Shares | Market Value ($000) | ||
Common Stocks (97.2%) | |||
Communication Services (8.1%) | |||
* | Alphabet Inc. Class A | 2,736,315 | 382,236 |
* | Meta Platforms Inc. Class A | 568,446 | 201,207 |
* | Alphabet Inc. Class C | 1,149,952 | 162,063 |
* | Netflix Inc. | 180,298 | 87,783 |
T-Mobile US Inc. | 431,709 | 69,216 | |
AT&T Inc. | 2,357,050 | 39,551 | |
* | Live Nation Entertainment Inc. | 351,742 | 32,923 |
Omnicom Group Inc. | 375,283 | 32,466 | |
Verizon Communications Inc. | 322,290 | 12,150 | |
Electronic Arts Inc. | 86,900 | 11,889 | |
Walt Disney Co. | 114,290 | 10,319 | |
* | Trade Desk Inc. Class A | 47,700 | 3,432 |
Iridium Communications Inc. | 80,000 | 3,293 | |
* | Yelp Inc. | 49,500 | 2,343 |
* | Lumen Technologies Inc. | 1,217,500 | 2,228 |
Fox Corp. Class B | 44,600 | 1,233 | |
Fox Corp. Class A | 37,800 | 1,122 | |
* | Spotify Technology SA | 5,400 | 1,015 |
* | AMC Networks Inc. Class A | 45,900 | 862 |
* | Eventbrite Inc. Class A | 100,000 | 836 |
* | Snap Inc. Class A | 43,400 | 735 |
* | Altice USA Inc. Class A | 211,600 | 688 |
Warner Music Group Corp. Class A | 17,271 | 618 | |
* | Gogo Inc. | 58,200 | 590 |
* | Globalstar Inc. | 296,900 | 576 |
* | Vimeo Inc. | 146,492 | 574 |
* | QuinStreet Inc. | 27,200 | 349 |
* | IDT Corp. Class B | 9,000 | 307 |
* | Gannett Co. Inc. | 131,846 | 303 |
* | Lions Gate Entertainment Corp. Class A | 26,400 | 288 |
* | Liberty Media Corp. - Liberty Formula One Class A | 4,500 | 261 |
Gray Television Inc. | 20,800 | 186 | |
Scholastic Corp. | 3,300 | 124 | |
* | Liberty Media Corp. - Liberty Formula One Class C | 1,800 | 114 |
* | Madison Square Garden Sports Corp. | 600 | 109 |
* | Match Group Inc. | 2,900 | 106 |
* | Lions Gate Entertainment Corp. Class B | 10,199 | 104 |
* | Liberty Global Ltd. Class A | 5,700 | 101 |
* | EW Scripps Co. Class A | 10,100 | 81 |
* | Charter Communications Inc. Class A | 200 | 78 |
Sinclair Inc. | 6,000 | 78 | |
Paramount Global Class B | 5,200 | 77 |
Shares | Market Value ($000) | ||
* | Frontier Communications Parent Inc. | 2,900 | 73 |
John Wiley & Sons Inc. Class A | 1,900 | 60 | |
* | ZipRecruiter Inc. Class A | 3,300 | 46 |
* | United States Cellular Corp. | 1,000 | 42 |
Sirius XM Holdings Inc. | 5,600 | 31 | |
* | DHI Group Inc. | 10,500 | 27 |
Entravision Communications Corp. Class A | 6,400 | 27 | |
* | WideOpenWest Inc. | 5,200 | 21 |
* | Consolidated Communications Holdings Inc. | 2,800 | 12 |
* | comScore Inc. | 594 | 10 |
* | Liberty Media Corp. - Liberty SiriusXM Class C | 100 | 3 |
*,1 | Yandex NV Class A | 23,500 | — |
1,064,966 | |||
Consumer Discretionary (14.9%) | |||
* | Amazon.com Inc. | 3,951,710 | 600,423 |
* | Tesla Inc. | 610,186 | 151,619 |
* | Chipotle Mexican Grill Inc. | 62,280 | 142,432 |
* | Booking Holdings Inc. | 36,628 | 129,928 |
Ross Stores Inc. | 799,496 | 110,642 | |
* | AutoZone Inc. | 29,411 | 76,045 |
McDonald's Corp. | 249,529 | 73,988 | |
Marriott International Inc. Class A | 306,862 | 69,200 | |
Starbucks Corp. | 707,872 | 67,963 | |
Lennar Corp. Class A | 454,441 | 67,730 | |
TJX Cos. Inc. | 685,550 | 64,311 | |
Home Depot Inc. | 173,482 | 60,120 | |
NIKE Inc. Class B | 252,204 | 27,382 | |
PulteGroup Inc. | 253,920 | 26,210 | |
DR Horton Inc. | 171,870 | 26,121 | |
Lowe's Cos. Inc. | 108,335 | 24,110 | |
Yum! Brands Inc. | 128,693 | 16,815 | |
* | Ulta Beauty Inc. | 30,983 | 15,181 |
* | Royal Caribbean Cruises Ltd. | 116,630 | 15,102 |
* | Airbnb Inc. Class A | 109,100 | 14,853 |
Genuine Parts Co. | 102,600 | 14,210 | |
* | O'Reilly Automotive Inc. | 13,440 | 12,769 |
Domino's Pizza Inc. | 30,712 | 12,660 | |
Darden Restaurants Inc. | 76,183 | 12,517 | |
Hilton Worldwide Holdings Inc. | 68,510 | 12,475 | |
Las Vegas Sands Corp. | 246,050 | 12,108 | |
* | Expedia Group Inc. | 77,290 | 11,732 |
General Motors Co. | 239,200 | 8,592 | |
H&R Block Inc. | 148,700 | 7,193 | |
Bath & Body Works Inc. | 163,470 | 7,055 | |
Advance Auto Parts Inc. | 105,100 | 6,414 | |
Williams-Sonoma Inc. | 27,900 | 5,630 | |
* | Lululemon Athletica Inc. | 9,130 | 4,668 |
* | Duolingo Inc. | 19,698 | 4,468 |
* | Chegg Inc. | 328,400 | 3,731 |
Tapestry Inc. | 95,050 | 3,499 | |
* | Figs Inc. Class A | 448,000 | 3,114 |
Harley-Davidson Inc. | 83,000 | 3,058 | |
VF Corp. | 145,300 | 2,732 | |
Penske Automotive Group Inc. | 16,700 | 2,680 | |
* | Mohawk Industries Inc. | 23,920 | 2,476 |
Newell Brands Inc. | 209,400 | 1,818 | |
Marriott Vacations Worldwide Corp. | 19,200 | 1,630 | |
* | Coursera Inc. | 82,900 | 1,606 |
Shares | Market Value ($000) | ||
Yum China Holdings Inc. | 37,600 | 1,595 | |
