Vanguard S&P Small-Cap 600 Growth Index Fund | |||
Schedule of Investments (unaudited) | |||
As of November 30, 2019 | |||
Market | |||
Value | |||
Shares | ($000) | ||
Common Stocks (99.9%)1 | |||
Communication Services (2.9%) | |||
* | Iridium Communications Inc. | 103,459 | 2,410 |
Shenandoah Telecommunications Co. | 50,086 | 1,881 | |
Cogent Communications Holdings Inc. | 29,832 | 1,870 | |
* | Vonage Holdings Corp. | 114,146 | 903 |
EW Scripps Co. Class A | 58,209 | 868 | |
Marcus Corp. | 24,561 | 773 | |
* | QuinStreet Inc. | 49,023 | 772 |
ATN International Inc. | 11,632 | 653 | |
* | Glu Mobile Inc. | 88,620 | 490 |
* | TechTarget Inc. | 15,949 | 423 |
* | Care.com Inc. | 30,186 | 378 |
Consolidated Communications Holdings Inc. | 42,489 | 154 | |
11,575 | |||
Consumer Discretionary (12.2%) | |||
Strategic Education Inc. | 23,459 | 3,325 | |
* | Fox Factory Holding Corp. | 41,064 | 2,707 |
Monro Inc. | 35,503 | 2,606 | |
* | Crocs Inc. | 74,393 | 2,596 |
Wingstop Inc. | 31,464 | 2,517 | |
* | Dorman Products Inc. | 31,182 | 2,318 |
* | Shake Shack Inc. Class A | 32,688 | 2,026 |
* | Cavco Industries Inc. | 9,157 | 1,832 |
Kontoor Brands Inc. | 49,842 | 1,787 | |
* | RH | 8,372 | 1,721 |
Wolverine World Wide Inc. | 53,584 | 1,720 | |
Steven Madden Ltd. | 39,213 | 1,665 | |
Dine Brands Global Inc. | 18,356 | 1,521 | |
* | Stamps.com Inc. | 17,426 | 1,520 |
* | Sleep Number Corp. | 31,335 | 1,513 |
Callaway Golf Co. | 69,388 | 1,442 | |
Dave & Buster's Entertainment Inc. | 32,948 | 1,324 | |
*,^ | iRobot Corp. | 30,055 | 1,309 |
* | Career Education Corp. | 74,928 | 1,250 |
Children's Place Inc. | 16,639 | 1,202 | |
* | Asbury Automotive Group Inc. | 9,716 | 1,077 |
* | Gentherm Inc. | 24,312 | 1,018 |
Oxford Industries Inc. | 12,186 | 907 | |
Guess? Inc. | 45,573 | 877 | |
* | Boot Barn Holdings Inc. | 21,303 | 848 |
BJ's Restaurants Inc. | 20,481 | 843 | |
Ruth's Hospitality Group Inc. | 29,623 | 692 | |
Standard Motor Products Inc. | 10,736 | 541 | |
Designer Brands Inc. Class A | 32,426 | 535 | |
Sturm Ruger & Co. Inc. | 11,355 | 517 | |
* | Shutterstock Inc. | 10,364 | 431 |
* | American Public Education Inc. | 17,162 | 425 |
* | Regis Corp. | 26,148 | 422 |
Shoe Carnival Inc. | 9,916 | 352 |
* | El Pollo Loco Holdings Inc. | 20,995 | 338 |
* | Chuy's Holdings Inc. | 11,514 | 332 |
* | Monarch Casino & Resort Inc. | 6,841 | 312 |
^ | Tailored Brands Inc. | 54,220 | 287 |
Movado Group Inc. | 11,860 | 232 | |
* | Liquidity Services Inc. | 28,662 | 200 |
Tupperware Brands Corp. | 17,699 | 150 | |
* | Fiesta Restaurant Group Inc. | 11,095 | 110 |
49,347 | |||
Consumer Staples (3.6%) | |||
WD-40 Co. | 14,670 | 2,833 | |
