Shares | Market Value ($000) | ||
Common Stocks (99.4%) | |||
Communication Services (10.9%) | |||
* | Facebook Inc. Class A | 19,234,887 | 5,665,251 |
* | Alphabet Inc. Class A | 2,404,745 | 4,959,835 |
* | Alphabet Inc. Class C | 2,304,978 | 4,768,147 |
* | Walt Disney Co. | 14,515,786 | 2,678,453 |
Comcast Corp. Class A | 36,554,288 | 1,977,952 | |
Verizon Communications Inc. | 33,089,193 | 1,924,137 | |
* | Netflix Inc. | 3,541,543 | 1,847,481 |
AT&T Inc. | 57,029,185 | 1,726,273 | |
* | Charter Communications Inc. Class A | 1,130,895 | 697,785 |
* | T-Mobile US Inc. | 4,670,954 | 585,224 |
Activision Blizzard Inc. | 6,194,815 | 576,118 | |
* | Twitter Inc. | 6,382,203 | 406,100 |
Electronic Arts Inc. | 2,300,291 | 311,390 | |
1 | ViacomCBS Inc. Class B | 4,700,921 | 212,011 |
* | Take-Two Interactive Software Inc. | 920,248 | 162,608 |
Omnicom Group Inc. | 1,717,875 | 127,380 | |
Lumen Technologies Inc. | 7,883,280 | 105,242 | |
News Corp. Class A | 4,013,172 | 102,055 | |
* | Live Nation Entertainment Inc. | 1,147,209 | 97,111 |
Fox Corp. Class A | 2,679,910 | 96,772 | |
Interpublic Group of Cos. Inc. | 3,122,425 | 91,175 | |
* | Discovery Inc. Class C | 2,441,176 | 90,055 |
* | DISH Network Corp. Class A | 1,978,074 | 71,606 |
*,1 | Discovery Inc. Class A | 1,196,437 | 51,997 |
Fox Corp. Class B | 1,225,134 | 42,794 | |
News Corp. Class B | 504 | 12 | |
29,374,964 | |||
Consumer Discretionary (12.4%) | |||
* | Amazon.com Inc. | 3,422,722 | 10,590,176 |
* | Tesla Inc. | 6,140,255 | 4,101,260 |
Home Depot Inc. | 8,608,851 | 2,627,852 | |
NIKE Inc. Class B | 10,167,136 | 1,351,111 | |
McDonald's Corp. | 5,961,733 | 1,336,263 | |
Lowe's Cos. Inc. | 5,845,287 | 1,111,657 | |
Starbucks Corp. | 9,414,184 | 1,028,688 | |
Target Corp. | 4,005,087 | 793,288 | |
* | Booking Holdings Inc. | 327,574 | 763,195 |
TJX Cos. Inc. | 9,601,019 | 635,107 | |
General Motors Co. | 10,139,066 | 582,591 | |
Dollar General Corp. | 1,959,222 | 396,977 | |
Ford Motor Co. | 31,247,392 | 382,780 | |
Ross Stores Inc. | 2,847,040 | 341,389 |
Shares | Market Value ($000) | ||
* | Chipotle Mexican Grill Inc. Class A | 225,070 | 319,784 |
eBay Inc. | 5,170,325 | 316,631 | |
Marriott International Inc. Class A | 2,127,552 | 315,112 | |
Aptiv plc | 2,159,557 | 297,803 | |
* | O'Reilly Automotive Inc. | 561,476 | 284,809 |
Hilton Worldwide Holdings Inc. | 2,219,994 | 268,442 | |
Yum! Brands Inc. | 2,399,372 | 259,564 | |
* | AutoZone Inc. | 177,385 | 249,102 |
DR Horton Inc. | 2,646,663 | 235,871 | |
Lennar Corp. Class A | 2,158,290 | 218,484 | |
* | Dollar Tree Inc. | 1,880,703 | 215,265 |
Best Buy Co. Inc. | 1,843,271 | 211,626 | |
VF Corp. | 2,569,240 | 205,334 | |
* | Etsy Inc. | 1,008,214 | 203,326 |
Expedia Group Inc. | 1,106,403 | 190,434 | |
* | CarMax Inc. | 1,299,917 | 172,447 |
Carnival Corp. | 6,377,335 | 169,254 | |
Tractor Supply Co. | 930,145 | 164,710 | |
Las Vegas Sands Corp. | 2,626,156 | 159,565 | |
Garmin Ltd. | 1,193,950 | 157,422 | |
Royal Caribbean Cruises Ltd. | 1,750,399 | 149,852 | |
Darden Restaurants Inc. | 1,042,955 | 148,100 | |
* | Caesars Entertainment Inc. | 1,665,734 | 145,668 |
* | Ulta Beauty Inc. | 450,079 | 139,151 |
Genuine Parts Co. | 1,155,111 | 133,519 | |
* | NVR Inc. | 27,657 | 130,290 |
MGM Resorts International | 3,285,175 | 124,804 | |