* | Caesars Entertainment Inc. | 33,100 | 1,552 |
Phinia Inc. | 41,709 | 1,263 | |
* | Visteon Corp. | 10,036 | 1,253 |
* | Aptiv plc | 11,400 | 1,023 |
* | GoPro Inc. Class A | 271,935 | 944 |
Dick's Sporting Goods Inc. | 6,200 | 911 | |
Aaron's Co. Inc. | 75,300 | 819 | |
Group 1 Automotive Inc. | 2,500 | 762 | |
* | Adient plc | 20,000 | 727 |
* | Grand Canyon Education Inc. | 5,406 | 714 |
Acushnet Holdings Corp. | 11,148 | 704 | |
Pool Corp. | 1,600 | 638 | |
Laureate Education Inc. | 45,900 | 629 | |
* | Genesco Inc. | 17,408 | 613 |
* | Sleep Number Corp. | 39,317 | 583 |
* | Playa Hotels & Resorts NV | 59,069 | 511 |
* | ODP Corp. | 8,900 | 501 |
* | Under Armour Inc. Class C | 54,700 | 457 |
* | Children's Place Inc. | 18,000 | 418 |
* | Coupang Inc. | 25,700 | 416 |
Toll Brothers Inc. | 3,800 | 391 | |
* | Qurate Retail Inc. Series A | 433,200 | 379 |
* | CarParts.com Inc. | 114,400 | 361 |
* | AutoNation Inc. | 2,315 | 348 |
* | Adtalem Global Education Inc. | 4,364 | 257 |
* | CarMax Inc. | 3,000 | 230 |
Hibbett Inc. | 2,500 | 180 | |
* | American Public Education Inc. | 17,594 | 170 |
Monarch Casino & Resort Inc. | 2,312 | 160 | |
* | Vizio Holding Corp. Class A | 20,400 | 157 |
* | LL Flooring Holdings Inc. | 38,719 | 151 |
* | Zumiez Inc. | 7,402 | 150 |
Best Buy Co. Inc. | 1,900 | 149 | |
* | NVR Inc. | 21 | 147 |
* | JAKKS Pacific Inc. | 4,000 | 142 |
* | Noodles & Co. | 43,239 | 136 |
* | Lovesac Co. | 5,100 | 130 |
Leggett & Platt Inc. | 4,800 | 126 | |
LKQ Corp. | 1,800 | 86 | |
* | Fossil Group Inc. | 58,423 | 85 |
* | Universal Electronics Inc. | 8,596 | 81 |
Murphy USA Inc. | 200 | 71 | |
Wynn Resorts Ltd. | 600 | 55 | |
* | Container Store Group Inc. | 17,600 | 40 |
* | 2U Inc. | 29,182 | 36 |
Build-A-Bear Workshop Inc. | 1,210 | 28 | |
* | Green Brick Partners Inc. | 400 | 21 |
Cato Corp. Class A | 2,200 | 16 | |
* | Duluth Holdings Inc. Class B | 2,768 | 15 |
* | Barnes & Noble Education Inc. | 9,507 | 14 |
* | American Outdoor Brands Inc. | 1,208 | 10 |
1,960,365 | |||
Consumer Staples (4.2%) | |||
Procter & Gamble Co. | 634,983 | 93,050 | |
Walmart Inc. | 527,762 | 83,202 | |
Target Corp. | 413,710 | 58,921 | |
Costco Wholesale Corp. | 83,761 | 55,289 |
Shares | Market Value ($000) | ||
Coca-Cola Co. | 905,388 | 53,355 | |
PepsiCo Inc. | 258,567 | 43,915 | |
* | Monster Beverage Corp. | 458,350 | 26,406 |
Kimberly-Clark Corp. | 151,400 | 18,397 | |
Colgate-Palmolive Co. | 205,400 | 16,372 | |
Kroger Co. | 320,500 | 14,650 | |
Clorox Co. | 82,000 | 11,692 | |
Hershey Co. | 51,900 | 9,676 | |
Philip Morris International Inc. | 97,000 | 9,126 | |
Sysco Corp. | 115,194 | 8,424 | |
General Mills Inc. | 108,100 | 7,042 | |
Molson Coors Beverage Co. Class B | 100,600 | 6,158 | |
Coca-Cola Europacific Partners plc | 75,000 | 5,006 | |
Tyson Foods Inc. Class A | 75,500 | 4,058 | |
Altria Group Inc. | 93,600 | 3,776 | |
* | United Natural Foods Inc. | 210,600 | 3,418 |
* | Vita Coco Co. Inc. | 107,800 | 2,765 |
* | Performance Food Group Co. | 37,215 | 2,573 |
Coca-Cola Consolidated Inc. | 2,100 | 1,950 | |
McCormick & Co. Inc. | 27,100 | 1,854 | |
Archer-Daniels-Midland Co. | 24,900 | 1,798 | |
Estee Lauder Cos. Inc. Class A | 11,300 | 1,653 | |
Vector Group Ltd. | 86,300 | 973 | |
Dollar General Corp. | 6,500 | 884 | |
WK Kellogg Co. | 44,600 | 586 | |
Medifast Inc. | 7,651 | 514 | |
SpartanNash Co. | 22,200 | 509 | |
Conagra Brands Inc. | 16,900 | 484 | |
* | Olaplex Holdings Inc. | 170,400 | 433 |
Nu Skin Enterprises Inc. Class A | 20,700 | 402 | |
* | BellRing Brands Inc. | 6,600 | 366 |
Kellanova | 5,802 | 324 | |
Flowers Foods Inc. | 6,952 | 156 | |
Reynolds Consumer Products Inc. | 5,300 | 142 | |
Hormel Foods Corp. | 3,800 | 122 | |
* | Hain Celestial Group Inc. | 8,500 | 93 |
* | US Foods Holding Corp. | 700 | 32 |
* | Celsius Holdings Inc. | 500 | 27 |
* | Chefs' Warehouse Inc. | 600 | 18 |
550,591 | |||
Energy (4.0%) | |||
Exxon Mobil Corp. | 1,074,791 | 107,458 | |
Shell plc ADR | 1,377,800 | 90,659 | |
BP plc ADR | 2,511,852 | 88,920 | |
Chevron Corp. | 395,435 | 58,983 | |
Marathon Petroleum Corp. | 175,000 | 25,963 | |
Cheniere Energy Inc. | 125,900 | 21,492 | |
Valero Energy Corp. | 148,824 | 19,347 | |
Baker Hughes Co. | 414,710 | 14,175 | |
Schlumberger NV | 244,480 | 12,723 | |
APA Corp. | 311,290 | 11,169 | |
Phillips 66 | 76,690 | 10,210 | |
Devon Energy Corp. | 204,900 | 9,282 | |
* | Southwestern Energy Co. | 997,796 | 6,536 |
Hess Corp. | 36,900 | 5,319 | |
Pioneer Natural Resources Co. | 22,700 | 5,105 | |
Range Resources Corp. | 153,600 | 4,676 | |
Halliburton Co. | 124,690 | 4,507 |
Shares | Market Value ($000) | ||
ConocoPhillips | 32,500 | 3,772 | |
* | CNX Resources Corp. | 183,903 | 3,678 |
Kinder Morgan Inc. | 143,400 | 2,530 | |
* | Transocean Ltd. (XNYS) | 353,000 | 2,241 |
Equitrans Midstream Corp. | 200,100 | 2,037 | |
Marathon Oil Corp. | 72,600 | 1,754 | |
Occidental Petroleum Corp. | 26,100 | 1,558 | |
PBF Energy Inc. Class A | 35,300 | 1,552 | |
Targa Resources Corp. | 15,920 | 1,383 | |
Peabody Energy Corp. | 29,900 | 727 | |
* | Antero Resources Corp. | 30,300 | 687 |
Coterra Energy Inc. | 22,400 | 572 | |
Williams Cos. Inc. | 15,700 | 547 | |
SM Energy Co. | 12,073 | 467 | |
Golar LNG Ltd. | 19,500 | 448 | |
Delek US Holdings Inc. | 15,700 | 405 | |
EOG Resources Inc. | 2,500 | 302 | |
Liberty Energy Inc. | 15,700 | 285 | |
Ovintiv Inc. (XNYS) | 5,600 | 246 | |
2 | Euronav NV | 13,800 | 243 |
*,2 | Tellurian Inc. | 266,000 | 201 |
* | Teekay Corp. | 27,511 | 197 |
Frontline plc | 8,520 | 171 | |
California Resources Corp. | 3,075 | 168 | |
* | REX American Resources Corp. | 2,700 | 128 |
* | Gevo Inc. | 108,150 | 125 |
* | Gulfport Energy Corp. | 800 | 107 |
* | Oceaneering International Inc. | 3,893 | 83 |
* | TETRA Technologies Inc. | 18,000 | 81 |
* | Expro Group Holdings NV | 4,632 | 74 |
* | Par Pacific Holdings Inc. | 1,200 | 44 |
523,337 | |||
Financials (12.5%) | |||
Visa Inc. Class A | 882,981 | 229,884 | |
* | Berkshire Hathaway Inc. Class B | 333,627 | 118,991 |
American Express Co. | 479,997 | 89,923 | |
JPMorgan Chase & Co. | 512,261 | 87,136 | |
S&P Global Inc. | 180,594 | 79,555 | |
* | Arch Capital Group Ltd. | 1,030,923 | 76,567 |
Mastercard Inc. Class A | 171,470 | 73,134 | |
Northern Trust Corp. | 817,594 | 68,989 | |
Ares Management Corp. Class A | 547,720 | 65,135 | |
KKR & Co. Inc. | 661,559 | 54,810 | |
Progressive Corp. | 314,171 | 50,041 | |
CME Group Inc. | 147,360 | 31,034 | |
Cincinnati Financial Corp. | 293,970 | 30,414 | |
Tradeweb Markets Inc. Class A | 314,138 | 28,549 | |
W R Berkley Corp. | 353,645 | 25,010 | |
Charles Schwab Corp. | 363,160 | 24,985 | |
Chubb Ltd. | 110,287 | 24,925 | |
Cboe Global Markets Inc. | 135,570 | 24,207 | |
MSCI Inc. | 42,240 | 23,893 | |
MetLife Inc. | 345,574 | 22,853 | |
* | PayPal Holdings Inc. | 328,870 | 20,196 |
Bank of America Corp. | 590,000 | 19,865 | |
Travelers Cos. Inc. | 102,200 | 19,468 | |
American International Group Inc. | 287,104 | 19,451 | |
Fifth Third Bancorp | 548,352 | 18,913 |
Shares | Market Value ($000) | ||
Apollo Global Management Inc. | 188,600 | 17,576 | |
Zions Bancorp NA | 378,800 | 16,618 | |
Fidelity National Information Services Inc. | 272,400 | 16,363 | |
Wells Fargo & Co. | 329,300 | 16,208 | |
* | NU Holdings Ltd. Class A | 1,890,900 | 15,751 |
Moody's Corp. | 35,933 | 14,034 | |
Capital One Financial Corp. | 100,040 | 13,117 | |
M&T Bank Corp. | 95,420 | 13,080 | |
* | Fiserv Inc. | 93,440 | 12,413 |
Everest Group Ltd. | 34,519 | 12,205 | |
Loews Corp. | 174,865 | 12,169 | |
Marsh & McLennan Cos. Inc. | 60,090 | 11,385 | |
Morgan Stanley | 120,900 | 11,274 | |
Discover Financial Services | 89,855 | 10,100 | |
Brown & Brown Inc. | 123,960 | 8,815 | |
Affiliated Managers Group Inc. | 57,910 | 8,769 | |
Globe Life Inc. | 67,278 | 8,189 | |
MarketAxess Holdings Inc. | 26,785 | 7,844 | |
Bank of New York Mellon Corp. | 143,700 | 7,480 | |
* | FleetCor Technologies Inc. | 25,820 | 7,297 |
Assurant Inc. | 33,799 | 5,695 | |
Virtu Financial Inc. Class A | 251,400 | 5,093 | |
Comerica Inc. | 86,460 | 4,825 | |
FS KKR Capital Corp. | 216,100 | 4,315 | |
Unum Group | 94,900 | 4,291 | |
* | StoneCo. Ltd. Class A | 207,000 | 3,732 |
Western Union Co. | 288,700 | 3,441 | |
Nasdaq Inc. | 38,600 | 2,244 | |
Aflac Inc. | 26,895 | 2,219 | |
Federated Hermes Inc. | 56,600 | 1,916 | |
First Horizon Corp. | 117,500 | 1,664 | |
* | Flywire Corp. | 68,900 | 1,595 |
PNC Financial Services Group Inc. | 10,100 | 1,564 | |
Lincoln National Corp. | 57,900 | 1,562 | |
State Street Corp. | 19,500 | 1,510 | |
Ameriprise Financial Inc. | 3,600 | 1,367 | |
Prudential Financial Inc. | 12,042 | 1,249 | |
Truist Financial Corp. | 32,300 | 1,192 | |
KeyCorp. | 77,900 | 1,122 | |
Enact Holdings Inc. | 37,400 | 1,080 | |
UBS Group AG (Registered) | 33,100 | 1,023 | |
Equitable Holdings Inc. | 28,700 | 956 | |
Western Alliance Bancorp | 13,017 | 856 | |
Arthur J Gallagher & Co. | 3,800 | 855 | |
* | WEX Inc. | 4,300 | 837 |
Invesco Ltd. | 45,600 | 813 | |
Jefferies Financial Group Inc. | 19,500 | 788 | |
Burford Capital Ltd. | 49,000 | 764 | |
* | Customers Bancorp Inc. | 13,200 | 761 |
BOK Financial Corp. | 8,700 | 745 | |
