Shares | Market Value ($000) | |||||
Common Stocks (99.9%) | ||||||
Communication Services (1.7%) | ||||||
Cable One Inc. | 4,882 | 9,670 | ||||
New York Times Co. Class A | 85,871 | 3,685 | ||||
* | Yelp Inc. | 61,948 | 1,978 | |||
World Wrestling Entertainment Inc. Class A | 23,924 | 1,030 | ||||
16,363 | ||||||
Consumer Discretionary (15.4%) | ||||||
* | Caesars Entertainment Inc. | 179,707 | 12,242 | |||
Dunkin' Brands Group Inc. | 74,137 | 7,884 | ||||
* | Five Below Inc. | 50,320 | 7,870 | |||
Gentex Corp. | 221,468 | 7,220 | ||||
Lithia Motors Inc. Class A | 23,089 | 6,680 | ||||
* | Deckers Outdoor Corp. | 25,250 | 6,428 | |||
* | RH | 13,907 | 6,302 | |||
Churchill Downs Inc. | 31,981 | 5,754 | ||||
Williams-Sonoma Inc. | 48,371 | 5,295 | ||||
* | TopBuild Corp. | 29,810 | 5,194 | |||
Polaris Inc. | 51,957 | 4,988 | ||||
Wyndham Hotels & Resorts Inc. | 83,946 | 4,827 | ||||
Marriott Vacations Worldwide Corp. | 36,998 | 4,711 | ||||
* | Tempur Sealy International Inc. | 172,852 | 4,354 | |||
* | Skechers U.S.A. Inc. Class A | 122,825 | 4,111 | |||
Service Corp. International | 80,990 | 3,939 | ||||
Wingstop Inc. | 26,671 | 3,395 | ||||
* | Grubhub Inc. | 46,566 | 3,275 | |||
* | Fox Factory Holding Corp. | 37,340 | 3,259 | |||
Murphy USA Inc. | 24,452 | 3,135 | ||||
Boyd Gaming Corp. | 72,266 | 2,781 | ||||
* | Helen of Troy Ltd. | 13,463 | 2,719 | |||
Brunswick Corp. | 34,954 | 2,609 | ||||
Choice Hotels International Inc. | 25,942 | 2,585 | ||||
* | Ollie's Bargain Outlet Holdings Inc. | 28,701 | 2,527 | |||
Toll Brothers Inc. | 51,735 | 2,450 | ||||
Texas Roadhouse Inc. | 29,981 | 2,273 | ||||
Carter's Inc. | 24,772 | 2,204 | ||||
Aaron's Holdings Co. Inc. | 34,486 | 2,170 | ||||
* | Visteon Corp. | 17,803 | 2,151 | |||
Wendy's Co. | 93,576 | 2,058 | ||||
* | Scientific Games Corp. | 50,350 | 1,877 | |||
Papa John's International Inc. | 18,924 | 1,521 | ||||
Columbia Sportswear Co. | 16,996 | 1,392 | ||||
Wyndham Destinations Inc. | 33,016 | 1,389 |
Shares | Market Value ($000) | |||||
KB Home | 36,501 | 1,285 | ||||
Strategic Education Inc. | 11,629 | 1,092 | ||||
Six Flags Entertainment Corp. | 34,034 | 1,046 | ||||
Jack in the Box Inc. | 10,041 | 924 | ||||
* | WW International Inc. | 21,949 | 648 | |||
148,564 | ||||||
Consumer Staples (2.7%) | ||||||
* | Boston Beer Co. Inc. Class A | 8,209 | 7,641 | |||
Casey's General Stores Inc. | 33,257 | 6,042 | ||||
* | Post Holdings Inc. | 26,105 | 2,466 | |||
Sanderson Farms Inc. | 17,837 | 2,439 | ||||
Energizer Holdings Inc. | 52,484 | 2,199 | ||||
* | Grocery Outlet Holding Corp. | 46,573 | 1,799 | |||
Lancaster Colony Corp. | 8,620 | 1,460 | ||||
Coty Inc. Class A | 119,359 | 858 | ||||
* | Pilgrim's Pride Corp. | 28,058 | 530 | |||
Tootsie Roll Industries Inc. | 7,281 | 225 | ||||
25,659 | ||||||
Energy (0.5%) | ||||||
* | WPX Energy Inc. | 364,040 | 2,592 | |||
Cimarex Energy Co. | 49,648 | 1,785 | ||||
Murphy Oil Corp. | 58,437 | 588 | ||||
4,965 | ||||||
Financials (8.5%) | ||||||
FactSet Research Systems Inc. | 34,236 | 11,427 | ||||
Brown & Brown Inc. | 211,519 | 9,525 | ||||
RenaissanceRe Holdings Ltd. | 46,152 | 7,599 | ||||
