| Vanguard Growth and Income Fund | |||
| Schedule of Investments (unaudited) | |||
| As of December 31, 2019 | |||
| Market | |||
| Value | |||
| Shares | ($000) | ||
| Common Stocks (97.4%)1 | |||
| Communication Services (9.2%) | |||
| * | Facebook Inc. Class A | 1,012,518 | 207,819 |
| * | Alphabet Inc. Class A | 147,753 | 197,899 |
| Verizon Communications Inc. | 2,529,704 | 155,324 | |
| * | Alphabet Inc. Class C | 96,912 | 129,573 |
| AT&T Inc. | 2,305,730 | 90,108 | |
| Comcast Corp. Class A | 1,454,815 | 65,423 | |
| Walt Disney Co. | 351,605 | 50,853 | |
| * | Take-Two Interactive Software Inc. | 272,852 | 33,405 |
| * | Charter Communications Inc. Class A | 53,130 | 25,772 |
| *,^ Discovery Inc. Series A | 627,463 | 20,543 | |
| * | Electronic Arts Inc. | 179,540 | 19,302 |
| CenturyLink Inc. | 1,425,708 | 18,834 | |
| * | Discovery Inc. Series C | 446,704 | 13,620 |
| Interpublic Group of Cos. Inc. | 541,770 | 12,515 | |
| * | Twitter Inc. | 385,100 | 12,342 |
| Activision Blizzard Inc. | 130,228 | 7,738 | |
| News Corp. Class A | 467,200 | 6,606 | |
| * | Altice USA Inc. Class A | 128,900 | 3,524 |
| TripAdvisor Inc. | 111,610 | 3,391 | |
| News Corp. Class B | 216,140 | 3,136 | |
| ViacomCBS Inc. Class B | 73,705 | 3,093 | |
| * | Netflix Inc. | 9,099 | 2,944 |
| Fox Corp. Class A | 67,200 | 2,491 | |
| Fox Corp. Class B | 60,900 | 2,217 | |
| * | Liberty Media Corp-Liberty SiriusXM Class C | 42,406 | 2,041 |
| * | Yelp Inc. Class A | 55,356 | 1,928 |
| * | Pinterest Inc. Class A | 89,100 | 1,661 |
| * | Liberty Media Corp-Liberty SiriusXM Class A | 26,500 | 1,281 |
| * | DISH Network Corp. Class A | 24,300 | 862 |
| * | Match Group Inc. | 9,100 | 747 |
| * | Snap Inc. | 34,900 | 570 |
| * | SINA Corp. | 10,565 | 422 |
| * | Intelsat SA | 47,300 | 333 |
| * | GCI Liberty Inc. Class A | 4,400 | 312 |
| Telephone & Data Systems Inc. | 8,200 | 209 | |
| Omnicom Group Inc. | 2,289 | 185 | |
| * | Spotify Technology SA | 1,000 | 150 |
| Cable One Inc. | 100 | 149 | |
| * | Zynga Inc. Class A | 23,800 | 146 |
| Sinclair Broadcast Group Inc. Class A | 4,200 | 140 | |
| * | Yandex NV Class A | 3,000 | 131 |
| * | Glu Mobile Inc. | 21,300 | 129 |
| * | Anterix Inc. | 2,816 | 122 |
| *,^ Eros International plc | 34,700 | 118 | |
| * | Care.com Inc. | 6,793 | 102 |
| Emerald Expositions Events Inc. | 9,324 | 98 | |
| * | Lions Gate Entertainment Corp. Class B | 9,900 | 98 |
| Manchester United plc Class A | 2,964 | 59 | |
| * | Sciplay Corp. Class A | 4,201 | 52 |
| * | Central European Media Enterprises Ltd. Class A | 10,600 | 48 |
| * | Rosetta Stone Inc. | 2,421 | 44 |
| * | Liberty TripAdvisor Holdings Inc. Class A | 5,800 | 43 |
| * | DHI Group Inc. | 13,100 | 39 |
| * | IMAX Corp. | 1,861 | 38 |
| * | Liberty Media Corp-Liberty Formula One | 800 | 37 |
| * | TrueCar Inc. | 5,500 | 26 |
| * | United States Cellular Corp. | 700 | 25 |
| * | IAC/InterActiveCorp | 100 | 25 |
| Entravision Communications Corp. Class A | 9,400 | 25 | |
| * | Eventbrite Inc. Class A | 1,200 | 24 |
| *,^ Globalstar Inc. | 43,670 | 23 | |
| * | Fluent Inc. | 8,156 | 20 |
| * | IDT Corp. Class B | 2,800 | 20 |
| * | Cargurus Inc. | 520 | 18 |
| * | Roku Inc. | 100 | 13 |
| * | ORBCOMM Inc. | 3,100 | 13 |
| * | Liberty Broadband Corp. | 100 | 13 |
| * | T-Mobile US Inc. | 100 | 8 |
| * | Live Nation Entertainment Inc. | 100 | 7 |
| * | Vonage Holdings Corp. | 900 | 7 |
| * | Hemisphere Media Group Inc. Class A | 371 | 6 |
| John Wiley & Sons Inc. Class A | 100 | 5 | |
| * | Zillow Group Inc. Class A | 100 | 5 |
| Shenandoah Telecommunications Co. | 100 | 4 | |
| * | Liberty Global plc Class A | 100 | 2 |
| * | Lions Gate Entertainment Corp. Class A | 200 | 2 |
| Gannett Co. Inc. | 208 | 1 | |
| * | Ooma Inc. | 100 | 1 |
| * | MDC Partners Inc. Class A | 416 | 1 |
| * | Clear Channel Outdoor Holdings Inc. | 300 | 1 |
| * | ANGI Homeservices Inc. Class A | 26 | — |
| 1,101,061 | |||
| Consumer Discretionary (11.0%) | |||
| * | Amazon.com Inc. | 159,049 | 293,897 |
| Home Depot Inc. | 550,594 | 120,239 | |
| Starbucks Corp. | 1,006,475 | 88,489 | |
| Target Corp. | 526,766 | 67,537 | |
| * | Booking Holdings Inc. | 32,120 | 65,966 |
| TJX Cos. Inc. | 985,610 | 60,181 | |
| Lowe's Cos. Inc. | 353,084 | 42,285 | |
| * | AutoZone Inc. | 35,476 | 42,263 |
| H&R Block Inc. | 1,619,600 | 38,028 | |
| Garmin Ltd. | 388,908 | 37,942 | |
| McDonald's Corp. | 173,145 | 34,215 | |
| eBay Inc. | 905,587 | 32,701 | |
| Yum! Brands Inc. | 321,815 | 32,416 | |
| NIKE Inc. Class B | 280,420 | 28,409 | |
| Newell Brands Inc. | 1,453,768 | 27,941 | |
| PulteGroup Inc. | 684,056 | 26,541 | |
| Whirlpool Corp. | 148,499 | 21,908 | |
| Carnival Corp. | 411,793 | 20,931 | |
| * | NVR Inc. | 5,463 | 20,805 |
| General Motors Co. | 546,502 | 20,002 | |
| Expedia Group Inc. | 180,517 | 19,521 | |
| Darden Restaurants Inc. | 153,008 | 16,679 | |
| Royal Caribbean Cruises Ltd. | 123,240 | 16,454 | |
| Ross Stores Inc. | 80,600 | 9,383 |
| Best Buy Co. Inc. | 94,571 | 8,303 |
| Lennar Corp. Class A | 140,680 | 7,849 |
| Dollar General Corp. | 49,380 | 7,702 |
| Hilton Worldwide Holdings Inc. | 61,170 | 6,784 |
| * O'Reilly Automotive Inc. | 15,300 | 6,705 |
| Tractor Supply Co. | 66,310 | 6,196 |
| * LKQ Corp. | 172,245 | 6,149 |
| * Norwegian Cruise Line Holdings Ltd. | 101,981 | 5,957 |
| Advance Auto Parts Inc. | 36,630 | 5,867 |
| VF Corp. | 49,700 | 4,953 |
| L Brands Inc. | 264,050 | 4,785 |
| * Ulta Beauty Inc. | 16,400 | 4,152 |
| BorgWarner Inc. | 92,100 | 3,995 |
| Las Vegas Sands Corp. | 57,300 | 3,956 |
| * Under Armour Inc. Class A | 170,500 | 3,683 |
| DR Horton Inc. | 69,580 | 3,670 |
| Tapestry Inc. | 130,000 | 3,506 |
| Goodyear Tire & Rubber Co. | 200,900 | 3,125 |
| * Under Armour Inc. Class C | 156,595 | 3,003 |
| Wyndham Hotels & Resorts Inc. | 40,300 | 2,531 |
| Restaurant Brands International Inc. | 39,300 | 2,506 |
| * Capri Holdings Ltd. | 62,400 | 2,381 |
| * Stamps.com Inc. | 28,100 | 2,347 |
| * Mohawk Industries Inc. | 15,270 | 2,083 |
| Foot Locker Inc. | 50,680 | 1,976 |
| * Chipotle Mexican Grill Inc. Class A | 2,240 | 1,875 |
| * WW International Inc. | 40,700 | 1,555 |
| Kohl's Corp. | 30,200 | 1,539 |
| * Dollar Tree Inc. | 12,400 | 1,166 |
| Dick's Sporting Goods Inc. | 23,551 | 1,166 |
| * Hibbett Sports Inc. | 39,900 | 1,119 |
| * Sleep Number Corp. | 21,716 | 1,069 |
| Leggett & Platt Inc. | 20,640 | 1,049 |
| * Sonos Inc. | 59,000 | 922 |
| * ServiceMaster Global Holdings Inc. | 23,000 | 889 |
| Aptiv plc | 9,300 | 883 |
| * CarMax Inc. | 9,200 | 807 |
| * Fossil Group Inc. | 98,836 | 779 |
| Strategic Education Inc. | 4,800 | 763 |
| * Delphi Technologies plc | 55,700 | 715 |
| Hyatt Hotels Corp. Class A | 7,900 | 709 |
| Genuine Parts Co. | 6,500 | 690 |
| Gentex Corp. | 23,300 | 675 |
| * Etsy Inc. | 13,900 | 616 |
| * Career Education Corp. | 33,200 | 611 |
| La-Z-Boy Inc. | 17,900 | 563 |
| * Groupon Inc. Class A | 188,600 | 451 |
| * K12 Inc. | 22,012 | 448 |
| * Crocs Inc. | 10,458 | 438 |
| * GoPro Inc. Class A | 87,900 | 381 |
| Ford Motor Co. | 34,700 | 323 |
| Abercrombie & Fitch Co. | 17,700 | 306 |
| * Shutterstock Inc. | 7,100 | 304 |
| ^ GameStop Corp. Class A | 46,000 | 280 |
| Fiat Chrysler Automobiles NV | 19,000 | 279 |
| MGM Resorts International | 7,800 | 260 |
| * frontdoor Inc. | 4,500 | 213 |
| Ralph Lauren Corp. Class A | 1,590 | 186 |
| Buckle Inc. | 6,308 | 171 |
| Polaris Inc. | 1,500 | 153 |
| * American Outdoor Brands Corp. | 15,900 | 148 |
| Kontoor Brands Inc. | 3,300 | 139 |
| Rent-A-Center Inc. | 4,800 | 138 |
| * Laureate Education Inc. Class A | 7,600 | 134 |
| * Nautilus Inc. | 74,500 | 130 |
| * Carvana Co. Class A | 1,400 | 129 |
| Core-Mark Holding Co. Inc. | 4,500 | 122 |
| * Despegar.com Corp. | 8,300 | 112 |
| Signet Jewelers Ltd. | 4,900 | 107 |
| Six Flags Entertainment Corp. | 2,300 | 104 |
| Nordstrom Inc. | 2,520 | 103 |
| * Adtalem Global Education Inc. | 2,900 | 101 |
| * Murphy USA Inc. | 800 | 94 |
| * PlayAGS Inc. | 7,423 | 90 |
| * Vista Outdoor Inc. | 11,900 | 89 |
| Designer Brands Inc. Class A | 5,400 | 85 |
| Office Depot Inc. | 29,400 | 81 |
| * American Public Education Inc. | 2,900 | 79 |
| Tilly's Inc. Class A | 6,300 | 77 |
| Magna International Inc. | 1,400 | 77 |
| Graham Holdings Co. Class B | 100 | 64 |
| * Zumiez Inc. | 1,800 | 62 |
| Williams-Sonoma Inc. | 800 | 59 |
| Brunswick Corp. | 900 | 54 |
| Bed Bath & Beyond Inc. | 3,100 | 54 |
| * Hudson Ltd. Class A | 3,266 | 50 |
| * MasterCraft Boat Holdings Inc. | 3,177 | 50 |
| Acushnet Holdings Corp. | 1,176 | 38 |
| Cato Corp. Class A | 2,000 | 35 |
| * Garrett Motion Inc. | 3,100 | 31 |
| Bloomin' Brands Inc. | 1,400 | 31 |
| * Malibu Boats Inc. Class A | 700 | 29 |
| Brinker International Inc. | 677 | 28 |
| Bassett Furniture Industries Inc. | 1,700 | 28 |
| ^ Tailored Brands Inc. | 6,500 | 27 |