* | Encore Capital Group Inc. | 12,800 | 650 |
Aon plc Class A (XNYS) | 2,200 | 640 | |
Franklin Resources Inc. | 21,400 | 637 | |
Hartford Financial Services Group Inc. | 7,722 | 621 | |
* | Payoneer Global Inc. | 118,400 | 617 |
Raymond James Financial Inc. | 5,396 | 602 | |
Rithm Capital Corp. | 55,100 | 588 | |
Live Oak Bancshares Inc. | 10,500 | 478 |
Shares | Market Value ($000) | ||
First Foundation Inc. | 48,254 | 467 | |
* | LendingClub Corp. | 51,900 | 454 |
Kinsale Capital Group Inc. | 1,300 | 435 | |
Reinsurance Group of America Inc. | 2,600 | 421 | |
* | PROG Holdings Inc. | 11,700 | 362 |
James River Group Holdings Ltd. | 38,700 | 358 | |
* | Paysafe Ltd. | 24,600 | 315 |
OneMain Holdings Inc. | 5,800 | 285 | |
* | Markel Group Inc. | 200 | 284 |
American Financial Group Inc. | 2,300 | 273 | |
* | PRA Group Inc. | 9,320 | 244 |
Berkshire Hills Bancorp Inc. | 9,777 | 243 | |
MGIC Investment Corp. | 12,600 | 243 | |
East West Bancorp Inc. | 3,200 | 230 | |
* | EZCorp. Inc. Class A | 25,400 | 222 |
Federal Agricultural Mortgage Corp. Class C | 1,100 | 210 | |
Carlyle Secured Lending Inc. | 13,800 | 206 | |
Ladder Capital Corp. | 16,916 | 195 | |
LPL Financial Holdings Inc. | 800 | 182 | |
Stifel Financial Corp. | 2,598 | 180 | |
First Internet Bancorp | 7,048 | 170 | |
Nelnet Inc. Class A | 1,900 | 168 | |
Hanmi Financial Corp. | 8,590 | 167 | |
Granite Point Mortgage Trust Inc. | 25,033 | 149 | |
* | Ryan Specialty Holdings Inc. | 3,300 | 142 |
* | Donnelley Financial Solutions Inc. | 2,100 | 131 |
* | Enova International Inc. | 2,290 | 127 |
Eagle Bancorp Inc. | 3,145 | 95 | |
* | Green Dot Corp. Class A | 8,900 | 88 |
Bank of NT Butterfield & Son Ltd. | 2,736 | 88 | |
* | Open Lending Corp. Class A | 9,477 | 81 |
Mercury General Corp. | 2,075 | 77 | |
PennyMac Mortgage Investment Trust | 4,800 | 72 | |
* | Repay Holdings Corp. | 7,100 | 61 |
* | MBIA Inc. | 6,700 | 41 |
HomeTrust Bancshares Inc. | 1,462 | 39 | |
Central Pacific Financial Corp. | 1,800 | 35 | |
* | Brighthouse Financial Inc. | 600 | 32 |
Citizens Financial Group Inc. | 900 | 30 | |
Pathward Financial Inc. | 400 | 21 | |
1,641,145 | |||
Health Care (10.8%) | |||
Merck & Co. Inc. | 1,466,980 | 159,930 | |
Eli Lilly & Co. | 265,774 | 154,925 | |
UnitedHealth Group Inc. | 217,521 | 114,518 | |
* | Centene Corp. | 1,057,685 | 78,491 |
AbbVie Inc. | 494,647 | 76,655 | |
Amgen Inc. | 265,926 | 76,592 | |
Humana Inc. | 152,030 | 69,601 | |
* | Boston Scientific Corp. | 1,186,454 | 68,589 |
Laboratory Corp. of America Holdings | 288,505 | 65,574 | |
* | Vertex Pharmaceuticals Inc. | 160,959 | 65,493 |
Johnson & Johnson | 412,379 | 64,636 | |
* | Edwards Lifesciences Corp. | 728,287 | 55,532 |
Pfizer Inc. | 1,577,100 | 45,405 | |
Elevance Health Inc. | 90,646 | 42,745 | |
* | Incyte Corp. | 417,280 | 26,201 |
Stryker Corp. | 75,930 | 22,738 |
Shares | Market Value ($000) | ||
Bristol-Myers Squibb Co. | 423,028 | 21,706 | |
Gilead Sciences Inc. | 245,300 | 19,872 | |
CVS Health Corp. | 202,857 | 16,018 | |
Becton Dickinson & Co. | 63,400 | 15,459 | |
* | IQVIA Holdings Inc. | 63,070 | 14,593 |
Abbott Laboratories | 124,428 | 13,696 | |
Zoetis Inc. | 67,890 | 13,399 | |
Thermo Fisher Scientific Inc. | 16,200 | 8,599 | |
HCA Healthcare Inc. | 31,344 | 8,484 | |
* | Illumina Inc. | 59,820 | 8,329 |
* | Regeneron Pharmaceuticals Inc. | 9,400 | 8,256 |
* | ACADIA Pharmaceuticals Inc. | 247,200 | 7,740 |
Medtronic plc | 83,600 | 6,887 | |
* | Molina Healthcare Inc. | 17,320 | 6,258 |
Agilent Technologies Inc. | 40,200 | 5,589 | |
* | Medpace Holdings Inc. | 17,024 | 5,218 |
Zimmer Biomet Holdings Inc. | 41,120 | 5,004 | |
Alcon Inc. | 50,521 | 3,947 | |
* | Hologic Inc. | 55,100 | 3,937 |
* | Inspire Medical Systems Inc. | 19,300 | 3,926 |
Patterson Cos. Inc. | 121,700 | 3,462 | |
Cencora Inc. | 12,100 | 2,485 | |
* | Corcept Therapeutics Inc. | 75,400 | 2,449 |
* | Insulet Corp. | 10,360 | 2,248 |
Cigna Group | 7,440 | 2,228 | |
* | Sarepta Therapeutics Inc. | 21,757 | 2,098 |
* | Nevro Corp. | 96,700 | 2,081 |
Revvity Inc. | 17,600 | 1,924 | |
Embecta Corp. | 101,100 | 1,914 | |
McKesson Corp. | 3,800 | 1,759 | |
ResMed Inc. | 9,500 | 1,634 | |
* | Biohaven Ltd. | 33,700 | 1,442 |
Baxter International Inc. | 34,682 | 1,341 | |
* | Alkermes plc | 47,100 | 1,307 |
* | Veradigm Inc. | 123,900 | 1,300 |
* | Vir Biotechnology Inc. | 100,100 | 1,007 |
* | Owens & Minor Inc. | 44,800 | 863 |
Danaher Corp. | 3,600 | 833 | |
* | Myriad Genetics Inc. | 41,000 | 785 |
* | Zimvie Inc. | 37,337 | 663 |
* | Integra LifeSciences Holdings Corp. | 12,700 | 553 |
