UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY
Investment Company Act file number: 811-02652 |
Name of Registrant: Vanguard Index Funds |
Address of Registrant: |
P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: |
Anne E. Robinson, Esquire |
P.O. Box 876 |
Valley Forge, PA 19482 |
Date of fiscal year end: December 31 |
Date of reporting period: September 30, 2016 |
Item 1: Schedule of Investments |
Vanguard 500 Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.6%)1 | |||
Consumer Discretionary (12.3%) | |||
* | Amazon.com Inc. | 5,446,169 | 4,560,132 |
Comcast Corp. Class A | 33,250,659 | 2,205,849 | |
Home Depot Inc. | 17,101,861 | 2,200,667 | |
Walt Disney Co. | 20,463,780 | 1,900,267 | |
McDonald's Corp. | 11,811,474 | 1,362,572 | |
Starbucks Corp. | 20,299,181 | 1,098,998 | |
* | Priceline Group Inc. | 687,068 | 1,011,014 |
NIKE Inc. Class B | 18,663,402 | 982,628 | |
Lowe's Cos. Inc. | 12,106,029 | 874,176 | |
Time Warner Inc. | 10,765,655 | 857,054 | |
* | Charter Communications Inc. Class A | 2,999,854 | 809,871 |
TJX Cos. Inc. | 9,088,579 | 679,644 | |
Ford Motor Co. | 54,012,032 | 651,925 | |
General Motors Co. | 19,672,478 | 624,995 | |
* | Netflix Inc. | 5,933,986 | 584,794 |
Target Corp. | 7,956,487 | 546,452 | |
Twenty-First Century Fox Inc. Class A | 19,753,310 | 478,425 | |
Yum! Brands Inc. | 5,126,541 | 465,541 | |
* | O'Reilly Automotive Inc. | 1,313,823 | 368,015 |
Ross Stores Inc. | 5,488,905 | 352,937 | |
Newell Brands Inc. | 6,673,646 | 351,434 | |
* | AutoZone Inc. | 404,536 | 310,821 |
CBS Corp. Class B | 5,631,614 | 308,275 | |
Marriott International Inc. Class A | 4,426,433 | 298,032 | |
Carnival Corp. | 5,991,450 | 292,503 | |
Omnicom Group Inc. | 3,273,740 | 278,268 | |
Delphi Automotive plc | 3,775,499 | 269,269 | |
* | Dollar Tree Inc. | 3,263,256 | 257,569 |
VF Corp. | 4,592,837 | 257,428 | |
Dollar General Corp. | 3,587,560 | 251,093 | |
L Brands Inc. | 3,325,115 | 235,318 | |
Genuine Parts Co. | 2,061,807 | 207,108 | |
Expedia Inc. | 1,668,196 | 194,712 | |
* | Ulta Salon Cosmetics & Fragrance Inc. | 811,973 | 193,233 |
Viacom Inc. Class B | 4,805,060 | 183,073 | |
* | Mohawk Industries Inc. | 872,954 | 174,888 |
Royal Caribbean Cruises Ltd. | 2,322,282 | 174,055 | |
* | Chipotle Mexican Grill Inc. Class A | 402,999 | 170,670 |
Whirlpool Corp. | 1,044,887 | 169,439 | |
Macy's Inc. | 4,269,117 | 158,171 | |
Advance Auto Parts Inc. | 1,018,676 | 151,905 | |
* | LKQ Corp. | 4,247,935 | 150,632 |
Best Buy Co. Inc. | 3,820,666 | 145,873 | |
Mattel Inc. | 4,715,389 | 142,782 | |
DR Horton Inc. | 4,689,957 | 141,637 | |
*,^ CarMax Inc. | 2,650,312 | 141,394 | |
Coach Inc. | 3,858,543 | 141,068 | |
Hanesbrands Inc. | 5,225,435 | 131,942 | |
Harley-Davidson Inc. | 2,473,299 | 130,071 |
Foot Locker Inc. | 1,873,253 | 126,857 | |
Tractor Supply Co. | 1,850,863 | 124,656 | |
Hasbro Inc. | 1,563,514 | 124,034 | |
Interpublic Group of Cos. Inc. | 5,548,058 | 123,999 | |
PVH Corp. | 1,109,830 | 122,636 | |
Goodyear Tire & Rubber Co. | 3,633,570 | 117,364 | |
Lennar Corp. Class A | 2,597,210 | 109,966 | |
* | Michael Kors Holdings Ltd. | 2,338,702 | 109,428 |
Kohl's Corp. | 2,485,094 | 108,723 | |
^ | Tiffany & Co. | 1,486,004 | 107,928 |
^ | Wynn Resorts Ltd. | 1,099,937 | 107,156 |
Darden Restaurants Inc. | 1,746,447 | 107,092 | |
Wyndham Worldwide Corp. | 1,519,672 | 102,319 | |
* | TripAdvisor Inc. | 1,580,886 | 99,880 |
*,^ Under Armour Inc. Class A | 2,567,218 | 99,300 | |
News Corp. Class A | 7,018,180 | 98,114 | |
BorgWarner Inc. | 2,784,439 | 97,957 | |
Bed Bath & Beyond Inc. | 2,135,529 | 92,063 | |
PulteGroup Inc. | 4,283,131 | 85,834 | |
* | Under Armour Inc. | 2,524,252 | 85,471 |
Leggett & Platt Inc. | 1,852,530 | 84,438 | |
Scripps Networks Interactive Inc. Class A | 1,318,228 | 83,694 | |
^ | Nordstrom Inc. | 1,610,028 | 83,528 |
Harman International Industries Inc. | 965,084 | 81,501 | |
* | Discovery Communications Inc. | 3,094,778 | 81,424 |
Ralph Lauren Corp. Class A | 780,275 | 78,917 | |
Signet Jewelers Ltd. | 1,047,420 | 78,064 | |
Staples Inc. | 9,013,853 | 77,068 | |
Garmin Ltd. | 1,594,625 | 76,717 | |
H&R Block Inc. | 3,032,178 | 70,195 | |
Gap Inc. | 3,038,482 | 67,576 | |
TEGNA Inc. | 2,965,570 | 64,827 | |
* | Discovery Communications Inc. Class A | 2,100,530 | 56,546 |
Twenty-First Century Fox Inc. | 2,071,043 | 51,238 | |
* | AutoNation Inc. | 916,161 | 44,626 |
* | Urban Outfitters Inc. | 1,229,818 | 42,453 |
31,902,208 | |||
Consumer Staples (9.8%) | |||
^ | Procter & Gamble Co. | 36,937,946 | 3,315,181 |
Coca-Cola Co. | 53,763,092 | 2,275,254 | |
PepsiCo Inc. | 19,918,583 | 2,166,544 | |
Philip Morris International Inc. | 21,470,628 | 2,087,374 | |
Altria Group Inc. | 27,040,845 | 1,709,793 | |
Wal-Mart Stores Inc. | 20,978,727 | 1,512,986 | |
CVS Health Corp. | 14,757,241 | 1,313,247 | |
Walgreens Boots Alliance Inc. | 11,834,309 | 954,082 | |
Mondelez International Inc. Class A | 21,525,387 | 944,964 | |
Costco Wholesale Corp. | 6,063,077 | 924,680 | |
Colgate-Palmolive Co. | 12,339,358 | 914,840 | |
Kraft Heinz Co. | 8,244,612 | 737,975 | |
Kimberly-Clark Corp. | 4,977,644 | 627,880 | |
Reynolds American Inc. | 11,456,457 | 540,172 | |
General Mills Inc. | 8,255,269 | 527,347 | |
Constellation Brands Inc. Class A | 2,451,562 | 408,160 | |
Kroger Co. | 13,134,348 | 389,827 | |
Sysco Corp. | 7,068,083 | 346,407 | |
Archer-Daniels-Midland Co. | 8,048,958 | 339,425 |
Tyson Foods Inc. Class A | 4,115,181 | 307,281 | |
Molson Coors Brewing Co. Class B | 2,549,243 | 279,907 | |
*,^ Monster Beverage Corp. | 1,870,576 | 274,619 | |
ConAgra Foods Inc. | 5,760,463 | 271,375 | |
Estee Lauder Cos. Inc. Class A | 3,057,668 | 270,787 | |
Kellogg Co. | 3,486,268 | 270,081 | |
Dr Pepper Snapple Group Inc. | 2,565,936 | 234,296 | |
Clorox Co. | 1,791,813 | 224,299 | |
JM Smucker Co. | 1,641,882 | 222,541 | |
Mead Johnson Nutrition Co. | 2,555,263 | 201,891 | |
Hershey Co. | 1,942,021 | 185,657 | |
Church & Dwight Co. Inc. | 3,563,080 | 170,743 | |
McCormick & Co. Inc. | 1,589,533 | 158,826 | |
Campbell Soup Co. | 2,685,740 | 146,910 | |
Hormel Foods Corp. | 3,737,949 | 141,780 | |
Whole Foods Market Inc. | 4,409,970 | 125,023 | |
Brown-Forman Corp. Class B | 2,525,961 | 119,832 | |
25,641,986 | |||
Energy (7.2%) | |||
Exxon Mobil Corp. | 57,394,708 | 5,009,410 | |
Chevron Corp. | 26,112,228 | 2,687,470 | |
Schlumberger Ltd. | 19,248,766 | 1,513,723 | |
Occidental Petroleum Corp. | 10,574,556 | 771,097 | |
ConocoPhillips | 17,143,085 | 745,210 | |
EOG Resources Inc. | 7,622,023 | 737,126 | |
Kinder Morgan Inc. | 26,572,785 | 614,629 | |
Halliburton Co. | 11,918,325 | 534,894 | |
Phillips 66 | 6,151,837 | 495,530 | |
Anadarko Petroleum Corp. | 7,553,432 | 478,585 | |
Pioneer Natural Resources Co. | 2,347,739 | 435,858 | |
Spectra Energy Corp. | 9,670,580 | 413,417 | |
Valero Energy Corp. | 6,385,773 | 338,446 | |
Apache Corp. | 5,251,881 | 335,438 | |
Devon Energy Corp. | 7,247,476 | 319,686 | |
Baker Hughes Inc. | 5,922,781 | 298,923 | |
Marathon Petroleum Corp. | 7,318,860 | 297,073 | |
Williams Cos. Inc. | 9,453,830 | 290,516 | |
* | Concho Resources Inc. | 1,967,918 | 270,294 |
Noble Energy Inc. | 5,951,662 | 212,712 | |
Hess Corp. | 3,728,764 | 199,936 | |
National Oilwell Varco Inc. | 5,226,675 | 192,028 | |
Marathon Oil Corp. | 11,735,737 | 185,542 | |
Cimarex Energy Co. | 1,315,358 | 176,745 | |
EQT Corp. | 2,390,032 | 173,564 | |
Cabot Oil & Gas Corp. | 6,443,949 | 166,254 | |
ONEOK Inc. | 2,911,930 | 149,644 | |
Tesoro Corp. | 1,644,902 | 130,868 | |
* | Newfield Exploration Co. | 2,752,602 | 119,628 |
Range Resources Corp. | 2,602,064 | 100,830 | |
^ | Helmerich & Payne Inc. | 1,497,609 | 100,789 |
* | Southwestern Energy Co. | 6,835,418 | 94,602 |
* | FMC Technologies Inc. | 3,126,584 | 92,766 |
^ | Murphy Oil Corp. | 2,238,917 | 68,063 |
*,^ Chesapeake Energy Corp. | 9,015,906 | 56,530 | |
*,^ Transocean Ltd. | 4,740,968 | 50,539 |
Diamond Offshore Drilling Inc. | 221,868 | 3,907 |
18,862,272 | ||
Financials (12.7%) | ||
* Berkshire Hathaway Inc. Class B | 24,715,243 | 3,570,611 |
JPMorgan Chase & Co. | 49,993,868 | 3,329,092 |
Wells Fargo & Co. | 62,852,229 | 2,783,097 |
Bank of America Corp. | 141,243,944 | 2,210,468 |
Citigroup Inc. | 40,213,107 | 1,899,265 |
US Bancorp | 22,268,209 | 955,083 |
Goldman Sachs Group Inc. | 5,218,876 | 841,648 |
American International Group Inc. | 14,077,810 | 835,377 |
Chubb Ltd. | 6,437,180 | 808,832 |
American Express Co. | 10,740,047 | 687,793 |
MetLife Inc. | 15,209,184 | 675,744 |
Morgan Stanley | 20,373,910 | 653,187 |
PNC Financial Services Group Inc. | 6,801,140 | 612,715 |
BlackRock Inc. | 1,688,528 | 612,024 |
Bank of New York Mellon Corp. | 14,776,207 | 589,275 |
Charles Schwab Corp. | 16,662,787 | 526,044 |
Capital One Financial Corp. | 7,004,018 | 503,099 |
Prudential Financial Inc. | 6,048,213 | 493,837 |
CME Group Inc. | 4,689,682 | 490,165 |
Marsh & McLennan Cos. Inc. | 7,173,025 | 482,386 |
S&P Global Inc. | 3,653,948 | 462,444 |
Travelers Cos. Inc. | 3,989,952 | 457,049 |
Intercontinental Exchange Inc. | 1,648,777 | 444,114 |
BB&T Corp. | 11,272,342 | 425,193 |
Aon plc | 3,676,253 | 413,542 |
Aflac Inc. | 5,668,660 | 407,407 |
Allstate Corp. | 5,141,203 | 355,668 |
State Street Corp. | 5,073,835 | 353,291 |
Discover Financial Services | 5,585,775 | 315,875 |
Synchrony Financial | 10,949,257 | 306,579 |
SunTrust Banks Inc. | 6,939,184 | 303,936 |
Progressive Corp. | 8,054,368 | 253,713 |
M&T Bank Corp. | 2,170,150 | 251,954 |
Moody's Corp. | 2,315,374 | 250,709 |
Willis Towers Watson plc | 1,796,461 | 238,516 |
T. Rowe Price Group Inc. | 3,440,388 | 228,786 |
Hartford Financial Services Group Inc. | 5,341,267 | 228,713 |
* Berkshire Hathaway Inc. Class A | 1,042 | 225,301 |
Ameriprise Financial Inc. | 2,234,589 | 222,945 |
Fifth Third Bancorp | 10,608,767 | 217,055 |
Northern Trust Corp. | 2,948,930 | 200,498 |
Principal Financial Group Inc. | 3,699,517 | 190,562 |
KeyCorp | 14,982,851 | 182,341 |
Citizens Financial Group Inc. | 7,184,091 | 177,519 |
Invesco Ltd. | 5,676,656 | 177,509 |
Franklin Resources Inc. | 4,859,996 | 172,870 |
Regions Financial Corp. | 17,358,741 | 171,331 |
Loews Corp. | 3,826,363 | 157,455 |
Cincinnati Financial Corp. | 2,074,598 | 156,466 |
Lincoln National Corp. | 3,219,632 | 151,258 |
Huntington Bancshares Inc. | 15,062,644 | 148,518 |
XL Group Ltd. | 3,802,564 | 127,880 |
Arthur J Gallagher & Co. | 2,451,170 | 124,691 |
Unum Group | 3,250,315 | 114,769 |
Comerica Inc. | 2,408,756 | 113,982 |
* E*TRADE Financial Corp. | 3,790,442 | 110,378 |
* Affiliated Managers Group Inc. | 746,116 | 107,963 |
Nasdaq Inc. | 1,580,635 | 106,756 |
Torchmark Corp. | 1,542,897 | 98,576 |
Zions Bancorporation | 2,835,434 | 87,955 |
Leucadia National Corp. | 4,490,688 | 85,503 |
Assurant Inc. | 834,299 | 76,964 |
People's United Financial Inc. | 4,299,426 | 68,017 |
Navient Corp. | 4,395,153 | 63,598 |
Legg Mason Inc. | 1,287,137 | 43,093 |
33,138,984 | ||
Health Care (14.6%) | ||
Johnson & Johnson | 37,867,534 | 4,473,292 |
Pfizer Inc. | 83,955,077 | 2,843,558 |
Merck & Co. Inc. | 38,273,417 | 2,388,644 |
UnitedHealth Group Inc. | 13,182,120 | 1,845,497 |
Amgen Inc. | 10,358,067 | 1,727,829 |
Medtronic plc | 19,127,751 | 1,652,638 |
Gilead Sciences Inc. | 18,265,338 | 1,445,154 |
AbbVie Inc. | 22,540,685 | 1,421,641 |
* Allergan plc | 5,480,314 | 1,262,171 |
Bristol-Myers Squibb Co. | 23,126,300 | 1,246,970 |
* Celgene Corp. | 10,728,310 | 1,121,430 |
Eli Lilly & Co. | 13,444,919 | 1,079,089 |
* Biogen Inc. | 3,032,820 | 949,364 |
Thermo Fisher Scientific Inc. | 5,456,601 | 867,927 |
Abbott Laboratories | 20,346,110 | 860,437 |
Danaher Corp. | 8,410,868 | 659,328 |
* Express Scripts Holding Co. | 8,722,700 | 615,212 |
Aetna Inc. | 4,855,354 | 560,551 |
Becton Dickinson and Co. | 2,947,156 | 529,692 |
McKesson Corp. | 3,123,905 | 520,911 |
Stryker Corp. | 4,300,118 | 500,577 |
Cigna Corp. | 3,551,175 | 462,789 |
Anthem Inc. | 3,642,495 | 456,441 |
* Boston Scientific Corp. | 18,833,717 | 448,243 |
* Regeneron Pharmaceuticals Inc. | 1,044,535 | 419,924 |
* Intuitive Surgical Inc. | 532,718 | 386,130 |
* Alexion Pharmaceuticals Inc. | 3,103,726 | 380,331 |
* Illumina Inc. | 2,029,012 | 368,590 |
Humana Inc. | 2,063,248 | 364,968 |
Zimmer Biomet Holdings Inc. | 2,768,242 | 359,927 |
Zoetis Inc. | 6,851,873 | 356,366 |
* Edwards Lifesciences Corp. | 2,946,392 | 355,217 |
Cardinal Health Inc. | 4,409,369 | 342,608 |
Baxter International Inc. | 6,775,299 | 322,504 |
St. Jude Medical Inc. | 3,942,044 | 314,417 |
* HCA Holdings Inc. | 4,086,835 | 309,087 |
* Vertex Pharmaceuticals Inc. | 3,429,358 | 299,074 |
* Cerner Corp. | 4,159,849 | 256,871 |
* Mylan NV | 6,367,245 | 242,719 |
CR Bard Inc. | 1,016,758 | 228,039 |
Agilent Technologies Inc. | 4,505,411 | 212,160 |
AmerisourceBergen Corp. Class A | 2,503,394 | 202,224 |
* Laboratory Corp. of America Holdings | 1,416,323 | 194,716 |
Dentsply Sirona Inc. | 3,223,034 | 191,545 |
* Henry Schein Inc. | 1,132,949 | 184,648 |
Perrigo Co. plc | 1,983,804 | 183,165 |
* Waters Corp. | 1,115,510 | 176,797 |
Quest Diagnostics Inc. | 1,925,373 | 162,944 |
* Centene Corp. | 2,362,033 | 158,162 |
* Mettler-Toledo International Inc. | 366,830 | 154,006 |
Universal Health Services Inc. Class B | 1,247,110 | 153,669 |
* DaVita Inc. | 2,292,394 | 151,459 |
* Hologic Inc. | 3,840,398 | 149,123 |
* Varian Medical Systems Inc. | 1,292,867 | 128,679 |
Cooper Cos. Inc. | 674,146 | 120,847 |
* Mallinckrodt plc | 1,492,667 | 104,158 |
PerkinElmer Inc. | 1,514,068 | 84,954 |
* Endo International plc | 2,738,673 | 55,184 |
Patterson Cos. Inc. | 1,151,078 | 52,881 |
38,067,478 | ||
Industrials (9.9%) | ||
General Electric Co. | 124,033,370 | 3,673,868 |
3M Co. | 8,365,932 | 1,474,328 |
Honeywell International Inc. | 10,531,427 | 1,227,859 |
Union Pacific Corp. | 11,528,654 | 1,124,390 |
United Technologies Corp. | 10,773,270 | 1,094,564 |
Boeing Co. | 8,030,212 | 1,057,900 |
United Parcel Service Inc. Class B | 9,568,932 | 1,046,458 |
Lockheed Martin Corp. | 3,494,172 | 837,623 |
Caterpillar Inc. | 8,086,156 | 717,808 |
General Dynamics Corp. | 3,972,054 | 616,304 |
* Johnson Controls International plc | 13,065,274 | 607,927 |
FedEx Corp. | 3,381,161 | 590,621 |
Raytheon Co. | 4,084,538 | 556,028 |
Illinois Tool Works Inc. | 4,421,853 | 529,915 |
Northrop Grumman Corp. | 2,471,832 | 528,848 |
Emerson Electric Co. | 8,907,016 | 485,521 |
Eaton Corp. plc | 6,293,423 | 413,541 |
Delta Air Lines Inc. | 10,365,937 | 408,003 |
CSX Corp. | 13,093,585 | 399,354 |
Norfolk Southern Corp. | 4,063,062 | 394,361 |
Waste Management Inc. | 5,632,028 | 359,098 |
^ Deere & Co. | 4,003,670 | 341,713 |
Southwest Airlines Co. | 8,584,846 | 333,865 |
PACCAR Inc. | 4,851,495 | 285,171 |
Cummins Inc. | 2,147,441 | 275,195 |
American Airlines Group Inc. | 7,335,012 | 268,535 |
Stanley Black & Decker Inc. | 2,081,988 | 256,043 |
Roper Technologies Inc. | 1,402,532 | 255,920 |
Nielsen Holdings plc | 4,648,364 | 249,013 |
Ingersoll-Rand plc | 3,571,329 | 242,636 |
Parker-Hannifin Corp. | 1,853,574 | 232,679 |
Equifax Inc. | 1,651,584 | 222,270 |
Rockwell Automation Inc. | 1,791,193 | 219,135 |
* United Continental Holdings Inc. | 4,063,082 | 213,190 |
Fortive Corp. | 4,162,397 | 211,866 |
* TransDigm Group Inc. | 693,013 | 200,364 |
* Verisk Analytics Inc. Class A | 2,176,032 | 176,868 |
WW Grainger Inc. | 769,872 | 173,098 |
Fastenal Co. | 3,997,992 | 167,036 |
Republic Services Inc. Class A | 3,226,678 | 162,786 |
L-3 Communications Holdings Inc. | 1,068,273 | 161,021 |
Acuity Brands Inc. | 607,253 | 160,679 |
Dover Corp. | 2,148,101 | 158,186 |
Masco Corp. | 4,567,176 | 156,700 |
AMETEK Inc. | 3,218,836 | 153,796 |
Rockwell Collins Inc. | 1,796,969 | 151,556 |
Pentair plc | 2,306,672 | 148,181 |
Textron Inc. | 3,726,985 | 148,148 |
Kansas City Southern | 1,493,505 | 139,374 |
CH Robinson Worldwide Inc. | 1,973,627 | 139,062 |
Cintas Corp. | 1,181,719 | 133,062 |
Xylem Inc. | 2,477,532 | 129,947 |
Expeditors International of Washington Inc. | 2,506,645 | 129,142 |
Fortune Brands Home & Security Inc. | 2,131,248 | 123,825 |
Snap-on Inc. | 803,578 | 122,112 |
Alaska Air Group Inc. | 1,702,033 | 112,096 |
Fluor Corp. | 1,924,752 | 98,778 |
JB Hunt Transport Services Inc. | 1,217,151 | 98,760 |
* Stericycle Inc. | 1,176,018 | 94,246 |
* United Rentals Inc. | 1,193,283 | 93,661 |
Allegion plc | 1,326,949 | 91,440 |
* Jacobs Engineering Group Inc. | 1,682,610 | 87,025 |
Flowserve Corp. | 1,802,809 | 86,967 |
Dun & Bradstreet Corp. | 503,027 | 68,723 |
Robert Half International Inc. | 1,798,619 | 68,096 |
* Quanta Services Inc. | 2,091,997 | 58,555 |
Ryder System Inc. | 739,715 | 48,784 |
Pitney Bowes Inc. | 2,561,049 | 46,509 |
25,840,133 | ||
Information Technology (21.2%) | ||
Apple Inc. | 74,581,785 | 8,431,471 |
Microsoft Corp. | 107,856,778 | 6,212,550 |
* Facebook Inc. Class A | 32,152,243 | 4,124,168 |
* Alphabet Inc. Class A | 4,082,982 | 3,282,963 |
* Alphabet Inc. Class C | 4,087,948 | 3,177,521 |
Intel Corp. | 65,483,003 | 2,471,983 |
Cisco Systems Inc. | 69,616,338 | 2,208,230 |
Visa Inc. Class A | 26,110,711 | 2,159,356 |
International Business Machines Corp. | 12,039,477 | 1,912,471 |
Oracle Corp. | 41,656,239 | 1,636,257 |
QUALCOMM Inc. | 20,396,997 | 1,397,194 |
Mastercard Inc. | 13,273,266 | 1,350,820 |
Accenture plc Class A | 8,617,097 | 1,052,751 |
Texas Instruments Inc. | 13,886,082 | 974,525 |
Broadcom Ltd. | 5,474,623 | 944,482 |
* Adobe Systems Inc. | 6,896,827 | 748,582 |
* PayPal Holdings Inc. | 15,535,691 | 636,497 |
* salesforce.com Inc. | 8,912,094 | 635,700 |
Automatic Data Processing Inc. | 6,314,374 | 556,928 |
Hewlett Packard Enterprise Co. | 22,999,962 | 523,249 |
* Yahoo! Inc. | 12,119,629 | 522,356 |
NVIDIA Corp. | 7,404,965 | 507,388 |
* eBay Inc. | 14,532,971 | 478,135 |
Applied Materials Inc. | 14,960,733 | 451,066 |
Activision Blizzard Inc. | 9,441,407 | 418,254 |
* Cognizant Technology Solutions Corp. Class A | 8,400,689 | 400,797 |
Intuit Inc. | 3,391,549 | 373,104 |
HP Inc. | 23,680,046 | 367,751 | |
* | Electronic Arts Inc. | 4,162,827 | 355,505 |
Fidelity National Information Services Inc. | 4,537,611 | 349,532 | |
Corning Inc. | 14,351,280 | 339,408 | |
TE Connectivity Ltd. | 4,921,273 | 316,832 | |
* | Fiserv Inc. | 3,043,531 | 302,740 |
Amphenol Corp. Class A | 4,273,521 | 277,437 | |
Analog Devices Inc. | 4,255,798 | 274,286 | |
Paychex Inc. | 4,441,583 | 257,034 | |
* | Micron Technology Inc. | 14,372,973 | 255,552 |
Western Digital Corp. | 3,935,044 | 230,082 | |
Symantec Corp. | 8,521,452 | 213,889 | |
^ | Lam Research Corp. | 2,218,704 | 210,134 |
* | Red Hat Inc. | 2,507,019 | 202,642 |
Skyworks Solutions Inc. | 2,596,432 | 197,692 | |
Linear Technology Corp. | 3,315,792 | 196,593 | |
* | Autodesk Inc. | 2,703,830 | 195,568 |
Xilinx Inc. | 3,509,712 | 190,718 | |
Microchip Technology Inc. | 2,980,989 | 185,239 | |
* | Citrix Systems Inc. | 2,156,164 | 183,748 |
Motorola Solutions Inc. | 2,308,243 | 176,073 | |
* | Alliance Data Systems Corp. | 809,548 | 173,672 |
Global Payments Inc. | 2,125,491 | 163,153 | |
Seagate Technology plc | 4,131,152 | 159,256 | |
Harris Corp. | 1,719,095 | 157,486 | |
KLA-Tencor Corp. | 2,157,818 | 150,422 | |
CA Inc. | 4,346,280 | 143,775 | |
^ | Western Union Co. | 6,746,070 | 140,453 |
NetApp Inc. | 3,855,339 | 138,098 | |
* | Akamai Technologies Inc. | 2,416,571 | 128,054 |
Juniper Networks Inc. | 5,295,241 | 127,404 | |
Xerox Corp. | 11,789,158 | 119,424 | |
* | F5 Networks Inc. | 916,925 | 114,286 |
Total System Services Inc. | 2,288,312 | 107,894 | |
*,^ VeriSign Inc. | 1,284,598 | 100,507 | |
* | Qorvo Inc. | 1,768,452 | 98,574 |
FLIR Systems Inc. | 1,897,194 | 59,610 | |
* | Teradata Corp. | 1,800,490 | 55,815 |
CSRA Inc. | 2,010,818 | 54,091 | |
*,^ First Solar Inc. | 1,060,178 | 41,866 | |
55,101,093 | |||
Materials (2.9%) | |||
EI du Pont de Nemours & Co. | 12,101,682 | 810,450 | |
Dow Chemical Co. | 15,596,719 | 808,378 | |
Monsanto Co. | 6,056,429 | 618,967 | |
Praxair Inc. | 3,948,035 | 477,041 | |
Air Products & Chemicals Inc. | 2,997,233 | 450,604 | |
Ecolab Inc. | 3,632,494 | 442,147 | |
PPG Industries Inc. | 3,685,529 | 380,936 | |
LyondellBasell Industries NV Class A | 4,718,318 | 380,579 | |
Sherwin-Williams Co. | 1,110,509 | 307,233 | |
Newmont Mining Corp. | 7,343,875 | 288,541 | |
International Paper Co. | 5,691,573 | 273,082 | |
Nucor Corp. | 4,407,017 | 217,927 | |
Vulcan Materials Co. | 1,842,212 | 209,515 | |
Ball Corp. | 2,412,382 | 197,695 | |
Alcoa Inc. | 18,219,197 | 184,743 |
Freeport-McMoRan Inc. | 16,901,247 | 183,548 |
WestRock Co. | 3,480,966 | 168,757 |
International Flavors & Fragrances Inc. | 1,100,857 | 157,389 |
Martin Marietta Materials Inc. | 878,076 | 157,272 |
Eastman Chemical Co. | 2,042,721 | 138,251 |
Albemarle Corp. | 1,555,216 | 132,955 |
Sealed Air Corp. | 2,721,228 | 124,687 |
Mosaic Co. | 4,850,190 | 118,636 |
Avery Dennison Corp. | 1,231,037 | 95,762 |
FMC Corp. | 1,853,605 | 89,603 |
CF Industries Holdings Inc. | 3,231,032 | 78,676 |
* Owens-Illinois Inc. | 2,238,215 | 41,161 |
7,534,535 | ||
Real Estate (3.1%) | ||
Simon Property Group Inc. | 4,349,345 | 900,358 |
American Tower Corporation | 5,889,200 | 667,423 |
Public Storage | 2,064,042 | 460,570 |
Crown Castle International Corp. | 4,672,318 | 440,179 |
Prologis Inc. | 7,293,161 | 390,476 |
Welltower Inc. | 4,953,815 | 370,397 |
Equinix Inc. | 983,740 | 354,392 |
Ventas Inc. | 4,862,863 | 343,464 |
AvalonBay Communities Inc. | 1,900,950 | 338,065 |
Weyerhaeuser Co. | 10,362,971 | 330,993 |
Equity Residential | 5,059,583 | 325,483 |
Boston Properties Inc. | 2,127,176 | 289,913 |
HCP Inc. | 6,471,755 | 245,603 |
Vornado Realty Trust | 2,378,205 | 240,698 |
Realty Income Corp. | 3,579,478 | 239,575 |
General Growth Properties Inc. | 8,082,958 | 223,090 |
Essex Property Trust Inc. | 906,760 | 201,935 |
Digital Realty Trust Inc. | 2,033,397 | 197,484 |
Kimco Realty Corp. | 5,813,123 | 168,290 |
Host Hotels & Resorts Inc. | 10,283,938 | 160,121 |
Federal Realty Investment Trust | 981,150 | 151,028 |
SL Green Realty Corp. | 1,387,648 | 150,005 |
Extra Space Storage Inc. | 1,739,758 | 138,154 |
Macerich Co. | 1,669,558 | 135,017 |
UDR Inc. | 3,697,966 | 133,090 |
Iron Mountain Inc. | 3,387,235 | 127,123 |
* CBRE Group Inc. Class A | 4,136,316 | 115,734 |
Apartment Investment & Management Co. | 2,168,381 | 99,550 |
7,938,210 | ||
Telecommunication Services (2.6%) | ||
AT&T Inc. | 85,148,438 | 3,457,878 |
Verizon Communications Inc. | 56,419,900 | 2,932,706 |
CenturyLink Inc. | 7,559,030 | 207,344 |
* Level 3 Communications Inc. | 4,031,798 | 186,995 |
Frontier Communications Corp. | 16,256,178 | 67,626 |
6,852,549 | ||
Utilities (3.3%) | ||
NextEra Energy Inc. | 6,464,902 | 790,787 |
Duke Energy Corp. | 9,535,751 | 763,242 |
Southern Co. | 13,546,356 | 694,928 |
Dominion Resources Inc. | 8,661,621 | 643,299 |
American Electric Power Co. Inc. | 6,805,581 | 436,986 |
Exelon Corp. | 12,773,276 | 425,222 | |||
PG&E Corp. | 6,899,374 | 422,035 | |||
Sempra Energy | 3,457,508 | 370,610 | |||
Edison International | 4,509,335 | 325,799 | |||
PPL Corp. | 9,383,705 | 324,395 | |||
Consolidated Edison Inc. | 4,213,391 | 317,268 | |||
Public Service Enterprise Group Inc. | 7,002,171 | 293,181 | |||
Xcel Energy Inc. | 7,029,406 | 289,190 | |||
WEC Energy Group Inc. | 4,376,899 | 262,089 | |||
Eversource Energy | 4,390,319 | 237,867 | |||
DTE Energy Co. | 2,483,179 | 232,599 | |||
FirstEnergy Corp. | 5,886,234 | 194,717 | |||
Entergy Corp. | 2,477,784 | 190,120 | |||
American Water Works Co. Inc. | 2,462,883 | 184,322 | |||
Ameren Corp. | 3,355,624 | 165,030 | |||
CMS Energy Corp. | 3,858,231 | 162,084 | |||
SCANA Corp. | 1,979,450 | 143,253 | |||
CenterPoint Energy Inc. | 5,955,821 | 138,354 | |||
Alliant Energy Corp. | 3,143,586 | 120,431 | |||
AES Corp. | 9,112,561 | 117,096 | |||
Pinnacle West Capital Corp. | 1,539,053 | 116,953 | |||
NiSource Inc. | 4,459,823 | 107,526 | |||
NRG Energy Inc. | 4,356,094 | 48,832 | |||
8,518,215 | |||||
Total Common Stocks (Cost $168,799,449) | 259,397,663 | ||||
Coupon | |||||
Temporary Cash Investments (0.7%)1 | |||||
Money Market Fund (0.7%) | |||||
2,3 Vanguard Market Liquidity Fund | 0.640% | 17,435,714 | 1,743,746 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
4,5 Federal Home Loan Bank Discount Notes | 0.365% | 10/5/16 | 20,000 | 20,000 | |
4,5 Federal Home Loan Bank Discount Notes | 0.511% | 10/12/16 | 2,000 | 2,000 | |
4,5 Federal Home Loan Bank Discount Notes | 0.465% | 10/28/16 | 5,000 | 4,999 | |
5,6 Freddie Mac Discount Notes | 0.300% | 11/8/16 | 13,000 | 12,997 | |
5 | United States Treasury Bill | 0.295% | 11/17/16 | 5,000 | 4,999 |
5 | United States Treasury Bill | 0.340% | 12/8/16 | 4,500 | 4,498 |
49,493 | |||||
Total Temporary Cash Investments (Cost $1,793,142) | 1,793,239 | ||||
Total Investments (100.3%) (Cost $170,592,591) | 261,190,902 | ||||
Other Assets and Liabilities-Net (-0.3%)3,5 | (693,214) | ||||
Net Assets (100%) | 260,497,688 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $766,621,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.3%, respectively, of net assets.
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.
3 Includes $772,514,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
5 Securities with a value of $46,621,000 and cash of $16,730,000 have been segregated as initial margin for open
futures contracts.
6 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 259,397,663 | — | — |
Temporary Cash Investments | 1,743,746 | 49,493 | — |
Futures Contracts—Assets1 | 6,702 | — | — |
Futures Contracts—Liabilities1 | (179) | — | — |
Total | 261,147,932 | 49,493 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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
500 Index Fund
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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 10,672 | 1,152,789 | 10,025 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $170,592,591,000. Net unrealized appreciation of investment securities for tax purposes was $90,598,311,000, consisting of unrealized gains of $95,340,320,000 on securities that had risen in value since their purchase and $4,742,009,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Extended Market Index Fund
Schedule of Investments
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.7%)1 | |||
Consumer Discretionary (14.1%) | |||
* | Liberty Global plc | 8,386,272 | 277,082 |
*,^ Tesla Motors Inc. | 1,305,506 | 266,362 | |
Las Vegas Sands Corp. | 4,161,280 | 239,440 | |
* | DISH Network Corp. Class A | 2,576,134 | 141,121 |
* | MGM Resorts International | 5,379,564 | 140,030 |
Hilton Worldwide Holdings Inc. | 5,945,303 | 136,326 | |
Autoliv Inc. | 1,011,872 | 108,068 | |
Aramark | 2,773,752 | 105,486 | |
Lear Corp. | 806,726 | 97,791 | |
* | Liberty Interactive Corp. QVC Group Class A | 4,843,383 | 96,916 |
Domino's Pizza Inc. | 548,399 | 83,274 | |
*,^ Sirius XM Holdings Inc. | 19,700,187 | 82,150 | |
*,^ lululemon athletica Inc. | 1,206,488 | 73,572 | |
* | Norwegian Cruise Line Holdings Ltd. | 1,867,990 | 70,423 |
* | Liberty Global plc Class A | 2,057,608 | 70,329 |
* | NVR Inc. | 41,605 | 68,227 |
* | Liberty SiriusXM Group | 2,011,754 | 67,213 |
* | Burlington Stores Inc. | 809,623 | 65,596 |
Vail Resorts Inc. | 408,395 | 64,069 | |
* | Liberty Ventures Class A | 1,528,419 | 60,938 |
Service Corp. International | 2,173,188 | 57,676 | |
Gentex Corp. | 3,226,260 | 56,653 | |
* | Liberty Broadband Corp. | 789,375 | 56,425 |
Dick's Sporting Goods Inc. | 992,953 | 56,320 | |
Dunkin' Brands Group Inc. | 1,053,093 | 54,845 | |
Six Flags Entertainment Corp. | 980,097 | 52,543 | |
^ | Polaris Industries Inc. | 675,192 | 52,287 |
* | ServiceMaster Global Holdings Inc. | 1,526,199 | 51,402 |
* | Toll Brothers Inc. | 1,697,236 | 50,679 |
Brunswick Corp. | 1,012,930 | 49,411 | |
Carter's Inc. | 566,692 | 49,138 | |
* | Panera Bread Co. Class A | 251,217 | 48,917 |
Williams-Sonoma Inc. | 918,975 | 46,941 | |
Cinemark Holdings Inc. | 1,216,026 | 46,549 | |
Thor Industries Inc. | 534,521 | 45,274 | |
Pool Corp. | 472,618 | 44,672 | |
* | Sally Beauty Holdings Inc. | 1,656,884 | 42,549 |
* | Live Nation Entertainment Inc. | 1,493,497 | 41,041 |
CST Brands Inc. | 852,948 | 41,018 | |
Tupperware Brands Corp. | 577,864 | 37,775 | |
* | Tenneco Inc. | 637,023 | 37,119 |
Jack in the Box Inc. | 374,420 | 35,922 | |
* | Liberty Global PLC LiLAC | 1,279,376 | 35,886 |
^ | Cracker Barrel Old Country Store Inc. | 270,715 | 35,794 |
* | AMC Networks Inc. Class A | 678,539 | 35,189 |
* | Skechers U.S.A. Inc. Class A | 1,523,060 | 34,878 |
American Eagle Outfitters Inc. | 1,923,839 | 34,360 | |
* | Bright Horizons Family Solutions Inc. | 507,125 | 33,922 |
* | Liberty SiriusXM Group | 988,886 | 33,602 |
GameStop Corp. Class A | 1,194,450 | 32,955 | |
* | Tempur Sealy International Inc. | 577,450 | 32,765 |
*,^ JC Penney Co. Inc. | 3,542,415 | 32,661 | |
Tribune Media Co. Class A | 872,561 | 31,866 | |
Brinker International Inc. | 623,526 | 31,444 | |
* | Cabela's Inc. | 566,854 | 31,137 |
Cable One Inc. | 52,274 | 30,528 | |
* | Murphy USA Inc. | 413,298 | 29,493 |
* | Buffalo Wild Wings Inc. | 207,649 | 29,225 |
* | Starz | 936,709 | 29,216 |
* | Madison Square Garden Co. Class A | 168,934 | 28,619 |
Texas Roadhouse Inc. Class A | 728,550 | 28,435 | |
* | Michaels Cos. Inc. | 1,171,984 | 28,327 |
* | Vista Outdoor Inc. | 700,745 | 27,932 |
CalAtlantic Group Inc. | 834,045 | 27,890 | |
* | Helen of Troy Ltd. | 321,721 | 27,723 |
Drew Industries Inc. | 279,945 | 27,440 | |
Visteon Corp. | 381,040 | 27,305 | |
John Wiley & Sons Inc. Class A | 519,990 | 26,837 | |
Cheesecake Factory Inc. | 509,589 | 25,510 | |
Wolverine World Wide Inc. | 1,104,790 | 25,443 | |
* | Five Below Inc. | 630,637 | 25,408 |
Dana Inc. | 1,624,178 | 25,321 | |
* | Kate Spade & Co. | 1,464,919 | 25,094 |
Graham Holdings Co. Class B | 51,960 | 25,012 | |
Lithia Motors Inc. Class A | 261,007 | 24,931 | |
Papa John's International Inc. | 314,782 | 24,821 | |
Wendy's Co. | 2,283,323 | 24,660 | |
Lions Gate Entertainment Corp. | 1,223,810 | 24,464 | |
Big Lots Inc. | 509,872 | 24,346 | |
* | Groupon Inc. Class A | 4,553,642 | 23,451 |
Regal Entertainment Group Class A | 1,072,556 | 23,328 | |
Cooper Tire & Rubber Co. | 612,896 | 23,302 | |
Monro Muffler Brake Inc. | 377,167 | 23,071 | |
Bloomin' Brands Inc. | 1,318,232 | 22,726 | |
Meredith Corp. | 434,247 | 22,576 | |
* | Dorman Products Inc. | 349,295 | 22,320 |
* | Steven Madden Ltd. | 643,260 | 22,231 |
Office Depot Inc. | 6,140,173 | 21,920 | |
* | Deckers Outdoor Corp. | 368,035 | 21,916 |
* | TRI Pointe Group Inc. | 1,662,859 | 21,916 |
* | Grand Canyon Education Inc. | 541,345 | 21,865 |
* | Media General Inc. | 1,163,167 | 21,437 |
Sinclair Broadcast Group Inc. Class A | 721,223 | 20,829 | |
Interval Leisure Group Inc. | 1,197,588 | 20,563 | |
Sotheby's | 540,167 | 20,537 | |
Churchill Downs Inc. | 139,273 | 20,383 | |
^ | Nexstar Broadcasting Group Inc. Class A | 351,685 | 20,296 |
Penske Automotive Group Inc. | 419,923 | 20,232 | |
Marriott Vacations Worldwide Corp. | 273,120 | 20,025 | |
* | Cooper-Standard Holding Inc. | 197,837 | 19,546 |
* | Liberty Broadband Corp. Class A | 273,951 | 19,220 |
Core-Mark Holding Co. Inc. | 535,204 | 19,160 | |
Aaron's Inc. | 749,943 | 19,064 | |
* | Liberty Global PLC LiLAC Class A | 690,340 | 19,046 |
Choice Hotels International Inc. | 408,197 | 18,402 | |
* | Dave & Buster's Entertainment Inc. | 467,708 | 18,325 |
Chico's FAS Inc. | 1,538,385 | 18,307 | |
*,^ GoPro Inc. Class A | 1,096,117 | 18,283 | |
* | Boyd Gaming Corp. | 917,053 | 18,139 |
Dillard's Inc. Class A | 287,196 | 18,096 | |
* | Shutterfly Inc. | 397,866 | 17,761 |
* | Liberty TripAdvisor Holdings Inc. Class A | 798,482 | 17,447 |
New York Times Co. Class A | 1,455,778 | 17,397 | |
DSW Inc. Class A | 847,878 | 17,365 | |
Time Inc. | 1,176,149 | 17,031 | |
*,^ Smith & Wesson Holding Corp. | 633,438 | 16,843 | |
Columbia Sportswear Co. | 295,551 | 16,770 | |
Children's Place Inc. | 203,165 | 16,227 | |
GNC Holdings Inc. Class A | 783,549 | 16,000 | |
* | Houghton Mifflin Harcourt Co. | 1,188,918 | 15,943 |
Gannett Co. Inc. | 1,351,344 | 15,730 | |
* | LifeLock Inc. | 908,391 | 15,370 |
* | Etsy Inc. | 1,067,310 | 15,241 |
* | American Axle & Manufacturing Holdings Inc. | 883,759 | 15,218 |
KB Home | 942,929 | 15,200 | |
DineEquity Inc. | 191,902 | 15,197 | |
DeVry Education Group Inc. | 651,533 | 15,024 | |
*,^ Restoration Hardware Holdings Inc. | 433,290 | 14,983 | |
* | Meritage Homes Corp. | 429,653 | 14,909 |
* | TopBuild Corp. | 447,414 | 14,854 |
Sonic Corp. | 560,257 | 14,668 | |
HSN Inc. | 367,291 | 14,618 | |
La-Z-Boy Inc. | 582,480 | 14,306 | |
* | Liberty Media Group LLC | 501,463 | 14,111 |
* | Ollie's Bargain Outlet Holdings Inc. | 536,020 | 14,049 |
Group 1 Automotive Inc. | 219,301 | 14,009 | |
* | iRobot Corp. | 316,702 | 13,929 |
* | G-III Apparel Group Ltd. | 462,602 | 13,485 |
* | MSG Networks Inc. | 714,076 | 13,289 |
*,^ Wayfair Inc. | 334,646 | 13,175 | |
* | Gentherm Inc. | 417,861 | 13,129 |
* | Fossil Group Inc. | 472,662 | 13,126 |
* | Genesco Inc. | 240,276 | 13,085 |
* | Belmond Ltd. Class A | 1,024,675 | 13,024 |
Extended Stay America Inc. | 905,633 | 12,860 | |
Caleres Inc. | 506,641 | 12,813 | |
* | Hyatt Hotels Corp. Class A | 259,835 | 12,789 |
* | Popeyes Louisiana Kitchen Inc. | 240,016 | 12,754 |
* | Universal Electronics Inc. | 171,229 | 12,750 |
Callaway Golf Co. | 1,090,193 | 12,657 | |
Sturm Ruger & Co. Inc. | 218,933 | 12,646 | |
Scholastic Corp. | 315,275 | 12,409 | |
Abercrombie & Fitch Co. | 769,819 | 12,232 | |
* | Asbury Automotive Group Inc. | 212,165 | 11,811 |
* | Penn National Gaming Inc. | 845,749 | 11,477 |
MDC Holdings Inc. | 444,712 | 11,474 | |
ClubCorp Holdings Inc. | 788,507 | 11,410 | |
Standard Motor Products Inc. | 236,297 | 11,286 | |
Oxford Industries Inc. | 166,662 | 11,283 | |
* | Select Comfort Corp. | 512,305 | 11,066 |
* | Ascena Retail Group Inc. | 1,963,835 | 10,978 |
* | La Quinta Holdings Inc. | 978,582 | 10,941 |
National CineMedia Inc. | 738,396 | 10,869 |
Guess? Inc. | 742,177 | 10,843 | |
Finish Line Inc. Class A | 463,882 | 10,706 | |
* | Hibbett Sports Inc. | 264,678 | 10,561 |
International Speedway Corp. Class A | 312,954 | 10,459 | |
SeaWorld Entertainment Inc. | 769,643 | 10,375 | |
* | Express Inc. | 869,642 | 10,253 |
* | EW Scripps Co. Class A | 641,753 | 10,204 |
Nutrisystem Inc. | 340,913 | 10,122 | |
Cato Corp. Class A | 304,917 | 10,029 | |
* | Denny's Corp. | 908,716 | 9,714 |
* | Cavco Industries Inc. | 95,763 | 9,485 |
Ethan Allen Interiors Inc. | 301,653 | 9,433 | |
* | Apollo Education Group Inc. | 1,181,047 | 9,389 |
* | Carmike Cinemas Inc. | 281,526 | 9,203 |
Bob Evans Farms Inc. | 236,424 | 9,055 | |
World Wrestling Entertainment Inc. Class A | 416,385 | 8,869 | |
Tailored Brands Inc. | 557,863 | 8,758 | |
* | Pinnacle Entertainment Inc. | 694,097 | 8,565 |
* | Gray Television Inc. | 800,437 | 8,293 |
* | BJ's Restaurants Inc. | 233,262 | 8,292 |
* | Liberty Braves Group | 471,394 | 8,193 |
* | Installed Building Products Inc. | 223,897 | 8,031 |
Superior Industries International Inc. | 273,538 | 7,976 | |
* | Nautilus Inc. | 347,800 | 7,902 |
^ | Buckle Inc. | 327,831 | 7,878 |
Red Rock Resorts Inc. Class A | 331,143 | 7,812 | |
Rent-A-Center Inc. | 617,463 | 7,805 | |
Winnebago Industries Inc. | 328,367 | 7,740 | |
AMC Entertainment Holdings Inc. | 247,475 | 7,694 | |
Capella Education Co. | 131,966 | 7,659 | |
* | Vitamin Shoppe Inc. | 283,204 | 7,604 |
* | Fiesta Restaurant Group Inc. | 313,063 | 7,513 |
New Media Investment Group Inc. | 475,300 | 7,367 | |
* | Francesca's Holdings Corp. | 472,187 | 7,286 |
* | Liberty Media Group LLC Class A | 250,041 | 7,164 |
Wingstop Inc. Class A | 242,958 | 7,119 | |
* | Red Robin Gourmet Burgers Inc. | 157,362 | 7,072 |
* | Crocs Inc. | 850,553 | 7,060 |
* | Scientific Games Corp. Class A | 619,522 | 6,982 |
Barnes & Noble Inc. | 608,298 | 6,874 | |
*,^ LGI Homes Inc. | 185,148 | 6,821 | |
*,^ Sears Holdings Corp. | 591,976 | 6,784 | |
* | M/I Homes Inc. | 286,341 | 6,749 |
*,^ Shake Shack Inc. Class A | 187,142 | 6,488 | |
* | Taylor Morrison Home Corp. Class A | 367,386 | 6,466 |
* | Loral Space & Communications Inc. | 161,341 | 6,310 |
* | Modine Manufacturing Co. | 531,766 | 6,307 |
* | Strayer Education Inc. | 134,399 | 6,274 |
Marcus Corp. | 249,450 | 6,246 | |
* | Planet Fitness Inc. Class A | 308,837 | 6,198 |
* | Motorcar Parts of America Inc. | 214,266 | 6,167 |
Sonic Automotive Inc. Class A | 327,691 | 6,161 | |
*,^ Lumber Liquidators Holdings Inc. | 310,867 | 6,115 | |
* | Isle of Capri Casinos Inc. | 273,778 | 6,100 |
* | Tile Shop Holdings Inc. | 367,686 | 6,085 |
* | Fox Factory Holding Corp. | 264,035 | 6,065 |
* | MarineMax Inc. | 288,644 | 6,047 |
Tower International Inc. | 241,749 | 5,826 | |
* | Stoneridge Inc. | 306,207 | 5,634 |
* | K12 Inc. | 382,943 | 5,495 |
* | WCI Communities Inc. | 230,914 | 5,477 |
* | Career Education Corp. | 800,228 | 5,434 |
^ | PetMed Express Inc. | 266,489 | 5,404 |
* | Chuy's Holdings Inc. | 192,694 | 5,384 |
*,^ Caesars Entertainment Corp. | 716,354 | 5,337 | |
Entravision Communications Corp. Class A | 689,509 | 5,261 | |
* | Carrols Restaurant Group Inc. | 398,032 | 5,258 |
* | Unifi Inc. | 177,860 | 5,234 |
* | Iconix Brand Group Inc. | 630,701 | 5,121 |
*,^ Zoe's Kitchen Inc. | 223,267 | 4,954 | |
Blue Nile Inc. | 143,515 | 4,940 | |
* | Global Eagle Entertainment Inc. | 585,661 | 4,867 |
Haverty Furniture Cos. Inc. | 240,985 | 4,829 | |
* | Biglari Holdings Inc. | 11,009 | 4,800 |
Libbey Inc. | 261,152 | 4,662 | |
* | Regis Corp. | 371,319 | 4,660 |
Ruth's Hospitality Group Inc. | 329,380 | 4,651 | |
* | tronc Inc. | 272,226 | 4,595 |
* | FTD Cos. Inc. | 223,013 | 4,587 |
Shoe Carnival Inc. | 170,147 | 4,536 | |
* | Party City Holdco Inc. | 262,193 | 4,489 |
Movado Group Inc. | 204,563 | 4,394 | |
*,^ Sequential Brands Group Inc. | 548,420 | 4,387 | |
*,^ Chegg Inc. | 617,643 | 4,379 | |
* | Barnes & Noble Education Inc. | 457,148 | 4,375 |
* | Zumiez Inc. | 237,569 | 4,276 |
* | William Lyon Homes Class A | 230,385 | 4,274 |
Pier 1 Imports Inc. | 1,007,721 | 4,273 | |
* | Horizon Global Corp. | 212,346 | 4,232 |
* | Del Taco Restaurants Inc. | 350,549 | 4,179 |
Spartan Motors Inc. | 433,628 | 4,154 | |
Fred's Inc. Class A | 446,573 | 4,046 | |
Carriage Services Inc. Class A | 167,901 | 3,971 | |
* | Beazer Homes USA Inc. | 332,805 | 3,880 |
* | Sportsman's Warehouse Holdings Inc. | 368,856 | 3,880 |
* | American Public Education Inc. | 193,583 | 3,835 |
Flexsteel Industries Inc. | 73,959 | 3,825 | |
* | Del Frisco's Restaurant Group Inc. | 281,862 | 3,797 |
* | Vera Bradley Inc. | 248,771 | 3,769 |
* | Federal-Mogul Holdings Corp. | 388,235 | 3,731 |
* | Eldorado Resorts Inc. | 260,162 | 3,658 |
Citi Trends Inc. | 180,795 | 3,603 | |
Entercom Communications Corp. Class A | 276,874 | 3,583 | |
Culp Inc. | 118,022 | 3,514 | |
* | America's Car-Mart Inc. | 96,311 | 3,505 |
NACCO Industries Inc. Class A | 50,841 | 3,455 | |
Hooker Furniture Corp. | 137,969 | 3,379 | |
* | Potbelly Corp. | 269,076 | 3,345 |
* | Ascent Capital Group Inc. Class A | 141,313 | 3,274 |
Big 5 Sporting Goods Corp. | 238,666 | 3,251 | |
* | Overstock.com Inc. | 212,142 | 3,250 |
*,^ Weight Watchers International Inc. | 312,758 | 3,228 | |
* | 1-800-Flowers.com Inc. Class A | 345,223 | 3,166 |
* | Century Communities Inc. | 147,020 | 3,162 |
* | Malibu Boats Inc. Class A | 210,718 | 3,140 |
* | Monarch Casino & Resort Inc. | 123,062 | 3,097 |
*,^ Conn's Inc. | 296,536 | 3,060 | |
* | Tuesday Morning Corp. | 510,730 | 3,054 |
Bassett Furniture Industries Inc. | 126,770 | 2,947 | |
* | El Pollo Loco Holdings Inc. | 232,062 | 2,922 |
*,^ Lands' End Inc. | 192,120 | 2,786 | |
* | Duluth Holdings Inc. | 99,789 | 2,645 |
* | Perry Ellis International Inc. | 135,400 | 2,611 |
Saga Communications Inc. Class A | 57,379 | 2,602 | |
* | ZAGG Inc. | 315,518 | 2,556 |
Arctic Cat Inc. | 159,667 | 2,473 | |
Marine Products Corp. | 269,024 | 2,413 | |
Speedway Motorsports Inc. | 134,817 | 2,408 | |
*,^ Hovnanian Enterprises Inc. Class A | 1,370,470 | 2,316 | |
Stein Mart Inc. | 362,419 | 2,301 | |
CSS Industries Inc. | 89,843 | 2,298 | |
Metaldyne Performance Group Inc. | 144,026 | 2,283 | |
* | Kirkland's Inc. | 187,414 | 2,283 |
Winmark Corp. | 21,327 | 2,250 | |
* | Lee Enterprises Inc. | 597,222 | 2,240 |
* | Habit Restaurants Inc. Class A | 158,475 | 2,219 |
* | Green Brick Partners Inc. | 268,113 | 2,215 |
* | Daily Journal Corp. | 10,100 | 2,212 |
Collectors Universe Inc. | 118,079 | 2,188 | |
*,^ Intrawest Resorts Holdings Inc. | 132,424 | 2,148 | |
* | Reading International Inc. Class A | 158,217 | 2,112 |
A H Belo Corp. Class A | 280,464 | 2,061 | |
*,^ JAKKS Pacific Inc. | 238,338 | 2,059 | |
* | Nathan's Famous Inc. | 38,916 | 2,045 |
*,^ Central European Media Enterprises Ltd. Class A | 884,780 | 2,044 | |
* | Lindblad Expeditions Holdings Inc. | 226,520 | 2,039 |
* | At Home Group Inc. | 134,099 | 2,032 |
*,^ Jamba Inc. | 185,030 | 2,021 | |
* | Ruby Tuesday Inc. | 773,282 | 1,933 |
* | Destination XL Group Inc. | 439,891 | 1,905 |
* | Build-A-Bear Workshop Inc. | 182,161 | 1,887 |
Clear Channel Outdoor Holdings Inc. Class A | 321,348 | 1,877 | |
* | Century Casinos Inc. | 268,955 | 1,858 |
Lifetime Brands Inc. | 132,495 | 1,783 | |
Strattec Security Corp. | 50,484 | 1,782 | |
Stage Stores Inc. | 316,888 | 1,778 | |
* | Boot Barn Holdings Inc. | 152,730 | 1,738 |
Johnson Outdoors Inc. Class A | 47,076 | 1,712 | |
* | Bojangles' Inc. | 105,615 | 1,686 |
Weyco Group Inc. | 59,398 | 1,596 | |
Superior Uniform Group Inc. | 77,771 | 1,539 | |
* | Gaia Inc. Class A | 211,360 | 1,522 |
* | Black Diamond Inc. | 295,479 | 1,519 |
* | West Marine Inc. | 183,104 | 1,514 |
Escalade Inc. | 117,888 | 1,504 | |
* | Kona Grill Inc. | 115,745 | 1,455 |
* | Skullcandy Inc. | 228,165 | 1,447 |
* | Red Lion Hotels Corp. | 171,677 | 1,432 |
* | Bridgepoint Education Inc. | 204,954 | 1,408 |
RCI Hospitality Holdings Inc. | 122,057 | 1,407 | |
* | Vince Holding Corp. | 245,330 | 1,384 |
* | Ballantyne Strong Inc. | 193,171 | 1,352 |
*,^ Vuzix Corp. | 150,381 | 1,332 | |
* | Tilly's Inc. Class A | 139,432 | 1,309 |
* | New Home Co. Inc. | 115,752 | 1,235 |
Golden Entertainment Inc. | 99,041 | 1,235 | |
*,^ Noodles & Co. Class A | 257,463 | 1,226 | |
* | J Alexander's Holdings Inc. | 120,368 | 1,219 |
* | EVINE Live Inc. | 523,475 | 1,199 |
Destination Maternity Corp. | 164,998 | 1,168 | |
* | Delta Apparel Inc. | 69,689 | 1,147 |
* | Cherokee Inc. | 109,465 | 1,127 |
Ark Restaurants Corp. | 47,616 | 1,081 | |
McClatchy Co. Class A | 66,695 | 1,076 | |
* | Container Store Group Inc. | 207,399 | 1,041 |
* | VOXX International Corp. Class A | 346,448 | 1,036 |
* | Skyline Corp. | 72,077 | 987 |
Rocky Brands Inc. | 93,094 | 984 | |
Liberty Tax Inc. | 76,223 | 974 | |
Harte-Hanks Inc. | 573,424 | 929 | |
* | Radio One Inc. | 297,981 | 903 |
* | Morgans Hotel Group Co. | 435,297 | 879 |
MCBC Holdings Inc. | 76,739 | 875 | |
* | Cambium Learning Group Inc. | 157,605 | 856 |
* | Bravo Brio Restaurant Group Inc. | 176,170 | 842 |
* | Papa Murphy's Holdings Inc. | 129,830 | 837 |
* | Luby's Inc. | 194,885 | 836 |
*,^ Hemisphere Media Group Inc. Class A | 60,597 | 773 | |
* | Lakeland Industries Inc. | 76,541 | 762 |
* | Town Sports International Holdings Inc. | 245,271 | 758 |
* | Dixie Group Inc. | 150,034 | 750 |
*,^ Empire Resorts Inc. | 35,689 | 722 | |
* | Sears Hometown and Outlet Stores Inc. | 145,442 | 717 |
Beasley Broadcast Group Inc. Class A | 130,514 | 709 | |
* | New York & Co. Inc. | 309,959 | 700 |
* | Insignia Systems Inc. | 292,858 | 688 |
* | Trans World Entertainment Corp. | 197,775 | 682 |
* | Christopher & Banks Corp. | 467,863 | 678 |
* | Fogo De Chao Inc. | 62,923 | 665 |
*,^ Workhorse Group Inc. | 90,478 | 655 | |
* | Tandy Leather Factory Inc. | 80,953 | 620 |
* | Lincoln Educational Services Corp. | 279,769 | 615 |
Dover Motorsports Inc. | 247,503 | 611 | |
* | Famous Dave's of America Inc. | 105,884 | 580 |
* | Cumulus Media Inc. Class A | 1,749,250 | 577 |
* | Shiloh Industries Inc. | 78,537 | 555 |
* | Townsquare Media Inc. Class A | 58,359 | 545 |
Universal Technical Institute Inc. | 267,298 | 476 | |
* | UCP Inc. | 46,384 | 409 |
Salem Media Group Inc. Class A | 69,358 | 408 | |
* | Full House Resorts Inc. | 227,501 | 407 |
* | US Auto Parts Network Inc. | 114,101 | 375 |
Emmis Communications Corp. Class A | 88,410 | 358 | |
*,^ hhgregg Inc. | 180,715 | 333 | |
*,^ Nova Lifestyle Inc. | 91,256 | 331 | |
*,^ Rave Restaurant Group Inc. | 105,122 | 317 | |
*,^ bebe stores inc | 425,432 | 298 | |
* | Gaming Partners International Corp. | 27,841 | 295 |
* | Summer Infant Inc. | 135,595 | 293 |
* | Spanish Broadcasting System Inc. | 73,034 | 280 |
* | Dover Downs Gaming & Entertainment Inc. | 250,438 | 275 |
*,^ Live Ventures Inc. | 141,774 | 271 | |
Crown Crafts Inc. | 26,165 | 265 | |
* | Fenix Parts Inc. | 64,727 | 256 |
*,^ Forward Industries Inc. | 171,427 | 255 | |
* | Emerson Radio Corp. | 249,112 | 254 |
*,^ Good Times Restaurants Inc. | 73,036 | 251 | |
* | Turtle Beach Corp. | 181,735 | 238 |
Bon-Ton Stores Inc. | 134,140 | 229 | |
Stanley Furniture Co. Inc. | 127,129 | 228 | |
* | UQM Technologies Inc. | 353,941 | 218 |
* | Charles & Colvard Ltd. | 184,730 | 214 |
Educational Development Corp. | 18,243 | 208 | |
Peak Resorts Inc. | 35,795 | 182 | |
* | Cinedigm Corp. Class A | 82,517 | 162 |
* | Perfumania Holdings Inc. | 66,167 | 144 |
*,^ Clean Diesel Technologies Inc. | 39,074 | 144 | |
* | Differential Brands Group Inc. | 24,360 | 135 |
* | CafePress Inc. | 40,283 | 129 |
*,^ Chanticleer Holdings Inc. | 198,489 | 109 | |
* | Gordmans Stores Inc. | 112,537 | 98 |
* | Sypris Solutions Inc. | 88,213 | 91 |
* | NTN Buzztime Inc. | 9,187 | 63 |
* | JRjr33 Inc. | 50,630 | 61 |
* | Nevada Gold & Casinos Inc. | 33,200 | 59 |
AMCON Distributing Co. | 622 | 57 | |
* | Ignite Restaurant Group Inc. | 75,700 | 50 |
* | RLJ Entertainment Inc. | 21,254 | 46 |
* | Cosi Inc. | 563,762 | 40 |
* | SPAR Group Inc. | 33,227 | 36 |
*,^ Comstock Holding Cos. Inc. Class A | 17,945 | 33 | |
Flanigan's Enterprises Inc. | 1,352 | 32 | |
Unique Fabricating Inc. | 2,584 | 32 | |
* | Appliance Recycling Centers of America Inc. | 24,098 | 24 |
* | Diversified Restaurant Holdings Inc. | 10,100 | 12 |
* | Entertainment Gaming Asia Inc. | 5,940 | 11 |
* | AG&E Holdings Inc. | 32,460 | 9 |
* | Koss Corp. | 3,992 | 9 |
*,^ ITT Educational Services Inc. | 133,910 | 6 | |
P&F Industries Inc. Class A | 574 | 5 | |
Canterbury Park Holding Corp. | 209 | 2 | |
* | Here Media Inc. | 12,670 | — |
* | Here Media Inc. | 12,670 | — |
6,697,041 | |||
Consumer Staples (3.5%) | |||
* | WhiteWave Foods Co. Class A | 2,014,136 | 109,629 |
Ingredion Inc. | 822,562 | 109,450 | |
Bunge Ltd. | 1,583,784 | 93,808 | |
* | Rite Aid Corp. | 12,063,257 | 92,766 |
Pinnacle Foods Inc. | 1,322,166 | 66,333 | |
* | Post Holdings Inc. | 738,642 | 57,001 |
* | TreeHouse Foods Inc. | 635,935 | 55,447 |
Casey's General Stores Inc. | 449,072 | 53,956 | |
* | Edgewell Personal Care Co. | 666,467 | 52,997 |
*,^ Herbalife Ltd. | 790,274 | 48,989 |
* | Hain Celestial Group Inc. | 1,170,631 | 41,651 |
Nu Skin Enterprises Inc. Class A | 592,164 | 38,360 | |
Spectrum Brands Holdings Inc. | 276,009 | 38,004 | |
B&G Foods Inc. | 755,167 | 37,139 | |
Energizer Holdings Inc. | 713,338 | 35,638 | |
* | Sprouts Farmers Market Inc. | 1,578,484 | 32,596 |
Snyder's-Lance Inc. | 963,872 | 32,367 | |
Flowers Foods Inc. | 2,107,747 | 31,869 | |
Lancaster Colony Corp. | 225,756 | 29,820 | |
Avon Products Inc. | 5,014,614 | 28,383 | |
* | Darling Ingredients Inc. | 1,887,285 | 25,497 |
Vector Group Ltd. | 1,179,771 | 25,400 | |
*,^ Blue Buffalo Pet Products Inc. | 1,068,001 | 25,376 | |
* | HRG Group Inc. | 1,561,941 | 24,522 |
* | United Natural Foods Inc. | 580,622 | 23,248 |
Fresh Del Monte Produce Inc. | 373,018 | 22,344 | |
Sanderson Farms Inc. | 228,873 | 22,047 | |
PriceSmart Inc. | 259,570 | 21,742 | |
J&J Snack Foods Corp. | 176,733 | 21,052 | |
WD-40 Co. | 165,852 | 18,647 | |
Dean Foods Co. | 1,051,062 | 17,237 | |
* | Boston Beer Co. Inc. Class A | 102,177 | 15,864 |
* | SUPERVALU Inc. | 3,062,446 | 15,282 |
Universal Corp. | 260,952 | 15,193 | |
^ | Pilgrim's Pride Corp. | 667,857 | 14,105 |
^ | Cal-Maine Foods Inc. | 336,780 | 12,979 |
SpartanNash Co. | 433,040 | 12,524 | |
* | US Foods Holding Corp. | 525,839 | 12,415 |
* | Central Garden & Pet Co. Class A | 499,050 | 12,376 |
Calavo Growers Inc. | 173,431 | 11,348 | |
* | Seaboard Corp. | 3,239 | 11,142 |
Andersons Inc. | 304,333 | 11,011 | |
* | Performance Food Group Co. | 411,486 | 10,205 |
Weis Markets Inc. | 161,105 | 8,539 | |
* | USANA Health Sciences Inc. | 61,291 | 8,480 |
Coca-Cola Bottling Co. Consolidated | 54,115 | 8,018 | |
^ | Tootsie Roll Industries Inc. | 205,630 | 7,573 |
Inter Parfums Inc. | 199,822 | 6,448 | |
*,^ National Beverage Corp. | 142,349 | 6,270 | |
Ingles Markets Inc. Class A | 153,904 | 6,085 | |
MGP Ingredients Inc. | 148,728 | 6,026 | |
* | Omega Protein Corp. | 252,358 | 5,898 |
* | AdvancePierre Foods Holdings Inc. | 209,392 | 5,771 |
* | Revlon Inc. Class A | 151,894 | 5,587 |
*,^ Amplify Snack Brands Inc. | 331,287 | 5,367 | |
John B Sanfilippo & Son Inc. | 99,670 | 5,116 | |
Medifast Inc. | 128,793 | 4,867 | |
* | Landec Corp. | 315,739 | 4,234 |
* | Smart & Final Stores Inc. | 328,248 | 4,192 |
* | Nutraceutical International Corp. | 106,636 | 3,331 |
* | Farmer Brothers Co. | 91,137 | 3,240 |
* | Primo Water Corp. | 264,767 | 3,212 |
Orchids Paper Products Co. | 110,888 | 3,019 | |
* | Seneca Foods Corp. Class A | 87,060 | 2,459 |
* | Chefs' Warehouse Inc. | 219,154 | 2,441 |
Village Super Market Inc. Class A | 75,717 | 2,424 | |
Oil-Dri Corp. of America | 59,884 | 2,254 |
^ | Natural Health Trends Corp. | 77,093 | 2,179 |
* | Alliance One International Inc. | 113,204 | 2,164 |
* | Inventure Foods Inc. | 221,995 | 2,087 |
^ | Limoneira Co. | 109,203 | 2,064 |
* | Craft Brew Alliance Inc. | 106,122 | 1,998 |
* | Freshpet Inc. | 210,347 | 1,820 |
* | Lifeway Foods Inc. | 91,516 | 1,550 |
* | Lifevantage Corp. | 158,701 | 1,501 |
* | Natural Grocers by Vitamin Cottage Inc. | 121,831 | 1,360 |
Nature's Sunshine Products Inc. | 78,985 | 1,264 | |
* | Turning Point Brands Inc. | 99,500 | 1,196 |
Rocky Mountain Chocolate Factory Inc. | 112,209 | 1,176 | |
Alico Inc. | 41,644 | 1,119 | |
*,^ 22nd Century Group Inc. | 677,511 | 982 | |
* | S&W Seed Co. | 187,314 | 955 |
* | Natural Alternatives International Inc. | 66,808 | 878 |
United-Guardian Inc. | 57,249 | 834 | |
* | Synutra International Inc. | 190,133 | 810 |
* | Castle Brands Inc. | 518,754 | 452 |
* | Female Health Co. | 275,830 | 337 |
* | elf Beauty Inc. | 10,779 | 303 |
* | Central Garden & Pet Co. | 11,261 | 293 |
Mannatech Inc. | 11,471 | 206 | |
* | Reed's Inc. | 54,280 | 203 |
* | Coffee Holding Co. Inc. | 31,553 | 175 |
Golden Enterprises Inc. | 9,050 | 109 | |
*,^ DS Healthcare Group Inc. | 104,494 | 69 | |
* | Crystal Rock Holdings Inc. | 42,584 | 38 |
* | Reliv International Inc. | 45,472 | 31 |
* | RiceBran Technologies | 20,529 | 28 |
*,^ Arcadia Biosciences Inc. | 6,213 | 12 | |
* | Tofutti Brands Inc. | 3,498 | 9 |
Ocean Bio-Chem Inc. | 1,300 | 4 | |
* | MYOS RENS Technology Inc. | 1,200 | 2 |
1,636,818 | |||
Energy (4.0%) | |||
* | Cheniere Energy Inc. | 2,671,167 | 116,463 |
Targa Resources Corp. | 1,897,169 | 93,170 | |
* | Diamondback Energy Inc. | 888,435 | 85,769 |
Energen Corp. | 1,100,606 | 63,527 | |
* | Weatherford International plc | 10,194,530 | 57,293 |
* | Parsley Energy Inc. Class A | 1,667,587 | 55,881 |
Core Laboratories NV | 496,052 | 55,722 | |
QEP Resources Inc. | 2,736,937 | 53,452 | |
* | WPX Energy Inc. | 3,886,715 | 51,266 |
* | Continental Resources Inc. | 977,680 | 50,800 |
HollyFrontier Corp. | 2,007,164 | 49,176 | |
* | Rice Energy Inc. | 1,734,354 | 45,284 |
* | Antero Resources Corp. | 1,597,497 | 43,053 |
* | PDC Energy Inc. | 638,228 | 42,800 |
* | Gulfport Energy Corp. | 1,423,543 | 40,215 |
Nabors Industries Ltd. | 3,233,791 | 39,323 | |
CONSOL Energy Inc. | 2,002,459 | 38,447 | |
SM Energy Co. | 987,315 | 38,091 | |
Patterson-UTI Energy Inc. | 1,679,379 | 37,568 | |
World Fuel Services Corp. | 799,107 | 36,967 | |
US Silica Holdings Inc. | 724,821 | 33,748 |
* | RSP Permian Inc. | 821,152 | 31,844 |
Superior Energy Services Inc. | 1,733,884 | 31,037 | |
Oceaneering International Inc. | 1,088,959 | 29,957 | |
Ensco plc Class A | 3,486,778 | 29,638 | |
* | Whiting Petroleum Corp. | 3,210,233 | 28,057 |
* | Callon Petroleum Co. | 1,777,763 | 27,911 |
PBF Energy Inc. Class A | 1,138,986 | 25,787 | |
* | Carrizo Oil & Gas Inc. | 628,685 | 25,537 |
* | Matador Resources Co. | 986,933 | 24,022 |
* | Oasis Petroleum Inc. | 2,083,916 | 23,902 |
Western Refining Inc. | 894,611 | 23,671 | |
* | Dril-Quip Inc. | 410,810 | 22,899 |
SemGroup Corp. Class A | 647,102 | 22,882 | |
Rowan Cos. plc Class A | 1,452,022 | 22,013 | |
* | Laredo Petroleum Inc. | 1,608,897 | 20,755 |
* | Oil States International Inc. | 593,445 | 18,735 |
Noble Corp. plc | 2,804,680 | 17,782 | |
* | Synergy Resources Corp. | 2,281,169 | 15,808 |
* | Forum Energy Technologies Inc. | 756,482 | 15,024 |
*,^ Denbury Resources Inc. | 4,636,289 | 14,975 | |
* | McDermott International Inc. | 2,721,709 | 13,636 |
Diamond Offshore Drilling Inc. | 738,000 | 12,996 | |
* | Kosmos Energy Ltd. | 1,778,127 | 11,398 |
* | SEACOR Holdings Inc. | 190,453 | 11,330 |
* | Unit Corp. | 593,915 | 11,047 |
Delek US Holdings Inc. | 637,156 | 11,016 | |
Green Plains Inc. | 414,467 | 10,859 | |
Archrock Inc. | 809,370 | 10,587 | |
*,^ RPC Inc. | 612,280 | 10,286 | |
*,^ Fairmount Santrol Holdings Inc. | 1,120,689 | 9,503 | |
* | Helix Energy Solutions Group Inc. | 1,163,779 | 9,462 |
* | Newpark Resources Inc. | 1,018,875 | 7,499 |
* | TETRA Technologies Inc. | 1,040,016 | 6,354 |
*,^ Clayton Williams Energy Inc. | 71,658 | 6,122 | |
^ | California Resources Corp. | 486,995 | 6,087 |
*,^ Sanchez Energy Corp. | 680,877 | 6,019 | |
* | Matrix Service Co. | 314,606 | 5,902 |
^ | Atwood Oceanics Inc. | 677,080 | 5,884 |
* | REX American Resources Corp. | 66,004 | 5,594 |
Bristow Group Inc. | 395,372 | 5,543 | |
* | Exterran Corp. | 322,204 | 5,052 |
* | Cobalt International Energy Inc. | 3,990,954 | 4,949 |
* | Ring Energy Inc. | 443,890 | 4,861 |
* | Par Pacific Holdings Inc. | 366,649 | 4,796 |
* | Gener8 Maritime Inc. | 934,485 | 4,785 |
* | Clean Energy Fuels Corp. | 1,043,198 | 4,663 |
* | Overseas Shipholding Group Inc. Class A | 431,330 | 4,559 |
Tesco Corp. | 530,827 | 4,332 | |
* | Cloud Peak Energy Inc. | 747,540 | 4,067 |
* | Bill Barrett Corp. | 702,875 | 3,908 |
*,^ Resolute Energy Corp. | 149,262 | 3,890 | |
* | Natural Gas Services Group Inc. | 144,928 | 3,564 |
*,^ Renewable Energy Group Inc. | 407,510 | 3,452 | |
* | Eclipse Resources Corp. | 1,027,576 | 3,381 |
* | Parker Drilling Co. | 1,532,888 | 3,326 |
* | Geospace Technologies Corp. | 163,879 | 3,192 |
Panhandle Oil and Gas Inc. Class A | 181,758 | 3,186 |
* | Pacific Ethanol Inc. | 460,477 | 3,182 |
* | Pioneer Energy Services Corp. | 763,927 | 3,086 |
^ | Frank's International NV | 227,604 | 2,959 |
Alon USA Energy Inc. | 366,220 | 2,952 | |
CVR Energy Inc. | 193,076 | 2,659 | |
* | Contango Oil & Gas Co. | 258,216 | 2,639 |
CARBO Ceramics Inc. | 230,947 | 2,527 | |
* | Abraxas Petroleum Corp. | 1,381,855 | 2,335 |
* | RigNet Inc. | 150,584 | 2,277 |
* | EXCO Resources Inc. | 2,123,260 | 2,272 |
*,^ EP Energy Corp. Class A | 510,110 | 2,234 | |
* | Jones Energy Inc. Class A | 598,539 | 2,131 |
*,^ Hornbeck Offshore Services Inc. | 374,080 | 2,057 | |
* | Westmoreland Coal Co. | 218,357 | 1,935 |
Evolution Petroleum Corp. | 298,055 | 1,872 | |
* | Era Group Inc. | 227,195 | 1,829 |
* | Independence Contract Drilling Inc. | 346,610 | 1,820 |
Gulf Island Fabrication Inc. | 195,250 | 1,796 | |
* | Dawson Geophysical Co. | 232,419 | 1,773 |
*,^ Northern Oil and Gas Inc. | 638,867 | 1,712 | |
Hallador Energy Co. | 211,007 | 1,663 | |
^ | Tidewater Inc. | 566,440 | 1,597 |
*,^ Approach Resources Inc. | 435,745 | 1,473 | |
* | PHI Inc. | 75,566 | 1,379 |
*,^ Uranium Energy Corp. | 1,380,983 | 1,363 | |
* | Lonestar Resources US Inc. Class A | 117,371 | 1,197 |
* | Willbros Group Inc. | 554,744 | 1,043 |
^ | Comstock Resources Inc. | 125,310 | 957 |
* | Gastar Exploration Inc. | 1,112,117 | 939 |
Adams Resources & Energy Inc. | 22,174 | 872 | |
*,^ W&T Offshore Inc. | 485,569 | 855 | |
* | PHI Inc. | 46,265 | 841 |
*,^ Stone Energy Corp. | 65,563 | 779 | |
* | Synthesis Energy Systems Inc. | 639,776 | 774 |
* | ION Geophysical Corp. | 105,367 | 722 |
* | VAALCO Energy Inc. | 724,826 | 673 |
* | PetroQuest Energy Inc. | 187,393 | 648 |
*,^ Gevo Inc. | 1,300,914 | 627 | |
* | Isramco Inc. | 7,288 | 608 |
* | Gulfmark Offshore Inc. | 316,042 | 531 |
*,^ Bonanza Creek Energy Inc. | 512,901 | 523 | |
*,^ Erin Energy Corp. | 222,069 | 522 | |
* | Aspen Aerogels Inc. | 82,311 | 491 |
* | Mitcham Industries Inc. | 148,174 | 489 |
*,^ Rex Energy Corp. | 805,173 | 470 | |
* | Amyris Inc. | 740,461 | 429 |
*,^ Basic Energy Services Inc. | 501,709 | 416 | |
*,^ Harvest Natural Resources Inc. | 490,303 | 394 | |
* | Earthstone Energy Inc. | 45,134 | 388 |
*,^ Magellan Petroleum Corp. | 64,025 | 351 | |
* | Zion Oil & Gas Inc. | 240,958 | 337 |
* | Centrus Energy Corp. Class A | 70,985 | 284 |
* | Profire Energy Inc. | 187,943 | 235 |
*,^ Triangle Petroleum Corp. | 813,997 | 224 | |
*,^ PrimeEnergy Corp. | 3,726 | 216 | |
* | TransAtlantic Petroleum Ltd. | 171,049 | 209 |
*,^ Vertex Energy Inc. | 151,434 | 174 |
* | Torchlight Energy Resources Inc. | 131,560 | 143 |
US Energy Corp. Wyoming | 49,019 | 86 | |
* | Barnwell Industries Inc. | 48,034 | 79 |
* | Tengasco Inc. | 55,819 | 64 |
*,^ Uranium Resources Inc. | 47,514 | 61 | |
*,^ Lucas Energy Inc. | 19,861 | 60 | |
*,^ New Concept Energy Inc. | 12,255 | 37 | |
* | ENGlobal Corp. | 21,344 | 32 |
* | Enservco Corp. | 47,023 | 27 |
*,^ Glori Energy Inc. | 245,186 | 22 | |
* | FieldPoint Petroleum Corp. | 35,776 | 20 |
* | Aemetis Inc. | 17,273 | 20 |
* | Yuma Energy Inc. | 57,924 | 14 |
* | PEDEVCO Corp. | 40,105 | 7 |
*,^ Superior Drilling Products Inc. | 6,778 | 6 | |
* | Eco-Stim Energy Solutions Inc. | 1,481 | 3 |
*,^ EnerJex Resources Inc. | 5,531 | 2 | |
* | FieldPoint Petroleum Corp. Warrants Exp 03/23/2017 | 33,558 | 1 |
*,^ Forbes Energy Services Ltd. | 4 | — | |
1,919,762 | |||
Financials (15.7%) | |||
* | Markel Corp. | 158,912 | 147,593 |
First Republic Bank | 1,693,269 | 130,568 | |
Annaly Capital Management Inc. | 11,511,497 | 120,871 | |
FNF Group | 3,100,695 | 114,447 | |
* | Arch Capital Group Ltd. | 1,390,668 | 110,224 |
Ally Financial Inc. | 5,449,439 | 106,101 | |
TD Ameritrade Holding Corp. | 2,741,636 | 96,615 | |
* | Alleghany Corp. | 173,940 | 91,322 |
Everest Re Group Ltd. | 472,485 | 89,758 | |
MSCI Inc. Class A | 1,055,477 | 88,597 | |
Raymond James Financial Inc. | 1,421,271 | 82,732 | |
CIT Group Inc. | 2,246,489 | 81,548 | |
New York Community Bancorp Inc. | 5,575,467 | 79,339 | |
Reinsurance Group of America Inc. Class A | 729,034 | 78,692 | |
FactSet Research Systems Inc. | 458,765 | 74,366 | |
American Capital Agency Corp. | 3,737,172 | 73,024 | |
* | Signature Bank | 605,066 | 71,670 |
MarketAxess Holdings Inc. | 425,728 | 70,496 | |
SEI Investments Co. | 1,539,592 | 70,221 | |
* | SVB Financial Group | 601,335 | 66,472 |
Voya Financial Inc. | 2,257,729 | 65,068 | |
WR Berkley Corp. | 1,107,746 | 63,983 | |
CBOE Holdings Inc. | 945,245 | 61,299 | |
Starwood Property Trust Inc. | 2,700,786 | 60,822 | |
American Financial Group Inc. | 806,686 | 60,501 | |
East West Bancorp Inc. | 1,615,241 | 59,296 | |
PacWest Bancorp | 1,334,330 | 57,256 | |
Axis Capital Holdings Ltd. | 1,036,603 | 56,319 | |
RenaissanceRe Holdings Ltd. | 455,624 | 54,748 | |
Lazard Ltd. Class A | 1,470,546 | 53,469 | |
Eaton Vance Corp. | 1,290,059 | 50,377 | |
First American Financial Corp. | 1,241,669 | 48,773 | |
Brown & Brown Inc. | 1,280,255 | 48,278 | |
White Mountains Insurance Group Ltd. | 58,154 | 48,268 | |
Old Republic International Corp. | 2,735,426 | 48,198 | |
Commerce Bancshares Inc. | 954,959 | 47,041 |
Endurance Specialty Holdings Ltd. | 706,509 | 46,241 | |
Validus Holdings Ltd. | 924,298 | 46,049 | |
Synovus Financial Corp. | 1,410,590 | 45,886 | |
Popular Inc. | 1,190,742 | 45,510 | |
^ | Cullen/Frost Bankers Inc. | 619,893 | 44,595 |
Prosperity Bancshares Inc. | 773,300 | 42,446 | |
Investors Bancorp Inc. | 3,491,745 | 41,936 | |
PrivateBancorp Inc. | 901,058 | 41,377 | |
Allied World Assurance Co. Holdings AG | 1,012,690 | 40,933 | |
First Horizon National Corp. | 2,639,881 | 40,205 | |
Assured Guaranty Ltd. | 1,446,259 | 40,134 | |
Bank of the Ozarks Inc. | 1,042,012 | 40,013 | |
Webster Financial Corp. | 1,039,580 | 39,514 | |
New Residential Investment Corp. | 2,860,372 | 39,502 | |
* | Western Alliance Bancorp | 1,046,231 | 39,276 |
Umpqua Holdings Corp. | 2,528,759 | 38,058 | |
Hanover Insurance Group Inc. | 487,189 | 36,744 | |
BankUnited Inc. | 1,192,205 | 36,005 | |
Bank of Hawaii Corp. | 492,514 | 35,766 | |
Chemical Financial Corp. | 804,526 | 35,504 | |
* | SLM Corp. | 4,700,998 | 35,116 |
Two Harbors Investment Corp. | 4,011,314 | 34,217 | |
Radian Group Inc. | 2,481,685 | 33,627 | |
Associated Banc-Corp | 1,715,916 | 33,615 | |
Wintrust Financial Corp. | 589,610 | 32,765 | |
AmTrust Financial Services Inc. | 1,216,527 | 32,639 | |
Aspen Insurance Holdings Ltd. | 692,494 | 32,263 | |
MFA Financial Inc. | 4,278,508 | 32,003 | |
Federated Investors Inc. Class B | 1,061,986 | 31,467 | |
Blackstone Mortgage Trust Inc. Class A | 1,065,811 | 31,388 | |
ProAssurance Corp. | 595,374 | 31,245 | |
MB Financial Inc. | 817,756 | 31,107 | |
First Citizens BancShares Inc. | 105,751 | 31,079 | |
* | MGIC Investment Corp. | 3,841,956 | 30,736 |
IBERIABANK Corp. | 453,778 | 30,458 | |
Chimera Investment Corp. | 1,909,221 | 30,452 | |
RLI Corp. | 440,969 | 30,145 | |
FNB Corp. | 2,441,620 | 30,032 | |
CNO Financial Group Inc. | 1,953,305 | 29,827 | |
Home BancShares Inc. | 1,423,457 | 29,622 | |
* | Texas Capital Bancshares Inc. | 537,570 | 29,523 |
* | Stifel Financial Corp. | 760,349 | 29,235 |
United Bankshares Inc. | 773,293 | 29,130 | |
Fulton Financial Corp. | 1,997,140 | 28,998 | |
*,^ Credit Acceptance Corp. | 143,278 | 28,809 | |
UMB Financial Corp. | 482,804 | 28,703 | |
Hancock Holding Co. | 884,218 | 28,675 | |
First Financial Bankshares Inc. | 780,503 | 28,442 | |
* | Genworth Financial Inc. Class A | 5,719,433 | 28,368 |
NorthStar Asset Management Group Inc. | 2,191,933 | 28,342 | |
TCF Financial Corp. | 1,938,712 | 28,131 | |
Washington Federal Inc. | 1,043,404 | 27,838 | |
Primerica Inc. | 522,064 | 27,685 | |
Selective Insurance Group Inc. | 672,472 | 26,805 | |
Cathay General Bancorp | 857,901 | 26,406 | |
^ | LPL Financial Holdings Inc. | 881,983 | 26,380 |
Valley National Bancorp | 2,709,664 | 26,365 |
Interactive Brokers Group Inc. | 739,054 | 26,066 | |
* | FirstCash Inc. | 549,226 | 25,858 |
* | Hope Bancorp Inc. | 1,481,808 | 25,739 |
Pinnacle Financial Partners Inc. | 470,424 | 25,441 | |
Glacier Bancorp Inc. | 885,000 | 25,240 | |
Community Bank System Inc. | 522,690 | 25,147 | |
Sterling Bancorp | 1,369,735 | 23,970 | |
Erie Indemnity Co. Class A | 232,941 | 23,776 | |
Colony Capital Inc. Class A | 1,301,262 | 23,722 | |
Mercury General Corp. | 431,215 | 23,652 | |
Evercore Partners Inc. Class A | 449,730 | 23,166 | |
Janus Capital Group Inc. | 1,642,946 | 23,018 | |
Great Western Bancorp Inc. | 672,463 | 22,406 | |
BancorpSouth Inc. | 965,645 | 22,403 | |
Columbia Banking System Inc. | 683,861 | 22,376 | |
*,^ LendingClub Corp. | 3,601,241 | 22,256 | |
* | Essent Group Ltd. | 830,254 | 22,093 |
Kemper Corp. | 556,353 | 21,876 | |
EverBank Financial Corp. | 1,120,785 | 21,698 | |
South State Corp. | 287,369 | 21,564 | |
Trustmark Corp. | 776,674 | 21,405 | |
Old National Bancorp | 1,499,973 | 21,090 | |
Capitol Federal Financial Inc. | 1,474,028 | 20,740 | |
* | Enstar Group Ltd. | 125,768 | 20,685 |
CVB Financial Corp. | 1,171,509 | 20,630 | |
* | Hilltop Holdings Inc. | 915,961 | 20,572 |
Invesco Mortgage Capital Inc. | 1,301,964 | 19,829 | |
BGC Partners Inc. Class A | 2,215,891 | 19,389 | |
Argo Group International Holdings Ltd. | 334,255 | 18,859 | |
International Bancshares Corp. | 630,729 | 18,783 | |
* | PRA Group Inc. | 536,970 | 18,547 |
* | OneMain Holdings Inc. Class A | 595,256 | 18,423 |
First Midwest Bancorp Inc. | 950,176 | 18,395 | |
Northwest Bancshares Inc. | 1,170,124 | 18,383 | |
American Equity Investment Life Holding Co. | 1,014,351 | 17,984 | |
Financial Engines Inc. | 604,853 | 17,970 | |
NBT Bancorp Inc. | 545,096 | 17,917 | |
* | Eagle Bancorp Inc. | 352,901 | 17,409 |
Independent Bank Corp. | 320,936 | 17,359 | |
Morningstar Inc. | 218,341 | 17,308 | |
Horace Mann Educators Corp. | 472,108 | 17,303 | |
Simmons First National Corp. Class A | 341,770 | 17,054 | |
Waddell & Reed Financial Inc. Class A | 935,675 | 16,992 | |
BOK Financial Corp. | 242,306 | 16,712 | |
First Financial Bancorp | 749,169 | 16,362 | |
National General Holdings Corp. | 711,088 | 15,815 | |
* | FCB Financial Holdings Inc. Class A | 408,505 | 15,699 |
Renasant Corp. | 461,253 | 15,512 | |
CYS Investments Inc. | 1,770,004 | 15,434 | |
* | Santander Consumer USA Holdings Inc. | 1,262,337 | 15,350 |
Westamerica Bancorporation | 301,213 | 15,326 | |
WesBanco Inc. | 463,214 | 15,230 | |
Astoria Financial Corp. | 1,038,433 | 15,161 | |
Towne Bank | 626,129 | 15,046 | |
Park National Corp. | 155,502 | 14,928 | |
United Community Banks Inc. | 707,751 | 14,877 | |
TFS Financial Corp. | 829,211 | 14,768 |
Provident Financial Services Inc. | 694,842 | 14,752 | |
*,^ BofI Holding Inc. | 658,132 | 14,742 | |
LegacyTexas Financial Group Inc. | 457,495 | 14,471 | |
Union Bankshares Corp. | 535,788 | 14,343 | |
Yadkin Financial Corp. | 538,828 | 14,166 | |
Kearny Financial Corp. | 1,035,157 | 14,088 | |
BNC Bancorp | 559,277 | 13,602 | |
^ | WisdomTree Investments Inc. | 1,321,599 | 13,599 |
Apollo Commercial Real Estate Finance Inc. | 820,683 | 13,435 | |
First Merchants Corp. | 502,163 | 13,433 | |
AMERISAFE Inc. | 225,556 | 13,258 | |
ServisFirst Bancshares Inc. | 251,584 | 13,060 | |
Beneficial Bancorp Inc. | 877,395 | 12,906 | |
Redwood Trust Inc. | 907,543 | 12,851 | |
Navigators Group Inc. | 131,683 | 12,763 | |
Boston Private Financial Holdings Inc. | 985,870 | 12,649 | |
Ameris Bancorp | 359,291 | 12,557 | |
Banner Corp. | 285,481 | 12,487 | |
PennyMac Mortgage Investment Trust | 800,803 | 12,477 | |
S&T Bancorp Inc. | 426,204 | 12,356 | |
Artisan Partners Asset Management Inc. Class A | 446,424 | 12,143 | |
* | Green Dot Corp. Class A | 522,000 | 12,037 |
* | MBIA Inc. | 1,530,727 | 11,924 |
WSFS Financial Corp. | 323,623 | 11,809 | |
Tompkins Financial Corp. | 152,827 | 11,678 | |
Stewart Information Services Corp. | 262,523 | 11,669 | |
Safety Insurance Group Inc. | 169,788 | 11,413 | |
CNA Financial Corp. | 329,979 | 11,355 | |
American National Insurance Co. | 92,340 | 11,262 | |
Infinity Property & Casualty Corp. | 136,015 | 11,239 | |
Employers Holdings Inc. | 375,144 | 11,191 | |
Berkshire Hills Bancorp Inc. | 396,519 | 10,988 | |
United Fire Group Inc. | 259,266 | 10,972 | |
Brookline Bancorp Inc. | 892,395 | 10,878 | |
State Bank Financial Corp. | 470,681 | 10,741 | |
Lakeland Financial Corp. | 301,280 | 10,671 | |
Hanmi Financial Corp. | 405,058 | 10,669 | |
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 450,344 | 10,525 | |
Capstead Mortgage Corp. | 1,109,789 | 10,465 | |
Cardinal Financial Corp. | 393,131 | 10,257 | |
CenterState Banks Inc. | 577,906 | 10,246 | |
Bats Global Markets Inc. | 334,384 | 10,075 | |
Cohen & Steers Inc. | 234,215 | 10,013 | |
Banc of California Inc. | 565,547 | 9,874 | |
American Capital Mortgage Investment Corp. | 566,834 | 9,744 | |
Meridian Bancorp Inc. | 625,117 | 9,733 | |
* | iStar Inc. | 902,885 | 9,688 |
Universal Insurance Holdings Inc. | 376,267 | 9,482 | |
Central Pacific Financial Corp. | 373,589 | 9,411 | |
ARMOUR Residential REIT Inc. | 414,849 | 9,351 | |
* | FNFV Group | 747,518 | 9,329 |
Sandy Spring Bancorp Inc. | 303,245 | 9,273 | |
* | KCG Holdings Inc. Class A | 592,093 | 9,195 |
Southside Bancshares Inc. | 283,337 | 9,118 | |
First Busey Corp. | 399,719 | 9,034 | |
TrustCo Bank Corp. NY | 1,246,215 | 8,836 | |
United Financial Bancorp Inc. | 621,997 | 8,608 |
Maiden Holdings Ltd. | 671,037 | 8,515 | |
First Commonwealth Financial Corp. | 840,213 | 8,478 | |
Flushing Financial Corp. | 357,061 | 8,469 | |
Capital Bank Financial Corp. | 262,563 | 8,431 | |
Stock Yards Bancorp Inc. | 255,775 | 8,430 | |
Community Trust Bancorp Inc. | 225,285 | 8,360 | |
* | PHH Corp. | 572,766 | 8,276 |
FBL Financial Group Inc. Class A | 128,044 | 8,191 | |
* | Third Point Reinsurance Ltd. | 678,350 | 8,140 |
Nelnet Inc. Class A | 200,715 | 8,103 | |
* | Customers Bancorp Inc. | 318,226 | 8,007 |
* | Walker & Dunlop Inc. | 315,637 | 7,973 |
Northfield Bancorp Inc. | 493,106 | 7,939 | |
*,^ LendingTree Inc. | 80,641 | 7,815 | |
* | Piper Jaffray Cos. | 160,789 | 7,766 |
1st Source Corp. | 216,382 | 7,724 | |
National Bank Holdings Corp. Class A | 326,515 | 7,631 | |
Ladder Capital Corp. | 575,806 | 7,624 | |
City Holding Co. | 151,374 | 7,613 | |
Heartland Financial USA Inc. | 210,724 | 7,601 | |
Washington Trust Bancorp Inc. | 188,894 | 7,597 | |
New York Mortgage Trust Inc. | 1,248,967 | 7,519 | |
Altisource Residential Corp. | 687,902 | 7,498 | |
Opus Bank | 211,473 | 7,480 | |
* | Greenlight Capital Re Ltd. Class A | 364,819 | 7,457 |
Greenhill & Co. Inc. | 312,921 | 7,376 | |
* | INTL. FCStone Inc. | 189,590 | 7,366 |
Oritani Financial Corp. | 467,642 | 7,351 | |
MainSource Financial Group Inc. | 293,633 | 7,326 | |
German American Bancorp Inc. | 187,915 | 7,316 | |
First Interstate BancSystem Inc. Class A | 230,357 | 7,259 | |
Heritage Financial Corp. | 401,150 | 7,201 | |
Enterprise Financial Services Corp. | 229,101 | 7,159 | |
* | Pacific Premier Bancorp Inc. | 270,242 | 7,151 |
* | First BanCorp | 1,366,074 | 7,104 |
Virtus Investment Partners Inc. | 71,569 | 7,004 | |
BancFirst Corp. | 95,233 | 6,905 | |
* | Flagstar Bancorp Inc. | 247,748 | 6,875 |
Investment Technology Group Inc. | 392,968 | 6,735 | |
* | EZCORP Inc. Class A | 607,071 | 6,714 |
Univest Corp. of Pennsylvania | 283,675 | 6,627 | |
Dime Community Bancshares Inc. | 392,927 | 6,585 | |
TriCo Bancshares | 245,764 | 6,579 | |
Virtu Financial Inc. Class A | 435,249 | 6,516 | |
Bryn Mawr Bank Corp. | 199,355 | 6,377 | |
* | First Hawaiian Inc. | 237,136 | 6,369 |
Diamond Hill Investment Group Inc. | 34,414 | 6,359 | |
* | HomeStreet Inc. | 248,205 | 6,220 |
CoBiz Financial Inc. | 463,195 | 6,165 | |
*,^ Encore Capital Group Inc. | 272,581 | 6,128 | |
Great Southern Bancorp Inc. | 149,565 | 6,087 | |
Arrow Financial Corp. | 184,627 | 6,061 | |
James River Group Holdings Ltd. | 165,343 | 5,985 | |
National Western Life Group Inc. Class A | 29,010 | 5,958 | |
Preferred Bank | 164,524 | 5,882 | |
Lakeland Bancorp Inc. | 414,908 | 5,825 | |
Anworth Mortgage Asset Corp. | 1,167,926 | 5,746 |
Waterstone Financial Inc. | 331,418 | 5,631 | |
* | HarborOne Bancorp Inc. | 355,946 | 5,610 |
*,^ Nationstar Mortgage Holdings Inc. | 378,582 | 5,607 | |
AG Mortgage Investment Trust Inc. | 355,657 | 5,602 | |
* | WMIH Corp. | 2,390,554 | 5,594 |
Mercantile Bank Corp. | 207,702 | 5,577 | |
OFG Bancorp | 548,953 | 5,550 | |
Bank Mutual Corp. | 722,477 | 5,549 | |
First Financial Corp. | 135,327 | 5,505 | |
Moelis & Co. Class A | 204,649 | 5,503 | |
ConnectOne Bancorp Inc. | 300,180 | 5,421 | |
* | Seacoast Banking Corp. of Florida | 336,665 | 5,417 |
Peoples Bancorp Inc. | 219,211 | 5,390 | |
Financial Institutions Inc. | 198,260 | 5,375 | |
Meta Financial Group Inc. | 88,486 | 5,363 | |
Independent Bank Group Inc. | 121,182 | 5,353 | |
Park Sterling Corp. | 650,952 | 5,286 | |
First of Long Island Corp. | 155,358 | 5,150 | |
*,^ Citizens Inc. | 547,022 | 5,120 | |
PJT Partners Inc. | 186,968 | 5,099 | |
Independent Bank Corp. | 301,643 | 5,077 | |
First Bancor | 256,326 | 5,073 | |
Blue Hills Bancorp Inc. | 331,709 | 4,982 | |
Western Asset Mortgage Capital Corp. | 473,169 | 4,930 | |
Resource Capital Corp. | 383,114 | 4,908 | |
State Auto Financial Corp. | 203,077 | 4,835 | |
OceanFirst Financial Corp. | 247,035 | 4,758 | |
First Community Bancshares Inc. | 191,468 | 4,748 | |
Suffolk Bancorp | 135,709 | 4,719 | |
Camden National Corp. | 97,995 | 4,678 | |
* | Ambac Financial Group Inc. | 252,606 | 4,645 |
QCR Holdings Inc. | 146,291 | 4,643 | |
* | NMI Holdings Inc. Class A | 606,361 | 4,620 |
Fidelity Southern Corp. | 248,523 | 4,570 | |
* | Ocwen Financial Corp. | 1,234,973 | 4,532 |
West Bancorporation Inc. | 226,325 | 4,436 | |
State National Cos. Inc. | 397,512 | 4,420 | |
* | HomeTrust Bancshares Inc. | 238,283 | 4,408 |
First Defiance Financial Corp. | 98,734 | 4,407 | |
Westwood Holdings Group Inc. | 82,982 | 4,407 | |
