N-Q 1 institutional_final.htm institutional_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:  811-06093

 

Name of Registrant:   Vanguard Institutional Index 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:    December 31

 

Date of reporting period:    September 30, 2017

 

Item 1: Schedule of Investments

 


Vanguard Institutional Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

    Market
    Value
  Shares ($000)
Common Stocks (99.5%)1    
Consumer Discretionary (11.8%)    
* Amazon.com Inc. 4,244,561 4,080,509
Home Depot Inc. 12,548,506 2,052,434
Comcast Corp. Class A 50,073,025 1,926,810
Walt Disney Co. 16,429,900 1,619,495
McDonald's Corp. 8,621,821 1,350,867
* Priceline Group Inc. 522,157 955,975
Time Warner Inc. 8,283,209 848,615
* Netflix Inc. 4,597,856 833,821
Starbucks Corp. 15,367,852 825,407
* Charter Communications Inc. Class A 2,142,088 778,478
NIKE Inc. Class B 13,992,393 725,506
Lowe's Cos. Inc. 8,990,134 718,671
General Motors Co. 13,964,778 563,898
TJX Cos. Inc. 6,774,717 499,500
Ford Motor Co. 41,643,721 498,475
Marriott International Inc. Class A 3,331,971 367,383
Target Corp. 5,810,839 342,898
Twenty-First Century Fox Inc. Class A 11,203,536 295,549
Carnival Corp. 4,338,215 280,119
Delphi Automotive plc 2,838,557 279,314
Yum! Brands Inc. 3,667,323 269,952
Ross Stores Inc. 4,139,777 267,305
CBS Corp. Class B 3,871,856 224,568
Dollar General Corp. 2,770,602 224,557
Newell Brands Inc. 5,212,195 222,404
VF Corp. 3,474,537 220,876
* Dollar Tree Inc. 2,523,484 219,089
Royal Caribbean Cruises Ltd. 1,829,803 216,905
* O'Reilly Automotive Inc. 938,327 202,087
Expedia Inc. 1,302,530 187,486
Omnicom Group Inc. 2,459,945 182,208
MGM Resorts International 5,518,860 179,860
* AutoZone Inc. 298,833 177,839
* Mohawk Industries Inc. 673,536 166,707
Best Buy Co. Inc. 2,828,528 161,113
Hilton Worldwide Holdings Inc. 2,177,447 151,224
Genuine Parts Co. 1,565,288 149,720
* CarMax Inc. 1,953,564 148,100
DR Horton Inc. 3,631,004 144,986
Whirlpool Corp. 778,004 143,495
* Ulta Beauty Inc. 622,168 140,647
* DISH Network Corp. Class A 2,426,086 131,567
Wynn Resorts Ltd. 851,838 126,856
Coach Inc. 3,012,620 121,348
Twenty-First Century Fox Inc. 4,682,068 120,751
Hasbro Inc. 1,213,509 118,523
* LKQ Corp. 3,290,607 118,429
Wyndham Worldwide Corp. 1,095,744 115,502
Lennar Corp. Class A 2,161,246 114,114

 

 

  L Brands Inc. 2,660,470 110,702
  BorgWarner Inc. 2,115,088 108,356
  Darden Restaurants Inc. 1,336,416 105,283
  Viacom Inc. Class B 3,761,542 104,721
  PVH Corp. 825,370 104,046
  Tiffany & Co. 1,088,441 99,897
^ Hanesbrands Inc. 3,885,694 95,744
  Goodyear Tire & Rubber Co. 2,676,464 88,992
^ Harley-Davidson Inc. 1,818,634 87,676
  Scripps Networks Interactive Inc. Class A 1,020,157 87,621
  Interpublic Group of Cos. Inc. 4,176,009 86,819
  Tractor Supply Co. 1,350,597 85,479
*,^ Chipotle Mexican Grill Inc. Class A 267,487 82,341
  Kohl's Corp. 1,797,114 82,038
  PulteGroup Inc. 2,959,124 80,873
  Advance Auto Parts Inc. 784,000 77,773
* Michael Kors Holdings Ltd. 1,616,249 77,338
  News Corp. Class A 5,381,061 71,353
  Macy's Inc. 3,254,936 71,023
  Gap Inc. 2,345,518 69,263
  Leggett & Platt Inc. 1,413,846 67,483
^ Garmin Ltd. 1,182,907 63,842
  H&R Block Inc. 2,228,752 59,017
  Nordstrom Inc. 1,240,636 58,496
  Mattel Inc. 3,661,808 56,685
  Ralph Lauren Corp. Class A 588,900 51,994
  Foot Locker Inc. 1,402,340 49,390
*,^ TripAdvisor Inc. 1,154,783 46,803
* Discovery Communications Inc. 2,166,550 43,894
^ Signet Jewelers Ltd. 644,539 42,894
* Discovery Communications Inc. Class A 1,630,054 34,704
*,^ Under Armour Inc. Class A 1,966,692 32,411
*,^ Under Armour Inc. 1,984,423 29,806
      27,226,699
Consumer Staples (8.2%)    
  Procter & Gamble Co. 27,145,366 2,469,685
  Coca-Cola Co. 40,863,157 1,839,251
  Philip Morris International Inc. 16,532,992 1,835,327
  PepsiCo Inc. 15,205,976 1,694,402
  Altria Group Inc. 20,421,909 1,295,157
  Wal-Mart Stores Inc. 15,580,241 1,217,440
  CVS Health Corp. 10,819,730 879,860
  Costco Wholesale Corp. 4,667,934 766,895
  Walgreens Boots Alliance Inc. 9,794,545 756,335
  Colgate-Palmolive Co. 9,379,875 683,324
  Mondelez International Inc. Class A 16,056,782 652,869
  Kraft Heinz Co. 6,352,197 492,613
  Kimberly-Clark Corp. 3,761,519 442,655
  Constellation Brands Inc. Class A 1,830,049 365,003
  General Mills Inc. 6,139,537 317,782
  Sysco Corp. 5,166,055 278,709
  Estee Lauder Cos. Inc. Class A 2,381,226 256,791
  Archer-Daniels-Midland Co. 5,983,590 254,362
* Monster Beverage Corp. 4,411,472 243,734
  Tyson Foods Inc. Class A 3,076,091 216,711
  Kroger Co. 9,566,475 191,903
  Clorox Co. 1,376,079 181,519

 

 

  Dr Pepper Snapple Group Inc. 1,937,331 171,396
  Kellogg Co. 2,649,122 165,226
  Hershey Co. 1,506,555 164,471
  Molson Coors Brewing Co. Class B 1,968,567 160,714
  Conagra Brands Inc. 4,431,287 149,512
  McCormick & Co. Inc. 1,267,757 130,123
  Church & Dwight Co. Inc. 2,657,313 128,747
  JM Smucker Co. 1,210,839 127,053
  Brown-Forman Corp. Class B 2,087,726 113,363
  Campbell Soup Co. 2,067,850 96,817
  Hormel Foods Corp. 2,868,195 92,184
  Coty Inc. Class A 5,028,499 83,121
      18,915,054
Energy (6.1%)    
  Exxon Mobil Corp. 45,107,940 3,697,949
  Chevron Corp. 20,172,558 2,370,275
  Schlumberger Ltd. 14,789,266 1,031,699
  ConocoPhillips 12,958,773 648,587
  EOG Resources Inc. 6,148,760 594,831
  Occidental Petroleum Corp. 8,141,065 522,738
  Halliburton Co. 9,245,372 425,564
  Phillips 66 4,574,442 419,065
  Kinder Morgan Inc. 20,452,629 392,281
  Valero Energy Corp. 4,698,934 361,489
  Marathon Petroleum Corp. 5,385,453 302,016
  Anadarko Petroleum Corp. 5,964,282 291,355
  Pioneer Natural Resources Co. 1,810,301 267,092
  Williams Cos. Inc. 8,793,068 263,880
  ONEOK Inc. 4,040,351 223,876
* Concho Resources Inc. 1,581,473 208,312
  Devon Energy Corp. 5,596,970 205,465
  Apache Corp. 4,055,150 185,726
  Baker Hughes a GE Co. 4,563,224 167,105
  Andeavor 1,538,800 158,727
  Noble Energy Inc. 5,187,084 147,106
  National Oilwell Varco Inc. 4,051,484 144,759
  Hess Corp. 2,882,594 135,165
  Cabot Oil & Gas Corp. 4,930,529 131,892
* TechnipFMC plc 4,682,046 130,723
  Marathon Oil Corp. 9,042,236 122,613
  EQT Corp. 1,848,728 120,611
  Cimarex Energy Co. 1,013,451 115,199
* Newfield Exploration Co. 2,129,334 63,177
^ Helmerich & Payne Inc. 1,158,243 60,356
  Range Resources Corp. 2,407,244 47,110
*,^ Chesapeake Energy Corp. 9,680,814 41,627
      13,998,370
Financials (14.5%)    
  JPMorgan Chase & Co. 37,461,185 3,577,918
* Berkshire Hathaway Inc. Class B 19,345,193 3,546,361
  Bank of America Corp. 104,451,955 2,646,813
  Wells Fargo & Co. 47,558,191 2,622,834
  Citigroup Inc. 29,002,950 2,109,675
  Goldman Sachs Group Inc. 3,829,458 908,309
  US Bancorp 16,913,993 906,421
  Morgan Stanley 15,061,144 725,495

 

 

Chubb Ltd. 4,956,173 706,502
American Express Co. 7,808,520 706,359
PNC Financial Services Group Inc. 5,103,804 687,840
American International Group Inc. 9,619,571 590,545
BlackRock Inc. 1,319,866 590,099
MetLife Inc. 11,317,582 587,948
Bank of New York Mellon Corp. 11,002,430 583,349
Charles Schwab Corp. 12,683,066 554,757
CME Group Inc. 3,616,991 490,753
Prudential Financial Inc. 4,546,363 483,369
Marsh & McLennan Cos. Inc. 5,456,887 457,342
Capital One Financial Corp. 5,150,602 436,050
Intercontinental Exchange Inc. 6,265,392 430,432
S&P Global Inc. 2,736,102 427,680
BB&T Corp. 8,603,030 403,826
Aon plc 2,707,747 395,602
State Street Corp. 3,981,422 380,385
Travelers Cos. Inc. 2,937,056 359,848
Allstate Corp. 3,844,522 353,350
Aflac Inc. 4,204,899 342,237
SunTrust Banks Inc. 5,105,610 305,162
Progressive Corp. 6,190,234 299,731
M&T Bank Corp. 1,615,986 260,238
Discover Financial Services 3,960,470 255,371
Synchrony Financial 7,951,873 246,906
Moody's Corp. 1,767,342 246,032
Ameriprise Financial Inc. 1,594,717 236,831
T. Rowe Price Group Inc. 2,556,300 231,729
Willis Towers Watson plc 1,428,198 220,271
Fifth Third Bancorp 7,835,056 219,225
KeyCorp 11,565,943 217,671
Hartford Financial Services Group Inc. 3,874,206 214,747
Northern Trust Corp. 2,284,053 209,973
* Berkshire Hathaway Inc. Class A 759 208,528
Citizens Financial Group Inc. 5,337,574 202,134
Regions Financial Corp. 12,740,517 194,038
Principal Financial Group Inc. 2,864,947 184,331
Lincoln National Corp. 2,361,597 173,530
Huntington Bancshares Inc. 11,620,603 162,224
Franklin Resources Inc. 3,507,888 156,136
Invesco Ltd. 4,339,092 152,042
Comerica Inc. 1,875,319 143,012
Loews Corp. 2,943,564 140,879
CBOE Holdings Inc. 1,202,399 129,414
* E*TRADE Financial Corp. 2,928,271 127,702
Unum Group 2,405,950 123,016
Cincinnati Financial Corp. 1,590,803 121,808
Arthur J Gallagher & Co. 1,920,745 118,222
Raymond James Financial Inc. 1,364,999 115,110
Affiliated Managers Group Inc. 596,519 113,237
XL Group Ltd. 2,749,873 108,483
Zions Bancorporation 2,155,277 101,686
Everest Re Group Ltd. 436,754 99,750
Nasdaq Inc. 1,244,822 96,561
Torchmark Corp. 1,150,139 92,115
Leucadia National Corp. 3,375,570 85,233
People's United Financial Inc. 3,666,361 66,508

 

 

* Brighthouse Financial Inc. 1,021,406 62,101
Assurant Inc. 574,416 54,868
Navient Corp. 2,922,104 43,890
    33,552,544
Health Care (14.4%)    
Johnson & Johnson 28,572,588 3,714,722
Pfizer Inc. 63,528,363 2,267,963
UnitedHealth Group Inc. 10,292,124 2,015,712
Merck & Co. Inc. 29,115,519 1,864,267
AbbVie Inc. 16,968,335 1,507,806
Amgen Inc. 7,767,019 1,448,161
* Celgene Corp. 8,327,432 1,214,306
Gilead Sciences Inc. 13,900,350 1,126,206
Medtronic plc 14,418,250 1,121,307
Bristol-Myers Squibb Co. 17,455,325 1,112,602
Abbott Laboratories 18,492,749 986,773
Eli Lilly & Co. 10,317,976 882,600
Thermo Fisher Scientific Inc. 4,259,414 805,881
Allergan plc 3,557,985 729,209
* Biogen Inc. 2,251,530 704,999
Aetna Inc. 3,529,781 561,270
Danaher Corp. 6,509,387 558,375
Anthem Inc. 2,795,849 530,876
Cigna Corp. 2,681,499 501,279
Stryker Corp. 3,423,192 486,162
Becton Dickinson and Co. 2,422,847 474,757
* Boston Scientific Corp. 14,608,390 426,127
* Intuitive Surgical Inc. 396,937 415,148
* Vertex Pharmaceuticals Inc. 2,684,410 408,138
* Express Scripts Holding Co. 6,148,635 389,332
Humana Inc. 1,538,596 374,848
* Regeneron Pharmaceuticals Inc. 817,851 365,678
McKesson Corp. 2,237,013 343,628
Baxter International Inc. 5,333,030 334,648
Zoetis Inc. 5,226,537 333,244
* Alexion Pharmaceuticals Inc. 2,374,337 333,096
* Illumina Inc. 1,554,079 309,573
Zimmer Biomet Holdings Inc. 2,150,651 251,820
CR Bard Inc. 772,959 247,733
* Edwards Lifesciences Corp. 2,245,934 245,503
* HCA Healthcare Inc. 3,073,812 244,645
* Cerner Corp. 3,350,372 238,949
Cardinal Health Inc. 3,365,635 225,228
Agilent Technologies Inc. 3,417,439 219,400
* Incyte Corp. 1,815,517 211,943
* Mylan NV 5,717,300 179,352
* Centene Corp. 1,837,396 177,805
* Mettler-Toledo International Inc. 273,638 171,341
* Laboratory Corp. of America Holdings 1,085,271 163,843
* Quintiles IMS Holdings Inc. 1,615,896 153,623
* Waters Corp. 850,975 152,767
Dentsply Sirona Inc. 2,446,776 146,342
* IDEXX Laboratories Inc. 930,428 144,672
* Align Technology Inc. 768,951 143,233
AmerisourceBergen Corp. Class A 1,728,542 143,037
* Henry Schein Inc. 1,691,332 138,672
Quest Diagnostics Inc. 1,454,118 136,164

 

 

Cooper Cos. Inc. 519,782 123,246
Perrigo Co. plc 1,413,919 119,688
ResMed Inc. 1,512,868 116,430
* Hologic Inc. 2,987,087 109,596
Universal Health Services Inc. Class B 942,107 104,517
* Varian Medical Systems Inc. 977,747 97,833
* DaVita Inc. 1,630,590 96,841
PerkinElmer Inc. 1,175,977 81,107
* Envision Healthcare Corp. 1,288,168 57,903
Patterson Cos. Inc. 871,747 33,693
    33,325,619
Industrials (10.2%)    
General Electric Co. 92,164,865 2,228,546
Boeing Co. 5,914,323 1,503,480
3M Co. 6,352,212 1,333,329
Honeywell International Inc. 8,114,325 1,150,124
Union Pacific Corp. 8,519,068 987,956
United Technologies Corp. 7,906,639 917,803
United Parcel Service Inc. Class B 7,335,060 880,867
Lockheed Martin Corp. 2,668,238 827,928
Caterpillar Inc. 6,289,744 784,394
General Dynamics Corp. 2,965,574 609,663
FedEx Corp. 2,627,944 592,812
Raytheon Co. 3,090,559 576,636
Northrop Grumman Corp. 1,854,316 533,524
CSX Corp. 9,724,682 527,661
Illinois Tool Works Inc. 3,297,979 487,969
Emerson Electric Co. 6,814,057 428,195
Deere & Co. 3,405,403 427,685
Norfolk Southern Corp. 3,068,012 405,714
Johnson Controls International plc 9,930,927 400,117
Eaton Corp. plc 4,736,662 363,728
Delta Air Lines Inc. 7,086,702 341,721
Waste Management Inc. 4,306,957 337,106
Southwest Airlines Co. 5,858,481 327,958
Cummins Inc. 1,676,069 281,630
PACCAR Inc. 3,737,771 270,390
Roper Technologies Inc. 1,087,303 264,650
Parker-Hannifin Corp. 1,417,731 248,131
Stanley Black & Decker Inc. 1,630,893 246,216
Rockwell Automation Inc. 1,365,187 243,290
Ingersoll-Rand plc 2,697,983 240,579
Fortive Corp. 3,243,743 229,625
Rockwell Collins Inc. 1,727,942 225,859
American Airlines Group Inc. 4,609,518 218,906
* IHS Markit Ltd. 3,872,857 170,716
* United Continental Holdings Inc. 2,756,747 167,831
AMETEK Inc. 2,460,527 162,493
Republic Services Inc. Class A 2,441,256 161,269
L3 Technologies Inc. 833,892 157,130
Textron Inc. 2,822,072 152,053
Dover Corp. 1,658,343 151,556
Nielsen Holdings plc 3,578,499 148,329
Fastenal Co. 3,070,041 139,932
* Verisk Analytics Inc. Class A 1,656,937 137,841
Equifax Inc. 1,281,416 135,817
Masco Corp. 3,396,408 132,494

 

 

TransDigm Group Inc. 514,669 131,575
Cintas Corp. 910,399 131,352
* United Rentals Inc. 899,804 124,839
Kansas City Southern 1,123,787 122,133
Xylem Inc. 1,912,225 119,763
Pentair plc 1,760,535 119,646
Expeditors International of Washington Inc. 1,926,888 115,343
CH Robinson Worldwide Inc. 1,492,542 113,582
Fortune Brands Home & Security Inc. 1,641,049 110,328
Arconic Inc. 4,137,536 102,942
JB Hunt Transport Services Inc. 907,577 100,814
^ WW Grainger Inc. 559,611 100,590
Alaska Air Group Inc. 1,314,594 100,264
AO Smith Corp. 1,560,969 92,768
Snap-on Inc. 613,864 91,472
Allegion plc 1,012,614 87,561
Acuity Brands Inc. 448,717 76,856
Jacobs Engineering Group Inc. 1,280,095 74,591
Robert Half International Inc. 1,345,144 67,715
* Stericycle Inc. 906,279 64,908
Fluor Corp. 1,485,592 62,543
* Quanta Services Inc. 1,611,844 60,235
Flowserve Corp. 1,392,386 59,302
    23,492,775
Information Technology (23.1%)    
Apple Inc. 54,988,517 8,474,830
Microsoft Corp. 81,996,501 6,107,919
* Facebook Inc. Class A 25,233,647 4,311,673
* Alphabet Inc. Class A 3,172,808 3,089,427
* Alphabet Inc. Class C 3,213,428 3,082,031
Visa Inc. Class A 19,473,623 2,049,404
Intel Corp. 50,020,417 1,904,777
Cisco Systems Inc. 53,224,700 1,789,947
Oracle Corp. 32,144,419 1,554,183
Mastercard Inc. Class A 9,939,389 1,403,442
International Business Machines Corp. 9,225,495 1,338,435
NVIDIA Corp. 6,386,381 1,141,693
Broadcom Ltd. 4,327,722 1,049,646
Texas Instruments Inc. 10,537,551 944,586
Accenture plc Class A 6,577,508 888,424
QUALCOMM Inc. 15,733,716 815,636
* Adobe Systems Inc. 5,254,305 783,837
* PayPal Holdings Inc. 12,029,263 770,234
* salesforce.com Inc. 7,266,339 678,821
Applied Materials Inc. 11,355,592 591,513
Activision Blizzard Inc. 8,041,306 518,745
Automatic Data Processing Inc. 4,732,430 517,349
* Micron Technology Inc. 11,860,741 466,483
Cognizant Technology Solutions Corp. Class A 6,288,280 456,152
* eBay Inc. 10,597,268 407,571
* Electronic Arts Inc. 3,288,355 388,223
Intuit Inc. 2,592,876 368,551
HP Inc. 17,790,099 355,090
Analog Devices Inc. 3,911,538 337,057
Fidelity National Information Services Inc. 3,536,386 330,263
Lam Research Corp. 1,728,181 319,783
TE Connectivity Ltd. 3,759,342 312,251

 

 

* Fiserv Inc. 2,238,880 288,726
  Corning Inc. 9,607,854 287,467
  Amphenol Corp. Class A 3,252,961 275,331
  Western Digital Corp. 3,136,656 271,007
* Autodesk Inc. 2,331,466 261,730
  DXC Technology Co. 3,027,675 260,017
  Hewlett Packard Enterprise Co. 17,472,342 257,018
  Microchip Technology Inc. 2,475,083 222,213
  Symantec Corp. 6,535,597 214,433
* Red Hat Inc. 1,891,806 209,726
  Paychex Inc. 3,408,330 204,363
  Skyworks Solutions Inc. 1,958,759 199,598
  Xilinx Inc. 2,650,371 187,726
  KLA-Tencor Corp. 1,672,046 177,237
  Harris Corp. 1,276,753 168,123
  Global Payments Inc. 1,626,264 154,544
  Motorola Solutions Inc. 1,733,965 147,162
* Synopsys Inc. 1,596,594 128,574
  NetApp Inc. 2,875,806 125,845
* Gartner Inc. 963,832 119,910
* Citrix Systems Inc. 1,534,378 117,871
  Total System Services Inc. 1,787,457 117,078
  Alliance Data Systems Corp. 514,595 114,008
  Juniper Networks Inc. 4,054,339 112,832
  CA Inc. 3,368,415 112,438
* ANSYS Inc. 903,544 110,892
*,^ Advanced Micro Devices Inc. 8,579,485 109,388
^ Seagate Technology plc 3,068,450 101,780
* Cadence Design Systems Inc. 2,472,973 97,608
*,^ VeriSign Inc. 916,095 97,463
* Qorvo Inc. 1,356,857 95,903
^ Western Union Co. 4,946,545 94,974
* Akamai Technologies Inc. 1,827,465 89,034
* F5 Networks Inc. 677,463 81,675
  Xerox Corp. 2,277,999 75,835
  FLIR Systems Inc. 1,456,545 56,674
  CSRA Inc. 1,742,824 56,241
      53,350,420
Materials (3.0%)    
* DowDuPont Inc. 24,836,804 1,719,452
  Monsanto Co. 4,677,919 560,508
  Praxair Inc. 3,046,378 425,701
  Ecolab Inc. 2,773,215 356,663
  Air Products & Chemicals Inc. 2,321,685 351,085
  LyondellBasell Industries NV Class A 3,452,972 342,017
  Sherwin-Williams Co. 874,467 313,094
  PPG Industries Inc. 2,731,743 296,831
  International Paper Co. 4,391,666 249,534
  Newmont Mining Corp. 5,670,675 212,707
* Freeport-McMoRan Inc. 14,344,701 201,400
  Nucor Corp. 3,400,563 190,568
  Vulcan Materials Co. 1,407,957 168,392
  Albemarle Corp. 1,177,670 160,528
  Ball Corp. 3,750,413 154,892
  WestRock Co. 2,707,934 153,621
  Eastman Chemical Co. 1,544,515 139,763
  Martin Marietta Materials Inc. 669,940 138,162

 

 

FMC Corp. 1,428,394 127,570
International Flavors & Fragrances Inc. 839,085 119,914
Packaging Corp. of America 1,004,906 115,243
Avery Dennison Corp. 941,577 92,595
CF Industries Holdings Inc. 2,476,679 87,080
Sealed Air Corp. 2,025,878 86,545
Mosaic Co. 3,737,333 80,689
    6,844,554
Real Estate (3.0%)    
American Tower Corporation 4,567,348 624,265
Simon Property Group Inc. 3,309,658 532,888
Crown Castle International Corp. 4,325,354 432,449
Equinix Inc. 829,956 370,409
Prologis Inc. 5,662,006 359,311
Public Storage 1,593,999 341,100
Welltower Inc. 3,925,832 275,907
Weyerhaeuser Co. 8,009,195 272,553
AvalonBay Communities Inc. 1,468,745 262,053
Equity Residential 3,906,972 257,587
Digital Realty Trust Inc. 2,176,377 257,531
Ventas Inc. 3,788,128 246,721
Boston Properties Inc. 1,641,034 201,650
* SBA Communications Corp. Class A 1,283,060 184,825
Essex Property Trust Inc. 703,518 178,715
Realty Income Corp. 2,921,982 167,108
Host Hotels & Resorts Inc. 7,881,164 145,723
Vornado Realty Trust 1,834,658 141,048
HCP Inc. 4,997,559 139,082
GGP Inc. 6,676,149 138,664
Mid-America Apartment Communities Inc. 1,209,648 129,287
* CBRE Group Inc. Class A 3,202,687 121,318
Alexandria Real Estate Equities Inc. 998,151 118,750
Iron Mountain Inc. 2,818,665 109,646
Duke Realty Corp. 3,793,259 109,322
UDR Inc. 2,854,849 108,570
Extra Space Storage Inc. 1,343,193 107,348
SL Green Realty Corp. 1,055,019 106,895
Regency Centers Corp. 1,577,500 97,868
Federal Realty Investment Trust 770,843 95,746
Kimco Realty Corp. 4,543,239 88,820
Apartment Investment & Management Co. 1,676,950 73,551
Macerich Co. 1,160,772 63,808
    6,860,518
Telecommunication Services (2.1%)    
AT&T Inc. 65,361,788 2,560,221
Verizon Communications Inc. 43,425,134 2,149,110
* Level 3 Communications Inc. 3,132,019 166,905
^ CenturyLink Inc. 5,850,424 110,573
    4,986,809
Utilities (3.1%)    
NextEra Energy Inc. 4,982,552 730,193
Duke Energy Corp. 7,448,357 625,066
Dominion Energy Inc. 6,842,089 526,362
Southern Co. 10,642,087 522,952
Exelon Corp. 10,221,735 385,053
PG&E Corp. 5,459,411 371,731

 

 

American Electric Power Co. Inc. 5,237,067 367,852
Sempra Energy 2,674,285 305,216
PPL Corp. 7,271,555 275,956
Edison International 3,465,699 267,448
Consolidated Edison Inc. 3,295,581 265,887
Xcel Energy Inc. 5,400,853 255,568
Public Service Enterprise Group Inc. 5,380,695 248,857
WEC Energy Group Inc. 3,356,011 210,690
DTE Energy Co. 1,907,598 204,800
Eversource Energy 3,369,796 203,670
American Water Works Co. Inc. 1,899,586 153,696
Ameren Corp. 2,579,178 149,180
Entergy Corp. 1,913,259 146,096
FirstEnergy Corp. 4,732,593 145,906
CMS Energy Corp. 3,006,520 139,262
CenterPoint Energy Inc. 4,580,855 133,807
Alliant Energy Corp. 2,463,398 102,403
Pinnacle West Capital Corp. 1,190,488 100,668
NiSource Inc. 3,474,098 88,902
NRG Energy Inc. 3,205,009 82,016
AES Corp. 7,041,067 77,593
SCANA Corp. 1,520,758 73,742
    7,160,572
Total Common Stocks (Cost $134,665,314)   229,713,934

 

    Coupon      
Temporary Cash Investments (0.3%)1        
Money Market Fund (0.2%)        
2,3 Vanguard Market Liquidity Fund 1.223%   5,098,779 509,980
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.1%)      
4 United States Cash Management Bill 1.029% 1/2/18 30,000 29,921
  United States Treasury Bill 0.909% 10/5/17 20,000 19,999
4 United States Treasury Bill 1.044%-1.056% 11/24/17 15,500 15,477
          65,397
Total Temporary Cash Investments (Cost $575,357)     575,377
Total Investments (99.8%) (Cost $135,240,671)       230,289,311
Other Asset and Liabilities-Net (0.2%)3       473,761
Net Assets (100%)       230,763,072

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $181,353,000.
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 100.0% and -0.2%, respectively, of net assets.
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 Includes $187,975,000 of collateral received for securities on loan.
4 Securities with a value of $27,285,000 have been segregated as initial margin for open futures contracts.