* | PTC Therapeutics Inc. | 17,500 | 482 |
* | Exelixis Inc. | 19,700 | 473 |
* | LivaNova plc | 9,100 | 471 |
* | QIAGEN NV | 10,000 | 434 |
* | Maravai LifeSciences Holdings Inc. Class A | 66,100 | 433 |
* | Semler Scientific Inc. | 8,999 | 399 |
* | TG Therapeutics Inc. | 23,200 | 396 |
* | Pediatrix Medical Group Inc. | 41,300 | 384 |
* | Quanterix Corp. | 12,800 | 350 |
* | OmniAb Inc. | 55,400 | 342 |
* | Silk Road Medical Inc. | 25,700 | 315 |
* | OptimizeRx Corp. | 19,600 | 281 |
* | Enanta Pharmaceuticals Inc. | 27,700 | 261 |
* | Lantheus Holdings Inc. | 4,200 | 260 |
* | Travere Therapeutics Inc. | 28,099 | 253 |
* | AngioDynamics Inc. | 30,174 | 237 |
* | ModivCare Inc. | 5,072 | 223 |
Shares | Market Value ($000) | ||
* | Fulcrum Therapeutics Inc. | 29,400 | 198 |
* | Neogen Corp. | 9,600 | 193 |
* | Mettler-Toledo International Inc. | 150 | 182 |
West Pharmaceutical Services Inc. | 500 | 176 | |
DENTSPLY SIRONA Inc. | 4,900 | 174 | |
* | Sage Therapeutics Inc. | 7,600 | 165 |
Cardinal Health Inc. | 1,549 | 156 | |
* | Brookdale Senior Living Inc. | 23,300 | 136 |
* | Codexis Inc. | 42,437 | 129 |
* | Amylyx Pharmaceuticals Inc. | 8,700 | 128 |
* | C4 Therapeutics Inc. | 20,000 | 113 |
* | Community Health Systems Inc. | 35,400 | 111 |
* | Kodiak Sciences Inc. | 34,489 | 105 |
* | Vanda Pharmaceuticals Inc. | 24,700 | 104 |
* | Fate Therapeutics Inc. | 26,300 | 98 |
* | OPKO Health Inc. | 63,980 | 97 |
* | uniQure NV | 13,300 | 90 |
* | Accuray Inc. | 26,300 | 74 |
* | Stoke Therapeutics Inc. | 13,155 | 69 |
* | Novocure Ltd. | 4,200 | 63 |
* | Cross Country Healthcare Inc. | 2,100 | 48 |
* | Allakos Inc. | 15,800 | 43 |
* | CorMedix Inc. | 10,200 | 38 |
* | Mural Oncology plc | 5,913 | 35 |
* | Joint Corp. | 3,500 | 34 |
* | MiMedx Group Inc. | 3,300 | 29 |
* | ADMA Biologics Inc. | 5,957 | 27 |
* | Biogen Inc. | 100 | 26 |
* | R1 RCM Inc. | 2,300 | 24 |
* | Revance Therapeutics Inc. | 1,900 | 17 |
* | NanoString Technologies Inc. | 21,652 | 16 |
* | Atara Biotherapeutics Inc. | 21,000 | 11 |
* | Avidity Biosciences Inc. | 800 | 7 |
* | Enhabit Inc. | 700 | 7 |
* | CareDx Inc. | 335 | 4 |
* | Lexicon Pharmaceuticals Inc. | 2,700 | 4 |
* | Taro Pharmaceutical Industries Ltd. | 100 | 4 |
*,1 | Radius Health Inc. CVR | 17,800 | 1 |
* | Scilex Holding Co. (XNCM) | 65 | — |
1,427,848 | |||
Industrials (8.7%) | |||
General Dynamics Corp. | 468,061 | 121,541 | |
Lockheed Martin Corp. | 135,100 | 61,233 | |
Caterpillar Inc. | 201,988 | 59,722 | |
Westinghouse Air Brake Technologies Corp. | 413,536 | 52,478 | |
Trane Technologies plc | 212,101 | 51,731 | |
* | Builders FirstSource Inc. | 302,238 | 50,456 |
Automatic Data Processing Inc. | 196,618 | 45,806 | |
Leidos Holdings Inc. | 417,927 | 45,236 | |
Fortive Corp. | 564,545 | 41,567 | |
* | Uber Technologies Inc. | 657,880 | 40,506 |
WW Grainger Inc. | 47,137 | 39,062 | |
PACCAR Inc. | 342,019 | 33,398 | |
Textron Inc. | 365,160 | 29,366 | |
Fastenal Co. | 449,503 | 29,114 | |
General Electric Co. | 225,930 | 28,835 | |
Otis Worldwide Corp. | 306,878 | 27,456 | |
Cintas Corp. | 41,562 | 25,048 |
Shares | Market Value ($000) | ||
* | Boeing Co. | 93,560 | 24,387 |
Parker-Hannifin Corp. | 50,367 | 23,204 | |
Johnson Controls International plc | 388,400 | 22,387 | |
Xylem Inc. | 177,200 | 20,265 | |
Paychex Inc. | 166,680 | 19,853 | |
Eaton Corp. plc | 80,690 | 19,432 | |
Deere & Co. | 43,800 | 17,514 | |
Howmet Aerospace Inc. | 296,900 | 16,068 | |
Northrop Grumman Corp. | 33,200 | 15,542 | |
3M Co. | 138,525 | 15,144 | |
Snap-on Inc. | 41,400 | 11,958 | |
Waste Management Inc. | 65,860 | 11,796 | |
Republic Services Inc. | 68,000 | 11,214 | |
A O Smith Corp. | 131,870 | 10,871 | |
Carrier Global Corp. | 182,402 | 10,479 | |
United Parcel Service Inc. Class B (XNYS) | 63,985 | 10,060 | |
Emerson Electric Co. | 83,600 | 8,137 | |
L3Harris Technologies Inc. | 33,587 | 7,074 | |
FedEx Corp. | 27,171 | 6,873 | |
Verisk Analytics Inc. | 25,561 | 6,106 | |
Paycom Software Inc. | 27,300 | 5,643 | |
Union Pacific Corp. | 20,700 | 5,084 | |
* | Fluor Corp. | 128,200 | 5,022 |
Illinois Tool Works Inc. | 17,917 | 4,693 | |
Ingersoll Rand Inc. (XYNS) | 52,400 | 4,053 | |
TransDigm Group Inc. | 3,840 | 3,885 | |
RTX Corp. | 43,734 | 3,680 | |
Encore Wire Corp. | 16,573 | 3,540 | |
AMETEK Inc. | 21,400 | 3,529 | |
* | Parsons Corp. | 55,500 | 3,480 |
Pentair plc | 44,494 | 3,235 | |
* | Masterbrand Inc. | 207,116 | 3,076 |
Valmont Industries Inc. | 9,896 | 2,311 | |
Wabash National Corp. | 87,700 | 2,247 | |
* | WillScot Mobile Mini Holdings Corp. | 35,700 | 1,589 |
Delta Air Lines Inc. | 33,900 | 1,364 | |
