Shares | Market Value ($000) | ||
Common Stocks (99.5%) | |||
Communication Services (10.8%) | |||
* | Facebook Inc. Class A | 20,582,140 | 5,390,463 |
* | Alphabet Inc. Class A | 2,572,256 | 3,769,898 |
* | Alphabet Inc. Class C | 2,513,276 | 3,693,510 |
Verizon Communications Inc. | 35,424,286 | 2,107,391 | |
Walt Disney Co. | 15,469,682 | 1,919,478 | |
* | Netflix Inc. | 3,775,398 | 1,887,812 |
Comcast Corp. Class A | 39,025,241 | 1,805,308 | |
AT&T Inc. | 60,995,425 | 1,738,980 | |
* | Charter Communications Inc. Class A | 1,280,549 | 799,498 |
* | T-Mobile US Inc. | 4,980,582 | 569,579 |
Activision Blizzard Inc. | 6,607,799 | 534,901 | |
* | Electronic Arts Inc. | 2,472,407 | 322,427 |
* | Twitter Inc. | 6,771,462 | 301,330 |
* | Take-Two Interactive Software Inc. | 978,269 | 161,630 |
ViacomCBS Inc. Class B | 4,822,534 | 135,079 | |
Omnicom Group Inc. | 1,839,221 | 91,041 | |
CenturyLink Inc. | 8,442,266 | 85,183 | |
Fox Corp. Class A | 2,903,426 | 80,802 | |
* | Live Nation Entertainment Inc. | 1,218,149 | 65,634 |
* | DISH Network Corp. Class A | 2,110,666 | 61,273 |
News Corp. Class A | 4,352,014 | 61,015 | |
Interpublic Group of Cos. Inc. | 3,335,699 | 55,606 | |
* | Discovery Inc. Class C | 2,660,899 | 52,154 |
* | Fox Corp. Class B | 1,385,070 | 38,740 |
*,1 | Discovery Inc. Class A | 1,361,466 | 29,639 |
News Corp. Class B | 504 | 7 | |
25,758,378 | |||
Consumer Discretionary (11.5%) | |||
* | Amazon.com Inc. | 3,644,771 | 11,476,400 |
Home Depot Inc. | 9,214,963 | 2,559,087 | |
McDonald's Corp. | 6,370,069 | 1,398,166 | |
NIKE Inc. Class B | 10,656,205 | 1,337,780 | |
Lowe's Cos. Inc. | 6,469,411 | 1,073,016 | |
Starbucks Corp. | 10,007,783 | 859,869 | |
Target Corp. | 4,285,563 | 674,633 | |
* | Booking Holdings Inc. | 350,601 | 599,766 |
TJX Cos. Inc. | 10,264,458 | 571,217 | |
Dollar General Corp. | 2,131,816 | 446,871 | |
General Motors Co. | 10,780,936 | 319,008 | |
* | Chipotle Mexican Grill Inc. Class A | 239,407 | 297,753 |
eBay Inc. | 5,692,414 | 296,575 | |
* | O'Reilly Automotive Inc. | 634,028 | 292,338 |
Shares | Market Value ($000) | ||
Ross Stores Inc. | 3,046,863 | 284,333 | |
Yum! Brands Inc. | 2,580,493 | 235,599 | |
* | AutoZone Inc. | 199,962 | 235,483 |
Ford Motor Co. | 33,453,133 | 222,798 | |
Best Buy Co. Inc. | 1,972,002 | 219,464 | |
DR Horton Inc. | 2,833,282 | 214,281 | |
Aptiv plc | 2,311,458 | 211,914 | |
Marriott International Inc. Class A | 2,276,984 | 210,803 | |
Hilton Worldwide Holdings Inc. | 2,373,989 | 202,549 | |
VF Corp. | 2,734,552 | 192,102 | |
Lennar Corp. Class A | 2,314,130 | 189,018 | |
* | Dollar Tree Inc. | 2,031,421 | 185,550 |
Domino's Pizza Inc. | 336,642 | 143,167 | |
Tractor Supply Co. | 994,952 | 142,616 | |
Las Vegas Sands Corp. | 2,809,490 | 131,091 | |
* | CarMax Inc. | 1,394,995 | 128,214 |
* | Etsy Inc. | 1,020,471 | 124,120 |
* | NVR Inc. | 29,797 | 121,665 |
Garmin Ltd. | 1,275,734 | 121,016 | |
Genuine Parts Co. | 1,234,933 | 117,529 | |
Darden Restaurants Inc. | 1,113,899 | 112,214 | |
* | Ulta Beauty Inc. | 481,658 | 107,882 |
Tiffany & Co. | 925,514 | 107,221 | |
Expedia Group Inc. | 1,160,719 | 106,426 | |
PulteGroup Inc. | 2,298,321 | 106,389 | |
Royal Caribbean Cruises Ltd. | 1,525,639 | 98,755 | |
Whirlpool Corp. | 533,970 | 98,192 | |
Advance Auto Parts Inc. | 592,601 | 90,964 | |
Hasbro Inc. | 1,090,385 | 90,197 | |