SEI Investments Co. | 109,574 | 5,780 | ||||
Eaton Vance Corp. | 73,049 | 4,893 | ||||
Primerica Inc. | 35,612 | 4,639 | ||||
Essent Group Ltd. | 101,303 | 4,443 | ||||
Alleghany Corp. | 6,449 | 3,709 | ||||
Commerce Bancshares Inc. | 49,748 | 3,281 | ||||
First Financial Bankshares Inc. | 81,910 | 2,737 | ||||
* | LendingTree Inc. | 9,806 | 2,506 | |||
Evercore Inc. Class A | 25,604 | 2,328 | ||||
RLI Corp. | 22,457 | 2,150 | ||||
Stifel Financial Corp. | 30,274 | 2,098 | ||||
Glacier Bancorp Inc. | 50,722 | 2,068 | ||||
New York Community Bancorp Inc. | 208,969 | 2,025 | ||||
SLM Corp. | 169,036 | 1,794 | ||||
Federated Hermes Inc. | 60,894 | 1,634 | ||||
Bank of Hawaii Corp. | 20,897 | 1,565 | ||||
FirstCash Inc. | 24,298 | 1,561 | ||||
MGIC Investment Corp. | 121,929 | 1,458 | ||||
CIT Group Inc. | 41,748 | 1,398 | ||||
Washington Federal Inc. | 43,096 | 1,007 | ||||
81,625 | ||||||
Health Care (14.9%) | ||||||
* | Masimo Corp. | 45,553 | 11,593 | |||
Bio-Techne Corp. | 34,738 | 10,536 | ||||
* | Charles River Laboratories International Inc. | 44,766 | 10,499 | |||
* | Repligen Corp. | 43,999 | 8,345 | |||
* | Amedisys Inc. | 29,256 | 7,162 | |||
Chemed Corp. | 14,345 | 6,861 | ||||
* | Penumbra Inc. | 30,259 | 6,714 | |||
* | Quidel Corp. | 34,399 | 6,710 |
Shares | Market Value ($000) | |||||
* | PRA Health Sciences Inc. | 57,636 | 6,467 | |||
* | Arrowhead Pharmaceuticals Inc. | 92,177 | 5,764 | |||
* | LHC Group Inc. | 28,466 | 5,588 | |||
* | Jazz Pharmaceuticals plc | 37,981 | 5,344 | |||
* | Exelixis Inc. | 278,434 | 5,335 | |||
* | HealthEquity Inc. | 69,107 | 4,954 | |||
* | Syneos Health Inc. | 62,961 | 4,145 | |||
* | Globus Medical Inc. Class A | 67,878 | 4,078 | |||
* | Integra LifeSciences Holdings Corp. | 63,787 | 3,491 | |||
Encompass Health Corp. | 42,118 | 3,394 | ||||
* | ICU Medical Inc. | 17,547 | 3,311 | |||
* | Haemonetics Corp. | 29,239 | 3,300 | |||
* | Halozyme Therapeutics Inc. | 80,981 | 3,166 | |||
* | Medpace Holdings Inc. | 24,568 | 3,154 | |||
Hill-Rom Holdings Inc. | 33,010 | 3,131 | ||||
* | Neogen Corp. | 30,583 | 2,270 | |||
* | Emergent BioSolutions Inc. | 24,727 | 2,026 | |||
* | NuVasive Inc. | 30,021 | 1,391 | |||
*,1 | Ligand Pharmaceuticals Inc. | 14,507 | 1,224 | |||
* | LivaNova plc | 22,333 | 1,180 | |||
Cantel Medical Corp. | 18,970 | 1,127 | ||||
* | Nektar Therapeutics | 51,724 | 848 | |||
143,108 | ||||||
Industrials (20.0%) | ||||||
* | Generac Holdings Inc. | 56,580 | 12,199 | |||
Graco Inc. | 150,223 | 10,176 | ||||
Nordson Corp. | 48,636 | 9,913 | ||||
Toro Co. | 96,686 | 8,770 | ||||
Hubbell Inc. | 48,867 | 7,896 | ||||
* | Trex Co. Inc. | 104,309 | 7,804 | |||
* | Axon Enterprise Inc. | 57,199 | 7,189 | |||
Carlisle Cos. Inc. | 49,183 | 7,123 | ||||
Lincoln Electric Holdings Inc. | 53,495 | 6,152 | ||||
Lennox International Inc. | 20,704 | 5,959 | ||||
Woodward Inc. | 52,280 | 5,847 | ||||
Tetra Tech Inc. | 48,559 | 5,791 | ||||
* | Sunrun Inc. | 89,263 | 5,720 | |||
* | IAA Inc. | 82,078 | 4,918 | |||
Knight-Swift Transportation Holdings Inc. | 113,501 | 4,686 | ||||
Timken Co. | 60,904 | 4,473 | ||||