 

Institutional 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 S&P 500 Index September 2017 7,689 967,315 14,143

 

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

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 September 30, 2017, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 229,713,934 — —
Temporary Cash Investments 509,980 65,397 —
Futures Contracts—Assets1 2,494 — —
Total 230,226,408 65,397 —
1 Represents variation margin on the last day of the reporting period.      

 

 

Institutional Index Fund

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, 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 fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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).

D. At September 30, 2017, the cost of investment securities for tax purposes was $135,240,671,000. Net unrealized appreciation of investment securities for tax purposes was $95,048,640,000, consisting of unrealized gains of $99,050,853,000 on securities that had risen in value since their purchase and $4,002,213,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Institutional Total Stock Market Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

      Market
      Value
    Shares ($000)
Common Stocks (99.6%)1    
Basic Materials (2.7%)    
* DowDuPont Inc. 3,744,790 259,252
  Praxair Inc. 460,037 64,286
  Ecolab Inc. 417,201 53,656
  Air Products & Chemicals Inc. 349,570 52,862
  LyondellBasell Industries NV Class A 509,586 50,474
  PPG Industries Inc. 413,409 44,921
  International Paper Co. 667,135 37,907
  Newmont Mining Corp. 853,592 32,018
* Freeport-McMoRan Inc. 2,093,534 29,393
  Nucor Corp. 512,691 28,731
  Albemarle Corp. 177,072 24,137
  Celanese Corp. Class A 221,546 23,101
  FMC Corp. 214,328 19,142
  Eastman Chemical Co. 209,944 18,998
  International Flavors & Fragrances Inc. 126,184 18,033
  Arconic Inc. 704,999 17,540
  Chemours Co. 294,708 14,915
  Avery Dennison Corp. 141,598 13,925
* Alcoa Corp. 294,530 13,731
  CF Industries Holdings Inc. 372,702 13,104
  Steel Dynamics Inc. 366,978 12,650
  Mosaic Co. 561,554 12,124
  RPM International Inc. 213,539 10,963
* Axalta Coating Systems Ltd. 348,237 10,071
  Olin Corp. 265,510 9,094
  Royal Gold Inc. 104,673 9,006
  Huntsman Corp. 325,910 8,936
  Reliance Steel & Aluminum Co. 111,854 8,520
  WR Grace & Co. 109,367 7,891
  United States Steel Corp. 279,056 7,161
  Versum Materials Inc. 173,764 6,746
  Scotts Miracle-Gro Co. 67,362 6,557
  Ashland Global Holdings Inc. 99,090 6,480
  NewMarket Corp. 15,155 6,452
  Sensient Technologies Corp. 70,794 5,445
  PolyOne Corp. 130,766 5,235
  Westlake Chemical Corp. 61,876 5,141
  Cabot Corp. 88,393 4,932
  HB Fuller Co. 80,751 4,688
* Univar Inc. 157,283 4,550
  Domtar Corp. 100,402 4,356
* Ingevity Corp. 67,542 4,219
* Allegheny Technologies Inc. 174,109 4,161
  Balchem Corp. 50,985 4,145
* CONSOL Energy Inc. 243,778 4,130
*,^ Peabody Energy Corp. 140,236 4,068
^ US Silica Holdings Inc. 129,816 4,033
  Minerals Technologies Inc. 56,260 3,975
* Platform Specialty Products Corp. 332,630 3,709

 

 

  Carpenter Technology Corp. 75,022 3,603
  Commercial Metals Co. 185,363 3,527
* GCP Applied Technologies Inc. 112,243 3,446
  Compass Minerals International Inc. 52,493 3,407
* Cleveland-Cliffs Inc. 474,289 3,391
  Worthington Industries Inc. 71,480 3,288
  Hecla Mining Co. 635,806 3,192
  Quaker Chemical Corp. 20,315 3,006
* Cambrex Corp. 52,351 2,879
  KapStone Paper and Packaging Corp. 133,263 2,864
  Kaiser Aluminum Corp. 27,440 2,830
* Ferro Corp. 123,088 2,745
* Coeur Mining Inc. 295,977 2,720
* AK Steel Holding Corp. 482,669 2,698
  Neenah Paper Inc. 31,165 2,666
  Stepan Co. 29,058 2,431
^ Arch Coal Inc. Class A 31,637 2,270
  Innospec Inc. 36,732 2,265
* Kraton Corp. 53,502 2,164
  Tronox Ltd. Class A 98,494 2,078
* AdvanSix Inc. 47,486 1,888
  Calgon Carbon Corp. 86,761 1,857
  Innophos Holdings Inc. 34,094 1,677
* Clearwater Paper Corp. 29,346 1,445
  Chase Corp. 12,897 1,437
* Koppers Holdings Inc. 30,343 1,400
  A Schulman Inc. 40,279 1,376
  PH Glatfelter Co. 69,738 1,356
  Deltic Timber Corp. 15,223 1,346
* Century Aluminum Co. 77,734 1,289
*,^ Fairmount Santrol Holdings Inc. 248,236 1,187
  American Vanguard Corp. 46,909 1,074
* SunCoke Energy Inc. 107,817 985
  KMG Chemicals Inc. 17,785 976
  Kronos Worldwide Inc. 39,830 909
* CSW Industrials Inc. 19,836 880
  Rayonier Advanced Materials Inc. 63,580 871
  Haynes International Inc. 22,316 801
* OMNOVA Solutions Inc. 73,095 800
  Tredegar Corp. 44,001 792
  Hawkins Inc. 18,122 739
* Intrepid Potash Inc. 132,867 579
  Aceto Corp. 51,223 575
* Veritiv Corp. 16,978 552
  Warrior Met Coal Inc. 22,914 540
* Resolute Forest Products Inc. 104,153 526
  FutureFuel Corp. 32,588 513
* Cloud Peak Energy Inc. 127,884 468
* Codexis Inc. 67,816 451
  Olympic Steel Inc. 16,393 361
  Ampco-Pittsburgh Corp. 20,590 358
  Hallador Energy Co. 59,094 338
* PQ Group Holdings Inc. 18,613 321
  Gold Resource Corp. 80,637 302
*,^ Uranium Energy Corp. 208,018 287
* AgroFresh Solutions Inc. 39,917 281
* Nexeo Solutions Inc. 38,412 280

 

 

* Verso Corp. 47,477 242
* Ryerson Holding Corp. 20,819 226
* Universal Stainless & Alloy Products Inc. 10,736 224
* LSB Industries Inc. 26,149 208
  Friedman Industries Inc. 30,651 189
* ChromaDex Corp. 34,347 148
* Handy & Harman Ltd. 4,280 139
* Northern Technologies International Corp. 7,320 121
*,^ Golden Minerals Co. 243,316 117
* General Moly Inc. 296,729 111
* Synalloy Corp. 8,721 109
*,^ Pershing Gold Corp. 35,760 105
* NL Industries Inc. 11,171 102
*,^ Westwater Resources Inc. 59,443 86
* Westmoreland Coal Co. 26,176 67
* Real Industry Inc. 22,749 41
* Senomyx Inc. 66,934 41
* Solitario Exploration & Royalty Corp. 56,237 39
* Ikonics Corp. 3,253 27
  United-Guardian Inc. 950 18
* Ur-Energy Inc. 15,872 9
*,^ Ramaco Resources Inc. 1,279 8
* TOR Minerals International Inc. 682 5
* Comstock Mining Inc. 21,959 3
  US Gold Corp. 915 2
* Paramount Gold Nevada Corp. 700 1
      1,111,239
Consumer Goods (9.0%)    
  Procter & Gamble Co. 4,070,517 370,336
  Coca-Cola Co. 6,130,660 275,941
  Philip Morris International Inc. 2,482,474 275,579
  PepsiCo Inc. 2,278,551 253,899
  Altria Group Inc. 3,066,646 194,487
  NIKE Inc. Class B 2,101,454 108,960
  Colgate-Palmolive Co. 1,414,211 103,025
  Mondelez International Inc. Class A 2,294,053 93,276
  Monsanto Co. 694,858 83,258
  General Motors Co. 1,983,841 80,107
  Kraft Heinz Co. 971,127 75,311
  Ford Motor Co. 6,244,506 74,747
  Activision Blizzard Inc. 1,153,262 74,397
* Tesla Inc. 214,228 73,073
  Kimberly-Clark Corp. 567,221 66,751
* Electronic Arts Inc. 496,485 58,615
  Constellation Brands Inc. Class A 262,709 52,397
  General Mills Inc. 917,994 47,515
  Delphi Automotive plc 429,810 42,293
  Estee Lauder Cos. Inc. Class A 357,520 38,555
  Archer-Daniels-Midland Co. 902,061 38,347
* Monster Beverage Corp. 689,228 38,080
  Stanley Black & Decker Inc. 246,795 37,259
  Newell Brands Inc. 786,245 33,549
  Tyson Foods Inc. Class A 465,510 32,795
  VF Corp. 505,869 32,158
  Kellogg Co. 441,541 27,539
  Clorox Co. 205,779 27,144
  Dr Pepper Snapple Group Inc. 293,925 26,004

 

 

* Mohawk Industries Inc. 100,988 24,996
  Hershey Co. 218,349 23,837
  Molson Coors Brewing Co. Class B 285,750 23,329
  DR Horton Inc. 570,476 22,779
  Conagra Brands Inc. 671,258 22,648
  Whirlpool Corp. 117,112 21,600
  Genuine Parts Co. 223,730 21,400
  McCormick & Co. Inc. 192,396 19,747
  Church & Dwight Co. Inc. 402,964 19,524
  Lear Corp. 110,112 19,058
  Coach Inc. 456,336 18,381
  JM Smucker Co. 174,866 18,349
* Take-Two Interactive Software Inc. 172,550 17,640
  Hasbro Inc. 179,749 17,556
  BorgWarner Inc. 339,508 17,393
* LKQ Corp. 468,425 16,859
  Lennar Corp. Class A 317,276 16,752
* NVR Inc. 5,694 16,256
  Brown-Forman Corp. Class B 291,828 15,846
  PVH Corp. 124,277 15,666
  Bunge Ltd. 224,315 15,581
  Campbell Soup Co. 316,450 14,816
^ Hanesbrands Inc. 584,240 14,396
  Snap-on Inc. 92,699 13,813
  Ingredion Inc. 114,460 13,808
  Hormel Foods Corp. 423,071 13,597
  Goodyear Tire & Rubber Co. 407,076 13,535
  Harley-Davidson Inc. 274,478 13,233
  Leucadia National Corp. 518,079 13,081
* WABCO Holdings Inc. 86,568 12,812
  PulteGroup Inc. 440,116 12,028
  Coty Inc. Class A 717,554 11,861
* Middleby Corp. 92,058 11,799
* Michael Kors Holdings Ltd. 232,007 11,102
  Lamb Weston Holdings Inc. 233,563 10,952
  Pinnacle Foods Inc. 189,816 10,852
  Toll Brothers Inc. 247,200 10,251
  Leggett & Platt Inc. 211,566 10,098
  Thor Industries Inc. 79,813 10,049
  Polaris Industries Inc. 95,634 10,006
* Lululemon Athletica Inc. 152,806 9,512
  Gentex Corp. 459,678 9,102
* Post Holdings Inc. 100,571 8,877
  Mattel Inc. 547,406 8,474
  Brunswick Corp. 143,019 8,005
  Ralph Lauren Corp. Class A 88,694 7,831
  Carter's Inc. 78,517 7,754
  Valvoline Inc. 326,609 7,659
* US Foods Holding Corp. 286,152 7,640
*,^ Herbalife Ltd. 104,339 7,077
  Pool Corp. 62,782 6,791
* Edgewell Personal Care Co. 91,776 6,679
* Hain Celestial Group Inc. 159,692 6,571
  Dana Inc. 231,271 6,466
* Visteon Corp. 51,135 6,329
* TreeHouse Foods Inc. 91,017 6,165
  Flowers Foods Inc. 296,288 5,573

 

 

* Skechers U.S.A. Inc. Class A 213,766 5,363
  Tenneco Inc. 86,983 5,277
* Wayfair Inc. 78,006 5,258
* Welbilt Inc. 222,953 5,139
  Nu Skin Enterprises Inc. Class A 81,572 5,015
*,^ Under Armour Inc. Class A 295,144 4,864
  Sanderson Farms Inc. 29,915 4,832
* Tempur Sealy International Inc. 73,902 4,768
* Zynga Inc. Class A 1,239,117 4,684
  Snyder's-Lance Inc. 121,660 4,640
* Darling Ingredients Inc. 264,160 4,628
* Blue Buffalo Pet Products Inc. 162,180 4,598
  CalAtlantic Group Inc. 125,390 4,593
  Energizer Holdings Inc. 98,970 4,558
*,^ Under Armour Inc. 300,486 4,513
  LCI Industries 37,841 4,384
  Tupperware Brands Corp. 70,543 4,361
  Wolverine World Wide Inc. 148,181 4,275
* Helen of Troy Ltd. 43,544 4,219
  Spectrum Brands Holdings Inc. 37,661 3,989
* Dorman Products Inc. 52,287 3,745
* Steven Madden Ltd. 86,135 3,730
  Lancaster Colony Corp. 30,728 3,691
* Deckers Outdoor Corp. 51,166 3,500
  KB Home 143,568 3,463
  Herman Miller Inc. 96,013 3,447
^ B&G Foods Inc. 106,501 3,392
  Vector Group Ltd. 163,334 3,343
* TRI Pointe Group Inc. 242,068 3,343
* Cooper-Standard Holdings Inc. 28,685 3,327
* iRobot Corp. 41,856 3,225
  Cooper Tire & Rubber Co. 85,101 3,183
  J&J Snack Foods Corp. 24,117 3,167
  HNI Corp. 71,131 2,950
* Meritage Homes Corp. 62,536 2,777
  Nutrisystem Inc. 49,387 2,761
  Columbia Sportswear Co. 43,681 2,690
* Taylor Morrison Home Corp. Class A 118,379 2,610
  WD-40 Co. 21,463 2,402
  Fresh Del Monte Produce Inc. 52,829 2,402
  Interface Inc. Class A 109,373 2,395
*,^ Pilgrim's Pride Corp. 83,570 2,374
  MDC Holdings Inc. 71,120 2,362
* Central Garden & Pet Co. Class A 62,520 2,325
  Universal Corp. 40,106 2,298
* Fox Factory Holding Corp. 52,763 2,274
  Callaway Golf Co. 155,476 2,243
^ National Beverage Corp. 17,924 2,223
* Cavco Industries Inc. 14,933 2,203
* Boston Beer Co. Inc. Class A 14,101 2,203
* Vista Outdoor Inc. 95,650 2,194
* ACCO Brands Corp. 183,463 2,183
  La-Z-Boy Inc. 80,540 2,167
* Gentherm Inc. 57,881 2,150
* American Axle & Manufacturing Holdings Inc. 120,338 2,116
  Winnebago Industries Inc. 46,505 2,081
  Schweitzer-Mauduit International Inc. 50,099 2,077

 

 

  Seaboard Corp. 441 1,987
* Select Comfort Corp. 63,722 1,979
  Steelcase Inc. Class A 128,318 1,976
* Cal-Maine Foods Inc. 45,671 1,877
* Fitbit Inc. Class A 268,444 1,868
* Hostess Brands Inc. Class A 134,998 1,844
* G-III Apparel Group Ltd. 62,526 1,814
  Briggs & Stratton Corp. 75,326 1,770
  Coca-Cola Bottling Co. Consolidated 8,130 1,754
  Standard Motor Products Inc. 35,109 1,694
  Calavo Growers Inc. 22,592 1,654
  Knoll Inc. 82,527 1,651
* Avon Products Inc. 686,678 1,600
*,^ GoPro Inc. Class A 143,153 1,576
  Dean Foods Co. 143,619 1,563
* Modine Manufacturing Co. 79,929 1,539
  Andersons Inc. 43,787 1,500
  Camping World Holdings Inc. Class A 34,870 1,421
  Oxford Industries Inc. 21,579 1,371
  Ethan Allen Interiors Inc. 42,167 1,366
  Inter Parfums Inc. 32,778 1,352
* Universal Electronics Inc. 20,130 1,276
* LGI Homes Inc. 25,425 1,235
^ Tootsie Roll Industries Inc. 31,531 1,198
* USANA Health Sciences Inc. 20,714 1,195
  Medifast Inc. 19,561 1,161
* Crocs Inc. 117,819 1,143
  MGP Ingredients Inc. 18,340 1,112
* William Lyon Homes Class A 47,565 1,093
  John B Sanfilippo & Son Inc. 15,878 1,069
* Unifi Inc. 29,894 1,065
* Beazer Homes USA Inc. 54,611 1,023
  Lennar Corp. Class B 22,644 1,021
  Phibro Animal Health Corp. Class A 26,590 985
* Motorcar Parts of America Inc. 33,341 982
  Kimball International Inc. Class B 49,604 981
* Nautilus Inc. 54,113 914
* M/I Homes Inc. 32,976 881
* Malibu Boats Inc. Class A 27,202 861
  Hooker Furniture Corp. 17,970 858
  Movado Group Inc. 28,151 788
  Culp Inc. 23,930 784
  Titan International Inc. 70,902 720
  Bassett Furniture Industries Inc. 18,870 711
  Tower International Inc. 25,768 701
* Stoneridge Inc. 35,053 694
  Flexsteel Industries Inc. 13,641 692
*,^ elf Beauty Inc. 28,874 651
* Farmer Brothers Co. 19,716 648
* Glu Mobile Inc. 170,862 642
* Century Communities Inc. 25,210 623
* Fossil Group Inc. 66,446 620
  Superior Industries International Inc. 35,606 593
* Freshpet Inc. 36,257 567
* Iconix Brand Group Inc. 96,145 547
* Perry Ellis International Inc. 23,056 545
  Omega Protein Corp. 32,711 545

 

 

* ZAGG Inc. 34,324 541
* Central Garden & Pet Co. 13,588 528
  Acushnet Holdings Corp. 27,951 496
  Johnson Outdoors Inc. Class A 6,747 494
*,^ Revlon Inc. Class A 19,900 489
  National Presto Industries Inc. 4,575 487
* Primo Water Corp. 38,032 451
* MCBC Holdings Inc. 20,708 422
*,^ 22nd Century Group Inc. 144,578 400
* Eastman Kodak Co. 53,569 394
  Limoneira Co. 15,910 369
* Roku Inc. 13,695 363
  Marine Products Corp. 22,403 360
  Alico Inc. 10,314 352
  Weyco Group Inc. 11,573 328
* Hovnanian Enterprises Inc. Class A 169,959 328
  Core Molding Technologies Inc. 14,945 328
*,^ Amplify Snack Brands Inc. 45,735 324
  Lifetime Brands Inc. 16,981 311
* Vera Bradley Inc. 34,158 301
*,^ Jamba Inc. 33,110 286
  Oil-Dri Corp. of America 5,275 258
  Superior Uniform Group Inc. 11,098 254
* Seneca Foods Corp. Class A 7,222 249
  Libbey Inc. 25,544 237
  Strattec Security Corp. 5,352 219
* Delta Apparel Inc. 9,636 207
* Clarus Corp. 27,241 204
* Dixie Group Inc. 49,812 199
* Castle Brands Inc. 144,703 194
  Escalade Inc. 13,847 188
* Craft Brew Alliance Inc. 10,411 183
* Shiloh Industries Inc. 17,337 180
* Turning Point Brands Inc. 10,586 180
* Lifeway Foods Inc. 19,531 174
* Celsius Holdings Inc. 27,420 162
*,^ PolarityTE Inc. 5,858 162
*,^ JAKKS Pacific Inc. 53,883 162
^ Orchids Paper Products Co. 10,552 149
* Alliance One International Inc. 12,741 139
* Veru Inc. 52,315 139
* Natural Alternatives International Inc. 12,166 130
* US Auto Parts Network Inc. 44,190 128
* Skyline Corp. 10,242 124
* Coffee Holding Co. Inc. 27,694 123
* Lakeland Industries Inc. 8,700 123
* Sequential Brands Group Inc. 39,641 119
*,^ Vuzix Corp. 19,829 108
*,^ Lifevantage Corp. 24,902 105
  Mannatech Inc. 7,199 102
* New Home Co. Inc. 9,116 102
  Nature's Sunshine Products Inc. 10,016 102
  LS Starrett Co. Class A 11,175 99
* Lipocine Inc. 24,909 99
  Kewaunee Scientific Corp. 3,287 97
  A-Mark Precious Metals Inc. 5,546 92
* Inventure Foods Inc. 18,959 89

 

 

  Rocky Brands Inc. 6,414 86
*,^ S&W Seed Co. 27,184 86
*,^ New Age Beverages Corp. 24,648 84
*,^ Akoustis Technologies Inc. 11,221 73
* Virco Manufacturing Corp. 12,967 71
* Emerson Radio Corp. 37,808 51
* Cherokee Inc. 17,282 47
  Acme United Corp. 1,981 46
* Summer Infant Inc. 22,600 43
  Crown Crafts Inc. 4,278 28
* Zedge Inc. Class B 14,083 27
* Alpha Pro Tech Ltd. 5,900 23
  Stanley Furniture Co. Inc. 15,291 18
  CompX International Inc. 1,065 16
* Willamette Valley Vineyards Inc. 1,400 11
* Crystal Rock Holdings Inc. 7,780 5
* Cyanotech Corp. 997 4
  Rocky Mountain Chocolate Factory Inc. 224 3
      3,775,097
Consumer Services (12.4%)    
* Amazon.com Inc. 653,717 628,451
  Home Depot Inc. 1,887,815 308,771
  Comcast Corp. Class A 7,542,147 290,222
  Walt Disney Co. 2,349,385 231,579
  McDonald's Corp. 1,296,454 203,128
  Wal-Mart Stores Inc. 2,414,285 188,652
* Priceline Group Inc. 78,363 143,469
  CVS Health Corp. 1,631,892 132,705
  Time Warner Inc. 1,179,472 120,837
* Netflix Inc. 657,189 119,181
  Starbucks Corp. 2,200,755 118,203
  Costco Wholesale Corp. 704,551 115,751
* Charter Communications Inc. Class A 310,430 112,816
  Walgreens Boots Alliance Inc. 1,460,610 112,788
  Lowe's Cos. Inc. 1,354,730 108,297
  TJX Cos. Inc. 983,463 72,511
* eBay Inc. 1,631,576 62,750
  McKesson Corp. 337,942 51,911
  Target Corp. 876,471 51,721
  Delta Air Lines Inc. 1,043,472 50,316
  Marriott International Inc. Class A 447,638 49,357
  Southwest Airlines Co. 865,262 48,437
  Twenty-First Century Fox Inc. Class A 1,677,663 44,257
  Sysco Corp. 775,566 41,842
  Yum! Brands Inc. 552,613 40,678
  Las Vegas Sands Corp. 633,178 40,625
  Ross Stores Inc. 624,300 40,311
  Carnival Corp. 605,400 39,091
  Dollar General Corp. 442,015 35,825
  Cardinal Health Inc. 511,034 34,198
  American Airlines Group Inc. 706,008 33,528
  Royal Caribbean Cruises Ltd. 278,047 32,960
  CBS Corp. Class B 566,868 32,878
* Dollar Tree Inc. 363,232 31,536
* O'Reilly Automotive Inc. 142,340 30,656
  Kroger Co. 1,451,399 29,115
  Expedia Inc. 201,506 29,005