Federal Agricultural Mortgage Corp. | 111,379 | 4,399 | |
Dynex Capital Inc. | 590,080 | 4,378 | |
*,^ Cowen Group Inc. Class A | 1,200,145 | 4,357 | |
Ares Commercial Real Estate Corp. | 344,458 | 4,340 | |
Heritage Insurance Holdings Inc. | 299,914 | 4,322 | |
United Community Financial Corp. | 601,119 | 4,274 | |
OneBeacon Insurance Group Ltd. Class A | 296,208 | 4,230 | |
Guaranty Bancorp | 235,994 | 4,213 | |
Southwest Bancorp Inc. | 217,458 | 4,130 | |
* | Franklin Financial Network Inc. | 107,136 | 4,007 |
People's Utah Bancorp | 195,458 | 3,978 | |
Horizon Bancorp | 133,788 | 3,931 | |
Territorial Bancorp Inc. | 136,004 | 3,898 | |
^ | Live Oak Bancshares Inc. | 266,514 | 3,843 |
* | Safeguard Scientifics Inc. | 294,894 | 3,822 |
Stonegate Bank | 113,067 | 3,816 | |
Clifton Bancorp Inc. | 244,743 | 3,742 |
Newcastle Investment Corp. | 823,370 | 3,730 | |
National Interstate Corp. | 114,425 | 3,722 | |
Heritage Commerce Corp. | 339,704 | 3,716 | |
Baldwin & Lyons Inc. | 144,649 | 3,707 | |
Arlington Asset Investment Corp. Class A | 248,372 | 3,673 | |
First Connecticut Bancorp Inc. | 203,391 | 3,618 | |
* | PennyMac Financial Services Inc. Class A | 212,431 | 3,613 |
* | Global Indemnity plc | 121,631 | 3,612 |
Citizens & Northern Corp. | 164,250 | 3,609 | |
Sun Bancorp Inc. | 155,117 | 3,577 | |
* | TriState Capital Holdings Inc. | 221,402 | 3,576 |
Republic Bancorp Inc. | 114,318 | 3,553 | |
* | Ladenburg Thalmann Financial Services Inc. | 1,526,249 | 3,526 |
^ | Fidelity & Guaranty Life | 151,977 | 3,524 |
United Insurance Holdings Corp. | 206,649 | 3,509 | |
Arbor Realty Trust Inc. | 465,177 | 3,452 | |
Bridge Bancorp Inc. | 120,654 | 3,450 | |
* | PICO Holdings Inc. | 287,645 | 3,391 |
Houlihan Lokey Inc. | 135,309 | 3,389 | |
Peapack Gladstone Financial Corp. | 148,464 | 3,327 | |
Pacific Continental Corp. | 197,061 | 3,315 | |
* | Allegiance Bancshares Inc. | 122,301 | 3,302 |
* | First Foundation Inc. | 131,209 | 3,237 |
* | Triumph Bancorp Inc. | 162,849 | 3,231 |
* | Enova International Inc. | 331,267 | 3,207 |
* | CU Bancorp | 140,024 | 3,194 |
MBT Financial Corp. | 347,327 | 3,143 | |
HCI Group Inc. | 102,936 | 3,125 | |
* | Bancorp Inc. | 484,792 | 3,112 |
* | World Acceptance Corp. | 61,892 | 3,035 |
* | CommunityOne Bancorp | 217,666 | 3,013 |
BankFinancial Corp. | 237,116 | 3,011 | |
Macatawa Bank Corp. | 373,496 | 2,984 | |
* | BSB Bancorp Inc. | 126,249 | 2,958 |
Capital City Bank Group Inc. | 200,097 | 2,955 | |
Crawford & Co. Class B | 260,087 | 2,952 | |
* | National Commerce Corp. | 108,812 | 2,944 |
First Financial Northwest Inc. | 204,623 | 2,900 | |
* | NewStar Financial Inc. | 297,507 | 2,889 |
* | Xenith Bankshares Inc. | 1,248,254 | 2,883 |
*,^ Trupanion Inc. | 169,465 | 2,864 | |
* | Nicolet Bankshares Inc. | 74,678 | 2,864 |
EMC Insurance Group Inc. | 105,324 | 2,836 | |
Federated National Holding Co. | 149,224 | 2,789 | |
Carolina Financial Corp. | 124,139 | 2,773 | |
First Bancorp Inc. | 114,374 | 2,742 | |
Westfield Financial Inc. | 357,168 | 2,732 | |
* | Regional Management Corp. | 121,910 | 2,639 |
SI Financial Group Inc. | 199,267 | 2,630 | |
* | Green Bancorp Inc. | 240,038 | 2,624 |
Associated Capital Group Inc. Class A | 72,870 | 2,584 | |
Farmers National Banc Corp. | 239,356 | 2,580 | |
National Bankshares Inc. | 69,936 | 2,572 | |
Orchid Island Capital Inc. | 241,973 | 2,521 | |
CNB Financial Corp. | 118,626 | 2,510 | |
* | On Deck Capital Inc. | 440,328 | 2,510 |
MidWestOne Financial Group Inc. | 81,551 | 2,477 |
Heritage Oaks Bancorp | 296,294 | 2,430 | |
^ | ACNB Corp. | 90,256 | 2,399 |
MutualFirst Financial Inc. | 85,282 | 2,365 | |
* | eHealth Inc. | 210,878 | 2,364 |
* | Cascade Bancorp | 384,165 | 2,328 |
Great Ajax Corp. | 170,417 | 2,326 | |
Orrstown Financial Services Inc. | 117,223 | 2,315 | |
Marlin Business Services Corp. | 119,371 | 2,313 | |
Oppenheimer Holdings Inc. Class A | 161,264 | 2,304 | |
Northrim BanCorp Inc. | 88,361 | 2,275 | |
First Mid-Illinois Bancshares Inc. | 83,281 | 2,270 | |
Ames National Corp. | 81,295 | 2,249 | |
Bank of Marin Bancorp | 44,634 | 2,220 | |
American National Bankshares Inc. | 78,220 | 2,186 | |
Peoples Financial Services Corp. | 53,063 | 2,163 | |
WashingtonFirst Bankshares Inc. | 86,609 | 2,131 | |
Farmers Capital Bank Corp. | 70,586 | 2,092 | |
Provident Financial Holdings Inc. | 102,451 | 2,004 | |
Century Bancorp Inc. | 43,841 | 1,987 | |
Southern Missouri Bancorp Inc. | 79,373 | 1,976 | |
GAMCO Investors Inc. Class A | 68,604 | 1,953 | |
GAIN Capital Holdings Inc. | 306,420 | 1,894 | |
Penns Woods Bancorp Inc. | 42,159 | 1,874 | |
* | First NBC Bank Holding Co. | 198,233 | 1,871 |
* | Pacific Mercantile Bancorp | 251,882 | 1,856 |
Merchants Bancshares Inc. | 56,728 | 1,837 | |
Donegal Group Inc. Class A | 114,044 | 1,837 | |
Southern National Bancorp of Virginia Inc. | 137,723 | 1,797 | |
*,^ Walter Investment Management Corp. | 439,395 | 1,784 | |
Enterprise Bancorp Inc. | 63,534 | 1,779 | |
Calamos Asset Management Inc. Class A | 258,261 | 1,761 | |
First South Bancorp Inc. | 178,412 | 1,752 | |
Kinsale Capital Group Inc. | 78,741 | 1,732 | |
Old Second Bancorp Inc. | 206,379 | 1,715 | |
Old Line Bancshares Inc. | 86,549 | 1,708 | |
* | Carolina Bank Holdings Inc. | 86,992 | 1,697 |
Sierra Bancorp | 89,832 | 1,685 | |
* | Republic First Bancorp Inc. | 407,693 | 1,676 |
ESSA Bancorp Inc. | 120,636 | 1,668 | |
LCNB Corp. | 90,972 | 1,658 | |
* | First United Corp. | 133,225 | 1,649 |
Owens Realty Mortgage Inc. | 95,206 | 1,649 | |
* | Centrue Financial Corp. | 87,563 | 1,646 |
Pzena Investment Management Inc. Class A | 211,996 | 1,632 | |
Charter Financial Corp. | 124,438 | 1,603 | |
* | Asta Funding Inc. | 150,605 | 1,581 |
* | Atlas Financial Holdings Inc. | 100,138 | 1,579 |
Bankwell Financial Group Inc. | 66,584 | 1,577 | |
* | Commerce Union Bancshares Inc. | 79,351 | 1,571 |
CIM Commercial Trust Corp. | 100,677 | 1,546 | |
Summit Financial Group Inc. | 78,025 | 1,495 | |
Tiptree Financial Inc. Class A | 249,366 | 1,481 | |
* | Security National Financial Corp. Class A | 250,494 | 1,463 |
* | First Community Financial Partners Inc. | 153,631 | 1,463 |
Hennessy Advisors Inc. | 40,606 | 1,440 | |
Bank of Commerce Holdings | 199,715 | 1,438 | |
Ocean Shore Holding Co. | 63,325 | 1,434 |
Peoples Bancorp of North Carolina Inc. | 68,581 | 1,433 | |
Bar Harbor Bankshares | 37,970 | 1,394 | |
County Bancorp Inc. | 69,225 | 1,385 | |
Codorus Valley Bancorp Inc. | 62,402 | 1,365 | |
Lake Sunapee Bank Group | 74,786 | 1,351 | |
* | Impac Mortgage Holdings Inc. | 99,109 | 1,307 |
* | Community Bankers Trust Corp. | 239,842 | 1,302 |
* | United Security Bancshares | 205,087 | 1,274 |
AmeriServ Financial Inc. | 386,789 | 1,273 | |
First Community Corp. | 80,047 | 1,261 | |
Manning & Napier Inc. | 177,087 | 1,256 | |
* | Hallmark Financial Services Inc. | 119,829 | 1,233 |
Riverview Bancorp Inc. | 225,615 | 1,214 | |
Donegal Group Inc. Class B | 63,194 | 1,166 | |
Chicopee Bancorp Inc. | 61,933 | 1,146 | |
Middleburg Financial Corp. | 40,437 | 1,144 | |
FBR & Co. | 85,374 | 1,130 | |
Home Bancorp Inc. | 39,775 | 1,114 | |
Independence Holding Co. | 64,285 | 1,104 | |
Investors Title Co. | 10,770 | 1,072 | |
Shore Bancshares Inc. | 89,518 | 1,055 | |
First Internet Bancorp | 45,212 | 1,044 | |
B. Riley Financial Inc. | 78,088 | 1,043 | |
^ | United Development Funding IV | 324,899 | 1,040 |
*,^ Patriot National Inc. | 110,947 | 1,000 | |
* | Consumer Portfolio Services Inc. | 212,422 | 975 |
Access National Corp. | 39,592 | 946 | |
Northeast Bancorp | 81,058 | 939 | |
Cherry Hill Mortgage Investment Corp. | 54,488 | 932 | |
* | Emergent Capital Inc. | 318,072 | 932 |
* | First Northwest Bancorp | 68,998 | 931 |
Citizens Community Bancorp Inc. | 83,110 | 929 | |
* | Atlantic Coast Financial Corp. | 146,729 | 923 |
* | Nicholas Financial Inc. | 90,977 | 921 |
Hawthorn Bancshares Inc. | 59,552 | 895 | |
C&F Financial Corp. | 20,616 | 888 | |
* | Atlantic Capital Bancshares Inc. | 58,069 | 870 |
* | BBX Capital Corp. | 42,129 | 869 |
First Business Financial Services Inc. | 36,388 | 855 | |
Ellington Residential Mortgage REIT | 64,620 | 839 | |
Central Valley Community Bancorp | 51,396 | 815 | |
* | ASB Bancorp Inc. | 30,911 | 809 |
* | American River Bankshares | 73,581 | 798 |
* | Colony Bankcorp Inc. | 80,138 | 793 |
Ohio Valley Banc Corp. | 34,686 | 772 | |
ZAIS Financial Corp. | 53,040 | 765 | |
Chemung Financial Corp. | 26,024 | 754 | |
Unity Bancorp Inc. | 56,695 | 727 | |
Parke Bancorp Inc. | 47,487 | 709 | |
* | HMN Financial Inc. | 47,639 | 695 |
MidSouth Bancorp Inc. | 65,640 | 683 | |
Oak Valley Bancorp | 66,347 | 673 | |
BCB Bancorp Inc. | 59,678 | 671 | |
* | Veritex Holdings Inc. | 38,456 | 669 |
* | Southern First Bancshares Inc. | 24,154 | 666 |
Hingham Institution for Savings | 4,788 | 663 | |
Timberland Bancorp Inc. | 41,864 | 659 |
1st Constitution Bancorp | 47,593 | 657 | |
Five Oaks Investment Corp. | 112,477 | 639 | |
Prudential Bancorp Inc. | 42,215 | 611 | |
Federal Agricultural Mortgage Corp. Class A | 12,587 | 591 | |
Guaranty Federal Bancshares Inc. | 36,591 | 586 | |
Eastern Virginia Bankshares Inc. | 72,336 | 582 | |
* | Ashford Inc. | 11,847 | 562 |
Premier Financial Bancorp Inc. | 32,228 | 552 | |
Citizens Holding Co. | 22,634 | 532 | |
Blue Capital Reinsurance Holdings Ltd. | 28,876 | 529 | |
Bear State Financial Inc. | 57,169 | 525 | |
*,^ FXCM Inc. Class A | 59,215 | 519 | |
* | Provident Bancorp Inc. | 32,975 | 514 |
* | Entegra Financial Corp. | 27,980 | 514 |
*,^ Stonegate Mortgage Corp. | 109,868 | 503 | |
Norwood Financial Corp. | 16,771 | 491 | |
Civista Bancshares Inc. | 32,402 | 459 | |
* | Howard Bancorp Inc. | 33,549 | 443 |
^ | Union Bankshares Inc. | 12,046 | 410 |
Investar Holding Corp. | 26,569 | 408 | |
SB Financial Group Inc. | 31,319 | 398 | |
US Global Investors Inc. Class A | 210,856 | 388 | |
A-Mark Precious Metals Inc. | 22,836 | 367 | |
Silvercrest Asset Management Group Inc. Class A | 30,148 | 358 | |
First Savings Financial Group Inc. | 9,746 | 352 | |
Fifth Street Asset Management Inc. | 61,506 | 339 | |
First Bancshares Inc. | 17,269 | 336 | |
* | Health Insurance Innovations Inc. Class A | 63,473 | 333 |
Two River Bancorp | 26,479 | 305 | |
* | Anchor Bancorp Inc. | 11,740 | 297 |
* | Atlanticus Holdings Corp. | 92,614 | 283 |
Community Financial Corp. | 12,027 | 278 | |
TheStreet Inc. | 248,073 | 273 | |
Manhattan Bridge Capital Inc. | 37,239 | 267 | |
Old Point Financial Corp. | 12,862 | 266 | |
Georgetown Bancorp Inc. | 12,400 | 259 | |
United Bancshares Inc. | 11,489 | 230 | |
* | FB Financial Corp. | 10,779 | 218 |
* | Royal Bancshares of Pennsylvania Inc. | 88,717 | 209 |
Medley Management Inc. Class A | 24,666 | 207 | |
* | Select Bancorp Inc. | 24,084 | 193 |
CB Financial Services Inc. | 8,114 | 187 | |
FS Bancorp Inc. | 6,051 | 177 | |
* | Equity Bancshares Inc. Class A | 6,699 | 174 |
* | Central Federal Corp. | 119,516 | 169 |
Wolverine Bancorp Inc. | 5,954 | 161 | |
*,^ SmartFinancial Inc. | 9,835 | 160 | |
* | First Acceptance Corp. | 155,452 | 157 |
* | Malvern Bancorp Inc. | 8,558 | 143 |
IF Bancorp Inc. | 7,557 | 141 | |
Sussex Bancorp | 8,387 | 137 | |
Greene County Bancorp Inc. | 7,840 | 131 | |
* | Severn Bancorp Inc. | 19,055 | 125 |
Midland States Bancorp Inc. | 4,474 | 113 | |
Southwest Georgia Financial Corp. | 6,935 | 112 | |
* | Magyar Bancorp Inc. | 10,365 | 109 |
United Community Bancorp | 7,174 | 108 |
Bank of South Carolina Corp. | 5,642 | 105 | |
United Bancorp Inc. | 9,360 | 102 | |
*,^ ZAIS Group Holdings Inc. | 43,042 | 99 | |
* | Hamilton Bancorp Inc. | 7,058 | 96 |
Glen Burnie Bancorp | 9,147 | 94 | |
* | MSB Financial Corp. | 6,276 | 85 |
Eagle Bancorp Montana Inc. | 5,462 | 79 | |
* | Peoples Financial Corp. | 6,186 | 66 |
Kentucky First Federal Bancorp | 7,514 | 63 | |
* | Porter Bancorp Inc. | 36,051 | 58 |
^ | Oconee Federal Financial Corp. | 2,383 | 57 |
First Capital Inc. | 1,612 | 51 | |
PB Bancorp Inc. | 5,101 | 44 | |
Evans Bancorp Inc. | 1,546 | 43 | |
* | Conifer Holdings Inc. | 5,088 | 42 |
Salisbury Bancorp Inc. | 1,341 | 41 | |
Willis Towers Watson plc | 289 | 38 | |
Kingstone Cos. Inc. | 4,109 | 38 | |
Community West Bancshares | 4,500 | 37 | |
Mackinac Financial Corp. | 3,236 | 37 | |
* | Paragon Commercial Corp. | 1,016 | 37 |
* | 1347 Property Insurance Holdings Inc. | 5,528 | 35 |
* | Randolph Bancorp Inc. | 2,305 | 31 |
Fauquier Bankshares Inc. | 1,931 | 28 | |
* | National Holdings Corp. | 7,908 | 26 |
Mid Penn Bancorp Inc. | 1,384 | 26 | |
* | Patriot National Bancorp Inc. | 1,479 | 20 |
* | Village Bank and Trust Financial Corp. | 600 | 14 |
Landmark Bancorp Inc. | 420 | 11 | |
Auburn National Bancorporation Inc. | 359 | 10 | |
California First National Bancorp | 703 | 10 | |
Value Line Inc. | 586 | 10 | |
Elmira Savings Bank | 431 | 9 | |
* | Bay Bancorp Inc. | 1,368 | 8 |
Wellesley Bank | 300 | 7 | |
Summit State Bank | 400 | 5 | |
Atlantic American Corp. | 1,084 | 4 | |
Bancorp of New Jersey Inc. | 300 | 3 | |
Stewardship Financial Corp. | 400 | 3 | |
* | Broadway Financial Corp. | 1,800 | 3 |
Lake Shore Bancorp Inc. | 200 | 3 | |
* | Siebert Financial Corp. | 1,836 | 3 |
United Security Bancshares Inc. | 192 | 2 | |
Crawford & Co. Class A | 200 | 2 | |
Institutional Financial Markets Inc. | 649 | 1 | |
7,473,547 | |||
Health Care (11.9%) | |||
* | Incyte Corp. | 1,987,445 | 187,396 |
* | BioMarin Pharmaceutical Inc. | 1,948,340 | 180,260 |
* | IDEXX Laboratories Inc. | 1,017,095 | 114,657 |
ResMed Inc. | 1,590,749 | 103,065 | |
Teleflex Inc. | 502,486 | 84,443 | |
* | Jazz Pharmaceuticals plc | 692,326 | 84,104 |
* | DexCom Inc. | 955,806 | 83,786 |
* | Quintiles Transnational Holdings Inc. | 1,015,501 | 82,317 |
* | Alkermes plc | 1,721,626 | 80,968 |
* | Align Technology Inc. | 845,027 | 79,221 |
STERIS plc | 972,247 | 71,071 | |
* | MEDNAX Inc. | 1,040,363 | 68,924 |
* | VCA Inc. | 908,718 | 63,592 |
West Pharmaceutical Services Inc. | 835,393 | 62,237 | |
* | Seattle Genetics Inc. | 1,089,464 | 58,842 |
* | WellCare Health Plans Inc. | 500,176 | 58,566 |
*,^ United Therapeutics Corp. | 494,186 | 58,353 | |
* | ABIOMED Inc. | 451,536 | 58,059 |
*,^ athenahealth Inc. | 445,989 | 56,248 | |
* | Alnylam Pharmaceuticals Inc. | 810,971 | 54,968 |
*,^ Ionis Pharmaceuticals Inc. | 1,376,574 | 50,438 | |
* | Neurocrine Biosciences Inc. | 988,420 | 50,054 |
* | Envision Healthcare Holdings Inc. | 2,120,921 | 47,233 |
Bio-Techne Corp. | 423,620 | 46,386 | |
* | Veeva Systems Inc. Class A | 1,105,983 | 45,655 |
* | Charles River Laboratories International Inc. | 535,292 | 44,611 |
* | Cepheid | 829,302 | 43,696 |
*,^ OPKO Health Inc. | 4,078,125 | 43,187 | |
* | Alere Inc. | 987,486 | 42,699 |
* | Acadia Healthcare Co. Inc. | 858,696 | 42,548 |
* | IMS Health Holdings Inc. | 1,340,363 | 42,007 |
* | Amsurg Corp. | 621,703 | 41,685 |
Hill-Rom Holdings Inc. | 669,531 | 41,498 | |
* | PAREXEL International Corp. | 595,881 | 41,384 |
HealthSouth Corp. | 1,012,659 | 41,084 | |
* | Bio-Rad Laboratories Inc. Class A | 239,473 | 39,228 |
* | NuVasive Inc. | 572,024 | 38,131 |
* | TESARO Inc. | 374,770 | 37,567 |
* | Brookdale Senior Living Inc. | 2,130,847 | 37,183 |
* | Catalent Inc. | 1,361,139 | 35,172 |
* | Medidata Solutions Inc. | 617,079 | 34,408 |
* | Sarepta Therapeutics Inc. | 555,033 | 34,085 |
*,^ ACADIA Pharmaceuticals Inc. | 1,064,111 | 33,849 | |
* | Exelixis Inc. | 2,619,550 | 33,504 |
*,^ Intercept Pharmaceuticals Inc. | 201,905 | 33,232 | |
* | Horizon Pharma plc | 1,829,953 | 33,177 |
Cantel Medical Corp. | 415,314 | 32,386 | |
* | Prestige Brands Holdings Inc. | 632,521 | 30,532 |
* | LivaNova plc | 506,059 | 30,419 |
* | Medicines Co. | 805,404 | 30,396 |
* | ARIAD Pharmaceuticals Inc. | 2,193,502 | 30,029 |
* | Ultragenyx Pharmaceutical Inc. | 412,956 | 29,295 |
* | Masimo Corp. | 491,711 | 29,252 |
* | Wright Medical Group NV | 1,184,703 | 29,061 |
* | Bluebird Bio Inc. | 425,911 | 28,868 |
* | Integra LifeSciences Holdings Corp. | 348,831 | 28,796 |
* | Allscripts Healthcare Solutions Inc. | 2,167,584 | 28,547 |
* | LifePoint Health Inc. | 475,206 | 28,146 |
*,^ Kite Pharma Inc. | 503,073 | 28,102 | |
* | Molina Healthcare Inc. | 481,777 | 28,097 |
* | VWR Corp. | 983,683 | 27,897 |
* | Akorn Inc. | 1,022,142 | 27,864 |
* | INC Research Holdings Inc. Class A | 624,706 | 27,849 |
* | Team Health Holdings Inc. | 855,318 | 27,849 |
Bruker Corp. | 1,229,443 | 27,847 | |
* | Nektar Therapeutics | 1,579,568 | 27,137 |
Chemed Corp. | 188,999 | 26,662 |
* | Insulet Corp. | 649,765 | 26,601 |
* | Nevro Corp. | 251,204 | 26,223 |
*,^ Juno Therapeutics Inc. | 866,747 | 26,011 | |
Owens & Minor Inc. | 739,437 | 25,681 | |
* | Neogen Corp. | 435,477 | 24,361 |
* | Prothena Corp. plc | 397,088 | 23,813 |
* | Ironwood Pharmaceuticals Inc. Class A | 1,487,173 | 23,616 |
* | Exact Sciences Corp. | 1,232,192 | 22,882 |
* | Radius Health Inc. | 420,777 | 22,760 |
* | Ligand Pharmaceuticals Inc. | 215,811 | 22,026 |
* | Penumbra Inc. | 284,253 | 21,600 |
* | HMS Holdings Corp. | 965,801 | 21,412 |
* | Haemonetics Corp. | 589,746 | 21,355 |
* | ICU Medical Inc. | 168,105 | 21,245 |
* | Impax Laboratories Inc. | 839,572 | 19,898 |
* | Tenet Healthcare Corp. | 874,498 | 19,816 |
* | PRA Health Sciences Inc. | 348,991 | 19,721 |
* | Agios Pharmaceuticals Inc. | 367,296 | 19,401 |
*,^ Intrexon Corp. | 688,310 | 19,286 | |
* | Halyard Health Inc. | 546,882 | 18,955 |
* | Puma Biotechnology Inc. | 281,164 | 18,852 |
* | Globus Medical Inc. | 828,893 | 18,708 |
* | Depomed Inc. | 707,451 | 17,679 |
* | AMN Healthcare Services Inc. | 549,897 | 17,525 |
* | Five Prime Therapeutics Inc. | 328,103 | 17,222 |
* | NxStage Medical Inc. | 688,205 | 17,198 |
* | Premier Inc. Class A | 524,299 | 16,956 |
* | Select Medical Holdings Corp. | 1,250,888 | 16,887 |
* | Myriad Genetics Inc. | 817,411 | 16,822 |
* | Alder Biopharmaceuticals Inc. | 502,772 | 16,476 |
* | HealthEquity Inc. | 434,543 | 16,447 |
* | Cambrex Corp. | 369,524 | 16,429 |
* | Omnicell Inc. | 418,721 | 16,037 |
* | Sage Therapeutics Inc. | 347,956 | 16,023 |
* | Zeltiq Aesthetics Inc. | 408,209 | 16,010 |
*,^ Clovis Oncology Inc. | 442,746 | 15,961 | |
* | Halozyme Therapeutics Inc. | 1,284,265 | 15,514 |
* | Amedisys Inc. | 324,930 | 15,415 |
* | Spark Therapeutics Inc. | 255,659 | 15,355 |
* | Ophthotech Corp. | 331,207 | 15,279 |
* | Surgical Care Affiliates Inc. | 312,847 | 15,254 |
*,^ Community Health Systems Inc. | 1,319,601 | 15,228 | |
* | Magellan Health Inc. | 281,703 | 15,136 |
* | Natus Medical Inc. | 385,152 | 15,133 |
* | Portola Pharmaceuticals Inc. | 652,178 | 14,811 |
* | Pacira Pharmaceuticals Inc. | 431,246 | 14,757 |
* | Theravance Biopharma Inc. | 393,965 | 14,277 |
* | Acceleron Pharma Inc. | 386,912 | 14,002 |
* | Cynosure Inc. Class A | 273,489 | 13,932 |
* | Supernus Pharmaceuticals Inc. | 555,957 | 13,749 |
* | Diplomat Pharmacy Inc. | 477,935 | 13,387 |
Analogic Corp. | 148,724 | 13,177 | |
*,^ Cempra Inc. | 540,727 | 13,086 | |
* | Aerie Pharmaceuticals Inc. | 345,016 | 13,021 |
Abaxis Inc. | 251,974 | 13,007 | |
* | Spectranetics Corp. | 508,093 | 12,748 |
* | Merit Medical Systems Inc. | 521,688 | 12,672 |
* | Air Methods Corp. | 398,559 | 12,551 |
*,^ TherapeuticsMD Inc. | 1,839,863 | 12,529 | |
* | FibroGen Inc. | 596,204 | 12,341 |
* | Endologix Inc. | 947,366 | 12,126 |
CONMED Corp. | 301,386 | 12,074 | |
* | Emergent BioSolutions Inc. | 382,560 | 12,062 |
* | Amicus Therapeutics Inc. | 1,624,575 | 12,022 |
*,^ Synergy Pharmaceuticals Inc. | 2,145,074 | 11,819 | |
* | Repligen Corp. | 388,931 | 11,742 |
* | Array BioPharma Inc. | 1,697,149 | 11,456 |
*,^ Inovalon Holdings Inc. Class A | 768,408 | 11,303 | |
* | Acorda Therapeutics Inc. | 534,973 | 11,170 |
Ensign Group Inc. | 552,090 | 11,114 | |
* | Achillion Pharmaceuticals Inc. | 1,356,849 | 10,990 |
* | Press Ganey Holdings Inc. | 270,447 | 10,926 |
* | Inogen Inc. | 178,953 | 10,719 |
* | MacroGenics Inc. | 354,185 | 10,594 |
* | Insmed Inc. | 724,749 | 10,523 |
*,^ Innoviva Inc. | 954,080 | 10,485 | |
* | Dermira Inc. | 295,104 | 9,980 |
* | Luminex Corp. | 438,709 | 9,967 |
* | PharMerica Corp. | 354,624 | 9,954 |
Kindred Healthcare Inc. | 972,644 | 9,940 | |
*,^ MiMedx Group Inc. | 1,152,827 | 9,891 | |
* | Healthways Inc. | 369,949 | 9,789 |
* | AMAG Pharmaceuticals Inc. | 399,140 | 9,783 |
* | Vascular Solutions Inc. | 202,589 | 9,771 |
* | Lexicon Pharmaceuticals Inc. | 534,999 | 9,667 |
* | Xencor Inc. | 394,627 | 9,664 |
Meridian Bioscience Inc. | 500,758 | 9,660 | |
US Physical Therapy Inc. | 152,323 | 9,551 | |
* | Raptor Pharmaceutical Corp. | 1,022,305 | 9,170 |
* | Orthofix International NV | 210,503 | 9,003 |
*,^ Merrimack Pharmaceuticals Inc. | 1,406,307 | 8,930 | |
* | Coherus Biosciences Inc. | 331,013 | 8,865 |
* | Lannett Co. Inc. | 330,645 | 8,785 |
* | Momenta Pharmaceuticals Inc. | 748,067 | 8,745 |
* | Vanda Pharmaceuticals Inc. | 521,837 | 8,683 |
* | Cardiovascular Systems Inc. | 361,368 | 8,579 |
* | Retrophin Inc. | 375,568 | 8,405 |
* | Anika Therapeutics Inc. | 167,527 | 8,016 |
* | HealthStream Inc. | 289,827 | 7,999 |
* | Quidel Corp. | 354,248 | 7,825 |
* | Amphastar Pharmaceuticals Inc. | 411,414 | 7,805 |
* | Pacific Biosciences of California Inc. | 856,086 | 7,671 |
National HealthCare Corp. | 116,184 | 7,667 | |
*,^ ZIOPHARM Oncology Inc. | 1,344,863 | 7,572 | |
Atrion Corp. | 17,348 | 7,401 | |
*,^ Cerus Corp. | 1,185,944 | 7,365 | |
*,^ Inovio Pharmaceuticals Inc. | 784,506 | 7,312 | |
*,^ Adeptus Health Inc. Class A | 168,957 | 7,274 | |
*,^ Accelerate Diagnostics Inc. | 265,253 | 7,231 | |
* | Blueprint Medicines Corp. | 236,960 | 7,038 |
* | Providence Service Corp. | 141,433 | 6,878 |
*,^ Heron Therapeutics Inc. | 379,590 | 6,540 | |
*,^ Novavax Inc. | 3,133,222 | 6,517 | |
Aceto Corp. | 340,374 | 6,464 |
*,^ Keryx Biopharmaceuticals Inc. | 1,212,808 | 6,440 | |
* | GenMark Diagnostics Inc. | 544,293 | 6,423 |
* | Integer Holdings Corp. | 295,975 | 6,420 |
* | Genomic Health Inc. | 220,921 | 6,389 |
PDL BioPharma Inc. | 1,888,264 | 6,326 | |
*,^ Eagle Pharmaceuticals Inc. | 89,881 | 6,292 | |
* | LHC Group Inc. | 170,401 | 6,284 |
* | Accuray Inc. | 972,374 | 6,194 |
* | Agenus Inc. | 853,883 | 6,131 |
*,^ Corcept Therapeutics Inc. | 934,786 | 6,076 | |
* | Triple-S Management Corp. Class B | 276,273 | 6,059 |
* | BioTelemetry Inc. | 323,227 | 6,002 |
* | SciClone Pharmaceuticals Inc. | 580,698 | 5,952 |
Quality Systems Inc. | 523,859 | 5,930 | |
* | ANI Pharmaceuticals Inc. | 88,898 | 5,898 |
* | Intra-Cellular Therapies Inc. Class A | 386,649 | 5,893 |
CryoLife Inc. | 333,641 | 5,862 | |
Phibro Animal Health Corp. Class A | 212,986 | 5,789 | |
* | AngioDynamics Inc. | 327,853 | 5,751 |
* | Capital Senior Living Corp. | 336,592 | 5,655 |
* | Vitae Pharmaceuticals Inc. | 268,316 | 5,613 |
*,^ Arrowhead Pharmaceuticals Inc. | 763,258 | 5,610 | |
* | OraSure Technologies Inc. | 696,303 | 5,550 |
* | AtriCure Inc. | 350,458 | 5,544 |
* | Avexis Inc. | 134,218 | 5,531 |
* | PTC Therapeutics Inc. | 384,402 | 5,385 |
*,^ Progenics Pharmaceuticals Inc. | 837,679 | 5,303 | |
* | K2M Group Holdings Inc. | 297,275 | 5,286 |
* | Surmodics Inc. | 175,319 | 5,275 |
* | Global Blood Therapeutics Inc. | 228,309 | 5,263 |
* | Evolent Health Inc. Class A | 210,465 | 5,182 |
*,^ Omeros Corp. | 462,427 | 5,161 | |
Landauer Inc. | 115,498 | 5,137 | |
* | Otonomy Inc. | 280,005 | 5,093 |
* | Arena Pharmaceuticals Inc. | 2,882,131 | 5,044 |
Universal American Corp. | 653,369 | 4,998 | |
* | NeoGenomics Inc. | 601,420 | 4,944 |
* | Rigel Pharmaceuticals Inc. | 1,310,751 | 4,810 |
* | Vocera Communications Inc. | 283,106 | 4,785 |
* | CorVel Corp. | 124,467 | 4,780 |
* | Glaukos Corp. | 126,219 | 4,764 |
* | Celldex Therapeutics Inc. | 1,169,141 | 4,723 |
* | Cotiviti Holdings Inc. | 140,268 | 4,703 |
* | Flexion Therapeutics Inc. | 239,982 | 4,689 |
*,^ Dynavax Technologies Corp. | 442,173 | 4,638 | |
* | Heska Corp. | 84,208 | 4,583 |
* | Atara Biotherapeutics Inc. | 213,438 | 4,565 |
* | Lion Biotechnologies Inc. | 553,738 | 4,557 |
* | Epizyme Inc. | 446,850 | 4,397 |
* | Cross Country Healthcare Inc. | 370,835 | 4,368 |
*,^ Cytokinetics Inc. | 470,609 | 4,320 | |
*,^ CytomX Therapeutics Inc. | 271,254 | 4,253 | |
*,^ Advaxis Inc. | 395,132 | 4,224 | |
* | Bellicum Pharmaceuticals Inc. | 211,810 | 4,215 |
* | Enanta Pharmaceuticals Inc. | 156,082 | 4,153 |
*,^ ConforMIS Inc. | 416,754 | 4,134 | |
*,^ Aduro Biotech Inc. | 329,523 | 4,096 |
* | Almost Family Inc. | 111,256 | 4,091 |
*,^ Geron Corp. | 1,809,783 | 4,090 | |
*,^ Teladoc Inc. | 222,909 | 4,081 | |
*,^ Albany Molecular Research Inc. | 245,195 | 4,048 | |
Invacare Corp. | 362,215 | 4,046 | |
* | BioCryst Pharmaceuticals Inc. | 892,786 | 3,937 |
* | Intersect ENT Inc. | 247,309 | 3,917 |
* | Civitas Solutions Inc. | 213,746 | 3,903 |
* | Aimmune Therapeutics Inc. | 257,454 | 3,862 |
*,^ Sangamo BioSciences Inc. | 827,605 | 3,832 | |
* | Revance Therapeutics Inc. | 234,065 | 3,794 |
*,^ Teligent Inc. | 498,427 | 3,788 | |
* | Surgery Partners Inc. | 187,106 | 3,787 |
* | La Jolla Pharmaceutical Co. | 158,251 | 3,765 |
* | NewLink Genetics Corp. | 247,643 | 3,720 |
* | Spectrum Pharmaceuticals Inc. | 795,330 | 3,714 |
* | Curis Inc. | 1,410,428 | 3,681 |
*,^ Organovo Holdings Inc. | 969,129 | 3,673 | |
*,^ TG Therapeutics Inc. | 466,975 | 3,614 | |
*,^ Rockwell Medical Inc. | 538,507 | 3,608 | |
* | Sucampo Pharmaceuticals Inc. Class A | 288,242 | 3,548 |
*,^ Foundation Medicine Inc. | 149,535 | 3,492 | |
* | BioScrip Inc. | 1,206,997 | 3,488 |
* | Tobira Therapeutics Inc. | 87,596 | 3,481 |
*,^ Immunomedics Inc. | 1,070,941 | 3,481 | |
* | Akebia Therapeutics Inc. | 382,556 | 3,462 |
* | Loxo Oncology Inc. | 130,651 | 3,420 |
* | STAAR Surgical Co. | 354,131 | 3,329 |
Computer Programs & Systems Inc. | 127,374 | 3,319 | |
* | Natera Inc. | 296,460 | 3,294 |
*,^ Insys Therapeutics Inc. | 275,912 | 3,253 | |
* | Aratana Therapeutics Inc. | 346,734 | 3,245 |
* | Exactech Inc. | 119,092 | 3,219 |
* | REGENXBIO Inc. | 229,252 | 3,212 |
* | WaVe Life Sciences Ltd. | 98,705 | 3,205 |
LeMaitre Vascular Inc. | 160,134 | 3,177 | |
* | Zogenix Inc. | 268,073 | 3,064 |
*,^ Invitae Corp. | 337,372 | 2,955 | |
* | Antares Pharma Inc. | 1,751,246 | 2,942 |
* | CoLucid Pharmaceuticals Inc. | 76,797 | 2,930 |
* | Adamas Pharmaceuticals Inc. | 178,317 | 2,926 |
* | Collegium Pharmaceutical Inc. | 150,858 | 2,906 |
*,^ Idera Pharmaceuticals Inc. | 1,132,698 | 2,900 | |
* | Ardelyx Inc. | 219,466 | 2,840 |
* | Versartis Inc. | 231,256 | 2,833 |
* | Chimerix Inc. | 507,388 | 2,811 |
*,^ Seres Therapeutics Inc. | 228,662 | 2,810 | |
* | RadNet Inc. | 379,302 | 2,807 |
* | NanoString Technologies Inc. | 139,804 | 2,793 |
*,^ ImmunoGen Inc. | 1,041,027 | 2,790 | |
* | Fluidigm Corp. | 343,886 | 2,755 |
*,^ XBiotech Inc. | 203,124 | 2,734 | |
* | Trevena Inc. | 403,001 | 2,720 |
*,^ BioTime Inc. | 696,269 | 2,715 | |
*,^ Aquinox Pharmaceuticals Inc. | 198,836 | 2,656 | |
* | Edge Therapeutics Inc. | 255,148 | 2,656 |
* | Sorrento Therapeutics Inc. | 338,177 | 2,618 |
* | BioSpecifics Technologies Corp. | 57,022 | 2,604 |
*,^ MediciNova Inc. | 342,570 | 2,566 | |
* | Karyopharm Therapeutics Inc. | 263,610 | 2,565 |
* | Protagonist Therapeutics Inc. | 120,968 | 2,556 |
* | OvaScience Inc. | 354,408 | 2,538 |
* | Minerva Neurosciences Inc. | 175,789 | 2,481 |
* | Enzo Biochem Inc. | 487,408 | 2,481 |
* | Esperion Therapeutics Inc. | 172,782 | 2,393 |
*,^ InVivo Therapeutics Holdings Corp. | 343,368 | 2,335 | |
* | Aclaris Therapeutics Inc. | 90,712 | 2,323 |
* | OncoMed Pharmaceuticals Inc. | 201,615 | 2,304 |
*,^ Editas Medicine Inc. | 169,728 | 2,288 | |
* | Invuity Inc. | 163,693 | 2,246 |
*,^ MannKind Corp. | 3,592,363 | 2,227 | |
* | RTI Surgical Inc. | 707,523 | 2,215 |
* | Medpace Holdings Inc. | 73,755 | 2,202 |
* | Ignyta Inc. | 347,081 | 2,183 |
*,^ NantKwest Inc. | 279,936 | 2,178 | |
*,^ Athersys Inc. | 1,007,516 | 2,146 | |
* | Cutera Inc. | 179,793 | 2,143 |
* | Quorum Health Corp. | 338,596 | 2,123 |
* | MyoKardia Inc. | 129,065 | 2,109 |
* | AxoGen Inc. | 232,297 | 2,098 |
*,^ Corbus Pharmaceuticals Holdings Inc. | 308,522 | 2,095 | |
* | Addus HomeCare Corp. | 79,671 | 2,084 |
* | Stemline Therapeutics Inc. | 192,341 | 2,083 |
*,^ Ocular Therapeutix Inc. | 300,906 | 2,067 | |
* | Dimension Therapeutics Inc. | 257,405 | 2,057 |
* | American Renal Associates Holdings Inc. | 112,464 | 2,055 |
* | Durect Corp. | 1,476,115 | 2,052 |
* | Castlight Health Inc. Class B | 488,196 | 2,031 |
* | PharmAthene Inc. | 699,824 | 2,030 |
*,^ Reata Pharmaceuticals Inc. Class A | 75,525 | 1,991 | |
* | Paratek Pharmaceuticals Inc. | 151,213 | 1,967 |
Simulations Plus Inc. | 220,216 | 1,942 | |
* | Cascadian Therapeutics Inc. | 1,180,281 | 1,936 |
* | Medgenics Inc. | 346,417 | 1,930 |
* | Syndax Pharmaceuticals Inc. | 126,264 | 1,914 |
*,^ AAC Holdings Inc. | 110,063 | 1,914 | |
* | FONAR Corp. | 91,223 | 1,874 |
* | Cara Therapeutics Inc. | 218,787 | 1,827 |
Digirad Corp. | 357,829 | 1,825 | |
* | Proteostasis Therapeutics Inc. | 116,642 | 1,818 |
Utah Medical Products Inc. | 30,237 | 1,808 | |
* | Concert Pharmaceuticals Inc. | 178,709 | 1,807 |
* | IRIDEX Corp. | 123,557 | 1,790 |
* | Tandem Diabetes Care Inc. | 233,248 | 1,787 |
* | Tetraphase Pharmaceuticals Inc. | 453,967 | 1,739 |
* | Senseonics Holdings Inc. | 433,687 | 1,691 |
* | Inotek Pharmaceuticals Corp. | 177,875 | 1,686 |
Psychemedics Corp. | 84,492 | 1,676 | |
* | Pfenex Inc. | 185,393 | 1,659 |
*,^ Navidea Biopharmaceuticals Inc. | 1,809,410 | 1,657 | |
*,^ Vital Therapies Inc. | 265,899 | 1,627 | |
* | Entellus Medical Inc. | 72,752 | 1,614 |
* | Lantheus Holdings Inc. | 192,132 | 1,591 |
*,^ BioDelivery Sciences International Inc. | 581,477 | 1,570 |
* | Endocyte Inc. | 508,010 | 1,570 |
* | ChemoCentryx Inc. | 252,816 | 1,527 |
*,^ TransEnterix Inc. | 894,122 | 1,511 | |
*,^ Synthetic Biologics Inc. | 874,866 | 1,505 | |
*,^ AcelRx Pharmaceuticals Inc. | 380,996 | 1,482 | |
*,^ Trovagene Inc. | 321,444 | 1,443 | |
* | Harvard Bioscience Inc. | 528,292 | 1,437 |
* | Derma Sciences Inc. | 305,334 | 1,426 |
*,^ T2 Biosystems Inc. | 192,577 | 1,394 | |
* | VIVUS Inc. | 1,215,043 | 1,385 |
*,^ Anavex Life Sciences Corp. | 374,077 | 1,358 | |
National Research Corp. Class A | 83,170 | 1,355 | |
* | Anthera Pharmaceuticals Inc. | 429,813 | 1,354 |
* | Veracyte Inc. | 176,671 | 1,344 |
^ | Osiris Therapeutics Inc. | 266,329 | 1,321 |
*,^ Intellia Therapeutics Inc. | 77,258 | 1,315 | |
* | Flex Pharma Inc. | 109,999 | 1,296 |
* | Applied Genetic Technologies Corp. | 130,145 | 1,273 |
*,^ CytoSorbents Corp. | 197,294 | 1,263 | |
* | SeaSpine Holdings Corp. | 122,894 | 1,242 |
* | Mirati Therapeutics Inc. | 187,720 | 1,241 |
*,^ Genocea Biosciences Inc. | 241,246 | 1,235 | |
*,^ Fortress Biotech Inc. | 401,280 | 1,192 | |
*,^ Titan Pharmaceuticals Inc. | 200,092 | 1,177 | |
* | Regulus Therapeutics Inc. | 353,504 | 1,167 |
* | Bio-Path Holdings Inc. | 826,995 | 1,158 |
*,^ Sientra Inc. | 122,323 | 1,100 | |
*,^ CorMedix Inc. | 434,128 | 1,094 | |
* | Cellular Biomedicine Group Inc. | 75,018 | 1,088 |
* | ChromaDex Corp. | 351,731 | 1,048 |
* | Aegerion Pharmaceuticals Inc. | 350,486 | 1,041 |
* | Peregrine Pharmaceuticals Inc. | 2,391,715 | 1,028 |
*,^ Egalet Corp. | 132,189 | 1,006 | |
* | ContraFect Corp. | 405,500 | 1,006 |
* | Dicerna Pharmaceuticals Inc. | 169,433 | 996 |
* | Bovie Medical Corp. | 187,593 | 977 |
* | Five Star Quality Care Inc. | 505,067 | 965 |
*,^ Ohr Pharmaceutical Inc. | 339,890 | 962 | |
* | pSivida Corp. | 316,239 | 952 |
*,^ iRadimed Corp. | 54,594 | 928 | |
* | Infinity Pharmaceuticals Inc. | 568,145 | 886 |
* | Catalyst Pharmaceuticals Inc. | 807,654 | 880 |
*,^ Lipocine Inc. | 196,464 | 876 | |
*,^ Biolase Inc. | 495,670 | 867 | |
*,^ Galena Biopharma Inc. | 2,443,262 | 856 | |
* | CTI BioPharma Corp. | 2,280,223 | 854 |
* | Adverum Biotechnologies Inc. | 206,903 | 850 |
* | Argos Therapeutics Inc. | 169,384 | 842 |
*,^ Asterias Biotherapeutics Inc. | 197,377 | 837 | |
* | EndoChoice Holdings Inc. | 104,785 | 836 |
* | Zafgen Inc. | 248,421 | 822 |
* | Assembly Biosciences Inc. | 113,542 | 819 |
* | Juniper Pharmaceuticals Inc. | 145,413 | 807 |
* | Corvus Pharmaceuticals Inc. | 48,669 | 801 |
* | Alliance HealthCare Services Inc. | 115,180 | 790 |
* | Icad Inc. | 151,494 | 788 |
* | Vericel Corp. | 277,948 | 778 |
* | Genesis Healthcare Inc. | 289,345 | 773 |
* | NanoViricides Inc. | 457,015 | 772 |
*,^ Abeona Therapeutics Inc. | 127,182 | 763 | |
* | Alimera Sciences Inc. | 507,174 | 756 |
* | Avinger Inc. | 157,210 | 750 |
* | Fate Therapeutics Inc. | 239,987 | 749 |
* | MEI Pharma Inc. | 425,361 | 749 |
* | Achaogen Inc. | 155,667 | 746 |
* | Nivalis Therapeutics Inc. | 91,294 | 742 |
* | Corium International Inc. | 128,873 | 724 |
* | Immune Design Corp. | 93,831 | 711 |
* | Kindred Biosciences Inc. | 141,016 | 701 |
* | GlycoMimetics Inc. | 96,324 | 689 |
* | Nuvectra Corp. | 98,509 | 682 |
* | Dipexium Pharmaceuticals Inc. | 46,794 | 679 |
*,^ Zynerba Pharmaceuticals Inc. | 51,381 | 671 | |
* | Pain Therapeutics Inc. | 665,208 | 665 |
*,^ Corindus Vascular Robotics Inc. | 584,889 | 649 | |
*,^ IsoRay Inc. | 899,206 | 648 | |
* | Calithera Biosciences Inc. | 197,336 | 641 |
* | Sunesis Pharmaceuticals Inc. | 145,279 | 635 |
* | Repros Therapeutics Inc. | 298,827 | 625 |
* | AVEO Pharmaceuticals Inc. | 701,433 | 624 |
*,^ Actinium Pharmaceuticals Inc. | 451,882 | 610 | |
* | Alphatec Holdings Inc. | 64,263 | 604 |
* | Agile Therapeutics Inc. | 85,833 | 599 |
*,^ Second Sight Medical Products Inc. | 169,893 | 598 | |
* | vTv Therapeutics Inc. Class A | 82,903 | 596 |
* | XOMA Corp. | 1,266,767 | 581 |
* | Palatin Technologies Inc. | 915,420 | 576 |
*,^ CytRx Corp. | 978,732 | 576 | |
*,^ Adamis Pharmaceuticals Corp. | 162,726 | 558 | |
* | Selecta Biosciences Inc. | 38,298 | 546 |
* | Neos Therapeutics Inc. | 81,947 | 539 |
* | Sharps Compliance Corp. | 123,176 | 533 |
* | SCYNEXIS Inc. | 137,332 | 531 |
* | Threshold Pharmaceuticals Inc. | 775,237 | 525 |
* | ArQule Inc. | 291,477 | 522 |
* | Verastem Inc. | 388,266 | 516 |
*,^ BrainStorm Cell Therapeutics Inc. | 214,458 | 513 | |
* | Aviragen Therapeutics Inc. | 254,062 | 488 |
* | Madrigal Pharmaceuticals Inc. | 38,091 | 483 |
* | Pernix Therapeutics Holdings Inc. | 749,846 | 466 |
*,^ Orexigen Therapeutics Inc. | 139,857 | 464 | |
* | Kura Oncology Inc. | 73,916 | 462 |
* | Aptevo Therapeutics Inc. | 176,952 | 453 |
* | Cymabay Therapeutics Inc. | 230,186 | 447 |
*,^ Ampio Pharmaceuticals Inc. | 592,584 | 439 | |
* | iBio Inc. | 778,558 | 436 |
* | Conatus Pharmaceuticals Inc. | 211,673 | 423 |
* | Ocera Therapeutics Inc. | 158,635 | 420 |
* | Cumberland Pharmaceuticals Inc. | 83,070 | 416 |
* | Recro Pharma Inc. | 46,881 | 414 |
* | Rexahn Pharmaceuticals Inc. | 1,954,425 | 410 |
* | Cogentix Medical Inc. | 223,836 | 407 |
*,^ Neuralstem Inc. | 1,246,536 | 399 | |
* | Chembio Diagnostics Inc. | 53,700 | 396 |
* | Celsion Corp. | 317,144 | 387 |
* | Tenax Therapeutics Inc. | 158,300 | 364 |
* | CEL-SCI Corp. | 1,184,120 | 361 |
* | Cytori Therapeutics Inc. | 176,562 | 358 |
* | Cidara Therapeutics Inc. | 30,336 | 347 |
*,^ Unilife Corp. | 165,137 | 347 | |
* | Voyager Therapeutics Inc. | 28,549 | 343 |
*,^ ContraVir Pharmaceuticals Inc. | 308,743 | 330 | |
AdCare Health Systems Inc. | 154,765 | 325 | |
* | Biodel Inc. | 749,550 | 324 |
* | Catabasis Pharmaceuticals Inc. | 50,934 | 314 |
* | KemPharm Inc. | 67,906 | 305 |
*,^ Eleven Biotherapeutics Inc. | 108,856 | 305 | |
*,^ Galectin Therapeutics Inc. | 265,986 | 301 | |
* | Tracon Pharmaceuticals Inc. | 44,275 | 299 |
*,^ Northwest Biotherapeutics Inc. | 546,665 | 298 | |
* | GTx Inc. | 378,419 | 296 |
*,^ Eiger BioPharmaceuticals Inc. | 22,126 | 296 | |
* | Hemispherx Biopharma Inc. | 234,096 | 293 |
*,^ Chiasma Inc. | 99,376 | 292 | |
* | Vical Inc. | 94,922 | 289 |
* | aTyr Pharma Inc. | 89,858 | 286 |
*,^ Mast Therapeutics Inc. | 2,417,160 | 266 | |
* | Retractable Technologies Inc. | 101,655 | 265 |
* | Electromed Inc. | 55,364 | 252 |
*,^ Cancer Genetics Inc. | 141,000 | 247 | |
*,^ Fibrocell Science Inc. | 338,203 | 244 | |
* | Opexa Therapeutics Inc. | 73,704 | 238 |
*,^ Heat Biologics Inc. | 174,928 | 238 | |
* | TearLab Corp. Class A | 360,953 | 235 |
* | Caladrius Biosciences Inc. | 50,412 | 233 |
* | Marinus Pharmaceuticals Inc. | 120,873 | 220 |
* | Mateon Therapeutics Inc. | 348,782 | 216 |
*,^ Sunshine Heart Inc. | 376,718 | 215 | |
*,^ Amedica Corp. | 230,564 | 214 | |
* | MGC Diagnostics Corp. | 30,659 | 212 |
* | Cyclacel Pharmaceuticals Inc. | 35,218 | 211 |
* | Apricus Biosciences Inc. | 602,124 | 204 |
*,^ Evoke Pharma Inc. | 89,013 | 201 | |
* | Tactile Systems Technology Inc. | 10,638 | 199 |
* | Tonix Pharmaceuticals Holding Corp. | 282,610 | 197 |
*,^ Windtree Therapeutics Inc. | 74,388 | 191 | |
* | ImmunoCellular Therapeutics Ltd. | 1,617,317 | 191 |
*,^ Oculus Innovative Sciences Inc. | 43,512 | 188 | |
* | Proteon Therapeutics Inc. | 19,317 | 180 |
*,^ Skyline Medical Inc. | 1,062,533 | 175 | |
*,^ Cerulean Pharma Inc. | 168,296 | 172 | |
* | Connecture Inc. | 89,352 | 168 |
* | VolitionRX Ltd. | 31,527 | 167 |
*,^ Immune Pharmaceuticals Inc. | 595,915 | 167 | |
* | OncoGenex Pharmaceuticals Inc. | 327,390 | 166 |
*,^ StemCells Inc. | 120,425 | 164 | |
* | Ekso Bionics Holdings Inc. | 33,386 | 157 |
*,^ Aethlon Medical Inc. | 30,551 | 152 | |
* | Biostage Inc. | 141,248 | 151 |
* | CAS Medical Systems Inc. | 86,382 | 148 |
* | Misonix Inc. | 27,669 | 147 |
* | Oncocyte Corp. | 29,009 | 146 |
* | Acura Pharmaceuticals Inc. | 89,117 | 143 |
* | ProPhase Labs Inc. | 72,896 | 141 |
* | Venaxis Inc. | 46,580 | 141 |
* | Dextera Surgical Inc. | 73,902 | 140 |
* | Imprimis Pharmaceuticals Inc. | 36,209 | 138 |
* | CASI Pharmaceuticals Inc. | 119,606 | 133 |
* | Tokai Pharmaceuticals Inc. | 81,496 | 125 |
* | Aldeyra Therapeutics Inc. | 15,295 | 120 |
* | ADMA Biologics Inc. | 16,178 | 117 |
*,^ Cellectar Biosciences Inc. | 41,103 | 111 | |
* | Bioanalytical Systems Inc. | 91,696 | 105 |
* | NovaBay Pharmaceuticals Inc. | 25,141 | 104 |
*,^ Cesca Therapeutics Inc. | 26,283 | 103 | |
*,^ OpGen Inc. | 62,045 | 102 | |
* | RXi Pharmaceuticals Corp. | 52,573 | 96 |
* | Provectus Biopharmaceuticals Inc. Class A | 949,829 | 94 |
* | OncoSec Medical Inc. | 54,445 | 93 |
* | Biocept Inc. | 54,333 | 86 |
* | Catalyst Biosciences Inc. | 71,358 | 86 |
* | ARCA biopharma Inc. | 28,967 | 84 |
* | ERBA Diagnostics Inc. | 164,869 | 82 |
* | BioLife Solutions Inc. | 44,612 | 82 |
* | SunLink Health Systems Inc. | 67,827 | 81 |
*,^ Neothetics Inc. | 70,877 | 79 | |
* | Audentes Therapeutics Inc. | 4,455 | 79 |
* | Cleveland BioLabs Inc. | 45,001 | 78 |
* | Axsome Therapeutics Inc. | 9,684 | 76 |
* | Clearside Biomedical Inc. | 4,391 | 76 |
* | Presbia plc | 15,400 | 72 |
* | InfuSystem Holdings Inc. | 26,041 | 72 |
Hooper Holmes Inc. | 57,400 | 71 | |
Daxor Corp. | 8,705 | 69 | |
*,^ Wright Medical Group Inc. CVR Exp. 12/31/2049 | 52,493 | 68 | |
*,^ WaferGen Bio-systems Inc. | 78,995 | 67 | |
* | Alliqua BioMedical Inc. | 84,563 | 66 |
* | Vermillion Inc. | 49,637 | 65 |
*,^ Rennova Health Inc. | 337,923 | 64 | |
*,^ EyeGate Pharmaceuticals Inc. | 36,973 | 64 | |
* | Novan Inc. | 3,153 | 64 |
*,^ Capnia Inc. | 60,966 | 59 | |
* | Viking Therapeutics Inc. | 39,596 | 56 |
*,^ Onconova Therapeutics Inc. | 21,057 | 56 | |
* | Gemphire Therapeutics Inc. | 4,756 | 52 |
* | Viveve Medical Inc. | 7,146 | 52 |
* | GenVec Inc. | 111,394 | 51 |
* | PhotoMedex Inc. | 37,935 | 49 |
* | Signal Genetics Inc. | 97,775 | 48 |
* | Carbylan Therapeutics Inc. | 102,790 | 47 |
* | USMD Holdings Inc. | 2,014 | 46 |
*,^ AmpliPhi Biosciences Corp. | 30,206 | 45 | |
* | Aeglea BioTherapeutics Inc. | 6,553 | 42 |
National Research Corp. Class B | 1,200 | 41 | |
* | NeuroMetrix Inc. | 26,521 | 41 |
* | Streamline Health Solutions Inc. | 21,760 | 40 |
* | Escalon Medical Corp. | 59,011 | 40 |
*,^ Lpath Inc. Class A | 11,676 | 38 |
* | Atossa Genetics Inc. | 18,052 | 38 |
Kewaunee Scientific Corp. | 1,605 | 38 | |
*,^ Oragenics Inc. | 82,900 | 38 | |
* | Jaguar Animal Health Inc. | 27,262 | 35 |
* | CareDx Inc. | 8,500 | 30 |
* | Strata Skin Sciences Inc. | 54,307 | 28 |
*,^ Delcath Systems Inc. | 11,138 | 28 | |
* | Syros Pharmaceuticals Inc. | 1,927 | 27 |
* | Champions Oncology Inc. | 15,840 | 27 |
* | Akers Biosciences Inc. | 7,910 | 26 |
*,^ Roka Bioscience Inc. | 36,672 | 26 | |
* | VistaGen Therapeutics Inc. | 5,972 | 25 |
*,^ TetraLogic Pharmaceuticals Corp. | 149,949 | 24 | |
* | ViewRay Inc. | 5,208 | 24 |
* | Pro-Dex Inc. | 4,785 | 21 |
* | HTG Molecular Diagnostics Inc. | 7,700 | 18 |
* | InspireMD Inc. | 217,006 | 17 |
* | Interpace Diagnostics Group Inc. | 99,850 | 16 |
*,^ Pulmatrix Inc. | 9,446 | 16 | |
*,^ ASTERIAS BIOTHERAPEUTICS INC WARRANTS EXP 9/30/16 | 28,992 | 15 | |
* | Transgenomic Inc. | 51,199 | 14 |
* | Pulse Biosciences Inc. | 2,206 | 14 |
Span-America Medical Systems Inc. | 705 | 13 | |
* | Medovex Corp. | 9,195 | 13 |
* | Ligand Pharmaceuticals Inc. Rights | 395,811 | 12 |
* | Moleculin Biotech Inc. | 1,901 | 11 |
* | Mirna Therapeutics Inc. | 5,500 | 11 |
Ligand Pharmaceuticals Inc. Rights | 395,811 | 11 | |
* | Capricor Therapeutics Inc. | 3,104 | 10 |
* | Allied Healthcare Products Inc. | 11,721 | 10 |
*,^ Oncobiologics Inc. | 2,267 | 10 | |
Diversicare Healthcare Services Inc. | 953 | 9 | |
* | Ritter Pharmaceuticals Inc. | 5,099 | 9 |
Ligand Pharmaceuticals Inc. Rights | 395,811 | 8 | |
* | Cerecor Inc. | 1,900 | 8 |
* | Galmed Pharmaceuticals Ltd. | 1,674 | 7 |
* | Xtant Medical Holdings Inc. | 5,700 | 6 |
* | Aradigm Corp. | 891 | 6 |
*,^ Great Basin Scientific Inc. | 2,307 | 5 | |
* | Arrhythmia Research Technology Inc. | 1,175 | 5 |
* | Ligand Pharmaceuticals Inc. Rights | 395,811 | 2 |
* | BioPharmX Corp. | 2,303 | 1 |
* | Histogenics Corp. | 400 | 1 |
* | American Shared Hospital Services | 276 | 1 |
* | Zosano Pharma Corp. | 747 | 1 |
Cooper Cos. Inc. | 3 | 1 | |
5,630,018 | |||
Industrials (12.7%) | |||
* | IHS Markit Ltd. | 3,776,560 | 141,810 |
Wabtec Corp. | 1,020,605 | 83,332 | |
AO Smith Corp. | 834,534 | 82,444 | |
Huntington Ingalls Industries Inc. | 530,412 | 81,376 | |
* | Middleby Corp. | 655,450 | 81,027 |
IDEX Corp. | 852,684 | 79,786 | |
* | Sensata Technologies Holding NV | 1,948,590 | 75,566 |
Carlisle Cos. Inc. | 726,854 | 74,553 | |
* | HD Supply Holdings Inc. | 2,275,281 | 72,763 |
Macquarie Infrastructure Corp. | 850,456 | 70,792 |
Owens Corning | 1,297,153 | 69,255 |
Lennox International Inc. | 440,058 | 69,102 |
* WABCO Holdings Inc. | 592,883 | 67,310 |
KAR Auction Services Inc. | 1,557,243 | 67,211 |
* Spirit AeroSystems Holdings Inc. Class A | 1,455,493 | 64,828 |
* JetBlue Airways Corp. | 3,668,934 | 63,252 |
Hubbell Inc. Class B | 582,485 | 62,757 |
Nordson Corp. | 600,609 | 59,839 |
B/E Aerospace Inc. | 1,142,713 | 59,033 |
* Copart Inc. | 1,100,552 | 58,946 |
Toro Co. | 1,228,986 | 57,566 |
Donaldson Co. Inc. | 1,497,766 | 55,912 |
ManpowerGroup Inc. | 771,798 | 55,770 |
Allison Transmission Holdings Inc. | 1,874,422 | 53,758 |
* Old Dominion Freight Line Inc. | 782,140 | 53,663 |
* AECOM | 1,720,823 | 51,160 |
Orbital ATK Inc. | 661,699 | 50,441 |
Oshkosh Corp. | 835,011 | 46,761 |
Curtiss-Wright Corp. | 512,156 | 46,663 |
Graco Inc. | 629,048 | 46,550 |
Hexcel Corp. | 1,043,510 | 46,227 |
BWX Technologies Inc. | 1,176,082 | 45,126 |
* Genesee & Wyoming Inc. Class A | 651,484 | 44,920 |
Lincoln Electric Holdings Inc. | 714,876 | 44,766 |
* Teledyne Technologies Inc. | 401,671 | 43,352 |
Trinity Industries Inc. | 1,738,648 | 42,041 |
Watsco Inc. | 289,418 | 40,779 |
EMCOR Group Inc. | 678,727 | 40,466 |
Woodward Inc. | 633,844 | 39,603 |
* Kirby Corp. | 617,712 | 38,397 |
AGCO Corp. | 761,213 | 37,543 |
^ MSC Industrial Direct Co. Inc. Class A | 507,503 | 37,256 |
Deluxe Corp. | 555,220 | 37,100 |
* Avis Budget Group Inc. | 1,079,705 | 36,937 |
ITT Inc. | 1,030,333 | 36,927 |
RR Donnelley & Sons Co. | 2,318,812 | 36,452 |
CLARCOR Inc. | 558,736 | 36,318 |
Valmont Industries Inc. | 261,210 | 35,151 |
* Colfax Corp. | 1,107,418 | 34,806 |
Crane Co. | 546,780 | 34,453 |
* TransUnion | 992,030 | 34,225 |
* Hertz Global Holdings Inc. | 845,041 | 33,937 |
* Spirit Airlines Inc. | 789,019 | 33,557 |
EnerSys | 484,156 | 33,499 |
* XPO Logistics Inc. | 911,328 | 33,418 |
Landstar System Inc. | 487,762 | 33,207 |
Rollins Inc. | 1,131,759 | 33,138 |
Chicago Bridge & Iron Co. NV | 1,180,501 | 33,089 |
Healthcare Services Group Inc. | 816,022 | 32,298 |
Air Lease Corp. Class A | 1,090,861 | 31,177 |
Terex Corp. | 1,221,975 | 31,050 |
Joy Global Inc. | 1,119,136 | 31,045 |
Regal Beloit Corp. | 513,819 | 30,567 |
* Dycom Industries Inc. | 359,631 | 29,411 |
* WESCO International Inc. | 477,351 | 29,352 |
* Hawaiian Holdings Inc. | 603,651 | 29,337 |
* Clean Harbors Inc. | 604,907 | 29,023 |
* Beacon Roofing Supply Inc. | 684,295 | 28,788 |
Timken Co. | 784,535 | 27,569 |
* USG Corp. | 1,049,258 | 27,123 |
* Generac Holdings Inc. | 740,382 | 26,876 |
* NOW Inc. | 1,234,934 | 26,465 |
Kennametal Inc. | 910,344 | 26,418 |
* Esterline Technologies Corp. | 340,613 | 25,900 |
* Manitowoc Foodservice Inc. | 1,578,023 | 25,596 |
* WageWorks Inc. | 413,012 | 25,157 |
* Rexnord Corp. | 1,168,970 | 25,028 |
ABM Industries Inc. | 629,730 | 25,000 |
KBR Inc. | 1,644,002 | 24,874 |
HEICO Corp. Class A | 407,720 | 24,671 |
John Bean Technologies Corp. | 337,740 | 23,828 |
Tetra Tech Inc. | 667,974 | 23,693 |
Covanta Holding Corp. | 1,527,382 | 23,506 |
UniFirst Corp. | 176,852 | 23,320 |
Mueller Water Products Inc. Class A | 1,854,201 | 23,270 |
Universal Forest Products Inc. | 234,841 | 23,129 |
* Armstrong World Industries Inc. | 555,556 | 22,956 |
Barnes Group Inc. | 564,676 | 22,898 |
* MasTec Inc. | 758,065 | 22,545 |
Granite Construction Inc. | 452,878 | 22,526 |
Matthews International Corp. Class A | 364,853 | 22,168 |
Hillenbrand Inc. | 690,177 | 21,837 |
* Moog Inc. Class A | 362,823 | 21,602 |
G&K Services Inc. Class A | 225,365 | 21,520 |
* FTI Consulting Inc. | 477,887 | 21,295 |
* KLX Inc. | 603,753 | 21,252 |
* Masonite International Corp. | 341,362 | 21,222 |
Mueller Industries Inc. | 653,646 | 21,191 |
Simpson Manufacturing Co. Inc. | 480,270 | 21,108 |
Applied Industrial Technologies Inc. | 449,880 | 21,027 |
* Swift Transportation Co. | 974,359 | 20,919 |
Knight Transportation Inc. | 714,302 | 20,493 |
HNI Corp. | 513,959 | 20,456 |
CEB Inc. | 373,302 | 20,334 |
* Advisory Board Co. | 453,132 | 20,273 |
* RBC Bearings Inc. | 265,062 | 20,272 |
AMERCO | 62,514 | 20,269 |
Allegiant Travel Co. Class A | 151,834 | 20,053 |
* Trex Co. Inc. | 340,537 | 19,996 |
* On Assignment Inc. | 549,809 | 19,953 |
Matson Inc. | 499,995 | 19,940 |
MSA Safety Inc. | 342,555 | 19,882 |
AZZ Inc. | 301,449 | 19,676 |
* DigitalGlobe Inc. | 710,326 | 19,534 |
Watts Water Technologies Inc. Class A | 301,253 | 19,533 |
GATX Corp. | 438,430 | 19,532 |
Herman Miller Inc. | 681,950 | 19,504 |
* MRC Global Inc. | 1,164,734 | 19,137 |
Brady Corp. Class A | 539,064 | 18,657 |
* Univar Inc. | 843,735 | 18,436 |
Franklin Electric Co. Inc. | 451,508 | 18,381 |
Brink's Co. | 495,565 | 18,376 |
* TASER International Inc. | 608,568 | 17,411 |
*,^ Navistar International Corp. | 735,959 | 16,846 | |
* | Proto Labs Inc. | 274,133 | 16,423 |
HEICO Corp. | 235,149 | 16,272 | |
Triumph Group Inc. | 567,152 | 15,812 | |
Actuant Corp. Class A | 677,579 | 15,747 | |
SkyWest Inc. | 590,168 | 15,586 | |
*,^ SolarCity Corp. | 792,951 | 15,510 | |
Forward Air Corp. | 358,215 | 15,496 | |
Mobile Mini Inc. | 511,890 | 15,459 | |
Exponent Inc. | 300,341 | 15,335 | |
* | Hub Group Inc. Class A | 372,777 | 15,194 |
* | Huron Consulting Group Inc. | 252,075 | 15,064 |
Apogee Enterprises Inc. | 335,300 | 14,985 | |
* | SPX FLOW Inc. | 480,472 | 14,856 |
Insperity Inc. | 203,592 | 14,789 | |
EnPro Industries Inc. | 254,525 | 14,462 | |
ESCO Technologies Inc. | 309,555 | 14,370 | |
Albany International Corp. | 339,029 | 14,368 | |
Steelcase Inc. Class A | 1,033,872 | 14,360 | |
Kaman Corp. | 323,160 | 14,193 | |
* | Aerojet Rocketdyne Holdings Inc. | 805,709 | 14,164 |
Standex International Corp. | 151,436 | 14,064 | |
Korn/Ferry International | 654,990 | 13,755 | |
AAON Inc. | 472,919 | 13,630 | |
Knoll Inc. | 574,715 | 13,132 | |
Astec Industries Inc. | 218,900 | 13,106 | |
* | Gibraltar Industries Inc. | 347,383 | 12,905 |
Comfort Systems USA Inc. | 435,887 | 12,776 | |
* | American Woodmark Corp. | 157,495 | 12,689 |
*,^ Virgin America Inc. | 235,814 | 12,618 | |
Interface Inc. Class A | 753,745 | 12,580 | |
Tennant Co. | 193,591 | 12,545 | |
* | Atlas Air Worldwide Holdings Inc. | 284,750 | 12,193 |
AAR Corp. | 388,222 | 12,159 | |
Cubic Corp. | 259,379 | 12,142 | |
Werner Enterprises Inc. | 517,600 | 12,045 | |
* | ACCO Brands Corp. | 1,244,748 | 11,999 |
Aircastle Ltd. | 596,327 | 11,843 | |
* | Navigant Consulting Inc. | 575,777 | 11,642 |
* | Chart Industries Inc. | 352,773 | 11,582 |
* | Mercury Systems Inc. | 468,619 | 11,514 |
US Ecology Inc. | 256,196 | 11,488 | |
* | Meritor Inc. | 1,023,686 | 11,394 |
* | Team Inc. | 345,843 | 11,313 |
West Corp. | 511,429 | 11,292 | |
CIRCOR International Inc. | 189,015 | 11,258 | |
Greenbrier Cos. Inc. | 317,987 | 11,225 | |
* | Builders FirstSource Inc. | 972,018 | 11,188 |
* | TrueBlue Inc. | 487,538 | 11,048 |
* | Wabash National Corp. | 759,505 | 10,815 |
* | Lydall Inc. | 205,831 | 10,524 |
* | Patrick Industries Inc. | 168,028 | 10,404 |
* | ICF International Inc. | 231,536 | 10,262 |
* | TriMas Corp. | 543,091 | 10,107 |
Multi-Color Corp. | 152,883 | 10,090 | |
Raven Industries Inc. | 436,671 | 10,057 | |
* | Continental Building Products Inc. | 476,972 | 10,012 |
* SPX Corp. | 486,307 | 9,794 |
Sun Hydraulics Corp. | 302,929 | 9,776 |
Advanced Drainage Systems Inc. | 406,115 | 9,771 |
^ Lindsay Corp. | 131,182 | 9,705 |
Federal Signal Corp. | 730,805 | 9,690 |
* Babcock & Wilcox Enterprises Inc. | 584,249 | 9,640 |
* Herc Holdings Inc. | 284,565 | 9,590 |
* Tutor Perini Corp. | 445,049 | 9,555 |
* BMC Stock Holdings Inc. | 536,415 | 9,511 |
* Rush Enterprises Inc. Class A | 385,751 | 9,443 |
Primoris Services Corp. | 457,820 | 9,431 |
Briggs & Stratton Corp. | 501,653 | 9,356 |
Altra Industrial Motion Corp. | 322,552 | 9,344 |
Harsco Corp. | 926,062 | 9,196 |
* Wesco Aircraft Holdings Inc. | 680,440 | 9,138 |
Heartland Express Inc. | 477,960 | 9,024 |
Essendant Inc. | 439,620 | 9,021 |
* Astronics Corp. | 199,593 | 8,992 |
Encore Wire Corp. | 243,654 | 8,959 |
* Saia Inc. | 294,871 | 8,834 |
* Air Transport Services Group Inc. | 613,721 | 8,807 |
Quad/Graphics Inc. | 329,288 | 8,799 |
Argan Inc. | 145,025 | 8,584 |
* TriNet Group Inc. | 396,597 | 8,578 |
Viad Corp. | 232,387 | 8,568 |
General Cable Corp. | 563,531 | 8,442 |
* Aegion Corp. Class A | 435,048 | 8,296 |
McGrath RentCorp | 260,519 | 8,261 |
Douglas Dynamics Inc. | 258,441 | 8,255 |
* Thermon Group Holdings Inc. | 404,169 | 7,982 |
Manitowoc Co. Inc. | 1,533,946 | 7,348 |
Alamo Group Inc. | 110,442 | 7,277 |
Global Brass & Copper Holdings Inc. | 248,610 | 7,182 |
Quanex Building Products Corp. | 413,497 | 7,137 |
Insteel Industries Inc. | 196,616 | 7,125 |
* CBIZ Inc. | 618,221 | 6,918 |
Kelly Services Inc. Class A | 355,325 | 6,829 |
Kadant Inc. | 128,643 | 6,704 |
* Echo Global Logistics Inc. | 289,381 | 6,673 |
Hyster-Yale Materials Handling Inc. | 109,908 | 6,609 |
* NCI Building Systems Inc. | 447,621 | 6,531 |
* RPX Corp. | 602,458 | 6,440 |
Kforce Inc. | 310,285 | 6,358 |
* Engility Holdings Inc. | 199,597 | 6,287 |
Resources Connection Inc. | 412,147 | 6,157 |
* Aerovironment Inc. | 251,904 | 6,149 |
H&E Equipment Services Inc. | 366,403 | 6,141 |
* Energy Recovery Inc. | 382,250 | 6,108 |
* PGT Inc. | 557,050 | 5,944 |
* Nexeo Solutions Inc. | 711,993 | 5,867 |
Griffon Corp. | 338,999 | 5,766 |
* Armstrong Flooring Inc. | 302,637 | 5,714 |
National Presto Industries Inc. | 64,820 | 5,691 |
NN Inc. | 310,115 | 5,660 |
* SP Plus Corp. | 218,686 | 5,592 |
Marten Transport Ltd. | 258,035 | 5,419 |
* CSW Industrials Inc. | 167,111 | 5,413 |
Kimball International Inc. Class B | 413,991 | 5,357 | |
Ennis Inc. | 316,508 | 5,333 | |
ArcBest Corp. | 278,143 | 5,290 | |
*,^ KEYW Holding Corp. | 476,032 | 5,255 | |
Titan International Inc. | 515,413 | 5,216 | |
Triton International Ltd. | 390,962 | 5,157 | |
Gorman-Rupp Co. | 191,378 | 4,901 | |
* | GP Strategies Corp. | 197,429 | 4,861 |
* | MYR Group Inc. | 159,578 | 4,803 |
* | Veritiv Corp. | 94,724 | 4,752 |
Columbus McKinnon Corp. | 259,672 | 4,633 | |
* | InnerWorkings Inc. | 489,005 | 4,606 |
* | YRC Worldwide Inc. | 371,223 | 4,573 |
* | Mistras Group Inc. | 194,161 | 4,557 |
* | Casella Waste Systems Inc. Class A | 436,266 | 4,494 |
Powell Industries Inc. | 108,782 | 4,357 | |
* | DXP Enterprises Inc. | 150,237 | 4,235 |
*,^ Sunrun Inc. | 664,610 | 4,187 | |
* | Kratos Defense & Security Solutions Inc. | 604,869 | 4,168 |
Barrett Business Services Inc. | 83,841 | 4,159 | |
American Railcar Industries Inc. | 100,236 | 4,157 | |
* | SiteOne Landscape Supply Inc. | 112,329 | 4,036 |
Heidrick & Struggles International Inc. | 216,128 | 4,009 | |
Acacia Research Corp. | 599,721 | 3,910 | |
Park-Ohio Holdings Corp. | 103,158 | 3,760 | |
*,^ Energous Corp. | 186,383 | 3,655 | |
VSE Corp. | 107,216 | 3,644 | |
* | Ply Gem Holdings Inc. | 269,852 | 3,605 |
*,^ Plug Power Inc. | 2,066,788 | 3,534 | |
LSI Industries Inc. | 298,503 | 3,352 | |
CECO Environmental Corp. | 296,615 | 3,346 | |
* | CRA International Inc. | 124,020 | 3,298 |
* | Vicor Corp. | 256,351 | 2,974 |
* | Milacron Holdings Corp. | 175,656 | 2,803 |
Celadon Group Inc. | 319,003 | 2,788 | |
* | Franklin Covey Co. | 154,632 | 2,754 |
* | Roadrunner Transportation Systems Inc. | 344,522 | 2,749 |
Miller Industries Inc. | 119,657 | 2,727 | |
Supreme Industries Inc. Class A | 140,738 | 2,716 | |
* | NV5 Global Inc. | 83,662 | 2,703 |
* | Covenant Transportation Group Inc. Class A | 138,466 | 2,677 |
* | Ducommun Inc. | 116,521 | 2,661 |
* | Sparton Corp. | 99,023 | 2,600 |
* | Atkore International Group Inc. | 135,953 | 2,548 |
* | Orion Group Holdings Inc. | 360,152 | 2,467 |
* | Great Lakes Dredge & Dock Corp. | 687,794 | 2,407 |
* | Titan Machinery Inc. | 227,241 | 2,363 |
Graham Corp. | 119,452 | 2,282 | |
FreightCar America Inc. | 157,510 | 2,265 | |
*,^ Cogint Inc. | 421,363 | 2,145 | |
* | Layne Christensen Co. | 245,496 | 2,089 |
* | Commercial Vehicle Group Inc. | 356,171 | 2,059 |
* | Hill International Inc. | 444,159 | 2,048 |
* | Vectrus Inc. | 132,596 | 2,019 |
* | Hudson Technologies Inc. | 302,172 | 2,009 |
* | Heritage-Crystal Clean Inc. | 150,895 | 2,004 |
* | Sterling Construction Co. Inc. | 244,636 | 1,893 |
* | ARC Document Solutions Inc. | 500,545 | 1,872 |
*,^ FuelCell Energy Inc. | 338,314 | 1,834 | |
Allied Motion Technologies Inc. | 96,910 | 1,833 | |
* | Accuride Corp. | 705,418 | 1,806 |
* | TRC Cos. Inc. | 204,986 | 1,777 |
*,^ ExOne Co. | 115,082 | 1,752 | |
Dynamic Materials Corp. | 164,306 | 1,752 | |
* | Willis Lease Finance Corp. | 73,489 | 1,747 |
Hurco Cos. Inc. | 61,729 | 1,733 | |
Omega Flex Inc. | 44,908 | 1,732 | |
* | TPI Composites Inc. | 80,214 | 1,705 |
* | HC2 Holdings Inc. | 304,137 | 1,658 |
* | IES Holdings Inc. | 92,923 | 1,653 |
* | Northwest Pipe Co. | 135,939 | 1,605 |
* | GMS Inc. | 69,015 | 1,534 |
LB Foster Co. Class A | 127,548 | 1,532 | |
* | CAI International Inc. | 179,301 | 1,483 |
BG Staffing Inc. | 92,707 | 1,435 | |
Houston Wire & Cable Co. | 227,859 | 1,410 | |
* | Astronics Corp. Class B | 29,866 | 1,350 |
* | Lawson Products Inc. | 74,832 | 1,327 |
* | Willdan Group Inc. | 74,310 | 1,304 |
* | Pendrell Corp. | 1,794,004 | 1,229 |
Twin Disc Inc. | 101,232 | 1,213 | |
* | USA Truck Inc. | 116,171 | 1,190 |
Hardinge Inc. | 106,577 | 1,186 | |
* | Xerium Technologies Inc. | 148,311 | 1,179 |
* | Ameresco Inc. Class A | 220,552 | 1,160 |
* | PAM Transportation Services Inc. | 57,782 | 1,157 |
Preformed Line Products Co. | 27,040 | 1,140 | |
CDI Corp. | 199,837 | 1,133 | |
Universal Logistics Holdings Inc. | 83,523 | 1,121 | |
* | Gencor Industries Inc. | 90,823 | 1,088 |
* | Blue Bird Corp. | 71,184 | 1,040 |
* | American Superconductor Corp. | 147,870 | 1,037 |
* | Performant Financial Corp. | 335,911 | 991 |
*,^ Aqua Metals Inc. | 109,349 | 969 | |
* | Huttig Building Products Inc. | 161,233 | 932 |
* | Manitex International Inc. | 152,107 | 838 |
* | Arotech Corp. | 280,563 | 828 |
Providence and Worcester Railroad Co. | 33,195 | 823 | |
* | Neff Corp. Class A | 85,621 | 813 |
* | LMI Aerospace Inc. | 113,821 | 808 |
* | Rush Enterprises Inc. Class B | 33,166 | 806 |
Eastern Co. | 36,857 | 738 | |
* | Radiant Logistics Inc. | 259,370 | 737 |
* | CPI Aerostructures Inc. | 100,619 | 697 |
* | Cenveo Inc. | 93,782 | 661 |
* | Broadwind Energy Inc. | 138,522 | 610 |
* | NL Industries Inc. | 155,064 | 609 |
*,^ Power Solutions International Inc. | 59,216 | 607 | |
*,^ Energy Focus Inc. | 118,019 | 577 | |
* | Goldfield Corp. | 208,261 | 562 |
* | Taylor Devices Inc. | 27,595 | 545 |
* | Alpha Pro Tech Ltd. | 143,790 | 518 |
* | Astrotech Corp. | 304,120 | 502 |
LS Starrett Co. Class A | 49,944 | 490 |
* | SIFCO Industries Inc. | 47,767 | 485 |
* | MFRI Inc. | 62,526 | 476 |
* | Volt Information Sciences Inc. | 73,330 | 466 |
* | Revolution Lighting Technologies Inc. | 73,094 | 461 |
* | Ultralife Corp. | 108,865 | 446 |
BlueLinx Holdings Inc. | 48,194 | 432 | |
* | Key Technology Inc. | 39,089 | 423 |
Ecology and Environment Inc. | 42,341 | 419 | |
* | Intersections Inc. | 230,073 | 416 |
* | Innovative Solutions & Support Inc. | 128,429 | 408 |
* | Capstone Turbine Corp. | 288,672 | 395 |
*,^ Enphase Energy Inc. | 314,580 | 371 | |
*,^ Cemtrex Inc. | 93,361 | 370 | |
RCM Technologies Inc. | 54,236 | 359 | |
* | Perma-Fix Environmental Services | 64,750 | 326 |
* | Orion Energy Systems Inc. | 230,548 | 307 |
* | Jewett-Cameron Trading Co. Ltd. | 23,964 | 297 |
* | Patriot Transportation Holding Inc. | 13,987 | 297 |
*,^ EnSync Inc. | 309,916 | 291 | |
* | Transcat Inc. | 26,809 | 281 |
*,^ Odyssey Marine Exploration Inc. | 78,053 | 272 | |
*,^ Ocean Power Technologies Inc. | 34,820 | 245 | |
*,^ MagneGas Corp. | 360,237 | 234 | |
Hudson Global Inc. | 150,031 | 231 | |
Servotronics Inc. | 19,902 | 222 | |
* | Fuel Tech Inc. | 154,534 | 216 |
* | Mastech Digital Inc. | 25,867 | 210 |
* | Marathon Patent Group Inc. | 72,034 | 202 |
* | AMREP Corp. | 22,245 | 178 |
* | ARC Group Worldwide Inc. | 47,642 | 176 |
* | General Finance Corp. | 35,346 | 159 |
* | Rand Logistics Inc. | 195,018 | 146 |
* | Air T Inc. | 6,332 | 128 |
* | Jason Industries Inc. | 53,413 | 119 |
* | American Electric Technologies Inc. | 43,060 | 98 |
* | Active Power Inc. | 351,001 | 97 |
* | Versar Inc. | 59,676 | 93 |
* | DLH Holdings Corp. | 20,751 | 91 |
*,^ Genco Shipping & Trading Ltd. | 17,983 | 82 | |
*,^ Lightbridge Corp. | 38,008 | 68 | |
*,^ Spherix Inc. | 49,994 | 64 | |
* | Ideal Power Inc. | 9,203 | 48 |
EnviroStar Inc. | 5,750 | 47 | |
^ | GEE Group Inc. | 6,780 | 35 |
*,^ Real Goods Solar Inc. Class A | 7,584 | 29 | |
* | Continental Materials Corp. | 1,122 | 28 |
* | LiqTech International Inc. | 32,928 | 27 |
Chicago Rivet & Machine Co. | 951 | 27 | |
* | Staffing 360 Solutions Inc. | 19,383 | 26 |
* | Industrial Services of America Inc. | 13,535 | 21 |
* | Digital Power Corp. | 26,268 | 20 |
*,^ Erickson Inc. | 27,688 | 19 | |
* | Art's-Way Manufacturing Co. Inc. | 5,943 | 17 |
Espey Manufacturing & Electronics Corp. | 566 | 15 | |
* | Tel-Instrument Electronics Corp. | 3,304 | 13 |
Acme United Corp. | 409 | 8 | |
CompX International Inc. | 679 | 8 |
* | Micronet Enertec Technologies Inc. | 3,100 | 5 |
WSI Industries Inc. | 805 | 3 | |
* | Quest Resource Holding Corp. | 978 | 2 |
* | CTPartners Executive Search Inc. | 83,162 | — |
6,033,392 | |||
Information Technology (18.0%) | |||
* | LinkedIn Corp. Class A | 1,358,718 | 259,678 |
* | FleetCor Technologies Inc. | 1,374,340 | 238,764 |
* | Palo Alto Networks Inc. | 1,018,765 | 162,320 |
* | Twitter Inc. | 6,779,184 | 156,260 |
* | ServiceNow Inc. | 1,874,761 | 148,387 |
Maxim Integrated Products Inc. | 3,212,488 | 128,275 | |
* | Workday Inc. Class A | 1,352,352 | 123,997 |
* | Dell Technologies Inc - VMware Inc | 2,536,888 | 121,263 |
* | Synopsys Inc. | 1,735,908 | 103,026 |
* | Vantiv Inc. Class A | 1,777,116 | 99,998 |
CDK Global Inc. | 1,704,117 | 97,748 | |
* | ANSYS Inc. | 987,976 | 91,496 |
Broadridge Financial Solutions Inc. | 1,342,930 | 91,037 | |
* | Splunk Inc. | 1,511,010 | 88,666 |
CDW Corp. | 1,864,683 | 85,272 | |
* | Cadence Design Systems Inc. | 3,301,319 | 84,283 |
Computer Sciences Corp. | 1,597,431 | 83,402 | |
* | Gartner Inc. | 938,273 | 82,990 |
* | Trimble Navigation Ltd. | 2,823,249 | 80,632 |
* | CoStar Group Inc. | 369,948 | 80,105 |
Jack Henry & Associates Inc. | 909,572 | 77,814 | |
Leidos Holdings Inc. | 1,609,889 | 69,676 | |
Marvell Technology Group Ltd. | 5,044,510 | 66,941 | |
* | Ultimate Software Group Inc. | 327,347 | 66,906 |
*,^ VMware Inc. Class A | 902,568 | 66,203 | |
Sabre Corp. | 2,325,932 | 65,545 | |
* | Tyler Technologies Inc. | 382,294 | 65,460 |
* | Arrow Electronics Inc. | 1,020,556 | 65,285 |
Ingram Micro Inc. | 1,733,317 | 61,810 | |
* | Fortinet Inc. | 1,667,717 | 61,589 |
* | Keysight Technologies Inc. | 1,931,348 | 61,204 |
* | ARRIS International plc | 2,154,120 | 61,026 |
SS&C Technologies Holdings Inc. | 1,886,408 | 60,648 | |
Avnet Inc. | 1,433,651 | 58,866 | |
* | PTC Inc. | 1,317,561 | 58,381 |
* | CommScope Holding Co. Inc. | 1,925,433 | 57,975 |
* | Advanced Micro Devices Inc. | 8,344,361 | 57,660 |
* | ON Semiconductor Corp. | 4,671,356 | 57,551 |
* | Microsemi Corp. | 1,273,819 | 53,475 |
IAC/InterActiveCorp | 839,761 | 52,460 | |
Cognex Corp. | 966,433 | 51,086 | |
* | Guidewire Software Inc. | 835,355 | 50,105 |
Teradyne Inc. | 2,251,336 | 48,584 | |
* | Euronet Worldwide Inc. | 587,880 | 48,106 |
* | WEX Inc. | 441,945 | 47,770 |
* | NetSuite Inc. | 430,040 | 47,601 |
Jabil Circuit Inc. | 2,155,994 | 47,044 | |
* | Manhattan Associates Inc. | 812,707 | 46,828 |
Booz Allen Hamilton Holding Corp. Class A | 1,442,974 | 45,612 | |
* | NCR Corp. | 1,372,568 | 44,183 |
Cypress Semiconductor Corp. | 3,623,123 | 44,057 |
* | Take-Two Interactive Software Inc. | 969,964 | 43,726 |
Fair Isaac Corp. | 348,794 | 43,456 | |
* | Cavium Inc. | 743,293 | 43,260 |
* | Aspen Technology Inc. | 921,196 | 43,103 |
DST Systems Inc. | 360,677 | 42,531 | |
Brocade Communications Systems Inc. | 4,546,749 | 41,966 | |
* | Zebra Technologies Corp. | 602,193 | 41,919 |
* | GrubHub Inc. | 962,972 | 41,398 |
MAXIMUS Inc. | 725,165 | 41,015 | |
* | Nuance Communications Inc. | 2,810,636 | 40,754 |
*,^ Zillow Group Inc. | 1,155,417 | 40,035 | |
* | Ellie Mae Inc. | 378,457 | 39,852 |
*,^ Arista Networks Inc. | 459,739 | 39,115 | |
* | ViaSat Inc. | 520,120 | 38,827 |
* | CoreLogic Inc. | 987,603 | 38,734 |
* | Rackspace Hosting Inc. | 1,210,110 | 38,348 |
* | Genpact Ltd. | 1,594,413 | 38,186 |
SYNNEX Corp. | 334,163 | 38,131 | |
* | Cirrus Logic Inc. | 716,888 | 38,103 |
* | Pandora Media Inc. | 2,596,700 | 37,211 |
* | Finisar Corp. | 1,246,901 | 37,158 |
Blackbaud Inc. | 548,418 | 36,382 | |
* | Proofpoint Inc. | 478,135 | 35,788 |
j2 Global Inc. | 533,635 | 35,545 | |
* | Integrated Device Technology Inc. | 1,536,683 | 35,497 |
* | Tableau Software Inc. Class A | 634,204 | 35,052 |
* | EPAM Systems Inc. | 505,614 | 35,044 |
Science Applications International Corp. | 503,091 | 34,899 | |
* | IPG Photonics Corp. | 420,894 | 34,661 |
* | Ciena Corp. | 1,559,213 | 33,991 |
* | Tech Data Corp. | 400,526 | 33,929 |
Intersil Corp. Class A | 1,542,894 | 33,836 | |
Dolby Laboratories Inc. Class A | 622,291 | 33,784 | |
Convergys Corp. | 1,106,699 | 33,666 | |
National Instruments Corp. | 1,181,556 | 33,556 | |
Monolithic Power Systems Inc. | 415,104 | 33,416 | |
Belden Inc. | 484,060 | 33,395 | |
Littelfuse Inc. | 258,291 | 33,270 | |
Mentor Graphics Corp. | 1,200,319 | 31,736 | |
InterDigital Inc. | 394,970 | 31,282 | |
* | Coherent Inc. | 277,245 | 30,647 |
MKS Instruments Inc. | 613,230 | 30,496 | |
* | NetScout Systems Inc. | 1,035,021 | 30,274 |
* | Cree Inc. | 1,157,783 | 29,778 |
Lexmark International Inc. Class A | 738,612 | 29,515 | |
* | Entegris Inc. | 1,633,040 | 28,448 |
* | CACI International Inc. Class A | 278,512 | 28,102 |
* | Yelp Inc. Class A | 671,001 | 27,981 |
* | Universal Display Corp. | 503,826 | 27,967 |
* | Verint Systems Inc. | 725,186 | 27,289 |
* | TiVo Corp. | 1,390,184 | 27,081 |
* | First Data Corp. Class A | 2,053,897 | 27,029 |
* | Silicon Laboratories Inc. | 457,721 | 26,914 |
* | Electronics For Imaging Inc. | 538,305 | 26,334 |
* | Cornerstone OnDemand Inc. | 568,831 | 26,138 |
LogMeIn Inc. | 288,176 | 26,048 | |
* | ACI Worldwide Inc. | 1,342,123 | 26,010 |
* | Lumentum Holdings Inc. | 616,326 | 25,744 |
* | FireEye Inc. | 1,741,085 | 25,646 |
* | CommVault Systems Inc. | 480,756 | 25,543 |
* | Zynga Inc. Class A | 8,667,613 | 25,223 |
* | Zendesk Inc. | 819,141 | 25,156 |
* | Sanmina Corp. | 841,089 | 23,946 |
* | Acxiom Corp. | 895,792 | 23,873 |
* | EchoStar Corp. Class A | 538,002 | 23,581 |
* | Cardtronics plc Class A | 519,806 | 23,183 |
* | Synaptics Inc. | 393,905 | 23,075 |
*,^ Fitbit Inc. Class A | 1,536,708 | 22,805 | |
* | Paycom Software Inc. | 453,447 | 22,731 |
* | NETGEAR Inc. | 375,454 | 22,711 |
* | WebMD Health Corp. | 445,252 | 22,129 |
*,^ 3D Systems Corp. | 1,223,749 | 21,966 | |
* | Advanced Energy Industries Inc. | 459,978 | 21,766 |
Diebold Inc. | 870,387 | 21,577 | |
Vishay Intertechnology Inc. | 1,530,279 | 21,562 | |
Travelport Worldwide Ltd. | 1,407,314 | 21,152 | |
Tessera Technologies Inc. | 547,335 | 21,040 | |
* | Semtech Corp. | 757,150 | 20,996 |
* | Anixter International Inc. | 324,867 | 20,954 |
* | Itron Inc. | 374,022 | 20,855 |
Power Integrations Inc. | 330,876 | 20,855 | |
Plantronics Inc. | 387,454 | 20,132 | |
* | HubSpot Inc. | 346,258 | 19,951 |
* | VeriFone Systems Inc. | 1,260,343 | 19,838 |
* | Viavi Solutions Inc. | 2,657,206 | 19,637 |
* | Synchronoss Technologies Inc. | 472,724 | 19,467 |
* | Blackhawk Network Holdings Inc. | 644,634 | 19,449 |
*,^ Zillow Group Inc. Class A | 557,731 | 19,214 | |
* | ExlService Holdings Inc. | 384,616 | 19,169 |
* | Gigamon Inc. | 338,149 | 18,531 |
* | GoDaddy Inc. Class A | 534,495 | 18,456 |
* | Plexus Corp. | 386,910 | 18,100 |
* | Fabrinet | 405,057 | 18,061 |
* | Inphi Corp. | 414,461 | 18,033 |
* | MicroStrategy Inc. Class A | 107,429 | 17,988 |
* | Envestnet Inc. | 484,337 | 17,654 |
* | 2U Inc. | 459,367 | 17,589 |
* | Imperva Inc. | 324,802 | 17,445 |
*,^ Stamps.com Inc. | 181,590 | 17,162 | |
NIC Inc. | 716,981 | 16,849 | |
* | NeuStar Inc. Class A | 625,932 | 16,644 |
* | Infoblox Inc. | 619,988 | 16,349 |
* | RingCentral Inc. Class A | 680,903 | 16,110 |
* | 8x8 Inc. | 1,036,149 | 15,988 |
* | Rambus Inc. | 1,272,486 | 15,906 |
* | RealPage Inc. | 617,217 | 15,862 |
CSG Systems International Inc. | 378,963 | 15,663 | |
* | comScore Inc. | 508,649 | 15,595 |
* | BroadSoft Inc. | 333,788 | 15,538 |
* | Ubiquiti Networks Inc. | 287,470 | 15,380 |
Methode Electronics Inc. | 434,999 | 15,212 | |
Cabot Microelectronics Corp. | 284,282 | 15,041 | |
* | II-VI Inc. | 615,412 | 14,973 |
* | Infinera Corp. | 1,626,434 | 14,687 |
*,^ Knowles Corp. | 1,040,189 | 14,615 | |
* | Progress Software Corp. | 533,859 | 14,521 |
* | Benchmark Electronics Inc. | 579,406 | 14,456 |
* | SPS Commerce Inc. | 196,837 | 14,450 |
^ | Ebix Inc. | 245,558 | 13,960 |
*,^ Shutterstock Inc. | 218,212 | 13,900 | |
* | Amkor Technology Inc. | 1,396,175 | 13,571 |
* | OSI Systems Inc. | 205,743 | 13,451 |
* | Syntel Inc. | 315,475 | 13,222 |
* | Sykes Enterprises Inc. | 458,861 | 12,908 |
* | Insight Enterprises Inc. | 393,283 | 12,801 |
Pegasystems Inc. | 433,990 | 12,798 | |
* | Rogers Corp. | 208,586 | 12,740 |
EVERTEC Inc. | 754,165 | 12,655 | |
* | Callidus Software Inc. | 689,341 | 12,649 |
* | Interactive Intelligence Group Inc. | 204,838 | 12,319 |
* | MaxLinear Inc. | 606,518 | 12,294 |
* | Qualys Inc. | 321,724 | 12,287 |
* | New Relic Inc. | 317,021 | 12,148 |
* | Paylocity Holding Corp. | 270,671 | 12,034 |
* | Oclaro Inc. | 1,404,596 | 12,009 |
* | MACOM Technology Solutions Holdings Inc. | 276,779 | 11,719 |
Badger Meter Inc. | 341,026 | 11,428 | |
ADTRAN Inc. | 592,767 | 11,346 | |
Brooks Automation Inc. | 818,930 | 11,146 | |
* | ScanSource Inc. | 304,598 | 11,118 |
ManTech International Corp. | 293,411 | 11,059 | |
* | Cray Inc. | 467,870 | 11,014 |
* | Rofin-Sinar Technologies Inc. | 339,369 | 10,921 |
* | Kulicke & Soffa Industries Inc. | 842,243 | 10,890 |
* | Black Knight Financial Services Inc. Class A | 265,655 | 10,865 |
*,^ Pure Storage Inc. Class A | 795,199 | 10,775 | |
Monotype Imaging Holdings Inc. | 475,499 | 10,513 | |
* | Bottomline Technologies de Inc. | 440,620 | 10,271 |
* | Web.com Group Inc. | 589,534 | 10,181 |
* | inContact Inc. | 713,009 | 9,968 |
* | Super Micro Computer Inc. | 426,174 | 9,960 |
* | Quotient Technology Inc. | 735,060 | 9,784 |
* | Diodes Inc. | 455,461 | 9,720 |
* | TTM Technologies Inc. | 810,557 | 9,281 |
DTS Inc. | 215,500 | 9,167 | |
* | Veeco Instruments Inc. | 465,663 | 9,141 |
* | Ixia | 723,556 | 9,044 |
* | Lattice Semiconductor Corp. | 1,355,800 | 8,799 |
* | Cvent Inc. | 276,815 | 8,778 |
* | FormFactor Inc. | 802,353 | 8,706 |
MTS Systems Corp. | 188,452 | 8,674 | |
* | CEVA Inc. | 245,579 | 8,612 |
*,^ Twilio Inc. | 132,928 | 8,555 | |
*,^ Match Group Inc. | 480,220 | 8,543 | |
* | Perficient Inc. | 421,800 | 8,499 |
* | Q2 Holdings Inc. | 295,952 | 8,482 |
* | Barracuda Networks Inc. | 318,537 | 8,116 |
* | Photronics Inc. | 782,869 | 8,071 |
* | Box Inc. | 509,844 | 8,035 |
* | Virtusa Corp. | 321,869 | 7,944 |
CTS Corp. | 420,245 | 7,817 |
AVX Corp. | 566,087 | 7,806 | |
EarthLink Holdings Corp. | 1,211,671 | 7,512 | |
*,^ Gogo Inc. | 679,689 | 7,504 | |
* | InvenSense Inc. | 997,437 | 7,401 |
* | CommerceHub Inc. | 454,925 | 7,238 |
* | Rudolph Technologies Inc. | 387,919 | 6,882 |
* | GTT Communications Inc. | 292,106 | 6,873 |
* | FARO Technologies Inc. | 190,698 | 6,856 |
* | PROS Holdings Inc. | 300,953 | 6,805 |
* | Eastman Kodak Co. | 448,904 | 6,734 |
* | Applied Micro Circuits Corp. | 967,693 | 6,725 |
* | Five9 Inc. | 423,016 | 6,633 |
* | Nanometrics Inc. | 295,648 | 6,605 |
* | ePlus Inc. | 69,574 | 6,568 |
* | Novanta Inc. | 373,686 | 6,483 |
* | TrueCar Inc. | 685,720 | 6,473 |
* | Endurance International Group Holdings Inc. | 737,109 | 6,450 |
* | ShoreTel Inc. | 801,205 | 6,410 |
Cass Information Systems Inc. | 111,197 | 6,299 | |
* | VASCO Data Security International Inc. | 355,669 | 6,263 |
* | Silver Spring Networks Inc. | 439,116 | 6,227 |
* | Benefitfocus Inc. | 155,660 | 6,214 |
* | XO Group Inc. | 321,388 | 6,212 |
Epiq Systems Inc. | 374,839 | 6,181 | |
TeleTech Holdings Inc. | 212,496 | 6,160 | |
* | Actua Corp. | 475,367 | 6,156 |
*,^ SunPower Corp. Class A | 674,053 | 6,013 | |
* | CalAmp Corp. | 418,410 | 5,837 |
* | Unisys Corp. | 596,892 | 5,814 |
* | SunEdison Semiconductor Ltd. | 504,281 | 5,744 |
* | Nimble Storage Inc. | 646,620 | 5,710 |
*,^ SolarEdge Technologies Inc. | 328,362 | 5,658 | |
* | PDF Solutions Inc. | 311,272 | 5,656 |
* | NeoPhotonics Corp. | 344,697 | 5,632 |
* | Varonis Systems Inc. | 182,796 | 5,502 |
* | Harmonic Inc. | 917,144 | 5,439 |
* | Extreme Networks Inc. | 1,208,325 | 5,425 |
* | Blucora Inc. | 482,956 | 5,409 |
* | Ultratech Inc. | 232,476 | 5,366 |
*,^ Acacia Communications Inc. | 51,937 | 5,364 | |
* | LivePerson Inc. | 611,131 | 5,140 |
* | Bankrate Inc. | 605,241 | 5,132 |
* | A10 Networks Inc. | 471,822 | 5,044 |
* | Bazaarvoice Inc. | 837,412 | 4,949 |
* | Intralinks Holdings Inc. | 480,702 | 4,836 |
* | Brightcove Inc. | 365,336 | 4,768 |
Hackett Group Inc. | 287,314 | 4,746 | |
*,^ Digimarc Corp. | 122,070 | 4,681 | |
Park Electrochemical Corp. | 268,114 | 4,657 | |
* | Sonus Networks Inc. | 587,983 | 4,574 |
Forrester Research Inc. | 116,350 | 4,526 | |
* | Alpha & Omega Semiconductor Ltd. | 208,188 | 4,522 |
* | DHI Group Inc. | 569,910 | 4,497 |
Daktronics Inc. | 468,229 | 4,467 | |
IXYS Corp. | 360,454 | 4,343 | |
Mesa Laboratories Inc. | 37,593 | 4,299 | |
* | Axcelis Technologies Inc. | 321,232 | 4,266 |
*,^ Alarm.com Holdings Inc. | 144,379 | 4,167 | |
* | RetailMeNot Inc. | 418,133 | 4,135 |
* | DSP Group Inc. | 334,789 | 4,021 |
*,^ Workiva Inc. | 220,771 | 4,003 | |
* | Xcerra Corp. | 656,926 | 3,981 |
* | Monster Worldwide Inc. | 1,090,710 | 3,937 |
*,^ Applied Optoelectronics Inc. | 176,264 | 3,915 | |
* | Kimball Electronics Inc. | 281,107 | 3,896 |
* | ServiceSource International Inc. | 792,118 | 3,866 |
* | Calix Inc. | 523,708 | 3,849 |
* | Exar Corp. | 412,101 | 3,837 |
* | Hortonworks Inc. | 455,742 | 3,805 |
* | ChannelAdvisor Corp. | 294,236 | 3,804 |
* | Apigee Corp. | 217,001 | 3,776 |
* | Angie's List Inc. | 373,979 | 3,706 |
Cohu Inc. | 308,393 | 3,621 | |
* | Rubicon Project Inc. | 434,263 | 3,596 |
* | Digi International Inc. | 314,093 | 3,581 |