Advanced Drainage Systems Inc. | 8,200 | 1,153 | |
* | AerCap Holdings NV | 15,500 | 1,152 |
* | Legalzoom.com Inc. | 99,600 | 1,125 |
KBR Inc. | 19,500 | 1,080 | |
* | Triumph Group Inc. | 63,661 | 1,055 |
Honeywell International Inc. | 5,000 | 1,049 | |
Griffon Corp. | 16,500 | 1,006 | |
Shyft Group Inc. | 81,392 | 995 | |
Brady Corp. Class A | 13,500 | 792 | |
Owens Corning | 5,200 | 771 | |
REV Group Inc. | 40,900 | 743 | |
* | Atkore Inc. | 4,473 | 716 |
* | Air Transport Services Group Inc. | 31,100 | 548 |
* | Kirby Corp. | 6,900 | 542 |
* | Conduent Inc. | 143,100 | 522 |
* | CACI International Inc. Class A | 1,600 | 518 |
Copa Holdings SA Class A | 4,700 | 500 | |
MillerKnoll Inc. | 17,500 | 467 | |
WESCO International Inc. | 2,600 | 452 | |
* | Enviri Corp. | 46,500 | 419 |
* | American Superconductor Corp. | 37,500 | 418 |
Hexcel Corp. | 5,600 | 413 |
Shares | Market Value ($000) | ||
Enerpac Tool Group Corp. | 12,800 | 398 | |
Expeditors International of Washington Inc. | 2,800 | 356 | |
Woodward Inc. | 2,400 | 327 | |
* | American Airlines Group Inc. | 20,188 | 277 |
* | Gates Industrial Corp. plc | 20,600 | 276 |
Ferguson plc | 1,401 | 270 | |
* | PGT Innovations Inc. | 6,600 | 269 |
* | TrueBlue Inc. | 16,757 | 257 |
Dover Corp. | 1,600 | 246 | |
TTEC Holdings Inc. | 10,100 | 219 | |
Marten Transport Ltd. | 10,100 | 212 | |
* | RXO Inc. | 8,353 | 194 |
Pitney Bowes Inc. | 43,400 | 191 | |
Greenbrier Cos. Inc. | 4,200 | 186 | |
CH Robinson Worldwide Inc. | 2,100 | 181 | |
* | Trex Co. Inc. | 2,079 | 172 |
MDU Resources Group Inc. | 8,446 | 167 | |
Allegion plc | 1,100 | 139 | |
* | Driven Brands Holdings Inc. | 9,700 | 138 |
* | Titan International Inc. | 8,390 | 125 |
* | Babcock & Wilcox Enterprises Inc. | 72,400 | 106 |
Rush Enterprises Inc. Class A | 1,900 | 96 | |
* | TELUS International CDA Inc. | 8,600 | 74 |
* | Kornit Digital Ltd. | 3,500 | 67 |
Tennant Co. | 700 | 65 | |
Schneider National Inc. Class B | 2,300 | 59 | |
Allison Transmission Holdings Inc. | 1,000 | 58 | |
* | Northwest Pipe Co. | 1,800 | 54 |
* | Great Lakes Dredge & Dock Corp. | 6,800 | 52 |
* | Hudson Technologies Inc. | 2,800 | 38 |
* | IBEX Holdings Ltd. | 1,787 | 34 |
Covenant Logistics Group Inc. | 700 | 32 | |
* | Quad/Graphics Inc. | 5,264 | 29 |
Veralto Corp. | 300 | 25 | |
Mueller Industries Inc. | 300 | 14 | |
* | Franklin Covey Co. | 159 | 7 |
1,149,196 | |||
Information Technology (29.8%) | |||
Microsoft Corp. | 2,454,571 | 923,017 | |
Apple Inc. | 3,383,960 | 651,514 | |
NVIDIA Corp. | 876,693 | 434,156 | |
* | Advanced Micro Devices Inc. | 1,004,272 | 148,040 |
Broadcom Inc. | 108,507 | 121,121 | |
Texas Instruments Inc. | 695,974 | 118,636 | |
* | Adobe Inc. | 191,402 | 114,190 |
* | ServiceNow Inc. | 152,390 | 107,662 |
Accenture plc Class A | 291,613 | 102,330 | |
Intuit Inc. | 151,991 | 94,999 | |
KLA Corp. | 149,087 | 86,664 | |
* | Salesforce Inc. | 305,030 | 80,266 |
Micron Technology Inc. | 885,878 | 75,601 | |
* | Synopsys Inc. | 141,719 | 72,973 |
* | Arista Networks Inc. | 306,472 | 72,177 |
Cisco Systems Inc. | 1,246,658 | 62,981 | |
* | Autodesk Inc. | 256,680 | 62,496 |
* | ON Semiconductor Corp. | 667,259 | 55,736 |
* | MongoDB Inc. | 127,182 | 51,998 |
Marvell Technology Inc. | 683,605 | 41,228 |
Shares | Market Value ($000) | ||
* | Akamai Technologies Inc. | 300,350 | 35,546 |
* | VeriSign Inc. | 166,886 | 34,372 |
Applied Materials Inc. | 184,660 | 29,928 | |
* | Palo Alto Networks Inc. | 94,610 | 27,899 |
* | Cadence Design Systems Inc. | 98,010 | 26,695 |
NXP Semiconductors NV | 115,486 | 26,525 | |
* | Fortinet Inc. | 382,300 | 22,376 |
International Business Machines Corp. | 118,650 | 19,405 | |
QUALCOMM Inc. | 130,370 | 18,855 | |
NetApp Inc. | 190,670 | 16,809 | |
* | Enphase Energy Inc. | 124,400 | 16,438 |
Oracle Corp. | 146,690 | 15,466 | |
Vontier Corp. | 316,690 | 10,942 | |
Dell Technologies Inc. Class C | 138,000 | 10,557 | |
* | Palantir Technologies Inc. Class A | 594,300 | 10,204 |
* | Gartner Inc. | 21,340 | 9,627 |
Intel Corp. | 178,580 | 8,974 | |
* | Flex Ltd. | 266,000 | 8,102 |
Microchip Technology Inc. | 76,400 | 6,890 | |
Gen Digital Inc. (XNGS) | 299,010 | 6,823 | |
* | ANSYS Inc. | 17,240 | 6,256 |
Amphenol Corp. Class A | 60,600 | 6,007 | |
Amdocs Ltd. | 60,400 | 5,309 | |
* | DocuSign Inc. | 80,300 | 4,774 |
HP Inc. | 154,100 | 4,637 | |
InterDigital Inc. | 39,200 | 4,255 | |
* | Kyndryl Holdings Inc. | 196,300 | 4,079 |
Lam Research Corp. | 5,196 | 4,070 | |
* | Check Point Software Technologies Ltd. | 24,600 | 3,759 |
Cognizant Technology Solutions Corp. Class A | 48,180 | 3,639 | |