* | Middleby Corp. | 29,069 | 3,953 | |||
Donaldson Co. Inc. | 72,739 | 3,873 | ||||
ITT Inc. | 52,164 | 3,789 | ||||
Owens Corning | 51,587 | 3,759 | ||||
Hexcel Corp. | 75,250 | 3,726 | ||||
Simpson Manufacturing Co. Inc. | 39,175 | 3,600 | ||||
* | Mercury Systems Inc. | 50,463 | 3,594 | |||
* | FTI Consulting Inc. | 32,977 | 3,463 | |||
Watsco Inc. | 15,084 | 3,430 | ||||
* | Clean Harbors Inc. | 46,127 | 3,338 | |||
Curtiss-Wright Corp. | 27,350 | 3,152 | ||||
MSA Safety Inc. | 20,855 | 3,117 | ||||
Landstar System Inc. | 23,519 | 3,091 | ||||
Brink's Co. | 45,526 | 3,055 | ||||
Oshkosh Corp. | 36,209 | 2,915 | ||||
* | MasTec Inc. | 50,557 | 2,867 | |||
AGCO Corp. | 29,332 | 2,714 | ||||
* | Stericycle Inc. | 36,272 | 2,555 |
Shares | Market Value ($000) | |||||
CoreLogic Inc. | 32,220 | 2,497 | ||||
* | ASGN Inc. | 28,859 | 2,256 | |||
EMCOR Group Inc. | 22,762 | 1,962 | ||||
Herman Miller Inc. | 53,051 | 1,891 | ||||
* | Builders FirstSource Inc. | 47,332 | 1,771 | |||
Insperity Inc. | 18,203 | 1,556 | ||||
* | Colfax Corp. | 40,809 | 1,472 | |||
Valmont Industries Inc. | 8,855 | 1,443 | ||||
* | Kirby Corp. | 28,103 | 1,422 | |||
Werner Enterprises Inc. | 24,016 | 960 | ||||
191,837 | ||||||
Information Technology (20.9%) | ||||||
* | Trimble Inc. | 225,473 | 13,499 | |||
* | SolarEdge Technologies Inc. | 45,163 | 12,554 | |||
* | Fair Isaac Corp. | 26,131 | 12,354 | |||
Monolithic Power Systems Inc. | 38,042 | 12,172 | ||||
Cognex Corp. | 155,934 | 11,717 | ||||
* | Enphase Energy Inc. | 81,753 | 11,165 | |||
Universal Display Corp. | 38,622 | 8,846 | ||||
* | WEX Inc. | 39,736 | 6,884 | |||
MKS Instruments Inc. | 49,672 | 6,854 | ||||
* | Ceridian HCM Holding Inc. | 70,188 | 6,767 | |||
* | Paylocity Holding Corp. | 33,458 | 6,578 | |||
* | Lumentum Holdings Inc. | 67,765 | 5,854 | |||
* | Manhattan Associates Inc. | 57,239 | 5,852 | |||
* | CACI International Inc. Class A | 22,615 | 5,366 | |||
* | PTC Inc. | 48,969 | 5,281 | |||
Jabil Inc. | 122,118 | 4,667 | ||||
* | Silicon Laboratories Inc. | 39,464 | 4,626 | |||
* | Cirrus Logic Inc. | 52,617 | 4,215 | |||
CMC Materials Inc. | 26,182 | 4,039 | ||||
* | Ciena Corp. | 85,845 | 3,846 | |||
* | J2 Global Inc. | 40,324 | 3,613 | |||
KBR Inc. | 128,282 | 3,562 | ||||
* | ACI Worldwide Inc. | 104,878 | 3,417 | |||
Littelfuse Inc. | 13,819 | 3,324 | ||||
CDK Global Inc. | 66,804 | 3,200 | ||||
* | Qualys Inc. | 30,414 | 2,890 | |||
* | Sailpoint Technologies Holdings Inc. | 61,284 | 2,853 | |||
Perspecta Inc. | 123,138 | 2,761 | ||||
* | Coherent Inc. | 21,858 | 2,662 | |||
Blackbaud Inc. | 44,672 | 2,461 | ||||
Science Applications International Corp. | 23,586 | 2,183 | ||||
MAXIMUS Inc. | 30,388 | 2,182 | ||||
National Instruments Corp. | 55,665 | 2,084 | ||||
* | Semtech Corp. | 29,944 | 2,020 | |||
Sabre Corp. | 134,448 | 1,513 | ||||
* | Synaptics Inc. | 18,846 | 1,466 | |||
* | LiveRamp Holdings Inc. | 23,746 | 1,389 | |||
* | NCR Corp. | 49,713 | 1,376 | |||
* | ViaSat Inc. | 29,427 | 1,000 | |||
* | CommVault Systems Inc. | 20,517 | 980 | |||
* | Teradata Corp. | 38,403 | 842 | |||
200,914 | ||||||
Materials (5.1%) | ||||||
Reliance Steel & Aluminum Co. | 57,453 | 6,768 | ||||
Royal Gold Inc. | 59,105 | 6,529 |
Shares | Market Value ($000) | |||||
Scotts Miracle-Gro Co. | 36,685 | 6,448 | ||||
RPM International Inc. | 70,270 | 6,184 | ||||
AptarGroup Inc. | 34,857 | 4,403 | ||||
Eagle Materials Inc. | 37,627 | 3,424 | ||||
Steel Dynamics Inc. | 88,242 | 3,195 | ||||
Louisiana-Pacific Corp. | 72,866 | 2,494 | ||||
* | Ingevity Corp. | 37,194 | 2,476 | |||
Valvoline Inc. | 90,035 | 2,052 | ||||
NewMarket Corp. | 4,287 | 1,585 | ||||
Silgan Holdings Inc. | 42,560 | 1,439 | ||||
Compass Minerals International Inc. | 22,022 | 1,376 | ||||
Cabot Corp. | 22,953 | 951 | ||||
49,324 | ||||||
Real Estate (8.6%) | ||||||
Rexford Industrial Realty Inc. | 111,544 | 5,345 | ||||
STORE Capital Corp. | 160,323 | 5,220 | ||||
EastGroup Properties Inc. | 35,442 | 4,832 | ||||
CoreSite Realty Corp. | 38,326 | 4,806 | ||||
CyrusOne Inc. | 68,454 | 4,786 | ||||
Camden Property Trust | 48,268 | 4,770 | ||||
Cousins Properties Inc. | 133,873 | 4,473 | ||||
Lamar Advertising Co. Class A | 47,486 | 3,780 | ||||
Kilroy Realty Corp. | 56,667 | 3,466 | ||||
National Retail Properties Inc. | 86,006 | 3,242 | ||||
Omega Healthcare Investors Inc. | 92,033 | 3,241 | ||||
First Industrial Realty Trust Inc. | 75,648 | 3,168 | ||||
* | Jones Lang LaSalle Inc. | 22,396 | 2,963 | |||
Douglas Emmett Inc. | 93,580 | 2,898 | ||||
Life Storage Inc. | 25,787 | 2,829 | ||||
PS Business Parks Inc. | 18,076 | 2,382 | ||||
American Campus Communities Inc. | 59,528 | 2,369 | ||||
Brixmor Property Group Inc. | 149,610 | 2,285 | ||||
Highwoods Properties Inc. | 46,878 | 1,795 | ||||
Healthcare Realty Trust Inc. | 56,386 | 1,663 | ||||
Physicians Realty Trust | 91,794 | 1,593 | ||||
Rayonier Inc. | 51,710 | 1,457 | ||||
Spirit Realty Capital Inc. | 38,996 | 1,437 | ||||
Hudson Pacific Properties Inc. | 49,722 | 1,293 | ||||
PotlatchDeltic Corp. | 27,706 | 1,289 | ||||
Corporate Office Properties Trust | 46,475 | 1,238 | ||||
EPR Properties | 29,642 | 1,068 | ||||
Taubman Centers Inc. | 23,956 | 1,023 | ||||
Weingarten Realty Investors | 47,848 | 1,001 | ||||
Urban Edge Properties | 45,373 | 589 | ||||
82,301 | ||||||
Utilities (1.6%) | ||||||
Essential Utilities Inc. | 110,570 | 5,007 | ||||
MDU Resources Group Inc. | 75,863 | 1,892 | ||||
ONE Gas Inc. | 23,850 | 1,888 | ||||
IDACORP Inc. | 20,463 | 1,853 | ||||
PNM Resources Inc. | 35,891 | 1,763 | ||||
Hawaiian Electric Industries Inc. | 47,224 | 1,692 | ||||
Black Hills Corp. | 26,566 | 1,616 | ||||
15,711 | ||||||
Total Common Stocks (Cost $802,710) | 960,371 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
2,3 | Vanguard Market Liquidity Fund (Cost $1,189) | 0.109% | 11,894 | 1,189 | ||
Total Investments (100.0%) (Cost $803,899) | 961,560 | |||||
Other Assets and Liabilities—Net (0.0%) | (370) | |||||
Net Assets (100%) | 961,190 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,139,000. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3 | Collateral of $1,188,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P Mid-Cap 400 Index | December 2020 | 4 | 867 | 111 |