PC Connection Inc. | 134,400 | 3,551 | |
* | Liquidity Services Inc. | 308,896 | 3,472 |
* | Carbonite Inc. | 225,586 | 3,465 |
Comtech Telecommunications Corp. | 266,853 | 3,418 | |
* | Silicon Graphics International Corp. | 439,196 | 3,382 |
American Software Inc. | 303,890 | 3,373 | |
* | Lionbridge Technologies Inc. | 674,000 | 3,370 |
* | Sigma Designs Inc. | 431,755 | 3,363 |
NVE Corp. | 56,856 | 3,351 | |
* | Rapid7 Inc. | 184,509 | 3,257 |
* | MeetMe Inc. | 502,928 | 3,118 |
*,^ Glu Mobile Inc. | 1,377,872 | 3,086 | |
* | Immersion Corp. | 371,641 | 3,033 |
* | Mitek Systems Inc. | 353,171 | 2,928 |
* | Avid Technology Inc. | 367,703 | 2,920 |
*,^ MINDBODY Inc. Class A | 145,731 | 2,865 | |
* | Agilysys Inc. | 252,069 | 2,803 |
* | Zix Corp. | 681,436 | 2,794 |
* | Ultra Clean Holdings Inc. | 375,759 | 2,784 |
* | AXT Inc. | 525,862 | 2,729 |
* | Xactly Corp. | 182,337 | 2,684 |
Black Box Corp. | 191,841 | 2,667 | |
QAD Inc. Class A | 114,372 | 2,560 | |
Bel Fuse Inc. Class B | 105,713 | 2,552 | |
* | Vishay Precision Group Inc. | 158,214 | 2,536 |
* | Clearfield Inc. | 134,593 | 2,530 |
* | Model N Inc. | 225,531 | 2,506 |
* | Jive Software Inc. | 578,143 | 2,463 |
* | MoneyGram International Inc. | 343,332 | 2,438 |
* | Datalink Corp. | 225,324 | 2,391 |
* | USA Technologies Inc. | 420,934 | 2,359 |
* | Control4 Corp. | 191,442 | 2,351 |
* | PCM Inc. | 107,895 | 2,324 |
Reis Inc. | 111,294 | 2,277 | |
* | Quantum Corp. | 3,075,267 | 2,264 |
* | Electro Scientific Industries Inc. | 400,646 | 2,260 |
* | Telenav Inc. | 377,485 | 2,163 |
* | Everyday Health Inc. | 271,637 | 2,089 |
* | Exa Corp. | 130,135 | 2,089 |
* | Impinj Inc. | 55,661 | 2,083 |
* | Tangoe Inc. | 251,571 | 2,075 |
* | Radisys Corp. | 381,150 | 2,037 |
* | Everi Holdings Inc. | 817,858 | 2,020 |
*,^ TubeMogul Inc. | 212,350 | 1,990 | |
* | Maxwell Technologies Inc. | 384,218 | 1,983 |
* | PRGX Global Inc. | 419,944 | 1,978 |
* | Rosetta Stone Inc. | 228,278 | 1,936 |
* | Autobytel Inc. | 106,670 | 1,899 |
* | EnerNOC Inc. | 345,240 | 1,868 |
* | Planet Payment Inc. | 501,131 | 1,859 |
* | CyberOptics Corp. | 75,015 | 1,844 |
* | Aerohive Networks Inc. | 301,391 | 1,835 |
* | Square Inc. | 156,448 | 1,824 |
* | Kemet Corp. | 509,556 | 1,819 |
* | Kopin Corp. | 820,816 | 1,789 |
* | TechTarget Inc. | 221,262 | 1,783 |
*,^ VirnetX Holding Corp. | 582,689 | 1,783 | |
* | Hutchinson Technology Inc. | 436,438 | 1,737 |
* | Instructure Inc. | 67,578 | 1,714 |
*,^ Park City Group Inc. | 145,184 | 1,713 | |
* | GigPeak Inc. | 682,475 | 1,604 |
* | PFSweb Inc. | 178,783 | 1,597 |
* | RealNetworks Inc. | 355,981 | 1,588 |
* | Care.com Inc. | 155,980 | 1,554 |
*,^ Appfolio Inc. | 79,814 | 1,552 | |
* | Limelight Networks Inc. | 829,134 | 1,550 |
* | Amber Road Inc. | 159,694 | 1,541 |
EMCORE Corp. | 269,477 | 1,536 | |
* | Intevac Inc. | 258,761 | 1,527 |
* | QuinStreet Inc. | 504,496 | 1,524 |
* | KVH Industries Inc. | 169,902 | 1,497 |
* | Seachange International Inc. | 499,706 | 1,494 |
* | SecureWorks Corp. Class A | 117,196 | 1,466 |
* | Guidance Software Inc. | 231,186 | 1,378 |
* | Information Services Group Inc. | 328,640 | 1,311 |
* | Travelzoo Inc. | 101,502 | 1,302 |
*,^ CUI Global Inc. | 218,160 | 1,272 | |
* | Novatel Wireless Inc. | 402,598 | 1,260 |
* | iPass Inc. | 772,207 | 1,243 |
* | MobileIron Inc. | 451,729 | 1,242 |
* | Aware Inc. | 233,234 | 1,236 |
^ | CPI Card Group Inc. | 202,995 | 1,226 |
* | Rightside Group Ltd. | 134,029 | 1,220 |
MOCON Inc. | 76,909 | 1,207 | |
* | Covisint Corp. | 552,843 | 1,205 |
* | Upland Software Inc. | 136,165 | 1,200 |
* | Napco Security Technologies Inc. | 166,580 | 1,199 |
* | ModusLink Global Solutions Inc. | 700,811 | 1,149 |
* | Key Tronic Corp. | 151,757 | 1,131 |
* | Internap Corp. | 658,379 | 1,086 |
NCI Inc. Class A | 88,503 | 1,024 | |
* | Marchex Inc. Class B | 368,347 | 1,020 |
* | Ciber Inc. | 884,553 | 1,017 |
* | SITO Mobile Ltd. | 224,738 | 989 |
AstroNova Inc. | 66,474 | 986 | |
*,^ Rocket Fuel Inc. | 372,379 | 983 |
TransAct Technologies Inc. | 131,907 | 972 | |
* | Frequency Electronics Inc. | 90,444 | 951 |
* | BSQUARE Corp. | 188,386 | 927 |
* | Numerex Corp. Class A | 116,136 | 904 |
*,^ MicroVision Inc. | 643,995 | 889 | |
* | YuMe Inc. | 215,388 | 855 |
* | Demand Media Inc. | 148,743 | 846 |
Computer Task Group Inc. | 176,917 | 831 | |
PC-Tel Inc. | 157,081 | 831 | |
Richardson Electronics Ltd. | 115,483 | 783 | |
*,^ Pixelworks Inc. | 277,394 | 774 | |
* | Datawatch Corp. | 103,655 | 768 |
* | Mattersight Corp. | 181,423 | 762 |
TESSCO Technologies Inc. | 61,013 | 757 | |
* | Amtech Systems Inc. | 151,776 | 753 |
* | Support.com Inc. | 896,019 | 753 |
Systemax Inc. | 93,011 | 737 | |
* | Aviat Networks Inc. | 73,690 | 679 |
* | ID Systems Inc. | 137,003 | 671 |
*,^ ClearSign Combustion Corp. | 110,915 | 665 | |
* | Marin Software Inc. | 262,100 | 660 |
CSP Inc. | 63,690 | 648 | |
*,^ Netlist Inc. | 521,144 | 646 | |
* | GSI Technology Inc. | 134,225 | 635 |
* | Research Frontiers Inc. | 243,678 | 631 |
* | Synacor Inc. | 214,842 | 625 |
* | Innodata Inc. | 244,930 | 603 |
* | PAR Technology Corp. | 111,171 | 597 |
* | Data I/O Corp. | 170,565 | 595 |
*,^ Uni-Pixel Inc. | 355,194 | 593 | |
Evolving Systems Inc. | 134,286 | 584 | |
Great Elm Capital Group Inc. | 124,413 | 583 | |
* | GSE Systems Inc. | 200,594 | 578 |
*,^ Applied DNA Sciences Inc. | 187,152 | 575 | |
*,^ Digital Turbine Inc. | 546,335 | 574 | |
LRAD Corp. | 298,088 | 557 | |
*,^ CVD Equipment Corp. | 64,075 | 537 | |
* | Onvia Inc. | 108,561 | 532 |
*,^ ParkerVision Inc. | 123,167 | 525 | |
*,^ Neonode Inc. | 453,998 | 518 | |
* | FalconStor Software Inc. | 492,052 | 512 |
* | Edgewater Technology Inc. | 59,265 | 504 |
*,^ FORM Holdings Corp. | 182,385 | 491 | |
* | QuickLogic Corp. | 627,651 | 477 |
ClearOne Inc. | 42,405 | 474 | |
* | IEC Electronics Corp. | 98,878 | 472 |
* | NetSol Technologies Inc. | 75,151 | 470 |
* | Perceptron Inc. | 69,801 | 469 |
Communications Systems Inc. | 95,107 | 453 | |
* | eGain Corp. | 141,680 | 438 |
* | Tremor Video Inc. | 247,071 | 415 |
*,^ Sunworks Inc. | 159,732 | 410 | |
* | ALJ Regional Holdings Inc. | 86,059 | 404 |
Concurrent Computer Corp. | 71,723 | 394 | |
*,^ Digital Ally Inc. | 66,264 | 394 | |
GlobalSCAPE Inc. | 108,826 | 388 | |
* | Wireless Telecom Group Inc. | 233,098 | 382 |
* | MoSys Inc. | 495,337 | 371 |
* | Inuvo Inc. | 273,710 | 348 |
* | DASAN Zhone Solutions Inc. | 284,409 | 324 |
* | Iteris Inc. | 89,071 | 324 |
* | WidePoint Corp. | 750,111 | 321 |
* | StarTek Inc. | 48,825 | 305 |
* | Zedge Inc. Class B | 88,819 | 304 |
Optical Cable Corp. | 112,873 | 287 | |
QAD Inc. Class B | 14,091 | 275 | |
* | eMagin Corp. | 103,760 | 269 |
* | LightPath Technologies Inc. Class A | 146,793 | 267 |
* | Spark Networks Inc. | 167,567 | 265 |
* | Imation Corp. | 348,571 | 220 |
*,^ Resonant Inc. | 40,050 | 219 | |
* | TSR Inc. | 27,895 | 211 |
* | Nutanix Inc. | 5,679 | 210 |
* | Luna Innovations Inc. | 149,011 | 210 |
* | Identiv Inc. | 96,311 | 210 |
* | LGL Group Inc. | 48,029 | 207 |
* | Westell Technologies Inc. Class A | 398,465 | 204 |
* | Lantronix Inc. | 144,183 | 202 |
* | Qumu Corp. | 87,661 | 201 |
*,^ Violin Memory Inc. | 266,588 | 195 | |
* | BroadVision Inc. | 37,841 | 194 |
* | Asure Software Inc. | 29,142 | 186 |
* | Everbridge Inc. | 10,801 | 182 |
RELM Wireless Corp. | 33,447 | 179 | |
* | MaxPoint Interactive Inc. | 19,715 | 176 |
* | Image Sensing Systems Inc. | 44,960 | 174 |
* | Echelon Corp. | 32,507 | 174 |
* | Sonic Foundry Inc. | 29,857 | 173 |
* | Rubicon Technology Inc. | 268,319 | 169 |
* | Airgain Inc. | 10,710 | 169 |
* | MRV Communications Inc. | 13,420 | 152 |
*,^ Net Element Inc. | 119,046 | 139 | |
*,^ Voltari Corp. | 50,451 | 133 | |
* | ARI Network Services Inc. | 27,215 | 121 |
* | Intermolecular Inc. | 117,829 | 117 |
Bel Fuse Inc. Class A | 5,719 | 115 | |
* | Remark Media Inc. | 24,304 | 110 |
* | Smith Micro Software Inc. | 51,722 | 105 |
* | Apptio Inc. Class A | 4,629 | 100 |
* | Infosonics Corp. | 188,332 | 94 |
* | Trade Desk Inc. Class A | 3,105 | 91 |
*,^ NXT-ID Inc. | 25,958 | 78 | |
* | Aehr Test Systems | 20,168 | 65 |
^ | Inventergy Global Inc. | 41,531 | 62 |
* | Intellicheck Mobilisa Inc. | 35,937 | 62 |
* | Document Security Systems Inc. | 89,333 | 58 |
Wayside Technology Group Inc. | 3,272 | 58 | |
*,^ Superconductor Technologies Inc. | 21,333 | 57 | |
*,^ xG Technology Inc. | 190,626 | 54 | |
*,^ FunctionX Inc. | 9,329 | 51 | |
* | inTEST Corp. | 12,602 | 50 |
* | Atomera Inc. | 6,425 | 50 |
* | Helios & Matheson Analytics Inc. | 6,019 | 49 |
* | Determine Inc. | 26,243 | 47 |
* | CardConnect Corp. | 4,682 | 46 |
*,^ Bridgeline Digital Inc. | 55,335 | 43 | |
* | Network-1 Technologies Inc. | 14,338 | 39 |
* | Crossroads Systems Inc. | 8,940 | 38 |
RF Industries Ltd. | 20,988 | 37 | |
Majesco Entertainment Co. | 9,930 | 34 | |
* | Finjan Holdings Inc. | 18,418 | 31 |
* | RMG Networks Holding Corp. | 34,785 | 31 |
* | Sevcon Inc. | 3,344 | 30 |
*,^ Xtera Communications Inc. | 51,480 | 28 | |
* | Giga-tronics Inc. | 25,845 | 24 |
* | Schmitt Industries Inc. | 13,971 | 22 |
* | Xplore Technologies Corp. | 8,900 | 21 |
* | Prism Technologies Group Inc. | 101,239 | 21 |
* | Technical Communications Corp. | 7,618 | 20 |
* | Copsync Inc. | 27,347 | 19 |
^ | Dataram Corp. | 14,693 | 18 |
* | Majesco | 3,574 | 18 |
* | ADDvantage Technologies Group Inc. | 10,200 | 18 |
* | SigmaTron International Inc. | 2,686 | 15 |
Qualstar Corp. | 3,692 | 14 | |
* | Vicon Industries Inc. | 16,602 | 12 |
* | LookSmart Group Inc. | 84,826 | 12 |
* | Sysorex Global | 29,496 | 11 |
* | Adesto Technologies Corp. | 4,696 | 10 |
* | Nortech Systems Inc. | 2,300 | 8 |
* | Professional Diversity Network Inc. | 768 | 6 |
* | IntriCon Corp. | 1,104 | 6 |
* | WPCS International Inc. | 2,914 | 4 |
* | MAM Software Group Inc. | 200 | 1 |
* | Cartesian Inc. | 1,281 | 1 |
* | LGL Group Inc. Warrants expire 6/8/2018 | 238,900 | — |
8,531,194 | |||
Materials (5.2%) | |||
Celanese Corp. Class A | 1,639,417 | 109,120 | |
Valspar Corp. | 852,601 | 90,435 | |
* | Crown Holdings Inc. | 1,568,900 | 89,569 |
Packaging Corp. of America | 1,063,939 | 86,456 | |
* | Ashland Global Holdings Inc. | 704,000 | 81,629 |
RPM International Inc. | 1,502,303 | 80,704 | |
Steel Dynamics Inc. | 2,732,317 | 68,281 | |
* | Axalta Coating Systems Ltd. | 2,408,563 | 68,090 |
* | Berry Plastics Group Inc. | 1,384,500 | 60,710 |
Sonoco Products Co. | 1,128,091 | 59,597 | |
Reliance Steel & Aluminum Co. | 818,473 | 58,955 | |
WR Grace & Co. | 796,604 | 58,789 | |
Royal Gold Inc. | 742,043 | 57,456 | |
AptarGroup Inc. | 725,881 | 56,190 | |
Bemis Co. Inc. | 1,068,841 | 54,522 | |
Graphic Packaging Holding Co. | 3,580,938 | 50,097 | |
NewMarket Corp. | 104,644 | 44,926 | |
Scotts Miracle-Gro Co. Class A | 512,072 | 42,640 | |
Eagle Materials Inc. | 535,348 | 41,382 | |
Sensient Technologies Corp. | 509,631 | 38,630 | |
Olin Corp. | 1,857,257 | 38,111 | |
Huntsman Corp. | 2,241,475 | 36,469 | |
Cabot Corp. | 693,367 | 36,339 |
United States Steel Corp. | 1,911,021 | 36,042 | |
Chemours Co. | 2,098,896 | 33,582 | |
PolyOne Corp. | 945,862 | 31,980 | |
Trinseo SA | 527,482 | 29,834 | |
* | Louisiana-Pacific Corp. | 1,573,257 | 29,624 |
Compass Minerals International Inc. | 390,929 | 28,811 | |
Balchem Corp. | 368,593 | 28,577 | |
Minerals Technologies Inc. | 384,256 | 27,163 | |
HB Fuller Co. | 574,354 | 26,690 | |
Domtar Corp. | 718,497 | 26,678 | |
Hecla Mining Co. | 4,475,601 | 25,511 | |
Silgan Holdings Inc. | 478,914 | 24,228 | |
* | Chemtura Corp. | 730,055 | 23,953 |
* | GCP Applied Technologies Inc. | 821,846 | 23,275 |
Worthington Industries Inc. | 483,280 | 23,212 | |
^ | Allegheny Technologies Inc. | 1,252,948 | 22,641 |
* | Ingevity Corp. | 486,085 | 22,409 |
Carpenter Technology Corp. | 540,275 | 22,292 | |
Westlake Chemical Corp. | 415,361 | 22,222 | |
* | Coeur Mining Inc. | 1,834,217 | 21,699 |
Commercial Metals Co. | 1,251,331 | 20,259 | |
Greif Inc. Class A | 399,359 | 19,804 | |
* | Platform Specialty Products Corp. | 2,337,554 | 18,958 |
KapStone Paper and Packaging Corp. | 986,246 | 18,660 | |
* | Stillwater Mining Co. | 1,394,237 | 18,627 |
Kaiser Aluminum Corp. | 208,838 | 18,062 | |
Innospec Inc. | 282,755 | 17,194 | |
Quaker Chemical Corp. | 159,235 | 16,868 | |
* | Summit Materials Inc. Class A | 869,409 | 16,128 |
Stepan Co. | 216,498 | 15,731 | |
Neenah Paper Inc. | 195,020 | 15,409 | |
* | Headwaters Inc. | 847,066 | 14,332 |
* | Cliffs Natural Resources Inc. | 2,406,972 | 14,081 |
Schweitzer-Mauduit International Inc. | 362,225 | 13,967 | |
* | Ferro Corp. | 966,487 | 13,347 |
* | AK Steel Holding Corp. | 2,737,686 | 13,223 |
* | Clearwater Paper Corp. | 203,342 | 13,150 |
* | Kraton Corp. | 356,712 | 12,499 |
* | Boise Cascade Co. | 447,181 | 11,358 |
PH Glatfelter Co. | 506,905 | 10,990 | |
A Schulman Inc. | 340,617 | 9,919 | |
Calgon Carbon Corp. | 609,848 | 9,251 | |
^ | McEwen Mining Inc. | 2,455,925 | 9,013 |
*,^ Flotek Industries Inc. | 619,181 | 9,003 | |
Innophos Holdings Inc. | 229,401 | 8,954 | |
* | Koppers Holdings Inc. | 249,212 | 8,020 |
Materion Corp. | 258,914 | 7,951 | |
* | US Concrete Inc. | 158,543 | 7,303 |
Tronox Ltd. Class A | 768,891 | 7,205 | |
Deltic Timber Corp. | 106,128 | 7,188 | |
Rayonier Advanced Materials Inc. | 493,768 | 6,602 | |
Schnitzer Steel Industries Inc. | 302,935 | 6,331 | |
SunCoke Energy Inc. | 748,043 | 5,999 | |
Haynes International Inc. | 153,215 | 5,686 | |
Tredegar Corp. | 304,415 | 5,659 | |
Chase Corp. | 80,953 | 5,596 | |
AEP Industries Inc. | 47,710 | 5,218 |
* | Resolute Forest Products Inc. | 1,084,351 | 5,129 |
Hawkins Inc. | 115,172 | 4,990 | |
American Vanguard Corp. | 297,994 | 4,786 | |
Gold Resource Corp. | 635,782 | 4,718 | |
* | TimkenSteel Corp. | 442,773 | 4,627 |
* | OMNOVA Solutions Inc. | 530,372 | 4,476 |
Mercer International Inc. | 503,351 | 4,263 | |
* | Century Aluminum Co. | 570,266 | 3,963 |
Myers Industries Inc. | 270,227 | 3,510 | |
FutureFuel Corp. | 278,712 | 3,144 | |
Olympic Steel Inc. | 115,401 | 2,550 | |
*,^ TerraVia Holdings Inc. | 868,810 | 2,389 | |
KMG Chemicals Inc. | 83,885 | 2,376 | |
Kronos Worldwide Inc. | 276,868 | 2,295 | |
*,^ LSB Industries Inc. | 258,533 | 2,218 | |
* | Verso Corp. | 331,802 | 2,140 |
* | Ryerson Holding Corp. | 171,771 | 1,939 |
* | Advanced Emissions Solutions Inc. | 257,374 | 1,935 |
* | Real Industry Inc. | 300,154 | 1,837 |
*,^ Senomyx Inc. | 413,177 | 1,760 | |
* | Trecora Resources | 151,238 | 1,727 |
United States Lime & Minerals Inc. | 23,835 | 1,573 | |
* | Codexis Inc. | 347,681 | 1,544 |
* | Core Molding Technologies Inc. | 87,105 | 1,472 |
* | UFP Technologies Inc. | 53,496 | 1,418 |
* | Handy & Harman Ltd. | 66,035 | 1,389 |
Ampco-Pittsburgh Corp. | 123,783 | 1,373 | |
*,^ AgroFresh Solutions Inc. | 235,530 | 1,246 | |
* | Universal Stainless & Alloy Products Inc. | 83,022 | 871 |
Synalloy Corp. | 87,505 | 820 | |
* | Rentech Inc. | 270,166 | 789 |
* | Intrepid Potash Inc. | 676,735 | 765 |
*,^ Pershing Gold Corp. | 139,016 | 630 | |
*,^ BioAmber Inc. | 93,565 | 397 | |
*,^ Valvoline Inc. | 16,200 | 381 | |
*,^ Golden Minerals Co. | 479,450 | 364 | |
* | Solitario Exploration & Royalty Corp. | 381,460 | 252 |
* | General Moly Inc. | 828,766 | 232 |
* | TOR Minerals International Inc. | 42,930 | 231 |
*,^ Marrone Bio Innovations Inc. | 124,555 | 214 | |
*,^ A. M. Castle & Co. | 209,034 | 167 | |
* | Paramount Gold Nevada Corp. | 79,697 | 160 |
Tecnoglass Inc. | 13,184 | 159 | |
* | Comstock Mining Inc. | 392,455 | 143 |
* | US Antimony Corp. | 181,971 | 83 |
* | Northern Technologies International Corp. | 700 | 9 |
Friedman Industries Inc. | 763 | 4 | |
* | Metabolix Inc. | 8,216 | 4 |
2,460,527 | |||
Other (0.0%)2 | |||
* | Dyax Corp CVR Expire 12/31/2019 | 1,549,121 | 1,720 |
* | Leap Wireless International Inc. CVR | 524,960 | 1,323 |
* | MedEquities Realty Trust Inc. | 92,300 | 1,085 |
* | Adolor Corp. Rights Exp. 07/01/2019 | 596,841 | 310 |
* | Camco Financial Corp. Warrants Expire 11/06/17 | 45,300 | 255 |
* | Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 | 912,063 | 100 |
* | Full House Resorts Inc Rights Expire 12/31/2049 | 227,501 | 23 |
* | Ambit Biosciences Corp. CVR | 22,388 | 13 |
* | Alexza Pharmaceuticals Inc CVR | 128,704 | 5 |
* | Dara Biosciences Inc CVR Expire 12/31/2018 | 15,573 | 1 |
* | Clinical Data CVR | 131,308 | — |
* | Gerber Scientific Inc. CVR | 161,151 | — |
* | Trubion Pharmaceuticals Inc. CVR | 49,686 | — |
* | Cubist Pharmaceuticals, Inc. CVR | 178,549 | — |
*,^ Biosante Pharmaceutical Inc CVR | 44,795 | — | |
* | CIL&D LLC | 36,800 | — |
* | American Medical Alert Corp. | 17,992 | — |
4,835 | |||
Real Estate (10.0%) | |||
VEREIT Inc. | 10,879,421 | 112,820 | |
Duke Realty Corp. | 3,965,592 | 108,380 | |
Alexandria Real Estate Equities Inc. | 885,802 | 96,349 | |
Regency Centers Corp. | 1,195,215 | 92,617 | |
National Retail Properties Inc. | 1,675,641 | 85,206 | |
Camden Property Trust | 994,154 | 83,250 | |
Brixmor Property Group Inc. | 2,941,117 | 81,734 | |
Mid-America Apartment Communities Inc. | 859,612 | 80,795 | |
Omega Healthcare Investors Inc. | 2,195,507 | 77,831 | |
WP Carey Inc. | 1,182,895 | 76,332 | |
American Campus Communities Inc. | 1,494,572 | 76,029 | |
Kilroy Realty Corp. | 1,046,693 | 72,588 | |
Spirit Realty Capital Inc. | 5,404,328 | 72,040 | |
Equity LifeStyle Properties Inc. | 917,744 | 70,831 | |
Gaming and Leisure Properties Inc. | 2,004,289 | 67,043 | |
Liberty Property Trust | 1,651,997 | 66,658 | |
Lamar Advertising Co. Class A | 937,474 | 61,226 | |
Senior Housing Properties Trust | 2,690,770 | 61,107 | |
DDR Corp. | 3,440,526 | 59,968 | |
Sun Communities Inc. | 757,593 | 59,456 | |
Douglas Emmett Inc. | 1,622,472 | 59,431 | |
Jones Lang LaSalle Inc. | 511,342 | 58,186 | |
Highwoods Properties Inc. | 1,105,918 | 57,640 | |
Forest City Realty Trust Inc. Class A | 2,473,566 | 57,214 | |
EPR Properties | 719,332 | 56,640 | |
CubeSmart | 2,043,511 | 55,706 | |
Hospitality Properties Trust | 1,824,614 | 54,228 | |
American Homes 4 Rent Class A | 2,453,532 | 53,094 | |
Weingarten Realty Investors | 1,349,973 | 52,622 | |
Healthcare Trust of America Inc. Class A | 1,589,469 | 51,848 | |
STORE Capital Corp. | 1,748,548 | 51,530 | |
Taubman Centers Inc. | 690,816 | 51,404 | |
Medical Properties Trust Inc. | 3,327,757 | 49,151 | |
DCT Industrial Trust Inc. | 996,790 | 48,394 | |
Communications Sales & Leasing Inc. | 1,530,510 | 48,073 | |
* | Life Storage Inc. | 534,091 | 47,502 |
Gramercy Property Trust | 4,823,766 | 46,501 | |
* | Howard Hughes Corp. | 403,283 | 46,176 |
Retail Properties of America Inc. | 2,717,450 | 45,653 | |
Healthcare Realty Trust Inc. | 1,321,700 | 45,017 | |
* | Equity Commonwealth | 1,432,570 | 43,292 |
Tanger Factory Outlet Centers Inc. | 1,100,067 | 42,859 | |
Realogy Holdings Corp. | 1,636,718 | 42,326 | |
Post Properties Inc. | 613,750 | 40,587 | |
CyrusOne Inc. | 833,276 | 39,639 |
Hudson Pacific Properties Inc. | 1,198,458 | 39,393 |
Outfront Media Inc. | 1,596,638 | 37,760 |
First Industrial Realty Trust Inc. | 1,328,401 | 37,487 |
Rayonier Inc. | 1,389,631 | 36,881 |
Piedmont Office Realty Trust Inc. Class A | 1,655,360 | 36,037 |
Education Realty Trust Inc. | 829,280 | 35,775 |
DuPont Fabros Technology Inc. | 853,616 | 35,212 |
National Health Investors Inc. | 434,542 | 34,103 |
Equity One Inc. | 1,108,675 | 33,937 |
Physicians Realty Trust | 1,564,318 | 33,695 |
Apple Hospitality REIT Inc. | 1,786,557 | 33,069 |
Paramount Group Inc. | 1,962,232 | 32,161 |
Acadia Realty Trust | 877,234 | 31,791 |
Brandywine Realty Trust | 2,025,997 | 31,646 |
Columbia Property Trust Inc. | 1,408,071 | 31,527 |
Corporate Office Properties Trust | 1,095,526 | 31,058 |
Sunstone Hotel Investors Inc. | 2,424,912 | 31,015 |
LaSalle Hotel Properties | 1,276,398 | 30,468 |
Empire State Realty Trust Inc. | 1,393,971 | 29,204 |
RLJ Lodging Trust | 1,387,673 | 29,183 |
Urban Edge Properties | 1,029,517 | 28,971 |
CoreSite Realty Corp. | 390,170 | 28,888 |
QTS Realty Trust Inc. Class A | 541,194 | 28,602 |
Mack-Cali Realty Corp. | 1,036,544 | 28,215 |
Care Capital Properties Inc. | 976,256 | 27,823 |
EastGroup Properties Inc. | 373,641 | 27,485 |
Ryman Hospitality Properties Inc. | 570,651 | 27,483 |
Retail Opportunity Investments Corp. | 1,223,733 | 26,873 |
NorthStar Realty Finance Corp. | 2,033,759 | 26,785 |
Washington Prime Group Inc. | 2,142,323 | 26,522 |
PS Business Parks Inc. | 231,766 | 26,322 |
Kite Realty Group Trust | 940,943 | 26,083 |
Lexington Realty Trust | 2,490,053 | 25,648 |
Washington REIT | 823,120 | 25,615 |
Cousins Properties Inc. | 2,348,011 | 24,513 |
Kennedy-Wilson Holdings Inc. | 1,073,235 | 24,201 |
CBL & Associates Properties Inc. | 1,973,062 | 23,953 |
LTC Properties Inc. | 453,465 | 23,576 |
Pebblebrook Hotel Trust | 848,883 | 22,580 |
Monogram Residential Trust Inc. | 1,943,387 | 20,678 |
DiamondRock Hospitality Co. | 2,263,720 | 20,600 |
Alexander & Baldwin Inc. | 536,035 | 20,594 |
GEO Group Inc. | 851,570 | 20,250 |
American Assets Trust Inc. | 466,163 | 20,222 |
Select Income REIT | 747,682 | 20,113 |
STAG Industrial Inc. | 790,329 | 19,371 |
Sabra Health Care REIT Inc. | 761,168 | 19,166 |
Corrections Corp. of America | 1,362,745 | 18,901 |
Xenia Hotels & Resorts Inc. | 1,239,745 | 18,819 |
Pennsylvania REIT | 806,740 | 18,579 |
Government Properties Income Trust | 816,592 | 18,471 |
Potlatch Corp. | 474,236 | 18,443 |
Ramco-Gershenson Properties Trust | 946,908 | 17,745 |
New York REIT Inc. | 1,915,395 | 17,526 |
Alexander's Inc. | 41,131 | 17,259 |
Rexford Industrial Realty Inc. | 751,557 | 17,203 |
* St. Joe Co. | 889,720 | 16,353 |
Global Net Lease Inc. | 2,000,934 | 16,328 |
Chesapeake Lodging Trust | 710,469 | 16,270 |
Parkway Properties Inc. | 939,263 | 15,977 |
Colony Starwood Homes | 551,924 | 15,840 |
Franklin Street Properties Corp. | 1,224,021 | 15,423 |
Terreno Realty Corp. | 544,499 | 14,979 |
Four Corners Property Trust Inc. | 647,340 | 13,808 |
Agree Realty Corp. | 273,438 | 13,519 |
Summit Hotel Properties Inc. | 1,007,769 | 13,262 |
Monmouth Real Estate Investment Corp. | 837,055 | 11,945 |
HFF Inc. Class A | 400,188 | 11,081 |
New Senior Investment Group Inc. | 940,980 | 10,859 |
FelCor Lodging Trust Inc. | 1,583,000 | 10,179 |
CareTrust REIT Inc. | 669,512 | 9,895 |
Universal Health Realty Income Trust | 152,849 | 9,633 |
Saul Centers Inc. | 141,816 | 9,445 |
Investors Real Estate Trust | 1,501,140 | 8,932 |
RE/MAX Holdings Inc. Class A | 202,346 | 8,859 |
Tier REIT Inc. | 569,513 | 8,793 |
Chatham Lodging Trust | 451,065 | 8,683 |
^ Seritage Growth Properties Class A | 164,341 | 8,329 |
National Storage Affiliates Trust | 396,651 | 8,306 |
Hersha Hospitality Trust Class A | 453,784 | 8,177 |
NorthStar Realty Europe Corp. | 733,326 | 8,030 |
Getty Realty Corp. | 335,055 | 8,018 |
Urstadt Biddle Properties Inc. Class A | 354,254 | 7,871 |
Silver Bay Realty Trust Corp. | 418,290 | 7,333 |
InfraREIT Inc. | 399,496 | 7,247 |
Cedar Realty Trust Inc. | 980,433 | 7,059 |
First Potomac Realty Trust | 662,048 | 6,058 |
Ashford Hospitality Trust Inc. | 968,548 | 5,705 |
Easterly Government Properties Inc. | 263,360 | 5,025 |
CatchMark Timber Trust Inc. Class A | 426,610 | 4,987 |
* Tejon Ranch Co. | 204,823 | 4,981 |
Armada Hoffler Properties Inc. | 356,784 | 4,781 |
Gladstone Commercial Corp. | 254,182 | 4,735 |
One Liberty Properties Inc. | 188,827 | 4,562 |
Ashford Hospitality Prime Inc. | 317,960 | 4,483 |
Independence Realty Trust Inc. | 493,399 | 4,441 |
* Marcus & Millichap Inc. | 165,933 | 4,339 |
Whitestone REIT | 310,782 | 4,314 |
* Altisource Portfolio Solutions SA | 129,560 | 4,198 |
CorEnergy Infrastructure Trust Inc. | 137,787 | 4,041 |
NexPoint Residential Trust Inc. | 189,855 | 3,733 |
Preferred Apartment Communities Inc. Class A | 269,595 | 3,642 |
Community Healthcare Trust Inc. | 154,599 | 3,389 |
UMH Properties Inc. | 273,971 | 3,266 |
Consolidated-Tomoka Land Co. | 62,488 | 3,199 |
RAIT Financial Trust | 915,659 | 3,095 |
RMR Group Inc. Class A | 81,382 | 3,088 |
City Office REIT Inc. | 241,359 | 3,072 |
* Forestar Group Inc. | 245,330 | 2,873 |
Bluerock Residential Growth REIT Inc. Class A | 203,990 | 2,652 |
* AV Homes Inc. | 127,832 | 2,127 |
^ American Farmland Co. | 240,236 | 1,895 |
* Stratus Properties Inc. | 75,130 | 1,833 |
Wheeler REIT Inc. | 893,923 | 1,564 |
* | FRP Holdings Inc. | 47,836 | 1,486 |
* | Trinity Place Holdings Inc. | 113,475 | 1,110 |
^ | Farmland Partners Inc. | 98,637 | 1,105 |
Jernigan Capital Inc. | 50,179 | 962 | |
Urstadt Biddle Properties Inc. | 38,700 | 700 | |
* | Maui Land & Pineapple Co. Inc. | 105,022 | 689 |
Gladstone Land Corp. | 54,732 | 580 | |
Sotherly Hotels Inc. | 95,683 | 503 | |
* | BRT Realty Trust | 44,049 | 353 |
Griffin Industrial Realty Inc. | 5,266 | 167 | |
* | InterGroup Corp. | 6,400 | 154 |
Condor Hospitality Trust Inc. | 32,365 | 63 | |
Global Self Storage Inc. | 4,745 | 25 | |
* | Transcontinental Realty Investors Inc. | 400 | 5 |
* | CKX Lands Inc. | 399 | 4 |
* | Power REIT | 200 | 2 |
4,746,872 | |||
Telecommunication Services (1.2%) | |||
* | SBA Communications Corp. Class A | 1,408,408 | 157,967 |
* | T-Mobile US Inc. | 3,252,799 | 151,971 |
*,^ Sprint Corp. | 7,222,985 | 47,888 | |
* | Zayo Group Holdings Inc. | 1,068,297 | 31,739 |
Telephone & Data Systems Inc. | 1,079,155 | 29,331 | |
Cogent Communications Holdings Inc. | 474,738 | 17,475 | |
Consolidated Communications Holdings Inc. | 586,931 | 14,814 | |
Shenandoah Telecommunications Co. | 531,626 | 14,466 | |
* | Vonage Holdings Corp. | 2,170,436 | 14,347 |
^ | Windstream Holdings Inc. | 1,112,511 | 11,181 |
* | Cincinnati Bell Inc. | 2,503,951 | 10,216 |
ATN International Inc. | 131,974 | 8,584 | |
* | ORBCOMM Inc. | 746,592 | 7,653 |
*,^ Iridium Communications Inc. | 939,709 | 7,621 | |
Inteliquent Inc. | 407,714 | 6,580 | |
* | United States Cellular Corp. | 168,894 | 6,138 |
* | General Communication Inc. Class A | 385,886 | 5,306 |
Spok Holdings Inc. | 257,649 | 4,591 | |
*,^ Globalstar Inc. | 3,563,726 | 4,312 | |
* | Boingo Wireless Inc. | 404,556 | 4,159 |
* | FairPoint Communications Inc. | 267,834 | 4,026 |
* | NII Holdings Inc. | 1,178,582 | 3,925 |
IDT Corp. Class B | 218,254 | 3,763 | |
* | Lumos Networks Corp. | 266,535 | 3,731 |
*,^ pdvWireless Inc. | 124,882 | 2,860 | |
*,^ Straight Path Communications Inc. Class B | 110,946 | 2,841 | |
* | Hawaiian Telcom Holdco Inc. | 104,436 | 2,338 |
* | Alaska Communications Systems Group Inc. | 653,207 | 1,123 |
* | Ooma Inc. | 49,312 | 448 |
* | Elephant Talk Communications Corp. | 687,554 | 112 |
*,^ Towerstream Corp. | 61,325 | 83 | |
*,^ One Horizon Group Inc. | 84,018 | 45 | |
* | Fusion Telecommunications International Inc. | 2,852 | 5 |
581,639 | |||
Utilities (3.4%) | |||
Westar Energy Inc. Class A | 1,607,477 | 91,224 | |
UGI Corp. | 1,964,985 | 88,896 | |
Atmos Energy Corp. | 1,168,722 | 87,035 |
ITC Holdings Corp. | 1,727,493 | 80,294 | |
OGE Energy Corp. | 2,258,006 | 71,398 | |
Great Plains Energy Inc. | 2,366,737 | 64,588 | |
Aqua America Inc. | 1,988,256 | 60,602 | |
Piedmont Natural Gas Co. Inc. | 940,057 | 56,441 | |
MDU Resources Group Inc. | 2,200,642 | 55,984 | |
National Fuel Gas Co. | 962,546 | 52,045 | |
* | Calpine Corp. | 4,025,635 | 50,884 |
Vectren Corp. | 960,536 | 48,219 | |
IDACORP Inc. | 582,697 | 45,614 | |
Portland General Electric Co. | 1,002,858 | 42,712 | |
ONE Gas Inc. | 606,084 | 37,480 | |
Hawaiian Electric Industries Inc. | 1,251,302 | 37,351 | |
Southwest Gas Corp. | 530,351 | 37,050 | |
WGL Holdings Inc. | 589,309 | 36,950 | |
Black Hills Corp. | 583,201 | 35,704 | |
Spire Inc. | 526,859 | 33,582 | |
NorthWestern Corp. | 562,028 | 32,333 | |
ALLETE Inc. | 541,753 | 32,299 | |
New Jersey Resources Corp. | 981,665 | 32,258 | |
Avista Corp. | 746,728 | 31,206 | |
PNM Resources Inc. | 921,095 | 30,138 | |
Avangrid Inc. | 647,986 | 27,073 | |
South Jersey Industries Inc. | 914,482 | 27,023 | |
MGE Energy Inc. | 415,568 | 23,484 | |
El Paso Electric Co. | 483,167 | 22,598 | |
Northwest Natural Gas Co. | 329,672 | 19,817 | |
Ormat Technologies Inc. | 408,969 | 19,798 | |
California Water Service Group | 577,888 | 18,544 | |
Empire District Electric Co. | 504,688 | 17,230 | |
American States Water Co. | 429,628 | 17,207 | |
Pattern Energy Group Inc. Class A | 746,485 | 16,788 | |
* | Dynegy Inc. | 1,317,526 | 16,324 |
Otter Tail Corp. | 443,258 | 15,332 | |
* | Talen Energy Corp. | 1,032,653 | 14,302 |
NRG Yield Inc. | 738,643 | 12,527 | |
TerraForm Power Inc. Class A | 850,158 | 11,826 | |
Chesapeake Utilities Corp. | 184,014 | 11,236 | |
SJW Corp. | 169,020 | 7,383 | |
Middlesex Water Co. | 192,743 | 6,792 | |
Connecticut Water Service Inc. | 134,355 | 6,682 | |
NRG Yield Inc. Class A | 380,996 | 6,218 | |
Unitil Corp. | 159,133 | 6,216 | |
York Water Co. | 151,219 | 4,485 | |
Artesian Resources Corp. Class A | 96,425 | 2,752 | |
TerraForm Global Inc. Class A | 573,359 | 2,357 | |
Spark Energy Inc. Class A | 69,875 | 2,035 | |
Delta Natural Gas Co. Inc. | 79,628 | 1,899 | |
* | Cadiz Inc. | 184,251 | 1,365 |
Genie Energy Ltd. Class B | 205,712 | 1,214 | |
* | Pure Cycle Corp. | 188,554 | 1,082 |
*,^ Vivint Solar Inc. | 237,967 | 752 | |
* | US Geothermal Inc. | 679,933 | 492 |
RGC Resources Inc. | 17,135 | 418 | |
Gas Natural Inc. | 48,984 | 376 |
* | American DG Energy Inc. | 65,246 | 17 | ||
1,615,931 | |||||
Total Common Stocks (Cost $39,091,396) | 47,331,576 | ||||
Coupon | |||||
Temporary Cash Investments (1.7%)1 | |||||
Money Market Fund (1.7%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 8,022,545 | 802,335 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5 | Federal Home Loan Bank Discount Notes | 0.370% | 10/7/16 | 3,000 | 3,000 |
6 | United States Treasury Bill | 0.320% | 11/25/16 | 2,300 | 2,299 |
6 | United States Treasury Bill | 0.320% | 12/8/16 | 1,400 | 1,400 |
6 | United States Treasury Bill | 0.300% | 12/22/16 | 5,000 | 4,997 |
11,696 | |||||
Total Temporary Cash Investments (Cost $813,969) | 814,031 | ||||
Total Investments (101.4%) (Cost $39,905,365) | 48,145,607 | ||||
Other Asset and Liabilities-Net (-1.4%)4 | (686,042) | ||||
Net Assets (100%) | 47,459,565 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $659,104,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 1.4%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $700,552,000 of collateral received for securities on loan.
5 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
6 Securities with a value of $5,798,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
Extended Market Index Fund
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 47,326,717 | 278 | 4,581 |
Temporary Cash Investments | 802,335 | 11,696 | — |
Futures Contracts-Assets1 | 1,182 | — | — |
Swap Contracts-Assets | — | 20 | — |
Swap Contracts-Liabilities | — | (19) | — |
Total | 48,130,234 | 11,975 | 4,581 |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
Extended Market Index Fund
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P Mid-Cap 400 Index | December 2016 | 320 | 49,587 | 553 |
E-mini Russell 2000 Index | December 2016 | 620 | 77,395 | 591 |
1,144 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund.
The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Extended Market Index Fund
Floating | |||||
Interest | Unrealized | ||||
Notional | Rate | Appreciation | |||
Termination | Amount | Received | (Depreciation) | ||
Reference Entity | Date | Counterparty | ($000) | (Paid) | ($000) |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 3,327 | (0.913%) | 20 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 644 | (0.924%) | (19) |
1 | |||||
GSCM—Goldman Sachs Capital Management. |
At September 30, 2016, the cost of investment securities for tax purposes was $39,910,251,000. Net unrealized appreciation of investment securities for tax purposes was $8,235,356,000, consisting of unrealized gains of $11,890,179,000 on securities that had risen in value since their purchase and $3,654,823,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Total Stock Market Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | ||
Value | ||
Shares | ($000) | |
Common Stocks (99.5%)1 | ||
Basic Materials (2.5%) | ||
Dow Chemical Co. | 23,222,620 | 1,203,628 |
EI du Pont de Nemours & Co. | 17,938,513 | 1,201,342 |
Praxair Inc. | 5,839,033 | 705,530 |
Ecolab Inc. | 5,411,561 | 658,695 |
Air Products & Chemicals Inc. | 4,203,132 | 631,899 |
PPG Industries Inc. | 5,453,393 | 563,663 |
LyondellBasell Industries NV Class A | 6,842,071 | 551,881 |
Newmont Mining Corp. | 10,898,008 | 428,183 |
International Paper Co. | 8,436,794 | 404,797 |
Nucor Corp. | 6,558,542 | 324,320 |
Alcoa Inc. | 27,767,622 | 281,564 |
Freeport-McMoRan Inc. | 24,557,217 | 266,691 |
International Flavors & Fragrances Inc. | 1,627,478 | 232,681 |
Celanese Corp. Class A | 3,017,164 | 200,822 |
Albemarle Corp. | 2,298,745 | 196,520 |
Eastman Chemical Co. | 2,784,385 | 188,447 |
Mosaic Co. | 7,195,665 | 176,006 |
* Ashland Global Holdings Inc. | 1,269,950 | 147,251 |
RPM International Inc. | 2,718,949 | 146,062 |
Avery Dennison Corp. | 1,823,339 | 141,838 |
FMC Corp. | 2,737,512 | 132,331 |
* Axalta Coating Systems Ltd. | 4,414,122 | 124,787 |
Steel Dynamics Inc. | 4,791,410 | 119,737 |
CF Industries Holdings Inc. | 4,788,658 | 116,604 |
WR Grace & Co. | 1,442,918 | 106,487 |
Reliance Steel & Aluminum Co. | 1,470,672 | 105,933 |
Royal Gold Inc. | 1,346,062 | 104,226 |
NewMarket Corp. | 202,348 | 86,872 |
Scotts Miracle-Gro Co. Class A | 934,856 | 77,845 |
Sensient Technologies Corp. | 921,694 | 69,864 |
Olin Corp. | 3,384,521 | 69,450 |
Huntsman Corp. | 4,181,120 | 68,027 |
United States Steel Corp. | 3,415,237 | 64,411 |
CONSOL Energy Inc. | 3,346,577 | 64,254 |
US Silica Holdings Inc. | 1,303,207 | 60,677 |
Chemours Co. | 3,726,021 | 59,616 |
Cabot Corp. | 1,137,235 | 59,602 |
PolyOne Corp. | 1,726,004 | 58,356 |
Compass Minerals International Inc. | 716,896 | 52,835 |
Minerals Technologies Inc. | 711,366 | 50,286 |
Balchem Corp. | 643,839 | 49,917 |
Domtar Corp. | 1,284,299 | 47,686 |
HB Fuller Co. | 1,017,824 | 47,298 |
Hecla Mining Co. | 7,947,162 | 45,299 |
Worthington Industries Inc. | 926,060 | 44,479 |
* Chemtura Corp. | 1,318,101 | 43,247 |
Commercial Metals Co. | 2,628,984 | 42,563 |
Westlake Chemical Corp. | 792,341 | 42,390 |
* GCP Applied Technologies Inc. | 1,443,981 | 40,894 |
Carpenter Technology Corp. | 989,160 | 40,813 | |
^ | Allegheny Technologies Inc. | 2,249,383 | 40,646 |
* | Coeur Mining Inc. | 3,366,589 | 39,827 |
* | Ingevity Corp. | 861,309 | 39,706 |
Kaiser Aluminum Corp. | 395,585 | 34,214 | |
* | Stillwater Mining Co. | 2,532,008 | 33,828 |
KapStone Paper and Packaging Corp. | 1,783,250 | 33,739 | |
* | Platform Specialty Products Corp. | 3,938,843 | 31,944 |
* | Univar Inc. | 1,405,485 | 30,710 |
* | Cambrex Corp. | 658,644 | 29,283 |
Stepan Co. | 389,450 | 28,297 | |
Innospec Inc. | 465,231 | 28,291 | |
Neenah Paper Inc. | 330,389 | 26,104 | |
Quaker Chemical Corp. | 245,180 | 25,972 | |
*,^ AK Steel Holding Corp. | 4,904,887 | 23,691 | |
* | Ferro Corp. | 1,696,291 | 23,426 |
* | Clearwater Paper Corp. | 353,044 | 22,831 |
* | Kraton Corp. | 629,452 | 22,056 |
PH Glatfelter Co. | 887,763 | 19,247 | |
*,^ Fairmount Santrol Holdings Inc. | 2,172,662 | 18,424 | |
A Schulman Inc. | 556,917 | 16,217 | |
Calgon Carbon Corp. | 1,044,180 | 15,840 | |
Deltic Timber Corp. | 221,413 | 14,996 | |
Innophos Holdings Inc. | 379,699 | 14,820 | |
* | Koppers Holdings Inc. | 395,338 | 12,722 |
Tronox Ltd. Class A | 1,277,126 | 11,967 | |
Rayonier Advanced Materials Inc. | 884,193 | 11,822 | |
SunCoke Energy Inc. | 1,389,616 | 11,145 | |
Aceto Corp. | 569,494 | 10,815 | |
* | Cliffs Natural Resources Inc. | 1,818,576 | 10,639 |
Chase Corp. | 145,057 | 10,026 | |
* | CSW Industrials Inc. | 309,215 | 10,015 |
Haynes International Inc. | 265,132 | 9,839 | |
Tredegar Corp. | 523,347 | 9,729 | |
American Vanguard Corp. | 565,707 | 9,085 | |
* | Veritiv Corp. | 165,558 | 8,306 |
Gold Resource Corp. | 1,112,007 | 8,251 | |
* | Century Aluminum Co. | 1,138,195 | 7,910 |
Hawkins Inc. | 181,011 | 7,843 | |
* | OMNOVA Solutions Inc. | 850,653 | 7,180 |
* | Cloud Peak Energy Inc. | 1,269,519 | 6,906 |
* | Nexeo Solutions Inc. | 836,020 | 6,889 |
* | Resolute Forest Products Inc. | 1,244,128 | 5,885 |
FutureFuel Corp. | 481,008 | 5,426 | |
KMG Chemicals Inc. | 175,816 | 4,981 | |
* | Verso Corp. | 719,600 | 4,641 |
Olympic Steel Inc. | 195,247 | 4,315 | |
Kronos Worldwide Inc. | 483,204 | 4,006 | |
*,^ Senomyx Inc. | 834,544 | 3,555 | |
*,^ LSB Industries Inc. | 413,940 | 3,552 | |
* | Ryerson Holding Corp. | 311,352 | 3,515 |
* | Real Industry Inc. | 570,034 | 3,489 |
* | Westmoreland Coal Co. | 368,065 | 3,261 |
*,^ AgroFresh Solutions Inc. | 598,300 | 3,165 | |
Ampco-Pittsburgh Corp. | 208,972 | 2,318 | |
*,^ Uranium Energy Corp. | 2,263,492 | 2,234 | |
* | Universal Stainless & Alloy Products Inc. | 204,750 | 2,148 |
Hallador Energy Co. | 263,821 | 2,079 | |
* | Codexis Inc. | 459,667 | 2,041 |
*,^ Ur-Energy Inc. | 3,834,758 | 1,898 | |
Synalloy Corp. | 185,945 | 1,742 | |
* | Rentech Inc. | 506,989 | 1,480 |
*,^ ChromaDex Corp. | 475,100 | 1,416 | |
*,^ Pershing Gold Corp. | 292,919 | 1,327 | |
*,^ Uni-Pixel Inc. | 746,220 | 1,246 | |
* | Intrepid Potash Inc. | 955,573 | 1,080 |
* | Northern Technologies International Corp. | 62,670 | 787 |
* | Comstock Mining Inc. | 2,018,266 | 737 |
Friedman Industries Inc. | 103,125 | 549 | |
*,^ Golden Minerals Co. | 678,597 | 516 | |
*,^ Marrone Bio Innovations Inc. | 250,662 | 431 | |
* | Handy & Harman Ltd. | 20,387 | 429 |
United-Guardian Inc. | 26,819 | 390 | |
Empire Resources Inc. | 78,065 | 386 | |
*,^ Centrus Energy Corp. Class A | 95,188 | 381 | |
* | NL Industries Inc. | 92,843 | 365 |
* | Solitario Exploration & Royalty Corp. | 537,224 | 355 |
* | General Moly Inc. | 1,047,854 | 294 |
Versum Materials Inc. | 10,463 | 293 | |
* | Dynasil Corp. of America | 158,073 | 157 |
* | Ikonics Corp. | 6,410 | 68 |
*,^ Metabolix Inc. | 64,070 | 29 | |
* | TOR Minerals International Inc. | 2,580 | 14 |
11,610,785 | |||
Consumer Goods (10.1%) | |||
^ | Procter & Gamble Co. | 54,794,056 | 4,917,767 |
Coca-Cola Co. | 79,774,882 | 3,376,073 | |
PepsiCo Inc. | 29,523,541 | 3,211,276 | |
Philip Morris International Inc. | 31,846,898 | 3,096,155 | |
Altria Group Inc. | 40,357,143 | 2,551,782 | |
NIKE Inc. Class B | 27,832,709 | 1,465,392 | |
Colgate-Palmolive Co. | 18,305,441 | 1,357,165 | |
Mondelez International Inc. Class A | 30,328,028 | 1,331,400 | |
Kraft Heinz Co. | 12,487,674 | 1,117,772 | |
Ford Motor Co. | 80,380,693 | 970,195 | |
Kimberly-Clark Corp. | 7,478,142 | 943,293 | |
General Motors Co. | 29,100,189 | 924,513 | |
Monsanto Co. | 8,988,602 | 918,635 | |
Reynolds American Inc. | 17,563,912 | 828,138 | |
General Mills Inc. | 12,288,047 | 784,960 | |
Activision Blizzard Inc. | 13,702,742 | 607,031 | |
Constellation Brands Inc. Class A | 3,444,547 | 573,483 | |
Newell Brands Inc. | 9,882,667 | 520,421 | |
Archer-Daniels-Midland Co. | 11,957,157 | 504,233 | |
* | Electronic Arts Inc. | 5,869,857 | 501,286 |
*,^ Tesla Motors Inc. | 2,287,231 | 466,664 | |
Tyson Foods Inc. Class A | 6,113,849 | 456,521 | |
*,^ Monster Beverage Corp. | 2,932,747 | 430,557 | |
ConAgra Foods Inc. | 9,007,073 | 424,323 | |
Delphi Automotive plc | 5,725,735 | 408,359 | |
Estee Lauder Cos. Inc. Class A | 4,565,316 | 404,304 | |
Molson Coors Brewing Co. Class B | 3,575,125 | 392,549 | |
Kellogg Co. | 5,023,383 | 389,161 | |
VF Corp. | 6,913,421 | 387,497 |
Stanley Black & Decker Inc. | 3,075,239 | 378,193 | |
Dr Pepper Snapple Group Inc. | 3,860,164 | 352,472 | |
Clorox Co. | 2,661,560 | 333,174 | |
JM Smucker Co. | 2,320,428 | 314,511 | |
Mead Johnson Nutrition Co. | 3,814,149 | 301,356 | |
Genuine Parts Co. | 2,882,526 | 289,550 | |
Hershey Co. | 2,817,143 | 269,319 | |
* | Mohawk Industries Inc. | 1,285,336 | 257,504 |
Church & Dwight Co. Inc. | 5,281,515 | 253,090 | |
Whirlpool Corp. | 1,556,062 | 252,331 | |
McCormick & Co. Inc. | 2,345,632 | 234,376 | |
Campbell Soup Co. | 4,118,961 | 225,307 | |
DR Horton Inc. | 7,190,592 | 217,156 | |
Mattel Inc. | 6,957,064 | 210,660 | |
* | LKQ Corp. | 5,926,173 | 210,142 |
Coach Inc. | 5,698,774 | 208,347 | |
Hormel Foods Corp. | 5,436,420 | 206,203 | |
Hanesbrands Inc. | 7,819,946 | 197,454 | |
* | WhiteWave Foods Co. Class A | 3,622,728 | 197,185 |
Ingredion Inc. | 1,466,200 | 195,093 | |
Harley-Davidson Inc. | 3,663,396 | 192,658 | |
PVH Corp. | 1,706,671 | 188,587 | |
Lear Corp. | 1,520,311 | 184,292 | |
Hasbro Inc. | 2,313,666 | 183,543 | |
Snap-on Inc. | 1,191,932 | 181,126 | |
Brown-Forman Corp. Class B | 3,786,370 | 179,625 | |
Goodyear Tire & Rubber Co. | 5,439,419 | 175,693 | |
Bunge Ltd. | 2,854,544 | 169,075 | |
* | Michael Kors Holdings Ltd. | 3,322,035 | 155,438 |
Lennar Corp. Class A | 3,665,628 | 155,203 | |
BorgWarner Inc. | 4,345,487 | 152,874 | |
* | Middleby Corp. | 1,179,085 | 145,758 |
*,^ Under Armour Inc. Class A | 3,761,916 | 145,511 | |
* | Under Armour Inc. | 3,808,881 | 128,969 |
PulteGroup Inc. | 6,348,075 | 127,215 | |
Leucadia National Corp. | 6,680,371 | 127,194 | |
* | WABCO Holdings Inc. | 1,101,864 | 125,095 |
Leggett & Platt Inc. | 2,731,894 | 124,520 | |
* | NVR Inc. | 75,522 | 123,846 |
Harman International Industries Inc. | 1,440,519 | 121,652 | |
Pinnacle Foods Inc. | 2,377,020 | 119,255 | |
*,^ lululemon athletica Inc. | 1,955,576 | 119,251 | |
Ralph Lauren Corp. Class A | 1,158,757 | 117,197 | |
Gentex Corp. | 6,053,760 | 106,304 | |
* | TreeHouse Foods Inc. | 1,153,764 | 100,597 |
^ | Polaris Industries Inc. | 1,260,008 | 97,575 |
* | Edgewell Personal Care Co. | 1,213,941 | 96,533 |
* | Post Holdings Inc. | 1,246,671 | 96,206 |
* | Toll Brothers Inc. | 3,082,027 | 92,029 |
Brunswick Corp. | 1,860,460 | 90,753 | |
*,^ Herbalife Ltd. | 1,427,102 | 88,466 | |
Carter's Inc. | 985,910 | 85,488 | |
Thor Industries Inc. | 956,546 | 81,019 | |
* | Take-Two Interactive Software Inc. | 1,768,443 | 79,721 |
Pool Corp. | 816,389 | 77,165 | |
* | Hain Celestial Group Inc. | 2,126,366 | 75,656 |
Nu Skin Enterprises Inc. Class A | 1,115,542 | 72,265 |
B&G Foods Inc. | 1,358,064 | 66,790 | |
Spectrum Brands Holdings Inc. | 484,881 | 66,763 | |
* | Tenneco Inc. | 1,142,696 | 66,585 |
Energizer Holdings Inc. | 1,270,545 | 63,476 | |
* | Skechers U.S.A. Inc. Class A | 2,720,726 | 62,305 |
* | Tempur Sealy International Inc. | 1,023,920 | 58,097 |
Flowers Foods Inc. | 3,827,648 | 57,874 | |
Tupperware Brands Corp. | 876,349 | 57,287 | |
CalAtlantic Group Inc. | 1,573,938 | 52,632 | |
Snyder's-Lance Inc. | 1,565,596 | 52,573 | |
Lancaster Colony Corp. | 388,094 | 51,263 | |
Avon Products Inc. | 8,933,476 | 50,563 | |
Visteon Corp. | 699,646 | 50,137 | |
* | Vista Outdoor Inc. | 1,253,660 | 49,971 |
* | Helen of Troy Ltd. | 567,191 | 48,875 |
Dana Inc. | 3,023,954 | 47,143 | |
Drew Industries Inc. | 468,463 | 45,919 | |
* | Darling Ingredients Inc. | 3,389,836 | 45,797 |
* | Manitowoc Foodservice Inc. | 2,806,987 | 45,529 |
Wolverine World Wide Inc. | 1,953,581 | 44,991 | |
* | Kate Spade & Co. | 2,623,738 | 44,945 |
* | Dorman Products Inc. | 685,732 | 43,818 |
Vector Group Ltd. | 2,016,907 | 43,424 | |
Cooper Tire & Rubber Co. | 1,141,666 | 43,406 | |
* | Zynga Inc. Class A | 14,880,853 | 43,303 |
*,^ Blue Buffalo Pet Products Inc. | 1,815,988 | 43,148 | |
*,^ Fitbit Inc. Class A | 2,877,871 | 42,708 | |
Fresh Del Monte Produce Inc. | 685,168 | 41,042 | |
* | Deckers Outdoor Corp. | 657,562 | 39,158 |
* | Steven Madden Ltd. | 1,131,734 | 39,113 |
* | TRI Pointe Group Inc. | 2,964,484 | 39,072 |
Sanderson Farms Inc. | 386,289 | 37,211 | |
J&J Snack Foods Corp. | 308,542 | 36,754 | |
HNI Corp. | 911,125 | 36,263 | |
Herman Miller Inc. | 1,225,412 | 35,047 | |
Columbia Sportswear Co. | 586,811 | 33,296 | |
* | Cooper-Standard Holding Inc. | 322,626 | 31,875 |
Dean Foods Co. | 1,864,296 | 30,574 | |
WD-40 Co. | 270,260 | 30,385 | |
* | US Foods Holding Corp. | 1,198,171 | 28,289 |
* | Boston Beer Co. Inc. Class A | 181,415 | 28,166 |
*,^ GoPro Inc. Class A | 1,680,111 | 28,024 | |
^ | Pilgrim's Pride Corp. | 1,308,486 | 27,635 |
*,^ Wayfair Inc. | 696,919 | 27,438 | |
KB Home | 1,698,939 | 27,387 | |
* | American Axle & Manufacturing Holdings Inc. | 1,575,003 | 27,122 |
* | Meritage Homes Corp. | 778,185 | 27,003 |
Universal Corp. | 440,159 | 25,626 | |
La-Z-Boy Inc. | 1,014,821 | 24,924 | |
* | Gentherm Inc. | 774,992 | 24,350 |
* | iRobot Corp. | 545,247 | 23,980 |
Schweitzer-Mauduit International Inc. | 618,404 | 23,846 | |
Steelcase Inc. Class A | 1,680,976 | 23,349 | |
* | Fossil Group Inc. | 836,825 | 23,239 |
* | G-III Apparel Group Ltd. | 793,208 | 23,122 |
Interface Inc. Class A | 1,381,550 | 23,058 | |
^ | Cal-Maine Foods Inc. | 583,697 | 22,496 |
^ | Coty Inc. Class A | 940,342 | 22,098 |
Callaway Golf Co. | 1,870,320 | 21,714 | |
Knoll Inc. | 943,885 | 21,568 | |
* | ACCO Brands Corp. | 2,185,399 | 21,067 |
Oxford Industries Inc. | 304,355 | 20,605 | |
* | Universal Electronics Inc. | 274,307 | 20,425 |
MDC Holdings Inc. | 773,642 | 19,960 | |
Calavo Growers Inc. | 302,626 | 19,801 | |
* | Select Comfort Corp. | 911,552 | 19,690 |
Andersons Inc. | 525,902 | 19,027 | |
Standard Motor Products Inc. | 390,106 | 18,631 | |
* | Seaboard Corp. | 5,398 | 18,569 |
Nutrisystem Inc. | 600,745 | 17,836 | |
* | Cavco Industries Inc. | 167,668 | 16,608 |
Ethan Allen Interiors Inc. | 508,768 | 15,909 | |
* | USANA Health Sciences Inc. | 113,882 | 15,756 |
Briggs & Stratton Corp. | 841,007 | 15,685 | |
^ | Tootsie Roll Industries Inc. | 410,639 | 15,124 |
DTS Inc. | 341,200 | 14,515 | |
* | Nautilus Inc. | 635,548 | 14,440 |
Coca-Cola Bottling Co. Consolidated | 95,163 | 14,099 | |
Superior Industries International Inc. | 480,095 | 14,000 | |
* | AdvancePierre Foods Holdings Inc. | 500,161 | 13,784 |
* | Central Garden & Pet Co. Class A | 509,976 | 12,647 |
Winnebago Industries Inc. | 531,706 | 12,532 | |
*,^ LGI Homes Inc. | 338,527 | 12,471 | |
* | Crocs Inc. | 1,421,690 | 11,800 |
Inter Parfums Inc. | 354,914 | 11,453 | |
* | Modine Manufacturing Co. | 963,535 | 11,428 |
Kimball International Inc. Class B | 875,075 | 11,323 | |
* | M/I Homes Inc. | 473,582 | 11,162 |
* | Fox Factory Holding Corp. | 479,143 | 11,006 |
* | Motorcar Parts of America Inc. | 378,546 | 10,895 |
*,^ National Beverage Corp. | 245,086 | 10,796 | |
* | Taylor Morrison Home Corp. Class A | 612,893 | 10,787 |
* | Stoneridge Inc. | 555,692 | 10,225 |
Phibro Animal Health Corp. Class A | 370,849 | 10,080 | |
* | WCI Communities Inc. | 424,199 | 10,062 |
Tower International Inc. | 415,970 | 10,025 | |
^ | MGP Ingredients Inc. | 243,037 | 9,848 |
*,^ Amplify Snack Brands Inc. | 600,698 | 9,731 | |
* | Central Garden & Pet Co. | 367,966 | 9,567 |
National Presto Industries Inc. | 107,468 | 9,435 | |
Lennar Corp. Class B | 270,625 | 9,085 | |
Titan International Inc. | 888,849 | 8,995 | |
* | Omega Protein Corp. | 384,448 | 8,985 |
* | Unifi Inc. | 301,129 | 8,862 |
* | William Lyon Homes Class A | 475,114 | 8,813 |
John B Sanfilippo & Son Inc. | 166,184 | 8,530 | |
* | Beazer Homes USA Inc. | 718,711 | 8,380 |
* | Revlon Inc. Class A | 226,976 | 8,348 |
Medifast Inc. | 210,111 | 7,940 | |
* | Iconix Brand Group Inc. | 933,047 | 7,576 |
Libbey Inc. | 420,935 | 7,514 | |
* | Century Communities Inc. | 339,655 | 7,306 |
Movado Group Inc. | 339,149 | 7,285 | |
* | Eastman Kodak Co. | 473,245 | 7,099 |
Orchids Paper Products Co. | 253,675 | 6,908 | |
* | Primo Water Corp. | 565,387 | 6,858 |
Flexsteel Industries Inc. | 131,835 | 6,819 | |
* | Federal-Mogul Holdings Corp. | 699,220 | 6,720 |
* | Vera Bradley Inc. | 422,611 | 6,403 |
Culp Inc. | 204,774 | 6,096 | |
*,^ Sequential Brands Group Inc. | 758,127 | 6,065 | |
Hooker Furniture Corp. | 218,834 | 5,359 | |
* | Malibu Boats Inc. Class A | 359,040 | 5,350 |
Bassett Furniture Industries Inc. | 208,120 | 4,839 | |
* | Perry Ellis International Inc. | 244,921 | 4,722 |
* | Nutraceutical International Corp. | 151,045 | 4,719 |
* | ZAGG Inc. | 575,436 | 4,661 |
*,^ Glu Mobile Inc. | 2,063,602 | 4,622 | |
* | Inventure Foods Inc. | 476,425 | 4,478 |
Metaldyne Performance Group Inc. | 277,778 | 4,403 | |
*,^ Hovnanian Enterprises Inc. Class A | 2,461,308 | 4,160 | |
Arctic Cat Inc. | 260,036 | 4,028 | |
^ | Limoneira Co. | 204,198 | 3,859 |
* | Farmer Brothers Co. | 108,405 | 3,854 |
*,^ Freshpet Inc. | 430,093 | 3,720 | |
Oil-Dri Corp. of America | 95,357 | 3,589 | |
* | Skullcandy Inc. | 558,407 | 3,540 |
Superior Uniform Group Inc. | 178,068 | 3,524 | |
* | Seneca Foods Corp. Class A | 123,885 | 3,499 |
*,^ JAKKS Pacific Inc. | 401,411 | 3,468 | |
* | Core Molding Technologies Inc. | 200,949 | 3,396 |
*,^ Jamba Inc. | 302,290 | 3,301 | |
* | Craft Brew Alliance Inc. | 171,993 | 3,239 |
Weyco Group Inc. | 112,378 | 3,020 | |
* | Alliance One International Inc. | 150,529 | 2,878 |
Johnson Outdoors Inc. Class A | 79,004 | 2,873 | |
*,^ Vuzix Corp. | 317,197 | 2,810 | |
Nature's Sunshine Products Inc. | 160,581 | 2,569 | |
* | Cherokee Inc. | 245,102 | 2,525 |
* | Lifevantage Corp. | 261,573 | 2,474 |
* | New Home Co. Inc. | 228,243 | 2,435 |
* | Black Diamond Inc. | 471,814 | 2,425 |
MCBC Holdings Inc. | 209,006 | 2,383 | |
* | Fenix Parts Inc. | 586,404 | 2,322 |
* | Vince Holding Corp. | 403,464 | 2,276 |
A-Mark Precious Metals Inc. | 141,350 | 2,269 | |
* | Skyline Corp. | 163,397 | 2,237 |
Crown Crafts Inc. | 215,521 | 2,179 | |
Strattec Security Corp. | 60,661 | 2,141 | |
Lifetime Brands Inc. | 156,084 | 2,101 | |
* | Lakeland Industries Inc. | 206,531 | 2,055 |
Rocky Brands Inc. | 183,091 | 1,935 | |
* | Castle Brands Inc. | 2,108,960 | 1,839 |
Escalade Inc. | 143,864 | 1,836 | |
* | Delta Apparel Inc. | 107,968 | 1,777 |
* | Lifeway Foods Inc. | 95,840 | 1,624 |
* | Turning Point Brands Inc. | 132,900 | 1,597 |
*,^ Lipocine Inc. | 350,119 | 1,562 | |
* | Dixie Group Inc. | 312,289 | 1,561 |
Marine Products Corp. | 166,467 | 1,493 | |
Alico Inc. | 47,911 | 1,287 |
Acme United Corp. | 59,133 | 1,221 | |
*,^ S&W Seed Co. | 238,548 | 1,217 | |
*,^ 22nd Century Group Inc. | 780,667 | 1,132 | |
* | Shiloh Industries Inc. | 157,208 | 1,111 |
* | Natural Alternatives International Inc. | 84,339 | 1,108 |
LS Starrett Co. Class A | 104,772 | 1,029 | |
^ | Unique Fabricating Inc. | 78,009 | 955 |
Rocky Mountain Chocolate Factory Inc. | 90,974 | 953 | |
Kewaunee Scientific Corp. | 39,165 | 933 | |
* | US Auto Parts Network Inc. | 280,005 | 921 |
* | Virco Manufacturing Corp. | 218,789 | 904 |
Mannatech Inc. | 45,392 | 814 | |
* | Tandy Leather Factory Inc. | 93,919 | 719 |
* | Alpha Pro Tech Ltd. | 192,106 | 692 |
* | Valvoline Inc. | 28,200 | 662 |
* | Coffee Holding Co. Inc. | 115,252 | 641 |
* | Reed's Inc. | 164,631 | 616 |
* | Female Health Co. | 446,735 | 545 |
* | Zedge Inc. Class B | 155,961 | 533 |
*,^ elf Beauty Inc. | 18,783 | 528 | |
*,^ Nova Lifestyle Inc. | 142,239 | 516 | |
* | Willamette Valley Vineyards Inc. | 55,833 | 444 |
Stanley Furniture Co. Inc. | 208,331 | 373 | |
* | Summer Infant Inc. | 163,915 | 354 |
* | Charles & Colvard Ltd. | 233,777 | 271 |
Golden Enterprises Inc. | 16,609 | 199 | |
* | Emerson Radio Corp. | 183,685 | 187 |
* | RiceBran Technologies | 114,553 | 155 |
P&F Industries Inc. Class A | 18,458 | 153 | |
*,^ DS Healthcare Group Inc. | 231,016 | 152 | |
* | Differential Brands Group Inc. | 23,420 | 130 |
* | JRjr33 Inc. | 80,833 | 97 |
* | Tofutti Brands Inc. | 34,800 | 93 |
* | CTI Industries Corp. | 14,046 | 87 |
* | Cyanotech Corp. | 23,466 | 84 |
CompX International Inc. | 5,846 | 68 | |
* | Crystal Rock Holdings Inc. | 60,050 | 54 |
* | Hovnanian Enterprises Inc. Class B | 19,300 | 33 |
Ocean Bio-Chem Inc. | 9,942 | 28 | |
* | Koss Corp. | 12,072 | 26 |
* | Bridgford Foods Corp. | 57 | 1 |
47,286,171 | |||
Consumer Services (13.1%) | |||
* | Amazon.com Inc. | 8,281,473 | 6,934,160 |
Comcast Corp. Class A | 49,352,827 | 3,274,067 | |
Home Depot Inc. | 25,436,929 | 3,273,224 | |
Walt Disney Co. | 29,719,775 | 2,759,778 | |
Wal-Mart Stores Inc. | 28,831,721 | 2,079,344 | |
McDonald's Corp. | 17,535,082 | 2,022,847 | |
CVS Health Corp. | 21,920,505 | 1,950,706 | |
Starbucks Corp. | 28,630,362 | 1,550,048 | |
Walgreens Boots Alliance Inc. | 18,912,211 | 1,524,702 | |
* | Priceline Group Inc. | 1,014,168 | 1,492,338 |
Costco Wholesale Corp. | 9,007,902 | 1,373,795 | |
Lowe's Cos. Inc. | 18,201,622 | 1,314,339 | |
Time Warner Inc. | 15,168,941 | 1,207,599 | |
* | Charter Communications Inc. Class A | 4,172,142 | 1,126,353 |
TJX Cos. Inc. | 12,882,384 | 963,345 | |
* | Netflix Inc. | 8,368,924 | 824,757 |
Target Corp. | 11,790,039 | 809,740 | |
McKesson Corp. | 4,636,560 | 773,146 | |
* | eBay Inc. | 22,024,460 | 724,605 |
Yum! Brands Inc. | 7,576,779 | 688,047 | |
Twenty-First Century Fox Inc. Class A | 26,666,869 | 645,872 | |
Delta Air Lines Inc. | 15,369,931 | 604,960 | |
Kroger Co. | 19,529,714 | 579,642 | |
Ross Stores Inc. | 8,190,447 | 526,646 | |
* | O'Reilly Automotive Inc. | 1,846,450 | 517,209 |
Sysco Corp. | 10,426,307 | 510,993 | |
Cardinal Health Inc. | 6,544,224 | 508,486 | |
Southwest Airlines Co. | 12,729,042 | 495,032 | |
Las Vegas Sands Corp. | 8,157,587 | 469,388 | |
* | AutoZone Inc. | 603,336 | 463,567 |
CBS Corp. Class B | 8,130,369 | 445,056 | |
Omnicom Group Inc. | 4,843,864 | 411,728 | |
Marriott International Inc. Class A | 6,003,333 | 404,204 | |
American Airlines Group Inc. | 10,875,277 | 398,144 | |
Carnival Corp. | 7,937,457 | 387,507 | |
Nielsen Holdings plc | 7,004,328 | 375,222 | |
Dollar General Corp. | 5,200,042 | 363,951 | |
* | Dollar Tree Inc. | 4,590,838 | 362,355 |
L Brands Inc. | 5,020,100 | 355,272 | |
AmerisourceBergen Corp. Class A | 3,751,330 | 303,032 | |
* | United Continental Holdings Inc. | 5,617,894 | 294,771 |
Expedia Inc. | 2,523,331 | 294,523 | |
* | Ulta Salon Cosmetics & Fragrance Inc. | 1,215,477 | 289,259 |
Viacom Inc. Class B | 7,328,150 | 279,203 | |
Royal Caribbean Cruises Ltd. | 3,531,714 | 264,702 | |
Hilton Worldwide Holdings Inc. | 11,134,160 | 255,306 | |
* | MGM Resorts International | 9,804,749 | 255,218 |
* | Chipotle Mexican Grill Inc. Class A | 597,918 | 253,218 |
* | DISH Network Corp. Class A | 4,404,230 | 241,264 |
Macy's Inc. | 6,311,676 | 233,848 | |
Best Buy Co. Inc. | 5,628,317 | 214,889 | |
Advance Auto Parts Inc. | 1,431,615 | 213,482 | |
*,^ CarMax Inc. | 3,946,445 | 210,543 | |
Foot Locker Inc. | 2,779,636 | 188,237 | |
Aramark | 4,947,274 | 188,145 | |
Whole Foods Market Inc. | 6,563,832 | 186,085 | |
Tractor Supply Co. | 2,743,966 | 184,806 | |
Interpublic Group of Cos. Inc. | 8,199,481 | 183,258 | |
* | Liberty Interactive Corp. QVC Group Class A | 8,725,091 | 174,589 |
Alaska Air Group Inc. | 2,524,643 | 166,273 | |
* | Rite Aid Corp. | 21,550,574 | 165,724 |
Kohl's Corp. | 3,777,716 | 165,275 | |
Wynn Resorts Ltd. | 1,671,185 | 162,807 | |
^ | Tiffany & Co. | 2,179,677 | 158,310 |
Wyndham Worldwide Corp. | 2,252,264 | 151,645 | |
Domino's Pizza Inc. | 997,047 | 151,402 | |
Darden Restaurants Inc. | 2,465,949 | 151,212 | |
*,^ Sirius XM Holdings Inc. | 35,503,840 | 148,051 | |
* | TripAdvisor Inc. | 2,311,707 | 146,054 |
News Corp. Class A | 9,816,378 | 137,233 | |
FactSet Research Systems Inc. | 833,463 | 135,104 |
Bed Bath & Beyond Inc. | 3,012,445 | 129,867 | |
^ | Nordstrom Inc. | 2,482,699 | 128,802 |
* | Discovery Communications Inc. | 4,892,656 | 128,726 |
* | Norwegian Cruise Line Holdings Ltd. | 3,263,147 | 123,021 |
KAR Auction Services Inc. | 2,808,578 | 121,218 | |
Signet Jewelers Ltd. | 1,600,816 | 119,309 | |
* | Burlington Stores Inc. | 1,465,093 | 118,702 |
* | Liberty SiriusXM Group | 3,517,112 | 117,507 |
Vail Resorts Inc. | 739,376 | 115,993 | |
* | JetBlue Airways Corp. | 6,623,650 | 114,192 |
Sabre Corp. | 4,041,367 | 113,886 | |
Staples Inc. | 13,299,938 | 113,714 | |
* | Copart Inc. | 2,052,467 | 109,930 |
* | VCA Inc. | 1,563,983 | 109,448 |
H&R Block Inc. | 4,583,995 | 106,120 | |
Scripps Networks Interactive Inc. Class A | 1,649,040 | 104,698 | |
Dun & Bradstreet Corp. | 738,920 | 100,951 | |
Service Corp. International | 3,784,710 | 100,446 | |
Gap Inc. | 4,490,282 | 99,864 | |
Dunkin' Brands Group Inc. | 1,884,075 | 98,123 | |
Dick's Sporting Goods Inc. | 1,729,609 | 98,103 | |
TEGNA Inc. | 4,457,560 | 97,442 | |
Casey's General Stores Inc. | 807,979 | 97,079 | |
* | ServiceMaster Global Holdings Inc. | 2,782,255 | 93,706 |
Twenty-First Century Fox Inc. | 3,642,877 | 90,125 | |
* | Panera Bread Co. Class A | 458,848 | 89,347 |
Williams-Sonoma Inc. | 1,636,730 | 83,604 | |
Six Flags Entertainment Corp. | 1,525,914 | 81,804 | |
Cinemark Holdings Inc. | 2,125,123 | 81,350 | |
*,^ Discovery Communications Inc. Class A | 2,937,328 | 79,073 | |
* | Sally Beauty Holdings Inc. | 3,006,701 | 77,212 |
* | GrubHub Inc. | 1,752,810 | 75,353 |
* | Live Nation Entertainment Inc. | 2,711,855 | 74,522 |
CST Brands Inc. | 1,537,380 | 73,933 | |
* | AutoNation Inc. | 1,476,731 | 71,932 |
* | Liberty SiriusXM Group Class A | 2,075,746 | 70,534 |
* | Madison Square Garden Co. Class A | 407,300 | 69,001 |
^ | Cracker Barrel Old Country Store Inc. | 495,008 | 65,450 |
* | AMC Networks Inc. Class A | 1,256,642 | 65,169 |
* | Pandora Media Inc. | 4,505,330 | 64,561 |
Jack in the Box Inc. | 668,952 | 64,179 | |
* | Spirit Airlines Inc. | 1,454,665 | 61,867 |
* | Bright Horizons Family Solutions Inc. | 919,464 | 61,503 |
Rollins Inc. | 2,073,019 | 60,698 | |
American Eagle Outfitters Inc. | 3,349,125 | 59,815 | |
* | Sprouts Farmers Market Inc. | 2,894,114 | 59,763 |
* | Hertz Global Holdings Inc. | 1,481,626 | 59,502 |
Tribune Media Co. Class A | 1,602,500 | 58,523 | |
Brinker International Inc. | 1,156,457 | 58,320 | |
GameStop Corp. Class A | 2,112,834 | 58,293 | |
* | Yelp Inc. Class A | 1,384,332 | 57,727 |
Dolby Laboratories Inc. Class A | 1,062,751 | 57,697 | |
* | Avis Budget Group Inc. | 1,676,212 | 57,343 |
*,^ JC Penney Co. Inc. | 5,964,744 | 54,995 | |
Cable One Inc. | 93,839 | 54,802 | |
* | Murphy USA Inc. | 762,483 | 54,411 |
* | Urban Outfitters Inc. | 1,574,119 | 54,339 |
* Buffalo Wild Wings Inc. | 384,326 | 54,090 |
* Starz | 1,719,753 | 53,639 |
* Cabela's Inc. | 970,240 | 53,295 |
* Michaels Cos. Inc. | 2,121,501 | 51,277 |
Texas Roadhouse Inc. Class A | 1,309,930 | 51,127 |
* Hawaiian Holdings Inc. | 1,049,770 | 51,019 |
* Beacon Roofing Supply Inc. | 1,208,712 | 50,851 |
John Wiley & Sons Inc. Class A | 983,494 | 50,758 |
Wendy's Co. | 4,351,042 | 46,991 |
Cheesecake Factory Inc. | 935,013 | 46,807 |
* Groupon Inc. Class A | 8,849,876 | 45,577 |
Chemed Corp. | 321,661 | 45,377 |
* Five Below Inc. | 1,112,246 | 44,812 |
Graham Holdings Co. Class B | 92,395 | 44,476 |
Big Lots Inc. | 926,849 | 44,257 |
Lithia Motors Inc. Class A | 462,324 | 44,161 |
Papa John's International Inc. | 532,651 | 42,000 |
Regal Entertainment Group Class A | 1,900,090 | 41,327 |
Bloomin' Brands Inc. | 2,371,540 | 40,885 |
Sinclair Broadcast Group Inc. Class A | 1,406,461 | 40,619 |
Office Depot Inc. | 11,249,563 | 40,161 |
Meredith Corp. | 770,457 | 40,056 |
Lions Gate Entertainment Corp. | 1,999,856 | 39,977 |
* Media General Inc. | 2,166,355 | 39,926 |
* Acxiom Corp. | 1,496,252 | 39,875 |
Churchill Downs Inc. | 270,826 | 39,635 |
AMERCO | 121,307 | 39,331 |
* United Natural Foods Inc. | 982,205 | 39,328 |
Interval Leisure Group Inc. | 2,271,537 | 39,002 |
^ Penske Automotive Group Inc. | 802,002 | 38,640 |
* Grand Canyon Education Inc. | 955,179 | 38,580 |
Monro Muffler Brake Inc. | 629,886 | 38,530 |
Matthews International Corp. Class A | 626,257 | 38,051 |
Aaron's Inc. | 1,491,073 | 37,903 |
Sotheby's | 988,233 | 37,573 |
* WebMD Health Corp. | 748,282 | 37,190 |
Hillenbrand Inc. | 1,164,808 | 36,855 |
Allegiant Travel Co. Class A | 272,192 | 35,948 |
PriceSmart Inc. | 410,435 | 34,378 |
* Dave & Buster's Entertainment Inc. | 866,759 | 33,960 |
^ Nexstar Broadcasting Group Inc. Class A | 586,976 | 33,874 |
* Houghton Mifflin Harcourt Co. | 2,518,931 | 33,779 |
New York Times Co. Class A | 2,789,401 | 33,333 |
Core-Mark Holding Co. Inc. | 896,504 | 32,095 |
Chico's FAS Inc. | 2,632,631 | 31,328 |
* Boyd Gaming Corp. | 1,582,835 | 31,308 |
Choice Hotels International Inc. | 692,912 | 31,236 |
* Liberty TripAdvisor Holdings Inc. Class A | 1,405,844 | 30,718 |
Marriott Vacations Worldwide Corp. | 416,653 | 30,549 |
Morningstar Inc. | 384,538 | 30,482 |
* Stamps.com Inc. | 319,182 | 30,166 |
Children's Place Inc. | 367,029 | 29,315 |
* Shutterfly Inc. | 654,096 | 29,199 |
* Etsy Inc. | 2,010,527 | 28,710 |
GNC Holdings Inc. Class A | 1,398,218 | 28,552 |
* comScore Inc. | 928,479 | 28,467 |
DineEquity Inc. | 357,937 | 28,345 |
Gannett Co. Inc. | 2,390,932 | 27,830 | |
* | Caesars Acquisition Co. Class A | 2,228,381 | 27,677 |
Time Inc. | 1,899,350 | 27,503 | |
DSW Inc. Class A | 1,337,314 | 27,388 | |
*,^ Restoration Hardware Holdings Inc. | 785,464 | 27,161 | |
* | SUPERVALU Inc. | 5,439,908 | 27,145 |
* | Liberty Media Group LLC | 953,555 | 26,833 |
DeVry Education Group Inc. | 1,159,768 | 26,744 | |
SkyWest Inc. | 999,654 | 26,401 | |
*,^ SolarCity Corp. | 1,339,049 | 26,192 | |
HSN Inc. | 648,825 | 25,823 | |
* | Ollie's Bargain Outlet Holdings Inc. | 984,055 | 25,792 |
Group 1 Automotive Inc. | 393,400 | 25,130 | |
*,^ Diplomat Pharmacy Inc. | 886,461 | 24,830 | |
Sonic Corp. | 932,752 | 24,419 | |
*,^ Hyatt Hotels Corp. Class A | 491,463 | 24,190 | |
Dillard's Inc. Class A | 383,372 | 24,156 | |
* | Popeyes Louisiana Kitchen Inc. | 444,688 | 23,631 |
* | MSG Networks Inc. | 1,253,679 | 23,331 |
Extended Stay America Inc. | 1,632,972 | 23,188 | |
* | Asbury Automotive Group Inc. | 413,670 | 23,029 |
*,^ Virgin America Inc. | 426,975 | 22,847 | |
* | Belmond Ltd. Class A | 1,770,146 | 22,499 |
Abercrombie & Fitch Co. | 1,365,001 | 21,690 | |
Caleres Inc. | 847,620 | 21,436 | |
* | Genesco Inc. | 393,170 | 21,412 |
* | Ascena Retail Group Inc. | 3,752,600 | 20,977 |
SpartanNash Co. | 718,654 | 20,783 | |
* | Penn National Gaming Inc. | 1,514,366 | 20,550 |
Finish Line Inc. Class A | 874,407 | 20,181 | |
* | Herc Holdings Inc. | 595,438 | 20,066 |
* | La Quinta Holdings Inc. | 1,749,224 | 19,556 |
Scholastic Corp. | 494,688 | 19,471 | |
* | Rush Enterprises Inc. Class A | 787,288 | 19,273 |
* | EW Scripps Co. Class A | 1,179,780 | 18,759 |
*,^ Hibbett Sports Inc. | 461,753 | 18,424 | |
* | Performance Food Group Co. | 741,096 | 18,379 |
SeaWorld Entertainment Inc. | 1,357,185 | 18,295 | |
ClubCorp Holdings Inc. | 1,263,401 | 18,281 | |
* | Express Inc. | 1,537,411 | 18,126 |
National CineMedia Inc. | 1,217,448 | 17,921 | |
*,^ Quotient Technology Inc. | 1,346,173 | 17,918 | |
Guess? Inc. | 1,209,874 | 17,676 | |
International Speedway Corp. Class A | 519,834 | 17,373 | |
Cato Corp. Class A | 507,847 | 16,703 | |
* | Denny's Corp. | 1,552,988 | 16,601 |
* | Planet Fitness Inc. Class A | 826,635 | 16,591 |
Bob Evans Farms Inc. | 413,721 | 15,846 | |
* | Carmike Cinemas Inc. | 484,377 | 15,834 |
Tailored Brands Inc. | 994,828 | 15,619 | |
* | BJ's Restaurants Inc. | 426,954 | 15,178 |
* | Pinnacle Entertainment Inc. | 1,166,883 | 14,399 |
^ | Buckle Inc. | 597,503 | 14,358 |
World Wrestling Entertainment Inc. Class A | 656,684 | 13,987 | |
Capella Education Co. | 240,555 | 13,962 | |
* | Apollo Education Group Inc. | 1,750,764 | 13,919 |
AMC Entertainment Holdings Inc. | 440,858 | 13,706 |
Weis Markets Inc. | 257,774 | 13,662 | |
* | Vitamin Shoppe Inc. | 508,772 | 13,661 |
* | Liberty Media Group LLC Class A | 475,914 | 13,635 |
Red Rock Resorts Inc. Class A | 573,618 | 13,532 | |
* | Gray Television Inc. | 1,298,185 | 13,449 |
Wingstop Inc. Class A | 455,040 | 13,333 | |
New Media Investment Group Inc. | 857,363 | 13,289 | |
* | Fiesta Restaurant Group Inc. | 553,089 | 13,274 |
Barnes & Noble Inc. | 1,159,610 | 13,104 | |
Rent-A-Center Inc. | 1,031,843 | 13,043 | |
* | Francesca's Holdings Corp. | 814,773 | 12,572 |
* | Red Robin Gourmet Burgers Inc. | 278,934 | 12,535 |
* | Providence Service Corp. | 257,304 | 12,513 |
* | Liberty Braves Group | 712,289 | 12,380 |
* | Scientific Games Corp. Class A | 1,086,236 | 12,242 |
*,^ Shake Shack Inc. Class A | 338,690 | 11,742 | |
* | Isle of Capri Casinos Inc. | 507,378 | 11,304 |
* | Tile Shop Holdings Inc. | 681,374 | 11,277 |
^ | MDC Partners Inc. Class A | 1,030,842 | 11,051 |
Ingles Markets Inc. Class A | 279,472 | 11,050 | |
*,^ Clean Energy Fuels Corp. | 2,460,660 | 10,999 | |
* | MarineMax Inc. | 507,035 | 10,622 |
*,^ TrueCar Inc. | 1,107,601 | 10,456 | |
Sonic Automotive Inc. Class A | 555,672 | 10,447 | |
*,^ Lumber Liquidators Holdings Inc. | 524,161 | 10,310 | |
* | SP Plus Corp. | 398,223 | 10,183 |
*,^ Chegg Inc. | 1,378,260 | 9,772 | |
*,^ Party City Holdco Inc. | 569,552 | 9,751 | |
* | Biglari Holdings Inc. | 22,213 | 9,685 |
Entravision Communications Corp. Class A | 1,261,725 | 9,627 | |
* | K12 Inc. | 668,765 | 9,597 |
* | Chuy's Holdings Inc. | 341,664 | 9,546 |
* | Strayer Education Inc. | 203,507 | 9,500 |
* | SiteOne Landscape Supply Inc. | 261,585 | 9,399 |
* | XO Group Inc. | 484,037 | 9,356 |
Ruth's Hospitality Group Inc. | 651,189 | 9,195 | |
* | tronc Inc. | 541,780 | 9,145 |
* | Carrols Restaurant Group Inc. | 691,490 | 9,135 |
* | Regis Corp. | 724,621 | 9,094 |
* | Bankrate Inc. | 1,062,029 | 9,006 |
* | Career Education Corp. | 1,325,911 | 9,003 |
*,^ Caesars Entertainment Corp. | 1,202,048 | 8,955 | |
Marcus Corp. | 341,636 | 8,555 | |
*,^ Zoe's Kitchen Inc. | 384,727 | 8,537 | |
* | Angie's List Inc. | 859,602 | 8,519 |
* | RetailMeNot Inc. | 850,483 | 8,411 |
* | Global Eagle Entertainment Inc. | 976,070 | 8,111 |
^ | PetMed Express Inc. | 384,086 | 7,789 |
* | Eldorado Resorts Inc. | 550,873 | 7,745 |
Shoe Carnival Inc. | 289,094 | 7,707 | |
* | Smart & Final Stores Inc. | 599,389 | 7,654 |
* | Del Taco Restaurants Inc. | 625,400 | 7,455 |
* | FTD Cos. Inc. | 358,894 | 7,382 |
Blue Nile Inc. | 213,862 | 7,361 | |
Haverty Furniture Cos. Inc. | 357,519 | 7,165 | |
*,^ Zumiez Inc. | 392,083 | 7,058 | |
Pier 1 Imports Inc. | 1,649,813 | 6,995 |
* | Barnes & Noble Education Inc. | 729,243 | 6,979 |
* | Sportsman's Warehouse Holdings Inc. | 654,309 | 6,883 |
Fred's Inc. Class A | 721,385 | 6,536 | |
* | Rubicon Project Inc. | 786,291 | 6,511 |
* | Del Frisco's Restaurant Group Inc. | 479,832 | 6,463 |
* | Avid Technology Inc. | 787,663 | 6,254 |
* | Potbelly Corp. | 502,189 | 6,242 |
* | American Public Education Inc. | 311,425 | 6,169 |
*,^ Weight Watchers International Inc. | 591,358 | 6,103 | |
*,^ Trupanion Inc. | 347,853 | 5,879 | |
* | 1-800-Flowers.com Inc. Class A | 636,817 | 5,840 |
Citi Trends Inc. | 291,322 | 5,806 | |
Carriage Services Inc. Class A | 244,294 | 5,778 | |
News Corp. Class B | 401,130 | 5,704 | |
*,^ Sears Holdings Corp. | 496,166 | 5,686 | |
* | America's Car-Mart Inc. | 154,707 | 5,630 |
*,^ Intrawest Resorts Holdings Inc. | 341,050 | 5,532 | |
Entercom Communications Corp. Class A | 422,412 | 5,466 | |
Village Super Market Inc. Class A | 169,481 | 5,425 | |
*,^ El Pollo Loco Holdings Inc. | 429,497 | 5,407 | |
* | Liquidity Services Inc. | 477,244 | 5,364 |
* | Duluth Holdings Inc. | 200,264 | 5,309 |
* | Tuesday Morning Corp. | 882,622 | 5,278 |
* | Monarch Casino & Resort Inc. | 206,831 | 5,206 |
* | Ascent Capital Group Inc. Class A | 223,581 | 5,180 |
*,^ Lands' End Inc. | 355,443 | 5,154 | |
* | Overstock.com Inc. | 333,612 | 5,111 |
Big 5 Sporting Goods Corp. | 365,032 | 4,972 | |
* | Care.com Inc. | 495,797 | 4,938 |
* | Habit Restaurants Inc. Class A | 346,387 | 4,849 |
^ | Natural Health Trends Corp. | 169,994 | 4,804 |
Winmark Corp. | 44,738 | 4,721 | |
* | Chefs' Warehouse Inc. | 417,049 | 4,646 |
*,^ Conn's Inc. | 440,696 | 4,548 | |
* | Lindblad Expeditions Holdings Inc. | 499,400 | 4,495 |
* | J Alexander's Holdings Inc. | 438,421 | 4,441 |
* | Daily Journal Corp. | 19,799 | 4,336 |
Clear Channel Outdoor Holdings Inc. Class A | 710,505 | 4,149 | |
* | Lee Enterprises Inc. | 1,095,758 | 4,109 |
*,^ TubeMogul Inc. | 432,373 | 4,051 | |
Speedway Motorsports Inc. | 222,021 | 3,965 | |
* | PCM Inc. | 182,713 | 3,936 |
CSS Industries Inc. | 148,767 | 3,805 | |
* | Kirkland's Inc. | 305,224 | 3,718 |
Stein Mart Inc. | 578,762 | 3,675 | |
* | EVINE Live Inc. | 1,553,676 | 3,558 |
* | Reading International Inc. Class A | 261,820 | 3,495 |
* | Autobytel Inc. | 193,247 | 3,440 |
* | Titan Machinery Inc. | 326,965 | 3,400 |
* | Everyday Health Inc. | 427,207 | 3,285 |
*,^ Boot Barn Holdings Inc. | 285,652 | 3,251 | |
* | Townsquare Media Inc. Class A | 346,721 | 3,238 |
Stage Stores Inc. | 574,678 | 3,224 | |
Saga Communications Inc. Class A | 70,337 | 3,189 | |
* | Nathan's Famous Inc. | 60,499 | 3,179 |
RCI Hospitality Holdings Inc. | 274,503 | 3,165 | |
* | Bojangles' Inc. | 196,561 | 3,137 |
* | Liberty Braves Group Class A | 177,973 | 3,106 |
* | Destination XL Group Inc. | 687,306 | 2,976 |
* | Build-A-Bear Workshop Inc. | 284,280 | 2,945 |
* | Ruby Tuesday Inc. | 1,174,316 | 2,936 |
A H Belo Corp. Class A | 368,364 | 2,707 | |
* | Papa Murphy's Holdings Inc. | 409,984 | 2,644 |
* | Century Casinos Inc. | 368,214 | 2,544 |
* | Tilly's Inc. Class A | 269,506 | 2,531 |
*,^ Hemisphere Media Group Inc. Class A | 193,265 | 2,464 | |
* | Bridgepoint Education Inc. | 358,373 | 2,462 |
* | TechTarget Inc. | 300,886 | 2,425 |
*,^ Kona Grill Inc. | 185,825 | 2,336 | |
* | Travelzoo Inc. | 180,218 | 2,312 |
* | Red Lion Hotels Corp. | 277,046 | 2,311 |
* | Natural Grocers by Vitamin Cottage Inc. | 205,561 | 2,294 |
* | Gaia Inc. Class A | 309,083 | 2,225 |
* | Marchex Inc. Class B | 795,580 | 2,204 |
* | West Marine Inc. | 262,221 | 2,169 |
Collectors Universe Inc. | 113,601 | 2,105 | |
* | Bravo Brio Restaurant Group Inc. | 436,870 | 2,088 |
McClatchy Co. Class A | 129,170 | 2,084 | |
Golden Entertainment Inc. | 159,019 | 1,983 | |
* | Morgans Hotel Group Co. | 964,046 | 1,947 |
Destination Maternity Corp. | 263,948 | 1,869 | |
Liberty Tax Inc. | 142,880 | 1,826 | |
Harte-Hanks Inc. | 1,072,331 | 1,737 | |
* | RealNetworks Inc. | 378,313 | 1,687 |
* | QuinStreet Inc. | 543,218 | 1,641 |
* | Radio One Inc. | 538,531 | 1,632 |
*,^ Container Store Group Inc. | 311,886 | 1,566 | |
* | YuMe Inc. | 371,338 | 1,474 |
* | Demand Media Inc. | 258,482 | 1,471 |
* | Luby's Inc. | 327,199 | 1,404 |
*,^ Noodles & Co. Class A | 286,465 | 1,364 | |
* | Cambium Learning Group Inc. | 244,281 | 1,326 |
* | Town Sports International Holdings Inc. | 423,943 | 1,310 |
Wayside Technology Group Inc. | 68,744 | 1,219 | |
* | Fogo De Chao Inc. | 113,216 | 1,197 |
Salem Media Group Inc. Class A | 201,751 | 1,186 | |
* | New York & Co. Inc. | 521,560 | 1,179 |
* | Sears Hometown and Outlet Stores Inc. | 215,017 | 1,060 |
Peak Resorts Inc. | 196,620 | 1,001 | |
* | Christopher & Banks Corp. | 688,656 | 999 |
*,^ Remark Media Inc. | 219,230 | 995 | |
Educational Development Corp. | 82,487 | 939 | |
* | Cumulus Media Inc. Class A | 2,836,019 | 936 |
*,^ Digital Turbine Inc. | 735,661 | 772 | |
* | Famous Dave's of America Inc. | 108,592 | 595 |
* | Spark Networks Inc. | 374,872 | 592 |
* | Nevada Gold & Casinos Inc. | 312,948 | 560 |
*,^ Good Times Restaurants Inc. | 160,052 | 549 | |
TheStreet Inc. | 477,535 | 525 | |
*,^ YOU On Demand Holdings Inc. | 325,761 | 498 | |
Emmis Communications Corp. Class A | 121,802 | 493 | |
*,^ hhgregg Inc. | 255,071 | 469 | |
*,^ Rave Restaurant Group Inc. | 152,899 | 462 | |
* | Profire Energy Inc. | 366,519 | 458 |
* | Gaming Partners International Corp. | 42,577 | 451 |
* | CafePress Inc. | 139,975 | 448 |
*,^ Live Ventures Inc. | 223,508 | 427 | |
^ | Bon-Ton Stores Inc. | 236,099 | 404 |
*,^ Gordmans Stores Inc. | 461,396 | 401 | |
*,^ MaxPoint Interactive Inc. | 43,434 | 387 | |
National American University Holdings Inc. | 175,287 | 366 | |
* | Dover Downs Gaming & Entertainment Inc. | 329,616 | 363 |
*,^ bebe stores inc | 507,996 | 356 | |
Ark Restaurants Corp. | 15,310 | 348 | |
* | Full House Resorts Inc. | 160,984 | 288 |
* | Insignia Systems Inc. | 95,048 | 223 |
* | At Home Group Inc. | 14,107 | 214 |
* | Spanish Broadcasting System Inc. | 51,140 | 196 |
* | Diversified Restaurant Holdings Inc. | 151,742 | 176 |
* | Trade Desk Inc. Class A | 5,397 | 158 |
Value Line Inc. | 9,438 | 153 | |
Flanigan's Enterprises Inc. | 5,074 | 119 | |
* | Ignite Restaurant Group Inc. | 124,761 | 82 |
* | Rush Enterprises Inc. Class B | 2,967 | 72 |
*,^ Net Element Inc. | 37,423 | 44 | |
*,^ FunctionX Inc. | 7,869 | 43 | |
Haverty Furniture Cos. Inc. Class A | 1,375 | 28 | |
* | NTN Buzztime Inc. | 3,841 | 26 |
* | SPAR Group Inc. | 19,446 | 21 |
* | Interpace Diagnostics Group Inc. | 119,243 | 19 |
*,^ ITT Educational Services Inc. | 403,864 | 17 | |
Viacom Inc. Class A | 300 | 13 | |
* | Universal Travel Group | 42,843 | 7 |
* | ONE Group Hospitality Inc. | 2,677 | 7 |
61,279,060 | |||
Financials (18.8%) | |||
* | Berkshire Hathaway Inc. Class B | 38,339,022 | 5,538,839 |
JPMorgan Chase & Co. | 74,508,939 | 4,961,550 | |
Wells Fargo & Co. | 93,263,280 | 4,129,698 | |
Bank of America Corp. | 209,791,072 | 3,283,230 | |
Visa Inc. Class A | 38,757,233 | 3,205,223 | |
Citigroup Inc. | 57,317,851 | 2,707,122 | |
Mastercard Inc. | 19,926,130 | 2,027,882 | |