* | Penn National Gaming Inc. | 1,189,012 | 124,656 |
L Brands Inc. | 1,866,167 | 115,441 | |
Domino's Pizza Inc. | 310,379 | 114,154 | |
PulteGroup Inc. | 2,125,470 | 111,460 | |
Pool Corp. | 321,491 | 110,991 | |
Whirlpool Corp. | 502,470 | 110,719 | |
Wynn Resorts Ltd. | 841,456 | 105,493 | |
Hasbro Inc. | 1,021,855 | 98,221 | |
Advance Auto Parts Inc. | 523,970 | 96,143 | |
* | LKQ Corp. | 2,231,540 | 94,461 |
Tapestry Inc. | 2,220,755 | 91,517 | |
* | Mohawk Industries Inc. | 471,758 | 90,724 |
BorgWarner Inc. | 1,911,575 | 88,621 | |
Newell Brands Inc. | 3,018,238 | 80,828 | |
* | Norwegian Cruise Line Holdings Ltd. | 2,900,105 | 80,014 |
PVH Corp. | 566,939 | 59,925 | |
Hanesbrands Inc. | 2,795,061 | 54,979 | |
Gap Inc. | 1,643,940 | 48,956 | |
Leggett & Platt Inc. | 1,064,158 | 48,579 | |
Ralph Lauren Corp. Class A | 385,686 | 47,501 | |
* | Under Armour Inc. Class A | 1,509,102 | 33,442 |
* | Under Armour Inc. Class C | 1,557,807 | 28,757 |
Lennar Corp. Class B | 46,974 | 3,868 | |
33,468,153 | |||
Consumer Staples (6.1%) | |||
Procter & Gamble Co. | 19,690,664 | 2,666,706 | |
Coca-Cola Co. | 31,013,854 | 1,634,740 | |
PepsiCo Inc. | 11,031,906 | 1,560,463 | |
Walmart Inc. | 11,085,451 | 1,505,737 | |
Costco Wholesale Corp. | 3,539,397 | 1,247,567 | |
Philip Morris International Inc. | 12,452,733 | 1,105,055 |
Shares | Market Value ($000) | ||
Altria Group Inc. | 14,862,776 | 760,379 | |
Mondelez International Inc. Class A | 11,290,394 | 660,827 | |
Colgate-Palmolive Co. | 6,783,901 | 534,775 | |
Estee Lauder Cos. Inc. Class A | 1,836,939 | 534,274 | |
Kimberly-Clark Corp. | 2,703,009 | 375,853 | |
Sysco Corp. | 4,082,117 | 321,426 | |
Walgreens Boots Alliance Inc. | 5,736,172 | 314,916 | |
Constellation Brands Inc. Class A | 1,359,894 | 310,056 | |
General Mills Inc. | 4,890,310 | 299,874 | |
* | Monster Beverage Corp. | 2,955,046 | 269,175 |
Archer-Daniels-Midland Co. | 4,466,737 | 254,604 | |
Kroger Co. | 6,089,661 | 219,167 | |
Kraft Heinz Co. | 5,187,542 | 207,502 | |
Hershey Co. | 1,172,121 | 185,383 | |
McCormick & Co. Inc. | 1,989,654 | 177,397 | |
Tyson Foods Inc. Class A | 2,357,859 | 175,189 | |
Church & Dwight Co. Inc. | 1,959,976 | 171,204 | |
Conagra Brands Inc. | 3,904,655 | 146,815 | |
Clorox Co. | 756,067 | 145,830 | |
Kellogg Co. | 2,035,502 | 128,847 | |
J M Smucker Co. | 876,462 | 110,899 | |
Hormel Foods Corp. | 2,243,718 | 107,205 | |
Brown-Forman Corp. Class B | 1,459,724 | 100,677 | |
Lamb Weston Holdings Inc. | 1,171,446 | 90,764 | |
Campbell Soup Co. | 1,620,769 | 81,476 | |
Molson Coors Beverage Co. Class B | 1,503,676 | 76,913 | |
16,481,695 | |||
Energy (2.8%) | |||
Exxon Mobil Corp. | 33,854,440 | 1,890,093 | |
Chevron Corp. | 15,404,858 | 1,614,275 | |
ConocoPhillips | 10,834,434 | 573,900 | |
EOG Resources Inc. | 4,667,027 | 338,499 | |
Schlumberger NV | 11,184,829 | 304,116 | |
Phillips 66 | 3,493,785 | 284,883 | |
Marathon Petroleum Corp. | 5,205,212 | 278,427 | |
Pioneer Natural Resources Co. | 1,645,687 | 261,368 | |
Kinder Morgan Inc. | 15,571,212 | 259,261 | |
Valero Energy Corp. | 3,267,775 | 233,973 | |
Williams Cos. Inc. | 8,207,233 | 194,429 | |
ONEOK Inc. | 3,555,184 | 180,106 | |
Occidental Petroleum Corp. | 6,701,546 | 178,395 | |
Hess Corp. | 2,184,225 | 154,556 | |
Halliburton Co. | 7,107,520 | 152,527 | |
Baker Hughes Co. Class A | 5,829,789 | 125,982 | |
Diamondback Energy Inc. | 1,446,060 | 106,271 | |
Devon Energy Corp. | 4,729,958 | 103,350 | |
Marathon Oil Corp. | 6,316,818 | 67,464 | |
Cabot Oil & Gas Corp. | 3,195,234 | 60,006 | |
APA Corp. | 3,020,229 | 54,062 | |
HollyFrontier Corp. | 1,190,477 | 42,595 | |
NOV Inc. | 3,092,853 | 42,434 | |
7,500,972 | |||
Financials (11.2%) | |||
* | Berkshire Hathaway Inc. Class B | 15,246,280 | 3,894,967 |
JPMorgan Chase & Co. | 24,400,959 | 3,714,558 | |
Bank of America Corp. | 60,750,692 | 2,350,444 | |
Wells Fargo & Co. | 33,058,525 | 1,291,597 |
Shares | Market Value ($000) | ||
Citigroup Inc. | 16,691,110 | 1,214,278 | |
Morgan Stanley | 11,999,318 | 931,867 | |
Goldman Sachs Group Inc. | 2,751,166 | 899,631 | |
BlackRock Inc. | 1,135,075 | 855,801 | |
Charles Schwab Corp. | 11,966,650 | 779,986 | |
American Express Co. | 5,218,080 | 738,045 | |
S&P Global Inc. | 1,924,460 | 679,084 | |
Truist Financial Corp. | 10,773,631 | 628,318 | |
U.S. Bancorp | 10,931,603 | 604,627 | |
PNC Financial Services Group Inc. | 3,390,759 | 594,773 | |
CME Group Inc. | 2,870,637 | 586,270 | |
Chubb Ltd. | 3,600,193 | 568,723 | |
Intercontinental Exchange Inc. | 4,491,229 | 501,581 | |
Marsh & McLennan Cos. Inc. | 4,063,179 | 494,895 | |
Capital One Financial Corp. | 3,672,306 | 467,228 | |
Progressive Corp. | 4,683,364 | 447,776 | |
Aon plc Class A | 1,806,860 | 415,777 | |
Moody's Corp. | 1,286,746 | 384,235 | |
MetLife Inc. | 6,011,340 | 365,429 | |
American International Group Inc. | 6,916,240 | 319,599 | |
T Rowe Price Group Inc. | 1,823,122 | 312,848 | |
Bank of New York Mellon Corp. | 6,453,435 | 305,183 | |
Travelers Cos. Inc. | 2,017,008 | 303,358 | |
Prudential Financial Inc. | 3,173,365 | 289,094 | |
Allstate Corp. | 2,422,418 | 278,336 | |
MSCI Inc. Class A | 660,502 | 276,935 | |
Aflac Inc. | 5,121,844 | 262,136 | |
Willis Towers Watson plc | 1,030,959 | 235,966 | |
First Republic Bank | 1,407,543 | 234,708 | |
Discover Financial Services | 2,451,481 | 232,866 | |
Ameriprise Financial Inc. | 933,756 | 217,052 | |
* | SVB Financial Group | 431,666 | 213,096 |
Fifth Third Bancorp | 5,686,799 | 212,971 | |
Arthur J Gallagher & Co. | 1,549,333 | 193,310 | |
Hartford Financial Services Group Inc. | 2,859,463 | 190,984 | |
State Street Corp. | 2,110,148 | 177,274 | |
Synchrony Financial | 4,341,414 | 176,522 | |
Northern Trust Corp. | 1,666,806 | 175,198 | |
Regions Financial Corp. | 7,674,413 | 158,553 | |
M&T Bank Corp. | 1,028,900 | 155,992 | |
KeyCorp. | 7,748,699 | 154,819 | |
MarketAxess Holdings Inc. | 304,055 | 151,395 | |
Citizens Financial Group Inc. | 3,399,954 | 150,108 | |
Nasdaq Inc. | 921,567 | 135,894 | |
Huntington Bancshares Inc. | 8,128,421 | 127,779 | |
Cincinnati Financial Corp. | 1,199,449 | 123,651 | |
Principal Financial Group Inc. | 2,027,636 | 121,577 | |
Raymond James Financial Inc. | 979,120 | 120,001 | |
Loews Corp. | 1,815,660 | 93,107 | |
Lincoln National Corp. | 1,443,257 | 89,872 | |
Cboe Global Markets Inc. | 857,575 | 84,634 | |
W R Berkley Corp. | 1,120,345 | 84,418 | |
Comerica Inc. | 1,114,170 | 79,931 | |
Everest Re Group Ltd. | 319,819 | 79,254 | |
Invesco Ltd. | 3,014,959 | 76,037 | |
Globe Life Inc. | 759,736 | 73,413 | |
Zions Bancorp NA | 1,312,452 | 72,132 | |
Assurant Inc. | 463,079 | 65,651 |
Shares | Market Value ($000) | ||
Franklin Resources Inc. | 2,181,632 | 64,576 | |
People's United Financial Inc. | 3,398,163 | 60,827 | |
Unum Group | 1,630,068 | 45,365 | |
30,386,312 | |||
Health Care (12.9%) | |||
Johnson & Johnson | 21,019,592 | 3,454,570 | |
UnitedHealth Group Inc. | 7,558,835 | 2,812,416 | |
Abbott Laboratories | 14,165,074 | 1,697,542 | |
Pfizer Inc. | 44,599,926 | 1,615,855 | |
Merck & Co. Inc. | 20,232,356 | 1,559,712 | |
AbbVie Inc. | 14,120,344 | 1,528,104 | |
Thermo Fisher Scientific Inc. | 3,148,548 | 1,436,934 | |
Medtronic plc | 10,779,054 | 1,273,330 | |
Eli Lilly and Co. | 6,360,922 | 1,188,347 | |
Amgen Inc. | 4,618,283 | 1,149,075 | |
Danaher Corp. | 5,068,185 | 1,140,747 | |
Bristol-Myers Squibb Co. | 17,915,035 | 1,130,976 | |
CVS Health Corp. | 10,485,017 | 788,788 | |
Anthem Inc. | 1,958,250 | 702,914 | |
* | Intuitive Surgical Inc. | 941,226 | 695,509 |
Cigna Corp. | 2,813,388 | 680,108 | |
Gilead Sciences Inc. | 10,047,755 | 649,386 | |
Stryker Corp. | 2,616,910 | 637,427 | |
Zoetis Inc. | 3,799,395 | 598,329 | |
Becton Dickinson and Co. | 2,323,030 | 564,845 | |
* | Illumina Inc. | 1,166,666 | 448,070 |
* | Vertex Pharmaceuticals Inc. | 2,078,625 | 446,676 |
* | Boston Scientific Corp. | 11,331,235 | 437,952 |
Humana Inc. | 1,030,443 | 432,013 | |
* | Edwards Lifesciences Corp. | 4,993,826 | 417,684 |
HCA Healthcare Inc. | 2,120,170 | 399,313 | |
* | Regeneron Pharmaceuticals Inc. | 841,910 | 398,341 |
* | Biogen Inc. | 1,218,340 | 340,831 |
Baxter International Inc. | 4,039,715 | 340,710 | |
* | IDEXX Laboratories Inc. | 683,234 | 334,313 |
* | Align Technology Inc. | 575,947 | 311,893 |
Agilent Technologies Inc. | 2,436,501 | 309,777 | |
* | Centene Corp. | 4,652,036 | 297,312 |
* | IQVIA Holdings Inc. | 1,529,700 | 295,446 |
* | DexCom Inc. | 769,357 | 276,499 |
* | Alexion Pharmaceuticals Inc. | 1,758,366 | 268,872 |
Zimmer Biomet Holdings Inc. | 1,661,417 | 265,960 | |
McKesson Corp. | 1,271,531 | 247,999 | |
ResMed Inc. | 1,164,286 | 225,895 | |
* | Mettler-Toledo International Inc. | 187,143 | 216,279 |
* | Laboratory Corp. of America Holdings | 780,884 | 199,149 |
Cerner Corp. | 2,449,503 | 176,070 | |
West Pharmaceutical Services Inc. | 592,825 | 167,046 | |
Teleflex Inc. | 373,089 | 155,003 | |
* | Hologic Inc. | 2,061,468 | 153,332 |
Cooper Cos. Inc. | 393,379 | 151,093 | |
* | Catalent Inc. | 1,361,358 | 143,365 |
Cardinal Health Inc. | 2,346,713 | 142,563 | |
* | Waters Corp. | 497,560 | 141,392 |
AmerisourceBergen Corp. Class A | 1,179,729 | 139,291 | |
Quest Diagnostics Inc. | 1,067,282 | 136,975 | |
* | Viatris Inc. | 9,664,141 | 135,008 |
STERIS plc | 682,814 | 130,062 |
Shares | Market Value ($000) | ||
* | Varian Medical Systems Inc. | 735,109 | 129,769 |
* | Incyte Corp. | 1,493,332 | 121,363 |
* | ABIOMED Inc. | 361,777 | 115,309 |
PerkinElmer Inc. | 897,089 | 115,087 | |
DENTSPLY SIRONA Inc. | 1,752,277 | 111,813 | |
* | Bio-Rad Laboratories Inc. Class A | 172,473 | 98,511 |
Universal Health Services Inc. Class B | 623,113 | 83,117 | |
* | Henry Schein Inc. | 1,140,133 | 78,943 |
* | DaVita Inc. | 577,299 | 62,215 |
Perrigo Co. plc | 1,064,532 | 43,082 | |
34,946,307 | |||
Industrials (8.8%) | |||
Honeywell International Inc. | 5,561,620 | 1,207,261 | |
Union Pacific Corp. | 5,356,390 | 1,180,602 | |
Boeing Co. | 4,387,163 | 1,117,498 | |
Caterpillar Inc. | 4,360,184 | 1,010,996 | |
United Parcel Service Inc. Class B | 5,753,644 | 978,062 | |
Raytheon Technologies Corp. | 12,151,424 | 938,941 | |
Deere & Co. | 2,506,236 | 937,683 | |
General Electric Co. | 70,111,696 | 920,567 | |
3M Co. | 4,630,478 | 892,200 | |
Lockheed Martin Corp. | 1,970,938 | 728,262 | |
CSX Corp. | 6,097,676 | 587,938 | |
FedEx Corp. | 1,950,053 | 553,893 | |
Norfolk Southern Corp. | 2,014,548 | 540,946 | |
Illinois Tool Works Inc. | 2,303,972 | 510,376 | |
Eaton Corp. plc | 3,183,154 | 440,167 | |
Emerson Electric Co. | 4,798,052 | 432,880 | |
Waste Management Inc. | 3,111,890 | 401,496 | |
Northrop Grumman Corp. | 1,239,812 | 401,253 | |
Johnson Controls International plc | 5,759,242 | 343,654 | |
Roper Technologies Inc. | 839,090 | 338,439 | |
General Dynamics Corp. | 1,854,429 | 336,690 | |
L3Harris Technologies Inc. | 1,643,956 | 333,197 | |
Parker-Hannifin Corp. | 1,032,066 | 325,545 | |
Trane Technologies plc | 1,906,709 | 315,675 | |
Cummins Inc. | 1,183,679 | 306,703 | |
IHS Markit Ltd. | 2,981,175 | 288,518 | |
Southwest Airlines Co. | 4,721,899 | 288,319 | |
Carrier Global Corp. | 6,535,723 | 275,938 | |
PACCAR Inc. | 2,775,327 | 257,883 | |
* | TransDigm Group Inc. | 437,431 | 257,174 |
Stanley Black & Decker Inc. | 1,286,764 | 256,928 | |
Rockwell Automation Inc. | 928,972 | 246,586 | |
Delta Air Lines Inc. | 5,100,095 | 246,233 | |
Cintas Corp. | 705,802 | 240,897 | |
AMETEK Inc. | 1,843,826 | 235,512 | |
Fastenal Co. | 4,591,503 | 230,861 | |
Verisk Analytics Inc. Class A | 1,302,428 | 230,126 | |
Otis Worldwide Corp. | 3,261,397 | 223,243 | |
Kansas City Southern | 726,486 | 191,734 | |
Fortive Corp. | 2,703,349 | 190,965 | |
* | United Rentals Inc. | 576,876 | 189,971 |
Old Dominion Freight Line Inc. | 766,854 | 184,359 | |
* | Copart Inc. | 1,661,478 | 180,453 |
Equifax Inc. | 973,281 | 176,290 | |
Republic Services Inc. Class A | 1,681,505 | 167,058 | |
* | Generac Holdings Inc. | 502,752 | 164,626 |
Shares | Market Value ($000) | ||
Dover Corp. | 1,148,947 | 157,555 | |
Xylem Inc. | 1,440,787 | 151,542 | |
* | Ingersoll Rand Inc. | 2,981,210 | 146,705 |
* | United Airlines Holdings Inc. | 2,548,046 | 146,615 |
Expeditors International of Washington Inc. | 1,353,070 | 145,712 | |
WW Grainger Inc. | 351,987 | 141,122 | |
Jacobs Engineering Group Inc. | 1,041,231 | 134,600 | |
IDEX Corp. | 607,321 | 127,124 | |
Masco Corp. | 2,056,001 | 123,154 | |
* | Teledyne Technologies Inc. | 295,691 | 122,313 |
American Airlines Group Inc. | 5,116,929 | 122,295 | |
Westinghouse Air Brake Technologies Corp. | 1,420,089 | 112,414 | |
JB Hunt Transport Services Inc. | 666,940 | 112,093 | |
Fortune Brands Home & Security Inc. | 1,108,383 | 106,205 | |
Leidos Holdings Inc. | 1,066,559 | 102,688 | |
CH Robinson Worldwide Inc. | 1,070,091 | 102,119 | |
Textron Inc. | 1,814,620 | 101,764 | |
Howmet Aerospace Inc. | 3,117,196 | 100,156 | |
Snap-on Inc. | 434,005 | 100,142 | |
Quanta Services Inc. | 1,106,489 | 97,349 | |
Allegion plc | 725,472 | 91,134 | |
Pentair plc | 1,325,380 | 82,598 | |
A O Smith Corp. | 1,083,400 | 73,249 | |
Nielsen Holdings plc | 2,856,270 | 71,835 | |
Robert Half International Inc. | 904,382 | 70,605 | |
Alaska Air Group Inc. | 995,105 | 68,871 | |
Huntington Ingalls Industries Inc. | 321,920 | 66,267 | |
Rollins Inc. | 1,773,745 | 61,052 | |
23,843,876 | |||
Information Technology (26.5%) | |||
Apple Inc. | 126,188,899 | 15,413,974 | |
Microsoft Corp. | 60,310,311 | 14,219,362 | |
Visa Inc. Class A | 13,562,744 | 2,871,640 | |
NVIDIA Corp. | 4,957,765 | 2,647,100 | |
Mastercard Inc. Class A | 7,011,121 | 2,496,310 | |
* | PayPal Holdings Inc. | 9,365,204 | 2,274,246 |
Intel Corp. | 32,489,278 | 2,079,314 | |
* | Adobe Inc. | 3,832,832 | 1,822,013 |
Cisco Systems Inc. | 33,757,918 | 1,745,622 | |
* | salesforce.com Inc. | 7,338,533 | 1,554,815 |
Broadcom Inc. | 3,264,265 | 1,513,509 | |
Accenture plc Class A | 5,071,683 | 1,401,052 | |
Texas Instruments Inc. | 7,358,497 | 1,390,682 | |
QUALCOMM Inc. | 9,083,802 | 1,204,421 | |
Oracle Corp. | 14,830,872 | 1,040,682 | |
Applied Materials Inc. | 7,338,004 | 980,357 | |
International Business Machines Corp. | 7,145,567 | 952,218 | |
Intuit Inc. | 2,189,742 | 838,803 | |
* | Micron Technology Inc. | 8,945,199 | 789,056 |
* | ServiceNow Inc. | 1,568,028 | 784,187 |
* | Advanced Micro Devices Inc. | 9,689,734 | 760,644 |
Fidelity National Information Services Inc. | 4,966,783 | 698,379 | |
Lam Research Corp. | 1,142,761 | 680,217 | |
Automatic Data Processing Inc. | 3,421,917 | 644,929 | |
* | Fiserv Inc. | 4,603,765 | 548,032 |
* | Autodesk Inc. | 1,758,299 | 487,313 |
Global Payments Inc. | 2,361,006 | 475,932 | |
Analog Devices Inc. | 2,949,701 | 457,440 |
Shares | Market Value ($000) | ||
NXP Semiconductors NV | 2,215,060 | 445,980 | |
KLA Corp. | 1,232,020 | 407,059 | |
TE Connectivity Ltd. | 2,646,009 | 341,626 | |
Microchip Technology Inc. | 2,153,343 | 334,242 | |
Cognizant Technology Solutions Corp. Class A | 4,243,415 | 331,496 | |
HP Inc. | 10,017,010 | 318,040 | |
Amphenol Corp. Class A | 4,791,520 | 316,097 | |
* | Cadence Design Systems Inc. | 2,231,065 | 305,634 |
* | Synopsys Inc. | 1,218,566 | 301,936 |
Corning Inc. | 6,144,951 | 267,367 | |
Motorola Solutions Inc. | 1,351,987 | 254,241 | |
Paychex Inc. | 2,567,219 | 251,639 | |
Xilinx Inc. | 1,964,253 | 243,371 | |
Skyworks Solutions Inc. | 1,319,027 | 242,015 | |
* | ANSYS Inc. | 693,784 | 235,581 |
* | Keysight Technologies Inc. | 1,488,796 | 213,493 |
* | Zebra Technologies Corp. Class A | 427,345 | 207,339 |
* | Fortinet Inc. | 1,083,208 | 199,765 |
Maxim Integrated Products Inc. | 2,142,880 | 195,795 | |
CDW Corp. | 1,127,567 | 186,894 | |
* | FleetCor Technologies Inc. | 666,866 | 179,140 |
* | Enphase Energy Inc. | 1,032,011 | 167,351 |
* | Qorvo Inc. | 906,033 | 165,532 |
Hewlett Packard Enterprise Co. | 10,407,008 | 163,806 | |
Western Digital Corp. | 2,448,299 | 163,424 | |
Teradyne Inc. | 1,331,730 | 162,045 | |
* | VeriSign Inc. | 795,975 | 158,208 |
* | Trimble Inc. | 2,008,634 | 156,252 |
* | Paycom Software Inc. | 392,071 | 145,090 |
Broadridge Financial Solutions Inc. | 925,014 | 141,620 | |
Citrix Systems Inc. | 983,416 | 138,032 | |
* | Tyler Technologies Inc. | 324,526 | 137,771 |
* | Akamai Technologies Inc. | 1,306,020 | 133,083 |
* | Arista Networks Inc. | 439,550 | 132,696 |
* | Gartner Inc. | 709,462 | 129,512 |
NetApp Inc. | 1,780,393 | 129,381 | |
Seagate Technology plc | 1,606,668 | 123,312 | |
Monolithic Power Systems Inc. | 343,017 | 121,157 | |
* | F5 Networks Inc. | 493,480 | 102,950 |
NortonLifeLock Inc. | 4,653,529 | 98,934 | |
Jack Henry & Associates Inc. | 608,154 | 92,269 | |
Western Union Co. | 3,288,512 | 81,095 | |
Juniper Networks Inc. | 2,618,146 | 66,318 | |
DXC Technology Co. | 2,038,010 | 63,708 | |
* | IPG Photonics Corp. | 286,058 | 60,341 |
FLIR Systems Inc. | 1,050,463 | 59,320 | |
Xerox Holdings Corp. | 85,370 | 2,072 | |
71,646,278 | |||
Materials (2.7%) | |||
Linde plc | 4,180,734 | 1,171,191 | |
Air Products and Chemicals Inc. | 1,769,319 | 497,780 | |
Sherwin-Williams Co. | 644,750 | 475,832 | |
Ecolab Inc. | 1,988,691 | 425,719 | |
Newmont Corp. | 6,400,466 | 385,756 | |
Freeport-McMoRan Inc. | 11,662,841 | 384,057 | |
Dow Inc. | 5,959,484 | 381,050 | |
DuPont de Nemours Inc. | 4,305,449 | 332,725 | |
PPG Industries Inc. | 1,895,169 | 284,768 |
Shares | Market Value ($000) | ||
International Flavors & Fragrances Inc. | 1,988,924 | 277,674 | |
Corteva Inc. | 5,950,953 | 277,434 | |
Ball Corp. | 2,621,525 | 222,148 | |
LyondellBasell Industries NV Class A | 2,056,225 | 213,950 | |
Nucor Corp. | 2,383,387 | 191,315 | |
Vulcan Materials Co. | 1,059,566 | 178,802 | |
International Paper Co. | 3,142,350 | 169,907 | |
Martin Marietta Materials Inc. | 498,506 | 167,408 | |
Amcor plc | 12,491,210 | 145,897 | |
Celanese Corp. Class A | 912,858 | 136,755 | |
Albemarle Corp. | 932,844 | 136,298 | |
Avery Dennison Corp. | 663,849 | 121,916 | |
Eastman Chemical Co. | 1,086,345 | 119,628 | |
FMC Corp. | 1,034,390 | 114,414 | |
Westrock Co. | 2,106,597 | 109,648 | |
Packaging Corp. of America | 759,029 | 102,074 | |
Mosaic Co. | 2,755,971 | 87,116 | |
CF Industries Holdings Inc. | 1,708,838 | 77,547 | |
Sealed Air Corp. | 1,237,540 | 56,704 | |
7,245,513 | |||
Real Estate (2.5%) | |||
American Tower Corp. | 3,553,686 | 849,544 | |
Prologis Inc. | 5,914,227 | 626,908 | |
Crown Castle International Corp. | 3,449,272 | 593,723 | |
Equinix Inc. | 714,033 | 485,250 | |
Digital Realty Trust Inc. | 2,248,349 | 316,658 | |
Public Storage | 1,216,232 | 300,117 | |
Simon Property Group Inc. | 2,627,218 | 298,899 | |
SBA Communications Corp. Class A | 874,232 | 242,643 | |
Welltower Inc. | 3,338,563 | 239,141 | |
Weyerhaeuser Co. | 5,982,666 | 212,983 | |
* | CBRE Group Inc. Class A | 2,682,929 | 212,247 |
AvalonBay Communities Inc. | 1,115,554 | 205,831 | |
Equity Residential | 2,739,508 | 196,231 | |
Realty Income Corp. | 2,985,169 | 189,558 | |
Alexandria Real Estate Equities Inc. | 1,016,004 | 166,929 | |
Ventas Inc. | 2,994,815 | 159,743 | |
Essex Property Trust Inc. | 519,593 | 141,246 | |
Extra Space Storage Inc. | 1,055,485 | 139,905 | |
Healthpeak Properties Inc. | 4,311,776 | 136,856 | |
Mid-America Apartment Communities Inc. | 915,592 | 132,175 | |
Duke Realty Corp. | 2,989,081 | 125,332 | |
Boston Properties Inc. | 1,132,657 | 114,693 | |
UDR Inc. | 2,372,317 | 104,050 | |
Host Hotels & Resorts Inc. | 5,634,603 | 94,943 | |
Iron Mountain Inc. | 2,308,267 | 85,429 | |
Regency Centers Corp. | 1,261,199 | 71,523 | |
Kimco Realty Corp. | 3,449,792 | 64,684 | |
Vornado Realty Trust | 1,252,775 | 56,863 | |
Federal Realty Investment Trust | 558,565 | 56,666 | |
SL Green Realty Corp. | 15,061 | 1,054 | |
6,621,824 | |||
Utilities (2.6%) | |||
NextEra Energy Inc. | 15,672,400 | 1,184,990 | |
Duke Energy Corp. | 6,146,810 | 593,352 | |
Southern Co. | 8,450,744 | 525,298 | |
Dominion Energy Inc. | 6,443,251 | 489,429 |
Shares | Market Value ($000) | ||
Exelon Corp. | 7,809,643 | 341,594 | |
American Electric Power Co. Inc. | 3,971,215 | 336,362 | |
Sempra Energy | 2,420,269 | 320,879 | |
Xcel Energy Inc. | 4,299,811 | 285,981 | |
Public Service Enterprise Group Inc. | 4,040,090 | 243,254 | |
Eversource Energy | 2,741,313 | 237,370 | |
WEC Energy Group Inc. | 2,522,736 | 236,103 | |
American Water Works Co. Inc. | 1,450,231 | 217,419 | |
DTE Energy Co. | 1,548,825 | 206,211 | |
Edison International | 3,034,540 | 177,824 | |
PPL Corp. | 6,147,018 | 177,280 | |
Consolidated Edison Inc. | 2,237,073 | 167,333 | |
Ameren Corp. | 2,025,651 | 164,807 | |
Entergy Corp. | 1,602,019 | 159,353 | |
FirstEnergy Corp. | 4,345,980 | 150,762 | |
AES Corp. | 5,338,172 | 143,116 | |
CMS Energy Corp. | 2,309,411 | 141,382 | |
Alliant Energy Corp. | 1,996,282 | 108,119 | |
Evergy Inc. | 1,813,018 | 107,929 | |
Atmos Energy Corp. | 1,024,390 | 101,261 | |
CenterPoint Energy Inc. | 4,410,432 | 99,896 | |
NiSource Inc. | 3,132,139 | 75,516 | |
NRG Energy Inc. | 1,954,662 | 73,749 | |
Pinnacle West Capital Corp. | 902,561 | 73,423 | |
7,139,992 | |||
Total Common Stocks (Cost $102,706,539) | 268,655,886 | ||
Temporary Cash Investments (0.6%) | |||
Money Market Fund (0.6%) | |||
2,3 | Vanguard Market Liquidity Fund, 0.081% | 15,144,421 | 1,514,442 |
Face Amount ($000) | |||
U.S. Government and Agency Obligations (0.0%) | |||
4 | U.S. Treasury Bill, 0.081%, 5/18/21 | 52,000 | 51,999 |
Total Temporary Cash Investments (Cost $1,566,436) | 1,566,441 | ||
Total Investments (100.0%) (Cost $104,272,975) | 270,222,327 | ||
Other Assets and Liabilities—Net (0.0%) | 14,529 | ||
Net Assets (100%) | 270,236,856 | ||
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 $139,310,000. |
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 $146,850,000 was received for securities on loan, of which $142,386,000 is held in Vanguard Market Liquidity Fund and $4,464,000 is held in cash. |
4 | Securities with a value of $51,999,000 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 | June 2021 | 7,128 | 1,413,981 | 12,271 |
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. | 1/31/22 | GSI | 47,115 | (0.108) | 1,103 | — |
Consolidated Edison Inc. | 8/31/21 | BOANA | 37,400 | (0.519) | 373 | — |
State Street Corp. | 8/31/22 | BOANA | 50,406 | (0.606) | 299 | — |
State Street Corp. | 8/31/22 | BOANA | 8,401 | (0.608) | 50 | — |
Williams Cos. Inc. | 8/31/21 | BOANA | 35,535 | (0.519) | 600 | — |
2,425 | — |
1 | Based on 1M USD London Interbank Offered Rate (LIBOR) as of the most recent payment date. Floating interest payment received/paid monthly. |
1M—1-month. | |
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 | 268,655,886 | — | — | 268,655,886 |
Temporary Cash Investments | 1,514,442 | 51,999 | — | 1,566,441 |
Total | 270,170,328 | 51,999 | — | 270,222,327 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 12,271 | — | — | 12,271 |
Swap Contracts | — | 2,425 | — | 2,425 |
Total | 12,271 | 2,425 | — | 14,696 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |