Shares | Market Value ($000) | ||
Common Stocks (95.8%) | |||
Communication Services (2.8%) | |||
* | Live Nation Entertainment Inc. | 1,356,984 | 90,172 |
*,1 | Cinemark Holdings Inc. | 3,425,368 | 69,329 |
New York Times Co. Class A | 1,253,184 | 62,145 | |
* | Match Group Inc. | 421,673 | 58,975 |
* | Take-Two Interactive Software Inc. | 251,911 | 50,496 |
* | Roku Inc. | 124,038 | 48,255 |
* | Bandwidth Inc. Class A | 259,216 | 46,177 |
* | IAC/Inter Active Corp. | 214,345 | 45,002 |
Electronic Arts Inc. | 217,033 | 31,079 | |
* | Cargurus Inc. | 777,998 | 22,756 |
* | TechTarget Inc. | 246,070 | 18,381 |
Warner Music Group Corp. Class A | 484,289 | 16,994 | |
* | Zillow Group Inc. Class A | 72,787 | 10,097 |
* | Zynga Inc. Class A | 750,142 | 7,434 |
* | Boingo Wireless Inc. | 595,217 | 6,869 |
* | EverQuote Inc. Class A | 99,645 | 4,490 |
* | Glu Mobile Inc. | 439,276 | 3,870 |
Cable One Inc. | 1,181 | 2,362 | |
* | Yelp Inc. Class A | 34,851 | 1,136 |
* | Cardlytics Inc. | 5,678 | 694 |
596,713 | |||
Consumer Discretionary (11.8%) | |||
* | Burlington Stores Inc. | 760,906 | 189,390 |
* | Etsy Inc. | 765,125 | 152,329 |
* | Skechers USA Inc. Class A | 4,321,438 | 149,003 |
* | Ollie's Bargain Outlet Holdings Inc. | 1,243,719 | 117,818 |
* | Under Armour Inc. Class C | 6,017,901 | 90,088 |
* | Carter's Inc. | 1,004,281 | 88,417 |
* | Skyline Champion Corp. | 2,574,426 | 86,578 |
Levi Strauss & Co. Class A | 3,855,312 | 75,988 | |
*,1 | Chewy Inc. Class A | 745,051 | 75,861 |
Acushnet Holdings Corp. | 1,825,861 | 74,532 | |
* | Chegg Inc. | 775,176 | 73,843 |
La-Z-Boy Inc. | 1,868,338 | 72,342 | |
* | Sally Beauty Holdings Inc. | 4,664,874 | 70,440 |
* | frontdoor Inc. | 1,231,332 | 67,773 |
* | Farfetch Ltd. Class A | 1,099,419 | 67,328 |
Hanesbrands Inc. | 4,168,100 | 63,730 | |
* | Carvana Co. Class A | 242,866 | 63,434 |
* | Deckers Outdoor Corp. | 184,767 | 53,948 |
Wingstop Inc. | 350,882 | 52,650 | |
* | Vroom Inc. | 1,424,090 | 52,449 |
Shares | Market Value ($000) | ||
* | Floor & Decor Holdings Inc. Class A | 494,291 | 45,509 |
Domino's Pizza Inc. | 121,171 | 44,925 | |
Shutterstock Inc. | 626,418 | 40,711 | |
Polaris Inc. | 332,560 | 38,800 | |
Papa John's International Inc. | 361,827 | 37,008 | |
* | Dollar Tree Inc. | 364,004 | 37,005 |
*,2 | Houghton Mifflin Harcourt Co. | 7,198,968 | 35,491 |
Core-Mark Holding Co. Inc. | 1,046,789 | 32,105 | |
* | Ulta Beauty Inc. | 113,212 | 31,672 |
* | Purple Innovation Inc. Class A | 826,872 | 28,147 |
Pool Corp. | 72,936 | 25,832 | |
* | Bright Horizons Family Solutions Inc. | 168,258 | 25,570 |
Monro Inc. | 390,730 | 22,846 | |
* | Leslie's Inc. | 737,950 | 21,105 |
Garmin Ltd. | 181,249 | 20,818 | |
Rent-A-Center Inc. | 461,267 | 19,973 | |
* | TopBuild Corp. | 89,415 | 17,879 |
* | National Vision Holdings Inc. | 364,300 | 16,893 |
* | Fox Factory Holding Corp. | 129,681 | 15,515 |
Service Corp. International | 301,021 | 15,181 | |
* | Grand Canyon Education Inc. | 175,656 | 14,920 |
* | Lululemon Athletica Inc. | 38,494 | 12,652 |
*,1 | Petco Health & Wellness Co. Inc. | 481,890 | 12,544 |
* | Penn National Gaming Inc. | 114,921 | 11,920 |
* | iRobot Corp. | 94,369 | 11,334 |
* | Planet Fitness Inc. Class A | 157,302 | 11,326 |
* | Stamps.com Inc. | 40,714 | 9,295 |
H&R Block Inc. | 507,392 | 8,742 | |
* | Tempur Sealy International Inc. | 302,320 | 7,981 |
Murphy USA Inc. | 59,778 | 7,447 | |
Camping World Holdings Inc. Class A | 213,272 | 7,285 | |
PulteGroup Inc. | 166,248 | 7,232 | |
Winnebago Industries Inc. | 104,277 | 7,201 | |
* | RH | 14,902 | 7,084 |
* | Overstock.com Inc. | 89,052 | 6,910 |
* | Gentherm Inc. | 102,439 | 6,275 |
Lithia Motors Inc. Class A | 19,638 | 6,258 | |
* | Sleep Number Corp. | 54,127 | 5,832 |
* | GAN Ltd. | 224,914 | 5,310 |
Big Lots Inc. | 86,546 | 5,165 | |
* | Brinker International Inc. | 83,976 | 4,945 |
* | Visteon Corp. | 32,271 | 4,114 |
* | YETI Holdings Inc. | 60,837 | 4,004 |
Williams-Sonoma Inc. | 29,856 | 3,849 | |
* | Caesars Entertainment Inc. | 53,916 | 3,795 |
* | Sonos Inc. | 142,721 | 3,732 |
* | Lovesac Co. | 63,737 | 3,604 |
* | NVR Inc. | 785 | 3,490 |
Gentex Corp. | 103,851 | 3,432 | |
* | Malibu Boats Inc. Class A | 48,595 | 3,407 |
* | Asbury Automotive Group Inc. | 23,079 | 3,291 |
* | Perdoceo Education Corp. | 267,146 | 3,160 |
* | Lumber Liquidators Holdings Inc. | 110,850 | 3,099 |
* | Scientific Games Corp. Class A | 71,085 | 2,788 |
* | El Pollo Loco Holdings Inc. | 134,943 | 2,746 |
Kontoor Brands Inc. | 75,411 | 2,724 | |