US Bancorp | 33,382,994 | 1,431,797 | |
Simon Property Group Inc. | 6,458,788 | 1,337,034 | |
American International Group Inc. | 20,860,068 | 1,237,836 | |
Goldman Sachs Group Inc. | 7,486,845 | 1,207,403 | |
Chubb Ltd. | 9,056,296 | 1,137,924 | |
American Express Co. | 16,127,221 | 1,032,787 | |
American Tower Corporation | 8,732,085 | 989,607 | |
Morgan Stanley | 29,415,950 | 943,075 | |
PNC Financial Services Group Inc. | 10,133,282 | 912,907 | |
Bank of New York Mellon Corp. | 20,809,857 | 829,897 | |
MetLife Inc. | 18,066,803 | 802,708 | |
BlackRock Inc. | 2,165,553 | 784,926 | |
Charles Schwab Corp. | 24,440,444 | 771,585 | |
Capital One Financial Corp. | 10,492,677 | 753,689 | |
Prudential Financial Inc. | 8,987,250 | 733,809 | |
Marsh & McLennan Cos. Inc. | 10,690,101 | 718,909 | |
CME Group Inc. | 6,622,245 | 692,157 | |
S&P Global Inc. | 5,401,593 | 683,626 |
Travelers Cos. Inc. | 5,910,888 | 677,092 |
Public Storage | 3,034,225 | 677,057 |
Crown Castle International Corp. | 6,927,904 | 652,678 |
BB&T Corp. | 16,716,654 | 630,552 |
Intercontinental Exchange Inc. | 2,325,947 | 626,517 |
Aon plc | 5,439,804 | 611,924 |
Aflac Inc. | 8,462,260 | 608,183 |
Prologis Inc. | 10,750,661 | 575,590 |
Welltower Inc. | 7,345,539 | 549,226 |
Allstate Corp. | 7,651,212 | 529,311 |
Equinix Inc. | 1,458,839 | 525,547 |
Ventas Inc. | 7,215,433 | 509,626 |
AvalonBay Communities Inc. | 2,818,119 | 501,174 |
State Street Corp. | 7,196,874 | 501,118 |
Weyerhaeuser Co. | 15,349,332 | 490,258 |
Equity Residential | 7,502,475 | 482,634 |
Discover Financial Services | 8,286,537 | 468,604 |
Synchrony Financial | 16,259,024 | 455,253 |
SunTrust Banks Inc. | 10,258,428 | 449,319 |
Boston Properties Inc. | 3,141,323 | 428,131 |
Progressive Corp. | 11,955,994 | 376,614 |
Moody's Corp. | 3,372,631 | 365,188 |
HCP Inc. | 9,588,431 | 363,881 |
Willis Towers Watson plc | 2,689,239 | 357,050 |
Realty Income Corp. | 5,308,431 | 355,293 |
Vornado Realty Trust | 3,470,633 | 351,263 |
M&T Bank Corp. | 2,939,550 | 341,282 |
Hartford Financial Services Group Inc. | 7,942,409 | 340,094 |
Ameriprise Financial Inc. | 3,337,813 | 333,014 |
Equifax Inc. | 2,423,422 | 326,144 |
Fifth Third Bancorp | 15,800,032 | 323,269 |
T. Rowe Price Group Inc. | 4,842,746 | 322,043 |
Principal Financial Group Inc. | 5,918,123 | 304,843 |
General Growth Properties Inc. | 11,030,890 | 304,453 |
Northern Trust Corp. | 4,425,682 | 300,902 |
Essex Property Trust Inc. | 1,344,304 | 299,377 |
Digital Realty Trust Inc. | 3,046,853 | 295,910 |
* IHS Markit Ltd. | 7,355,685 | 276,206 |
KeyCorp | 22,221,630 | 270,437 |
Citizens Financial Group Inc. | 10,734,628 | 265,253 |
Invesco Ltd. | 8,436,504 | 263,809 |
Regions Financial Corp. | 25,908,624 | 255,718 |
* Markel Corp. | 273,002 | 253,556 |
Franklin Resources Inc. | 7,111,171 | 252,944 |
Loews Corp. | 5,953,295 | 244,978 |
* Liberty Broadband Corp. | 3,411,100 | 243,825 |
Cincinnati Financial Corp. | 3,202,559 | 241,537 |
Host Hotels & Resorts Inc. | 15,309,626 | 238,371 |
Kimco Realty Corp. | 8,127,063 | 235,278 |
First Republic Bank | 3,038,509 | 234,299 |
Macerich Co. | 2,868,973 | 232,014 |
Federal Realty Investment Trust | 1,470,514 | 226,356 |
Lincoln National Corp. | 4,817,406 | 226,322 |
SL Green Realty Corp. | 2,056,213 | 222,277 |
Annaly Capital Management Inc. | 20,914,501 | 219,602 |
Huntington Bancshares Inc. | 22,227,524 | 219,163 |
Western Union Co. | 9,985,982 | 207,908 |
VEREIT Inc. | 19,661,163 | 203,886 |
FNF Group | 5,388,482 | 198,889 |
Duke Realty Corp. | 7,245,306 | 198,014 |
UDR Inc. | 5,470,769 | 196,893 |
Extra Space Storage Inc. | 2,455,669 | 195,005 |
Iron Mountain Inc. | 5,121,683 | 192,217 |
XL Group Ltd. | 5,676,542 | 190,902 |
* Arch Capital Group Ltd. | 2,387,277 | 189,216 |
* Berkshire Hathaway Inc. Class A | 867 | 187,463 |
Arthur J Gallagher & Co. | 3,618,172 | 184,056 |
Ally Financial Inc. | 9,424,749 | 183,500 |
Alexandria Real Estate Equities Inc. | 1,598,465 | 173,865 |
TD Ameritrade Holding Corp. | 4,923,544 | 173,506 |
* CBRE Group Inc. Class A | 6,179,658 | 172,907 |
Brixmor Property Group Inc. | 6,212,754 | 172,652 |
Unum Group | 4,851,810 | 171,317 |
Comerica Inc. | 3,583,668 | 169,579 |
Regency Centers Corp. | 2,142,709 | 166,039 |
* E*TRADE Financial Corp. | 5,696,143 | 165,872 |
Everest Re Group Ltd. | 865,638 | 164,445 |
Nasdaq Inc. | 2,365,626 | 159,774 |
* Affiliated Managers Group Inc. | 1,103,795 | 159,719 |
* Alleghany Corp. | 298,097 | 156,507 |
MSCI Inc. Class A | 1,849,490 | 155,246 |
CIT Group Inc. | 4,266,100 | 154,859 |
National Retail Properties Inc. | 3,027,373 | 153,942 |
Raymond James Financial Inc. | 2,614,339 | 152,181 |
Camden Property Trust | 1,786,931 | 149,638 |
Torchmark Corp. | 2,330,378 | 148,888 |
Apartment Investment & Management Co. | 3,193,140 | 146,597 |
Mid-America Apartment Communities Inc. | 1,545,905 | 145,300 |
Omega Healthcare Investors Inc. | 3,984,741 | 141,259 |
Reinsurance Group of America Inc. Class A | 1,302,614 | 140,604 |
WP Carey Inc. | 2,156,033 | 139,129 |
SEI Investments Co. | 2,986,442 | 136,212 |
New York Community Bancorp Inc. | 9,512,776 | 135,367 |
American Campus Communities Inc. | 2,654,022 | 135,010 |
American Capital Agency Corp. | 6,791,294 | 132,702 |
Kilroy Realty Corp. | 1,881,260 | 130,465 |
Zions Bancorporation | 4,180,653 | 129,684 |
Spirit Realty Capital Inc. | 9,719,392 | 129,559 |
* Signature Bank | 1,036,869 | 122,817 |
Equity LifeStyle Properties Inc. | 1,590,227 | 122,734 |
MarketAxess Holdings Inc. | 734,294 | 121,592 |
Gaming and Leisure Properties Inc. | 3,601,843 | 120,482 |
Liberty Property Trust | 2,979,158 | 120,209 |
Voya Financial Inc. | 4,166,766 | 120,086 |
* SVB Financial Group | 1,066,347 | 117,874 |
Assurant Inc. | 1,256,897 | 115,949 |
Forest City Realty Trust Inc. Class A | 4,997,037 | 115,581 |
Senior Housing Properties Trust | 4,911,347 | 111,537 |
Lamar Advertising Co. Class A | 1,688,760 | 110,293 |
DDR Corp. | 6,311,787 | 110,014 |
* Liberty Ventures Class A | 2,749,497 | 109,622 |
CBOE Holdings Inc. | 1,679,091 | 108,889 |
East West Bancorp Inc. | 2,953,829 | 108,435 |
WR Berkley Corp. | 1,874,221 | 108,255 |
Douglas Emmett Inc. | 2,917,613 | 106,872 | |
Jones Lang LaSalle Inc. | 924,754 | 105,228 | |
American Financial Group Inc. | 1,401,649 | 105,124 | |
Sun Communities Inc. | 1,331,768 | 104,517 | |
Axis Capital Holdings Ltd. | 1,903,542 | 103,419 | |
Starwood Property Trust Inc. | 4,570,790 | 102,934 | |
EPR Properties | 1,296,800 | 102,110 | |
Highwoods Properties Inc. | 1,955,099 | 101,900 | |
PacWest Bancorp | 2,357,756 | 101,171 | |
People's United Financial Inc. | 6,387,340 | 101,048 | |
RenaissanceRe Holdings Ltd. | 834,925 | 100,325 | |
CubeSmart | 3,676,079 | 100,210 | |
Hospitality Properties Trust | 3,300,140 | 98,080 | |
Lazard Ltd. Class A | 2,663,107 | 96,831 | |
Communications Sales & Leasing Inc. | 3,075,439 | 96,600 | |
Navient Corp. | 6,669,390 | 96,506 | |
Weingarten Realty Investors | 2,471,049 | 96,321 | |
American Homes 4 Rent Class A | 4,365,003 | 94,459 | |
Healthcare Trust of America Inc. Class A | 2,827,768 | 92,242 | |
STORE Capital Corp. | 3,125,898 | 92,120 | |
Medical Properties Trust Inc. | 6,197,384 | 91,535 | |
Bank of the Ozarks Inc. | 2,356,025 | 90,471 | |
Old Republic International Corp. | 5,048,832 | 88,960 | |
First American Financial Corp. | 2,262,304 | 88,863 | |
Taubman Centers Inc. | 1,171,106 | 87,142 | |
DCT Industrial Trust Inc. | 1,790,014 | 86,905 | |
Brown & Brown Inc. | 2,276,403 | 85,843 | |
Eaton Vance Corp. | 2,195,403 | 85,730 | |
Endurance Specialty Holdings Ltd. | 1,306,556 | 85,514 | |
* | Life Storage Inc. | 959,025 | 85,296 |
Commerce Bancshares Inc. | 1,705,682 | 84,022 | |
* | Howard Hughes Corp. | 732,336 | 83,852 |
Healthcare Realty Trust Inc. | 2,421,483 | 82,476 | |
Gramercy Property Trust | 8,518,812 | 82,121 | |
Cullen/Frost Bankers Inc. | 1,140,520 | 82,049 | |
Retail Properties of America Inc. | 4,827,018 | 81,094 | |
Popular Inc. | 2,111,334 | 80,695 | |
Synovus Financial Corp. | 2,464,799 | 80,180 | |
Investors Bancorp Inc. | 6,616,286 | 79,462 | |
Validus Holdings Ltd. | 1,581,598 | 78,795 | |
CyrusOne Inc. | 1,639,484 | 77,990 | |
Assured Guaranty Ltd. | 2,809,901 | 77,975 | |
Realogy Holdings Corp. | 3,002,462 | 77,644 | |
* | Equity Commonwealth | 2,557,644 | 77,292 |
Tanger Factory Outlet Centers Inc. | 1,939,548 | 75,565 | |
Prosperity Bancshares Inc. | 1,369,964 | 75,197 | |
First Horizon National Corp. | 4,808,392 | 73,232 | |
Post Properties Inc. | 1,097,015 | 72,546 | |
* | Western Alliance Bancorp | 1,912,447 | 71,793 |
Hudson Pacific Properties Inc. | 2,180,164 | 71,662 | |
Webster Financial Corp. | 1,879,381 | 71,435 | |
PrivateBancorp Inc. | 1,546,509 | 71,016 | |
*,^ Zillow Group Inc. | 2,044,503 | 70,842 | |
Allied World Assurance Co. Holdings AG | 1,747,218 | 70,623 | |
New Residential Investment Corp. | 5,097,719 | 70,399 | |
Umpqua Holdings Corp. | 4,564,663 | 68,698 | |
First Industrial Realty Trust Inc. | 2,398,163 | 67,676 |
Outfront Media Inc. | 2,824,900 | 66,809 |
Hanover Insurance Group Inc. | 881,525 | 66,485 |
Rayonier Inc. | 2,504,581 | 66,472 |
Empire State Realty Trust Inc. | 3,145,069 | 65,889 |
DuPont Fabros Technology Inc. | 1,573,062 | 64,889 |
Legg Mason Inc. | 1,937,969 | 64,883 |
Bank of Hawaii Corp. | 891,403 | 64,734 |
BankUnited Inc. | 2,140,268 | 64,636 |
White Mountains Insurance Group Ltd. | 77,685 | 64,479 |
Education Realty Trust Inc. | 1,484,237 | 64,030 |
Apple Hospitality REIT Inc. | 3,394,763 | 62,837 |
Piedmont Office Realty Trust Inc. Class A | 2,879,453 | 62,686 |
Two Harbors Investment Corp. | 7,318,085 | 62,423 |
Physicians Realty Trust | 2,851,309 | 61,417 |
Chemical Financial Corp. | 1,357,327 | 59,899 |
National Health Investors Inc. | 761,668 | 59,776 |
Chimera Investment Corp. | 3,733,837 | 59,555 |
Radian Group Inc. | 4,384,443 | 59,409 |
Associated Banc-Corp | 2,999,066 | 58,752 |
Acadia Realty Trust | 1,616,712 | 58,590 |
Wintrust Financial Corp. | 1,049,735 | 58,334 |
Paramount Group Inc. | 3,558,101 | 58,317 |
MFA Financial Inc. | 7,756,953 | 58,022 |
Columbia Property Trust Inc. | 2,583,745 | 57,850 |
Aspen Insurance Holdings Ltd. | 1,237,675 | 57,663 |
ProAssurance Corp. | 1,094,579 | 57,444 |
RLI Corp. | 837,730 | 57,267 |
IBERIABANK Corp. | 845,442 | 56,746 |
Sunstone Hotel Investors Inc. | 4,415,768 | 56,478 |
Equity One Inc. | 1,843,141 | 56,419 |
Urban Edge Properties | 1,986,075 | 55,888 |
Federated Investors Inc. Class B | 1,885,669 | 55,872 |
CNO Financial Group Inc. | 3,658,623 | 55,867 |
* MGIC Investment Corp. | 6,953,042 | 55,624 |
Blackstone Mortgage Trust Inc. Class A | 1,879,622 | 55,355 |
LaSalle Hotel Properties | 2,315,259 | 55,265 |
Brandywine Realty Trust | 3,521,426 | 55,005 |
MB Financial Inc. | 1,441,620 | 54,839 |
United Bankshares Inc. | 1,438,284 | 54,180 |
Corporate Office Properties Trust | 1,881,587 | 53,343 |
FNB Corp. | 4,335,545 | 53,327 |
CoreSite Realty Corp. | 707,378 | 52,374 |
RLJ Lodging Trust | 2,480,828 | 52,172 |
* Texas Capital Bancshares Inc. | 939,862 | 51,617 |
Erie Indemnity Co. Class A | 505,228 | 51,569 |
Home BancShares Inc. | 2,458,970 | 51,171 |
Hancock Holding Co. | 1,576,477 | 51,125 |
Fulton Financial Corp. | 3,513,595 | 51,017 |
UMB Financial Corp. | 855,532 | 50,861 |
* Genworth Financial Inc. Class A | 10,223,768 | 50,710 |
* Stifel Financial Corp. | 1,315,689 | 50,588 |
Primerica Inc. | 950,485 | 50,404 |
NorthStar Realty Finance Corp. | 3,744,458 | 49,315 |
Care Capital Properties Inc. | 1,712,284 | 48,800 |
Washington Federal Inc. | 1,824,655 | 48,682 |
Pinnacle Financial Partners Inc. | 893,249 | 48,307 |
AmTrust Financial Services Inc. | 1,799,731 | 48,287 |
Retail Opportunity Investments Corp. | 2,177,688 | 47,822 | |
NorthStar Asset Management Group Inc. | 3,672,754 | 47,489 | |
Cathay General Bancorp | 1,542,343 | 47,473 | |
Valley National Bancorp | 4,871,277 | 47,398 | |
^ | First Financial Bankshares Inc. | 1,293,788 | 47,146 |
Kite Realty Group Trust | 1,695,917 | 47,011 | |
Washington Prime Group Inc. | 3,781,230 | 46,812 | |
EastGroup Properties Inc. | 635,732 | 46,764 | |
First Citizens BancShares Inc. Class A | 156,923 | 46,118 | |
* | Hope Bancorp Inc. | 2,653,287 | 46,088 |
TCF Financial Corp. | 3,173,073 | 46,041 | |
QTS Realty Trust Inc. Class A | 869,126 | 45,933 | |
* | FirstCash Inc. | 963,428 | 45,358 |
Interactive Brokers Group Inc. | 1,281,980 | 45,215 | |
Washington REIT | 1,452,904 | 45,214 | |
LTC Properties Inc. | 868,852 | 45,172 | |
Selective Insurance Group Inc. | 1,132,573 | 45,144 | |
PS Business Parks Inc. | 394,956 | 44,855 | |
Mack-Cali Realty Corp. | 1,644,589 | 44,766 | |
LPL Financial Holdings Inc. | 1,487,626 | 44,495 | |
Cousins Properties Inc. | 4,223,751 | 44,096 | |
Sterling Bancorp | 2,504,026 | 43,820 | |
Glacier Bancorp Inc. | 1,514,339 | 43,189 | |
CBL & Associates Properties Inc. | 3,505,942 | 42,562 | |
Ryman Hospitality Properties Inc. | 883,293 | 42,539 | |
*,^ LendingClub Corp. | 6,833,709 | 42,232 | |
Janus Capital Group Inc. | 2,997,308 | 41,992 | |
American National Insurance Co. | 341,062 | 41,596 | |
Community Bank System Inc. | 861,910 | 41,466 | |
Lexington Realty Trust | 3,981,923 | 41,014 | |
Kennedy-Wilson Holdings Inc. | 1,817,019 | 40,974 | |
BancorpSouth Inc. | 1,760,182 | 40,836 | |
Colony Capital Inc. Class A | 2,236,069 | 40,764 | |
Great Western Bancorp Inc. | 1,197,626 | 39,905 | |
Columbia Banking System Inc. | 1,203,270 | 39,371 | |
Pebblebrook Hotel Trust | 1,476,877 | 39,285 | |
* | Essent Group Ltd. | 1,432,826 | 38,128 |
*,^ Zillow Group Inc. Class A | 1,093,781 | 37,681 | |
GEO Group Inc. | 1,574,050 | 37,431 | |
Old National Bancorp | 2,661,340 | 37,418 | |
DiamondRock Hospitality Co. | 4,105,481 | 37,360 | |
* | SLM Corp. | 4,910,458 | 36,681 |
STAG Industrial Inc. | 1,484,648 | 36,389 | |
Alexander & Baldwin Inc. | 938,223 | 36,047 | |
Monogram Residential Trust Inc. | 3,376,334 | 35,924 | |
* | HRG Group Inc. | 2,276,265 | 35,737 |
CVB Financial Corp. | 2,023,928 | 35,641 | |
South State Corp. | 473,799 | 35,554 | |
EverBank Financial Corp. | 1,826,867 | 35,368 | |
Evercore Partners Inc. Class A | 686,341 | 35,353 | |
BGC Partners Inc. Class A | 4,039,160 | 35,343 | |
Capitol Federal Financial Inc. | 2,511,472 | 35,336 | |
* | OneMain Holdings Inc. Class A | 1,133,081 | 35,069 |
* | Hilltop Holdings Inc. | 1,559,808 | 35,033 |
American Assets Trust Inc. | 807,036 | 35,009 | |
* | Blackhawk Network Holdings Inc. | 1,153,223 | 34,793 |
Xenia Hotels & Resorts Inc. | 2,290,063 | 34,763 |
Invesco Mortgage Capital Inc. | 2,263,956 | 34,480 | |
*,^ Credit Acceptance Corp. | 170,686 | 34,320 | |
Trustmark Corp. | 1,242,680 | 34,248 | |
International Bancshares Corp. | 1,140,080 | 33,952 | |
Corrections Corp. of America | 2,419,074 | 33,553 | |
* | Enstar Group Ltd. | 203,845 | 33,526 |
Select Income REIT | 1,234,733 | 33,214 | |
Rexford Industrial Realty Inc. | 1,446,289 | 33,106 | |
Argo Group International Holdings Ltd. | 585,093 | 33,011 | |
Sabra Health Care REIT Inc. | 1,290,396 | 32,492 | |
Financial Engines Inc. | 1,090,819 | 32,408 | |
^ | Government Properties Income Trust | 1,419,588 | 32,111 |
* | HealthEquity Inc. | 846,454 | 32,038 |
Potlatch Corp. | 823,210 | 32,015 | |
* | PRA Group Inc. | 906,097 | 31,297 |
Mercury General Corp. | 567,861 | 31,147 | |
New York REIT Inc. | 3,403,249 | 31,140 | |
Kemper Corp. | 784,195 | 30,835 | |
First Midwest Bancorp Inc. | 1,584,011 | 30,666 | |
* | Eagle Bancorp Inc. | 621,014 | 30,635 |
American Equity Investment Life Holding Co. | 1,724,359 | 30,573 | |
Pennsylvania REIT | 1,326,894 | 30,558 | |
^ | Colony Starwood Homes | 1,037,262 | 29,769 |
Northwest Bancshares Inc. | 1,891,341 | 29,713 | |
Parkway Properties Inc. | 1,745,431 | 29,690 | |
Horace Mann Educators Corp. | 800,307 | 29,331 | |
BOK Financial Corp. | 425,163 | 29,323 | |
Waddell & Reed Financial Inc. Class A | 1,607,666 | 29,195 | |
Ramco-Gershenson Properties Trust | 1,541,305 | 28,884 | |
Global Net Lease Inc. | 3,471,843 | 28,330 | |
Chesapeake Lodging Trust | 1,228,648 | 28,136 | |
WesBanco Inc. | 854,999 | 28,112 | |
* | Santander Consumer USA Holdings Inc. | 2,280,764 | 27,734 |
NBT Bancorp Inc. | 842,603 | 27,696 | |
Independent Bank Corp. | 508,843 | 27,523 | |
Four Corners Property Trust Inc. | 1,282,860 | 27,363 | |
* | FCB Financial Holdings Inc. Class A | 710,419 | 27,301 |
Banner Corp. | 622,875 | 27,245 | |
Astoria Financial Corp. | 1,847,119 | 26,968 | |
Towne Bank | 1,121,456 | 26,949 | |
Simmons First National Corp. Class A | 539,929 | 26,942 | |
CYS Investments Inc. | 3,062,951 | 26,709 | |
LegacyTexas Financial Group Inc. | 843,347 | 26,675 | |
*,^ BofI Holding Inc. | 1,190,734 | 26,672 | |
Renasant Corp. | 791,064 | 26,603 | |
Terreno Realty Corp. | 965,242 | 26,554 | |
United Community Banks Inc. | 1,255,777 | 26,396 | |
^ | Westamerica Bancorporation | 509,459 | 25,921 |
Franklin Street Properties Corp. | 2,040,136 | 25,706 | |
Park National Corp. | 266,780 | 25,611 | |
First Financial Bancorp | 1,172,354 | 25,604 | |
WisdomTree Investments Inc. | 2,446,537 | 25,175 | |
Agree Realty Corp. | 503,727 | 24,904 | |
Summit Hotel Properties Inc. | 1,867,073 | 24,571 | |
Apollo Commercial Real Estate Finance Inc. | 1,483,689 | 24,288 | |
Yadkin Financial Corp. | 918,129 | 24,138 | |
Navigators Group Inc. | 245,112 | 23,756 |
Union Bankshares Corp. | 886,379 | 23,728 |
Provident Financial Services Inc. | 1,111,853 | 23,605 |
Beneficial Bancorp Inc. | 1,595,735 | 23,473 |
ServisFirst Bancshares Inc. | 449,384 | 23,328 |
Redwood Trust Inc. | 1,640,400 | 23,228 |
National General Holdings Corp. | 1,041,677 | 23,167 |
^ Seritage Growth Properties Class A | 450,865 | 22,850 |
Ameris Bancorp | 651,817 | 22,781 |
First Merchants Corp. | 843,572 | 22,566 |
S&T Bancorp Inc. | 774,810 | 22,462 |
AMERISAFE Inc. | 376,414 | 22,126 |
PennyMac Mortgage Investment Trust | 1,417,961 | 22,092 |
BNC Bancorp | 898,656 | 21,855 |
Tompkins Financial Corp. | 285,904 | 21,846 |
Kearny Financial Corp. | 1,603,666 | 21,826 |
Artisan Partners Asset Management Inc. Class A | 802,354 | 21,824 |
TFS Financial Corp. | 1,218,731 | 21,706 |
* St. Joe Co. | 1,175,834 | 21,612 |
NRG Yield Inc. | 1,273,036 | 21,591 |
* MBIA Inc. | 2,687,282 | 20,934 |
* Green Dot Corp. Class A | 877,096 | 20,226 |
Boston Private Financial Holdings Inc. | 1,570,544 | 20,150 |
HFF Inc. Class A | 724,594 | 20,064 |
WSFS Financial Corp. | 545,580 | 19,908 |
Monmouth Real Estate Investment Corp. | 1,391,914 | 19,863 |
* Black Knight Financial Services Inc. Class A | 484,622 | 19,821 |
Safety Insurance Group Inc. | 289,563 | 19,464 |
Stewart Information Services Corp. | 437,336 | 19,440 |
Saul Centers Inc. | 288,105 | 19,188 |
New Senior Investment Group Inc. | 1,662,115 | 19,181 |
* KCG Holdings Inc. Class A | 1,231,486 | 19,125 |
Capstead Mortgage Corp. | 2,018,724 | 19,037 |
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 806,354 | 18,844 |
Nelnet Inc. Class A | 459,511 | 18,550 |
Employers Holdings Inc. | 613,743 | 18,308 |
ARMOUR Residential REIT Inc. | 806,418 | 18,177 |
Cohen & Steers Inc. | 422,856 | 18,077 |
Lakeland Financial Corp. | 509,654 | 18,052 |
First Commonwealth Financial Corp. | 1,785,909 | 18,020 |
* FNFV Group | 1,432,937 | 17,883 |
CareTrust REIT Inc. | 1,204,821 | 17,807 |
Alexander's Inc. | 42,234 | 17,721 |
Banc of California Inc. | 1,007,720 | 17,595 |
FelCor Lodging Trust Inc. | 2,733,809 | 17,578 |
* iStar Inc. | 1,616,516 | 17,345 |
Infinity Property & Casualty Corp. | 207,014 | 17,106 |
Getty Realty Corp. | 709,178 | 16,971 |
Universal Insurance Holdings Inc. | 670,889 | 16,906 |
Berkshire Hills Bancorp Inc. | 605,331 | 16,774 |
State Bank Financial Corp. | 734,274 | 16,756 |
National Storage Affiliates Trust | 797,899 | 16,708 |
Hanmi Financial Corp. | 623,448 | 16,422 |
Easterly Government Properties Inc. | 852,210 | 16,260 |
Cardinal Financial Corp. | 622,272 | 16,235 |
CenterState Banks Inc. | 903,660 | 16,022 |
Brookline Bancorp Inc. | 1,309,893 | 15,968 |
American Capital Mortgage Investment Corp. | 924,870 | 15,899 |
Universal Health Realty Income Trust | 249,777 | 15,741 | |
United Fire Group Inc. | 371,237 | 15,711 | |
Heartland Financial USA Inc. | 430,961 | 15,545 | |
Southside Bancshares Inc. | 482,636 | 15,531 | |
City Holding Co. | 308,188 | 15,499 | |
Capital Bank Financial Corp. | 482,265 | 15,486 | |
* | Pacific Premier Bancorp Inc. | 582,578 | 15,415 |
Maiden Holdings Ltd. | 1,213,055 | 15,394 | |
Meridian Bancorp Inc. | 983,913 | 15,320 | |
Central Pacific Financial Corp. | 606,125 | 15,268 | |
Hersha Hospitality Trust Class A | 843,999 | 15,209 | |
First Busey Corp. | 668,607 | 15,111 | |
Tier REIT Inc. | 976,289 | 15,074 | |
* | Third Point Reinsurance Ltd. | 1,241,722 | 14,901 |
Sandy Spring Bancorp Inc. | 482,887 | 14,767 | |
RE/MAX Holdings Inc. Class A | 336,156 | 14,717 | |
Investors Real Estate Trust | 2,464,543 | 14,664 | |
Northfield Bancorp Inc. | 895,902 | 14,424 | |
Chatham Lodging Trust | 744,965 | 14,341 | |
National Bank Holdings Corp. Class A | 613,271 | 14,332 | |
*,^ LendingTree Inc. | 147,843 | 14,327 | |
* | Piper Jaffray Cos. | 295,476 | 14,271 |
* | Walker & Dunlop Inc. | 562,010 | 14,196 |
Lakeland Bancorp Inc. | 1,010,238 | 14,184 | |
FBL Financial Group Inc. Class A | 204,790 | 13,100 | |
^ | New York Mortgage Trust Inc. | 2,175,529 | 13,097 |
* | First BanCorp (NYSE) | 2,516,207 | 13,084 |
United Financial Bancorp Inc. | 937,366 | 12,973 | |
First Interstate BancSystem Inc. Class A | 409,791 | 12,913 | |
Flushing Financial Corp. | 543,532 | 12,893 | |
Virtus Investment Partners Inc. | 131,179 | 12,837 | |
InfraREIT Inc. | 705,614 | 12,800 | |
Opus Bank | 358,839 | 12,692 | |
MainSource Financial Group Inc. | 505,866 | 12,621 | |
Armada Hoffler Properties Inc. | 940,027 | 12,596 | |
TrustCo Bank Corp. NY | 1,764,324 | 12,509 | |
Stock Yards Bancorp Inc. | 379,295 | 12,502 | |
* | Greenlight Capital Re Ltd. Class A | 596,022 | 12,183 |
Greenhill & Co. Inc. | 512,263 | 12,074 | |
^ | Independence Realty Trust Inc. | 1,339,775 | 12,058 |
* | Customers Bancorp Inc. | 478,741 | 12,045 |
Oritani Financial Corp. | 765,002 | 12,026 | |
Urstadt Biddle Properties Inc. Class A | 530,878 | 11,796 | |
Community Trust Bancorp Inc. | 315,430 | 11,706 | |
* | First Hawaiian Inc. | 431,550 | 11,591 |
NRG Yield Inc. Class A | 709,886 | 11,585 | |
Cedar Realty Trust Inc. | 1,601,597 | 11,531 | |
Altisource Residential Corp. | 1,048,635 | 11,430 | |
Anworth Mortgage Asset Corp. | 2,309,779 | 11,364 | |
Enterprise Financial Services Corp. | 362,687 | 11,334 | |
^ | Univest Corp. of Pennsylvania | 483,929 | 11,305 |
* | INTL. FCStone Inc. | 288,350 | 11,202 |
BancFirst Corp. | 154,431 | 11,198 | |
Silver Bay Realty Trust Corp. | 636,129 | 11,151 | |
Investment Technology Group Inc. | 650,019 | 11,141 | |
* | EZCORP Inc. Class A | 999,221 | 11,051 |
* | HomeStreet Inc. | 440,610 | 11,042 |
Diamond Hill Investment Group Inc. | 59,694 | 11,031 | |
CoBiz Financial Inc. | 823,419 | 10,960 | |
TriCo Bancshares | 407,391 | 10,906 | |
Washington Trust Bancorp Inc. | 270,967 | 10,898 | |
*,^ Encore Capital Group Inc. | 472,449 | 10,621 | |
Moelis & Co. Class A | 392,653 | 10,558 | |
* | Flagstar Bancorp Inc. | 378,570 | 10,505 |
First Potomac Realty Trust | 1,126,094 | 10,304 | |
Bryn Mawr Bank Corp. | 321,507 | 10,285 | |
Ashford Hospitality Trust Inc. | 1,742,580 | 10,264 | |
James River Group Holdings Ltd. | 282,247 | 10,217 | |
Heritage Financial Corp. | 557,294 | 10,003 | |
Independent Bank Group Inc. | 223,639 | 9,878 | |
ConnectOne Bancorp Inc. | 546,168 | 9,864 | |
Heritage Commerce Corp. | 899,335 | 9,839 | |
Camden National Corp. | 204,355 | 9,756 | |
*,^ Nationstar Mortgage Holdings Inc. | 658,469 | 9,752 | |
Ladder Capital Corp. | 735,984 | 9,744 | |
Meta Financial Group Inc. | 156,911 | 9,510 | |
Dime Community Bancshares Inc. | 567,013 | 9,503 | |
* | Ambac Financial Group Inc. | 516,038 | 9,490 |
Bridge Bancorp Inc. | 331,365 | 9,474 | |
First of Long Island Corp. | 285,582 | 9,467 | |
Horizon Bancorp | 320,091 | 9,404 | |
National Western Life Group Inc. Class A | 45,156 | 9,274 | |
OFG Bancorp | 902,551 | 9,125 | |
Mercantile Bank Corp. | 334,701 | 8,987 | |
* | WMIH Corp. | 3,826,097 | 8,953 |
* | Seacoast Banking Corp. of Florida | 551,635 | 8,876 |
* | Altisource Portfolio Solutions SA | 273,925 | 8,875 |
First Financial Corp. | 217,626 | 8,853 | |
Great Southern Bancorp Inc. | 216,492 | 8,811 | |
CatchMark Timber Trust Inc. Class A | 751,681 | 8,787 | |
German American Bancorp Inc. | 225,640 | 8,784 | |
^ | PJT Partners Inc. | 320,230 | 8,733 |
* | NMI Holdings Inc. Class A | 1,141,958 | 8,702 |
Whitestone REIT | 620,016 | 8,606 | |
Western Asset Mortgage Capital Corp. | 816,602 | 8,509 | |
AG Mortgage Investment Trust Inc. | 536,867 | 8,456 | |
Preferred Bank | 232,692 | 8,319 | |
Suffolk Bancorp | 238,041 | 8,277 | |
Gladstone Commercial Corp. | 442,076 | 8,236 | |
* | Marcus & Millichap Inc. | 314,926 | 8,235 |
NexPoint Residential Trust Inc. | 418,055 | 8,219 | |
Waterstone Financial Inc. | 483,596 | 8,216 | |
Peoples Bancorp Inc. | 333,416 | 8,199 | |
* | Tejon Ranch Co. | 332,459 | 8,085 |
Virtu Financial Inc. Class A | 534,106 | 7,996 | |
UMH Properties Inc. | 663,713 | 7,911 | |
Preferred Apartment Communities Inc. Class A | 583,174 | 7,879 | |
*,^ Citizens Inc. Class A | 840,017 | 7,863 | |
OceanFirst Financial Corp. | 406,955 | 7,838 | |
State National Cos. Inc. | 702,191 | 7,808 | |
Park Sterling Corp. | 956,053 | 7,763 | |
QCR Holdings Inc. | 241,763 | 7,674 | |
* | Triumph Bancorp Inc. | 385,052 | 7,639 |
Resource Capital Corp. | 595,479 | 7,628 |
Heritage Insurance Holdings Inc. | 523,218 | 7,540 | |
Bank Mutual Corp. | 974,772 | 7,486 | |
Westwood Holdings Group Inc. | 140,530 | 7,464 | |
* | Forestar Group Inc. | 635,517 | 7,442 |
Ashford Hospitality Prime Inc. | 527,598 | 7,439 | |
First Defiance Financial Corp. | 165,546 | 7,390 | |
Stonegate Bank | 217,048 | 7,325 | |
United Community Financial Corp. | 1,013,343 | 7,205 | |
*,^ Cowen Group Inc. Class A | 1,977,666 | 7,179 | |
* | Franklin Financial Network Inc. | 191,946 | 7,179 |
* | First Foundation Inc. | 287,780 | 7,100 |
Southwest Bancorp Inc. | 373,430 | 7,091 | |
CorEnergy Infrastructure Trust Inc. | 241,424 | 7,081 | |
Blue Hills Bancorp Inc. | 465,487 | 6,992 | |
* | Ocwen Financial Corp. | 1,903,192 | 6,985 |
Independent Bank Corp. Michigan | 407,911 | 6,865 | |
Financial Institutions Inc. | 252,465 | 6,844 | |
Dynex Capital Inc. | 918,729 | 6,817 | |
Arrow Financial Corp. | 205,731 | 6,754 | |
Arbor Realty Trust Inc. | 895,871 | 6,647 | |
^ | Arlington Asset Investment Corp. Class A | 449,150 | 6,643 |
Pacific Continental Corp. | 392,234 | 6,597 | |
City Office REIT Inc. | 517,645 | 6,590 | |
* | CU Bancorp | 287,978 | 6,569 |
* | TriState Capital Holdings Inc. | 405,845 | 6,554 |
Fidelity Southern Corp. | 355,940 | 6,546 | |
^ | Fidelity & Guaranty Life | 281,678 | 6,532 |
One Liberty Properties Inc. | 269,301 | 6,506 | |
* | Atlantic Capital Bancshares Inc. | 424,061 | 6,352 |
* | PennyMac Financial Services Inc. Class A | 372,844 | 6,342 |
Ares Commercial Real Estate Corp. | 495,533 | 6,244 | |
First Community Bancshares Inc. | 249,700 | 6,193 | |
EMC Insurance Group Inc. | 229,910 | 6,191 | |
* | World Acceptance Corp. | 126,053 | 6,182 |
RAIT Financial Trust | 1,819,930 | 6,151 | |
First Bancorp | 309,122 | 6,118 | |
* | HomeTrust Bancshares Inc. | 328,097 | 6,070 |
Clifton Bancorp Inc. | 396,553 | 6,063 | |
RMR Group Inc. Class A | 159,504 | 6,052 | |
State Auto Financial Corp. | 250,533 | 5,965 | |
* | Xenith Bankshares Inc. | 2,581,725 | 5,964 |
Cherry Hill Mortgage Investment Corp. | 345,287 | 5,908 | |
OneBeacon Insurance Group Ltd. Class A | 412,827 | 5,895 | |
United Insurance Holdings Corp. | 345,313 | 5,863 | |
Houlihan Lokey Inc. | 231,510 | 5,799 | |
West Bancorporation Inc. | 295,741 | 5,797 | |
1st Source Corp. | 159,875 | 5,707 | |
People's Utah Bancorp | 270,818 | 5,511 | |
* | Green Bancorp Inc. | 496,893 | 5,431 |
Community Healthcare Trust Inc. | 246,722 | 5,408 | |
Federal Agricultural Mortgage Corp. | 136,369 | 5,387 | |
American National Bankshares Inc. | 191,544 | 5,354 | |
HCI Group Inc. | 175,262 | 5,321 | |
* | Allegiance Bancshares Inc. | 196,677 | 5,310 |
Newcastle Investment Corp. | 1,159,643 | 5,253 | |
* | HarborOne Bancorp Inc. | 330,641 | 5,211 |
Prudential Bancorp Inc. | 354,021 | 5,126 |
Peapack Gladstone Financial Corp. | 227,470 | 5,098 | |
* | Safeguard Scientifics Inc. | 390,295 | 5,058 |
First Connecticut Bancorp Inc. | 283,698 | 5,047 | |
* | PICO Holdings Inc. | 427,879 | 5,045 |
* | Nicolet Bankshares Inc. | 131,418 | 5,040 |
^ | Peoples Financial Services Corp. | 122,169 | 4,980 |
Bluerock Residential Growth REIT Inc. Class A | 381,151 | 4,955 | |
* | National Commerce Corp. | 181,065 | 4,900 |
Kinsale Capital Group Inc. | 217,605 | 4,787 | |
* | ESCROW WINTHROP REALTYTRUST | 562,609 | 4,760 |
* | Enova International Inc. | 491,004 | 4,753 |
Carolina Financial Corp. | 212,611 | 4,750 | |
Charter Financial Corp. | 368,630 | 4,748 | |
^ | National Bankshares Inc. | 128,302 | 4,719 |
Federated National Holding Co. | 250,169 | 4,676 | |
* | Regional Management Corp. | 215,324 | 4,662 |
Old Second Bancorp Inc. | 559,606 | 4,650 | |
Consolidated-Tomoka Land Co. | 90,494 | 4,632 | |
*,^ On Deck Capital Inc. | 805,148 | 4,589 | |
* | Bancorp Inc. | 699,990 | 4,494 |
National Interstate Corp. | 136,300 | 4,434 | |
MBT Financial Corp. | 489,863 | 4,433 | |
Republic Bancorp Inc. Class A | 141,426 | 4,396 | |
ZAIS Financial Corp. | 299,095 | 4,316 | |
Timberland Bancorp Inc. | 273,570 | 4,309 | |
* | FRP Holdings Inc. | 138,078 | 4,290 |
Guaranty Bancorp | 239,324 | 4,272 | |
Bank of Marin Bancorp | 83,285 | 4,142 | |
Baldwin & Lyons Inc. | 161,521 | 4,140 | |
GAIN Capital Holdings Inc. | 669,035 | 4,135 | |
* | Ladenburg Thalmann Financial Services Inc. | 1,773,604 | 4,097 |
^ | American Farmland Co. | 518,243 | 4,089 |
CNB Financial Corp. | 191,517 | 4,053 | |
* | First Northwest Bancorp | 300,246 | 4,050 |
Citizens & Northern Corp. | 184,137 | 4,045 | |
Owens Realty Mortgage Inc. | 231,509 | 4,010 | |
Great Ajax Corp. | 291,892 | 3,984 | |
Hingham Institution for Savings | 28,760 | 3,983 | |
* | eHealth Inc. | 354,619 | 3,975 |
Ames National Corp. | 142,705 | 3,947 | |
Ellington Residential Mortgage REIT | 301,460 | 3,913 | |
MidWestOne Financial Group Inc. | 128,802 | 3,912 | |
^ | Orchid Island Capital Inc. | 374,756 | 3,905 |
First Mid-Illinois Bancshares Inc. | 143,048 | 3,899 | |
* | MoneyGram International Inc. | 547,471 | 3,887 |
Territorial Bancorp Inc. | 135,276 | 3,877 | |
^ | Jernigan Capital Inc. | 202,133 | 3,875 |
Global Medical REIT Inc. | 393,562 | 3,841 | |
Macatawa Bank Corp. | 476,968 | 3,811 | |
* | CardConnect Corp. | 389,689 | 3,807 |
Sun Bancorp Inc. | 164,339 | 3,790 | |
* | Southern First Bancshares Inc. | 136,999 | 3,778 |
Investar Holding Corp. | 243,121 | 3,732 | |
Heritage Oaks Bancorp | 454,038 | 3,723 | |
Tiptree Financial Inc. Class A | 622,227 | 3,696 | |
* | NewStar Financial Inc. | 380,250 | 3,692 |
* | Global Indemnity plc | 123,813 | 3,677 |
Reis Inc. | 177,658 | 3,635 | |
^ | Wheeler REIT Inc. | 2,056,420 | 3,599 |
Shore Bancshares Inc. | 301,263 | 3,549 | |
Pzena Investment Management Inc. Class A | 458,849 | 3,533 | |
^ | Farmland Partners Inc. | 313,195 | 3,508 |
Bear State Financial Inc. | 380,886 | 3,500 | |
ESSA Bancorp Inc. | 251,458 | 3,478 | |
Farmers Capital Bank Corp. | 115,952 | 3,437 | |
BankFinancial Corp. | 270,307 | 3,433 | |
Southern National Bancorp of Virginia Inc. | 258,700 | 3,376 | |
*,^ First Community Financial Partners Inc. | 349,176 | 3,324 | |
Manning & Napier Inc. | 468,536 | 3,322 | |
Enterprise Bancorp Inc. | 118,604 | 3,321 | |
* | Cascade Bancorp | 545,291 | 3,304 |
First Bancorp Inc. | 137,418 | 3,294 | |
* | First NBC Bank Holding Co. | 346,096 | 3,267 |
Bank of Commerce Holdings | 442,890 | 3,189 | |
Westfield Financial Inc. | 415,733 | 3,180 | |
Silvercrest Asset Management Group Inc. Class A | 264,796 | 3,143 | |
* | Trinity Place Holdings Inc. | 318,717 | 3,117 |
* | CommunityOne Bancorp | 225,141 | 3,116 |
MidSouth Bancorp Inc. | 299,101 | 3,111 | |
Sierra Bancorp | 165,804 | 3,110 | |
Donegal Group Inc. Class A | 192,422 | 3,100 | |
* | Pacific Mercantile Bancorp | 416,818 | 3,072 |
Marlin Business Services Corp. | 155,534 | 3,014 | |
*,^ Impac Mortgage Holdings Inc. | 223,398 | 2,947 | |
FBR & Co. | 220,820 | 2,924 | |
Provident Financial Holdings Inc. | 149,165 | 2,918 | |
* | BSB Bancorp Inc. | 121,357 | 2,843 |
First Financial Northwest Inc. | 199,551 | 2,828 | |
Associated Capital Group Inc. Class A | 78,746 | 2,792 | |
Five Oaks Investment Corp. | 486,638 | 2,764 | |
Bar Harbor Bankshares | 74,692 | 2,743 | |
Midland States Bancorp Inc. | 107,600 | 2,727 | |
* | Carolina Bank Holdings Inc. | 138,316 | 2,699 |
* | Entegra Financial Corp. | 144,122 | 2,646 |
Penns Woods Bancorp Inc. | 58,654 | 2,608 | |
First Business Financial Services Inc. | 110,487 | 2,596 | |
Unity Bancorp Inc. | 199,003 | 2,551 | |
Home Bancorp Inc. | 90,717 | 2,540 | |
Central Valley Community Bancorp | 158,873 | 2,520 | |
Northrim BanCorp Inc. | 97,271 | 2,505 | |
* | AV Homes Inc. | 150,347 | 2,502 |
* | Equity Bancshares Inc. Class A | 95,079 | 2,466 |
Lake Sunapee Bank Group | 136,180 | 2,461 | |
* | Atlas Financial Holdings Inc. | 156,036 | 2,461 |
Middleburg Financial Corp. | 86,547 | 2,448 | |
GAMCO Investors Inc. Class A | 85,479 | 2,434 | |
C&F Financial Corp. | 54,712 | 2,357 | |
Ocean Shore Holding Co. | 103,428 | 2,343 | |
Sotherly Hotels Inc. | 439,929 | 2,314 | |
Capital City Bank Group Inc. | 153,843 | 2,272 | |
Calamos Asset Management Inc. Class A | 331,838 | 2,263 | |
*,^ SmartFinancial Inc. | 139,194 | 2,262 | |
^ | CPI Card Group Inc. | 374,155 | 2,260 |
MutualFirst Financial Inc. | 81,343 | 2,256 |
Merchants Bancshares Inc. | 69,588 | 2,254 | |
* | UCP Inc. | 252,832 | 2,227 |
* | Stratus Properties Inc. | 90,559 | 2,210 |
* | Republic First Bancorp Inc. | 534,080 | 2,195 |
Oppenheimer Holdings Inc. Class A | 151,744 | 2,168 | |
*,^ Walter Investment Management Corp. | 533,947 | 2,168 | |
*,^ Commerce Union Bancshares Inc. | 109,466 | 2,167 | |
Old Line Bancshares Inc. | 109,545 | 2,161 | |
Access National Corp. | 89,442 | 2,138 | |
United Bancorp Inc. | 194,803 | 2,118 | |
Investors Title Co. | 20,745 | 2,064 | |
Independence Holding Co. | 119,927 | 2,060 | |
SI Financial Group Inc. | 155,648 | 2,055 | |
Gladstone Land Corp. | 193,527 | 2,049 | |
Century Bancorp Inc. Class A | 44,025 | 1,995 | |
* | Consumer Portfolio Services Inc. | 429,604 | 1,972 |
Blue Capital Reinsurance Holdings Ltd. | 107,626 | 1,972 | |
* | Hallmark Financial Services Inc. | 188,402 | 1,939 |
* | Malvern Bancorp Inc. | 116,188 | 1,938 |
* | MedEquities Realty Trust Inc. | 160,700 | 1,888 |
Global Self Storage Inc. | 357,723 | 1,882 | |
* | MSB Financial Corp. | 137,727 | 1,861 |
Orrstown Financial Services Inc. | 93,920 | 1,855 | |
^ | United Development Funding IV | 578,058 | 1,850 |
Federal Agricultural Mortgage Corp. Class A | 38,986 | 1,831 | |
* | Veritex Holdings Inc. | 104,124 | 1,811 |
*,^ Centrue Financial Corp. | 96,309 | 1,811 | |
HopFed Bancorp Inc. | 159,165 | 1,784 | |
* | Performant Financial Corp. | 604,499 | 1,783 |
First Internet Bancorp | 70,958 | 1,638 | |
Medley Management Inc. Class A | 192,560 | 1,619 | |
Premier Financial Bancorp Inc. | 93,897 | 1,609 | |
Kingstone Cos. Inc. | 171,459 | 1,583 | |
FS Bancorp Inc. | 53,683 | 1,568 | |
1st Constitution Bancorp | 112,587 | 1,554 | |
* | Westbury Bancorp Inc. | 75,189 | 1,485 |
* | Emergent Capital Inc. | 478,440 | 1,402 |
* | Ashford Inc. | 28,887 | 1,369 |
* | Health Insurance Innovations Inc. Class A | 259,314 | 1,361 |
Summit State Bank | 100,134 | 1,360 | |
* | Atlantic Coast Financial Corp. | 215,724 | 1,357 |
*,^ Stonegate Mortgage Corp. | 280,184 | 1,283 | |
Northeast Bancorp | 108,989 | 1,262 | |
* | Nicholas Financial Inc. | 120,764 | 1,222 |
* | Maui Land & Pineapple Co. Inc. | 184,180 | 1,208 |
* | American River Bankshares | 111,351 | 1,207 |
First Bancshares Inc. | 60,115 | 1,168 | |
CB Financial Services Inc. | 50,036 | 1,155 | |
Urstadt Biddle Properties Inc. | 63,312 | 1,146 | |
Fifth Street Asset Management Inc. | 199,952 | 1,102 | |
United Security Bancshares Inc. | 102,457 | 1,085 | |
^ | Poage Bankshares Inc. | 54,231 | 1,049 |
* | Asta Funding Inc. | 98,981 | 1,039 |
* | Liberty Broadband Corp. Class A | 14,799 | 1,038 |
* | JW Mays Inc. | 22,036 | 1,038 |
Bankwell Financial Group Inc. | 42,590 | 1,009 | |
*,^ FXCM Inc. Class A | 109,161 | 957 |
* | Coastway Bancorp Inc. | 69,446 | 951 |
*,^ IZEA Inc. | 153,074 | 899 | |
^ | DNB Financial Corp. | 33,490 | 867 |
* | Conifer Holdings Inc. | 103,497 | 862 |
AmeriServ Financial Inc. | 261,840 | 861 | |
Landmark Bancorp Inc. | 32,561 | 855 | |
* | Jason Industries Inc. | 381,176 | 846 |
* | Security National Financial Corp. Class A | 143,485 | 838 |
* | First United Corp. | 66,910 | 828 |
Hennessy Advisors Inc. | 22,997 | 816 | |
PB Bancorp Inc. | 92,785 | 805 | |
Parke Bancorp Inc. | 52,971 | 790 | |
* | Sunshine Bancorp Inc. | 49,692 | 726 |
Manhattan Bridge Capital Inc. | 94,264 | 676 | |
Mackinac Financial Corp. | 58,687 | 674 | |
Home Federal Bancorp Inc. | 26,980 | 640 | |
* | Provident Bancorp Inc. | 40,760 | 636 |
Citizens Community Bancorp Inc. | 52,641 | 589 | |
* | 1347 Property Insurance Holdings Inc. | 91,546 | 576 |
*,^ Altisource Asset Management Corp. | 25,876 | 479 | |
Bancorp of New Jersey Inc. | 42,022 | 478 | |
Sussex Bancorp | 26,213 | 428 | |
US Global Investors Inc. Class A | 226,371 | 417 | |
California First National Bancorp | 28,965 | 404 | |
* | FB Financial Corp. | 18,771 | 379 |
* | Anchor Bancorp Inc. | 14,890 | 377 |
*,^ Connecture Inc. | 200,093 | 376 | |
Eagle Bancorp Montana Inc. | 25,938 | 375 | |
United Community Bancorp | 24,599 | 371 | |
* | First Acceptance Corp. | 355,594 | 359 |
Salisbury Bancorp Inc. | 11,312 | 350 | |
* | Melrose Bancorp Inc. | 19,964 | 297 |
* | National Holdings Corp. | 89,836 | 294 |
First Savings Financial Group Inc. | 7,979 | 288 | |
Chicopee Bancorp Inc. | 13,704 | 254 | |
United Bancshares Inc. | 12,609 | 252 | |
* | Intersections Inc. | 135,176 | 245 |
IF Bancorp Inc. | 12,845 | 239 | |
Pathfinder Bancorp Inc. | 17,572 | 214 | |
Wellesley Bank | 9,400 | 206 | |
* | Bay Bancorp Inc. | 34,172 | 188 |
* | InterGroup Corp. | 6,301 | 152 |
WVS Financial Corp. | 11,313 | 144 | |
Institutional Financial Markets Inc. | 102,416 | 112 | |
* | RMG Networks Holding Corp. | 111,292 | 98 |
*,^ ZAIS Group Holdings Inc. | 40,786 | 94 | |
*,^ Income Opportunity Realty Investors Inc. | 12,550 | 92 | |
Atlantic American Corp. | 11,780 | 38 | |
* | Randolph Bancorp Inc. | 2,600 | 35 |
* | Unico American Corp. | 1,600 | 18 |
* | Vestin Realty Mortgage II Inc. | 6,262 | 16 |
* | ITUS Corp. | 3,799 | 15 |
National Security Group Inc. | 600 | 11 | |
* | LM Funding America Inc. | 1,200 | 10 |
Lake Shore Bancorp Inc. | 700 | 9 | |
Baldwin & Lyons Inc. Class A | 225 | 5 | |
* | American Realty Investors Inc. | 100 | 1 |
NorthStar Realty Europe Corp. | 22 | — |
88,280,169 | ||
Health Care (13.3%) | ||
Johnson & Johnson | 56,360,968 | 6,657,921 |
Pfizer Inc. | 124,631,591 | 4,221,272 |
Merck & Co. Inc. | 56,825,578 | 3,546,484 |
UnitedHealth Group Inc. | 19,566,978 | 2,739,377 |
Amgen Inc. | 15,414,180 | 2,571,239 |
Medtronic plc | 28,625,695 | 2,473,260 |
Gilead Sciences Inc. | 27,115,091 | 2,145,346 |
AbbVie Inc. | 33,540,416 | 2,115,394 |
* Allergan plc | 8,136,419 | 1,873,899 |
Bristol-Myers Squibb Co. | 34,343,914 | 1,851,824 |
* Celgene Corp. | 15,914,769 | 1,663,571 |
Eli Lilly & Co. | 20,412,365 | 1,638,296 |
* Biogen Inc. | 4,502,296 | 1,409,354 |
Thermo Fisher Scientific Inc. | 8,084,994 | 1,285,999 |
Abbott Laboratories | 30,200,847 | 1,277,194 |
* Express Scripts Holding Co. | 12,947,318 | 913,174 |
Aetna Inc. | 7,201,854 | 831,454 |
Becton Dickinson and Co. | 4,365,437 | 784,600 |
Stryker Corp. | 6,148,297 | 715,723 |
Cigna Corp. | 5,272,686 | 687,136 |
Anthem Inc. | 5,403,518 | 677,115 |
* Boston Scientific Corp. | 27,970,059 | 665,687 |
* Regeneron Pharmaceuticals Inc. | 1,591,267 | 639,721 |
* Intuitive Surgical Inc. | 792,313 | 574,292 |
* Illumina Inc. | 3,012,310 | 547,216 |
Humana Inc. | 3,064,448 | 542,070 |
* Alexion Pharmaceuticals Inc. | 4,376,342 | 536,277 |
* Edwards Lifesciences Corp. | 4,372,095 | 527,100 |
Zoetis Inc. | 10,134,548 | 527,098 |
Zimmer Biomet Holdings Inc. | 3,934,066 | 511,507 |
* HCA Holdings Inc. | 6,660,251 | 503,715 |
Baxter International Inc. | 10,085,472 | 480,068 |
St. Jude Medical Inc. | 5,854,295 | 466,939 |
* Vertex Pharmaceuticals Inc. | 5,094,802 | 444,318 |
* Mylan NV | 9,326,745 | 355,536 |
CR Bard Inc. | 1,508,177 | 338,254 |
* Incyte Corp. | 3,275,058 | 308,805 |
* BioMarin Pharmaceutical Inc. | 3,333,505 | 308,416 |
* Laboratory Corp. of America Holdings | 2,091,880 | 287,592 |
Dentsply Sirona Inc. | 4,821,145 | 286,521 |
* Henry Schein Inc. | 1,677,565 | 273,410 |
Perrigo Co. plc | 2,793,279 | 257,903 |
* Waters Corp. | 1,564,042 | 247,885 |
Quest Diagnostics Inc. | 2,879,931 | 243,729 |
Universal Health Services Inc. Class B | 1,837,528 | 226,420 |
* DaVita Inc. | 3,389,684 | 223,956 |
* Centene Corp. | 3,328,063 | 222,847 |
* Hologic Inc. | 5,703,013 | 221,448 |
* IDEXX Laboratories Inc. | 1,843,719 | 207,842 |
* Varian Medical Systems Inc. | 1,942,784 | 193,365 |
ResMed Inc. | 2,885,165 | 186,930 |
Cooper Cos. Inc. | 992,900 | 177,987 |
* Mallinckrodt plc | 2,208,190 | 154,088 |
Teleflex Inc. | 904,985 | 152,083 |
* | Quintiles Transnational Holdings Inc. | 1,857,094 | 150,536 |
* | Alkermes plc | 3,103,745 | 145,969 |
* | DexCom Inc. | 1,642,930 | 144,019 |
* | Jazz Pharmaceuticals plc | 1,177,648 | 143,061 |
* | Align Technology Inc. | 1,472,207 | 138,019 |
STERIS plc | 1,755,766 | 128,347 | |
* | MEDNAX Inc. | 1,913,444 | 126,766 |
West Pharmaceutical Services Inc. | 1,508,270 | 112,366 | |
*,^ Seattle Genetics Inc. | 2,056,616 | 111,078 | |
*,^ United Therapeutics Corp. | 907,012 | 107,100 | |
* | WellCare Health Plans Inc. | 903,381 | 105,777 |
* | ABIOMED Inc. | 803,015 | 103,252 |
* | Alnylam Pharmaceuticals Inc. | 1,495,739 | 101,381 |
* | Neurocrine Biosciences Inc. | 1,823,279 | 92,331 |
*,^ Ionis Pharmaceuticals Inc. | 2,479,929 | 90,865 | |
* | Envision Healthcare Holdings Inc. | 3,832,198 | 85,343 |
Bio-Techne Corp. | 765,208 | 83,790 | |
* | Endo International plc | 4,118,766 | 82,993 |
* | Charles River Laboratories International Inc. | 958,413 | 79,874 |
Patterson Cos. Inc. | 1,721,924 | 79,105 | |
* | Cepheid | 1,495,118 | 78,778 |
* | Alere Inc. | 1,780,418 | 76,985 |
* | Acadia Healthcare Co. Inc. | 1,533,430 | 75,981 |
* | Amsurg Corp. | 1,122,704 | 75,277 |
* | PAREXEL International Corp. | 1,081,732 | 75,126 |
Hill-Rom Holdings Inc. | 1,196,841 | 74,180 | |
*,^ OPKO Health Inc. | 6,985,564 | 73,977 | |
HealthSouth Corp. | 1,748,530 | 70,938 | |
*,^ TESARO Inc. | 694,844 | 69,651 | |
* | Bio-Rad Laboratories Inc. Class A | 422,050 | 69,136 |
* | NuVasive Inc. | 1,022,946 | 68,190 |
* | Brookdale Senior Living Inc. | 3,803,672 | 66,374 |
* | Catalent Inc. | 2,548,604 | 65,856 |
*,^ Sarepta Therapeutics Inc. | 1,033,465 | 63,465 | |
*,^ ACADIA Pharmaceuticals Inc. | 1,968,173 | 62,608 | |
* | Exelixis Inc. | 4,864,702 | 62,220 |
* | Horizon Pharma plc | 3,323,578 | 60,256 |
Healthcare Services Group Inc. | 1,409,196 | 55,776 | |
*,^ Intercept Pharmaceuticals Inc. | 329,112 | 54,169 | |
* | Masimo Corp. | 906,452 | 53,925 |
Cantel Medical Corp. | 683,830 | 53,325 | |
* | LifePoint Health Inc. | 890,098 | 52,721 |
* | Prestige Brands Holdings Inc. | 1,083,145 | 52,283 |
* | Wright Medical Group NV | 2,116,353 | 51,914 |
* | Bluebird Bio Inc. | 765,408 | 51,879 |
* | Medicines Co. | 1,373,898 | 51,851 |
*,^ Ultragenyx Pharmaceutical Inc. | 730,623 | 51,830 | |
* | Molina Healthcare Inc. | 869,241 | 50,694 |
* | Integra LifeSciences Holdings Corp. | 613,742 | 50,664 |
Bruker Corp. | 2,231,971 | 50,554 | |
* | VWR Corp. | 1,759,851 | 49,909 |
* | Akorn Inc. | 1,828,461 | 49,844 |
* | ARIAD Pharmaceuticals Inc. | 3,568,800 | 48,857 |
*,^ Juno Therapeutics Inc. | 1,627,320 | 48,836 | |
* | Insulet Corp. | 1,182,149 | 48,397 |
* | Nektar Therapeutics | 2,795,187 | 48,021 |
* | INC Research Holdings Inc. Class A | 1,033,041 | 46,053 |
*,^ Kite Pharma Inc. | 816,620 | 45,616 | |
* | Nevro Corp. | 436,166 | 45,531 |
* | Team Health Holdings Inc. | 1,378,561 | 44,886 |
Owens & Minor Inc. | 1,280,876 | 44,485 | |
* | Ironwood Pharmaceuticals Inc. Class A | 2,706,426 | 42,978 |
* | Neogen Corp. | 741,324 | 41,470 |
* | Ligand Pharmaceuticals Inc. | 400,463 | 40,871 |
* | Radius Health Inc. | 754,971 | 40,836 |
*,^ Exact Sciences Corp. | 2,194,157 | 40,746 | |
* | HMS Holdings Corp. | 1,740,243 | 38,581 |
* | Penumbra Inc. | 507,457 | 38,562 |
* | Haemonetics Corp. | 1,054,728 | 38,192 |
* | Puma Biotechnology Inc. | 567,299 | 38,037 |
* | ICU Medical Inc. | 295,414 | 37,334 |
* | Tenet Healthcare Corp. | 1,640,277 | 37,169 |
* | Impax Laboratories Inc. | 1,553,076 | 36,808 |
* | Agios Pharmaceuticals Inc. | 678,082 | 35,816 |
* | PRA Health Sciences Inc. | 615,675 | 34,792 |
* | Halyard Health Inc. | 955,429 | 33,115 |
* | NxStage Medical Inc. | 1,325,053 | 33,113 |
* | Globus Medical Inc. | 1,396,447 | 31,518 |
* | Depomed Inc. | 1,252,254 | 31,294 |
*,^ Intrexon Corp. | 1,097,996 | 30,766 | |
* | Ophthotech Corp. | 661,497 | 30,515 |
* | Five Prime Therapeutics Inc. | 573,303 | 30,093 |
* | Myriad Genetics Inc. | 1,425,566 | 29,338 |
* | Sage Therapeutics Inc. | 633,396 | 29,168 |
* | Spark Therapeutics Inc. | 480,204 | 28,841 |
* | Alder Biopharmaceuticals Inc. | 876,660 | 28,728 |
* | Select Medical Holdings Corp. | 2,127,389 | 28,720 |
* | Zeltiq Aesthetics Inc. | 726,899 | 28,509 |
*,^ Halozyme Therapeutics Inc. | 2,349,987 | 28,388 | |
*,^ Theravance Biopharma Inc. | 770,738 | 27,932 | |
* | Surgical Care Affiliates Inc. | 572,807 | 27,930 |
* | Amedisys Inc. | 581,304 | 27,577 |
* | Magellan Health Inc. | 506,783 | 27,229 |
* | Omnicell Inc. | 699,069 | 26,774 |
*,^ Community Health Systems Inc. | 2,228,819 | 25,721 | |
* | Natus Medical Inc. | 648,306 | 25,472 |
* | Pacira Pharmaceuticals Inc. | 733,017 | 25,084 |
* | Inogen Inc. | 413,340 | 24,759 |
* | Cynosure Inc. Class A | 481,561 | 24,531 |
*,^ Clovis Oncology Inc. | 670,610 | 24,176 | |
* | Supernus Pharmaceuticals Inc. | 948,378 | 23,453 |
*,^ Cempra Inc. | 949,091 | 22,968 | |
Analogic Corp. | 257,463 | 22,811 | |
*,^ Array BioPharma Inc. | 3,352,538 | 22,630 | |
Abaxis Inc. | 437,409 | 22,579 | |
* | Aerie Pharmaceuticals Inc. | 594,085 | 22,421 |
* | Portola Pharmaceuticals Inc. | 984,558 | 22,359 |
*,^ TherapeuticsMD Inc. | 3,267,558 | 22,252 | |
* | Air Methods Corp. | 700,372 | 22,055 |
* | Spectranetics Corp. | 876,739 | 21,997 |
CONMED Corp. | 548,704 | 21,981 | |
* | Acceleron Pharma Inc. | 605,941 | 21,929 |
*,^ Amicus Therapeutics Inc. | 2,948,984 | 21,823 | |
* | Emergent BioSolutions Inc. | 687,943 | 21,691 |
* | Repligen Corp. | 699,930 | 21,131 |
* | FibroGen Inc. | 1,016,031 | 21,032 |
*,^ Endologix Inc. | 1,613,894 | 20,658 | |
* | Merit Medical Systems Inc. | 850,071 | 20,648 |
* | MacroGenics Inc. | 684,906 | 20,486 |
*,^ Synergy Pharmaceuticals Inc. | 3,566,469 | 19,651 | |
* | Acorda Therapeutics Inc. | 938,588 | 19,598 |
Ensign Group Inc. | 964,319 | 19,412 | |
* | Achillion Pharmaceuticals Inc. | 2,333,763 | 18,904 |
* | Dermira Inc. | 542,483 | 18,347 |
* | Insmed Inc. | 1,238,107 | 17,977 |
* | Xencor Inc. | 729,441 | 17,864 |
* | Luminex Corp. | 783,424 | 17,799 |
*,^ Lannett Co. Inc. | 659,616 | 17,526 | |
*,^ Innoviva Inc. | 1,591,432 | 17,490 | |
*,^ MiMedx Group Inc. | 2,033,168 | 17,445 | |
* | AMAG Pharmaceuticals Inc. | 702,061 | 17,208 |
Kindred Healthcare Inc. | 1,675,219 | 17,121 | |
* | Healthways Inc. | 638,479 | 16,894 |
* | PharMerica Corp. | 598,437 | 16,798 |
* | Vascular Solutions Inc. | 344,130 | 16,597 |
* | Retrophin Inc. | 740,500 | 16,572 |
Meridian Bioscience Inc. | 849,272 | 16,382 | |
*,^ Merrimack Pharmaceuticals Inc. | 2,511,344 | 15,947 | |
*,^ Accelerate Diagnostics Inc. | 573,829 | 15,643 | |
*,^ Lexicon Pharmaceuticals Inc. | 862,969 | 15,594 | |
* | Cardiovascular Systems Inc. | 655,504 | 15,562 |
* | Orthofix International NV | 362,824 | 15,518 |
*,^ Pacific Biosciences of California Inc. | 1,710,535 | 15,326 | |
US Physical Therapy Inc. | 244,162 | 15,309 | |
* | Momenta Pharmaceuticals Inc. | 1,299,403 | 15,190 |
* | Raptor Pharmaceutical Corp. | 1,661,945 | 14,908 |
* | HealthStream Inc. | 515,079 | 14,216 |
*,^ ZIOPHARM Oncology Inc. | 2,444,284 | 13,761 | |
* | Anika Therapeutics Inc. | 287,484 | 13,756 |
* | Amphastar Pharmaceuticals Inc. | 719,162 | 13,643 |
* | Vanda Pharmaceuticals Inc. | 814,622 | 13,555 |
* | Glaukos Corp. | 354,822 | 13,391 |
*,^ Cerus Corp. | 2,134,689 | 13,256 | |
*,^ Eagle Pharmaceuticals Inc. | 189,234 | 13,246 | |
*,^ Coherus Biosciences Inc. | 493,113 | 13,206 | |
*,^ Inovio Pharmaceuticals Inc. | 1,403,621 | 13,082 | |
* | Adeptus Health Inc. Class A | 296,286 | 12,755 |
Atrion Corp. | 29,706 | 12,673 | |
National HealthCare Corp. | 187,782 | 12,392 | |
* | Quidel Corp. | 549,282 | 12,134 |
*,^ Heron Therapeutics Inc. | 693,028 | 11,941 | |
*,^ Novavax Inc. | 5,653,335 | 11,759 | |
* | Avexis Inc. | 277,743 | 11,446 |
* | LHC Group Inc. | 306,788 | 11,314 |
PDL BioPharma Inc. | 3,331,982 | 11,162 | |
* | NeoGenomics Inc. | 1,353,034 | 11,122 |
* | Agenus Inc. | 1,529,296 | 10,980 |
CryoLife Inc. | 617,141 | 10,843 | |
* | ANI Pharmaceuticals Inc. | 163,303 | 10,835 |
* | Genomic Health Inc. | 372,549 | 10,774 |
* | Lion Biotechnologies Inc. | 1,288,575 | 10,605 |
*,^ Corcept Therapeutics Inc. | 1,629,126 | 10,589 | |
* | Blueprint Medicines Corp. | 352,934 | 10,482 |
* | Vitae Pharmaceuticals Inc. | 500,982 | 10,481 |
* | AtriCure Inc. | 656,708 | 10,389 |
* | AngioDynamics Inc. | 589,175 | 10,334 |
*,^ Teladoc Inc. | 559,069 | 10,237 | |
* | Intra-Cellular Therapies Inc. Class A | 663,529 | 10,112 |
* | BioTelemetry Inc. | 538,666 | 10,003 |
* | Triple-S Management Corp. Class B | 454,694 | 9,971 |
* | Accuray Inc. | 1,555,699 | 9,910 |
* | Flexion Therapeutics Inc. | 500,386 | 9,778 |
* | GenMark Diagnostics Inc. | 824,046 | 9,724 |
* | K2M Group Holdings Inc. | 543,390 | 9,662 |
* | Capital Senior Living Corp. | 574,465 | 9,651 |
*,^ Global Blood Therapeutics Inc. | 418,023 | 9,635 | |
* | PTC Therapeutics Inc. | 673,594 | 9,437 |
* | SciClone Pharmaceuticals Inc. | 916,234 | 9,391 |
*,^ Bellicum Pharmaceuticals Inc. | 469,151 | 9,336 | |
*,^ Omeros Corp. | 832,012 | 9,285 | |
*,^ Progenics Pharmaceuticals Inc. | 1,443,266 | 9,136 | |
*,^ Keryx Biopharmaceuticals Inc. | 1,709,334 | 9,077 | |
* | Arena Pharmaceuticals Inc. | 5,027,494 | 8,798 |
* | OraSure Technologies Inc. | 1,081,125 | 8,617 |
* | Cytokinetics Inc. | 930,846 | 8,545 |
*,^ Celldex Therapeutics Inc. | 2,111,434 | 8,530 | |
*,^ Albany Molecular Research Inc. | 510,347 | 8,426 | |
* | Otonomy Inc. | 461,727 | 8,399 |
*,^ Arrowhead Pharmaceuticals Inc. | 1,138,141 | 8,365 | |
*,^ Dynavax Technologies Corp. | 785,884 | 8,244 | |
* | Enanta Pharmaceuticals Inc. | 308,632 | 8,213 |
* | Intersect ENT Inc. | 514,671 | 8,152 |
* | Surmodics Inc. | 266,369 | 8,015 |
* | Epizyme Inc. | 814,535 | 8,015 |
* | Surgery Partners Inc. | 394,012 | 7,975 |
*,^ Advaxis Inc. | 733,234 | 7,838 | |
*,^ Loxo Oncology Inc. | 298,317 | 7,810 | |
*,^ Novocure Ltd. | 896,274 | 7,654 | |
* | Ardelyx Inc. | 588,280 | 7,612 |
* | Atara Biotherapeutics Inc. | 355,689 | 7,608 |
*,^ Sorrento Therapeutics Inc. | 977,585 | 7,567 | |
Universal American Corp. | 978,330 | 7,484 | |
*,^ Aduro Biotech Inc. | 600,653 | 7,466 | |
* | CorVel Corp. | 192,451 | 7,390 |
*,^ Geron Corp. | 3,208,594 | 7,251 | |
*,^ Insys Therapeutics Inc. | 614,262 | 7,242 | |
* | Rigel Pharmaceuticals Inc. | 1,951,783 | 7,163 |
*,^ Minerva Neurosciences Inc. | 499,167 | 7,046 | |
* | NewLink Genetics Corp. | 460,879 | 6,922 |
*,^ Revance Therapeutics Inc. | 425,849 | 6,903 | |
* | Heska Corp. | 126,115 | 6,864 |
*,^ Aclaris Therapeutics Inc. | 264,547 | 6,775 | |
Invacare Corp. | 605,446 | 6,763 | |
* | La Jolla Pharmaceutical Co. | 280,672 | 6,677 |
*,^ Teligent Inc. | 878,432 | 6,676 | |
*,^ BioCryst Pharmaceuticals Inc. | 1,508,238 | 6,651 | |
* | Almost Family Inc. | 179,274 | 6,592 |
*,^ Rockwell Medical Inc. | 976,290 | 6,541 |
* | CoLucid Pharmaceuticals Inc. | 170,768 | 6,515 |
* | Aratana Therapeutics Inc. | 685,970 | 6,421 |
*,^ Organovo Holdings Inc. | 1,691,277 | 6,410 | |
*,^ Immunomedics Inc. | 1,965,130 | 6,387 | |
*,^ ConforMIS Inc. | 642,370 | 6,372 | |
* | Sucampo Pharmaceuticals Inc. Class A | 516,801 | 6,362 |
*,^ CytomX Therapeutics Inc. | 403,374 | 6,325 | |
* | Sangamo BioSciences Inc. | 1,357,458 | 6,285 |
* | BioScrip Inc. | 2,171,248 | 6,275 |
* | REGENXBIO Inc. | 442,466 | 6,199 |
*,^ Foundation Medicine Inc. | 264,847 | 6,184 | |
* | STAAR Surgical Co. | 654,148 | 6,149 |
* | Spectrum Pharmaceuticals Inc. | 1,304,779 | 6,093 |
*,^ Aimmune Therapeutics Inc. | 398,161 | 5,972 | |
* | AxoGen Inc. | 654,820 | 5,913 |
* | Natera Inc. | 528,655 | 5,873 |
*,^ TG Therapeutics Inc. | 744,042 | 5,759 | |
LeMaitre Vascular Inc. | 289,778 | 5,749 | |
* | Curis Inc. | 2,166,472 | 5,655 |
*,^ Corbus Pharmaceuticals Holdings Inc. | 831,672 | 5,647 | |
*,^ Editas Medicine Inc. | 415,432 | 5,600 | |
* | Civitas Solutions Inc. | 301,189 | 5,500 |
* | Zogenix Inc. | 480,757 | 5,495 |
* | Clearside Biomedical Inc. | 313,777 | 5,444 |
* | Versartis Inc. | 442,894 | 5,425 |
* | Exactech Inc. | 197,722 | 5,344 |
*,^ OncoMed Pharmaceuticals Inc. | 466,877 | 5,336 | |
*,^ Idera Pharmaceuticals Inc. | 2,084,208 | 5,336 | |
* | Akebia Therapeutics Inc. | 588,889 | 5,329 |
*,^ BioTime Inc. | 1,358,840 | 5,300 | |
* | NanoString Technologies Inc. | 259,814 | 5,191 |
*,^ MyoKardia Inc. | 316,156 | 5,166 | |
* | Trevena Inc. | 763,223 | 5,152 |
* | Collegium Pharmaceutical Inc. | 266,846 | 5,139 |
*,^ Adamas Pharmaceuticals Inc. | 311,807 | 5,117 | |
*,^ XBiotech Inc. | 370,609 | 4,988 | |
*,^ ImmunoGen Inc. | 1,855,353 | 4,972 | |
*,^ Antares Pharma Inc. | 2,899,855 | 4,872 | |
*,^ Seres Therapeutics Inc. | 395,947 | 4,866 | |
*,^ MediciNova Inc. | 645,540 | 4,835 | |
* | Fluidigm Corp. | 601,211 | 4,816 |
* | Tobira Therapeutics Inc. | 119,567 | 4,752 |
* | OvaScience Inc. | 655,076 | 4,690 |
* | Karyopharm Therapeutics Inc. | 468,167 | 4,555 |
* | Paratek Pharmaceuticals Inc. | 344,143 | 4,477 |
Utah Medical Products Inc. | 74,659 | 4,465 | |
* | RadNet Inc. | 599,908 | 4,439 |
*,^ NantKwest Inc. | 569,512 | 4,431 | |
* | Esperion Therapeutics Inc. | 313,991 | 4,349 |
* | BioSpecifics Technologies Corp. | 94,947 | 4,336 |
*,^ Invitae Corp. | 480,592 | 4,210 | |
*,^ InVivo Therapeutics Holdings Corp. | 618,209 | 4,204 | |
*,^ AAC Holdings Inc. | 222,723 | 3,873 | |
* | Audentes Therapeutics Inc. | 215,306 | 3,835 |
* | Chimerix Inc. | 690,400 | 3,825 |
* | Enzo Biochem Inc. | 748,568 | 3,810 |
* | ArQule Inc. | 2,100,471 | 3,760 |
* | Ignyta Inc. | 595,436 | 3,745 |
* | ChemoCentryx Inc. | 619,629 | 3,743 |
* | Edge Therapeutics Inc. | 357,861 | 3,725 |
* | Addus HomeCare Corp. | 141,319 | 3,697 |
* | Invuity Inc. | 266,662 | 3,659 |
* | Stemline Therapeutics Inc. | 336,020 | 3,639 |
* | American Renal Associates Holdings Inc. | 196,552 | 3,591 |
* | Quorum Health Corp. | 570,493 | 3,577 |
* | Inotek Pharmaceuticals Corp. | 372,534 | 3,532 |
* | Durect Corp. | 2,534,533 | 3,523 |
* | Medgenics Inc. | 628,869 | 3,503 |
* | Proteostasis Therapeutics Inc. | 223,775 | 3,489 |
* | Concert Pharmaceuticals Inc. | 342,354 | 3,461 |
* | Cascadian Therapeutics Inc. | 2,107,861 | 3,457 |
*,^ MannKind Corp. | 5,358,134 | 3,322 | |
Digirad Corp. | 646,736 | 3,298 | |
*,^ Cara Therapeutics Inc. | 393,214 | 3,283 | |
*,^ Nobilis Health Corp. | 971,667 | 3,255 | |
* | Cutera Inc. | 260,193 | 3,102 |
*,^ Mirati Therapeutics Inc. | 466,828 | 3,086 | |
*,^ Athersys Inc. | 1,447,833 | 3,084 | |
*,^ Voyager Therapeutics Inc. | 254,663 | 3,059 | |
* | RTI Surgical Inc. | 976,317 | 3,056 |
* | Tandem Diabetes Care Inc. | 396,621 | 3,038 |
* | Lantheus Holdings Inc. | 365,773 | 3,029 |
* | FONAR Corp. | 145,405 | 2,987 |
* | IRIDEX Corp. | 203,451 | 2,948 |
* | Dimension Therapeutics Inc. | 367,403 | 2,936 |
*,^ Sientra Inc. | 323,353 | 2,907 | |
* | Pfenex Inc. | 322,886 | 2,890 |
*,^ BioDelivery Sciences International Inc. | 1,052,661 | 2,842 | |
*,^ AcelRx Pharmaceuticals Inc. | 714,146 | 2,778 | |
* | PharmAthene Inc. | 957,039 | 2,775 |
*,^ Synthetic Biologics Inc. | 1,576,243 | 2,711 | |
* | Tetraphase Pharmaceuticals Inc. | 696,191 | 2,666 |
*,^ Intellia Therapeutics Inc. | 156,417 | 2,662 | |
*,^ Vital Therapies Inc. | 431,124 | 2,639 | |
* | Corvus Pharmaceuticals Inc. | 157,500 | 2,591 |
* | Entellus Medical Inc. | 113,682 | 2,521 |
*,^ Anavex Life Sciences Corp. | 691,391 | 2,510 | |
*,^ Trovagene Inc. | 553,206 | 2,484 | |
* | Regulus Therapeutics Inc. | 745,540 | 2,460 |
*,^ Argos Therapeutics Inc. | 494,519 | 2,458 | |
*,^ Veracyte Inc. | 315,290 | 2,399 | |
* | Harvard Bioscience Inc. | 878,204 | 2,389 |
*,^ T2 Biosystems Inc. | 329,700 | 2,387 | |
Psychemedics Corp. | 119,907 | 2,379 | |
*,^ Ocular Therapeutix Inc. | 345,571 | 2,374 | |
* | Syndax Pharmaceuticals Inc. | 154,100 | 2,336 |
*,^ Bio-Path Holdings Inc. | 1,668,203 | 2,336 | |
* | Anthera Pharmaceuticals Inc. | 734,921 | 2,315 |
*,^ Egalet Corp. | 303,746 | 2,312 | |
* | Flex Pharma Inc. | 193,812 | 2,283 |
*,^ Abeona Therapeutics Inc. | 380,338 | 2,282 | |
*,^ Endocyte Inc. | 720,392 | 2,226 | |
*,^ CytoSorbents Corp. | 338,449 | 2,166 | |
* | Assembly Biosciences Inc. | 300,412 | 2,166 |
* | Derma Sciences Inc. | 460,614 | 2,151 |
*,^ Titan Pharmaceuticals Inc. | 365,642 | 2,150 | |
*,^ Zynerba Pharmaceuticals Inc. | 164,012 | 2,140 | |
* | Applied Genetic Technologies Corp. | 215,957 | 2,112 |
* | Genocea Biosciences Inc. | 412,485 | 2,112 |
* | Chembio Diagnostics Inc. | 281,061 | 2,071 |
*,^ VIVUS Inc. | 1,793,335 | 2,044 | |
* | Senseonics Holdings Inc. | 520,900 | 2,032 |
*,^ Navidea Biopharmaceuticals Inc. | 2,166,979 | 1,984 | |
* | GlycoMimetics Inc. | 270,870 | 1,937 |
* | Zafgen Inc. | 581,912 | 1,926 |
*,^ CorMedix Inc. | 759,664 | 1,914 | |
*,^ Bovie Medical Corp. | 362,698 | 1,890 | |
* | EndoChoice Holdings Inc. | 236,545 | 1,888 |
* | Catalyst Pharmaceuticals Inc. | 1,715,282 | 1,870 |
*,^ Avinger Inc. | 390,973 | 1,865 | |
* | pSivida Corp. | 618,686 | 1,862 |
*,^ XOMA Corp. | 4,013,259 | 1,842 | |
* | Agile Therapeutics Inc. | 259,723 | 1,813 |
* | Kura Oncology Inc. | 287,100 | 1,794 |
*,^ iRadimed Corp. | 104,676 | 1,778 | |
* | SeaSpine Holdings Corp. | 175,294 | 1,772 |
*,^ Tenax Therapeutics Inc. | 761,768 | 1,752 | |
* | Peregrine Pharmaceuticals Inc. | 4,061,223 | 1,746 |
* | Vericel Corp. | 622,509 | 1,743 |
* | Dipexium Pharmaceuticals Inc. | 118,529 | 1,719 |
*,^ VBI Vaccines Inc. | 499,775 | 1,679 | |
* | Alliance HealthCare Services Inc. | 244,607 | 1,678 |
*,^ ViewRay Inc. | 369,163 | 1,669 | |
*,^ Axsome Therapeutics Inc. | 207,300 | 1,634 | |
*,^ Galena Biopharma Inc. | 4,632,270 | 1,623 | |
* | Recro Pharma Inc. | 181,202 | 1,602 |
*,^ Alimera Sciences Inc. | 1,059,192 | 1,578 | |
*,^ Ohr Pharmaceutical Inc. | 553,726 | 1,567 | |
* | SCYNEXIS Inc. | 404,561 | 1,566 |
*,^ Fortress Biotech Inc. | 526,032 | 1,562 | |
* | Five Star Quality Care Inc. | 814,554 | 1,556 |
*,^ Asterias Biotherapeutics Inc. | 365,638 | 1,550 | |
*,^ Aegerion Pharmaceuticals Inc. | 515,621 | 1,531 | |
*,^ CTI BioPharma Corp. | 4,064,211 | 1,521 | |
^ | Osiris Therapeutics Inc. | 304,647 | 1,511 |
*,^ Neos Therapeutics Inc. | 225,948 | 1,487 | |
* | Dicerna Pharmaceuticals Inc. | 250,016 | 1,470 |
* | Aviragen Therapeutics Inc. | 765,307 | 1,469 |
* | Cidara Therapeutics Inc. | 126,588 | 1,449 |
*,^ ContraFect Corp. | 584,301 | 1,449 | |
* | Eiger BioPharmaceuticals Inc. | 106,135 | 1,421 |
* | Kindred Biosciences Inc. | 283,866 | 1,411 |
* | Immune Design Corp. | 185,675 | 1,407 |
*,^ Actinium Pharmaceuticals Inc. | 1,035,975 | 1,399 | |
* | Fate Therapeutics Inc. | 436,806 | 1,363 |
* | Infinity Pharmaceuticals Inc. | 867,413 | 1,353 |
*,^ Sophiris Bio Inc. | 431,910 | 1,343 | |
*,^ Biolase Inc. | 763,675 | 1,336 | |
* | Nivalis Therapeutics Inc. | 161,630 | 1,314 |
* | Juniper Pharmaceuticals Inc. | 236,637 | 1,313 |
*,^ NanoViricides Inc. | 765,867 | 1,294 |
*,^ Repros Therapeutics Inc. | 613,773 | 1,283 | |
* | Adverum Biotechnologies Inc. | 309,016 | 1,270 |
*,^ Corindus Vascular Robotics Inc. | 1,143,490 | 1,269 | |
* | vTv Therapeutics Inc. Class A | 174,907 | 1,258 |
* | Corium International Inc. | 221,335 | 1,244 |
* | Genesis Healthcare Inc. | 454,734 | 1,214 |
* | aTyr Pharma Inc. | 369,242 | 1,174 |
*,^ Achaogen Inc. | 242,566 | 1,162 | |
*,^ Adamis Pharmaceuticals Corp. | 337,683 | 1,158 | |
* | CareDx Inc. | 304,778 | 1,082 |
*,^ Proteon Therapeutics Inc. | 112,124 | 1,046 | |
* | Aptevo Therapeutics Inc. | 407,639 | 1,044 |
* | KemPharm Inc. | 231,934 | 1,041 |
* | MEI Pharma Inc. | 589,711 | 1,038 |
* | Sunesis Pharmaceuticals Inc. | 236,209 | 1,032 |
* | Pain Therapeutics Inc. | 1,028,668 | 1,029 |
*,^ Tracon Pharmaceuticals Inc. | 145,185 | 981 | |
* | Catabasis Pharmaceuticals Inc. | 157,292 | 969 |
*,^ Second Sight Medical Products Inc. | 273,120 | 961 | |
* | Selecta Biosciences Inc. | 64,400 | 918 |
*,^ Chiasma Inc. | 308,565 | 907 | |
* | Alphatec Holdings Inc. | 95,582 | 899 |
* | Verastem Inc. | 674,194 | 897 |
* | AVEO Pharmaceuticals Inc. | 973,846 | 867 |
Span-America Medical Systems Inc. | 46,312 | 866 | |
* | InfuSystem Holdings Inc. | 309,333 | 857 |
* | Cumberland Pharmaceuticals Inc. | 170,595 | 855 |
* | BrainStorm Cell Therapeutics Inc. | 345,909 | 827 |
* | ADMA Biologics Inc. | 113,243 | 821 |
* | Aldeyra Therapeutics Inc. | 102,570 | 805 |
*,^ Ampio Pharmaceuticals Inc. | 1,061,384 | 786 | |
*,^ Madrigal Pharmaceuticals Inc. | 61,803 | 784 | |
*,^ Orexigen Therapeutics Inc. | 224,825 | 746 | |
* | Ocera Therapeutics Inc. | 264,414 | 701 |
* | Conatus Pharmaceuticals Inc. | 349,478 | 699 |
* | CAS Medical Systems Inc. | 406,350 | 695 |
* | Cymabay Therapeutics Inc. | 357,962 | 694 |
* | IsoRay Inc. | 958,560 | 690 |
*,^ Vermillion Inc. | 526,448 | 684 | |
*,^ Fibrocell Science Inc. | 943,611 | 679 | |
* | Palatin Technologies Inc. | 1,022,682 | 643 |
*,^ OncoSec Medical Inc. | 373,359 | 638 | |
*,^ ContraVir Pharmaceuticals Inc. | 595,741 | 637 | |
AdCare Health Systems Inc. | 298,748 | 627 | |
* | Calithera Biosciences Inc. | 192,894 | 627 |
* | Rexahn Pharmaceuticals Inc. | 2,865,769 | 602 |
*,^ Neuralstem Inc. | 1,864,648 | 597 | |
*,^ Mast Therapeutics Inc. | 4,897,605 | 539 | |
*,^ Threshold Pharmaceuticals Inc. | 781,347 | 529 | |
* | Cogentix Medical Inc. | 289,122 | 526 |
Daxor Corp. | 66,468 | 523 | |
*,^ CEL-SCI Corp. | 1,667,390 | 509 | |
*,^ Reata Pharmaceuticals Inc. Class A | 18,872 | 497 | |
*,^ CytRx Corp. | 837,449 | 493 | |
* | Imprimis Pharmaceuticals Inc. | 127,579 | 486 |
* | Retractable Technologies Inc. | 177,584 | 463 |
*,^ Unilife Corp. | 219,877 | 462 |
*,^ Marinus Pharmaceuticals Inc. | 236,326 | 430 | |
Diversicare Healthcare Services Inc. | 42,483 | 418 | |
*,^ Immune Pharmaceuticals Inc. | 1,469,500 | 411 | |
*,^ Northwest Biotherapeutics Inc. | 745,768 | 407 | |
*,^ iBio Inc. | 695,887 | 390 | |
* | Oncobiologics Inc. | 90,848 | 386 |
* | Cerulean Pharma Inc. | 370,392 | 378 |
* | Wright Medical Group Inc. CVR Exp. 12/31/2049 | 288,011 | 374 |
* | Vical Inc. | 122,328 | 372 |
* | Misonix Inc. | 67,238 | 356 |
*,^ Galectin Therapeutics Inc. | 301,736 | 341 | |
* | Tonix Pharmaceuticals Holding Corp. | 477,730 | 333 |
*,^ Caladrius Biosciences Inc. | 70,518 | 327 | |
* | MGC Diagnostics Corp. | 46,649 | 322 |
* | GTx Inc. | 410,348 | 321 |
* | Alliqua BioMedical Inc. | 389,775 | 304 |
* | Celsion Corp. | 243,540 | 297 |
* | Opexa Therapeutics Inc. | 91,633 | 296 |
* | TearLab Corp. Class A | 440,054 | 286 |
*,^ Cytori Therapeutics Inc. | 140,134 | 285 | |
*,^ Cancer Genetics Inc. | 161,588 | 283 | |
*,^ Evoke Pharma Inc. | 122,519 | 277 | |
* | Hemispherx Biopharma Inc. | 218,836 | 274 |
* | CASI Pharmaceuticals Inc. | 234,502 | 260 |
* | Biodel Inc. | 601,066 | 260 |
*,^ Viking Therapeutics Inc. | 180,700 | 257 | |
* | Dextera Surgical Inc. | 131,488 | 249 |
*,^ Aethlon Medical Inc. | 49,607 | 248 | |
* | Provectus Biopharmaceuticals Inc. Class A | 2,489,017 | 247 |
*,^ Oculus Innovative Sciences Inc. | 56,483 | 245 | |
* | Windtree Therapeutics Inc. | 92,924 | 239 |
* | Oncocyte Corp. | 44,853 | 226 |
*,^ OncoGenex Pharmaceuticals Inc. | 428,542 | 217 | |
* | Mirna Therapeutics Inc. | 110,271 | 217 |
* | Mateon Therapeutics Inc. | 343,666 | 213 |
* | Biostage Inc. | 197,422 | 211 |
*,^ Apricus Biosciences Inc. | 537,851 | 182 | |
* | Electromed Inc. | 38,975 | 177 |
*,^ Joint Corp. | 70,675 | 170 | |
* | ARCA biopharma Inc. | 56,421 | 163 |
* | Catalyst Biosciences Inc. | 130,657 | 158 |
* | HTG Molecular Diagnostics Inc. | 62,008 | 144 |
*,^ Presbia plc | 29,000 | 136 | |
*,^ Sunshine Heart Inc. | 238,112 | 136 | |
* | ImmuCell Corp. | 17,533 | 136 |
* | Biocept Inc. | 73,438 | 117 |
* | USMD Holdings Inc. | 5,047 | 114 |
* | Novan Inc. | 5,479 | 111 |
*,^ Arcadia Biosciences Inc. | 56,953 | 109 | |
* | Carbylan Therapeutics Inc. | 223,070 | 103 |
* | Acura Pharmaceuticals Inc. | 61,759 | 99 |
* | AmpliPhi Biosciences Corp. | 62,900 | 94 |
* | Ritter Pharmaceuticals Inc. | 55,031 | 92 |
*,^ BioLife Solutions Inc. | 45,286 | 83 | |
* | BioPharmX Corp. | 144,070 | 80 |
* | Capricor Therapeutics Inc. | 22,871 | 76 |
*,^ Bellerophon Therapeutics Inc. | 53,719 | 75 |
*,^ EyeGate Pharmaceuticals Inc. | 37,937 | 66 | |
*,^ Cleveland BioLabs Inc. | 35,225 | 61 | |
* | RXi Pharmaceuticals Corp. | 33,046 | 60 |
*,^ Amedica Corp. | 63,179 | 59 | |
*,^ Cyclacel Pharmaceuticals Inc. | 9,608 | 58 | |
* | Arrhythmia Research Technology Inc. | 12,440 | 52 |
* | ImmunoCellular Therapeutics Ltd. | 422,084 | 50 |
*,^ Zosano Pharma Corp. | 64,011 | 49 | |
* | Aeglea BioTherapeutics Inc. | 6,383 | 41 |
* | Milestone Scientific Inc. | 14,945 | 32 |
*,^ Pulmatrix Inc. | 17,594 | 29 | |
* | Oragenics Inc. | 61,557 | 28 |
*,^ ASTERIAS BIOTHERAPEUTICS INC WARRANTS EXP 9/30/16 | 52,036 | 27 | |
* | Cerecor Inc. | 5,222 | 21 |
*,^ Jaguar Animal Health Inc. | 15,901 | 20 | |
* | Atossa Genetics Inc. | 7,755 | 16 |
* | Histogenics Corp. | 4,270 | 14 |
* | Xtant Medical Holdings Inc. | 11,500 | 13 |
* | Pro-Dex Inc. | 2,700 | 12 |
* | Roka Bioscience Inc. | 13,614 | 9 |
* | Medovex Corp. | 5,693 | 8 |
* | OpGen Inc. | 2,146 | 4 |
* | Onconova Therapeutics Inc. | 718 | 2 |
62,061,304 | |||
Industrials (12.7%) | |||
General Electric Co. | 183,863,099 | 5,446,025 | |
3M Co. | 12,395,991 | 2,184,546 | |
Honeywell International Inc. | 15,590,394 | 1,817,684 | |
Union Pacific Corp. | 17,100,315 | 1,667,794 | |
United Technologies Corp. | 16,334,858 | 1,659,622 | |
Boeing Co. | 12,175,398 | 1,603,987 | |
United Parcel Service Inc. Class B | 14,400,165 | 1,574,802 | |
Accenture plc Class A | 12,781,195 | 1,561,479 | |
Lockheed Martin Corp. | 5,126,024 | 1,228,810 | |
Caterpillar Inc. | 11,973,154 | 1,062,857 | |
Danaher Corp. | 12,755,870 | 999,933 | |
* | PayPal Holdings Inc. | 23,552,766 | 964,957 |
* | Johnson Controls International plc | 19,146,183 | 890,872 |
FedEx Corp. | 4,912,554 | 858,125 | |
General Dynamics Corp. | 5,329,623 | 826,944 | |
Raytheon Co. | 6,070,536 | 826,382 | |
Northrop Grumman Corp. | 3,670,939 | 785,397 | |
Automatic Data Processing Inc. | 8,897,876 | 784,793 | |
Illinois Tool Works Inc. | 6,530,368 | 782,599 | |
Emerson Electric Co. | 13,200,904 | 719,581 | |
Eaton Corp. plc | 9,367,766 | 615,556 | |
CSX Corp. | 19,520,652 | 595,380 | |
Norfolk Southern Corp. | 6,017,475 | 584,056 | |
Waste Management Inc. | 9,090,540 | 579,613 | |
Deere & Co. | 6,126,047 | 522,858 | |
Fidelity National Information Services Inc. | 6,713,770 | 517,162 | |
TE Connectivity Ltd. | 7,320,755 | 471,310 | |
* | LinkedIn Corp. Class A | 2,464,759 | 471,065 |
* | Fiserv Inc. | 4,538,889 | 451,483 |
Cummins Inc. | 3,483,093 | 446,358 | |
Sherwin-Williams Co. | 1,608,451 | 444,994 | |
PACCAR Inc. | 7,179,042 | 421,984 |
Amphenol Corp. Class A | 6,306,061 | 409,389 |
Paychex Inc. | 6,657,225 | 385,254 |
Roper Technologies Inc. | 2,076,586 | 378,915 |
Ingersoll-Rand plc | 5,275,263 | 358,401 |
Parker-Hannifin Corp. | 2,748,187 | 344,980 |
Rockwell Automation Inc. | 2,673,036 | 327,019 |
Fortive Corp. | 6,377,869 | 324,634 |
Agilent Technologies Inc. | 6,678,646 | 314,497 |
* FleetCor Technologies Inc. | 1,796,353 | 312,080 |
Vulcan Materials Co. | 2,725,954 | 310,023 |
* TransDigm Group Inc. | 1,041,256 | 301,048 |
Ball Corp. | 3,586,521 | 293,915 |
Waste Connections Inc. | 3,588,449 | 268,057 |
* Verisk Analytics Inc. Class A | 3,179,806 | 258,455 |
WestRock Co. | 5,166,743 | 250,484 |
Republic Services Inc. Class A | 4,937,533 | 249,099 |
Fastenal Co. | 5,896,240 | 246,345 |
* Alliance Data Systems Corp. | 1,145,833 | 245,816 |
Global Payments Inc. | 3,142,623 | 241,228 |
WW Grainger Inc. | 1,065,635 | 239,597 |
Acuity Brands Inc. | 898,312 | 237,693 |
Masco Corp. | 6,807,341 | 233,560 |
Dover Corp. | 3,167,836 | 233,279 |
Martin Marietta Materials Inc. | 1,300,667 | 232,962 |
AMETEK Inc. | 4,852,851 | 231,869 |
* Mettler-Toledo International Inc. | 544,347 | 228,533 |
Rockwell Collins Inc. | 2,672,134 | 225,368 |
Pentair plc | 3,396,592 | 218,197 |
L-3 Communications Holdings Inc. | 1,424,711 | 214,747 |
CH Robinson Worldwide Inc. | 2,927,096 | 206,243 |
Kansas City Southern | 2,208,098 | 206,060 |
Textron Inc. | 4,957,977 | 197,080 |
Cintas Corp. | 1,723,519 | 194,068 |
Expeditors International of Washington Inc. | 3,724,412 | 191,882 |
Xylem Inc. | 3,627,495 | 190,262 |
Sealed Air Corp. | 4,029,697 | 184,641 |
Fortune Brands Home & Security Inc. | 3,157,603 | 183,457 |
Xerox Corp. | 17,892,429 | 181,250 |
* Vantiv Inc. Class A | 3,200,356 | 180,084 |
* Crown Holdings Inc. | 2,926,613 | 167,080 |
Broadridge Financial Solutions Inc. | 2,401,740 | 162,814 |
Valspar Corp. | 1,505,148 | 159,651 |
Total System Services Inc. | 3,382,957 | 159,506 |
Packaging Corp. of America | 1,946,463 | 158,170 |
Fluor Corp. | 2,909,124 | 149,296 |
AO Smith Corp. | 1,510,485 | 149,221 |
JB Hunt Transport Services Inc. | 1,838,344 | 149,163 |
Huntington Ingalls Industries Inc. | 962,360 | 147,645 |
* Trimble Navigation Ltd. | 5,130,242 | 146,520 |
IDEX Corp. | 1,542,133 | 144,297 |
* CoStar Group Inc. | 665,780 | 144,161 |
Wabtec Corp. | 1,751,089 | 142,976 |
* United Rentals Inc. | 1,779,578 | 139,679 |
* Stericycle Inc. | 1,742,664 | 139,657 |
* Sensata Technologies Holding NV | 3,586,698 | 139,092 |
Jack Henry & Associates Inc. | 1,608,602 | 137,616 |
Carlisle Cos. Inc. | 1,319,098 | 135,300 |
Allegion plc | 1,954,457 | 134,682 | |
Lennox International Inc. | 846,123 | 132,867 | |
* | Jacobs Engineering Group Inc. | 2,547,031 | 131,732 |
* | HD Supply Holdings Inc. | 4,090,919 | 130,828 |
Flowserve Corp. | 2,669,958 | 128,799 | |
Owens Corning | 2,350,311 | 125,483 | |
PerkinElmer Inc. | 2,234,128 | 125,357 | |
Macquarie Infrastructure Corp. | 1,498,836 | 124,763 | |
Hubbell Inc. Class B | 1,132,231 | 121,987 | |
* | Arrow Electronics Inc. | 1,872,256 | 119,768 |
* | Spirit AeroSystems Holdings Inc. Class A | 2,664,173 | 118,662 |
* | Keysight Technologies Inc. | 3,540,899 | 112,211 |
* | Berry Plastics Group Inc. | 2,500,172 | 109,633 |
Avnet Inc. | 2,633,666 | 108,138 | |
Sonoco Products Co. | 2,035,361 | 107,528 | |
Nordson Corp. | 1,047,536 | 104,366 | |
B/E Aerospace Inc. | 2,015,196 | 104,105 | |
ManpowerGroup Inc. | 1,427,831 | 103,175 | |
MDU Resources Group Inc. | 4,045,544 | 102,919 | |
Donaldson Co. Inc. | 2,716,329 | 101,401 | |
AptarGroup Inc. | 1,290,746 | 99,917 | |
Toro Co. | 2,131,188 | 99,825 | |
Bemis Co. Inc. | 1,940,633 | 98,992 | |
* | Old Dominion Freight Line Inc. | 1,426,315 | 97,859 |
Robert Half International Inc. | 2,560,476 | 96,940 | |
* | AECOM | 3,231,083 | 96,060 |
* | First Data Corp. Class A | 6,996,648 | 92,076 |
Graphic Packaging Holding Co. | 6,566,000 | 91,858 | |
Orbital ATK Inc. | 1,200,056 | 91,480 | |
FLIR Systems Inc. | 2,819,847 | 88,600 | |
Allison Transmission Holdings Inc. | 3,052,153 | 87,536 | |
Cognex Corp. | 1,654,806 | 87,473 | |
Hexcel Corp. | 1,911,979 | 84,701 | |
* | WEX Inc. | 783,059 | 84,641 |
Oshkosh Corp. | 1,507,347 | 84,411 | |
* | Quanta Services Inc. | 3,013,578 | 84,350 |
Graco Inc. | 1,139,345 | 84,312 | |
* | Euronet Worldwide Inc. | 1,007,001 | 82,403 |
Booz Allen Hamilton Holding Corp. Class A | 2,574,171 | 81,370 | |
* | Genesee & Wyoming Inc. Class A | 1,165,483 | 80,360 |
Lincoln Electric Holdings Inc. | 1,271,633 | 79,630 | |
Trinity Industries Inc. | 3,133,942 | 75,779 | |
EMCOR Group Inc. | 1,263,984 | 75,359 | |
MAXIMUS Inc. | 1,320,829 | 74,706 | |
*,^ XPO Logistics Inc. | 2,033,412 | 74,565 | |
Curtiss-Wright Corp. | 811,592 | 73,944 | |
Watsco Inc. | 522,306 | 73,593 | |
Eagle Materials Inc. | 944,111 | 72,980 | |