* | Teradata Corp. | 77,400 | 3,368 |
* | Fair Isaac Corp. | 2,800 | 3,259 |
* | MaxLinear Inc. | 124,900 | 2,969 |
Teradyne Inc. | 25,800 | 2,800 | |
Motorola Solutions Inc. | 7,100 | 2,223 | |
* | Sanmina Corp. | 37,600 | 1,931 |
* | Canadian Solar Inc. | 72,100 | 1,891 |
* | Photronics Inc. | 56,100 | 1,760 |
* | NetScout Systems Inc. | 65,600 | 1,440 |
* | Western Digital Corp. | 26,900 | 1,409 |
* | Tower Semiconductor Ltd. | 45,500 | 1,389 |
* | Digital Turbine Inc. | 164,400 | 1,128 |
* | Maxeon Solar Technologies Ltd. | 150,300 | 1,078 |
* | Varonis Systems Inc. | 21,700 | 983 |
* | Qorvo Inc. | 8,600 | 968 |
* | Yext Inc. | 155,700 | 917 |
* | Keysight Technologies Inc. | 5,500 | 875 |
* | Pure Storage Inc. Class A | 24,400 | 870 |
* | Box Inc. Class A | 31,900 | 817 |
* | Trimble Inc. | 13,100 | 697 |
* | Workiva Inc. | 5,700 | 579 |
* | Credo Technology Group Holding Ltd. | 29,400 | 572 |
* | Appfolio Inc. Class A | 3,100 | 537 |
Amkor Technology Inc. | 15,900 | 529 | |
* | Q2 Holdings Inc. | 11,300 | 491 |
* | First Solar Inc. | 2,500 | 431 |
* | ACI Worldwide Inc. | 12,700 | 389 |
* | Nutanix Inc. Class A | 7,000 | 334 |
Shares | Market Value ($000) | ||
Badger Meter Inc. | 2,100 | 324 | |
* | Appian Corp. Class A | 8,500 | 320 |
* | Axcelis Technologies Inc. | 2,400 | 311 |
* | TTM Technologies Inc. | 19,400 | 307 |
* | Unisys Corp. | 52,594 | 296 |
* | Lightspeed Commerce Inc. (XTSE) | 14,000 | 294 |
* | Infinera Corp. | 61,381 | 292 |
* | Veeco Instruments Inc. | 7,970 | 247 |
* | Verint Systems Inc. | 9,078 | 245 |
* | CommScope Holding Co. Inc. | 83,700 | 236 |
* | LiveRamp Holdings Inc. | 5,900 | 223 |
* | Rimini Street Inc. | 68,170 | 223 |
* | Rapid7 Inc. | 3,300 | 188 |
* | Itron Inc. | 2,400 | 181 |
* | Upland Software Inc. | 41,800 | 177 |
* | PDF Solutions Inc. | 5,400 | 174 |
* | Consensus Cloud Solutions Inc. | 6,245 | 164 |
Corning Inc. | 5,300 | 161 | |
* | Expensify Inc. Class A | 62,254 | 154 |
* | Kopin Corp. | 69,109 | 140 |
AudioCodes Ltd. | 11,000 | 133 | |
* | Daktronics Inc. | 15,000 | 127 |
* | Everbridge Inc. | 5,000 | 122 |
* | EPAM Systems Inc. | 400 | 119 |
Seagate Technology Holdings plc | 1,400 | 119 | |
Methode Electronics Inc. | 5,100 | 116 | |
* | Domo Inc. Class B | 9,750 | 100 |
* | Dynatrace Inc. | 1,600 | 87 |
* | NETGEAR Inc. | 5,892 | 86 |
* | Sprinklr Inc. Class A | 6,300 | 76 |
* | Everspin Technologies Inc. | 8,012 | 72 |
CDW Corp. | 300 | 68 | |
* | WM Technology Inc. | 72,585 | 52 |
* | Zuora Inc. Class A | 4,400 | 41 |
* | Cognyte Software Ltd. | 6,400 | 41 |
* | Brightcove Inc. | 14,915 | 39 |
* | 8x8 Inc. | 9,900 | 37 |
* | SecureWorks Corp. Class A | 4,850 | 36 |
* | DXC Technology Co. | 1,400 | 32 |
* | Vertex Inc. Class A | 800 | 22 |
* | Model N Inc. | 700 | 19 |
* | Allegro MicroSystems Inc. | 600 | 18 |
* | Grid Dynamics Holdings Inc. | 1,000 | 13 |
Immersion Corp. | 1,200 | 8 | |
3,929,877 | |||
Materials (1.3%) | |||
Celanese Corp. | 270,263 | 41,991 | |
Linde plc | 83,765 | 34,403 | |
FMC Corp. | 468,775 | 29,556 | |
Sherwin-Williams Co. | 37,100 | 11,571 | |
Nucor Corp. | 51,460 | 8,956 | |
Dow Inc. | 132,500 | 7,266 | |
Corteva Inc. | 139,300 | 6,675 | |
Freeport-McMoRan Inc. | 149,200 | 6,351 | |
Mosaic Co. | 129,500 | 4,627 | |
Huntsman Corp. | 102,900 | 2,586 | |
Nutrien Ltd. | 41,824 | 2,356 | |
LyondellBasell Industries NV Class A | 22,300 | 2,120 |
Shares | Market Value ($000) | ||
Vulcan Materials Co. | 7,500 | 1,703 | |
* | O-I Glass Inc. | 56,500 | 925 |
Air Products and Chemicals Inc. | 3,371 | 923 | |
Newmont Corp. | 21,430 | 887 | |
CRH plc | 12,200 | 844 | |
Southern Copper Corp. | 9,000 | 775 | |
* | LSB Industries Inc. | 67,200 | 626 |
Steel Dynamics Inc. | 4,900 | 579 | |
CF Industries Holdings Inc. | 7,000 | 556 | |
* | Intrepid Potash Inc. | 22,900 | 547 |
* | Livent Corp. | 28,500 | 512 |
Louisiana-Pacific Corp. | 6,900 | 489 | |
Commercial Metals Co. | 7,700 | 385 | |
Martin Marietta Materials Inc. | 760 | 379 | |
American Vanguard Corp. | 33,800 | 371 | |
Franco-Nevada Corp. | 3,300 | 366 | |
Orion SA | 11,247 | 312 | |
Warrior Met Coal Inc. | 4,611 | 281 | |
PPG Industries Inc. | 1,300 | 194 | |
SunCoke Energy Inc. | 17,400 | 187 | |
* | Alto Ingredients Inc. | 69,300 | 184 |
Trinseo plc | 14,300 | 120 | |
* | Summit Materials Inc. Class A | 2,200 | 85 |
* | Ranpak Holdings Corp. | 13,100 | 76 |
Sealed Air Corp. | 1,400 | 51 | |
* | Glatfelter Corp. | 22,500 | 44 |
* | ATI Inc. | 700 | 32 |
Alcoa Corp. | 900 | 31 | |
Valhi Inc. | 895 | 14 | |
170,936 | |||
Other (0.7%) | |||
SPDR S&P 500 ETF Trust | 182,776 | 86,875 | |
*,1 | Paratek Pharmaceuticals Inc. CVR | 15,782 | 2 |
*,1 | Aduro Biotech Inc. CVR | 67 | — |
*,1 | Achillion Pharmaceuticals Inc. CVR | 400 | — |
*,1 | Strongbridge Biopharm CVR | 335 | — |
*,1 | GCI Liberty Inc. | 100 | — |
86,877 | |||
Real Estate (1.0%) | |||
Welltower Inc. | 519,851 | 46,875 | |
SBA Communications Corp. | 59,760 | 15,160 | |
Host Hotels & Resorts Inc. | 601,650 | 11,714 | |
American Tower Corp. | 37,320 | 8,057 | |
Digital Realty Trust Inc. | 38,600 | 5,195 | |
Healthpeak Properties Inc. | 241,920 | 4,790 | |
VICI Properties Inc. | 144,800 | 4,616 | |
Boston Properties Inc. | 61,670 | 4,327 | |
Simon Property Group Inc. | 30,200 | 4,308 | |
Regency Centers Corp. | 46,127 | 3,090 | |
* | CBRE Group Inc. Class A | 29,500 | 2,746 |
Prologis Inc. | 13,300 | 1,773 | |
* | CoStar Group Inc. | 18,600 | 1,625 |
Iron Mountain Inc. | 21,100 | 1,477 | |
Equity Residential | 22,900 | 1,401 | |
Equinix Inc. | 1,700 | 1,369 | |
Crown Castle Inc. | 11,600 | 1,336 | |
Phillips Edison & Co. Inc. | 29,800 | 1,087 |
Shares | Market Value ($000) | ||
First Industrial Realty Trust Inc. | 19,800 | 1,043 | |
* | Anywhere Real Estate Inc. | 109,600 | 889 |
Vornado Realty Trust | 25,300 | 715 | |
Hudson Pacific Properties Inc. | 61,700 | 574 | |
UDR Inc. | 14,700 | 563 | |
Omega Healthcare Investors Inc. | 18,332 | 562 | |
American Homes 4 Rent Class A | 12,000 | 431 | |
Americold Realty Trust Inc. | 14,000 | 424 | |
Newmark Group Inc. Class A | 36,500 | 400 | |
Veris Residential Inc. | 22,700 | 357 | |
Camden Property Trust | 3,256 | 323 | |
Apartment Income REIT Corp. | 6,154 | 214 | |
Douglas Elliman Inc. | 64,600 | 191 | |
Public Storage | 600 | 183 | |
Office Properties Income Trust | 24,300 | 178 | |
Agree Realty Corp. | 2,742 | 173 | |
Mid-America Apartment Communities Inc. | 1,100 | 148 | |
Kimco Realty Corp. | 6,900 | 147 | |
CareTrust REIT Inc. | 6,300 | 141 | |
Industrial Logistics Properties Trust | 20,573 | 97 | |
* | Forestar Group Inc. | 2,300 | 76 |
Safehold Inc. | 2,598 | 61 | |
* | Apartment Investment and Management Co. Class A | 6,500 | 51 |
Brixmor Property Group Inc. | 1,900 | 44 | |
* | Five Point Holdings LLC Class A | 1,622 | 5 |
128,936 | |||
Utilities (1.2%) | |||
Exelon Corp. | 2,934,481 | 105,348 | |
Consolidated Edison Inc. | 200,669 | 18,255 | |
PG&E Corp. | 284,000 | 5,121 | |
Sempra | 52,400 | 3,916 | |
Duke Energy Corp. | 28,600 | 2,775 | |
Edison International | 33,400 | 2,388 | |
Pinnacle West Capital Corp. | 30,306 | 2,177 | |
Evergy Inc. | 36,900 | 1,926 | |
UGI Corp. | 76,000 | 1,870 | |
CenterPoint Energy Inc. | 64,000 | 1,828 | |
NRG Energy Inc. | 33,700 | 1,742 | |
Entergy Corp. | 16,800 | 1,700 | |
Southern Co. | 22,500 | 1,578 | |
Dominion Energy Inc. | 29,800 | 1,401 | |
National Fuel Gas Co. | 23,000 | 1,154 | |
NextEra Energy Inc. | 14,500 | 881 | |
Constellation Energy Corp. | 6,900 | 807 | |
AES Corp. | 33,700 | 649 | |
ALLETE Inc. | 9,000 | 550 | |
PNM Resources Inc. | 11,400 | 474 | |
WEC Energy Group Inc. | 5,218 | 439 | |
DTE Energy Co. | 3,100 | 342 | |
NiSource Inc. | 10,300 | 273 | |
Clearway Energy Inc. Class C | 4,100 | 112 | |
Alliant Energy Corp. | 2,151 | 110 | |
New Jersey Resources Corp. | 2,324 | 104 | |
* | Montauk Renewables Inc. | 11,500 | 102 |
FirstEnergy Corp. | 2,600 | 95 |
Shares | Market Value ($000) | ||
Public Service Enterprise Group Inc. | 1,400 | 86 | |
158,203 | |||
Total Common Stocks (Cost $9,035,848) | 12,792,277 | ||
Temporary Cash Investments (2.5%) | |||
Money Market Fund (2.5%) | |||
3,4 | Vanguard Market Liquidity Fund, 5.435% (Cost $336,639) | 3,367,689 | 336,702 |
Total Investments (99.7%) (Cost $9,372,487) | 13,128,979 | ||
Other Assets and Liabilities—Net (0.3%) | 34,681 | ||
Net Assets (100%) | 13,163,660 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Security value determined using significant unobservable inputs. |
2 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $273,000. |
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 | Collateral of $342,000 was received for securities on loan, of which $335,000 is held in Vanguard Market Liquidity Fund and $7,000 is held in cash. |
ADR—American Depositary Receipt. | |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 1,377 | 331,857 | 6,302 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 12,792,274 | — | 3 | 12,792,277 |
Temporary Cash Investments | 336,702 | — | — | 336,702 |
Total | 13,128,976 | — | 3 | 13,128,979 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 6,302 | — | — | 6,302 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |