N-Q 1 quantnq_final.htm quantnq_final.htm - Generated by SEC Publisher for SEC Filing

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF

REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-04526

Name of Registrant: Vanguard Quantitative Funds

Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service:
Anne E. Robinson, Esquire
P.O. Box 876
Valley Forge, PA 19482

Date of fiscal year end: September 30

Date of reporting period: June 30, 2018

Item 1: Schedule of Investments


Vanguard Growth and Income Fund    
 
 
 
Schedule of Investments (unaudited)    
As of June 30, 2018    
 
      Market
      Value
    Shares ($000)
Common Stocks (97.6%)1    
Consumer Discretionary (12.9%)    
* Amazon.com Inc. 202,951 344,976
  Home Depot Inc. 639,780 124,821
* Netflix Inc. 146,416 57,312
* Booking Holdings Inc. 24,934 50,543
  Walt Disney Co. 465,801 48,821
  Yum! Brands Inc. 598,771 46,836
  Comcast Corp. Class A 1,300,187 42,659
  Lowe's Cos. Inc. 402,084 38,427
  Ross Stores Inc. 452,417 38,342
  McDonald's Corp. 242,842 38,051
  TJX Cos. Inc. 377,720 35,951
  Best Buy Co. Inc. 470,055 35,057
  Kohl's Corp. 404,181 29,465
  Ralph Lauren Corp. Class A 230,390 28,965
  Marriott International Inc. Class A 190,509 24,118
  Hilton Worldwide Holdings Inc. 256,923 20,338
  H&R Block Inc. 849,259 19,346
* Michael Kors Holdings Ltd. 286,781 19,100
  News Corp. Class A 1,125,003 17,438
  PulteGroup Inc. 596,029 17,136
  BorgWarner Inc. 323,878 13,979
* DISH Network Corp. Class A 403,779 13,571
* Charter Communications Inc. Class A 45,943 13,471
* Chipotle Mexican Grill Inc. Class A 31,000 13,372
  Aptiv plc 145,200 13,305
  Darden Restaurants Inc. 123,068 13,176
  NIKE Inc. Class B 165,320 13,173
  Ford Motor Co. 1,008,473 11,164
  Tiffany & Co. 83,223 10,952
  News Corp. Class B 686,291 10,878
  DR Horton Inc. 259,694 10,647
  Macy's Inc. 275,344 10,306
* O'Reilly Automotive Inc. 31,387 8,587
  Target Corp. 111,848 8,514
* TripAdvisor Inc. 150,010 8,357
  Tractor Supply Co. 108,780 8,321
  Royal Caribbean Cruises Ltd. 79,918 8,280
  PVH Corp. 47,300 7,082
  Goodyear Tire & Rubber Co. 299,488 6,975
  Tapestry Inc. 123,065 5,748
  Expedia Group Inc. 46,470 5,585
* LKQ Corp. 170,700 5,445
  VF Corp. 65,370 5,329
  Starbucks Corp. 109,033 5,326
  Carnival Corp. 89,728 5,142
  Foot Locker Inc. 92,500 4,870
* AutoZone Inc. 6,600 4,428
  Dollar General Corp. 40,170 3,961
  Wyndham Hotels & Resorts Inc. 52,995 3,118

 

 

Wyndham Destinations Inc. 63,896 2,829
* Ulta Beauty Inc. 10,867 2,537
Nordstrom Inc. 45,390 2,350
* Discovery Communications Inc. 89,940 2,293
* Dollar Tree Inc. 25,160 2,139
Restaurant Brands International Inc. 35,400 2,135
Las Vegas Sands Corp. 26,900 2,054
* Liberty Media Corp-Liberty SiriusXM Class C 44,500 2,019
L Brands Inc. 50,760 1,872
Gap Inc. 55,710 1,804
Hyatt Hotels Corp. Class A 22,900 1,767
Genuine Parts Co. 18,840 1,729
* Crocs Inc. 96,900 1,706
* Michaels Cos. Inc. 88,430 1,695
* Fossil Group Inc. 56,000 1,505
* ServiceMaster Global Holdings Inc. 24,864 1,479
Graham Holdings Co. Class B 2,457 1,440
Delphi Technologies plc 31,222 1,419
Omnicom Group Inc. 17,774 1,356
Brunswick Corp. 19,300 1,244
* Liberty Media Corp-Liberty SiriusXM Class A 26,800 1,207
CBS Corp. Class B 21,312 1,198
* Burlington Stores Inc. 7,200 1,084
La-Z-Boy Inc. 30,100 921
Garmin Ltd. 13,300 811
* Visteon Corp. 6,100 788
^ Sirius XM Holdings Inc. 105,100 712
Gentex Corp. 30,900 711
* Express Inc. 74,400 681
* Hibbett Sports Inc. 28,400 650
Carter's Inc. 5,600 607
* Sleep Number Corp. 20,400 592
Yum China Holdings Inc. 15,000 577
* Liberty Expedia Holdings Inc. Class A 11,900 523
* Groupon Inc. Class A 117,600 506
Newell Brands Inc. 17,358 448
Bloomin' Brands Inc. 21,227 427
* Hilton Grand Vacations Inc. 11,900 413
* Mohawk Industries Inc. 1,848 396
Gannett Co. Inc. 36,911 395
Pier 1 Imports Inc. 162,500 387
Bed Bath & Beyond Inc. 19,100 381
^ Lions Gate Entertainment Corp. Class A 14,800 367
* Murphy USA Inc. 4,700 349
Tenneco Inc. 7,700 339
Dick's Sporting Goods Inc. 9,300 328
Brinker International Inc. 6,600 314
Signet Jewelers Ltd. 4,600 256
* Urban Outfitters Inc. 5,600 249
Harley-Davidson Inc. 5,500 231
* Adtalem Global Education Inc. 4,800 231
Cable One Inc. 305 224
MGM Resorts International 7,628 221
* Liberty TripAdvisor Holdings Inc. Class A 12,500 201
* GCI Liberty Inc. Class A 3,900 176
Whirlpool Corp. 1,100 161
* Sally Beauty Holdings Inc. 8,481 136

 

 