* | Stitch Fix Inc. Class A | 28,334 | 2,704 |
* | Dorman Products Inc. | 26,006 | 2,362 |
Shares | Market Value ($000) | ||
* | Master Craft Boat Holdings Inc. | 84,129 | 2,148 |
PetMed Express Inc. | 55,128 | 2,106 | |
* | Waitr Holdings Inc. | 518,275 | 1,835 |
Strategic Education Inc. | 20,488 | 1,811 | |
* | Bloomin' Brands Inc. | 83,469 | 1,759 |
Standard Motor Products Inc. | 43,880 | 1,721 | |
* | Ruth's Hospitality Group Inc. | 85,851 | 1,562 |
* | Red Rock Resorts Inc. Class A | 49,612 | 1,165 |
* | CarParts.com Inc. | 67,431 | 1,059 |
* | Texas Roadhouse Inc. Class A | 12,421 | 947 |
* | Vivint Smart Home Inc. | 41,682 | 787 |
* | Everi Holdings Inc. | 58,754 | 769 |
* | WW International Inc. | 19,685 | 523 |
* | Aaron's Co. Inc. | 29,219 | 495 |
2,563,572 | |||
Consumer Staples (2.6%) | |||
* | Performance Food Group Co. | 1,821,219 | 85,379 |
Nu Skin Enterprises Inc. Class A | 1,412,345 | 81,732 | |
* | Nomad Foods Ltd. | 2,866,687 | 71,954 |
* | BJ's Wholesale Club Holdings Inc. | 1,696,376 | 71,367 |
Sanderson Farms Inc. | 484,035 | 65,921 | |
Casey's General Stores Inc. | 270,003 | 50,620 | |
Calavo Growers Inc. | 411,685 | 31,350 | |
* | Monster Beverage Corp. | 323,983 | 28,131 |
Coca-Cola Consolidated Inc. | 67,945 | 18,132 | |
* | Herbalife Nutrition Ltd. | 279,547 | 14,246 |
* | Boston Beer Co. Inc. Class A | 12,894 | 11,822 |
1 | National Beverage Corp. | 72,451 | 10,979 |
1 | B&G Foods Inc. | 206,383 | 7,859 |
Medifast Inc. | 23,268 | 5,460 | |
John B Sanfilippo & Son Inc. | 54,854 | 4,412 | |
* | Freshpet Inc. | 23,887 | 3,328 |
Turning Point Brands Inc. | 59,064 | 2,782 | |
* | USANA Health Sciences Inc. | 32,624 | 2,700 |
* | Sprouts Farmers Market Inc. | 60,480 | 1,370 |
Reynolds Consumer Products Inc. | 36,321 | 1,090 | |
* | Pilgrim's Pride Corp. | 54,899 | 1,064 |
Tootsie Roll Industries Inc. | 18,607 | 736 | |
* | Hostess Brands Inc. Class A | 43,069 | 661 |
573,095 | |||
Energy (0.5%) | |||
* | Delek US Holdings Inc. | 1,788,075 | 33,544 |
Viper Energy Partners LP | 1,652,764 | 22,709 | |
* | ChampionX Corp. | 1,276,922 | 19,524 |
Cabot Oil & Gas Corp. | 756,967 | 13,875 | |
Pioneer Natural Resources Co. | 92,204 | 11,148 | |
* | Magnolia Oil & Gas Corp. Class A | 375,774 | 3,183 |
* | Renewable Energy Group Inc. | 23,226 | 2,081 |
106,064 | |||
Financials (7.5%) | |||
* | SVB Financial Group | 303,208 | 132,738 |
LPL Financial Holdings Inc. | 1,178,211 | 127,647 | |
Western Alliance Bancorp | 1,582,260 | 107,879 | |
Sterling Bancorp | 4,946,771 | 91,317 | |
Synovus Financial Corp. | 2,450,894 | 91,173 | |
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 1,446,614 | 85,567 | |
Webster Financial Corp. | 1,686,269 | 78,833 |
Shares | Market Value ($000) | ||
Voya Financial Inc. | 1,419,245 | 78,711 | |
Assurant Inc. | 562,139 | 76,153 | |
MGIC Investment Corp. | 6,337,340 | 74,274 | |
Prosperity Bancshares Inc. | 1,100,660 | 74,229 | |
Tradeweb Markets Inc. Class A | 1,218,522 | 74,074 | |
Assured Guaranty Ltd. | 2,048,496 | 73,234 | |
* | Green Dot Corp. Class A | 1,098,174 | 55,161 |
RenaissanceRe Holdings Ltd. | 359,733 | 54,118 | |
MarketAxess Holdings Inc. | 80,540 | 43,553 | |
PROG Holdings Inc. | 899,151 | 42,422 | |
* | Palomar Holdings Inc. | 301,640 | 30,040 |
WisdomTree Investments Inc. | 5,210,024 | 27,796 | |
Bank OZK | 675,474 | 25,101 | |
Piper Sandler Cos. | 244,789 | 22,357 | |
Primerica Inc. | 156,696 | 21,829 | |
* | PRA Group Inc. | 618,294 | 20,385 |
Houlihan Lokey Inc. Class A | 262,600 | 17,030 | |
* | Silvergate Capital Corp. Class A | 149,485 | 13,911 |
MSCI Inc. Class A | 34,364 | 13,584 | |
* | Encore Capital Group Inc. | 431,031 | 12,802 |
Walker & Dunlop Inc. | 112,381 | 9,251 | |
Virtu Financial Inc. Class A | 248,366 | 6,897 | |
* | Enova International Inc. | 304,985 | 6,893 |
Erie Indemnity Co. Class A | 26,433 | 6,426 | |
Kinsale Capital Group Inc. | 22,844 | 4,285 | |
SLM Corp. | 298,571 | 4,144 | |
Cowen Inc. Class A | 139,778 | 3,515 | |
Morningstar Inc. | 14,918 | 3,430 | |
Brightsphere Investment Group Inc. | 152,337 | 2,792 | |
* | Trupanion Inc. | 23,735 | 2,663 |
Universal Insurance Holdings Inc. | 184,462 | 2,470 | |
Virtus Investment Partners Inc. | 11,539 | 2,423 | |
FactSet Research Systems Inc. | 7,846 | 2,372 | |
* | Selectquote Inc. | 101,434 | 2,142 |
* | eHealth Inc. | 43,761 | 2,094 |
Bank of NT Butterfield & Son Ltd. | 58,402 | 1,776 | |
Ares Management Corp. Class A | 25,371 | 1,146 | |
Federated Hermes Inc. | 42,191 | 1,139 | |
PJT Partners Inc. Class A | 15,636 | 1,079 | |
Artisan Partners Asset Management Inc. Class A | 19,924 | 964 | |
* | NMI Holdings Inc. Class A | 43,188 | 916 |
PennyMac Financial Services Inc. | 12,454 | 722 | |
1,635,457 | |||
Health Care (23.4%) | |||
* | Insulet Corp. | 719,607 | 192,265 |
* | ICON plc | 910,151 | 185,498 |
* | Hologic Inc. | 1,561,289 | 124,482 |
* | Acadia Healthcare Co. Inc. | 2,341,807 | 118,683 |
* | Omnicell Inc. | 937,612 | 110,451 |
*,1 | Penumbra Inc. | 336,761 | 87,925 |
* | Ultragenyx Pharmaceutical Inc. | 633,459 | 87,791 |
* | Catalent Inc. | 746,969 | 85,939 |
* | LHC Group Inc. | 421,481 | 83,967 |
Encompass Health Corp. | 1,021,343 | 82,116 | |
* | ABIOMED Inc. | 235,779 | 82,110 |
* | Haemonetics Corp. | 710,545 | 81,208 |
STERIS plc | 428,405 | 80,159 | |
* | Amedisys Inc. | 273,051 | 78,450 |
Shares | Market Value ($000) | ||
Hill-Rom Holdings Inc. | 816,269 | 78,394 | |
* | Molina Healthcare Inc. | 364,956 | 77,958 |
* | BioTelemetry Inc. | 1,075,983 | 76,890 |
* | Repligen Corp. | 366,884 | 73,377 |
* | Charles River Laboratories International Inc. | 278,017 | 72,020 |
* | Globus Medical Inc. Class A | 1,144,233 | 70,588 |
* | Avanos Medical Inc. | 1,553,044 | 70,353 |
* | Quidel Corp. | 277,225 | 69,575 |
* | Merit Medical Systems Inc. | 1,281,995 | 69,420 |
* | Kodiak Sciences Inc. | 544,690 | 68,800 |
* | HealthEquity Inc. | 810,734 | 67,737 |
* | Syneos Health Inc. | 884,697 | 65,777 |
* | IDEXX Laboratories Inc. | 136,913 | 65,538 |
* | Mettler-Toledo International Inc. | 53,972 | 63,045 |
Bio-Techne Corp. | 193,501 | 62,870 | |
* | Integra LifeSciences Holdings Corp. | 930,215 | 61,431 |
* | Avantor Inc. | 2,044,331 | 60,287 |
* | Glaukos Corp. | 653,683 | 57,975 |
* | ImmunoGen Inc. | 7,554,606 | 53,864 |
* | Horizon Therapeutics plc | 718,677 | 52,090 |
* | PRA Health Sciences Inc. | 420,184 | 51,783 |
* | Neurocrine Biosciences Inc. | 442,989 | 48,618 |
* | Turning Point Therapeutics Inc. | 383,203 | 48,088 |
* | DexCom Inc. | 120,813 | 45,287 |
* | Arena Pharmaceuticals Inc. | 551,811 | 40,966 |
* | Sage Therapeutics Inc. | 502,805 | 40,551 |
* | TG Therapeutics Inc. | 838,487 | 40,474 |
* | Exact Sciences Corp. | 289,542 | 39,714 |
* | Biohaven Pharmaceutical Holding Co. Ltd. | 464,213 | 39,560 |
ResMed Inc. | 192,853 | 38,873 | |
* | Halozyme Therapeutics Inc. | 796,934 | 37,926 |
* | Dicerna Pharmaceuticals Inc. | 1,673,053 | 37,594 |
* | Y-mAbs Therapeutics Inc. | 893,289 | 37,527 |
* | Constellation Pharmaceuticals Inc. | 1,130,166 | 37,262 |
* | AMN Healthcare Services Inc. | 500,454 | 36,093 |
* | PPD Inc. | 1,103,003 | 35,473 |
Cooper Cos. Inc. | 96,548 | 35,147 | |
*,1 | Ligand Pharmaceuticals Inc. | 188,098 | 34,864 |
* | Apellis Pharmaceuticals Inc. | 747,011 | 33,070 |
* | Ascendis Pharma A/S ADR | 213,450 | 32,050 |
* | Pacira BioSciences Inc. | 472,107 | 31,197 |
* | Neogen Corp. | 382,321 | 30,918 |
* | Mirati Therapeutics Inc. | 147,266 | 30,238 |
* | Veracyte Inc. | 524,763 | 29,754 |
* | Tandem Diabetes Care Inc. | 318,612 | 29,519 |
* | ALX Oncology Holdings Inc. | 362,870 | 28,757 |
* | Theravance Biopharma Inc. | 1,517,696 | 28,290 |
* | Axogen Inc. | 1,628,287 | 28,251 |
Chemed Corp. | 54,531 | 28,242 | |
* | Allakos Inc. | 205,558 | 27,407 |
* | MEDNAX Inc. | 993,912 | 27,104 |
* | Exelixis Inc. | 1,197,125 | 26,588 |
* | HMS Holdings Corp. | 718,266 | 26,447 |
Cerner Corp. | 315,500 | 25,275 | |
* | Agios Pharmaceuticals Inc. | 534,275 | 25,095 |
* | iRhythm Technologies Inc. | 148,948 | 25,086 |
* | Nevro Corp. | 155,033 | 25,083 |
* | Novocure Ltd. | 154,132 | 24,809 |
Shares | Market Value ($000) | ||
* | Maravai LifeSciences Holdings Inc. Class A | 706,771 | 24,624 |
* | Heron Therapeutics Inc. | 1,409,990 | 24,477 |
* | Illumina Inc. | 55,496 | 23,666 |
Bruker Corp. | 400,004 | 23,156 | |
* | Align Technology Inc. | 43,858 | 23,042 |
* | Sotera Health Co. | 882,895 | 23,035 |
* | Revance Therapeutics Inc. | 901,670 | 22,938 |
* | Henry Schein Inc. | 348,242 | 22,932 |
* | Medpace Holdings Inc. | 171,414 | 22,762 |
* | Deciphera Pharmaceuticals Inc. | 512,072 | 22,634 |
* | BioMarin Pharmaceutical Inc. | 271,852 | 22,504 |
* | Natera Inc. | 192,575 | 20,536 |
* | Pacific Biosciences of California Inc. | 596,178 | 19,286 |
* | Viking Therapeutics Inc. | 2,444,815 | 17,872 |
PerkinElmer Inc. | 117,515 | 17,283 | |
* | Guardant Health Inc. | 111,103 | 17,277 |
* | Tenet Healthcare Corp. | 358,401 | 16,942 |
* | Veeva Systems Inc. Class A | 61,250 | 16,932 |
* | SpringWorks Therapeutics Inc. | 203,155 | 16,925 |