* | Avon Products Inc. | 473,760 | 2,174 |
J&J Snack Foods Corp. | 9,701 | 1,795 | |
Inter Parfums Inc. | 18,821 | 1,327 | |
Medifast Inc. | 12,648 | 1,112 | |
Calavo Growers Inc. | 11,708 | 1,044 | |
* | USANA Health Sciences Inc. | 10,484 | 771 |
^ | B&G Foods Inc. | 45,519 | 754 |
Vector Group Ltd. | 46,813 | 629 | |
Cal-Maine Foods Inc. | 13,917 | 606 | |
* | Chefs' Warehouse Inc. | 15,773 | 561 |
John B Sanfilippo & Son Inc. | 4,219 | 412 | |
MGP Ingredients Inc. | 8,915 | 407 | |
*,^ . | National Beverage Corp | 6,994 | 347 |
14,772 | |||
Energy (2.4%) | |||
Archrock Inc. | 136,513 | 1,148 | |
*,^ | Valaris plc Class A | 211,505 | 901 |
* | Callon Petroleum Co. | 244,045 | 891 |
QEP Resources Inc. | 254,332 | 832 | |
* | ProPetro Holding Corp. | 88,031 | 759 |
DMC Global Inc. | 15,657 | 722 | |
* | Renewable Energy Group Inc. | 41,650 | 711 |
* | Carrizo Oil & Gas Inc. | 98,942 | 634 |
* | Denbury Resources Inc. | 501,722 | 495 |
Nabors Industries Ltd. | 176,183 | 363 | |
* | Whiting Petroleum Corp. | 76,062 | 348 |
* | Penn Virginia Corp. | 14,353 | 347 |
* | Jagged Peak Energy Inc. | 45,724 | 305 |
* | Talos Energy Inc. | 8,522 | 198 |
* | Bonanza Creek Energy Inc. | 10,229 | 179 |
* | CONSOL Energy Inc. | 11,684 | 149 |
* | HighPoint Resources Corp. | 118,012 | 147 |
* | KLX Energy Services Holdings Inc. | 22,347 | 126 |
* | Noble Corp. plc | 115,536 | 122 |
* | Era Group Inc. | 9,865 | 94 |
RPC Inc. | 18,764 | 72 | |
* | Unit Corp. | 25,993 | 22 |
9,565 | |||
Financials (13.9%) | |||
Glacier Bancorp Inc. | 91,537 | 4,014 | |
RLI Corp. | 42,593 | 3,892 | |
Community Bank System Inc. | 55,130 | 3,741 | |
Old National Bancorp | 184,037 | 3,327 | |
Independent Bank Corp. | 36,726 | 3,092 | |
Kinsale Capital Group Inc. | 21,985 | 2,226 |
* eHealth Inc. | 21,447 | 1,979 |
Redwood Trust Inc. | 119,807 | 1,938 |
Westamerica Bancorporation | 28,830 | 1,874 |
* Seacoast Banking Corp. of Florida | 55,001 | 1,636 |
CVB Financial Corp. | 66,855 | 1,428 |
First Midwest Bancorp Inc. | 64,936 | 1,400 |
City Holding Co. | 17,518 | 1,392 |
* American Equity Investment Life Holding Co. | 45,704 | 1,358 |
First BanCorp | 118,440 | 1,244 |
* Blucora Inc. | 52,207 | 1,229 |
* NMI Holdings Inc. Class A | 34,039 | 1,143 |
United Fire Group Inc. | 22,938 | 1,008 |
Universal Insurance Holdings Inc. | 33,560 | 977 |
Great Western Bancorp Inc. | 27,993 | 962 |
AMERISAFE Inc. | 13,815 | 934 |
Cadence BanCorp Class A | 56,398 | 931 |
* Triumph Bancorp Inc. | 25,770 | 924 |
Veritex Holdings Inc. | 34,342 | 893 |
New York Mortgage Trust Inc. | 141,357 | 881 |
S&T Bancorp Inc. | 22,643 | 854 |
* Axos Financial Inc. | 27,901 | 822 |
ServisFirst Bancshares Inc. | 21,163 | 769 |
Brookline Bancorp Inc. | 45,209 | 726 |
National Bank Holdings Corp. Class A | 19,635 | 704 |
Waddell & Reed Financial Inc. Class A | 39,033 | 630 |
ARMOUR Residential REIT Inc. | 35,461 | 612 |
Heritage Financial Corp. | 22,071 | 609 |
OFG Bancorp | 25,233 | 541 |
Tompkins Financial Corp. | 6,216 | 539 |
Granite Point Mortgage Trust Inc. | 28,694 | 521 |
* Allegiance Bancshares Inc. | 14,374 | 516 |
TrustCo Bank Corp. NY | 52,927 | 465 |
Central Pacific Financial Corp. | 15,891 | 462 |
FGL Holdings | 48,836 | 446 |
Virtus Investment Partners Inc. | 3,698 | 436 |
* HomeStreet Inc. | 13,031 | 416 |
WisdomTree Investments Inc. | 80,525 | 391 |
Preferred Bank | 6,702 | 370 |
HCI Group Inc. | 6,964 | 322 |
* World Acceptance Corp. | 3,275 | 311 |
KKR Real Estate Finance Trust Inc. | 9,714 | 196 |
Greenhill & Co. Inc. | 9,758 | 166 |
56,247 | ||
Health Care (21.9%) | ||
* Arrowhead Pharmaceuticals Inc. | 101,844 | 7,436 |
* Medicines Co. | 59,148 | 4,980 |
* Neogen Corp. | 55,977 | 3,726 |
* Omnicell Inc. | 44,517 | 3,561 |
CONMED Corp. | 30,236 | 3,425 |
* AMN Healthcare Services Inc. | 49,867 | 2,966 |
* NeoGenomics Inc. | 110,992 | 2,865 |
* HMS Holdings Corp. | 93,354 | 2,819 |
* LHC Group Inc. | 20,258 | 2,702 |
* Integer Holdings Corp. | 34,890 | 2,646 |
Ensign Group Inc. | 53,631 | 2,329 |
* Medpace Holdings Inc. | 28,994 | 2,223 |
* Xencor Inc. | 52,644 | 2,074 |
* Cardiovascular Systems Inc. | 37,691 | 1,717 |
* BioTelemetry Inc. | 36,221 | 1,677 |
* Merit Medical Systems Inc. | 58,964 | 1,651 |
US Physical Therapy Inc. | 13,652 | 1,595 |
* Emergent BioSolutions Inc. | 28,593 | 1,569 |
* Cambrex Corp. | 25,560 | 1,533 |
* Corcept Therapeutics Inc. | 109,345 | 1,403 |
* REGENXBIO Inc. | 33,437 | 1,400 |
* Pacira BioSciences Inc. | 29,811 | 1,378 |
* Supernus Pharmaceuticals Inc. | 56,054 | 1,311 |
* Addus HomeCare Corp. | 14,048 | 1,309 |
* Tactile Systems Technology Inc. | 20,265 | 1,301 |
* Momenta Pharmaceuticals Inc. | 69,624 | 1,170 |
* Endo International plc | 215,330 | 1,094 |
* Enanta Pharmaceuticals Inc. | 17,033 | 1,084 |
* Spectrum Pharmaceuticals Inc. | 120,490 | 1,082 |
* Myriad Genetics Inc. | 41,839 | 1,077 |
* Tivity Health Inc. | 46,009 | 1,042 |
Mesa Laboratories Inc. | 4,279 | 1,002 |
* CryoLife Inc. | 40,030 | 990 |
* Innoviva Inc. | 71,298 | 961 |
* NextGen Healthcare Inc. | 51,719 | 953 |
* Vanda Pharmaceuticals Inc. | 56,937 | 953 |
Luminex Corp. | 44,776 | 946 |
* Tabula Rasa HealthCare Inc. | 20,987 | 936 |
* Inogen Inc. | 10,896 | 802 |
* CorVel Corp. | 9,676 | 798 |
* Varex Imaging Corp. | 24,628 | 737 |
* Amphastar Pharmaceuticals Inc. | 36,849 | 719 |