* Deckers Outdoor Corp. 1,200 135
International Game Technology plc 5,300 123
New Media Investment Group Inc. 5,900 109
Tailored Brands Inc. 4,000 102
* Vista Outdoor Inc. 6,345 98
Big 5 Sporting Goods Corp. 12,300 93
* Taylor Morrison Home Corp. Class A 4,300 89
Pool Corp. 400 61
Movado Group Inc. 1,200 58
^ GameStop Corp. Class A 3,394 49
Columbia Sportswear Co. 500 46
* Lumber Liquidators Holdings Inc. 1,700 41
* Kirkland's Inc. 3,200 37
Shoe Carnival Inc. 1,100 36
* Discovery Communications Inc. Class A 1,202 33
Entravision Communications Corp. Class A 6,600 33
Ethan Allen Interiors Inc. 1,200 29
Sinclair Broadcast Group Inc. Class A 900 29
* Liberty Global plc Class A 1,000 28
Libbey Inc. 3,300 27
* MDC Partners Inc. Class A 5,400 25
* Pinnacle Entertainment Inc. 695 23
Tile Shop Holdings Inc. 2,800 22
* Nautilus Inc. 1,300 20
* Biglari Holdings Inc. Class B 110 20
* AutoNation Inc. 400 19
Bassett Furniture Industries Inc. 689 19
* Playa Hotels & Resorts NV 1,500 16
Dana Inc. 800 16
General Motors Co. 400 16
Ruth's Hospitality Group Inc. 500 14
* Vitamin Shoppe Inc. 2,000 14
* Monarch Casino & Resort Inc. 300 13
Extended Stay America Inc. 600 13
* Career Education Corp. 800 13
* American Public Education Inc. 300 13
* Horizon Global Corp. 2,100 13
* America's Car-Mart Inc. 200 12
* Wayfair Inc. 100 12
* Modine Manufacturing Co. 605 11
* Biglari Holdings Inc. 10 10
* Shutterfly Inc. 100 9
* WideOpenWest Inc. 600 6
* Bojangles' Inc. 400 6
* Under Armour Inc. Class A 200 5
Cato Corp. Class A 100 2
* FTD Cos. Inc. 400 2
    1,387,954
Consumer Staples (6.6%)    
PepsiCo Inc. 865,396 94,216
Walmart Inc. 800,628 68,574
Costco Wholesale Corp. 290,364 60,680
Procter & Gamble Co. 751,344 58,650
Estee Lauder Cos. Inc. Class A 270,138 38,546
Constellation Brands Inc. Class A 161,187 35,279
Philip Morris International Inc. 422,984 34,152
Mondelez International Inc. Class A 749,838 30,743

 

 

Colgate-Palmolive Co. 473,399 30,681
Coca-Cola Co. 697,522 30,593
Conagra Brands Inc. 856,215 30,593
Clorox Co. 175,333 23,714
* Monster Beverage Corp. 381,123 21,838
Kroger Co. 766,930 21,819
Walgreens Boots Alliance Inc. 359,780 21,592
Kimberly-Clark Corp. 159,192 16,769
Tyson Foods Inc. Class A 196,139 13,504
Altria Group Inc. 213,308 12,114
Sysco Corp. 161,431 11,024
JM Smucker Co. 92,886 9,983
Kraft Heinz Co. 131,768 8,278
Brown-Forman Corp. Class B 162,726 7,975
Molson Coors Brewing Co. Class B 115,200 7,838
Coty Inc. Class A 395,500 5,577
* US Foods Holding Corp. 99,800 3,774
Church & Dwight Co. Inc. 60,440 3,213
Dr Pepper Snapple Group Inc. 26,126 3,187
Lamb Weston Holdings Inc. 35,100 2,405
* Sprouts Farmers Market Inc. 9,900 219
* Post Holdings Inc. 2,400 206
* Performance Food Group Co. 4,400 161
* TreeHouse Foods Inc. 2,500 131
* Boston Beer Co. Inc. Class A 400 120
Casey's General Stores Inc. 700 74
Nu Skin Enterprises Inc. Class A 700 55
* United Natural Foods Inc. 1,200 51
* USANA Health Sciences Inc. 400 46
* Simply Good Foods Co. 2,400 35
* Central Garden & Pet Co. Class A 700 28
* Nomad Foods Ltd. 1,400 27
Vector Group Ltd. 1,100 21
* Avon Products Inc. 10,200 17
Dean Foods Co. 1,500 16
* Adecoagro SA 1,252 10
Archer-Daniels-Midland Co. 200 9
    708,537
Energy (7.0%)    
Chevron Corp. 823,183 104,075
Exxon Mobil Corp. 1,172,548 97,005
Occidental Petroleum Corp. 991,624 82,979
ConocoPhillips 931,817 64,873
Anadarko Petroleum Corp. 792,501 58,051
Phillips 66 369,274 41,473
Valero Energy Corp. 336,608 37,306
Marathon Oil Corp. 1,525,196 31,816
Cabot Oil & Gas Corp. 1,085,101 25,825
Marathon Petroleum Corp. 319,597 22,423
ONEOK Inc. 316,040 22,069
HollyFrontier Corp. 299,641 20,504
EOG Resources Inc. 141,700 17,632
Kinder Morgan Inc. 988,350 17,464
Halliburton Co. 337,170 15,193
Helmerich & Payne Inc. 202,520 12,913
* Concho Resources Inc. 86,420 11,956
Schlumberger Ltd. 154,590 10,362

 

 

Cimarex Energy Co. 81,076 8,249
Baker Hughes a GE Co. 248,500 8,208
Williams Cos. Inc. 248,700 6,742
Hess Corp. 91,160 6,098
EQT Corp. 91,730 5,062
* Newfield Exploration Co. 151,423 4,581
* Energen Corp. 26,100 1,901
National Oilwell Varco Inc. 41,600 1,805
Peabody Energy Corp. 35,200 1,601
* Transocean Ltd. 117,700 1,582
* QEP Resources Inc. 116,700 1,431
Pioneer Natural Resources Co. 6,267 1,186
* California Resources Corp. 24,400 1,109
* Superior Energy Services Inc. 108,501 1,057
Oceaneering International Inc. 34,300 873
* Rowan Cos. plc Class A 50,700 822
Devon Energy Corp. 12,700 558
* Keane Group Inc. 40,300 551
* Continental Resources Inc. 5,800 376
* W&T Offshore Inc. 48,000 343
PBF Energy Inc. Class A 7,711 323
McDermott International Inc. 13,600 267
* Bristow Group Inc. 17,400 245
Murphy Oil Corp. 6,515 220
CNX Resources Corp. 8,666 154
SM Energy Co. 5,400 139
Plains GP Holdings LP Class A 5,300 127
* Oasis Petroleum Inc. 8,400 109
* Laredo Petroleum Inc. 10,700 103
* Bonanza Creek Energy Inc. 2,700 102
* Helix Energy Solutions Group Inc. 12,100 101
* Exterran Corp. 3,800 95
Cameco Corp. 7,600 85
* Cactus Inc. 1,500 51
* Apergy Corp. 1,000 42
* CONSOL Energy Inc. 1,000 38
* Matrix Service Co. 1,300 24
* Covia Holdings Corp. 1,280 24
* Earthstone Energy Inc. Class A 2,270 20
Andeavor 100 13
* Ultra Petroleum Corp. 4,000 9
Archrock Inc. 600 7
* Talos Energy Inc. 200 6
World Fuel Services Corp. 300 6
* PDC Energy Inc. 100 6
Noble Energy Inc. 100 4
Golar LNG Ltd. 100 3
* Halcon Resources Corp. 473 2
Antero Midstream GP LP 100 2
Patterson-UTI Energy Inc. 100 2
    750,383
Financials (12.5%)    
JPMorgan Chase & Co. 1,468,711 153,040
Bank of America Corp. 3,865,120 108,958
Wells Fargo & Co. 1,659,307 91,992
* Berkshire Hathaway Inc. Class B 449,201 83,843
Progressive Corp. 1,039,734 61,500

 

 

