693
  Lam Research Corp. 4,698 3,300
  KLA Corp. 6,188 3,106
  Microchip Technology Inc. 32,576 2,666
* Cadence Design Systems Inc. 10,209 2,455
  Teradyne Inc. 14,859 1,603
  Applied Materials Inc. 8,315 1,270
* Palo Alto Networks Inc. 4,818 1,172
* Qualys Inc. 7,432 1,157
* Manhattan Associates Inc. 5,201 1,054
  QUALCOMM Inc. 8,053 922
* ON Semiconductor Corp. 8,644 851
* Teradata Corp. 18,075 836
* Pure Storage Inc. Class A 19,510 714
* Smartsheet Inc. Class A 15,765 658
* Photronics Inc. 27,093 644
* Axcelis Technologies Inc. 3,341 642
* Fortinet Inc. 10,291 620
* Gartner Inc. 1,713 599
* Cirrus Logic Inc. 7,075 580
* Super Micro Computer Inc. 2,032 559
* Alphabet Inc. Class A 4,041 550
* MaxLinear Inc. 23,405 550
  Vertiv Holdings Co. 13,821 544
* Lattice Semiconductor Corp. 5,435 529
  Hackett Group Inc. 22,329 526
    Shares Market
Value
($000)
* CommVault Systems Inc. 6,883 470
* F5 Inc. 2,778 455
  NetApp Inc. 5,643 433
* Cargurus Inc. 23,573 427
  A10 Networks Inc. 27,184 405
* Pinterest Inc. Class A 13,452 370
* Synopsys Inc. 700 321
* Yelp Inc. 7,437 319
  Texas Instruments Inc. 1,834 308
* Synaptics Inc. 3,503 307
* Atlassian Corp. Ltd. Class A 1,470 300
* Appfolio Inc. Class A 1,465 282
  Paycom Software Inc. 820 242
  PC Connection Inc. 4,305 229
  Amdocs Ltd. 2,513 224
  Concentrix Corp. 2,711 216
  Vishay Intertechnology Inc. 7,455 205
  Monolithic Power Systems Inc. 388 202
  CTS Corp. 3,889 174
  CSG Systems International Inc. 3,146 171
* Cohu Inc. 4,443 166
* OneSpan Inc. 11,960 146
* Kyndryl Holdings Inc. 8,253 139
  Microsoft Corp. 416 136
  Adeia Inc. 10,247 103
* IAC Inc. 1,695 94
* EPAM Systems Inc. 341 88
* Allegro MicroSystems Inc. 1,683 64
  Dolby Laboratories Inc. Class A 628 53
*,1 Yandex NV Class A 1,459 —
      47,035
Telecommunications (1.4%)
  Cisco Systems Inc. 42,414 2,432
* Extreme Networks Inc. 19,025 522
* IDT Corp. Class B 15,125 354
* Arista Networks Inc. 748 146
* Lumen Technologies Inc. 32,749 52
      3,506
Total Common Stocks (Cost $218,153) 241,602
Temporary Cash Investments (0.4%)
Money Market Fund (0.4%)
2 Vanguard Market Liquidity Fund, 5.384% (Cost $1,023) 10,228 1,023
Total Investments (99.9%) (Cost $219,176) 242,625
Other Assets and Liabilities—Net (0.1%) 158
Net Assets (100%) 242,783
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.
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 2023 3 677 15
Micro E-mini S&P 500 Index September 2023 16 361 8
        23
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 August 31, 2023, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
Common Stocks 241,602 — — 241,602
Temporary Cash Investments 1,023 — — 1,023
Total 242,625 — — 242,625
Derivative Financial Instruments
Assets        
Futures Contracts1 23 — — 23
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.