Ryder System Inc. | 1,095,940 | 72,277 | |
Jabil Circuit Inc. | 3,311,688 | 72,261 | |
BWX Technologies Inc. | 1,879,295 | 72,109 | |
^ | MSC Industrial Direct Co. Inc. Class A | 977,931 | 71,790 |
* | Zebra Technologies Corp. | 1,026,976 | 71,488 |
AGCO Corp. | 1,445,104 | 71,273 | |
* | CoreLogic Inc. | 1,805,953 | 70,829 |
* | Genpact Ltd. | 2,916,470 | 69,849 |
Woodward Inc. | 1,112,346 | 69,499 |
* | Teledyne Technologies Inc. | 642,323 | 69,326 |
Deluxe Corp. | 1,016,796 | 67,942 | |
World Fuel Services Corp. | 1,458,494 | 67,470 | |
nelley & Sons Co. | 4,284,493 | 67,352 | |
National Instruments Corp. | 2,370,843 | 67,332 | |
ITT Inc. | 1,865,994 | 66,877 | |
* | Kirby Corp. | 1,059,598 | 65,865 |
CLARCOR Inc. | 991,506 | 64,448 | |
* | TransUnion | 1,867,043 | 64,413 |
Crane Co. | 1,020,218 | 64,284 | |
* | Owens-Illinois Inc. | 3,437,421 | 63,214 |
Chicago Bridge & Iron Co. NV | 2,174,194 | 60,943 | |
Valmont Industries Inc. | 447,004 | 60,153 | |
Air Lease Corp. Class A | 2,081,527 | 59,490 | |
Belden Inc. | 858,716 | 59,243 | |
Littelfuse Inc. | 458,357 | 59,041 | |
* | USG Corp. | 2,264,402 | 58,535 |
Landstar System Inc. | 855,294 | 58,228 | |
* | IPG Photonics Corp. | 703,618 | 57,943 |
* | Colfax Corp. | 1,830,312 | 57,527 |
EnerSys | 821,150 | 56,815 | |
Regal Beloit Corp. | 940,731 | 55,964 | |
HEICO Corp. Class A | 923,502 | 55,881 | |
Joy Global Inc. | 2,000,858 | 55,504 | |
* | Louisiana-Pacific Corp. | 2,918,814 | 54,961 |
* | Coherent Inc. | 493,069 | 54,504 |
Terex Corp. | 2,121,680 | 53,912 | |
Convergys Corp. | 1,750,153 | 53,240 | |
* | WESCO International Inc. | 849,539 | 52,238 |
Timken Co. | 1,466,042 | 51,517 | |
* | Clean Harbors Inc. | 1,064,866 | 51,092 |
* | Generac Holdings Inc. | 1,354,883 | 49,182 |
* | Universal Display Corp. | 866,372 | 48,092 |
*,^ Cimpress NV | 475,128 | 48,073 | |
*,^ Ambarella Inc. | 642,795 | 47,316 | |
Kennametal Inc. | 1,620,112 | 47,016 | |
KBR Inc. | 3,044,433 | 46,062 | |
* | Esterline Technologies Corp. | 594,186 | 45,182 |
* | WageWorks Inc. | 736,516 | 44,861 |
Silgan Holdings Inc. | 867,893 | 43,907 | |
* | Sanmina Corp. | 1,530,507 | 43,574 |
ABM Industries Inc. | 1,094,668 | 43,458 | |
Barnes Group Inc. | 1,060,676 | 43,010 | |
* | Itron Inc. | 762,613 | 42,523 |
* | Rexnord Corp. | 1,949,028 | 41,729 |
Tetra Tech Inc. | 1,162,109 | 41,220 | |
* | Cardtronics plc Class A | 916,469 | 40,875 |
John Bean Technologies Corp. | 578,728 | 40,829 | |
Universal Forest Products Inc. | 411,064 | 40,486 | |
* | Moog Inc. Class A | 677,305 | 40,327 |
* | Masonite International Corp. | 647,255 | 40,240 |
Granite Construction Inc. | 806,731 | 40,127 | |
* | MasTec Inc. | 1,338,976 | 39,821 |
UniFirst Corp. | 295,498 | 38,964 | |
Mueller Water Products Inc. Class A | 3,080,074 | 38,655 | |
G&K Services Inc. Class A | 404,671 | 38,642 | |
* | FTI Consulting Inc. | 863,272 | 38,467 |
Vishay Intertechnology Inc. | 2,723,486 | 38,374 | |
Mueller Industries Inc. | 1,179,946 | 38,254 | |
GATX Corp. | 855,514 | 38,113 | |
* | Advisory Board Co. | 845,766 | 37,840 |
* | KLX Inc. | 1,071,969 | 37,733 |
Covanta Holding Corp. | 2,447,277 | 37,664 | |
MSA Safety Inc. | 637,223 | 36,984 | |
* | Anixter International Inc. | 570,202 | 36,778 |
* | On Assignment Inc. | 1,005,465 | 36,488 |
Watts Water Technologies Inc. Class A | 562,341 | 36,462 | |
Simpson Manufacturing Co. Inc. | 829,091 | 36,439 | |
Knight Transportation Inc. | 1,270,016 | 36,437 | |
CEB Inc. | 664,848 | 36,214 | |
AZZ Inc. | 549,161 | 35,844 | |
Matson Inc. | 891,991 | 35,573 | |
* | RBC Bearings Inc. | 461,487 | 35,295 |
Brink's Co. | 951,499 | 35,282 | |
* | DigitalGlobe Inc. | 1,280,044 | 35,201 |
* | Trex Co. Inc. | 598,556 | 35,147 |
* | Armstrong World Industries Inc. | 849,254 | 35,091 |
* | Swift Transportation Co. | 1,631,933 | 35,038 |
Applied Industrial Technologies Inc. | 746,505 | 34,892 | |
Brady Corp. Class A | 956,803 | 33,115 | |
* | Imperva Inc. | 604,694 | 32,478 |
Franklin Electric Co. Inc. | 793,695 | 32,311 | |
* | ExlService Holdings Inc. | 644,396 | 32,117 |
Greif Inc. Class A | 639,210 | 31,698 | |
* | Fabrinet | 709,122 | 31,620 |
* | AMN Healthcare Services Inc. | 982,459 | 31,311 |
* | Plexus Corp. | 668,477 | 31,271 |
Otter Tail Corp. | 899,472 | 31,113 | |
*,^ Smith & Wesson Holding Corp. | 1,153,443 | 30,670 | |
* | TASER International Inc. | 1,071,666 | 30,660 |
* | NeuStar Inc. Class A | 1,107,678 | 29,453 |
* | Proto Labs Inc. | 484,577 | 29,031 |
* | LifeLock Inc. | 1,704,860 | 28,846 |
* | Summit Materials Inc. Class A | 1,545,377 | 28,667 |
Triumph Group Inc. | 1,017,345 | 28,364 | |
* | MACOM Technology Solutions Holdings Inc. | 661,598 | 28,012 |
* | Hub Group Inc. Class A | 675,325 | 27,526 |
Mobile Mini Inc. | 903,473 | 27,285 | |
Forward Air Corp. | 619,227 | 26,788 | |
Apogee Enterprises Inc. | 596,159 | 26,642 | |
Actuant Corp. Class A | 1,142,998 | 26,563 | |
* | Huron Consulting Group Inc. | 440,167 | 26,304 |
* | II-VI Inc. | 1,070,365 | 26,042 |
* | TopBuild Corp. | 782,540 | 25,980 |
Methode Electronics Inc. | 733,476 | 25,650 | |
Exponent Inc. | 500,161 | 25,538 | |
*,^ Knowles Corp. | 1,806,110 | 25,376 | |
* | Benchmark Electronics Inc. | 1,010,621 | 25,215 |
* | SPX FLOW Inc. | 812,532 | 25,123 |
Insperity Inc. | 344,776 | 25,045 | |
EnPro Industries Inc. | 440,661 | 25,038 | |
Astec Industries Inc. | 416,293 | 24,923 | |
Albany International Corp. | 583,002 | 24,708 | |
* | Gibraltar Industries Inc. | 662,716 | 24,620 |
* | OSI Systems Inc. | 372,551 | 24,357 |
* | Headwaters Inc. | 1,437,402 | 24,321 |
Kaman Corp. | 548,294 | 24,081 | |
Standex International Corp. | 255,640 | 23,741 | |
* | Aerojet Rocketdyne Holdings Inc. | 1,344,611 | 23,638 |
*,^ Navistar International Corp. | 1,031,629 | 23,614 | |
Aircastle Ltd. | 1,185,928 | 23,553 | |
AAON Inc. | 810,561 | 23,360 | |
Tennant Co. | 357,852 | 23,189 | |
Cubic Corp. | 490,601 | 22,965 | |
* | American Woodmark Corp. | 283,954 | 22,878 |
ESCO Technologies Inc. | 487,387 | 22,625 | |
Sturm Ruger & Co. Inc. | 390,691 | 22,566 | |
* | Rogers Corp. | 367,069 | 22,421 |
Comfort Systems USA Inc. | 763,932 | 22,391 | |
Korn/Ferry International | 1,058,857 | 22,236 | |
* | Atlas Air Worldwide Holdings Inc. | 511,626 | 21,908 |
EVERTEC Inc. | 1,300,762 | 21,827 | |
* | Sykes Enterprises Inc. | 759,455 | 21,363 |
* | BMC Stock Holdings Inc. | 1,188,738 | 21,076 |
* | Paylocity Holding Corp. | 473,911 | 21,070 |
AAR Corp. | 668,493 | 20,937 | |
* | Meritor Inc. | 1,856,284 | 20,660 |
Werner Enterprises Inc. | 885,220 | 20,599 | |
*,^ Inovalon Holdings Inc. Class A | 1,381,778 | 20,326 | |
* | Boise Cascade Co. | 799,984 | 20,320 |
CIRCOR International Inc. | 336,998 | 20,072 | |
* | Navigant Consulting Inc. | 986,957 | 19,956 |
US Ecology Inc. | 441,292 | 19,788 | |
Multi-Color Corp. | 299,062 | 19,738 | |
* | Builders FirstSource Inc. | 1,712,213 | 19,708 |
* | TrueBlue Inc. | 868,084 | 19,671 |
Greenbrier Cos. Inc. | 545,064 | 19,241 | |
* | TriNet Group Inc. | 872,121 | 18,864 |
* | Wabash National Corp. | 1,317,761 | 18,765 |
* | Team Inc. | 572,160 | 18,715 |
Badger Meter Inc. | 558,144 | 18,703 | |
ManTech International Corp. Class A | 495,925 | 18,691 | |
Heartland Express Inc. | 978,885 | 18,481 | |
* | Press Ganey Holdings Inc. | 454,278 | 18,353 |
Primoris Services Corp. | 859,708 | 17,710 | |
* | Rofin-Sinar Technologies Inc. | 549,313 | 17,677 |
* | Tutor Perini Corp. | 819,736 | 17,600 |
Advanced Drainage Systems Inc. | 727,299 | 17,499 | |
* | Astronics Corp. | 386,360 | 17,406 |
* | PHH Corp. | 1,198,688 | 17,321 |
* | Continental Building Products Inc. | 824,130 | 17,298 |
* | Babcock & Wilcox Enterprises Inc. | 1,047,452 | 17,283 |
* | Patrick Industries Inc. | 278,978 | 17,274 |
Raven Industries Inc. | 736,308 | 16,957 | |
* | TriMas Corp. | 910,437 | 16,943 |
* | Lydall Inc. | 323,341 | 16,532 |
Federal Signal Corp. | 1,236,945 | 16,402 | |
* | TTM Technologies Inc. | 1,428,177 | 16,353 |
* | ICF International Inc. | 368,645 | 16,338 |
Harsco Corp. | 1,642,003 | 16,305 | |
* | Veeco Instruments Inc. | 830,041 | 16,294 |
Essendant Inc. | 781,873 | 16,044 | |
MTS Systems Corp. | 342,864 | 15,782 | |
^ | Lindsay Corp. | 212,181 | 15,697 |
Argan Inc. | 265,061 | 15,689 | |
Quad/Graphics Inc. | 581,051 | 15,526 | |
* | Saia Inc. | 509,763 | 15,273 |
* | SPX Corp. | 750,829 | 15,122 |
Sun Hydraulics Corp. | 465,744 | 15,030 | |
* | Installed Building Products Inc. | 415,585 | 14,907 |
McGrath RentCorp | 466,620 | 14,797 | |
* | Wesco Aircraft Holdings Inc. | 1,100,569 | 14,781 |
* | Air Transport Services Group Inc. | 1,027,058 | 14,738 |
Encore Wire Corp. | 399,382 | 14,685 | |
Viad Corp. | 397,531 | 14,657 | |
General Cable Corp. | 958,877 | 14,364 | |
Altra Industrial Motion Corp. | 490,282 | 14,203 | |
* | Overseas Shipholding Group Inc. Class A | 1,317,941 | 13,931 |
Douglas Dynamics Inc. | 433,113 | 13,834 | |
* | Integer Holdings Corp. | 636,562 | 13,807 |
* | US Concrete Inc. | 294,786 | 13,579 |
Materion Corp. | 435,872 | 13,386 | |
* | Aegion Corp. Class A | 701,691 | 13,381 |
AVX Corp. | 955,815 | 13,181 | |
Insteel Industries Inc. | 358,925 | 13,007 | |
Griffon Corp. | 760,701 | 12,940 | |
* | Echo Global Logistics Inc. | 560,945 | 12,935 |
* | Thermon Group Holdings Inc. | 652,694 | 12,891 |
HEICO Corp. | 185,881 | 12,863 | |
Global Brass & Copper Holdings Inc. | 443,424 | 12,811 | |
* | NCI Building Systems Inc. | 867,147 | 12,652 |
Triton International Ltd. | 949,212 | 12,520 | |
* | Evolent Health Inc. Class A | 505,770 | 12,452 |
* | FARO Technologies Inc. | 341,770 | 12,287 |
Alamo Group Inc. | 185,876 | 12,247 | |
Quanex Building Products Corp. | 697,345 | 12,036 | |
* | MYR Group Inc. | 398,675 | 12,000 |
CTS Corp. | 641,598 | 11,934 | |
Manitowoc Co. Inc. | 2,447,073 | 11,721 | |
* | Engility Holdings Inc. | 371,208 | 11,693 |
Kelly Services Inc. Class A | 607,239 | 11,671 | |
*,^ Energy Recovery Inc. | 716,294 | 11,446 | |
Kadant Inc. | 212,660 | 11,082 | |
Schnitzer Steel Industries Inc. | 527,076 | 11,016 | |
* | RPX Corp. | 1,025,946 | 10,967 |
Cass Information Systems Inc. | 191,578 | 10,853 | |
H&E Equipment Services Inc. | 644,506 | 10,802 | |
* | CBIZ Inc. | 962,637 | 10,772 |
Resources Connection Inc. | 718,120 | 10,729 | |
* | Aerovironment Inc. | 437,288 | 10,674 |
TeleTech Holdings Inc. | 366,554 | 10,626 | |
* | Novanta Inc. | 602,635 | 10,456 |
Kforce Inc. | 509,229 | 10,434 | |
* | PGT Inc. | 939,214 | 10,021 |
Marten Transport Ltd. | 460,366 | 9,668 | |
* | Cotiviti Holdings Inc. | 288,100 | 9,660 |
NN Inc. | 515,658 | 9,411 | |
* | Multi Packaging Solutions International Ltd. | 644,861 | 9,292 |
ArcBest Corp. | 485,392 | 9,232 | |
* | Armstrong Flooring Inc. | 482,594 | 9,111 |
Hyster-Yale Materials Handling Inc. | 148,027 | 8,901 | |
Gorman-Rupp Co. | 344,663 | 8,827 | |
* | Bazaarvoice Inc. | 1,470,985 | 8,694 |
Landauer Inc. | 193,017 | 8,585 | |
* | InnerWorkings Inc. | 909,350 | 8,566 |
Ennis Inc. | 507,682 | 8,554 | |
AEP Industries Inc. | 77,064 | 8,429 | |
* | Mistras Group Inc. | 348,887 | 8,188 |
* | YRC Worldwide Inc. | 647,053 | 7,972 |
* | DXP Enterprises Inc. | 282,162 | 7,954 |
* | Kimball Electronics Inc. | 557,228 | 7,723 |
* | TimkenSteel Corp. | 721,122 | 7,536 |
* | Cross Country Healthcare Inc. | 637,172 | 7,506 |
* | DHI Group Inc. | 950,979 | 7,503 |
Spartan Motors Inc. | 780,296 | 7,475 | |
* | Horizon Global Corp. | 374,455 | 7,463 |
American Railcar Industries Inc. | 171,048 | 7,093 | |
* | Casella Waste Systems Inc. Class A | 678,804 | 6,992 |
Mesa Laboratories Inc. | 60,855 | 6,959 | |
Myers Industries Inc. | 534,363 | 6,941 | |
Daktronics Inc. | 724,841 | 6,915 | |
Barrett Business Services Inc. | 138,877 | 6,890 | |
Heidrick & Struggles International Inc. | 369,985 | 6,863 | |
Powell Industries Inc. | 169,650 | 6,794 | |
* | Landec Corp. | 495,923 | 6,650 |
Acacia Research Corp. | 998,776 | 6,512 | |
Park-Ohio Holdings Corp. | 176,968 | 6,450 | |
Columbus McKinnon Corp. | 358,393 | 6,394 | |
*,^ Kratos Defense & Security Solutions Inc. | 927,318 | 6,389 | |
* | GP Strategies Corp. | 258,397 | 6,362 |
*,^ Energous Corp. | 322,639 | 6,327 | |
CECO Environmental Corp. | 553,298 | 6,241 | |
Park Electrochemical Corp. | 356,939 | 6,200 | |
NVE Corp. | 101,861 | 6,004 | |
* | Atkore International Group Inc. | 316,900 | 5,939 |
* | Ply Gem Holdings Inc. | 422,780 | 5,648 |
* | Milacron Holdings Corp. | 353,553 | 5,643 |
*,^ MINDBODY Inc. Class A | 285,966 | 5,622 | |
Supreme Industries Inc. Class A | 281,609 | 5,435 | |
* | ServiceSource International Inc. | 1,090,227 | 5,320 |
* | NV5 Global Inc. | 163,125 | 5,271 |
LSI Industries Inc. | 464,130 | 5,212 | |
* | Lionbridge Technologies Inc. | 1,024,940 | 5,125 |
* | Control4 Corp. | 413,789 | 5,081 |
* | Roadrunner Transportation Systems Inc. | 626,832 | 5,002 |
Miller Industries Inc. | 218,472 | 4,979 | |
VSE Corp. | 145,384 | 4,942 | |
NACCO Industries Inc. Class A | 71,825 | 4,881 | |
* | Ducommun Inc. | 213,256 | 4,871 |
* | Sparton Corp. | 180,938 | 4,751 |
Celadon Group Inc. | 541,010 | 4,728 | |
* | Covenant Transportation Group Inc. Class A | 237,337 | 4,588 |
* | CRA International Inc. | 170,577 | 4,536 |
* | GMS Inc. | 201,400 | 4,477 |
Black Box Corp. | 301,494 | 4,191 |
Bel Fuse Inc. Class B | 169,743 | 4,098 | |
* | Commercial Vehicle Group Inc. | 686,726 | 3,969 |
National Research Corp. Class A | 237,789 | 3,874 | |
* | Hudson Technologies Inc. | 566,128 | 3,765 |
Textainer Group Holdings Ltd. | 500,741 | 3,751 | |
FreightCar America Inc. | 259,913 | 3,738 | |
* | Great Lakes Dredge & Dock Corp. | 1,059,685 | 3,709 |
* | Intevac Inc. | 628,616 | 3,709 |
*,^ Advanced Emissions Solutions Inc. | 492,672 | 3,705 | |
* | Franklin Covey Co. | 206,426 | 3,676 |
* | CyberOptics Corp. | 148,860 | 3,659 |
* | Layne Christensen Co. | 412,151 | 3,507 |
* | PRGX Global Inc. | 740,513 | 3,488 |
Crawford & Co. Class B | 305,511 | 3,468 | |
Graham Corp. | 177,011 | 3,381 | |
* | Orion Group Holdings Inc. | 491,153 | 3,364 |
* | Heritage-Crystal Clean Inc. | 249,496 | 3,313 |
Hardinge Inc. | 290,300 | 3,231 | |
* | Vicor Corp. | 276,659 | 3,209 |
BG Staffing Inc. | 206,383 | 3,195 | |
* | UFP Technologies Inc. | 120,128 | 3,183 |
*,^ Workhorse Group Inc. | 439,417 | 3,181 | |
*,^ CUI Global Inc. | 532,531 | 3,105 | |
Eastern Co. | 154,810 | 3,101 | |
* | Maxwell Technologies Inc. | 600,604 | 3,099 |
* | Vishay Precision Group Inc. | 192,170 | 3,080 |
* | Everi Holdings Inc. | 1,245,000 | 3,075 |
Dynamic Materials Corp. | 288,236 | 3,073 | |
* | Sterling Construction Co. Inc. | 396,634 | 3,070 |
* | Kemet Corp. | 856,350 | 3,057 |
Houston Wire & Cable Co. | 493,772 | 3,056 | |
National Research Corp. Class B | 87,271 | 3,011 | |
* | Era Group Inc. | 370,180 | 2,980 |
* | CAI International Inc. | 357,703 | 2,958 |
* | Hill International Inc. | 636,556 | 2,935 |
* | Willis Lease Finance Corp. | 122,489 | 2,912 |
Hurco Cos. Inc. | 103,360 | 2,901 | |
* | Monster Worldwide Inc. | 781,029 | 2,820 |
* | Aspen Aerogels Inc. | 471,500 | 2,810 |
*,^ ExOne Co. | 184,116 | 2,802 | |
* | Electro Scientific Industries Inc. | 494,920 | 2,791 |
* | Willdan Group Inc. | 157,233 | 2,759 |
* | EnerNOC Inc. | 507,008 | 2,743 |
LB Foster Co. Class A | 225,690 | 2,711 | |
Twin Disc Inc. | 221,521 | 2,654 | |
* | Planet Payment Inc. | 714,346 | 2,650 |
* | ARC Document Solutions Inc. | 707,271 | 2,645 |
* | IES Holdings Inc. | 143,380 | 2,551 |
* | TRC Cos. Inc. | 291,232 | 2,525 |
* | Northwest Pipe Co. | 202,899 | 2,396 |
*,^ Blue Bird Corp. | 161,939 | 2,366 | |
Allied Motion Technologies Inc. | 124,824 | 2,360 | |
* | PFSweb Inc. | 263,259 | 2,351 |
* | Accuride Corp. | 916,972 | 2,347 |
Richardson Electronics Ltd. | 333,207 | 2,259 | |
B. Riley Financial Inc. | 168,183 | 2,247 | |
* | Mattersight Corp. | 532,688 | 2,237 |
* | Neff Corp. Class A | 229,948 | 2,185 |
Universal Logistics Holdings Inc. | 155,946 | 2,093 | |
* | Astronics Corp. Class B | 46,196 | 2,088 |
United States Lime & Minerals Inc. | 31,038 | 2,049 | |
*,^ Aqua Metals Inc. | 229,541 | 2,034 | |
CDI Corp. | 358,040 | 2,030 | |
*,^ Patriot National Inc. | 222,224 | 2,002 | |
Crawford & Co. Class A | 217,594 | 1,947 | |
* | Gencor Industries Inc. | 160,711 | 1,925 |
* | Napco Security Technologies Inc. | 267,013 | 1,923 |
* | Information Services Group Inc. | 443,333 | 1,769 |
* | Iteris Inc. | 480,578 | 1,749 |
Omega Flex Inc. | 44,786 | 1,727 | |
*,^ ModusLink Global Solutions Inc. | 1,034,639 | 1,697 | |
*,^ Energy Focus Inc. | 344,879 | 1,686 | |
* | USA Truck Inc. | 164,045 | 1,680 |
* | Manitex International Inc. | 304,306 | 1,677 |
* | Lawson Products Inc. | 94,237 | 1,671 |
* | Arotech Corp. | 544,070 | 1,605 |
* | Nuvectra Corp. | 230,706 | 1,596 |
* | American Superconductor Corp. | 224,126 | 1,571 |
* | Sharps Compliance Corp. | 358,366 | 1,552 |
* | Perceptron Inc. | 229,932 | 1,545 |
* | Xerium Technologies Inc. | 192,937 | 1,534 |
* | Ameresco Inc. Class A | 289,783 | 1,524 |
* | Volt Information Sciences Inc. | 237,249 | 1,507 |
*,^ Synthesis Energy Systems Inc. | 1,208,900 | 1,463 | |
* | LMI Aerospace Inc. | 196,405 | 1,394 |
*,^ MicroVision Inc. | 968,299 | 1,336 | |
* | Goldfield Corp. | 484,946 | 1,309 |
*,^ Applied DNA Sciences Inc. | 417,887 | 1,283 | |
* | PAM Transportation Services Inc. | 62,093 | 1,243 |
* | Ballantyne Strong Inc. | 173,211 | 1,212 |
* | Broadwind Energy Inc. | 269,382 | 1,185 |
* | StarTek Inc. | 181,975 | 1,136 |
*,^ Power Solutions International Inc. | 108,039 | 1,107 | |
* | ALJ Regional Holdings Inc. | 229,072 | 1,077 |
*,^ ClearSign Combustion Corp. | 178,108 | 1,069 | |
* | Perma-Fix Environmental Services | 211,396 | 1,065 |
* | MFRI Inc. | 130,963 | 998 |
* | General Finance Corp. | 220,958 | 994 |
*,^ Research Frontiers Inc. | 376,897 | 976 | |
* | Frequency Electronics Inc. | 92,589 | 973 |
* | Radiant Logistics Inc. | 329,453 | 936 |
*,^ Revolution Lighting Technologies Inc. | 148,014 | 934 | |
* | Key Technology Inc. | 84,925 | 918 |
* | IEC Electronics Corp. | 191,058 | 911 |
* | Cenveo Inc. | 128,845 | 908 |
* | Patriot Transportation Holding Inc. | 39,973 | 849 |
* | CPI Aerostructures Inc. | 120,875 | 838 |
* | eMagin Corp. | 316,500 | 820 |
Hudson Global Inc. | 519,220 | 800 | |
* | Innovative Solutions & Support Inc. | 238,921 | 760 |
Universal Technical Institute Inc. | 422,652 | 752 | |
* | Lincoln Educational Services Corp. | 340,412 | 749 |
* | Ultralife Corp. | 177,712 | 729 |
*,^ Digital Ally Inc. | 110,620 | 657 |
* | Taylor Devices Inc. | 31,799 | 628 |
* | Orion Energy Systems Inc. | 454,541 | 605 |
*,^ Capstone Turbine Corp. | 422,122 | 578 | |
*,^ Vertex Energy Inc. | 480,681 | 553 | |
BlueLinx Holdings Inc. | 56,493 | 507 | |
* | Asure Software Inc. | 66,519 | 426 |
AMCON Distributing Co. | 4,565 | 415 | |
EnviroStar Inc. | 47,800 | 390 | |
* | Air T Inc. | 19,270 | 388 |
*,^ Astrotech Corp. | 220,560 | 364 | |
* | UQM Technologies Inc. | 588,390 | 362 |
* | ENGlobal Corp. | 238,948 | 361 |
GEE Group Inc. | 67,770 | 354 | |
*,^ Turtle Beach Corp. | 269,413 | 353 | |
* | Marathon Patent Group Inc. | 125,481 | 353 |
* | LightPath Technologies Inc. Class A | 193,728 | 353 |
* | Image Sensing Systems Inc. | 88,673 | 343 |
* | Wireless Telecom Group Inc. | 205,351 | 337 |
* | Fuel Tech Inc. | 239,559 | 335 |
* | AMREP Corp. | 41,186 | 329 |
Chicago Rivet & Machine Co. | 11,186 | 321 | |
*,^ Odyssey Marine Exploration Inc. | 90,673 | 316 | |
* | SIFCO Industries Inc. | 29,538 | 300 |
*,^ A. M. Castle & Co. | 359,325 | 287 | |
* | Rand Logistics Inc. | 376,302 | 282 |
* | Rubicon Technology Inc. | 432,549 | 273 |
* | Echelon Corp. | 48,563 | 260 |
* | Versar Inc. | 164,937 | 257 |
*,^ Cemtrex Inc. | 62,566 | 248 | |
* | Continental Materials Corp. | 8,941 | 227 |
* | DLH Holdings Corp. | 50,584 | 222 |
* | Onvia Inc. | 44,738 | 219 |
Bel Fuse Inc. Class A | 10,580 | 213 | |
Ecology and Environment Inc. | 21,480 | 212 | |
RF Industries Ltd. | 117,256 | 209 | |
* | Sevcon Inc. | 21,782 | 193 |
* | Luna Innovations Inc. | 130,230 | 184 |
* | American Electric Technologies Inc. | 73,150 | 166 |
* | SigmaTron International Inc. | 30,411 | 165 |
* | Pioneer Power Solutions Inc. | 27,339 | 163 |
* | EnSync Inc. | 157,894 | 148 |
* | Sypris Solutions Inc. | 114,894 | 118 |
*,^ CryoPort Inc. | 43,013 | 85 | |
* | American DG Energy Inc. | 303,950 | 80 |
* | Industrial Services of America Inc. | 49,067 | 77 |
* | Quest Resource Holding Corp. | 37,693 | 76 |
* | Nortech Systems Inc. | 17,942 | 65 |
* | IntriCon Corp. | 11,274 | 63 |
*,^ Giga-tronics Inc. | 61,800 | 56 | |
Servotronics Inc. | 4,914 | 55 | |
*,^ Payment Data Systems Inc. | 19,416 | 48 | |
* | AeroCentury Corp. | 3,772 | 35 |
* | Command Security Corp. | 13,027 | 35 |
* | Micronet Enertec Technologies Inc. | 19,850 | 34 |
* | Active Power Inc. | 102,962 | 29 |
* | SMTC Corp. | 17,227 | 24 |
* | Art's-Way Manufacturing Co. Inc. | 7,669 | 22 |
* | Tel-Instrument Electronics Corp. | 4,297 | 16 |
^ | Eagle Bulk Shipping Inc. | 1,867 | 13 |
Greif Inc. Class B | 197 | 12 | |
* | RR Donnelley & Sons Co. (NYSE) | 610 | 10 |
* | Cartesian Inc. | 11,086 | 7 |
* | Electro-Sensors Inc. | 1,300 | 4 |
* | Jewett-Cameron Trading Co. Ltd. | 200 | 2 |
* | CTPartners Executive Search Inc. | 100,659 | — |
* | LGL Group Inc. Warrants expire 6/8/2018 | 3,000 | — |
59,715,842 | |||
Oil & Gas (6.7%) | |||
Exxon Mobil Corp. | 85,244,928 | 7,440,177 | |
Chevron Corp. | 38,812,502 | 3,994,583 | |
Schlumberger Ltd. | 28,696,146 | 2,256,665 | |
Occidental Petroleum Corp. | 15,661,366 | 1,142,027 | |
ConocoPhillips | 25,501,462 | 1,108,549 | |
EOG Resources Inc. | 11,294,399 | 1,092,281 | |
Kinder Morgan Inc. | 38,977,427 | 901,548 | |
Halliburton Co. | 16,832,087 | 755,424 | |
Phillips 66 | 9,144,581 | 736,596 | |
Anadarko Petroleum Corp. | 11,354,991 | 719,452 | |
Pioneer Natural Resources Co. | 3,477,704 | 645,636 | |
Spectra Energy Corp. | 14,378,082 | 614,663 | |
Valero Energy Corp. | 9,478,602 | 502,366 | |
Apache Corp. | 7,781,648 | 497,014 | |
Williams Cos. Inc. | 15,410,911 | 473,577 | |
Devon Energy Corp. | 10,211,187 | 450,415 | |
Baker Hughes Inc. | 8,830,909 | 445,696 | |
Marathon Petroleum Corp. | 10,847,551 | 440,302 | |
* | Concho Resources Inc. | 2,886,014 | 396,394 |
Noble Energy Inc. | 8,816,336 | 315,096 | |
Hess Corp. | 5,853,971 | 313,890 | |
National Oilwell Varco Inc. | 7,904,802 | 290,422 | |
Marathon Oil Corp. | 17,402,287 | 275,130 | |
Cimarex Energy Co. | 1,945,794 | 261,456 | |
EQT Corp. | 3,538,216 | 256,945 | |
Cabot Oil & Gas Corp. | 9,539,014 | 246,107 | |
Tesoro Corp. | 2,455,942 | 195,395 | |
* | Cheniere Energy Inc. | 4,230,249 | 184,439 |
* | Newfield Exploration Co. | 4,067,994 | 176,795 |
Range Resources Corp. | 4,312,234 | 167,099 | |
Targa Resources Corp. | 3,257,684 | 159,985 | |
* | Diamondback Energy Inc. | 1,607,262 | 155,165 |
^ | Helmerich & Payne Inc. | 2,132,304 | 143,504 |
* | FMC Technologies Inc. | 4,734,145 | 140,462 |
* | Southwestern Energy Co. | 10,140,901 | 140,350 |
OGE Energy Corp. | 4,064,974 | 128,535 | |
Energen Corp. | 1,989,761 | 114,849 | |
* | Antero Resources Corp. | 4,092,034 | 110,280 |
* | Parsley Energy Inc. Class A | 3,283,054 | 110,015 |
Core Laboratories NV | 931,236 | 104,606 | |
* | Weatherford International plc | 18,443,638 | 103,653 |
Murphy Oil Corp. | 3,372,964 | 102,538 | |
* | Continental Resources Inc. | 1,932,299 | 100,402 |
QEP Resources Inc. | 4,989,601 | 97,447 | |
* | WPX Energy Inc. | 7,103,658 | 93,697 |
*,^ Chesapeake Energy Corp. | 14,366,193 | 90,076 |
HollyFrontier Corp. | 3,628,175 | 88,890 | |
* | Rice Energy Inc. | 3,224,232 | 84,185 |
*,^ Transocean Ltd. | 7,674,092 | 81,806 | |
* | PDC Energy Inc. | 1,125,148 | 75,452 |
* | Gulfport Energy Corp. | 2,570,004 | 72,603 |
Nabors Industries Ltd. | 5,560,114 | 67,611 | |
SM Energy Co. | 1,738,053 | 67,054 | |
Patterson-UTI Energy Inc. | 2,897,638 | 64,820 | |
*,^ First Solar Inc. | 1,572,214 | 62,087 | |
Superior Energy Services Inc. | 3,162,501 | 56,609 | |
Oceaneering International Inc. | 2,053,757 | 56,499 | |
* | RSP Permian Inc. | 1,345,811 | 52,191 |
* | Callon Petroleum Co. | 3,209,150 | 50,384 |
* | Whiting Petroleum Corp. | 5,740,696 | 50,174 |
* | Carrizo Oil & Gas Inc. | 1,152,295 | 46,806 |
* | Dril-Quip Inc. | 824,576 | 45,962 |
PBF Energy Inc. Class A | 2,014,652 | 45,612 | |
Western Refining Inc. | 1,691,064 | 44,746 | |
* | NOW Inc. | 2,083,594 | 44,651 |
* | Matador Resources Co. | 1,810,875 | 44,077 |
Rowan Cos. plc Class A | 2,821,395 | 42,772 | |
* | Oasis Petroleum Inc. | 3,543,827 | 40,648 |
* | Laredo Petroleum Inc. | 2,976,904 | 38,402 |
SemGroup Corp. Class A | 1,082,223 | 38,267 | |
Ensco plc Class A | 4,319,345 | 36,714 | |
* | Oil States International Inc. | 1,157,042 | 36,528 |
* | MRC Global Inc. | 1,910,627 | 31,392 |
Pattern Energy Group Inc. Class A | 1,392,070 | 31,308 | |
* | Synergy Resources Corp. | 3,932,601 | 27,253 |
*,^ Denbury Resources Inc. | 8,384,155 | 27,081 | |
* | McDermott International Inc. | 5,241,636 | 26,261 |
* | Forum Energy Technologies Inc. | 1,249,734 | 24,820 |
Diamond Offshore Drilling Inc. | 1,328,515 | 23,395 | |
Delek US Holdings Inc. | 1,205,312 | 20,840 | |
Green Plains Inc. | 792,679 | 20,768 | |
* | Chart Industries Inc. | 620,747 | 20,379 |
* | SEACOR Holdings Inc. | 341,351 | 20,307 |
* | Unit Corp. | 1,074,715 | 19,990 |
*,^ RPC Inc. | 1,149,339 | 19,309 | |
Archrock Inc. | 1,371,957 | 17,945 | |
Noble Corp. plc | 2,775,631 | 17,598 | |
* | Helix Energy Solutions Group Inc. | 2,144,988 | 17,439 |
*,^ Flotek Industries Inc. | 1,105,378 | 16,072 | |
^ | Atwood Oceanics Inc. | 1,489,565 | 12,944 |
* | Newpark Resources Inc. | 1,661,725 | 12,230 |
* | TETRA Technologies Inc. | 1,846,060 | 11,279 |
* | Exterran Corp. | 700,495 | 10,984 |
* | Matrix Service Co. | 572,524 | 10,741 |
* | REX American Resources Corp. | 123,591 | 10,476 |
*,^ Sanchez Energy Corp. | 1,159,948 | 10,254 | |
*,^ SunPower Corp. Class A | 1,146,071 | 10,223 | |
*,^ Clayton Williams Energy Inc. | 102,006 | 8,715 | |
* | Par Pacific Holdings Inc. | 649,481 | 8,495 |
* | Ring Energy Inc. | 753,369 | 8,249 |
Bristow Group Inc. | 572,308 | 8,024 | |
* | Natural Gas Services Group Inc. | 316,926 | 7,793 |
Tesco Corp. | 931,263 | 7,599 |
*,^ Resolute Energy Corp. | 280,693 | 7,315 | |
* | Cobalt International Energy Inc. | 5,489,084 | 6,806 |
^ | California Resources Corp. | 529,683 | 6,621 |
*,^ Plug Power Inc. | 3,681,997 | 6,296 | |
*,^ Renewable Energy Group Inc. | 708,717 | 6,003 | |
* | Pioneer Energy Services Corp. | 1,439,332 | 5,815 |
Panhandle Oil and Gas Inc. Class A | 315,763 | 5,535 | |
*,^ Eclipse Resources Corp. | 1,650,977 | 5,432 | |
Alon USA Energy Inc. | 660,664 | 5,325 | |
^ | CVR Energy Inc. | 384,974 | 5,301 |
* | Parker Drilling Co. | 2,389,390 | 5,185 |
* | Geospace Technologies Corp. | 253,389 | 4,936 |
* | Contango Oil & Gas Co. | 460,918 | 4,711 |
Gulf Island Fabrication Inc. | 487,463 | 4,485 | |
* | Abraxas Petroleum Corp. | 2,584,064 | 4,367 |
*,^ Jones Energy Inc. Class A | 1,157,380 | 4,120 | |
*,^ TerraVia Holdings Inc. | 1,467,691 | 4,036 | |
* | PHI Inc. (Non-Voting Shares) | 221,189 | 4,019 |
* | Pacific Ethanol Inc. | 573,404 | 3,962 |
*,^ Green Brick Partners Inc. | 468,416 | 3,869 | |
*,^ EP Energy Corp. Class A | 811,855 | 3,556 | |
* | TPI Composites Inc. | 163,200 | 3,470 |
* | Trecora Resources | 279,719 | 3,194 |
* | Dawson Geophysical Co. | 417,869 | 3,188 |
*,^ EXCO Resources Inc. | 2,884,497 | 3,086 | |
* | Independence Contract Drilling Inc. | 555,344 | 2,916 |
*,^ Northern Oil and Gas Inc. | 1,026,649 | 2,751 | |
Evolution Petroleum Corp. | 420,057 | 2,638 | |
^ | CARBO Ceramics Inc. | 232,698 | 2,546 |
* | Bill Barrett Corp. | 427,673 | 2,378 |
*,^ FuelCell Energy Inc. | 387,502 | 2,100 | |
* | Willbros Group Inc. | 1,010,966 | 1,901 |
* | Gastar Exploration Inc. | 2,137,927 | 1,806 |
*,^ Hornbeck Offshore Services Inc. | 322,253 | 1,772 | |
*,^ Approach Resources Inc. | 519,142 | 1,755 | |
^ | Tidewater Inc. | 513,388 | 1,448 |
Adams Resources & Energy Inc. | 32,960 | 1,296 | |
* | ION Geophysical Corp. | 180,367 | 1,236 |
*,^ Zion Oil & Gas Inc. | 870,662 | 1,219 | |
* | VAALCO Energy Inc. | 1,258,973 | 1,170 |
*,^ Enphase Energy Inc. | 898,819 | 1,061 | |
* | PetroQuest Energy Inc. | 232,199 | 803 |
* | Mitcham Industries Inc. | 241,456 | 797 |
*,^ W&T Offshore Inc. | 437,196 | 769 | |
* | Ideal Power Inc. | 125,202 | 647 |
*,^ Rex Energy Corp. | 995,794 | 581 | |
*,^ Harvest Natural Resources Inc. | 692,035 | 556 | |
*,^ Gulfmark Offshore Inc. | 326,455 | 548 | |
*,^ Basic Energy Services Inc. | 594,500 | 493 | |
*,^ Triangle Petroleum Corp. | 1,365,429 | 376 | |
*,^ MagneGas Corp. | 555,720 | 361 | |
^ | Comstock Resources Inc. | 47,279 | 361 |
* | PrimeEnergy Corp. | 5,740 | 333 |
* | Enservco Corp. | 558,846 | 324 |
*,^ Torchlight Energy Resources Inc. | 282,464 | 308 | |
* | Aemetis Inc. | 268,465 | 306 |
*,^ Bonanza Creek Energy Inc. | 276,752 | 282 |
*,^ Amyris Inc. | 406,454 | 236 | |
* | Eco-Stim Energy Solutions Inc. | 78,312 | 167 |
*,^ Stone Energy Corp. | 13,579 | 161 | |
*,^ Superior Drilling Products Inc. | 100,396 | 95 | |
* | Yuma Energy Inc. | 207,273 | 52 |
* | PHI Inc. | 2,641 | 48 |
31,306,646 | |||
Other (0.0%)2 | |||
* | Dyax Corp CVR Expire 12/31/2019 | 2,750,063 | 3,053 |
* | Leap Wireless International Inc CVR | 872,848 | 2,200 |
* | Adolor Corp. Rights Exp. 07/01/2019 | 592,629 | 308 |
* | Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 | 1,157,305 | 127 |
* | Ambit Biosciences Corp. CVR Rights | 201,330 | 121 |
* | NuPathe Inc. CVR | 158,681 | 95 |
* | Omthera Pharmaceuticals Inc. CVR | 121,311 | 73 |
* | Full House Resorts Inc Rights Expire 12/31/2049 | 160,784 | 16 |
* | Alexza Pharmaceuticals Inc CVR | 327,391 | 11 |
* | Clinical Data CVR | 216,285 | — |
* | Gerber Scientific Inc. CVR | 388,581 | — |
*,^ Cubist Pharmaceuticals, Inc. CVR | 511,822 | — | |
*,^ Biosante Pharmaceutical Inc CVR | 253,823 | — | |
* | Allen Organ Co. Escrow Shares | 11,462 | — |
* | Trubion Pharmaceuticals Inc. CVR | 104 | — |
6,004 | |||
Technology (16.6%) | |||
Apple Inc. | 105,224,082 | 11,895,582 | |
Microsoft Corp. | 152,166,645 | 8,764,799 | |
* | Facebook Inc. Class A | 47,740,814 | 6,123,714 |
* | Alphabet Inc. Class A | 6,045,647 | 4,861,063 |
* | Alphabet Inc. Class C | 6,015,009 | 4,675,406 |
Intel Corp. | 97,238,956 | 3,670,771 | |
Cisco Systems Inc. | 103,369,640 | 3,278,885 | |
^ | International Business Machines Corp. | 17,705,867 | 2,812,577 |
Oracle Corp. | 63,527,501 | 2,495,360 | |
QUALCOMM Inc. | 30,291,051 | 2,074,937 | |
Texas Instruments Inc. | 20,624,522 | 1,447,429 | |
Broadcom Ltd. | 7,724,255 | 1,332,588 | |
* | Adobe Systems Inc. | 10,235,404 | 1,110,951 |
* | salesforce.com Inc. | 13,233,836 | 943,970 |
Hewlett Packard Enterprise Co. | 34,085,807 | 775,452 | |
* | Yahoo! Inc. | 17,585,198 | 757,922 |
NVIDIA Corp. | 10,443,471 | 715,587 | |
Applied Materials Inc. | 22,210,237 | 669,639 | |
* | Cognizant Technology Solutions Corp. Class A | 12,457,776 | 594,360 |
Intuit Inc. | 4,990,508 | 549,006 | |
HP Inc. | 35,073,975 | 544,699 | |
Corning Inc. | 21,275,038 | 503,155 | |
Analog Devices Inc. | 6,307,628 | 406,527 | |
* | Cerner Corp. | 6,234,968 | 385,009 |
* | Micron Technology Inc. | 21,326,368 | 379,183 |
Western Digital Corp. | 5,773,916 | 337,601 | |
* | Autodesk Inc. | 4,407,305 | 318,780 |
Symantec Corp. | 12,669,272 | 317,999 | |
Lam Research Corp. | 3,284,291 | 311,055 | |
* | Red Hat Inc. | 3,704,468 | 299,432 |
Skyworks Solutions Inc. | 3,851,421 | 293,247 |
Linear Technology Corp. | 4,928,961 | 292,238 | |
Xilinx Inc. | 5,208,073 | 283,007 | |
* | Palo Alto Networks Inc. | 1,750,238 | 278,865 |
Microchip Technology Inc. | 4,424,314 | 274,927 | |
*,^ Twitter Inc. | 11,634,881 | 268,184 | |
Motorola Solutions Inc. | 3,440,757 | 262,461 | |
* | Citrix Systems Inc. | 3,027,584 | 258,011 |
* | ServiceNow Inc. | 3,212,519 | 254,271 |
Seagate Technology plc | 6,154,809 | 237,268 | |
Harris Corp. | 2,555,332 | 234,094 | |
Maxim Integrated Products Inc. | 5,838,530 | 233,133 | |
KLA-Tencor Corp. | 3,207,199 | 223,574 | |
* | Dell Technologies Inc - VMware Inc | 4,565,447 | 218,228 |
* | Workday Inc. Class A | 2,325,244 | 213,202 |
CA Inc. | 6,425,322 | 212,550 | |
NetApp Inc. | 5,727,102 | 205,145 | |
* | Synopsys Inc. | 3,086,080 | 183,159 |
* | Akamai Technologies Inc. | 3,406,954 | 180,534 |
Juniper Networks Inc. | 7,481,489 | 180,005 | |
CDK Global Inc. | 3,122,998 | 179,135 | |
* | F5 Networks Inc. | 1,363,017 | 169,886 |
* | ANSYS Inc. | 1,794,852 | 166,221 |
* | Splunk Inc. | 2,732,165 | 160,323 |
* | Cadence Design Systems Inc. | 6,103,915 | 155,833 |
CDW Corp. | 3,342,327 | 152,845 | |
Computer Sciences Corp. | 2,875,583 | 150,134 | |
* | Qorvo Inc. | 2,652,925 | 147,874 |
*,^ VeriSign Inc. | 1,884,263 | 147,425 | |
* | Gartner Inc. | 1,620,043 | 143,293 |
*,^ VMware Inc. Class A | 1,653,968 | 121,319 | |
Leidos Holdings Inc. | 2,744,727 | 118,792 | |
* | Ultimate Software Group Inc. | 564,233 | 115,324 |
* | Tyler Technologies Inc. | 671,618 | 115,001 |
SS&C Technologies Holdings Inc. | 3,501,570 | 112,575 | |
Marvell Technology Group Ltd. | 8,399,098 | 111,456 | |
* | ARRIS International plc | 3,909,085 | 110,744 |
Ingram Micro Inc. | 3,074,647 | 109,642 | |
* | Fortinet Inc. | 2,936,260 | 108,436 |
* | Advanced Micro Devices Inc. | 15,609,448 | 107,861 |
* | CommScope Holding Co. Inc. | 3,554,255 | 107,019 |
* | ON Semiconductor Corp. | 8,473,573 | 104,394 |
* | PTC Inc. | 2,345,820 | 103,943 |
Garmin Ltd. | 2,141,932 | 103,048 | |
* | athenahealth Inc. | 807,535 | 101,846 |
* | Microsemi Corp. | 2,315,661 | 97,211 |
IAC/InterActiveCorp | 1,540,082 | 96,209 | |
* | NetSuite Inc. | 830,892 | 91,971 |
CSRA Inc. | 3,342,403 | 89,911 | |
Teradyne Inc. | 4,149,463 | 89,545 | |
* | Guidewire Software Inc. | 1,481,102 | 88,837 |
Brocade Communications Systems Inc. | 9,569,409 | 88,326 | |
* | Manhattan Associates Inc. | 1,472,906 | 84,869 |
* | NCR Corp. | 2,631,025 | 84,693 |
* | Nuance Communications Inc. | 5,724,545 | 83,006 |
* | Teradata Corp. | 2,666,913 | 82,674 |
DST Systems Inc. | 672,374 | 79,286 | |
Fair Isaac Corp. | 632,191 | 78,765 |
* | Aspen Technology Inc. | 1,657,779 | 77,567 |
Cypress Semiconductor Corp. | 6,162,704 | 74,938 | |
* | IMS Health Holdings Inc. | 2,378,777 | 74,551 |
* | Veeva Systems Inc. Class A | 1,796,923 | 74,177 |
*,^ Arista Networks Inc. | 845,838 | 71,964 | |
Pitney Bowes Inc. | 3,932,728 | 71,418 | |
* | Rackspace Hosting Inc. | 2,205,622 | 69,896 |
SYNNEX Corp. | 608,433 | 69,428 | |
* | EPAM Systems Inc. | 987,012 | 68,410 |
* | Cirrus Logic Inc. | 1,281,620 | 68,118 |
* | ViaSat Inc. | 910,906 | 67,999 |
* | Finisar Corp. | 2,276,401 | 67,837 |
* | Cavium Inc. | 1,159,480 | 67,482 |
* | Ellie Mae Inc. | 639,831 | 67,374 |
* | Tableau Software Inc. Class A | 1,175,641 | 64,978 |
Blackbaud Inc. | 973,285 | 64,568 | |
j2 Global Inc. | 941,427 | 62,708 | |
* | Medidata Solutions Inc. | 1,118,144 | 62,348 |
* | Ciena Corp. | 2,836,068 | 61,826 |
* | Proofpoint Inc. | 823,394 | 61,631 |
Mentor Graphics Corp. | 2,318,167 | 61,292 | |
Intersil Corp. Class A | 2,776,266 | 60,884 | |
* | Tech Data Corp. | 718,417 | 60,857 |
* | Integrated Device Technology Inc. | 2,627,009 | 60,684 |
Monolithic Power Systems Inc. | 737,696 | 59,385 | |
* | NetScout Systems Inc. | 1,879,145 | 54,965 |
InterDigital Inc. | 693,555 | 54,930 | |
* | Zendesk Inc. | 1,764,634 | 54,192 |
MKS Instruments Inc. | 1,083,903 | 53,902 | |
Science Applications International Corp. | 772,099 | 53,561 | |
* | Allscripts Healthcare Solutions Inc. | 4,054,384 | 53,396 |
* | Cree Inc. | 2,064,039 | 53,087 |
* | Entegris Inc. | 2,892,002 | 50,379 |
* | Dycom Industries Inc. | 610,554 | 49,931 |
* | CACI International Inc. Class A | 492,926 | 49,736 |
Lexmark International Inc. Class A | 1,219,020 | 48,712 | |
* | Verint Systems Inc. | 1,280,272 | 48,177 |
* | Fleetmatics Group plc | 799,800 | 47,972 |
* | Silicon Laboratories Inc. | 807,581 | 47,486 |
* | Cornerstone OnDemand Inc. | 1,024,631 | 47,082 |
* | Paycom Software Inc. | 935,784 | 46,911 |
* | Electronics For Imaging Inc. | 955,311 | 46,734 |
* | Lumentum Holdings Inc. | 1,115,306 | 46,586 |
* | TiVo Corp. | 2,374,796 | 46,261 |
*,^ FireEye Inc. | 3,130,670 | 46,115 | |
* | ACI Worldwide Inc. | 2,363,554 | 45,806 |
LogMeIn Inc. | 491,061 | 44,387 | |
* | Synaptics Inc. | 755,475 | 44,256 |
* | CommVault Systems Inc. | 810,506 | 43,062 |
*,^ 3D Systems Corp. | 2,173,708 | 39,018 | |
Tessera Technologies Inc. | 1,009,094 | 38,790 | |
* | HubSpot Inc. | 672,813 | 38,767 |
* | NETGEAR Inc. | 634,697 | 38,393 |
* | Advanced Energy Industries Inc. | 800,315 | 37,871 |
Plantronics Inc. | 705,452 | 36,655 | |
* | Gigamon Inc. | 662,006 | 36,278 |
* | Semtech Corp. | 1,302,597 | 36,121 |
* | VeriFone Systems Inc. | 2,280,772 | 35,899 |
Power Integrations Inc. | 561,578 | 35,396 | |
* | Viavi Solutions Inc. | 4,767,558 | 35,232 |
Diebold Inc. | 1,413,982 | 35,053 | |
* | Synchronoss Technologies Inc. | 828,111 | 34,102 |
* | GoDaddy Inc. Class A | 946,568 | 32,685 |
* | 2U Inc. | 850,683 | 32,573 |
* | Inphi Corp. | 745,110 | 32,420 |
* | MicroStrategy Inc. Class A | 190,676 | 31,927 |
* | Premier Inc. Class A | 967,983 | 31,305 |
* | EchoStar Corp. Class A | 711,108 | 31,168 |
Cogent Communications Holdings Inc. | 840,961 | 30,956 | |
* | Envestnet Inc. | 825,218 | 30,079 |
NIC Inc. | 1,274,897 | 29,960 | |
* | Syntel Inc. | 693,257 | 29,054 |
*,^ Ubiquiti Networks Inc. | 532,029 | 28,464 | |
* | Rambus Inc. | 2,270,199 | 28,377 |
* | Infoblox Inc. | 1,071,495 | 28,255 |
* | BroadSoft Inc. | 601,522 | 28,001 |
* | RealPage Inc. | 1,068,242 | 27,454 |
* | Oclaro Inc. | 3,170,426 | 27,107 |
*,^ Square Inc. | 2,304,604 | 26,872 | |
* | Progress Software Corp. | 968,297 | 26,338 |
* | Infinera Corp. | 2,911,066 | 26,287 |
* | RingCentral Inc. Class A | 1,107,245 | 26,197 |
^ | Ebix Inc. | 457,844 | 26,028 |
CSG Systems International Inc. | 618,484 | 25,562 | |
* | SPS Commerce Inc. | 343,265 | 25,199 |
*,^ Shutterstock Inc. | 390,610 | 24,882 | |
Cabot Microelectronics Corp. | 469,615 | 24,847 | |
*,^ New Relic Inc. | 645,416 | 24,732 | |
* | Insight Enterprises Inc. | 751,448 | 24,460 |
* | MaxLinear Inc. | 1,173,187 | 23,781 |
* | Callidus Software Inc. | 1,284,758 | 23,575 |
West Corp. | 1,004,467 | 22,179 | |
* | Interactive Intelligence Group Inc. | 363,596 | 21,867 |
* | Qualys Inc. | 570,997 | 21,806 |
Pegasystems Inc. | 675,684 | 19,926 | |
* | Cray Inc. | 827,402 | 19,477 |
* | Mercury Systems Inc. | 785,480 | 19,299 |
ADTRAN Inc. | 1,006,787 | 19,270 | |
* | ScanSource Inc. | 520,371 | 18,994 |
* | Ixia | 1,491,236 | 18,640 |
* | Bottomline Technologies de Inc. | 797,151 | 18,582 |
* | Amkor Technology Inc. | 1,911,253 | 18,577 |
Monotype Imaging Holdings Inc. | 835,951 | 18,483 | |
* | Super Micro Computer Inc. | 774,908 | 18,110 |
Brooks Automation Inc. | 1,321,254 | 17,982 | |
* | Web.com Group Inc. | 983,174 | 16,979 |
*,^ Gogo Inc. | 1,465,514 | 16,179 | |
* | Diodes Inc. | 755,774 | 16,128 |
* | FormFactor Inc. | 1,447,767 | 15,708 |
*,^ Twilio Inc. | 243,680 | 15,683 | |
*,^ Pure Storage Inc. Class A | 1,152,533 | 15,617 | |
* | Q2 Holdings Inc. | 543,606 | 15,580 |
* | CEVA Inc. | 431,225 | 15,123 |
* | Lattice Semiconductor Corp. | 2,317,637 | 15,041 |
* | Cvent Inc. | 463,334 | 14,692 |
*,^ Match Group Inc. | 824,819 | 14,674 | |
* | Photronics Inc. | 1,379,308 | 14,221 |
* | Perficient Inc. | 693,392 | 13,972 |
* | Benefitfocus Inc. | 346,736 | 13,842 |
* | Five9 Inc. | 869,617 | 13,636 |
* | Virtusa Corp. | 548,362 | 13,534 |
* | Barracuda Networks Inc. | 514,755 | 13,116 |
* | NeoPhotonics Corp. | 791,710 | 12,937 |
* | ePlus Inc. | 135,630 | 12,805 |
*,^ InvenSense Inc. | 1,720,223 | 12,764 | |
* | Endurance International Group Holdings Inc. | 1,426,916 | 12,486 |
Quality Systems Inc. | 1,070,678 | 12,120 | |
* | PROS Holdings Inc. | 530,847 | 12,002 |
* | Ultratech Inc. | 514,258 | 11,869 |
*,^ Acacia Communications Inc. | 112,500 | 11,619 | |
*,^ Nimble Storage Inc. | 1,290,699 | 11,397 | |
* | ShoreTel Inc. | 1,382,967 | 11,064 |
* | Applied Micro Circuits Corp. | 1,583,716 | 11,007 |
* | VASCO Data Security International Inc. | 613,492 | 10,804 |
Inteliquent Inc. | 663,729 | 10,713 | |
* | Nanometrics Inc. | 478,120 | 10,681 |
* | Rudolph Technologies Inc. | 597,736 | 10,604 |
* | Silver Spring Networks Inc. | 727,191 | 10,312 |
* | Box Inc. | 649,705 | 10,239 |
* | Loral Space & Communications Inc. | 258,527 | 10,111 |
* | CalAmp Corp. | 723,818 | 10,097 |
* | A10 Networks Inc. | 935,742 | 10,003 |
* | Harmonic Inc. | 1,683,369 | 9,982 |
* | SunEdison Semiconductor Ltd. | 875,439 | 9,971 |
* | Unisys Corp. | 1,018,606 | 9,921 |
Epiq Systems Inc. | 601,633 | 9,921 | |
* | Intralinks Holdings Inc. | 984,829 | 9,907 |
* | PDF Solutions Inc. | 543,652 | 9,878 |
* | Workiva Inc. | 527,197 | 9,558 |
* | Actua Corp. | 721,542 | 9,344 |
*,^ Alarm.com Holdings Inc. | 323,684 | 9,342 | |
* | Vocera Communications Inc. | 547,228 | 9,248 |
* | Varonis Systems Inc. | 306,063 | 9,212 |
* | CommerceHub Inc. | 574,057 | 9,133 |
* | Exar Corp. | 973,241 | 9,061 |
* | Extreme Networks Inc. | 2,013,728 | 9,042 |
* | Blucora Inc. | 780,443 | 8,741 |
* | LivePerson Inc. | 1,032,670 | 8,685 |
Hackett Group Inc. | 508,921 | 8,407 | |
Forrester Research Inc. | 213,778 | 8,316 | |
*,^ Applied Optoelectronics Inc. | 365,062 | 8,108 | |
*,^ KEYW Holding Corp. | 732,683 | 8,089 | |
* | Alpha & Omega Semiconductor Ltd. | 368,870 | 8,012 |
* | Axcelis Technologies Inc. | 591,924 | 7,861 |
*,^ Digimarc Corp. | 204,809 | 7,854 | |
* | Brightcove Inc. | 596,599 | 7,786 |
* | Sonus Networks Inc. | 975,297 | 7,588 |
* | Boingo Wireless Inc. | 733,401 | 7,539 |
American Software Inc. Class A | 595,190 | 6,607 | |
*,^ Hortonworks Inc. | 770,280 | 6,432 | |
* | Carbonite Inc. | 413,286 | 6,348 |
* | Model N Inc. | 570,650 | 6,340 |
* | Xcerra Corp. | 1,045,933 | 6,338 |
* | Rapid7 Inc. | 358,810 | 6,333 |
* | Calix Inc. | 861,446 | 6,332 |
* | Instructure Inc. | 248,363 | 6,301 |
PC Connection Inc. | 234,082 | 6,184 | |
* | MeetMe Inc. | 995,503 | 6,172 |
* | Tangoe Inc. | 737,500 | 6,084 |
Computer Programs & Systems Inc. | 225,543 | 5,878 | |
Comtech Telecommunications Corp. | 454,624 | 5,824 | |
* | ChannelAdvisor Corp. | 448,817 | 5,803 |
IXYS Corp. | 480,608 | 5,791 | |
* | Silicon Graphics International Corp. | 748,772 | 5,766 |
* | Apigee Corp. | 331,066 | 5,761 |
* | Sigma Designs Inc. | 735,369 | 5,729 |
* | Exa Corp. | 354,887 | 5,696 |
* | Radisys Corp. | 1,039,763 | 5,558 |
Cohu Inc. | 454,884 | 5,340 | |
* | Mitek Systems Inc. | 628,987 | 5,214 |
* | Jive Software Inc. | 1,208,841 | 5,150 |
* | RigNet Inc. | 335,700 | 5,076 |
* | Digi International Inc. | 440,086 | 5,017 |
* | Xactly Corp. | 330,738 | 4,868 |
* | Immersion Corp. | 593,988 | 4,847 |
* | DSP Group Inc. | 365,386 | 4,388 |
* | USA Technologies Inc. | 767,011 | 4,299 |
* | CommerceHub Inc. Class A | 266,423 | 4,209 |
* | Zix Corp. | 1,024,551 | 4,201 |
* | Datalink Corp. | 372,494 | 3,952 |
* | Impinj Inc. | 102,360 | 3,830 |
* | GSI Technology Inc. | 779,926 | 3,689 |
* | Clearfield Inc. | 196,005 | 3,685 |
* | Quantum Corp. | 4,947,063 | 3,642 |
* | AXT Inc. | 701,179 | 3,639 |
* | Ultra Clean Holdings Inc. | 490,321 | 3,633 |
QAD Inc. Class A | 159,947 | 3,580 | |
* | Amber Road Inc. | 362,115 | 3,494 |
* | GigPeak Inc. | 1,465,658 | 3,444 |
* | Rosetta Stone Inc. | 404,165 | 3,427 |
* | Vectrus Inc. | 214,314 | 3,264 |
* | Agilysys Inc. | 293,495 | 3,264 |
* | KVH Industries Inc. | 355,992 | 3,136 |
EMCORE Corp. | 539,211 | 3,074 | |
* | Guidance Software Inc. | 509,562 | 3,037 |
*,^ Castlight Health Inc. Class B | 708,924 | 2,949 | |
* | Telenav Inc. | 514,146 | 2,946 |
Computer Task Group Inc. | 575,939 | 2,707 | |
* | Hutchinson Technology Inc. | 676,957 | 2,694 |
Simulations Plus Inc. | 284,393 | 2,508 | |
*,^ Appfolio Inc. | 128,344 | 2,495 | |
* | Kopin Corp. | 1,118,910 | 2,439 |
*,^ VirnetX Holding Corp. | 796,443 | 2,437 | |
* | Seachange International Inc. | 806,787 | 2,412 |
* | Aerohive Networks Inc. | 394,727 | 2,404 |
* | Key Tronic Corp. | 308,692 | 2,300 |
* | Edgewater Technology Inc. | 268,543 | 2,283 |
* | ARI Network Services Inc. | 507,287 | 2,252 |
*,^ SecureWorks Corp. Class A | 176,829 | 2,212 | |
*,^ Park City Group Inc. | 185,559 | 2,190 | |
*,^ Novatel Wireless Inc. | 684,731 | 2,143 | |
PC-Tel Inc. | 403,368 | 2,134 | |
* | MobileIron Inc. | 761,763 | 2,095 |
* | Covisint Corp. | 932,791 | 2,033 |
NCI Inc. Class A | 173,562 | 2,008 | |
* | Aware Inc. | 348,867 | 1,849 |
Preformed Line Products Co. | 43,037 | 1,815 | |
*,^ TransEnterix Inc. | 1,071,239 | 1,810 | |
*,^ Pixelworks Inc. | 644,421 | 1,798 | |
* | Ooma Inc. | 195,376 | 1,774 |
* | Limelight Networks Inc. | 937,800 | 1,754 |
* | Rightside Group Ltd. | 190,008 | 1,729 |
* | BSQUARE Corp. | 350,719 | 1,726 |
* | Ciber Inc. | 1,453,174 | 1,671 |
* | Internap Corp. | 998,735 | 1,648 |
TransAct Technologies Inc. | 219,989 | 1,621 | |
* | Pendrell Corp. | 2,290,362 | 1,569 |
* | NetSol Technologies Inc. | 248,867 | 1,558 |
* | VOXX International Corp. Class A | 516,734 | 1,545 |
Systemax Inc. | 194,630 | 1,541 | |
ClearOne Inc. | 137,384 | 1,537 | |
* | Numerex Corp. Class A | 190,131 | 1,479 |
* | iPass Inc. | 916,260 | 1,475 |
* | Datawatch Corp. | 183,944 | 1,363 |
TESSCO Technologies Inc. | 107,526 | 1,334 | |
* | Synacor Inc. | 449,243 | 1,307 |
Concurrent Computer Corp. | 236,019 | 1,298 | |
* | Marin Software Inc. | 512,447 | 1,291 |
* | MRV Communications Inc. | 113,854 | 1,290 |
* | Amtech Systems Inc. | 252,548 | 1,253 |
*,^ Netlist Inc. | 988,391 | 1,226 | |
Great Elm Capital Group Inc. | 241,938 | 1,135 | |
* | Tremor Video Inc. | 673,055 | 1,131 |
LRAD Corp. | 602,425 | 1,127 | |
* | Icad Inc. | 209,938 | 1,092 |
*,^ Sunworks Inc. | 414,517 | 1,065 | |
* | PAR Technology Corp. | 193,926 | 1,041 |
*,^ Neonode Inc. | 909,044 | 1,036 | |
*,^ Rocket Fuel Inc. | 388,154 | 1,025 | |
Evolving Systems Inc. | 232,304 | 1,011 | |
* | ID Systems Inc. | 204,890 | 1,004 |
* | SITO Mobile Ltd. | 203,819 | 897 |
* | Upland Software Inc. | 101,213 | 892 |
* | Support.com Inc. | 1,053,784 | 885 |
* | Xplore Technologies Corp. | 341,629 | 820 |
* | FalconStor Software Inc. | 772,635 | 804 |
*,^ QuickLogic Corp. | 1,056,874 | 803 | |
* | GSE Systems Inc. | 275,429 | 793 |
*,^ CVD Equipment Corp. | 89,642 | 751 | |
*,^ ParkerVision Inc. | 169,036 | 720 | |
GlobalSCAPE Inc. | 200,880 | 717 | |
* | Aviat Networks Inc. | 76,618 | 706 |
* | eGain Corp. | 227,199 | 702 |
RELM Wireless Corp. | 127,563 | 681 | |
*,^ MoSys Inc. | 841,793 | 631 |
QAD Inc. Class B | 28,747 | 561 | |
RCM Technologies Inc. | 82,515 | 545 | |
* | WidePoint Corp. | 1,255,826 | 537 |
*,^ Resonant Inc. | 98,340 | 537 | |
AstroNova Inc. | 34,603 | 513 | |
* | DASAN Zhone Solutions Inc. | 435,733 | 497 |
* | Inuvo Inc. | 362,897 | 461 |
* | Intermolecular Inc. | 448,653 | 445 |
* | ARC Group Worldwide Inc. | 109,790 | 405 |
* | Imation Corp. | 603,706 | 382 |
* | Streamline Health Solutions Inc. | 200,663 | 369 |
* | Nutanix Inc. | 9,877 | 365 |
Communications Systems Inc. | 75,909 | 361 | |
* | Westell Technologies Inc. Class A | 696,943 | 357 |
* | Identiv Inc. | 162,718 | 355 |
* | Qumu Corp. | 149,439 | 342 |
*,^ FORM Holdings Corp. | 118,201 | 318 | |
* | Everbridge Inc. | 18,820 | 317 |
* | inTEST Corp. | 75,255 | 301 |
* | Aehr Test Systems | 93,715 | 301 |
*,^ Violin Memory Inc. | 403,672 | 295 | |
* | Data I/O Corp. | 79,543 | 278 |
* | Smith Micro Software Inc. | 116,951 | 237 |
*,^ Xtera Communications Inc. | 396,546 | 214 | |
* | BroadVision Inc. | 38,131 | 195 |
* | SharpSpring Inc. | 34,445 | 177 |
* | Apptio Inc. Class A | 8,061 | 175 |
* | Cinedigm Corp. Class A | 84,887 | 166 |
CSP Inc. | 16,227 | 165 | |
* | Lantronix Inc. | 107,354 | 150 |
*,^ Adesto Technologies Corp. | 63,582 | 140 | |
* | Mastech Digital Inc. | 15,394 | 125 |
*,^ Voltari Corp. | 43,032 | 114 | |
* | Sonic Foundry Inc. | 17,328 | 101 |
* | Sysorex Global | 280,235 | 100 |
* | Determine Inc. | 48,769 | 88 |
*,^ NXT-ID Inc. | 25,800 | 78 | |
* | Network-1 Technologies Inc. | 23,471 | 64 |
* | ADDvantage Technologies Group Inc. | 29,519 | 52 |
* | Fusion Telecommunications International Inc. | 30,990 | 51 |
* | Infosonics Corp. | 33,591 | 17 |
* | Finjan Holdings Inc. | 6,800 | 12 |
Intelligent Systems Corp. | 1,383 | 5 | |
* | Sajan Inc. | 100 | — |
77,968,651 | |||
Telecommunications (2.4%) | |||
AT&T Inc. | 126,350,624 | 5,131,099 | |
Verizon Communications Inc. | 84,144,546 | 4,373,833 | |
CenturyLink Inc. | 11,283,114 | 309,496 | |
* | SBA Communications Corp. Class A | 2,563,150 | 287,483 |
* | Level 3 Communications Inc. | 6,044,232 | 280,331 |
* | T-Mobile US Inc. | 5,888,023 | 275,088 |
Frontier Communications Corp. | 24,010,618 | 99,884 | |
*,^ Sprint Corp. | 12,280,756 | 81,421 | |
* | Zayo Group Holdings Inc. | 2,460,585 | 73,104 |
Telephone & Data Systems Inc. | 1,863,099 | 50,639 | |
Shenandoah Telecommunications Co. | 983,595 | 26,764 |
* | 8x8 Inc. | 1,729,873 | 26,692 |
* | Vonage Holdings Corp. | 4,010,240 | 26,508 |
Consolidated Communications Holdings Inc. | 990,921 | 25,011 | |
^ | Windstream Holdings Inc. | 1,960,505 | 19,703 |
* | Cincinnati Bell Inc. | 4,696,349 | 19,161 |
* | inContact Inc. | 1,250,250 | 17,478 |
ATN International Inc. | 223,261 | 14,521 | |
*,^ Iridium Communications Inc. | 1,674,542 | 13,581 | |
* | ORBCOMM Inc. | 1,308,467 | 13,412 |
EarthLink Holdings Corp. | 2,114,005 | 13,107 | |
* | GTT Communications Inc. | 517,985 | 12,188 |
*,^ Globalstar Inc. | 8,832,848 | 10,688 | |
* | United States Cellular Corp. | 266,782 | 9,695 |
* | General Communication Inc. Class A | 529,632 | 7,282 |
* | FairPoint Communications Inc. | 474,189 | 7,127 |
Spok Holdings Inc. | 397,011 | 7,075 | |
* | Hawaiian Telcom Holdco Inc. | 285,173 | 6,385 |
IDT Corp. Class B | 351,625 | 6,062 | |
* | Lumos Networks Corp. | 425,411 | 5,956 |
*,^ pdvWireless Inc. | 258,502 | 5,920 | |
*,^ Straight Path Communications Inc. Class B | 162,873 | 4,171 | |
* | HC2 Holdings Inc. | 528,107 | 2,878 |
* | Alaska Communications Systems Group Inc. | 1,402,988 | 2,413 |
*,^ Intelsat SA | 527,201 | 1,429 | |
* | Elephant Talk Communications Corp. | 1,001,878 | 163 |
* | Otelco Inc. Class A | 2,754 | 12 |
11,267,760 | |||
Utilities (3.3%) | |||
NextEra Energy Inc. | 9,582,462 | 1,172,127 | |
Duke Energy Corp. | 14,106,673 | 1,129,098 | |
Southern Co. | 20,026,381 | 1,027,353 | |
Dominion Resources Inc. | 12,844,149 | 953,935 | |
American Electric Power Co. Inc. | 10,018,796 | 643,307 | |
PG&E Corp. | 10,296,718 | 629,850 | |
Exelon Corp. | 18,871,841 | 628,244 | |
Sempra Energy | 5,098,223 | 546,479 | |
Edison International | 6,659,720 | 481,165 | |
PPL Corp. | 13,887,680 | 480,097 | |
Consolidated Edison Inc. | 6,221,784 | 468,500 | |
Public Service Enterprise Group Inc. | 10,348,997 | 433,313 | |
Xcel Energy Inc. | 10,296,337 | 423,591 | |
WEC Energy Group Inc. | 6,469,924 | 387,419 | |
Eversource Energy | 6,489,246 | 351,587 | |
DTE Energy Co. | 3,641,721 | 341,120 | |
FirstEnergy Corp. | 8,687,983 | 287,399 | |
Entergy Corp. | 3,625,504 | 278,185 | |
American Water Works Co. Inc. | 3,625,297 | 271,317 | |
Ameren Corp. | 4,934,411 | 242,674 | |
CMS Energy Corp. | 5,628,724 | 236,463 | |
ONEOK Inc. | 4,308,623 | 221,420 | |
CenterPoint Energy Inc. | 8,424,725 | 195,706 | |
SCANA Corp. | 2,633,916 | 190,617 | |
Alliant Energy Corp. | 4,731,453 | 181,262 | |
Pinnacle West Capital Corp. | 2,323,004 | 176,525 | |
AES Corp. | 13,475,509 | 173,160 | |
Westar Energy Inc. Class A | 2,927,952 | 166,161 | |
NiSource Inc. | 6,631,272 | 159,880 |
UGI Corp. | 3,511,899 | 158,878 | |
Atmos Energy Corp. | 2,062,462 | 153,592 | |
ITC Holdings Corp. | 3,163,385 | 147,034 | |
Great Plains Energy Inc. | 4,253,540 | 116,079 | |
Aqua America Inc. | 3,572,179 | 108,880 | |
Piedmont Natural Gas Co. Inc. | 1,730,732 | 103,913 | |
* | Calpine Corp. | 7,366,906 | 93,118 |
National Fuel Gas Co. | 1,653,464 | 89,403 | |
Vectren Corp. | 1,752,105 | 87,956 | |
IDACORP Inc. | 1,093,266 | 85,581 | |
Portland General Electric Co. | 1,969,296 | 83,872 | |
NRG Energy Inc. | 6,498,941 | 72,853 | |
Black Hills Corp. | 1,096,028 | 67,099 | |
Hawaiian Electric Industries Inc. | 2,214,678 | 66,108 | |
ONE Gas Inc. | 1,054,113 | 65,186 | |
Southwest Gas Corp. | 918,622 | 64,175 | |
WGL Holdings Inc. | 1,021,795 | 64,067 | |
ALLETE Inc. | 1,044,298 | 62,261 | |
Avista Corp. | 1,478,057 | 61,768 | |
PNM Resources Inc. | 1,789,951 | 58,567 | |
Spire Inc. | 914,542 | 58,293 | |
NorthWestern Corp. | 1,012,769 | 58,265 | |
New Jersey Resources Corp. | 1,772,348 | 58,239 | |
Avangrid Inc. | 1,311,396 | 54,790 | |
South Jersey Industries Inc. | 1,613,425 | 47,677 | |
MGE Energy Inc. | 833,942 | 47,126 | |
El Paso Electric Co. | 902,139 | 42,193 | |
Ormat Technologies Inc. | 835,101 | 40,427 | |
Northwest Natural Gas Co. | 590,135 | 35,473 | |
California Water Service Group | 987,274 | 31,682 | |
Empire District Electric Co. | 908,282 | 31,009 | |
* | Dynegy Inc. | 2,420,997 | 29,996 |
American States Water Co. | 746,548 | 29,899 | |
TerraForm Power Inc. Class A | 1,773,716 | 24,673 | |
* | Talen Energy Corp. | 1,766,017 | 24,459 |
Chesapeake Utilities Corp. | 331,072 | 20,215 | |
Connecticut Water Service Inc. | 330,230 | 16,422 | |
Unitil Corp. | 407,075 | 15,900 | |
SJW Corp. | 326,202 | 14,249 | |
Middlesex Water Co. | 366,089 | 12,901 | |
*,^ Sunrun Inc. | 1,434,819 | 9,039 | |
York Water Co. | 282,354 | 8,375 | |
Artesian Resources Corp. Class A | 224,803 | 6,416 | |
Atlantic Power Corp. | 2,238,892 | 5,530 | |
Delta Natural Gas Co. Inc. | 190,830 | 4,551 | |
Spark Energy Inc. Class A | 124,447 | 3,625 | |
* | Pure Cycle Corp. | 482,435 | 2,769 |
Gas Natural Inc. | 350,416 | 2,688 | |
*,^ Cadiz Inc. | 353,762 | 2,621 | |
Genie Energy Ltd. Class B | 286,954 | 1,693 | |
* | US Geothermal Inc. | 2,237,474 | 1,621 |
*,^ Vivint Solar Inc. | 476,796 | 1,507 | |
15,432,667 | |||
Total Common Stocks (Cost $327,332,866) | 466,215,059 |
Coupon | |||||
Temporary Cash Investments (1.1%)1 | |||||
Money Market Fund (1.1%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 50,737,726 | 5,074,280 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
United States Treasury Bill | 0.296% | 11/25/16 | 1,600 | 1,600 | |
5 | United States Treasury Bill | 0.321% | 12/1/16 | 40,000 | 39,988 |
5 | United States Treasury Bill | 0.312%-0.341% | 12/8/16 | 24,900 | 24,892 |
5 | United States Treasury Bill | 0.281% | 12/15/16 | 14,300 | 14,294 |
5 | United States Treasury Bill | 0.190%-0.300% | 12/22/16 | 35,000 | 34,980 |
115,754 | |||||
Total Temporary Cash Investments (Cost $5,189,773) | 5,190,034 | ||||
Total Investments (100.6%) (Cost $332,522,639) | 471,405,093 | ||||
Other Asset and Liabilities-Net (-0.6%)4 | (2,606,426) | ||||
Net Assets (100%) | 468,798,667 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is
$2,416,891,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts and
swap contracts. After giving effect to futures and swap investments, the fund's effective common stock and
temporary cash investment positions represent 100.0% and 0.6%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $2,506,767,000 of collateral received for securities on loan.
5 Securities with a value of $104,058,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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.
Total Stock Market Index Fund
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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 466,202,253 | 49 | 12,757 |
Temporary Cash Investments | 5,074,280 | 115,754 | — |
Futures Contracts—Assets1 | 15,723 | — | — |
Futures Contracts—Liabilities1 | (550) | — | — |
Swap Contracts—Assets | — | 613 | — |
Swap Contracts—Liabilities | — | (8) | — |
Total | 471,291,706 | 116,408 | 12,757 |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
Total Stock Market Index Fund
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 22,015 | 2,378,060 | 40,848 |
E-mini Russell 2000 Index | December 2016 | 957 | 119,462 | 3,649 |
E-mini S&P Mid-Cap 400 Index | December 2016 | 240 | 37,190 | 620 |
45,117 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Total Stock Market Index Fund
At September 30, 2016, the fund had the following open total return swap contracts:
Floating | |||||
Interest | Unrealized | ||||
Notional | Rate | Appreciation | |||
Termination | Amount | Received | (Depreciation) | ||
Reference Entity | Date | Counterparty | ($000) | (Paid) | ($000) |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 5,649 | (0.913%) | 31 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 634 | (0.925%) | (8) |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 618 | (0.946%) | 7 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 614 | (0.943%) | 11 |
SLM Corp. | 11/23/16 | GSI | 24,492 | (0.943%) | 564 |
605 | |||||
GSCM—Goldman Sachs Capital Management. | |||||
GSI—Goldman Sachs International. |
After September 30, 2016, the counterparty posted additional collateral of $639,000 in connection with open total return swap contracts as of September 30, 2016.
E. At September 30, 2016, the cost of investment securities for tax purposes was $332,531,561,000. Net unrealized appreciation of investment securities for tax purposes was $138,873,532,000, consisting of unrealized gains of $151,213,457,000 on securities that had risen in value since their purchase and $12,339,925,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Value Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | ||
Value | ||
Shares | ($000) | |
Common Stocks (99.9%)1 | ||
Basic Materials (3.4%) | ||
EI du Pont de Nemours & Co. | 3,845,178 | 257,512 |
Dow Chemical Co. | 4,955,759 | 256,857 |
Air Products & Chemicals Inc. | 904,765 | 136,022 |
PPG Industries Inc. | 1,171,112 | 121,046 |
LyondellBasell Industries NV Class A | 1,462,719 | 117,983 |
International Paper Co. | 1,808,509 | 86,772 |
Nucor Corp. | 1,398,328 | 69,147 |
Alcoa Inc. | 5,785,032 | 58,660 |
Freeport-McMoRan Inc. | 5,253,122 | 57,049 |
Newmont Mining Corp. | 1,165,508 | 45,793 |
Celanese Corp. Class A | 636,599 | 42,372 |
Albemarle Corp. | 494,448 | 42,270 |
Eastman Chemical Co. | 585,008 | 39,593 |
Mosaic Co. | 1,541,103 | 37,695 |
Ashland Global Holdings Inc. | 272,327 | 31,576 |
Avery Dennison Corp. | 391,342 | 30,443 |
FMC Corp. | 589,383 | 28,491 |
CF Industries Holdings Inc. | 1,027,291 | 25,015 |
Reliance Steel & Aluminum Co. | 302,411 | 21,783 |
Westlake Chemical Corp. | 169,235 | 9,054 |
Versum Materials Inc. | 312 | 9 |
1,515,142 | ||
Consumer Goods (10.1%) | ||
^ Procter & Gamble Co. | 11,736,931 | 1,053,390 |
PepsiCo Inc. | 6,329,326 | 688,441 |
Mondelez International Inc. Class A | 6,499,076 | 285,309 |
Altria Group Inc. | 4,296,483 | 271,667 |
Ford Motor Co. | 17,162,238 | 207,148 |
Kimberly-Clark Corp. | 1,581,707 | 199,516 |
General Motors Co. | 6,182,241 | 196,410 |
General Mills Inc. | 2,636,781 | 168,438 |
Archer-Daniels-Midland Co. | 2,558,593 | 107,896 |
Tyson Foods Inc. Class A | 1,308,175 | 97,681 |
ConAgra Foods Inc. | 1,932,472 | 91,039 |
Delphi Automotive plc | 1,199,853 | 85,573 |
Molson Coors Brewing Co. Class B | 767,693 | 84,293 |
Kellogg Co. | 1,078,553 | 83,555 |
Dr Pepper Snapple Group Inc. | 815,955 | 74,505 |
Clorox Co. | 568,672 | 71,186 |
JM Smucker Co. | 494,841 | 67,071 |
Genuine Parts Co. | 621,429 | 62,423 |
Whirlpool Corp. | 331,550 | 53,764 |
Campbell Soup Co. | 882,320 | 48,263 |
Mattel Inc. | 1,495,010 | 45,269 |
Coach Inc. | 1,226,413 | 44,838 |
Harley-Davidson Inc. | 785,675 | 41,319 |
Stanley Black & Decker Inc. | 331,118 | 40,721 |
Hasbro Inc. | 496,530 | 39,390 |
PVH Corp. | 355,790 | 39,315 |
Lear Corp. | 314,704 | 38,148 |
Bunge Ltd. | 613,630 | 36,345 |
PulteGroup Inc. | 1,362,913 | 27,313 |
Leucadia National Corp. | 1,429,546 | 27,219 |
Ralph Lauren Corp. Class A | 247,049 | 24,986 |
DR Horton Inc. | 775,091 | 23,408 |
Ingredion Inc. | 158,998 | 21,156 |
* Edgewell Personal Care Co. | 258,343 | 20,543 |
Goodyear Tire & Rubber Co. | 575,080 | 18,575 |
Lennar Corp. Class A | 422,228 | 17,877 |
Pilgrim's Pride Corp. | 280,369 | 5,921 |
Newell Brands Inc. | 2,550 | 134 |
Lennar Corp. Class B | 1,431 | 48 |
4,510,093 | ||
Consumer Services (6.5%) | ||
Wal-Mart Stores Inc. | 6,168,051 | 444,840 |
CVS Health Corp. | 4,689,165 | 417,289 |
Target Corp. | 2,528,226 | 173,638 |
McKesson Corp. | 992,642 | 165,523 |
* eBay Inc. | 4,717,076 | 155,192 |
Delta Air Lines Inc. | 3,293,641 | 129,638 |
Time Warner Inc. | 1,624,922 | 129,360 |
Kroger Co. | 4,173,574 | 123,872 |
Sysco Corp. | 2,230,533 | 109,318 |
Cardinal Health Inc. | 1,401,165 | 108,870 |
Omnicom Group Inc. | 1,040,323 | 88,427 |
American Airlines Group Inc. | 2,330,504 | 85,320 |
AmerisourceBergen Corp. Class A | 801,802 | 64,769 |
* United Continental Holdings Inc. | 1,204,303 | 63,190 |
Viacom Inc. Class B | 1,568,382 | 59,755 |
Las Vegas Sands Corp. | 873,864 | 50,282 |
Macy's Inc. | 1,355,596 | 50,225 |
Best Buy Co. Inc. | 1,206,571 | 46,067 |
Carnival Corp. | 848,189 | 41,409 |
Aramark | 1,071,385 | 40,745 |
Interpublic Group of Cos. Inc. | 1,762,854 | 39,400 |
Kohl's Corp. | 808,775 | 35,384 |
Darden Restaurants Inc. | 527,982 | 32,376 |
News Corp. Class A | 2,190,785 | 30,627 |
Bed Bath & Beyond Inc. | 646,690 | 27,879 |
^ Nordstrom Inc. | 534,495 | 27,730 |
* Liberty SiriusXM Group | 784,870 | 26,222 |
Staples Inc. | 2,850,560 | 24,372 |
Gap Inc. | 959,184 | 21,332 |
Whole Foods Market Inc. | 702,172 | 19,907 |
* Liberty Interactive Corp. QVC Group Class A | 935,142 | 18,712 |
* Rite Aid Corp. | 2,300,129 | 17,688 |
Tiffany & Co. | 232,532 | 16,889 |
* Liberty SiriusXM Group | 380,791 | 12,939 |
H&R Block Inc. | 483,283 | 11,188 |
News Corp. Class B | 12,704 | 181 |
2,910,555 | ||
Financials (22.5%) | ||
* Berkshire Hathaway Inc. Class B | 8,457,325 | 1,221,830 |
JPMorgan Chase & Co. | 15,885,125 | 1,057,790 |
Wells Fargo & Co. | 19,970,766 | 884,305 |
Bank of America Corp. | 44,879,499 | 702,364 |
Citigroup Inc. | 12,138,620 | 573,307 |
US Bancorp | 7,150,834 | 306,699 |
American International Group Inc. | 4,473,206 | 265,440 |
Goldman Sachs Group Inc. | 1,604,937 | 258,828 |
Chubb Ltd. | 1,943,155 | 244,157 |
American Express Co. | 3,453,299 | 221,149 |
Morgan Stanley | 6,305,959 | 202,169 |
PNC Financial Services Group Inc. | 2,161,241 | 194,706 |
Bank of New York Mellon Corp. | 4,460,749 | 177,895 |
MetLife Inc. | 3,866,257 | 171,778 |
Capital One Financial Corp. | 2,252,196 | 161,775 |
Prudential Financial Inc. | 1,921,968 | 156,929 |
CME Group Inc. | 1,415,794 | 147,979 |
Travelers Cos. Inc. | 1,267,888 | 145,237 |
BB&T Corp. | 3,582,147 | 135,119 |
Aflac Inc. | 1,801,260 | 129,457 |
Allstate Corp. | 1,633,717 | 113,020 |
State Street Corp. | 1,543,770 | 107,493 |
Equity Residential | 1,607,760 | 103,427 |
Discover Financial Services | 1,775,188 | 100,387 |
Synchrony Financial | 3,484,200 | 97,558 |
SunTrust Banks Inc. | 2,180,232 | 95,494 |
Progressive Corp. | 2,559,806 | 80,634 |
Willis Towers Watson plc | 577,092 | 76,620 |
Hartford Financial Services Group Inc. | 1,698,800 | 72,743 |
M&T Bank Corp. | 621,091 | 72,109 |
Ameriprise Financial Inc. | 709,086 | 70,745 |
Fifth Third Bancorp | 3,366,027 | 68,869 |
Principal Financial Group Inc. | 1,263,366 | 65,076 |
Northern Trust Corp. | 945,708 | 64,299 |
KeyCorp | 4,755,183 | 57,871 |
Citizens Financial Group Inc. | 2,282,944 | 56,411 |
Invesco Ltd. | 1,801,474 | 56,332 |
Regions Financial Corp. | 5,516,634 | 54,449 |
Franklin Resources Inc. | 1,519,279 | 54,041 |
Cincinnati Financial Corp. | 687,746 | 51,870 |
Loews Corp. | 1,260,228 | 51,858 |
Host Hotels & Resorts Inc. | 3,263,636 | 50,815 |
Lincoln National Corp. | 1,023,863 | 48,101 |
Huntington Bancshares Inc. | 4,775,725 | 47,089 |
Annaly Capital Management Inc. | 4,378,295 | 45,972 |
Western Union Co. | 2,145,075 | 44,660 |
FNF Group | 1,145,102 | 42,266 |
XL Group Ltd. | 1,209,643 | 40,680 |
* Arch Capital Group Ltd. | 512,198 | 40,597 |
Ally Financial Inc. | 2,021,484 | 39,358 |
HCP Inc. | 1,028,575 | 39,034 |
Unum Group | 1,032,758 | 36,467 |
Comerica Inc. | 765,419 | 36,220 |
Everest Re Group Ltd. | 184,311 | 35,014 |
Nasdaq Inc. | 509,946 | 34,442 |
CIT Group Inc. | 888,684 | 32,259 |
Torchmark Corp. | 500,996 | 32,009 |
Reinsurance Group of America Inc. Class A | 282,264 | 30,468 |
New York Community Bancorp Inc. | 2,038,586 | 29,009 |
American Capital Agency Corp. | 1,454,122 | 28,413 |
Zions Bancorporation | 903,251 | 28,019 |
Kimco Realty Corp. | 874,426 | 25,315 |
Voya Financial Inc. | 877,531 | 25,290 |
First Republic Bank | 327,242 | 25,234 |
Macerich Co. | 300,175 | 24,275 |
WR Berkley Corp. | 404,138 | 23,343 |
* Liberty Broadband Corp. | 319,902 | 22,867 |
Axis Capital Holdings Ltd. | 397,347 | 21,588 |
People's United Financial Inc. | 1,362,804 | 21,560 |
Duke Realty Corp. | 772,250 | 21,106 |
Lazard Ltd. Class A | 572,360 | 20,811 |
* Alleghany Corp. | 32,184 | 16,897 |
Raymond James Financial Inc. | 280,280 | 16,315 |
Camden Property Trust | 192,858 | 16,150 |
Assurant Inc. | 131,862 | 12,164 |
Navient Corp. | 694,693 | 10,052 |
* Liberty Broadband Corp. Class A | 54,425 | 3,818 |
* Berkshire Hathaway Inc. Class A | 14 | 3,027 |
* Santander Consumer USA Holdings Inc. | 231,193 | 2,811 |
10,003,734 | ||
Health Care (12.8%) | ||
Johnson & Johnson | 12,032,054 | 1,421,347 |
Pfizer Inc. | 26,676,056 | 903,518 |
Merck & Co. Inc. | 12,161,073 | 758,973 |
UnitedHealth Group Inc. | 4,188,582 | 586,401 |
Eli Lilly & Co. | 4,369,191 | 350,671 |
Abbott Laboratories | 6,464,950 | 273,403 |
* Express Scripts Holding Co. | 2,771,701 | 195,488 |
Aetna Inc. | 1,542,845 | 178,121 |
Cigna Corp. | 1,128,413 | 147,055 |
Anthem Inc. | 1,157,411 | 145,035 |
Humana Inc. | 655,605 | 115,970 |
Zimmer Biomet Holdings Inc. | 835,717 | 108,660 |
* HCA Holdings Inc. | 1,415,496 | 107,054 |
Baxter International Inc. | 2,152,843 | 102,475 |
St. Jude Medical Inc. | 1,253,169 | 99,953 |
Quest Diagnostics Inc. | 610,982 | 51,707 |
* Hologic Inc. | 1,220,116 | 47,377 |
Perrigo Co. plc | 299,286 | 27,633 |
Universal Health Services Inc. Class B | 197,540 | 24,341 |
Patterson Cos. Inc. | 371,713 | 17,076 |
* Endo International plc | 440,873 | 8,884 |
* Boston Scientific Corp. | 7,300 | 174 |
5,671,316 | ||
Industrials (12.2%) | ||
General Electric Co. | 39,410,447 | 1,167,337 |
Honeywell International Inc. | 3,346,304 | 390,146 |
United Technologies Corp. | 3,496,681 | 355,263 |
Lockheed Martin Corp. | 1,097,305 | 263,046 |
Caterpillar Inc. | 2,569,386 | 228,084 |
* Johnson Controls International plc | 4,109,983 | 191,237 |
General Dynamics Corp. | 1,141,212 | 177,070 |
Raytheon Co. | 1,297,863 | 176,678 |
Boeing Co. | 1,303,176 | 171,680 |
Illinois Tool Works Inc. | 1,404,974 | 168,372 |
Northrop Grumman Corp. | 785,354 | 168,026 | |
Emerson Electric Co. | 2,830,271 | 154,278 | |
Eaton Corp. plc | 1,999,741 | 131,403 | |
CSX Corp. | 4,160,390 | 126,892 | |
Norfolk Southern Corp. | 1,291,075 | 125,312 | |
Waste Management Inc. | 1,945,194 | 124,026 | |
Deere & Co. | 1,312,988 | 112,063 | |
TE Connectivity Ltd. | 1,563,745 | 100,674 | |
Cummins Inc. | 741,739 | 95,054 | |
FedEx Corp. | 525,573 | 91,807 | |
PACCAR Inc. | 1,541,663 | 90,619 | |
Ingersoll-Rand plc | 1,135,371 | 77,137 | |
Parker-Hannifin Corp. | 592,832 | 74,418 | |
Ball Corp. | 765,283 | 62,715 | |
WestRock Co. | 1,105,374 | 53,589 | |
Republic Services Inc. Class A | 1,054,783 | 53,214 | |
Dover Corp. | 682,928 | 50,291 | |
Rockwell Collins Inc. | 571,434 | 48,195 | |
L-3 Communications Holdings Inc. | 305,776 | 46,090 | |
Xylem Inc. | 789,079 | 41,387 | |
Xerox Corp. | 3,790,643 | 38,399 | |
* | Crown Holdings Inc. | 615,266 | 35,126 |
Fluor Corp. | 613,445 | 31,482 | |
Flowserve Corp. | 574,615 | 27,719 | |
* | Jacobs Engineering Group Inc. | 535,031 | 27,672 |
* | Arrow Electronics Inc. | 399,980 | 25,587 |
Pentair plc | 358,897 | 23,056 | |
Avnet Inc. | 558,184 | 22,919 | |
ManpowerGroup Inc. | 300,375 | 21,705 | |
Allison Transmission Holdings Inc. | 624,128 | 17,900 | |
* | United Rentals Inc. | 188,724 | 14,813 |
Owens Corning | 251,440 | 13,424 | |
AGCO Corp. | 400 | 20 | |
5,415,925 | |||
Oil & Gas (10.3%) | |||
Exxon Mobil Corp. | 18,236,536 | 1,591,685 | |
Chevron Corp. | 8,296,748 | 853,901 | |
Occidental Petroleum Corp. | 3,359,711 | 244,990 | |
Schlumberger Ltd. | 3,058,150 | 240,493 | |
ConocoPhillips | 5,446,841 | 236,774 | |
Halliburton Co. | 3,597,715 | 161,466 | |
Phillips 66 | 1,954,553 | 157,439 | |
Spectra Energy Corp. | 3,083,421 | 131,816 | |
Valero Energy Corp. | 2,029,015 | 107,538 | |
Apache Corp. | 1,668,907 | 106,593 | |
Kinder Morgan Inc. | 4,172,426 | 96,508 | |
Devon Energy Corp. | 2,187,600 | 96,495 | |
Baker Hughes Inc. | 1,881,922 | 94,981 | |
Marathon Petroleum Corp. | 2,325,435 | 94,389 | |
Hess Corp. | 1,252,277 | 67,147 | |
National Oilwell Varco Inc. | 1,659,637 | 60,975 | |
Marathon Oil Corp. | 3,723,874 | 58,874 | |
Tesoro Corp. | 522,593 | 41,578 | |
^ | Helmerich & Payne Inc. | 452,137 | 30,429 |
* | FMC Technologies Inc. | 993,896 | 29,489 |
OGE Energy Corp. | 879,862 | 27,821 | |
* | Weatherford International plc | 3,932,125 | 22,099 |
HollyFrontier Corp. | 773,587 | 18,953 |
Energen Corp. | 212,254 | 12,251 |
Murphy Oil Corp. | 357,113 | 10,856 |
Williams Cos. Inc. | 3,600 | 111 |
4,595,651 | ||
Other (0.0%)2 | ||
* Safeway Inc CVR (Casa Ley) Expire 1/30/2018 | 376 | — |
* Safeway Inc CVR (PDC) Expire 1/30/2017 | 376 | — |
— | ||
Technology (11.1%) | ||
Microsoft Corp. | 32,557,077 | 1,875,288 |
Intel Corp. | 20,806,392 | 785,441 |
Cisco Systems Inc. | 22,120,150 | 701,651 |
International Business Machines Corp. | 3,783,329 | 600,982 |
Hewlett Packard Enterprise Co. | 7,308,022 | 166,257 |
HP Inc. | 7,523,086 | 116,834 |
Corning Inc. | 4,560,089 | 107,846 |
Western Digital Corp. | 1,238,738 | 72,429 |
Symantec Corp. | 2,703,977 | 67,870 |
Motorola Solutions Inc. | 732,751 | 55,894 |
Seagate Technology plc | 1,316,734 | 50,760 |
Harris Corp. | 548,629 | 50,260 |
* Dell Technologies Inc - VMware Inc | 980,653 | 46,875 |
CA Inc. | 1,381,887 | 45,713 |
NetApp Inc. | 1,223,968 | 43,843 |
* Synopsys Inc. | 665,892 | 39,521 |
Marvell Technology Group Ltd. | 1,792,302 | 23,784 |
Garmin Ltd. | 455,256 | 21,902 |
Juniper Networks Inc. | 798,196 | 19,205 |
Computer Sciences Corp. | 307,773 | 16,069 |
* Nuance Communications Inc. | 614,356 | 8,908 |
CSRA Inc. | 450 | 12 |
* IMS Health Holdings Inc. | 175 | 5 |
4,917,349 | ||
Telecommunications (4.8%) | ||
AT&T Inc. | 27,055,832 | 1,098,737 |
Verizon Communications Inc. | 17,927,094 | 931,850 |
CenturyLink Inc. | 2,398,230 | 65,784 |
Frontier Communications Corp. | 5,156,705 | 21,452 |
* Sprint Corp. | 2,615,301 | 17,340 |
* T-Mobile US Inc. | 1,550 | 72 |
2,135,235 | ||
Utilities (6.2%) | ||
NextEra Energy Inc. | 2,054,191 | 251,269 |
Duke Energy Corp. | 3,029,928 | 242,515 |
Southern Co. | 4,304,299 | 220,811 |
Dominion Resources Inc. | 2,752,127 | 204,400 |
American Electric Power Co. Inc. | 2,162,553 | 138,858 |
PG&E Corp. | 2,213,980 | 135,429 |
Exelon Corp. | 4,053,536 | 134,942 |
Sempra Energy | 1,098,680 | 117,767 |
Edison International | 1,432,887 | 103,526 |
PPL Corp. | 2,982,267 | 103,097 |
Consolidated Edison Inc. | 1,338,834 | 100,814 |
Public Service Enterprise Group Inc. | 2,225,006 | 93,161 |
Xcel Energy Inc. | 2,234,011 | 91,907 |
WEC Energy Group Inc. | 1,388,177 | 83,124 | |||
Eversource Energy | 1,395,766 | 75,623 | |||
DTE Energy Co. | 789,666 | 73,968 | |||
FirstEnergy Corp. | 1,867,976 | 61,793 | |||
Entergy Corp. | 787,236 | 60,405 | |||
American Water Works Co. Inc. | 782,580 | 58,568 | |||
Ameren Corp. | 1,066,360 | 52,444 | |||
CMS Energy Corp. | 1,229,795 | 51,664 | |||
ONEOK Inc. | 926,170 | 47,596 | |||
CenterPoint Energy Inc. | 1,801,250 | 41,843 | |||
SCANA Corp. | 564,690 | 40,867 | |||
Alliant Energy Corp. | 997,627 | 38,219 | |||
AES Corp. | 2,894,125 | 37,189 | |||
Pinnacle West Capital Corp. | 489,155 | 37,171 | |||
NiSource Inc. | 1,414,395 | 34,101 | |||
* | Calpine Corp. | 1,583,927 | 20,021 | ||
Avangrid Inc. | 270,753 | 11,312 | |||
2,764,404 | |||||
Total Common Stocks (Cost $37,269,854) | 44,439,404 | ||||
Coupon | |||||
Temporary Cash Investments (0.4%)1 | |||||
Money Market Fund (0.4%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 1,939,915 | 194,011 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5 | Federal Home Loan Bank Discount Notes | 0.340% | 11/16/16 | 200 | 200 |
6 | Freddie Mac Discount Notes | 0.300% | 11/8/16 | 200 | 200 |
United States Treasury Bill | 0.320% | 11/25/16 | 200 | 200 | |
7 | United States Treasury Bill | 0.318%-0.321% | 12/1/16 | 1,500 | 1,499 |
7 | United States Treasury Bill | 0.320% | 12/8/16 | 1,000 | 1,000 |
3,099 | |||||
Total Temporary Cash Investments (Cost $197,108) | 197,110 | ||||
Total Investments (100.3%) (Cost $37,466,962) | 44,636,514 | ||||
Other Assets and Liabilities-Net (-0.3%)4 | (140,251) | ||||
Net Assets (100%) | 44,496,263 |
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $167,143,000.
* Non-income-producing security.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 0.0% and 0.0%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $167,655,000 of collateral received for securities on loan.