MGM Resorts International | 3,508,971 | 76,320 | |
BorgWarner Inc. | 1,777,135 | 68,846 | |
1 | Carnival Corp. | 4,426,364 | 67,192 |
* | LKQ Corp. | 2,395,525 | 66,428 |
L Brands Inc. | 1,999,893 | 63,617 | |
Wynn Resorts Ltd. | 831,275 | 59,694 | |
Newell Brands Inc. | 3,228,002 | 55,393 | |
* | Mohawk Industries Inc. | 511,904 | 49,957 |
Hanesbrands Inc. | 2,986,124 | 47,031 | |
Leggett & Platt Inc. | 1,130,516 | 46,543 | |
*,1 | Norwegian Cruise Line Holdings Ltd. | 2,352,586 | 40,253 |
Tapestry Inc. | 2,371,135 | 37,061 | |
PVH Corp. | 608,630 | 36,299 | |
Gap Inc. | 1,765,293 | 30,063 | |
Ralph Lauren Corp. Class A | 412,186 | 28,016 | |
* | Under Armour Inc. Class A | 1,591,522 | 17,873 |
* | Under Armour Inc. Class C | 1,686,133 | 16,592 |
Lennar Corp. Class B | 46,972 | 3,084 | |
27,564,293 | |||
Consumer Staples (7.0%) | |||
Procter & Gamble Co. | 21,312,356 | 2,962,204 | |
Walmart Inc. | 11,886,612 | 1,663,056 | |
PepsiCo Inc. | 11,853,188 | 1,642,852 | |
Coca-Cola Co. | 33,094,326 | 1,633,867 | |
Costco Wholesale Corp. | 3,779,788 | 1,341,825 | |
Philip Morris International Inc. | 13,331,618 | 999,738 | |
Mondelez International Inc. Class A | 12,228,171 | 702,508 | |
Altria Group Inc. | 15,909,745 | 614,753 | |
Colgate-Palmolive Co. | 7,340,075 | 566,287 |
Shares | Market Value ($000) | ||
Kimberly-Clark Corp. | 2,919,698 | 431,123 | |
Estee Lauder Cos. Inc. Class A | 1,930,986 | 421,438 | |
General Mills Inc. | 5,230,280 | 322,604 | |
Constellation Brands Inc. Class A | 1,438,522 | 272,614 | |
Sysco Corp. | 4,353,650 | 270,884 | |
* | Monster Beverage Corp. | 3,160,727 | 253,490 |
Kroger Co. | 6,659,844 | 225,835 | |
Archer-Daniels-Midland Co. | 4,757,758 | 221,188 | |
Walgreens Boots Alliance Inc. | 6,157,360 | 221,172 | |
McCormick & Co. Inc. | 1,061,228 | 205,984 | |
Church & Dwight Co. Inc. | 2,117,367 | 198,419 | |
Hershey Co. | 1,261,650 | 180,845 | |
Clorox Co. | 830,546 | 174,556 | |
Kraft Heinz Co. | 5,547,431 | 166,146 | |
Tyson Foods Inc. Class A | 2,519,416 | 149,855 | |
Conagra Brands Inc. | 4,182,360 | 149,352 | |
Kellogg Co. | 2,171,859 | 140,280 | |
Brown-Forman Corp. Class B | 1,560,742 | 117,555 | |
Hormel Foods Corp. | 2,400,946 | 117,382 | |
J M Smucker Co. | 975,806 | 112,725 | |
Campbell Soup Co. | 1,732,184 | 83,786 | |
Lamb Weston Holdings Inc. | 1,244,416 | 82,468 | |
Molson Coors Beverage Co. Class B | 1,609,786 | 54,024 | |
16,700,815 | |||
Energy (2.0%) | |||
Exxon Mobil Corp. | 36,198,393 | 1,242,691 | |
Chevron Corp. | 15,986,324 | 1,151,015 | |
ConocoPhillips | 9,184,038 | 301,604 | |
Kinder Morgan Inc. | 16,660,972 | 205,430 | |
Phillips 66 | 3,737,480 | 193,751 | |
Schlumberger NV | 11,890,788 | 185,021 | |
EOG Resources Inc. | 4,981,649 | 179,040 | |
Williams Cos. Inc. | 8,890,293 | 174,694 | |
Marathon Petroleum Corp. | 5,571,413 | 163,465 | |
Valero Energy Corp. | 3,488,889 | 151,139 | |
Pioneer Natural Resources Co. | 1,406,923 | 120,981 | |
ONEOK Inc. | 3,803,415 | 98,813 | |
Hess Corp. | 2,339,071 | 95,738 | |
Halliburton Co. | 7,514,888 | 90,554 | |
Baker Hughes Co. Class A | 5,618,142 | 74,665 | |
Concho Resources Inc. | 1,685,735 | 74,375 | |
Cabot Oil & Gas Corp. | 3,418,834 | 59,351 | |
Occidental Petroleum Corp. | 5,160,638 | 51,658 | |
Diamondback Energy Inc. | 1,353,755 | 40,775 | |
Noble Energy Inc. | 4,138,275 | 35,382 | |
Devon Energy Corp. | 3,287,556 | 31,100 | |
Apache Corp. | 3,220,120 | 30,495 | |
National Oilwell Varco Inc. | 3,310,815 | 29,996 | |
Marathon Oil Corp. | 6,749,489 | 27,605 | |
HollyFrontier Corp. | 1,270,907 | 25,050 | |
Technip FMC plc | 3,612,161 | 22,793 | |
4,857,181 | |||
Financials (9.6%) | |||
* | Berkshire Hathaway Inc. Class B | 16,968,829 | 3,613,342 |
JPMorgan Chase & Co. | 25,589,081 | 2,463,461 | |
Bank of America Corp. | 65,269,333 | 1,572,338 | |
Wells Fargo & Co. | 35,270,554 | 829,211 |
Shares | Market Value ($000) | ||
Citigroup Inc. | 17,822,340 | 768,321 | |
S&P Global Inc. | 2,063,186 | 743,985 | |
BlackRock Inc. | 1,214,002 | 684,151 | |
Goldman Sachs Group Inc. | 2,945,561 | 591,969 | |
American Express Co. | 5,582,878 | 559,684 | |
CME Group Inc. | 3,070,088 | 513,656 | |
Marsh & McLennan Cos. Inc. | 4,336,198 | 497,362 | |
Morgan Stanley | 10,258,792 | 496,013 | |
Intercontinental Exchange Inc. | 4,804,670 | 480,707 | |
Progressive Corp. | 5,011,417 | 474,431 | |
Chubb Ltd. | 3,864,192 | 448,710 | |
Truist Financial Corp. | 11,536,816 | 438,976 | |
US Bancorp | 11,735,019 | 420,700 | |
Aon plc Class A | 1,983,118 | 409,117 | |
Moody's Corp. | 1,382,006 | 400,574 | |
PNC Financial Services Group Inc. | 3,634,094 | 399,423 | |
Charles Schwab Corp. | 9,928,641 | 359,715 | |
Capital One Financial Corp. | 3,909,736 | 280,954 | |
MSCI Inc. Class A | 716,022 | 255,462 | |
Allstate Corp. | 2,673,877 | 251,719 | |
T Rowe Price Group Inc. | 1,943,230 | 249,161 | |
MetLife Inc. | 6,606,058 | 245,547 | |
Bank of New York Mellon Corp. | 6,977,338 | 239,602 | |
Travelers Cos Inc. | 2,167,744 | 234,528 | |
Willis Towers Watson plc | 1,103,139 | 230,358 | |
Prudential Financial Inc. | 3,382,587 | 214,862 | |
Aflac Inc. | 5,677,005 | 206,359 | |
American International Group Inc. | 7,373,890 | 203,003 | |
State Street Corp. | 3,016,869 | 178,991 | |
Arthur J Gallagher & Co. | 1,639,542 | 173,103 | |
First Republic Bank | 1,473,436 | 160,693 | |
Ameriprise Financial Inc. | 1,029,449 | 158,648 | |
MarketAxess Holdings Inc. | 324,928 | 156,482 | |
Discover Financial Services | 2,620,390 | 151,406 | |
Northern Trust Corp. | 1,781,468 | 138,901 | |
Fifth Third Bancorp | 6,098,336 | 130,017 | |
Synchrony Financial | 4,653,214 | 121,775 | |
Nasdaq Inc. | 985,008 | 120,870 | |
Hartford Financial Services Group Inc. | 3,064,096 | 112,943 | |
* | SVB Financial Group | 442,653 | 106,511 |
M&T Bank Corp. | 1,097,832 | 101,099 | |
Cincinnati Financial Corp. | 1,281,887 | 99,949 | |
Key Corp. | 8,367,044 | 99,819 | |
Regions Financial Corp. | 8,216,103 | 94,732 | |
E*TRADE Financial Corp. | 1,891,068 | 94,648 | |
Citizens Financial Group Inc. | 3,656,741 | 92,442 | |
Principal Financial Group Inc. | 2,183,268 | 87,920 | |
Cboe Global Markets Inc. | 931,007 | 81,687 | |
Huntington Bancshares Inc. | 8,704,993 | 79,825 | |
Raymond James Financial Inc. | 1,044,741 | 76,015 | |
W R Berkley Corp. | 1,201,825 | 73,492 | |
Loews Corp. | 2,039,867 | 70,885 | |
Everest Re Group Ltd. | 342,166 | 67,591 | |
Globe Life Inc. | 838,960 | 67,033 | |
Assurant Inc. | 511,031 | 61,993 | |
Lincoln National Corp. | 1,551,837 | 48,619 | |
Franklin Resources Inc. | 2,283,233 | 46,464 | |
Comerica Inc. | 1,189,659 | 45,504 |
Shares | Market Value ($000) | ||
Zions Bancorp NA | 1,401,733 | 40,959 | |
People's United Financial Inc. | 3,647,120 | 37,602 | |
Invesco Ltd. | 3,218,694 | 36,725 | |
Unum Group | 1,737,836 | 29,248 | |
23,021,992 | |||
Health Care (14.2%) | |||
Johnson & Johnson | 22,538,411 | 3,355,519 | |
UnitedHealth Group Inc. | 8,135,395 | 2,536,372 | |
Merck & Co. Inc. | 21,651,817 | 1,796,018 | |
Pfizer Inc. | 47,570,175 | 1,745,825 | |
Abbott Laboratories | 15,156,749 | 1,649,509 | |
Thermo Fisher Scientific Inc. | 3,386,445 | 1,495,183 | |
AbbVie Inc. | 15,107,958 | 1,323,306 | |
Amgen Inc. | 5,013,872 | 1,274,326 | |
Medtronic plc | 11,507,286 | 1,195,837 | |
Danaher Corp. | 5,404,911 | 1,163,839 | |
Bristol-Myers Squibb Co. | 19,295,212 | 1,163,308 | |
Eli Lilly and Co. | 6,796,061 | 1,005,953 | |
* | Intuitive Surgical Inc. | 1,001,836 | 710,843 |
Gilead Sciences Inc. | 10,732,641 | 678,196 | |
Zoetis Inc. | 4,067,675 | 672,671 | |
CVS Health Corp. | 11,203,401 | 654,279 | |
* | Vertex Pharmaceuticals Inc. | 2,229,861 | 606,790 |
Stryker Corp. | 2,797,433 | 582,901 | |
Anthem Inc. | 2,153,087 | 578,298 | |
Becton Dickinson and Co. | 2,481,514 | 577,399 | |
Cigna Corp. | 3,143,626 | 532,562 | |
* | Regeneron Pharmaceuticals Inc. | 894,990 | 500,998 |
Humana Inc. | 1,132,520 | 468,739 | |
* | Boston Scientific Corp. | 12,247,844 | 467,990 |
* | Edwards Lifesciences Corp. | 5,322,642 | 424,853 |
* | Illumina Inc. | 1,249,893 | 386,317 |
* | Biogen Inc. | 1,355,317 | 384,476 |
Baxter International Inc. | 4,333,679 | 348,514 | |
* | DexCom Inc. | 819,583 | 337,857 |
* | Centene Corp. | 4,960,892 | 289,369 |
* | IDEXX Laboratories Inc. | 728,205 | 286,265 |
HCA Healthcare Inc. | 2,257,292 | 281,439 | |
Agilent Technologies Inc. | 2,639,380 | 266,419 | |
* | IQVIA Holdings Inc. | 1,637,497 | 258,119 |
Zimmer Biomet Holdings Inc. | 1,772,626 | 241,325 | |
* | Alexion Pharmaceuticals Inc. | 1,876,424 | 214,719 |
ResMed Inc. | 1,240,496 | 212,658 | |
McKesson Corp. | 1,388,579 | 206,801 | |
* | Align Technology Inc. | 613,702 | 200,901 |
* | Mettler-Toledo International Inc. | 205,240 | 198,211 |
Cerner Corp. | 2,613,903 | 188,959 | |
West Pharmaceutical Services Inc. | 631,920 | 173,715 | |
* | Laboratory Corp. of America Holdings | 833,089 | 156,846 |
* | Hologic Inc. | 2,217,257 | 147,381 |
* | Incyte Corp. | 1,590,452 | 142,727 |
Cooper Cos. Inc. | 421,022 | 141,935 | |
Teleflex Inc. | 398,270 | 135,579 | |
* | Varian Medical Systems Inc. | 780,154 | 134,187 |
Quest Diagnostics Inc. | 1,149,767 | 131,637 | |
STERIS plc | 727,524 | 128,182 | |
AmerisourceBergen Corp. Class A | 1,257,060 | 121,834 | |
* | Catalent Inc. | 1,406,838 | 120,510 |
Shares | Market Value ($000) | ||
PerkinElmer Inc. | 957,311 | 120,152 | |
Cardinal Health Inc. | 2,503,863 | 117,556 | |
* | ABIOMED Inc. | 385,682 | 106,857 |
* | Waters Corp. | 529,698 | 103,651 |
* | Bio-Rad Laboratories Inc. Class A | 183,118 | 94,390 |
DENTSPLY SIRONA Inc. | 1,868,486 | 81,709 | |
* | Henry Schein Inc. | 1,223,956 | 71,944 |
Universal Health Services Inc. Class B | 665,483 | 71,220 | |
* | Mylan NV | 4,420,770 | 65,560 |
* | DaVita Inc. | 643,595 | 55,124 |
Perrigo Co. plc | 1,167,217 | 53,587 | |
33,940,146 | |||
Industrials (8.3%) | |||
Union Pacific Corp. | 5,811,374 | 1,144,085 | |
United Parcel Service Inc. Class B | 6,053,171 | 1,008,640 | |
Honeywell International Inc. | 6,007,740 | 988,934 | |
Lockheed Martin Corp. | 2,105,974 | 807,178 | |
3M Co. | 4,931,099 | 789,863 | |
Raytheon Technologies Corp. | 13,078,523 | 752,538 | |
Boeing Co. | 4,542,146 | 750,635 | |
Caterpillar Inc. | 4,635,536 | 691,390 | |
Deere & Co. | 2,682,618 | 594,549 | |
FedEx Corp. | 2,063,559 | 519,026 | |
CSX Corp. | 6,549,813 | 508,724 | |
Illinois Tool Works Inc. | 2,462,757 | 475,829 | |
Norfolk Southern Corp. | 2,184,072 | 467,370 | |
General Electric Co. | 74,935,897 | 466,851 | |
Northrop Grumman Corp. | 1,327,350 | 418,766 | |
Waste Management Inc. | 3,327,368 | 376,558 | |
Roper Technologies Inc. | 896,367 | 354,164 | |
Eaton Corp. plc | 3,425,245 | 349,478 | |
Emerson Electric Co. | 5,115,943 | 335,452 | |
L3Harris Technologies Inc. | 1,851,023 | 314,378 | |
General Dynamics Corp. | 1,989,955 | 275,469 | |
Cummins Inc. | 1,264,097 | 266,927 | |
Johnson Controls International plc | 6,370,222 | 260,224 | |
Verisk Analytics Inc. Class A | 1,390,161 | 257,611 | |
PACCAR Inc. | 2,962,974 | 252,682 | |
IHS Markit Ltd. | 3,193,279 | 250,704 | |
Trane Technologies plc | 2,049,118 | 248,456 | |
Cintas Corp. | 744,309 | 247,728 | |
Parker-Hannifin Corp. | 1,100,608 | 222,697 | |
Stanley Black & Decker Inc. | 1,366,960 | 221,721 | |
Fastenal Co. | 4,910,603 | 221,419 | |
TransDigm Group Inc. | 464,076 | 220,492 | |
Fortive Corp. | 2,885,451 | 219,900 | |
Rockwell Automation Inc. | 992,701 | 219,069 | |
Otis Worldwide Corp. | 3,484,860 | 217,525 | |
Carrier Global Corp. | 6,970,331 | 212,874 | |
AMETEK Inc. | 1,965,485 | 195,369 | |
Southwest Airlines Co. | 5,049,019 | 189,338 | |
* | Copart Inc. | 1,768,266 | 185,951 |
Republic Services Inc. Class A | 1,798,349 | 167,876 | |
Delta Air Lines Inc. | 5,456,044 | 166,846 | |
Equifax Inc. | 1,039,744 | 163,136 | |
Old Dominion Freight Line Inc. | 823,397 | 148,969 | |
Kansas City Southern | 807,453 | 146,012 | |
WW Grainger Inc. | 385,661 | 137,592 |
Shares | Market Value ($000) | ||
Dover Corp. | 1,233,633 | 133,652 | |
Expeditors International of Washington Inc. | 1,433,731 | 129,781 | |
Xylem Inc. | 1,540,446 | 129,582 | |
Masco Corp. | 2,237,448 | 123,351 | |
CH Robinson Worldwide Inc. | 1,153,902 | 117,917 | |
IDEX Corp. | 646,305 | 117,893 | |
* | Ingersoll Rand Inc. | 3,177,814 | 113,130 |
* | United Rentals Inc. | 616,985 | 107,664 |
Jacobs Engineering Group Inc. | 1,116,116 | 103,542 | |
Fortune Brands Home & Security Inc. | 1,183,915 | 102,432 | |
* | Teledyne Technologies Inc. | 315,310 | 97,812 |
Westinghouse Air Brake Technologies Corp. | 1,531,474 | 94,768 | |
JB Hunt Transport Services Inc. | 713,795 | 90,209 | |
* | United Airlines Holdings Inc. | 2,488,373 | 86,471 |
Allegion plc | 788,119 | 77,953 | |
Textron Inc. | 1,949,072 | 70,342 | |
Snap-on Inc. | 466,751 | 68,673 | |
Rollins Inc. | 1,261,726 | 68,373 | |
Pentair plc | 1,420,846 | 65,032 | |
Quanta Services Inc. | 1,182,630 | 62,514 | |
A O Smith Corp. | 1,156,621 | 61,070 | |
Howmet Aerospace Inc. | 3,354,033 | 56,079 | |
1 | American Airlines Group Inc. | 4,367,055 | 53,671 |
Robert Half International Inc. | 980,373 | 51,901 | |
Huntington Ingalls Industries Inc. | 346,093 | 48,713 | |
Nielsen Holdings plc | 3,054,147 | 43,308 | |
Alaska Air Group Inc. | 1,059,435 | 38,807 | |
Flowserve Corp. | 1,115,974 | 30,455 | |
19,776,090 | |||
Information Technology (28.0%) | |||
Apple Inc. | 137,623,164 | 15,938,139 | |
Microsoft Corp. | 64,783,494 | 13,625,912 | |
Visa Inc. Class A | 14,433,071 | 2,886,181 | |
NVIDIA Corp. | 5,281,853 | 2,858,645 | |
Mastercard Inc. Class A | 7,562,013 | 2,557,246 | |
* | Adobe Inc. | 4,106,250 | 2,013,828 |
* | PayPal Holdings Inc. | 10,044,082 | 1,978,986 |
* | salesforce.com Inc. | 7,790,169 | 1,957,825 |
Intel Corp. | 36,408,074 | 1,885,210 | |
Cisco Systems Inc. | 36,240,177 | 1,427,501 | |
Broadcom Inc. | 3,442,963 | 1,254,340 | |
Accenture plc Class A | 5,446,115 | 1,230,768 | |
QUALCOMM Inc. | 9,658,669 | 1,136,632 | |
Texas Instruments Inc. | 7,840,979 | 1,119,613 | |
Oracle Corp. | 16,549,837 | 988,025 | |
International Business Machines Corp. | 7,623,677 | 927,573 | |
* | Advanced Micro Devices Inc. | 10,050,725 | 824,059 |
* | ServiceNow Inc. | 1,641,953 | 796,347 |
Fidelity National Information Services Inc. | 5,304,192 | 780,830 | |
Intuit Inc. | 2,241,295 | 731,133 | |
Automatic Data Processing Inc. | 3,680,669 | 513,417 | |
* | Fiserv Inc. | 4,758,147 | 490,327 |
Applied Materials Inc. | 7,818,474 | 464,808 | |
Global Payments Inc. | 2,561,838 | 454,931 | |
* | Micron Technology Inc. | 9,511,206 | 446,646 |
* | Autodesk Inc. | 1,877,316 | 433,679 |
Lam Research Corp. | 1,246,694 | 413,591 | |
Analog Devices Inc. | 3,163,764 | 369,338 |
Shares | Market Value ($000) | ||
Cognizant Technology Solutions Corp. Class A | 4,641,976 | 322,246 | |
* | Synopsys Inc. | 1,299,317 | 278,028 |
Amphenol Corp. Class A | 2,554,039 | 276,526 | |
TE Connectivity Ltd. | 2,825,172 | 276,132 | |
KLA Corp. | 1,330,924 | 257,853 | |
* | Cadence Design Systems Inc. | 2,386,989 | 254,525 |
* | ANSYS Inc. | 734,445 | 240,332 |
Motorola Solutions Inc. | 1,453,486 | 227,921 | |
HP Inc. | 11,757,896 | 223,283 | |
Microchip Technology Inc. | 2,161,340 | 222,099 | |
Paychex Inc. | 2,742,649 | 218,781 | |
Xilinx Inc. | 2,091,613 | 218,030 | |
Corning Inc. | 6,513,898 | 211,115 | |
Skyworks Solutions Inc. | 1,429,682 | 208,019 | |
* | VeriSign Inc. | 865,302 | 177,257 |
* | FleetCor Technologies Inc. | 719,605 | 171,338 |
* | Keysight Technologies Inc. | 1,601,931 | 158,239 |
Maxim Integrated Products Inc. | 2,283,449 | 154,384 | |
* | Akamai Technologies Inc. | 1,392,885 | 153,970 |
CDW Corp. | 1,221,378 | 145,991 | |
Citrix Systems Inc. | 1,056,465 | 145,486 | |
* | Fortinet Inc. | 1,150,871 | 135,584 |
* | Paycom Software Inc. | 418,767 | 130,362 |
Broadridge Financial Solutions Inc. | 985,413 | 130,075 | |
* | Qorvo Inc. | 976,821 | 126,020 |
* | Tyler Technologies Inc. | 344,521 | 120,086 |
* | Zebra Technologies Corp. Class A | 456,623 | 115,279 |
Teradyne Inc. | 1,422,543 | 113,035 | |
Jack Henry & Associates Inc. | 655,347 | 106,553 | |
NortonLifeLock Inc. | 5,059,503 | 105,440 | |
Hewlett Packard Enterprise Co. | 11,009,427 | 103,158 | |
Leidos Holdings Inc. | 1,143,750 | 101,965 | |
* | Arista Networks Inc. | 468,725 | 96,993 |
* | Gartner Inc. | 764,973 | 95,583 |
Western Digital Corp. | 2,590,765 | 94,693 | |
Seagate Technology plc | 1,910,447 | 94,128 | |
NetApp Inc. | 1,899,257 | 83,263 | |
Western Union Co. | 3,524,325 | 75,526 | |
* | F5 Networks Inc. | 522,505 | 64,148 |
Juniper Networks Inc. | 2,845,131 | 61,170 | |
* | IPG Photonics Corp. | 306,257 | 52,055 |
FLIR Systems Inc. | 1,126,538 | 40,386 | |
DXC Technology Co. | 2,184,653 | 38,996 | |
Xerox Holdings Corp. | 1,535,739 | 28,826 | |
67,160,409 | |||
Materials (2.6%) | |||
Linde plc | 4,497,354 | 1,070,955 | |
Air Products and Chemicals Inc. | 1,891,011 | 563,257 | |
Sherwin-Williams Co. | 701,458 | 488,734 | |
Newmont Corp. | 6,875,403 | 436,244 | |
Ecolab Inc. | 2,125,538 | 424,768 | |
DuPont de Nemours Inc. | 6,282,166 | 348,535 | |
Dow Inc. | 6,344,603 | 298,514 | |
PPG Industries Inc. | 2,020,166 | 246,622 | |
Ball Corp. | 2,795,746 | 232,382 | |
Freeport-McMoRan Inc. | 12,430,229 | 194,409 | |
Corteva Inc. | 6,408,488 | 184,629 | |
LyondellBasell Industries NV Class A | 2,200,665 | 155,125 |
Shares | Market Value ($000) | ||
Vulcan Materials Co. | 1,133,999 | 153,702 | |
Amcor plc | 13,426,469 | 148,362 | |
International Paper Co. | 3,363,992 | 136,376 | |
Martin Marietta Materials Inc. | 532,671 | 125,369 | |
FMC Corp. | 1,108,665 | 117,419 | |
Nucor Corp. | 2,581,931 | 115,825 | |
1 | International Flavors & Fragrances Inc. | 914,535 | 111,985 |
Celanese Corp. Class A | 1,013,772 | 108,930 | |
Avery Dennison Corp. | 714,775 | 91,377 | |
Eastman Chemical Co. | 1,158,860 | 90,530 | |
Packaging Corp. of America | 810,905 | 88,429 | |
Albemarle Corp. | 911,800 | 81,405 | |
Westrock Co. | 2,226,754 | 77,357 | |
CF Industries Holdings Inc. | 1,828,822 | 56,163 | |
Mosaic Co. | 2,947,247 | 53,846 | |
Sealed Air Corp. | 1,331,684 | 51,683 | |
6,252,932 | |||
Real Estate (2.6%) | |||
American Tower Corp. | 3,797,073 | 917,866 | |
Prologis Inc. | 6,324,013 | 636,322 | |
Crown Castle International Corp. | 3,592,481 | 598,148 | |
Equinix Inc. | 758,027 | 576,199 | |
Digital Realty Trust Inc. | 2,302,645 | 337,936 | |
SBA Communications Corp. Class A | 958,233 | 305,178 | |
Public Storage | 1,301,743 | 289,924 | |
Welltower Inc. | 3,572,364 | 196,802 | |
Weyerhaeuser Co. | 6,388,455 | 182,199 | |
AvalonBay Communities Inc. | 1,204,691 | 179,909 | |
Realty Income Corp. | 2,953,618 | 179,432 | |
Simon Property Group Inc. | 2,617,229 | 169,282 | |
Alexandria Real Estate Equities Inc. | 1,003,872 | 160,620 | |
Equity Residential | 2,930,992 | 150,448 | |
* | CBRE Group Inc. Class A | 2,870,096 | 134,808 |
Ventas Inc. | 3,193,905 | 134,016 | |
Healthpeak Properties Inc. | 4,611,569 | 125,204 | |
Extra Space Storage Inc. | 1,104,763 | 118,199 | |
Duke Realty Corp. | 3,171,080 | 117,013 | |
Mid-America Apartment Communities Inc. | 978,835 | 113,496 | |
Essex Property Trust Inc. | 558,822 | 112,206 | |
Boston Properties Inc. | 1,213,228 | 97,422 | |
UDR Inc. | 2,526,462 | 82,388 | |
Iron Mountain Inc. | 2,470,966 | 66,197 | |
Host Hotels & Resorts Inc. | 6,043,827 | 65,213 | |
Regency Centers Corp. | 1,347,694 | 51,239 | |
Vornado Realty Trust | 1,346,041 | 45,375 | |
Federal Realty Investment Trust | 591,077 | 43,409 | |
Apartment Investment and Management Co. Class A | 1,270,641 | 42,846 | |
Kimco Realty Corp. | 3,699,621 | 41,658 | |
SL Green Realty Corp. | 628,790 | 29,157 | |
6,300,111 | |||
Utilities (2.9%) | |||
NextEra Energy Inc. | 4,191,586 | 1,163,417 | |
Dominion Energy Inc. | 7,191,631 | 567,635 | |
Duke Energy Corp. | 6,295,420 | 557,522 | |
Southern Co. | 9,040,618 | 490,182 | |
American Electric Power Co. Inc. | 4,247,252 | 347,128 | |
Xcel Energy Inc. | 4,497,019 | 310,339 |
Shares | Market Value ($000) | ||
Exelon Corp. | 8,342,540 | 298,329 | |
Sempra Energy | 2,476,227 | 293,086 | |
WEC Energy Group Inc. | 2,700,070 | 261,637 | |
Eversource Energy | 2,933,410 | 245,086 | |
Public Service Enterprise Group Inc. | 4,329,481 | 237,732 | |
American Water Works Co. Inc. | 1,551,126 | 224,727 | |
DTE Energy Co. | 1,649,148 | 189,718 | |
Consolidated Edison Inc. | 2,363,281 | 183,863 | |
PPL Corp. | 6,581,313 | 179,078 | |
Entergy Corp. | 1,713,610 | 168,842 | |
Ameren Corp. | 2,114,895 | 167,246 | |
Edison International | 3,237,956 | 164,618 | |
CMS Energy Corp. | 2,450,426 | 150,481 | |
FirstEnergy Corp. | 4,645,710 | 133,378 | |
Alliant Energy Corp. | 2,139,925 | 110,527 | |
AES Corp. | 5,687,332 | 102,998 | |
Atmos Energy Corp. | 1,056,816 | 101,021 | |
Evergy Inc. | 1,939,862 | 98,584 | |
CenterPoint Energy Inc. | 4,669,280 | 90,351 | |
NiSource Inc. | 3,279,916 | 72,158 | |
Pinnacle West Capital Corp. | 963,370 | 71,819 | |
NRG Energy Inc. | 2,090,003 | 64,247 | |
7,045,749 | |||
Total Common Stocks (Cost $106,334,452) | 238,378,096 | ||
Temporary Cash Investments (0.4%) | |||
Money Market Funds (0.3%) | |||
2,3 | Vanguard Market Liquidity Fund, 0.117% | 7,324,159 | 732,416 |
Face Amount ($000) | |||
U.S. Government and Agency Obligations (0.1%) | |||
4 | U.S. Cash Management Bill, 0.122%, 12/15/20 | 52,000 | 51,989 |
U.S. Treasury Bill, 0.061%, 10/13/20 | 5,000 | 5,000 | |
4 | U.S. Treasury Bill, 0.095%, 11/3/20 | 27,540 | 27,538 |
84,527 | |||
Total Temporary Cash Investments (Cost $816,720) | 816,943 | ||
Total Investments (99.9%) (Cost $107,151,172) | 239,195,039 | ||
Other Assets and Liabilities—Net (0.1%) | 318,250 | ||
Net Assets (100%) | 239,513,289 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $167,171,000. |
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 $171,824,000 was received for securities on loan, of which $168,932,000 is held in Vanguard Market Liquidity Fund and $2,892,000 is held in cash. |
4 | Securities with a value of $65,866,000 have been segregated as initial margin for open futures contracts. |
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 | December 2020 | 5,411 | 906,884 | 5,544 |
Over-the-Counter Total Return Swaps | ||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid) (%)1 | Value and Unrealized Appreciation ($000) | Value and Unrealized Depreciation ($000) |
Clorox Co. | 1/29/21 | GSI | 52,398 | 0.151 | 142 | — |
Occidental Petroleum Corp. | 1/29/21 | GSI | 21,420 | 0.151 | — | (1,401) |
Consolidated Edison Inc. | 8/31/21 | BOANA | 38,900 | 0.552 | — | (5) |
Williams Cos. Inc. | 8/31/21 | BOANA | 17,685 | 0.552 | — | (2) |
Williams Cos. Inc. | 8/31/21 | BOANA | 11,790 | 0.551 | — | (1) |
JPMorgan Chase & Co. | 8/31/21 | BOANA | 48,135 | 0.607 | — | (25) |
142 | (1,434) |
1 | Based on 1-month USD London Interbank Offered Rate (LIBOR) as of the most recent payment date. Floating interest payment received/paid monthly. |
BOANA—Bank of America, N.A. | |
GSI—Goldman Sachs International. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 238,378,096 | — | — | 238,378,096 |
Temporary Cash Investments | 732,416 | 84,527 | — | 816,943 |
Total | 239,110,512 | 84,527 | — | 239,195,039 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 4,951 | — | — | 4,951 |
Swap Contracts | — | 142 | — | 142 |
Total | 4,951 | 142 | — | 5,093 |
Liabilities | ||||
Swap Contracts | — | 1,434 | — | 1,434 |
1 | Represents variation margin on the last day of the reporting period. |