| * Sally Beauty Holdings Inc. | 1,400 | 26 |
| * Lululemon Athletica Inc. | 100 | 23 |
| * Burlington Stores Inc. | 100 | 23 |
| Tupperware Brands Corp. | 2,400 | 21 |
| * 1-800-Flowers.com Inc. Class A | 1,200 | 17 |
| * Adient plc | 800 | 17 |
| * Deckers Outdoor Corp. | 100 | 17 |
| * Select Interior Concepts Inc. Class A | 1,732 | 16 |
| Camping World Holdings Inc. Class A | 1,000 | 15 |
| Wynn Resorts Ltd. | 100 | 14 |
| Churchill Downs Inc. | 100 | 14 |
| Tiffany & Co. | 100 | 13 |
| Big 5 Sporting Goods Corp. | 4,016 | 12 |
| Ethan Allen Interiors Inc. | 600 | 11 |
| * Gentherm Inc. | 251 | 11 |
| * America's Car-Mart Inc. | 100 | 11 |
| Hasbro Inc. | 100 | 11 |
| PVH Corp. | 100 | 11 |
| Columbia Sportswear Co. | 100 | 10 |
| * Grubhub Inc. | 200 | 10 |
| Citi Trends Inc. | 400 | 9 |
| * Wayfair Inc. | 100 | 9 |
| Cooper Tire & Rubber Co. | 300 | 9 |
| * Planet Fitness Inc. Class A | 100 | 7 |
| * Ollie's Bargain Outlet Holdings Inc. | 100 | 7 |
| Wyndham Destinations Inc. | 100 | 5 |
| * Monarch Casino & Resort Inc. | 100 | 5 |
| Yum China Holdings Inc. | 100 | 5 |
| * Party City Holdco Inc. | 2,049 | 5 |
| * Genesco Inc. | 100 | 5 |
| Lennar Corp. Class B | 100 | 4 |
| BBX Capital Corp. Class A | 900 | 4 |
| * M/I Homes Inc. | 100 | 4 |
| Shoe Carnival Inc. | 100 | 4 |
| Dana Inc. | 200 | 4 |
| Superior Industries International Inc. | 975 | 4 |
| * Hilton Grand Vacations Inc. | 100 | 3 |
| Wolverine World Wide Inc. | 100 | 3 |
| * Cooper-Standard Holdings Inc. | 100 | 3 |
| * SeaWorld Entertainment Inc. | 95 | 3 |
| Tenneco Inc. Class A | 228 | 3 |
| Extended Stay America Inc. | 200 | 3 |
| Hanesbrands Inc. | 200 | 3 |
| American Eagle Outfitters Inc. | 200 | 3 |
| * El Pollo Loco Holdings Inc. | 193 | 3 |
| * Beazer Homes USA Inc. | 200 | 3 |
| * Urban Outfitters Inc. | 100 | 3 |
| * Stitch Fix Inc. Class A | 100 | 3 |
| * Playa Hotels & Resorts NV | 300 | 3 |
| * Vera Bradley Inc. | 200 | 2 |
| * Modine Manufacturing Co. | 300 | 2 |
| * Biglari Holdings Inc. Class B | 20 | 2 |
| * Noodles & Co. Class A | 400 | 2 |
| Ruth's Hospitality Group Inc. | 100 | 2 |
| * Rubicon Project Inc. | 210 | 2 |
| * Carrols Restaurant Group Inc. | 229 | 2 |
| * Everi Holdings Inc. | 100 | 1 |
| * Barnes & Noble Education Inc. | 300 | 1 |
| * Yatra Online Inc. | 400 | 1 |
| * Quotient Technology Inc. | 116 | 1 |
| * Kirkland's Inc. | 900 | 1 |
| * Express Inc. | 200 | 1 |
| * Turtle Beach Corp. | 100 | 1 |
| Pier 1 Imports Inc. | 100 | 1 |
| * Horizon Global Corp. | 160 | 1 |
| * Container Store Group Inc. | 100 | — |
| J. Jill Inc. | 200 | — |
| Movado Group Inc. | 10 | — |
| 1,326,484 | ||
| Consumer Staples (7.4%) | ||
| Procter & Gamble Co. | 1,005,912 | 125,638 |
| Costco Wholesale Corp. | 329,593 | 96,874 |
| Coca-Cola Co. | 1,674,422 | 92,679 |
| PepsiCo Inc. | 600,012 | 82,004 |
| Walmart Inc. | 662,717 | 78,757 |
| Mondelez International Inc. Class A | 1,037,633 | 57,153 | |
| Kimberly-Clark Corp. | 381,125 | 52,424 | |
| Colgate-Palmolive Co. | 649,814 | 44,733 | |
| Philip Morris International Inc. | 494,503 | 42,077 | |
| Sysco Corp. | 376,337 | 32,192 | |
| General Mills Inc. | 574,729 | 30,782 | |
| Kraft Heinz Co. | 929,433 | 29,863 | |
| Coty Inc. Class A | 1,881,926 | 21,172 | |
| Campbell Soup Co. | 427,222 | 21,113 | |
| * | Monster Beverage Corp. | 300,410 | 19,091 |
| Molson Coors Brewing Co. Class B | 311,830 | 16,808 | |
| Altria Group Inc. | 292,055 | 14,576 | |
| Estee Lauder Cos. Inc. Class A | 67,860 | 14,016 | |
| * | US Foods Holding Corp. | 73,100 | 3,062 |
| Kroger Co. | 98,600 | 2,858 | |
| Spectrum Brands Holdings Inc. | 15,743 | 1,012 | |
| JM Smucker Co. | 9,700 | 1,010 | |
| Coca-Cola European Partners plc | 19,200 | 977 | |
| * | Nomad Foods Ltd. | 42,000 | 940 |
| Church & Dwight Co. Inc. | 9,313 | 655 | |
| * | Post Holdings Inc. | 6,000 | 655 |
| * | USANA Health Sciences Inc. | 7,343 | 577 |
| Nu Skin Enterprises Inc. Class A | 13,200 | 541 | |
| Walgreens Boots Alliance Inc. | 8,030 | 473 | |
| * | Pilgrim's Pride Corp. | 10,300 | 337 |
| Lamb Weston Holdings Inc. | 3,300 | 284 | |
| * | Performance Food Group Co. | 3,797 | 195 |
| * | TreeHouse Foods Inc. | 3,806 | 185 |
| * | Central Garden & Pet Co. Class A | 6,150 | 181 |
| *,^ Pyxus International Inc. | 16,200 | 145 | |
| Cott Corp. | 9,900 | 135 | |
| Bunge Ltd. | 1,900 | 109 | |
| Cal-Maine Foods Inc. | 1,100 | 47 | |
| * | Hostess Brands Inc. Class A | 2,795 | 41 |
| * | Boston Beer Co. Inc. Class A | 100 | 38 |
| Natural Grocers by Vitamin Cottage Inc. | 3,020 | 30 | |
| * | Sprouts Farmers Market Inc. | 1,300 | 25 |
| Flowers Foods Inc. | 1,021 | 22 | |
| Seaboard Corp. | 5 | 21 | |
| J&J Snack Foods Corp. | 100 | 18 | |
| McCormick & Co. Inc. | 100 | 17 | |
| Clorox Co. | 100 | 15 | |
| Lancaster Colony Corp. | 94 | 15 | |
| * | Craft Brew Alliance Inc. | 800 | 13 |
| Ingredion Inc. | 100 | 9 | |
| John B Sanfilippo & Son Inc. | 100 | 9 | |
| Tyson Foods Inc. Class A | 100 | 9 | |
| * | BJ's Wholesale Club Holdings Inc. | 300 | 7 |
| Brown-Forman Corp. Class B | 100 | 7 | |
| * | Herbalife Nutrition Ltd. | 100 | 5 |
| Hormel Foods Corp. | 100 | 5 | |
| Fresh Del Monte Produce Inc. | 100 | 4 | |
| * | Simply Good Foods Co. | 96 | 3 |
| * | elf Beauty Inc. | 100 | 2 |
| * | United Natural Foods Inc. | 143 | 1 |
| 886,646 | |||
| Energy (3.4%) | ||
| Chevron Corp. | 851,634 | 102,630 |
| ConocoPhillips | 1,413,048 | 91,890 |
| Exxon Mobil Corp. | 591,226 | 41,256 |
| Marathon Oil Corp. | 1,974,694 | 26,816 |
| Devon Energy Corp. | 969,667 | 25,182 |
| Schlumberger Ltd. | 591,210 | 23,767 |
| Kinder Morgan Inc. | 857,300 | 18,149 |
| EOG Resources Inc. | 182,381 | 15,276 |
| Valero Energy Corp. | 136,440 | 12,778 |
| ONEOK Inc. | 132,560 | 10,031 |
| HollyFrontier Corp. | 190,594 | 9,665 |
| Phillips 66 | 86,341 | 9,619 |
| Cabot Oil & Gas Corp. | 398,371 | 6,936 |
| Occidental Petroleum Corp. | 123,210 | 5,077 |
| Williams Cos. Inc. | 122,500 | 2,906 |
| TechnipFMC plc | 108,900 | 2,335 |
| Continental Resources Inc. | 64,000 | 2,195 |
| Baker Hughes Co. Class A | 33,700 | 864 |
| Plains GP Holdings LP Class A | 40,700 | 771 |
| Cameco Corp. | 86,600 | 771 |
| Parsley Energy Inc. Class A | 36,700 | 694 |
| Pioneer Natural Resources Co. | 3,900 | 590 |
| Marathon Petroleum Corp. | 7,230 | 436 |
| EQT Corp. | 32,400 | 353 |
| National Oilwell Varco Inc. | 14,000 | 351 |
| Helmerich & Payne Inc. | 7,200 | 327 |
| * Oceaneering International Inc. | 12,800 | 191 |
| QEP Resources Inc. | 41,800 | 188 |
| Halliburton Co. | 5,270 | 129 |
| * W&T Offshore Inc. | 22,700 | 126 |
| Peabody Energy Corp. | 13,300 | 121 |
| Archrock Inc. | 11,600 | 116 |
| NexTier Oilfield Solutions Inc. | 17,000 | 114 |
| SM Energy Co. | 8,900 | 100 |
| * Jagged Peak Energy Inc. | 9,000 | 76 |
| Solaris Oilfield Infrastructure Inc. Class A | 5,300 | 74 |
| PBF Energy Inc. Class A | 2,300 | 72 |
| * Centennial Resource Development Inc. Class A | 14,300 | 66 |
| Geopark Ltd. | 2,408 | 53 |
| Cactus Inc. Class A | 1,500 | 51 |
| * Forum Energy Technologies Inc. | 29,100 | 49 |
| * Exterran Corp. | 4,200 | 33 |
| * Helix Energy Solutions Group Inc. | 3,156 | 30 |
| Mammoth Energy Services Inc. | 12,398 | 27 |
| * Apergy Corp. | 700 | 24 |
| Evolution Petroleum Corp. | 3,400 | 19 |
| * Chesapeake Energy Corp. | 21,614 | 18 |
| Nordic American Tankers Ltd. | 3,500 | 17 |
| Berry Petroleum Corp. | 1,700 | 16 |
| NACCO Industries Inc. Class A | 327 | 15 |
| * Diamond S Shipping Inc. | 800 | 13 |
| * Era Group Inc. | 1,261 | 13 |
| * Dorian LPG Ltd. | 700 | 11 |
| Concho Resources Inc. | 100 | 9 |
| Hess Corp. | 100 | 7 |
| * Contura Energy Inc. | 600 | 5 |
| * Dril-Quip Inc. | 100 | 5 |
| DMC Global Inc. | 100 | 4 |
| Enbridge Inc. | 100 | 4 |
| * SandRidge Energy Inc. | 812 | 3 |
| Green Plains Inc. | 200 | 3 |
| Cenovus Energy Inc. | 300 | 3 |
| * WPX Energy Inc. | 200 | 3 |
| * Navigator Holdings Ltd. | 200 | 3 |
| Murphy Oil Corp. | 100 | 3 |
| Equitrans Midstream Corp. | 200 | 3 |
| * PDC Energy Inc. | 100 | 3 |
| * Noble Corp. plc | 2,100 | 3 |
| Apache Corp. | 100 | 3 |
| * Earthstone Energy Inc. Class A | 400 | 3 |
| * Magnolia Oil & Gas Corp. Class A | 200 | 2 |
| * Tellurian Inc. | 300 | 2 |
| * FTS International Inc. | 1,986 | 2 |
| * CONSOL Energy Inc. | 124 | 2 |
| * Gulf Island Fabrication Inc. | 343 | 2 |
| * Natural Gas Services Group Inc. | 100 | 1 |
| * Energy Fuels Inc. | 500 | 1 |
| * Overseas Shipholding Group Inc. Class A | 400 | 1 |
| * ION Geophysical Corp. | 100 | 1 |
| * Matrix Service Co. | 30 | 1 |
| RPC Inc. | 100 | 1 |
| * McDermott International Inc. | 400 | — |
| * CNX Resources Corp. | 5 | — |
| * SilverBow Resources Inc. | 3 | — |
| 413,510 | ||
| Financials (12.5%) | ||
| JPMorgan Chase & Co. | 1,057,950 | 147,478 |
| Bank of America Corp. | 3,890,096 | 137,009 |
| * Berkshire Hathaway Inc. Class B | 597,204 | 135,267 |