5 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
6 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
7 Securities with a value of $2,199,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 44,439,404 | — | — |
Temporary Cash Investments | 194,011 | 3,099 | — |
Futures Contracts—Assets1 | 297 | — | — |
Total | 44,633,712 | 3,099 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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
Value Index Fund
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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 499 | 53,902 | 357 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $37,466,962,000. Net unrealized appreciation of investment securities for tax purposes was $7,169,552,000, consisting of unrealized gains of $8,165,644,000 on securities that had risen in value since their purchase and $996,092,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Growth Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.9%)1 | |||
Basic Materials (1.1%) | |||
Praxair Inc. | 1,629,905 | 196,942 | |
Ecolab Inc. | 1,499,576 | 182,528 | |
International Flavors & Fragrances Inc. | 454,788 | 65,021 | |
Newmont Mining Corp. | 1,517,227 | 59,612 | |
* | Axalta Coating Systems Ltd. | 1,230,146 | 34,776 |
WR Grace & Co. | 403,054 | 29,745 | |
568,624 | |||
Consumer Goods (11.2%) | |||
Coca-Cola Co. | 22,200,850 | 939,540 | |
Philip Morris International Inc. | 8,866,393 | 861,991 | |
NIKE Inc. Class B | 7,708,031 | 405,828 | |
Colgate-Palmolive Co. | 5,095,124 | 377,752 | |
Altria Group Inc. | 5,583,426 | 353,040 | |
Kraft Heinz Co. | 3,479,657 | 311,464 | |
Monsanto Co. | 2,500,868 | 255,589 | |
Reynolds American Inc. | 4,894,286 | 230,766 | |
Activision Blizzard Inc. | 3,812,776 | 168,906 | |
Constellation Brands Inc. Class A | 961,509 | 160,082 | |
Newell Brands Inc. | 2,754,721 | 145,064 | |
* | Electronic Arts Inc. | 1,632,235 | 139,393 |
*,^ Tesla Motors Inc. | 637,740 | 130,118 | |
* | Monster Beverage Corp. | 816,458 | 119,864 |
Estee Lauder Cos. Inc. Class A | 1,263,544 | 111,899 | |
VF Corp. | 1,897,386 | 106,348 | |
Mead Johnson Nutrition Co. | 1,054,822 | 83,341 | |
Hershey Co. | 784,462 | 74,994 | |
* | Mohawk Industries Inc. | 360,084 | 72,139 |
Church & Dwight Co. Inc. | 1,471,721 | 70,525 | |
McCormick & Co. Inc. | 657,521 | 65,699 | |
* | LKQ Corp. | 1,667,482 | 59,129 |
Hormel Foods Corp. | 1,514,545 | 57,447 | |
* | WhiteWave Foods Co. Class A | 1,012,047 | 55,086 |
Hanesbrands Inc. | 2,159,831 | 54,536 | |
Stanley Black & Decker Inc. | 430,118 | 52,896 | |
Snap-on Inc. | 332,139 | 50,472 | |
Brown-Forman Corp. Class B | 1,028,853 | 48,809 | |
* | Michael Kors Holdings Ltd. | 918,652 | 42,984 |
BorgWarner Inc. | 1,165,087 | 40,988 | |
*,^ Under Armour Inc. Class A | 1,049,397 | 40,591 | |
* | Under Armour Inc. | 1,065,677 | 36,084 |
* | NVR Inc. | 21,191 | 34,750 |
* | WABCO Holdings Inc. | 303,532 | 34,460 |
Harman International Industries Inc. | 399,738 | 33,758 | |
* | lululemon athletica Inc. | 546,147 | 33,304 |
DR Horton Inc. | 1,013,269 | 30,601 | |
^ | Polaris Industries Inc. | 347,119 | 26,881 |
Lennar Corp. Class A | 549,376 | 23,261 | |
^ | Coty Inc. Class A | 253,209 | 5,950 |
Harley-Davidson Inc. | 1,053 | 55 | |
Lennar Corp. Class B | 180 | 6 | |
5,946,390 | |||
Consumer Services (20.8%) | |||
* | Amazon.com Inc. | 2,303,077 | 1,928,389 |
Comcast Corp. Class A | 13,730,481 | 910,880 | |
Home Depot Inc. | 7,061,671 | 908,696 | |
Walt Disney Co. | 8,266,593 | 767,636 | |
McDonald's Corp. | 4,877,198 | 562,634 | |
Starbucks Corp. | 7,963,022 | 431,118 | |
Walgreens Boots Alliance Inc. | 5,257,867 | 423,889 | |
* | Priceline Group Inc. | 282,488 | 415,678 |
Costco Wholesale Corp. | 2,503,647 | 381,831 | |
Lowe's Cos. Inc. | 5,064,354 | 365,697 | |
* | Charter Communications Inc. Class A | 1,161,331 | 313,525 |
TJX Cos. Inc. | 3,589,415 | 268,416 | |
* | Netflix Inc. | 2,327,614 | 229,386 |
Yum! Brands Inc. | 2,116,508 | 192,200 | |
Time Warner Inc. | 2,110,953 | 168,053 | |
Twenty-First Century Fox Inc. Class A | 6,078,410 | 147,219 | |
Ross Stores Inc. | 2,282,300 | 146,752 | |
* | O'Reilly Automotive Inc. | 515,182 | 144,308 |
Southwest Airlines Co. | 3,546,931 | 137,940 | |
* | AutoZone Inc. | 167,173 | 128,446 |
CBS Corp. Class B | 2,250,840 | 123,211 | |
Marriott International Inc. Class A | 1,672,952 | 112,640 | |
Nielsen Holdings plc | 1,941,431 | 104,002 | |
Dollar General Corp. | 1,450,142 | 101,495 | |
* | Dollar Tree Inc. | 1,280,344 | 101,058 |
L Brands Inc. | 1,397,519 | 98,902 | |
Expedia Inc. | 704,916 | 82,278 | |
* | Ulta Salon Cosmetics & Fragrance Inc. | 338,434 | 80,541 |
Royal Caribbean Cruises Ltd. | 984,052 | 73,755 | |
* | MGM Resorts International | 2,746,966 | 71,504 |
Hilton Worldwide Holdings Inc. | 3,110,129 | 71,315 | |
* | Chipotle Mexican Grill Inc. Class A | 166,388 | 70,465 |
* | DISH Network Corp. Class A | 1,229,223 | 67,337 |
Las Vegas Sands Corp. | 1,135,392 | 65,330 | |
Advance Auto Parts Inc. | 399,909 | 59,634 | |
* | CarMax Inc. | 1,094,404 | 58,386 |
Twenty-First Century Fox Inc. | 2,282,493 | 56,469 | |
Carnival Corp. | 1,102,703 | 53,834 | |
Foot Locker Inc. | 773,677 | 52,393 | |
Tractor Supply Co. | 764,180 | 51,468 | |
Alaska Air Group Inc. | 704,046 | 46,368 | |
^ | Wynn Resorts Ltd. | 465,752 | 45,374 |
Wyndham Worldwide Corp. | 628,702 | 42,331 | |
* | TripAdvisor Inc. | 646,196 | 40,827 |
*,^ Sirius XM Holdings Inc. | 9,770,123 | 40,741 | |
FactSet Research Systems Inc. | 232,824 | 37,741 | |
* | Norwegian Cruise Line Holdings Ltd. | 908,350 | 34,245 |
* | Discovery Communications Inc. | 1,297,917 | 34,148 |
Signet Jewelers Ltd. | 446,847 | 33,304 | |
Scripps Networks Interactive Inc. Class A | 461,408 | 29,295 | |
Whole Foods Market Inc. | 910,700 | 25,818 | |
* | Liberty Interactive Corp. QVC Group Class A | 1,212,104 | 24,254 |
^ | Williams-Sonoma Inc. | 457,416 | 23,365 |
* Discovery Communications Inc. Class A | 862,107 | 23,208 |
Tiffany & Co. | 302,540 | 21,973 |
* AutoNation Inc. | 407,448 | 19,847 |
H&R Block Inc. | 631,516 | 14,620 |
* Hyatt Hotels Corp. Class A | 126,775 | 6,240 |
CBS Corp. Class A | 2,760 | 152 |
American Airlines Group Inc. | 3,393 | 124 |
* Liberty SiriusXM Group | 1,170 | 39 |
Nordstrom Inc. | 702 | 36 |
* Liberty SiriusXM Group | 585 | 20 |
11,072,780 | ||
Financials (12.2%) | ||
Visa Inc. Class A | 10,781,634 | 891,641 |
Mastercard Inc. | 5,542,200 | 564,030 |
Simon Property Group Inc. | 1,795,897 | 371,769 |
American Tower Corporation | 2,431,798 | 275,596 |
BlackRock Inc. | 603,933 | 218,902 |
Charles Schwab Corp. | 6,804,316 | 214,812 |
Marsh & McLennan Cos. Inc. | 2,961,326 | 199,149 |
S&P Global Inc. | 1,508,614 | 190,930 |
Public Storage | 842,208 | 187,930 |
Crown Castle International Corp. | 1,928,853 | 181,717 |
Intercontinental Exchange Inc. | 646,662 | 174,185 |
Aon plc | 1,517,534 | 170,707 |
Prologis Inc. | 3,000,009 | 160,620 |
Welltower Inc. | 2,044,787 | 152,889 |
Equinix Inc. | 406,049 | 146,279 |
Ventas Inc. | 2,007,142 | 141,764 |
AvalonBay Communities Inc. | 784,443 | 139,505 |
Weyerhaeuser Co. | 4,277,009 | 136,608 |
Boston Properties Inc. | 877,807 | 119,636 |
Moody's Corp. | 934,782 | 101,218 |
Realty Income Corp. | 1,478,674 | 98,968 |
Vornado Realty Trust | 971,911 | 98,367 |
Equifax Inc. | 682,467 | 91,846 |
T. Rowe Price Group Inc. | 1,348,513 | 89,676 |
General Growth Properties Inc. | 3,032,380 | 83,694 |
Essex Property Trust Inc. | 374,091 | 83,310 |
Digital Realty Trust Inc. | 839,023 | 81,486 |
* IHS Markit Ltd. | 2,046,001 | 76,827 |
* Markel Corp. | 75,939 | 70,530 |
Federal Realty Investment Trust | 408,293 | 62,849 |
SL Green Realty Corp. | 573,294 | 61,973 |
VEREIT Inc. | 5,517,423 | 57,216 |
UDR Inc. | 1,526,668 | 54,945 |
Extra Space Storage Inc. | 682,631 | 54,208 |
Iron Mountain Inc. | 1,429,391 | 53,645 |
HCP Inc. | 1,336,723 | 50,729 |
Alexandria Real Estate Equities Inc. | 445,940 | 48,505 |
Brixmor Property Group Inc. | 1,740,296 | 48,363 |
* CBRE Group Inc. Class A | 1,727,445 | 48,334 |
TD Ameritrade Holding Corp. | 1,355,087 | 47,753 |
* E*TRADE Financial Corp. | 1,565,834 | 45,597 |
* Affiliated Managers Group Inc. | 308,200 | 44,597 |
MSCI Inc. Class A | 514,297 | 43,170 |
SEI Investments Co. | 831,057 | 37,905 |
Kimco Realty Corp. | 1,140,525 | 33,018 |
First Republic Bank | 425,901 | 32,841 |
Macerich Co. | 389,855 | 31,528 |
* Liberty Broadband Corp. | 416,353 | 29,761 |
Jones Lang LaSalle Inc. | 258,225 | 29,383 |
Raymond James Financial Inc. | 363,452 | 21,157 |
Camden Property Trust | 249,646 | 20,905 |
Realogy Holdings Corp. | 419,806 | 10,856 |
* Liberty Broadband Corp. Class A | 70,915 | 4,975 |
Equity Residential | 2,145 | 138 |
Lazard Ltd. Class A | 780 | 28 |
6,488,970 | ||
Health Care (14.6%) | ||
Amgen Inc. | 4,277,122 | 713,467 |
Medtronic plc | 7,964,432 | 688,127 |
Gilead Sciences Inc. | 7,542,240 | 596,742 |
AbbVie Inc. | 9,307,711 | 587,037 |
* Allergan plc | 2,263,010 | 521,194 |
Bristol-Myers Squibb Co. | 9,549,560 | 514,912 |
* Celgene Corp. | 4,430,056 | 463,074 |
* Biogen Inc. | 1,252,349 | 392,023 |
Thermo Fisher Scientific Inc. | 2,253,348 | 358,418 |
Becton Dickinson and Co. | 1,216,781 | 218,692 |
Stryker Corp. | 1,711,195 | 199,200 |
* Boston Scientific Corp. | 7,775,105 | 185,048 |
* Regeneron Pharmaceuticals Inc. | 443,045 | 178,113 |
* Intuitive Surgical Inc. | 219,925 | 159,408 |
* Illumina Inc. | 837,511 | 152,142 |
* Alexion Pharmaceuticals Inc. | 1,217,075 | 149,140 |
Zoetis Inc. | 2,828,000 | 147,084 |
* Edwards Lifesciences Corp. | 1,216,086 | 146,611 |
* Vertex Pharmaceuticals Inc. | 1,416,994 | 123,576 |
* Mylan NV | 2,600,221 | 99,120 |
CR Bard Inc. | 420,134 | 94,228 |
* Incyte Corp. | 912,811 | 86,069 |
* BioMarin Pharmaceutical Inc. | 926,512 | 85,721 |
* Laboratory Corp. of America Holdings | 584,422 | 80,346 |
Dentsply Sirona Inc. | 1,331,008 | 79,102 |
* Henry Schein Inc. | 467,324 | 76,165 |
* Waters Corp. | 437,359 | 69,317 |
* DaVita Inc. | 945,894 | 62,495 |
* Centene Corp. | 926,866 | 62,063 |
* IDEXX Laboratories Inc. | 511,821 | 57,698 |
* Varian Medical Systems Inc. | 533,951 | 53,144 |
ResMed Inc. | 804,486 | 52,123 |
Cooper Cos. Inc. | 277,047 | 49,663 |
* Mallinckrodt plc | 616,243 | 43,001 |
* Quintiles Transnational Holdings Inc. | 510,821 | 41,407 |
* Alkermes plc | 864,749 | 40,669 |
* Jazz Pharmaceuticals plc | 329,023 | 39,970 |
Perrigo Co. plc | 388,761 | 35,894 |
Universal Health Services Inc. Class B | 256,857 | 31,650 |
* Alnylam Pharmaceuticals Inc. | 416,297 | 28,217 |
* Envision Healthcare Holdings Inc. | 534,564 | 11,905 |
7,773,975 | ||
Industrials (11.4%) | ||
3M Co. | 3,454,329 | 608,756 |
Union Pacific Corp. | 4,760,374 | 464,279 |
Accenture plc Class A | 3,558,035 | 434,685 |
United Parcel Service Inc. Class B | 3,950,783 | 432,058 |
Danaher Corp. | 3,551,993 | 278,441 |
* PayPal Holdings Inc. | 6,553,076 | 268,480 |
Boeing Co. | 1,693,344 | 223,081 |
Automatic Data Processing Inc. | 2,476,481 | 218,426 |
Fidelity National Information Services Inc. | 1,872,788 | 144,261 |
* LinkedIn Corp. Class A | 681,502 | 130,249 |
* Fiserv Inc. | 1,255,547 | 124,889 |
Sherwin-Williams Co. | 448,272 | 124,019 |
FedEx Corp. | 683,418 | 119,380 |
Amphenol Corp. Class A | 1,765,517 | 114,617 |
Paychex Inc. | 1,855,580 | 107,382 |
Roper Technologies Inc. | 579,618 | 105,763 |
Rockwell Automation Inc. | 739,099 | 90,421 |
Fortive Corp. | 1,776,256 | 90,411 |
Agilent Technologies Inc. | 1,859,264 | 87,553 |
* FleetCor Technologies Inc. | 502,263 | 87,258 |
Vulcan Materials Co. | 760,021 | 86,437 |
* TransDigm Group Inc. | 289,018 | 83,561 |
Waste Connections Inc. | 1,003,204 | 74,939 |
* Verisk Analytics Inc. Class A | 869,883 | 70,704 |
Fastenal Co. | 1,651,225 | 68,988 |
* Alliance Data Systems Corp. | 317,722 | 68,161 |
Global Payments Inc. | 878,442 | 67,429 |
Acuity Brands Inc. | 250,778 | 66,356 |
WW Grainger Inc. | 293,584 | 66,009 |
Martin Marietta Materials Inc. | 362,573 | 64,941 |
Masco Corp. | 1,887,130 | 64,747 |
* Mettler-Toledo International Inc. | 151,404 | 63,564 |
AMETEK Inc. | 1,328,220 | 63,462 |
Kansas City Southern | 617,283 | 57,605 |
CH Robinson Worldwide Inc. | 815,770 | 57,479 |
Textron Inc. | 1,384,397 | 55,030 |
Cintas Corp. | 476,704 | 53,677 |
Expeditors International of Washington Inc. | 1,035,186 | 53,333 |
Sealed Air Corp. | 1,124,738 | 51,536 |
Fortune Brands Home & Security Inc. | 880,165 | 51,138 |
* Vantiv Inc. Class A | 894,860 | 50,354 |
Total System Services Inc. | 946,496 | 44,627 |
JB Hunt Transport Services Inc. | 515,874 | 41,858 |
* Trimble Navigation Ltd. | 1,426,019 | 40,727 |
Wabtec Corp. | 490,035 | 40,011 |
* Stericycle Inc. | 485,885 | 38,939 |
* Sensata Technologies Holding NV | 975,969 | 37,848 |
Macquarie Infrastructure Corp. | 420,315 | 34,987 |
Hubbell Inc. Class B | 315,537 | 33,996 |
Pentair plc | 465,490 | 29,903 |
B/E Aerospace Inc. | 550,416 | 28,435 |
Robert Half International Inc. | 704,876 | 26,687 |
* First Data Corp. Class A | 1,946,597 | 25,617 |
* United Rentals Inc. | 245,599 | 19,277 |
Owens Corning | 327,140 | 17,466 |
FLIR Systems Inc. | 392,140 | 12,321 |
6,066,558 |
Oil & Gas (3.5%) | |||
Schlumberger Ltd. | 3,974,101 | 312,523 | |
EOG Resources Inc. | 3,147,062 | 304,352 | |
Anadarko Petroleum Corp. | 3,163,597 | 200,446 | |
Pioneer Natural Resources Co. | 969,106 | 179,915 | |
Williams Cos. Inc. | 4,292,817 | 131,918 | |
Kinder Morgan Inc. | 5,425,502 | 125,492 | |
* | Concho Resources Inc. | 805,237 | 110,599 |
Noble Energy Inc. | 2,454,461 | 87,723 | |
Cimarex Energy Co. | 542,741 | 72,928 | |
EQT Corp. | 987,031 | 71,678 | |
Cabot Oil & Gas Corp. | 2,657,901 | 68,574 | |
* | Cheniere Energy Inc. | 1,145,725 | 49,954 |
Range Resources Corp. | 1,203,565 | 46,638 | |
* | Antero Resources Corp. | 1,138,562 | 30,684 |
^ | Core Laboratories NV | 252,418 | 28,354 |
* | Continental Resources Inc. | 535,740 | 27,837 |
1,849,615 | |||
Technology (24.6%) | |||
Apple Inc. | 29,257,085 | 3,307,513 | |
* | Facebook Inc. Class A | 13,276,530 | 1,702,980 |
* | Alphabet Inc. Class A | 1,685,131 | 1,354,946 |
* | Alphabet Inc. Class C | 1,669,250 | 1,297,491 |
Oracle Corp. | 17,672,126 | 694,161 | |
QUALCOMM Inc. | 8,422,427 | 576,936 | |
Texas Instruments Inc. | 5,733,678 | 402,390 | |
Broadcom Ltd. | 2,147,498 | 370,486 | |
* | Adobe Systems Inc. | 2,847,852 | 309,106 |
* | salesforce.com Inc. | 3,678,526 | 262,389 |
* | Yahoo! Inc. | 4,895,012 | 210,975 |
NVIDIA Corp. | 2,904,282 | 199,001 | |
Applied Materials Inc. | 6,176,213 | 186,213 | |
* | Cognizant Technology Solutions Corp. Class A | 3,468,184 | 165,467 |
Intuit Inc. | 1,388,712 | 152,772 | |
Analog Devices Inc. | 1,758,405 | 113,329 | |
* | Cerner Corp. | 1,738,175 | 107,332 |
* | Micron Technology Inc. | 5,938,194 | 105,581 |
* | Autodesk Inc. | 1,219,066 | 88,175 |
Lam Research Corp. | 916,517 | 86,803 | |
* | Red Hat Inc. | 1,034,474 | 83,617 |
Skyworks Solutions Inc. | 1,071,022 | 81,548 | |
Linear Technology Corp. | 1,370,915 | 81,282 | |
Xilinx Inc. | 1,448,072 | 78,688 | |
* | Palo Alto Networks Inc. | 486,472 | 77,510 |
Microchip Technology Inc. | 1,229,869 | 76,424 | |
* | Twitter Inc. | 3,236,238 | 74,595 |
* | Citrix Systems Inc. | 845,055 | 72,016 |
* | ServiceNow Inc. | 893,023 | 70,683 |
Maxim Integrated Products Inc. | 1,620,240 | 64,696 | |
KLA-Tencor Corp. | 891,477 | 62,145 | |
* | Workday Inc. Class A | 646,305 | 59,260 |
* | Akamai Technologies Inc. | 949,321 | 50,305 |
CDK Global Inc. | 858,699 | 49,255 | |
* | F5 Networks Inc. | 378,682 | 47,199 |
* | ANSYS Inc. | 498,952 | 46,208 |
* | Splunk Inc. | 760,130 | 44,604 |
* | Qorvo Inc. | 732,013 | 40,802 |
*,^ VeriSign Inc. | 519,324 | 40,632 | |||
* | Gartner Inc. | 449,157 | 39,728 | ||
*,^ VMware Inc. Class A | 461,412 | 33,845 | |||
* | NetSuite Inc. | 231,430 | 25,617 | ||
Juniper Networks Inc. | 1,037,102 | 24,953 | |||
* | IMS Health Holdings Inc. | 676,385 | 21,198 | ||
* | Premier Inc. Class A | 259,710 | 8,399 | ||
CSRA Inc. | 468 | 13 | |||
13,049,268 | |||||
Telecommunications (0.5%) | |||||
* | SBA Communications Corp. Class A | 711,840 | 79,840 | ||
* | T-Mobile US Inc. | 1,646,742 | 76,936 | ||
* | Level 3 Communications Inc. | 1,644,874 | 76,289 | ||
* | Zayo Group Holdings Inc. | 690,486 | 20,514 | ||
253,579 | |||||
Utilities (0.0%) | |||||
* | Calpine Corp. | 2,106 | 27 | ||
Total Common Stocks (Cost $34,604,056) | 53,069,786 | ||||
Coupon | |||||
Temporary Cash Investments (0.2%)1 | |||||
Money Market Fund (0.2%) | |||||
2,3 Vanguard Market Liquidity Fund | 0.640% | 1,093,621 | 109,373 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
4, | Federal Home Loan Bank Discount Notes | 0.380% | 10/5/16 | 500 | 500 |
4,5 Federal Home Loan Bank Discount Notes | 0.379% | 10/21/16 | 200 | 200 | |
5 | United States Treasury Bill | 0.275-0.341% | 12/8/16 | 2,100 | 2,099 |
2,799 | |||||
Total Temporary Cash Investments (Cost $112,164) | 112,172 | ||||
Total Investments (100.1%) (Cost $34,716,220) | 53,181,958 | ||||
Other Assets and Liabilities-Net (-0.1%)3 | (55,204) | ||||
Net Assets (100%) | 53,126,754 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $75,426,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.1%, respectively, of net assets.
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.
3 Includes $78,010,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
5 Securities with a value of $2,199,000 have been segregated as initial margin for open futures contracts.
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
Growth Index Fund
whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 53,069,786 | — | — |
Temporary Cash Investments | 109,373 | 2,799 | — |
Futures Contracts—Assets1 | 304 | — | — |
Total | 53,179,463 | 2,799 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
Growth Index Fund
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 511 | 55,198 | 298 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $34,716,220,000. Net unrealized appreciation of investment securities for tax purposes was $18,465,738,000, consisting of unrealized gains of $19,162,024,000 on securities that had risen in value since their purchase and $696,286,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Small-Cap Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.6%)1 | |||
Basic Materials (3.8%) | |||
RPM International Inc. | 2,870,593 | 154,208 | |
Steel Dynamics Inc. | 4,985,211 | 124,580 | |
Royal Gold Inc. | 1,405,342 | 108,816 | |
NewMarket Corp. | 203,642 | 87,428 | |
Scotts Miracle-Gro Co. Class A | 977,978 | 81,436 | |
Sensient Technologies Corp. | 963,075 | 73,001 | |
Olin Corp. | 3,551,328 | 72,873 | |
Huntsman Corp. | 4,352,792 | 70,820 | |
United States Steel Corp. | 3,561,341 | 67,167 | |
CONSOL Energy Inc. | 3,451,757 | 66,274 | |
US Silica Holdings Inc. | 1,367,155 | 63,655 | |
Cabot Corp. | 1,209,155 | 63,372 | |
Chemours Co. | 3,903,453 | 62,455 | |
PolyOne Corp. | 1,811,002 | 61,230 | |
Compass Minerals International Inc. | 726,511 | 53,544 | |
Minerals Technologies Inc. | 750,426 | 53,048 | |
Balchem Corp. | 681,050 | 52,802 | |
HB Fuller Co. | 1,084,704 | 50,406 | |
Domtar Corp. | 1,345,904 | 49,973 | |
Hecla Mining Co. | 8,309,850 | 47,366 | |
Worthington Industries Inc. | 949,225 | 45,591 | |
* | Chemtura Corp. | 1,362,018 | 44,688 |
* | GCP Applied Technologies Inc. | 1,523,989 | 43,159 |
^ | Allegheny Technologies Inc. | 2,344,307 | 42,362 |
* | Ingevity Corp. | 908,222 | 41,869 |
Carpenter Technology Corp. | 1,005,073 | 41,469 | |
* | Coeur Mining Inc. | 3,491,101 | 41,300 |
Commercial Metals Co. | 2,467,667 | 39,952 | |
KapStone Paper and Packaging Corp. | 1,871,710 | 35,413 | |
* | Stillwater Mining Co. | 2,606,790 | 34,827 |
* | Platform Specialty Products Corp. | 4,094,144 | 33,203 |
* | Univar Inc. | 1,486,914 | 32,489 |
Kaiser Aluminum Corp. | 368,253 | 31,850 | |
Stepan Co. | 432,985 | 31,461 | |
* | Cambrex Corp. | 690,740 | 30,710 |
Innospec Inc. | 491,032 | 29,860 | |
Quaker Chemical Corp. | 270,923 | 28,699 | |
*,^ Cliffs Natural Resources Inc. | 4,441,102 | 25,980 | |
* | Ferro Corp. | 1,792,337 | 24,752 |
*,^ AK Steel Holding Corp. | 5,121,554 | 24,737 | |
* | Clearwater Paper Corp. | 368,515 | 23,832 |
* | Kraton Corp. | 663,607 | 23,253 |
PH Glatfelter Co. | 936,527 | 20,304 | |
*,^ Fairmount Santrol Holdings Inc. | 2,255,002 | 19,122 | |
A Schulman Inc. | 604,082 | 17,591 | |
Calgon Carbon Corp. | 1,093,635 | 16,590 | |
Deltic Timber Corp. | 235,525 | 15,952 | |
Innophos Holdings Inc. | 397,516 | 15,515 | |
* | Koppers Holdings Inc. | 422,855 | 13,607 |
Tronox Ltd. Class A | 1,333,615 | 12,496 | |
Rayonier Advanced Materials Inc. | 927,279 | 12,398 | |
Tredegar Corp. | 597,245 | 11,103 | |
Haynes International Inc. | 267,615 | 9,931 | |
American Vanguard Corp. | 592,383 | 9,514 | |
* | Century Aluminum Co. | 1,025,003 | 7,124 |
* | Resolute Forest Products Inc. | 1,246,910 | 5,898 |
FutureFuel Corp. | 511,352 | 5,768 | |
SunCoke Energy Inc. | 698,130 | 5,599 | |
Kronos Worldwide Inc. | 381,098 | 3,159 | |
2,417,581 | |||
Consumer Goods (7.1%) | |||
* | Middleby Corp. | 1,238,431 | 153,095 |
Leggett & Platt Inc. | 2,877,357 | 131,150 | |
Pinnacle Foods Inc. | 2,539,745 | 127,419 | |
Gentex Corp. | 6,170,614 | 108,356 | |
* | TreeHouse Foods Inc. | 1,221,303 | 106,485 |
Ingredion Inc. | 777,269 | 103,423 | |
* | Post Holdings Inc. | 1,322,572 | 102,063 |
* | Toll Brothers Inc. | 3,214,510 | 95,985 |
Brunswick Corp. | 1,942,944 | 94,777 | |
*,^ Herbalife Ltd. | 1,498,233 | 92,875 | |
Goodyear Tire & Rubber Co. | 2,821,464 | 91,133 | |
Carter's Inc. | 1,022,611 | 88,671 | |
Thor Industries Inc. | 1,015,658 | 86,026 | |
* | Take-Two Interactive Software Inc. | 1,849,443 | 83,373 |
Pool Corp. | 859,443 | 81,235 | |
* | Hain Celestial Group Inc. | 2,224,297 | 79,140 |
Nu Skin Enterprises Inc. Class A | 1,142,681 | 74,023 | |
Spectrum Brands Holdings Inc. | 510,922 | 70,349 | |
B&G Foods Inc. | 1,427,842 | 70,221 | |
* | Tenneco Inc. | 1,155,677 | 67,341 |
Energizer Holdings Inc. | 1,331,039 | 66,499 | |
* | Skechers U.S.A. Inc. Class A | 2,866,584 | 65,645 |
*,^ Tempur Sealy International Inc. | 1,067,587 | 60,575 | |
Flowers Foods Inc. | 4,003,244 | 60,529 | |
Tupperware Brands Corp. | 869,324 | 56,828 | |
Snyder's-Lance Inc. | 1,652,608 | 55,495 | |
CalAtlantic Group Inc. | 1,654,701 | 55,333 | |
Lancaster Colony Corp. | 412,663 | 54,509 | |
Avon Products Inc. | 9,402,623 | 53,219 | |
Visteon Corp. | 731,434 | 52,415 | |
* | Vista Outdoor Inc. | 1,297,449 | 51,716 |
* | Helen of Troy Ltd. | 598,098 | 51,538 |
Drew Industries Inc. | 502,235 | 49,229 | |
Dana Inc. | 3,088,893 | 48,156 | |
* | Manitowoc Foodservice Inc. | 2,951,824 | 47,879 |
* | Darling Ingredients Inc. | 3,539,107 | 47,813 |
* | Kate Spade & Co. | 2,753,102 | 47,161 |
Wolverine World Wide Inc. | 2,031,188 | 46,778 | |
* | Zynga Inc. Class A | 15,622,652 | 45,462 |
* | Dorman Products Inc. | 708,044 | 45,244 |
Vector Group Ltd. | 2,100,545 | 45,225 | |
*,^ Blue Buffalo Pet Products Inc. | 1,900,592 | 45,158 | |
*,^ Fitbit Inc. Class A | 2,999,871 | 44,518 | |
Cooper Tire & Rubber Co. | 1,164,269 | 44,266 | |
Fresh Del Monte Produce Inc. | 715,810 | 42,877 |
* | Steven Madden Ltd. | 1,188,134 | 41,062 |
* | Deckers Outdoor Corp. | 688,282 | 40,987 |
* | TRI Pointe Group Inc. | 3,105,561 | 40,931 |
Sanderson Farms Inc. | 413,855 | 39,867 | |
J&J Snack Foods Corp. | 321,663 | 38,316 | |
HNI Corp. | 955,463 | 38,027 | |
Herman Miller Inc. | 1,291,041 | 36,924 | |
* | Cooper-Standard Holding Inc. | 354,342 | 35,009 |
Columbia Sportswear Co. | 600,330 | 34,063 | |
WD-40 Co. | 290,811 | 32,696 | |
Dean Foods Co. | 1,944,231 | 31,885 | |
*,^ GoPro Inc. Class A | 1,770,664 | 29,535 | |
* | Boston Beer Co. Inc. Class A | 185,053 | 28,731 |
*,^ Wayfair Inc. | 725,395 | 28,559 | |
* | Meritage Homes Corp. | 819,325 | 28,431 |
* | American Axle & Manufacturing Holdings Inc. | 1,641,600 | 28,268 |
* | US Foods Holding Corp. | 1,185,925 | 28,000 |
Universal Corp. | 465,268 | 27,088 | |
KB Home | 1,628,571 | 26,253 | |
La-Z-Boy Inc. | 1,055,054 | 25,912 | |
Schweitzer-Mauduit International Inc. | 657,681 | 25,360 | |
* | iRobot Corp. | 563,371 | 24,777 |
Steelcase Inc. Class A | 1,783,320 | 24,770 | |
* | Gentherm Inc. | 786,198 | 24,702 |
* | Fossil Group Inc. | 884,788 | 24,571 |
* | G-III Apparel Group Ltd. | 837,911 | 24,425 |
^ | Cal-Maine Foods Inc. | 611,867 | 23,581 |
Interface Inc. Class A | 1,410,116 | 23,535 | |
Knoll Inc. | 1,003,509 | 22,930 | |
* | ACCO Brands Corp. | 2,307,342 | 22,243 |
Oxford Industries Inc. | 325,808 | 22,057 | |
MDC Holdings Inc. | 845,076 | 21,803 | |
* | Select Comfort Corp. | 941,130 | 20,328 |
Andersons Inc. | 548,943 | 19,861 | |
* | Central Garden & Pet Co. Class A | 718,820 | 17,827 |
* | Seaboard Corp. | 5,023 | 17,279 |
Ethan Allen Interiors Inc. | 538,694 | 16,845 | |
Briggs & Stratton Corp. | 887,917 | 16,560 | |
* | USANA Health Sciences Inc. | 116,348 | 16,097 |
DTS Inc. | 358,850 | 15,265 | |
Coca-Cola Bottling Co. Consolidated | 100,039 | 14,822 | |
Superior Industries International Inc. | 493,253 | 14,383 | |
* | AdvancePierre Foods Holdings Inc. | 498,770 | 13,746 |
^ | Tootsie Roll Industries Inc. | 371,489 | 13,682 |
* | Crocs Inc. | 1,495,594 | 12,413 |
Inter Parfums Inc. | 366,265 | 11,819 | |
* | Modine Manufacturing Co. | 974,679 | 11,560 |
*,^ National Beverage Corp. | 249,502 | 10,991 | |
* | Taylor Morrison Home Corp. Class A | 623,891 | 10,980 |
Phibro Animal Health Corp. Class A | 397,020 | 10,791 | |
*,^ Amplify Snack Brands Inc. | 641,599 | 10,394 | |
National Presto Industries Inc. | 111,725 | 9,808 | |
* | Revlon Inc. Class A | 225,611 | 8,298 |
* | Iconix Brand Group Inc. | 1,021,912 | 8,298 |
* | Eastman Kodak Co. | 496,820 | 7,452 |
Movado Group Inc. | 333,584 | 7,165 | |
* | Federal-Mogul Holdings Corp. | 721,037 | 6,929 |
* | Vera Bradley Inc. | 394,741 | 5,980 |
* | Central Garden & Pet Co. | 217,722 | 5,661 |
Titan International Inc. | 459,095 | 4,646 | |
Metaldyne Performance Group Inc. | 287,829 | 4,562 | |
*,^ Vince Holding Corp. | 203,822 | 1,150 | |
* | Valvoline Inc. | 29,740 | 699 |
4,482,796 | |||
Consumer Services (12.0%) | |||
Domino's Pizza Inc. | 1,038,599 | 157,711 | |
KAR Auction Services Inc. | 2,967,367 | 128,072 | |
* | Burlington Stores Inc. | 1,535,840 | 124,434 |
Vail Resorts Inc. | 778,019 | 122,056 | |
* | JetBlue Airways Corp. | 6,967,431 | 120,119 |
Sabre Corp. | 4,190,778 | 118,096 | |
* | VCA Inc. | 1,654,151 | 115,757 |
* | Copart Inc. | 2,119,557 | 113,523 |
Dun & Bradstreet Corp. | 781,919 | 106,826 | |
Service Corp. International | 3,960,942 | 105,123 | |
Dunkin' Brands Group Inc. | 1,975,616 | 102,890 | |
Dick's Sporting Goods Inc. | 1,800,302 | 102,113 | |
Casey's General Stores Inc. | 844,079 | 101,416 | |
TEGNA Inc. | 4,614,809 | 100,880 | |
* | ServiceMaster Global Holdings Inc. | 2,914,443 | 98,158 |
* | Panera Bread Co. Class A | 479,519 | 93,372 |
* | Rite Aid Corp. | 11,295,641 | 86,863 |
Cinemark Holdings Inc. | 2,249,058 | 86,094 | |
Six Flags Entertainment Corp. | 1,598,025 | 85,670 | |
* | Sally Beauty Holdings Inc. | 3,148,756 | 80,860 |
* | GrubHub Inc. | 1,832,168 | 78,765 |
CST Brands Inc. | 1,627,392 | 78,261 | |
* | Live Nation Entertainment Inc. | 2,837,896 | 77,985 |
* | Madison Square Garden Co. Class A | 420,089 | 71,167 |
^ | Cracker Barrel Old Country Store Inc. | 514,797 | 68,066 |
* | Pandora Media Inc. | 4,719,366 | 67,629 |
Jack in the Box Inc. | 703,723 | 67,515 | |
* | AMC Networks Inc. Class A | 1,288,257 | 66,809 |
* | Spirit Airlines Inc. | 1,505,591 | 64,033 |
* | Bright Horizons Family Solutions Inc. | 951,181 | 63,624 |
American Eagle Outfitters Inc. | 3,522,678 | 62,915 | |
* | Sprouts Farmers Market Inc. | 3,031,800 | 62,607 |
* | Hertz Global Holdings Inc. | 1,553,313 | 62,381 |
Rollins Inc. | 2,115,995 | 61,956 | |
GameStop Corp. Class A | 2,235,186 | 61,669 | |
Dolby Laboratories Inc. Class A | 1,129,026 | 61,295 | |
Tribune Media Co. Class A | 1,658,557 | 60,571 | |
Brinker International Inc. | 1,197,964 | 60,413 | |
* | Avis Budget Group Inc. | 1,756,936 | 60,105 |
* | Yelp Inc. Class A | 1,407,337 | 58,686 |
*,^ JC Penney Co. Inc. | 6,279,800 | 57,900 | |
Cable One Inc. | 98,404 | 57,468 | |
* | Murphy USA Inc. | 799,666 | 57,064 |
* | Cabela's Inc. | 1,032,075 | 56,692 |
* | Urban Outfitters Inc. | 1,637,154 | 56,515 |
* | Starz | 1,781,545 | 55,566 |
* | Buffalo Wild Wings Inc. | 393,456 | 55,375 |
* | Beacon Roofing Supply Inc. | 1,284,552 | 54,041 |
* | Michaels Cos. Inc. | 2,227,608 | 53,841 |
Texas Roadhouse Inc. Class A | 1,363,086 | 53,201 | |
* | Hawaiian Holdings Inc. | 1,091,334 | 53,039 |
John Wiley & Sons Inc. Class A | 990,658 | 51,128 | |
Cheesecake Factory Inc. | 982,364 | 49,177 | |
Wendy's Co. | 4,495,179 | 48,548 | |
* | Groupon Inc. Class A | 9,228,536 | 47,527 |
* | Five Below Inc. | 1,179,505 | 47,522 |
Chemed Corp. | 331,431 | 46,755 | |
Lithia Motors Inc. Class A | 478,980 | 45,752 | |
Big Lots Inc. | 954,172 | 45,562 | |
Papa John's International Inc. | 556,754 | 43,900 | |
Regal Entertainment Group Class A | 2,010,860 | 43,736 | |
* | Media General Inc. | 2,363,605 | 43,561 |
Graham Holdings Co. Class B | 90,221 | 43,430 | |
Sinclair Broadcast Group Inc. Class A | 1,474,898 | 42,595 | |
* | Acxiom Corp. | 1,582,708 | 42,179 |
Meredith Corp. | 810,443 | 42,135 | |
Office Depot Inc. | 11,716,407 | 41,828 | |
Churchill Downs Inc. | 285,732 | 41,817 | |
Bloomin' Brands Inc. | 2,406,988 | 41,496 | |
Lions Gate Entertainment Corp. | 2,066,134 | 41,302 | |
* | United Natural Foods Inc. | 1,031,442 | 41,299 |
AMERCO | 126,762 | 41,100 | |
* | Grand Canyon Education Inc. | 1,015,846 | 41,030 |
Monro Muffler Brake Inc. | 659,582 | 40,347 | |
Matthews International Corp. Class A | 656,872 | 39,912 | |
Aaron's Inc. | 1,566,950 | 39,832 | |
^ | Penske Automotive Group Inc. | 824,166 | 39,708 |
* | WebMD Health Corp. | 796,386 | 39,580 |
Interval Leisure Group Inc. | 2,288,480 | 39,293 | |
Hillenbrand Inc. | 1,221,022 | 38,633 | |
Sotheby's | 1,007,708 | 38,313 | |
Allegiant Travel Co. Class A | 283,730 | 37,472 | |
Nexstar Broadcasting Group Inc. Class A | 629,642 | 36,337 | |
PriceSmart Inc. | 425,290 | 35,622 | |
* | Dave & Buster's Entertainment Inc. | 904,552 | 35,440 |
* | Houghton Mifflin Harcourt Co. | 2,636,130 | 35,351 |
Core-Mark Holding Co. Inc. | 949,886 | 34,006 | |
* | Boyd Gaming Corp. | 1,691,190 | 33,452 |
New York Times Co. Class A | 2,757,235 | 32,949 | |
Choice Hotels International Inc. | 725,100 | 32,688 | |
Chico's FAS Inc. | 2,710,901 | 32,260 | |
* | Liberty TripAdvisor Holdings Inc. Class A | 1,474,331 | 32,214 |
Marriott Vacations Worldwide Corp. | 434,580 | 31,863 | |
*,^ Stamps.com Inc. | 334,165 | 31,582 | |
* | Shutterfly Inc. | 695,023 | 31,026 |
Children's Place Inc. | 387,069 | 30,915 | |
GNC Holdings Inc. Class A | 1,475,020 | 30,120 | |
* | comScore Inc. | 976,132 | 29,928 |
*,^ Etsy Inc. | 2,083,304 | 29,750 | |
DineEquity Inc. | 373,157 | 29,550 | |
* | Caesars Acquisition Co. Class A | 2,368,872 | 29,421 |
Morningstar Inc. | 369,752 | 29,310 | |
Gannett Co. Inc. | 2,513,263 | 29,254 | |
*,^ Restoration Hardware Holdings Inc. | 832,970 | 28,804 | |
* | SUPERVALU Inc. | 5,722,610 | 28,556 |
DeVry Education Group Inc. | 1,217,327 | 28,072 |
Time Inc. | 1,934,418 | 28,010 | |
SkyWest Inc. | 1,055,234 | 27,869 | |
DSW Inc. Class A | 1,360,457 | 27,862 | |
*,^ SolarCity Corp. | 1,404,257 | 27,467 | |
* | Ollie's Bargain Outlet Holdings Inc. | 1,037,376 | 27,190 |
* | Liberty Media Group LLC | 956,960 | 26,929 |
HSN Inc. | 674,881 | 26,860 | |
Group 1 Automotive Inc. | 412,812 | 26,370 | |
*,^ Diplomat Pharmacy Inc. | 926,966 | 25,964 | |
Sonic Corp. | 971,224 | 25,427 | |
Dillard's Inc. Class A | 393,882 | 24,819 | |
* | MSG Networks Inc. | 1,316,767 | 24,505 |
* | Popeyes Louisiana Kitchen Inc. | 458,580 | 24,369 |
Extended Stay America Inc. | 1,710,741 | 24,293 | |
* | Asbury Automotive Group Inc. | 429,505 | 23,911 |
* | Belmond Ltd. Class A | 1,857,475 | 23,609 |
* | Genesco Inc. | 427,496 | 23,281 |
Abercrombie & Fitch Co. | 1,459,462 | 23,191 | |
*,^ Virgin America Inc. | 432,381 | 23,137 | |
Caleres Inc. | 892,858 | 22,580 | |
* | Ascena Retail Group Inc. | 3,958,465 | 22,128 |
* | Penn National Gaming Inc. | 1,618,853 | 21,968 |
Scholastic Corp. | 529,223 | 20,830 | |
Finish Line Inc. Class A | 891,171 | 20,568 | |
* | Herc Holdings Inc. | 608,822 | 20,517 |
* | EW Scripps Co. Class A | 1,245,497 | 19,803 |
National CineMedia Inc. | 1,344,021 | 19,784 | |
* | La Quinta Holdings Inc. | 1,754,443 | 19,615 |
ClubCorp Holdings Inc. | 1,341,183 | 19,407 | |
SeaWorld Entertainment Inc. | 1,435,070 | 19,345 | |
* | Performance Food Group Co. | 775,232 | 19,226 |
*,^ Hibbett Sports Inc. | 481,226 | 19,201 | |
* | Express Inc. | 1,621,611 | 19,119 |
International Speedway Corp. Class A | 560,961 | 18,747 | |
Guess? Inc. | 1,266,679 | 18,506 | |
*,^ Quotient Technology Inc. | 1,357,003 | 18,062 | |
Cato Corp. Class A | 533,438 | 17,545 | |
* | Planet Fitness Inc. Class A | 858,478 | 17,230 |
* | Apollo Education Group Inc. | 2,087,074 | 16,592 |
Tailored Brands Inc. | 1,051,933 | 16,515 | |
* | Rush Enterprises Inc. Class A | 654,145 | 16,013 |
* | BJ's Restaurants Inc. | 442,710 | 15,738 |
Bob Evans Farms Inc. | 404,508 | 15,493 | |
Weis Markets Inc. | 288,766 | 15,305 | |
World Wrestling Entertainment Inc. Class A | 717,248 | 15,277 | |
^ | Buckle Inc. | 629,549 | 15,128 |
Red Rock Resorts Inc. Class A | 624,493 | 14,732 | |
Capella Education Co. | 252,392 | 14,649 | |
AMC Entertainment Holdings Inc. | 464,060 | 14,428 | |
* | Pinnacle Entertainment Inc. | 1,164,670 | 14,372 |
New Media Investment Group Inc. | 914,772 | 14,179 | |
* | Vitamin Shoppe Inc. | 524,015 | 14,070 |
* | Fiesta Restaurant Group Inc. | 577,843 | 13,868 |
Rent-A-Center Inc. | 1,082,690 | 13,685 | |
Barnes & Noble Inc. | 1,208,572 | 13,657 | |
Wingstop Inc. Class A | 465,567 | 13,641 | |
* | Liberty Media Group LLC Class A | 468,835 | 13,432 |
* | Francesca's Holdings Corp. | 868,043 | 13,394 |
*,^ Scientific Games Corp. Class A | 1,123,203 | 12,658 | |
*,^ Shake Shack Inc. Class A | 361,792 | 12,543 | |
* | Tile Shop Holdings Inc. | 723,404 | 11,972 |
*,^ Party City Holdco Inc. | 635,935 | 10,887 | |
*,^ Lumber Liquidators Holdings Inc. | 551,915 | 10,856 | |
*,^ Clean Energy Fuels Corp. | 2,413,926 | 10,790 | |
* | K12 Inc. | 727,888 | 10,445 |
*,^ TrueCar Inc. | 1,088,493 | 10,275 | |
Sonic Automotive Inc. Class A | 543,597 | 10,220 | |
* | Strayer Education Inc. | 216,005 | 10,083 |
* | Biglari Holdings Inc. | 22,095 | 9,634 |
*,^ Caesars Entertainment Corp. | 1,270,042 | 9,462 | |
* | Regis Corp. | 745,661 | 9,358 |
* | SiteOne Landscape Supply Inc. | 253,392 | 9,104 |
*,^ Global Eagle Entertainment Inc. | 1,074,933 | 8,933 | |
* | Bankrate Inc. | 980,598 | 8,315 |
* | Angie's List Inc. | 825,614 | 8,182 |
Blue Nile Inc. | 235,891 | 8,119 | |
* | Smart & Final Stores Inc. | 633,264 | 8,087 |
* | RetailMeNot Inc. | 783,196 | 7,746 |
* | FTD Cos. Inc. | 356,683 | 7,337 |
Pier 1 Imports Inc. | 1,699,894 | 7,208 | |
* | Potbelly Corp. | 559,503 | 6,955 |
* | Zumiez Inc. | 383,918 | 6,911 |
Fred's Inc. Class A | 757,620 | 6,864 | |
* | Barnes & Noble Education Inc. | 688,375 | 6,588 |
* | American Public Education Inc. | 328,314 | 6,504 |
*,^ Weight Watchers International Inc. | 618,738 | 6,385 | |
*,^ El Pollo Loco Holdings Inc. | 453,496 | 5,710 | |
*,^ Sears Holdings Corp. | 457,694 | 5,245 | |
* | Habit Restaurants Inc. Class A | 364,428 | 5,102 |
Speedway Motorsports Inc. | 262,463 | 4,688 | |
Clear Channel Outdoor Holdings Inc. Class A | 772,024 | 4,509 | |
*,^ Lands' End Inc. | 273,281 | 3,963 | |
* | Rush Enterprises Inc. Class B | 146,991 | 3,573 |
* | Bojangles' Inc. | 193,484 | 3,088 |
* | Bridgepoint Education Inc. | 388,481 | 2,669 |
*,^ Conn's Inc. | 163,584 | 1,688 | |
* | Noodles & Co. Class A | 199,802 | 951 |
* | At Home Group Inc. | 14,891 | 226 |
7,609,371 | |||
Financials (26.5%) | |||
Arthur J Gallagher & Co. | 3,808,396 | 193,733 | |
Regency Centers Corp. | 2,248,810 | 174,260 | |
National Retail Properties Inc. | 3,163,148 | 160,846 | |
Apartment Investment & Management Co. | 3,370,614 | 154,745 | |
Mid-America Apartment Communities Inc. | 1,625,688 | 152,798 | |
Omega Healthcare Investors Inc. | 4,163,430 | 147,594 | |
WP Carey Inc. | 2,275,788 | 146,857 | |
American Campus Communities Inc. | 2,808,370 | 142,862 | |
Kilroy Realty Corp. | 1,985,933 | 137,724 | |
Spirit Realty Capital Inc. | 10,324,543 | 137,626 | |
Gaming and Leisure Properties Inc. | 3,962,518 | 132,546 | |
* | Signature Bank | 1,085,889 | 128,624 |
Equity LifeStyle Properties Inc. | 1,652,837 | 127,566 | |
Liberty Property Trust | 3,158,822 | 127,458 |
MarketAxess Holdings Inc. | 769,295 | 127,388 | |
* | SVB Financial Group | 1,120,190 | 123,826 |
Forest City Realty Trust Inc. Class A | 5,200,526 | 120,288 | |
DDR Corp. | 6,694,667 | 116,688 | |
Lamar Advertising Co. Class A | 1,782,705 | 116,428 | |
Senior Housing Properties Trust | 5,110,780 | 116,066 | |
* | Liberty Ventures Class A | 2,908,954 | 115,980 |
East West Bancorp Inc. | 3,103,086 | 113,914 | |
CBOE Holdings Inc. | 1,750,088 | 113,493 | |
Douglas Emmett Inc. | 3,089,217 | 113,158 | |
American Financial Group Inc. | 1,496,350 | 112,226 | |
Highwoods Properties Inc. | 2,122,022 | 110,600 | |
Sun Communities Inc. | 1,403,202 | 110,123 | |
Starwood Property Trust Inc. | 4,868,976 | 109,649 | |
EPR Properties | 1,370,160 | 107,886 | |
PacWest Bancorp | 2,462,145 | 105,651 | |
CubeSmart | 3,860,051 | 105,225 | |
Hospitality Properties Trust | 3,497,298 | 103,940 | |
Duke Realty Corp. | 3,776,433 | 103,210 | |
Weingarten Realty Investors | 2,609,231 | 101,708 | |
RenaissanceRe Holdings Ltd. | 841,921 | 101,165 | |
American Homes 4 Rent Class A | 4,607,622 | 99,709 | |
Communications Sales & Leasing Inc. | 3,146,260 | 98,824 | |
STORE Capital Corp. | 3,298,341 | 97,202 | |
Healthcare Trust of America Inc. Class A | 2,970,422 | 96,895 | |
Medical Properties Trust Inc. | 6,508,685 | 96,133 | |
Bank of the Ozarks Inc. | 2,477,766 | 95,146 | |
Old Republic International Corp. | 5,369,447 | 94,610 | |
DCT Industrial Trust Inc. | 1,939,539 | 94,165 | |
First American Financial Corp. | 2,359,311 | 92,674 | |
Taubman Centers Inc. | 1,235,512 | 91,934 | |
Brown & Brown Inc. | 2,404,987 | 90,692 | |
Endurance Specialty Holdings Ltd. | 1,382,643 | 90,494 | |
Eaton Vance Corp. | 2,316,973 | 90,478 | |
* | Life Storage Inc. | 999,170 | 88,866 |
* | Howard Hughes Corp. | 771,713 | 88,361 |
Gramercy Property Trust | 9,073,213 | 87,466 | |
Commerce Bancshares Inc. | 1,764,878 | 86,938 | |
^ | Cullen/Frost Bankers Inc. | 1,203,698 | 86,594 |
Retail Properties of America Inc. | 5,104,213 | 85,751 | |
Popular Inc. | 2,231,644 | 85,293 | |
Healthcare Realty Trust Inc. | 2,495,077 | 84,982 | |
* | Alleghany Corp. | 157,953 | 82,929 |
Validus Holdings Ltd. | 1,643,527 | 81,881 | |
* | Equity Commonwealth | 2,702,964 | 81,684 |
Synovus Financial Corp. | 2,510,934 | 81,681 | |
CyrusOne Inc. | 1,705,559 | 81,133 | |
Tanger Factory Outlet Centers Inc. | 2,068,098 | 80,573 | |
Investors Bancorp Inc. | 6,673,887 | 80,153 | |
Assured Guaranty Ltd. | 2,841,238 | 78,844 | |
Prosperity Bancshares Inc. | 1,421,413 | 78,021 | |
* | Western Alliance Bancorp | 2,033,136 | 76,324 |
Post Properties Inc. | 1,150,490 | 76,082 | |
*,^ Zillow Group Inc. | 2,194,861 | 76,052 | |
First Horizon National Corp. | 4,988,697 | 75,978 | |
Hudson Pacific Properties Inc. | 2,310,911 | 75,960 | |
Webster Financial Corp. | 1,971,862 | 74,950 |
PrivateBancorp Inc. | 1,626,366 | 74,683 |
New Residential Investment Corp. | 5,385,881 | 74,379 |
Allied World Assurance Co. Holdings AG | 1,787,411 | 72,247 |
Umpqua Holdings Corp. | 4,741,243 | 71,356 |
First Industrial Realty Trust Inc. | 2,512,739 | 70,910 |
Rayonier Inc. | 2,646,488 | 70,238 |
Outfront Media Inc. | 2,966,171 | 70,150 |
Hanover Insurance Group Inc. | 918,919 | 69,305 |
Empire State Realty Trust Inc. | 3,280,706 | 68,731 |
Piedmont Office Realty Trust Inc. Class A | 3,128,305 | 68,103 |
Education Realty Trust Inc. | 1,570,639 | 67,757 |
BankUnited Inc. | 2,239,403 | 67,630 |
Legg Mason Inc. | 2,005,344 | 67,139 |
Bank of Hawaii Corp. | 923,216 | 67,044 |
DuPont Fabros Technology Inc. | 1,624,446 | 67,008 |
Apple Hospitality REIT Inc. | 3,574,233 | 66,159 |
White Mountains Insurance Group Ltd. | 79,499 | 65,984 |
Two Harbors Investment Corp. | 7,475,852 | 63,769 |
Associated Banc-Corp | 3,239,508 | 63,462 |
Chemical Financial Corp. | 1,430,266 | 63,118 |
National Health Investors Inc. | 799,999 | 62,784 |
Radian Group Inc. | 4,609,138 | 62,454 |
Physicians Realty Trust | 2,894,099 | 62,339 |
Acadia Realty Trust | 1,717,405 | 62,239 |
Wintrust Financial Corp. | 1,111,920 | 61,789 |
Equity One Inc. | 2,009,319 | 61,505 |
RLI Corp. | 894,910 | 61,176 |
Chimera Investment Corp. | 3,834,605 | 61,162 |
Aspen Insurance Holdings Ltd. | 1,297,015 | 60,428 |
Urban Edge Properties | 2,141,692 | 60,267 |
ProAssurance Corp. | 1,145,453 | 60,113 |
MFA Financial Inc. | 7,992,074 | 59,781 |
Assurant Inc. | 647,289 | 59,712 |
Sunstone Hotel Investors Inc. | 4,656,638 | 59,558 |
Columbia Property Trust Inc. | 2,658,570 | 59,525 |
Federated Investors Inc. Class B | 1,999,302 | 59,239 |
IBERIABANK Corp. | 882,396 | 59,226 |
Brandywine Realty Trust | 3,764,975 | 58,809 |
United Bankshares Inc. | 1,560,228 | 58,774 |
* MGIC Investment Corp. | 7,319,543 | 58,556 |
Paramount Group Inc. | 3,545,492 | 58,111 |
LaSalle Hotel Properties | 2,431,017 | 58,028 |
Corporate Office Properties Trust | 2,039,503 | 57,820 |
CNO Financial Group Inc. | 3,765,720 | 57,503 |
MB Financial Inc. | 1,506,763 | 57,317 |
Blackstone Mortgage Trust Inc. Class A | 1,918,348 | 56,495 |
Erie Indemnity Co. Class A | 546,757 | 55,808 |
FNB Corp. | 4,521,659 | 55,616 |
* Texas Capital Bancshares Inc. | 988,982 | 54,315 |
Hancock Holding Co. | 1,667,342 | 54,072 |
Fulton Financial Corp. | 3,720,554 | 54,022 |
CoreSite Realty Corp. | 729,550 | 54,016 |
UMB Financial Corp. | 905,109 | 53,809 |
RLJ Lodging Trust | 2,549,484 | 53,616 |
Home BancShares Inc. | 2,566,821 | 53,416 |
* Genworth Financial Inc. Class A | 10,715,212 | 53,147 |
Primerica Inc. | 999,323 | 52,994 |
American National Insurance Co. | 428,801 | 52,297 | |
Washington Federal Inc. | 1,949,596 | 52,015 | |
* | Stifel Financial Corp. | 1,352,493 | 52,003 |
Care Capital Properties Inc. | 1,805,612 | 51,460 | |
Retail Opportunity Investments Corp. | 2,339,514 | 51,376 | |
NorthStar Realty Finance Corp. | 3,892,319 | 51,262 | |
Pinnacle Financial Partners Inc. | 942,678 | 50,980 | |
Valley National Bancorp | 5,199,259 | 50,589 | |
NorthStar Asset Management Group Inc. | 3,861,577 | 49,930 | |
Kite Realty Group Trust | 1,796,011 | 49,785 | |
Cathay General Bancorp | 1,614,008 | 49,679 | |
Selective Insurance Group Inc. | 1,245,160 | 49,632 | |
EastGroup Properties Inc. | 673,044 | 49,509 | |
Washington Prime Group Inc. | 3,986,232 | 49,350 | |
Navient Corp. | 3,408,363 | 49,319 | |
^ | First Financial Bankshares Inc. | 1,351,502 | 49,249 |
Washington REIT | 1,582,485 | 49,247 | |
AmTrust Financial Services Inc. | 1,835,265 | 49,240 | |
First Citizens BancShares Inc. Class A | 166,072 | 48,807 | |
Interactive Brokers Group Inc. | 1,374,286 | 48,471 | |
TCF Financial Corp. | 3,310,938 | 48,042 | |
* | Hope Bancorp Inc. | 2,764,632 | 48,022 |
Mack-Cali Realty Corp. | 1,739,212 | 47,341 | |
Cousins Properties Inc. | 4,520,067 | 47,190 | |
Glacier Bancorp Inc. | 1,642,424 | 46,842 | |
Sterling Bancorp | 2,675,574 | 46,823 | |
* | FirstCash Inc. | 989,188 | 46,571 |
PS Business Parks Inc. | 408,351 | 46,376 | |
LPL Financial Holdings Inc. | 1,535,576 | 45,929 | |
Community Bank System Inc. | 952,596 | 45,829 | |
QTS Realty Trust Inc. Class A | 855,148 | 45,195 | |
Ryman Hospitality Properties Inc. | 933,952 | 44,979 | |
CBL & Associates Properties Inc. | 3,680,412 | 44,680 | |
Janus Capital Group Inc. | 3,157,817 | 44,241 | |
*,^ LendingClub Corp. | 7,148,648 | 44,179 | |
LTC Properties Inc. | 844,241 | 43,892 | |
Kennedy-Wilson Holdings Inc. | 1,937,900 | 43,700 | |
BancorpSouth Inc. | 1,830,736 | 42,473 | |
Great Western Bancorp Inc. | 1,264,837 | 42,144 | |
Colony Capital Inc. Class A | 2,311,720 | 42,143 | |
Lexington Realty Trust | 4,073,986 | 41,962 | |
Pebblebrook Hotel Trust | 1,554,985 | 41,363 | |
* | SLM Corp. | 5,487,993 | 40,995 |
Columbia Banking System Inc. | 1,251,320 | 40,943 | |
Realogy Holdings Corp. | 1,580,440 | 40,870 | |
Old National Bancorp | 2,900,781 | 40,785 | |
* | Essent Group Ltd. | 1,501,971 | 39,967 |
DiamondRock Hospitality Co. | 4,335,862 | 39,456 | |
CVB Financial Corp. | 2,207,505 | 38,874 | |
BGC Partners Inc. Class A | 4,431,946 | 38,780 | |
Alexander & Baldwin Inc. | 1,003,814 | 38,567 | |
GEO Group Inc. | 1,612,435 | 38,344 | |
Monogram Residential Trust Inc. | 3,597,116 | 38,273 | |
Trustmark Corp. | 1,385,367 | 38,181 | |
*,^ Zillow Group Inc. Class A | 1,099,632 | 37,882 | |
STAG Industrial Inc. | 1,536,769 | 37,666 | |
Capitol Federal Financial Inc. | 2,665,209 | 37,500 |
* | HRG Group Inc. | 2,376,965 | 37,318 |
South State Corp. | 495,627 | 37,192 | |
Invesco Mortgage Capital Inc. | 2,402,693 | 36,593 | |
* | Blackhawk Network Holdings Inc. | 1,212,585 | 36,584 |
Evercore Partners Inc. Class A | 708,048 | 36,472 | |
EverBank Financial Corp. | 1,883,841 | 36,471 | |
Select Income REIT | 1,349,162 | 36,292 | |
American Assets Trust Inc. | 831,051 | 36,051 | |
International Bancshares Corp. | 1,210,348 | 36,044 | |
* | OneMain Holdings Inc. Class A | 1,160,948 | 35,931 |
* | Hilltop Holdings Inc. | 1,594,616 | 35,815 |
*,^ Credit Acceptance Corp. | 175,227 | 35,233 | |
Xenia Hotels & Resorts Inc. | 2,317,730 | 35,183 | |
Corrections Corp. of America | 2,535,142 | 35,162 | |
^ | Government Properties Income Trust | 1,534,072 | 34,701 |
Argo Group International Holdings Ltd. | 614,765 | 34,685 | |
* | HealthEquity Inc. | 899,539 | 34,048 |
Potlatch Corp. | 872,906 | 33,947 | |
First Midwest Bancorp Inc. | 1,751,033 | 33,900 | |
Financial Engines Inc. | 1,132,327 | 33,641 | |
Sabra Health Care REIT Inc. | 1,335,276 | 33,622 | |
Northwest Bancshares Inc. | 2,094,160 | 32,899 | |
* | PRA Group Inc. | 948,882 | 32,774 |
Pennsylvania REIT | 1,421,637 | 32,740 | |
Mercury General Corp. | 594,783 | 32,624 | |
New York REIT Inc. | 3,560,044 | 32,574 | |
Kemper Corp. | 826,174 | 32,485 | |
* | Eagle Bancorp Inc. | 650,974 | 32,113 |
Ramco-Gershenson Properties Trust | 1,707,350 | 31,996 | |
American Equity Investment Life Holding Co. | 1,796,238 | 31,847 | |
Horace Mann Educators Corp. | 866,458 | 31,756 | |
* | Enstar Group Ltd. | 192,671 | 31,689 |
^ | Colony Starwood Homes | 1,093,702 | 31,389 |
Waddell & Reed Financial Inc. Class A | 1,690,532 | 30,700 | |
Parkway Properties Inc. | 1,804,054 | 30,687 | |
NBT Bancorp Inc. | 925,173 | 30,410 | |
* | FCB Financial Holdings Inc. Class A | 774,327 | 29,757 |
Global Net Lease Inc. | 3,636,590 | 29,675 | |
Chesapeake Lodging Trust | 1,293,151 | 29,613 | |
BOK Financial Corp. | 428,151 | 29,530 | |
WesBanco Inc. | 893,856 | 29,390 | |
Independent Bank Corp. | 538,164 | 29,109 | |
Astoria Financial Corp. | 1,967,407 | 28,724 | |
Banner Corp. | 652,591 | 28,544 | |
CYS Investments Inc. | 3,267,929 | 28,496 | |
First Financial Bancorp | 1,266,432 | 27,659 | |
LegacyTexas Financial Group Inc. | 871,453 | 27,564 | |
Franklin Street Properties Corp. | 2,176,796 | 27,428 | |
Provident Financial Services Inc. | 1,285,000 | 27,281 | |
Park National Corp. | 280,886 | 26,965 | |
Westamerica Bancorporation | 525,228 | 26,724 | |
Navigators Group Inc. | 266,295 | 25,809 | |
WisdomTree Investments Inc. | 2,497,819 | 25,703 | |
Kearny Financial Corp. | 1,813,470 | 24,681 | |
^ | Seritage Growth Properties Class A | 486,659 | 24,664 |
Tompkins Financial Corp. | 307,215 | 23,474 | |
Redwood Trust Inc. | 1,657,221 | 23,466 |
Artisan Partners Asset Management Inc. Class A | 857,194 | 23,316 | |
NRG Yield Inc. | 1,351,528 | 22,922 | |
National General Holdings Corp. | 1,025,913 | 22,816 | |
Beneficial Bancorp Inc. | 1,498,326 | 22,040 | |
TFS Financial Corp. | 1,235,446 | 22,003 | |
* | MBIA Inc. | 2,809,592 | 21,887 |
Boston Private Financial Holdings Inc. | 1,700,874 | 21,822 | |
HFF Inc. Class A | 780,741 | 21,619 | |
PennyMac Mortgage Investment Trust | 1,386,976 | 21,609 | |
* | Black Knight Financial Services Inc. Class A | 522,154 | 21,356 |
Safety Insurance Group Inc. | 310,268 | 20,856 | |
S&T Bancorp Inc. | 715,005 | 20,728 | |
* | Green Dot Corp. Class A | 892,661 | 20,585 |
New Senior Investment Group Inc. | 1,768,340 | 20,407 | |
* | KCG Holdings Inc. Class A | 1,303,462 | 20,243 |
Employers Holdings Inc. | 665,467 | 19,851 | |
Capstead Mortgage Corp. | 2,067,027 | 19,492 | |
First Commonwealth Financial Corp. | 1,917,588 | 19,348 | |
* | St. Joe Co. | 1,040,221 | 19,119 |
Cohen & Steers Inc. | 445,465 | 19,044 | |
Nelnet Inc. Class A | 467,043 | 18,855 | |
Infinity Property & Casualty Corp. | 226,487 | 18,715 | |
CareTrust REIT Inc. | 1,250,552 | 18,483 | |
Alexander's Inc. | 43,991 | 18,459 | |
United Fire Group Inc. | 434,927 | 18,406 | |
FelCor Lodging Trust Inc. | 2,852,550 | 18,342 | |
ARMOUR Residential REIT Inc. | 792,362 | 17,860 | |
Berkshire Hills Bancorp Inc. | 638,982 | 17,706 | |
Brookline Bancorp Inc. | 1,436,458 | 17,510 | |
* | FNFV Group | 1,392,691 | 17,381 |
State Bank Financial Corp. | 753,899 | 17,204 | |
American Capital Mortgage Investment Corp. | 986,339 | 16,955 | |
Saul Centers Inc. | 253,546 | 16,886 | |
Universal Health Realty Income Trust | 262,288 | 16,529 | |
Maiden Holdings Ltd. | 1,277,640 | 16,213 | |
Central Pacific Financial Corp. | 637,489 | 16,058 | |
Capital Bank Financial Corp. | 488,508 | 15,686 | |
Hersha Hospitality Trust Class A | 870,362 | 15,684 | |
* | iStar Inc. | 1,459,038 | 15,655 |
Investors Real Estate Trust | 2,610,424 | 15,532 | |
City Holding Co. | 308,029 | 15,491 | |
* | Walker & Dunlop Inc. | 599,879 | 15,153 |
* | Piper Jaffray Cos. | 312,191 | 15,079 |
Simmons First National Corp. Class A | 294,945 | 14,718 | |
United Community Banks Inc. | 682,686 | 14,350 | |
Northfield Bancorp Inc. | 883,114 | 14,218 | |
* | Santander Consumer USA Holdings Inc. | 1,155,668 | 14,053 |
* | Third Point Reinsurance Ltd. | 1,148,075 | 13,777 |
*,^ BofI Holding Inc. | 614,465 | 13,764 | |
InfraREIT Inc. | 756,489 | 13,723 | |
FBL Financial Group Inc. Class A | 213,171 | 13,637 | |
* | First BanCorp | 2,560,357 | 13,314 |
Oritani Financial Corp. | 826,806 | 12,997 | |
Getty Realty Corp. | 542,277 | 12,977 | |
* | Greenlight Capital Re Ltd. Class A | 631,207 | 12,902 |
Urstadt Biddle Properties Inc. Class A | 578,786 | 12,861 | |
Greenhill & Co. Inc. | 544,509 | 12,834 |
National Bank Holdings Corp. Class A | 544,614 | 12,728 | |
NRG Yield Inc. Class A | 748,072 | 12,209 | |
Virtus Investment Partners Inc. | 124,510 | 12,185 | |
* | First Hawaiian Inc. | 452,417 | 12,152 |
Silver Bay Realty Trust Corp. | 689,938 | 12,095 | |
BancFirst Corp. | 166,624 | 12,082 | |
Moelis & Co. Class A | 444,753 | 11,959 | |
* | Flagstar Bancorp Inc. | 428,556 | 11,892 |
Investment Technology Group Inc. | 683,199 | 11,710 | |
Altisource Residential Corp. | 1,056,339 | 11,514 | |
*,^ Encore Capital Group Inc. | 492,682 | 11,076 | |
Ladder Capital Corp. | 826,663 | 10,945 | |
Dime Community Bancshares Inc. | 646,795 | 10,840 | |
First Potomac Realty Trust | 1,178,211 | 10,781 | |
Ashford Hospitality Trust Inc. | 1,746,184 | 10,285 | |
Anworth Mortgage Asset Corp. | 2,067,704 | 10,173 | |
* | Ambac Financial Group Inc. | 540,170 | 9,934 |
National Western Life Group Inc. Class A | 47,885 | 9,834 | |
AG Mortgage Investment Trust Inc. | 606,548 | 9,553 | |
OFG Bancorp | 943,137 | 9,535 | |
*,^ Nationstar Mortgage Holdings Inc. | 623,408 | 9,233 | |
* | Marcus & Millichap Inc. | 321,375 | 8,404 |
* | Altisource Portfolio Solutions SA | 254,533 | 8,247 |
* | Forestar Group Inc. | 698,865 | 8,184 |
Resource Capital Corp. | 638,305 | 8,177 | |
Virtu Financial Inc. Class A | 532,860 | 7,977 | |
* | Tejon Ranch Co. | 310,473 | 7,551 |
State Auto Financial Corp. | 313,106 | 7,455 | |
* | Ocwen Financial Corp. | 1,982,539 | 7,276 |
* | PennyMac Financial Services Inc. Class A | 426,872 | 7,261 |
OneBeacon Insurance Group Ltd. Class A | 459,383 | 6,560 | |
Houlihan Lokey Inc. | 260,600 | 6,528 | |
Ashford Hospitality Prime Inc. | 437,609 | 6,170 | |
^ | Fidelity & Guaranty Life | 254,714 | 5,907 |
Newcastle Investment Corp. | 1,286,587 | 5,828 | |
* | EZCORP Inc. Class A | 526,844 | 5,827 |
RMR Group Inc. Class A | 127,331 | 4,831 | |
* | On Deck Capital Inc. | 841,589 | 4,797 |
* | World Acceptance Corp. | 93,690 | 4,595 |
* | MoneyGram International Inc. | 573,641 | 4,073 |
* | NewStar Financial Inc. | 411,407 | 3,995 |
Associated Capital Group Inc. Class A | 92,670 | 3,286 | |
GAMCO Investors Inc. Class A | 89,863 | 2,558 | |
Urstadt Biddle Properties Inc. | 60,433 | 1,094 | |
16,787,365 | |||
Health Care (9.8%) | |||
Teleflex Inc. | 947,794 | 159,277 | |
* | DexCom Inc. | 1,715,125 | 150,348 |
* | Align Technology Inc. | 1,550,765 | 145,384 |
STERIS plc | 1,854,506 | 135,564 | |
* | MEDNAX Inc. | 2,012,863 | 133,352 |
West Pharmaceutical Services Inc. | 1,576,454 | 117,446 | |
* | Seattle Genetics Inc. | 2,117,645 | 114,374 |
* | WellCare Health Plans Inc. | 952,156 | 111,488 |
*,^ United Therapeutics Corp. | 935,899 | 110,511 | |
* | ABIOMED Inc. | 833,220 | 107,135 |
*,^ Ionis Pharmaceuticals Inc. | 2,604,301 | 95,422 |
* | Neurocrine Biosciences Inc. | 1,868,058 | 94,598 |
Bio-Techne Corp. | 800,619 | 87,668 | |
* | Charles River Laboratories International Inc. | 1,018,413 | 84,875 |
* | Cepheid | 1,569,815 | 82,714 |
* | Alere Inc. | 1,865,059 | 80,645 |
* | Acadia Healthcare Co. Inc. | 1,597,695 | 79,166 |
* | Amsurg Corp. | 1,178,566 | 79,023 |
* | PAREXEL International Corp. | 1,137,217 | 78,980 |
Hill-Rom Holdings Inc. | 1,266,718 | 78,511 | |
*,^ OPKO Health Inc. | 7,193,799 | 76,182 | |
HealthSouth Corp. | 1,833,954 | 74,404 | |
* | Bio-Rad Laboratories Inc. Class A | 444,919 | 72,882 |
* | NuVasive Inc. | 1,079,701 | 71,973 |
*,^ TESARO Inc. | 717,909 | 71,963 | |
* | Brookdale Senior Living Inc. | 3,997,405 | 69,755 |
* | Catalent Inc. | 2,682,211 | 69,308 |
*,^ Sarepta Therapeutics Inc. | 1,081,105 | 66,391 | |
*,^ ACADIA Pharmaceuticals Inc. | 2,059,765 | 65,521 | |
* | Exelixis Inc. | 4,952,381 | 63,341 |
* | Horizon Pharma plc | 3,459,680 | 62,724 |
Healthcare Services Group Inc. | 1,481,477 | 58,637 | |
*,^ Intercept Pharmaceuticals Inc. | 346,291 | 56,996 | |
* | Masimo Corp. | 956,003 | 56,873 |
Cantel Medical Corp. | 716,974 | 55,910 | |
* | Prestige Brands Holdings Inc. | 1,137,149 | 54,890 |
* | Medicines Co. | 1,441,318 | 54,395 |
* | LifePoint Health Inc. | 917,630 | 54,351 |
* | Wright Medical Group NV | 2,213,897 | 54,307 |
* | Bluebird Bio Inc. | 800,576 | 54,263 |
*,^ Ultragenyx Pharmaceutical Inc. | 763,198 | 54,141 | |
* | Molina Healthcare Inc. | 917,847 | 53,529 |
* | Integra LifeSciences Holdings Corp. | 643,116 | 53,089 |
* | VWR Corp. | 1,837,689 | 52,117 |
* | Akorn Inc. | 1,896,998 | 51,712 |
*,^ Juno Therapeutics Inc. | 1,706,289 | 51,206 | |
Bruker Corp. | 2,257,786 | 51,139 | |
* | ARIAD Pharmaceuticals Inc. | 3,729,264 | 51,054 |
* | Nektar Therapeutics | 2,946,184 | 50,615 |
* | Insulet Corp. | 1,232,384 | 50,454 |
* | INC Research Holdings Inc. Class A | 1,093,384 | 48,743 |
* | Nevro Corp. | 460,258 | 48,046 |
*,^ Kite Pharma Inc. | 853,208 | 47,660 | |
* | Team Health Holdings Inc. | 1,435,987 | 46,756 |
Owens & Minor Inc. | 1,340,884 | 46,569 | |
* | Envision Healthcare Holdings Inc. | 2,012,186 | 44,811 |
* | Ironwood Pharmaceuticals Inc. Class A | 2,795,396 | 44,391 |
* | Endo International plc | 2,162,156 | 43,567 |
* | Neogen Corp. | 768,797 | 43,007 |
* | Radius Health Inc. | 789,914 | 42,726 |
* | Exact Sciences Corp. | 2,295,716 | 42,631 |
* | Ligand Pharmaceuticals Inc. | 403,886 | 41,221 |
* | Penumbra Inc. | 534,107 | 40,587 |
* | HMS Holdings Corp. | 1,820,103 | 40,352 |
* | Puma Biotechnology Inc. | 595,953 | 39,959 |
* | Haemonetics Corp. | 1,102,154 | 39,909 |
* | ICU Medical Inc. | 311,849 | 39,411 |
* | Tenet Healthcare Corp. | 1,711,327 | 38,779 |
* | Impax Laboratories Inc. | 1,591,911 | 37,728 |
* | Agios Pharmaceuticals Inc. | 712,434 | 37,631 |
* | PRA Health Sciences Inc. | 656,848 | 37,118 |
* | Halyard Health Inc. | 1,005,477 | 34,850 |
* | NxStage Medical Inc. | 1,387,446 | 34,672 |
* | Globus Medical Inc. | 1,465,946 | 33,086 |
*,^ Intrexon Corp. | 1,147,830 | 32,162 | |
* | Ophthotech Corp. | 688,795 | 31,774 |
* | Sage Therapeutics Inc. | 669,324 | 30,822 |
* | Myriad Genetics Inc. | 1,486,538 | 30,593 |
* | Select Medical Holdings Corp. | 2,261,000 | 30,523 |
* | Alder Biopharmaceuticals Inc. | 915,613 | 30,005 |
*,^ Spark Therapeutics Inc. | 493,796 | 29,657 | |
* | Surgical Care Affiliates Inc. | 606,720 | 29,584 |
* | Amedisys Inc. | 612,790 | 29,071 |
* | Magellan Health Inc. | 529,008 | 28,424 |
* | Halozyme Therapeutics Inc. | 2,323,492 | 28,068 |
*,^ Theravance Biopharma Inc. | 772,489 | 27,995 | |
*,^ Community Health Systems Inc. | 2,332,229 | 26,914 | |
* | Pacira Pharmaceuticals Inc. | 763,354 | 26,122 |
*,^ Clovis Oncology Inc. | 703,648 | 25,367 | |
Abaxis Inc. | 463,575 | 23,930 | |
Analogic Corp. | 267,485 | 23,699 | |
* | Portola Pharmaceuticals Inc. | 1,034,114 | 23,485 |
*,^ Air Methods Corp. | 744,531 | 23,445 | |
* | Emergent BioSolutions Inc. | 739,026 | 23,301 |
*,^ Cempra Inc. | 950,226 | 22,995 | |
* | FibroGen Inc. | 1,079,515 | 22,346 |
* | Merit Medical Systems Inc. | 906,872 | 22,028 |
CONMED Corp. | 537,890 | 21,548 | |
*,^ Endologix Inc. | 1,681,766 | 21,527 | |
* | Acorda Therapeutics Inc. | 991,258 | 20,697 |
Ensign Group Inc. | 1,028,074 | 20,695 | |
* | Achillion Pharmaceuticals Inc. | 2,506,295 | 20,301 |
*,^ Synergy Pharmaceuticals Inc. | 3,676,165 | 20,256 | |
* | Luminex Corp. | 840,891 | 19,105 |
*,^ Innoviva Inc. | 1,680,770 | 18,472 | |
* | AMAG Pharmaceuticals Inc. | 744,543 | 18,249 |
Kindred Healthcare Inc. | 1,748,247 | 17,867 | |
*,^ Lannett Co. Inc. | 671,653 | 17,846 | |
* | Healthways Inc. | 669,353 | 17,711 |
Meridian Bioscience Inc. | 907,468 | 17,505 | |
*,^ Merrimack Pharmaceuticals Inc. | 2,648,720 | 16,819 | |
* | Depomed Inc. | 661,975 | 16,543 |
*,^ Lexicon Pharmaceuticals Inc. | 895,983 | 16,190 | |
* | Momenta Pharmaceuticals Inc. | 1,375,208 | 16,076 |
* | Orthofix International NV | 374,494 | 16,017 |
* | HealthStream Inc. | 547,379 | 15,108 |
* | Glaukos Corp. | 355,635 | 13,422 |
* | Natus Medical Inc. | 337,311 | 13,253 |
National HealthCare Corp. | 196,923 | 12,995 | |
* | Quidel Corp. | 559,186 | 12,352 |
* | LHC Group Inc. | 333,337 | 12,293 |
*,^ Novavax Inc. | 5,850,406 | 12,169 | |
*,^ Adeptus Health Inc. Class A | 282,126 | 12,146 | |
* | Avexis Inc. | 290,107 | 11,955 |
PDL BioPharma Inc. | 3,539,628 | 11,858 |
*,^ TherapeuticsMD Inc. | 1,696,896 | 11,556 | |
* | Genomic Health Inc. | 397,175 | 11,486 |
* | Amicus Therapeutics Inc. | 1,494,954 | 11,063 |
* | Acceleron Pharma Inc. | 302,373 | 10,943 |
* | Intra-Cellular Therapies Inc. Class A | 699,151 | 10,655 |
* | Accuray Inc. | 1,653,956 | 10,536 |
*,^ Global Blood Therapeutics Inc. | 440,421 | 10,152 | |
*,^ Teladoc Inc. | 536,471 | 9,823 | |
* | Insmed Inc. | 665,326 | 9,661 |
* | Arena Pharmaceuticals Inc. | 5,225,122 | 9,144 |
*,^ Keryx Biopharmaceuticals Inc. | 1,716,812 | 9,116 | |
*,^ Celldex Therapeutics Inc. | 2,144,773 | 8,665 | |
*,^ Epizyme Inc. | 878,161 | 8,641 | |
* | Surgery Partners Inc. | 418,698 | 8,474 |
Universal American Corp. | 1,060,437 | 8,112 | |
* | CorVel Corp. | 209,797 | 8,056 |
*,^ Novocure Ltd. | 913,477 | 7,801 | |
*,^ Aduro Biotech Inc. | 621,828 | 7,729 | |
Invacare Corp. | 655,531 | 7,322 | |
*,^ Insys Therapeutics Inc. | 614,061 | 7,240 | |
*,^ ZIOPHARM Oncology Inc. | 1,275,490 | 7,181 | |
*,^ ConforMIS Inc. | 676,799 | 6,714 | |
* | Spectrum Pharmaceuticals Inc. | 1,393,670 | 6,508 |
* | Aimmune Therapeutics Inc. | 413,105 | 6,197 |
* | Natera Inc. | 549,688 | 6,107 |
*,^ Editas Medicine Inc. | 390,832 | 5,268 | |
* | PTC Therapeutics Inc. | 346,828 | 4,859 |
*,^ Seres Therapeutics Inc. | 387,080 | 4,757 | |
*,^ NantKwest Inc. | 533,999 | 4,155 | |
*,^ MannKind Corp. | 6,665,864 | 4,133 | |
*,^ American Renal Associates Holdings Inc. | 202,706 | 3,703 | |
*,^ ImmunoGen Inc. | 930,967 | 2,495 | |
*,^ Intellia Therapeutics Inc. | 115,097 | 1,959 | |
* | Quorum Health Corp. | 298,639 | 1,872 |
* | Infinity Pharmaceuticals Inc. | 664,545 | 1,037 |
6,241,218 | |||
Industrials (19.1%) | |||
Broadridge Financial Solutions Inc. | 2,545,610 | 172,567 | |
Packaging Corp. of America | 2,028,012 | 164,796 | |
Valspar Corp. | 1,535,599 | 162,881 | |
AO Smith Corp. | 1,595,574 | 157,627 | |
Huntington Ingalls Industries Inc. | 1,007,109 | 154,511 | |
IDEX Corp. | 1,638,728 | 153,336 | |
* | CoStar Group Inc. | 701,728 | 151,945 |
Jack Henry & Associates Inc. | 1,696,991 | 145,178 | |
Carlisle Cos. Inc. | 1,391,418 | 142,718 | |
Allegion plc | 2,064,207 | 142,245 | |
Lennox International Inc. | 888,985 | 139,597 | |
* | HD Supply Holdings Inc. | 4,318,253 | 138,098 |
PerkinElmer Inc. | 2,355,176 | 132,149 | |
* | Spirit AeroSystems Holdings Inc. Class A | 2,776,652 | 123,672 |
* | Keysight Technologies Inc. | 3,663,588 | 116,099 |
* | Berry Plastics Group Inc. | 2,617,835 | 114,792 |
Sonoco Products Co. | 2,158,265 | 114,021 | |
Nordson Corp. | 1,105,149 | 110,106 | |
Donaldson Co. Inc. | 2,866,659 | 107,012 | |
MDU Resources Group Inc. | 4,205,321 | 106,983 |
Toro Co. | 2,251,580 | 105,464 | |
AptarGroup Inc. | 1,355,215 | 104,907 | |
Bemis Co. Inc. | 2,037,879 | 103,952 | |
* | Old Dominion Freight Line Inc. | 1,515,008 | 103,945 |
* | AECOM | 3,306,772 | 98,310 |
Orbital ATK Inc. | 1,261,067 | 96,131 | |
Graphic Packaging Holding Co. | 6,871,230 | 96,129 | |
Cognex Corp. | 1,741,177 | 92,039 | |
* | WEX Inc. | 827,153 | 89,407 |
Oshkosh Corp. | 1,582,777 | 88,636 | |
Graco Inc. | 1,197,254 | 88,597 | |
Hexcel Corp. | 1,991,977 | 88,245 | |
* | Euronet Worldwide Inc. | 1,064,146 | 87,079 |
* | Quanta Services Inc. | 3,100,402 | 86,780 |
Booz Allen Hamilton Holding Corp. Class A | 2,715,479 | 85,836 | |
* | Genesee & Wyoming Inc. Class A | 1,231,043 | 84,880 |
Lincoln Electric Holdings Inc. | 1,301,795 | 81,518 | |
Trinity Industries Inc. | 3,276,663 | 79,230 | |
MAXIMUS Inc. | 1,395,367 | 78,922 | |
Curtiss-Wright Corp. | 859,835 | 78,340 | |
Watsco Inc. | 554,765 | 78,166 | |
*,^ XPO Logistics Inc. | 2,131,564 | 78,164 | |
EMCOR Group Inc. | 1,309,646 | 78,081 | |
BWX Technologies Inc. | 2,004,674 | 76,919 | |
^ | MSC Industrial Direct Co. Inc. Class A | 1,040,206 | 76,362 |
Jabil Circuit Inc. | 3,492,366 | 76,203 | |
Eagle Materials Inc. | 985,292 | 76,163 | |
Ryder System Inc. | 1,149,876 | 75,834 | |
* | Zebra Technologies Corp. | 1,077,922 | 75,034 |
* | CoreLogic Inc. | 1,901,777 | 74,588 |
Woodward Inc. | 1,189,563 | 74,324 | |
AGCO Corp. | 1,482,475 | 73,116 | |
* | Teledyne Technologies Inc. | 671,767 | 72,504 |
RR Donnelley & Sons Co. | 4,507,521 | 70,858 | |
National Instruments Corp. | 2,488,786 | 70,682 | |
World Fuel Services Corp. | 1,514,762 | 70,073 | |
Deluxe Corp. | 1,048,601 | 70,068 | |
* | Genpact Ltd. | 2,900,274 | 69,462 |
ITT Inc. | 1,926,988 | 69,063 | |
* | Kirby Corp. | 1,100,146 | 68,385 |
CLARCOR Inc. | 1,049,893 | 68,243 | |
* | TransUnion | 1,964,476 | 67,774 |
Crane Co. | 1,069,349 | 67,380 | |
* | Owens-Illinois Inc. | 3,484,999 | 64,089 |
Belden Inc. | 905,665 | 62,482 | |
Littelfuse Inc. | 483,579 | 62,290 | |
Valmont Industries Inc. | 462,170 | 62,194 | |
Chicago Bridge & Iron Co. NV | 2,218,040 | 62,172 | |
Landstar System Inc. | 905,349 | 61,636 | |
* | IPG Photonics Corp. | 742,606 | 61,154 |
* | USG Corp. | 2,354,996 | 60,877 |
Air Lease Corp. Class A | 2,100,661 | 60,037 | |
Joy Global Inc. | 2,110,152 | 58,536 | |
EnerSys | 840,370 | 58,145 | |
* | Colfax Corp. | 1,846,234 | 58,027 |
* | Coherent Inc. | 523,583 | 57,877 |
* | Louisiana-Pacific Corp. | 3,056,574 | 57,555 |
Regal Beloit Corp. | 962,362 | 57,251 | |
Convergys Corp. | 1,855,446 | 56,443 | |
Terex Corp. | 2,218,385 | 56,369 | |
* | WESCO International Inc. | 909,737 | 55,940 |
* | Clean Harbors Inc. | 1,112,707 | 53,388 |
Timken Co. | 1,515,170 | 53,243 | |
*,^ Cimpress NV | 509,696 | 51,571 | |
* | Generac Holdings Inc. | 1,416,579 | 51,422 |
* | Universal Display Corp. | 908,993 | 50,458 |
Kennametal Inc. | 1,714,038 | 49,741 | |
*,^ Ambarella Inc. | 671,143 | 49,403 | |
* | Esterline Technologies Corp. | 632,310 | 48,081 |
* | WageWorks Inc. | 786,409 | 47,900 |
FLIR Systems Inc. | 1,477,679 | 46,429 | |
KBR Inc. | 3,063,527 | 46,351 | |
Silgan Holdings Inc. | 911,786 | 46,127 | |
ABM Industries Inc. | 1,143,507 | 45,397 | |
* | Sanmina Corp. | 1,588,082 | 45,213 |
* | Rexnord Corp. | 2,100,012 | 44,961 |
Barnes Group Inc. | 1,099,694 | 44,593 | |
Tetra Tech Inc. | 1,236,048 | 43,843 | |
* | Itron Inc. | 781,243 | 43,562 |
* | Cardtronics plc Class A | 973,941 | 43,438 |
Granite Construction Inc. | 852,527 | 42,405 | |
* | MasTec Inc. | 1,420,660 | 42,250 |
John Bean Technologies Corp. | 596,331 | 42,071 | |
* | Moog Inc. Class A | 700,702 | 41,720 |
UniFirst Corp. | 315,499 | 41,602 | |
Mueller Water Products Inc. Class A | 3,305,285 | 41,481 | |
* | Masonite International Corp. | 659,087 | 40,975 |
Universal Forest Products Inc. | 414,575 | 40,832 | |
Vishay Intertechnology Inc. | 2,897,312 | 40,823 | |
G&K Services Inc. Class A | 424,232 | 40,510 | |
* | FTI Consulting Inc. | 909,053 | 40,507 |
* | KLX Inc. | 1,137,570 | 40,042 |
Mueller Industries Inc. | 1,232,455 | 39,956 | |
MSA Safety Inc. | 686,670 | 39,854 | |
HEICO Corp. Class A | 657,543 | 39,788 | |
Knight Transportation Inc. | 1,374,704 | 39,440 | |
* | Anixter International Inc. | 606,186 | 39,099 |
Covanta Holding Corp. | 2,532,160 | 38,970 | |
Watts Water Technologies Inc. Class A | 600,809 | 38,956 | |
Simpson Manufacturing Co. Inc. | 886,125 | 38,945 | |
* | Advisory Board Co. | 867,325 | 38,804 |
^ | GATX Corp. | 868,438 | 38,689 |
HEICO Corp. | 553,296 | 38,288 | |
CEB Inc. | 694,343 | 37,821 | |
* | On Assignment Inc. | 1,034,580 | 37,545 |
Applied Industrial Technologies Inc. | 799,790 | 37,382 | |
* | DigitalGlobe Inc. | 1,355,513 | 37,277 |
* | RBC Bearings Inc. | 486,043 | 37,173 |
* | Trex Co. Inc. | 632,285 | 37,128 |
* | Armstrong World Industries Inc. | 897,092 | 37,068 |
Matson Inc. | 923,042 | 36,811 | |
* | Swift Transportation Co. | 1,710,120 | 36,716 |
AZZ Inc. | 557,974 | 36,419 | |
Brink's Co. | 960,822 | 35,627 |
Brady Corp. Class A | 1,008,647 | 34,909 | |
Franklin Electric Co. Inc. | 846,366 | 34,456 | |
* | ExlService Holdings Inc. | 685,819 | 34,181 |
* | Imperva Inc. | 632,223 | 33,957 |
* | Plexus Corp. | 718,284 | 33,601 |
* | AMN Healthcare Services Inc. | 1,036,051 | 33,019 |
*,^ Smith & Wesson Holding Corp. | 1,207,433 | 32,106 | |
* | NeuStar Inc. Class A | 1,173,014 | 31,190 |
* | Proto Labs Inc. | 510,905 | 30,608 |
* | LifeLock Inc. | 1,796,507 | 30,397 |
* | Summit Materials Inc. Class A | 1,629,246 | 30,223 |
Triumph Group Inc. | 1,067,809 | 29,771 | |
* | MACOM Technology Solutions Holdings Inc. | 694,456 | 29,403 |
Otter Tail Corp. | 835,764 | 28,909 | |
Mobile Mini Inc. | 956,439 | 28,884 | |
Forward Air Corp. | 652,685 | 28,235 | |
Actuant Corp. Class A | 1,203,805 | 27,976 | |
* | Huron Consulting Group Inc. | 467,953 | 27,965 |
* | Hub Group Inc. Class A | 685,048 | 27,923 |
Apogee Enterprises Inc. | 618,097 | 27,623 | |
* | TopBuild Corp. | 828,965 | 27,522 |
* | II-VI Inc. | 1,128,558 | 27,458 |
Exponent Inc. | 530,709 | 27,098 | |
*,^ Knowles Corp. | 1,910,470 | 26,842 | |
* | Benchmark Electronics Inc. | 1,061,175 | 26,476 |
Methode Electronics Inc. | 756,286 | 26,447 | |
* | SPX FLOW Inc. | 852,794 | 26,368 |
EnPro Industries Inc. | 463,830 | 26,355 | |
Albany International Corp. | 619,922 | 26,272 | |
Insperity Inc. | 357,035 | 25,935 | |
Standex International Corp. | 276,281 | 25,658 | |
Kaman Corp. | 582,433 | 25,580 | |
* | OSI Systems Inc. | 386,371 | 25,261 |
Astec Industries Inc. | 420,483 | 25,174 | |
Greif Inc. Class A | 501,784 | 24,884 | |
AAON Inc. | 858,330 | 24,737 | |
Tennant Co. | 380,122 | 24,632 | |
ESCO Technologies Inc. | 527,267 | 24,476 | |
Cubic Corp. | 522,851 | 24,475 | |
*,^ Navistar International Corp. | 1,058,852 | 24,237 | |
* | Rogers Corp. | 388,489 | 23,729 |
Sturm Ruger & Co. Inc. | 409,452 | 23,650 | |
Comfort Systems USA Inc. | 806,140 | 23,628 | |
Aircastle Ltd. | 1,189,564 | 23,625 | |
* | Sykes Enterprises Inc. | 831,500 | 23,390 |
Korn/Ferry International | 1,112,536 | 23,363 | |
* | Atlas Air Worldwide Holdings Inc. | 535,594 | 22,934 |
EVERTEC Inc. | 1,353,028 | 22,704 | |
AAR Corp. | 712,536 | 22,317 | |
* | Paylocity Holding Corp. | 494,842 | 22,001 |
Werner Enterprises Inc. | 931,439 | 21,675 | |
*,^ Inovalon Holdings Inc. Class A | 1,462,888 | 21,519 | |
* | Boise Cascade Co. | 836,022 | 21,235 |
CIRCOR International Inc. | 353,763 | 21,070 | |
* | Navigant Consulting Inc. | 1,028,398 | 20,794 |
* | Meritor Inc. | 1,868,276 | 20,794 |
* | TrueBlue Inc. | 915,623 | 20,748 |
ManTech International Corp. Class A | 540,225 | 20,361 |
^ Greenbrier Cos. Inc. | 575,958 | 20,331 |
Badger Meter Inc. | 596,228 | 19,980 |
* Wabash National Corp. | 1,397,127 | 19,895 |
* TriNet Group Inc. | 916,007 | 19,813 |
* Team Inc. | 605,382 | 19,802 |
Heartland Express Inc. | 983,357 | 18,566 |
* Continental Building Products Inc. | 879,958 | 18,470 |
Primoris Services Corp. | 894,670 | 18,430 |
* Press Ganey Holdings Inc. | 455,879 | 18,418 |
Advanced Drainage Systems Inc. | 760,798 | 18,305 |
* Tutor Perini Corp. | 847,723 | 18,201 |
* TriMas Corp. | 972,112 | 18,091 |
* Babcock & Wilcox Enterprises Inc. | 1,094,965 | 18,067 |
Raven Industries Inc. | 783,500 | 18,044 |
* Rofin-Sinar Technologies Inc. | 549,499 | 17,683 |
* TTM Technologies Inc. | 1,514,872 | 17,345 |
* Veeco Instruments Inc. | 877,063 | 17,217 |
Harsco Corp. | 1,726,318 | 17,142 |
* PHH Corp. | 1,155,320 | 16,694 |
MTS Systems Corp. | 360,029 | 16,572 |
Essendant Inc. | 801,917 | 16,455 |
Quad/Graphics Inc. | 614,819 | 16,428 |
* SPX Corp. | 808,732 | 16,288 |
^ Lindsay Corp. | 219,708 | 16,254 |
Sun Hydraulics Corp. | 491,211 | 15,851 |
* Air Transport Services Group Inc. | 1,102,516 | 15,821 |
* Wesco Aircraft Holdings Inc. | 1,169,345 | 15,704 |
Encore Wire Corp. | 425,269 | 15,637 |
Altra Industrial Motion Corp. | 532,657 | 15,431 |
* TASER International Inc. | 534,399 | 15,289 |
General Cable Corp. | 1,010,408 | 15,136 |
McGrath RentCorp | 464,655 | 14,734 |
* Integer Holdings Corp. | 665,121 | 14,427 |
* Aegion Corp. Class A | 720,933 | 13,748 |
* Thermon Group Holdings Inc. | 696,010 | 13,746 |
* Overseas Shipholding Group Inc. Class A | 1,273,700 | 13,463 |
Materion Corp. | 429,774 | 13,198 |
* Evolent Health Inc. Class A | 528,272 | 13,006 |
* FARO Technologies Inc. | 359,612 | 12,928 |
Griffon Corp. | 752,855 | 12,806 |
* Headwaters Inc. | 754,310 | 12,763 |
Quanex Building Products Corp. | 736,905 | 12,719 |
Manitowoc Co. Inc. | 2,647,108 | 12,680 |
Triton International Ltd. | 948,095 | 12,505 |
AVX Corp. | 902,259 | 12,442 |
Kelly Services Inc. Class A | 634,810 | 12,201 |
H&E Equipment Services Inc. | 691,474 | 11,589 |
Schnitzer Steel Industries Inc. | 538,854 | 11,262 |
Resources Connection Inc. | 752,799 | 11,247 |
* RPX Corp. | 1,046,085 | 11,183 |
* Aerovironment Inc. | 453,346 | 11,066 |
Kforce Inc. | 536,135 | 10,985 |
* Builders FirstSource Inc. | 888,288 | 10,224 |
* Bazaarvoice Inc. | 1,670,298 | 9,871 |
* Cotiviti Holdings Inc. | 288,822 | 9,684 |
* Multi Packaging Solutions International Ltd. | 666,915 | 9,610 |
Hyster-Yale Materials Handling Inc. | 159,480 | 9,590 | |
* | Armstrong Flooring Inc. | 505,738 | 9,548 |
ArcBest Corp. | 497,043 | 9,454 | |
* | InnerWorkings Inc. | 993,446 | 9,358 |
Gorman-Rupp Co. | 363,357 | 9,306 | |
Landauer Inc. | 208,224 | 9,262 | |
Greif Inc. Class B | 146,266 | 8,862 | |
TeleTech Holdings Inc. | 302,356 | 8,765 | |
* | DHI Group Inc. | 1,060,393 | 8,367 |
* | Astronics Corp. | 183,780 | 8,279 |
* | Mistras Group Inc. | 341,408 | 8,013 |
* | TimkenSteel Corp. | 712,839 | 7,449 |
Park Electrochemical Corp. | 410,040 | 7,122 | |
American Railcar Industries Inc. | 168,646 | 6,994 | |
* | Ply Gem Holdings Inc. | 440,268 | 5,882 |
* | Milacron Holdings Corp. | 361,582 | 5,771 |
* | Roadrunner Transportation Systems Inc. | 657,643 | 5,248 |
* | Atkore International Group Inc. | 266,737 | 4,999 |
* | GMS Inc. | 174,861 | 3,887 |
Textainer Group Holdings Ltd. | 481,105 | 3,604 | |
* | Monster Worldwide Inc. | 890,801 | 3,216 |
* | Astronics Corp. Class B | 25,198 | 1,139 |
* | RR Donnelley & Sons Co. (NYSE) | 3,504 | 55 |
12,087,672 | |||
Oil & Gas (4.8%) | |||
* | Newfield Exploration Co. | 4,274,356 | 185,763 |
Targa Resources Corp. | 3,405,388 | 167,239 | |
* | Diamondback Energy Inc. | 1,679,646 | 162,153 |
* | Southwestern Energy Co. | 10,620,879 | 146,993 |
* | Parsley Energy Inc. Class A | 3,459,216 | 115,918 |
QEP Resources Inc. | 5,160,084 | 100,776 | |
* | WPX Energy Inc. | 7,407,872 | 97,710 |
*,^ Chesapeake Energy Corp. | 15,057,667 | 94,412 | |
* | Rice Energy Inc. | 3,386,026 | 88,409 |
*,^ Transocean Ltd. | 7,463,581 | 79,562 | |
* | PDC Energy Inc. | 1,183,751 | 79,382 |
* | Gulfport Energy Corp. | 2,695,597 | 76,151 |
Nabors Industries Ltd. | 5,788,314 | 70,386 | |
SM Energy Co. | 1,816,135 | 70,066 | |
Patterson-UTI Energy Inc. | 3,017,698 | 67,506 | |
*,^ First Solar Inc. | 1,650,678 | 65,185 | |
Energen Corp. | 1,043,605 | 60,237 | |
Superior Energy Services Inc. | 3,262,892 | 58,406 | |
Oceaneering International Inc. | 2,108,522 | 58,005 | |
Ensco plc Class A | 6,496,772 | 55,223 | |
* | RSP Permian Inc. | 1,420,670 | 55,094 |
Murphy Oil Corp. | 1,758,754 | 53,466 | |
* | Whiting Petroleum Corp. | 5,921,342 | 51,753 |
* | Carrizo Oil & Gas Inc. | 1,205,319 | 48,960 |
PBF Energy Inc. Class A | 2,104,474 | 47,645 | |
* | NOW Inc. | 2,195,039 | 47,040 |
Western Refining Inc. | 1,748,533 | 46,266 | |
* | Dril-Quip Inc. | 807,384 | 45,004 |
* | Matador Resources Co. | 1,805,664 | 43,950 |
* | Oasis Petroleum Inc. | 3,697,365 | 42,409 |
Rowan Cos. plc Class A | 2,704,192 | 40,996 | |
SemGroup Corp. Class A | 1,135,640 | 40,156 |
* | Laredo Petroleum Inc. | 3,103,161 | 40,031 |
* | Oil States International Inc. | 1,105,885 | 34,913 |
Pattern Energy Group Inc. Class A | 1,488,928 | 33,486 | |
Noble Corp. plc | 5,239,011 | 33,215 | |
* | MRC Global Inc. | 1,974,553 | 32,442 |
*,^ Denbury Resources Inc. | 8,564,559 | 27,663 | |
* | Callon Petroleum Co. | 1,689,396 | 26,523 |
* | McDermott International Inc. | 5,184,445 | 25,974 |
* | Forum Energy Technologies Inc. | 1,279,132 | 25,404 |
Diamond Offshore Drilling Inc. | 1,329,468 | 23,412 | |
* | Chart Industries Inc. | 660,620 | 21,688 |
Delek US Holdings Inc. | 1,196,350 | 20,685 | |
* | Unit Corp. | 1,107,653 | 20,602 |
*,^ SEACOR Holdings Inc. | 335,958 | 19,986 | |
*,^ RPC Inc. | 1,174,842 | 19,737 | |
Archrock Inc. | 1,430,355 | 18,709 | |
* | Helix Energy Solutions Group Inc. | 2,170,776 | 17,648 |
*,^ Flotek Industries Inc. | 1,151,536 | 16,743 | |
* | Newpark Resources Inc. | 1,716,048 | 12,630 |
^ | Atwood Oceanics Inc. | 1,328,284 | 11,543 |
* | TETRA Technologies Inc. | 1,886,385 | 11,526 |
*,^ SunPower Corp. Class A | 1,197,731 | 10,684 | |
* | Exterran Corp. | 678,964 | 10,646 |
Green Plains Inc. | 388,687 | 10,184 | |
* | Cobalt International Energy Inc. | 7,553,437 | 9,366 |
Tesco Corp. | 937,530 | 7,650 | |
Bristow Group Inc. | 486,131 | 6,816 | |
Alon USA Energy Inc. | 694,221 | 5,595 | |
*,^ Sanchez Energy Corp. | 602,673 | 5,328 | |
^ | CVR Energy Inc. | 377,908 | 5,204 |
^ | CARBO Ceramics Inc. | 403,503 | 4,414 |
* | Clayton Williams Energy Inc. | 51,496 | 4,400 |
*,^ EP Energy Corp. Class A | 810,857 | 3,552 | |
* | Bill Barrett Corp. | 610,334 | 3,393 |
* | Eclipse Resources Corp. | 827,056 | 2,721 |
* | Hornbeck Offshore Services Inc. | 398,153 | 2,190 |
* | EXCO Resources Inc. | 1,794,120 | 1,920 |
3,050,844 | |||
Other (0.0%)2 | |||
* | Dyax Corp CVR Expire 12/31/2019 | 2,940,655 | 3,264 |
* | Leap Wireless International Inc CVR | 938,827 | 2,366 |
* | Clinical Data CVR | 297,875 | — |
5,630 | |||
Technology (12.1%) | |||
CDW Corp. | 3,513,531 | 160,674 | |
* | Cadence Design Systems Inc. | 6,289,152 | 160,562 |
Leidos Holdings Inc. | 2,900,056 | 125,514 | |
* | Ultimate Software Group Inc. | 591,867 | 120,972 |
* | Tyler Technologies Inc. | 704,248 | 120,588 |
SS&C Technologies Holdings Inc. | 3,679,510 | 118,296 | |
* | ARRIS International plc | 4,104,922 | 116,292 |
Ingram Micro Inc. | 3,222,417 | 114,911 | |
* | Advanced Micro Devices Inc. | 16,391,034 | 113,262 |
* | CommScope Holding Co. Inc. | 3,729,660 | 112,300 |
* | Fortinet Inc. | 3,024,459 | 111,693 |
* | ON Semiconductor Corp. | 8,947,860 | 110,238 |
* | PTC Inc. | 2,475,540 | 109,691 |
* | athenahealth Inc. | 847,005 | 106,824 |
* | Microsemi Corp. | 2,436,598 | 102,288 |
IAC/InterActiveCorp | 1,589,109 | 99,272 | |
CSRA Inc. | 3,523,897 | 94,793 | |
Teradyne Inc. | 4,355,711 | 93,996 | |
* | Guidewire Software Inc. | 1,561,870 | 93,681 |
Brocade Communications Systems Inc. | 10,064,041 | 92,891 | |
* | Manhattan Associates Inc. | 1,540,398 | 88,758 |
* | Teradata Corp. | 2,803,786 | 86,917 |
* | NCR Corp. | 2,661,914 | 85,687 |
DST Systems Inc. | 701,438 | 82,714 | |
Fair Isaac Corp. | 663,523 | 82,668 | |
* | Aspen Technology Inc. | 1,716,854 | 80,332 |
Computer Sciences Corp. | 1,509,715 | 78,822 | |
Cypress Semiconductor Corp. | 6,368,067 | 77,436 | |
* | Veeva Systems Inc. Class A | 1,872,642 | 77,303 |
* | Arista Networks Inc. | 893,363 | 76,007 |
SYNNEX Corp. | 641,136 | 73,160 | |
* | Rackspace Hosting Inc. | 2,299,266 | 72,864 |
Pitney Bowes Inc. | 3,989,642 | 72,452 | |
* | EPAM Systems Inc. | 1,041,242 | 72,168 |
* | Cirrus Logic Inc. | 1,343,428 | 71,403 |
* | ViaSat Inc. | 955,042 | 71,294 |
* | Ellie Mae Inc. | 673,108 | 70,878 |
* | Finisar Corp. | 2,368,423 | 70,579 |
* | Cavium Inc. | 1,182,655 | 68,831 |
Blackbaud Inc. | 1,022,981 | 67,865 | |
* | Tableau Software Inc. Class A | 1,224,549 | 67,681 |
* | Medidata Solutions Inc. | 1,174,411 | 65,485 |
j2 Global Inc. | 980,361 | 65,302 | |
* | Ciena Corp. | 2,969,701 | 64,739 |
* | Proofpoint Inc. | 858,655 | 64,270 |
* | Tech Data Corp. | 756,939 | 64,120 |
Intersil Corp. Class A | 2,914,752 | 63,921 | |
* | Integrated Device Technology Inc. | 2,743,785 | 63,381 |
Monolithic Power Systems Inc. | 783,637 | 63,083 | |
Mentor Graphics Corp. | 2,300,346 | 60,821 | |
InterDigital Inc. | 736,539 | 58,334 | |
MKS Instruments Inc. | 1,153,176 | 57,347 | |
Science Applications International Corp. | 819,357 | 56,839 | |
* | Cree Inc. | 2,171,481 | 55,851 |
* | Zendesk Inc. | 1,815,374 | 55,750 |
* | NetScout Systems Inc. | 1,879,051 | 54,962 |
* | Entegris Inc. | 3,035,283 | 52,875 |
* | Allscripts Healthcare Solutions Inc. | 4,011,431 | 52,831 |
* | CACI International Inc. Class A | 523,086 | 52,779 |
* | Dycom Industries Inc. | 640,406 | 52,372 |
Lexmark International Inc. Class A | 1,283,482 | 51,288 | |
* | Fleetmatics Group plc | 843,886 | 50,616 |
* | Verint Systems Inc. | 1,337,513 | 50,331 |
* | Silicon Laboratories Inc. | 849,730 | 49,964 |
* | Cornerstone OnDemand Inc. | 1,082,375 | 49,735 |
* | Electronics For Imaging Inc. | 1,004,780 | 49,154 |
* | ACI Worldwide Inc. | 2,524,415 | 48,923 |
* | TiVo Corp. | 2,507,851 | 48,853 |
*,^ Paycom Software Inc. | 965,840 | 48,418 |
* | FireEye Inc. | 3,283,533 | 48,366 |
* | Lumentum Holdings Inc. | 1,147,155 | 47,917 |
LogMeIn Inc. | 516,955 | 46,728 | |
* | Synaptics Inc. | 791,533 | 46,368 |
* | CommVault Systems Inc. | 860,436 | 45,715 |
* | Nuance Communications Inc. | 3,006,855 | 43,599 |
*,^ 3D Systems Corp. | 2,293,503 | 41,168 | |
* | NETGEAR Inc. | 670,970 | 40,587 |
* | Advanced Energy Industries Inc. | 852,161 | 40,324 |
Tessera Technologies Inc. | 1,044,255 | 40,141 | |
* | HubSpot Inc. | 684,217 | 39,425 |
* | Semtech Corp. | 1,407,212 | 39,022 |
* | VeriFone Systems Inc. | 2,377,023 | 37,414 |
* | Gigamon Inc. | 682,724 | 37,413 |
Plantronics Inc. | 717,352 | 37,274 | |
Power Integrations Inc. | 590,558 | 37,223 | |
* | Viavi Solutions Inc. | 5,008,256 | 37,011 |
Diebold Inc. | 1,452,320 | 36,003 | |
* | Synchronoss Technologies Inc. | 873,055 | 35,952 |
* | GoDaddy Inc. Class A | 997,586 | 34,447 |
* | Inphi Corp. | 789,565 | 34,354 |
* | MicroStrategy Inc. Class A | 202,211 | 33,858 |
* | 2U Inc. | 858,993 | 32,891 |
Cogent Communications Holdings Inc. | 882,995 | 32,503 | |
* | Envestnet Inc. | 875,168 | 31,900 |
NIC Inc. | 1,347,899 | 31,676 | |
* | EchoStar Corp. Class A | 694,011 | 30,419 |
* | Syntel Inc. | 723,387 | 30,317 |
* | BroadSoft Inc. | 641,184 | 29,847 |
* | Rambus Inc. | 2,370,692 | 29,634 |
* | Infoblox Inc. | 1,101,129 | 29,037 |
* | RealPage Inc. | 1,124,908 | 28,910 |
*,^ Ubiquiti Networks Inc. | 527,361 | 28,214 | |
*,^ Square Inc. | 2,394,689 | 27,922 | |
^ | Ebix Inc. | 490,415 | 27,880 |
* | Infinera Corp. | 3,086,631 | 27,872 |
* | RingCentral Inc. Class A | 1,160,238 | 27,451 |
CSG Systems International Inc. | 663,880 | 27,438 | |
* | Progress Software Corp. | 993,459 | 27,022 |
*,^ Shutterstock Inc. | 414,846 | 26,426 | |
Cabot Microelectronics Corp. | 492,232 | 26,044 | |
* | Insight Enterprises Inc. | 764,741 | 24,892 |
* | New Relic Inc. | 640,804 | 24,556 |
West Corp. | 1,068,755 | 23,598 | |
* | Interactive Intelligence Group Inc. | 382,639 | 23,012 |
Pegasystems Inc. | 742,199 | 21,887 | |
* | Cray Inc. | 878,113 | 20,671 |
ADTRAN Inc. | 1,057,576 | 20,242 | |
* | ScanSource Inc. | 553,251 | 20,194 |
* | Mercury Systems Inc. | 821,725 | 20,190 |
* | Ixia | 1,587,833 | 19,848 |
* | Super Micro Computer Inc. | 836,966 | 19,560 |
* | Bottomline Technologies de Inc. | 838,568 | 19,547 |
Monotype Imaging Holdings Inc. | 879,106 | 19,437 | |
Brooks Automation Inc. | 1,405,823 | 19,133 | |
* | Web.com Group Inc. | 1,042,889 | 18,011 |
* | Amkor Technology Inc. | 1,796,426 | 17,461 |
* | Diodes Inc. | 790,869 | 16,877 |
* | FormFactor Inc. | 1,524,314 | 16,539 |
*,^ Gogo Inc. | 1,483,388 | 16,377 | |
*,^ Twilio Inc. | 251,833 | 16,208 | |
*,^ Pure Storage Inc. Class A | 1,189,034 | 16,111 | |
* | CEVA Inc. | 449,048 | 15,748 |
* | Lattice Semiconductor Corp. | 2,338,588 | 15,177 |
*,^ Match Group Inc. | 851,370 | 15,146 | |
* | InvenSense Inc. | 1,806,512 | 13,404 |
* | Cvent Inc. | 412,241 | 13,072 |
* | Barracuda Networks Inc. | 506,850 | 12,915 |
* | Benefitfocus Inc. | 320,253 | 12,785 |
Quality Systems Inc. | 1,121,085 | 12,691 | |
* | Ultratech Inc. | 548,761 | 12,665 |
* | Nimble Storage Inc. | 1,366,982 | 12,070 |
* | Endurance International Group Holdings Inc. | 1,373,306 | 12,016 |
*,^ Acacia Communications Inc. | 116,015 | 11,982 | |
* | Applied Micro Circuits Corp. | 1,649,024 | 11,461 |
*,^ Box Inc. | 726,914 | 11,456 | |
Epiq Systems Inc. | 660,121 | 10,885 | |
* | Loral Space & Communications Inc. | 276,726 | 10,823 |
* | Intralinks Holdings Inc. | 1,059,061 | 10,654 |
* | Unisys Corp. | 1,075,498 | 10,475 |
* | Actua Corp. | 763,581 | 9,888 |
* | CommerceHub Inc. | 616,329 | 9,806 |
* | LivePerson Inc. | 1,113,151 | 9,362 |
* | Blucora Inc. | 799,110 | 8,950 |
Forrester Research Inc. | 213,437 | 8,303 | |
* | Sonus Networks Inc. | 1,021,167 | 7,945 |
* | Virtusa Corp. | 288,638 | 7,124 |
*,^ Hortonworks Inc. | 817,099 | 6,823 | |
* | Calix Inc. | 894,395 | 6,574 |
* | Rapid7 Inc. | 357,483 | 6,310 |
Comtech Telecommunications Corp. | 474,924 | 6,084 | |
Computer Programs & Systems Inc. | 233,099 | 6,075 | |
* | Tangoe Inc. | 717,198 | 5,917 |
* | Harmonic Inc. | 844,685 | 5,009 |
* | Jive Software Inc. | 1,149,297 | 4,896 |
* | CommerceHub Inc. Class A | 287,663 | 4,545 |
* | ChannelAdvisor Corp. | 242,301 | 3,133 |
*,^ Castlight Health Inc. Class B | 596,765 | 2,483 | |
Systemax Inc. | 272,410 | 2,157 | |
* | SecureWorks Corp. Class A | 168,860 | 2,112 |
* | MobileIron Inc. | 506,418 | 1,393 |
* | Nutanix Inc. | 10,425 | 386 |
* | Piksel Inc. | 241 | — |
7,645,664 | |||
Telecommunications (0.4%) | |||
Telephone & Data Systems Inc. | 1,979,553 | 53,804 | |
Consolidated Communications Holdings Inc. | 1,038,331 | 26,208 | |
* | Vonage Holdings Corp. | 3,953,460 | 26,132 |
^ | Windstream Holdings Inc. | 2,074,831 | 20,852 |
* | Cincinnati Bell Inc. | 4,535,065 | 18,503 |
ATN International Inc. | 226,820 | 14,753 | |
*,^ Iridium Communications Inc. | 1,740,852 | 14,118 | |
EarthLink Holdings Corp. | 2,272,004 | 14,087 | |
Shenandoah Telecommunications Co. | 502,323 | 13,668 |
*,^ Globalstar Inc. | 9,120,942 | 11,036 | |||
* | United States Cellular Corp. | 277,872 | 10,098 | ||
*,^ Intelsat SA | 399,313 | 1,082 | |||
224,341 | |||||
Utilities (4.0%) | |||||
Westar Energy Inc. Class A | 3,050,460 | 173,114 | |||
UGI Corp. | 3,728,536 | 168,679 | |||
Atmos Energy Corp. | 2,235,043 | 166,444 | |||
ITC Holdings Corp. | 3,301,161 | 153,438 | |||
Great Plains Energy Inc. | 4,460,520 | 121,728 | |||
Aqua America Inc. | 3,817,782 | 116,366 | |||
Piedmont Natural Gas Co. Inc. | 1,747,555 | 104,923 | |||
National Fuel Gas Co. | 1,738,799 | 94,017 | |||
Vectren Corp. | 1,783,124 | 89,513 | |||
IDACORP Inc. | 1,085,182 | 84,948 | |||
Portland General Electric Co. | 1,915,196 | 81,568 | |||
NRG Energy Inc. | 6,778,907 | 75,992 | |||
ONE Gas Inc. | 1,125,331 | 69,590 | |||
Hawaiian Electric Industries Inc. | 2,326,445 | 69,444 | |||
Black Hills Corp. | 1,125,073 | 68,877 | |||
WGL Holdings Inc. | 1,097,661 | 68,823 | |||
Southwest Gas Corp. | 969,628 | 67,738 | |||
ALLETE Inc. | 1,062,401 | 63,340 | |||
New Jersey Resources Corp. | 1,855,330 | 60,966 | |||
NorthWestern Corp. | 1,040,858 | 59,881 | |||
Spire Inc. | 931,988 | 59,405 | |||
Avista Corp. | 1,369,127 | 57,216 | |||
PNM Resources Inc. | 1,712,517 | 56,034 | |||
South Jersey Industries Inc. | 1,712,468 | 50,603 | |||
MGE Energy Inc. | 747,857 | 42,261 | |||
Ormat Technologies Inc. | 853,952 | 41,340 | |||
El Paso Electric Co. | 873,220 | 40,840 | |||
Northwest Natural Gas Co. | 592,128 | 35,593 | |||
California Water Service Group | 1,033,350 | 33,160 | |||
Empire District Electric Co. | 949,059 | 32,401 | |||
American States Water Co. | 787,521 | 31,540 | |||
* | Dynegy Inc. | 2,525,579 | 31,292 | ||
TerraForm Power Inc. Class A | 1,869,348 | 26,003 | |||
* | Talen Energy Corp. | 1,797,965 | 24,902 | ||
*,^ Sunrun Inc. | 1,558,039 | 9,816 | |||
*,^ Vivint Solar Inc. | 452,678 | 1,430 | |||
2,533,225 | |||||
Total Common Stocks (Cost $50,326,380) | 63,085,707 | ||||
Coupon | |||||
Temporary Cash Investments (1.7%)1 | |||||
Money Market Fund (1.7%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 10,477,890 | 1,047,894 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5,6 Federal Home Loan Bank Discount Notes | 0.379% | 10/21/16 | 200 | 200 | |
6 | United States Treasury Bill | 0.318% | 12/1/16 | 1,000 | 1,000 |
6 | United States Treasury Bill | 0.275%-0.312% | 12/8/16 | 8,000 | 7,997 |
6 | United States Treasury Bill | 0.300% | 12/22/16 | 700 | 700 |
6 United States Treasury Bill | 0.255%-0.257% | 12/29/16 | 1,000 | 999 |
10,896 | ||||
Total Temporary Cash Investments (Cost $1,058,699) | 1,058,790 | |||
Total Investments (101.3%) (Cost $51,385,079) | 64,144,497 | |||
Other Assets and Liabilities-Net (-1.3%)4,6 | (799,174) | |||
Net Assets (100%) | 63,345,323 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $784,082,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts and
swap contracts. After giving effect to futures and swap investments, the fund's effective common stock and
temporary cash investment positions represent 100.1% and 1.2%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $817,262,000 of collateral received for securities on loan.
5 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
6 Securities with a value of $10,296,000 and cash of $944,000 have been segregated as initial margin for open
futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Small-Cap Index Fund
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 63,080,077 | — | 5,630 |
Temporary Cash Investments | 1,047,894 | 10,896 | — |
Futures Contracts—Assets1 | 2,348 | — | — |
Swap Contracts—Assets | — | 677 | — |
Total | 64,130,319 | 11,573 | 5,630 |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini Russell 2000 Index | December 2016 | 1,026 | 128,076 | 3,251 |
E-mini S&P Mid-Cap 400 Index | December 2016 | 820 | 127,067 | 1,176 |
4,427 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that
Small-Cap Index Fund
represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
At September 30, 2016, the fund had the following open total return swap contracts:
Floating | |||||
Interest | Unrealized | ||||
Notional | Rate | Appreciation | |||
Termination | Amount | Received | (Depreciation) | ||
Reference Entity | Date | Counterparty | ($000) | (Paid) | ($000) |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 6,014 | (0.913%) | 33 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 609 | (0.936%) | 16 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 609 | (0.932%) | 16 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 606 | (0.931%) | 18 |
SLM Corp. | 11/23/16 | GSI | 25,769 | (0.943%) | 594 |
677 | |||||
GSCM—Goldman Sachs Capital Management. | |||||
GSI—Goldman Sachs International. |
E. At September 30, 2016, the cost of investment securities for tax purposes was $51,392,863,000. Net unrealized appreciation of investment securities for tax purposes was $12,751,634,000, consisting of unrealized gains of $16,148,083,000 on securities that had risen in value since their purchase and $3,396,449,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Small-Cap Value Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.7%)1 | |||
Basic Materials (5.2%) | |||
RPM International Inc. | 1,763,065 | 94,712 | |
Steel Dynamics Inc. | 3,058,278 | 76,426 | |
Scotts Miracle-Gro Co. Class A | 600,526 | 50,006 | |
Sensient Technologies Corp. | 591,414 | 44,829 | |
Olin Corp. | 2,182,877 | 44,793 | |
Huntsman Corp. | 2,675,464 | 43,530 | |
United States Steel Corp. | 2,188,816 | 41,281 | |
CONSOL Energy Inc. | 2,123,026 | 40,762 | |
Cabot Corp. | 742,145 | 38,896 | |
Chemours Co. | 2,400,247 | 38,404 | |
PolyOne Corp. | 1,110,991 | 37,563 | |
^ | Compass Minerals International Inc. | 446,843 | 32,932 |
HB Fuller Co. | 665,694 | 30,935 | |
Domtar Corp. | 827,866 | 30,739 | |
Worthington Industries Inc. | 584,355 | 28,067 | |
* | Chemtura Corp. | 836,177 | 27,435 |
* | GCP Applied Technologies Inc. | 938,325 | 26,573 |
^ | Allegheny Technologies Inc. | 1,441,081 | 26,040 |
Carpenter Technology Corp. | 616,800 | 25,449 | |
Commercial Metals Co. | 1,516,812 | 24,557 | |
* | Univar Inc. | 910,475 | 19,894 |
Kaiser Aluminum Corp. | 225,342 | 19,490 | |
Stepan Co. | 265,931 | 19,323 | |
Innospec Inc. | 300,146 | 18,252 | |
Quaker Chemical Corp. | 165,888 | 17,572 | |
Minerals Technologies Inc. | 229,941 | 16,255 | |
^,* Cliffs Natural Resources Inc. | 2,713,002 | 15,871 | |
* | AK Steel Holding Corp. | 3,145,826 | 15,194 |
Hecla Mining Co. | 2,558,994 | 14,586 | |
* | Clearwater Paper Corp. | 223,939 | 14,482 |
* | Kraton Corp. | 408,633 | 14,318 |
* | Ingevity Corp. | 278,904 | 12,857 |
PH Glatfelter Co. | 577,057 | 12,511 | |
A Schulman Inc. | 370,703 | 10,795 | |
Innophos Holdings Inc. | 242,673 | 9,472 | |
* | Koppers Holdings Inc. | 257,922 | 8,300 |
Tronox Ltd. Class A | 812,606 | 7,614 | |
Rayonier Advanced Materials Inc. | 568,804 | 7,605 | |
* | Ferro Corp. | 547,027 | 7,554 |
Tredegar Corp. | 372,569 | 6,926 | |
Haynes International Inc. | 166,750 | 6,188 | |
* | Century Aluminum Co. | 644,919 | 4,482 |
* | Resolute Forest Products Inc. | 772,881 | 3,656 |
SunCoke Energy Inc. | 427,655 | 3,430 | |
FutureFuel Corp. | 287,392 | 3,242 | |
Kronos Worldwide Inc. | 232,219 | 1,925 | |
1,095,723 |
Consumer Goods (6.5%) | |||
Leggett & Platt Inc. | 1,765,416 | 80,468 | |
Pinnacle Foods Inc. | 1,558,044 | 78,167 | |
Ingredion Inc. | 476,658 | 63,424 | |
^,* Herbalife Ltd. | 920,306 | 57,050 | |
Goodyear Tire & Rubber Co. | 1,733,219 | 55,983 | |
Thor Industries Inc. | 623,961 | 52,850 | |
Nu Skin Enterprises Inc. Class A | 702,188 | 45,488 | |
Spectrum Brands Holdings Inc. | 314,039 | 43,240 | |
* | Tenneco Inc. | 710,535 | 41,403 |
Energizer Holdings Inc. | 818,375 | 40,886 | |
Tupperware Brands Corp. | 534,534 | 34,943 | |
Snyder's-Lance Inc. | 1,016,217 | 34,125 | |
Avon Products Inc. | 5,779,426 | 32,712 | |
Visteon Corp. | 449,937 | 32,243 | |
* | Vista Outdoor Inc. | 797,999 | 31,808 |
* | Helen of Troy Ltd. | 368,189 | 31,727 |
Dana Inc. | 1,900,719 | 29,632 | |
* | Darling Ingredients Inc. | 2,176,630 | 29,406 |
Wolverine World Wide Inc. | 1,249,424 | 28,774 | |
Cooper Tire & Rubber Co. | 716,193 | 27,230 | |
Fresh Del Monte Produce Inc. | 440,701 | 26,398 | |
Sanderson Farms Inc. | 253,903 | 24,459 | |
HNI Corp. | 586,250 | 23,333 | |
Herman Miller Inc. | 791,485 | 22,636 | |
* | Cooper-Standard Holding Inc. | 216,911 | 21,431 |
Dean Foods Co. | 1,193,059 | 19,566 | |
Flowers Foods Inc. | 1,227,794 | 18,564 | |
* | American Axle & Manufacturing Holdings Inc. | 1,009,197 | 17,378 |
* | US Foods Holding Corp. | 727,845 | 17,184 |
Lancaster Colony Corp. | 126,615 | 16,725 | |
Universal Corp. | 285,243 | 16,607 | |
KB Home | 1,001,256 | 16,140 | |
La-Z-Boy Inc. | 649,108 | 15,942 | |
Schweitzer-Mauduit International Inc. | 402,787 | 15,531 | |
Steelcase Inc. Class A | 1,099,803 | 15,276 | |
* | Fossil Group Inc. | 540,091 | 14,998 |
* | Manitowoc Foodservice Inc. | 908,344 | 14,733 |
^ | Cal-Maine Foods Inc. | 375,327 | 14,465 |
Knoll Inc. | 617,890 | 14,119 | |
* | ACCO Brands Corp. | 1,419,860 | 13,687 |
Andersons Inc. | 336,518 | 12,175 | |
* | Central Garden & Pet Co. Class A | 443,951 | 11,010 |
* | Seaboard Corp. | 3,100 | 10,664 |
Columbia Sportswear Co. | 184,903 | 10,491 | |
Ethan Allen Interiors Inc. | 331,158 | 10,355 | |
Briggs & Stratton Corp. | 541,247 | 10,094 | |
Superior Industries International Inc. | 300,656 | 8,767 | |
^ | Tootsie Roll Industries Inc. | 226,192 | 8,331 |
* | Crocs Inc. | 917,817 | 7,618 |
Inter Parfums Inc. | 224,537 | 7,246 | |
* | Modine Manufacturing Co. | 596,772 | 7,078 |
* | Taylor Morrison Home Corp. Class A | 379,064 | 6,672 |
National Presto Industries Inc. | 69,482 | 6,100 | |
* | Iconix Brand Group Inc. | 624,622 | 5,072 |
* | Eastman Kodak Co. | 310,740 | 4,661 |
Movado Group Inc. | 208,061 | 4,469 |
* | Federal-Mogul Holdings Corp. | 450,861 | 4,333 |
* | Vera Bradley Inc. | 243,238 | 3,685 |
* | Central Garden & Pet Co. | 134,114 | 3,487 |
Phibro Animal Health Corp. Class A | 122,749 | 3,336 | |
Titan International Inc. | 288,161 | 2,916 | |
Metaldyne Performance Group Inc. | 88,389 | 1,401 | |
* | Vince Holding Corp. | 129,778 | 732 |
* | Valvoline Inc. | 5,093 | 120 |
* | TreeHouse Foods Inc. | 192 | 17 |
* | Take-Two Interactive Software Inc. | 276 | 12 |
1,381,573 | |||
Consumer Services (10.4%) | |||
KAR Auction Services Inc. | 1,821,731 | 78,626 | |
* | JetBlue Airways Corp. | 4,274,113 | 73,686 |
Dun & Bradstreet Corp. | 479,509 | 65,511 | |
Service Corp. International | 2,429,403 | 64,476 | |
TEGNA Inc. | 2,830,465 | 61,874 | |
* | Rite Aid Corp. | 6,927,025 | 53,269 |
Cinemark Holdings Inc. | 1,381,375 | 52,879 | |
CST Brands Inc. | 999,948 | 48,088 | |
^ | Cracker Barrel Old Country Store Inc. | 316,458 | 41,842 |
American Eagle Outfitters Inc. | 2,162,215 | 38,617 | |
* | Hertz Global Holdings Inc. | 954,487 | 38,332 |
GameStop Corp. Class A | 1,374,139 | 37,913 | |
Dolby Laboratories Inc. Class A | 694,111 | 37,683 | |
Tribune Media Co. Class A | 1,017,880 | 37,173 | |
Brinker International Inc. | 736,426 | 37,138 | |
* | Avis Budget Group Inc. | 1,079,896 | 36,943 |
^,* JC Penney Co. Inc. | 3,860,966 | 35,598 | |
Cable One Inc. | 60,439 | 35,296 | |
* | Murphy USA Inc. | 491,879 | 35,100 |
* | Starz | 1,095,652 | 34,173 |
* | Beacon Roofing Supply Inc. | 790,317 | 33,249 |
John Wiley & Sons Inc. Class A | 608,518 | 31,406 | |
* | ServiceMaster Global Holdings Inc. | 895,886 | 30,173 |
Wendy's Co. | 2,763,774 | 29,849 | |
Chemed Corp. | 203,211 | 28,667 | |
Lithia Motors Inc. Class A | 294,079 | 28,090 | |
Big Lots Inc. | 586,812 | 28,020 | |
^ | Regal Entertainment Group Class A | 1,232,283 | 26,802 |
Graham Holdings Co. Class B | 55,342 | 26,640 | |
Sinclair Broadcast Group Inc. Class A | 906,251 | 26,173 | |
* | Acxiom Corp. | 972,712 | 25,923 |
Meredith Corp. | 497,670 | 25,874 | |
Office Depot Inc. | 7,191,282 | 25,673 | |
* | United Natural Foods Inc. | 633,269 | 25,356 |
AMERCO | 77,790 | 25,222 | |
Matthews International Corp. Class A | 403,424 | 24,512 | |
Aaron's Inc. | 963,052 | 24,481 | |
^ | Penske Automotive Group Inc. | 507,159 | 24,435 |
Hillenbrand Inc. | 751,387 | 23,774 | |
* | Houghton Mifflin Harcourt Co. | 1,612,011 | 21,617 |
Core-Mark Holding Co. Inc. | 579,743 | 20,755 | |
* | Boyd Gaming Corp. | 1,036,941 | 20,511 |
New York Times Co. Class A | 1,696,520 | 20,273 | |
Chico's FAS Inc. | 1,663,206 | 19,792 | |
* | Spirit Airlines Inc. | 461,876 | 19,644 |
Children's Place Inc. | 236,634 | 18,900 | |
GNC Holdings Inc. Class A | 902,560 | 18,430 | |
DineEquity Inc. | 228,364 | 18,084 | |
Gannett Co. Inc. | 1,538,141 | 17,904 | |
* | SUPERVALU Inc. | 3,509,191 | 17,511 |
Time Inc. | 1,188,991 | 17,217 | |
^ | DeVry Education Group Inc. | 740,917 | 17,086 |
DSW Inc. Class A | 833,284 | 17,066 | |
SkyWest Inc. | 645,998 | 17,061 | |
Group 1 Automotive Inc. | 253,760 | 16,210 | |
Dillard's Inc. Class A | 241,876 | 15,241 | |
* | MSG Networks Inc. | 812,317 | 15,117 |
Extended Stay America Inc. | 1,049,848 | 14,908 | |
* | Asbury Automotive Group Inc. | 263,379 | 14,662 |
Abercrombie & Fitch Co. | 893,201 | 14,193 | |
* | Genesco Inc. | 260,232 | 14,172 |
Caleres Inc. | 545,965 | 13,807 | |
Bloomin' Brands Inc. | 741,424 | 12,782 | |
Scholastic Corp. | 324,341 | 12,766 | |
Finish Line Inc. Class A | 549,331 | 12,679 | |
* | Herc Holdings Inc. | 375,310 | 12,648 |
* | La Quinta Holdings Inc. | 1,082,809 | 12,106 |
Interval Leisure Group Inc. | 704,385 | 12,094 | |
SeaWorld Entertainment Inc. | 883,601 | 11,911 | |
* | Performance Food Group Co. | 476,329 | 11,813 |
* | Express Inc. | 995,394 | 11,736 |
International Speedway Corp. Class A | 343,756 | 11,488 | |
Guess? Inc. | 782,035 | 11,426 | |
Cato Corp. Class A | 324,770 | 10,682 | |
* | Apollo Education Group Inc. | 1,281,545 | 10,188 |
Tailored Brands Inc. | 639,564 | 10,041 | |
* | Rush Enterprises Inc. Class A | 395,871 | 9,691 |
Bob Evans Farms Inc. | 246,973 | 9,459 | |
Weis Markets Inc. | 176,737 | 9,367 | |
^ | Buckle Inc. | 383,494 | 9,215 |
Capella Education Co. | 152,001 | 8,822 | |
* | Vitamin Shoppe Inc. | 315,497 | 8,471 |
Rent-A-Center Inc. | 663,361 | 8,385 | |
HSN Inc. | 206,027 | 8,200 | |
Barnes & Noble Inc. | 725,004 | 8,193 | |
^,* Virgin America Inc. | 132,152 | 7,071 | |
* | K12 Inc. | 443,891 | 6,370 |
Sonic Automotive Inc. Class A | 329,453 | 6,194 | |
* | Strayer Education Inc. | 131,195 | 6,124 |
* | EW Scripps Co. Class A | 376,524 | 5,987 |
* | Regis Corp. | 455,083 | 5,711 |
* | Bankrate Inc. | 602,916 | 5,113 |
* | Smart & Final Stores Inc. | 392,939 | 5,018 |
* | RetailMeNot Inc. | 479,883 | 4,746 |
Pier 1 Imports Inc. | 1,064,643 | 4,514 | |
* | FTD Cos. Inc. | 215,900 | 4,441 |
New Media Investment Group Inc. | 286,006 | 4,433 | |
Fred's Inc. Class A | 470,543 | 4,263 | |
* | Zumiez Inc. | 231,461 | 4,166 |
* | Barnes & Noble Education Inc. | 424,144 | 4,059 |
* | American Public Education Inc. | 204,769 | 4,056 |
^,* Weight Watchers International Inc. | 382,626 | 3,949 |
^,* Sears Holdings Corp. | 283,570 | 3,250 | |
* | Biglari Holdings Inc. | 6,911 | 3,013 |
Speedway Motorsports Inc. | 163,335 | 2,917 | |
^,* Caesars Entertainment Corp. | 386,333 | 2,878 | |
Clear Channel Outdoor Holdings Inc. Class A | 463,590 | 2,707 | |
^,* Lands' End Inc. | 168,400 | 2,442 | |
* | Rush Enterprises Inc. Class B | 94,530 | 2,298 |
* | Bridgepoint Education Inc. | 244,171 | 1,677 |
^,* Conn's Inc. | 100,873 | 1,041 | |
* | At Home Group Inc. | 2,554 | 39 |
Casey's General Stores Inc. | 132 | 16 | |
* | Liberty Media Group LLC | 258 | 7 |
* | Liberty Media Group LLC Class A | 84 | 2 |
* | Ruby Tuesday Inc. | 196 | 1 |
* | Container Store Group Inc. | 40 | — |
2,211,363 | |||
Financials (30.3%) | |||
Arthur J Gallagher & Co. | 2,339,725 | 119,022 | |
National Retail Properties Inc. | 1,943,219 | 98,813 | |
Apartment Investment & Management Co. | 2,070,254 | 95,045 | |
Liberty Property Trust | 1,937,888 | 78,194 | |
Senior Housing Properties Trust | 3,136,365 | 71,227 | |
East West Bancorp Inc. | 1,903,157 | 69,865 | |
American Financial Group Inc. | 918,138 | 68,860 | |
Highwoods Properties Inc. | 1,302,413 | 67,882 | |
Starwood Property Trust Inc. | 2,986,644 | 67,259 | |
EPR Properties | 840,317 | 66,167 | |
Hospitality Properties Trust | 2,146,867 | 63,805 | |
Weingarten Realty Investors | 1,600,914 | 62,404 | |
RenaissanceRe Holdings Ltd. | 517,020 | 62,125 | |
Old Republic International Corp. | 3,292,757 | 58,018 | |
First American Financial Corp. | 1,448,999 | 56,917 | |
Taubman Centers Inc. | 757,713 | 56,381 | |
Brown & Brown Inc. | 1,477,177 | 55,704 | |
Eaton Vance Corp. | 1,423,220 | 55,577 | |
Endurance Specialty Holdings Ltd. | 847,896 | 55,495 | |
Commerce Bancshares Inc. | 1,084,049 | 53,400 | |
^ | Cullen/Frost Bankers Inc. | 738,455 | 53,124 |
Retail Properties of America Inc. | 3,135,009 | 52,668 | |
Popular Inc. | 1,370,344 | 52,375 | |
* | Alleghany Corp. | 96,865 | 50,856 |
Validus Holdings Ltd. | 1,007,997 | 50,218 | |
Synovus Financial Corp. | 1,542,790 | 50,187 | |
* | Equity Commonwealth | 1,658,299 | 50,114 |
Assured Guaranty Ltd. | 1,744,882 | 48,420 | |
Prosperity Bancshares Inc. | 871,771 | 47,851 | |
Mid-America Apartment Communities Inc. | 498,952 | 46,896 | |
First Horizon National Corp. | 3,065,620 | 46,689 | |
Webster Financial Corp. | 1,211,250 | 46,040 | |
PrivateBancorp Inc. | 997,924 | 45,825 | |
New Residential Investment Corp. | 3,309,465 | 45,704 | |
Omega Healthcare Investors Inc. | 1,278,003 | 45,305 | |
Allied World Assurance Co. Holdings AG | 1,096,010 | 44,301 | |
Umpqua Holdings Corp. | 2,909,672 | 43,791 | |
First Industrial Realty Trust Inc. | 1,544,107 | 43,575 | |
Rayonier Inc. | 1,622,687 | 43,066 | |
Hanover Insurance Group Inc. | 564,930 | 42,607 |
Empire State Realty Trust Inc. | 2,016,335 | 42,242 |
Piedmont Office Realty Trust Inc. Class A | 1,918,115 | 41,757 |
BankUnited Inc. | 1,376,390 | 41,567 |
Legg Mason Inc. | 1,232,713 | 41,271 |
DuPont Fabros Technology Inc. | 998,389 | 41,184 |
Bank of Hawaii Corp. | 566,160 | 41,115 |
Apple Hospitality REIT Inc. | 2,193,033 | 40,593 |
White Mountains Insurance Group Ltd. | 48,839 | 40,536 |
Two Harbors Investment Corp. | 4,592,920 | 39,178 |
Associated Banc-Corp | 1,987,638 | 38,938 |
Chemical Financial Corp. | 879,158 | 38,797 |
National Health Investors Inc. | 491,742 | 38,592 |
Radian Group Inc. | 2,833,497 | 38,394 |
Wintrust Financial Corp. | 682,736 | 37,940 |
Chimera Investment Corp. | 2,357,349 | 37,600 |
RLI Corp. | 549,491 | 37,563 |
Aspen Insurance Holdings Ltd. | 795,491 | 37,062 |
Forest City Realty Trust Inc. Class A | 1,596,363 | 36,924 |
ProAssurance Corp. | 702,677 | 36,876 |
Assurant Inc. | 398,017 | 36,717 |
MFA Financial Inc. | 4,903,834 | 36,681 |
Sunstone Hotel Investors Inc. | 2,863,028 | 36,618 |
Columbia Property Trust Inc. | 1,631,155 | 36,522 |
IBERIABANK Corp. | 542,621 | 36,421 |
Federated Investors Inc. Class B | 1,226,817 | 36,351 |
Brandywine Realty Trust | 2,314,831 | 36,158 |
United Bankshares Inc. | 959,383 | 36,140 |
* MGIC Investment Corp. | 4,502,200 | 36,018 |
LaSalle Hotel Properties | 1,494,794 | 35,681 |
Corporate Office Properties Trust | 1,252,801 | 35,517 |
CNO Financial Group Inc. | 2,315,599 | 35,359 |
MB Financial Inc. | 926,453 | 35,242 |
Blackstone Mortgage Trust Inc. Class A | 1,179,599 | 34,739 |
Erie Indemnity Co. Class A | 335,510 | 34,245 |
FNB Corp. | 2,778,474 | 34,175 |
Hancock Holding Co. | 1,025,510 | 33,257 |
Fulton Financial Corp. | 2,287,475 | 33,214 |
UMB Financial Corp. | 556,597 | 33,090 |
RLJ Lodging Trust | 1,567,767 | 32,970 |
* Genworth Financial Inc. Class A | 6,590,640 | 32,690 |
Primerica Inc. | 614,521 | 32,588 |
PacWest Bancorp | 756,422 | 32,458 |
American National Insurance Co. | 263,509 | 32,138 |
* Stifel Financial Corp. | 831,890 | 31,986 |
Washington Federal Inc. | 1,195,835 | 31,905 |
Duke Realty Corp. | 1,159,472 | 31,688 |
Care Capital Properties Inc. | 1,110,518 | 31,650 |
NorthStar Realty Finance Corp. | 2,390,351 | 31,481 |
Pinnacle Financial Partners Inc. | 579,542 | 31,342 |
Valley National Bancorp | 3,196,264 | 31,100 |
Cathay General Bancorp | 990,645 | 30,492 |
Selective Insurance Group Inc. | 764,011 | 30,453 |
EastGroup Properties Inc. | 413,051 | 30,384 |
Navient Corp. | 2,095,953 | 30,328 |
Washington REIT | 973,921 | 30,308 |
AmTrust Financial Services Inc. | 1,128,356 | 30,274 |
^ First Financial Bankshares Inc. | 829,191 | 30,216 |
First Citizens BancShares Inc. Class A | 101,740 | 29,900 |
STORE Capital Corp. | 1,013,371 | 29,864 |
Interactive Brokers Group Inc. | 842,593 | 29,718 |
TCF Financial Corp. | 2,035,723 | 29,538 |
* Hope Bancorp Inc. | 1,695,497 | 29,451 |
Mack-Cali Realty Corp. | 1,067,012 | 29,044 |
Sterling Bancorp | 1,641,470 | 28,726 |
Glacier Bancorp Inc. | 1,006,895 | 28,717 |
^ LPL Financial Holdings Inc. | 942,410 | 28,187 |
Community Bank System Inc. | 585,192 | 28,154 |
CBL & Associates Properties Inc. | 2,258,993 | 27,424 |
Janus Capital Group Inc. | 1,942,213 | 27,210 |
LTC Properties Inc. | 518,670 | 26,966 |
* SLM Corp. | 3,592,263 | 26,834 |
BancorpSouth Inc. | 1,125,864 | 26,120 |
Great Western Bancorp Inc. | 776,456 | 25,872 |
Lexington Realty Trust | 2,504,210 | 25,793 |
Realogy Holdings Corp. | 972,270 | 25,143 |
Columbia Banking System Inc. | 767,843 | 25,124 |
Old National Bancorp | 1,786,337 | 25,116 |
DiamondRock Hospitality Co. | 2,658,441 | 24,192 |
CVB Financial Corp. | 1,357,168 | 23,900 |
BGC Partners Inc. Class A | 2,720,971 | 23,808 |
GEO Group Inc. | 988,765 | 23,513 |
Trustmark Corp. | 847,095 | 23,346 |
Capitol Federal Financial Inc. | 1,635,417 | 23,010 |
* HRG Group Inc. | 1,461,270 | 22,942 |
South State Corp. | 304,337 | 22,837 |
Invesco Mortgage Capital Inc. | 1,471,530 | 22,411 |
EverBank Financial Corp. | 1,156,977 | 22,399 |
Select Income REIT | 825,088 | 22,195 |
International Bancshares Corp. | 741,892 | 22,094 |
Xenia Hotels & Resorts Inc. | 1,423,915 | 21,615 |
Outfront Media Inc. | 909,838 | 21,518 |
Corrections Corp. of America | 1,549,495 | 21,491 |
Argo Group International Holdings Ltd. | 377,012 | 21,271 |
Government Properties Income Trust | 938,208 | 21,222 |
Potlatch Corp. | 536,404 | 20,861 |
First Midwest Bancorp Inc. | 1,074,118 | 20,795 |
Northwest Bancshares Inc. | 1,289,058 | 20,251 |
* PRA Group Inc. | 580,846 | 20,062 |
Pennsylvania REIT | 871,138 | 20,062 |
Mercury General Corp. | 364,968 | 20,018 |
New York REIT Inc. | 2,187,055 | 20,012 |
Kemper Corp. | 506,477 | 19,915 |
American Equity Investment Life Holding Co. | 1,102,988 | 19,556 |
Horace Mann Educators Corp. | 530,664 | 19,449 |
* Enstar Group Ltd. | 118,185 | 19,438 |
Waddell & Reed Financial Inc. Class A | 1,038,658 | 18,862 |
NBT Bancorp Inc. | 568,446 | 18,685 |
Global Net Lease Inc. | 2,226,686 | 18,170 |
WesBanco Inc. | 547,015 | 17,986 |
BOK Financial Corp. | 260,704 | 17,981 |
Independent Bank Corp. | 330,465 | 17,875 |
Astoria Financial Corp. | 1,202,556 | 17,557 |
Banner Corp. | 400,878 | 17,534 |
CYS Investments Inc. | 1,998,676 | 17,428 |
First Financial Bancorp | 775,554 | 16,938 |
Franklin Street Properties Corp. | 1,331,669 | 16,779 |
Provident Financial Services Inc. | 784,643 | 16,658 |
Park National Corp. | 171,854 | 16,498 |
^ Westamerica Bancorporation | 320,849 | 16,325 |
Navigators Group Inc. | 163,022 | 15,800 |
Washington Prime Group Inc. | 1,227,016 | 15,190 |
Tompkins Financial Corp. | 189,279 | 14,463 |
Redwood Trust Inc. | 1,018,573 | 14,423 |
Artisan Partners Asset Management Inc. Class A | 528,743 | 14,382 |
National General Holdings Corp. | 631,331 | 14,041 |
Beneficial Bancorp Inc. | 919,397 | 13,524 |
Boston Private Financial Holdings Inc. | 1,049,920 | 13,470 |
* MBIA Inc. | 1,707,479 | 13,301 |
PennyMac Mortgage Investment Trust | 851,574 | 13,268 |
Colony Capital Inc. Class A | 710,770 | 12,957 |
Safety Insurance Group Inc. | 190,865 | 12,830 |
S&T Bancorp Inc. | 439,672 | 12,746 |
* Green Dot Corp. Class A | 545,833 | 12,587 |
* KCG Holdings Inc. Class A | 801,855 | 12,453 |
Employers Holdings Inc. | 408,479 | 12,185 |
Capstead Mortgage Corp. | 1,272,265 | 11,997 |
First Commonwealth Financial Corp. | 1,171,954 | 11,825 |
Monogram Residential Trust Inc. | 1,101,196 | 11,717 |
Nelnet Inc. Class A | 286,528 | 11,567 |
Infinity Property & Casualty Corp. | 139,443 | 11,522 |
United Fire Group Inc. | 267,542 | 11,322 |
American Assets Trust Inc. | 255,709 | 11,093 |
ARMOUR Residential REIT Inc. | 486,509 | 10,966 |
Berkshire Hills Bancorp Inc. | 392,091 | 10,865 |
Brookline Bancorp Inc. | 882,818 | 10,762 |
State Bank Financial Corp. | 460,833 | 10,516 |
* FNFV Group | 838,914 | 10,470 |
American Capital Mortgage Investment Corp. | 601,871 | 10,346 |
Saul Centers Inc. | 155,294 | 10,343 |
Universal Health Realty Income Trust | 162,280 | 10,227 |
Maiden Holdings Ltd. | 778,480 | 9,879 |
Central Pacific Financial Corp. | 387,016 | 9,749 |
* iStar Inc. | 889,009 | 9,539 |
Investors Real Estate Trust | 1,592,845 | 9,477 |
City Holding Co. | 187,414 | 9,425 |
* Walker & Dunlop Inc. | 364,557 | 9,209 |
* Piper Jaffray Cos. | 190,026 | 9,178 |
United Community Banks Inc. | 418,942 | 8,806 |
* Santander Consumer USA Holdings Inc. | 706,296 | 8,589 |
FBL Financial Group Inc. Class A | 130,609 | 8,355 |
* First BanCorp | 1,570,524 | 8,167 |
Getty Realty Corp. | 332,793 | 7,964 |
* Greenlight Capital Re Ltd. Class A | 388,016 | 7,931 |
Oritani Financial Corp. | 504,124 | 7,925 |
BancFirst Corp. | 103,725 | 7,521 |
Virtus Investment Partners Inc. | 76,042 | 7,441 |
^ Seritage Growth Properties Class A | 146,034 | 7,401 |
* First Hawaiian Inc. | 274,967 | 7,386 |
* Flagstar Bancorp Inc. | 260,306 | 7,223 |
Investment Technology Group Inc. | 410,970 | 7,044 |
* Ambac Financial Group Inc. | 370,203 | 6,808 |
Dime Community Bancshares Inc. | 401,930 | 6,736 | |
Ladder Capital Corp. | 503,188 | 6,662 | |
First Potomac Realty Trust | 725,991 | 6,643 | |
Ashford Hospitality Trust Inc. | 1,085,842 | 6,396 | |
Anworth Mortgage Asset Corp. | 1,261,366 | 6,206 | |
National Western Life Group Inc. Class A | 29,369 | 6,032 | |
OFG Bancorp | 577,289 | 5,836 | |
AG Mortgage Investment Trust Inc. | 366,492 | 5,772 | |
Resource Capital Corp. | 395,414 | 5,065 | |
^,* Forestar Group Inc. | 419,866 | 4,917 | |
Virtu Financial Inc. Class A | 326,731 | 4,891 | |
Hersha Hospitality Trust Class A | 264,831 | 4,772 | |
State Auto Financial Corp. | 194,468 | 4,630 | |
Northfield Bancorp Inc. | 275,270 | 4,432 | |
OneBeacon Insurance Group Ltd. Class A | 287,536 | 4,106 | |
National Bank Holdings Corp. Class A | 165,522 | 3,868 | |
Ashford Hospitality Prime Inc. | 269,698 | 3,803 | |
^ | Fidelity & Guaranty Life | 154,965 | 3,594 |
Newcastle Investment Corp. | 789,706 | 3,577 | |
* | EZCORP Inc. Class A | 323,176 | 3,574 |
^,* Encore Capital Group Inc. | 150,953 | 3,393 | |
* | World Acceptance Corp. | 57,741 | 2,832 |
* | MoneyGram International Inc. | 362,648 | 2,575 |
Houlihan Lokey Inc. | 80,461 | 2,016 | |
GAMCO Investors Inc. Class A | 56,239 | 1,601 | |
RMR Group Inc. Class A | 39,261 | 1,490 | |
Associated Capital Group Inc. Class A | 28,952 | 1,027 | |
* | Liberty Broadband Corp. | 500 | 36 |
Spirit Realty Capital Inc. | 1,644 | 22 | |
* | Liberty Broadband Corp. Class A | 84 | 6 |
Urstadt Biddle Properties Inc. Class A | 100 | 2 | |
Altisource Residential Corp. | 168 | 2 | |
* | Walter Investment Management Corp. | 92 | — |
* | FirstCash Inc. | 2 | — |
6,425,546 | |||
Health Care (5.9%) | |||
Teleflex Inc. | 582,181 | 97,835 | |
* | WellCare Health Plans Inc. | 584,712 | 68,464 |
* | Charles River Laboratories International Inc. | 624,746 | 52,066 |
* | Alere Inc. | 1,145,954 | 49,551 |
Hill-Rom Holdings Inc. | 778,452 | 48,248 | |
HealthSouth Corp. | 1,126,781 | 45,713 | |
* | Bio-Rad Laboratories Inc. Class A | 272,968 | 44,715 |
^,* TESARO Inc. | 441,351 | 44,241 | |
* | Brookdale Senior Living Inc. | 2,456,822 | 42,872 |
STERIS plc | 569,245 | 41,612 | |
* | United Therapeutics Corp. | 287,319 | 33,927 |
* | Prestige Brands Holdings Inc. | 699,721 | 33,775 |
* | LifePoint Health Inc. | 564,372 | 33,428 |
* | Molina Healthcare Inc. | 563,477 | 32,862 |
* | Integra LifeSciences Holdings Corp. | 395,245 | 32,627 |
* | VWR Corp. | 1,130,257 | 32,054 |
^,* Kite Pharma Inc. | 524,682 | 29,309 | |
Owens & Minor Inc. | 825,353 | 28,664 | |
* | Envision Healthcare Holdings Inc. | 1,237,613 | 27,562 |
* | Endo International plc | 1,325,804 | 26,715 |
* | Tenet Healthcare Corp. | 1,049,898 | 23,791 |
* | Halyard Health Inc. | 615,643 | 21,338 |
* | Ophthotech Corp. | 422,375 | 19,484 |
* | Sage Therapeutics Inc. | 409,334 | 18,850 |
* | Select Medical Holdings Corp. | 1,385,177 | 18,700 |
* | Surgical Care Affiliates Inc. | 371,610 | 18,120 |
* | Magellan Health Inc. | 324,413 | 17,431 |
* | Ultragenyx Pharmaceutical Inc. | 234,252 | 16,618 |
^,* Community Health Systems Inc. | 1,426,038 | 16,456 | |
^,* Juno Therapeutics Inc. | 523,828 | 15,720 | |
^,* Clovis Oncology Inc. | 432,000 | 15,574 | |
* | Portola Pharmaceuticals Inc. | 634,353 | 14,406 |
^,* Cempra Inc. | 585,155 | 14,161 | |
CONMED Corp. | 331,696 | 13,288 | |
^,* Synergy Pharmaceuticals Inc. | 2,259,074 | 12,447 | |
* | Haemonetics Corp. | 339,921 | 12,309 |
Kindred Healthcare Inc. | 1,073,664 | 10,973 | |
* | Healthways Inc. | 414,147 | 10,958 |
* | Myriad Genetics Inc. | 454,243 | 9,348 |
* | Spark Therapeutics Inc. | 150,985 | 9,068 |
National HealthCare Corp. | 120,486 | 7,951 | |
* | LHC Group Inc. | 202,904 | 7,483 |
PDL BioPharma Inc. | 2,208,001 | 7,397 | |
* | Merit Medical Systems Inc. | 277,176 | 6,733 |
* | Intra-Cellular Therapies Inc. Class A | 428,059 | 6,524 |
Ensign Group Inc. | 315,238 | 6,346 | |
* | Global Blood Therapeutics Inc. | 271,205 | 6,251 |
^,* Celldex Therapeutics Inc. | 1,327,205 | 5,362 | |
Universal American Corp. | 654,846 | 5,010 | |
Invacare Corp. | 402,519 | 4,496 | |
* | Glaukos Corp. | 108,472 | 4,094 |
* | Aimmune Therapeutics Inc. | 254,204 | 3,813 |
* | Amicus Therapeutics Inc. | 467,316 | 3,458 |
^,* Teladoc Inc. | 165,303 | 3,027 | |
* | PTC Therapeutics Inc. | 213,971 | 2,998 |
^,* NantKwest Inc. | 333,162 | 2,592 | |
* | Quorum Health Corp. | 184,211 | 1,155 |
* | Wright Medical Group Inc. CVR | 71,097 | 92 |
* | Aduro Biotech Inc. | 88 | 1 |
* | Esperion Therapeutics Inc. | 28 | — |
1,240,063 | |||
Industrials (20.6%) | |||
Broadridge Financial Solutions Inc. | 1,563,392 | 105,982 | |
Valspar Corp. | 943,097 | 100,034 | |
Huntington Ingalls Industries Inc. | 618,005 | 94,814 | |
IDEX Corp. | 1,006,387 | 94,168 | |
Carlisle Cos. Inc. | 854,363 | 87,632 | |
Allegion plc | 1,267,848 | 87,367 | |
PerkinElmer Inc. | 1,444,912 | 81,074 | |
* | Spirit AeroSystems Holdings Inc. Class A | 1,704,351 | 75,912 |
Sonoco Products Co. | 1,323,802 | 69,936 | |
Donaldson Co. Inc. | 1,758,177 | 65,633 | |
MDU Resources Group Inc. | 2,579,363 | 65,619 | |
AptarGroup Inc. | 831,192 | 64,343 | |
Bemis Co. Inc. | 1,250,818 | 63,804 | |
* | AECOM | 2,029,857 | 60,348 |
Graphic Packaging Holding Co. | 4,214,476 | 58,961 | |
Orbital ATK Inc. | 773,414 | 58,957 |
Oshkosh Corp. | 970,834 | 54,367 |
* Quanta Services Inc. | 1,904,822 | 53,316 |
Booz Allen Hamilton Holding Corp. Class A | 1,667,612 | 52,713 |
Packaging Corp. of America | 622,397 | 50,576 |
Lincoln Electric Holdings Inc. | 799,533 | 50,067 |
Trinity Industries Inc. | 2,013,248 | 48,680 |
Curtiss-Wright Corp. | 528,042 | 48,110 |
EMCOR Group Inc. | 803,046 | 47,878 |
BWX Technologies Inc. | 1,229,594 | 47,180 |
^ MSC Industrial Direct Co. Inc. Class A | 639,185 | 46,923 |
Jabil Circuit Inc. | 2,145,878 | 46,823 |
Ryder System Inc. | 706,653 | 46,604 |
* CoreLogic Inc. | 1,166,577 | 45,753 |
AGCO Corp. | 911,140 | 44,937 |
* Teledyne Technologies Inc. | 411,940 | 44,461 |
RR Donnelley & Sons Co. | 2,767,140 | 43,499 |
World Fuel Services Corp. | 930,424 | 43,041 |
Deluxe Corp. | 644,095 | 43,038 |
ITT Inc. | 1,184,116 | 42,439 |
* Kirby Corp. | 676,213 | 42,033 |
Crane Co. | 655,666 | 41,313 |
* Owens-Illinois Inc. | 2,142,477 | 39,400 |
Belden Inc. | 556,868 | 38,418 |
Valmont Industries Inc. | 284,063 | 38,226 |
Chicago Bridge & Iron Co. NV | 1,363,676 | 38,224 |
Joy Global Inc. | 1,297,670 | 35,997 |
EnerSys | 516,775 | 35,756 |
* Colfax Corp. | 1,135,509 | 35,689 |
* Keysight Technologies Inc. | 1,125,356 | 35,663 |
* Berry Plastics Group Inc. | 803,875 | 35,250 |
Regal Beloit Corp. | 591,782 | 35,205 |
Convergys Corp. | 1,140,987 | 34,709 |
Terex Corp. | 1,364,491 | 34,672 |
* WESCO International Inc. | 559,129 | 34,381 |
Timken Co. | 931,775 | 32,743 |
* Generac Holdings Inc. | 871,276 | 31,627 |
Kennametal Inc. | 1,053,845 | 30,583 |
* Esterline Technologies Corp. | 388,760 | 29,561 |
KBR Inc. | 1,884,292 | 28,509 |
Silgan Holdings Inc. | 559,846 | 28,323 |
ABM Industries Inc. | 702,612 | 27,894 |
* Sanmina Corp. | 977,463 | 27,828 |
* Rexnord Corp. | 1,288,656 | 27,590 |
Barnes Group Inc. | 676,380 | 27,427 |
Tetra Tech Inc. | 759,823 | 26,951 |
Granite Construction Inc. | 523,915 | 26,060 |
* MasTec Inc. | 871,673 | 25,924 |
* Moog Inc. Class A | 430,358 | 25,623 |
UniFirst Corp. | 193,648 | 25,534 |
Universal Forest Products Inc. | 255,285 | 25,143 |
Vishay Intertechnology Inc. | 1,783,283 | 25,126 |
G&K Services Inc. Class A | 260,479 | 24,873 |
* FTI Consulting Inc. | 558,136 | 24,871 |
MSA Safety Inc. | 421,870 | 24,485 |
* KLX Inc. | 694,981 | 24,463 |
* Anixter International Inc. | 371,791 | 23,981 |
Watts Water Technologies Inc. Class A | 368,105 | 23,868 |
GATX Corp. | 532,685 | 23,731 | |
Applied Industrial Technologies Inc. | 491,040 | 22,951 | |
Matson Inc. | 566,418 | 22,589 | |
* | Swift Transportation Co. | 1,048,881 | 22,519 |
Brink's Co. | 587,956 | 21,801 | |
Brady Corp. Class A | 618,378 | 21,402 | |
CLARCOR Inc. | 321,610 | 20,905 | |
* | Plexus Corp. | 441,524 | 20,654 |
* | NeuStar Inc. Class A | 719,195 | 19,123 |
Triumph Group Inc. | 653,713 | 18,226 | |
Greif Inc. Class A | 366,044 | 18,152 | |
* | Coherent Inc. | 160,616 | 17,754 |
Otter Tail Corp. | 511,091 | 17,679 | |
* | Louisiana-Pacific Corp. | 938,086 | 17,664 |
Actuant Corp. Class A | 739,066 | 17,176 | |
^,* Knowles Corp. | 1,170,235 | 16,442 | |
* | SPX FLOW Inc. | 524,085 | 16,205 |
* | Benchmark Electronics Inc. | 645,664 | 16,109 |
Insperity Inc. | 220,650 | 16,028 | |
Kaman Corp. | 357,080 | 15,683 | |
Standex International Corp. | 168,473 | 15,646 | |
Astec Industries Inc. | 259,335 | 15,526 | |
Cubic Corp. | 320,315 | 14,994 | |
ESCO Technologies Inc. | 321,947 | 14,945 | |
^,* Navistar International Corp. | 648,322 | 14,840 | |
* | Sykes Enterprises Inc. | 512,689 | 14,422 |
Aircastle Ltd. | 726,026 | 14,419 | |
Korn/Ferry International | 681,290 | 14,307 | |
* | Atlas Air Worldwide Holdings Inc. | 328,884 | 14,083 |
EVERTEC Inc. | 833,430 | 13,985 | |
AAR Corp. | 436,823 | 13,681 | |
Werner Enterprises Inc. | 572,852 | 13,330 | |
* | Boise Cascade Co. | 513,287 | 13,037 |
CIRCOR International Inc. | 217,624 | 12,962 | |
* | Meritor Inc. | 1,150,207 | 12,802 |
* | TrueBlue Inc. | 562,887 | 12,755 |
* | Navigant Consulting Inc. | 628,170 | 12,702 |
^ | Greenbrier Cos. Inc. | 355,260 | 12,541 |
ManTech International Corp. Class A | 329,626 | 12,424 | |
* | Wabash National Corp. | 847,408 | 12,067 |
* | Armstrong World Industries Inc. | 275,787 | 11,396 |
* | DigitalGlobe Inc. | 413,743 | 11,378 |
* | TriMas Corp. | 600,577 | 11,177 |
* | Tutor Perini Corp. | 519,451 | 11,153 |
* | Babcock & Wilcox Enterprises Inc. | 660,211 | 10,893 |
* | Rofin-Sinar Technologies Inc. | 337,741 | 10,868 |
* | TTM Technologies Inc. | 930,299 | 10,652 |
Harsco Corp. | 1,054,080 | 10,467 | |
* | PHH Corp. | 703,780 | 10,170 |
MTS Systems Corp. | 219,226 | 10,091 | |
Quad/Graphics Inc. | 376,935 | 10,072 | |
Essendant Inc. | 490,384 | 10,063 | |
* | SPX Corp. | 494,019 | 9,950 |
* | Wesco Aircraft Holdings Inc. | 713,022 | 9,576 |
* | Air Transport Services Group Inc. | 666,638 | 9,566 |
Encore Wire Corp. | 258,456 | 9,503 | |
Altra Industrial Motion Corp. | 323,561 | 9,374 |
General Cable Corp. | 615,600 | 9,222 | |
McGrath RentCorp | 282,885 | 8,970 | |
Mobile Mini Inc. | 292,053 | 8,820 | |
* | Integer Holdings Corp. | 404,928 | 8,783 |
* | Huron Consulting Group Inc. | 142,940 | 8,542 |
* | Overseas Shipholding Group Inc. Class A | 782,751 | 8,274 |
* | Aegion Corp. Class A | 432,142 | 8,241 |
Albany International Corp. | 192,302 | 8,150 | |
Materion Corp. | 262,440 | 8,060 | |
EnPro Industries Inc. | 141,351 | 8,032 | |
Manitowoc Co. Inc. | 1,627,936 | 7,798 | |
Triton International Ltd. | 583,040 | 7,690 | |
AVX Corp. | 550,347 | 7,589 | |
Kelly Services Inc. Class A | 387,292 | 7,444 | |
Comfort Systems USA Inc. | 246,077 | 7,212 | |
H&E Equipment Services Inc. | 419,573 | 7,032 | |
Schnitzer Steel Industries Inc. | 330,694 | 6,911 | |
Kforce Inc. | 333,504 | 6,833 | |
Resources Connection Inc. | 452,740 | 6,764 | |
* | RPX Corp. | 618,971 | 6,617 |
* | Cotiviti Holdings Inc. | 177,736 | 5,959 |
Hyster-Yale Materials Handling Inc. | 98,343 | 5,913 | |
ArcBest Corp. | 308,746 | 5,872 | |
Landauer Inc. | 128,239 | 5,704 | |
TeleTech Holdings Inc. | 186,289 | 5,400 | |
* | DHI Group Inc. | 625,566 | 4,936 |
* | TimkenSteel Corp. | 442,895 | 4,628 |
Park Electrochemical Corp. | 256,584 | 4,457 | |
^ | American Railcar Industries Inc. | 104,169 | 4,320 |
Griffon Corp. | 226,996 | 3,861 | |
* | Milacron Holdings Corp. | 227,742 | 3,635 |
* | Atkore International Group Inc. | 164,172 | 3,077 |
* | Armstrong Flooring Inc. | 155,970 | 2,945 |
^ | Textainer Group Holdings Ltd. | 300,251 | 2,249 |
Greif Inc. Class B | 31,489 | 1,908 | |
* | Monster Worldwide Inc. | 497,720 | 1,797 |
* | GMS Inc. | 53,794 | 1,196 |
* | RR Donnelley & Sons Co. | 1,089 | 17 |
Littelfuse Inc. | 76 | 10 | |
* | Nuvectra Corp. | 32 | — |
4,368,390 | |||
Oil & Gas (5.4%) | |||
Targa Resources Corp. | 2,092,431 | 102,759 | |
QEP Resources Inc. | 3,164,410 | 61,801 | |
* | WPX Energy Inc. | 4,547,555 | 59,982 |
* | Chesapeake Energy Corp. | 9,234,855 | 57,903 |
* | Newfield Exploration Co. | 1,311,883 | 57,014 |
^,* Transocean Ltd. | 4,586,997 | 48,897 | |
Nabors Industries Ltd. | 3,559,015 | 43,278 | |
^,* First Solar Inc. | 1,014,827 | 40,076 | |
Energen Corp. | 641,735 | 37,041 | |
Superior Energy Services Inc. | 2,005,160 | 35,892 | |
Oceaneering International Inc. | 1,296,749 | 35,674 | |
Ensco plc Class A | 3,983,297 | 33,858 | |
Murphy Oil Corp. | 1,081,241 | 32,870 | |
* | Whiting Petroleum Corp. | 3,640,842 | 31,821 |
PBF Energy Inc. Class A | 1,293,694 | 29,289 |
* | NOW Inc. | 1,350,288 | 28,937 |
Western Refining Inc. | 1,075,606 | 28,461 | |
* | Dril-Quip Inc. | 496,965 | 27,701 |
* | Oasis Petroleum Inc. | 2,261,316 | 25,937 |
Rowan Cos. plc Class A | 1,654,152 | 25,077 | |
SemGroup Corp. Class A | 698,545 | 24,701 | |
SM Energy Co. | 557,202 | 21,497 | |
* | Oil States International Inc. | 677,540 | 21,390 |
Noble Corp. plc | 3,210,594 | 20,355 | |
* | MRC Global Inc. | 1,208,773 | 19,860 |
* | Denbury Resources Inc. | 5,262,130 | 16,997 |
* | McDermott International Inc. | 3,184,909 | 15,956 |
* | Forum Energy Technologies Inc. | 786,095 | 15,612 |
Diamond Offshore Drilling Inc. | 817,818 | 14,402 | |
* | Chart Industries Inc. | 405,461 | 13,311 |
Delek US Holdings Inc. | 737,583 | 12,753 | |
* | Unit Corp. | 682,198 | 12,689 |
^,* Laredo Petroleum Inc. | 954,062 | 12,307 | |
Archrock Inc. | 873,572 | 11,426 | |
* | Helix Energy Solutions Group Inc. | 1,343,905 | 10,926 |
^ | Atwood Oceanics Inc. | 820,851 | 7,133 |
* | TETRA Technologies Inc. | 1,162,041 | 7,100 |
* | Exterran Corp. | 421,182 | 6,604 |
^,* SunPower Corp. Class A | 726,429 | 6,480 | |
Green Plains Inc. | 238,873 | 6,258 | |
Tesco Corp. | 592,994 | 4,839 | |
Bristow Group Inc. | 299,601 | 4,200 | |
Alon USA Energy Inc. | 430,460 | 3,470 | |
^ | CVR Energy Inc. | 233,972 | 3,222 |
^ | CARBO Ceramics Inc. | 253,232 | 2,770 |
^,* EP Energy Corp. Class A | 513,974 | 2,251 | |
* | Hornbeck Offshore Services Inc. | 246,432 | 1,355 |
* | EXCO Resources Inc. | 1,110,928 | 1,189 |
* | Southwestern Energy Co. | 1,644 | 23 |
* | SEACOR Holdings Inc. | 52 | 3 |
* | Newpark Resources Inc. | 276 | 2 |
* | Parker Drilling Co. | 404 | 1 |
Tidewater Inc. | 160 | — | |
* | Northern Oil and Gas Inc. | 76 | — |
1,145,350 | |||
Other (0.0%)2 | |||
* | Leap Wireless International Inc CVR | 474,686 | 1,196 |
* | Clinical Data CVR | 62,138 | — |
1,196 | |||
Technology (8.3%) | |||
CDW Corp. | 2,158,832 | 98,723 | |
Leidos Holdings Inc. | 1,779,093 | 76,999 | |
* | ARRIS International plc | 2,518,245 | 71,342 |
Ingram Micro Inc. | 1,976,572 | 70,485 | |
* | CommScope Holding Co. Inc. | 2,289,752 | 68,944 |
* | ON Semiconductor Corp. | 5,488,025 | 67,612 |
* | Microsemi Corp. | 1,494,890 | 62,755 |
CSRA Inc. | 2,161,048 | 58,132 | |
Teradyne Inc. | 2,672,220 | 57,666 | |
Brocade Communications Systems Inc. | 6,171,757 | 56,965 | |
* | Teradata Corp. | 1,722,399 | 53,394 |
* | NCR Corp. | 1,635,276 | 52,640 |
DST Systems Inc. | 430,839 | 50,805 | |
Computer Sciences Corp. | 927,905 | 48,446 | |
Cypress Semiconductor Corp. | 3,913,270 | 47,585 | |
SYNNEX Corp. | 394,026 | 44,962 | |
Pitney Bowes Inc. | 2,452,459 | 44,537 | |
* | Tech Data Corp. | 465,180 | 39,405 |
Intersil Corp. Class A | 1,790,917 | 39,275 | |
Mentor Graphics Corp. | 1,414,478 | 37,399 | |
Science Applications International Corp. | 503,832 | 34,951 | |
* | Advanced Micro Devices Inc. | 5,031,809 | 34,770 |
* | CACI International Inc. Class A | 321,613 | 32,451 |
Lexmark International Inc. Class A | 788,730 | 31,518 | |
* | Verint Systems Inc. | 822,395 | 30,947 |
* | TiVo Corp. | 1,581,864 | 30,815 |
* | Nuance Communications Inc. | 1,849,504 | 26,818 |
* | NETGEAR Inc. | 411,783 | 24,909 |
* | Semtech Corp. | 863,959 | 23,958 |
* | VeriFone Systems Inc. | 1,457,788 | 22,946 |
* | Viavi Solutions Inc. | 3,066,379 | 22,661 |
Diebold Inc. | 891,605 | 22,103 | |
* | Cirrus Logic Inc. | 412,261 | 21,912 |
* | EchoStar Corp. Class A | 426,513 | 18,694 |
MKS Instruments Inc. | 353,678 | 17,588 | |
* | Cree Inc. | 665,412 | 17,114 |
^ | Ebix Inc. | 300,124 | 17,062 |
CSG Systems International Inc. | 405,264 | 16,750 | |
* | Progress Software Corp. | 607,115 | 16,514 |
Cabot Microelectronics Corp. | 302,278 | 15,994 | |
* | Insight Enterprises Inc. | 467,617 | 15,221 |
West Corp. | 654,311 | 14,447 | |
* | ScanSource Inc. | 340,141 | 12,415 |
Brooks Automation Inc. | 860,935 | 11,717 | |
* | Web.com Group Inc. | 633,614 | 10,942 |
* | Amkor Technology Inc. | 1,092,437 | 10,618 |
^,* Match Group Inc. | 524,002 | 9,322 | |
Quality Systems Inc. | 694,436 | 7,861 | |
Epiq Systems Inc. | 401,038 | 6,613 | |
* | Unisys Corp. | 658,461 | 6,413 |
* | Ixia | 481,011 | 6,013 |
* | Blucora Inc. | 500,144 | 5,602 |
* | FormFactor Inc. | 464,003 | 5,034 |
Comtech Telecommunications Corp. | 294,262 | 3,769 | |
* | Tangoe Inc. | 445,111 | 3,672 |
* | Harmonic Inc. | 252,072 | 1,495 |
Systemax Inc. | 172,362 | 1,365 | |
* | SecureWorks Corp. Class A | 52,403 | 656 |
* | Nutanix Inc. | 1,788 | 66 |
* | Mercury Systems Inc. | 132 | 3 |
1,761,790 | |||
Telecommunications (0.5%) | |||
Telephone & Data Systems Inc. | 1,216,184 | 33,056 | |
* | Vonage Holdings Corp. | 2,429,177 | 16,057 |
Consolidated Communications Holdings Inc. | 634,475 | 16,014 | |
^,* Iridium Communications Inc. | 1,068,641 | 8,667 | |
EarthLink Holdings Corp. | 1,386,967 | 8,599 | |
^ | Windstream Holdings Inc. | 633,039 | 6,362 |
* | United States Cellular Corp. | 171,093 | 6,217 | ||
^,* Intelsat SA | 248,338 | 673 | |||
95,645 | |||||
Utilities (6.6%) | |||||
Westar Energy Inc. Class A | 1,873,482 | 106,320 | |||
UGI Corp. | 2,289,918 | 103,596 | |||
Atmos Energy Corp. | 1,372,793 | 102,232 | |||
Great Plains Energy Inc. | 2,739,861 | 74,771 | |||
Aqua America Inc. | 2,341,926 | 71,382 | |||
Piedmont Natural Gas Co. Inc. | 1,072,417 | 64,388 | |||
National Fuel Gas Co. | 1,066,303 | 57,655 | |||
Vectren Corp. | 1,093,988 | 54,918 | |||
IDACORP Inc. | 665,726 | 52,113 | |||
Portland General Electric Co. | 1,174,578 | 50,025 | |||
NRG Energy Inc. | 4,165,455 | 46,695 | |||
ONE Gas Inc. | 689,922 | 42,665 | |||
Hawaiian Electric Industries Inc. | 1,429,027 | 42,656 | |||
Black Hills Corp. | 691,426 | 42,329 | |||
WGL Holdings Inc. | 674,399 | 42,285 | |||
Southwest Gas Corp. | 595,784 | 41,622 | |||
ALLETE Inc. | 652,740 | 38,916 | |||
New Jersey Resources Corp. | 1,137,971 | 37,394 | |||
NorthWestern Corp. | 638,589 | 36,738 | |||
Spire Inc. | 573,261 | 36,540 | |||
Avista Corp. | 841,790 | 35,178 | |||
PNM Resources Inc. | 1,053,054 | 34,456 | |||
South Jersey Industries Inc. | 1,050,588 | 31,045 | |||
MGE Energy Inc. | 458,162 | 25,891 | |||
El Paso Electric Co. | 535,826 | 25,061 | |||
Northwest Natural Gas Co. | 363,870 | 21,872 | |||
California Water Service Group | 633,636 | 20,333 | |||
Empire District Electric Co. | 581,823 | 19,863 | |||
American States Water Co. | 481,802 | 19,296 | |||
* | Talen Energy Corp. | 1,103,486 | 15,283 | ||
1,393,518 | |||||
Total Common Stocks (Cost $17,773,717) | 21,120,157 | ||||
Coupon | |||||
Temporary Cash Investments (1.2%)1 | |||||
Money Market Fund (1.2%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 2,605,370 | 260,563 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5,6 Freddie Mac Discount Notes | 0.300% | 11/8/16 | 100 | 100 | |
6 | United States Treasury Bill | 0.311% | 12/1/16 | 300 | 300 |
6 | United States Treasury Bill | 0.275%-0.312% | 12/8/16 | 2,800 | 2,799 |
3,199 | |||||
Total Temporary Cash Investments (Cost $263,745) | 263,762 | ||||
Total Investments (100.9%) (Cost $18,037,463) | 21,383,919 | ||||
Other Assets and Liabilities-Net (-0.9%)4 | (195,619) | ||||
Net Assets (100%) | 21,188,300 | ||||
^ | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $184,439,000. |
* Non-income-producing security.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures and swap
contracts. After giving effect to futures and swap investments, the fund's effective common stock and temporary
cash investment positions represent 100.0% and 0.9%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $190,540,000 of collateral received for securities on loan.
5 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
6 Securities with a value of $2,699,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 21,118,961 | — | 1,196 |
Temporary Cash Investments | 260,563 | 3,199 | — |
Futures Contracts—Assets1 | 500 | — | — |
Swap Contracts—Assets | — | 362 | — |
Swap Contracts—Liabilities | — | (24) | — |
Total | 21,380,024 | 3,537 | 1,196 |
1 Represents variation margin on the last day of the reporting period. |
Small-Cap Value Index Fund
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P Mid-Cap 400 Index | December 2016 | 218 | 33,781 | 377 |
E-mini Russell 2000 Index | December 2016 | 170 | 21,221 | 618 |
995 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is
Small-Cap Value Index Fund
the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
At September 30, 2016, the fund had the following open total return swap contracts:
Floating | |||||
Interest | Unrealized | ||||
Notional | Rate | Appreciation | |||
Termination | Amount | Received | (Depreciation) | ||
Reference Entity | Date | Counterparty | ($000) | (Paid) | ($000) |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 3,510 | (0.913%) | 19 |
Ambac Financial Group Inc. | 10/6/16 | GSCM | 649 | (0.922%) | (24) |
SLM Corp. | 11/23/16 | GSCM | 14,877 | (0.943%) | 343 |
338 | |||||
GSCM—Goldman Sachs Capital Management. |
E. At September 30, 2016, the cost of investment securities for tax purposes was $18,042,074,000. Net unrealized appreciation of investment securities for tax purposes was $3,341,845,000, consisting of unrealized gains of $4,267,851,000 on securities that had risen in value since their purchase and $926,006,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Small-Cap Growth Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.8%)1 | |||
Basic Materials (2.2%) | |||
Royal Gold Inc. | 795,605 | 61,604 | |
NewMarket Corp. | 115,536 | 49,602 | |
US Silica Holdings Inc. | 774,785 | 36,074 | |
Balchem Corp. | 385,519 | 29,889 | |
* | Coeur Mining Inc. | 1,978,420 | 23,405 |
KapStone Paper and Packaging Corp. | 1,060,177 | 20,059 | |
* | Stillwater Mining Co. | 1,477,197 | 19,735 |
* | Platform Specialty Products Corp. | 2,321,814 | 18,830 |
* | Cambrex Corp. | 392,247 | 17,439 |
Minerals Technologies Inc. | 212,419 | 15,016 | |
Hecla Mining Co. | 2,357,038 | 13,435 | |
* | Ingevity Corp. | 256,796 | 11,838 |
*,^ Fairmount Santrol Holdings Inc. | 1,281,288 | 10,865 | |
Calgon Carbon Corp. | 616,042 | 9,345 | |
Deltic Timber Corp. | 133,083 | 9,014 | |
* | Ferro Corp. | 505,762 | 6,985 |
American Vanguard Corp. | 321,000 | 5,155 | |
358,290 | |||
Consumer Goods (7.8%) | |||
* | Middleby Corp. | 701,971 | 86,778 |
Gentex Corp. | 3,496,181 | 61,393 | |
* | TreeHouse Foods Inc. | 692,137 | 60,348 |
* | Post Holdings Inc. | 748,697 | 57,777 |
* | Toll Brothers Inc. | 1,819,704 | 54,336 |
Brunswick Corp. | 1,101,227 | 53,718 | |
Carter's Inc. | 580,548 | 50,339 | |
* | Take-Two Interactive Software Inc. | 1,050,164 | 47,341 |
Pool Corp. | 486,915 | 46,023 | |
* | Hain Celestial Group Inc. | 1,260,536 | 44,850 |
B&G Foods Inc. | 809,534 | 39,813 | |
* | Skechers U.S.A. Inc. Class A | 1,624,554 | 37,202 |
* | Tempur Sealy International Inc. | 605,026 | 34,329 |
CalAtlantic Group Inc. | 937,737 | 31,358 | |
Drew Industries Inc. | 285,225 | 27,958 | |
* | Kate Spade & Co. | 1,560,620 | 26,733 |
* | Zynga Inc. Class A | 8,856,814 | 25,773 |
Vector Group Ltd. | 1,189,851 | 25,618 | |
* | Dorman Products Inc. | 400,800 | 25,611 |
*,^ Blue Buffalo Pet Products Inc. | 1,077,073 | 25,591 | |
*,^ Fitbit Inc. Class A | 1,699,632 | 25,223 | |
* | TRI Pointe Group Inc. | 1,766,557 | 23,283 |
* | Deckers Outdoor Corp. | 390,589 | 23,260 |
* | Steven Madden Ltd. | 672,105 | 23,228 |
J&J Snack Foods Corp. | 181,886 | 21,666 | |
WD-40 Co. | 164,971 | 18,548 | |
Flowers Foods Inc. | 1,135,913 | 17,175 | |
*,^ GoPro Inc. Class A | 1,005,416 | 16,770 | |
* | Boston Beer Co. Inc. Class A | 105,018 | 16,305 |
*,^ Wayfair Inc. | 411,771 | 16,211 | |
* | Meritage Homes Corp. | 464,171 | 16,107 |
Lancaster Colony Corp. | 117,195 | 15,480 | |
* | Gentherm Inc. | 445,589 | 14,000 |
* | iRobot Corp. | 315,486 | 13,875 |
* | G-III Apparel Group Ltd. | 473,166 | 13,793 |
* | Manitowoc Foodservice Inc. | 837,918 | 13,591 |
Interface Inc. Class A | 791,735 | 13,214 | |
Oxford Industries Inc. | 183,729 | 12,439 | |
MDC Holdings Inc. | 476,958 | 12,306 | |
* | Select Comfort Corp. | 533,077 | 11,515 |
Columbia Sportswear Co. | 170,597 | 9,680 | |
* | USANA Health Sciences Inc. | 66,298 | 9,172 |
DTS Inc. | 203,945 | 8,676 | |
Coca-Cola Bottling Co. Consolidated | 56,684 | 8,398 | |
* | AdvancePierre Foods Holdings Inc. | 280,584 | 7,733 |
*,^ National Beverage Corp. | 141,416 | 6,229 | |
*,^ Amplify Snack Brands Inc. | 363,632 | 5,891 | |
* | Revlon Inc. Class A | 127,593 | 4,693 |
Phibro Animal Health Corp. Class A | 114,356 | 3,108 | |
Metaldyne Performance Group Inc. | 81,701 | 1,295 | |
* | Valvoline Inc. | 12,520 | 294 |
1,266,047 | |||
Consumer Services (13.9%) | |||
Domino's Pizza Inc. | 588,816 | 89,412 | |
* | Burlington Stores Inc. | 870,642 | 70,539 |
Vail Resorts Inc. | 440,783 | 69,150 | |
Sabre Corp. | 2,375,131 | 66,931 | |
* | VCA Inc. | 937,446 | 65,602 |
* | Copart Inc. | 1,201,241 | 64,338 |
Dunkin' Brands Group Inc. | 1,119,740 | 58,316 | |
Dick's Sporting Goods Inc. | 1,020,381 | 57,876 | |
Casey's General Stores Inc. | 478,421 | 57,482 | |
* | Panera Bread Co. Class A | 271,809 | 52,927 |
Six Flags Entertainment Corp. | 907,238 | 48,637 | |
* | Sally Beauty Holdings Inc. | 1,785,338 | 45,848 |
* | GrubHub Inc. | 1,038,293 | 44,636 |
* | Live Nation Entertainment Inc. | 1,609,199 | 44,221 |
* | Madison Square Garden Co. Class A | 238,431 | 40,393 |
* | Pandora Media Inc. | 2,674,592 | 38,327 |
Jack in the Box Inc. | 398,210 | 38,204 | |
* | AMC Networks Inc. Class A | 730,086 | 37,862 |
* | Bright Horizons Family Solutions Inc. | 538,254 | 36,004 |
* | Sprouts Farmers Market Inc. | 1,718,167 | 35,480 |
Rollins Inc. | 1,198,769 | 35,100 | |
* | Yelp Inc. Class A | 797,472 | 33,255 |
* | Cabela's Inc. | 583,982 | 32,078 |
* | Urban Outfitters Inc. | 927,734 | 32,025 |
* | Buffalo Wild Wings Inc. | 222,909 | 31,372 |
* | Michaels Cos. Inc. | 1,264,001 | 30,551 |
Texas Roadhouse Inc. Class A | 772,464 | 30,149 | |
* | Hawaiian Holdings Inc. | 618,526 | 30,060 |
Cheesecake Factory Inc. | 556,554 | 27,861 | |
* | ServiceMaster Global Holdings Inc. | 825,506 | 27,803 |
* | Groupon Inc. Class A | 5,231,147 | 26,940 |
* | Five Below Inc. | 666,760 | 26,864 |
Papa John's International Inc. | 315,446 | 24,873 |
* | Media General Inc. | 1,342,837 | 24,749 |
Churchill Downs Inc. | 161,582 | 23,648 | |
Lions Gate Entertainment Corp. | 1,169,484 | 23,378 | |
* | Grand Canyon Education Inc. | 574,031 | 23,185 |
Monro Muffler Brake Inc. | 373,986 | 22,877 | |
* | WebMD Health Corp. | 451,495 | 22,439 |
Sotheby's | 571,630 | 21,733 | |
Allegiant Travel Co. Class A | 160,899 | 21,250 | |
^ | Nexstar Broadcasting Group Inc. Class A | 355,629 | 20,523 |
PriceSmart Inc. | 240,984 | 20,185 | |
* | Dave & Buster's Entertainment Inc. | 513,161 | 20,106 |
Choice Hotels International Inc. | 410,677 | 18,513 | |
* | Liberty TripAdvisor Holdings Inc. Class A | 834,835 | 18,241 |
* | Spirit Airlines Inc. | 427,375 | 18,176 |
Marriott Vacations Worldwide Corp. | 247,077 | 18,116 | |
*,^ Stamps.com Inc. | 189,717 | 17,930 | |
* | Shutterfly Inc. | 393,767 | 17,578 |
* | comScore Inc. | 553,198 | 16,961 |
* | Etsy Inc. | 1,178,672 | 16,831 |
* | Caesars Acquisition Co. Class A | 1,342,260 | 16,671 |
Morningstar Inc. | 210,197 | 16,662 | |
*,^ Restoration Hardware Holdings Inc. | 470,930 | 16,285 | |
*,^ SolarCity Corp. | 794,887 | 15,548 | |
* | Ollie's Bargain Outlet Holdings Inc. | 588,461 | 15,424 |
* | Liberty Media Group LLC | 544,071 | 15,310 |
*,^ Diplomat Pharmacy Inc. | 526,826 | 14,756 | |
Sonic Corp. | 551,669 | 14,443 | |
* | Popeyes Louisiana Kitchen Inc. | 259,489 | 13,789 |
* | Belmond Ltd. Class A | 1,054,883 | 13,408 |
* | Ascena Retail Group Inc. | 2,250,179 | 12,579 |
* | Penn National Gaming Inc. | 917,248 | 12,447 |
Bloomin' Brands Inc. | 684,088 | 11,794 | |
National CineMedia Inc. | 758,063 | 11,159 | |
Interval Leisure Group Inc. | 648,880 | 11,141 | |
ClubCorp Holdings Inc. | 761,366 | 11,017 | |
*,^ Hibbett Sports Inc. | 273,641 | 10,918 | |
*,^ Quotient Technology Inc. | 766,419 | 10,201 | |
*,^ Planet Fitness Inc. Class A | 487,748 | 9,789 | |
* | BJ's Restaurants Inc. | 250,742 | 8,914 |
World Wrestling Entertainment Inc. Class A | 403,511 | 8,595 | |
Red Rock Resorts Inc. Class A | 352,236 | 8,309 | |
AMC Entertainment Holdings Inc. | 263,722 | 8,199 | |
* | Pinnacle Entertainment Inc. | 659,623 | 8,140 |
* | Fiesta Restaurant Group Inc. | 329,037 | 7,897 |
Wingstop Inc. Class A | 261,856 | 7,672 | |
HSN Inc. | 190,566 | 7,585 | |
* | Liberty Media Group LLC Class A | 264,255 | 7,571 |
* | Francesca's Holdings Corp. | 488,052 | 7,531 |
* | Scientific Games Corp. Class A | 638,263 | 7,193 |
*,^ Shake Shack Inc. Class A | 203,855 | 7,068 | |
* | Tile Shop Holdings Inc. | 406,943 | 6,735 |
* | Virgin America Inc. | 122,423 | 6,551 |
*,^ Lumber Liquidators Holdings Inc. | 313,379 | 6,164 | |
* | Party City Holdco Inc. | 357,593 | 6,122 |
* | Clean Energy Fuels Corp. | 1,355,450 | 6,059 |
*,^ TrueCar Inc. | 616,951 | 5,824 | |
* | EW Scripps Co. Class A | 348,059 | 5,534 |
* | SiteOne Landscape Supply Inc. | 144,217 | 5,182 |
* | Global Eagle Entertainment Inc. | 609,986 | 5,069 |
* | Angie's List Inc. | 464,369 | 4,602 |
Blue Nile Inc. | 127,029 | 4,372 | |
New Media Investment Group Inc. | 257,613 | 3,993 | |
* | Potbelly Corp. | 306,183 | 3,806 |
*,^ El Pollo Loco Holdings Inc. | 256,799 | 3,233 | |
* | Habit Restaurants Inc. Class A | 207,611 | 2,907 |
* | Biglari Holdings Inc. | 6,376 | 2,780 |
*,^ Caesars Entertainment Corp. | 357,221 | 2,661 | |
* | Bojangles' Inc. | 112,338 | 1,793 |
*,^ Noodles & Co. Class A | 113,820 | 542 | |
* | At Home Group Inc. | 6,277 | 95 |
2,269,574 | |||
Financials (22.0%) | |||
Regency Centers Corp. | 1,274,639 | 98,772 | |
WP Carey Inc. | 1,290,021 | 83,245 | |
American Campus Communities Inc. | 1,591,885 | 80,979 | |
Gaming and Leisure Properties Inc. | 2,345,530 | 78,458 | |
Kilroy Realty Corp. | 1,125,717 | 78,068 | |
Spirit Realty Capital Inc. | 5,852,723 | 78,017 | |
* | Signature Bank | 615,672 | 72,926 |
Equity LifeStyle Properties Inc. | 936,836 | 72,305 | |
MarketAxess Holdings Inc. | 436,182 | 72,227 | |
* | SVB Financial Group | 634,327 | 70,118 |
DDR Corp. | 3,794,325 | 66,135 | |
Lamar Advertising Co. Class A | 1,009,933 | 65,959 | |
* | Liberty Ventures Class A | 1,648,315 | 65,718 |
CBOE Holdings Inc. | 991,884 | 64,324 | |
Douglas Emmett Inc. | 1,748,994 | 64,066 | |
Sun Communities Inc. | 794,427 | 62,347 | |
CubeSmart | 2,185,709 | 59,582 | |
American Homes 4 Rent Class A | 2,608,703 | 56,452 | |
Communications Sales & Leasing Inc. | 1,784,585 | 56,054 | |
Healthcare Trust of America Inc. Class A | 1,681,571 | 54,853 | |
Medical Properties Trust Inc. | 3,683,283 | 54,402 | |
Bank of the Ozarks Inc. | 1,402,643 | 53,861 | |
DCT Industrial Trust Inc. | 1,099,140 | 53,363 | |
* | Life Storage Inc. | 566,337 | 50,370 |
* | Howard Hughes Corp. | 437,104 | 50,048 |
Gramercy Property Trust | 5,142,617 | 49,575 | |
Healthcare Realty Trust Inc. | 1,412,313 | 48,103 | |
CyrusOne Inc. | 968,387 | 46,066 | |
Tanger Factory Outlet Centers Inc. | 1,170,683 | 45,610 | |
Investors Bancorp Inc. | 3,783,953 | 45,445 | |
* | Western Alliance Bancorp | 1,152,732 | 43,274 |
Mid-America Apartment Communities Inc. | 460,200 | 43,254 | |
Post Properties Inc. | 652,235 | 43,132 | |
*,^ Zillow Group Inc. | 1,244,393 | 43,118 | |
Hudson Pacific Properties Inc. | 1,309,032 | 43,028 | |
Omega Healthcare Investors Inc. | 1,178,554 | 41,780 | |
Education Realty Trust Inc. | 890,497 | 38,416 | |
Physicians Realty Trust | 1,640,660 | 35,340 | |
Acadia Realty Trust | 973,287 | 35,272 | |
Equity One Inc. | 1,139,237 | 34,872 | |
Urban Edge Properties | 1,211,292 | 34,086 | |
Forest City Realty Trust Inc. Class A | 1,471,355 | 34,032 |
Paramount Group Inc. | 2,009,561 | 32,937 | |
* | Texas Capital Bancshares Inc. | 559,976 | 30,754 |
CoreSite Realty Corp. | 413,597 | 30,623 | |
Home BancShares Inc. | 1,457,197 | 30,324 | |
PacWest Bancorp | 697,229 | 29,918 | |
Duke Realty Corp. | 1,068,432 | 29,200 | |
Retail Opportunity Investments Corp. | 1,327,598 | 29,154 | |
NorthStar Asset Management Group Inc. | 2,193,080 | 28,357 | |
Kite Realty Group Trust | 1,016,215 | 28,169 | |
STORE Capital Corp. | 934,281 | 27,533 | |
Cousins Properties Inc. | 2,562,265 | 26,750 | |
* | FirstCash Inc. | 560,497 | 26,388 |
PS Business Parks Inc. | 231,654 | 26,309 | |
QTS Realty Trust Inc. Class A | 484,716 | 25,617 | |
Ryman Hospitality Properties Inc. | 529,376 | 25,495 | |
*,^ LendingClub Corp. | 4,051,222 | 25,037 | |
Kennedy-Wilson Holdings Inc. | 1,096,261 | 24,721 | |
Pebblebrook Hotel Trust | 878,447 | 23,367 | |
* | Essent Group Ltd. | 850,465 | 22,631 |
Alexander & Baldwin Inc. | 567,795 | 21,815 | |
*,^ Zillow Group Inc. Class A | 623,822 | 21,491 | |
STAG Industrial Inc. | 869,800 | 21,319 | |
* | Blackhawk Network Holdings Inc. | 686,990 | 20,726 |
Evercore Partners Inc. Class A | 402,205 | 20,718 | |
* | OneMain Holdings Inc. Class A | 657,502 | 20,350 |
* | Hilltop Holdings Inc. | 901,177 | 20,240 |
*,^ Credit Acceptance Corp. | 99,179 | 19,942 | |
Outfront Media Inc. | 841,405 | 19,899 | |
* | HealthEquity Inc. | 516,382 | 19,545 |
Sabra Health Care REIT Inc. | 756,757 | 19,055 | |
Financial Engines Inc. | 640,774 | 19,037 | |
* | Eagle Bancorp Inc. | 368,857 | 18,196 |
Ramco-Gershenson Properties Trust | 966,965 | 18,121 | |
Colony Starwood Homes | 619,017 | 17,766 | |
Parkway Properties Inc. | 1,022,729 | 17,397 | |
* | FCB Financial Holdings Inc. Class A | 438,309 | 16,844 |
Chesapeake Lodging Trust | 733,459 | 16,796 | |
LegacyTexas Financial Group Inc. | 494,774 | 15,650 | |
WisdomTree Investments Inc. | 1,417,429 | 14,585 | |
Kearny Financial Corp. | 1,028,159 | 13,993 | |
Washington Prime Group Inc. | 1,128,198 | 13,967 | |
NRG Yield Inc. | 767,174 | 13,011 | |
TFS Financial Corp. | 694,422 | 12,368 | |
HFF Inc. Class A | 439,783 | 12,178 | |
* | Black Knight Financial Services Inc. Class A | 295,614 | 12,091 |
Colony Capital Inc. Class A | 656,174 | 11,962 | |
New Senior Investment Group Inc. | 999,090 | 11,529 | |
Monogram Residential Trust Inc. | 1,017,637 | 10,828 | |
* | St. Joe Co. | 586,263 | 10,776 |
Cohen & Steers Inc. | 251,106 | 10,735 | |
CareTrust REIT Inc. | 705,011 | 10,420 | |
Alexander's Inc. | 24,817 | 10,413 | |
FelCor Lodging Trust Inc. | 1,600,706 | 10,293 | |
American Assets Trust Inc. | 235,051 | 10,196 | |
Capital Bank Financial Corp. | 272,860 | 8,762 | |
Simmons First National Corp. Class A | 166,609 | 8,314 | |
Urstadt Biddle Properties Inc. Class A | 360,198 | 8,004 |
*,^ BofI Holding Inc. | 346,169 | 7,754 | |
* | Third Point Reinsurance Ltd. | 645,851 | 7,750 |
InfraREIT Inc. | 425,586 | 7,720 | |
^ | Seritage Growth Properties Class A | 142,336 | 7,214 |
Greenhill & Co. Inc. | 305,885 | 7,210 | |
NRG Yield Inc. Class A | 420,304 | 6,859 | |
Silver Bay Realty Trust Corp. | 387,021 | 6,784 | |
Moelis & Co. Class A | 250,080 | 6,725 | |
Altisource Residential Corp. | 595,919 | 6,496 | |
*,^ Nationstar Mortgage Holdings Inc. | 355,147 | 5,260 | |
* | Marcus & Millichap Inc. | 182,800 | 4,780 |
* | Altisource Portfolio Solutions SA | 145,001 | 4,698 |
Hersha Hospitality Trust Class A | 244,897 | 4,413 | |
* | Tejon Ranch Co. | 176,328 | 4,288 |
* | PennyMac Financial Services Inc. Class A | 245,039 | 4,168 |
* | Ocwen Financial Corp. | 1,130,800 | 4,150 |
Northfield Bancorp Inc. | 249,676 | 4,020 | |
National Bank Holdings Corp. Class A | 152,990 | 3,575 | |
*,^ Encore Capital Group Inc. | 139,588 | 3,138 | |
*,^ On Deck Capital Inc. | 481,233 | 2,743 | |
* | NewStar Financial Inc. | 226,803 | 2,202 |
Houlihan Lokey Inc. | 74,129 | 1,857 | |
RMR Group Inc. Class A | 37,103 | 1,408 | |
Associated Capital Group Inc. Class A | 27,980 | 992 | |
3,585,872 | |||
Health Care (14.7%) | |||
* | DexCom Inc. | 972,301 | 85,232 |
* | Align Technology Inc. | 878,990 | 82,405 |
* | MEDNAX Inc. | 1,141,803 | 75,644 |
West Pharmaceutical Services Inc. | 893,405 | 66,559 | |
* | Seattle Genetics Inc. | 1,198,938 | 64,755 |
* | ABIOMED Inc. | 472,119 | 60,705 |
* | Ionis Pharmaceuticals Inc. | 1,475,904 | 54,077 |
* | Neurocrine Biosciences Inc. | 1,057,612 | 53,557 |
Bio-Techne Corp. | 453,547 | 49,663 | |
* | Cepheid | 891,293 | 46,962 |
* | Acadia Healthcare Co. Inc. | 905,765 | 44,881 |
* | Amsurg Corp. | 669,259 | 44,874 |
* | PAREXEL International Corp. | 644,718 | 44,776 |
*,^ OPKO Health Inc. | 4,071,075 | 43,113 | |
* | NuVasive Inc. | 611,825 | 40,784 |
* | Catalent Inc. | 1,520,492 | 39,289 |
STERIS plc | 525,030 | 38,380 | |
*,^ Sarepta Therapeutics Inc. | 613,951 | 37,703 | |
*,^ ACADIA Pharmaceuticals Inc. | 1,167,292 | 37,132 | |
* | Exelixis Inc. | 2,806,570 | 35,896 |
* | Horizon Pharma plc | 1,957,444 | 35,488 |
Healthcare Services Group Inc. | 839,239 | 33,217 | |
* | Masimo Corp. | 542,459 | 32,271 |
*,^ Intercept Pharmaceuticals Inc. | 195,837 | 32,233 | |
Cantel Medical Corp. | 406,732 | 31,717 | |
*,^ United Therapeutics Corp. | 264,835 | 31,272 | |
* | Medicines Co. | 817,160 | 30,840 |
* | Wright Medical Group NV | 1,255,177 | 30,789 |
*,^ Bluebird Bio Inc. | 452,895 | 30,697 | |
* | Akorn Inc. | 1,074,989 | 29,304 |
Bruker Corp. | 1,281,933 | 29,036 |
* | ARIAD Pharmaceuticals Inc. | 2,113,407 | 28,933 |
* | Nektar Therapeutics | 1,666,751 | 28,635 |
* | Insulet Corp. | 697,742 | 28,566 |
* | INC Research Holdings Inc. Class A | 618,355 | 27,566 |
* | Nevro Corp. | 260,432 | 27,186 |
* | Team Health Holdings Inc. | 814,115 | 26,508 |
* | Ironwood Pharmaceuticals Inc. Class A | 1,585,026 | 25,170 |
* | Neogen Corp. | 436,051 | 24,393 |
*,^ Exact Sciences Corp. | 1,300,920 | 24,158 | |
*,^ Radius Health Inc. | 446,388 | 24,145 | |
*,^ Ligand Pharmaceuticals Inc. | 229,013 | 23,373 | |
* | Penumbra Inc. | 303,156 | 23,037 |
* | HMS Holdings Corp. | 1,029,858 | 22,832 |
* | Puma Biotechnology Inc. | 336,946 | 22,592 |
* | ICU Medical Inc. | 177,157 | 22,389 |
*,^ Agios Pharmaceuticals Inc. | 404,142 | 21,347 | |
* | Impax Laboratories Inc. | 900,299 | 21,337 |
* | PRA Health Sciences Inc. | 371,685 | 21,004 |
* | NxStage Medical Inc. | 787,593 | 19,682 |
* | Globus Medical Inc. | 831,820 | 18,774 |
*,^ Intrexon Corp. | 649,624 | 18,202 | |
* | Alder Biopharmaceuticals Inc. | 520,505 | 17,057 |
* | Amedisys Inc. | 347,984 | 16,508 |
* | Halozyme Therapeutics Inc. | 1,330,177 | 16,069 |
*,^ Theravance Biopharma Inc. | 436,954 | 15,835 | |
* | Ultragenyx Pharmaceutical Inc. | 216,665 | 15,370 |
* | Pacira Pharmaceuticals Inc. | 432,133 | 14,788 |
*,^ Juno Therapeutics Inc. | 484,484 | 14,539 | |
Abaxis Inc. | 261,515 | 13,499 | |
Analogic Corp. | 151,127 | 13,390 | |
* | Emergent BioSolutions Inc. | 420,141 | 13,247 |
* | Air Methods Corp. | 418,834 | 13,189 |
* | FibroGen Inc. | 613,757 | 12,705 |
* | Endologix Inc. | 954,447 | 12,217 |
* | Acorda Therapeutics Inc. | 563,412 | 11,764 |
* | Achillion Pharmaceuticals Inc. | 1,419,729 | 11,500 |
* | Haemonetics Corp. | 313,525 | 11,353 |
* | Luminex Corp. | 477,075 | 10,839 |
*,^ Innoviva Inc. | 946,905 | 10,406 | |
* | AMAG Pharmaceuticals Inc. | 417,675 | 10,237 |
*,^ Lannett Co. Inc. | 381,891 | 10,147 | |
Meridian Bioscience Inc. | 512,436 | 9,885 | |
*,^ Merrimack Pharmaceuticals Inc. | 1,492,345 | 9,476 | |
* | Depomed Inc. | 373,104 | 9,324 |
*,^ Lexicon Pharmaceuticals Inc. | 508,018 | 9,180 | |
* | Momenta Pharmaceuticals Inc. | 776,879 | 9,082 |
* | Orthofix International NV | 209,756 | 8,971 |
* | Myriad Genetics Inc. | 420,350 | 8,651 |
* | HealthStream Inc. | 308,606 | 8,517 |
* | Spark Therapeutics Inc. | 139,670 | 8,389 |
* | Natus Medical Inc. | 191,279 | 7,515 |
* | Quidel Corp. | 314,944 | 6,957 |
*,^ Novavax Inc. | 3,296,204 | 6,856 | |
*,^ Adeptus Health Inc. Class A | 158,968 | 6,844 | |
* | Avexis Inc. | 163,869 | 6,753 |
*,^ TherapeuticsMD Inc. | 955,291 | 6,506 | |
* | Genomic Health Inc. | 223,129 | 6,453 |
* | Merit Medical Systems Inc. | 256,263 | 6,225 |
* | Acceleron Pharma Inc. | 171,306 | 6,200 |
* | Accuray Inc. | 941,953 | 6,000 |
Ensign Group Inc. | 291,396 | 5,866 | |
* | Insmed Inc. | 375,975 | 5,459 |
* | Arena Pharmaceuticals Inc. | 2,956,696 | 5,174 |
*,^ Keryx Biopharmaceuticals Inc. | 965,343 | 5,126 | |
* | Epizyme Inc. | 491,158 | 4,833 |
* | Surgery Partners Inc. | 235,946 | 4,776 |
* | CorVel Corp. | 119,049 | 4,571 |
*,^ Novocure Ltd. | 526,857 | 4,499 | |
*,^ Aduro Biotech Inc. | 354,242 | 4,403 | |
*,^ ZIOPHARM Oncology Inc. | 729,736 | 4,108 | |
*,^ Insys Therapeutics Inc. | 348,012 | 4,103 | |
* | ConforMIS Inc. | 384,060 | 3,810 |
* | Glaukos Corp. | 100,354 | 3,787 |
* | Spectrum Pharmaceuticals Inc. | 782,873 | 3,656 |
* | Natera Inc. | 312,975 | 3,477 |
*,^ Editas Medicine Inc. | 222,525 | 3,000 | |
*,^ Teladoc Inc. | 152,779 | 2,797 | |
*,^ Seres Therapeutics Inc. | 223,400 | 2,746 | |
* | Amicus Therapeutics Inc. | 315,775 | 2,337 |
*,^ MannKind Corp. | 3,751,978 | 2,326 | |
* | American Renal Associates Holdings Inc. | 113,499 | 2,074 |
*,^ ImmunoGen Inc. | 530,707 | 1,422 | |
*,^ Intellia Therapeutics Inc. | 65,561 | 1,116 | |
* | Infinity Pharmaceuticals Inc. | 390,288 | 609 |
* | Wright Medical Group Inc. CVR | 165,303 | 215 |
2,391,813 | |||
Industrials (17.3%) | |||
AO Smith Corp. | 904,515 | 89,357 | |
* | CoStar Group Inc. | 397,750 | 86,125 |
Jack Henry & Associates Inc. | 962,494 | 82,341 | |
Lennox International Inc. | 504,004 | 79,144 | |
* | HD Supply Holdings Inc. | 2,447,586 | 78,274 |
Nordson Corp. | 625,881 | 62,357 | |
Toro Co. | 1,274,723 | 59,708 | |
* | Old Dominion Freight Line Inc. | 858,519 | 58,903 |
Cognex Corp. | 985,913 | 52,115 | |
* | WEX Inc. | 468,689 | 50,661 |
Graco Inc. | 678,610 | 50,217 | |
Hexcel Corp. | 1,128,053 | 49,973 | |
* | Euronet Worldwide Inc. | 603,190 | 49,359 |
* | Genesee & Wyoming Inc. Class A | 697,842 | 48,116 |
Packaging Corp. of America | 575,233 | 46,743 | |
MAXIMUS Inc. | 791,690 | 44,778 | |
*,^ XPO Logistics Inc. | 1,208,392 | 44,312 | |
Watsco Inc. | 314,481 | 44,310 | |
Eagle Materials Inc. | 558,657 | 43,184 | |
* | Zebra Technologies Corp. | 611,075 | 42,537 |
Woodward Inc. | 674,583 | 42,148 | |
National Instruments Corp. | 1,410,611 | 40,061 | |
* | Genpact Ltd. | 1,642,508 | 39,338 |
* | TransUnion | 1,113,445 | 38,414 |
Littelfuse Inc. | 273,587 | 35,241 | |
Landstar System Inc. | 513,121 | 34,933 | |
* | IPG Photonics Corp. | 421,038 | 34,672 |
* | USG Corp. | 1,336,505 | 34,549 |
Air Lease Corp. Class A | 1,190,961 | 34,038 | |
* | Keysight Technologies Inc. | 1,039,169 | 32,931 |
* | Berry Plastics Group Inc. | 740,834 | 32,486 |
* | Clean Harbors Inc. | 630,965 | 30,274 |
HEICO Corp. Class A | 497,192 | 30,085 | |
* | Cimpress NV | 288,940 | 29,235 |
* | Universal Display Corp. | 514,968 | 28,586 |
*,^ Ambarella Inc. | 380,317 | 27,995 | |
* | WageWorks Inc. | 445,909 | 27,160 |
FLIR Systems Inc. | 836,638 | 26,287 | |
* | Itron Inc. | 443,025 | 24,703 |
* | Cardtronics plc Class A | 551,697 | 24,606 |
John Bean Technologies Corp. | 337,525 | 23,812 | |
Mueller Water Products Inc. Class A | 1,872,066 | 23,494 | |
* | Masonite International Corp. | 372,663 | 23,168 |
Mueller Industries Inc. | 696,477 | 22,580 | |
Knight Transportation Inc. | 779,991 | 22,378 | |
Covanta Holding Corp. | 1,431,950 | 22,038 | |
Simpson Manufacturing Co. Inc. | 501,260 | 22,030 | |
* | Advisory Board Co. | 490,393 | 21,940 |
CEB Inc. | 392,825 | 21,397 | |
* | On Assignment Inc. | 585,648 | 21,253 |
* | RBC Bearings Inc. | 275,233 | 21,050 |
* | Trex Co. Inc. | 358,005 | 21,022 |
AZZ Inc. | 316,329 | 20,647 | |
Franklin Electric Co. Inc. | 479,369 | 19,515 | |
* | ExlService Holdings Inc. | 388,192 | 19,347 |
CLARCOR Inc. | 297,412 | 19,332 | |
* | Imperva Inc. | 358,245 | 19,241 |
* | AMN Healthcare Services Inc. | 586,074 | 18,678 |
*,^ Smith & Wesson Holding Corp. | 684,934 | 18,212 | |
* | Proto Labs Inc. | 290,170 | 17,384 |
* | LifeLock Inc. | 1,017,122 | 17,210 |
* | Summit Materials Inc. Class A | 920,565 | 17,076 |
* | MACOM Technology Solutions Holdings Inc. | 393,004 | 16,640 |
* | Coherent Inc. | 148,254 | 16,388 |
* | Louisiana-Pacific Corp. | 867,565 | 16,336 |
Forward Air Corp. | 369,188 | 15,971 | |
* | Hub Group Inc. Class A | 389,265 | 15,866 |
Apogee Enterprises Inc. | 351,623 | 15,714 | |
* | II-VI Inc. | 640,424 | 15,582 |
* | TopBuild Corp. | 469,283 | 15,580 |
Exponent Inc. | 301,425 | 15,391 | |
Methode Electronics Inc. | 428,385 | 14,981 | |
* | OSI Systems Inc. | 219,908 | 14,378 |
AAON Inc. | 484,888 | 13,974 | |
Tennant Co. | 214,858 | 13,923 | |
* | Rogers Corp. | 219,387 | 13,400 |
Sturm Ruger & Co. Inc. | 231,370 | 13,364 | |
HEICO Corp. | 189,280 | 13,098 | |
* | Paylocity Holding Corp. | 280,254 | 12,460 |
*,^ Inovalon Holdings Inc. Class A | 828,206 | 12,183 | |
Badger Meter Inc. | 343,449 | 11,509 | |
* | Team Inc. | 339,164 | 11,094 |
* | TriNet Group Inc. | 512,502 | 11,085 |
Heartland Express Inc. | 558,626 | 10,547 |
* | DigitalGlobe Inc. | 382,146 | 10,509 |
* | Armstrong World Industries Inc. | 253,951 | 10,493 |
* | Press Ganey Holdings Inc. | 259,311 | 10,476 |
Primoris Services Corp. | 504,499 | 10,393 | |
Advanced Drainage Systems Inc. | 431,526 | 10,383 | |
* | Continental Building Products Inc. | 491,753 | 10,322 |
Raven Industries Inc. | 440,320 | 10,141 | |
* | Veeco Instruments Inc. | 495,135 | 9,719 |
Lindsay Corp. | 123,001 | 9,100 | |
Sun Hydraulics Corp. | 278,289 | 8,980 | |
* | TASER International Inc. | 301,302 | 8,620 |
Mobile Mini Inc. | 269,984 | 8,154 | |
* | Huron Consulting Group Inc. | 132,137 | 7,896 |
* | Thermon Group Holdings Inc. | 391,998 | 7,742 |
Albany International Corp. | 175,636 | 7,443 | |
EnPro Industries Inc. | 130,705 | 7,427 | |
* | Evolent Health Inc. Class A | 297,525 | 7,325 |
* | FARO Technologies Inc. | 202,631 | 7,285 |
* | Headwaters Inc. | 427,845 | 7,239 |
Quanex Building Products Corp. | 416,266 | 7,185 | |
Comfort Systems USA Inc. | 227,486 | 6,668 | |
* | Aerovironment Inc. | 255,818 | 6,245 |
* | Builders FirstSource Inc. | 505,258 | 5,816 |
* | Multi Packaging Solutions International Ltd. | 376,567 | 5,426 |
* | InnerWorkings Inc. | 565,879 | 5,331 |
* | Bazaarvoice Inc. | 897,912 | 5,307 |
Gorman-Rupp Co. | 206,100 | 5,278 | |
* | Astronics Corp. | 101,599 | 4,577 |
* | Mistras Group Inc. | 194,501 | 4,565 |
Griffon Corp. | 209,819 | 3,569 | |
* | Ply Gem Holdings Inc. | 250,863 | 3,352 |
* | Roadrunner Transportation Systems Inc. | 378,636 | 3,022 |
* | Armstrong Flooring Inc. | 141,941 | 2,680 |
* | GMS Inc. | 49,762 | 1,106 |
* | Astronics Corp. Class B | 15,426 | 697 |
2,812,995 | |||
Oil & Gas (4.1%) | |||
* | Diamondback Energy Inc. | 951,974 | 91,904 |
* | Southwestern Energy Co. | 6,020,068 | 83,318 |
* | Parsley Energy Inc. Class A | 1,957,363 | 65,591 |
* | Newfield Exploration Co. | 1,212,115 | 52,678 |
* | Rice Energy Inc. | 1,919,331 | 50,114 |
* | PDC Energy Inc. | 672,230 | 45,080 |
* | Gulfport Energy Corp. | 1,527,638 | 43,156 |
Patterson-UTI Energy Inc. | 1,710,156 | 38,256 | |
* | RSP Permian Inc. | 805,054 | 31,220 |
* | Carrizo Oil & Gas Inc. | 682,671 | 27,730 |
* | Matador Resources Co. | 1,023,740 | 24,918 |
SM Energy Co. | 515,288 | 19,880 | |
Pattern Energy Group Inc. Class A | 840,852 | 18,911 | |
* | Callon Petroleum Co. | 959,806 | 15,069 |
* | SEACOR Holdings Inc. | 189,933 | 11,299 |
*,^ Laredo Petroleum Inc. | 875,871 | 11,299 | |
*,^ RPC Inc. | 665,886 | 11,187 | |
*,^ Flotek Industries Inc. | 657,463 | 9,559 | |
* | Newpark Resources Inc. | 976,001 | 7,183 |
* | Cobalt International Energy Inc. | 4,278,827 | 5,306 |
* | Sanchez Energy Corp. | 342,760 | 3,030 |
* | Clayton Williams Energy Inc. | 30,244 | 2,584 |
* | Bill Barrett Corp. | 347,713 | 1,933 |
* | Eclipse Resources Corp. | 477,256 | 1,570 |
672,775 | |||
Other (0.0%) 2 | |||
* | Dyax Corp CVR | 1,798,309 | 1,996 |
* | Clinical Data CVR | 132,154 | — |
1,996 | |||
Technology (16.6%) | |||
* | Cadence Design Systems Inc. | 3,566,499 | 91,053 |
* | Ultimate Software Group Inc. | 335,082 | 68,487 |
* | Tyler Technologies Inc. | 399,148 | 68,346 |
SS&C Technologies Holdings Inc. | 2,083,969 | 67,000 | |
* | Fortinet Inc. | 1,726,995 | 63,778 |
* | PTC Inc. | 1,401,379 | 62,095 |
* | athenahealth Inc. | 479,661 | 60,495 |
IAC/InterActiveCorp | 899,405 | 56,186 | |
* | Guidewire Software Inc. | 884,074 | 53,027 |
* | Manhattan Associates Inc. | 872,774 | 50,289 |
Fair Isaac Corp. | 376,228 | 46,874 | |
* | Aspen Technology Inc. | 972,025 | 45,481 |
* | Veeva Systems Inc. Class A | 1,061,632 | 43,824 |
*,^ Arista Networks Inc. | 506,244 | 43,071 | |
* | Rackspace Hosting Inc. | 1,303,002 | 41,292 |
* | EPAM Systems Inc. | 589,242 | 40,840 |
* | ViaSat Inc. | 541,300 | 40,408 |
* | Ellie Mae Inc. | 381,452 | 40,167 |
* | Finisar Corp. | 1,342,720 | 40,013 |
* | Cavium Inc. | 670,461 | 39,021 |
Blackbaud Inc. | 579,105 | 38,418 | |
* | Tableau Software Inc. Class A | 694,223 | 38,370 |
* | Medidata Solutions Inc. | 666,556 | 37,167 |
j2 Global Inc. | 556,813 | 37,089 | |
* | Ciena Corp. | 1,682,984 | 36,689 |
* | Proofpoint Inc. | 486,724 | 36,431 |
* | Integrated Device Technology Inc. | 1,554,950 | 35,919 |
Monolithic Power Systems Inc. | 444,163 | 35,755 | |
InterDigital Inc. | 417,554 | 33,070 | |
* | Advanced Micro Devices Inc. | 4,637,860 | 32,048 |
* | Zendesk Inc. | 1,028,786 | 31,594 |
* | NetScout Systems Inc. | 1,065,052 | 31,153 |
* | Entegris Inc. | 1,721,714 | 29,992 |
* | Allscripts Healthcare Solutions Inc. | 2,274,293 | 29,952 |
* | Dycom Industries Inc. | 362,803 | 29,670 |
* | Fleetmatics Group plc | 477,237 | 28,625 |
* | Silicon Laboratories Inc. | 482,460 | 28,369 |
* | Cornerstone OnDemand Inc. | 613,468 | 28,189 |
* | Electronics For Imaging Inc. | 570,528 | 27,910 |
* | ACI Worldwide Inc. | 1,427,762 | 27,670 |
* | Paycom Software Inc. | 547,039 | 27,423 |
*,^ FireEye Inc. | 1,860,779 | 27,409 | |
* | Lumentum Holdings Inc. | 650,338 | 27,165 |
LogMeIn Inc. | 293,035 | 26,487 | |
* | Synaptics Inc. | 449,161 | 26,312 |
* | CommVault Systems Inc. | 487,542 | 25,903 |
*,^ 3D Systems Corp. | 1,300,281 | 23,340 | |
* | Advanced Energy Industries Inc. | 483,821 | 22,894 |
Tessera Technologies Inc. | 592,471 | 22,775 | |
* | HubSpot Inc. | 388,072 | 22,361 |
* | Gigamon Inc. | 387,309 | 21,225 |
Power Integrations Inc. | 334,726 | 21,098 | |
Plantronics Inc. | 404,781 | 21,032 | |
* | Synchronoss Technologies Inc. | 495,496 | 20,405 |
* | Cirrus Logic Inc. | 381,098 | 20,255 |
* | GoDaddy Inc. Class A | 565,996 | 19,544 |
* | Inphi Corp. | 446,780 | 19,439 |
* | MicroStrategy Inc. Class A | 114,633 | 19,194 |
* | 2U Inc. | 486,429 | 18,625 |
Cogent Communications Holdings Inc. | 500,451 | 18,422 | |
* | Envestnet Inc. | 496,184 | 18,086 |
NIC Inc. | 764,887 | 17,975 | |
* | Syntel Inc. | 409,992 | 17,183 |
* | BroadSoft Inc. | 363,770 | 16,933 |
* | Rambus Inc. | 1,341,133 | 16,764 |
* | Infoblox Inc. | 625,066 | 16,483 |
* | RealPage Inc. | 636,881 | 16,368 |
MKS Instruments Inc. | 327,017 | 16,263 | |
*,^ Ubiquiti Networks Inc. | 299,581 | 16,028 | |
*,^ Square Inc. | 1,359,728 | 15,854 | |
* | Cree Inc. | 615,745 | 15,837 |
* | Infinera Corp. | 1,748,529 | 15,789 |
* | RingCentral Inc. Class A | 656,651 | 15,536 |
*,^ Shutterstock Inc. | 235,177 | 14,981 | |
* | New Relic Inc. | 364,268 | 13,959 |
* | Interactive Intelligence Group Inc. | 216,963 | 13,048 |
Pegasystems Inc. | 418,276 | 12,335 | |
* | Cray Inc. | 495,239 | 11,658 |
* | Mercury Systems Inc. | 466,786 | 11,469 |
ADTRAN Inc. | 589,432 | 11,282 | |
* | Bottomline Technologies de Inc. | 474,261 | 11,055 |
* | Super Micro Computer Inc. | 472,047 | 11,032 |
Monotype Imaging Holdings Inc. | 496,657 | 10,981 | |
* | Diodes Inc. | 445,441 | 9,506 |
*,^ Gogo Inc. | 838,993 | 9,262 | |
*,^ Pure Storage Inc. Class A | 677,470 | 9,180 | |
*,^ Twilio Inc. | 141,934 | 9,135 | |
* | CEVA Inc. | 255,291 | 8,953 |
* | Lattice Semiconductor Corp. | 1,316,531 | 8,544 |
* | InvenSense Inc. | 1,024,896 | 7,605 |
* | Cvent Inc. | 231,681 | 7,347 |
* | Barracuda Networks Inc. | 285,179 | 7,266 |
* | Benefitfocus Inc. | 180,278 | 7,197 |
* | Ultratech Inc. | 309,016 | 7,132 |
* | Nimble Storage Inc. | 767,668 | 6,779 |
* | Endurance International Group Holdings Inc. | 772,320 | 6,758 |
*,^ Acacia Communications Inc. | 65,319 | 6,746 | |
* | Box Inc. | 411,891 | 6,491 |
* | Applied Micro Circuits Corp. | 933,765 | 6,490 |
* | Loral Space & Communications Inc. | 156,250 | 6,111 |
* | Intralinks Holdings Inc. | 592,282 | 5,958 |
* | Actua Corp. | 432,186 | 5,597 |
* | Ixia | 444,678 | 5,558 |
* | CommerceHub Inc. | 345,698 | 5,500 | ||
* | LivePerson Inc. | 631,975 | 5,315 | ||
Forrester Research Inc. | 120,790 | 4,699 | |||
* | FormFactor Inc. | 428,865 | 4,653 | ||
* | Sonus Networks Inc. | 570,309 | 4,437 | ||
* | Virtusa Corp. | 163,371 | 4,032 | ||
* | Calix Inc. | 501,058 | 3,683 | ||
* | Rapid7 Inc. | 204,519 | 3,610 | ||
*,^ Hortonworks Inc. | 430,856 | 3,598 | |||
^ | Computer Programs & Systems Inc. | 132,805 | 3,461 | ||
* | Jive Software Inc. | 672,006 | 2,863 | ||
* | CommerceHub Inc. Class A | 164,589 | 2,600 | ||
* | ChannelAdvisor Corp. | 144,562 | 1,869 | ||
* | Harmonic Inc. | 242,674 | 1,439 | ||
* | Castlight Health Inc. Class B | 322,859 | 1,343 | ||
* | MobileIron Inc. | 288,606 | 794 | ||
* | SecureWorks Corp. Class A | 50,316 | 629 | ||
* | Nutanix Inc. | 4,391 | 162 | ||
* | TiVo Corp. | 181 | 4 | ||
2,706,340 | |||||
Telecommunications (0.3%) | |||||
* | Cincinnati Bell Inc. | 2,557,798 | 10,436 | ||
ATN International Inc. | 127,965 | 8,323 | |||
Shenandoah Telecommunications Co. | 282,344 | 7,682 | |||
*,^ Globalstar Inc. | 5,201,941 | 6,294 | |||
^ | Windstream Holdings Inc. | 585,044 | 5,880 | ||
38,615 | |||||
Utilities (0.9%) | |||||
ITC Holdings Corp. | 1,871,069 | 86,967 | |||
Ormat Technologies Inc. | 484,110 | 23,436 | |||
* | Dynegy Inc. | 1,431,054 | 17,731 | ||
TerraForm Power Inc. Class A | 1,059,178 | 14,733 | |||
*,^ Sunrun Inc. | 874,517 | 5,510 | |||
*,^ Vivint Solar Inc. | 273,416 | 864 | |||
149,241 | |||||
Total Common Stocks (Cost $12,896,808) | 16,253,558 | ||||
Coupon | |||||
Temporary Cash Investments (2.0%)1 | |||||
Money Market Fund (2.0%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 3,227 | 322,680 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5 | United States Treasury Bill | 0.320% | 11/25/16 | 300 | 300 |
5 | United States Treasury Bill | 0.311%-0.321% | 12/1/16 | 700 | 700 |
5 | United States Treasury Bill | 0.275%-0.312% | 12/8/16 | 1,200 | 1,199 |
2,199 | |||||
Total Temporary Cash Investments (Cost $324,856) | 324,879 | ||||
Total Investments (101.8%) (Cost $13,221,664) | 16,578,437 | ||||
Other Assets and Liabilities-Net (-1.8%)4 | (285,864) | ||||
Net Assets (100%) | 16,292,573 | ||||
* | Non-income-producing security. |
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $259,824,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 1.8%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $271,385,000 of collateral received for securities on loan.
5 Securities with a value of $1,699,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 16,251,562 | — | 1,996 |
Temporary Cash Investments | 322,680 | 2,199 | — |
Futures Contracts—Assets1 | 339 | — | — |
Total | 16,574,581 | 2,199 | 1,996 |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully
Small-Cap Growth Index Fund
invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini Russell 2000 Index | December 2016 | 280 | 34,952 | 1079 |
1079 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $13,221,664,000. Net unrealized appreciation of investment securities for tax purposes was $3,356,773,000, consisting of unrealized gains of $4,195,857,000 on securities that had risen in value since their purchase and $839,084,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | ||
Value | ||
Shares | ($000) | |
Common Stocks (99.8%)1 | ||
Basic Materials (4.3%) | ||
Newmont Mining Corp. | 12,049,097 | 473,409 |
Alcoa Inc. | 29,867,838 | 302,860 |
Freeport-McMoRan Inc. | 27,144,122 | 294,785 |
International Flavors & Fragrances Inc. | 1,807,101 | 258,361 |
Celanese Corp. Class A | 3,290,661 | 219,026 |
Albemarle Corp. | 2,555,579 | 218,476 |
Eastman Chemical Co. | 3,022,514 | 204,564 |
Mosaic Co. | 7,962,082 | 194,753 |
* Ashland Global Holdings Inc. | 1,412,023 | 163,724 |
Avery Dennison Corp. | 2,020,500 | 157,175 |
FMC Corp. | 3,042,642 | 147,081 |
* Axalta Coating Systems Ltd. | 4,894,000 | 138,353 |
CF Industries Holdings Inc. | 5,275,861 | 128,467 |
WR Grace & Co. | 1,591,824 | 117,477 |
Reliance Steel & Aluminum Co. | 1,559,008 | 112,295 |
Westlake Chemical Corp. | 875,299 | 46,829 |
3,177,635 | ||
Consumer Goods (13.7%) | ||
Newell Brands Inc. | 10,950,411 | 576,649 |
* Electronic Arts Inc. | 6,488,560 | 554,123 |
ConAgra Foods Inc. | 9,976,923 | 470,013 |
Molson Coors Brewing Co. Class B | 3,963,210 | 435,160 |
Dr Pepper Snapple Group Inc. | 4,210,107 | 384,425 |
Clorox Co. | 2,939,946 | 368,022 |
JM Smucker Co. | 2,558,839 | 346,825 |
Genuine Parts Co. | 3,212,244 | 322,670 |
* Mohawk Industries Inc. | 1,431,167 | 286,720 |
Church & Dwight Co. Inc. | 5,849,020 | 280,285 |
Whirlpool Corp. | 1,712,997 | 277,780 |
McCormick & Co. Inc. | 2,612,090 | 261,000 |
Tyson Foods Inc. Class A | 3,376,808 | 252,146 |
DR Horton Inc. | 8,030,194 | 242,512 |
* LKQ Corp. | 6,624,203 | 234,894 |
Mattel Inc. | 7,733,801 | 234,179 |
Coach Inc. | 6,333,368 | 231,548 |
Hormel Foods Corp. | 6,023,091 | 228,456 |
Delphi Automotive plc | 3,100,727 | 221,144 |
* WhiteWave Foods Co. Class A | 4,028,609 | 219,277 |
Hanesbrands Inc. | 8,589,162 | 216,876 |
Harley-Davidson Inc. | 4,064,980 | 213,777 |
Hasbro Inc. | 2,566,116 | 203,570 |
PVH Corp. | 1,838,364 | 203,139 |
Snap-on Inc. | 1,320,720 | 200,697 |
Lear Corp. | 1,626,228 | 197,131 |
Bunge Ltd. | 3,170,312 | 187,778 |
Lennar Corp. Class A | 4,300,922 | 182,101 |
* Michael Kors Holdings Ltd. | 3,650,665 | 170,815 |
BorgWarner Inc. | 4,628,309 | 162,824 |
*,^ Under Armour Inc. Class A | 4,169,836 | 161,289 | |
* | Under Armour Inc. | 4,241,609 | 143,621 |
PulteGroup Inc. | 7,032,317 | 140,928 | |
Leucadia National Corp. | 7,375,663 | 140,433 | |
* | NVR Inc. | 83,735 | 137,314 |
* | WABCO Holdings Inc. | 1,205,093 | 136,814 |
Harman International Industries Inc. | 1,578,781 | 133,328 | |
*,^ lululemon athletica Inc. | 2,168,931 | 132,261 | |
Ralph Lauren Corp. Class A | 1,275,505 | 129,005 | |
Ingredion Inc. | 816,669 | 108,666 | |
^ | Polaris Industries Inc. | 1,378,080 | 106,719 |
* | Edgewell Personal Care Co. | 1,334,285 | 106,102 |
Goodyear Tire & Rubber Co. | 2,970,162 | 95,936 | |
^ | Pilgrim's Pride Corp. | 1,430,992 | 30,223 |
^ | Coty Inc. Class A | 1,001,371 | 23,532 |
Lennar Corp. Class B | 82,620 | 2,774 | |
10,095,481 | |||
Consumer Services (12.1%) | |||
Ross Stores Inc. | 9,072,595 | 583,368 | |
Nielsen Holdings plc | 7,708,891 | 412,965 | |
* | Dollar Tree Inc. | 5,083,936 | 401,275 |
Expedia Inc. | 2,801,532 | 326,995 | |
* | Ulta Salon Cosmetics & Fragrance Inc. | 1,345,413 | 320,181 |
Royal Caribbean Cruises Ltd. | 3,910,257 | 293,074 | |
* | MGM Resorts International | 10,916,509 | 284,157 |
* | Chipotle Mexican Grill Inc. Class A | 661,108 | 279,979 |
Macy's Inc. | 7,002,313 | 259,436 | |
Best Buy Co. Inc. | 6,228,920 | 237,820 | |
Advance Auto Parts Inc. | 1,588,360 | 236,856 | |
* | CarMax Inc. | 4,353,108 | 232,238 |
Marriott International Inc. Class A | 3,320,890 | 223,596 | |
Aramark | 5,545,410 | 210,892 | |
Foot Locker Inc. | 3,076,320 | 208,328 | |
Whole Foods Market Inc. | 7,248,103 | 205,484 | |
Tractor Supply Co. | 3,038,924 | 204,672 | |
Interpublic Group of Cos. Inc. | 9,110,344 | 203,616 | |
* | Liberty Interactive Corp. QVC Group Class A | 9,647,231 | 193,041 |
Alaska Air Group Inc. | 2,798,631 | 184,318 | |
Kohl's Corp. | 4,176,907 | 182,740 | |
Wynn Resorts Ltd. | 1,851,587 | 180,382 | |
Tiffany & Co. | 2,413,806 | 175,315 | |
Wyndham Worldwide Corp. | 2,498,233 | 168,206 | |
AmerisourceBergen Corp. Class A | 2,075,097 | 167,626 | |
Darden Restaurants Inc. | 2,726,343 | 167,179 | |
* | United Continental Holdings Inc. | 3,115,718 | 163,482 |
* | TripAdvisor Inc. | 2,567,759 | 162,231 |
News Corp. Class A | 11,167,009 | 156,115 | |
FactSet Research Systems Inc. | 924,403 | 149,846 | |
Bed Bath & Beyond Inc. | 3,336,693 | 143,845 | |
^ | Nordstrom Inc. | 2,760,656 | 143,223 |
* | Norwegian Cruise Line Holdings Ltd. | 3,615,158 | 136,291 |
* | Discovery Communications Inc. | 5,153,177 | 135,580 |
* | Liberty SiriusXM Group | 4,052,707 | 135,401 |
Signet Jewelers Ltd. | 1,773,932 | 132,211 | |
Staples Inc. | 14,711,411 | 125,783 | |
Scripps Networks Interactive Inc. Class A | 1,831,257 | 116,266 | |
H&R Block Inc. | 5,003,376 | 115,828 |
Gap Inc. | 4,953,624 | 110,169 | |
^ | Williams-Sonoma Inc. | 1,816,234 | 92,773 |
*,^ Discovery Communications Inc. Class A | 3,415,461 | 91,944 | |
* | Rite Aid Corp. | 11,868,006 | 91,265 |
* | AutoNation Inc. | 1,617,778 | 78,802 |
* | Liberty SiriusXM Group | 1,969,400 | 66,920 |
*,^ Hyatt Hotels Corp. Class A | 501,296 | 24,674 | |
News Corp. Class B | 209,094 | 2,973 | |
8,919,361 | |||
Financials (20.4%) | |||
Equinix Inc. | 1,614,068 | 581,468 | |
Moody's Corp. | 3,711,745 | 401,908 | |
Willis Towers Watson plc | 2,978,097 | 395,402 | |
Realty Income Corp. | 5,871,539 | 392,982 | |
Hartford Financial Services Group Inc. | 8,764,381 | 375,291 | |
M&T Bank Corp. | 3,203,801 | 371,961 | |
Equifax Inc. | 2,709,734 | 364,676 | |
Principal Financial Group Inc. | 6,530,357 | 336,379 | |
Essex Property Trust Inc. | 1,487,209 | 331,201 | |
Digital Realty Trust Inc. | 3,334,731 | 323,869 | |
* | IHS Markit Ltd. | 8,132,495 | 305,375 |
KeyCorp | 24,572,668 | 299,049 | |
Citizens Financial Group Inc. | 11,795,319 | 291,462 | |
Invesco Ltd. | 9,307,701 | 291,052 | |
Regions Financial Corp. | 28,500,762 | 281,303 | |
* | Markel Corp. | 301,780 | 280,284 |
AvalonBay Communities Inc. | 1,558,863 | 277,228 | |
Cincinnati Financial Corp. | 3,549,951 | 267,737 | |
Host Hotels & Resorts Inc. | 16,858,735 | 262,490 | |
Kimco Realty Corp. | 9,060,749 | 262,309 | |
First Republic Bank | 3,383,473 | 260,900 | |
Macerich Co. | 3,097,966 | 250,532 | |
Federal Realty Investment Trust | 1,621,727 | 249,632 | |
Lincoln National Corp. | 5,285,664 | 248,320 | |
SL Green Realty Corp. | 2,277,817 | 246,232 | |
Huntington Bancshares Inc. | 24,634,357 | 242,895 | |
Annaly Capital Management Inc. | 22,603,781 | 237,340 | |
* | Liberty Broadband Corp. | 3,303,985 | 236,169 |
Western Union Co. | 11,088,492 | 230,862 | |
VEREIT Inc. | 21,943,300 | 227,552 | |
UDR Inc. | 6,071,547 | 218,515 | |
FNF Group | 5,918,896 | 218,466 | |
Extra Space Storage Inc. | 2,716,838 | 215,744 | |
Iron Mountain Inc. | 5,685,723 | 213,385 | |
XL Group Ltd. | 6,251,556 | 210,240 | |
* | Arch Capital Group Ltd. | 2,647,384 | 209,832 |
Ally Financial Inc. | 10,446,486 | 203,393 | |
Alexandria Real Estate Equities Inc. | 1,772,849 | 192,833 | |
Brixmor Property Group Inc. | 6,918,858 | 192,275 | |
* | CBRE Group Inc. Class A | 6,867,544 | 192,154 |
Unum Group | 5,334,936 | 188,377 | |
Comerica Inc. | 3,953,947 | 187,101 | |
* | E*TRADE Financial Corp. | 6,222,713 | 181,205 |
Everest Re Group Ltd. | 952,418 | 180,931 | |
Nasdaq Inc. | 2,633,371 | 177,858 | |
* | Affiliated Managers Group Inc. | 1,224,937 | 177,248 |
MSCI Inc. Class A | 2,043,977 | 171,571 |
Raymond James Financial Inc. | 2,899,393 | 168,774 |
CIT Group Inc. | 4,592,859 | 166,721 |
Camden Property Trust | 1,987,577 | 166,440 |
Torchmark Corp. | 2,587,071 | 165,288 |
Reinsurance Group of America Inc. Class A | 1,456,760 | 157,243 |
SEI Investments Co. | 3,301,556 | 150,584 |
New York Community Bancorp Inc. | 10,521,291 | 149,718 |
American Capital Agency Corp. | 7,526,880 | 147,075 |
Zions Bancorporation | 4,664,106 | 144,681 |
Voya Financial Inc. | 4,529,993 | 130,554 |
WR Berkley Corp. | 2,083,562 | 120,347 |
Jones Lang LaSalle Inc. | 1,022,501 | 116,350 |
Axis Capital Holdings Ltd. | 2,052,063 | 111,489 |
People's United Financial Inc. | 7,037,595 | 111,335 |
Duke Realty Corp. | 3,968,128 | 108,449 |
Lazard Ltd. Class A | 2,936,886 | 106,785 |
* Alleghany Corp. | 166,024 | 87,166 |
Assurant Inc. | 681,647 | 62,882 |
Navient Corp. | 3,574,102 | 51,717 |
Realogy Holdings Corp. | 1,665,161 | 43,061 |
* Liberty Broadband Corp. Class A | 560,898 | 39,353 |
* Santander Consumer USA Holdings Inc. | 1,204,676 | 14,649 |
14,975,649 | ||
Health Care (8.2%) | ||
* Edwards Lifesciences Corp. | 4,834,293 | 582,822 |
CR Bard Inc. | 1,667,996 | 374,098 |
* Incyte Corp. | 3,628,613 | 342,142 |
* BioMarin Pharmaceutical Inc. | 3,684,039 | 340,847 |
* Laboratory Corp. of America Holdings | 2,322,850 | 319,345 |
Dentsply Sirona Inc. | 5,290,985 | 314,443 |
* Henry Schein Inc. | 1,857,254 | 302,695 |
* Waters Corp. | 1,737,963 | 275,450 |
Quest Diagnostics Inc. | 3,156,459 | 267,131 |
Universal Health Services Inc. Class B | 2,045,693 | 252,070 |
* DaVita Inc. | 3,758,170 | 248,302 |
* Centene Corp. | 3,682,752 | 246,597 |
* Hologic Inc. | 6,298,989 | 244,590 |
* IDEXX Laboratories Inc. | 2,032,996 | 229,180 |
* Varian Medical Systems Inc. | 2,123,153 | 211,318 |
ResMed Inc. | 3,198,861 | 207,254 |
Cooper Cos. Inc. | 1,101,533 | 197,461 |
* Mallinckrodt plc | 2,449,115 | 170,899 |
* Quintiles Transnational Holdings Inc. | 2,059,036 | 166,906 |
* Alkermes plc | 3,445,934 | 162,062 |
* Jazz Pharmaceuticals plc | 1,307,561 | 158,843 |
Perrigo Co. plc | 1,547,567 | 142,887 |
* Alnylam Pharmaceuticals Inc. | 1,648,533 | 111,738 |
Patterson Cos. Inc. | 1,908,616 | 87,682 |
* Envision Healthcare Holdings Inc. | 2,120,035 | 47,213 |
* Endo International plc | 2,270,611 | 45,753 |
6,049,728 | ||
Industrials (16.7%) | ||
* Fiserv Inc. | 4,991,744 | 496,529 |
Amphenol Corp. Class A | 7,010,706 | 455,135 |
Roper Technologies Inc. | 2,301,182 | 419,897 |
* FleetCor Technologies Inc. | 1,996,420 | 346,838 |
Vulcan Materials Co. | 3,021,642 | 343,651 | |
* | TransDigm Group Inc. | 1,149,024 | 332,206 |
Ball Corp. | 3,956,140 | 324,206 | |
Waste Connections Inc. | 3,983,041 | 297,533 | |
Fidelity National Information Services Inc. | 3,721,857 | 286,695 | |
* | Verisk Analytics Inc. Class A | 3,452,923 | 280,653 |
WestRock Co. | 5,710,438 | 276,842 | |
Fastenal Co. | 6,561,262 | 274,129 | |
* | Alliance Data Systems Corp. | 1,262,518 | 270,848 |
Global Payments Inc. | 3,490,672 | 267,944 | |
Acuity Brands Inc. | 996,490 | 263,671 | |
WW Grainger Inc. | 1,166,144 | 262,196 | |
Dover Corp. | 3,524,231 | 259,524 | |
Martin Marietta Materials Inc. | 1,440,376 | 257,986 | |
Masco Corp. | 7,497,718 | 257,247 | |
* | Mettler-Toledo International Inc. | 601,465 | 252,513 |
AMETEK Inc. | 5,277,155 | 252,142 | |
Rockwell Collins Inc. | 2,950,113 | 248,812 | |
L-3 Communications Holdings Inc. | 1,578,372 | 237,908 | |
Pentair plc | 3,700,498 | 237,720 | |
Kansas City Southern | 2,451,743 | 228,797 | |
CH Robinson Worldwide Inc. | 3,240,159 | 228,302 | |
Textron Inc. | 5,513,603 | 219,166 | |
Xylem Inc. | 4,073,805 | 213,671 | |
Cintas Corp. | 1,895,374 | 213,419 | |
Expeditors International of Washington Inc. | 4,116,279 | 212,071 | |
Sealed Air Corp. | 4,472,101 | 204,912 | |
Fortune Brands Home & Security Inc. | 3,499,070 | 203,296 | |
* | Vantiv Inc. Class A | 3,557,664 | 200,190 |
Xerox Corp. | 19,582,492 | 198,371 | |
* | Crown Holdings Inc. | 3,175,782 | 181,305 |
Total System Services Inc. | 3,761,932 | 177,375 | |
JB Hunt Transport Services Inc. | 2,049,712 | 166,314 | |
Fluor Corp. | 3,166,266 | 162,493 | |
* | Trimble Navigation Ltd. | 5,665,714 | 161,813 |
Wabtec Corp. | 1,946,777 | 158,954 | |
* | Stericycle Inc. | 1,933,756 | 154,971 |
* | United Rentals Inc. | 1,959,260 | 153,782 |
* | Sensata Technologies Holding NV | 3,884,467 | 150,640 |
Flowserve Corp. | 2,964,827 | 143,023 | |
* | Jacobs Engineering Group Inc. | 2,761,267 | 142,813 |
Owens Corning | 2,609,349 | 139,313 | |
Macquarie Infrastructure Corp. | 1,668,526 | 138,888 | |
Hubbell Inc. Class B | 1,258,334 | 135,573 | |
* | Arrow Electronics Inc. | 2,064,844 | 132,088 |
Avnet Inc. | 2,882,425 | 118,352 | |
B/E Aerospace Inc. | 2,185,021 | 112,878 | |
ManpowerGroup Inc. | 1,551,020 | 112,077 | |
Robert Half International Inc. | 2,798,149 | 105,938 | |
* | First Data Corp. Class A | 7,728,229 | 101,703 |
Allison Transmission Holdings Inc. | 3,223,501 | 92,450 | |
FLIR Systems Inc. | 1,554,805 | 48,852 | |
AGCO Corp. | 735 | 36 | |
12,316,651 | |||
Oil & Gas (5.2%) | |||
* | Concho Resources Inc. | 3,197,032 | 439,113 |
National Oilwell Varco Inc. | 8,574,851 | 315,040 |
Marathon Oil Corp. | 19,238,540 | 304,161 | |
Cimarex Energy Co. | 2,156,738 | 289,801 | |
EQT Corp. | 3,922,368 | 284,843 | |
Cabot Oil & Gas Corp. | 10,561,640 | 272,490 | |
Devon Energy Corp. | 5,646,978 | 249,088 | |
Tesoro Corp. | 2,700,627 | 214,862 | |
* | Cheniere Energy Inc. | 4,554,893 | 198,593 |
Range Resources Corp. | 4,780,469 | 185,243 | |
Helmerich & Payne Inc. | 2,334,503 | 157,112 | |
* | FMC Technologies Inc. | 5,130,560 | 152,224 |
OGE Energy Corp. | 4,540,957 | 143,585 | |
* | Antero Resources Corp. | 4,516,266 | 121,714 |
* | Weatherford International plc | 20,281,156 | 113,980 |
Core Laboratories NV | 998,044 | 112,110 | |
HollyFrontier Corp. | 3,995,341 | 97,886 | |
Energen Corp. | 1,099,119 | 63,441 | |
Murphy Oil Corp. | 1,852,675 | 56,321 | |
* | Continental Resources Inc. | 1,060,493 | 55,103 |
3,826,710 | |||
Technology (12.9%) | |||
* | Cerner Corp. | 6,901,847 | 426,189 |
NVIDIA Corp. | 5,770,578 | 395,400 | |
Western Digital Corp. | 6,390,734 | 373,666 | |
Symantec Corp. | 13,978,423 | 350,858 | |
* | Autodesk Inc. | 4,846,216 | 350,527 |
Lam Research Corp. | 3,639,014 | 344,651 | |
* | Red Hat Inc. | 4,112,150 | 332,385 |
Skyworks Solutions Inc. | 4,257,434 | 324,161 | |
Linear Technology Corp. | 5,443,342 | 322,736 | |
Xilinx Inc. | 5,755,729 | 312,766 | |
* | Palo Alto Networks Inc. | 1,932,824 | 307,957 |
Microchip Technology Inc. | 4,888,465 | 303,769 | |
*,^ Twitter Inc. | 12,856,020 | 296,331 | |
Motorola Solutions Inc. | 3,785,720 | 288,775 | |
* | Citrix Systems Inc. | 3,359,195 | 286,271 |
* | ServiceNow Inc. | 3,548,387 | 280,855 |
Seagate Technology plc | 6,806,471 | 262,389 | |
Harris Corp. | 2,831,909 | 259,431 | |
Maxim Integrated Products Inc. | 6,437,272 | 257,040 | |
KLA-Tencor Corp. | 3,541,856 | 246,903 | |
* | Workday Inc. Class A | 2,566,782 | 235,348 |
NetApp Inc. | 6,326,010 | 226,598 | |
* | Micron Technology Inc. | 11,803,996 | 209,875 |
* | Synopsys Inc. | 3,440,815 | 204,212 |
* | Akamai Technologies Inc. | 3,773,865 | 199,977 |
Juniper Networks Inc. | 8,271,622 | 199,015 | |
CDK Global Inc. | 3,413,648 | 195,807 | |
* | F5 Networks Inc. | 1,505,312 | 187,622 |
* | ANSYS Inc. | 1,983,090 | 183,654 |
* | Splunk Inc. | 3,021,313 | 177,291 |
* | Qorvo Inc. | 2,908,143 | 162,100 |
*,^ VeriSign Inc. | 2,063,474 | 161,446 | |
* | Gartner Inc. | 1,784,777 | 157,864 |
Marvell Technology Group Ltd. | 9,254,978 | 122,814 | |
* | Dell Technologies Inc - VMware Inc | 2,521,583 | 120,532 |
Garmin Ltd. | 2,351,044 | 113,109 | |
* | NetSuite Inc. | 915,698 | 101,359 |
Computer Sciences Corp. | 1,588,630 | 82,942 | |||
* | IMS Health Holdings Inc. | 2,611,523 | 81,845 | ||
* | Nuance Communications Inc. | 3,167,957 | 45,935 | ||
* | Premier Inc. Class A | 1,032,612 | 33,395 | ||
CSRA Inc. | 1,701 | 46 | |||
9,525,846 | |||||
Telecommunications (1.1%) | |||||
* | SBA Communications Corp. Class A | 2,829,535 | 317,361 | ||
* | Level 3 Communications Inc. | 6,530,916 | 302,904 | ||
Frontier Communications Corp. | 26,547,568 | 110,438 | |||
* | Zayo Group Holdings Inc. | 2,741,720 | 81,456 | ||
812,159 | |||||
Utilities (5.2%) | |||||
WEC Energy Group Inc. | 7,167,175 | 429,170 | |||
Eversource Energy | 7,203,133 | 390,266 | |||
DTE Energy Co. | 4,074,539 | 381,662 | |||
American Water Works Co. Inc. | 4,039,483 | 302,315 | |||
Ameren Corp. | 5,509,244 | 270,945 | |||
CMS Energy Corp. | 6,353,785 | 266,923 | |||
ONEOK Inc. | 4,777,768 | 245,529 | |||
CenterPoint Energy Inc. | 9,301,929 | 216,084 | |||
SCANA Corp. | 2,924,291 | 211,631 | |||
Alliant Energy Corp. | 5,168,623 | 198,010 | |||
AES Corp. | 14,984,949 | 192,557 | |||
Pinnacle West Capital Corp. | 2,527,718 | 192,081 | |||
NiSource Inc. | 7,325,415 | 176,616 | |||
Entergy Corp. | 2,034,788 | 156,129 | |||
* | Calpine Corp. | 8,127,916 | 102,737 | ||
Avangrid Inc. | 1,399,461 | 58,469 | |||
3,791,124 | |||||
Total Common Stocks (Cost $57,986,720) | 73,490,344 | ||||
Coupon | |||||
Temporary Cash Investments (0.5%)1 | |||||
Money Market Fund (0.5%) | |||||
2,3 Vanguard Market Liquidity Fund | 0.640% | 3,741,246 | 374,162 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
4,5 Federal Home Loan Bank Discount Notes | 0.360% | 10/28/16 | 1,800 | 1,800 | |
4,5 Federal Home Loan Bank Discount Notes | 0.431% | 1/25/17 | 3,000 | 2,997 | |
4,5 Federal Home Loan Bank Discount Notes | 0.481% | 2/17/17 | 500 | 499 | |
5 | United States Treasury Bill | 0.275-0.312% | 12/8/16 | 1,100 | 1,100 |
5 | United States Treasury Bill | 0.190-0.300% | 12/22/16 | 1,000 | 999 |
United States Treasury Bill | 0.255% | 12/29/16 | 200 | 200 | |
7,595 | |||||
Total Temporary Cash Investments (Cost $381,730) | 381,757 | ||||
Total Investments (100.3%) (Cost $58,368,450) | 73,872,101 | ||||
Other Assets and Liabilities-Net (-0.3%)3,6 | (229,129) | ||||
Net Assets (100%) | 73,642,972 | ||||
* | Non-income-producing security. | ||||
^ | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $189,301,000. |
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.3%, respectively, of net assets.
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.
3 Includes $193,657,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
5 Securities with a value of $7,195,000 have been segregated as initial margin for open futures contracts.
6 Cash of $200,000 has been segregated as initial margin for open futures contracts.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 73,490,344 | — | — |
Temporary Cash Investments | 374,162 | 7,595 | — |
Futures Contracts—Assets1 | 1,220 | — | — |
Total | 73,865,726 | 7,595 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures
Mid-Cap Index Fund
are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 1,120 | 120,982 | 1,229 |
E-mini S&P Mid-Cap 400 Index | December 2016 | 410 | 63,534 | 709 |
1,938 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $58,368,450,000. Net unrealized appreciation of investment securities for tax purposes was $15,503,651,000, consisting of unrealized gains of $17,515,936,000 on securities that had risen in value since their purchase and $2,012,285,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Large-Cap Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | ||
Value | ||
Shares | ($000) | |
Common Stocks (99.9%)1 | ||
Basic Materials (2.3%) | ||
EI du Pont de Nemours & Co. | 589,781 | 39,498 |
Dow Chemical Co. | 760,128 | 39,397 |
Praxair Inc. | 192,405 | 23,248 |
Ecolab Inc. | 176,884 | 21,530 |
Air Products & Chemicals Inc. | 138,872 | 20,878 |
PPG Industries Inc. | 179,719 | 18,576 |
LyondellBasell Industries NV Class A | 224,294 | 18,091 |
Newmont Mining Corp. | 358,119 | 14,070 |
International Paper Co. | 277,548 | 13,317 |
Nucor Corp. | 215,234 | 10,643 |
Alcoa Inc. | 889,319 | 9,018 |
Freeport-McMoRan Inc. | 808,830 | 8,784 |
International Flavors & Fragrances Inc. | 53,871 | 7,702 |
Albemarle Corp. | 76,020 | 6,499 |
Celanese Corp. Class A | 97,447 | 6,486 |
Eastman Chemical Co. | 89,374 | 6,049 |
Mosaic Co. | 235,668 | 5,764 |
* Ashland Global Holdings Inc. | 41,843 | 4,852 |
Avery Dennison Corp. | 59,700 | 4,644 |
FMC Corp. | 90,084 | 4,355 |
* Axalta Coating Systems Ltd. | 145,237 | 4,106 |
CF Industries Holdings Inc. | 157,825 | 3,843 |
WR Grace & Co. | 47,563 | 3,510 |
Reliance Steel & Aluminum Co. | 46,561 | 3,354 |
Westlake Chemical Corp. | 26,089 | 1,396 |
Versum Materials Inc. | 48 | 1 |
299,611 | ||
Consumer Goods (10.6%) | ||
^ Procter & Gamble Co. | 1,800,297 | 161,577 |
Coca-Cola Co. | 2,620,446 | 110,897 |
PepsiCo Inc. | 970,808 | 105,595 |
Philip Morris International Inc. | 1,046,463 | 101,737 |
Altria Group Inc. | 1,318,079 | 83,342 |
NIKE Inc. Class B | 909,724 | 47,897 |
Colgate-Palmolive Co. | 601,380 | 44,586 |
Mondelez International Inc. Class A | 996,812 | 43,760 |
Kraft Heinz Co. | 410,615 | 36,754 |
Ford Motor Co. | 2,632,513 | 31,774 |
Kimberly-Clark Corp. | 242,516 | 30,591 |
Monsanto Co. | 294,975 | 30,146 |
General Motors Co. | 948,880 | 30,146 |
Reynolds American Inc. | 577,480 | 27,228 |
General Mills Inc. | 404,254 | 25,824 |
Activision Blizzard Inc. | 450,120 | 19,940 |
Constellation Brands Inc. Class A | 113,607 | 18,914 |
Newell Brands Inc. | 325,424 | 17,137 |
Archer-Daniels-Midland Co. | 392,492 | 16,551 |
* Electronic Arts Inc. | 192,786 | 16,464 |
* Tesla Motors Inc. | 75,311 | 15,366 |
Tyson Foods Inc. Class A | 200,735 | 14,989 |
* Monster Beverage Corp. | 96,421 | 14,156 |
ConAgra Foods Inc. | 296,787 | 13,982 |
Estee Lauder Cos. Inc. Class A | 149,168 | 13,210 |
Delphi Automotive plc | 183,946 | 13,119 |
Molson Coors Brewing Co. Class B | 117,939 | 12,950 |
Kellogg Co. | 165,408 | 12,814 |
VF Corp. | 224,075 | 12,559 |
Stanley Black & Decker Inc. | 101,651 | 12,501 |
Dr Pepper Snapple Group Inc. | 124,890 | 11,404 |
Clorox Co. | 87,361 | 10,936 |
JM Smucker Co. | 76,180 | 10,325 |
Mead Johnson Nutrition Co. | 124,743 | 9,856 |
Genuine Parts Co. | 95,313 | 9,574 |
Hershey Co. | 92,482 | 8,841 |
* Mohawk Industries Inc. | 42,543 | 8,523 |
Church & Dwight Co. Inc. | 173,359 | 8,307 |
Whirlpool Corp. | 50,976 | 8,266 |
McCormick & Co. Inc. | 77,825 | 7,776 |
Campbell Soup Co. | 135,566 | 7,416 |
DR Horton Inc. | 238,003 | 7,188 |
Mattel Inc. | 230,263 | 6,972 |
* LKQ Corp. | 196,316 | 6,961 |
Coach Inc. | 188,207 | 6,881 |
Hormel Foods Corp. | 178,615 | 6,775 |
* WhiteWave Foods Co. Class A | 119,286 | 6,493 |
Hanesbrands Inc. | 254,273 | 6,420 |
Harley-Davidson Inc. | 121,097 | 6,369 |
Hasbro Inc. | 75,973 | 6,027 |
PVH Corp. | 54,541 | 6,027 |
Snap-on Inc. | 39,329 | 5,976 |
Lear Corp. | 48,110 | 5,832 |
Brown-Forman Corp. Class B | 121,014 | 5,741 |
Bunge Ltd. | 94,370 | 5,590 |
Lennar Corp. Class A | 129,438 | 5,480 |
* Michael Kors Holdings Ltd. | 107,939 | 5,051 |
BorgWarner Inc. | 136,872 | 4,815 |
* Under Armour Inc. Class A | 123,484 | 4,776 |
* Under Armour Inc. | 125,520 | 4,250 |
PulteGroup Inc. | 209,295 | 4,194 |
Leucadia National Corp. | 218,144 | 4,154 |
* NVR Inc. | 2,495 | 4,092 |
* WABCO Holdings Inc. | 35,758 | 4,060 |
Harman International Industries Inc. | 46,873 | 3,958 |
* lululemon athletica Inc. | 64,679 | 3,944 |
Ralph Lauren Corp. Class A | 37,835 | 3,827 |
Ingredion Inc. | 24,283 | 3,231 |
Polaris Industries Inc. | 41,030 | 3,177 |
* Edgewell Personal Care Co. | 39,573 | 3,147 |
Goodyear Tire & Rubber Co. | 88,281 | 2,852 |
Pilgrim's Pride Corp. | 42,781 | 904 |
^ Coty Inc. Class A | 29,856 | 702 |
Lennar Corp. Class B | 1,161 | 39 |
1,393,635 | ||
Consumer Services (13.4%) | ||
* Amazon.com Inc. | 271,841 | 227,615 |
Comcast Corp. Class A | 1,620,624 | 107,512 |
Home Depot Inc. | 833,502 | 107,255 |
Walt Disney Co. | 975,691 | 90,603 |
Wal-Mart Stores Inc. | 946,119 | 68,234 |
McDonald's Corp. | 575,652 | 66,407 |
CVS Health Corp. | 719,203 | 64,002 |
Starbucks Corp. | 939,813 | 50,881 |
Walgreens Boots Alliance Inc. | 620,604 | 50,033 |
* Priceline Group Inc. | 33,343 | 49,064 |
Costco Wholesale Corp. | 295,463 | 45,061 |
Lowe's Cos. Inc. | 597,702 | 43,160 |
Time Warner Inc. | 498,445 | 39,681 |
* Charter Communications Inc. Class A | 137,066 | 37,004 |
TJX Cos. Inc. | 423,605 | 31,677 |
* Netflix Inc. | 274,662 | 27,068 |
Target Corp. | 388,108 | 26,655 |
McKesson Corp. | 152,199 | 25,379 |
* eBay Inc. | 723,159 | 23,792 |
Yum! Brands Inc. | 249,742 | 22,679 |
Delta Air Lines Inc. | 505,004 | 19,877 |
Kroger Co. | 639,984 | 18,995 |
Twenty-First Century Fox Inc. Class A | 717,694 | 17,383 |
Ross Stores Inc. | 269,565 | 17,333 |
* O'Reilly Automotive Inc. | 60,841 | 17,042 |
Sysco Corp. | 342,251 | 16,774 |
Cardinal Health Inc. | 214,868 | 16,695 |
Southwest Airlines Co. | 418,511 | 16,276 |
Las Vegas Sands Corp. | 268,091 | 15,426 |
* AutoZone Inc. | 19,735 | 15,163 |
CBS Corp. Class B | 263,152 | 14,405 |
Omnicom Group Inc. | 159,677 | 13,573 |
Marriott International Inc. | 197,074 | 13,269 |
American Airlines Group Inc. | 357,807 | 13,099 |
Carnival Corp. | 260,430 | 12,714 |
Nielsen Holdings plc | 229,273 | 12,282 |
Dollar General Corp. | 171,293 | 11,989 |
* Dollar Tree Inc. | 151,290 | 11,941 |
L Brands Inc. | 164,903 | 11,670 |
AmerisourceBergen Corp. Class A | 123,366 | 9,966 |
Expedia Inc. | 83,436 | 9,739 |
* United Continental Holdings Inc. | 185,250 | 9,720 |
* Ulta Salon Cosmetics & Fragrance Inc. | 40,053 | 9,532 |
Viacom Inc. Class B | 239,956 | 9,142 |
Royal Caribbean Cruises Ltd. | 115,945 | 8,690 |
* MGM Resorts International | 325,299 | 8,468 |
Hilton Worldwide Holdings Inc. | 367,544 | 8,428 |
* Chipotle Mexican Grill Inc. Class A | 19,694 | 8,340 |
* DISH Network Corp. Class A | 144,710 | 7,927 |
Macy's Inc. | 207,602 | 7,692 |
Best Buy Co. Inc. | 184,698 | 7,052 |
Advance Auto Parts Inc. | 47,026 | 7,013 |
* CarMax Inc. | 128,764 | 6,870 |
Twenty-First Century Fox Inc. | 268,674 | 6,647 |
Aramark | 164,130 | 6,242 |
Foot Locker Inc. | 91,287 | 6,182 |
Whole Foods Market Inc. | 215,130 | 6,099 |
Tractor Supply Co. | 90,017 | 6,063 |
Interpublic Group of Cos. Inc. | 270,744 | 6,051 |
* Liberty Interactive Corp. QVC Group Class A | 285,474 | 5,712 |
Alaska Air Group Inc. | 82,773 | 5,451 |
Kohl's Corp. | 123,891 | 5,420 |
Wynn Resorts Ltd. | 54,869 | 5,345 |
Tiffany & Co. | 71,640 | 5,203 |
Wyndham Worldwide Corp. | 73,909 | 4,976 |
Darden Restaurants Inc. | 81,005 | 4,967 |
* TripAdvisor Inc. | 76,078 | 4,807 |
* Sirius XM Holdings Inc. | 1,148,631 | 4,790 |
News Corp. Class A | 322,534 | 4,509 |
FactSet Research Systems Inc. | 27,430 | 4,446 |
Bed Bath & Beyond Inc. | 98,662 | 4,253 |
^ Nordstrom Inc. | 81,661 | 4,237 |
* Norwegian Cruise Line Holdings Ltd. | 107,568 | 4,055 |
* Discovery Communications Inc. | 152,400 | 4,010 |
* Liberty SiriusXM Group | 119,810 | 4,003 |
Signet Jewelers Ltd. | 52,458 | 3,910 |
Staples Inc. | 437,637 | 3,742 |
Scripps Networks Interactive Inc. Class A | 54,284 | 3,447 |
H&R Block Inc. | 148,744 | 3,443 |
Gap Inc. | 148,546 | 3,304 |
Williams-Sonoma Inc. | 54,580 | 2,788 |
* Discovery Communications Inc. Class A | 101,971 | 2,745 |
* Rite Aid Corp. | 356,065 | 2,738 |
* AutoNation Inc. | 47,992 | 2,338 |
* Liberty SiriusXM Group | 58,457 | 1,986 |
* Hyatt Hotels Corp. Class A | 14,863 | 732 |
News Corp. Class B | 14,516 | 206 |
CBS Corp. Class A | 2,867 | 157 |
Viacom Inc. Class A | 985 | 42 |
1,753,293 | ||
Financials (17.6%) | ||
* Berkshire Hathaway Inc. Class B | 1,291,475 | 186,579 |
JPMorgan Chase & Co. | 2,436,610 | 162,254 |
Wells Fargo & Co. | 3,063,320 | 135,644 |
Bank of America Corp. | 6,884,264 | 107,739 |
Visa Inc. Class A | 1,272,518 | 105,237 |
Citigroup Inc. | 1,861,962 | 87,940 |
Mastercard Inc. | 654,127 | 66,570 |
US Bancorp | 1,096,776 | 47,041 |
Simon Property Group Inc. | 211,971 | 43,880 |
American International Group Inc. | 686,145 | 40,716 |
Goldman Sachs Group Inc. | 246,089 | 39,687 |
Chubb Ltd. | 298,013 | 37,445 |
American Express Co. | 529,629 | 33,917 |
American Tower Corporation | 286,961 | 32,521 |
Morgan Stanley | 967,237 | 31,010 |
PNC Financial Services Group Inc. | 331,218 | 29,839 |
Bank of New York Mellon Corp. | 684,783 | 27,309 |
MetLife Inc. | 592,767 | 26,337 |
BlackRock Inc. | 71,356 | 25,864 |
Charles Schwab Corp. | 802,777 | 25,344 |
Capital One Financial Corp. | 345,313 | 24,804 |
Prudential Financial Inc. | 294,648 | 24,058 |
Marsh & McLennan Cos. Inc. | 349,402 | 23,497 |
CME Group Inc. | 217,061 | 22,687 |
S&P Global Inc. | 178,001 | 22,528 |
Travelers Cos. Inc. | 194,673 | 22,300 |
Public Storage | 99,384 | 22,177 |
Crown Castle International Corp. | 227,650 | 21,447 |
BB&T Corp. | 549,246 | 20,718 |
Intercontinental Exchange Inc. | 76,309 | 20,555 |
Aon plc | 179,214 | 20,160 |
Aflac Inc. | 276,177 | 19,849 |
Prologis Inc. | 354,218 | 18,965 |
Welltower Inc. | 241,519 | 18,058 |
Allstate Corp. | 250,567 | 17,334 |
Equinix Inc. | 47,954 | 17,275 |
Ventas Inc. | 237,113 | 16,747 |
State Street Corp. | 236,810 | 16,489 |
AvalonBay Communities Inc. | 92,702 | 16,486 |
Weyerhaeuser Co. | 505,279 | 16,139 |
Equity Residential | 246,746 | 15,873 |
Discover Financial Services | 272,321 | 15,400 |
Synchrony Financial | 534,636 | 14,970 |
SunTrust Banks Inc. | 334,617 | 14,656 |
Boston Properties Inc. | 103,812 | 14,148 |
Progressive Corp. | 393,092 | 12,382 |
HCP Inc. | 315,632 | 11,978 |
Moody's Corp. | 110,382 | 11,952 |
Willis Towers Watson plc | 88,622 | 11,766 |
Realty Income Corp. | 174,697 | 11,692 |
Vornado Realty Trust | 114,887 | 11,628 |
Hartford Financial Services Group Inc. | 260,744 | 11,165 |
M&T Bank Corp. | 95,276 | 11,062 |
Ameriprise Financial Inc. | 109,006 | 10,875 |
Equifax Inc. | 80,360 | 10,815 |
T. Rowe Price Group Inc. | 159,610 | 10,614 |
Fifth Third Bancorp | 518,201 | 10,602 |
Principal Financial Group Inc. | 194,398 | 10,013 |
General Growth Properties Inc. | 358,717 | 9,901 |
Northern Trust Corp. | 145,479 | 9,891 |
Essex Property Trust Inc. | 44,275 | 9,860 |
Digital Realty Trust Inc. | 99,287 | 9,643 |
* IHS Markit Ltd. | 241,002 | 9,050 |
KeyCorp | 731,105 | 8,898 |
Citizens Financial Group Inc. | 351,400 | 8,683 |
Invesco Ltd. | 277,250 | 8,670 |
Regions Financial Corp. | 849,154 | 8,381 |
* Markel Corp. | 8,975 | 8,336 |
Franklin Resources Inc. | 233,848 | 8,318 |
Cincinnati Financial Corp. | 105,686 | 7,971 |
Loews Corp. | 192,779 | 7,933 |
Host Hotels & Resorts Inc. | 502,419 | 7,823 |
Kimco Realty Corp. | 268,515 | 7,773 |
First Republic Bank | 100,334 | 7,737 |
Macerich Co. | 91,763 | 7,421 |
Federal Realty Investment Trust | 48,120 | 7,407 |
Lincoln National Corp. | 157,544 | 7,401 |
SL Green Realty Corp. | 67,908 | 7,341 |
Huntington Bancshares Inc. | 730,371 | 7,201 |
Annaly Capital Management Inc. | 673,920 | 7,076 |
* Liberty Broadband Corp. | 97,878 | 6,996 |
Western Union Co. | 329,247 | 6,855 |
VEREIT Inc. | 649,767 | 6,738 |
UDR Inc. | 180,511 | 6,497 |
FNF Group | 175,024 | 6,460 |
Extra Space Storage Inc. | 80,406 | 6,385 |
Iron Mountain Inc. | 168,333 | 6,317 |
XL Group Ltd. | 184,980 | 6,221 |
* Arch Capital Group Ltd. | 78,360 | 6,211 |
Ally Financial Inc. | 309,597 | 6,028 |
Alexandria Real Estate Equities Inc. | 52,479 | 5,708 |
* CBRE Group Inc. Class A | 203,641 | 5,698 |
Brixmor Property Group Inc. | 204,785 | 5,691 |
TD Ameritrade Holding Corp. | 160,066 | 5,641 |
Unum Group | 157,857 | 5,574 |
Comerica Inc. | 116,911 | 5,532 |
* E*TRADE Financial Corp. | 184,089 | 5,361 |
Everest Re Group Ltd. | 28,171 | 5,352 |
Nasdaq Inc. | 78,398 | 5,295 |
* Affiliated Managers Group Inc. | 36,309 | 5,254 |
MSCI Inc. Class A | 60,399 | 5,070 |
Raymond James Financial Inc. | 86,423 | 5,031 |
CIT Group Inc. | 136,139 | 4,942 |
Camden Property Trust | 58,813 | 4,925 |
Torchmark Corp. | 76,523 | 4,889 |
Reinsurance Group of America Inc. Class A | 43,136 | 4,656 |
SEI Investments Co. | 98,134 | 4,476 |
New York Community Bancorp Inc. | 312,156 | 4,442 |
American Capital Agency Corp. | 223,708 | 4,371 |
Zions Bancorporation | 137,711 | 4,272 |
Voya Financial Inc. | 134,662 | 3,881 |
WR Berkley Corp. | 62,228 | 3,594 |
Jones Lang LaSalle Inc. | 30,471 | 3,467 |
People's United Financial Inc. | 210,232 | 3,326 |
Axis Capital Holdings Ltd. | 61,001 | 3,314 |
Duke Realty Corp. | 117,998 | 3,225 |
Lazard Ltd. Class A | 87,760 | 3,191 |
* Alleghany Corp. | 4,963 | 2,606 |
Assurant Inc. | 20,237 | 1,867 |
Navient Corp. | 106,575 | 1,542 |
* Berkshire Hathaway Inc. Class A | 6 | 1,297 |
Realogy Holdings Corp. | 49,373 | 1,277 |
* Liberty Broadband Corp. Class A | 16,830 | 1,181 |
* Santander Consumer USA Holdings Inc. | 36,004 | 438 |
2,300,546 | ||
Health Care (13.7%) | ||
Johnson & Johnson | 1,845,656 | 218,027 |
Pfizer Inc. | 4,091,977 | 138,595 |
Merck & Co. Inc. | 1,865,372 | 116,418 |
UnitedHealth Group Inc. | 642,475 | 89,946 |
Amgen Inc. | 504,754 | 84,198 |
Medtronic plc | 940,077 | 81,223 |
Gilead Sciences Inc. | 890,173 | 70,430 |
AbbVie Inc. | 1,098,621 | 69,290 |
* Allergan plc | 267,106 | 61,517 |
Bristol-Myers Squibb Co. | 1,127,120 | 60,774 |
* Celgene Corp. | 522,805 | 54,649 |
Eli Lilly & Co. | 670,149 | 53,786 |
* Biogen Inc. | 147,813 | 46,270 |
Thermo Fisher Scientific Inc. | 265,916 | 42,297 |
Abbott Laboratories | 991,628 | 41,936 |
* Express Scripts Holding Co. | 425,411 | 30,004 |
Aetna Inc. | 236,849 | 27,344 |
Becton Dickinson and Co. | 143,565 | 25,803 |
Stryker Corp. | 201,925 | 23,506 |
Cigna Corp. | 173,034 | 22,550 |
Anthem Inc. | 177,491 | 22,241 |
* Boston Scientific Corp. | 917,436 | 21,835 |
* Regeneron Pharmaceuticals Inc. | 52,282 | 21,018 |
* Intuitive Surgical Inc. | 25,975 | 18,827 |
* Illumina Inc. | 98,866 | 17,960 |
Humana Inc. | 100,657 | 17,805 |
* Alexion Pharmaceuticals Inc. | 143,749 | 17,615 |
Zoetis Inc. | 334,182 | 17,381 |
* Edwards Lifesciences Corp. | 143,652 | 17,319 |
Zimmer Biomet Holdings Inc. | 128,189 | 16,667 |
* HCA Holdings Inc. | 217,131 | 16,422 |
Baxter International Inc. | 330,314 | 15,723 |
St. Jude Medical Inc. | 192,340 | 15,341 |
* Vertex Pharmaceuticals Inc. | 167,221 | 14,583 |
* Mylan NV | 307,068 | 11,705 |
CR Bard Inc. | 49,627 | 11,130 |
* Incyte Corp. | 107,855 | 10,170 |
* BioMarin Pharmaceutical Inc. | 109,672 | 10,147 |
* Laboratory Corp. of America Holdings | 69,044 | 9,492 |
Dentsply Sirona Inc. | 157,506 | 9,361 |
* Henry Schein Inc. | 55,105 | 8,981 |
Perrigo Co. plc | 92,055 | 8,499 |
* Waters Corp. | 51,786 | 8,208 |
Quest Diagnostics Inc. | 93,520 | 7,915 |
Universal Health Services Inc. Class B | 60,655 | 7,474 |
* DaVita Inc. | 111,896 | 7,393 |
* Centene Corp. | 109,632 | 7,341 |
* Hologic Inc. | 186,938 | 7,259 |
* IDEXX Laboratories Inc. | 60,308 | 6,799 |
* Varian Medical Systems Inc. | 62,817 | 6,252 |
ResMed Inc. | 95,255 | 6,172 |
Cooper Cos. Inc. | 32,602 | 5,844 |
* Mallinckrodt plc | 72,380 | 5,051 |
* Quintiles Transnational Holdings Inc. | 61,263 | 4,966 |
* Alkermes plc | 102,070 | 4,800 |
* Jazz Pharmaceuticals plc | 38,935 | 4,730 |
* Alnylam Pharmaceuticals Inc. | 49,451 | 3,352 |
Patterson Cos. Inc. | 56,486 | 2,595 |
* Envision Healthcare Holdings Inc. | 62,889 | 1,401 |
* Endo International plc | 67,128 | 1,353 |
1,787,690 | ||
Industrials (11.8%) | ||
General Electric Co. | 6,045,356 | 179,063 |
3M Co. | 407,677 | 71,845 |
Honeywell International Inc. | 513,284 | 59,844 |
Union Pacific Corp. | 561,836 | 54,796 |
United Technologies Corp. | 536,298 | 54,488 |
Boeing Co. | 399,697 | 52,656 |
Accenture plc Class A | 419,962 | 51,307 |
United Parcel Service Inc. Class B | 466,245 | 50,988 |
Lockheed Martin Corp. | 168,316 | 40,349 |
Caterpillar Inc. | 394,351 | 35,006 |
Danaher Corp. | 419,154 | 32,857 |
* PayPal Holdings Inc. | 773,370 | 31,685 |
* Johnson Controls International plc | 630,236 | 29,325 |
FedEx Corp. | 161,355 | 28,185 |
General Dynamics Corp. | 174,978 | 27,150 |
Raytheon Co. | 198,920 | 27,079 |
Illinois Tool Works Inc. | 215,471 | 25,822 |
Northrop Grumman Corp. | 120,573 | 25,797 |
Automatic Data Processing Inc. | 292,188 | 25,771 |
Emerson Electric Co. | 433,970 | 23,656 |
Eaton Corp. plc | 306,709 | 20,154 |
CSX Corp. | 638,030 | 19,460 |
Norfolk Southern Corp. | 198,001 | 19,218 |
Waste Management Inc. | 298,289 | 19,019 |
Deere & Co. | 201,564 | 17,203 |
Fidelity National Information Services Inc. | 221,264 | 17,044 |
TE Connectivity Ltd. | 239,990 | 15,451 |
* LinkedIn Corp. Class A | 80,266 | 15,340 |
* Fiserv Inc. | 148,361 | 14,757 |
Sherwin-Williams Co. | 52,823 | 14,614 |
Cummins Inc. | 113,843 | 14,589 |
PACCAR Inc. | 236,184 | 13,883 |
Amphenol Corp. Class A | 208,449 | 13,532 |
Paychex Inc. | 219,122 | 12,681 |
Roper Technologies Inc. | 68,268 | 12,457 |
Ingersoll-Rand plc | 174,374 | 11,847 |
Parker-Hannifin Corp. | 91,013 | 11,425 |
Fortive Corp. | 210,239 | 10,701 |
Rockwell Automation Inc. | 87,362 | 10,688 |
Agilent Technologies Inc. | 219,942 | 10,357 |
* FleetCor Technologies Inc. | 59,385 | 10,317 |
Vulcan Materials Co. | 89,884 | 10,222 |
* TransDigm Group Inc. | 34,212 | 9,891 |
Ball Corp. | 117,299 | 9,613 |
Waste Connections Inc. | 118,117 | 8,823 |
* Verisk Analytics Inc. Class A | 102,394 | 8,323 |
WestRock Co. | 170,156 | 8,249 |
Republic Services Inc. Class A | 162,209 | 8,183 |
Fastenal Co. | 194,515 | 8,127 |
* Alliance Data Systems Corp. | 37,630 | 8,073 |
Global Payments Inc. | 103,934 | 7,978 |
Acuity Brands Inc. | 29,659 | 7,848 |
WW Grainger Inc. | 34,554 | 7,769 |
Dover Corp. | 104,489 | 7,695 |
Masco Corp. | 223,428 | 7,666 |
Martin Marietta Materials Inc. | 42,698 | 7,648 |
* Mettler-Toledo International Inc. | 17,929 | 7,527 |
AMETEK Inc. | 156,921 | 7,498 |
Rockwell Collins Inc. | 87,519 | 7,381 |
L-3 Communications Holdings Inc. | 46,823 | 7,058 |
Pentair plc | 109,678 | 7,046 |
Kansas City Southern | 72,727 | 6,787 |
CH Robinson Worldwide Inc. | 96,264 | 6,783 |
Textron Inc. | 163,980 | 6,518 |
Xylem Inc. | 121,094 | 6,351 | |
Cintas Corp. | 55,970 | 6,302 | |
Expeditors International of Washington Inc. | 122,204 | 6,296 | |
Sealed Air Corp. | 132,637 | 6,077 | |
Fortune Brands Home & Security Inc. | 103,623 | 6,020 | |
* | Vantiv Inc. Class A | 105,314 | 5,926 |
Xerox Corp. | 579,443 | 5,870 | |
* | Crown Holdings Inc. | 94,024 | 5,368 |
Total System Services Inc. | 111,425 | 5,254 | |
JB Hunt Transport Services Inc. | 61,010 | 4,950 | |
* | Trimble Navigation Ltd. | 168,338 | 4,808 |
Fluor Corp. | 93,583 | 4,803 | |
Wabtec Corp. | 57,771 | 4,717 | |
* | Stericycle Inc. | 57,318 | 4,593 |
* | United Rentals Inc. | 57,903 | 4,545 |
* | Sensata Technologies Holding NV | 115,656 | 4,485 |
Flowserve Corp. | 88,110 | 4,250 | |
* | Jacobs Engineering Group Inc. | 81,845 | 4,233 |
Owens Corning | 77,246 | 4,124 | |
Macquarie Infrastructure Corp. | 49,418 | 4,114 | |
Hubbell Inc. Class B | 37,256 | 4,014 | |
* | Arrow Electronics Inc. | 61,269 | 3,919 |
Avnet Inc. | 85,693 | 3,519 | |
B/E Aerospace Inc. | 64,857 | 3,350 | |
ManpowerGroup Inc. | 46,106 | 3,332 | |
Robert Half International Inc. | 83,084 | 3,146 | |
* | First Data Corp. Class A | 229,761 | 3,024 |
Allison Transmission Holdings Inc. | 95,747 | 2,746 | |
FLIR Systems Inc. | 46,140 | 1,450 | |
AGCO Corp. | 8 | — | |
1,546,698 | |||
Oil & Gas (7.1%) | |||
Exxon Mobil Corp. | 2,797,340 | 244,152 | |
Chevron Corp. | 1,272,659 | 130,982 | |
Schlumberger Ltd. | 938,101 | 73,772 | |
Occidental Petroleum Corp. | 515,271 | 37,574 | |
ConocoPhillips | 835,869 | 36,335 | |
EOG Resources Inc. | 371,716 | 35,949 | |
Kinder Morgan Inc. | 1,280,924 | 29,628 | |
Halliburton Co. | 551,561 | 24,754 | |
Phillips 66 | 299,597 | 24,132 | |
Anadarko Petroleum Corp. | 373,311 | 23,653 | |
Pioneer Natural Resources Co. | 114,508 | 21,258 | |
Spectra Energy Corp. | 472,859 | 20,215 | |
Valero Energy Corp. | 311,133 | 16,490 | |
Apache Corp. | 256,115 | 16,358 | |
Williams Cos. Inc. | 506,585 | 15,567 | |
Devon Energy Corp. | 335,278 | 14,789 | |
Baker Hughes Inc. | 288,814 | 14,576 | |
Marathon Petroleum Corp. | 356,876 | 14,486 | |
* | Concho Resources Inc. | 94,998 | 13,048 |
Noble Energy Inc. | 290,192 | 10,371 | |
Hess Corp. | 192,653 | 10,330 | |
National Oilwell Varco Inc. | 255,230 | 9,377 | |
Marathon Oil Corp. | 570,500 | 9,020 | |
Cimarex Energy Co. | 64,195 | 8,626 | |
EQT Corp. | 116,261 | 8,443 |
Cabot Oil & Gas Corp. | 313,072 | 8,077 |
Tesoro Corp. | 79,885 | 6,356 |
* Cheniere Energy Inc. | 134,928 | 5,883 |
Range Resources Corp. | 141,539 | 5,485 |
Helmerich & Payne Inc. | 69,274 | 4,662 |
* FMC Technologies Inc. | 152,674 | 4,530 |
OGE Energy Corp. | 134,158 | 4,242 |
* Antero Resources Corp. | 134,387 | 3,622 |
* Weatherford International plc | 606,633 | 3,409 |
Core Laboratories NV | 29,712 | 3,337 |
* Continental Resources Inc. | 63,362 | 3,292 |
HollyFrontier Corp. | 120,026 | 2,941 |
Energen Corp. | 32,390 | 1,870 |
Murphy Oil Corp. | 54,680 | 1,662 |
923,253 | ||
Technology (17.5%) | ||
Apple Inc. | 3,453,385 | 390,405 |
Microsoft Corp. | 4,994,034 | 287,656 |
* Facebook Inc. Class A | 1,567,095 | 201,011 |
* Alphabet Inc. Class A | 198,898 | 159,926 |
* Alphabet Inc. Class C | 197,023 | 153,144 |
Intel Corp. | 3,191,505 | 120,479 |
Cisco Systems Inc. | 3,393,031 | 107,627 |
International Business Machines Corp. | 580,334 | 92,186 |
Oracle Corp. | 2,085,892 | 81,934 |
QUALCOMM Inc. | 994,080 | 68,095 |
Texas Instruments Inc. | 676,687 | 47,490 |
Broadcom Ltd. | 253,381 | 43,713 |
* Adobe Systems Inc. | 336,119 | 36,482 |
* salesforce.com Inc. | 434,476 | 30,991 |
Hewlett Packard Enterprise Co. | 1,121,995 | 25,525 |
* Yahoo! Inc. | 577,551 | 24,892 |
NVIDIA Corp. | 342,805 | 23,489 |
Applied Materials Inc. | 728,708 | 21,971 |
* Cognizant Technology Solutions Corp. Class A | 409,297 | 19,528 |
Intuit Inc. | 163,896 | 18,030 |
HP Inc. | 1,153,954 | 17,921 |
Corning Inc. | 699,557 | 16,545 |
Analog Devices Inc. | 207,401 | 13,367 |
* Cerner Corp. | 205,337 | 12,680 |
* Micron Technology Inc. | 701,298 | 12,469 |
Western Digital Corp. | 190,291 | 11,126 |
Symantec Corp. | 415,987 | 10,441 |
* Autodesk Inc. | 144,198 | 10,430 |
Lam Research Corp. | 107,923 | 10,221 |
* Red Hat Inc. | 121,949 | 9,857 |
Skyworks Solutions Inc. | 126,741 | 9,650 |
Linear Technology Corp. | 162,128 | 9,613 |
Xilinx Inc. | 171,350 | 9,311 |
* Palo Alto Networks Inc. | 57,307 | 9,131 |
Microchip Technology Inc. | 144,849 | 9,001 |
* Twitter Inc. | 382,927 | 8,826 |
Motorola Solutions Inc. | 112,778 | 8,603 |
* Citrix Systems Inc. | 99,561 | 8,485 |
* ServiceNow Inc. | 105,157 | 8,323 |
Seagate Technology plc | 201,768 | 7,778 |
Harris Corp. | 84,029 | 7,698 |
Maxim Integrated Products Inc. | 191,728 | 7,656 | |
KLA-Tencor Corp. | 105,398 | 7,347 | |
* | Dell Technologies Inc - VMware Inc | 150,122 | 7,176 |
CA Inc. | 212,134 | 7,017 | |
* | Workday Inc. Class A | 76,157 | 6,983 |
NetApp Inc. | 188,439 | 6,750 | |
* | Synopsys Inc. | 102,214 | 6,066 |
Juniper Networks Inc. | 246,341 | 5,927 | |
* | Akamai Technologies Inc. | 111,661 | 5,917 |
CDK Global Inc. | 100,965 | 5,791 | |
* | F5 Networks Inc. | 44,533 | 5,551 |
* | ANSYS Inc. | 58,899 | 5,455 |
* | Splunk Inc. | 89,440 | 5,248 |
* | Qorvo Inc. | 86,008 | 4,794 |
* | VeriSign Inc. | 60,989 | 4,772 |
* | Gartner Inc. | 53,231 | 4,708 |
*,^ VMware Inc. Class A | 54,898 | 4,027 | |
Marvell Technology Group Ltd. | 275,059 | 3,650 | |
Garmin Ltd. | 69,806 | 3,358 | |
* | NetSuite Inc. | 27,246 | 3,016 |
Computer Sciences Corp. | 47,339 | 2,472 | |
* | IMS Health Holdings Inc. | 77,461 | 2,428 |
* | Nuance Communications Inc. | 94,004 | 1,363 |
* | Premier Inc. Class A | 30,646 | 991 |
CSRA Inc. | 20 | 1 | |
2,294,514 | |||
Telecommunications (2.7%) | |||
AT&T Inc. | 4,150,148 | 168,538 | |
Verizon Communications Inc. | 2,749,924 | 142,941 | |
CenturyLink Inc. | 368,715 | 10,114 | |
* | SBA Communications Corp. Class A | 84,282 | 9,453 |
* | T-Mobile US Inc. | 194,158 | 9,071 |
* | Level 3 Communications Inc. | 194,556 | 9,023 |
Frontier Communications Corp. | 795,078 | 3,308 | |
* | Sprint Corp. | 405,765 | 2,690 |
* | Zayo Group Holdings Inc. | 82,274 | 2,444 |
357,582 | |||
Utilities (3.2%) | |||
NextEra Energy Inc. | 315,049 | 38,537 | |
Duke Energy Corp. | 464,750 | 37,199 | |
Southern Co. | 660,143 | 33,865 | |
Dominion Resources Inc. | 422,336 | 31,367 | |
American Electric Power Co. Inc. | 331,564 | 21,290 | |
PG&E Corp. | 339,510 | 20,768 | |
Exelon Corp. | 621,593 | 20,693 | |
Sempra Energy | 168,654 | 18,078 | |
Edison International | 219,528 | 15,861 | |
PPL Corp. | 457,550 | 15,817 | |
Consolidated Edison Inc. | 205,467 | 15,472 | |
Public Service Enterprise Group Inc. | 341,009 | 14,278 | |
Xcel Energy Inc. | 342,523 | 14,091 | |
WEC Energy Group Inc. | 213,039 | 12,757 | |
Eversource Energy | 214,443 | 11,618 | |
DTE Energy Co. | 121,273 | 11,360 | |
FirstEnergy Corp. | 287,553 | 9,512 | |
Entergy Corp. | 121,035 | 9,287 |
American Water Works Co. Inc. | 120,139 | 8,991 | ||
Ameren Corp. | 163,886 | 8,060 | ||
CMS Energy Corp. | 188,715 | 7,928 | ||
ONEOK Inc. | 141,979 | 7,296 | ||
CenterPoint Energy Inc. | 277,068 | 6,436 | ||
SCANA Corp. | 87,092 | 6,303 | ||
Alliant Energy Corp. | 153,031 | 5,863 | ||
Pinnacle West Capital Corp. | 75,215 | 5,716 | ||
AES Corp. | 443,957 | 5,705 | ||
NiSource Inc. | 216,615 | 5,222 | ||
* Calpine Corp. | 243,729 | 3,081 | ||
Avangrid Inc. | 41,895 | 1,750 | ||
424,201 | ||||
Total Common Stocks (Cost $9,200,912) | 13,081,023 | |||
Coupon | ||||
Temporary Cash Investments (0.2%)1 | ||||
Money Market Fund (0.2%) | ||||
2,3 Vanguard Market Liquidity Fund | 0.640% | 297,190 | 29,722 | |
Face | ||||
Maturity | Amount | |||
Date | ($000) | |||
U.S. Government and Agency Obligations (0.0%) | ||||
4,5 Federal Home Loan Bank Discount Notes | 0.360% | 10/28/16 | 1,200 | 1,200 |
5 United States Treasury Bill | 0.320% | 12/8/16 | 100 | 100 |
1,300 | ||||
Total Temporary Cash Investments (Cost $31,020) | 31,022 | |||
Total Investments (100.1%) (Cost $9,231,932) | 13,112,045 | |||
Other Assets and Liabilities-Net (-0.1%)3 | (14,651) | |||
Net Assets (100%) | 13,097,394 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $17,304,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.1%, respectively, of net assets.
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.
3 Includes $17,449,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
5 Securities with a value of $800,000 have been segregated as initial margin for open futures contracts.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing
Large-Cap Index Fund
services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 13,081,023 | — | — |
Temporary Cash Investments | 29,722 | 1,300 | — |
Futures Contracts—Assets1 | 102 | — | — |
Total | 13,110,847 | 1,300 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
Large-Cap Index Fund
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 172 | 18,579 | 86 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $9,231,932,000. Net unrealized appreciation of investment securities for tax purposes was $3,880,113,000, consisting of unrealized gains of $4,033,917,000 on securities that had risen in value since their purchase and $153,804,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Value Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | ||
Value | ||
Shares | ($000) | |
Common Stocks (99.6%)1 | ||
Basic Materials (7.7%) | ||
Newmont Mining Corp. | 3,524,195 | 138,466 |
Alcoa Inc. | 8,737,216 | 88,595 |
Freeport-McMoRan Inc. | 7,940,508 | 86,234 |
International Flavors & Fragrances Inc. | 528,776 | 75,599 |
Celanese Corp. Class A | 961,463 | 63,995 |
Albemarle Corp. | 746,736 | 63,838 |
Eastman Chemical Co. | 883,196 | 59,775 |
Mosaic Co. | 2,322,276 | 56,803 |
* Ashland Global Holdings Inc. | 412,613 | 47,842 |
Avery Dennison Corp. | 590,347 | 45,923 |
FMC Corp. | 888,946 | 42,972 |
CF Industries Holdings Inc. | 1,548,788 | 37,713 |
WR Grace & Co. | 467,366 | 34,491 |
Reliance Steel & Aluminum Co. | 456,514 | 32,883 |
Westlake Chemical Corp. | 256,519 | 13,724 |
888,853 | ||
Consumer Goods (16.5%) | ||
Newell Brands Inc. | 3,202,765 | 168,658 |
ConAgra Foods Inc. | 2,918,180 | 137,476 |
Molson Coors Brewing Co. Class B | 1,159,258 | 127,287 |
Dr Pepper Snapple Group Inc. | 1,231,520 | 112,450 |
Clorox Co. | 860,028 | 107,658 |
JM Smucker Co. | 740,008 | 100,301 |
Genuine Parts Co. | 939,701 | 94,393 |
Whirlpool Corp. | 501,212 | 81,277 |
Tyson Foods Inc. Class A | 987,975 | 73,772 |
DR Horton Inc. | 2,349,337 | 70,950 |
Mattel Inc. | 2,262,616 | 68,512 |
Coach Inc. | 1,852,990 | 67,745 |
Delphi Automotive plc | 905,945 | 64,612 |
Harley-Davidson Inc. | 1,187,706 | 62,462 |
Hasbro Inc. | 748,503 | 59,379 |
PVH Corp. | 536,199 | 59,250 |
Lear Corp. | 474,346 | 57,500 |
Bunge Ltd. | 924,673 | 54,768 |
Lennar Corp. Class A | 1,216,616 | 51,512 |
BorgWarner Inc. | 1,352,218 | 47,571 |
PulteGroup Inc. | 2,054,542 | 41,173 |
Leucadia National Corp. | 2,154,799 | 41,027 |
Ralph Lauren Corp. Class A | 374,542 | 37,881 |
Ingredion Inc. | 239,166 | 31,823 |
* Edgewell Personal Care Co. | 390,598 | 31,060 |
Goodyear Tire & Rubber Co. | 869,477 | 28,084 |
^ Pilgrim's Pride Corp. | 422,888 | 8,931 |
^ Coty Inc. Class A | 292,728 | 6,879 |
Lennar Corp. Class B | 62,621 | 2,102 |
1,896,493 |
Consumer Services (10.9%) | ||
Nielsen Holdings plc | 2,254,859 | 120,793 |
Royal Caribbean Cruises Ltd. | 1,143,908 | 85,736 |
Macy's Inc. | 2,048,517 | 75,898 |
Best Buy Co. Inc. | 1,822,335 | 69,577 |
Aramark | 1,620,252 | 61,618 |
Foot Locker Inc. | 898,853 | 60,870 |
Whole Foods Market Inc. | 2,117,800 | 60,040 |
Interpublic Group of Cos. Inc. | 2,661,871 | 59,493 |
Kohl's Corp. | 1,218,293 | 53,300 |
Wynn Resorts Ltd. | 540,069 | 52,613 |
AmerisourceBergen Corp. Class A | 605,388 | 48,903 |
Darden Restaurants Inc. | 795,345 | 48,771 |
* United Continental Holdings Inc. | 910,299 | 47,763 |
News Corp. Class A | 3,124,751 | 43,684 |
Bed Bath & Beyond Inc. | 974,900 | 42,028 |
^ Nordstrom Inc. | 806,567 | 41,845 |
* Liberty SiriusXM Group | 1,184,040 | 39,559 |
Staples Inc. | 4,321,145 | 36,946 |
H&R Block Inc. | 1,464,741 | 33,909 |
Gap Inc. | 1,450,205 | 32,253 |
* Liberty Interactive Corp. QVC Group Class A | 1,405,688 | 28,128 |
* Rite Aid Corp. | 3,475,049 | 26,723 |
Tiffany & Co. | 351,760 | 25,548 |
* Discovery Communications Inc. | 750,925 | 19,757 |
* Liberty SiriusXM Group | 576,409 | 19,586 |
* Discovery Communications Inc. Class A | 500,727 | 13,480 |
News Corp. Class B | 198,909 | 2,828 |
Marriott International Inc. Class A | 1,299 | 87 |
1,251,736 | ||
Financials (25.2%) | ||
Willis Towers Watson plc | 871,140 | 115,661 |
Hartford Financial Services Group Inc. | 2,563,644 | 109,775 |
M&T Bank Corp. | 937,180 | 108,807 |
Principal Financial Group Inc. | 1,910,347 | 98,402 |
KeyCorp | 7,188,167 | 87,480 |
Citizens Financial Group Inc. | 3,450,531 | 85,263 |
Invesco Ltd. | 2,722,860 | 85,144 |
Regions Financial Corp. | 8,337,555 | 82,292 |
* Markel Corp. | 88,290 | 82,001 |
Cincinnati Financial Corp. | 1,038,593 | 78,331 |
Host Hotels & Resorts Inc. | 4,931,952 | 76,790 |
Kimco Realty Corp. | 2,650,705 | 76,738 |
First Republic Bank | 989,885 | 76,330 |
Macerich Co. | 906,391 | 73,300 |
Lincoln National Corp. | 1,546,374 | 72,649 |
SL Green Realty Corp. | 666,374 | 72,035 |
Huntington Bancshares Inc. | 7,206,910 | 71,060 |
Annaly Capital Management Inc. | 6,612,849 | 69,435 |
Western Union Co. | 3,239,869 | 67,454 |
UDR Inc. | 1,773,991 | 63,846 |
FNF Group | 1,729,409 | 63,832 |
Iron Mountain Inc. | 1,661,253 | 62,347 |
XL Group Ltd. | 1,826,610 | 61,429 |
* Arch Capital Group Ltd. | 773,564 | 61,313 |
Ally Financial Inc. | 3,052,239 | 59,427 |
Unum Group | 1,555,999 | 54,942 |
Comerica Inc. | 1,153,257 | 54,572 |
Everest Re Group Ltd. | 277,838 | 52,781 |
Nasdaq Inc. | 768,037 | 51,873 |
Raymond James Financial Inc. | 845,789 | 49,233 |
CIT Group Inc. | 1,339,808 | 48,635 |
Camden Property Trust | 579,781 | 48,551 |
Torchmark Corp. | 755,937 | 48,297 |
Reinsurance Group of America Inc. Class A | 425,628 | 45,942 |
New York Community Bancorp Inc. | 3,073,964 | 43,742 |
American Capital Agency Corp. | 2,198,389 | 42,957 |
Zions Bancorporation | 1,362,639 | 42,269 |
Voya Financial Inc. | 1,330,319 | 38,340 |
WR Berkley Corp. | 611,733 | 35,334 |
* Liberty Broadband Corp. | 481,500 | 34,418 |
Jones Lang LaSalle Inc. | 300,200 | 34,160 |
Axis Capital Holdings Ltd. | 600,743 | 32,638 |
People's United Financial Inc. | 2,060,170 | 32,592 |
Duke Realty Corp. | 1,161,955 | 31,756 |
Lazard Ltd. Class A | 859,804 | 31,262 |
* Alleghany Corp. | 48,597 | 25,514 |
Assurant Inc. | 199,561 | 18,409 |
Navient Corp. | 1,051,548 | 15,216 |
* Liberty Broadband Corp. Class A | 82,903 | 5,816 |
* Santander Consumer USA Holdings Inc. | 351,609 | 4,276 |
Equifax Inc. | 2,673 | 360 |
2,885,026 | ||
Health Care (4.7%) | ||
* Laboratory Corp. of America Holdings | 679,501 | 93,418 |
* Henry Schein Inc. | 543,314 | 88,549 |
Quest Diagnostics Inc. | 923,499 | 78,156 |
Universal Health Services Inc. Class B | 598,537 | 73,752 |
* Hologic Inc. | 1,842,869 | 71,558 |
* Mallinckrodt plc | 714,431 | 49,853 |
Perrigo Co. plc | 452,201 | 41,752 |
Patterson Cos. Inc. | 558,742 | 25,669 |
* Endo International plc | 664,766 | 13,395 |
536,102 | ||
Industrials (10.6%) | ||
Ball Corp. | 1,157,351 | 94,845 |
Fidelity National Information Services Inc. | 1,088,789 | 83,869 |
WestRock Co. | 1,670,591 | 80,990 |
Dover Corp. | 1,031,071 | 75,928 |
Rockwell Collins Inc. | 863,112 | 72,795 |
L-3 Communications Holdings Inc. | 461,805 | 69,608 |
Textron Inc. | 1,610,943 | 64,035 |
Xylem Inc. | 1,190,334 | 62,433 |
Sealed Air Corp. | 1,306,682 | 59,872 |
Xerox Corp. | 5,721,497 | 57,959 |
* Crown Holdings Inc. | 926,331 | 52,884 |
Fluor Corp. | 925,125 | 47,477 |
Flowserve Corp. | 866,213 | 41,786 |
* Jacobs Engineering Group Inc. | 806,759 | 41,726 |
Owens Corning | 762,389 | 40,704 |
Hubbell Inc. Class B | 367,687 | 39,615 |
* Arrow Electronics Inc. | 606,402 | 38,792 |
Pentair plc | 539,947 | 34,686 |
Avnet Inc. | 843,870 | 34,649 |
ManpowerGroup Inc. | 454,050 | 32,810 | |
Cintas Corp. | 276,186 | 31,099 | |
Allison Transmission Holdings Inc. | 943,567 | 27,061 | |
* | United Rentals Inc. | 285,516 | 22,410 |
FLIR Systems Inc. | 455,068 | 14,298 | |
AGCO Corp. | 1,584 | 78 | |
1,222,409 | |||
Oil & Gas (5.3%) | |||
National Oilwell Varco Inc. | 2,508,387 | 92,158 | |
Marathon Oil Corp. | 5,627,747 | 88,975 | |
Devon Energy Corp. | 1,652,149 | 72,876 | |
Tesoro Corp. | 789,172 | 62,786 | |
Helmerich & Payne Inc. | 682,093 | 45,905 | |
* | FMC Technologies Inc. | 1,498,962 | 44,474 |
Cimarex Energy Co. | 315,560 | 42,402 | |
OGE Energy Corp. | 1,326,722 | 41,951 | |
* | Weatherford International plc | 5,937,171 | 33,367 |
HollyFrontier Corp. | 1,169,610 | 28,655 | |
Energen Corp. | 321,706 | 18,569 | |
Murphy Oil Corp. | 542,487 | 16,492 | |
* | Continental Resources Inc. | 310,464 | 16,132 |
604,742 | |||
Other (0.0%)2 | |||
* | Safeway Inc CVR (Casa Ley) Expire 1/30/2018 | 1,233 | — |
* | Safeway Inc CVR (PDC) Expire 1/30/2017 | 1,233 | — |
— | |||
Technology (8.7%) | |||
Western Digital Corp. | 1,869,372 | 109,302 | |
Symantec Corp. | 4,088,864 | 102,630 | |
Motorola Solutions Inc. | 1,107,494 | 84,480 | |
Seagate Technology plc | 1,991,223 | 76,762 | |
Harris Corp. | 828,578 | 75,906 | |
Maxim Integrated Products Inc. | 1,883,269 | 75,199 | |
NetApp Inc. | 1,848,348 | 66,208 | |
* | Micron Technology Inc. | 3,448,899 | 61,321 |
* | Synopsys Inc. | 1,005,334 | 59,667 |
Juniper Networks Inc. | 2,416,873 | 58,150 | |
Xilinx Inc. | 842,021 | 45,755 | |
KLA-Tencor Corp. | 518,282 | 36,129 | |
Marvell Technology Group Ltd. | 2,712,188 | 35,991 | |
* | Dell Technologies Inc - VMware Inc | 738,658 | 35,308 |
Garmin Ltd. | 688,327 | 33,115 | |
Computer Sciences Corp. | 465,279 | 24,292 | |
* | Nuance Communications Inc. | 927,306 | 13,446 |
NVIDIA Corp. | 11,451 | 785 | |
CSRA Inc. | 3,663 | 99 | |
* | IMS Health Holdings Inc. | 316 | 10 |
994,555 | |||
Telecommunications (0.3%) | |||
Frontier Communications Corp. | 7,771,754 | 32,330 | |
Utilities (9.7%) | |||
WEC Energy Group Inc. | 2,096,369 | 125,530 | |
Eversource Energy | 2,107,007 | 114,158 | |
DTE Energy Co. | 1,191,892 | 111,644 | |
American Water Works Co. Inc. | 1,181,690 | 88,438 |
Ameren Corp. | 1,611,684 | 79,263 | |||
CMS Energy Corp. | 1,858,757 | 78,086 | |||
ONEOK Inc. | 1,397,768 | 71,831 | |||
CenterPoint Energy Inc. | 2,717,848 | 63,136 | |||
SCANA Corp. | 854,452 | 61,837 | |||
Alliant Energy Corp. | 1,510,121 | 57,853 | |||
AES Corp. | 4,378,301 | 56,261 | |||
Pinnacle West Capital Corp. | 737,299 | 56,027 | |||
NiSource Inc. | 2,136,500 | 51,511 | |||
Entergy Corp. | 594,578 | 45,622 | |||
* | Calpine Corp. | 2,379,426 | 30,076 | ||
Avangrid Inc. | 409,636 | 17,116 | |||
1,108,389 | |||||
Total Common Stocks (Cost $10,129,025) | 11,420,635 | ||||
Coupon | |||||
Temporary Cash Investments (0.5%)1 | |||||
Money Market Fund (0.5%) | |||||
3,4 Vanguard Market Liquidity Fund | 0.640% | 569,114 | 56,917 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
5 | United States Treasury Bill | 0.318% | 10/20/16 | 1,100 | 1,100 |
5 | United States Treasury Bill | 0.312% | 12/8/16 | 200 | 200 |
5 | United States Treasury Bill | 0.300% | 12/22/16 | 300 | 300 |
1,600 | |||||
Total Temporary Cash Investments (Cost $58,516) | 58,517 | ||||
Total Investments (100.1%) (Cost $10,187,541) | 11,479,152 | ||||
Other Assets and Liabilities-Net (-0.1%)4 | (14,843) | ||||
Net Assets (100%) | 11,464,309 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $18,685,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 99.9% and 0.2%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Includes $19,154,000 of collateral received for securities on loan.
5 Securities with a value of $1,600,000 have been segregated as initial margin for open futures contracts.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 11,420,635 | — | — |
Temporary Cash Investments | 56,917 | 1,600 | — |
Futures Contracts—Assets1 | 247 | — | — |
Total | 11,477,799 | 1,600 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) | (Depreciation) |
E-mini S&P 500 Index | December 2016 | 227 | 29,922 | 438 |
E-mini S&P Mid-Cap 400 Index | December 2016 | 61 | 9,453 | 106 |
544 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $10,187,541,000. Net unrealized appreciation of investment securities for tax purposes was $1,291,611,000, consisting of unrealized gains of $1,588,765,000 on securities that had risen in value since their purchase and $297,154,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Growth Index Fund
Schedule of Investments (unaudited)
As of September 30, 2016
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.7%)1 | |||
Basic Materials (0.4%) | |||
* | Axalta Coating Systems Ltd. | 1,101,669 | 31,144 |
Consumer Goods (10.4%) | |||
* | Electronic Arts Inc. | 1,463,294 | 124,965 |
* | Mohawk Industries Inc. | 322,786 | 64,667 |
Church & Dwight Co. Inc. | 1,319,212 | 63,217 | |
McCormick & Co. Inc. | 589,109 | 58,864 | |
* | LKQ Corp. | 1,494,201 | 52,984 |
Hormel Foods Corp. | 1,356,795 | 51,463 | |
* | WhiteWave Foods Co. Class A | 907,503 | 49,395 |
Hanesbrands Inc. | 1,934,855 | 48,855 | |
Snap-on Inc. | 297,444 | 45,200 | |
* | Michael Kors Holdings Ltd. | 822,261 | 38,474 |
*,^ Under Armour Inc. Class A | 939,220 | 36,329 | |
* | Under Armour Inc. | 955,010 | 32,337 |
* | NVR Inc. | 18,948 | 31,072 |
* | WABCO Holdings Inc. | 271,342 | 30,805 |
Harman International Industries Inc. | 357,118 | 30,159 | |
* | lululemon athletica Inc. | 488,208 | 29,771 |
^ | Polaris Industries Inc. | 312,739 | 24,218 |
812,775 | |||
Consumer Services (13.4%) | |||
Ross Stores Inc. | 2,046,095 | 131,564 | |
* | Dollar Tree Inc. | 1,146,632 | 90,504 |
Expedia Inc. | 631,866 | 73,751 | |
* | Ulta Salon Cosmetics & Fragrance Inc. | 303,456 | 72,216 |
* | MGM Resorts International | 2,462,292 | 64,094 |
* | Chipotle Mexican Grill Inc. Class A | 149,111 | 63,149 |
Advance Auto Parts Inc. | 358,290 | 53,428 | |
* | CarMax Inc. | 980,570 | 52,313 |
Marriott International Inc./ Class A | 749,053 | 50,434 | |
Tractor Supply Co. | 684,479 | 46,100 | |
Alaska Air Group Inc. | 630,393 | 41,518 | |
Wyndham Worldwide Corp. | 562,675 | 37,885 | |
* | TripAdvisor Inc. | 578,289 | 36,536 |
FactSet Research Systems Inc. | 208,106 | 33,734 | |
* | Norwegian Cruise Line Holdings Ltd. | 813,773 | 30,679 |
Signet Jewelers Ltd. | 400,624 | 29,859 | |
Scripps Networks Interactive Inc. Class A | 415,612 | 26,387 | |
* | Liberty Interactive Corp. QVC Group Class A | 1,089,579 | 21,803 |
Williams-Sonoma Inc. | 412,166 | 21,053 | |
Tiffany & Co. | 272,598 | 19,799 | |
* | AutoNation Inc. | 367,018 | 17,877 |
* | Discovery Communications Inc. | 576,503 | 15,168 |
* | Discovery Communications Inc. Class A | 383,111 | 10,313 |
* | Hyatt Hotels Corp. Class A | 113,089 | 5,566 |
1,045,730 |
Financials (14.8%) | ||
Equinix Inc. | 364,009 | 131,134 |
Moody's Corp. | 837,132 | 90,645 |
Realty Income Corp. | 1,324,231 | 88,631 |
Equifax Inc. | 611,168 | 82,251 |
Essex Property Trust Inc. | 335,433 | 74,701 |
Digital Realty Trust Inc. | 752,147 | 73,048 |
* IHS Markit Ltd. | 1,834,215 | 68,875 |
AvalonBay Communities Inc. | 351,574 | 62,524 |
Federal Realty Investment Trust | 365,781 | 56,305 |
VEREIT Inc. | 4,943,261 | 51,262 |
Extra Space Storage Inc. | 611,949 | 48,595 |
Alexandria Real Estate Equities Inc. | 399,269 | 43,428 |
Brixmor Property Group Inc. | 1,558,474 | 43,310 |
* CBRE Group Inc. Class A | 1,546,977 | 43,284 |
* E*TRADE Financial Corp. | 1,401,609 | 40,815 |
* Affiliated Managers Group Inc. | 275,836 | 39,913 |
MSCI Inc. Class A | 460,311 | 38,638 |
SEI Investments Co. | 743,359 | 33,905 |
* Liberty Broadband Corp. | 373,218 | 26,678 |
Realogy Holdings Corp. | 374,194 | 9,677 |
* Liberty Broadband Corp. Class A | 63,553 | 4,459 |
Macerich Co. | 260 | 21 |
Camden Property Trust | 152 | 13 |
Lazard Ltd. Class A | 228 | 8 |
1,152,120 | ||
Health Care (12.2%) | ||
* Edwards Lifesciences Corp. | 1,090,249 | 131,440 |
CR Bard Inc. | 376,199 | 84,374 |
* Incyte Corp. | 818,345 | 77,162 |
* BioMarin Pharmaceutical Inc. | 830,849 | 76,870 |
Dentsply Sirona Inc. | 1,193,316 | 70,919 |
* Waters Corp. | 391,934 | 62,118 |
* DaVita Inc. | 847,686 | 56,007 |
* Centene Corp. | 830,650 | 55,620 |
* IDEXX Laboratories Inc. | 458,581 | 51,696 |
* Varian Medical Systems Inc. | 478,248 | 47,600 |
ResMed Inc. | 720,513 | 46,682 |
Cooper Cos. Inc. | 248,103 | 44,475 |
* Quintiles Transnational Holdings Inc. | 457,357 | 37,073 |
* Alkermes plc | 776,194 | 36,504 |
* Jazz Pharmaceuticals plc | 294,448 | 35,769 |
* Alnylam Pharmaceuticals Inc. | 374,241 | 25,366 |
* Envision Healthcare Holdings Inc. | 476,496 | 10,612 |
950,287 | ||
Industrials (23.6%) | ||
* Fiserv Inc. | 1,125,709 | 111,974 |
Amphenol Corp. Class A | 1,581,115 | 102,646 |
Roper Technologies Inc. | 518,953 | 94,693 |
* FleetCor Technologies Inc. | 450,298 | 78,230 |
Vulcan Materials Co. | 681,464 | 77,503 |
* TransDigm Group Inc. | 259,152 | 74,926 |
Waste Connections Inc. | 898,316 | 67,104 |
* Verisk Analytics Inc. Class A | 778,823 | 63,303 |
Fastenal Co. | 1,479,921 | 61,831 |
* Alliance Data Systems Corp. | 284,767 | 61,091 |
Global Payments Inc. | 787,331 | 60,436 | |
Acuity Brands Inc. | 224,768 | 59,474 | |
WW Grainger Inc. | 263,036 | 59,141 | |
Martin Marietta Materials Inc. | 324,819 | 58,178 | |
Masco Corp. | 1,691,146 | 58,023 | |
* | Mettler-Toledo International Inc. | 135,663 | 56,955 |
AMETEK Inc. | 1,190,312 | 56,873 | |
Kansas City Southern | 553,001 | 51,606 | |
CH Robinson Worldwide Inc. | 730,868 | 51,497 | |
Expeditors International of Washington Inc. | 927,233 | 47,771 | |
Fortune Brands Home & Security Inc. | 788,175 | 45,793 | |
* | Vantiv Inc. Class A | 801,346 | 45,092 |
Total System Services Inc. | 847,272 | 39,949 | |
JB Hunt Transport Services Inc. | 461,631 | 37,457 | |
* | Trimble Navigation Ltd. | 1,276,090 | 36,445 |
Wabtec Corp. | 438,407 | 35,796 | |
* | Stericycle Inc. | 435,510 | 34,902 |
* | Sensata Technologies Holding NV | 874,673 | 33,920 |
Macquarie Infrastructure Corp. | 375,573 | 31,263 | |
Pentair plc | 418,575 | 26,889 | |
B/E Aerospace Inc. | 495,815 | 25,614 | |
Cintas Corp. | 214,064 | 24,104 | |
Robert Half International Inc. | 634,964 | 24,040 | |
* | First Data Corp. Class A | 1,753,598 | 23,077 |
* | United Rentals Inc. | 219,178 | 17,203 |
1,834,799 | |||
Oil & Gas (5.1%) | |||
* | Concho Resources Inc. | 721,018 | 99,032 |
EQT Corp. | 884,654 | 64,244 | |
Cabot Oil & Gas Corp. | 2,382,276 | 61,463 | |
* | Cheniere Energy Inc. | 1,025,953 | 44,731 |
Range Resources Corp. | 1,076,749 | 41,724 | |
Cimarex Energy Co. | 243,196 | 32,678 | |
* | Antero Resources Corp. | 1,025,420 | 27,635 |
Core Laboratories NV | 226,589 | 25,453 | |
396,960 | |||
Technology (17.8%) | |||
* | Cerner Corp. | 1,556,588 | 96,119 |
NVIDIA Corp. | 1,301,498 | 89,179 | |
* | Autodesk Inc. | 1,093,030 | 79,059 |
Lam Research Corp. | 820,743 | 77,733 | |
* | Red Hat Inc. | 927,445 | 74,965 |
Skyworks Solutions Inc. | 960,227 | 73,112 | |
Linear Technology Corp. | 1,227,746 | 72,793 | |
* | Palo Alto Networks Inc. | 435,886 | 69,450 |
Microchip Technology Inc. | 1,102,534 | 68,511 | |
* | Twitter Inc. | 2,899,661 | 66,837 |
* | Citrix Systems Inc. | 757,592 | 64,562 |
* | ServiceNow Inc. | 800,337 | 63,347 |
* | Workday Inc. Class A | 578,909 | 53,080 |
* | Akamai Technologies Inc. | 850,033 | 45,043 |
CDK Global Inc. | 768,887 | 44,103 | |
* | F5 Networks Inc. | 339,024 | 42,256 |
* | ANSYS Inc. | 446,624 | 41,362 |
* | Splunk Inc. | 680,459 | 39,929 |
* | Qorvo Inc. | 654,953 | 36,507 |
* | VeriSign Inc. | 464,775 | 36,364 | ||
* | Gartner Inc. | 401,885 | 35,547 | ||
Xilinx Inc. | 648,997 | 35,267 | |||
KLA-Tencor Corp. | 400,601 | 27,926 | |||
* | NetSuite Inc. | 207,809 | 23,002 | ||
* | IMS Health Holdings Inc. | 606,693 | 19,014 | ||
* | Premier Inc. Class A | 230,668 | 7,460 | ||
1,382,527 | |||||
Telecommunications (2.0%) | |||||
* | SBA Communications Corp. Class A | 638,222 | 71,583 | ||
* | Level 3 Communications Inc. | 1,473,024 | 68,319 | ||
* | Zayo Group Holdings Inc. | 622,016 | 18,480 | ||
158,382 | |||||
Utilities (0.0%) | |||||
* | Calpine Corp. | 630 | 8 | ||
Total Common Stocks (Cost $6,727,137) | 7,764,732 | ||||
Coupon | |||||
Temporary Cash Investments (0.5%)1 | |||||
Money Market Fund (0.5%) | |||||
2,3 Vanguard Market Liquidity Fund | 0.640% | 378,656 | 37,869 | ||
Face | |||||
Maturity | Amount | ||||
Date | ($000) | ||||
U.S. Government and Agency Obligations (0.0%) | |||||
4 | United States Treasury Bill | 0.321% | 12/1/16 | 400 | 400 |
4 | United States Treasury Bill | 0.275-0.312% | 12/8/16 | 600 | 600 |
1,000 | |||||
Total Temporary Cash Investments (Cost $38,869) | 38,869 | ||||
Total Investments (100.2%) (Cost $6,766,006) | 7,803,601 | ||||
Other Asset and Liabilities-Net (-0.2%)3 | (17,309) | ||||
Net Assets (100%) | 7,786,292 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $9,487,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.2%, respectively, of net assets.
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.
3 Includes $9,709,000 of collateral received for securities on loan.
4 Securities with a value of $1,000,000 have been segregated as initial margin for open futures contracts.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such
Mid-Cap Growth Index Fund
factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. 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).
The following table summarizes the market value of the fund's investments as of September 30, 2016, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
Common Stocks | 7,764,732 | — | — |
Temporary Cash Investments | 37,869 | 1,000 | — |
Futures Contracts—Assets1 | 144 | — | — |
Total | 7,802,745 | 1,000 | — |
1 Represents variation margin on the last day of the reporting period. |
C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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.
Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).
At September 30, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
Mid-Cap Growth Index Fund
($000) | ||||
Aggregate | ||||
Number of | Settlement | Unrealized | ||
Long (Short) | Value Long | Appreciation | ||
Futures Contracts | Expiration | Contracts | (Short) (Depreciation) | |
E-mini S&P 500 Index | December 2016 | 165 | 17,823 | 264 |
E-mini S&P Mid-Cap 400 Index | December 2016 | 34 | 5,269 | 59 |
323 |
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D. At September 30, 2016, the cost of investment securities for tax purposes was $6,766,006,000. Net unrealized appreciation of investment securities for tax purposes was $1,037,595,000, consisting of unrealized gains of $1,319,905,000 on securities that had risen in value since their purchase and $282,310,000 in unrealized losses on securities that had fallen in value since their purchase.
Item 2: Controls and Procedures
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.
Item 3: Exhibits
(a) Certifications
VANGUARD INDEX FUNDS | |
By: | /s/ F. WILLIAM MCNABB III* |
F. WILLIAM MCNABB III | |
CHIEF EXECUTIVE OFFICER | |
Date: November 17, 2016 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD INDEX FUNDS | |
By: |
/s/ F. WILLIAM MCNABB III* |
F. WILLIAM MCNABB III | |
CHIEF EXECUTIVE OFFICER | |
Date: November 17, 2016 | |
VANGUARD INDEX FUNDS | |
|
/s/ THOMAS J. HIGGINS* |
THOMAS J. HIGGINS | |
CHIEF FINANCIAL OFFICER | |
Date: November 17, 2016 |
*By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on October 4, 2016, see File Number 33-32548, Incorporated by Reference.
CERTIFICATIONS
I, F. William McNabb III, certify that:
1. I have reviewed this report on Form N-Q of Vanguard Index Funds;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: | November 17, 2016 | /s/ F. William McNabb III |
F. William McNabb III | ||
Chief Executive Officer |
CERTIFICATIONS
I, Thomas J. Higgins, certify that:
1. I have reviewed this report on Form N-Q of Vanguard Index Funds;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: | November 17, 2016 | /s/ Thomas J Higgins |
Thomas J. Higgins | ||
Chief Financial Officer |