Citigroup Inc. 672,496 45,003
CME Group Inc. 270,900 44,406
Goldman Sachs Group Inc. 193,695 42,723
* E*TRADE Financial Corp. 666,679 40,774
T. Rowe Price Group Inc. 316,241 36,712
Allstate Corp. 386,651 35,290
S&P Global Inc. 171,000 34,865
Morgan Stanley 694,861 32,936
Fifth Third Bancorp 1,142,287 32,784
Bank of New York Mellon Corp. 583,889 31,489
Intercontinental Exchange Inc. 395,495 29,089
Ameriprise Financial Inc. 186,181 26,043
Aflac Inc. 530,420 22,819
SunTrust Banks Inc. 318,760 21,045
Regions Financial Corp. 1,124,114 19,987
Torchmark Corp. 243,206 19,799
M&T Bank Corp. 101,354 17,245
Cboe Global Markets Inc. 154,241 16,052
Citizens Financial Group Inc. 407,313 15,844
Synchrony Financial 465,890 15,551
BlackRock Inc. 30,220 15,081
Discover Financial Services 205,247 14,451
Moody's Corp. 83,800 14,293
State Street Corp. 148,302 13,805
Willis Towers Watson plc 89,700 13,599
Zions Bancorporation 256,726 13,527
Prudential Financial Inc. 140,800 13,166
Unum Group 323,036 11,949
Comerica Inc. 130,130 11,831
Franklin Resources Inc. 301,015 9,648
American Express Co. 87,597 8,584
People's United Financial Inc. 431,869 7,813
Jefferies Financial Group Inc. 333,421 7,582
Nasdaq Inc. 82,551 7,534
Northern Trust Corp. 66,100 6,801
American International Group Inc. 127,800 6,776
Capital One Financial Corp. 70,700 6,497
Raymond James Financial Inc. 72,560 6,483
Marsh & McLennan Cos. Inc. 73,050 5,988
Affiliated Managers Group Inc. 38,060 5,658
Everest Re Group Ltd. 22,099 5,093
Invesco Ltd. 189,790 5,041
Hartford Financial Services Group Inc. 91,700 4,689
Huntington Bancshares Inc. 299,982 4,428
US Bancorp 85,135 4,258
* Brighthouse Financial Inc. 105,700 4,235
Loews Corp. 79,877 3,856
First Horizon National Corp. 200,310 3,574
Voya Financial Inc. 72,200 3,393
Arthur J Gallagher & Co. 48,600 3,173
MSCI Inc. Class A 16,400 2,713
MetLife Inc. 60,650 2,644
Cincinnati Financial Corp. 34,579 2,312
First American Financial Corp. 44,500 2,302
Navient Corp. 173,600 2,262
Principal Financial Group Inc. 40,100 2,123
PNC Financial Services Group Inc. 6,314 853

 

 

Ares Capital Corp. 43,500 716
Lincoln National Corp. 11,000 685
American Equity Investment Life Holding Co. 16,900 608
Credicorp Ltd. 2,600 585
TCF Financial Corp. 23,500 579
FNF Group 10,500 395
PacWest Bancorp 7,100 351
First Hawaiian Inc. 10,357 301
Argo Group International Holdings Ltd. 5,135 299
LPL Financial Holdings Inc. 4,100 269
* eHealth Inc. 12,000 265
Cadence BanCorp Class A 9,060 262
Bank of NT Butterfield & Son Ltd. 5,700 261
Hope Bancorp Inc. 13,900 248
BankUnited Inc. 5,500 225
Beneficial Bancorp Inc. 13,200 214
State Bank Financial Corp. 6,400 214
TD Ameritrade Holding Corp. 3,500 192
Apollo Investment Corp. 33,306 186
Synovus Financial Corp. 3,100 164
* Flagstar Bancorp Inc. 4,600 158
* Green Dot Corp. Class A 2,100 154
Hanover Insurance Group Inc. 1,200 143
Primerica Inc. 1,300 129
Great Western Bancorp Inc. 2,999 126
* First BanCorp 16,000 122
Trustmark Corp. 3,500 114
Hilltop Holdings Inc. 4,200 93
Meridian Bancorp Inc. 4,800 92
East West Bancorp Inc. 1,300 85
Kemper Corp. 1,105 84
Washington Federal Inc. 2,535 83
* Arch Capital Group Ltd. 3,100 82
Kearny Financial Corp. 5,381 72
Capitol Federal Financial Inc. 5,400 71
IBERIABANK Corp. 891 68
Erie Indemnity Co. Class A 500 59
Assured Guaranty Ltd. 1,600 57
BrightSphere Investment Group plc 3,600 51
Home BancShares Inc. 2,200 50
Preferred Bank 788 48
First Midwest Bancorp Inc. 1,900 48
Exantas Capital Corp. 4,700 48
BGC Partners Inc. Class A 4,105 46
Umpqua Holdings Corp. 2,000 45
Hanmi Financial Corp. 1,574 45
ProAssurance Corp. 1,200 43
Walker & Dunlop Inc. 763 42
Financial Engines Inc. 900 40
Hancock Whitney Corp. 830 39
TPG RE Finance Trust Inc. 1,900 39
* Credit Acceptance Corp. 100 35
* HomeStreet Inc. 1,200 32
Granite Point Mortgage Trust Inc. 1,717 31
Stifel Financial Corp. 600 31
Oaktree Specialty Lending Corp. 6,200 30
PennantPark Investment Corp. 4,100 29

 

 

Central Pacific Financial Corp. 1,000 29
* Western Alliance Bancorp 500 28
Brookline Bancorp Inc. 1,500 28
FirstCash Inc. 300 27
Green Bancorp Inc. 1,200 26
Cathay General Bancorp 600 24
Peapack Gladstone Financial Corp. 700 24
* World Acceptance Corp. 200 22
Old Second Bancorp Inc. 1,500 22
* PHH Corp. 1,900 21
Berkshire Hills Bancorp Inc. 500 20
* Bancorp Inc. 1,936 20
Nelnet Inc. Class A 339 20
Oppenheimer Holdings Inc. Class A 700 20
Fidelity Southern Corp. 725 18
Chubb Ltd. 141 18
PennantPark Floating Rate Capital Ltd. 1,300 18
* Essent Group Ltd. 471 17
Columbia Banking System Inc. 400 16
MFA Financial Inc. 2,100 16
Investment Technology Group Inc. 700 15
Opus Bank 483 14
* Athene Holding Ltd. Class A 300 13
Flushing Financial Corp. 500 13
Maiden Holdings Ltd. 1,600 12
First Connecticut Bancorp Inc. 400 12
* Atlas Financial Holdings Inc. 1,379 12
Banner Corp. 200 12
1st Source Corp. 200 11
PJT Partners Inc. 200 11
First Financial Bancorp 300 9
Employers Holdings Inc. 200 8
Newtek Business Services Corp. 400 8
PCSB Financial Corp. 400 8
Santander Consumer USA Holdings Inc. 400 8
Prospect Capital Corp. 1,100 7
SEI Investments Co. 100 6
Home Bancorp Inc. 130 6
First Financial Northwest Inc. 300 6
Access National Corp. 200 6
Brown & Brown Inc. 200 6
Investors Bancorp Inc. 400 5
OFG Bancorp 300 4
* Cowen Inc. Class A 300 4
Garrison Capital Inc. 500 4
Heritage Financial Corp. 100 3
OceanFirst Financial Corp. 100 3
* Donnelley Financial Solutions Inc. 100 2
THL Credit Inc. 207 2
    1,348,051
Health Care (14.1%)    
Merck & Co. Inc. 1,970,391 119,603
UnitedHealth Group Inc. 382,719 93,896
Johnson & Johnson 767,742 93,158
AbbVie Inc. 911,047 84,409
Bristol-Myers Squibb Co. 1,518,988 84,061
Pfizer Inc. 2,145,997 77,857

 

 

Eli Lilly & Co. 841,875 71,837
Humana Inc. 165,627 49,296
Anthem Inc. 201,496 47,962
* Intuitive Surgical Inc. 90,294 43,204
Zoetis Inc. 507,053 43,196
* Align Technology Inc. 102,718 35,144
* Vertex Pharmaceuticals Inc. 192,726 32,756
Gilead Sciences Inc. 452,325 32,043
Agilent Technologies Inc. 483,604 29,906
Cigna Corp. 167,775 28,513
Medtronic plc 317,932 27,218
* Express Scripts Holding Co. 347,642 26,841
Amgen Inc. 140,701 25,972
* IQVIA Holdings Inc. 228,486 22,807
HCA Healthcare Inc. 217,344 22,300
Baxter International Inc. 286,870 21,182
Perrigo Co. plc 277,900 20,262
CVS Health Corp. 300,313 19,325
Cardinal Health Inc. 376,020 18,361
Danaher Corp. 178,416 17,606
* Edwards Lifesciences Corp. 114,170 16,620
* Centene Corp. 134,067 16,518
Thermo Fisher Scientific Inc. 75,702 15,681
* Boston Scientific Corp. 478,525 15,648
ResMed Inc. 136,260 14,114
* Varian Medical Systems Inc. 121,207 13,784
Becton Dickinson and Co. 51,543 12,348
* Illumina Inc. 41,693 11,644
Dentsply Sirona Inc. 257,166 11,256
* Nektar Therapeutics Class A 228,305 11,148
Cooper Cos. Inc. 43,374 10,212
* IDEXX Laboratories Inc. 46,744 10,187
Quest Diagnostics Inc. 92,090 10,124
Abbott Laboratories 163,991 10,002
* Waters Corp. 51,503 9,970
AmerisourceBergen Corp. Class A 110,586 9,430
McKesson Corp. 68,500 9,138
* DaVita Inc. 128,031 8,890
* Biogen Inc. 28,345 8,227
* Cerner Corp. 133,190 7,963
Allergan plc 41,230 6,874
* Mettler-Toledo International Inc. 10,922 6,320
Zimmer Biomet Holdings Inc. 55,500 6,185
* Regeneron Pharmaceuticals Inc. 17,431 6,014
* Celgene Corp. 75,400 5,988
* ABIOMED Inc. 13,890 5,682
Aetna Inc. 30,629 5,620
* WellCare Health Plans Inc. 20,000 4,925
* Mylan NV 134,382 4,857
* Incyte Corp. 71,300 4,777
* Molina Healthcare Inc. 45,500 4,456
* Hologic Inc. 99,700 3,963
Patterson Cos. Inc. 143,920 3,263
Universal Health Services Inc. Class B 28,600 3,187
Stryker Corp. 18,800 3,175
* Alexion Pharmaceuticals Inc. 13,703 1,701
Bruker Corp. 42,482 1,234

 

 

* QIAGEN NV 32,610 1,179
*,^ Dynavax Technologies Corp. 72,833 1,111
* Insulet Corp. 12,733 1,091
* Myriad Genetics Inc. 23,900 893
* AMAG Pharmaceuticals Inc. 43,200 842
* Puma Biotechnology Inc. 14,200 840
*,^ Sorrento Therapeutics Inc. 87,561 630
* Momenta Pharmaceuticals Inc. 30,459 623
* Neurocrine Biosciences Inc. 6,100 599
* Masimo Corp. 6,000 586
* MyoKardia Inc. 11,600 576
* Depomed Inc. 81,100 541
* Haemonetics Corp. 5,500 493
* PTC Therapeutics Inc. 14,300 482
* Amicus Therapeutics Inc. 27,300 426
* Spark Therapeutics Inc. 5,000 414
* Horizon Pharma plc 24,500 406
* Triple-S Management Corp. Class B 10,304 402
* Endo International plc 40,300 380
* Editas Medicine Inc. 10,200 365
* Premier Inc. Class A 9,900 360
* Valeant Pharmaceuticals International Inc. 14,400 335
* LivaNova plc 2,800 280
* Exelixis Inc. 12,000 258
* Madrigal Pharmaceuticals Inc. 900 252
* United Therapeutics Corp. 2,150 243
* Ophthotech Corp. 66,680 182
* Halozyme Therapeutics Inc. 8,600 145
* Eagle Pharmaceuticals Inc. 1,900 144
* Intercept Pharmaceuticals Inc. 1,700 143
* HMS Holdings Corp. 6,500 141
*,^ MannKind Corp. 67,100 128
* Zogenix Inc. 2,700 119
* CareDx Inc. 9,500 116
* STAAR Surgical Co. 3,300 102
* uniQure NV 2,600 98
* Varex Imaging Corp. 2,266 84
* OraSure Technologies Inc. 4,800 79
* Tivity Health Inc. 2,100 74
* Charles River Laboratories International Inc. 600 67
* Mallinckrodt plc 3,500 65
* Heron Therapeutics Inc. 1,549 60
*,^ Rockwell Medical Inc. 12,151 60
* AngioDynamics Inc. 2,600 58
* Arrowhead Pharmaceuticals Inc. 4,000 54
* Quidel Corp. 800 53
* Clovis Oncology Inc. 1,100 50
* Agenus Inc. 19,800 45
* Edge Therapeutics Inc. 41,800 43
* Select Medical Holdings Corp. 2,200 40
* Solid Biosciences Inc. 1,042 37
* Allscripts Healthcare Solutions Inc. 3,057 37
* Taro Pharmaceutical Industries Ltd. 300 35
* Retrophin Inc. 1,200 33
* Community Health Systems Inc. 9,000 30
*,^ Aurinia Pharmaceuticals Inc. 4,800 27
* CytomX Therapeutics Inc. 1,129 26

 

 