| Citigroup Inc. | 1,686,075 | 134,701 |
| Synchrony Financial | 1,815,716 | 65,384 |
| American Express Co. | 497,883 | 61,981 |
| Wells Fargo & Co. | 1,065,506 | 57,324 |
| Allstate Corp. | 411,376 | 46,259 |
| MetLife Inc. | 847,028 | 43,173 |
| Intercontinental Exchange Inc. | 453,533 | 41,974 |
| S&P Global Inc. | 150,221 | 41,018 |
| US Bancorp | 684,595 | 40,590 |
| Morgan Stanley | 768,604 | 39,291 |
| MSCI Inc. Class A | 132,367 | 34,174 |
| Discover Financial Services | 386,019 | 32,742 |
| Capital One Financial Corp. | 309,252 | 31,825 |
| Regions Financial Corp. | 1,750,905 | 30,046 |
| Fifth Third Bancorp | 830,808 | 25,539 |
| Cincinnati Financial Corp. | 219,572 | 23,088 |
| Unum Group | 790,519 | 23,052 |
| Hartford Financial Services Group Inc. | 370,870 | 22,538 |
| Moody's Corp. | 93,620 | 22,226 |
| Progressive Corp. | 286,040 | 20,706 |
| State Street Corp. | 243,383 | 19,252 |
| M&T Bank Corp. | 108,588 | 18,433 |
| Ameriprise Financial Inc. | 92,704 | 15,443 |
| Aflac Inc. | 273,848 | 14,487 |
| E*TRADE Financial Corp. | 293,500 | 13,316 |
| Comerica Inc. | 168,380 | 12,081 |
| PNC Financial Services Group Inc. | 71,941 | 11,484 |
| T. Rowe Price Group Inc. | 90,509 | 11,028 |
| Zions Bancorp NA | 210,577 | 10,933 |
| BlackRock Inc. | 18,270 | 9,184 |
| Willis Towers Watson plc | 41,220 | 8,324 |
| Arthur J Gallagher & Co. | 86,370 | 8,225 |
| Cboe Global Markets Inc. | 65,441 | 7,853 |
| Citizens Financial Group Inc. | 185,130 | 7,518 |
| Bank of New York Mellon Corp. | 139,719 | 7,032 |
| Ares Capital Corp. | 360,100 | 6,716 |
| Marsh & McLennan Cos. Inc. | 48,301 | 5,381 |
| Aon plc | 24,200 | 5,041 |
| Affiliated Managers Group Inc. | 50,210 | 4,255 |
| KeyCorp | 190,470 | 3,855 |
| Invesco Ltd. | 191,890 | 3,450 |
| First American Financial Corp. | 55,400 | 3,231 |
| Prudential Financial Inc. | 30,866 | 2,893 |
| Charles Schwab Corp. | 54,445 | 2,589 |
| East West Bancorp Inc. | 38,700 | 1,885 |
| First Hawaiian Inc. | 63,212 | 1,824 |
| Voya Financial Inc. | 29,000 | 1,768 |
| * SVB Financial Group | 6,070 | 1,524 |
| Truist Financial Corp. | 23,300 | 1,312 |
| * Green Dot Corp. Class A | 51,100 | 1,191 |
| Wintrust Financial Corp. | 15,702 | 1,113 |
| Fidelity National Financial Inc. | 24,100 | 1,093 |
| Navient Corp. | 77,500 | 1,060 |
| CME Group Inc. | 5,165 | 1,037 |
| Jefferies Financial Group Inc. | 45,141 | 965 |
| Globe Life Inc. | 8,211 | 864 |
| * Brighthouse Financial Inc. | 22,000 | 863 |
| Principal Financial Group Inc. | 13,600 | 748 |
| Nasdaq Inc. | 6,666 | 714 |
| TD Ameritrade Holding Corp. | 14,200 | 706 |
| OneMain Holdings Inc. | 12,900 | 544 |
| AXA Equitable Holdings Inc. | 19,000 | 471 |
| Bank of NT Butterfield & Son Ltd. | 12,100 | 448 |
| Credicorp Ltd. | 2,100 | 448 |
| * Arch Capital Group Ltd. | 9,700 | 416 |
| Investors Bancorp Inc. | 32,850 | 391 |
| Signature Bank | 2,729 | 373 |
| FS KKR Capital Corp. | 60,700 | 372 |
| MFA Financial Inc. | 44,128 | 338 |
| Huntington Bancshares Inc. | 21,702 | 327 |
| * Third Point Reinsurance Ltd. | 30,900 | 325 |
| BankUnited Inc. | 8,300 | 303 |
| Popular Inc. | 4,600 | 270 |
| CNO Financial Group Inc. | 14,200 | 257 |
| * PRA Group Inc. | 6,500 | 236 |
| Umpqua Holdings Corp. | 12,800 | 227 |
| IBERIABANK Corp. | 2,600 | 195 |
| American Equity Investment Life Holding Co. | 6,462 | 193 |
| * Markel Corp. | 156 | 178 |
| New York Community Bancorp Inc. | 14,500 | 174 |
| National General Holdings Corp. | 7,516 | 166 |
| * On Deck Capital Inc. | 39,767 | 165 |
| Westamerica Bancorporation | 2,300 | 156 |
| Golub Capital BDC Inc. | 8,400 | 155 |
| Mercury General Corp. | 3,100 | 151 |
| Brightsphere Investment Group Inc. | 13,780 | 141 |
| Federated Investors Inc. Class B | 4,100 | 134 |
| FNB Corp. | 10,294 | 131 |
| Sterling Bancorp | 5,600 | 118 |
| Apollo Investment Corp. | 6,700 | 117 |
| Evercore Inc. Class A | 1,500 | 112 |
| SEI Investments Co. | 1,700 | 111 |
| Washington Federal Inc. | 3,000 | 110 |
| * Blucora Inc. | 4,200 | 110 |
| Hanover Insurance Group Inc. | 729 | 100 |
| Hilltop Holdings Inc. | 3,900 | 97 |
| TCG BDC Inc. | 7,200 | 96 |
| International Bancshares Corp. | 2,104 | 91 |
| Associated Banc-Corp | 3,800 | 84 |
| American Financial Group Inc. | 757 | 83 |
| * Athene Holding Ltd. Class A | 1,700 | 80 |
| Ally Financial Inc. | 2,316 | 71 |
| MGIC Investment Corp. | 4,900 | 69 |
| Webster Financial Corp. | 1,300 | 69 |
| * MBIA Inc. | 7,400 | 69 |
| UMB Financial Corp. | 1,000 | 69 |
| Assured Guaranty Ltd. | 1,400 | 69 |
| United Bankshares Inc. | 1,701 | 66 |
| Kearny Financial Corp. | 4,700 | 65 |
| LPL Financial Holdings Inc. | 700 | 65 |
| Primerica Inc. | 481 | 63 |
| First BanCorp | 5,900 | 62 |
| Morningstar Inc. | 400 | 60 |
| American International Group Inc. | 1,170 | 60 |
| Capitol Federal Financial Inc. | 4,300 | 59 |
| Exantas Capital Corp. | 4,700 | 55 |
| Renasant Corp. | 1,500 | 53 |
| Moelis & Co. Class A | 1,612 | 51 |
| Boston Private Financial Holdings Inc. | 3,700 | 44 |
| * Credit Acceptance Corp. | 100 | 44 |
| Eagle Bancorp Inc. | 900 | 44 |
| City Holding Co. | 529 | 43 |
| Community Bank System Inc. | 600 | 43 |
| Stock Yards Bancorp Inc. | 1,022 | 42 |
| OFG Bancorp | 1,700 | 40 |
| BancorpSouth Bank | 1,200 | 38 |
| Oaktree Specialty Lending Corp. | 6,900 | 38 |
| * Atlantic Capital Bancshares Inc. | 1,923 | 35 |
| * Enova International Inc. | 1,400 | 34 |
| Bain Capital Specialty Finance Inc. | 1,700 | 34 |
| First Busey Corp. | 1,200 | 33 |
| TriCo Bancshares | 800 | 33 |
| TPG RE Finance Trust Inc. | 1,600 | 32 |
| Meridian Bancorp Inc. | 1,595 | 32 |
| WesBanco Inc. | 834 | 31 |
| Central Pacific Financial Corp. | 1,000 | 30 |
| Banner Corp. | 500 | 28 |
| OceanFirst Financial Corp. | 1,100 | 28 |
| Saratoga Investment Corp. | 1,100 | 27 |
| Flushing Financial Corp. | 1,250 | 27 |
| First Bancorp | 600 | 24 |
| Goldman Sachs Group Inc. | 101 | 23 |
| Peapack Gladstone Financial Corp. | 700 | 22 |
| Byline Bancorp Inc. | 1,100 | 22 |
| First Financial Bankshares Inc. | 600 | 21 |
| First Financial Northwest Inc. | 1,386 | 21 |
| Independent Bank Corp. | 900 | 20 |
| WisdomTree Investments Inc. | 4,100 | 20 |
| Southern National Bancorp of Virginia Inc. | 1,200 | 20 |
| Argo Group International Holdings Ltd. | 286 | 19 |
| Erie Indemnity Co. Class A | 100 | 17 |
| Reinsurance Group of America Inc. Class A | 100 | 16 |
| State Auto Financial Corp. | 500 | 15 |
| Flagstar Bancorp Inc. | 400 | 15 |
| KKR Real Estate Finance Trust Inc. | 700 | 14 |
| PJT Partners Inc. | 294 | 13 |
| Pacific Premier Bancorp Inc. | 400 | 13 |
| * Axos Financial Inc. | 400 | 12 |
| Preferred Bank | 200 | 12 |
| Horizon Technology Finance Corp. | 924 | 12 |
| Heritage Commerce Corp. | 900 | 12 |
| Northern Trust Corp. | 100 | 11 |
| Westwood Holdings Group Inc. | 325 | 10 |
| * Elevate Credit Inc. | 2,155 | 10 |
| United Community Financial Corp. | 800 | 9 |
| * World Acceptance Corp. | 100 | 9 |
| Independent Bank Corp. | 100 | 8 |
| Amalgamated Bank Class A | 405 | 8 |
| Prosperity Bancshares Inc. | 100 | 7 |
| BlackRock TCP Capital Corp. | 500 | 7 |
| Peoples Bancorp Inc. | 200 | 7 |
| WR Berkley Corp. | 100 | 7 |
| Lakeland Bancorp Inc. | 380 | 7 |
| AMERISAFE Inc. | 100 | 7 |
| Selective Insurance Group Inc. | 100 | 6 |
| Walker & Dunlop Inc. | 100 | 6 |
| TPG Specialty Lending Inc. | 300 | 6 |
| Pinnacle Financial Partners Inc. | 89 | 6 |
| * Texas Capital Bancshares Inc. | 100 | 6 |
| * eHealth Inc. | 59 | 6 |
| Hanmi Financial Corp. | 278 | 6 |
| Axis Capital Holdings Ltd. | 89 | 5 |
| 1st Source Corp. | 100 | 5 |
| Western Alliance Bancorp | 91 | 5 |
| CIT Group Inc. | 100 | 5 |
| Lincoln National Corp. | 75 | 4 |
| WSFS Financial Corp. | 100 | 4 |
| Hancock Whitney Corp. | 100 | 4 |
| QCR Holdings Inc. | 100 | 4 |
| CVB Financial Corp. | 200 | 4 |
| Ameris Bancorp | 100 | 4 |
| Solar Capital Ltd. | 200 | 4 |
| Stewart Information Services Corp. | 100 | 4 |
| S&T Bancorp Inc. | 100 | 4 |
| Home BancShares Inc. | 199 | 4 |
| First Interstate BancSystem Inc. Class A | 92 | 4 |
| PacWest Bancorp | 100 | 4 |
| Sandy Spring Bancorp Inc. | 100 | 4 |
| Granite Point Mortgage Trust Inc. | 200 | 4 |
| Meta Financial Group Inc. | 100 | 4 |
| Ladder Capital Corp. Class A | 200 | 4 |
| ARMOUR Residential REIT Inc. | 200 | 4 |
| First Mid Bancshares Inc. | 100 | 4 |
| Great Western Bancorp Inc. | 100 | 3 |
| * HomeStreet Inc. | 100 | 3 |
| Northwest Bancshares Inc. | 200 | 3 |
| HomeTrust Bancshares Inc. | 122 | 3 |
| United Community Banks Inc. | 105 | 3 |
| Ares Commercial Real Estate Corp. | 200 | 3 |
| AG Mortgage Investment Trust Inc. | 200 | 3 |
| Home Bancorp Inc. | 76 | 3 |
| Annaly Capital Management Inc. | 300 | 3 |
| * Ocwen Financial Corp. | 2,000 | 3 |
| Simmons First National Corp. Class A | 100 | 3 |
| Heritage Insurance Holdings Inc. | 200 | 3 |
| Franklin Resources Inc. | 100 | 3 |
| * Bancorp Inc. | 200 | 3 |
| Janus Henderson Group plc | 100 | 2 |
| Cadence BanCorp Class A | 132 | 2 |
| TCF Financial Corp. | 50 | 2 |
| First Midwest Bancorp Inc. | 100 | 2 |
| Trustmark Corp. | 66 | 2 |
| Nelnet Inc. Class A | 38 | 2 |
| Opus Bank | 83 | 2 |
| FGL Holdings | 200 | 2 |
| PennantPark Investment Corp. | 300 | 2 |
| Oxford Square Capital Corp. | 352 | 2 |
| BGC Partners Inc. Class A | 300 | 2 |
| * Columbia Financial Inc. | 100 | 2 |
| People's United Financial Inc. | 100 | 2 |
| Waddell & Reed Financial Inc. Class A | 100 | 2 |
| * Cowen Inc. Class A | 100 | 2 |
| Old Second Bancorp Inc. | 100 | 1 |
| * LendingClub Corp. | 100 | 1 |
| Valley National Bancorp | 100 | 1 |
| Prospect Capital Corp. | 100 | 1 |
| * Cannae Holdings Inc. | 17 | 1 |
| First Defiance Financial Corp. | 12 | — |
| Oppenheimer Holdings Inc. Class A | 13 | — |
| Veritex Holdings Inc. | 11 | — |
| * Spirit of Texas Bancshares Inc. | 1 | — |
| 1,499,586 | ||
| Health Care (14.2%) | ||
| Johnson & Johnson | 1,439,186 | 209,934 |
| Merck & Co. Inc. | 1,516,186 | 137,897 |
| AbbVie Inc. | 1,535,009 | 135,910 |
| UnitedHealth Group Inc. | 325,934 | 95,818 |
| Pfizer Inc. | 1,805,753 | 70,749 |
| Bristol-Myers Squibb Co. | 1,007,885 | 64,696 |
| Abbott Laboratories | 730,649 | 63,464 |
| Eli Lilly & Co. | 475,168 | 62,451 |
| Medtronic plc | 516,895 | 58,642 |
| Amgen Inc. | 189,761 | 45,746 |
| Agilent Technologies Inc. | 503,619 | 42,964 |
| HCA Healthcare Inc. | 290,622 | 42,957 |
| Gilead Sciences Inc. | 576,741 | 37,477 |
| Thermo Fisher Scientific Inc. | 109,723 | 35,646 |
| * IQVIA Holdings Inc. | 199,571 | 30,836 |
| * Varian Medical Systems Inc. | 216,847 | 30,794 |
| Becton Dickinson and Co. | 110,313 | 30,002 |
| Zimmer Biomet Holdings Inc. | 191,169 | 28,614 |
| CVS Health Corp. | 383,758 | 28,509 |
| * Biogen Inc. | 91,480 | 27,145 |
| Humana Inc. | 71,041 | 26,038 |
| * Incyte Corp. | 292,916 | 25,577 |
| AmerisourceBergen Corp. Class A | 297,425 | 25,287 |
| Stryker Corp. | 115,290 | 24,204 |
| * Align Technology Inc. | 84,848 | 23,676 |
| * Vertex Pharmaceuticals Inc. | 102,529 | 22,449 |
| * DaVita Inc. | 287,658 | 21,583 |
| * Henry Schein Inc. | 315,075 | 21,022 |
| * Intuitive Surgical Inc. | 30,161 | 17,830 |
| Anthem Inc. | 50,877 | 15,366 |
| * Waters Corp. | 64,713 | 15,120 |
| * Edwards Lifesciences Corp. | 62,540 | 14,590 |
| Cardinal Health Inc. | 260,170 | 13,159 |
| Universal Health Services Inc. Class B | 86,429 | 12,399 |
| Allergan plc | 59,400 | 11,356 |
| * Hologic Inc. | 209,147 | 10,920 |
| * Boston Scientific Corp. | 184,701 | 8,352 |
| * Regeneron Pharmaceuticals Inc. | 18,080 | 6,789 |
| Cerner Corp. | 92,424 | 6,783 |
| * Molina Healthcare Inc. | 45,602 | 6,188 |
| * Mettler-Toledo International Inc. | 7,005 | 5,557 |
| McKesson Corp. | 35,960 | 4,974 |
| Zoetis Inc. | 36,800 | 4,870 |
| Quest Diagnostics Inc. | 41,900 | 4,475 |
| * Alexion Pharmaceuticals Inc. | 40,640 | 4,395 |
| Dentsply Sirona Inc. | 77,006 | 4,358 |
| * Horizon Therapeutics plc | 115,900 | 4,196 |
| Cigna Corp. | 17,922 | 3,665 |
| * Centene Corp. | 53,280 | 3,350 |
| Bruker Corp. | 52,700 | 2,686 |
| * Mylan NV | 132,200 | 2,657 |
| * Elanco Animal Health Inc. | 81,000 | 2,385 |
| Danaher Corp. | 15,458 | 2,373 |
| * QIAGEN NV | 68,100 | 2,302 |
| * Alcon Inc. | 40,400 | 2,285 |
| * IDEXX Laboratories Inc. | 8,614 | 2,249 |
| * Nevro Corp. | 19,100 | 2,245 |
| ResMed Inc. | 13,170 | 2,041 |
| * Lannett Co. Inc. | 162,300 | 1,432 |
| * Arrowhead Pharmaceuticals Inc. | 21,200 | 1,345 |
| * ABIOMED Inc. | 7,350 | 1,254 |
| * Pacira BioSciences Inc. | 27,300 | 1,237 |
| * Myriad Genetics Inc. | 43,200 | 1,176 |
| * Karyopharm Therapeutics Inc. | 55,600 | 1,066 |
| Encompass Health Corp. | 14,101 | 977 |
| * Magellan Health Inc. | 10,861 | 850 |
| * | Allscripts Healthcare Solutions Inc. | 85,200 | 836 |
| * | ICON plc | 4,700 | 809 |
| * | Halozyme Therapeutics Inc. | 39,600 | 702 |
| * | Heron Therapeutics Inc. | 26,100 | 613 |
| * | PTC Therapeutics Inc. | 12,700 | 610 |
| * | Amedisys Inc. | 3,500 | 584 |
| * | Editas Medicine Inc. | 18,600 | 551 |
| * | AMAG Pharmaceuticals Inc. | 44,700 | 544 |
| * | Immunomedics Inc. | 25,700 | 544 |
| * | Insmed Inc. | 22,600 | 540 |
| * | LivaNova plc | 7,100 | 536 |
| * | Exelixis Inc. | 30,200 | 532 |
| * | Zogenix Inc. | 10,000 | 521 |
| * | IVERIC bio Inc. | 58,800 | 505 |
| * | United Therapeutics Corp. | 5,600 | 493 |
| * | Amicus Therapeutics Inc. | 50,500 | 492 |
| Hill-Rom Holdings Inc. | 4,300 | 488 | |
| * | Veeva Systems Inc. Class A | 3,300 | 464 |
| * | HMS Holdings Corp. | 14,937 | 442 |
| * | Laboratory Corp. of America Holdings | 2,392 | 405 |
| * | MyoKardia Inc. | 5,500 | 401 |
| * | Moderna Inc. | 18,700 | 366 |
| * | Sage Therapeutics Inc. | 4,900 | 354 |
| * | Neogen Corp. | 5,200 | 339 |
| * | Taro Pharmaceutical Industries Ltd. | 3,800 | 334 |
| * | Ionis Pharmaceuticals Inc. | 5,000 | 302 |
| * | Triple-S Management Corp. Class B | 16,149 | 299 |
| * | OraSure Technologies Inc. | 36,999 | 297 |
| * | Assertio Therapeutics Inc. | 229,900 | 287 |
| * | Axsome Therapeutics Inc. | 2,639 | 273 |
| Cooper Cos. Inc. | 838 | 269 | |
| * | AnaptysBio Inc. | 16,499 | 268 |
| * | Integer Holdings Corp. | 3,327 | 268 |
| * | Cara Therapeutics Inc. | 15,600 | 251 |
| * | Ardelyx Inc. | 31,747 | 238 |
| * | Catalent Inc. | 3,900 | 220 |
| * | Portola Pharmaceuticals Inc. | 8,800 | 210 |
| *,^ Omeros Corp. | 12,500 | 176 | |
| PerkinElmer Inc. | 1,800 | 175 | |
| * | Neoleukin Therapeutics Inc. | 14,100 | 174 |
| * | Neurocrine Biosciences Inc. | 1,500 | 161 |
| * | CytomX Therapeutics Inc. | 18,800 | 156 |
| * | CareDx Inc. | 7,100 | 153 |
| *,^ Akcea Therapeutics Inc. | 8,903 | 151 | |
| * | Fate Therapeutics Inc. | 7,625 | 149 |
| * | Catalyst Pharmaceuticals Inc. | 37,700 | 141 |
| * | AngioDynamics Inc. | 8,400 | 135 |
| * | Premier Inc. Class A | 3,500 | 133 |
| * | Biohaven Pharmaceutical Holding Co. Ltd. | 2,319 | 126 |
| * | Dicerna Pharmaceuticals Inc. | 5,501 | 121 |
| * | Retrophin Inc. | 8,400 | 119 |
| * | Coherus Biosciences Inc. | 6,600 | 119 |
| *,^ Dynavax Technologies Corp. Class A | 20,500 | 117 | |
| * | Accuray Inc. | 38,368 | 108 |
| * | Radius Health Inc. | 5,300 | 107 |
| Luminex Corp. | 4,600 | 107 | |
| * | Innoviva Inc. | 6,802 | 96 |
| * | ImmunoGen Inc. | 18,867 | 96 |
| * | Masimo Corp. | 600 | 95 |
| * | Akebia Therapeutics Inc. | 13,800 | 87 |
| *,^ Corbus Pharmaceuticals Holdings Inc. | 15,900 | 87 | |
| * | Intercept Pharmaceuticals Inc. | 700 | 87 |
| * | GenMark Diagnostics Inc. | 17,409 | 84 |
| * | Cymabay Therapeutics Inc. | 40,600 | 80 |
| * | Cerus Corp. | 18,700 | 79 |
| * | Supernus Pharmaceuticals Inc. | 3,200 | 76 |
| * | Alkermes plc | 3,600 | 73 |
| * | Recro Pharma Inc. | 3,822 | 70 |
| Patterson Cos. Inc. | 3,400 | 70 | |
| * | MEDNAX Inc. | 2,400 | 67 |
| * | NextGen Healthcare Inc. | 3,800 | 61 |
| * | ANI Pharmaceuticals Inc. | 900 | 56 |
| * | AtriCure Inc. | 1,700 | 55 |
| * | Cronos Group Inc. | 6,900 | 53 |
| * | Natus Medical Inc. | 1,508 | 50 |
| * | Momenta Pharmaceuticals Inc. | 2,300 | 45 |
| Chemed Corp. | 100 | 44 | |
| * | Eagle Pharmaceuticals Inc. | 706 | 42 |
| * | BioMarin Pharmaceutical Inc. | 500 | 42 |
| * | Orthofix Medical Inc. | 900 | 42 |
| * | Spectrum Pharmaceuticals Inc. | 10,800 | 39 |
| * | BioDelivery Sciences International Inc. | 5,900 | 37 |
| * | Solid Biosciences Inc. | 8,142 | 36 |
| * | Calithera Biosciences Inc. | 6,158 | 35 |
| * | CEL-SCI Corp. | 3,800 | 35 |
| * | Abeona Therapeutics Inc. | 10,200 | 33 |
| * | WellCare Health Plans Inc. | 100 | 33 |
| * | HealthStream Inc. | 1,200 | 33 |
| * | Zymeworks Inc. | 700 | 32 |
| *,^ Compugen Ltd. | 5,202 | 31 | |
| Meridian Bioscience Inc. | 3,100 | 30 | |
| * | Integra LifeSciences Holdings Corp. | 500 | 29 |
| Owens & Minor Inc. | 5,463 | 28 | |
| * | Paratek Pharmaceuticals Inc. | 6,941 | 28 |
| * | Ironwood Pharmaceuticals Inc. Class A | 2,100 | 28 |
| * | Chimerix Inc. | 13,300 | 27 |
| * | Avanos Medical Inc. | 800 | 27 |
| * | Fluidigm Corp. | 7,118 | 25 |
| * | Adaptive Biotechnologies Corp. | 800 | 24 |
| * | Oxford Immunotec Global plc | 1,400 | 23 |
| * | Strongbridge Biopharma plc | 10,900 | 23 |
| * | Protagonist Therapeutics Inc. | 3,225 | 23 |
| * | DexCom Inc. | 100 | 22 |
| * | MannKind Corp. | 15,900 | 21 |
| * | MeiraGTx Holdings plc | 900 | 18 |
| * | Esperion Therapeutics Inc. | 300 | 18 |
| * | MacroGenics Inc. | 1,600 | 17 |
| * | Insulet Corp. | 100 | 17 |
| * | Illumina Inc. | 51 | 17 |
| * | Diplomat Pharmacy Inc. | 4,200 | 17 |
| * | Principia Biopharma Inc. | 300 | 16 |
| * | GlycoMimetics Inc. | 3,081 | 16 |
| * | BioCryst Pharmaceuticals Inc. | 4,666 | 16 |
| * | Charles River Laboratories International Inc. | 100 | 15 |
| * Sorrento Therapeutics Inc. | 4,500 | 15 |
| * Agenus Inc. | 3,700 | 15 |
| * Seres Therapeutics Inc. | 4,301 | 15 |
| * Five Prime Therapeutics Inc. | 3,227 | 15 |
| * Lexicon Pharmaceuticals Inc. | 3,400 | 14 |
| * Calyxt Inc. | 1,963 | 14 |
| * Mersana Therapeutics Inc. | 2,400 | 14 |
| * AcelRx Pharmaceuticals Inc. | 5,900 | 12 |
| * Quotient Ltd. | 1,283 | 12 |
| * Pfenex Inc. | 1,088 | 12 |
| * Alnylam Pharmaceuticals Inc. | 100 | 12 |
| * Haemonetics Corp. | 100 | 12 |
| * CorVel Corp. | 130 | 11 |
| * Eiger BioPharmaceuticals Inc. | 700 | 10 |
| * Anika Therapeutics Inc. | 200 | 10 |
| * Bio-Rad Laboratories Inc. Class A | 28 | 10 |
| * Syndax Pharmaceuticals Inc. | 982 | 9 |
| * Medpace Holdings Inc. | 100 | 8 |
| Baxter International Inc. | 100 | 8 |
| * Surmodics Inc. | 200 | 8 |
| * Hanger Inc. | 300 | 8 |
| * Omnicell Inc. | 100 | 8 |
| * Global Blood Therapeutics Inc. | 100 | 8 |
| * Quidel Corp. | 100 | 8 |
| * Intra-Cellular Therapies Inc. | 200 | 7 |
| * ProQR Therapeutics NV | 605 | 6 |
| * Audentes Therapeutics Inc. | 100 | 6 |
| * Syneos Health Inc. | 100 | 6 |
| * PDS Biotechnology Corp. | 2,090 | 6 |
| * Voyager Therapeutics Inc. | 380 | 5 |
| Perrigo Co. plc | 98 | 5 |
| * Intersect ENT Inc. | 200 | 5 |
| * uniQure NV | 68 | 5 |
| * Bellicum Pharmaceuticals Inc. | 3,755 | 5 |
| * ACADIA Pharmaceuticals Inc. | 100 | 4 |
| * Exact Sciences Corp. | 45 | 4 |
| * REGENXBIO Inc. | 100 | 4 |
| * ArQule Inc. | 200 | 4 |
| * FONAR Corp. | 200 | 4 |
| * ChemoCentryx Inc. | 98 | 4 |
| * Tenet Healthcare Corp. | 100 | 4 |
| * Aquestive Therapeutics Inc. | 600 | 4 |
| * Baudax Bio Inc. | 504 | 4 |
| * Natera Inc. | 100 | 3 |
| * Aimmune Therapeutics Inc. | 100 | 3 |
| * Vanda Pharmaceuticals Inc. | 200 | 3 |
| * Prothena Corp. plc | 200 | 3 |
| * Merit Medical Systems Inc. | 100 | 3 |
| * Apellis Pharmaceuticals Inc. | 100 | 3 |
| * Wright Medical Group NV | 100 | 3 |
| * Bausch Health Cos. Inc. | 100 | 3 |
| * Varex Imaging Corp. | 100 | 3 |
| * Aurinia Pharmaceuticals Inc. | 147 | 3 |
| * Veracyte Inc. | 100 | 3 |
| Computer Programs & Systems Inc. | 105 | 3 |
| * Concert Pharmaceuticals Inc. | 300 | 3 |
| * CTI BioPharma Corp. | 1,700 | 3 |
| * | Jounce Therapeutics Inc. | 300 | 3 |
| * | ElectroCore Inc. | 1,638 | 3 |
| * | Corcept Therapeutics Inc. | 200 | 2 |
| * | Achillion Pharmaceuticals Inc. | 400 | 2 |
| * | Select Medical Holdings Corp. | 100 | 2 |
| * | Adverum Biotechnologies Inc. | 200 | 2 |
| * | RTI Surgical Holdings Inc. | 802 | 2 |
| * | Aduro Biotech Inc. | 1,840 | 2 |
| * | Nektar Therapeutics Class A | 100 | 2 |
| * | Cytokinetics Inc. | 200 | 2 |
| * | Flexion Therapeutics Inc. | 100 | 2 |
| * | Collegium Pharmaceutical Inc. | 100 | 2 |
| * | Lantheus Holdings Inc. | 100 | 2 |
| * | Myovant Sciences Ltd. | 132 | 2 |
| * | Tivity Health Inc. | 100 | 2 |
| * | La Jolla Pharmaceutical Co. | 500 | 2 |
| * | XBiotech Inc. | 100 | 2 |
| * | Menlo Therapeutics Inc. | 400 | 2 |
| * | Sientra Inc. | 206 | 2 |
| * | Avantor Inc. | 100 | 2 |
| Invacare Corp. | 200 | 2 | |
| * | Puma Biotechnology Inc. | 200 | 2 |
| * | T2 Biosystems Inc. | 1,427 | 2 |
| * | Assembly Biosciences Inc. | 80 | 2 |
| * | Rockwell Medical Inc. | 636 | 2 |
| * | Dermira Inc. | 100 | 2 |
| * | Option Care Health Inc. | 400 | 2 |
| * | Endo International plc | 300 | 1 |
| * | Mallinckrodt plc | 400 | 1 |
| * | Covetrus Inc. | 100 | 1 |
| * | Enzo Biochem Inc. | 500 | 1 |
| * | Inovio Pharmaceuticals Inc. | 397 | 1 |
| * | Cross Country Healthcare Inc. | 100 | 1 |
| * | Cutera Inc. | 32 | 1 |
| * | Sesen Bio Inc. | 1,100 | 1 |
| * | Clovis Oncology Inc. | 100 | 1 |
| * | Affimed NV | 380 | 1 |
| * | OPKO Health Inc. | 700 | 1 |
| * | Foamix Pharmaceuticals Ltd. | 300 | 1 |
| LeMaitre Vascular Inc. | 27 | 1 | |
| * | Amneal Pharmaceuticals Inc. | 200 | 1 |
| * | WaVe Life Sciences Ltd. | 100 | 1 |
| * | vTv Therapeutics Inc. Class A | 406 | 1 |
| * | Genocea Biosciences Inc. | 300 | 1 |
| * | Intrexon Corp. | 100 | 1 |
| * | Oncternal Therapeutics Inc. | 100 | — |
| * | Durect Corp. | 100 | — |
| * | Senseonics Holdings Inc. | 400 | — |
| * | Arbutus Biopharma Corp. | 100 | — |
| * | PolarityTE Inc. | 100 | — |
| * | Fortress Biotech Inc. | 100 | — |
| *,§ Alder BioPharmaceuticals CVR Exp. 12/31/2024 | 200 | — | |
| * | VBI Vaccines Inc. | 100 | — |
| * | Viveve Medical Inc. | 1 | — |
| 1,701,136 | |||
| Industrials (9.2%) | |||
| Lockheed Martin Corp. | 221,906 | 86,406 | |
| Honeywell International Inc. | 411,443 | 72,825 |
| Johnson Controls International plc | 1,401,157 | 57,041 |
| General Electric Co. | 4,749,197 | 53,001 |
| Union Pacific Corp. | 271,690 | 49,119 |
| United Technologies Corp. | 313,240 | 46,911 |
| * United Airlines Holdings Inc. | 454,419 | 40,030 |
| Raytheon Co. | 166,294 | 36,541 |
| Caterpillar Inc. | 222,887 | 32,916 |
| Expeditors International of Washington Inc. | 413,370 | 32,251 |
| Rockwell Automation Inc. | 157,743 | 31,970 |
| Northrop Grumman Corp. | 90,660 | 31,184 |
| WW Grainger Inc. | 85,731 | 29,022 |
| Dover Corp. | 248,950 | 28,694 |
| Illinois Tool Works Inc. | 137,328 | 24,668 |
| Nielsen Holdings plc | 1,180,788 | 23,970 |
| PACCAR Inc. | 287,469 | 22,739 |
| AMETEK Inc. | 226,646 | 22,606 |
| 3M Co. | 123,005 | 21,701 |
| Masco Corp. | 437,123 | 20,978 |
| Ingersoll-Rand plc | 140,900 | 18,728 |
| Eaton Corp. plc | 193,070 | 18,288 |
| Southwest Airlines Co. | 324,966 | 17,542 |
| Waste Management Inc. | 144,200 | 16,433 |
| Quanta Services Inc. | 387,680 | 15,782 |
| Pentair plc | 342,296 | 15,701 |
| * Copart Inc. | 168,113 | 15,288 |
| Cummins Inc. | 83,900 | 15,015 |
| Roper Technologies Inc. | 41,754 | 14,791 |
| Alaska Air Group Inc. | 200,358 | 13,574 |
| L3Harris Technologies Inc. | 66,970 | 13,251 |
| CH Robinson Worldwide Inc. | 150,700 | 11,785 |
| Emerson Electric Co. | 151,807 | 11,577 |
| Cintas Corp. | 40,860 | 10,995 |
| Jacobs Engineering Group Inc. | 122,301 | 10,986 |
| Robert Half International Inc. | 170,660 | 10,777 |
| CSX Corp. | 145,900 | 10,557 |
| Boeing Co. | 26,518 | 8,638 |
| Republic Services Inc. Class A | 91,250 | 8,179 |
| Allegion plc | 59,431 | 7,402 |
| Allison Transmission Holdings Inc. | 144,948 | 7,004 |
| Verisk Analytics Inc. Class A | 42,490 | 6,345 |
| Spirit AeroSystems Holdings Inc. Class A | 79,700 | 5,809 |
| United Parcel Service Inc. Class B | 42,258 | 4,947 |
| Huntington Ingalls Industries Inc. | 18,450 | 4,629 |
| TransDigm Group Inc. | 8,120 | 4,547 |
| Fortune Brands Home & Security Inc. | 65,684 | 4,292 |
| Delta Air Lines Inc. | 58,280 | 3,408 |
| Fastenal Co. | 91,030 | 3,364 |
| nVent Electric plc | 121,200 | 3,100 |
| * IAA Inc. | 63,100 | 2,969 |
| General Dynamics Corp. | 16,209 | 2,858 |
| Parker-Hannifin Corp. | 12,760 | 2,626 |
| * HD Supply Holdings Inc. | 58,526 | 2,354 |
| Kansas City Southern | 13,610 | 2,084 |
| Snap-on Inc. | 11,900 | 2,016 |
| Acuity Brands Inc. | 11,642 | 1,607 |
| Norfolk Southern Corp. | 6,710 | 1,303 |
| Fluor Corp. | 65,200 | 1,231 |
| * United Rentals Inc. | 5,560 | 927 |
| * Resideo Technologies Inc. | 70,100 | 836 |
| Textron Inc. | 16,300 | 727 |
| Curtiss-Wright Corp. | 4,600 | 648 |
| Ritchie Bros Auctioneers Inc. (XNYS) | 13,300 | 571 |
| * Aerojet Rocketdyne Holdings Inc. | 12,217 | 558 |
| Moog Inc. Class A | 5,966 | 509 |
| Oshkosh Corp. | 4,900 | 464 |
| Graco Inc. | 8,900 | 463 |
| * TriNet Group Inc. | 7,109 | 402 |
| Flowserve Corp. | 8,000 | 398 |
| * Great Lakes Dredge & Dock Corp. | 34,850 | 395 |
| Korn Ferry | 7,800 | 331 |
| ArcBest Corp. | 10,880 | 300 |
| Altra Industrial Motion Corp. | 7,576 | 274 |
| ManpowerGroup Inc. | 2,800 | 272 |
| KAR Auction Services Inc. | 11,900 | 259 |
| American Airlines Group Inc. | 8,900 | 255 |
| * Builders FirstSource Inc. | 9,500 | 241 |
| Armstrong World Industries Inc. | 2,500 | 235 |
| * Continental Building Products Inc. | 5,486 | 200 |
| Arconic Inc. | 6,290 | 194 |
| Werner Enterprises Inc. | 5,300 | 193 |
| * Atkore International Group Inc. | 4,300 | 174 |
| Macquarie Infrastructure Corp. | 3,900 | 167 |
| * MasTec Inc. | 2,400 | 154 |
| Deluxe Corp. | 3,000 | 150 |
| Insperity Inc. | 1,700 | 146 |
| * AECOM | 3,200 | 138 |
| * Masonite International Corp. | 1,900 | 137 |
| HNI Corp. | 3,500 | 131 |
| Arcosa Inc. | 2,800 | 125 |
| Tetra Tech Inc. | 1,400 | 121 |
| Hillenbrand Inc. | 3,500 | 117 |
| * BrightView Holdings Inc. | 5,846 | 99 |
| Schneider National Inc. Class B | 4,500 | 98 |
| * Uber Technologies Inc. | 3,200 | 95 |
| Mobile Mini Inc. | 2,400 | 91 |
| Heidrick & Struggles International Inc. | 2,700 | 88 |
| * Forrester Research Inc. | 2,056 | 86 |
| * Harsco Corp. | 3,600 | 83 |
| Knoll Inc. | 3,232 | 82 |
| * Kirby Corp. | 886 | 79 |
| * TrueBlue Inc. | 3,000 | 72 |
| * Textainer Group Holdings Ltd. | 5,894 | 63 |
| * Titan Machinery Inc. | 4,147 | 61 |
| REV Group Inc. | 4,778 | 58 |
| Equifax Inc. | 400 | 56 |
| * NOW Inc. | 4,400 | 49 |
| Quad/Graphics Inc. | 10,169 | 47 |
| EnPro Industries Inc. | 700 | 47 |
| Kforce Inc. | 1,160 | 46 |
| * Rexnord Corp. | 1,400 | 46 |
| FedEx Corp. | 300 | 45 |
| * Orion Group Holdings Inc. | 7,963 | 41 |
| Advanced Drainage Systems Inc. | 1,000 | 39 |
| Timken Co. | 553 | 31 |
| * Gibraltar Industries Inc. | 600 | 30 |
| Pitney Bowes Inc. | 7,500 | 30 |
| * LB Foster Co. Class A | 1,494 | 29 |
| * Corp America Airports SA | 4,425 | 27 |
| * Cornerstone Building Brands Inc. | 3,100 | 26 |
| * JELD-WEN Holding Inc. | 1,100 | 26 |
| CNH Industrial NV | 2,200 | 24 |
| Toro Co. | 300 | 24 |
| * BMC Stock Holdings Inc. | 800 | 23 |
| * Armstrong Flooring Inc. | 5,325 | 23 |
| Wabash National Corp. | 1,500 | 22 |
| * Thermon Group Holdings Inc. | 800 | 21 |
| Kimball International Inc. Class B | 1,000 | 21 |
| Steelcase Inc. Class A | 1,000 | 20 |
| * Navistar International Corp. | 700 | 20 |
| * ARC Document Solutions Inc. | 11,400 | 16 |
| Hubbell Inc. Class B | 100 | 15 |
| Kelly Services Inc. Class A | 600 | 14 |
| * Echo Global Logistics Inc. | 614 | 13 |
| * Cimpress NV | 100 | 13 |
| Spartan Motors Inc. | 674 | 12 |
| Caesarstone Ltd. | 762 | 11 |
| Resources Connection Inc. | 700 | 11 |
| Landstar System Inc. | 100 | 11 |
| * Kratos Defense & Security Solutions Inc. | 627 | 11 |
| * Meritor Inc. | 400 | 10 |
| * Covenant Transportation Group Inc. Class A | 800 | 10 |
| Stanley Black & Decker Inc. | 61 | 10 |
| Lincoln Electric Holdings Inc. | 100 | 10 |
| Luxfer Holdings plc | 498 | 9 |
| EMCOR Group Inc. | 100 | 9 |
| * Upwork Inc. | 800 | 9 |
| * Mistras Group Inc. | 549 | 8 |
| AGCO Corp. | 100 | 8 |
| Fortive Corp. | 100 | 8 |
| EnerSys | 100 | 7 |
| Hexcel Corp. | 100 | 7 |
| * ASGN Inc. | 100 | 7 |
| Exponent Inc. | 100 | 7 |
| * Radiant Logistics Inc. | 1,231 | 7 |
| Quanex Building Products Corp. | 400 | 7 |
| * Civeo Corp. | 5,200 | 7 |
| Canadian Pacific Railway Ltd. | 26 | 7 |
| * Atlas Air Worldwide Holdings Inc. | 238 | 7 |
| Applied Industrial Technologies Inc. | 98 | 7 |
| Owens Corning | 100 | 7 |
| Barnes Group Inc. | 100 | 6 |
| * WESCO International Inc. | 100 | 6 |
| Donaldson Co. Inc. | 100 | 6 |
| * Commercial Vehicle Group Inc. | 900 | 6 |
| * American Superconductor Corp. | 700 | 5 |
| CRA International Inc. | 100 | 5 |
| Ennis Inc. | 239 | 5 |
| * Hub Group Inc. Class A | 100 | 5 |
| MSC Industrial Direct Co. Inc. Class A | 65 | 5 |
| * SPX Corp. | 100 | 5 |
| Comfort Systems USA Inc. | 100 | 5 |
| * SPX FLOW Inc. | 100 | 5 |
| AO Smith Corp. | 100 | 5 |
| Rush Enterprises Inc. Class A | 100 | 5 |
| Triton International Ltd. | 100 | 4 |
| Columbus McKinnon Corp. | 100 | 4 |
| * Foundation Building Materials Inc. | 200 | 4 |
| Kennametal Inc. | 100 | 4 |
| * Gardner Denver Holdings Inc. | 100 | 4 |
| Raven Industries Inc. | 100 | 3 |
| * Kornit Digital Ltd. | 100 | 3 |
| * Advanced Disposal Services Inc. | 100 | 3 |
| * Franklin Covey Co. | 101 | 3 |
| Federal Signal Corp. | 100 | 3 |
| Maxar Technologies Inc. | 200 | 3 |
| * Evoqua Water Technologies Corp. | 163 | 3 |
| Seaspan Corp. Class A | 200 | 3 |
| Deere & Co. | 16 | 3 |
| * Roadrunner Transportation Systems Inc. | 300 | 3 |
| * Gates Industrial Corp. plc | 200 | 3 |
| * MRC Global Inc. | 200 | 3 |
| * GMS Inc. | 100 | 3 |
| * CBIZ Inc. | 91 | 2 |
| * Manitex International Inc. | 400 | 2 |
| ADT Inc. | 300 | 2 |
| GrafTech International Ltd. | 200 | 2 |
| * DXP Enterprises Inc. | 57 | 2 |
| Trinity Industries Inc. | 100 | 2 |
| Brady Corp. Class A | 38 | 2 |
| Insteel Industries Inc. | 100 | 2 |
| Marten Transport Ltd. | 100 | 2 |
| Genco Shipping & Trading Ltd. | 200 | 2 |
| ACCO Brands Corp. | 204 | 2 |
| AZZ Inc. | 41 | 2 |
| * Huron Consulting Group Inc. | 26 | 2 |
| * CECO Environmental Corp. | 225 | 2 |
| * USA Truck Inc. | 224 | 2 |
| Universal Logistics Holdings Inc. | 86 | 2 |
| * Generac Holdings Inc. | 15 | 2 |
| * BlueLinx Holdings Inc. | 100 | 1 |
| Briggs & Stratton Corp. | 201 | 1 |
| * YRC Worldwide Inc. | 500 | 1 |
| * General Finance Corp. | 100 | 1 |
| * Babcock & Wilcox Enterprises Inc. | 200 | 1 |
| * Vivint Solar Inc. | 92 | 1 |
| * TriMas Corp. | 20 | 1 |
| Titan International Inc. | 100 | — |
| 1,109,904 | ||
| Information Technology (23.2%) | ||
| Microsoft Corp. | 3,737,671 | 589,431 |
| Apple Inc. | 2,001,757 | 587,816 |
| Visa Inc. Class A | 816,571 | 153,434 |
| Mastercard Inc. Class A | 464,620 | 138,731 |
| Intel Corp. | 1,710,897 | 102,397 |
| Cisco Systems Inc. | 1,617,533 | 77,577 |
| QUALCOMM Inc. | 704,769 | 62,182 |
| Accenture plc Class A | 264,362 | 55,667 |
| Lam Research Corp. | 179,422 | 52,463 |
| Oracle Corp. | 916,757 | 48,570 |
| Texas Instruments Inc. | 365,988 | 46,953 |
| * Adobe Inc. | 141,683 | 46,728 |
| * VeriSign Inc. | 225,620 | 43,472 |
| * Cadence Design Systems Inc. | 625,663 | 43,396 |
| HP Inc. | 2,093,569 | 43,023 |
| Broadcom Inc. | 130,319 | 41,183 |
| * Fortinet Inc. | 375,195 | 40,056 |
| * PayPal Holdings Inc. | 344,915 | 37,309 |
| NVIDIA Corp. | 149,173 | 35,100 |
| * Qorvo Inc. | 294,473 | 34,227 |
| * Advanced Micro Devices Inc. | 712,716 | 32,685 |
| Automatic Data Processing Inc. | 168,840 | 28,787 |
| * Synopsys Inc. | 189,351 | 26,358 |
| Leidos Holdings Inc. | 265,567 | 25,996 |
| Seagate Technology plc | 423,104 | 25,175 |
| NetApp Inc. | 330,250 | 20,558 |
| Analog Devices Inc. | 155,750 | 18,509 |
| Fidelity National Information Services Inc. | 128,270 | 17,841 |
| Citrix Systems Inc. | 146,779 | 16,278 |
| * Micron Technology Inc. | 297,960 | 16,024 |
| Paychex Inc. | 188,032 | 15,994 |
| * salesforce.com Inc. | 97,869 | 15,917 |
| Motorola Solutions Inc. | 88,741 | 14,300 |
| * Akamai Technologies Inc. | 151,720 | 13,106 |
| Applied Materials Inc. | 211,309 | 12,898 |
| Intuit Inc. | 46,632 | 12,214 |
| International Business Machines Corp. | 88,901 | 11,916 |
| DXC Technology Co. | 311,226 | 11,699 |
| Xilinx Inc. | 112,009 | 10,951 |
| Maxim Integrated Products Inc. | 175,528 | 10,797 |
| * F5 Networks Inc. | 67,715 | 9,456 |
| * Autodesk Inc. | 50,530 | 9,270 |
| Juniper Networks Inc. | 346,000 | 8,522 |
| Broadridge Financial Solutions Inc. | 59,324 | 7,329 |
| Alliance Data Systems Corp. | 62,760 | 7,042 |
| Western Union Co. | 211,100 | 5,653 |
| * Palo Alto Networks Inc. | 24,100 | 5,573 |
| FLIR Systems Inc. | 105,600 | 5,499 |
| * Keysight Technologies Inc. | 52,380 | 5,376 |
| * Dropbox Inc. Class A | 300,100 | 5,375 |
| Cognizant Technology Solutions Corp. Class A | 84,600 | 5,247 |
| CDW Corp. | 33,261 | 4,751 |
| Teradyne Inc. | 57,008 | 3,887 |
| * GoDaddy Inc. Class A | 55,200 | 3,749 |
| * ANSYS Inc. | 14,540 | 3,743 |
| NortonLifeLock Inc. | 140,600 | 3,588 |
| * Fiserv Inc. | 23,828 | 2,755 |
| * Black Knight Inc. | 39,700 | 2,560 |
| Western Digital Corp. | 39,665 | 2,518 |
| * CoreLogic Inc. | 52,200 | 2,282 |
| Hewlett Packard Enterprise Co. | 142,260 | 2,256 |
| Amdocs Ltd. | 28,000 | 2,021 |
| * FleetCor Technologies Inc. | 6,760 | 1,945 |
| * Flex Ltd. | 151,600 | 1,913 |
| * Ciena Corp. | 42,200 | 1,801 |
| NXP Semiconductors NV | 14,000 | 1,782 | |
| * | Pure Storage Inc. Class A | 100,100 | 1,713 |
| * | ServiceNow Inc. | 5,300 | 1,496 |
| Global Payments Inc. | 8,171 | 1,492 | |
| InterDigital Inc. | 26,600 | 1,449 | |
| Skyworks Solutions Inc. | 11,000 | 1,330 | |
| * | CommVault Systems Inc. | 27,329 | 1,220 |
| Genpact Ltd. | 26,000 | 1,096 | |
| * | Tower Semiconductor Ltd. | 43,600 | 1,049 |
| Kulicke & Soffa Industries Inc. | 37,500 | 1,020 | |
| Perspecta Inc. | 38,200 | 1,010 | |
| TE Connectivity Ltd. | 10,458 | 1,002 | |
| Microchip Technology Inc. | 9,100 | 953 | |
| * | Elastic NV | 14,800 | 952 |
| Sabre Corp. | 40,000 | 898 | |
| * | Cardtronics plc Class A | 17,400 | 777 |
| * | MACOM Technology Solutions Holdings Inc. | 28,600 | 761 |
| * | Synaptics Inc. | 11,000 | 723 |
| * | New Relic Inc. | 10,500 | 690 |
| Corning Inc. | 23,700 | 690 | |
| National Instruments Corp. | 15,000 | 635 | |
| * | Ambarella Inc. | 9,600 | 581 |
| * | Tenable Holdings Inc. | 23,400 | 561 |
| * | Mellanox Technologies Ltd. | 4,724 | 554 |
| * | Dell Technologies Inc. | 10,400 | 534 |
| * | Cirrus Logic Inc. | 6,400 | 527 |
| * | Semtech Corp. | 9,798 | 518 |
| * | Rambus Inc. | 35,100 | 483 |
| * | FireEye Inc. | 27,000 | 446 |
| KLA Corp. | 2,400 | 428 | |
| * | Inphi Corp. | 5,700 | 422 |
| Xperi Corp. | 22,800 | 422 | |
| * | Pluralsight Inc. Class A | 22,900 | 394 |
| * | Blackline Inc. | 7,500 | 387 |
| * | Extreme Networks Inc. | 46,600 | 343 |
| * | NCR Corp. | 9,700 | 341 |
| * | DocuSign Inc. Class A | 4,500 | 333 |
| * | Anaplan Inc. | 6,200 | 325 |
| * | Workiva Inc. Class A | 7,700 | 324 |
| * | Knowles Corp. | 15,300 | 324 |
| * | VMware Inc. Class A | 2,000 | 304 |
| * | NetScout Systems Inc. | 12,600 | 303 |
| * | Manhattan Associates Inc. | 3,600 | 287 |
| j2 Global Inc. | 3,000 | 281 | |
| *,^ GreenSky Inc. Class A | 30,788 | 274 | |
| * | BlackBerry Ltd. | 40,900 | 263 |
| * | Qualys Inc. | 3,100 | 258 |
| * | Mimecast Ltd. | 5,800 | 252 |
| * | Trimble Inc. | 6,000 | 250 |
| Progress Software Corp. | 5,865 | 244 | |
| * | Avalara Inc. | 3,300 | 242 |
| * | Conduent Inc. | 37,100 | 230 |
| * | Viavi Solutions Inc. | 15,300 | 229 |
| * | Arista Networks Inc. | 1,121 | 228 |
| * | InterXion Holding NV | 2,594 | 217 |
| * | Cornerstone OnDemand Inc. | 3,600 | 211 |
| ADTRAN Inc. | 21,100 | 209 | |
| * Smartsheet Inc. Class A | 4,600 | 207 |
| * 3D Systems Corp. | 23,400 | 205 |
| * Box Inc. | 11,600 | 195 |
| * NeoPhotonics Corp. | 22,000 | 194 |
| * CommScope Holding Co. Inc. | 13,100 | 186 |
| * Radware Ltd. | 7,200 | 186 |
| Hollysys Automation Technologies Ltd. | 10,600 | 174 |
| * SVMK Inc. | 9,500 | 170 |
| * Fitbit Inc. Class A | 24,200 | 159 |
| SS&C Technologies Holdings Inc. | 2,400 | 147 |
| TiVo Corp. | 17,060 | 145 |
| * Enphase Energy Inc. | 5,311 | 139 |
| Dolby Laboratories Inc. Class A | 2,000 | 138 |
| * Photronics Inc. | 8,600 | 136 |
| ManTech International Corp. Class A | 1,645 | 131 |
| * ViaSat Inc. | 1,700 | 124 |
| * Yext Inc. | 8,100 | 117 |
| * Aspen Technology Inc. | 900 | 109 |
| * SunPower Corp. | 12,900 | 101 |
| LogMeIn Inc. | 1,100 | 94 |
| * Bottomline Technologies DE Inc. | 1,700 | 91 |
| * SMART Global Holdings Inc. | 2,200 | 83 |
| * Unisys Corp. | 6,100 | 72 |
| * Sanmina Corp. | 2,100 | 72 |
| Ituran Location and Control Ltd. | 2,700 | 68 |
| NVE Corp. | 882 | 63 |
| * Model N Inc. | 1,600 | 56 |
| Blackbaud Inc. | 700 | 56 |
| * SolarWinds Corp. | 2,900 | 54 |
| * Nova Measuring Instruments Ltd. | 1,413 | 53 |
| * Casa Systems Inc. | 11,300 | 46 |
| * Teradata Corp. | 1,700 | 45 |
| * Mitek Systems Inc. | 5,300 | 41 |
| * Avaya Holdings Corp. | 2,900 | 39 |
| * Zuora Inc. Class A | 2,200 | 32 |
| * Cision Ltd. | 2,900 | 29 |
| * Canadian Solar Inc. | 1,300 | 29 |
| * SolarEdge Technologies Inc. | 300 | 29 |
| * Ribbon Communications Inc. | 9,117 | 28 |
| * Zebra Technologies Corp. | 100 | 26 |
| Camtek Ltd. | 2,200 | 24 |
| NIC Inc. | 1,000 | 22 |
| * Sierra Wireless Inc. | 2,300 | 22 |
| Hackett Group Inc. | 1,295 | 21 |
| * eGain Corp. | 2,600 | 21 |
| * Verra Mobility Corp. Class A | 1,400 | 20 |
| Avnet Inc. | 400 | 17 |
| Amphenol Corp. Class A | 156 | 17 |
| * Workday Inc. Class A | 100 | 16 |
| * VirnetX Holding Corp. | 4,300 | 16 |
| * Evo Payments Inc. Class A | 600 | 16 |
| * Splunk Inc. | 100 | 15 |
| * MicroStrategy Inc. Class A | 100 | 14 |
| * Endurance International Group Holdings Inc. | 2,890 | 14 |
| GlobalSCAPE Inc. | 1,376 | 14 |
| * Atlassian Corp. plc Class A | 100 | 12 |
| * CyberArk Software Ltd. | 100 | 12 |
| * Proofpoint Inc. | 100 | 11 |
| * Appian Corp. Class A | 300 | 11 |
| * Check Point Software Technologies Ltd. | 100 | 11 |
| * Verint Systems Inc. | 200 | 11 |
| * MaxLinear Inc. | 521 | 11 |
| MKS Instruments Inc. | 100 | 11 |
| * CEVA Inc. | 400 | 11 |
| * RealPage Inc. | 200 | 11 |
| * Gartner Inc. | 63 | 10 |
| * Anixter International Inc. | 100 | 9 |
| * Arrow Electronics Inc. | 100 | 8 |
| * Advanced Energy Industries Inc. | 100 | 7 |
| Booz Allen Hamilton Holding Corp. Class A | 100 | 7 |
| * Ceridian HCM Holding Inc. | 100 | 7 |
| * Acacia Communications Inc. | 100 | 7 |
| * Iteris Inc. | 1,353 | 7 |
| * Square Inc. | 100 | 6 |
| * First Solar Inc. | 100 | 6 |
| CDK Global Inc. | 100 | 5 |
| CSG Systems International Inc. | 100 | 5 |
| Belden Inc. | 88 | 5 |
| * Cree Inc. | 100 | 5 |
| * SPS Commerce Inc. | 80 | 4 |
| * EchoStar Corp. Class A | 100 | 4 |
| Vishay Intertechnology Inc. | 200 | 4 |
| Jabil Inc. | 100 | 4 |
| * Calix Inc. | 509 | 4 |
| QAD Inc. Class A | 75 | 4 |
| * LivePerson Inc. | 100 | 4 |
| Xerox Holdings Corp. | 100 | 4 |
| * Onto Innovation Inc. | 100 | 4 |
| * Nuance Communications Inc. | 189 | 3 |
| * Nutanix Inc. | 100 | 3 |
| * ePlus Inc. | 37 | 3 |
| * Immersion Corp. | 402 | 3 |
| * Kopin Corp. | 6,957 | 3 |
| * Alpha & Omega Semiconductor Ltd. | 200 | 3 |
| * ChannelAdvisor Corp. | 300 | 3 |
| * Amkor Technology Inc. | 200 | 3 |
| * Impinj Inc. | 100 | 3 |
| * Celestica Inc. | 300 | 2 |
| * SailPoint Technologies Holding Inc. | 100 | 2 |
| Cohu Inc. | 100 | 2 |
| * Cerence Inc. | 100 | 2 |
| * Slack Technologies Inc. Class A | 100 | 2 |
| * Digital Turbine Inc. | 300 | 2 |
| * Zix Corp. | 300 | 2 |
| * CalAmp Corp. | 200 | 2 |
| Benchmark Electronics Inc. | 55 | 2 |
| * Telaria Inc. | 200 | 2 |
| * Arlo Technologies Inc. | 400 | 2 |
| * Harmonic Inc. | 200 | 2 |
| * A10 Networks Inc. | 226 | 2 |
| * MobileIron Inc. | 300 | 1 |
| Daktronics Inc. | 239 | 1 |
| * Net 1 UEPS Technologies Inc. | 372 | 1 |
| * Benefitfocus Inc. | 62 | 1 |
| * MoneyGram International Inc. | 400 | 1 |
| * Telenav Inc. | 100 | — |
| * Axcelis Technologies Inc. | 10 | — |
| * Ideanomics Inc. | 100 | — |
| * EMCORE Corp. | 20 | — |
| 2,791,734 | ||
| Materials (2.1%) | ||
| Vulcan Materials Co. | 298,186 | 42,936 |
| CF Industries Holdings Inc. | 692,554 | 33,063 |
| Linde plc | 147,689 | 31,443 |
| Sealed Air Corp. | 723,226 | 28,806 |
| DuPont de Nemours Inc. | 400,531 | 25,714 |
| Ball Corp. | 339,664 | 21,966 |
| Dow Inc. | 282,818 | 15,479 |
| Sherwin-Williams Co. | 14,386 | 8,395 |
| Martin Marietta Materials Inc. | 27,003 | 7,551 |
| FMC Corp. | 57,480 | 5,738 |
| Eastman Chemical Co. | 62,800 | 4,978 |
| Steel Dynamics Inc. | 90,400 | 3,077 |
| Mosaic Co. | 134,000 | 2,900 |
| Ashland Global Holdings Inc. | 37,500 | 2,870 |
| LyondellBasell Industries NV Class A | 29,340 | 2,772 |
| PPG Industries Inc. | 15,660 | 2,090 |
| Huntsman Corp. | 82,000 | 1,981 |
| Corteva Inc. | 64,578 | 1,909 |
| Air Products & Chemicals Inc. | 6,810 | 1,600 |
| WR Grace & Co. | 20,548 | 1,435 |
| Louisiana-Pacific Corp. | 37,800 | 1,122 |
| Amcor plc | 95,900 | 1,040 |
| * Alcoa Corp. | 31,200 | 671 |
| Valvoline Inc. | 30,006 | 642 |
| Methanex Corp. | 13,700 | 529 |
| Ecolab Inc. | 2,650 | 511 |
| Graphic Packaging Holding Co. | 25,900 | 431 |
| Agnico Eagle Mines Ltd. | 6,147 | 379 |
| Commercial Metals Co. | 14,300 | 318 |
| * Berry Global Group Inc. | 6,100 | 290 |
| Warrior Met Coal Inc. | 10,800 | 228 |
| * AdvanSix Inc. | 8,899 | 178 |
| O-I Glass Inc. | 11,200 | 134 |
| Trinseo SA | 2,800 | 104 |
| * Pretium Resources Inc. | 9,000 | 100 |
| Materion Corp. | 1,300 | 77 |
| Olin Corp. | 3,700 | 64 |
| Myers Industries Inc. | 3,071 | 51 |
| * Resolute Forest Products Inc. | 11,464 | 48 |
| * Flotek Industries Inc. | 23,024 | 46 |
| Osisko Gold Royalties Ltd. | 4,700 | 46 |
| * Axalta Coating Systems Ltd. | 1,451 | 44 |
| Silgan Holdings Inc. | 1,200 | 37 |
| Mercer International Inc. | 2,704 | 33 |
| PolyOne Corp. | 900 | 33 |
| Advanced Emissions Solutions Inc. | 2,892 | 30 |
| * Novagold Resources Inc. | 3,200 | 29 |
| Orion Engineered Carbons SA | 1,303 | 25 |
| * Constellium SE Class A | 1,500 | 20 |
| * Forterra Inc. | 1,700 | 20 |
| Hecla Mining Co. | 5,300 | 18 | |
| Wheaton Precious Metals Corp. | 514 | 15 | |
| Reliance Steel & Aluminum Co. | 100 | 12 | |
| * | Coeur Mining Inc. | 1,300 | 11 |
| Minerals Technologies Inc. | 100 | 6 | |
| Newmont Goldcorp Corp. | 100 | 4 | |
| Westrock Co. | 100 | 4 | |
| Avery Dennison Corp. | 30 | 4 | |
| * | Verso Corp. | 199 | 4 |
| Israel Chemicals Ltd. | 727 | 4 | |
| * | Seabridge Gold Inc. | 200 | 3 |
| SunCoke Energy Inc. | 400 | 3 | |
| * | First Majestic Silver Corp. | 200 | 2 |
| * | Ryerson Holding Corp. | 201 | 2 |
| * | Allegheny Technologies Inc. | 100 | 2 |
| * | Ferroglobe plc | 1,600 | 2 |
| * | Intrepid Potash Inc. | 500 | 1 |
| Freeport-McMoRan Inc. | 100 | 1 | |
| Celanese Corp. Class A | 10 | 1 | |
| * | OMNOVA Solutions Inc. | 100 | 1 |
| * | AK Steel Holding Corp. | 300 | 1 |
| Nexa Resources SA | 116 | 1 | |
| Chemours Co. | 44 | 1 | |
| * | Amyris Inc. | 200 | 1 |
| *,§ Ferroglobe R&W Trust | 48,731 | — | |
| 254,087 | |||
| Other (0.2%) | |||
| SPDR S&P 500 ETF Trust | 63,800 | 20,535 | |
| *,§ Biosante Pharmaceutical Inc. CVR | 4,189 | — | |
| 20,535 | |||
| Real Estate (2.5%) | |||
| American Tower Corp. | 123,255 | 28,327 | |
| Regency Centers Corp. | 424,488 | 26,781 | |
| Simon Property Group Inc. | 175,956 | 26,210 | |
| Crown Castle International Corp. | 182,929 | 26,003 | |
| Mid-America Apartment Communities Inc. | 155,289 | 20,476 | |
| Essex Property Trust Inc. | 67,516 | 20,313 | |
| Boston Properties Inc. | 108,885 | 15,011 | |
| Weyerhaeuser Co. | 453,493 | 13,696 | |
| Kimco Realty Corp. | 588,331 | 12,184 | |
| * | CBRE Group Inc. Class A | 198,045 | 12,138 |
| AvalonBay Communities Inc. | 57,180 | 11,991 | |
| Public Storage | 52,887 | 11,263 | |
| Healthpeak Properties Inc. | 317,775 | 10,954 | |
| Equinix Inc. | 15,930 | 9,298 | |
| SBA Communications Corp. Class A | 36,029 | 8,683 | |
| Iron Mountain Inc. | 270,342 | 8,616 | |
| Vornado Realty Trust | 129,238 | 8,594 | |
| Apartment Investment & Management Co. | 157,800 | 8,150 | |
| ^ | Macerich Co. | 165,660 | 4,460 |
| UDR Inc. | 68,030 | 3,177 | |
| Extra Space Storage Inc. | 28,128 | 2,971 | |
| Equity Residential | 36,700 | 2,970 | |
| Duke Realty Corp. | 61,700 | 2,139 | |
| Host Hotels & Resorts Inc. | 108,000 | 2,003 | |
| VICI Properties Inc. | 62,800 | 1,605 | |
| SL Green Realty Corp. | 17,138 | 1,575 |
| Realty Income Corp. | 10,700 | 788 |
| CoreCivic Inc. | 35,200 | 612 |
| American Campus Communities Inc. | 11,400 | 536 |
| Uniti Group Inc. | 56,500 | 464 |
| Prologis Inc. | 4,700 | 419 |
| * Cushman & Wakefield plc | 14,200 | 290 |
| Federal Realty Investment Trust | 2,200 | 283 |
| Realogy Holdings Corp. | 27,500 | 266 |
| Equity Commonwealth | 6,000 | 197 |
| MGM Growth Properties LLC Class A | 5,200 | 161 |
| Equity LifeStyle Properties Inc. | 1,829 | 129 |
| Essential Properties Realty Trust Inc. | 3,600 | 89 |
| Corporate Office Properties Trust | 3,000 | 88 |
| Sunstone Hotel Investors Inc. | 4,800 | 67 |
| Brandywine Realty Trust | 3,700 | 58 |
| Acadia Realty Trust | 1,700 | 44 |
| Retail Value Inc. | 934 | 34 |
| Alexander & Baldwin Inc. | 1,300 | 27 |
| CorePoint Lodging Inc. | 2,100 | 22 |
| RMR Group Inc. Class A | 400 | 18 |
| RLJ Lodging Trust | 1,000 | 18 |
| Sun Communities Inc. | 100 | 15 |
| Urban Edge Properties | 680 | 13 |
| * Howard Hughes Corp. | 100 | 13 |
| Digital Realty Trust Inc. | 102 | 12 |
| Colony Capital Inc. | 2,400 | 11 |
| Life Storage Inc. | 100 | 11 |
| Camden Property Trust | 100 | 11 |
| Paramount Group Inc. | 700 | 10 |
| Agree Realty Corp. | 100 | 7 |
| Liberty Property Trust | 100 | 6 |
| QTS Realty Trust Inc. Class A | 100 | 5 |
| Highwoods Properties Inc. | 100 | 5 |
| American Assets Trust Inc. | 100 | 5 |
| Rexford Industrial Realty Inc. | 100 | 5 |
| Douglas Emmett Inc. | 100 | 4 |
| Americold Realty Trust | 100 | 4 |
| GEO Group Inc. | 200 | 3 |
| CubeSmart | 100 | 3 |
| Weingarten Realty Investors | 100 | 3 |
| Healthcare Trust of America Inc. Class A | 100 | 3 |
| Invitation Homes Inc. | 100 | 3 |
| Newmark Group Inc. Class A | 200 | 3 |
| American Finance Trust Inc. | 200 | 3 |
| Easterly Government Properties Inc. | 100 | 2 |
| Brixmor Property Group Inc. | 100 | 2 |
| Cedar Realty Trust Inc. | 700 | 2 |
| CareTrust REIT Inc. | 100 | 2 |
| * St. Joe Co. | 100 | 2 |
| UMH Properties Inc. | 100 | 2 |
| Monmouth Real Estate Investment Corp. | 100 | 2 |
| Empire State Realty Trust Inc. | 100 | 1 |
| Retail Properties of America Inc. | 100 | 1 |
| Senior Housing Properties Trust | 100 | 1 |
| STORE Capital Corp. | 20 | 1 |
| Park Hotels & Resorts Inc. | 17 | — | |||
| 304,374 | |||||
| Utilities (2.5%) | |||||
| NRG Energy Inc. | 2,034,527 | 80,872 | |||
| Exelon Corp. | 732,062 | 33,375 | |||
| Southern Co. | 505,985 | 32,231 | |||
| AES Corp. | 1,282,334 | 25,518 | |||
| Sempra Energy | 153,360 | 23,231 | |||
| American Electric Power Co. Inc. | 202,800 | 19,167 | |||
| FirstEnergy Corp. | 302,360 | 14,695 | |||
| Consolidated Edison Inc. | 153,000 | 13,842 | |||
| Duke Energy Corp. | 132,100 | 12,049 | |||
| NextEra Energy Inc. | 43,280 | 10,481 | |||
| Pinnacle West Capital Corp. | 106,081 | 9,540 | |||
| Public Service Enterprise Group Inc. | 91,800 | 5,421 | |||
| Dominion Energy Inc. | 57,053 | 4,725 | |||
| PPL Corp. | 114,260 | 4,100 | |||
| NiSource Inc. | 115,100 | 3,204 | |||
| Ameren Corp. | 33,700 | 2,588 | |||
| Alliant Energy Corp. | 42,100 | 2,304 | |||
| Evergy Inc. | 32,800 | 2,135 | |||
| Avangrid Inc. | 32,000 | 1,637 | |||
| DTE Energy Co. | 11,250 | 1,461 | |||
| Entergy Corp. | 6,700 | 803 | |||
| IDACORP Inc. | 6,300 | 673 | |||
| MDU Resources Group Inc. | 18,100 | 538 | |||
| * | Atlantic Power Corp. | 99,700 | 232 | ||
| Black Hills Corp. | 2,900 | 228 | |||
| Avista Corp. | 3,500 | 168 | |||
| TerraForm Power Inc. Class A | 7,100 | 109 | |||
| Atlantica Yield plc | 3,600 | 95 | |||
| Fortis Inc. | 1,000 | 41 | |||
| Portland General Electric Co. | 542 | 30 | |||
| Spark Energy Inc. Class A | 2,368 | 22 | |||
| Pattern Energy Group Inc. Class A | 500 | 13 | |||
| Chesapeake Utilities Corp. | 100 | 10 | |||
| MGE Energy Inc. | 100 | 8 | |||
| El Paso Electric Co. | 100 | 7 | |||
| Xcel Energy Inc. | 100 | 6 | |||
| National Fuel Gas Co. | 100 | 5 | |||
| UGI Corp. | 100 | 4 | |||
| Hawaiian Electric Industries Inc. | 23 | 1 | |||
| 305,569 | |||||
| Total Common Stocks (Cost $8,631,511) | 11,714,626 | ||||
| Coupon | Shares | ||||
| Temporary Cash Investments (2.7%)1 | |||||
| Money Market Fund (2.6%) | |||||
| 2,3 Vanguard Market Liquidity Fund | 1.816% | 3,142 | 314,210 | ||
| Face | |||||
| Maturity | Amount | ||||
| Date | ($000) | ||||
| U.S. Government and Agency Obligations (0.1%) | |||||
| 4 | United States Treasury Bill | 1.513%-1.547% | 1/30/20 | 700 | 699 |
| 4 | United States Treasury Bill | 1.566%-1.872% | 2/20/20 | 9,600 | 9,580 |
| 4 United States Treasury Bill | 1.527% | 4/30/20 | 1,500 | 1,493 |
| 11,772 | ||||
| Total Temporary Cash Investments (Cost $325,943) | 325,982 | |||
| Total Investments (100.1%) (Cost $8,957,454) | 12,040,608 | |||
| Other Assets and Liabilities-Net (-0.1%)3,4 | (11,019) | |||
| Net Assets (100%) | 12,029,589 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $9,072,000.
§ Security value determined using significant unobservable inputs.
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 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 Collateral of $9,444,000 was received for securities on loan.
4 Securities with a value of $8,617,000 and cash of $3,776,000 have been segregated as initial margin for recently
closed future contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
| Derivative Financial Instruments Outstanding as of Period End | ||||
| Futures Contracts | ||||
| ($000) | ||||
| Number of | Value and | |||
| Long) | Unrealized | |||
| (Short | Notional | Appreciation | ||
| Expiration | Contracts | Amount | (Depreciation) | |
| Long Futures Contracts | ||||
| E-mini S&P 500 Index | March 2020 | 1,839 | 297,099 | 4,236 |
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 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.
B. Futures Contracts: The fund uses index futures contracts to a limited
extent, with the objective of maintaining full exposure to the stock market
while maintaining liquidity. The fund may purchase or sell futures
Growth and Income Fund
contracts to achieve a desired level of investment, whether to accommodate
portfolio turnover or cash flows from capital share transactions. The
primary risks associated with the use of futures contracts are imperfect
correlation between changes in market values of stocks held by the fund and
the prices of futures contracts, and the possibility of an illiquid market.
Counterparty risk involving futures is mitigated because a regulated
clearinghouse is the counterparty instead of the clearing broker. To
further mitigate counterparty risk, the fund trades futures contracts on an
exchange, monitors the financial strength of its clearing brokers and
clearinghouse, and has entered into clearing agreements with its clearing
brokers. The clearinghouse imposes initial margin requirements to secure
the fund's performance and requires daily settlement of variation margin
representing changes in the market value of each contract. Any assets
pledged as initial margin for open contracts are noted in the Schedule of
Investments.
Futures contracts are valued at their quoted daily settlement prices. The
notional amounts of the contracts are not recorded in the Schedule of
Investments. Fluctuations in the value of the contracts are recorded as an
asset (liability).
C. Various inputs may be used to determine the value of the fund's
investments. These inputs are summarized in three broad levels for
financial statement purposes. The inputs or methodologies used to value
securities are not necessarily an indication of the risk associated with
investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for
similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own
assumptions used to determine the fair value of investments). Any
investments valued with significant unobservable inputs are noted on the
Schedule of Investments.
The following table summarizes the market value of the fund's investments
and derivatives as of December 31, 2019, based on the inputs used to value
them:
| Level 1 | Level 2 | Level 3 | |
| Investments | ($000) | ($000) | ($000) |
| Common Stocks | 11,714,626 | — | — |
| Temporary Cash Investments | 314,210 | 11,772 | — |
| Futures Contracts—Assets1 | 740 | — | — |
| Futures Contracts—Liabilities1 | (18) | — | — |
| Total | 12,029,558 | 11,772 | — |
| 1 Represents variation margin on the last day of the reporting period. | |||