* Heska Corp. | 7,500 | 716 |
* Natus Medical Inc. | 21,120 | 676 |
* Covetrus Inc. | 46,855 | 671 |
* Eagle Pharmaceuticals Inc. | 10,811 | 632 |
* Pennant Group Inc. | 26,794 | 628 |
* AngioDynamics Inc. | 40,027 | 615 |
* ANI Pharmaceuticals Inc. | 9,936 | 612 |
* Orthofix Medical Inc. | 13,222 | 600 |
* Surmodics Inc. | 14,420 | 592 |
* Lantheus Holdings Inc. | 27,569 | 576 |
* Hanger Inc. | 20,711 | 543 |
* Progenics Pharmaceuticals Inc. | 92,347 | 482 |
* HealthStream Inc. | 15,545 | 453 |
* RadNet Inc. | 22,208 | 426 |
Meridian Bioscience Inc. | 45,738 | 419 |
LeMaitre Vascular Inc. | 10,436 | 371 |
* Cytokinetics Inc. | 33,631 | 325 |
* Cutera Inc. | 7,078 | 271 |
Phibro Animal Health Corp. Class A | 10,264 | 249 |
* OraSure Technologies Inc. | 29,777 | 241 |
* Community Health Systems Inc. | 53,596 | 172 |
Computer Programs & Systems Inc. | 6,435 | 171 |
* Akorn Inc. | 40,531 | 148 |
* Acorda Therapeutics Inc. | 23,919 | 38 |
88,569 | ||
Industrials (16.3%) | ||
Exponent Inc. | 55,483 | 3,526 |
* Aerojet Rocketdyne Holdings Inc. | 77,345 | 3,419 |
UniFirst Corp. | 16,411 | 3,385 |
* Proto Labs Inc. | 28,729 | 2,784 |
Albany International Corp. Class A | 32,807 | 2,745 |
ESCO Technologies Inc. | 27,764 | 2,445 |
Allegiant Travel Co. Class A | 14,113 | 2,395 |
Franklin Electric Co. Inc. | 41,101 | 2,280 |
* SPX Corp. | 47,058 | 2,248 |
Brady Corp. Class A | 35,941 | 2,049 |
John Bean Technologies Corp. | 17,596 | 1,928 |
* Harsco Corp. | 85,794 | 1,909 |
Mobile Mini Inc. | 47,765 | 1,813 |
Simpson Manufacturing Co. Inc. | 21,289 | 1,729 |
Matson Inc. | 45,799 | 1,728 |
US Ecology Inc. | 27,186 | 1,495 |
Applied Industrial Technologies Inc. | 22,688 | 1,449 |
* AeroVironment Inc. | 23,063 | 1,415 |
Korn Ferry | 35,900 | 1,410 |
AAON Inc. | 28,237 | 1,394 |
Watts Water Technologies Inc. Class A | 14,177 | 1,375 |
Forward Air Corp. | 19,363 | 1,356 |
Raven Industries Inc. | 38,399 | 1,320 |
Barnes Group Inc. | 21,868 | 1,294 |
Federal Signal Corp. | 36,119 | 1,190 |
* Gibraltar Industries Inc. | 21,352 | 1,115 |
Comfort Systems USA Inc. | 21,661 | 1,107 |
Cubic Corp. | 17,658 | 1,051 |
Hillenbrand Inc. | 33,215 | 1,050 |
* Chart Industries Inc. | 17,578 | 970 |
Kaman Corp. | 13,406 | 853 |
* Hub Group Inc. Class A | 15,713 | 802 |
* Vicor Corp. | 19,509 | 801 |
AAR Corp. | 16,909 | 756 |
AZZ Inc. | 19,847 | 756 |
Actuant Corp. Class A | 30,409 | 747 |
Tennant Co. | 9,339 | 695 |
Hawaiian Holdings Inc. | 22,742 | 689 |
* DXP Enterprises Inc. | 17,126 | 660 |
Heartland Express Inc. | 29,957 | 641 |
Triumph Group Inc. | 22,469 | 623 |
* PGT Innovations Inc. | 33,785 | 486 |
National Presto Industries Inc. | 5,396 | 480 |
Lindsay Corp. | 5,187 | 468 |
Forrester Research Inc. | 11,303 | 451 |
Heidrick & Struggles International Inc. | 10,794 | 335 |
Insteel Industries Inc. | 10,690 | 249 |
Park Aerospace Corp. | 10,793 | 176 |
66,042 | ||
Information Technology (13.8%) | ||
Cabot Microelectronics Corp. | 31,034 | 4,140 |
* Viavi Solutions Inc. | 244,553 | 3,673 |
Brooks Automation Inc. | 77,189 | 3,456 |
* 8x8 Inc. | 106,112 | 2,177 |
* SPS Commerce Inc. | 37,281 | 2,100 |
* Bottomline Technologies DE Inc. | 40,806 | 2,020 |
* Qualys Inc. | 22,000 | 1,925 |
Power Integrations Inc. | 19,442 | 1,779 |
* Onto Innovation Inc. | 52,220 | 1,753 |
* Rogers Corp. | 13,290 | 1,728 |
KEMET Corp. | 62,011 | 1,657 |
* Cardtronics plc Class A | 39,210 | 1,655 |
* LivePerson Inc. | 41,683 | 1,654 |
* Perficient Inc. | 35,095 | 1,484 |
* Fabrinet | 24,029 | 1,454 |
* Virtusa Corp. | 32,324 | 1,445 |
Progress Software Corp. | 32,505 | 1,366 |
EVERTEC Inc. | 40,829 | 1,324 |
* Advanced Energy Industries Inc. | 17,194 | 1,104 |
* 3D Systems Corp. | 126,274 | 1,072 |
* ExlService Holdings Inc. | 15,340 | 1,071 |
* Knowles Corp. | 47,582 | 1,042 |
Badger Meter Inc. | 16,475 | 1,021 |
* Alarm.com Holdings Inc. | 23,313 | 1,017 |
* Diodes Inc. | 21,170 | 977 |
CTS Corp. | 34,920 | 956 |
CSG Systems International Inc. | 15,167 | 867 |
* MaxLinear Inc. | 42,272 | 840 |
* Harmonic Inc. | 95,764 | 791 |
* OSI Systems Inc. | 7,786 | 775 |
NIC Inc. | 32,913 | 747 |
* MicroStrategy Inc. Class A | 4,647 | 699 |
* Unisys Corp. | 55,444 | 631 |
* ePlus Inc. | 7,363 | 615 |
* Agilysys Inc. | 21,753 | 551 |
* FARO Technologies Inc. | 9,655 | 470 |
Ebix Inc. | 13,296 | 462 |
* Extreme Networks Inc. | 64,643 | 454 |
* OneSpan Inc. | 23,354 | 436 |
MTS Systems Corp. | 8,456 | 384 |
Cohu Inc. | 19,711 | 350 |
* Axcelis Technologies Inc. | 16,176 | 347 |
* SMART Global Holdings Inc. | 9,947 | 306 |
* Diebold Nixdorf Inc. | 37,922 | 276 |
* CEVA Inc. | 10,264 | 266 |
* CalAmp Corp. | 22,029 | 231 |
* DSP Group Inc. | 12,297 | 174 |
* Arlo Technologies Inc. | 33,355 | 115 |
55,837 | ||
Materials (3.5%) | ||
Innospec Inc. | 26,168 | 2,575 |
Quaker Chemical Corp. | 13,784 | 2,057 |
Balchem Corp. | 19,020 | 1,895 |
Kaiser Aluminum Corp. | 17,105 | 1,874 |
^ Cleveland-Cliffs Inc. | 147,155 | 1,176 |
Materion Corp. | 14,174 | 834 |
Warrior Met Coal Inc. | 31,968 | 656 |
* AK Steel Holding Corp. | 202,761 | 560 |
* GCP Applied Technologies Inc. | 23,566 | 527 |
SunCoke Energy Inc. | 97,342 | 498 |
* Ferro Corp. | 30,700 | 443 |
Hawkins Inc. | 10,121 | 418 |
Trinseo SA | 10,294 | 391 |
FutureFuel Corp. | 14,062 | 158 |
14,062 |
Real Estate (7.3%) | ||||
Agree Realty Corp. | 44,848 | 3,354 | ||
CareTrust REIT Inc. | 102,121 | 2,132 | ||
National Storage Affiliates Trust | 63,368 | 2,123 | ||
Four Corners Property Trust Inc. | 73,116 | 2,071 | ||
Easterly Government Properties Inc. | 76,111 | 1,770 | ||
Essential Properties Realty Trust Inc. | 55,425 | 1,446 | ||
DiamondRock Hospitality Co. | 134,810 | 1,389 | ||
Acadia Realty Trust | 51,455 | 1,383 | ||
American Assets Trust Inc. | 28,597 | 1,359 | ||
LTC Properties Inc. | 28,889 | 1,352 | ||
Washington REIT | 38,520 | 1,197 | ||
Armada Hoffler Properties Inc. | 56,596 | 1,022 | ||
Universal Health Realty Income Trust | 8,524 | 1,016 | ||
^ | Innovative Industrial Properties Inc. | 12,081 | 935 | |
Community Healthcare Trust Inc. | 19,500 | 928 | ||
Office Properties Income Trust | 27,725 | 925 | ||
* | Marcus & Millichap Inc. | 25,067 | 922 | |
Washington Prime Group Inc. | 199,100 | 828 | ||
Global Net Lease Inc. | 40,137 | 818 | ||
RPT Realty | 54,116 | 800 | ||
Urstadt Biddle Properties Inc. Class A | 31,953 | 779 | ||
Getty Realty Corp. | 21,160 | 710 | ||
Saul Centers Inc. | 7,753 | 412 | ||
29,671 | ||||
Utilities (2.1%) | ||||
American States Water Co. | 26,763 | 2,283 | ||
Avista Corp. | 33,203 | 1,570 | ||
El Paso Electric Co. | 23,099 | 1,567 | ||
California Water Service Group | 29,325 | 1,507 | ||
Northwest Natural Holding Co. | 21,471 | 1,476 | ||
8,403 | ||||
Total Common Stocks (Cost $372,670) | 404,090 | |||
Coupon | ||||
Temporary Cash Investment (0.9%)1 | ||||
Money Market Fund (0.9%) | ||||
2,3 Vanguard Market Liquidity Fund (Cost | ||||
$3,423) | 1.841% | 34,229 | 3,424 | |
Total Investments (100.8%) (Cost $376,093) | 407,514 | |||
Other Assets and Liabilities-Net (-0.8%)3,4 | (3,158) | |||
Net Assets (100%) | 404,356 |
S&P Small-Cap 600 Growth Index Fund | ||||
Derivative Financial Instruments Outstanding as of Period End | ||||
Futures Contracts | ||||
($000) | ||||
Value and | ||||
Number of | Unrealized | |||
Long (Short) | Notional | Appreciation | ||
Expiration | Contracts | Amount | (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | December 2019 | 3 | 244 | 4 |
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.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of
maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs.
The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell
futures in response to cash outflows, thereby simulating a fully invested position in the underlying
index while maintaining a cash balance for liquidity. The 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.
S&P Small-Cap 600 Growth Index Fund
At November 30, 2019, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.