* Novus Therapeutics Inc. 3,477 24
* Prothena Corp. plc 1,600 23
* Acorda Therapeutics Inc. 800 23
* Genomic Health Inc. 400 20
* ImmunoGen Inc. 2,003 19
* Portola Pharmaceuticals Inc. 500 19
* Stemline Therapeutics Inc. 1,122 18
* Laboratory Corp. of America Holdings 100 18
* Radius Health Inc. 600 18
  Meridian Bioscience Inc. 1,000 16
* Accelerate Diagnostics Inc. 700 16
* Rigel Pharmaceuticals Inc. 5,200 15
* Spectrum Pharmaceuticals Inc. 700 15
* Aquinox Pharmaceuticals Inc. 5,135 14
* Flexion Therapeutics Inc. 500 13
* Enanta Pharmaceuticals Inc. 100 12
* BioCryst Pharmaceuticals Inc. 2,000 11
* BioScrip Inc. 3,700 11
* Otonomy Inc. 2,600 10
* Arbutus Biopharma Corp. 1,300 9
* Strongbridge Biopharma plc 1,538 9
* Enzo Biochem Inc. 1,760 9
* Chimerix Inc. 1,834 9
* Vanda Pharmaceuticals Inc. 400 8
* Menlo Therapeutics Inc. 900 7
* Catalyst Pharmaceuticals Inc. 2,129 7
* Amneal Pharmaceuticals Inc. 400 7
* Oxford Immunotec Global plc 500 6
* GenMark Diagnostics Inc. 1,000 6
* Advaxis Inc. 4,000 6
* Addus HomeCare Corp. 100 6
* Civitas Solutions Inc. 300 5
* Medpace Holdings Inc. 100 4
* Sangamo Therapeutics Inc. 300 4
* Endocyte Inc. 300 4
* Rocket Pharmaceuticals Inc. 200 4
* Quality Systems Inc. 200 4
* AcelRx Pharmaceuticals Inc. 1,100 4
* RTI Surgical Inc. 802 4
* Adverum Biotechnologies Inc. 500 3
* Neogen Corp. 29 2
* OvaScience Inc. 2,518 2
* Concert Pharmaceuticals Inc. 100 2
* ACADIA Pharmaceuticals Inc. 100 2
* TransEnterix Inc. 300 1
*,^ AquaBounty Technologies Inc. 371 1
* Ra Pharmaceuticals Inc. 100 1
      1,517,273
Industrials (8.7%)    
  Boeing Co. 286,219 96,029
  Raytheon Co. 307,450 59,393
  Expeditors International of Washington Inc. 571,816 41,800
  Waste Management Inc. 497,990 40,506
  Lockheed Martin Corp. 132,015 39,001
  Caterpillar Inc. 266,901 36,210
  Honeywell International Inc. 232,335 33,468
  WW Grainger Inc. 106,324 32,790

 

 

Norfolk Southern Corp. 174,836 26,377
Pentair plc 590,005 24,827
3M Co. 117,802 23,174
Southwest Airlines Co. 425,950 21,672
Fortive Corp. 274,670 21,180
PACCAR Inc. 332,143 20,580
Harris Corp. 139,938 20,227
* United Rentals Inc. 132,047 19,493
Cintas Corp. 102,600 18,988
Kansas City Southern 176,654 18,718
Ingersoll-Rand plc 208,218 18,683
Eaton Corp. plc 231,186 17,279
AMETEK Inc. 231,540 16,708
American Airlines Group Inc. 421,596 16,004
CSX Corp. 233,058 14,864
KAR Auction Services Inc. 269,300 14,758
Robert Half International Inc. 218,748 14,240
Rockwell Automation Inc. 81,913 13,616
Masco Corp. 351,500 13,153
General Dynamics Corp. 70,054 13,059
Spirit AeroSystems Holdings Inc. Class A 151,300 12,998
Northrop Grumman Corp. 39,435 12,134
CH Robinson Worldwide Inc. 117,590 9,838
Textron Inc. 145,066 9,561
Emerson Electric Co. 136,356 9,428
JB Hunt Transport Services Inc. 73,700 8,958
Fortune Brands Home & Security Inc. 163,500 8,778
Illinois Tool Works Inc. 58,708 8,133
Roper Technologies Inc. 29,044 8,014
Cummins Inc. 57,591 7,660
Dun & Bradstreet Corp. 62,340 7,646
Jacobs Engineering Group Inc. 117,568 7,464
United Parcel Service Inc. Class B 60,482 6,425
Canadian Pacific Railway Ltd. 30,900 5,655
* Quanta Services Inc. 165,686 5,534
General Electric Co. 400,852 5,456
Allison Transmission Holdings Inc. 134,000 5,426
Allegion plc 67,619 5,231
Fastenal Co. 106,300 5,116
Republic Services Inc. Class A 70,105 4,792
* Stericycle Inc. 66,240 4,325
* nVent Electric plc 164,605 4,132
* HD Supply Holdings Inc. 76,100 3,264
Acuity Brands Inc. 28,000 3,244
Equifax Inc. 18,675 2,336
Owens Corning 28,400 1,800
TransDigm Group Inc. 4,487 1,549
* MRC Global Inc. 53,200 1,153
Pitney Bowes Inc. 110,100 944
Xylem Inc. 12,900 869
* Continental Building Products Inc. 24,900 786
Arconic Inc. 39,686 675
BWX Technologies Inc. 10,200 636
Fluor Corp. 12,602 615
Insperity Inc. 6,400 610
Moog Inc. Class A 7,800 608
* AECOM 17,900 591

 

 

Old Dominion Freight Line Inc. 3,600 536
ArcBest Corp. 11,600 530
* Armstrong World Industries Inc. 7,300 461
* Gardner Denver Holdings Inc. 15,400 453
Trinity Industries Inc. 12,900 442
Hubbell Inc. Class B 3,300 349
* AerCap Holdings NV 5,700 309
AO Smith Corp. 5,100 302
Graco Inc. 6,600 298
Brady Corp. Class A 7,400 285
* Rexnord Corp. 9,400 273
Landstar System Inc. 2,300 251
* Air Transport Services Group Inc. 10,500 237
Carlisle Cos. Inc. 2,100 227
* Civeo Corp. 43,700 191
TransUnion 2,399 172
* TriNet Group Inc. 3,000 168
* WESCO International Inc. 2,900 166
* Colfax Corp. 5,400 166
* Navigant Consulting Inc. 7,100 157
EnerSys 2,100 157
* KLX Inc. 2,000 144
* Masonite International Corp. 2,000 144
* SPX FLOW Inc. 2,800 123
Lincoln Electric Holdings Inc. 1,300 114
Federal Signal Corp. 4,800 112
* FTI Consulting Inc. 1,700 103
* NOW Inc. 7,200 96
Quad/Graphics Inc. 4,400 92
Timken Co. 2,100 91
Copa Holdings SA Class A 900 85
EMCOR Group Inc. 1,100 84
Spartan Motors Inc. 5,100 77
Alaska Air Group Inc. 1,200 72
* Univar Inc. 2,600 68
Hillenbrand Inc. 1,400 66
LSC Communications Inc. 4,100 64
KBR Inc. 3,400 61
* Harsco Corp. 2,753 61
* Mistras Group Inc. 3,189 60
Macquarie Infrastructure Corp. 1,400 59
* LB Foster Co. Class A 2,557 59
* XPO Logistics Inc. 500 50
Oshkosh Corp. 700 49
* SPX Corp. 1,400 49
H&E Equipment Services Inc. 1,200 45
* Babcock & Wilcox Enterprises Inc. 18,300 44
* USA Truck Inc. 1,800 42
Greenbrier Cos. Inc. 800 42
Donaldson Co. Inc. 900 41
Briggs & Stratton Corp. 2,300 40
ACCO Brands Corp. 2,800 39
United Technologies Corp. 300 37
Korn/Ferry International 600 37
* Huron Consulting Group Inc. 899 37
Universal Forest Products Inc. 1,000 37
Albany International Corp. 600 36

 

 

* Milacron Holdings Corp. 1,800 34
* YRC Worldwide Inc. 3,300 33
* Armstrong Flooring Inc. 2,060 29
* Sparton Corp. 1,500 28
* NCI Building Systems Inc. 1,300 27
* GMS Inc. 1,000 27
* Rush Enterprises Inc. Class A 600 26
Toro Co. 400 24
* Hertz Global Holdings Inc. 1,500 23
Global Brass & Copper Holdings Inc. 700 22
* IHS Markit Ltd. 400 21
* ARC Document Solutions Inc. 11,400 20
Hexcel Corp. 300 20
DMC Global Inc. 400 18
Heidrick & Struggles International Inc. 500 17
* Titan Machinery Inc. 1,100 17
Knoll Inc. 800 17
* Textainer Group Holdings Ltd. 1,000 16
* Builders FirstSource Inc. 800 15
* PGT Innovations Inc. 600 13
Kennametal Inc. 300 11
Delta Air Lines Inc. 200 10
Caesarstone Ltd. 595 9
* Aerojet Rocketdyne Holdings Inc. 300 9
MSC Industrial Direct Co. Inc. Class A 100 8
* TrueBlue Inc. 300 8
Heartland Express Inc. 421 8
* JetBlue Airways Corp. 400 8
* United Continental Holdings Inc. 100 7
* DXP Enterprises Inc. 157 6
* Willscot Corp. 400 6
CRA International Inc. 100 5
* Vivint Solar Inc. 1,000 5
Universal Logistics Holdings Inc. 186 5
CECO Environmental Corp. 780 5
* Atkore International Group Inc. 200 4
* Gibraltar Industries Inc. 100 4
* Echo Global Logistics Inc. 100 3
Essendant Inc. 200 3
* HC2 Holdings Inc. 300 2
Steelcase Inc. Class A 100 1
    938,345
Information Technology (26.3%)    
Apple Inc. 2,449,279 453,386
Microsoft Corp. 3,481,482 343,309
* Alphabet Inc. Class A 161,139 181,957
* Alphabet Inc. Class C 149,740 167,057
* Facebook Inc. Class A 805,028 156,433
NVIDIA Corp. 476,283 112,831
Visa Inc. Class A 748,785 99,177
Mastercard Inc. Class A 462,432 90,877
* Adobe Systems Inc. 354,986 86,549
Cisco Systems Inc. 1,562,681 67,242
Intel Corp. 1,307,890 65,015
NetApp Inc. 652,577 51,247
QUALCOMM Inc. 812,749 45,611
* VeriSign Inc. 322,370 44,300

 

 

  Intuit Inc. 214,731 43,871
  Accenture plc Class A 264,136 43,210
* Micron Technology Inc. 788,807 41,365
  Fidelity National Information Services Inc. 351,700 37,291
  International Business Machines Corp. 251,580 35,146
  HP Inc. 1,370,981 31,108
* Cadence Design Systems Inc. 717,868 31,091
* Electronic Arts Inc. 202,094 28,499
  Total System Services Inc. 334,109 28,239
* Red Hat Inc. 196,269 26,373
  Cognizant Technology Solutions Corp. Class A 331,240 26,165
  Seagate Technology plc 407,110 22,990
*,^ Advanced Micro Devices Inc. 1,514,661 22,705
* Citrix Systems Inc. 213,502 22,384
  KLA-Tencor Corp. 217,386 22,289
* salesforce.com Inc. 158,959 21,682
  Oracle Corp. 468,065 20,623
  Activision Blizzard Inc. 259,290 19,789
  Broadridge Financial Solutions Inc. 170,772 19,656
* Synopsys Inc. 217,883 18,644
* eBay Inc. 492,470 17,857
  Texas Instruments Inc. 157,517 17,366
  Applied Materials Inc. 367,080 16,955
* PayPal Holdings Inc. 195,215 16,256
  DXC Technology Co. 185,800 14,977
  Juniper Networks Inc. 528,658 14,496
  Paychex Inc. 212,032 14,492
  Xilinx Inc. 213,120 13,908
  Western Union Co. 677,323 13,770
* IPG Photonics Corp. 57,440 12,673
  Western Digital Corp. 158,914 12,302
  Analog Devices Inc. 125,900 12,076
* F5 Networks Inc. 69,379 11,964
  CA Inc. 321,289 11,454
  Broadcom Inc. 42,234 10,248
  Motorola Solutions Inc. 75,255 8,757
* Take-Two Interactive Software Inc. 63,710 7,541
  Lam Research Corp. 34,310 5,930
* ANSYS Inc. 31,978 5,570
* Autodesk Inc. 40,200 5,270
* CoreLogic Inc. 97,100 5,039
  Symantec Corp. 225,743 4,662
* Akamai Technologies Inc. 54,700 4,006
  FLIR Systems Inc. 71,300 3,705
* Fiserv Inc. 44,112 3,268
  Skyworks Solutions Inc. 31,445 3,039
  Versum Materials Inc. 81,193 3,016
* Palo Alto Networks Inc. 12,300 2,527
* Zynga Inc. Class A 462,600 1,883
  Perspecta Inc. 88,300 1,815
  Automatic Data Processing Inc. 9,800 1,315
* Black Knight Inc. 22,900 1,226
  InterDigital Inc. 13,900 1,125
  Maxim Integrated Products Inc. 18,300 1,073
* Yelp Inc. Class A 25,700 1,007
* VMware Inc. Class A 6,700 985
* IAC/InterActiveCorp 6,400 976

 

 

* NCR Corp. 27,700 830
Kulicke & Soffa Industries Inc. 32,900 784
* NetScout Systems Inc. 23,500 698
Teradyne Inc. 16,900 643
* Atlassian Corp. plc Class A 9,700 606
* CommVault Systems Inc. 7,800 514
* Flex Ltd. 35,900 507
Leidos Holdings Inc. 7,500 443
* Cirrus Logic Inc. 11,200 429
* MicroStrategy Inc. Class A 3,307 422
* ARRIS International plc 17,100 418
Avnet Inc. 7,600 326
* Cree Inc. 7,800 324
* SolarEdge Technologies Inc. 6,600 316
* Conduent Inc. 16,100 293
* Acxiom Corp. 9,000 270
* Cornerstone OnDemand Inc. 5,600 266
TE Connectivity Ltd. 2,775 250
* Manhattan Associates Inc. 5,100 240
* Tower Semiconductor Ltd. 10,500 231
* InterXion Holding NV 3,500 218
* Trimble Inc. 6,600 217
Amdocs Ltd. 3,000 199
* CommScope Holding Co. Inc. 6,600 193
Xperi Corp. 11,800 190
* Synaptics Inc. 3,600 181
* Fortinet Inc. 2,600 162
* Glu Mobile Inc. 24,200 155
Amphenol Corp. Class A 1,700 148
* BlackBerry Ltd. 14,800 143
* Photronics Inc. 17,200 137
Genpact Ltd. 4,700 136
* Advanced Energy Industries Inc. 2,309 134
* Yext Inc. 6,800 132
NIC Inc. 8,300 129
* Shutterstock Inc. 2,700 128
* TechTarget Inc. 4,200 119
* Twitter Inc. 2,600 114
Sabre Corp. 4,591 113
* Rambus Inc. 9,000 113
* Lattice Semiconductor Corp. 17,000 112
Dolby Laboratories Inc. Class A 1,800 111
* Euronet Worldwide Inc. 1,300 109
* First Data Corp. Class A 5,100 107
* Luxoft Holding Inc. Class A 2,700 99
* GoDaddy Inc. Class A 1,400 99
Vishay Intertechnology Inc. 4,200 97
LogMeIn Inc. 900 93
NVE Corp. 682 83
Science Applications International Corp. 1,000 81
* Etsy Inc. 1,817 77
* MoneyGram International Inc. 11,400 76
Convergys Corp. 3,000 73
* Rudolph Technologies Inc. 2,305 68
Travelport Worldwide Ltd. 3,600 67
* Match Group Inc. 1,700 66
* Sanmina Corp. 2,200 64