 

 

Omnicom Group Inc. 372,044 27,557
MGM Resorts International 836,402 27,258
* AutoZone Inc. 44,867 26,701
* United Continental Holdings Inc. 416,853 25,378
Hilton Worldwide Holdings Inc. 353,289 24,536
Nielsen Holdings plc 571,171 23,675
Best Buy Co. Inc. 414,417 23,605
* CarMax Inc. 293,287 22,234
AmerisourceBergen Corp. Class A 265,770 21,992
* Ulta Beauty Inc. 94,372 21,334
Wynn Resorts Ltd. 130,891 19,492
* DISH Network Corp. Class A 345,243 18,723
Tiffany & Co. 189,205 17,365
Twenty-First Century Fox Inc. 661,635 17,064
Wyndham Worldwide Corp. 157,626 16,615
Viacom Inc. Class B 579,124 16,123
L Brands Inc. 387,237 16,113
Darden Restaurants Inc. 204,146 16,083
* Liberty Interactive Corp. QVC Group Class A 681,606 16,065
Aramark 390,506 15,858
* Norwegian Cruise Line Holdings Ltd. 291,528 15,757
Domino's Pizza Inc. 77,011 15,291
Alaska Air Group Inc. 197,504 15,064
Vail Resorts Inc. 63,963 14,591
* Chipotle Mexican Grill Inc. Class A 45,513 14,010
Gap Inc. 449,625 13,277
Interpublic Group of Cos. Inc. 632,110 13,142
Tractor Supply Co. 203,468 12,877
Kohl's Corp. 272,766 12,452
^ Sirius XM Holdings Inc. 2,238,777 12,358
Scripps Networks Interactive Inc. Class A 138,105 11,862
* Liberty Media Corp-Liberty Formula One 307,301 11,705
FactSet Research Systems Inc. 63,226 11,388
* Liberty Media Corp-Liberty SiriusXM Class C 266,288 11,149
Advance Auto Parts Inc. 112,113 11,122
* Copart Inc. 312,310 10,734
News Corp. Class A 798,601 10,589
* Burlington Stores Inc. 110,838 10,581
Macy's Inc. 482,883 10,537
KAR Auction Services Inc. 219,393 10,474
* ServiceMaster Global Holdings Inc. 214,613 10,029
Service Corp. International 285,584 9,853
* JetBlue Airways Corp. 526,061 9,748
* Live Nation Entertainment Inc. 213,998 9,320
Nordstrom Inc. 186,744 8,805
H&R Block Inc. 331,318 8,773
Dunkin' Brands Group Inc. 147,545 7,832
Foot Locker Inc. 210,002 7,396
^ Signet Jewelers Ltd. 109,731 7,303
* GrubHub Inc. 137,882 7,261
Rollins Inc. 157,200 7,253
^ Six Flags Entertainment Corp. 118,127 7,199
* TripAdvisor Inc. 173,267 7,023
* Bright Horizons Family Solutions Inc. 81,376 7,015
* Grand Canyon Education Inc. 76,713 6,967
Dun & Bradstreet Corp. 59,143 6,885
Casey's General Stores Inc. 62,651 6,857

 

 

* Discovery Communications Inc. 338,119 6,850
^ Williams-Sonoma Inc. 125,132 6,239
  Cinemark Holdings Inc. 171,642 6,215
* Madison Square Garden Co. Class A 28,361 6,072
  Extended Stay America Inc. 293,994 5,880
  Cracker Barrel Old Country Store Inc. 38,487 5,835
* Liberty Media Corp-Liberty SiriusXM Class A 137,084 5,744
  Sabre Corp. 311,929 5,646
  Chemed Corp. 27,227 5,501
* Beacon Roofing Supply Inc. 106,384 5,452
*,^ AutoNation Inc. 113,638 5,393
* Yelp Inc. Class A 122,536 5,306
  Cable One Inc. 7,335 5,297
*,^ Stamps.com Inc. 25,873 5,243
* Lions Gate Entertainment Corp. Class B 163,543 5,199
* Discovery Communications Inc. Class A 241,957 5,151
  AMERCO 13,637 5,113
  Dolby Laboratories Inc. Class A 88,103 5,068
  Bed Bath & Beyond Inc. 214,307 5,030
  Texas Roadhouse Inc. Class A 102,225 5,023
* AMC Networks Inc. Class A 85,756 5,014
  Aaron's Inc. 113,415 4,948
  Jack in the Box Inc. 48,306 4,923
  Tribune Media Co. Class A 118,178 4,829
  Wendy's Co. 304,249 4,725
* Five Below Inc. 84,590 4,642
* Liberty Expedia Holdings Inc. Class A 87,097 4,626
  TEGNA Inc. 343,905 4,584
* Hilton Grand Vacations Inc. 118,495 4,577
  ILG Inc. 170,185 4,549
  Nexstar Media Group Inc. Class A 71,749 4,470
  Lithia Motors Inc. Class A 36,332 4,371
  Churchill Downs Inc. 21,024 4,335
  Marriott Vacations Worldwide Corp. 34,784 4,332
*,^ Altice USA Inc. Class A 158,036 4,316
* Avis Budget Group Inc. 113,073 4,304
* Hyatt Hotels Corp. Class A 68,451 4,230
* Sally Beauty Holdings Inc. 212,853 4,168
  Graham Holdings Co. Class B 7,041 4,120
  New York Times Co. Class A 206,485 4,047
* Scientific Games Corp. Class A 86,918 3,985
* Performance Food Group Co. 141,035 3,984
* Michaels Cos. Inc. 183,798 3,946
  Sinclair Broadcast Group Inc. Class A 123,116 3,946
  John Wiley & Sons Inc. Class A 73,449 3,930
* Sprouts Farmers Market Inc. 205,908 3,865
* Murphy USA Inc. 55,698 3,843
  Big Lots Inc. 71,571 3,834
* Caesars Acquisition Co. Class A 178,085 3,820
  Office Depot Inc. 833,407 3,784
  Choice Hotels International Inc. 58,870 3,762
* Spirit Airlines Inc. 110,963 3,707
  PriceSmart Inc. 41,508 3,705
  American Eagle Outfitters Inc. 259,019 3,704
* SiteOne Landscape Supply Inc. 63,695 3,701
* Ollie's Bargain Outlet Holdings Inc. 78,301 3,633
  Planet Fitness Inc. Class A 133,494 3,602

 

 

* Dave & Buster's Entertainment Inc. 67,429 3,539
  Hillenbrand Inc. 90,691 3,523
* Groupon Inc. Class A 676,725 3,519
  Meredith Corp. 63,398 3,519
  Dick's Sporting Goods Inc. 129,687 3,503
  SkyWest Inc. 78,955 3,466
* United Natural Foods Inc. 80,998 3,369
^ Children's Place Inc. 28,504 3,368
^ GameStop Corp. Class A 162,503 3,357
* Rite Aid Corp. 1,690,340 3,313
  Boyd Gaming Corp. 127,079 3,310
* Sotheby's 71,664 3,304
* Adtalem Global Education Inc. 90,374 3,240
* Hawaiian Holdings Inc. 85,877 3,225
  Papa John's International Inc. 44,120 3,224
  Matthews International Corp. Class A 49,050 3,053
* Cars.com Inc. 114,096 3,036
* Acxiom Corp. 119,886 2,954
  Cheesecake Factory Inc. 69,943 2,946
* Urban Outfitters Inc. 121,516 2,904
* Penn National Gaming Inc. 123,911 2,898
^ Regal Entertainment Group Class A 181,089 2,897
*,^ Pandora Media Inc. 365,591 2,815
* Trade Desk Inc. Class A 45,589 2,804
  Monro Muffler Brake Inc. 49,057 2,750
  Morningstar Inc. 32,162 2,733
  Allegiant Travel Co. Class A 20,499 2,700
  Red Rock Resorts Inc. Class A 116,478 2,698
* Etsy Inc. 157,997 2,667
* Rush Enterprises Inc. Class A 55,398 2,564
  Penske Automotive Group Inc. 53,868 2,563
  Bob Evans Farms Inc. 32,930 2,552
  Lions Gate Entertainment Corp. Class A 75,331 2,520
* Shutterfly Inc. 51,466 2,495
  Brinker International Inc. 78,104 2,488
  Bloomin' Brands Inc. 138,736 2,442
* La Quinta Holdings Inc. 138,670 2,427
* Buffalo Wild Wings Inc. 22,897 2,420
  DSW Inc. Class A 108,336 2,327
  Group 1 Automotive Inc. 31,995 2,318
  Core-Mark Holding Co. Inc. 69,586 2,236
* RH 30,503 2,145
* Eldorado Resorts Inc. 81,811 2,098
* Houghton Mifflin Harcourt Co. 172,920 2,084
* MSG Networks Inc. 97,289 2,063
  Time Inc. 152,345 2,057
  Caleres Inc. 67,310 2,054
* Weight Watchers International Inc. 46,545 2,027
* Pinnacle Entertainment Inc. 93,841 2,000
  HSN Inc. 51,149 1,997
* Belmond Ltd. Class A 145,992 1,993
* Hertz Global Holdings Inc. 87,476 1,956
* Chegg Inc. 129,528 1,922
* Asbury Automotive Group Inc. 30,931 1,890
* Quotient Technology Inc. 115,889 1,814
  Chico's FAS Inc. 201,080 1,800
* Herc Holdings Inc. 36,441 1,790

 

 

*,^ JC Penney Co. Inc. 469,172 1,788
  Scholastic Corp. 46,303 1,722
* Lumber Liquidators Holdings Inc. 44,129 1,720
  Gannett Co. Inc. 188,911 1,700
^ Sonic Corp. 66,368 1,689
* TrueCar Inc. 106,431 1,681
* Gray Television Inc. 106,976 1,680
  Guess? Inc. 95,638 1,629
* Diplomat Pharmacy Inc. 78,299 1,622
  Strayer Education Inc. 18,240 1,592
  SpartanNash Co. 59,939 1,581
^ Abercrombie & Fitch Co. 109,228 1,577
* EW Scripps Co. Class A 81,255 1,553
  International Speedway Corp. Class A 42,171 1,518
* Denny's Corp. 117,742 1,466
*,^ SeaWorld Entertainment Inc. 111,293 1,446
* Liberty Media Corp-Liberty Braves Class C 56,214 1,421
  Capella Education Co. 20,051 1,407
  Wingstop Inc. 41,672 1,386
* Liberty TripAdvisor Holdings Inc. Class A 111,154 1,373
* Red Robin Gourmet Burgers Inc. 20,390 1,366
  SUPERVALU Inc. 62,376 1,357
*,^ Liberty Media Corp-Liberty Formula One Class A 36,679 1,338
* SP Plus Corp. 30,661 1,211
*,^ Caesars Entertainment Corp. 89,450 1,194
  DineEquity Inc. 27,069 1,163
^ Dillard's Inc. Class A 20,376 1,142
  World Wrestling Entertainment Inc. Class A 48,035 1,131
  Tailored Brands Inc. 76,841 1,110
  PetMed Express Inc. 32,923 1,091
* Bankrate Inc. 78,030 1,089
* BJ's Restaurants Inc. 35,556 1,083
  New Media Investment Group Inc. 71,814 1,062
^ AMC Entertainment Holdings Inc. Class A 70,324 1,034
* XO Group Inc. 51,921 1,021
* Laureate Education Inc. Class A 69,042 1,005
* Career Education Corp. 92,692 963
* MDC Partners Inc. Class A 86,937 956
* Angie's List Inc. 74,781 932
* Overstock.com Inc. 30,947 919
^ GNC Holdings Inc. Class A 101,003 893
* Express Inc. 128,172 866
* Regis Corp. 60,618 865
* Providence Service Corp. 15,954 863
* K12 Inc. 47,591 849
  Marcus Corp. 30,097 834
* Simply Good Foods Co. 71,120 833
  Carriage Services Inc. Class A 32,341 828
  Rent-A-Center Inc. 71,646 822
  Haverty Furniture Cos. Inc. 31,026 811
  Ruth's Hospitality Group Inc. 38,709 811
* Genesco Inc. 30,260 805
* Trupanion Inc. 30,303 800
^ Buckle Inc. 46,518 784
  Sonic Automotive Inc. Class A 38,208 779
^ Finish Line Inc. Class A 64,786 779
  Weis Markets Inc. 17,604 766

 

 

*,^ Shake Shack Inc. Class A 22,068 733
* Monarch Casino & Resort Inc. 17,984 711
*,^ Conn's Inc. 25,163 708
* Ascena Retail Group Inc. 285,108 699
* Chuy's Holdings Inc. 32,944 693
  Barnes & Noble Inc. 90,564 688
* Biglari Holdings Inc. 2,013 671
  National CineMedia Inc. 92,869 648
  Ingles Markets Inc. Class A 24,484 629
* Fiesta Restaurant Group Inc. 33,050 628
  Tile Shop Holdings Inc. 48,188 612
* Clean Energy Fuels Corp. 246,071 610
  CSS Industries Inc. 20,949 604
* American Public Education Inc. 27,396 577
* MarineMax Inc. 34,378 569
* Chefs' Warehouse Inc. 29,194 563
  Pier 1 Imports Inc. 132,436 555
* Party City Holdco Inc. 40,872 554
* Del Taco Restaurants Inc. 34,787 534
*,^ America's Car-Mart Inc. 12,916 531
  Entravision Communications Corp. Class A 92,516 527
^ Emerald Expositions Events Inc. 22,689 527
  Cato Corp. Class A 39,831 527
  Entercom Communications Corp. Class A 45,020 515
* Zumiez Inc. 28,364 513
  Citi Trends Inc. 25,076 498
* 1-800-Flowers.com Inc. Class A 50,417 497
* Titan Machinery Inc. 31,964 496
* Hibbett Sports Inc. 33,924 483
* Del Frisco's Restaurant Group Inc. 31,944 465
* Francesca's Holdings Corp. 62,998 464
* Care.com Inc. 28,324 450
* Carrols Restaurant Group Inc. 40,549 442
  Speedway Motorsports Inc. 20,587 439
* Golden Entertainment Inc. 17,486 426
* Century Casinos Inc. 51,296 421
  Winmark Corp. 3,147 415
* Liquidity Services Inc. 69,047 407
  Collectors Universe Inc. 16,982 407
* FTD Cos. Inc. 31,088 405
* QuinStreet Inc. 54,409 400
  Shoe Carnival Inc. 17,467 391
* Liberty Media Corp-Liberty Braves Class A 14,955 379
^ AH Belo Corp. Class A 81,308 374
* Bridgepoint Education Inc. 38,451 369
* Kirkland's Inc. 31,646 362
* J Alexander's Holdings Inc. 30,023 348
  Fred's Inc. Class A 53,902 347
* Zoe's Kitchen Inc. 27,075 342
* Habit Restaurants Inc. Class A 25,798 337
* Barnes & Noble Education Inc. 49,703 324
  Clear Channel Outdoor Holdings Inc. Class A 69,386 323
* Potbelly Corp. 25,872 321
* Marchex Inc. Class B 103,454 320
*,^ Carvana Co. 21,407 314
* Reading International Inc. Class A 19,360 304
* Smart & Final Stores Inc. 37,242 292

 

 

* Duluth Holdings Inc. 14,351 291
* tronc Inc. 19,982 290
*,^ Sears Holdings Corp. 38,952 284
  Saga Communications Inc. Class A 6,161 281
* Daily Journal Corp. 1,275 279
* El Pollo Loco Holdings Inc. 22,907 278
* Lindblad Expeditions Holdings Inc. 26,003 278
  RCI Hospitality Holdings Inc. 11,193 277
* Cambium Learning Group Inc. 41,704 276
^ Big 5 Sporting Goods Corp. 36,047 276
* At Home Group Inc. 12,015 274
* Bojangles' Inc. 20,158 272
*,^ Lands' End Inc. 20,392 269
*,^ Tuesday Morning Corp. 80,767 258
* TechTarget Inc. 21,492 257
* Lee Enterprises Inc. 116,251 256
* Leaf Group Ltd. 36,216 250
* Nathan's Famous Inc. 3,352 248
* Build-A-Bear Workshop Inc. 26,953 247
* Ruby Tuesday Inc. 114,376 245
* Vitamin Shoppe Inc. 45,439 243
* Blue Apron Holdings Inc. Class A 42,139 230
* Ascent Capital Group Inc. Class A 17,463 228
*,^ Sportsman's Warehouse Holdings Inc. 49,428 223
* Avid Technology Inc. 48,316 219
* Gaia Inc. Class A 17,862 214
* Rubicon Project Inc. 54,125 211
  Tilly's Inc. Class A 17,464 209
* Town Sports International Holdings Inc. 29,753 208
* Drive Shack Inc. 56,426 204
* RealNetworks Inc. 42,363 203
* TheStreet Inc. 181,048 196
* Hemisphere Media Group Inc. Class A 16,077 192
  YuMe Inc. 39,482 183
* Autobytel Inc. 24,654 170
*,^ Noodles & Co. Class A 38,387 169
* Boot Barn Holdings Inc. 18,577 165
* Global Eagle Entertainment Inc. 48,195 165
^ Natural Health Trends Corp. 6,880 164
*,^ Destination XL Group Inc. 82,862 157
* PCM Inc. 11,179 157
* J. Jill Inc. 12,879 140
* Cogint Inc. 28,266 139
* Inspired Entertainment Inc. 10,307 137
* Remark Holdings Inc. 29,154 110
* Natural Grocers by Vitamin Cottage Inc. 19,620 109
* Famous Dave's of America Inc. 25,956 105
* Harte-Hanks Inc. 95,721 102
* Townsquare Media Inc. Class A 9,970 100
* Bravo Brio Restaurant Group Inc. 42,792 97
* Luby's Inc. 35,510 94
  Ark Restaurants Corp. 3,857 92
* Red Lion Hotels Corp. 10,216 88
*,^ McClatchy Co. Class A 11,484 85
* EVINE Live Inc. 78,989 82
  Liberty Tax Inc. 5,501 79
  Village Super Market Inc. Class A 3,022 75

 

 

* Diversified Restaurant Holdings Inc. 34,766 72
* Christopher & Banks Corp. 52,928 72
* New York & Co. Inc. 34,183 71
  CBS Corp. Class A 1,214 71
*,^ Rave Restaurant Group Inc. 39,164 70
*,^ Digital Turbine Inc. 45,727 69
^ Stage Stores Inc. 36,773 68
  Salem Media Group Inc. Class A 10,229 68
* Spark Networks Inc. 53,035 65
^ bebe stores inc 12,463 64
* Dover Downs Gaming & Entertainment Inc. 52,774 54
  News Corp. Class B 3,627 50
* Urban One Inc. 25,730 42
^ Stein Mart Inc. 29,959 39
*,^ Bon-Ton Stores Inc. 87,462 38
* Fogo De Chao Inc. 2,919 36
* Profire Energy Inc. 16,653 33
* Boston Omaha Corp. 2,104 33
* Destination Maternity Corp. 17,667 30
* Container Store Group Inc. 4,572 19
*,^ Papa Murphy's Holdings Inc. 3,000 18
* MaxPoint Interactive Inc. 1,134 16
*,^ Cumulus Media Inc. Class A 44,781 14
^ National American University Holdings Inc. 5,908 13
* Full House Resorts Inc. 4,000 11
^ Educational Development Corp. 1,122 11
  Flanigan's Enterprises Inc. 329 8
  Beasley Broadcast Group Inc. Class A 651 8
  Insignia Systems Inc. 7,050 8
* Emmis Communications Corp. Class A 2,200 7
* Urban One Inc. Class A 1,680 3
* SPAR Group Inc. 29 —
*,2 Universal Travel Group 118 —
      5,182,107
Financials (20.4%)    
* Berkshire Hathaway Inc. Class B 3,030,780 555,603
  JPMorgan Chase & Co. 5,639,824 538,660
  Bank of America Corp. 15,796,727 400,289
  Wells Fargo & Co. 7,164,753 395,136
  Citigroup Inc. 4,364,980 317,509
  Visa Inc. Class A 2,926,653 308,001
  Mastercard Inc. Class A 1,512,403 213,551
  US Bancorp 2,554,516 136,897
  Goldman Sachs Group Inc. 557,924 132,334
  American Express Co. 1,206,244 109,117
  Morgan Stanley 2,212,173 106,560
  PNC Financial Services Group Inc. 770,882 103,892
  Chubb Ltd. 710,193 101,238
  American Tower Corporation 687,011 93,901
  American International Group Inc. 1,446,646 88,810
  Charles Schwab Corp. 1,939,733 84,844
  Bank of New York Mellon Corp. 1,575,666 83,542
  BlackRock Inc. 181,114 80,974
  Simon Property Group Inc. 499,482 80,422
  CME Group Inc. 543,723 73,772
  Prudential Financial Inc. 684,870 72,815
  MetLife Inc. 1,364,837 70,903

 

 

Marsh & McLennan Cos. Inc. 825,277 69,166
Capital One Financial Corp. 781,387 66,152
Intercontinental Exchange Inc. 947,910 65,121
Crown Castle International Corp. 649,670 64,954
S&P Global Inc. 413,991 64,711
BB&T Corp. 1,296,446 60,855
Aon plc 410,056 59,909
Equinix Inc. 125,036 55,804
State Street Corp. 571,750 54,625
Prologis Inc. 854,140 54,204
Travelers Cos. Inc. 441,222 54,059
Allstate Corp. 583,441 53,624
Aflac Inc. 631,211 51,374
Public Storage 238,121 50,956
SunTrust Banks Inc. 772,613 46,179
Progressive Corp. 934,864 45,266
Welltower Inc. 592,932 41,671
Weyerhaeuser Co. 1,213,922 41,310
Synchrony Financial 1,289,127 40,027
AvalonBay Communities Inc. 221,773 39,569
Digital Realty Trust Inc. 330,088 39,059
Equity Residential 587,865 38,758
Discover Financial Services 597,692 38,539
Ventas Inc. 573,366 37,343
Moody's Corp. 262,232 36,505
M&T Bank Corp. 221,246 35,629
Ameriprise Financial Inc. 239,818 35,615
T. Rowe Price Group Inc. 366,405 33,215
Fifth Third Bancorp 1,185,832 33,180
KeyCorp 1,751,945 32,972
Hartford Financial Services Group Inc. 587,190 32,548
Northern Trust Corp. 348,706 32,057
Willis Towers Watson plc 205,215 31,650
Boston Properties Inc. 249,376 30,643
Citizens Financial Group Inc. 804,908 30,482
Principal Financial Group Inc. 465,601 29,957
Regions Financial Corp. 1,919,853 29,239
* SBA Communications Corp. Class A 192,327 27,705
Essex Property Trust Inc. 106,506 27,056
First Republic Bank 251,030 26,223
Lincoln National Corp. 354,672 26,061
Realty Income Corp. 446,627 25,543
Huntington Bancshares Inc. 1,737,925 24,261
* IHS Markit Ltd. 549,947 24,242
Franklin Resources Inc. 538,477 23,968
Invesco Ltd. 650,485 22,793
* Markel Corp. 21,162 22,601
Loews Corp. 457,625 21,902
Host Hotels & Resorts Inc. 1,182,660 21,867
Comerica Inc. 282,912 21,575
Annaly Capital Management Inc. 1,724,712 21,024
Vornado Realty Trust 272,488 20,949
HCP Inc. 749,158 20,849
TD Ameritrade Holding Corp. 422,247 20,606
GGP Inc. 987,770 20,516
Equifax Inc. 192,207 20,372
Mid-America Apartment Communities Inc. 184,369 19,705

 

 

* Arch Capital Group Ltd. 199,688 19,669
FNF Group 413,663 19,632
CBOE Holdings Inc. 181,994 19,588
* E*TRADE Financial Corp. 439,757 19,178
Cincinnati Financial Corp. 250,222 19,160
Unum Group 364,961 18,660
* CBRE Group Inc. Class A 489,972 18,560
Alexandria Real Estate Equities Inc. 149,661 17,805
Arthur J Gallagher & Co. 286,796 17,652
Ally Financial Inc. 721,124 17,494
Raymond James Financial Inc. 207,350 17,486
Affiliated Managers Group Inc. 90,010 17,087
MSCI Inc. Class A 145,255 16,980
Duke Realty Corp. 579,257 16,694
SL Green Realty Corp. 162,594 16,474
XL Group Ltd. 414,544 16,354
* Liberty Broadband Corp. 171,478 16,342
UDR Inc. 427,742 16,267
* SVB Financial Group 83,871 15,691
Iron Mountain Inc. 401,360 15,613
Extra Space Storage Inc. 191,453 15,301
Zions Bancorporation 324,173 15,294
* Berkshire Hathaway Inc. Class A 53 14,561
Western Union Co. 750,939 14,418
Reinsurance Group of America Inc. Class A 102,991 14,370
Federal Realty Investment Trust 115,425 14,337
Nasdaq Inc. 184,778 14,333
Regency Centers Corp. 230,969 14,329
Torchmark Corp. 177,814 14,241
SEI Investments Co. 228,210 13,935
East West Bancorp Inc. 230,914 13,804
Camden Property Trust 147,356 13,476
AGNC Investment Corp. 614,570 13,324
* Alleghany Corp. 23,403 12,966
VEREIT Inc. 1,558,717 12,922
Kimco Realty Corp. 646,000 12,629
Macerich Co. 226,704 12,462
Gaming and Leisure Properties Inc. 328,070 12,103
Voya Financial Inc. 293,339 11,701
American Financial Group Inc. 112,098 11,597
Equity LifeStyle Properties Inc. 135,633 11,540
WP Carey Inc. 170,220 11,471
Everest Re Group Ltd. 49,207 11,238
Kilroy Realty Corp. 157,085 11,172
Forest City Realty Trust Inc. Class A 434,873 11,094
Apartment Investment & Management Co. 251,085 11,013
CIT Group Inc. 220,074 10,795
* Signature Bank 83,020 10,630
MarketAxess Holdings Inc. 57,058 10,528
Colony NorthStar Inc. Class A 835,661 10,496
Janus Henderson Group plc 295,612 10,299
^ Omega Healthcare Investors Inc. 314,554 10,037
People's United Financial Inc. 550,689 9,990
Douglas Emmett Inc. 252,809 9,966
National Retail Properties Inc. 238,702 9,944
American Campus Communities Inc. 224,268 9,901
Sun Communities Inc. 115,126 9,864

 

 

Healthcare Trust of America Inc. Class A 330,101 9,837
WR Berkley Corp. 145,359 9,701
PacWest Bancorp 191,859 9,691
* Athene Holding Ltd. Class A 179,917 9,687
Liberty Property Trust 235,445 9,667
New York Community Bancorp Inc. 742,909 9,576
Lazard Ltd. Class A 207,653 9,390
Starwood Property Trust Inc. 429,938 9,338
Brown & Brown Inc. 190,891 9,199
Brixmor Property Group Inc. 487,661 9,168
Lamar Advertising Co. Class A 133,594 9,155
Bank of the Ozarks 188,568 9,061
Jones Lang LaSalle Inc. 72,518 8,956
First American Financial Corp. 177,004 8,845
RenaissanceRe Holdings Ltd. 65,086 8,796
Cullen/Frost Bankers Inc. 91,984 8,731
Eaton Vance Corp. 174,669 8,623
Synovus Financial Corp. 186,136 8,573
DCT Industrial Trust Inc. 147,242 8,528
Highwoods Properties Inc. 163,288 8,506
American Homes 4 Rent Class A 389,799 8,463
Commerce Bancshares Inc. 146,471 8,462
CyrusOne Inc. 142,582 8,402
Hudson Pacific Properties Inc. 249,880 8,378
Assurant Inc. 87,626 8,370
New Residential Investment Corp. 491,897 8,229
EPR Properties 117,882 8,221
* Western Alliance Bancorp 151,664 8,050
Old Republic International Corp. 400,916 7,894
Pinnacle Financial Partners Inc. 117,241 7,849
Webster Financial Corp. 147,664 7,760
Axis Capital Holdings Ltd. 135,023 7,738
Medical Properties Trust Inc. 582,711 7,651
Starwood Waypoint Homes 209,955 7,636
* SLM Corp. 665,346 7,632
* Brighthouse Financial Inc. 125,422 7,626
CubeSmart 288,693 7,494
LPL Financial Holdings Inc. 144,446 7,449
Senior Housing Properties Trust 380,396 7,437
* MGIC Investment Corp. 593,504 7,437
Realogy Holdings Corp. 223,879 7,377
Hospitality Properties Trust 258,870 7,375
Gramercy Property Trust 243,258 7,359
* Liberty Ventures Class A 126,189 7,262
FNB Corp. 517,533 7,261
Assured Guaranty Ltd. 191,981 7,247
First Horizon National Corp. 373,650 7,155
Wintrust Financial Corp. 89,004 6,970
Prosperity Bancshares Inc. 105,756 6,951
Umpqua Holdings Corp. 353,099 6,889
* Howard Hughes Corp. 58,075 6,849
STORE Capital Corp. 273,838 6,810
* Texas Capital Bancshares Inc. 79,291 6,803
* Zillow Group Inc. 167,527 6,736
IBERIABANK Corp. 81,567 6,701
Navient Corp. 438,693 6,589
Hanover Insurance Group Inc. 67,976 6,589

 

 

Hancock Holding Co. 135,108 6,546
Spirit Realty Capital Inc. 761,890 6,529
Radian Group Inc. 343,817 6,426
Apple Hospitality REIT Inc. 339,557 6,421
Healthcare Realty Trust Inc. 197,744 6,395
CNO Financial Group Inc. 273,835 6,391
Cousins Properties Inc. 669,518 6,253
Home BancShares Inc. 245,714 6,197
Sabra Health Care REIT Inc. 282,201 6,191
Weingarten Realty Investors 195,036 6,190
Investors Bancorp Inc. 451,718 6,161
Park Hotels & Resorts Inc. 223,163 6,150
CoreSite Realty Corp. 54,758 6,127
Life Storage Inc. 74,485 6,094
BankUnited Inc. 170,947 6,081
* Equity Commonwealth 198,286 6,028
Chemical Financial Corp. 114,044 5,960
Rayonier Inc. 205,900 5,948
Primerica Inc. 72,915 5,946
United Bankshares Inc. 159,308 5,918
Validus Holdings Ltd. 120,183 5,914
Associated Banc-Corp 243,486 5,905
Popular Inc. 163,494 5,876
RLJ Lodging Trust 264,412 5,817
MB Financial Inc. 127,490 5,740
Bank of Hawaii Corp. 68,458 5,707
Sunstone Hotel Investors Inc. 352,534 5,665
First Industrial Realty Trust Inc. 187,646 5,646
Two Harbors Investment Corp. 558,004 5,625
Outfront Media Inc. 222,159 5,594
Stifel Financial Corp. 104,347 5,578
Legg Mason Inc. 141,704 5,570
MFA Financial Inc. 633,943 5,553
* Essent Group Ltd. 133,618 5,412
Chimera Investment Corp. 285,167 5,395
UMB Financial Corp. 71,677 5,339
GEO Group Inc. 198,455 5,338
LaSalle Hotel Properties 181,447 5,266
Fulton Financial Corp. 279,730 5,245
* Credit Acceptance Corp. 18,646 5,224
Corporate Office Properties Trust 159,095 5,223
BGC Partners Inc. Class A 360,588 5,218
Sterling Bancorp 210,196 5,181
Empire State Realty Trust Inc. 251,043 5,156
CoreCivic Inc. 189,152 5,064
Physicians Realty Trust 284,164 5,038
Paramount Group Inc. 314,881 5,038
Selective Insurance Group Inc. 93,412 5,030
Retail Properties of America Inc. 378,824 4,974
Erie Indemnity Co. Class A 40,783 4,917
Brandywine Realty Trust 280,904 4,913
Cathay General Bancorp 121,208 4,873
Valley National Bancorp 402,125 4,846
National Health Investors Inc. 62,482 4,829
Washington Federal Inc. 143,423 4,826
* JBG SMITH Properties 139,274 4,765
Piedmont Office Realty Trust Inc. Class A 232,560 4,688

 

 

ProAssurance Corp. 85,650 4,681
FirstCash Inc. 73,665 4,652
Interactive Brokers Group Inc. 103,273 4,651
Glacier Bancorp Inc. 122,840 4,638
Taubman Centers Inc. 92,393 4,592
DDR Corp. 499,156 4,572
EastGroup Properties Inc. 51,583 4,545
First Financial Bankshares Inc. 100,455 4,541
Blackstone Mortgage Trust Inc. Class A 144,145 4,471
White Mountains Insurance Group Ltd. 5,111 4,380
Ryman Hospitality Properties Inc. 69,716 4,357
^ Federated Investors Inc. Class B 146,605 4,354
BancorpSouth Inc. 133,119 4,266
Columbia Property Trust Inc. 195,827 4,263
First Midwest Bancorp Inc. 180,466 4,227
Evercore Partners Inc. Class A 52,577 4,219
TCF Financial Corp. 246,627 4,203
Education Realty Trust Inc. 116,914 4,201
^ Pebblebrook Hotel Trust 113,602 4,106
PS Business Parks Inc. 30,533 4,076
Community Bank System Inc. 73,684 4,071
CVB Financial Corp. 167,308 4,044
* HealthEquity Inc. 79,763 4,034
Washington REIT 122,889 4,026
South State Corp. 44,475 4,005
Old National Bancorp 217,522 3,981
* Blackhawk Network Holdings Inc. 90,068 3,945
Columbia Banking System Inc. 93,471 3,936
American Equity Investment Life Holding Co. 134,943 3,924
^ Uniti Group Inc. 266,993 3,914
STAG Industrial Inc. 141,929 3,899
Great Western Bancorp Inc. 94,301 3,893
Aspen Insurance Holdings Ltd. 96,149 3,884
Acadia Realty Trust 135,601 3,881
RLI Corp. 67,124 3,850
American National Insurance Co. 32,378 3,823
Tanger Factory Outlet Centers Inc. 154,169 3,765
* Liberty Broadband Corp. Class A 39,865 3,754
Urban Edge Properties 154,957 3,738
Independent Bank Corp. 49,751 3,714
* Green Dot Corp. Class A 74,709 3,704
* Zillow Group Inc. Class A 91,480 3,673
Rexford Industrial Realty Inc. 127,626 3,653
Hope Bancorp Inc. 205,795 3,645
First Citizens BancShares Inc. Class A 9,715 3,632
International Bancshares Corp. 90,143 3,615
First Merchants Corp. 83,843 3,599
Xenia Hotels & Resorts Inc. 170,768 3,595
* LendingClub Corp. 582,157 3,545
BOK Financial Corp. 39,596 3,527
DiamondRock Hospitality Co. 320,339 3,508
Financial Engines Inc. 100,721 3,500
* Eagle Bancorp Inc. 52,051 3,490
Alexander & Baldwin Inc. 74,975 3,474
Trustmark Corp. 103,353 3,423
QTS Realty Trust Inc. Class A 65,247 3,416
Invitation Homes Inc. 149,280 3,381

 

 

  Kemper Corp. 63,612 3,371
  Retail Opportunity Investments Corp. 175,843 3,343
  Potlatch Corp. 65,104 3,320
  Astoria Financial Corp. 151,304 3,253
  Lexington Realty Trust 312,139 3,190
* FCB Financial Holdings Inc. Class A 65,110 3,145
* Enstar Group Ltd. 14,139 3,144
  Provident Financial Services Inc. 116,811 3,115
  United Community Banks Inc. 108,449 3,095
  Banner Corp. 50,386 3,088
  Ameris Bancorp 64,223 3,083
  Hilltop Holdings Inc. 118,335 3,077
  Mack-Cali Realty Corp. 129,525 3,071
  Renasant Corp. 71,354 3,061
  Invesco Mortgage Capital Inc. 178,649 3,060
* Genworth Financial Inc. Class A 791,756 3,048
* HRG Group Inc. 193,259 3,017
  Apollo Commercial Real Estate Finance Inc. 165,973 3,006
  CenterState Banks Inc. 111,089 2,977
  LTC Properties Inc. 63,354 2,976
  Towne Bank 88,825 2,976
  Westamerica Bancorporation 49,069 2,922
  Kennedy-Wilson Holdings Inc. 155,797 2,890
  Capitol Federal Financial Inc. 196,596 2,890
  First Commonwealth Financial Corp. 201,280 2,844
  First Financial Bancorp 108,546 2,838
  Government Properties Income Trust 151,224 2,838
  Park National Corp. 26,080 2,816
  First Busey Corp. 89,369 2,803
  LegacyTexas Financial Group Inc. 69,914 2,791
  Argo Group International Holdings Ltd. 45,000 2,768
  Terreno Realty Corp. 75,873 2,745
  ServisFirst Bancshares Inc. 70,354 2,733
  Berkshire Hills Bancorp Inc. 69,701 2,701
*,^ BofI Holding Inc. 94,813 2,699
* LendingTree Inc. 11,041 2,699
  WesBanco Inc. 65,757 2,697
  CYS Investments Inc. 310,595 2,684
  Summit Hotel Properties Inc. 167,071 2,671
  Kite Realty Group Trust 131,739 2,668
  Northwest Bancshares Inc. 153,215 2,646
  Boston Private Financial Holdings Inc. 158,461 2,623
  Heartland Financial USA Inc. 52,937 2,615
  Chesapeake Lodging Trust 95,964 2,588
  Agree Realty Corp. 52,530 2,578
  Simmons First National Corp. Class A 44,479 2,575
* Santander Consumer USA Holdings Inc. 167,488 2,574
^ Waddell & Reed Financial Inc. Class A 126,842 2,546
  Employers Holdings Inc. 55,703 2,532
  S&T Bancorp Inc. 63,584 2,517
  Capital Bank Financial Corp. 60,990 2,504
  Mercury General Corp. 43,923 2,490
  NBT Bancorp Inc. 67,809 2,490
* OneMain Holdings Inc. Class A 87,667 2,471
  American Assets Trust Inc. 62,071 2,469
  Washington Prime Group Inc. 292,263 2,435
  Lakeland Financial Corp. 49,900 2,431

 

 

Horace Mann Educators Corp. 59,976 2,360
HFF Inc. Class A 59,056 2,336
Four Corners Property Trust Inc. 93,180 2,322
Select Income REIT 99,075 2,320
* Quality Care Properties Inc. 147,788 2,291
^ CBL & Associates Properties Inc. 269,844 2,264
Redwood Trust Inc. 138,408 2,255
City Holding Co. 31,000 2,229
Brookline Bancorp Inc. 142,739 2,212
* Walker & Dunlop Inc. 41,955 2,196
CareTrust REIT Inc. 113,643 2,164
ARMOUR Residential REIT Inc. 78,899 2,122
Artisan Partners Asset Management Inc. Class A 64,515 2,103
WSFS Financial Corp. 42,827 2,088
Global Net Lease Inc. 94,779 2,075
Beneficial Bancorp Inc. 124,492 2,067
New York REIT Inc. 262,692 2,062
Central Pacific Financial Corp. 63,323 2,038
* PRA Group Inc. 70,686 2,025
First Interstate BancSystem Inc. Class A 52,747 2,018
Moelis & Co. Class A 46,637 2,008
Capstead Mortgage Corp. 206,206 1,990
^ AmTrust Financial Services Inc. 146,992 1,979
AMERISAFE Inc. 33,990 1,978
National Bank Holdings Corp. Class A 55,424 1,978
Union Bankshares Corp. 56,019 1,977
BancFirst Corp. 34,658 1,967
* FNFV Group 114,336 1,961
^ WisdomTree Investments Inc. 192,114 1,956
First Hawaiian Inc. 64,520 1,954
TFS Financial Corp. 117,948 1,903
Enterprise Financial Services Corp. 44,820 1,898
Hanmi Financial Corp. 61,111 1,891
PennyMac Mortgage Investment Trust 107,504 1,870
MTGE Investment Corp. 96,232 1,867
Hannon Armstrong Sustainable Infrastructure Capital Inc. 76,356 1,861
* Customers Bancorp Inc. 55,178 1,800
Infinity Property & Casualty Corp. 19,042 1,794
Navigators Group Inc. 30,230 1,764
CoBiz Financial Inc. 88,834 1,745
First Bancorp 50,375 1,733
* Encore Capital Group Inc. 39,121 1,733
Bryn Mawr Bank Corp. 39,522 1,731
Franklin Street Properties Corp. 162,059 1,721
National General Holdings Corp. 89,976 1,719
* Pacific Premier Bancorp Inc. 45,387 1,713
Flushing Financial Corp. 57,037 1,695
Northfield Bancorp Inc. 97,589 1,693
* MBIA Inc. 194,521 1,692
Sandy Spring Bancorp Inc. 40,737 1,688
Ramco-Gershenson Properties Trust 128,608 1,673
Alexander's Inc. 3,929 1,666
Community Trust Bancorp Inc. 35,549 1,653
National Storage Affiliates Trust 67,390 1,634
* Black Knight Financial Services Inc. Class A 37,763 1,626
Great Southern Bancorp Inc. 28,707 1,598
Ladder Capital Corp. Class A 115,358 1,590

 

 

  Saul Centers Inc. 25,622 1,586
* First BanCorp 309,308 1,584
* St. Joe Co. 83,472 1,573
  RE/MAX Holdings Inc. Class A 24,581 1,562
  Parkway Inc. 66,660 1,535
  Oritani Financial Corp. 90,645 1,523
  NRG Yield Inc. Class A 79,912 1,516
  Camden National Corp. 34,519 1,506
  Monmouth Real Estate Investment Corp. 92,889 1,504
  Bridge Bancorp Inc. 44,191 1,500
  ConnectOne Bancorp Inc. 60,775 1,495
^ Banc of California Inc. 71,769 1,489
  Anworth Mortgage Asset Corp. 247,281 1,486
  Piper Jaffray Cos. 24,932 1,480
  Tompkins Financial Corp. 17,125 1,475
  First of Long Island Corp. 48,222 1,468
  Nelnet Inc. Class A 29,063 1,468
* Flagstar Bancorp Inc. 41,014 1,455
  Chatham Lodging Trust 67,619 1,442
  Dime Community Bancshares Inc. 65,905 1,417
  Diamond Hill Investment Group Inc. 6,615 1,405
* iStar Inc. 118,122 1,394
  Kearny Financial Corp. 90,157 1,384
  Virtus Investment Partners Inc. 11,696 1,357
  FBL Financial Group Inc. Class A 18,180 1,354
* CU Bancorp 34,751 1,347
  InfraREIT Inc. 59,548 1,332
  Universal Health Realty Income Trust 17,559 1,326
  Independence Realty Trust Inc. 130,132 1,323
  Tier REIT Inc. 68,439 1,321
  Independent Bank Group Inc. 21,657 1,306
  Southside Bancshares Inc. 35,244 1,281
* Ambac Financial Group Inc. 73,375 1,266
* NMI Holdings Inc. Class A 101,664 1,261
  Lakeland Bancorp Inc. 61,607 1,257
  Guaranty Bancorp 44,959 1,250
* HomeStreet Inc. 46,208 1,248
  NRG Yield Inc. 64,387 1,243
* Seacoast Banking Corp. of Florida 51,733 1,236
  Cohen & Steers Inc. 31,284 1,235
* Third Point Reinsurance Ltd. 78,994 1,232
*,2 Forestar Group Inc. 71,427 1,229
  Getty Realty Corp. 42,685 1,221
  United Financial Bancorp Inc. 65,889 1,205
  Arrow Financial Corp. 34,953 1,201
  TrustCo Bank Corp. NY 132,520 1,179
  James River Group Holdings Ltd. 28,163 1,168
  Kinsale Capital Group Inc. 27,053 1,168
* Greenlight Capital Re Ltd. Class A 53,757 1,164
  Investment Technology Group Inc. 52,124 1,154
  Meridian Bancorp Inc. 61,299 1,143
  Ashford Hospitality Trust Inc. 170,197 1,135
  Houlihan Lokey Inc. Class A 28,989 1,134
  United Fire Group Inc. 24,431 1,119
  Ares Commercial Real Estate Corp. 83,361 1,110
  Universal Insurance Holdings Inc. 48,156 1,108
  Pennsylvania REIT 105,301 1,105

 

 

Blue Hills Bancorp Inc. 57,095 1,096
Preferred Apartment Communities Inc. Class A 57,927 1,094
Safety Insurance Group Inc. 14,299 1,091
Easterly Government Properties Inc. 52,775 1,091
New Senior Investment Group Inc. 119,219 1,091
Investors Real Estate Trust 176,636 1,079
State Bank Financial Corp. 37,618 1,078
^ Seritage Growth Properties Class A 23,358 1,076
Armada Hoffler Properties Inc. 77,242 1,067
Cedar Realty Trust Inc. 189,402 1,064
Stewart Information Services Corp. 28,179 1,064
Federal Agricultural Mortgage Corp. 14,620 1,063
Fidelity Southern Corp. 44,936 1,062
1st Source Corp. 20,800 1,057
Bank Mutual Corp. 103,839 1,054
Arbor Realty Trust Inc. 127,284 1,044
Meta Financial Group Inc. 13,077 1,025
First Defiance Financial Corp. 19,469 1,022
First Community Bancshares Inc. 34,489 1,004
Hersha Hospitality Trust Class A 53,498 999
Altisource Residential Corp. 86,731 964
Access National Corp. 33,551 962
^ Virtu Financial Inc. Class A 59,211 959
Preferred Bank 15,890 959
Urstadt Biddle Properties Inc. Class A 42,913 931
German American Bancorp Inc. 24,446 930
American National Bankshares Inc. 22,471 926
National Western Life Group Inc. Class A 2,555 892
Sierra Bancorp 32,607 885
MainSource Financial Group Inc. 24,680 885
Washington Trust Bancorp Inc. 15,439 884
Great Ajax Corp. 62,550 881
Univest Corp. of Pennsylvania 27,208 871
Ames National Corp. 29,124 869
^ New York Mortgage Trust Inc. 140,432 864
PJT Partners Inc. 22,442 860
Heritage Financial Corp. 29,131 859
Gladstone Commercial Corp. 37,966 846
First Potomac Realty Trust 75,837 845
Republic Bancorp Inc. Class A 21,600 840
OceanFirst Financial Corp. 30,546 840
Bar Harbor Bankshares 26,556 833
Maiden Holdings Ltd. 103,342 822
Dynex Capital Inc. 112,992 821
BankFinancial Corp. 51,623 820
* Nationstar Mortgage Holdings Inc. 43,848 814
* EZCORP Inc. Class A 85,614 813
* Cowen Inc. Class A 44,832 798
State National Cos. Inc. 37,954 797
Bank of Marin Bancorp 11,573 793
* Global Indemnity Ltd. 18,571 787
Live Oak Bancshares Inc. 33,252 780
* Triumph Bancorp Inc. 23,568 760
OFG Bancorp 81,422 745
* Veritex Holdings Inc. 27,195 733
Community Healthcare Trust Inc. 26,903 725
Consolidated-Tomoka Land Co. 12,053 724

 

 

  Greenhill & Co. Inc. 43,271 718
* eHealth Inc. 29,706 710
  CatchMark Timber Trust Inc. Class A 55,418 699
  Capital City Bank Group Inc. 28,755 690
* INTL. FCStone Inc. 17,562 673
  AG Mortgage Investment Trust Inc. 34,494 664
  TriCo Bancshares 16,222 661
* Enova International Inc. 49,086 660
* Green Bancorp Inc. 27,897 660
  Horizon Bancorp 22,350 652
* PICO Holdings Inc. 38,623 645
^ Arlington Asset Investment Corp. Class A 50,189 639
  UMH Properties Inc. 41,059 638
  Whitestone REIT 48,367 631
  Century Bancorp Inc. Class A 7,867 630
  Stock Yards Bancorp Inc. 16,419 624
* Opus Bank 25,973 623
* World Acceptance Corp. 7,474 620
  Mercantile Bank Corp. 17,602 614
  CorEnergy Infrastructure Trust Inc. 17,225 609
  ESSA Bancorp Inc. 38,578 606
* FB Financial Corp. 16,038 605
* Bancorp Inc. 73,119 605
* MoneyGram International Inc. 36,823 593
  NexPoint Residential Trust Inc. 24,948 592
  Peapack Gladstone Financial Corp. 17,397 587
  RMR Group Inc. Class A 11,403 586
^ Orchid Island Capital Inc. 57,303 584
  Pacific Continental Corp. 21,629 583
  Ashford Hospitality Prime Inc. 60,647 576
  Marlin Business Services Corp. 20,013 575
* National Commerce Corp. 13,377 573
  People's Utah Bancorp 17,422 565
  HCI Group Inc. 14,582 558
* First Foundation Inc. 31,060 556
*,^ Republic First Bancorp Inc. 60,055 556
  United Insurance Holdings Corp. 34,051 555
*,^ Citizens Inc. Class A 75,440 554
  Westwood Holdings Group Inc. 8,230 554
  Baldwin & Lyons Inc. 24,477 552
* Franklin Financial Network Inc. 15,045 536
  C&F Financial Corp. 9,695 533
  Ladenburg Thalmann Financial Services Inc. 181,479 523
  Midland States Bancorp Inc. 16,396 519
  Carolina Financial Corp. 14,283 512
* Marcus & Millichap Inc. 18,973 512
* Atlantic Capital Bancshares Inc. 27,760 504
*,^ Ocwen Financial Corp. 146,188 503
  Charter Financial Corp. 26,866 498
  City Office REIT Inc. 36,051 496
* Nicolet Bankshares Inc. 8,587 494
  Donegal Group Inc. Class A 30,587 493
  Park Sterling Corp. 39,440 490
* BSB Bancorp Inc. 16,346 490
  QCR Holdings Inc. 10,716 488
* TriState Capital Holdings Inc. 21,203 486
  CNB Financial Corp. 17,659 482

 

 

  EMC Insurance Group Inc. 17,112 482
  Waterstone Financial Inc. 24,492 478
*,^ Altisource Portfolio Solutions SA 18,379 475
  BBX Capital Corp. Class A 63,981 472
  Western Asset Mortgage Capital Corp. 44,681 468
* Allegiance Bancshares Inc. 12,557 462
* PennyMac Financial Services Inc. Class A 25,932 462
  Associated Capital Group Inc. Class A 12,569 449
  Farmers National Banc Corp. 29,478 444
  State Auto Financial Corp. 16,780 440
  NewStar Financial Inc. 37,235 437
  Resource Capital Corp. 40,393 435
  MedEquities Realty Trust Inc. 37,054 435
* FRP Holdings Inc. 9,592 434
  Investors Title Co. 2,416 433
* Atlas Financial Holdings Inc. 22,569 427
  Old Second Bancorp Inc. 31,609 425
  First Connecticut Bancorp Inc. 15,736 421
  Bank of Commerce Holdings 36,447 419
  GAIN Capital Holdings Inc. 65,128 416
2 Winthrop Realty Trust 55,387 415
* HomeTrust Bancshares Inc. 15,787 405
  First Internet Bancorp 12,411 401
* Equity Bancshares Inc. Class A 11,234 400
  Peoples Bancorp Inc. 11,894 400
^ Jernigan Capital Inc. 19,205 395
^ Heritage Insurance Holdings Inc. 29,867 395
^ Farmers & Merchants Bancorp Inc. 10,760 392
  WashingtonFirst Bankshares Inc. 10,618 378
  Western New England Bancorp Inc. 34,454 376
  MidWestOne Financial Group Inc. 11,026 372
  Heritage Commerce Corp. 26,134 372
^ Farmland Partners Inc. 41,090 371
  GAMCO Investors Inc. Class A 12,229 364
  Southwest Bancorp Inc. 13,085 360
  Sutherland Asset Management Corp. 22,935 360
*,^ AV Homes Inc. 20,912 359
  National Bankshares Inc. 7,905 355
  Independent Bank Corp. 15,593 353
* PCSB Financial Corp. 18,403 347
  Southern National Bancorp of Virginia Inc. 20,356 346
  Bluerock Residential Growth REIT Inc. Class A 30,936 342
  One Liberty Properties Inc. 13,891 338
  First Mid-Illinois Bancshares Inc. 8,539 328
* Tejon Ranch Co. 15,279 322
  Home Bancorp Inc. 7,271 304
  First Financial Corp. 6,356 303
* On Deck Capital Inc. 64,768 302
  Old Line Bancshares Inc. 10,580 296
  KKR Real Estate Finance Trust Inc. 13,999 295
  United Community Financial Corp. 30,678 295
  Clifton Bancorp Inc. 17,235 288
  Citizens & Northern Corp. 11,534 283
  Central Valley Community Bancorp 12,691 283
  Ellington Residential Mortgage REIT 18,917 275
  Federated National Holding Co. 17,478 273
*,^ Health Insurance Innovations Inc. Class A 18,703 271

 

 

^ Global Medical REIT Inc. 29,211 262
Bankwell Financial Group Inc. 7,024 259
West Bancorporation Inc. 10,521 257
First Bancorp Inc. 8,424 255
First Financial Northwest Inc. 14,812 252
Financial Institutions Inc. 8,729 251
Reis Inc. 13,938 251
Southern Missouri Bancorp Inc. 6,861 250
MutualFirst Financial Inc. 6,484 249
Xenith Bankshares Inc. 7,651 249
Premier Financial Bancorp Inc. 11,291 246
Stratus Properties Inc. 8,087 245
* HarborOne Bancorp Inc. 13,003 245
* Safeguard Scientifics Inc. 17,824 238
Farmers Capital Bank Corp. 5,595 235
BCB Bancorp Inc. 16,700 233
Bear State Financial Inc. 22,550 231
FNB Bancorp 6,793 230
Northrim BanCorp Inc. 6,516 228
* Southern First Bancshares Inc. 6,250 227
Guaranty Bancshares Inc. 7,086 227
* Regional Management Corp. 9,350 226
Pzena Investment Management Inc. Class A 20,734 226
* Redfin Corp. 8,924 224
Hingham Institution for Savings 1,166 222
* Bank of Princeton 6,934 222
Timberland Bancorp Inc. 6,966 218
Orrstown Financial Services Inc. 8,735 218
* TPG RE Finance Trust Inc. 10,999 217
FS Bancorp Inc. 4,145 214
MidSouth Bancorp Inc. 17,550 211
* Impac Mortgage Holdings Inc. 15,976 209
Gladstone Land Corp. 15,225 207
* Trinity Place Holdings Inc. 29,400 206
County Bancorp Inc. 6,707 202
* Anchor Bancorp Inc. 8,142 202
First Bancshares Inc. 6,589 199
First South Bancorp Inc. 10,694 198
MBT Financial Corp. 17,757 194
Peoples Bancorp of North Carolina Inc. 5,444 194
* Paragon Commercial Corp. 3,421 193
* Ashford Inc. 3,178 193
* Consumer Portfolio Services Inc. 41,851 191
* Community Bankers Trust Corp. 20,507 189
Cherry Hill Mortgage Investment Corp. 10,392 188
* Sunshine Bancorp Inc. 7,967 185
Clipper Realty Inc. 17,277 185
Summit Financial Group Inc. 7,131 183
LCNB Corp. 8,660 181
* Maui Land & Pineapple Co. Inc. 12,826 179
Investar Holding Corp. 7,382 178
* ASB Bancorp Inc. 3,933 177
Civista Bancshares Inc. 7,813 175
Fidelity & Guaranty Life 5,600 174
Territorial Bancorp Inc. 5,409 171
Commerce Union Bancshares Inc. 7,325 170
* Pacific Mercantile Bancorp 18,332 168

 

 

Riverview Bancorp Inc. 19,829 167
Shore Bancshares Inc. 9,877 164
* NI Holdings Inc. 9,094 163
^ Wheeler REIT Inc. 13,699 158
Safety Income and Growth Inc. 8,480 158
Middlefield Banc Corp. 3,371 155
Hamilton Lane Inc. Class A 5,743 154
Peoples Financial Services Corp. 3,154 151
Community Financial Corp. 4,225 149
ACNB Corp. 5,366 149
Kingstone Cos. Inc. 9,063 148
Codorus Valley Bancorp Inc. 4,748 146
Penns Woods Bancorp Inc. 3,095 144
First Guaranty Bancshares Inc. 5,337 144
US Global Investors Inc. Class A 67,397 144
Oppenheimer Holdings Inc. Class A 8,231 143
Chemung Financial Corp. 2,866 135
Granite Point Mortgage Trust Inc. 6,810 128
First Bank 9,436 126
Owens Realty Mortgage Inc. 6,865 125
DNB Financial Corp. 3,536 124
* WMIH Corp. 128,540 122
* Altisource Asset Management Corp. 1,486 119
Tiptree Financial Inc. Class A 19,060 119
* Hallmark Financial Services Inc. 9,970 116
American River Bankshares 8,250 116
Unity Bancorp Inc. 5,832 115
Griffin Industrial Realty Inc. 3,138 114
Old Point Financial Corp. 3,388 110
Two River Bancorp 5,385 107
1st Constitution Bancorp 5,854 106
First Business Financial Services Inc. 4,664 106
Innovative Industrial Properties Inc. 5,665 106
* Select Bancorp Inc. 8,982 105
Greene County Bancorp Inc. 3,463 104
Union Bankshares Inc. 2,105 102
Northeast Bancorp 3,877 101
* First Northwest Bancorp 5,898 101
* Intersections Inc. 29,837 101
Sun Bancorp Inc. 4,009 100
Bank of the James Financial Group Inc. 6,570 95
Sotherly Hotels Inc. 16,065 95
* Atlantic Coast Financial Corp. 10,698 94
Wolverine Bancorp Inc. 2,124 91
* Aspen Group Inc. 14,384 90
* Bancorp of New Jersey Inc. 4,942 90
* Malvern Bancorp Inc. 3,320 89
Sussex Bancorp 3,713 88
* First Acceptance Corp. 79,063 85
* Royal Bancshares of Pennsylvania Inc. 18,952 85
* Provident Bancorp Inc. 3,560 82
Independence Holding Co. 3,224 81
* Performant Financial Corp. 42,864 78
CB Financial Services Inc. 2,560 76
Evans Bancorp Inc. 1,680 73
Provident Financial Holdings Inc. 3,696 72
First Savings Financial Group Inc. 1,315 70

 

 

* SmartFinancial Inc. 2,888 69
  Plumas Bancorp 3,227 67
  Manhattan Bridge Capital Inc. 11,513 67
* Capstar Financial Holdings Inc. 3,168 62
  Five Oaks Investment Corp. 13,706 61
  Federal Agricultural Mortgage Corp. Class A 821 61
  SI Financial Group Inc. 4,008 60
  California First National Bancorp 3,223 58
  Global Self Storage Inc. 11,862 56
  Parke Bancorp Inc. 2,529 56
  Macatawa Bank Corp. 4,802 49
* Bay Bancorp Inc. 4,284 49
  HopFed Bancorp Inc. 3,323 48
  Enterprise Bancorp Inc. 1,270 46
*,^ Cohen & Co. Inc. 3,964 44
  PB Bancorp Inc. 4,217 44
  Atlantic American Corp. 13,880 44
*,^ Walter Investment Management Corp. 58,239 34
  Mackinac Financial Corp. 2,007 31
  First US Bancshares Inc. 2,669 31
  RAIT Financial Trust 41,189 30
  Fifth Street Asset Management Inc. 7,660 30
* Conifer Holdings Inc. 4,822 29
* Coastway Bancorp Inc. 1,443 29
  MSB Financial Corp. 1,554 28
  Blue Capital Reinsurance Holdings Ltd. 1,567 26
* RBB Bancorp 1,031 24
* Asta Funding Inc. 2,806 21
  Prudential Bancorp Inc. 1,100 20
  Eagle Bancorp Montana Inc. 1,015 19
* Randolph Bancorp Inc. 1,217 19
  Manning & Napier Inc. 4,280 17
* Entegra Financial Corp. 547 14
  Medley Management Inc. Class A 2,078 13
* Severn Bancorp Inc. 1,641 11
  WVS Financial Corp. 623 10
* Jason Industries Inc. 2,757 4
  Pathfinder Bancorp Inc. 234 4
  AmeriServ Financial Inc. 887 4
  United Bancorp Inc. 197 2
  Porter Bancorp Inc. 131 2
* FlexShopper Inc. 250 1
  Bancorp 34 Inc. 87 1
* National Holdings Corp. 454 1
* Equitable Financial Corp. 68 1
      8,551,400
Health Care (13.2%)    
  Johnson & Johnson 4,302,328 559,346
  Pfizer Inc. 9,536,099 340,439
  UnitedHealth Group Inc. 1,548,228 303,220
  Merck & Co. Inc. 4,374,692 280,112
  AbbVie Inc. 2,556,904 227,206
  Amgen Inc. 1,171,244 218,378
* Celgene Corp. 1,257,565 183,378
  Gilead Sciences Inc. 2,094,720 169,714
  Medtronic plc 2,178,010 169,384
  Bristol-Myers Squibb Co. 2,633,480 167,858

 

 

Abbott Laboratories 2,789,797 148,864
Eli Lilly & Co. 1,593,363 136,296
Thermo Fisher Scientific Inc. 642,168 121,498
Allergan plc 536,742 110,005
* Biogen Inc. 340,394 106,584
Aetna Inc. 532,931 84,741
Anthem Inc. 421,768 80,085
Cigna Corp. 405,069 75,724
Becton Dickinson and Co. 365,588 71,637
Stryker Corp. 481,849 68,432
* Boston Scientific Corp. 2,215,165 64,616
* Intuitive Surgical Inc. 59,902 62,650
* Vertex Pharmaceuticals Inc. 406,056 61,737
* Express Scripts Holding Co. 930,304 58,907
* Regeneron Pharmaceuticals Inc. 127,181 56,865
Humana Inc. 232,151 56,559
Zoetis Inc. 788,659 50,285
Baxter International Inc. 788,991 49,509
* Alexion Pharmaceuticals Inc. 341,276 47,878
* Illumina Inc. 235,486 46,909
Zimmer Biomet Holdings Inc. 326,643 38,247
CR Bard Inc. 116,717 37,408
* Edwards Lifesciences Corp. 340,793 37,252
* HCA Healthcare Inc. 464,008 36,930
* Incyte Corp. 282,732 33,006
* BioMarin Pharmaceutical Inc. 286,633 26,677
* Mylan NV 824,604 25,868
* Centene Corp. 265,153 25,659
* Laboratory Corp. of America Holdings 163,608 24,700
* Quintiles IMS Holdings Inc. 239,479 22,767
Dentsply Sirona Inc. 366,585 21,925
* IDEXX Laboratories Inc. 140,835 21,898
* Waters Corp. 121,489 21,810
* Align Technology Inc. 115,546 21,523
* Henry Schein Inc. 253,856 20,814
Quest Diagnostics Inc. 218,772 20,486
Cooper Cos. Inc. 78,255 18,555
Perrigo Co. plc 216,711 18,345
ResMed Inc. 226,585 17,438
Teleflex Inc. 71,947 17,409
* Hologic Inc. 447,727 16,427
Universal Health Services Inc. Class B 142,124 15,767
* Alnylam Pharmaceuticals Inc. 131,352 15,433
* Varian Medical Systems Inc. 147,147 14,724
* DaVita Inc. 246,489 14,639
* Kite Pharma Inc. 77,481 13,932
* Jazz Pharmaceuticals plc 91,193 13,337
* Alkermes plc 244,735 12,442
* WellCare Health Plans Inc. 71,248 12,236
STERIS plc 135,872 12,011
* ABIOMED Inc. 68,590 11,564
West Pharmaceutical Services Inc. 117,761 11,336
* Exelixis Inc. 467,318 11,323
* Ionis Pharmaceuticals Inc. 198,212 10,049
* Bluebird Bio Inc. 72,383 9,942
* Bioverativ Inc. 173,029 9,875
* Exact Sciences Corp. 189,390 8,924

 

 

* Envision Healthcare Corp. 197,456 8,876
* Neurocrine Biosciences Inc. 140,846 8,631
* Catalent Inc. 211,606 8,447
* Charles River Laboratories International Inc. 76,118 8,222
* Seattle Genetics Inc. 148,586 8,085
  Hill-Rom Holdings Inc. 105,361 7,797
* TESARO Inc. 60,239 7,777
* United Therapeutics Corp. 66,304 7,770
* Bio-Rad Laboratories Inc. Class A 33,332 7,407
* PAREXEL International Corp. 83,146 7,323
  Bio-Techne Corp. 59,654 7,212
  HealthSouth Corp. 153,345 7,108
* Alere Inc. 139,012 7,088
*,^ DexCom Inc. 138,124 6,758
* MEDNAX Inc. 148,943 6,422
* Masimo Corp. 74,142 6,418
* INC Research Holdings Inc. Class A 121,703 6,365
*,^ Acadia Healthcare Co. Inc. 130,927 6,253
* PRA Health Sciences Inc. 80,059 6,098
* Clovis Oncology Inc. 73,707 6,073
* Juno Therapeutics Inc. 134,404 6,029
* Puma Biotechnology Inc. 50,307 6,024
  Healthcare Services Group Inc. 110,954 5,988
* Nektar Therapeutics Class A 248,341 5,960
*,^ ACADIA Pharmaceuticals Inc. 156,065 5,879
* Mallinckrodt plc 155,061 5,795
* FibroGen Inc. 107,368 5,776
* Portola Pharmaceuticals Inc. 102,043 5,513
  Cantel Medical Corp. 56,685 5,338
  Patterson Cos. Inc. 132,073 5,105
* Insulet Corp. 92,554 5,098
  Bruker Corp. 166,272 4,947
* Integra LifeSciences Holdings Corp. 96,926 4,893
* Molina Healthcare Inc. 68,547 4,713
* Akorn Inc. 139,745 4,638
* VWR Corp. 136,791 4,529
* NuVasive Inc. 81,100 4,498
* Neogen Corp. 58,045 4,496
* ICU Medical Inc. 23,804 4,424
* Sarepta Therapeutics Inc. 97,257 4,412
* Agios Pharmaceuticals Inc. 65,667 4,383
*,^ Spark Therapeutics Inc. 48,560 4,330
* Prestige Brands Holdings Inc. 84,673 4,241
* Wright Medical Group NV 163,883 4,240
* Ligand Pharmaceuticals Inc. 30,310 4,127
* Penumbra Inc. 44,585 4,026
* Myriad Genetics Inc. 110,815 4,009
* Array BioPharma Inc. 324,829 3,995
* Medicines Co. 106,392 3,941
*,^ Amicus Therapeutics Inc. 258,688 3,901
* Haemonetics Corp. 84,084 3,773
* LifePoint Health Inc. 64,537 3,737
* Insmed Inc. 119,026 3,715
*,^ OPKO Health Inc. 538,402 3,693
* Nevro Corp. 39,982 3,634
* Halyard Health Inc. 75,039 3,379
* Ironwood Pharmaceuticals Inc. Class A 214,221 3,378

 

 

* Sage Therapeutics Inc. 53,791 3,351
* Blueprint Medicines Corp. 47,712 3,324
* Horizon Pharma plc 260,572 3,304
* Magellan Health Inc. 38,154 3,293
* Globus Medical Inc. 110,005 3,269
* Halozyme Therapeutics Inc. 187,394 3,255
* Ultragenyx Pharmaceutical Inc. 61,073 3,253
* Loxo Oncology Inc. 34,935 3,218
* Merit Medical Systems Inc. 75,820 3,211
* Brookdale Senior Living Inc. 298,652 3,166
* Select Medical Holdings Corp. 163,065 3,131
* Supernus Pharmaceuticals Inc. 76,584 3,063
* Corcept Therapeutics Inc. 154,832 2,988
* Avexis Inc. 30,263 2,927
* Omnicell Inc. 56,484 2,883
  Owens & Minor Inc. 97,905 2,859
* NxStage Medical Inc. 102,705 2,835
* Aerie Pharmaceuticals Inc. 57,482 2,794
* Endo International plc 321,711 2,755
* Amedisys Inc. 48,815 2,732
* HMS Holdings Corp. 133,673 2,655
*,^ Tenet Healthcare Corp. 159,255 2,617
* Tivity Health Inc. 62,129 2,535
* Radius Health Inc. 62,421 2,406
* Impax Laboratories Inc. 118,333 2,402
  CONMED Corp. 45,534 2,389
* Inogen Inc. 25,003 2,378
* Immunomedics Inc. 170,054 2,377
* Repligen Corp. 60,071 2,302
* Pacira Pharmaceuticals Inc. 61,293 2,302
* Acceleron Pharma Inc. 59,779 2,231
* Emergent BioSolutions Inc. 55,000 2,225
* Momenta Pharmaceuticals Inc. 120,112 2,222
* Teladoc Inc. 66,666 2,210
* Theravance Biopharma Inc. 62,932 2,155
* Novocure Ltd. 105,613 2,096
*,^ Dynavax Technologies Corp. 94,398 2,030
* Varex Imaging Corp. 59,382 2,009
* Natus Medical Inc. 52,949 1,986
* Sangamo Therapeutics Inc. 132,351 1,985
* OraSure Technologies Inc. 87,623 1,972
* Global Blood Therapeutics Inc. 61,886 1,922
* Quidel Corp. 43,483 1,907
* MiMedx Group Inc. 158,583 1,884
  Analogic Corp. 22,408 1,877
* Innoviva Inc. 128,225 1,811
* Acorda Therapeutics Inc. 75,567 1,787
*,^ Intrexon Corp. 93,029 1,768
* LHC Group Inc. 24,529 1,740
* Five Prime Therapeutics Inc. 42,333 1,732
  Abaxis Inc. 38,694 1,728
  Atrion Corp. 2,552 1,715
* BioTelemetry Inc. 50,927 1,681
* Spectrum Pharmaceuticals Inc. 116,518 1,639
* Arena Pharmaceuticals Inc. 63,825 1,628
  Ensign Group Inc. 70,852 1,601
*,^ Intercept Pharmaceuticals Inc. 27,390 1,590

 

 

* Esperion Therapeutics Inc. 31,239 1,566
* MyoKardia Inc. 36,358 1,558
* Cardiovascular Systems Inc. 55,298 1,557
* Anika Therapeutics Inc. 26,528 1,539
*,^ Omeros Corp. 70,786 1,530
* Epizyme Inc. 76,361 1,455
* Retrophin Inc. 58,017 1,444
* REGENXBIO Inc. 43,642 1,438
* Xencor Inc. 60,923 1,396
*,^ TherapeuticsMD Inc. 263,302 1,393
* Aimmune Therapeutics Inc. 55,758 1,382
* Dermira Inc. 50,393 1,361
*,^ Community Health Systems Inc. 175,808 1,350
* Intersect ENT Inc. 42,897 1,336
* K2M Group Holdings Inc. 62,072 1,317
* Alder Biopharmaceuticals Inc. 104,539 1,281
* AtriCure Inc. 56,977 1,275
* Almost Family Inc. 23,300 1,251
* CryoLife Inc. 55,011 1,249
* iRhythm Technologies Inc. 24,028 1,247
*,^ Zogenix Inc. 35,507 1,245
* PTC Therapeutics Inc. 61,989 1,240
* PharMerica Corp. 42,306 1,240
*,^ ZIOPHARM Oncology Inc. 200,575 1,232
* Akebia Therapeutics Inc. 61,705 1,214
* Enanta Pharmaceuticals Inc. 25,888 1,212
*,^ Eagle Pharmaceuticals Inc. 20,059 1,196
* Orthofix International NV 25,303 1,196
* AngioDynamics Inc. 68,412 1,169
* Heron Therapeutics Inc. 71,658 1,157
* Glaukos Corp. 34,748 1,147
* Genomic Health Inc. 35,606 1,143
* NeoGenomics Inc. 101,529 1,130
* Vanda Pharmaceuticals Inc. 62,445 1,118
* ImmunoGen Inc. 145,134 1,110
  Luminex Corp. 54,378 1,105
*,^ Aclaris Therapeutics Inc. 42,529 1,098
* Editas Medicine Inc. 45,636 1,096
* CorVel Corp. 19,928 1,084
* Cytokinetics Inc. 74,513 1,080
*,^ Intra-Cellular Therapies Inc. Class A 68,139 1,075
* MacroGenics Inc. 58,105 1,074
* AMAG Pharmaceuticals Inc. 57,976 1,070
* Amphastar Pharmaceuticals Inc. 59,549 1,064
*,^ Keryx Biopharmaceuticals Inc. 149,610 1,062
*,^ Accelerate Diagnostics Inc. 46,889 1,053
  US Physical Therapy Inc. 16,711 1,027
* Lantheus Holdings Inc. 55,304 984
*,^ Foundation Medicine Inc. 24,395 981
* Revance Therapeutics Inc. 34,968 963
* La Jolla Pharmaceutical Co. 27,652 962
*,^ Synergy Pharmaceuticals Inc. 330,857 959
*,^ Lannett Co. Inc. 51,813 956
*,^ Flexion Therapeutics Inc. 39,424 953
* Tactile Systems Technology Inc. 30,363 940
* SciClone Pharmaceuticals Inc. 83,687 937
*,^ Achaogen Inc. 58,583 934

 

 

* Lexicon Pharmaceuticals Inc. 75,223 924
* Inovio Pharmaceuticals Inc. 145,304 921
* Ignyta Inc. 74,379 919
* HealthStream Inc. 39,254 917
* Cutera Inc. 22,127 915
*,^ TG Therapeutics Inc. 75,508 895
* Heska Corp. 10,072 887
  Invacare Corp. 56,091 883
  Kindred Healthcare Inc. 129,330 879
* Achillion Pharmaceuticals Inc. 195,060 876
* Paratek Pharmaceuticals Inc. 34,225 859
* Pacific Biosciences of California Inc. 161,994 850
* PDL BioPharma Inc. 243,265 825
  Meridian Bioscience Inc. 57,623 824
  LeMaitre Vascular Inc. 21,984 823
* Enzo Biochem Inc. 78,444 821
* Triple-S Management Corp. Class B 34,096 807
* Assembly Biosciences Inc. 23,112 807
* BioCryst Pharmaceuticals Inc. 153,103 802
* Antares Pharma Inc. 247,378 801
* Coherus Biosciences Inc. 59,916 800
* AxoGen Inc. 41,296 799
* Iovance Biotherapeutics Inc. 100,989 783
* Progenics Pharmaceuticals Inc. 106,257 782
* ANI Pharmaceuticals Inc. 14,645 769
* GenMark Diagnostics Inc. 79,100 762
* ChemoCentryx Inc. 101,512 753
* Exactech Inc. 22,828 752
* CytomX Therapeutics Inc. 40,360 733
* Audentes Therapeutics Inc. 25,808 723
* Karyopharm Therapeutics Inc. 64,503 708
*,^ Abeona Therapeutics Inc. 39,565 675
*,^ AVEO Pharmaceuticals Inc. 182,366 666
  National HealthCare Corp. 10,392 650
* AnaptysBio Inc. 18,414 644
* Natera Inc. 49,561 639
*,^ Calithera Biosciences Inc. 40,513 638
* Aduro Biotech Inc. 58,693 625
*,^ Rockwell Medical Inc. 72,976 625
*,^ Geron Corp. 286,050 624
*,^ Adamas Pharmaceuticals Inc. 29,193 618
* Accuray Inc. 153,706 615
* RadNet Inc. 52,951 612
* Reata Pharmaceuticals Inc. Class A 19,508 607
* Agenus Inc. 129,157 570
* Atara Biotherapeutics Inc. 34,338 568
* Invitae Corp. 59,984 562
*,^ BioScrip Inc. 202,624 557
* Capital Senior Living Corp. 44,313 556
* Depomed Inc. 95,471 553
*,^ Cara Therapeutics Inc. 40,234 551
*,^ Bellicum Pharmaceuticals Inc. 47,386 547
* Sucampo Pharmaceuticals Inc. Class A 45,994 543
* Endologix Inc. 120,469 537
* STAAR Surgical Co. 42,792 533
* BioSpecifics Technologies Corp. 11,396 530
* Addus HomeCare Corp. 14,999 529

 

 

* Cerus Corp. 190,629 520
* Cymabay Therapeutics Inc. 64,414 519
* Celldex Therapeutics Inc. 181,267 518
* Idera Pharmaceuticals Inc. 229,955 513
* Tetraphase Pharmaceuticals Inc. 74,832 512
* NanoString Technologies Inc. 31,169 504
*,^ Teligent Inc. 73,976 496
* Novavax Inc. 434,798 496
* Curis Inc. 330,318 492
* Seres Therapeutics Inc. 30,655 492
* Concert Pharmaceuticals Inc. 33,187 489
* Surmodics Inc. 15,789 489
* Rigel Pharmaceuticals Inc. 191,000 485
* Akcea Therapeutics Inc. 17,231 477
*,^ Corbus Pharmaceuticals Holdings Inc. 65,306 467
* Voyager Therapeutics Inc. 22,375 461
* Corium International Inc. 41,266 457
* Kura Oncology Inc. 30,531 456
* Arrowhead Pharmaceuticals Inc. 104,032 450
*,^ Insys Therapeutics Inc. 49,778 442
* Durect Corp. 245,877 435
* Selecta Biosciences Inc. 23,823 435
* BioTime Inc. 149,183 424
* Entellus Medical Inc. 22,916 423
* R1 RCM Inc. 109,232 405
* Athersys Inc. 193,905 399
* GlycoMimetics Inc. 28,441 398
* Jounce Therapeutics Inc. 24,882 388
* Stemline Therapeutics Inc. 34,593 384
*,^ Senseonics Holdings Inc. 118,523 378
*,^ Organovo Holdings Inc. 166,132 369
* NewLink Genetics Corp. 35,936 366
* Chimerix Inc. 68,906 362
* Minerva Neurosciences Inc. 47,596 362
* Aratana Therapeutics Inc. 58,776 360
* Intellia Therapeutics Inc. 14,279 355
* Collegium Pharmaceutical Inc. 33,556 352
*,^ Kadmon Holdings Inc. 105,038 352
* Medpace Holdings Inc. 10,591 338
* Mirati Therapeutics Inc. 28,400 332
* Syros Pharmaceuticals Inc. 22,419 330
* Ardelyx Inc. 58,707 329
* Catalyst Pharmaceuticals Inc. 130,153 328
* Madrigal Pharmaceuticals Inc. 7,230 325
* Sientra Inc. 19,622 302
  Utah Medical Products Inc. 4,064 299
* Surgery Partners Inc. 28,735 297
* Vericel Corp. 49,399 296
* Kindred Biosciences Inc. 37,706 296
*,^ MannKind Corp. 134,589 292
* BioDelivery Sciences International Inc. 97,485 288
* Cascadian Therapeutics Inc. 70,257 287
* Edge Therapeutics Inc. 26,661 286
* Neos Therapeutics Inc. 30,902 283
*,^ Advaxis Inc. 67,454 282
*,^ AcelRx Pharmaceuticals Inc. 60,947 280
* Merrimack Pharmaceuticals Inc. 19,124 278

 

 

* Civitas Solutions Inc. 14,700 271
*,^ Adamis Pharmaceuticals Corp. 51,619 270
* Syndax Pharmaceuticals Inc. 22,773 266
* Cempra Inc. 81,608 265
* PetIQ Inc. 9,663 262
* Veracyte Inc. 28,822 253
* Clearside Biomedical Inc. 28,477 249
*,^ Anavex Life Sciences Corp. 59,729 247
* Fortress Biotech Inc. 55,768 246
* Verastem Inc. 52,022 244
*,^ CytoSorbents Corp. 39,372 244
* Corindus Vascular Robotics Inc. 160,288 244
* MediciNova Inc. 38,088 243
* Molecular Templates Inc. 34,362 239
* Quorum Health Corp. 46,058 239
* FONAR Corp. 7,627 233
* Savara Inc. 24,789 232
* RTI Surgical Inc. 50,534 230
* American Renal Associates Holdings Inc. 15,080 226
* Kala Pharmaceuticals Inc. 9,879 226
* Protagonist Therapeutics Inc. 12,627 223
* Immune Design Corp. 21,347 221
* Conatus Pharmaceuticals Inc. 39,393 216
* Adverum Biotechnologies Inc. 58,394 213
* ConforMIS Inc. 60,399 213
* ViewRay Inc. 36,733 212
* Vital Therapies Inc. 41,508 210
* Dicerna Pharmaceuticals Inc. 35,621 205
* Recro Pharma Inc. 22,730 204
* Corvus Pharmaceuticals Inc. 12,762 203
* AAC Holdings Inc. 20,461 203
* Fate Therapeutics Inc. 51,200 203
*,^ Ocular Therapeutix Inc. 32,143 199
* Peregrine Pharmaceuticals Inc. 62,088 195
* NantKwest Inc. 35,444 194
* Fluidigm Corp. 38,006 192
* SeaSpine Holdings Corp. 16,794 188
* Invuity Inc. 20,924 186
* XOMA Corp. 9,419 185
*,^ Synthetic Biologics Inc. 197,979 185
* Alpine Immune Sciences Inc. 15,920 185
* Alimera Sciences Inc. 132,811 179
* CTI BioPharma Corp. 55,680 178
* Tocagen Inc. 14,100 176
  Digirad Corp. 50,710 175
*,^ Dova Pharmaceuticals Inc. 7,199 175
* Harvard Bioscience Inc. 45,022 169
* Asterias Biotherapeutics Inc. 48,913 166
* OncoMed Pharmaceuticals Inc. 36,557 165
* MEI Pharma Inc. 61,287 164
* ArQule Inc. 144,161 160
* Cumberland Pharmaceuticals Inc. 22,400 158
* Trevena Inc. 61,687 157
* Cidara Therapeutics Inc. 19,104 155
* Bovie Medical Corp. 45,545 154
* Juniper Pharmaceuticals Inc. 33,510 152
* Palatin Technologies Inc. 229,389 152

 

 

* Aldeyra Therapeutics Inc. 20,614 148
* Spring Bank Pharmaceuticals Inc. 8,729 147
* Marinus Pharmaceuticals Inc. 24,992 147
* Calyxt Inc. 5,985 147
* Ophthotech Corp. 51,069 144
* Otonomy Inc. 42,305 137
*,^ XBiotech Inc. 30,917 135
*,^ Zynerba Pharmaceuticals Inc. 16,129 135
* Deciphera Pharmaceuticals Inc. 7,000 133
*,^ T2 Biosystems Inc. 30,800 129
*,^ Ampio Pharmaceuticals Inc. 211,096 129
* Mersana Therapeutics Inc. 7,319 127
* G1 Therapeutics Inc. 5,066 126
* Endocyte Inc. 89,055 126
*,^ KalVista Pharmaceuticals Inc. 18,626 124
* Agile Therapeutics Inc. 26,778 119
* NantHealth Inc. 27,254 112
*,^ Regulus Therapeutics Inc. 88,514 111
* Sienna Biopharmaceuticals Inc. 4,909 109
* Infinity Pharmaceuticals Inc. 82,003 109
* Oncocyte Corp. 14,374 109
  Psychemedics Corp. 5,861 108
* Cogentix Medical Inc. 41,986 107
* Applied Genetic Technologies Corp. 26,390 104
*,^ Novan Inc. 18,551 104
* Sorrento Therapeutics Inc. 60,700 103
* Zafgen Inc. 29,236 103
* Electromed Inc. 13,997 102
* VIVUS Inc. 103,052 102
* Histogenics Corp. 51,282 102
* Ra Pharmaceuticals Inc. 6,825 100
* Versartis Inc. 39,376 96
*,^ ContraVir Pharmaceuticals Inc. 184,408 96
*,^ Sophiris Bio Inc. 44,768 96
* Egalet Corp. 72,992 93
* Aevi Genomic Medicine Inc. 73,162 92
* Alphatec Holdings Inc. 39,700 90
* Aptevo Therapeutics Inc. 38,844 89
* Sunesis Pharmaceuticals Inc. 45,662 89
* AzurRx BioPharma Inc. 21,962 88
* Ohr Pharmaceutical Inc. 120,454 87
* IRIDEX Corp. 9,137 86
* Galectin Therapeutics Inc. 40,091 85
* BrainStorm Cell Therapeutics Inc. 20,475 84
*,^ Cancer Genetics Inc. 31,225 84
* KemPharm Inc. 22,782 84
* Second Sight Medical Products Inc. 70,198 84
* Pfenex Inc. 27,644 83
* Fulgent Genetics Inc. 16,903 80
* Wright Medical Group Inc. CVR Exp. 12/31/2049 50,806 80
* pSivida Corp. 65,788 79
*,^ Pulse Biosciences Inc. 3,928 73
* Rexahn Pharmaceuticals Inc. 29,763 72
*,^ Nobilis Health Corp. 47,353 71
* InfuSystem Holdings Inc. 34,480 71
* Vermillion Inc. 38,754 70
* Myomo Inc. 10,964 66

 

 

*,^ Navidea Biopharmaceuticals Inc. 158,410 66
*,^ Obalon Therapeutics Inc. 6,693 64
* Actinium Pharmaceuticals Inc. 106,660 61
* PLx Pharma Inc. 9,435 61
* Chembio Diagnostics Inc. 9,700 60
* Axsome Therapeutics Inc. 10,498 58
*,^ Sensus Healthcare Inc. 11,527 57
*,^ GTx Inc. 6,969 57
*,^ NanoViricides Inc. 49,787 57
* iBio Inc. 177,100 57
* Gemphire Therapeutics Inc. 5,910 56
* vTv Therapeutics Inc. Class A 9,072 54
* Misonix Inc. 5,308 53
* aTyr Pharma Inc. 10,368 52
* Genocea Biosciences Inc. 35,789 52
* ADMA Biologics Inc. 16,162 50
* CASI Pharmaceuticals Inc. 28,104 50
*,^ CytRx Corp. 117,384 48
* Eiger BioPharmaceuticals Inc. 4,210 46
* Biolase Inc. 75,667 46
* SCYNEXIS Inc. 18,659 45
* Viveve Medical Inc. 8,570 45
*,^ Moleculin Biotech Inc. 17,452 42
* Ovid therapeutics Inc. 4,600 39
* OvaScience Inc. 27,700 39
* ContraFect Corp. 35,352 39
*,^ Anthera Pharmaceuticals Inc. 27,078 39
*,^ Orexigen Therapeutics Inc. 17,540 37
* ARCA biopharma Inc. 32,141 35
* Dimension Therapeutics Inc. 5,498 33
*,^ Apricus Biosciences Inc. 18,858 32
* Aeglea BioTherapeutics Inc. 6,600 31
* Five Star Senior Living Inc. 19,810 31
  Pain Therapeutics Inc. 7,306 30
* AdCare Health Systems Inc. 28,860 26
  MGC Diagnostics Corp. 2,800 25
* Genesis Healthcare Inc. 21,297 25
* Sonoma Pharmaceuticals Inc. 4,719 25
* Matinas BioPharma Holdings Inc. 18,580 25
* Catabasis Pharmaceuticals Inc. 10,960 23
* Vical Inc. 9,624 23
* CareDx Inc. 5,610 21
*,^ Presbia plc 4,139 19
* Flex Pharma Inc. 5,140 18
  Diversicare Healthcare Services Inc. 1,413 16
* Chiasma Inc. 6,057 15
* Aileron Therapeutics Inc. 1,117 15
* CorMedix Inc. 23,800 12
*,^ Biocept Inc. 9,361 12
* BioLife Solutions Inc. 1,962 11
* Fibrocell Science Inc. 3,067 9
* CAS Medical Systems Inc. 10,200 9
  Pernix Therapeutics Holdings Inc. 2,881 9
*,^ Alliqua BioMedical Inc. 22,830 8
* Galena Biopharma Inc. 20,884 7
* Caladrius Biosciences Inc. 1,820 7
* Altimmune Inc. 2,182 5

 

 

* Leap Therapeutics Inc. 838 5
*,^ Tandem Diabetes Care Inc. 6,010 4
* Biomerica Inc. 1,300 4
*,^ CEL-SCI Corp. 2,052 3
*,^ Dare Bioscience Inc. 1,040 3
*,^ InVivo Therapeutics Holdings Corp. 2,160 3
*,^ Aethlon Medical Inc. 1,232 2
* Avinger Inc. 4,768 2
* Amedica Corp. 5,027 1
* Cytori Therapeutics Inc. 3,276 1
  Daxor Corp. 161 1
*,^ BioPharmX Corp. 2,553 1
*,^ Argos Therapeutics Inc. 3,850 1
* Aviragen Therapeutics Inc. 917 1
* Hemispherx Biopharma Inc. 895 —
* Milestone Scientific Inc. 200 —
      5,506,544
Industrials (13.2%)    
  General Electric Co. 13,870,321 335,384
  Boeing Co. 899,137 228,570
  3M Co. 953,616 200,164
  Honeywell International Inc. 1,215,136 172,233
  Union Pacific Corp. 1,280,022 148,444
  Accenture plc Class A 991,561 133,930
  United Technologies Corp. 1,150,304 133,527
  United Parcel Service Inc. Class B 1,100,092 132,110
  Lockheed Martin Corp. 391,294 121,415
  Caterpillar Inc. 947,730 118,191
* PayPal Holdings Inc. 1,834,057 117,435
  FedEx Corp. 386,920 87,281
  Raytheon Co. 465,843 86,917
  Danaher Corp. 1,004,276 86,147
  General Dynamics Corp. 409,191 84,121
  Northrop Grumman Corp. 280,021 80,568
  CSX Corp. 1,389,905 75,416
  Automatic Data Processing Inc. 677,708 74,087
  Illinois Tool Works Inc. 467,060 69,106
  Emerson Electric Co. 1,026,674 64,516
  Deere & Co. 512,723 64,393
  Norfolk Southern Corp. 462,201 61,121
  Johnson Controls International plc 1,500,791 60,467
  Waste Management Inc. 706,217 55,276
  Eaton Corp. plc 714,291 54,850
  Fidelity National Information Services Inc. 532,346 49,716
  Sherwin-Williams Co. 134,870 48,289
  TE Connectivity Ltd. 567,429 47,131
* Fiserv Inc. 339,422 43,772
  Cummins Inc. 256,137 43,039
  Amphenol Corp. Class A 493,961 41,809
  PACCAR Inc. 568,329 41,113
  Roper Technologies Inc. 164,555 40,053
  Parker-Hannifin Corp. 212,917 37,265
  Rockwell Automation Inc. 205,858 36,686
  Ingersoll-Rand plc 409,279 36,495
  Fortive Corp. 500,782 35,450
  Rockwell Collins Inc. 260,942 34,108
  Agilent Technologies Inc. 515,172 33,074

 

 

Paychex Inc. 516,881 30,992
Waste Connections Inc. 421,550 29,492
* Mettler-Toledo International Inc. 41,285 25,851
Vulcan Materials Co. 214,317 25,632
Republic Services Inc. Class A 378,386 24,996
AMETEK Inc. 372,646 24,610
L3 Technologies Inc. 126,478 23,832
Ball Corp. 566,764 23,407
WestRock Co. 412,242 23,386
Global Payments Inc. 243,865 23,174
Dover Corp. 248,718 22,730
* FleetCor Technologies Inc. 146,723 22,708
Fastenal Co. 462,512 21,081
* Verisk Analytics Inc. Class A 251,183 20,896
Martin Marietta Materials Inc. 100,369 20,699
Textron Inc. 382,855 20,628
Masco Corp. 510,727 19,923
Cintas Corp. 134,646 19,427
^ TransDigm Group Inc. 74,868 19,140
* United Rentals Inc. 135,192 18,757
* Vantiv Inc. Class A 263,770 18,588
Kansas City Southern 169,496 18,421
Xylem Inc. 287,489 18,005
Pentair plc 262,066 17,810
Total System Services Inc. 264,973 17,356
Packaging Corp. of America 150,537 17,264
Expeditors International of Washington Inc. 288,172 17,250
CH Robinson Worldwide Inc. 225,167 17,135
Alliance Data Systems Corp. 75,526 16,733
Fortune Brands Home & Security Inc. 246,136 16,548
Huntington Ingalls Industries Inc. 72,941 16,517
^ WW Grainger Inc. 89,370 16,064
* Trimble Inc. 404,545 15,878
JB Hunt Transport Services Inc. 140,813 15,642
* CoStar Group Inc. 57,294 15,369
Broadridge Financial Solutions Inc. 187,863 15,183
IDEX Corp. 121,936 14,812
Spirit AeroSystems Holdings Inc. Class A 190,272 14,788
Cognex Corp. 131,729 14,527
AO Smith Corp. 234,745 13,951
Owens Corning 178,979 13,844
Allegion plc 152,335 13,172
* Sensata Technologies Holding NV 273,447 13,145
Sealed Air Corp. 305,191 13,038
* Crown Holdings Inc. 218,299 13,037
* XPO Logistics Inc. 191,742 12,996
Jack Henry & Associates Inc. 124,240 12,771
* First Data Corp. Class A 704,339 12,706
ManpowerGroup Inc. 107,255 12,637
Orbital ATK Inc. 92,398 12,304
* Keysight Technologies Inc. 295,083 12,293
PerkinElmer Inc. 175,888 12,131
* TransUnion 249,477 11,790
* Berry Global Group Inc. 207,065 11,730
* HD Supply Holdings Inc. 322,599 11,636
Old Dominion Freight Line Inc. 105,372 11,603
Lennox International Inc. 64,798 11,597

 

 

Acuity Brands Inc. 67,696 11,595
Xerox Corp. 345,361 11,497
* Arrow Electronics Inc. 142,045 11,422
Jacobs Engineering Group Inc. 190,893 11,123
Graco Inc. 88,928 10,999
* IPG Photonics Corp. 56,794 10,510
^ Wabtec Corp. 138,173 10,467
Carlisle Cos. Inc. 103,371 10,367
Hubbell Inc. Class B 88,063 10,217
Toro Co. 163,408 10,141
Oshkosh Corp. 119,700 9,880
* Stericycle Inc. 136,363 9,766
Robert Half International Inc. 193,431 9,737
Donaldson Co. Inc. 211,331 9,709
Fluor Corp. 221,096 9,308
Nordson Corp. 78,151 9,261
* Coherent Inc. 39,367 9,258
* Quanta Services Inc. 247,592 9,253
* Zebra Technologies Corp. 84,563 9,182
* AECOM 249,407 9,181
Macquarie Infrastructure Corp. 125,333 9,047
Flowserve Corp. 209,047 8,903
* Knight-Swift Transportation Holdings Inc. 211,744 8,798
Allison Transmission Holdings Inc. 232,944 8,742
Universal Display Corp. 67,674 8,720
Lincoln Electric Holdings Inc. 94,638 8,676
AptarGroup Inc. 100,008 8,632
FLIR Systems Inc. 218,499 8,502
BWX Technologies Inc. 150,674 8,441
Booz Allen Hamilton Holding Corp. Class A 224,927 8,410
Hexcel Corp. 145,519 8,356
MDU Resources Group Inc. 312,593 8,112
* Teledyne Technologies Inc. 50,814 8,089
Sonoco Products Co. 159,161 8,030
AGCO Corp. 108,056 7,971
* WEX Inc. 70,461 7,907
National Instruments Corp. 186,781 7,877
Eagle Materials Inc. 73,766 7,871
HEICO Corp. Class A 103,227 7,866
Watsco Inc. 48,734 7,850
Avnet Inc. 199,382 7,836
Trinity Industries Inc. 243,373 7,764
* Euronet Worldwide Inc. 79,687 7,554
Jabil Inc. 262,671 7,499
* Genesee & Wyoming Inc. Class A 98,342 7,278
Ryder System Inc. 85,638 7,241
Littelfuse Inc. 36,362 7,123
Graphic Packaging Holding Co. 496,247 6,923
Woodward Inc. 88,180 6,844
Landstar System Inc. 67,231 6,700
Bemis Co. Inc. 146,896 6,694
MAXIMUS Inc. 103,781 6,694
Air Lease Corp. Class A 156,793 6,683
Curtiss-Wright Corp. 63,823 6,672
Genpact Ltd. 230,633 6,631
EMCOR Group Inc. 94,932 6,586
* Owens-Illinois Inc. 259,984 6,541

 

 

  Crane Co. 80,925 6,473
  Brink's Co. 76,626 6,456
* CoreLogic Inc. 135,967 6,284
  ITT Inc. 141,748 6,275
* Louisiana-Pacific Corp. 231,469 6,268
  Terex Corp. 138,663 6,243
  Barnes Group Inc. 81,596 5,748
  Valmont Industries Inc. 36,161 5,717
* Kirby Corp. 86,284 5,690
  Deluxe Corp. 77,590 5,661
  Regal Beloit Corp. 71,643 5,660
  Timken Co. 112,531 5,463
* Summit Materials Inc. Class A 170,463 5,460
  Belden Inc. 67,792 5,459
  MSC Industrial Direct Co. Inc. Class A 72,203 5,456
* Colfax Corp. 128,067 5,333
  Kennametal Inc. 129,174 5,211
  John Bean Technologies Corp. 50,630 5,119
* Conduent Inc. 318,337 4,988
* MasTec Inc. 106,146 4,925
  EnerSys 69,444 4,803
* Itron Inc. 62,012 4,803
* Clean Harbors Inc. 82,307 4,667
* Generac Holdings Inc. 100,908 4,635
* USG Corp. 140,221 4,578
* RBC Bearings Inc. 36,475 4,565
* WESCO International Inc. 77,954 4,541
* Sanmina Corp. 121,245 4,504
* KLX Inc. 82,822 4,384
  MSA Safety Inc. 54,632 4,344
* On Assignment Inc. 80,454 4,319
* Moog Inc. Class A 51,669 4,311
* Esterline Technologies Corp. 47,768 4,306
  Tetra Tech Inc. 91,546 4,261
* Trex Co. Inc. 47,218 4,253
* Rexnord Corp. 163,115 4,145
  Applied Industrial Technologies Inc. 62,572 4,117
  Vishay Intertechnology Inc. 214,505 4,033
  KBR Inc. 224,077 4,006
  Convergys Corp. 150,713 3,902
* TopBuild Corp. 59,701 3,891
* Rogers Corp. 29,093 3,878
  GATX Corp. 62,696 3,860
* Anixter International Inc. 45,368 3,856
* Meritor Inc. 147,983 3,849
* WageWorks Inc. 63,406 3,849
* Aerojet Rocketdyne Holdings Inc. 107,740 3,772
* II-VI Inc. 91,118 3,750
  UniFirst Corp. 24,735 3,747
  ABM Industries Inc. 89,084 3,716
  Granite Construction Inc. 64,051 3,712
*,^ Cimpress NV 37,501 3,662
  World Fuel Services Corp. 106,590 3,614
* Navistar International Corp. 81,241 3,580
  Silgan Holdings Inc. 121,211 3,567
* DigitalGlobe Inc. 99,536 3,509
* AMN Healthcare Services Inc. 76,628 3,502

 

 

* Armstrong World Industries Inc. 68,328 3,502
* Advisory Board Co. 65,060 3,489
* Masonite International Corp. 47,981 3,320
  Mueller Water Products Inc. Class A 256,363 3,281
* Builders FirstSource Inc. 179,674 3,232
  Exponent Inc. 43,669 3,227
  Korn/Ferry International 81,417 3,210
* MACOM Technology Solutions Holdings Inc. 71,507 3,190
  Mueller Industries Inc. 90,974 3,180
  Simpson Manufacturing Co. Inc. 64,791 3,177
  Watts Water Technologies Inc. Class A 44,909 3,108
  Albany International Corp. 53,083 3,047
* Proto Labs Inc. 37,875 3,041
* Plexus Corp. 54,077 3,033
  Universal Forest Products Inc. 30,656 3,009
* ExlService Holdings Inc. 51,398 2,998
  EnPro Industries Inc. 35,902 2,891
  Greif Inc. Class A 47,941 2,806
* JELD-WEN Holding Inc. 78,683 2,795
* Harsco Corp. 133,522 2,791
  Forward Air Corp. 48,746 2,790
  Insperity Inc. 31,667 2,787
  Franklin Electric Co. Inc. 61,896 2,776
  Brady Corp. Class A 73,063 2,773
* Atlas Air Worldwide Holdings Inc. 42,074 2,768
^ Covanta Holding Corp. 185,158 2,750
* OSI Systems Inc. 29,815 2,724
^ Chicago Bridge & Iron Co. NV 161,656 2,716
  ESCO Technologies Inc. 44,674 2,678
  Otter Tail Corp. 59,295 2,570
  Mobile Mini Inc. 74,365 2,562
  Triton International Ltd. 76,424 2,543
  Methode Electronics Inc. 59,444 2,517
* Integer Holdings Corp. 47,672 2,438
*,^ Ambarella Inc. 49,615 2,432
  AAON Inc. 70,405 2,427
  Standex International Corp. 22,796 2,421
* Saia Inc. 38,272 2,398
  Badger Meter Inc. 48,740 2,388
* FTI Consulting Inc. 67,258 2,386
  Apogee Enterprises Inc. 48,951 2,362
  Werner Enterprises Inc. 64,060 2,341
* Hub Group Inc. Class A 54,467 2,339
  Altra Industrial Motion Corp. 48,506 2,333
* Air Transport Services Group Inc. 94,983 2,312
  Comfort Systems USA Inc. 64,624 2,307
  Heartland Express Inc. 91,595 2,297
* American Woodmark Corp. 23,675 2,279
* SPX FLOW Inc. 59,085 2,278
  Triumph Group Inc. 75,590 2,249
  Federal Signal Corp. 102,155 2,174
* Benchmark Electronics Inc. 63,083 2,154
* TTM Technologies Inc. 139,361 2,142
* Knowles Corp. 139,965 2,137
  Actuant Corp. Class A 83,283 2,132
  AAR Corp. 56,326 2,128
  Aircastle Ltd. 95,323 2,125

 

 

* Cotiviti Holdings Inc. 58,920 2,120
  US Ecology Inc. 38,545 2,074
* TriNet Group Inc. 61,351 2,063
  Alamo Group Inc. 19,167 2,058
  Raven Industries Inc. 62,669 2,030
  Greenbrier Cos. Inc. 42,148 2,029
  Astec Industries Inc. 36,101 2,022
* Fabrinet 54,398 2,016
* Novanta Inc. 46,068 2,009
* Installed Building Products Inc. 30,883 2,001
* Imperva Inc. 45,809 1,988
  AZZ Inc. 40,733 1,984
* Boise Cascade Co. 56,420 1,969
* Gardner Denver Holdings Inc. 71,242 1,961
  Kaman Corp. 35,096 1,958
  Matson Inc. 69,159 1,949
* BMC Stock Holdings Inc. 90,860 1,940
* Paylocity Holding Corp. 39,560 1,931
* Aerovironment Inc. 35,615 1,927
  Wabash National Corp. 84,392 1,926
  Kadant Inc. 19,231 1,895
* TriMas Corp. 69,729 1,883
*,^ Axon Enterprise Inc. 82,986 1,881
* Patrick Industries Inc. 22,272 1,873
* Tutor Perini Corp. 65,448 1,859
  Sun Hydraulics Corp. 34,371 1,856
* Kratos Defense & Security Solutions Inc. 137,075 1,793
* Manitowoc Co. Inc. 198,721 1,788
  Viad Corp. 28,806 1,754
  Cubic Corp. 34,014 1,735
* KEMET Corp. 81,922 1,731
* SPX Corp. 58,387 1,713
  Argan Inc. 25,471 1,713
  Tennant Co. 25,656 1,698
*,^ Evolent Health Inc. Class A 95,357 1,697
* US Concrete Inc. 22,087 1,685
* CBIZ Inc. 101,398 1,648
* Cardtronics plc Class A 71,591 1,647
* Inovalon Holdings Inc. Class A 93,657 1,597
* Milacron Holdings Corp. 93,982 1,585
* Veeco Instruments Inc. 73,781 1,579
  Primoris Services Corp. 53,239 1,566
  AVX Corp. 85,741 1,563
  H&E Equipment Services Inc. 53,419 1,560
  CIRCOR International Inc. 28,576 1,555
  ManTech International Corp.Class A 35,210 1,555
  Materion Corp. 35,892 1,549
  EVERTEC Inc. 96,531 1,530
  Multi-Color Corp. 18,593 1,524
  Marten Transport Ltd. 73,979 1,520
  General Cable Corp. 79,826 1,505
^ Schneider National Inc. Class B 59,181 1,497
* Sykes Enterprises Inc. 50,755 1,480
  Quanex Building Products Corp. 64,137 1,472
  Sturm Ruger & Co. Inc. 28,457 1,471
  McGrath RentCorp 33,420 1,462
* Gibraltar Industries Inc. 45,526 1,418

 

 

ArcBest Corp. 42,243 1,413
Griffon Corp. 63,572 1,411
* Lydall Inc. 24,569 1,408
* Continental Building Products Inc. 53,729 1,397
CTS Corp. 57,923 1,396
* GMS Inc. 39,103 1,384
* ICF International Inc. 25,585 1,380
* Advanced Disposal Services Inc. 54,672 1,377
* American Outdoor Brands Corp. 88,871 1,355
* MINDBODY Inc. Class A 52,078 1,346
* Casella Waste Systems Inc. Class A 70,664 1,328
Lindsay Corp. 14,325 1,316
* TrueBlue Inc. 58,464 1,313
Columbus McKinnon Corp. 34,423 1,304
HEICO Corp. 14,246 1,279
* Aegion Corp. Class A 54,077 1,259
* Huron Consulting Group Inc. 36,622 1,256
Schnitzer Steel Industries Inc. 44,622 1,256
Douglas Dynamics Inc. 31,160 1,228
MTS Systems Corp. 22,723 1,215
Encore Wire Corp. 27,105 1,214
NN Inc. 40,683 1,180
RR Donnelley & Sons Co. 111,755 1,151
* FARO Technologies Inc. 29,414 1,125
TeleTech Holdings Inc. 26,753 1,117
* Control4 Corp. 37,515 1,105
* Floor & Decor Holdings Inc. Class A 28,183 1,097
* PGT Innovations Inc. 72,570 1,085
* Donnelley Financial Solutions Inc. 49,942 1,077
* Navigant Consulting Inc. 62,345 1,055
Global Brass & Copper Holdings Inc. 30,597 1,034
Myers Industries Inc. 48,733 1,021
Gorman-Rupp Co. 30,523 994
Quad/Graphics Inc. 43,686 988
Ennis Inc. 49,590 974
Advanced Drainage Systems Inc. 47,560 963
* TimkenSteel Corp. 56,636 934
* Cross Country Healthcare Inc. 63,743 907
* Wesco Aircraft Holdings Inc. 96,247 905
Landauer Inc. 13,262 893
* Thermon Group Holdings Inc. 49,570 892
* Engility Holdings Inc. 25,480 884
* Atkore International Group Inc. 45,077 879
Cass Information Systems Inc. 13,746 872
Hyster-Yale Materials Handling Inc. 11,334 866
* Everi Holdings Inc. 112,366 853
Kelly Services Inc. Class A 33,916 851
* DXP Enterprises Inc. 26,909 847
* MYR Group Inc. 29,009 845
Essendant Inc. 63,746 840
* GP Strategies Corp. 26,686 823
Insteel Industries Inc. 31,294 817
LSC Communications Inc. 48,955 808
Daktronics Inc. 75,446 797
Park-Ohio Holdings Corp. 17,459 796
* RPX Corp. 59,132 785
* Astronics Corp. 26,099 776

 

 

* CAI International Inc. 25,457 772
* Electro Scientific Industries Inc. 54,917 764
* NCI Building Systems Inc. 48,677 759
* Bazaarvoice Inc. 153,177 758
  Barrett Business Services Inc. 13,251 749
* PHH Corp. 51,889 723
* Echo Global Logistics Inc. 37,995 716
  Kforce Inc. 34,650 700
* Kimball Electronics Inc. 32,302 699
* InnerWorkings Inc. 61,816 695
  Miller Industries Inc. 24,863 695
  Heidrick & Struggles International Inc. 32,628 690
  VSE Corp. 11,974 681
  Resources Connection Inc. 47,887 666
  REV Group Inc. 23,078 664
* YRC Worldwide Inc. 47,890 661
* Armstrong Flooring Inc. 41,626 656
  CRA International Inc. 15,889 652
* Landec Corp. 50,064 648
* Covenant Transportation Group Inc. Class A 22,256 645
  Mesa Laboratories Inc. 4,290 641
* NV5 Global Inc. 11,458 626
* Vicor Corp. 25,998 614
  American Railcar Industries Inc. 15,883 613
  Crawford & Co. Class B 50,256 601
* International Seaways Inc. 30,047 592
* Sterling Construction Co. Inc. 38,392 585
* Ducommun Inc. 17,980 576
  Spartan Motors Inc. 51,015 564
  NACCO Industries Inc. Class A 6,425 551
  Powell Industries Inc. 18,373 551
* Horizon Global Corp. 31,118 549
  Bel Fuse Inc. Class B 17,411 543
* Vishay Precision Group Inc. 21,317 520
* Franklin Covey Co. 25,548 519
* Team Inc. 38,783 518
*,^ Energy Recovery Inc. 64,755 512
* Daseke Inc. 38,216 499
* Ply Gem Holdings Inc. 29,049 495
  NVE Corp. 6,264 495
  United States Lime & Minerals Inc. 5,754 483
  DMC Global Inc. 28,568 483
* Heritage-Crystal Clean Inc. 21,897 476
  B. Riley Financial Inc. 27,128 463
  National Research Corp. Class A 12,087 456
* Mistras Group Inc. 21,801 447
  Park Electrochemical Corp. 24,128 446
  Graham Corp. 20,885 435
* Great Lakes Dredge & Dock Corp. 88,787 431
* Era Group Inc. 38,339 429
  CECO Environmental Corp. 50,404 426
* Layne Christensen Co. 33,593 422
  Eastern Co. 14,478 416
* Hudson Technologies Inc. 51,897 405
* Acacia Research Corp. 87,681 399
* Northwest Pipe Co. 20,617 392
* Information Services Group Inc. 95,182 383

 

 

* LB Foster Co. Class A 16,557 377
* Willdan Group Inc. 11,410 370
* Roadrunner Transportation Systems Inc. 38,610 368
* Astronics Corp. Class B 12,243 365
* Commercial Vehicle Group Inc. 47,973 353
  Hardinge Inc. 22,957 351
* Eagle Bulk Shipping Inc. 77,302 350
*,^ MicroVision Inc. 120,148 334
* ARC Document Solutions Inc. 79,674 326
* ServiceSource International Inc. 93,682 324
  Allied Motion Technologies Inc. 12,715 322
* Energous Corp. 25,236 319
  Celadon Group Inc. 43,972 297
  FreightCar America Inc. 15,080 295
*,^ Maxwell Technologies Inc. 56,916 292
* Blue Bird Corp. 14,008 289
  Hurco Cos. Inc. 6,859 285
*,^ Babcock & Wilcox Enterprises Inc. 84,033 280
* Neff Corp. Class A 11,188 280
* Foundation Building Materials Inc. 19,743 279
* Iteris Inc. 41,607 277
* Lawson Products Inc. 10,895 275
  LSI Industries Inc. 41,486 274
  Advanced Emissions Solutions Inc. 24,980 274
* Ameresco Inc. Class A 34,415 268
* Radiant Logistics Inc. 50,317 267
* ModusLink Global Solutions Inc. 139,743 263
* Intevac Inc. 30,977 262
* Goldfield Corp. 41,144 259
* Twin Disc Inc. 13,393 249
* DHI Group Inc. 95,139 247
* Nuvectra Corp. 18,420 244
  Omega Flex Inc. 3,378 243
*,^ CryoPort Inc. 24,496 241
* Overseas Shipholding Group Inc. Class A 89,336 235
* Sparton Corp. 9,923 230
* PRGX Global Inc. 32,040 224
* Hill International Inc. 46,939 223
* American Superconductor Corp. 48,240 219
  Universal Logistics Holdings Inc. 10,160 208
* CyberOptics Corp. 12,721 207
* Orion Group Holdings Inc. 31,178 205
*,^ CUI Global Inc. 54,392 201
* Houston Wire & Cable Co. 38,107 200
* Planet Payment Inc. 46,090 198
* PAM Transportation Services Inc. 8,158 195
* StarTek Inc. 15,981 188
*,^ Aqua Metals Inc. 27,299 187
* Manitex International Inc. 20,243 182
*,^ ClearSign Combustion Corp. 50,569 180
*,^ Asure Software Inc. 14,345 178
*,^ Arotech Corp. 40,657 171
  National Research Corp. Class B 3,096 167
*,^ Applied DNA Sciences Inc. 56,734 163
* Willis Lease Finance Corp. 6,584 162
* UFP Technologies Inc. 5,749 162
*,^ ExOne Co. 14,080 160

 

 

  Black Box Corp. 47,995 156
* Gencor Industries Inc. 8,585 152
* IES Holdings Inc. 8,711 151
* BlueLinx Holdings Inc. 14,325 148
*,^ Huttig Building Products Inc. 20,400 144
  Global Water Resources Inc. 15,088 142
* Ballantyne Strong Inc. 23,128 141
* Universal Technical Institute Inc. 40,610 141
^ EnviroStar Inc. 5,000 138
*,^ Revolution Lighting Technologies Inc. 19,975 130
* NAPCO Security Technologies Inc. 13,255 129
* Echelon Corp. 26,683 125
* Xerium Technologies Inc. 25,689 123
* PFSweb Inc. 14,574 122
*,^ Forterra Inc. 26,195 118
* USA Truck Inc. 8,258 116
* Innovative Solutions & Support Inc. 31,038 113
* Mattersight Corp. 38,893 109
*,^ Cenveo Inc. 30,439 107
*,^ Workhorse Group Inc. 37,915 105
* Sharps Compliance Corp. 21,848 104
* LightPath Technologies Inc. Class A 40,322 103
* Broadwind Energy Inc. 31,113 101
* CPI Aerostructures Inc. 9,722 91
* UQM Technologies Inc. 78,403 90
* Key Technology Inc. 4,289 81
  AMCON Distributing Co. 900 80
* Lincoln Educational Services Corp. 30,118 75
* eMagin Corp. 33,365 75
* Ultralife Corp. 11,093 75
* Fuel Tech Inc. 71,059 72
* Hudson Global Inc. 48,253 70
* Frequency Electronics Inc. 7,273 68
* Perceptron, Inc. 8,400 66
* IEC Electronics Corp. 13,361 66
* Aspen Aerogels Inc. 13,412 58
* Perma-Fix Environmental Services 15,311 58
  BG Staffing Inc. 3,327 55
* Perma-Pipe International Holdings Inc. 5,595 47
  Richardson Electronics Ltd. 7,894 47
* IntriCon Corp. 3,805 46
* Air T Inc. 2,500 44
* Transcat Inc. 3,018 41
  Bel Fuse Inc. Class A 1,377 37
* AeroCentury Corp. 2,175 31
* Synthesis Energy Systems Inc. 55,859 30
* American Electric Technologies Inc. 17,847 29
*,^ Capstone Turbine Corp. 35,896 25
  Greif Inc. Class B 318 20
* Orion Energy Systems Inc. 13,441 15
* Turtle Beach Corp. 11,768 10
*,^ Digital Ally Inc. 3,600 9
* Industrial Services of America Inc. 5,080 8
* Odyssey Marine Exploration Inc. 1,433 6
* Art's-Way Manufacturing Co. Inc. 2,253 5
  Ecology and Environment Inc. 450 5
* Energy Focus Inc. 1,890 5

 

 

*,^ Rubicon Technology Inc. 609 5
* Research Frontiers Inc. 4,224 5
* Wireless Telecom Group Inc. 1,403 2
* Sypris Solutions Inc. 1,594 2
* ShotSpotter Inc. 128 2
* AMREP Corp. 170 1
  Chicago Rivet & Machine Co. 28 1
* ASV Holdings Inc. 100 1
*,2 CTPartners Executive Search Inc. 74,003 —
      5,535,210
Oil & Gas (5.7%)    
  Exxon Mobil Corp. 6,780,382 555,856
  Chevron Corp. 3,031,509 356,202
  Schlumberger Ltd. 2,212,912 154,373
  ConocoPhillips 1,953,265 97,761
  EOG Resources Inc. 927,173 89,695
  Occidental Petroleum Corp. 1,227,314 78,806
  Phillips 66 697,121 63,863
  Halliburton Co. 1,327,018 61,083
  Kinder Morgan Inc. 3,041,849 58,343
  Valero Energy Corp. 707,637 54,438
  Marathon Petroleum Corp. 812,725 45,578
  Anadarko Petroleum Corp. 904,844 44,202
  Pioneer Natural Resources Co. 273,859 40,405
  Williams Cos. Inc. 1,328,117 39,857
* Concho Resources Inc. 240,448 31,672
  Devon Energy Corp. 812,877 29,841
  Apache Corp. 618,483 28,327
  Baker Hughes a GE Co. 689,664 25,255
  Andeavor 238,627 24,614
  Hess Corp. 482,893 22,643
  Noble Energy Inc. 789,334 22,385
  National Oilwell Varco Inc. 607,692 21,713
  Cabot Oil & Gas Corp. 740,583 19,811
  Marathon Oil Corp. 1,359,296 18,432
  EQT Corp. 277,233 18,087
  Cimarex Energy Co. 152,062 17,285
  Targa Resources Corp. 344,061 16,274
* Diamondback Energy Inc. 156,861 15,366
* Cheniere Energy Inc. 323,035 14,549
  OGE Energy Corp. 319,228 11,502
  HollyFrontier Corp. 283,968 10,214
* Parsley Energy Inc. Class A 374,491 9,864
* Newfield Exploration Co. 318,831 9,460
* Energen Corp. 155,655 8,511
^ Helmerich & Payne Inc. 156,369 8,148
* Rice Energy Inc. 269,187 7,790
  Range Resources Corp. 396,127 7,752
* WPX Energy Inc. 637,062 7,326
* Weatherford International plc 1,578,765 7,231
* RSP Permian Inc. 206,704 7,150
  Patterson-UTI Energy Inc. 339,668 7,113
* Antero Resources Corp. 353,619 7,037
^ Core Laboratories NV 70,744 6,982
  Murphy Oil Corp. 262,602 6,975
*,^ Transocean Ltd. 635,657 6,840
*,^ Chesapeake Energy Corp. 1,400,663 6,023

 

 

* Continental Resources Inc. 150,442 5,809
* First Solar Inc. 125,358 5,751
* PDC Energy Inc. 105,696 5,182
* Southwestern Energy Co. 810,017 4,949
^ PBF Energy Inc. Class A 175,388 4,842
  Oceaneering International Inc. 157,314 4,133
*,^ Matador Resources Co. 140,954 3,827
* Gulfport Energy Corp. 253,745 3,639
* Callon Petroleum Co. 322,272 3,622
  Nabors Industries Ltd. 434,397 3,506
* Oasis Petroleum Inc. 381,814 3,482
  SemGroup Corp. Class A 120,971 3,478
* McDermott International Inc. 454,370 3,303
* QEP Resources Inc. 384,477 3,295
*,^ Centennial Resource Development Inc. Class A 181,908 3,269
* Laredo Petroleum Inc. 251,795 3,256
* Whiting Petroleum Corp. 580,262 3,168
  SM Energy Co. 178,065 3,159
* SRC Energy Inc. 317,249 3,068
  Delek US Holdings Inc. 114,538 3,062
  Pattern Energy Group Inc. Class A 119,406 2,878
^ Ensco plc Class A 480,042 2,866
^ RPC Inc. 113,518 2,814
* C&J Energy Services Inc. 91,500 2,742
* Ultra Petroleum Corp. 315,977 2,739
* Dril-Quip Inc. 60,909 2,689
* Rowan Cos. plc Class A 201,512 2,589
* Superior Energy Services Inc. 240,447 2,568
* MRC Global Inc. 144,285 2,524
*,^ Extraction Oil & Gas Inc. 159,397 2,453
* NOW Inc. 169,971 2,347
* Carrizo Oil & Gas Inc. 121,770 2,086
* Oil States International Inc. 81,324 2,062
* Chart Industries Inc. 49,196 1,930
* Exterran Corp. 57,778 1,826
* Noble Corp. plc 394,191 1,813
* Unit Corp. 81,180 1,671
* Forum Energy Technologies Inc. 102,100 1,623
* Helix Energy Solutions Group Inc. 216,874 1,603
* Halcon Resources Corp. 223,315 1,519
  Archrock Inc. 119,373 1,498
*,^ Diamond Offshore Drilling Inc. 100,021 1,450
* Newpark Resources Inc. 140,449 1,404
*,^ Tidewater Inc. 46,734 1,359
* SEACOR Holdings Inc. 29,227 1,348
  Green Plains Inc. 65,717 1,324
* Par Pacific Holdings Inc. 57,959 1,206
*,^ Atwood Oceanics Inc. 124,174 1,166
* Ring Energy Inc. 79,148 1,147
*,^ Tellurian Inc. 98,432 1,051
* REX American Resources Corp. 10,341 970
* SandRidge Energy Inc. 47,854 961
*,^ Plug Power Inc. 351,505 917
* Stone Energy Corp. 31,518 916
* Denbury Resources Inc. 674,960 904
* Bonanza Creek Energy Inc. 27,076 893
* Resolute Energy Corp. 29,097 864

 

 

* Keane Group Inc. 50,539 843
* Penn Virginia Corp. 21,009 840
* Renewable Energy Group Inc. 63,669 774
  CVR Energy Inc. 28,828 747
* Natural Gas Services Group Inc. 25,812 733
* ProPetro Holding Corp. 49,356 708
* Matrix Service Co. 43,932 668
*,^ California Resources Corp. 63,472 664
*,^ Jagged Peak Energy Inc. 47,859 654
*,^ Select Energy Services Inc. Class A 40,866 651
*,^ SunPower Corp. Class A 87,857 640
* Basic Energy Services Inc. 31,444 607
* Bill Barrett Corp. 126,299 542
* Abraxas Petroleum Corp. 286,464 539
*,^ Sanchez Energy Corp. 109,642 528
  Panhandle Oil and Gas Inc. Class A 22,029 524
* SEACOR Marine Holdings Inc. 33,347 522
* Green Brick Partners Inc. 51,849 513
* WildHorse Resource Development Corp. 37,367 498
* TPI Composites Inc. 19,852 443
*,^ Flotek Industries Inc. 92,081 428
* W&T Offshore Inc. 134,396 410
* TETRA Technologies Inc. 142,717 408
  Adams Resources & Energy Inc. 9,699 402
* Midstates Petroleum Co. Inc. 25,611 398
* Trecora Resources 29,797 396
*,^ Dawson Geophysical Co. 85,916 389
* Pacific Ethanol Inc. 65,334 363
* Energy XXI Gulf Coast Inc. 34,799 360
  Gulf Island Fabrication Inc. 27,001 343
^ Bristow Group Inc. 36,663 343
* NextDecade Corp. 33,329 336
* Tesco Corp. 61,537 335
* Geospace Technologies Corp. 17,933 320
* Eclipse Resources Corp. 127,598 319
* Earthstone Energy Inc. Class A 26,861 295
*,^ NCS Multistage Holdings Inc. 12,125 292
  Evolution Petroleum Corp. 40,190 289
*,^ Hornbeck Offshore Services Inc. 69,410 280
* Pioneer Energy Services Corp. 107,421 274
*,^ Zion Oil & Gas Inc. 77,814 265
* Solaris Oilfield Infrastructure Inc. Class A 15,052 262
*,^ CARBO Ceramics Inc. 29,631 256
* Willbros Group Inc. 79,324 255
* Parker Drilling Co. 229,846 253
* Independence Contract Drilling Inc. 63,273 240
* Contango Oil & Gas Co. 46,065 232
* Mammoth Energy Services Inc. 12,998 219
*,^ Gastar Exploration Inc. 242,644 213
* Smart Sand Inc. 28,837 195
* SilverBow Resources Inc. 7,645 188
*,^ EP Energy Corp. Class A 56,584 184
* Key Energy Services Inc. 13,940 184
*,^ Approach Resources Inc. 72,989 183
* PHI Inc. (non-voting shares) 15,304 180
*,^ ION Geophysical Corp. 18,467 176
*,^ Comstock Resources Inc. 28,732 175

 

 

* VAALCO Energy Inc. 180,669 148
* Lilis Energy Inc. 31,927 143
*,^ Erin Energy Corp. 51,893 143
* Isramco Inc. 1,224 142
* Enphase Energy Inc. 90,916 138
*,^ Jones Energy Inc. Class A 70,075 135
* Mitcham Industries Inc. 38,316 134
* Lonestar Resources US Inc. Class A 33,222 117
* PetroQuest Energy Inc. 46,985 108
*,^ FuelCell Energy Inc. 47,468 83
*,^ Amyris Inc. 22,189 71
*,^ Torchlight Energy Resources Inc. 56,117 70
* Eco-Stim Energy Solutions Inc. 36,639 56
*,^ Northern Oil and Gas Inc. 53,921 49
^ EXCO Resources Inc. 35,657 48
* Cobalt International Energy Inc. 24,389 35
* Rex Energy Corp. 1,990 5
*,^ Bonanza Creek Energy Inc. Warrants Expire 04/28/2020 7,759 4
* Stone Energy Corp. Warrants Expire 02/28/2021 725 3
* PHI Inc. (voting shares) 229 3
* Ideal Power Inc. 791 2
* Aemetis Inc. 1,072 1
*,^ Yuma Energy Inc. 637 1
^,2 Harvest Natural Resources Inc. 27,025 —
      2,370,071
Other (0.0%)3    
*,2 Dyax Corp CVR Expire 12/31/2019 266,416 533
*,2 Adolor Corp. Rights Exp. 07/01/2019 126,930 66
*,2 Chelsea Therapeutics International Ltd. CVR Exp. 288,407 31
*,2 Tobira Therapeutics CVR Exp. 12/31/2028 4,500 20
*,2 Ambit Biosciences Corp. CVR 29,736 18
*,2 Media General Inc. CVR Expire 175,133 7
* Rave Restaurant Group Inc. Rights Exp. 39,164 5
*,2 Alexza Pharmaceuticals Inc. CVR 80,591 3
*,2 Durata Therapeutics Inc. CVR Expire 12/31/2018 800 1
*,2 Clinical Data CVR 29,879 —
*,^,2 Biosante Pharmaceutical Inc. CVR 156,953 —
      684
Technology (17.9%)    
  Apple Inc. 7,446,412 1,147,641
  Microsoft Corp. 12,331,739 918,591
* Facebook Inc. Class A 3,795,579 648,551
* Alphabet Inc. Class A 471,908 459,506
* Alphabet Inc. Class C 478,644 459,072
  Intel Corp. 7,519,399 286,339
  Cisco Systems Inc. 8,009,446 269,358
  Oracle Corp. 4,963,954 240,007
  International Business Machines Corp. 1,416,733 205,540
  Broadcom Ltd. 651,839 158,097
  NVIDIA Corp. 865,529 154,731
  Texas Instruments Inc. 1,587,991 142,348
  QUALCOMM Inc. 2,364,162 122,558
* Adobe Systems Inc. 792,743 118,261
* salesforce.com Inc. 1,086,855 101,534
  Applied Materials Inc. 1,717,101 89,444

 

 

  Cognizant Technology Solutions Corp. Class A 948,134 68,778
* Micron Technology Inc. 1,697,492 66,762
  Intuit Inc. 391,705 55,677
  HP Inc. 2,711,751 54,127
  Analog Devices Inc. 591,208 50,944
  Lam Research Corp. 261,785 48,441
  Corning Inc. 1,459,077 43,656
  Western Digital Corp. 468,775 40,502
* Autodesk Inc. 355,507 39,909
  DXC Technology Co. 458,295 39,358
  Hewlett Packard Enterprise Co. 2,636,711 38,786
* Cerner Corp. 508,140 36,241
  Microchip Technology Inc. 376,148 33,771
* ServiceNow Inc. 276,859 32,539
  Symantec Corp. 991,638 32,536
* Red Hat Inc. 284,009 31,485
  Skyworks Solutions Inc. 294,797 30,040
  Xilinx Inc. 401,107 28,410
  KLA-Tencor Corp. 250,686 26,573
  Harris Corp. 195,929 25,800
* Dell Technologies Inc. Class V 332,174 25,647
  Motorola Solutions Inc. 261,169 22,165
* Workday Inc. Class A 209,602 22,090
  Maxim Integrated Products Inc. 451,830 21,557
* Palo Alto Networks Inc. 139,856 20,153
* Synopsys Inc. 240,389 19,359
  NetApp Inc. 433,493 18,970
* Citrix Systems Inc. 233,950 17,972
* Cadence Design Systems Inc. 447,222 17,652
* Gartner Inc. 137,258 17,076
  Juniper Networks Inc. 611,073 17,006
* ANSYS Inc. 136,764 16,785
  CA Inc. 501,239 16,731
  CDW Corp. 250,423 16,528
* Advanced Micro Devices Inc. 1,284,925 16,383
* Twitter Inc. 953,737 16,090
  Seagate Technology plc 466,305 15,467
* Splunk Inc. 221,065 14,685
* VeriSign Inc. 137,980 14,680
* Arista Networks Inc. 76,859 14,573
  CDK Global Inc. 229,135 14,456
* Qorvo Inc. 203,042 14,351
  Leidos Holdings Inc. 241,341 14,292
* IAC/InterActiveCorp 120,315 14,147
* Akamai Technologies Inc. 262,391 12,784
* F5 Networks Inc. 103,485 12,476
* ON Semiconductor Corp. 672,734 12,425
  Teradyne Inc. 317,977 11,857
* Square Inc. 389,754 11,229
  SS&C Technologies Holdings Inc. 277,311 11,134
  Marvell Technology Group Ltd. 602,195 10,779
* PTC Inc. 184,743 10,397
* CommScope Holding Co. Inc. 308,378 10,241
* Tyler Technologies Inc. 56,366 9,826
* Microsemi Corp. 184,719 9,509
*,^ VMware Inc. Class A 86,610 9,457
  LogMeIn Inc. 84,235 9,270

 

 

* Guidewire Software Inc. 118,421 9,220
* Veeva Systems Inc. Class A 161,955 9,136
  Garmin Ltd. 165,411 8,927
* Fortinet Inc. 238,900 8,562
* Ultimate Software Group Inc. 45,141 8,559
*,^ Snap Inc. 579,411 8,425
  CSRA Inc. 261,064 8,425
* ARRIS International plc 288,954 8,232
  MKS Instruments Inc. 86,491 8,169
* athenahealth Inc. 63,710 7,923
* Tableau Software Inc. Class A 103,406 7,744
  Brocade Communications Systems Inc. 646,337 7,724
* Aspen Technology Inc. 120,075 7,542
  Cypress Semiconductor Corp. 501,140 7,527
* GoDaddy Inc. Class A 169,294 7,366
* NCR Corp. 195,897 7,350
* Nuance Communications Inc. 459,884 7,229
  Fair Isaac Corp. 49,505 6,955
* EPAM Systems Inc. 78,815 6,930
* Medidata Solutions Inc. 88,602 6,916
* Teradata Corp. 203,421 6,874
* Cavium Inc. 103,171 6,803
  Blackbaud Inc. 76,928 6,754
* Entegris Inc. 226,744 6,542
  Monolithic Power Systems Inc. 59,508 6,341
  SYNNEX Corp. 47,915 6,062
* Proofpoint Inc. 66,357 5,788
* Paycom Software Inc. 76,153 5,708
*,^ ViaSat Inc. 87,609 5,635
* CACI International Inc. Class A 39,126 5,452
* Cirrus Logic Inc. 102,149 5,447
* Silicon Laboratories Inc. 67,921 5,427
  DST Systems Inc. 98,754 5,420
  j2 Global Inc. 73,356 5,420
* Tech Data Corp. 60,961 5,416
* Integrated Device Technology Inc. 202,534 5,383
* Advanced Energy Industries Inc. 63,653 5,141
* Lumentum Holdings Inc. 93,140 5,062
* Ciena Corp. 225,958 4,964
* Manhattan Associates Inc. 111,323 4,628
* NetScout Systems Inc. 139,592 4,516
* HubSpot Inc. 52,732 4,432
  Science Applications International Corp. 66,125 4,420
* Cree Inc. 156,008 4,398
* Zendesk Inc. 150,279 4,375
* 2U Inc. 77,866 4,364
* ACI Worldwide Inc. 189,375 4,314
*,^ FireEye Inc. 256,526 4,302
* Ellie Mae Inc. 51,791 4,254
* Verint Systems Inc. 100,709 4,215
  Pitney Bowes Inc. 298,461 4,181
* Allscripts Healthcare Solutions Inc. 291,559 4,149
* Dycom Industries Inc. 47,879 4,112
  InterDigital Inc. 55,508 4,094
* Semtech Corp. 105,436 3,959
* Finisar Corp. 178,567 3,959
* CommVault Systems Inc. 64,922 3,947

 

 

* Mercury Systems Inc. 73,101 3,792
* RingCentral Inc. Class A 89,912 3,754
* RealPage Inc. 92,762 3,701
  TiVo Corp. 184,376 3,660
* VeriFone Systems Inc. 178,816 3,626
* EchoStar Corp. Class A 61,041 3,493
  Cabot Microelectronics Corp. 43,687 3,492
  Pegasystems Inc. 59,975 3,458
* Viavi Solutions Inc. 364,472 3,448
  Brooks Automation Inc. 111,520 3,386
* Cornerstone OnDemand Inc. 82,103 3,334
  Power Integrations Inc. 45,295 3,316
* Envestnet Inc. 64,684 3,299
  Progress Software Corp. 84,916 3,241
  Cogent Communications Holdings Inc. 65,461 3,201
* Electronics For Imaging Inc. 74,619 3,185
* New Relic Inc. 59,743 2,975
* Twilio Inc. Class A 94,211 2,812
* Callidus Software Inc. 113,808 2,805
* Insight Enterprises Inc. 59,483 2,731
* Premier Inc. Class A 83,031 2,704
* BroadSoft Inc. 51,676 2,599
^ Diebold Nixdorf Inc. 107,956 2,467
  Ebix Inc. 37,410 2,441
* Nutanix Inc. 107,372 2,404
  CSG Systems International Inc. 59,476 2,385
* NETGEAR Inc. 50,001 2,380
* Qualys Inc. 45,760 2,370
* Inphi Corp. 59,297 2,353
* Pure Storage Inc. Class A 147,029 2,351
* Rambus Inc. 176,019 2,350
* Gigamon Inc. 55,456 2,337
*,^ 3D Systems Corp. 173,331 2,321
  Plantronics Inc. 52,479 2,321
* Box Inc. 117,386 2,268
*,^ Ubiquiti Networks Inc. 40,162 2,250
* MaxLinear Inc. 92,469 2,196
* Synaptics Inc. 55,934 2,191
* Bottomline Technologies de Inc. 68,605 2,184
* Oclaro Inc. 248,405 2,144
* Q2 Holdings Inc. 50,908 2,120
* Extreme Networks Inc. 175,148 2,083
* Infinera Corp. 234,100 2,076
* FormFactor Inc. 121,731 2,051
  ADTRAN Inc. 83,175 1,996
* Five9 Inc. 82,353 1,968
* Diodes Inc. 65,240 1,953
* Web.com Group Inc. 77,686 1,942
  Xperi Corp. 76,534 1,936
* MicroStrategy Inc. Class A 14,982 1,913
  NIC Inc. 111,106 1,905
* Blucora Inc. 75,094 1,900
* ScanSource Inc. 43,045 1,879
*,^ Applied Optoelectronics Inc. 28,822 1,864
* Coupa Software Inc. 58,314 1,816
* ePlus Inc. 18,738 1,732
* CEVA Inc. 39,074 1,672

 

 

* Alarm.com Holdings Inc. 35,619 1,609
*,^ Acacia Communications Inc. 33,288 1,568
  West Corp. 66,748 1,567
* SPS Commerce Inc. 27,120 1,538
* Amkor Technology Inc. 144,714 1,527
* Virtusa Corp. 39,598 1,496
* Axcelis Technologies Inc. 53,543 1,464
* CalAmp Corp. 61,680 1,434
* Boingo Wireless Inc. 66,176 1,414
* Barracuda Networks Inc. 55,318 1,340
* Ultra Clean Holdings Inc. 43,676 1,337
* Match Group Inc. 57,195 1,326
* Vocera Communications Inc. 41,372 1,298
* Quality Systems Inc. 81,310 1,279
* Varonis Systems Inc. 30,380 1,273
* LivePerson Inc. 92,235 1,250
* Hortonworks Inc. 73,034 1,238
* Cray Inc. 62,701 1,220
* Super Micro Computer Inc. 54,952 1,214
  Cohu Inc. 49,927 1,190
* PROS Holdings Inc. 48,887 1,180
*,^ Gogo Inc. 97,804 1,155
  Monotype Imaging Holdings Inc. 58,795 1,132
* Lattice Semiconductor Corp. 216,458 1,128
* IXYS Corp. 47,220 1,119
* Rudolph Technologies Inc. 42,461 1,117
  Syntel Inc. 54,526 1,071
*,^ Benefitfocus Inc. 30,303 1,020
*,^ Impinj Inc. 24,372 1,014
* Actua Corp. 65,468 1,002
* Nanometrics Inc. 33,763 972
* Silver Spring Networks Inc. 59,870 968
* Agilysys Inc. 79,920 955
* CommerceHub Inc. 44,205 944
* Loral Space & Communications Inc. 18,879 935
* Carbonite Inc. 42,409 933
*,^ Cloudera Inc. 55,933 930
* Instructure Inc. 26,858 890
* Perficient Inc. 44,839 882
  Forrester Research Inc. 20,617 863
* Shutterstock Inc. 25,404 846
* Appfolio Inc. 17,579 843
* Endurance International Group Holdings Inc. 101,245 830
* Photronics Inc. 92,344 817
* Everbridge Inc. 30,855 815
* Blackline Inc. 23,419 799
* Apptio Inc. Class A 42,804 791
* Ichor Holdings Ltd. 28,627 767
  Computer Programs & Systems Inc. 25,923 766
* MuleSoft Inc. Class A 37,085 747
  Comtech Telecommunications Corp. 35,703 733
  Hackett Group Inc. 46,060 700
* Workiva Inc. 33,434 697
* Xcerra Corp. 70,672 696
* A10 Networks Inc. 88,356 668
  American Software Inc. Class A 56,436 641
* Unisys Corp. 74,757 635

 

 

* Alpha & Omega Semiconductor Ltd. 38,404 633
* CommerceHub Inc. Class A 27,517 621
  Concurrent Computer Corp. 101,972 612
* PDF Solutions Inc. 39,141 606
  Systemax Inc. 22,524 595
*,^ Cision Ltd. 45,105 587
* AXT Inc. 63,230 579
* DSP Group Inc. 44,399 577
* Okta Inc. 20,341 574
* Internap Corp. 127,073 553
* Vectrus Inc. 17,781 548
* Limelight Networks Inc. 137,226 545
* Synchronoss Technologies Inc. 58,199 543
* Digi International Inc. 48,939 519
* Mitek Systems Inc. 53,920 512
* Sonus Networks Inc. 66,221 507
* Rapid7 Inc. 28,688 505
* Alteryx Inc. Class A 24,618 501
* VASCO Data Security International Inc. 41,325 498
* ChannelAdvisor Corp. 43,153 496
*,^ Digimarc Corp. 13,532 495
* Calix Inc. 95,333 481
* Brightcove Inc. 66,649 480
* Quantenna Communications Inc. 28,180 474
* KeyW Holding Corp. 61,974 472
* Model N Inc. 31,237 467
*,^ Immersion Corp. 53,846 440
* Harmonic Inc. 144,158 440
* RigNet Inc. 25,367 436
* WideOpenWest Inc. 28,650 432
* USA Technologies Inc. 68,307 427
  PC Connection Inc. 14,666 413
* Kopin Corp. 98,044 409
* Tabula Rasa HealthCare Inc. 15,120 404
* EMCORE Corp. 48,810 400
* Exa Corp. 16,447 398
* Meet Group Inc. 109,230 398
  QAD Inc. Class A 11,516 396
* KVH Industries Inc. 32,929 394
* Zix Corp. 74,356 364
* Amber Road Inc. 46,627 358
* Castlight Health Inc. Class B 80,906 348
* Sigma Designs Inc. 51,457 324
* Upland Software Inc. 14,949 316
* MobileIron Inc. 83,765 310
*,^ VirnetX Holding Corp. 76,978 300
*,^ NeoPhotonics Corp. 52,999 295
* Aware Inc. 63,367 295
* Quantum Corp. 47,509 291
* VOXX International Corp. Class A 33,559 287
* Edgewater Technology Inc. 43,518 284
* Amtech Systems Inc. 23,275 279
* Presidio Inc. 19,615 278
* Telenav Inc. 43,644 277
* Computer Task Group Inc. 51,182 274
* Ooma Inc. 25,510 269
*,^ Veritone Inc. 5,768 262

 

 

  Simulations Plus Inc. 16,404 254
* Rosetta Stone Inc. 24,171 247
*,^ Datawatch Corp. 21,298 246
*,^ Park City Group Inc. 19,627 238
*,^ Appian Corp. 8,100 231
  Great Elm Capital Group Inc. 64,026 227
*,^ QuickLogic Corp. 126,374 212
*,^ TransEnterix Inc. 141,073 202
* Pixelworks Inc. 41,291 194
* GSI Technology Inc. 26,114 190
* ID Systems Inc. 25,160 189
  Preformed Line Products Co. 2,778 187
* LRAD Corp. 86,417 184
* Telaria Inc. 40,215 175
*,^ Yext Inc. 12,833 170
* BSQUARE Corp. 32,490 169
* Adesto Technologies Corp. 20,931 164
* iPass Inc. 247,832 164
  PC-Tel Inc. 25,151 158
* Exela Technologies Inc. 30,646 150
* Icad Inc. 33,876 150
* Pendrell Corp. 21,573 147
*,^ SecureWorks Corp. Class A 11,685 144
* Aviat Networks Inc. 8,128 139
* eGain Corp. 49,776 134
* Synacor Inc. 49,449 134
* Clearfield Inc. 9,367 127
* Aehr Test Systems 29,270 120
* Evolving Systems Inc. 21,792 106
* Inseego Corp. 68,373 103
  Tessco Technologies Inc. 8,092 101
  Network-1 Technologies Inc. 25,641 99
* Fusion Telecommunications International Inc. 35,587 97
* Seachange International Inc. 34,871 96
* CVD Equipment Corp. 8,553 93
* WidePoint Corp. 132,577 86
* Radisys Corp. 60,975 84
* PAR Technology Corp. 7,772 81
*,^ Neonode Inc. 63,023 81
* Lantronix Inc. 32,077 78
* Mastech Digital Inc. 5,931 76
* Streamline Health Solutions Inc. 49,593 73
* Atomera Inc. 18,445 72
* Aerohive Networks Inc. 17,209 70
* Support.com Inc. 26,681 63
*,^ Everspin Technologies Inc. 3,605 62
* Data I/O Corp. 6,051 60
  CSP Inc. 5,391 59
* Identiv Inc. 12,136 56
* SITO Mobile Ltd. 7,348 52
* GSE Systems Inc. 14,521 52
  RELM Wireless Corp. 13,400 48
* inTEST Corp. 5,564 46
* Airgain Inc. 4,820 44
  ClearOne Inc. 5,669 42
* NetSol Technologies Inc. 9,891 35
* Netlist Inc. 43,613 32

 

 

* Intermolecular Inc. 25,996 27
* Marin Software Inc. 14,050 25
* ADDvantage Technologies Group Inc. 14,730 20
* Resonant Inc. 4,421 20
* DASAN Zhone Solutions Inc. 2,620 18
* Inuvo Inc. 17,600 18
  QAD Inc. Class B 597 16
  TransAct Technologies Inc. 1,540 15
* Numerex Corp. Class A 3,660 14
* Westell Technologies Inc. Class A 4,583 14
* Tintri Inc. 2,900 9
* Key Tronic Corp. 850 6
*,2 Gerber Scientific Inc. CVR 53,384 6
  Communications Systems Inc. 1,077 5
* Smith Micro Software Inc. 3,520 4
* Determine Inc. 1,693 4
* Ominto Inc. 700 3
  AstroNova Inc. 201 3
* FalconStor Software Inc. 9,321 2
* Ciber Inc. 161,456 2
*,^ ParkerVision Inc. 1,084 2
* Majesco 342 2
* ARC Group Worldwide Inc. 579 1
* Sunworks Inc. 300 —
      7,490,452
Telecommunications (2.0%)    
  AT&T Inc. 9,834,313 385,210
  Verizon Communications Inc. 6,534,983 323,416
* T-Mobile US Inc. 464,914 28,667
* Level 3 Communications Inc. 468,466 24,965
^ CenturyLink Inc. 877,482 16,584
* Zayo Group Holdings Inc. 255,777 8,804
* Sprint Corp. 957,025 7,446
  Telephone & Data Systems Inc. 156,459 4,364
  Shenandoah Telecommunications Co. 73,826 2,746
* Vonage Holdings Corp. 321,872 2,620
* Straight Path Communications Inc. Class B 11,634 2,102
  Consolidated Communications Holdings Inc. 109,330 2,086
* 8x8 Inc. 145,668 1,967
* General Communication Inc. Class A 41,568 1,696
* GTT Communications Inc. 47,232 1,495
  Cincinnati Bell Inc. 74,837 1,485
^ Frontier Communications Corp. 124,140 1,464
* Iridium Communications Inc. 125,166 1,289
*,^ Globalstar Inc. 737,180 1,202
* ORBCOMM Inc. 104,873 1,098
  ATN International Inc. 20,627 1,087
* United States Cellular Corp. 27,165 962
  Spok Holdings Inc. 40,092 615
^ Windstream Holdings Inc. 334,024 591
* pdvWireless Inc. 19,665 586
* Lumos Networks Corp. 32,250 578
  IDT Corp. Class B 32,443 457
* Alaska Communications Systems Group Inc. 174,817 397
* HC2 Holdings Inc. 54,264 286
* Intelsat SA 57,519 270
* Hawaiian Telcom Holdco Inc. 6,486 193

 

 

* CPS Technologies Corp. 100 —
    826,728
Utilities (3.1%)    
NextEra Energy Inc. 749,733 109,873
Duke Energy Corp. 1,111,363 93,266
Southern Co. 1,592,911 78,276
Dominion Energy Inc. 1,015,620 78,132
Exelon Corp. 1,488,733 56,081
PG&E Corp. 817,971 55,696
American Electric Power Co. Inc. 790,076 55,495
Sempra Energy 401,364 45,808
PPL Corp. 1,094,144 41,523
Edison International 524,685 40,490
Consolidated Edison Inc. 489,415 39,486
Xcel Energy Inc. 817,990 38,707
Public Service Enterprise Group Inc. 814,229 37,658
ONEOK Inc. 609,363 33,765
WEC Energy Group Inc. 509,286 31,973
DTE Energy Co. 289,581 31,089
Eversource Energy 506,567 30,617
American Water Works Co. Inc. 284,932 23,054
FirstEnergy Corp. 731,733 22,559
Ameren Corp. 388,003 22,442
Entergy Corp. 286,985 21,914
CMS Energy Corp. 455,154 21,083
CenterPoint Energy Inc. 692,303 20,222
Alliant Energy Corp. 363,964 15,130
Pinnacle West Capital Corp. 178,291 15,076
Atmos Energy Corp. 168,255 14,106
NiSource Inc. 519,402 13,291
UGI Corp. 276,572 12,960
NRG Energy Inc. 484,163 12,390
AES Corp. 1,054,598 11,622
Westar Energy Inc. Class A 227,142 11,266
SCANA Corp. 221,213 10,727
Great Plains Energy Inc. 344,665 10,443
Aqua America Inc. 284,125 9,430
Vectren Corp. 132,888 8,740
* Calpine Corp. 577,465 8,518
* Vistra Energy Corp. 454,621 8,497
National Fuel Gas Co. 127,908 7,241
IDACORP Inc. 80,551 7,083
WGL Holdings Inc. 81,861 6,893
Portland General Electric Co. 142,347 6,497
ALLETE Inc. 81,453 6,295
ONE Gas Inc. 83,869 6,176
Black Hills Corp. 85,484 5,887
New Jersey Resources Corp. 138,413 5,834
Hawaiian Electric Industries Inc. 174,100 5,810
Southwest Gas Holdings Inc. 71,279 5,533
Spire Inc. 73,413 5,480
Avista Corp. 103,068 5,336
PNM Resources Inc. 127,585 5,142
Avangrid Inc. 98,823 4,686
NorthWestern Corp. 77,505 4,413
South Jersey Industries Inc. 127,268 4,395
Ormat Technologies Inc. 63,765 3,893

 

 

  MGE Energy Inc.   55,620 3,593
  El Paso Electric Co.   64,819 3,581
  Northwest Natural Gas Co.   45,770 2,948
  California Water Service Group   77,193 2,945
  American States Water Co.   58,797 2,896
  Chesapeake Utilities Corp.   25,269 1,977
  SJW Group   32,441 1,836
* TerraForm Power Inc. Class A   134,013 1,772
* Dynegy Inc.   179,229 1,755
  Connecticut Water Service Inc.   23,273 1,380
  Unitil Corp.   20,247 1,001
  Middlesex Water Co.   22,801 895
  York Water Co.   18,866 639
* Atlantic Power Corp.   253,252 620
* Sunrun Inc.   110,350 612
*,^ Cadiz Inc.   39,801 505
  Artesian Resources Corp. Class A   10,544 399
  Genie Energy Ltd. Class B   41,816 274
  Spark Energy Inc. Class A   17,307 260
* AquaVenture Holdings Ltd.   16,546 223
* Pure Cycle Corp.   27,648 207
* US Geothermal Inc.   45,031 180
*,^ Vivint Solar Inc.   40,695 138
        1,318,635
Total Common Stocks (Cost $23,204,773)     41,668,167
    Coupon    
Temporary Cash Investments (0.7%)1      
Money Market Fund (0.7%)      
4,5 Vanguard Market Liquidity Fund 1.223% 2,805,761 280,632

 

        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.0%)      
  United States Treasury Bill 0.976% – 1.023% 10/5/17 5,100 5,100
6 United States Treasury Bill 1.056% 11/24/17 500 499
6 United States Treasury Bill 1.107% 12/28/17 6,000 5,985
6 United States Treasury Bill 1.101% 2/22/18 2,000 1,991
  United States Treasury Bill 1.169% 3/22/18 5,100 5,072
          18,647
Total Temporary Cash Investments (Cost $299,255)     299,279
Total Investments (100.3%) (Cost $23,504,028)       41,967,446
Other Asset and Liabilities-Net (-0.3%)5       (109,282)
Net Assets (100%)       41,858,164

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $130,285,000.
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 100.0% and 0.3%, respectively, of net assets.
2 Security value determined using significant unobservable inputs.
3 “Other” represents securities that are not classified by the fund’s benchmark index.
4 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
5 Includes $137,967,000 of collateral received for securities on loan.

 

6 Securities with a value of $7,579,000 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 December 2017 1,338 168,327 2,742
E-mini Russell 2000 Index December 2017 420 31,351 1,997
        4,739

 

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

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.

 

Institutional Total Stock Market Index Fund

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 41,665,833 5 2,329
Temporary Cash Investments 280,632 18,647 —
Futures Contracts—Assets1 568 — —
Total 41,947,033 18,652 2,329
1 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 objectives of maintaining full exposure to the stock market, enhancing returns, 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 fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. 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).

D. At September 30, 2017, the cost of investment securities for tax purposes was $23,504,919,000. Net unrealized appreciation of investment securities for tax purposes was $18,462,527,000, consisting of unrealized gains of $19,373,599,000 on securities that had risen in value since their purchase and $911,072,000 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 INSTITUTIONAL INDEX FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: November 21, 2017

 

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 INSTITUTIONAL INDEX FUNDS

 

By:

 /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
Date: November 21, 2017
  VANGUARD INSTITUTIONAL INDEX FUNDS

 

By:

 /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
Date: November 21, 2017

 

* By:/s/ Anne E. Robinson

Anne E. Robinson, pursuant to a Power of Attorney filed on October 4, 2016, see file Number 33-32548,
Incorporated by Reference.