*,1 | Ontrak Inc. | 209,074 | 16,577 |
* | Sarepta Therapeutics Inc. | 183,531 | 16,408 |
* | NuVasive Inc. | 298,115 | 16,021 |
* | Acceleron Pharma Inc. | 128,713 | 14,870 |
* | Teladoc Health Inc. | 50,144 | 13,230 |
* | Emergent BioSolutions Inc. | 122,177 | 13,055 |
* | Masimo Corp. | 50,568 | 12,941 |
* | Ionis Pharmaceuticals Inc. | 209,360 | 12,576 |
Ensign Group Inc. | 149,649 | 11,715 | |
* | Ironwood Pharmaceuticals Inc. Class A | 1,016,860 | 10,392 |
* | 10X Genomics Inc. Class A | 60,644 | 10,379 |
* | Arvinas Inc. | 134,117 | 10,118 |
* | Enanta Pharmaceuticals Inc. | 208,359 | 10,014 |
* | Select Medical Holdings Corp. | 387,993 | 9,971 |
* | Corcept Therapeutics Inc. | 344,204 | 9,727 |
* | Supernus Pharmaceuticals Inc. | 326,624 | 9,599 |
* | Travere Thrapeutics Inc. | 376,489 | 9,506 |
* | Puma Biotechnology Inc. | 749,514 | 8,799 |
* | Bluebird Bio Inc. | 190,856 | 8,503 |
* | Inovalon Holdings Inc. Class A | 346,099 | 8,445 |
* | MacroGenics Inc. | 404,278 | 8,263 |
* | Iovance Biotherapeutics Inc. | 186,594 | 8,180 |
* | Schrodinger Inc. | 90,127 | 8,141 |
Luminex Corp. | 288,585 | 8,106 | |
* | ModivCare Inc. | 47,676 | 7,560 |
* | Vanda Pharmaceuticals Inc. | 516,657 | 7,409 |
*,1 | Esperion Therapeutics Inc. | 228,769 | 7,204 |
* | Alkermes plc | 327,679 | 6,878 |
* | Blueprint Medicines Corp. | 70,799 | 6,850 |
* | Novavax Inc. | 30,779 | 6,800 |
* | CareDx Inc. | 83,892 | 6,412 |
* | AtriCure Inc. | 108,745 | 6,332 |
* | Tivity Health Inc. | 279,388 | 6,300 |
* | Integer Holdings Corp. | 83,405 | 6,155 |
* | Inspire Medical Systems Inc. | 29,344 | 5,913 |
* | Pennant Group Inc. | 105,996 | 5,699 |
* | Cytokinetics Inc. | 287,013 | 5,646 |
* | BioCryst Pharmaceuticals Inc. | 659,725 | 5,621 |
* | Immunovant Inc. | 141,405 | 5,519 |
Shares | Market Value ($000) | ||
* | GenMark Diagnostics Inc. | 381,172 | 5,264 |
* | Agenus Inc. | 1,411,031 | 5,193 |
* | Meridian Bioscience Inc. | 233,379 | 5,158 |
* | Editas Medicine Inc. Class A | 81,620 | 5,007 |
* | Twist Bioscience Corp. | 29,691 | 4,885 |
* | Akebia Therapeutics Inc. | 1,472,363 | 4,770 |
* | Inari Medical Inc. | 48,333 | 4,612 |
* | Intellia Therapeutics Inc. | 71,582 | 4,482 |
* | Precision BioSciences Inc. | 367,150 | 4,450 |
* | MannKind Corp. | 1,261,012 | 4,439 |
* | US Physical Therapy Inc. | 36,819 | 4,431 |
* | Intercept Pharmaceuticals Inc. | 123,134 | 4,339 |
* | Sutro Biopharma Inc. | 192,582 | 4,266 |
* | ACADIA Pharmaceuticals Inc. | 87,601 | 4,209 |
West Pharmaceutical Services Inc. | 13,983 | 4,188 | |
* | Lexicon Pharmaceuticals Inc. | 521,386 | 4,124 |
* | Minerva Neurosciences Inc. | 1,194,857 | 3,812 |
* | Molecular Templates Inc. | 332,669 | 3,809 |
* | Fortress Biotech Inc. | 1,187,477 | 3,788 |
* | Kiniksa Pharmaceuticals Ltd. Class A | 184,752 | 3,638 |
* | CytomX Therapeutics Inc. | 510,220 | 3,526 |
* | Reata Pharmaceuticals Inc. Class A | 33,435 | 3,464 |
* | AdaptHealth Corp. Class A | 89,785 | 3,436 |
* | OraSure Technologies Inc. | 217,055 | 3,306 |
* | Surgery Partners Inc. | 86,031 | 3,207 |
* | Voyager Therapeutics Inc. | 423,207 | 3,195 |
* | Denali Therapeutics Inc. | 46,132 | 3,160 |
* | Sangamo Therapeutics Inc. | 222,109 | 3,034 |
* | Radius Health Inc. | 160,723 | 3,006 |
* | Accolade Inc. | 55,602 | 2,818 |
* | Pulmonx Corp. | 49,539 | 2,810 |
*,1 | NantKwest Inc. | 146,960 | 2,774 |
* | Allscripts Healthcare Solutions Inc. | 167,460 | 2,763 |
* | Silk Road Medical Inc. | 47,078 | 2,567 |
* | ICU Medical Inc. | 12,066 | 2,467 |
* | Seres Therapeutics Inc. | 101,144 | 2,402 |
* | Selecta Biosciences Inc. | 595,795 | 2,383 |
* | Karyopharm Therapeutics Inc. | 153,747 | 2,342 |
*,1 | Inovio Pharmaceuticals Inc. | 182,412 | 2,326 |
* | Castle Biosciences Inc. | 34,685 | 2,318 |
* | Atara Biotherapeutics Inc. | 125,451 | 2,316 |
* | Xencor Inc. | 49,947 | 2,285 |
* | Ovid therapeutics Inc. | 805,652 | 2,264 |
CONMED Corp. | 19,922 | 2,229 | |
* | CryoPort Inc. | 28,487 | 1,943 |
* | ZIOPHARM Oncology Inc. | 495,275 | 1,837 |
* | Evolent Health Inc. Class A | 106,855 | 1,824 |
* | REGENXBIO Inc. | 43,676 | 1,805 |
* | NextCure Inc. | 152,773 | 1,771 |
* | Karuna Therapeutics Inc. | 16,539 | 1,641 |
* | Affimed NV | 283,113 | 1,622 |
* | Arcturus Therapeutics Holdings Inc. | 21,864 | 1,584 |
*,1 | VBI Vaccines Inc. | 479,852 | 1,564 |
* | Translate Bio Inc. | 63,423 | 1,515 |
*,1 | Vaxart Inc. | 126,018 | 1,510 |
* | Myriad Genetics Inc. | 53,493 | 1,474 |
* | Provention Bio Inc. | 102,645 | 1,413 |
* | Replimune Group Inc. | 36,255 | 1,407 |
Shares | Market Value ($000) | ||
* | Amicus Therapeutics Inc. | 74,098 | 1,401 |
* | Mustang Bio Inc. | 335,880 | 1,401 |
* | Protagonist Therapeutics Inc. | 62,425 | 1,293 |
*,1 | Retractable Technologies Inc. | 76,472 | 1,230 |
* | Cue Biopharma Inc. | 90,638 | 1,227 |
* | FibroGen Inc. | 25,369 | 1,222 |
* | Amphastar Pharmaceuticals Inc. | 65,345 | 1,188 |
*,1 | Co-Diagnostics Inc. | 90,100 | 1,157 |
* | Option Care Health Inc. | 62,488 | 1,155 |
* | Phreesia Inc. | 16,690 | 1,090 |
* | STAAR Surgical Co. | 10,518 | 1,079 |
* | Adaptive Biotechnologies Corp. | 18,317 | 1,016 |
* | Innoviva Inc. | 82,607 | 992 |
* | Spero Therapeutics Inc. | 54,307 | 984 |
* | AVEO Pharmaceuticals Inc. | 123,820 | 982 |
* | Syros Pharmaceuticals Inc. | 89,395 | 978 |
* | Kadmon Holdings Inc. | 197,694 | 949 |
*,1 | Clovis Oncology Inc. | 117,481 | 928 |
* | Quanterix Corp. | 14,125 | 914 |
* | ChemoCentryx Inc. | 15,267 | 870 |
*,1 | Zynex Inc. | 47,116 | 851 |
* | Vocera Communications Inc. | 18,323 | 805 |
*,1 | Acutus Medical Inc. | 28,968 | 750 |
* | Zogenix Inc. | 31,940 | 606 |
* | Amneal Pharmaceuticals Inc. | 100,443 | 483 |
5,072,393 | |||
Industrials (16.8%) | |||
* | Trex Co. Inc. | 1,772,956 | 162,704 |
* | TriNet Group Inc. | 1,860,286 | 137,866 |
* | Clean Harbors Inc. | 1,582,771 | 122,601 |
* | Middleby Corp. | 872,617 | 118,432 |
Kennametal Inc. | 2,728,386 | 103,351 | |
* | Generac Holdings Inc. | 414,482 | 102,137 |
John Bean Technologies Corp. | 869,475 | 100,755 | |
* | SPX FLOW Inc. | 1,781,417 | 94,362 |
Woodward Inc. | 835,875 | 93,576 | |
Rexnord Corp. | 2,412,146 | 91,324 | |
* | Sensata Technologies Holding plc | 1,565,913 | 85,342 |
* | Kirby Corp. | 1,631,434 | 82,812 |
* | Builders FirstSource Inc. | 2,109,114 | 80,674 |
Ritchie Bros Auctioneers Inc. | 1,353,903 | 79,758 | |
Fortune Brands Home & Security Inc. | 900,230 | 77,645 | |
EnerSys | 890,982 | 73,265 | |
* | Chart Industries Inc. | 568,388 | 68,269 |
* | AerCap Holdings NV | 1,767,122 | 67,575 |
TransUnion | 774,622 | 67,423 | |
BWX Technologies Inc. | 1,205,936 | 65,024 | |
2 | Enerpac Tool Group Corp. Class A | 3,138,204 | 63,611 |
ABM Industries Inc. | 1,719,894 | 63,189 | |
GATX Corp. | 675,374 | 62,675 | |
Matson Inc. | 1,029,285 | 61,551 | |
* | United Rentals Inc. | 245,230 | 59,593 |
* | Masonite International Corp. | 588,267 | 58,533 |
IDEX Corp. | 308,180 | 57,380 | |
* | Copart Inc. | 512,469 | 56,243 |
Advanced Drainage Systems Inc. | 671,558 | 55,390 | |
* | SiteOne Landscape Supply Inc. | 348,095 | 54,888 |
* | XPO Logistics Inc. | 485,045 | 53,554 |
Shares | Market Value ($000) | ||
* | Axon Enterprise Inc. | 318,216 | 52,238 |
Rush Enterprises Inc. Class A | 1,198,174 | 50,311 | |
* | Kornit Digital Ltd. | 521,275 | 47,246 |
* | RBC Bearings Inc. | 275,364 | 46,077 |
* | Gibraltar Industries Inc. | 480,826 | 43,096 |
Verisk Analytics Inc. Class A | 229,988 | 42,203 | |
Tennant Co. | 585,236 | 39,650 | |
* | Kratos Defense & Security Solutions Inc. | 1,461,564 | 38,790 |
* | Teledyne Technologies Inc. | 107,510 | 38,382 |
CH Robinson Worldwide Inc. | 446,230 | 38,179 | |
* | Proto Labs Inc. | 177,469 | 37,588 |
* | Shoals Technologies Group Inc. Class A | 1,100,279 | 37,332 |
Forward Air Corp. | 445,402 | 31,931 | |
* | Cimpress plc | 342,159 | 31,270 |
* | CoStar Group Inc. | 34,010 | 30,599 |
* | Mercury Systems Inc. | 391,994 | 27,855 |
HEICO Corp. Class A | 261,328 | 27,782 | |
Vertiv Holdings Co. Class A | 1,365,229 | 27,468 | |
* | AZEK Co. Inc. Class A | 580,908 | 23,172 |
Rockwell Automation Inc. | 87,715 | 21,800 | |
Landstar System Inc. | 152,673 | 21,283 | |
IHS Markit Ltd. | 240,770 | 20,966 | |
* | Array Technologies Inc. | 504,809 | 20,576 |
* | Atkore International Group Inc. | 448,052 | 19,876 |
* | Upwork Inc. | 463,377 | 19,207 |
UFP Industries Inc. | 339,947 | 18,337 | |
EMCOR Group Inc. | 194,392 | 17,165 | |
JB Hunt Transport Services Inc. | 115,030 | 15,490 | |
Boise Cascade Co. | 320,775 | 15,279 | |
* | Plug Power Inc. | 225,919 | 14,271 |
Heartland Express Inc. | 752,079 | 14,117 | |
Tetra Tech Inc. | 115,825 | 14,081 | |
* | Ameresco Inc. Class A | 242,557 | 13,605 |
Allison Transmission Holdings Inc. | 297,088 | 12,092 | |
* | GMS Inc. | 415,465 | 12,044 |
* | MRC Global Inc. | 1,335,510 | 9,228 |
Simpson Manufacturing Co. Inc. | 99,618 | 9,165 | |
* | AeroVironment Inc. | 77,889 | 8,939 |
Allegion plc | 82,408 | 8,818 | |
Applied Industrial Technologies Inc. | 118,449 | 8,338 | |
Franklin Electric Co. Inc. | 119,810 | 8,317 | |
* | Sunrun Inc. | 106,616 | 7,385 |
Exponent Inc. | 89,232 | 7,369 | |
Albany International Corp. Class A | 102,370 | 7,117 | |
* | Terex Corp. | 177,468 | 6,346 |
Graco Inc. | 85,576 | 5,900 | |
Nordson Corp. | 32,952 | 5,898 | |
* | SPX Corp. | 96,202 | 4,975 |
Werner Enterprises Inc. | 123,497 | 4,846 | |
MSA Safety Inc. | 26,929 | 4,204 | |
* | TrueBlue Inc. | 216,816 | 4,031 |
* | American Woodmark Corp. | 45,560 | 3,941 |
*,1 | Alpha Pro Tech Ltd. | 238,365 | 3,404 |
Hubbell Inc. Class B | 20,831 | 3,241 | |
Donaldson Co. Inc. | 54,435 | 3,236 | |
* | Atlas Air Worldwide Holdings Inc. | 61,809 | 3,203 |
CoreLogic Inc. | 33,808 | 2,545 | |
* | ExOne Co. | 83,991 | 2,330 |
Shares | Market Value ($000) | ||
Huntington Ingalls Industries Inc. | 11,868 | 1,867 | |
* | Cornerstone Building Brands Inc. | 159,951 | 1,820 |
Toro Co. | 19,075 | 1,798 | |
* | ASGN Inc. | 21,142 | 1,753 |
Acuity Brands Inc. | 11,647 | 1,400 | |
AAON Inc. | 14,918 | 1,104 | |
* | Vicor Corp. | 11,759 | 1,018 |
* | MasTec Inc. | 12,939 | 998 |
* | Dycom Industries Inc. | 12,219 | 991 |
* | Herc Holdings Inc. | 13,842 | 886 |
Covanta Holding Corp. | 60,223 | 852 | |
Argan Inc. | 15,021 | 649 | |
3,650,772 | |||
Information Technology (24.4%) | |||
* | Five9 Inc. | 1,151,542 | 191,444 |
* | New Relic Inc. | 2,044,338 | 153,693 |
* | SVMK Inc. | 5,725,847 | 144,349 |
* | HubSpot Inc. | 387,157 | 144,100 |
* | Wix.com Ltd. | 507,150 | 125,291 |
* | Fortinet Inc. | 822,197 | 119,013 |
Power Integrations Inc. | 1,380,696 | 111,215 | |
* | Cloudera Inc. | 7,071,230 | 107,978 |
Monolithic Power Systems Inc. | 297,018 | 105,528 | |
* | J2 Global Inc. | 994,891 | 102,116 |
* | Inphi Corp. | 574,730 | 96,905 |
* | Proofpoint Inc. | 747,414 | 96,476 |
* | DocuSign Inc. Class A | 400,060 | 93,170 |
* | Medallia Inc. | 2,221,557 | 92,195 |
* | ON Semiconductor Corp. | 2,618,323 | 90,306 |
* | Ciena Corp. | 1,666,700 | 88,985 |
* | Mimecast Ltd. | 2,049,163 | 88,237 |
* | Tower Semiconductor Ltd. | 3,017,577 | 84,402 |
* | Cadence Design Systems Inc. | 631,083 | 82,287 |
* | GoDaddy Inc. Class A | 958,928 | 75,353 |
* | RealPage Inc. | 859,976 | 74,448 |
* | First Solar Inc. | 745,330 | 73,899 |
MKS Instruments Inc. | 465,752 | 73,621 | |
Science Applications International Corp. | 759,235 | 72,909 | |
* | Arrow Electronics Inc. | 746,484 | 72,879 |
* | Manhattan Associates Inc. | 599,854 | 67,921 |
* | 2U Inc. | 1,614,854 | 66,048 |
* | Concentrix Corp. | 609,605 | 65,179 |
* | FireEye Inc. | 2,942,306 | 61,788 |
Entegris Inc. | 621,619 | 61,161 | |
MAXIMUS Inc. | 808,789 | 60,708 | |
* | Everbridge Inc. | 455,962 | 60,611 |
* | Envestnet Inc. | 782,802 | 60,064 |
* | Cornerstone OnDemand Inc. | 1,421,758 | 58,150 |
* | IPG Photonics Corp. | 252,477 | 56,411 |
*,1 | SunPower Corp. | 989,057 | 53,419 |
* | 8x8 Inc. | 1,512,397 | 53,312 |
* | Pluralsight Inc. Class A | 2,459,950 | 51,167 |
* | RingCentral Inc. Class A | 130,150 | 48,536 |
* | Trimble Inc. | 710,541 | 46,832 |
* | Smartsheet Inc. Class A | 670,830 | 46,784 |
* | Euronet Worldwide Inc. | 369,383 | 46,158 |
Belden Inc. | 971,185 | 45,879 | |
* | Semtech Corp. | 629,557 | 44,667 |
Shares | Market Value ($000) | ||
* | Sprout Social Inc. Class A | 671,380 | 44,311 |
Microchip Technology Inc. | 314,555 | 42,814 | |
Teradyne Inc. | 370,355 | 42,028 | |
* | Nuance Communications Inc. | 851,151 | 38,761 |
* | Cardtronics plc Class A | 967,044 | 37,570 |
* | Silicon Laboratories Inc. | 283,628 | 37,204 |
* | PTC Inc. | 279,226 | 37,112 |
Jack Henry & Associates Inc. | 253,344 | 36,682 | |
* | SolarWinds Corp. | 2,177,009 | 36,596 |
* | Gartner Inc. | 234,940 | 35,690 |
* | Tyler Technologies Inc. | 81,886 | 34,621 |
* | Q2 Holdings Inc. | 267,594 | 34,249 |
* | Fair Isaac Corp. | 72,900 | 32,813 |
Booz Allen Hamilton Holding Corp. Class A | 383,971 | 32,703 | |
Cognex Corp. | 394,680 | 32,415 | |
* | WEX Inc. | 171,830 | 32,407 |
* | Enphase Energy Inc. | 177,650 | 32,394 |
* | Dynatrace Inc. | 736,401 | 30,568 |
* | Zendesk Inc. | 205,600 | 29,656 |
* | Palo Alto Networks Inc. | 81,893 | 28,724 |
* | Workiva Inc. Class A | 291,497 | 28,412 |
* | Qualys Inc. | 199,718 | 27,655 |
* | SolarEdge Technologies Inc. | 94,110 | 27,135 |
* | Aspen Technology Inc. | 188,848 | 25,287 |
* | Rapid7 Inc. | 285,525 | 24,789 |
* | ANSYS Inc. | 69,366 | 24,581 |
*,1 | Maxeon Solar Technologies Ltd. | 600,155 | 24,366 |
* | Varonis Systems Inc. | 133,505 | 23,600 |
* | CyberArk Software Ltd. | 147,254 | 23,597 |
* | Black Knight Inc. | 287,138 | 23,456 |
* | Domo Inc. Class B | 365,963 | 23,198 |
* | ChannelAdvisor Corp. | 1,096,992 | 22,488 |
National Instruments Corp. | 538,607 | 22,298 | |
* | Box Inc. Class A | 1,259,113 | 21,833 |
* | Atlassian Corp. plc Class A | 84,502 | 19,531 |
* | Zscaler Inc. | 96,302 | 19,232 |
* | PROS Holdings Inc. | 446,227 | 18,804 |
* | Anaplan Inc. | 280,776 | 18,728 |
TTEC Holdings Inc. | 246,586 | 18,637 | |
* | Guidewire Software Inc. | 159,327 | 18,281 |
Jabil Inc. | 440,829 | 18,237 | |
* | EPAM Systems Inc. | 50,432 | 17,370 |
* | Avalara Inc. | 114,474 | 17,171 |
SS&C Technologies Holdings Inc. | 272,687 | 17,147 | |
* | Repay Holdings Corp. | 773,094 | 17,124 |
* | Elastic NV | 106,828 | 16,234 |
* | Coupa Software Inc. | 51,026 | 15,811 |
* | Synaptics Inc. | 142,588 | 14,148 |
* | A10 Networks Inc. | 1,246,331 | 12,376 |
* | Teradata Corp. | 455,795 | 12,261 |
* | Zebra Technologies Corp. Class A | 31,596 | 12,254 |
*,1 | Sumo Logic Inc. | 352,280 | 12,122 |
* | Avaya Holdings Corp. | 521,184 | 11,591 |
Brooks Automation Inc. | 148,949 | 11,284 | |
CDW Corp. | 85,552 | 11,264 | |
* | Fastly Inc. Class A | 97,749 | 10,689 |
* | Bill.Com Holdings Inc. | 87,019 | 10,606 |
* | SPS Commerce Inc. | 106,036 | 10,486 |
Shares | Market Value ($000) | ||
* | Veritone Inc. | 253,127 | 9,940 |
* | Unisys Corp. | 398,262 | 9,515 |
* | Comm Scope Holding Co. Inc. | 645,946 | 9,489 |
* | Cirrus Logic Inc. | 100,866 | 9,450 |
* | Alarm.com Holdings Inc. | 97,542 | 9,064 |
* | Diodes Inc. | 124,061 | 8,781 |
* | Calix Inc. | 273,898 | 8,272 |
* | NeoPhotonics Corp. | 739,695 | 8,240 |
* | Plantronics Inc. | 240,379 | 7,625 |
* | Unity Software Inc. | 50,603 | 7,581 |
* | Digital Turbine Inc. | 131,927 | 7,548 |
* | Avid Technology Inc. | 414,086 | 7,056 |
* | Nutanix Inc. Class A | 227,823 | 6,953 |
* | SMART Global Holdings Inc. | 186,620 | 6,933 |
* | Alteryx Inc. Class A | 54,274 | 6,841 |
* | Affirm Holdings Inc. | 67,221 | 6,695 |
* | MACOM Technology Solutions Holdings Inc. Class H | 110,048 | 6,257 |
CSG Systems International Inc. | 143,499 | 6,183 | |
* | Ultra Clean Holdings Inc. | 160,141 | 6,181 |
* | Model N Inc. | 169,702 | 5,766 |
Amkor Technology Inc. | 364,019 | 5,650 | |
* | Brightcove Inc. | 343,232 | 5,646 |
* | Okta Inc. | 21,202 | 5,492 |
* | MongoDB Inc. | 14,826 | 5,480 |
* | eGain Corp. | 456,710 | 5,024 |
* | Zuora Inc. Class A | 336,631 | 4,965 |
* | Insight Enterprises Inc. | 62,524 | 4,758 |
Progress Software Corp. | 106,336 | 4,273 | |
* | Diebold Nixdorf Inc. | 309,079 | 4,222 |
* | LivePerson Inc. | 64,427 | 4,082 |
* | Agilysys Inc. | 107,922 | 3,970 |
* | Ichor Holdings Ltd. | 108,971 | 3,934 |
* | Lumentum Holdings Inc. | 40,780 | 3,825 |
* | Lattice Semiconductor Corp. | 94,984 | 3,810 |
* | FormFactor Inc. | 90,395 | 3,694 |
* | StoneCo. Ltd. Class A | 51,131 | 3,676 |
* | ePlus Inc. | 40,614 | 3,413 |
* | Ambarella Inc. | 34,776 | 3,281 |
* | Axcelis Technologies Inc. | 87,945 | 3,011 |
Hackett Group Inc. | 215,377 | 2,933 | |
* | Fabrinet | 36,362 | 2,870 |
* | Sitime Corp. | 23,118 | 2,822 |
* | Cohu Inc. | 52,499 | 2,136 |
* | Mitek Systems Inc. | 132,029 | 2,132 |
* | Cambium Networks Corp. | 49,557 | 1,821 |
* | PagerDuty Inc. | 35,857 | 1,747 |
* | Altair Engineering Inc. Class A | 31,156 | 1,743 |
* | LiveRamp Holdings Inc. | 22,251 | 1,685 |
EVERTEC Inc. | 47,496 | 1,648 | |
* | Tenable Holdings Inc. | 31,743 | 1,571 |
* | Infinera Corp. | 156,988 | 1,546 |
* | Zix Corp. | 188,743 | 1,538 |
* | International Money Express Inc. | 95,820 | 1,368 |
* | Perficient Inc. | 24,714 | 1,350 |
*,1 | BigCommerce Holdings Inc. Series 1 | 16,639 | 1,330 |
Ubiquiti Inc. | 3,888 | 1,197 | |
* | Novanta Inc. | 9,242 | 1,155 |
*,1 | GTT Communications Inc. | 229,041 | 1,065 |
Shares | Market Value ($000) | ||
* | Sailpoint Technologies Holdings Inc. | 18,661 | 1,032 |
* | CEVA Inc. | 13,803 | 812 |
* | Advanced Energy Industries Inc. | 7,865 | 807 |
* | Duck Creek Technologies Inc. | 16,281 | 787 |
* | Paylocity Holding Corp. | 3,776 | 708 |
*,1 | Corsair Gaming Inc. | 13,333 | 504 |
5,303,878 | |||
Materials (1.8%) | |||
Smurfit Kappa Group plc | 1,917,978 | 91,461 | |
Louisiana-Pacific Corp. | 2,175,522 | 82,692 | |
Methanex Corp. | 1,656,281 | 54,840 | |
* | Summit Materials Inc. Class A | 1,830,961 | 37,590 |
Graphic Packaging Holding Co. | 1,328,313 | 20,801 | |
Scotts Miracle-Gro Co. | 86,393 | 19,128 | |
Element Solutions Inc. | 965,894 | 16,449 | |
Balchem Corp. | 145,914 | 15,617 | |
Avery Dennison Corp. | 99,566 | 15,022 | |
Royal Gold Inc. | 117,302 | 12,537 | |
RPM International Inc. | 102,708 | 8,470 | |
Sensient Technologies Corp. | 73,253 | 5,167 | |
* | Forterra Inc. | 106,888 | 1,956 |
* | O-I Glass Inc. | 137,123 | 1,733 |
383,463 | |||
Other (1.0%)3 | |||
1,4 | Vanguard Small-Cap ETF | 825,951 | 164,026 |
* | Jaws Acquisition Corp. Class A | 3,930,850 | 51,140 |
215,166 | |||
Real Estate (2.7%) | |||
PS Business Parks Inc. | 555,279 | 75,585 | |
Life Storage Inc. | 919,707 | 75,030 | |
Essential Properties Realty Trust Inc. | 3,347,626 | 69,697 | |
VICI Properties Inc. | 2,357,420 | 59,596 | |
JBG SMITH Properties | 1,857,382 | 55,461 | |
Pebblebrook Hotel Trust | 2,114,744 | 38,869 | |
* | Xenia Hotels & Resorts Inc. | 2,529,999 | 36,609 |
CoreSite Realty Corp. | 255,670 | 34,372 | |
SBA Communications Corp. Class A | 121,661 | 32,687 | |
* | Redfin Corp. | 387,896 | 27,622 |
Iron Mountain Inc. | 571,935 | 19,257 | |
Americold Realty Trust | 484,600 | 16,917 | |
Uniti Group Inc. | 1,125,295 | 13,852 | |
National Health Investors Inc. | 92,254 | 5,982 | |
1 | GEO Group Inc. | 617,508 | 5,520 |
RMR Group Inc. Class A | 53,190 | 1,962 | |
Innovative Industrial Properties Inc. | 8,629 | 1,615 | |
CareTrust REIT Inc. | 59,111 | 1,328 | |
Alexander's Inc. | 3,532 | 944 | |
American Finance Trust Inc. | 81,888 | 596 | |
573,501 | |||
Utilities (0.5%) | |||
Atlantica Sustainable Infrastructure plc | 1,979,861 | 81,867 | |
NRG Energy Inc. | 409,710 | 16,966 | |
Ormat Technologies Inc. (XNYS) | 64,205 | 7,330 | |
American States Water Co. | 77,230 | 5,967 | |
California Water Service Group | 20,919 | 1,143 |
Shares | Market Value ($000) | ||
Brookfield Infrastructure Corp. Class A | 13,083 | 877 | |
114,150 | |||
Total Common Stocks (Cost $13,401,802) | 20,788,224 | ||
Temporary Cash Investments (5.3%) | |||
Money Market Fund (4.7%) | |||
5,6 | Vanguard Market Liquidity Fund, 0.107% | 10,278,201 | 1,027,820 |
Face Amount ($000) | |||
Repurchase Agreement (0.6%) | |||
Deutsche Bank Securities, Inc. 0.060%, 2/1/21 (Dated 1/29/21, Repurchase Value $120,501,000, collateralized by Federal Home Loan Mortgage Corp., 3.500%–4.000%, 8/1/45–3/1/49, with a value of $122,910,000) | 120,500 | 120,500 | |
U.S. Government and Agency Obligations (0.0%) | |||
7 | U.S. Treasury Bill, 0.083%, 3/30/21 | 800 | 800 |
Total Temporary Cash Investments (Cost $1,148,986) | 1,149,120 | ||
Total Investments (101.1%) (Cost $14,550,788) | 21,937,344 | ||
Other Assets and Liabilities—Net (-1.1%) | (232,662) | ||
Net Assets (100%) | 21,704,682 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $241,456,000. |
2 | Considered an affiliated company of the fund as the fund owns more than 5% of the outstanding voting securities of such company. |
3 | “Other” represents securities that are not classified by the fund’s benchmark index. |
4 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
6 | Collateral of $249,090,000 was received for securities on loan. |
7 | Securities with a value of $689,000 have been segregated as initial margin for open futures contracts. |
ADR—American Depositary Receipt. | |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | March 2021 | 4,792 | 495,541 | 29,670 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 20,696,763 | 91,461 | — | 20,788,224 |
Temporary Cash Investments | 1,027,820 | 121,300 | — | 1,149,120 |
Total | 21,724,583 | 212,761 | — | 21,937,344 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 7,510 | — | — | 7,510 |
1 | Represents variation margin on the last day of the reporting period. |
Current Period Transactions | ||||||||
Oct. 31, 2020 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Jan. 31, 2021 Market Value ($000) | |
BioTelemetry Inc. | 87,075 | 1,786 | 72,065 | 19,341 | 40,753 | — | — | NA1 |
Cardtronics plc Class A | 56,987 | — | 88,556 | 6,824 | 62,315 | — | — | NA1 |
Enerpac Tool Group Corp. Class A | NA2 | 4,612 | 653 | 225 | 6,741 | — | — | 63,611 |
Houghton Mifflin Harcourt Co. | 18,789 | — | — | — | 16,702 | — | — | 35,491 |
Vanguard Market Liquidity Fund | 456,995 | NA3 | NA3 | — | — | 38 | — | 1,027,820 |
Vanguard Small-Cap ETF | 196,329 | 48,092 | 117,211 | 13,881 | 22,935 | 530 | — | 164,026 |
Total | 816,175 | 40,271 | 149,446 | 568 | — | 1,290,948 |
1 | Not applicable—at January 31, 2021, the issuer was not an affiliated company of the fund. |
2 | Not applicable—at October 31, 2020, the issuer was not an affiliated company of the fund. |
3 | Not applicable—purchases and sales are for temporary cash investment purposes. |