 

 

  Cohu Inc. 2,600 64
* Calix Inc. 8,061 63
  Progress Software Corp. 1,600 62
* KEMET Corp. 2,500 60
* Blucora Inc. 1,600 59
* Alpha & Omega Semiconductor Ltd. 4,100 58
* XO Group Inc. 1,821 58
* EchoStar Corp. Class A 1,300 58
* Anixter International Inc. 900 57
* SINA Corp. 600 51
* Web.com Group Inc. 1,800 47
*,^ Ubiquiti Networks Inc. 500 42
* Syntel Inc. 1,300 42
* Net 1 UEPS Technologies Inc. 4,100 37
* Fitbit Inc. Class A 5,700 37
* Rubicon Project Inc. 13,000 37
* Zix Corp. 6,500 35
  CDK Global Inc. 500 33
* SPS Commerce Inc. 400 29
* QuinStreet Inc. 2,300 29
* RingCentral Inc. Class A 414 29
* Unisys Corp. 2,200 28
* LivePerson Inc. 1,300 27
* DHI Group Inc. 11,400 27
  Systemax Inc. 771 26
* ViaSat Inc. 400 26
* A10 Networks Inc. 4,045 25
* Tech Data Corp. 300 25
* Endurance International Group Holdings Inc. 2,413 24
  MAXIMUS Inc. 381 24
* Immersion Corp. 1,500 23
* Amkor Technology Inc. 2,400 21
  Hollysys Automation Technologies Ltd. 900 20
* Coupa Software Inc. 300 19
* Cardtronics plc Class A 700 17
* Celestica Inc. 1,372 16
* Ribbon Communications Inc. 2,091 15
  Daktronics Inc. 1,566 13
* Nuance Communications Inc. 900 13
* Aerohive Networks Inc. 3,000 12
*,^ VirnetX Holding Corp. 3,500 12
  Benchmark Electronics Inc. 400 12
* Apptio Inc. Class A 300 11
* Quotient Technology Inc. 700 9
* Mellanox Technologies Ltd. 100 8
* Care.com Inc. 400 8
  Hackett Group Inc. 500 8
* Hortonworks Inc. 400 7
* CalAmp Corp. 300 7
* Nutanix Inc. 100 5
* Everi Holdings Inc. 700 5
* Knowles Corp. 200 3
* Sykes Enterprises Inc. 100 3
* Cision Ltd. 133 2
* Extreme Networks Inc. 100 1
      2,827,482

 

 

Materials (2.2%)    
  Air Products & Chemicals Inc. 196,673 30,628
  LyondellBasell Industries NV Class A 274,425 30,146
  Freeport-McMoRan Inc. 1,328,738 22,934
  Praxair Inc. 130,843 20,693
  CF Industries Holdings Inc. 436,359 19,374
  Packaging Corp. of America 162,208 18,133
  WestRock Co. 244,985 13,969
  DowDuPont Inc. 191,382 12,616
  FMC Corp. 108,973 9,722
  Sealed Air Corp. 223,800 9,500
  Avery Dennison Corp. 87,808 8,965
  Albemarle Corp. 53,974 5,091
  PPG Industries Inc. 42,764 4,436
  Eastman Chemical Co. 44,136 4,412
  Graphic Packaging Holding Co. 292,700 4,247
  Nucor Corp. 51,758 3,235
  Chemours Co. 63,700 2,826
  Methanex Corp. 30,700 2,171
  Huntsman Corp. 74,100 2,164
  Ball Corp. 59,000 2,097
  Celanese Corp. Class A 15,100 1,677
* Berry Global Group Inc. 26,900 1,236
  WR Grace & Co. 8,300 608
  Reliance Steel & Aluminum Co. 5,700 499
* Allegheny Technologies Inc. 17,700 445
* Crown Holdings Inc. 9,500 425
  Newmont Mining Corp. 10,726 405
  Louisiana-Pacific Corp. 11,100 302
  Domtar Corp. 5,800 277
  Ferroglobe plc 27,700 237
* AdvanSix Inc. 6,400 234
* Cleveland-Cliffs Inc. 27,500 232
  Steel Dynamics Inc. 5,000 230
  Valvoline Inc. 10,600 229
* SunCoke Energy Inc. 11,153 149
  International Flavors & Fragrances Inc. 1,200 149
  Mercer International Inc. 7,600 133
* Constellium NV Class A 10,700 110
* Wheaton Precious Metals Corp. 4,900 108
* Flotek Industries Inc. 31,100 100
* Coeur Mining Inc. 11,200 85
* Resolute Forest Products Inc. 4,467 46
  Silgan Holdings Inc. 1,000 27
  Olin Corp. 800 23
^ Israel Chemicals Ltd. 4,934 23
* Verso Corp. 1,000 22
  Orion Engineered Carbons SA 700 22
* Ryerson Holding Corp. 1,900 21
  Kronos Worldwide Inc. 400 9
* Intrepid Potash Inc. 1,000 4
* TimkenSteel Corp. 200 3
  Core Molding Technologies Inc. 200 3
  Advanced Emissions Solutions Inc. 100 1
*,2 Ferroglobe R&W Trust 48,731 —
      235,433

 

 

Other (0.2%)    
  SPDR S&P 500 ETF Trust 67,500 18,311
* Rizzoli Corriere Della Sera Mediagroup SPA 2,001 3
*,2 Biosante Pharmaceutical Inc. CVR 4,189 —
      18,314
Real Estate (3.4%)    
* SBA Communications Corp. Class A 296,524 48,962
  Prologis Inc. 718,660 47,209
* CBRE Group Inc. Class A 499,322 23,838
  Extra Space Storage Inc. 226,612 22,618
  Weyerhaeuser Co. 617,381 22,510
  Host Hotels & Resorts Inc. 1,041,897 21,953
  American Tower Corp. 141,376 20,382
  Ventas Inc. 339,834 19,354
  Equity Residential 302,950 19,295
  Apartment Investment & Management Co. 401,908 17,001
  Duke Realty Corp. 573,734 16,656
  HCP Inc. 494,168 12,759
  Simon Property Group Inc. 59,356 10,102
  Vornado Realty Trust 134,659 9,954
  Mid-America Apartment Communities Inc. 85,060 8,563
  Public Storage 34,898 7,917
  Crown Castle International Corp. 68,514 7,387
^ Realogy Holdings Corp. 293,700 6,696
  Boston Properties Inc. 42,270 5,302
  Regency Centers Corp. 66,300 4,116
  AvalonBay Communities Inc. 13,696 2,354
  UDR Inc. 61,860 2,322
  SL Green Realty Corp. 22,779 2,290
  Brixmor Property Group Inc. 104,500 1,821
  CoreCivic Inc. 57,400 1,371
  Sun Communities Inc. 13,000 1,272
  Liberty Property Trust 19,805 878
  Kimco Realty Corp. 46,852 796
  American Homes 4 Rent Class A 28,100 623
  Equity LifeStyle Properties Inc. 6,500 597
  GGP Inc. 18,300 374
* Equity Commonwealth 11,800 372
  Forest City Realty Trust Inc. Class A 12,262 280
  GEO Group Inc. 8,200 226
  Douglas Emmett Inc. 5,600 225
  InfraREIT Inc. 8,100 180
  DDR Corp. 9,100 163
  CubeSmart 4,500 145
  Spirit Realty Capital Inc. 15,800 127
  Highwoods Properties Inc. 2,000 101
  Piedmont Office Realty Trust Inc. Class A 4,100 82
  Park Hotels & Resorts Inc. 2,000 61
  DCT Industrial Trust Inc. 900 60
  Columbia Property Trust Inc. 2,075 47
  Outfront Media Inc. 1,900 37
  National Retail Properties Inc. 800 35
  Hudson Pacific Properties Inc. 800 28
* iStar Inc. 2,600 28
  Monmouth Real Estate Investment Corp. 1,400 23
  UMH Properties Inc. 1,400 21
  Kite Realty Group Trust 1,200 21

 

 

Hersha Hospitality Trust Class A 870 19
Mack-Cali Realty Corp. 900 18
* CorePoint Lodging Inc. 650 17
* Spirit MTA REIT 1,580 16
STORE Capital Corp. 400 11
Retail Properties of America Inc. 821 11
* St. Joe Co. 500 9
Front Yard Residential Corp. 700 7
JBG SMITH Properties 200 7
VEREIT Inc. 600 4
    369,653
Telecommunication Services (1.4%)    
AT&T Inc. 2,761,936 88,686
Verizon Communications Inc. 927,908 46,683
CenturyLink Inc. 840,980 15,676
* T-Mobile US Inc. 30,600 1,828
* Intelsat SA 44,800 746
* Zayo Group Holdings Inc. 15,000 547
* Boingo Wireless Inc. 13,300 301
* Vonage Holdings Corp. 18,600 240
^ Frontier Communications Corp. 25,200 135
* Globalstar Inc. 153,029 75
* United States Cellular Corp. 417 15
    154,932
Utilities (2.3%)    
NextEra Energy Inc. 307,187 51,309
NRG Energy Inc. 1,386,564 42,568
FirstEnergy Corp. 660,148 23,706
AES Corp. 1,732,902 23,238
Entergy Corp. 245,849 19,862
Exelon Corp. 432,792 18,437
American Electric Power Co. Inc. 246,800 17,091
Dominion Energy Inc. 139,081 9,483
Public Service Enterprise Group Inc. 167,500 9,068
Duke Energy Corp. 91,100 7,204
Southern Co. 155,100 7,183
CenterPoint Energy Inc. 185,310 5,135
Pinnacle West Capital Corp. 36,700 2,957
WEC Energy Group Inc. 36,791 2,379
* Evergy Inc. 13,686 769
Portland General Electric Co. 14,900 637
Avangrid Inc. 9,200 487
Ameren Corp. 6,000 365
TerraForm Power Inc. Class A 20,100 235
* Atlantic Power Corp. 99,700 219
UGI Corp. 3,900 203
Fortis Inc./Canada 3,900 124
OGE Energy Corp. 1,300 46
Chesapeake Utilities Corp. 388 31
Black Hills Corp. 462 28
Atlantica Yield plc 1,295 26
PG&E Corp. 300 13
MGE Energy Inc. 100 6
Xcel Energy Inc. 118 5

 

 

  NiSource Inc.     100 3
          242,817
Total Common Stocks (Cost $8,510,345)       10,499,174
 
    Coupon   Shares  
Temporary Cash Investments (2.5%)1        
Money Market Fund (2.4%)        
3,4 Vanguard Market Liquidity Fund 2.122%   2,556,913 255,717
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.1%)        
5 United States Treasury Bill 1.846% 8/9/18 5,000 4,990
5 United States Treasury Bill 1.849% 8/16/18 5,000 4,989
5 United States Treasury Bill 1.982% 10/18/18 5,000 4,971
5 United States Treasury Bill 2.078% 11/15/18 600 595
          15,545
Total Temporary Cash Investments (Cost $271,215)       271,262
Total Investments (100.1%) (Cost $8,781,560)       10,770,436
Other Assets and Liabilities-Net (-0.1%)4       (10,890)
Net Assets (100%)       10,759,546

 

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $7,717,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 99.9% and 0.2%, respectively, of net assets.
2 Security value determined using significant unobservable inputs.
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 Includes $8,220,000 of collateral received for securities on loan.
5 Securities with a value of $10,856,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.

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 S&P 500 Index September 2018 1,799 244,808 (5,408)

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.

 

Growth and Income Fund

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of June 30, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 10,499,171 3 —1
Temporary Cash Investments 255,717 15,545 —
Futures Contracts—Assets2 187 — —
Total 10,755,075 15,548 —
1 Amount less than $500.      
2 Represents variation margin on the last day of the reporting period.    

 

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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).

 

Growth and Income Fund

D. At June 30, 2018, the cost of investment securities for tax purposes was $8,781,567,000. Net unrealized appreciation of investment securities for tax purposes was $1,988,869,000, consisting of unrealized gains of $2,181,270,000 on securities that had risen in value since their purchase and $192,401,000 in unrealized losses on securities that had fallen in value since their purchase.


Item 2: Controls and Procedures

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

(a)      Certifications
VANGUARD QUANTITATIVE FUNDS

By:

/s/ MORTIMER J. BUCKLEY*

Date: August 20, 2018

 MORTIMER J. BUCKLEY
CHIEF EXECUTIVE OFFICER

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

VANGUARD QUANTITATIVE FUNDS

By:

/s/ MORTIMER J. BUCKLEY*

Date: August 20, 2018

 MORTIMER J. BUCKLEY
CHIEF EXECUTIVE OFFICER

 

 

 

VANGUARD QUANTITATIVE FUNDS

By:

/s/ THOMAS J. HIGGINS*

Date: August 20, 2018

 THOMAS J. HIGGINS
CHIEF FINANCIAL OFFICER

Date:

*By: /s/ Anne E. Robinson

Anne E. Robinson, pursuant to a Power of Attorney filed on January 18, 2018 see file Number 33-32216, Incorporated by Reference.