Vanguard® Small-Cap Index Fund
Schedule of Investments (unaudited)
As of September 30, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Shares | Market Value ($000) | |||||
Common Stocks (99.3%) | ||||||
Basic Materials (3.9%) | ||||||
Mosaic Co. | 8,509,509 | 303,960 | ||||
Steel Dynamics Inc. | 4,826,956 | 282,280 | ||||
Reliance Steel & Aluminum Co. | 1,580,610 | 225,111 | ||||
* | Cleveland-Cliffs Inc. | 11,194,110 | 221,755 | |||
* | Alcoa Corp. | 4,411,145 | 215,881 | |||
Olin Corp. | 3,594,571 | 173,438 | ||||
Royal Gold Inc. | 1,633,343 | 155,968 | ||||
* | RBC Bearings Inc. | 707,376 | 150,105 | |||
CF Industries Holdings Inc. | 2,676,726 | 149,415 | ||||
Huntsman Corp. | 4,965,815 | 146,938 | ||||
Scotts Miracle-Gro Co. | 972,147 | 142,283 | ||||
Valvoline Inc. | 4,499,157 | 140,284 | ||||
United States Steel Corp. | 6,051,065 | 132,942 | ||||
Ashland Global Holdings Inc. | 1,436,069 | 127,982 | ||||
* | Hexcel Corp. | 2,086,947 | 123,944 | |||
Chemours Co. | 4,110,990 | 119,465 | ||||
Balchem Corp. | 806,032 | 116,931 | ||||
Element Solutions Inc. | 5,237,916 | 113,558 | ||||
Timken Co. | 1,708,233 | 111,753 | ||||
Avient Corp. | 2,273,225 | 105,364 | ||||
* | Univar Solutions Inc. | 4,254,267 | 101,337 | |||
UFP Industries Inc. | 1,462,060 | 99,391 | ||||
Sensient Technologies Corp. | 1,049,717 | 95,608 | ||||
* | Livent Corp. | 4,020,488 | 92,914 | |||
Commercial Metals Co. | 3,003,110 | 91,475 | ||||
Quaker Chemical Corp. | 333,886 | 79,371 | ||||
*,1 | MP Materials Corp. | 2,431,967 | 78,382 | |||
* | Arconic Corp. | 2,450,842 | 77,300 | |||
Hecla Mining Co. | 13,365,970 | 73,513 | ||||
Cabot Corp. | 1,412,433 | 70,791 | ||||
Tronox Holdings plc Class A | 2,870,919 | 70,768 | ||||
* | Ingevity Corp. | 983,897 | 70,221 | |||
NewMarket Corp. | 204,132 | 69,154 | ||||
* | Domtar Corp. | 1,252,481 | 68,310 | |||
* | Amyris Inc. | 4,820,832 | 66,190 | |||
Stepan Co. | 532,008 | 60,085 | ||||
Minerals Technologies Inc. | 837,583 | 58,497 | ||||
Mueller Industries Inc. | 1,350,497 | 55,505 | ||||
Compass Minerals International Inc. | 844,147 | 54,363 | ||||
Boise Cascade Co. | 978,411 | 52,815 | ||||
GrafTech International Ltd. | 4,994,847 | 51,547 |
Shares | Market Value ($000) | |||||
Innospec Inc. | 611,193 | 51,475 | ||||
Worthington Industries Inc. | 833,836 | 43,943 | ||||
Kaiser Aluminum Corp. | 393,851 | 42,914 | ||||
Carpenter Technology Corp. | 1,194,958 | 39,123 | ||||
Westlake Chemical Corp. | 398,010 | 36,275 | ||||
* | Coeur Mining Inc. | 5,769,753 | 35,599 | |||
Materion Corp. | 509,335 | 34,961 | ||||
* | Kraton Corp. | 758,903 | 34,636 | |||
* | GCP Applied Technologies Inc. | 1,285,841 | 28,186 | |||
Schweitzer-Mauduit International Inc. | 783,095 | 27,142 | ||||
Schnitzer Steel Industries Inc. Class A | 612,358 | 26,827 | ||||
* | Century Aluminum Co. | 1,238,664 | 16,660 | |||
Ecovyst Inc. | 1,367,280 | 15,943 | ||||
* | Koppers Holdings Inc. | 507,817 | 15,874 | |||
Glatfelter Corp. | 1,112,197 | 15,682 | ||||
*,1 | Zymergen Inc. | 510,918 | 6,729 | |||
American Vanguard Corp. | 320,359 | 4,821 | ||||
Tredegar Corp. | 342,577 | 4,173 | ||||
FutureFuel Corp. | 145 | 1 | ||||
* | Hycroft Mining Holding Corp. Warrants Exp. 10/22/22 | 19 | — | |||
5,277,858 | ||||||
Consumer Discretionary (15.7%) | ||||||
Pool Corp. | 948,132 | 411,878 | ||||
Williams-Sonoma Inc. | 1,852,350 | 328,477 | ||||
* | Floor & Decor Holdings Inc. Class A | 2,619,196 | 316,373 | |||
* | RH | 418,760 | 279,275 | |||
Tapestry Inc. | 6,958,239 | 257,594 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 4,906,767 | 252,257 | |||
* | Deckers Outdoor Corp. | 688,475 | 247,989 | |||
* | Five Below Inc. | 1,393,583 | 246,399 | |||
* | Norwegian Cruise Line Holdings Ltd. | 9,208,662 | 245,963 | |||
Service Corp. International | 3,962,469 | 238,778 | ||||
Lithia Motors Inc. Class A | 752,923 | 238,707 | ||||
* | Chegg Inc. | 3,420,677 | 232,674 | |||
Tempur Sealy International Inc. | 4,890,538 | 226,970 | ||||
* | SiteOne Landscape Supply Inc. | 1,108,729 | 221,158 | |||
* | Crocs Inc. | 1,474,995 | 211,632 | |||
Newell Brands Inc. | 9,529,879 | 210,992 | ||||
* | Bright Horizons Family Solutions Inc. | 1,507,336 | 210,153 | |||
Churchill Downs Inc. | 862,712 | 207,120 | ||||
Bath & Body Works Inc. | 3,129,866 | 197,275 | ||||
Gentex Corp. | 5,946,289 | 196,109 | ||||
New York Times Co. Class A | 3,950,726 | 194,652 | ||||
* | Zynga Inc. Class A | 25,814,910 | 194,386 | |||
* | Scientific Games Corp. | 2,278,457 | 189,271 | |||
* | BJ's Wholesale Club Holdings Inc. | 3,398,613 | 186,652 | |||
Kohl's Corp. | 3,888,394 | 183,105 | ||||
* | IAA Inc. | 3,354,970 | 183,081 | |||
* | Alaska Air Group Inc. | 3,116,415 | 182,622 | |||
* | PVH Corp. | 1,775,931 | 182,548 | |||
Wyndham Hotels & Resorts Inc. | 2,327,398 | 179,652 | ||||
Interpublic Group of Cos. Inc. | 4,898,441 | 179,626 | ||||
* | YETI Holdings Inc. | 2,068,344 | 177,236 | |||
Macy's Inc. | 7,777,690 | 175,776 | ||||
1 | Dick's Sporting Goods Inc. | 1,453,603 | 174,098 | |||
* | Capri Holdings Ltd. | 3,594,036 | 173,987 | |||
Polaris Inc. | 1,432,780 | 171,446 | ||||
Nielsen Holdings plc | 8,931,279 | 171,391 |
Shares | Market Value ($000) | |||||
* | Vail Resorts Inc. | 501,049 | 167,375 | |||
* | American Airlines Group Inc. | 8,056,217 | 165,314 | |||
* | AutoNation Inc. | 1,336,445 | 162,726 | |||
* | Planet Fitness Inc. Class A | 2,071,247 | 162,696 | |||
Toll Brothers Inc. | 2,917,081 | 161,285 | ||||
* | Mattel Inc. | 8,685,998 | 161,212 | |||
Thor Industries Inc. | 1,309,095 | 160,705 | ||||
Gap Inc. | 7,048,405 | 159,999 | ||||
Marriott Vacations Worldwide Corp. | 1,009,685 | 158,854 | ||||
* | Fox Factory Holding Corp. | 1,047,839 | 151,455 | |||
Texas Roadhouse Inc. Class A | 1,650,956 | 150,782 | ||||
Nexstar Media Group Inc. Class A | 988,255 | 150,175 | ||||
Hanesbrands Inc. | 8,690,819 | 149,134 | ||||
* | Stamps.com Inc. | 436,781 | 144,046 | |||
*,1 | GameStop Corp. Class A | 812,565 | 142,581 | |||
AMERCO | 219,526 | 141,820 | ||||
* | Skechers USA Inc. Class A | 3,357,301 | 141,410 | |||
* | Penn National Gaming Inc. | 1,950,808 | 141,356 | |||
Leggett & Platt Inc. | 3,152,122 | 141,341 | ||||
Harley-Davidson Inc. | 3,828,991 | 140,179 | ||||
* | Avis Budget Group Inc. | 1,159,283 | 135,068 | |||
* | Helen of Troy Ltd. | 599,750 | 134,752 | |||
* | Terminix Global Holdings Inc. | 3,103,433 | 129,320 | |||
* | Victoria's Secret & Co. | 2,279,359 | 125,957 | |||
* | Goodyear Tire & Rubber Co. | 6,998,247 | 123,869 | |||
* | Boyd Gaming Corp. | 1,954,865 | 123,665 | |||
Wingstop Inc. | 740,279 | 121,354 | ||||
* | JetBlue Airways Corp. | 7,914,935 | 121,019 | |||
Ralph Lauren Corp. | 1,089,301 | 120,956 | ||||
Foot Locker Inc. | 2,577,280 | 117,679 | ||||
Travel + Leisure Co. | 2,147,578 | 117,107 | ||||
Lear Corp. | 743,104 | 116,281 | ||||
* | National Vision Holdings Inc. | 2,038,133 | 115,705 | |||
Choice Hotels International Inc. | 899,916 | 113,722 | ||||
H&R Block Inc. | 4,527,365 | 113,184 | ||||
TEGNA Inc. | 5,503,228 | 108,524 | ||||
* | Hilton Grand Vacations Inc. | 2,244,673 | 106,779 | |||
Aramark | 3,175,699 | 104,354 | ||||
Papa John's International Inc. | 819,091 | 104,016 | ||||
Murphy USA Inc. | 611,332 | 102,251 | ||||
* | Sonos Inc. | 3,130,397 | 101,300 | |||
Carter's Inc. | 1,040,887 | 101,216 | ||||
* | Grand Canyon Education Inc. | 1,125,064 | 98,961 | |||
Signet Jewelers Ltd. | 1,244,906 | 98,298 | ||||
American Eagle Outfitters Inc. | 3,757,277 | 96,938 | ||||
Wendy's Co. | 4,435,476 | 96,161 | ||||
* | Under Armour Inc. Class A | 4,731,065 | 95,473 | |||
* | Sabre Corp. | 8,030,112 | 95,077 | |||
* | Asbury Automotive Group Inc. | 481,424 | 94,715 | |||
Qurate Retail Inc. Class A | 8,938,576 | 91,084 | ||||
* | Meritage Homes Corp. | 937,041 | 90,893 | |||
* | Under Armour Inc. Class C | 5,144,525 | 90,132 | |||
* | Frontdoor Inc. | 2,134,570 | 89,439 | |||
* | Academy Sports & Outdoors Inc. | 2,210,875 | 88,479 | |||
* | Hyatt Hotels Corp. Class A | 1,139,254 | 87,837 | |||
Columbia Sportswear Co. | 903,218 | 86,564 | ||||
* | Madison Square Garden Sports Corp. | 463,245 | 86,140 | |||
KB Home | 2,178,893 | 84,803 |
Shares | Market Value ($000) | |||||
* | TripAdvisor Inc. | 2,480,870 | 83,977 | |||
* | Callaway Golf Co. | 3,006,925 | 83,081 | |||
Cracker Barrel Old Country Store Inc. | 590,543 | 82,582 | ||||
* | Leslie's Inc. | 4,005,202 | 82,267 | |||
*,1 | Luminar Technologies Inc. Class A | 5,236,362 | 81,687 | |||
Penske Automotive Group Inc. | 799,885 | 80,468 | ||||
LCI Industries | 597,524 | 80,445 | ||||
Dana Inc. | 3,614,191 | 80,380 | ||||
Group 1 Automotive Inc. | 427,583 | 80,334 | ||||
* | Overstock.com Inc. | 1,016,916 | 79,238 | |||
Rent-A-Center Inc. | 1,405,685 | 79,014 | ||||
* | LGI Homes Inc. | 552,055 | 78,342 | |||
Steven Madden Ltd. | 1,937,752 | 77,820 | ||||
* | Six Flags Entertainment Corp. | 1,816,507 | 77,202 | |||
* | Taylor Morrison Home Corp. Class A | 2,962,593 | 76,376 | |||
* | Red Rock Resorts Inc. Class A | 1,489,260 | 76,280 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 1,243,697 | 74,970 | |||
* | Allegiant Travel Co. | 380,603 | 74,400 | |||
* | Nordstrom Inc. | 2,767,277 | 73,195 | |||
* | Shake Shack Inc. Class A | 925,341 | 72,602 | |||
Herman Miller Inc. | 1,885,939 | 71,024 | ||||
* | SeaWorld Entertainment Inc. | 1,280,346 | 70,829 | |||
* | Spirit Airlines Inc. | 2,697,838 | 69,982 | |||
PROG Holdings Inc. | 1,656,644 | 69,596 | ||||
* | Stitch Fix Inc. Class A | 1,698,003 | 67,835 | |||
* | Gentherm Inc. | 825,977 | 66,846 | |||
* | iHeartMedia Inc. Class A | 2,665,913 | 66,701 | |||
* | Visteon Corp. | 697,352 | 65,823 | |||
MDC Holdings Inc. | 1,404,710 | 65,628 | ||||
Kontoor Brands Inc. | 1,291,712 | 64,521 | ||||
* | Coty Inc. Class A | 8,120,095 | 63,824 | |||
* | Dorman Products Inc. | 674,109 | 63,818 | |||
World Wrestling Entertainment Inc. Class A | 1,125,092 | 63,298 | ||||
* | Cardlytics Inc. | 739,880 | 62,106 | |||
* | SkyWest Inc. | 1,254,200 | 61,882 | |||
Wolverine World Wide Inc. | 2,046,184 | 61,058 | ||||
*,1 | ContextLogic Inc. Class A | 11,109,496 | 60,658 | |||
* | Coursera Inc. | 1,885,517 | 59,677 | |||
* | Tri Pointe Homes Inc. | 2,832,861 | 59,547 | |||
* | 2U Inc. | 1,765,691 | 59,274 | |||
* | Revolve Group Inc. Class A | 946,528 | 58,467 | |||
* | Cheesecake Factory Inc. | 1,233,647 | 57,981 | |||
* | Abercrombie & Fitch Co. Class A | 1,531,997 | 57,649 | |||
Graham Holdings Co. Class B | 95,365 | 56,185 | ||||
* | Brinker International Inc. | 1,137,392 | 55,789 | |||
* | Bloomin' Brands Inc. | 2,223,446 | 55,586 | |||
*,1 | iRobot Corp. | 698,361 | 54,821 | |||
John Wiley & Sons Inc. Class A | 1,048,406 | 54,737 | ||||
*,1 | Fisker Inc. | 3,664,196 | 53,681 | |||
* | Meredith Corp. | 959,377 | 53,437 | |||
Levi Strauss & Co. Class A | 2,161,269 | 52,973 | ||||
* | Sleep Number Corp. | 558,460 | 52,205 | |||
Rush Enterprises Inc. Class A | 1,145,802 | 51,744 | ||||
Jack in the Box Inc. | 512,457 | 49,877 | ||||
* | Madison Square Garden Entertainment Corp. | 675,173 | 49,065 | |||
* | KAR Auction Services Inc. | 2,964,511 | 48,588 | |||
*,1 | Cinemark Holdings Inc. | 2,527,620 | 48,556 | |||
* | ODP Corp. | 1,194,469 | 47,970 |
Shares | Market Value ($000) | |||||
PriceSmart Inc. | 613,648 | 47,588 | ||||
* | Sally Beauty Holdings Inc. | 2,811,286 | 47,370 | |||
Monro Inc. | 783,962 | 45,086 | ||||
* | Adtalem Global Education Inc. | 1,170,230 | 44,246 | |||
* | Urban Outfitters Inc. | 1,464,972 | 43,495 | |||
* | Central Garden & Pet Co. Class A | 996,287 | 42,840 | |||
* | Knowles Corp. | 2,285,631 | 42,833 | |||
* | Bed Bath & Beyond Inc. | 2,471,415 | 42,694 | |||
* | Skyline Champion Corp. | 670,065 | 40,244 | |||
Camping World Holdings Inc. Class A | 1,019,598 | 39,632 | ||||
* | Selectquote Inc. | 3,045,156 | 39,374 | |||
Strategic Education Inc. | 552,590 | 38,958 | ||||
Sinclair Broadcast Group Inc. Class A | 1,223,340 | 38,755 | ||||
* | Laureate Education Inc. Class A | 2,279,002 | 38,720 | |||
Acushnet Holdings Corp. | 825,090 | 38,532 | ||||
HNI Corp. | 1,039,162 | 38,158 | ||||
Big Lots Inc. | 862,791 | 37,411 | ||||
* | Dave & Buster's Entertainment Inc. | 960,182 | 36,804 | |||
* | Driven Brands Holdings Inc. | 1,248,707 | 36,075 | |||
Oxford Industries Inc. | 399,500 | 36,023 | ||||
* | Lions Gate Entertainment Corp. Class B | 2,760,137 | 35,882 | |||
*,1 | Petco Health & Wellness Co. Inc. Class A | 1,688,760 | 35,633 | |||
La-Z-Boy Inc. | 1,105,095 | 35,617 | ||||
* | Stride Inc. | 984,496 | 35,383 | |||
*,1 | Figs Inc. Class A | 924,486 | 34,335 | |||
* | elf Beauty Inc. | 1,161,417 | 33,739 | |||
* | Dine Brands Global Inc. | 405,957 | 32,968 | |||
Sturm Ruger & Co. Inc. | 439,901 | 32,456 | ||||
Inter Parfums Inc. | 433,817 | 32,437 | ||||
* | AMC Networks Inc. Class A | 687,331 | 32,023 | |||
Buckle Inc. | 744,284 | 29,466 | ||||
* | GoPro Inc. Class A | 3,146,655 | 29,453 | |||
* | PowerSchool Holdings Inc. Class A | 1,184,555 | 29,152 | |||
* | Tenneco Inc. Class A | 2,037,026 | 29,068 | |||
* | G-III Apparel Group Ltd. | 1,024,069 | 28,981 | |||
* | Vista Outdoor Inc. | 711,492 | 28,680 | |||
Sonic Automotive Inc. Class A | 518,827 | 27,259 | ||||
EW Scripps Co. Class A | 1,493,728 | 26,977 | ||||
* | Mister Car Wash Inc. | 1,475,446 | 26,927 | |||
* | Duolingo Inc. Class A | 159,218 | 26,488 | |||
* | Hawaiian Holdings Inc. | 1,211,796 | 26,248 | |||
Matthews International Corp. Class A | 748,015 | 25,949 | ||||
Dillard's Inc. Class A | 149,666 | 25,820 | ||||
Steelcase Inc. Class A | 2,033,335 | 25,783 | ||||
* | Cavco Industries Inc. | 108,733 | 25,741 | |||
* | RealReal Inc. | 1,941,145 | 25,584 | |||
*,1 | Canoo Inc. | 3,258,329 | 25,057 | |||
*,1 | Corsair Gaming Inc. | 931,294 | 24,148 | |||
* | WW International Inc. | 1,307,448 | 23,861 | |||
* | American Axle & Manufacturing Holdings Inc. | 2,700,562 | 23,792 | |||
* | Clear Channel Outdoor Holdings Inc. | 8,770,292 | 23,768 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 504,976 | 23,759 | |||
* | Dutch Bros Inc. Class A | 533,261 | 23,101 | |||
* | BJ's Restaurants Inc. | 550,777 | 23,000 | |||
Aaron's Co. Inc. | 813,558 | 22,405 | ||||
Interface Inc. Class A | 1,470,779 | 22,282 | ||||
* | Zumiez Inc. | 546,027 | 21,710 | |||
* | Designer Brands Inc. Class A | 1,545,011 | 21,522 |
Shares | Market Value ($000) | |||||
* | Angi Inc. Class A | 1,735,129 | 21,412 | |||
* | Lions Gate Entertainment Corp. Class A | 1,502,042 | 21,314 | |||
*,1 | Lordstown Motors Corp. | 2,648,555 | 21,135 | |||
* | Cars.com Inc. | 1,630,826 | 20,630 | |||
Guess? Inc. | 970,154 | 20,383 | ||||
* | Poshmark Inc. Class A | 853,288 | 20,274 | |||
* | ACV Auctions Inc. Class A | 1,126,513 | 20,153 | |||
*,1 | XL Fleet Corp. | 2,784,796 | 17,154 | |||
* | Sun Country Airlines Holdings Inc. | 496,926 | 16,667 | |||
Scholastic Corp. | 409,071 | 14,583 | ||||
* | Children's Place Inc. | 173,072 | 13,025 | |||
* | Frontier Group Holdings Inc. | 803,336 | 12,685 | |||
Smith & Wesson Brands Inc. | 593,671 | 12,325 | ||||
* | Quotient Technology Inc. | 2,114,900 | 12,309 | |||
*,1 | Traeger Inc. | 582,085 | 12,183 | |||
* | Rush Street Interactive Inc. | 624,428 | 11,995 | |||
* | Sciplay Corp. Class A | 576,609 | 11,930 | |||
* | Integral Ad Science Holding Corp. | 573,240 | 11,826 | |||
*,1 | Krispy Kreme Inc. | 833,409 | 11,668 | |||
*,1 | ThredUp Inc. Class A | 534,128 | 11,585 | |||
* | Central Garden & Pet Co. | 232,402 | 11,155 | |||
* | Janus International Group Inc. | 838,004 | 10,257 | |||
* | Genesco Inc. | 177,591 | 10,252 | |||
Caleres Inc. | 452,440 | 10,053 | ||||
* | Latham Group Inc. | 595,866 | 9,772 | |||
*,1 | Cricut Inc. Class A | 304,725 | 8,404 | |||
*,1 | Weber Inc. Class A | 457,908 | 8,055 | |||
Global Industrial Co. | 212,221 | 8,041 | ||||
* | El Pollo Loco Holdings Inc. | 463,901 | 7,840 | |||
*,1 | Dream Finders Homes Inc. Class A | 442,401 | 7,667 | |||
Rush Enterprises Inc. Class B | 143,298 | 6,559 | ||||
*,1 | Vizio Holding Corp. Class A | 213,172 | 4,528 | |||
* | Lands' End Inc. | 187,692 | 4,418 | |||
*,1 | Revlon Inc. Class A | 207,528 | 2,098 | |||
* | Instructure Holdings Inc. | 19,478 | 440 | |||
* | Torrid Holdings Inc. | 13,798 | 213 | |||
* | American Public Education Inc. | 109 | 3 | |||
21,085,000 | ||||||
Consumer Staples (2.9%) | ||||||
* | Darling Ingredients Inc. | 4,033,771 | 290,028 | |||
Bunge Ltd. | 3,351,109 | 272,512 | ||||
* | Performance Food Group Co. | 3,830,710 | 177,975 | |||
Casey's General Stores Inc. | 923,588 | 174,050 | ||||
* | US Foods Holding Corp. | 4,984,061 | 172,748 | |||
* | Post Holdings Inc. | 1,427,533 | 157,257 | |||
*,1 | Beyond Meat Inc. | 1,416,893 | 149,142 | |||
* | Freshpet Inc. | 1,025,257 | 146,294 | |||
Ingredion Inc. | 1,585,183 | 141,097 | ||||
* | Boston Beer Co. Inc. Class A | 228,574 | 116,516 | |||
Flowers Foods Inc. | 4,746,760 | 112,166 | ||||
* | Herbalife Nutrition Ltd. | 2,589,444 | 109,741 | |||
Molson Coors Beverage Co. Class B | 2,247,415 | 104,235 | ||||
Spectrum Brands Holdings Inc. | 1,058,803 | 101,296 | ||||
Sanderson Farms Inc. | 500,326 | 94,161 | ||||
* | Hain Celestial Group Inc. | 2,063,460 | 88,275 | |||
* | Celsius Holdings Inc. | 926,605 | 83,478 | |||
Lancaster Colony Corp. | 480,362 | 81,090 | ||||
WD-40 Co. | 341,286 | 79,001 |
Shares | Market Value ($000) | |||||
* | Simply Good Foods Co. | 2,146,759 | 74,042 | |||
* | United Natural Foods Inc. | 1,400,636 | 67,819 | |||
Energizer Holdings Inc. | 1,704,358 | 66,555 | ||||
* | Sprouts Farmers Market Inc. | 2,843,560 | 65,885 | |||
* | Hostess Brands Inc. Class A | 3,241,880 | 56,311 | |||
*,1 | Beauty Health Co. | 2,157,497 | 56,030 | |||
* | TreeHouse Foods Inc. | 1,388,390 | 55,369 | |||
J & J Snack Foods Corp. | 356,562 | 54,490 | ||||
Medifast Inc. | 277,449 | 53,448 | ||||
Nu Skin Enterprises Inc. Class A | 1,242,984 | 50,304 | ||||
Edgewell Personal Care Co. | 1,350,220 | 49,013 | ||||
1 | B&G Foods Inc. | 1,601,704 | 47,875 | |||
* | Grocery Outlet Holding Corp. | 2,147,364 | 46,319 | |||
Coca-Cola Consolidated Inc. | 114,750 | 45,232 | ||||
Vector Group Ltd. | 3,230,342 | 41,187 | ||||
Reynolds Consumer Products Inc. | 1,307,132 | 35,737 | ||||
Cal-Maine Foods Inc. | 985,401 | 35,632 | ||||
* | Pilgrim's Pride Corp. | 1,192,125 | 34,667 | |||
* | Hydrofarm Holdings Group Inc. | 818,489 | 30,980 | |||
National Beverage Corp. | 581,985 | 30,548 | ||||
* | BellRing Brands Inc. Class A | 986,046 | 30,321 | |||
Fresh Del Monte Produce Inc. | 889,952 | 28,674 | ||||
Universal Corp. | 584,322 | 28,240 | ||||
Utz Brands Inc. | 1,624,827 | 27,833 | ||||
* | USANA Health Sciences Inc. | 299,057 | 27,573 | |||
Seaboard Corp. | 5,768 | 23,649 | ||||
Andersons Inc. | 747,039 | 23,031 | ||||
Weis Markets Inc. | 402,777 | 21,166 | ||||
ACCO Brands Corp. | 2,269,144 | 19,492 | ||||
* | Rite Aid Corp. | 1,304,873 | 18,529 | |||
Tootsie Roll Industries Inc. | 349,589 | 10,638 | ||||
*,1 | AppHarvest Inc. | 1,611,981 | 10,510 | |||
* | Duckhorn Portfolio Inc. | 427,206 | 9,779 | |||
* | Vital Farms Inc. | 454,604 | 7,987 | |||
*,1 | Honest Co. Inc. | 560,045 | 5,813 | |||
3,941,740 | ||||||
Energy (4.4%) | ||||||
Diamondback Energy Inc. | 4,506,176 | 426,600 | ||||
Devon Energy Corp. | 8,424,611 | 299,158 | ||||
Targa Resources Corp. | 5,690,907 | 280,050 | ||||
Marathon Oil Corp. | 19,622,285 | 268,237 | ||||
* | First Solar Inc. | 2,381,387 | 227,327 | |||
Ovintiv Inc. | 6,498,560 | 213,673 | ||||
Cimarex Energy Co. | 2,435,703 | 212,393 | ||||
Coterra Energy Inc. | 9,431,224 | 205,223 | ||||
APA Corp. | 9,407,649 | 201,606 | ||||
Texas Pacific Land Corp. | 154,329 | 186,639 | ||||
* | EQT Corp. | 7,525,233 | 153,966 | |||
Chesapeake Energy Corp. | 2,445,974 | 150,648 | ||||
* | Range Resources Corp. | 6,142,552 | 139,006 | |||
* | NOV Inc. | 9,727,577 | 127,529 | |||
* | Antero Resources Corp. | 6,640,480 | 124,907 | |||
HollyFrontier Corp. | 3,640,190 | 120,600 | ||||
PDC Energy Inc. | 2,455,934 | 116,387 | ||||
* | ChampionX Corp. | 5,023,434 | 112,324 | |||
DT Midstream Inc. | 2,407,739 | 111,334 | ||||
Equitrans Midstream Corp. | 10,229,696 | 103,729 | ||||
Matador Resources Co. | 2,620,590 | 99,687 |
Shares | Market Value ($000) | |||||
* | Southwestern Energy Co. | 16,851,485 | 93,357 | |||
Murphy Oil Corp. | 3,652,468 | 91,202 | ||||
Continental Resources Inc. | 1,828,270 | 84,375 | ||||
* | California Resources Corp. | 2,036,763 | 83,507 | |||
* | Denbury Inc. | 1,185,040 | 83,249 | |||
Antero Midstream Corp. | 7,727,801 | 80,524 | ||||
*,1 | ChargePoint Holdings Inc. | 3,814,593 | 76,254 | |||
* | Shoals Technologies Group Inc. Class A | 2,585,548 | 72,085 | |||
*,1 | Stem Inc. | 2,932,285 | 70,052 | |||
Magnolia Oil & Gas Corp. Class A | 3,777,016 | 67,193 | ||||
Helmerich & Payne Inc. | 2,416,073 | 66,225 | ||||
* | Renewable Energy Group Inc. | 1,250,286 | 62,764 | |||
Arcosa Inc. | 1,201,381 | 60,273 | ||||
* | CNX Resources Corp. | 4,611,881 | 58,202 | |||
New Fortress Energy Inc. Class A | 2,057,577 | 57,098 | ||||
* | Whiting Petroleum Corp. | 973,752 | 56,877 | |||
* | Array Technologies Inc. | 3,004,881 | 55,650 | |||
Cactus Inc. Class A | 1,444,082 | 54,471 | ||||
* | Transocean Ltd. | 13,766,852 | 52,176 | |||
*,1 | FuelCell Energy Inc. | 7,624,811 | 51,010 | |||
World Fuel Services Corp. | 1,503,369 | 50,543 | ||||
* | SunPower Corp. | 2,150,784 | 48,780 | |||
Oasis Petroleum Inc. | 470,243 | 46,752 | ||||
* | Ameresco Inc. Class A | 747,530 | 43,678 | |||
Patterson-UTI Energy Inc. | 4,456,229 | 40,106 | ||||
SM Energy Co. | 1,511,459 | 39,872 | ||||
* | Arch Resources Inc. | 380,040 | 35,249 | |||
* | Delek US Holdings Inc. | 1,844,763 | 33,150 | |||
* | Oceaneering International Inc. | 2,486,555 | 33,121 | |||
* | Liberty Oilfield Services Inc. Class A | 2,669,013 | 32,375 | |||
Core Laboratories NV | 1,155,487 | 32,065 | ||||
Archrock Inc. | 3,809,807 | 31,431 | ||||
* | PBF Energy Inc. Class A | 2,388,099 | 30,974 | |||
Warrior Met Coal Inc. | 1,278,005 | 29,739 | ||||
* | Dril-Quip Inc. | 884,934 | 22,283 | |||
* | NOW Inc. | 2,763,434 | 21,140 | |||
* | ProPetro Holding Corp. | 2,192,540 | 18,965 | |||
* | NexTier Oilfield Solutions Inc. | 3,458,228 | 15,908 | |||
* | MRC Global Inc. | 1,965,407 | 14,426 | |||
* | Helix Energy Solutions Group Inc. | 3,560,417 | 13,814 | |||
CVR Energy Inc. | 750,616 | 12,505 | ||||
* | RPC Inc. | 1,892,894 | 9,199 | |||
* | Denbury Inc. Warrants Exp. 9/18/23 | 2 | — | |||
5,913,642 | ||||||
Financials (14.6%) | ||||||
Signature Bank | 1,495,696 | 407,248 | ||||
* | Upstart Holdings Inc. | 1,258,044 | 398,095 | |||
Brown & Brown Inc. | 5,957,320 | 330,333 | ||||
LPL Financial Holdings Inc. | 1,897,301 | 297,421 | ||||
Ares Management Corp. Class A | 3,864,977 | 285,351 | ||||
East West Bancorp Inc. | 3,531,386 | 273,824 | ||||
Comerica Inc. | 3,333,397 | 268,338 | ||||
Western Alliance Bancorp | 2,464,328 | 268,168 | ||||
Carlyle Group Inc. | 5,293,011 | 250,254 | ||||
Zions Bancorp NA | 4,033,815 | 249,653 | ||||
Invesco Ltd. | 10,335,186 | 249,181 | ||||
Assurant Inc. | 1,464,093 | 230,961 | ||||
* | Athene Holding Ltd. Class A | 3,344,529 | 230,338 |
Shares | Market Value ($000) | |||||
American Financial Group Inc. | 1,793,094 | 225,625 | ||||
First Horizon Corp. | 13,672,832 | 222,730 | ||||
*,1 | SoFi Technologies Inc. | 13,844,284 | 219,847 | |||
AGNC Investment Corp. | 13,065,697 | 206,046 | ||||
Reinsurance Group of America Inc. | 1,692,563 | 188,315 | ||||
People's United Financial Inc. | 10,654,540 | 186,135 | ||||
Commerce Bancshares Inc. | 2,617,041 | 182,355 | ||||
Janus Henderson Group plc | 4,290,017 | 177,306 | ||||
First American Financial Corp. | 2,599,100 | 174,270 | ||||
Voya Financial Inc. | 2,823,610 | 173,341 | ||||
Jefferies Financial Group Inc. | 4,613,059 | 171,283 | ||||
Pinnacle Financial Partners Inc. | 1,799,756 | 169,321 | ||||
Cullen/Frost Bankers Inc. | 1,426,353 | 169,194 | ||||
Stifel Financial Corp. | 2,477,645 | 168,381 | ||||
Old Republic International Corp. | 7,231,773 | 167,271 | ||||
Starwood Property Trust Inc. | 6,817,189 | 166,408 | ||||
RenaissanceRe Holdings Ltd. | 1,172,576 | 163,457 | ||||
Apollo Global Management Inc. | 2,637,774 | 162,461 | ||||
Prosperity Bancshares Inc. | 2,198,112 | 156,352 | ||||
First Financial Bankshares Inc. | 3,366,528 | 154,692 | ||||
Lincoln National Corp. | 2,221,903 | 152,756 | ||||
Morningstar Inc. | 589,604 | 152,725 | ||||
Synovus Financial Corp. | 3,463,127 | 151,997 | ||||
Primerica Inc. | 982,491 | 150,940 | ||||
Affiliated Managers Group Inc. | 974,238 | 147,198 | ||||
Popular Inc. | 1,868,045 | 145,091 | ||||
Glacier Bancorp Inc. | 2,614,650 | 144,721 | ||||
New York Community Bancorp Inc. | 11,003,415 | 141,614 | ||||
OneMain Holdings Inc. | 2,465,483 | 136,415 | ||||
Valley National Bancorp | 10,125,102 | 134,765 | ||||
SLM Corp. | 7,610,186 | 133,939 | ||||
PacWest Bancorp | 2,917,743 | 132,232 | ||||
Bank OZK | 3,068,231 | 131,873 | ||||
SouthState Corp. | 1,743,625 | 130,196 | ||||
CIT Group Inc. | 2,467,730 | 128,199 | ||||
New Residential Investment Corp. | 11,614,265 | 127,757 | ||||
MGIC Investment Corp. | 8,448,415 | 126,388 | ||||
Webster Financial Corp. | 2,255,486 | 122,834 | ||||
Lazard Ltd. Class A | 2,666,640 | 122,132 | ||||
First Citizens BancShares Inc. Class A | 142,518 | 120,167 | ||||
Sterling Bancorp | 4,797,457 | 119,745 | ||||
United Bankshares Inc. | 3,218,628 | 117,094 | ||||
Essent Group Ltd. | 2,645,978 | 116,449 | ||||
Houlihan Lokey Inc. Class A | 1,261,158 | 116,153 | ||||
Unum Group | 4,579,438 | 114,761 | ||||
Wintrust Financial Corp. | 1,420,412 | 114,159 | ||||
*,1 | Credit Acceptance Corp. | 195,025 | 114,148 | |||
Selective Insurance Group Inc. | 1,496,983 | 113,067 | ||||
Erie Indemnity Co. Class A | 632,474 | 112,846 | ||||
Blackstone Mortgage Trust Inc. Class A | 3,714,390 | 112,620 | ||||
Evercore Inc. Class A | 838,562 | 112,091 | ||||
Umpqua Holdings Corp. | 5,483,731 | 111,046 | ||||
RLI Corp. | 1,069,783 | 107,267 | ||||
Radian Group Inc. | 4,622,007 | 105,012 | ||||
Hanover Insurance Group Inc. | 800,568 | 103,770 | ||||
* | Alleghany Corp. | 163,997 | 102,401 | |||
Hancock Whitney Corp. | 2,162,986 | 101,920 | ||||
Kemper Corp. | 1,505,118 | 100,527 |
Shares | Market Value ($000) | |||||
UMB Financial Corp. | 1,023,607 | 98,993 | ||||
Pacific Premier Bancorp Inc. | 2,357,828 | 97,708 | ||||
BankUnited Inc. | 2,311,542 | 96,669 | ||||
* | Open Lending Corp. Class A | 2,669,267 | 96,280 | |||
First Hawaiian Inc. | 3,228,395 | 94,753 | ||||
ServisFirst Bancshares Inc. | 1,215,139 | 94,538 | ||||
Moelis & Co. Class A | 1,517,976 | 93,917 | ||||
SEI Investments Co. | 1,579,791 | 93,682 | ||||
* | Brighthouse Financial Inc. | 2,069,621 | 93,609 | |||
FNB Corp. | 7,965,959 | 92,564 | ||||
Community Bank System Inc. | 1,343,577 | 91,928 | ||||
Axis Capital Holdings Ltd. | 1,900,810 | 87,513 | ||||
Chimera Investment Corp. | 5,882,354 | 87,353 | ||||
Kinsale Capital Group Inc. | 539,157 | 87,182 | ||||
Home BancShares Inc. | 3,678,176 | 86,547 | ||||
Ameris Bancorp | 1,650,454 | 85,626 | ||||
Eastern Bankshares Inc. | 4,185,826 | 84,972 | ||||
Investors Bancorp Inc. | 5,550,194 | 83,863 | ||||
FirstCash Inc. | 956,681 | 83,710 | ||||
Bank of Hawaii Corp. | 1,008,292 | 82,851 | ||||
Walker & Dunlop Inc. | 713,252 | 80,954 | ||||
Assured Guaranty Ltd. | 1,726,965 | 80,839 | ||||
White Mountains Insurance Group Ltd. | 73,443 | 78,555 | ||||
Navient Corp. | 3,968,890 | 78,306 | ||||
Associated Banc-Corp | 3,619,660 | 77,533 | ||||
Cathay General Bancorp | 1,852,458 | 76,673 | ||||
BancorpSouth Bank | 2,570,250 | 76,542 | ||||
Simmons First National Corp. Class A | 2,561,655 | 75,723 | ||||
* | Texas Capital Bancshares Inc. | 1,259,644 | 75,604 | |||
CNO Financial Group Inc. | 3,184,714 | 74,968 | ||||
Artisan Partners Asset Management Inc. Class A | 1,532,352 | 74,963 | ||||
Federated Hermes Inc. Class B | 2,305,550 | 74,930 | ||||
*,1 | Marathon Digital Holdings Inc. | 2,354,718 | 74,362 | |||
Columbia Banking System Inc. | 1,956,715 | 74,336 | ||||
Virtu Financial Inc. Class A | 2,924,675 | 71,450 | ||||
United Community Banks Inc. | 2,158,442 | 70,840 | ||||
Old National Bancorp | 4,132,796 | 70,051 | ||||
* | Trupanion Inc. | 901,272 | 70,002 | |||
First Bancorp | 5,192,467 | 68,281 | ||||
Atlantic Union Bankshares Corp. | 1,821,157 | 67,110 | ||||
Flagstar Bancorp Inc. | 1,315,577 | 66,805 | ||||
Goosehead Insurance Inc. Class A | 434,775 | 66,212 | ||||
* | LendingClub Corp. | 2,333,566 | 65,900 | |||
CVB Financial Corp. | 3,212,676 | 65,442 | ||||
Hamilton Lane Inc. Class A | 767,242 | 65,077 | ||||
Independent Bank Group Inc. | 913,889 | 64,923 | ||||
Cadence Bancorp Class A | 2,951,567 | 64,816 | ||||
* | Axos Financial Inc. | 1,253,721 | 64,617 | |||
* | Enstar Group Ltd. | 271,549 | 63,741 | |||
Santander Consumer USA Holdings Inc. | 1,523,411 | 63,526 | ||||
American National Group Inc. | 334,763 | 63,280 | ||||
1 | Blue Owl Capital Inc. | 3,981,453 | 61,951 | |||
Fulton Financial Corp. | 4,051,557 | 61,908 | ||||
*,1 | Lemonade Inc. | 920,149 | 61,659 | |||
BOK Financial Corp. | 687,847 | 61,597 | ||||
American Equity Investment Life Holding Co. | 2,073,215 | 61,305 | ||||
WSFS Financial Corp. | 1,178,739 | 60,481 | ||||
Independent Bank Corp. | 778,371 | 59,273 |
Shares | Market Value ($000) | |||||
International Bancshares Corp. | 1,418,497 | 59,066 | ||||
Piper Sandler Cos. | 426,526 | 59,057 | ||||
* | Cannae Holdings Inc. | 1,882,197 | 58,555 | |||
Washington Federal Inc. | 1,693,571 | 58,106 | ||||
First Merchants Corp. | 1,350,720 | 56,514 | ||||
Virtus Investment Partners Inc. | 180,703 | 56,076 | ||||
* | Ryan Specialty Group Holdings Inc. Class A | 1,641,522 | 55,598 | |||
* | Focus Financial Partners Inc. Class A | 1,043,451 | 54,646 | |||
First Midwest Bancorp Inc. | 2,835,632 | 53,905 | ||||
First Financial Bancorp | 2,266,921 | 53,069 | ||||
WesBanco Inc. | 1,547,453 | 52,737 | ||||
*,1 | Riot Blockchain Inc. | 2,031,161 | 52,201 | |||
Apollo Commercial Real Estate Finance Inc. | 3,470,180 | 51,463 | ||||
Towne Bank | 1,617,552 | 50,322 | ||||
Cohen & Steers Inc. | 598,454 | 50,132 | ||||
MFA Financial Inc. | 10,961,093 | 50,092 | ||||
Hilltop Holdings Inc. | 1,514,476 | 49,478 | ||||
Two Harbors Investment Corp. | 7,800,285 | 49,454 | ||||
Renasant Corp. | 1,326,921 | 47,836 | ||||
PennyMac Mortgage Investment Trust | 2,426,479 | 47,777 | ||||
* | Genworth Financial Inc. Class A | 12,629,137 | 47,359 | |||
PennyMac Financial Services Inc. | 773,187 | 47,265 | ||||
* | PRA Group Inc. | 1,081,375 | 45,569 | |||
Eagle Bancorp Inc. | 790,247 | 45,439 | ||||
Trustmark Corp. | 1,400,638 | 45,129 | ||||
Banner Corp. | 816,250 | 45,065 | ||||
Great Western Bancorp Inc. | 1,372,568 | 44,938 | ||||
Park National Corp. | 362,524 | 44,210 | ||||
BGC Partners Inc. Class A | 8,456,268 | 44,057 | ||||
Argo Group International Holdings Ltd. | 819,227 | 42,780 | ||||
StepStone Group Inc. Class A | 1,002,949 | 42,766 | ||||
1 | iStar Inc. | 1,695,702 | 42,528 | |||
Hope Bancorp Inc. | 2,887,828 | 41,700 | ||||
Horace Mann Educators Corp. | 1,023,140 | 40,711 | ||||
Provident Financial Services Inc. | 1,733,449 | 40,684 | ||||
First Interstate BancSystem Inc. Class A | 988,407 | 39,793 | ||||
* | Mr Cooper Group Inc. | 965,474 | 39,749 | |||
* | LendingTree Inc. | 282,078 | 39,443 | |||
Northwest Bancshares Inc. | 2,965,261 | 39,379 | ||||
Mercury General Corp. | 690,043 | 38,415 | ||||
Capitol Federal Financial Inc. | 3,297,748 | 37,891 | ||||
NBT Bancorp Inc. | 1,009,936 | 36,479 | ||||
Redwood Trust Inc. | 2,815,633 | 36,294 | ||||
Westamerica Bancorp | 639,100 | 35,956 | ||||
* | Encore Capital Group Inc. | 715,626 | 35,259 | |||
* | Silvergate Capital Corp. Class A | 297,131 | 34,319 | |||
OFG Bancorp | 1,287,468 | 32,470 | ||||
ProAssurance Corp. | 1,345,564 | 31,998 | ||||
Ladder Capital Corp. | 2,836,657 | 31,345 | ||||
Broadmark Realty Capital Inc. | 3,143,036 | 30,990 | ||||
First Commonwealth Financial Corp. | 2,264,387 | 30,864 | ||||
Nelnet Inc. Class A | 378,346 | 29,980 | ||||
National Bank Holdings Corp. Class A | 731,195 | 29,599 | ||||
Berkshire Hills Bancorp Inc. | 1,095,961 | 29,569 | ||||
Brookline Bancorp Inc. | 1,862,392 | 28,420 | ||||
Safety Insurance Group Inc. | 356,792 | 28,276 | ||||
City Holding Co. | 359,839 | 28,035 | ||||
S&T Bancorp Inc. | 925,529 | 27,275 |
Shares | Market Value ($000) | |||||
TFS Financial Corp. | 1,398,735 | 26,660 | ||||
Employers Holdings Inc. | 656,810 | 25,937 | ||||
Tompkins Financial Corp. | 306,634 | 24,810 | ||||
BancFirst Corp. | 407,239 | 24,483 | ||||
* | Palomar Holdings Inc. | 299,109 | 24,177 | |||
Heartland Financial USA Inc. | 475,584 | 22,866 | ||||
*,1 | Invesco Mortgage Capital Inc. | 7,211,670 | 22,717 | |||
Kearny Financial Corp. | 1,815,596 | 22,568 | ||||
State Auto Financial Corp. | 441,035 | 22,471 | ||||
ARMOUR Residential REIT Inc. | 2,039,802 | 21,989 | ||||
PJT Partners Inc. Class A | 273,832 | 21,663 | ||||
BrightSpire Capital Inc. Class A | 2,269,468 | 21,310 | ||||
* | World Acceptance Corp. | 109,449 | 20,749 | |||
* | SiriusPoint Ltd. | 2,228,705 | 20,638 | |||
* | BRP Group Inc. Class A | 619,375 | 20,619 | |||
KKR Real Estate Finance Trust Inc. | 976,714 | 20,609 | ||||
* | Clearwater Analytics Holdings Inc. Class A | 748,461 | 19,168 | |||
TPG RE Finance Trust Inc. | 1,543,042 | 19,103 | ||||
* | Oscar Health Inc. Class A | 1,075,184 | 18,697 | |||
Northfield Bancorp Inc. | 1,084,219 | 18,605 | ||||
* | Blucora Inc. | 1,149,666 | 17,923 | |||
WisdomTree Investments Inc. | 3,047,462 | 17,279 | ||||
Central Pacific Financial Corp. | 671,496 | 17,244 | ||||
* | Columbia Financial Inc. | 920,259 | 17,025 | |||
* | Ambac Financial Group Inc. | 1,153,287 | 16,515 | |||
Capstead Mortgage Corp. | 2,289,091 | 15,314 | ||||
United Fire Group Inc. | 614,094 | 14,186 | ||||
* | eHealth Inc. | 308,401 | 12,490 | |||
*,1 | Root Inc. Class A | 2,274,288 | 11,985 | |||
*,1 | Romeo Power Inc. | 2,349,586 | 11,630 | |||
* | AssetMark Financial Holdings Inc. | 460,038 | 11,441 | |||
1 | GCM Grosvenor Inc. Class A | 889,274 | 10,244 | |||
National Western Life Group Inc. Class A | 46,674 | 9,829 | ||||
* | GoHealth Inc. Class A | 1,855,920 | 9,335 | |||
Granite Point Mortgage Trust Inc. | 684,803 | 9,019 | ||||
*,1 | MetroMile Inc. | 2,195,563 | 7,794 | |||
loanDepot Inc. Class A | 408,041 | 2,762 | ||||
Associated Capital Group Inc. Class A | 48,440 | 1,812 | ||||
*,2 | First Eagle Private Credit LLC CVR | 651,238 | 60 | |||
*,2 | Frontier Financial Corp. | 1 | — | |||
19,673,571 | ||||||
Health Care (13.4%) | ||||||
Bio-Techne Corp. | 972,531 | 471,259 | ||||
* | Molina Healthcare Inc. | 1,453,429 | 394,330 | |||
* | Novavax Inc. | 1,853,750 | 384,301 | |||
* | Repligen Corp. | 1,299,808 | 375,632 | |||
* | Masimo Corp. | 1,233,150 | 333,826 | |||
* | Guardant Health Inc. | 2,395,055 | 299,406 | |||
* | Charles River Laboratories International Inc. | 627,083 | 258,778 | |||
* | Avantor Inc. | 6,180,405 | 252,779 | |||
Hill-Rom Holdings Inc. | 1,637,974 | 245,696 | ||||
PerkinElmer Inc. | 1,395,085 | 241,754 | ||||
* | Acceleron Pharma Inc. | 1,364,133 | 234,767 | |||
* | Natera Inc. | 2,100,650 | 234,096 | |||
* | Penumbra Inc. | 864,897 | 230,495 | |||
* | Neurocrine Biosciences Inc. | 2,355,578 | 225,923 | |||
* | Syneos Health Inc. | 2,575,263 | 225,284 | |||
* | Intellia Therapeutics Inc. | 1,646,045 | 220,817 |
Shares | Market Value ($000) | |||||
Organon & Co. | 6,310,166 | 206,910 | ||||
* | Mirati Therapeutics Inc. | 1,156,338 | 204,568 | |||
Bruker Corp. | 2,442,898 | 190,790 | ||||
* | Jazz Pharmaceuticals plc | 1,445,917 | 188,273 | |||
* | Tandem Diabetes Care Inc. | 1,568,607 | 187,260 | |||
Encompass Health Corp. | 2,476,409 | 185,830 | ||||
* | United Therapeutics Corp. | 997,291 | 184,080 | |||
Chemed Corp. | 391,512 | 182,100 | ||||
* | Tenet Healthcare Corp. | 2,664,393 | 177,022 | |||
* | Sarepta Therapeutics Inc. | 1,887,809 | 174,585 | |||
* | Shockwave Medical Inc. | 831,097 | 171,106 | |||
* | Envista Holdings Corp. | 4,012,844 | 167,777 | |||
* | Exelixis Inc. | 7,841,056 | 165,760 | |||
* | Omnicell Inc. | 1,082,038 | 160,607 | |||
Perrigo Co. plc | 3,328,231 | 157,525 | ||||
* | Arrowhead Pharmaceuticals Inc. | 2,465,068 | 153,894 | |||
* | STAAR Surgical Co. | 1,179,618 | 151,616 | |||
* | Inspire Medical Systems Inc. | 644,771 | 150,154 | |||
* | Blueprint Medicines Corp. | 1,457,822 | 149,879 | |||
* | Globus Medical Inc. Class A | 1,948,907 | 149,325 | |||
* | Invitae Corp. | 5,138,581 | 146,090 | |||
* | Ultragenyx Pharmaceutical Inc. | 1,603,903 | 144,656 | |||
* | Halozyme Therapeutics Inc. | 3,542,337 | 144,102 | |||
* | Acadia Healthcare Co. Inc. | 2,236,507 | 142,644 | |||
* | NeoGenomics Inc. | 2,903,709 | 140,075 | |||
* | Medpace Holdings Inc. | 713,193 | 134,993 | |||
* | HealthEquity Inc. | 2,075,399 | 134,403 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 2,703,724 | 132,699 | |||
* | Novocure Ltd. | 1,096,288 | 127,356 | |||
* | Quidel Corp. | 880,749 | 124,318 | |||
* | Alkermes plc | 4,015,745 | 123,846 | |||
* | Integra LifeSciences Holdings Corp. | 1,789,127 | 122,519 | |||
* | Bridgebio Pharma Inc. | 2,609,217 | 122,294 | |||
* | Amedisys Inc. | 812,090 | 121,083 | |||
* | Pacific Biosciences of California Inc. | 4,704,874 | 120,210 | |||
* | Fate Therapeutics Inc. | 2,013,626 | 119,348 | |||
* | Twist Bioscience Corp. | 1,104,039 | 118,099 | |||
* | LHC Group Inc. | 748,754 | 117,487 | |||
* | ICU Medical Inc. | 501,497 | 117,039 | |||
* | Neogen Corp. | 2,675,592 | 116,201 | |||
Premier Inc. Class A | 2,903,877 | 112,554 | ||||
* | Beam Therapeutics Inc. | 1,238,520 | 107,764 | |||
* | Adaptive Biotechnologies Corp. | 3,153,012 | 107,171 | |||
* | Denali Therapeutics Inc. | 2,119,212 | 106,914 | |||
* | TG Therapeutics Inc. | 3,199,363 | 106,475 | |||
* | Ionis Pharmaceuticals Inc. | 2,985,938 | 100,148 | |||
* | Allakos Inc. | 940,910 | 99,614 | |||
*,1 | Doximity Inc. Class A | 1,215,864 | 98,120 | |||
Ensign Group Inc. | 1,303,988 | 97,656 | ||||
Select Medical Holdings Corp. | 2,678,498 | 96,881 | ||||
* | Nevro Corp. | 824,279 | 95,930 | |||
* | Merit Medical Systems Inc. | 1,330,758 | 95,548 | |||
CONMED Corp. | 725,881 | 94,967 | ||||
* | Progyny Inc. | 1,668,651 | 93,444 | |||
* | Arena Pharmaceuticals Inc. | 1,521,329 | 90,595 | |||
* | Haemonetics Corp. | 1,269,749 | 89,632 | |||
* | Option Care Health Inc. | 3,581,549 | 86,888 | |||
* | Vir Biotechnology Inc. | 1,949,366 | 84,836 |
Shares | Market Value ($000) | |||||
* | CareDx Inc. | 1,309,732 | 82,998 | |||
* | Nektar Therapeutics | 4,572,100 | 82,115 | |||
* | Veracyte Inc. | 1,763,395 | 81,910 | |||
* | Iovance Biotherapeutics Inc. | 3,279,527 | 80,873 | |||
* | Arvinas Inc. | 979,589 | 80,503 | |||
* | Insmed Inc. | 2,871,110 | 79,070 | |||
* | Certara Inc. | 2,349,052 | 77,754 | |||
* | NuVasive Inc. | 1,286,116 | 76,974 | |||
* | R1 RCM Inc. | 3,470,178 | 76,379 | |||
* | AtriCure Inc. | 1,085,654 | 75,507 | |||
* | Inovalon Holdings Inc. Class A | 1,850,682 | 74,564 | |||
* | Kodiak Sciences Inc. | 768,316 | 73,743 | |||
* | Integer Holdings Corp. | 821,498 | 73,393 | |||
* | Prestige Consumer Healthcare Inc. | 1,247,397 | 69,991 | |||
* | Editas Medicine Inc. | 1,698,334 | 69,768 | |||
* | Intra-Cellular Therapies Inc. | 1,819,239 | 67,821 | |||
* | Agios Pharmaceuticals Inc. | 1,467,162 | 67,710 | |||
* | Karuna Therapeutics Inc. | 552,053 | 67,533 | |||
* | Reata Pharmaceuticals Inc. Class A | 665,381 | 66,944 | |||
Patterson Cos. Inc. | 2,173,932 | 65,522 | ||||
* | PTC Therapeutics Inc. | 1,758,721 | 65,442 | |||
* | Turning Point Therapeutics Inc. | 983,207 | 65,314 | |||
* | Sotera Health Co. | 2,465,524 | 64,473 | |||
* | Amicus Therapeutics Inc. | 6,631,626 | 63,332 | |||
* | Pacira BioSciences Inc. | 1,106,572 | 61,968 | |||
* | Inari Medical Inc. | 744,650 | 60,391 | |||
* | Evolent Health Inc. Class A | 1,946,930 | 60,355 | |||
* | Emergent BioSolutions Inc. | 1,203,123 | 60,240 | |||
* | Myriad Genetics Inc. | 1,844,067 | 59,545 | |||
* | Sage Therapeutics Inc. | 1,318,868 | 58,439 | |||
* | MEDNAX Inc. | 2,042,695 | 58,074 | |||
* | Apellis Pharmaceuticals Inc. | 1,732,210 | 57,094 | |||
* | Zentalis Pharmaceuticals Inc. | 840,605 | 56,018 | |||
Owens & Minor Inc. | 1,786,550 | 55,901 | ||||
* | Magellan Health Inc. | 588,605 | 55,653 | |||
* | Accolade Inc. | 1,315,602 | 55,479 | |||
* | Ligand Pharmaceuticals Inc. | 394,434 | 54,953 | |||
* | Outset Medical Inc. | 1,096,494 | 54,211 | |||
* | Ortho Clinical Diagnostics Holdings plc | 2,922,430 | 54,006 | |||
* | Health Catalyst Inc. | 1,075,842 | 53,803 | |||
* | Glaukos Corp. | 1,102,398 | 53,103 | |||
* | 1Life Healthcare Inc. | 2,572,072 | 52,084 | |||
* | Corcept Therapeutics Inc. | 2,601,688 | 51,201 | |||
* | SpringWorks Therapeutics Inc. | 795,751 | 50,482 | |||
* | Atea Pharmaceuticals Inc. | 1,439,882 | 50,482 | |||
* | ACADIA Pharmaceuticals Inc. | 2,992,602 | 49,707 | |||
* | REVOLUTION Medicines Inc. | 1,742,284 | 47,930 | |||
* | Sana Biotechnology Inc. | 2,101,218 | 47,319 | |||
* | Xencor Inc. | 1,441,710 | 47,086 | |||
*,1 | Multiplan Corp. | 8,316,361 | 46,821 | |||
Healthcare Services Group Inc. | 1,851,416 | 46,267 | ||||
* | Allogene Therapeutics Inc. | 1,766,362 | 45,395 | |||
* | CorVel Corp. | 243,366 | 45,320 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 3,449,737 | 45,054 | |||
* | Kymera Therapeutics Inc. | 761,196 | 44,713 | |||
* | Cano Health Inc. | 3,452,775 | 43,781 | |||
* | Silk Road Medical Inc. | 775,251 | 42,662 | |||
* | AdaptHealth Corp. Class A | 1,789,033 | 41,667 |
Shares | Market Value ($000) | |||||
* | Apollo Medical Holdings Inc. | 448,391 | 40,826 | |||
* | iRhythm Technologies Inc. | 695,810 | 40,747 | |||
* | Relay Therapeutics Inc. | 1,269,194 | 40,018 | |||
* | Global Blood Therapeutics Inc. | 1,556,442 | 39,658 | |||
* | American Well Corp. Class A | 4,194,160 | 38,209 | |||
* | REGENXBIO Inc. | 901,518 | 37,792 | |||
* | Cerevel Therapeutics Holdings Inc. | 1,260,463 | 37,184 | |||
* | Avanos Medical Inc. | 1,190,776 | 37,152 | |||
*,1 | Butterfly Network Inc. | 3,542,606 | 36,985 | |||
*,1 | Clover Health Investments Corp. | 4,983,388 | 36,827 | |||
*,1 | Seer Inc. Class A | 1,061,500 | 36,654 | |||
* | Harmony Biosciences Holdings Inc. | 923,009 | 35,379 | |||
* | Phreesia Inc. | 566,890 | 34,977 | |||
*,1 | Nuvation Bio Inc. | 3,518,837 | 34,977 | |||
* | Surgery Partners Inc. | 818,842 | 34,670 | |||
* | Deciphera Pharmaceuticals Inc. | 1,011,400 | 34,367 | |||
*,1 | OPKO Health Inc. | 9,346,617 | 34,115 | |||
* | Supernus Pharmaceuticals Inc. | 1,254,486 | 33,457 | |||
* | ALX Oncology Holdings Inc. | 452,964 | 33,456 | |||
* | Bluebird Bio Inc. | 1,682,473 | 32,152 | |||
* | Privia Health Group Inc. | 1,318,683 | 31,068 | |||
* | Axonics Inc. | 459,915 | 29,936 | |||
* | Alector Inc. | 1,307,219 | 29,831 | |||
* | Brookdale Senior Living Inc. | 4,608,760 | 29,035 | |||
* | Varex Imaging Corp. | 978,973 | 27,607 | |||
* | NanoString Technologies Inc. | 565,996 | 27,173 | |||
* | Heron Therapeutics Inc. | 2,533,433 | 27,082 | |||
* | Innoviva Inc. | 1,559,260 | 26,055 | |||
* | Inogen Inc. | 564,416 | 24,321 | |||
* | Tivity Health Inc. | 1,050,687 | 24,229 | |||
* | Hims & Hers Health Inc. | 3,158,193 | 23,813 | |||
*,1 | Adagio Therapeutics Inc. | 555,053 | 23,445 | |||
*,1 | Axsome Therapeutics Inc. | 704,395 | 23,217 | |||
* | Generation Bio Co. | 921,930 | 23,113 | |||
* | Madrigal Pharmaceuticals Inc. | 289,386 | 23,090 | |||
* | Pulmonx Corp. | 639,946 | 23,025 | |||
* | Berkeley Lights Inc. | 1,172,795 | 22,940 | |||
* | ChemoCentryx Inc. | 1,307,744 | 22,362 | |||
* | PMV Pharmaceuticals Inc. | 735,025 | 21,904 | |||
* | Olema Pharmaceuticals Inc. | 787,088 | 21,692 | |||
National HealthCare Corp. | 308,096 | 21,561 | ||||
* | Vaxcyte Inc. | 842,011 | 21,362 | |||
* | FibroGen Inc. | 2,079,952 | 21,257 | |||
* | Meridian Bioscience Inc. | 1,082,300 | 20,823 | |||
* | Kronos Bio Inc. | 913,498 | 19,147 | |||
* | Gossamer Bio Inc. | 1,514,146 | 19,033 | |||
*,1 | ImmunityBio Inc. | 1,949,295 | 18,986 | |||
* | NextGen Healthcare Inc. | 1,345,892 | 18,977 | |||
* | Definitive Healthcare Corp. Class A | 436,751 | 18,706 | |||
*,1 | Recursion Pharmaceuticals Inc. Class A | 792,625 | 18,238 | |||
* | Allovir Inc. | 727,547 | 18,232 | |||
* | HealthStream Inc. | 632,296 | 18,071 | |||
* | Atara Biotherapeutics Inc. | 1,002,619 | 17,947 | |||
* | Endo International plc | 5,527,397 | 17,909 | |||
* | Pennant Group Inc. | 636,863 | 17,889 | |||
* | Orthofix Medical Inc. | 466,548 | 17,785 | |||
* | BioAtla Inc. | 602,791 | 17,746 | |||
* | Forma Therapeutics Holdings Inc. | 762,905 | 17,692 |
Shares | Market Value ($000) | |||||
*,1 | Verve Therapeutics Inc. | 358,895 | 16,868 | |||
* | Rocket Pharmaceuticals Inc. | 555,331 | 16,599 | |||
* | Praxis Precision Medicines Inc. | 889,456 | 16,446 | |||
* | Phathom Pharmaceuticals Inc. | 503,558 | 16,164 | |||
* | Amneal Pharmaceuticals Inc. | 2,978,863 | 15,907 | |||
* | Agiliti Inc. | 812,419 | 15,468 | |||
*,1 | SmileDirectClub Inc. Class A | 2,799,140 | 14,891 | |||
*,1 | Cullinan Oncology Inc. | 649,485 | 14,659 | |||
* | Radius Health Inc. | 1,172,890 | 14,556 | |||
* | Aerie Pharmaceuticals Inc. | 1,181,499 | 13,469 | |||
*,1 | LifeStance Health Group Inc. | 927,115 | 13,443 | |||
* | Sangamo Therapeutics Inc. | 1,454,896 | 13,109 | |||
* | AnaptysBio Inc. | 480,851 | 13,041 | |||
* | Stoke Therapeutics Inc. | 506,233 | 12,879 | |||
*,1 | Erasca Inc. | 602,053 | 12,776 | |||
* | Kinnate Biopharma Inc. | 538,806 | 12,403 | |||
* | Treace Medical Concepts Inc. | 458,523 | 12,334 | |||
* | Precigen Inc. | 2,312,616 | 11,540 | |||
* | Alignment Healthcare Inc. | 703,865 | 11,248 | |||
Phibro Animal Health Corp. Class A | 507,408 | 10,930 | ||||
* | Theravance Biopharma Inc. | 1,466,431 | 10,852 | |||
* | Natus Medical Inc. | 427,776 | 10,729 | |||
* | Zogenix Inc. | 695,847 | 10,570 | |||
* | Epizyme Inc. | 2,026,927 | 10,378 | |||
* | Rubius Therapeutics Inc. | 561,278 | 10,036 | |||
*,1 | Prelude Therapeutics Inc. | 311,472 | 9,733 | |||
* | Aveanna Healthcare Holdings Inc. | 1,157,380 | 9,282 | |||
* | Nkarta Inc. | 328,760 | 9,143 | |||
*,1 | Lyell Immunopharma Inc. | 602,622 | 8,919 | |||
*,1 | Instil Bio Inc. | 482,935 | 8,632 | |||
* | Immunovant Inc. | 992,382 | 8,624 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 695,828 | 7,925 | |||
*,1 | Signify Health Inc. Class A | 417,342 | 7,458 | |||
* | Cytek Biosciences Inc. | 332,607 | 7,121 | |||
*,1 | Clovis Oncology Inc. | 1,491,843 | 6,654 | |||
*,1 | Monte Rosa Therapeutics Inc. | 287,923 | 6,415 | |||
* | NGM Biopharmaceuticals Inc. | 287,688 | 6,047 | |||
* | PROCEPT BioRobotics Corp. | 158,304 | 6,039 | |||
*,1 | Vor BioPharma Inc. | 365,856 | 5,737 | |||
*,1 | G1 Therapeutics Inc. | 423,498 | 5,683 | |||
*,1 | Day One Biopharmaceuticals Inc. | 231,716 | 5,499 | |||
*,1 | Intercept Pharmaceuticals Inc. | 325,327 | 4,831 | |||
* | Nuvalent Inc. Class A | 205,553 | 4,635 | |||
*,1 | Silverback Therapeutics Inc. | 432,488 | 4,316 | |||
* | Design Therapeutics Inc. | 269,560 | 3,960 | |||
* | Eargo Inc. | 536,046 | 3,608 | |||
* | Innovage Holding Corp. | 500,267 | 3,307 | |||
* | Singular Genomics Systems Inc. | 268,414 | 3,004 | |||
*,1 | Absci Corp. | 228,619 | 2,659 | |||
*,2 | Alder Biopharmaceuticals Inc. CVR Exp. 12/31/24 | 1,792,706 | 1,578 | |||
* | Bright Health Group Inc. | 164,948 | 1,346 | |||
* | Warby Parker Inc. Class A | 13,585 | 721 | |||
*,1 | Cue Health Inc. | 34,129 | 403 | |||
* | Esperion Therapeutics Inc. | 167 | 2 | |||
* | Spectrum Pharmaceuticals Inc. | 943 | 2 | |||
* | ZIOPHARM Oncology Inc. | 1,197 | 2 | |||
* | Black Diamond Therapeutics Inc. | 140 | 1 |
Shares | Market Value ($000) | |||||
*,1,2 | Synergy Pharmaceuticals LLC | 2,001,166 | — | |||
*,2 | Wright Medical Group NV | 3,767 | — | |||
18,000,122 | ||||||
Industrials (18.3%) | ||||||
Quanta Services Inc. | 3,463,630 | 394,230 | ||||
IDEX Corp. | 1,891,446 | 391,435 | ||||
* | Bill.com Holdings Inc. | 1,196,305 | 319,354 | |||
Nordson Corp. | 1,302,080 | 310,090 | ||||
Pentair plc | 4,127,917 | 299,811 | ||||
Howmet Aerospace Inc. | 9,606,997 | 299,738 | ||||
Graco Inc. | 4,224,549 | 295,592 | ||||
Allegion plc | 2,232,378 | 295,076 | ||||
* | Trex Co. Inc. | 2,870,677 | 292,608 | |||
* | Axon Enterprise Inc. | 1,634,543 | 286,078 | |||
* | Fair Isaac Corp. | 671,123 | 267,060 | |||
Booz Allen Hamilton Holding Corp. Class A | 3,364,679 | 266,987 | ||||
* | Builders FirstSource Inc. | 5,156,911 | 266,819 | |||
* | Paylocity Holding Corp. | 951,223 | 266,723 | |||
Robert Half International Inc. | 2,647,658 | 265,640 | ||||
Toro Co. | 2,664,617 | 259,560 | ||||
Carlisle Cos. Inc. | 1,297,401 | 257,910 | ||||
RPM International Inc. | 3,229,991 | 250,809 | ||||
Lennox International Inc. | 832,547 | 244,910 | ||||
* | Middleby Corp. | 1,384,388 | 236,052 | |||
* | AECOM | 3,586,359 | 226,479 | |||
* | GXO Logistics Inc. | 2,852,997 | 223,789 | |||
Genpact Ltd. | 4,672,198 | 221,976 | ||||
Owens Corning | 2,566,835 | 219,464 | ||||
Watsco Inc. | 820,592 | 217,145 | ||||
* | Sensata Technologies Holding plc | 3,941,238 | 215,665 | |||
MKS Instruments Inc. | 1,379,994 | 208,255 | ||||
* | Berry Global Group Inc. | 3,367,654 | 205,023 | |||
Sealed Air Corp. | 3,731,185 | 204,432 | ||||
A O Smith Corp. | 3,315,450 | 202,475 | ||||
Tetra Tech Inc. | 1,345,948 | 201,004 | ||||
* | WEX Inc. | 1,114,849 | 196,369 | |||
AptarGroup Inc. | 1,641,946 | 195,966 | ||||
Huntington Ingalls Industries Inc. | 999,233 | 192,912 | ||||
Lincoln Electric Holdings Inc. | 1,478,302 | 190,390 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 3,717,609 | 190,156 | ||||
* | Rexnord Corp. | 2,864,056 | 184,130 | |||
ITT Inc. | 2,143,131 | 183,966 | ||||
AGCO Corp. | 1,500,878 | 183,903 | ||||
Brunswick Corp. | 1,929,221 | 183,797 | ||||
Donaldson Co. Inc. | 3,125,893 | 179,458 | ||||
Oshkosh Corp. | 1,708,228 | 174,871 | ||||
* | Chart Industries Inc. | 905,318 | 173,015 | |||
Woodward Inc. | 1,503,714 | 170,220 | ||||
* | TopBuild Corp. | 819,704 | 167,884 | |||
* | WillScot Mobile Mini Holdings Corp. | 5,292,400 | 167,875 | |||
Cognex Corp. | 2,088,899 | 167,571 | ||||
Littelfuse Inc. | 612,712 | 167,436 | ||||
* | Axalta Coating Systems Ltd. | 5,727,586 | 167,188 | |||
* | Colfax Corp. | 3,638,691 | 167,016 | |||
* | Euronet Worldwide Inc. | 1,248,943 | 158,965 | |||
* | Saia Inc. | 655,421 | 156,010 | |||
EMCOR Group Inc. | 1,339,134 | 154,509 | ||||
Acuity Brands Inc. | 888,695 | 154,073 |
Shares | Market Value ($000) | |||||
* | Coherent Inc. | 610,599 | 152,705 | |||
Regal Beloit Corp. | 1,012,934 | 152,284 | ||||
Jack Henry & Associates Inc. | 921,140 | 151,122 | ||||
Landstar System Inc. | 952,537 | 150,329 | ||||
MDU Resources Group Inc. | 5,038,606 | 149,495 | ||||
Exponent Inc. | 1,295,969 | 146,639 | ||||
ManpowerGroup Inc. | 1,350,147 | 146,194 | ||||
Sonoco Products Co. | 2,448,630 | 145,889 | ||||
Graphic Packaging Holding Co. | 7,643,468 | 145,532 | ||||
Louisiana-Pacific Corp. | 2,370,196 | 145,459 | ||||
* | WESCO International Inc. | 1,253,635 | 144,569 | |||
* | ASGN Inc. | 1,250,961 | 141,534 | |||
Vontier Corp. | 4,204,276 | 141,264 | ||||
Eagle Materials Inc. | 1,042,327 | 136,712 | ||||
nVent Electric plc | 4,184,464 | 135,284 | ||||
MSA Safety Inc. | 926,938 | 135,055 | ||||
* | AMN Healthcare Services Inc. | 1,176,332 | 134,984 | |||
Advanced Drainage Systems Inc. | 1,229,376 | 132,982 | ||||
Curtiss-Wright Corp. | 1,017,756 | 128,420 | ||||
BWX Technologies Inc. | 2,369,524 | 127,623 | ||||
Maximus Inc. | 1,530,133 | 127,307 | ||||
Hubbell Inc. Class B | 676,303 | 122,188 | ||||
* | Mohawk Industries Inc. | 687,160 | 121,902 | |||
* | MasTec Inc. | 1,387,605 | 119,723 | |||
Alliance Data Systems Corp. | 1,176,367 | 118,684 | ||||
Valmont Industries Inc. | 501,999 | 118,030 | ||||
Crane Co. | 1,240,597 | 117,621 | ||||
Spirit AeroSystems Holdings Inc. Class A | 2,623,952 | 115,952 | ||||
Simpson Manufacturing Co. Inc. | 1,081,590 | 115,698 | ||||
Watts Water Technologies Inc. Class A | 686,285 | 115,358 | ||||
* | FTI Consulting Inc. | 853,626 | 114,983 | |||
*,1 | Virgin Galactic Holdings Inc. | 4,481,867 | 113,391 | |||
Armstrong World Industries Inc. | 1,184,713 | 113,105 | ||||
Flowserve Corp. | 3,242,475 | 112,417 | ||||
John Bean Technologies Corp. | 790,761 | 111,141 | ||||
Air Lease Corp. Class A | 2,699,115 | 106,183 | ||||
Ryder System Inc. | 1,271,627 | 105,176 | ||||
*,1 | TuSimple Holdings Inc. Class A | 2,762,775 | 102,582 | |||
* | Herc Holdings Inc. | 627,019 | 102,493 | |||
Insperity Inc. | 912,431 | 101,043 | ||||
Korn Ferry | 1,385,481 | 100,253 | ||||
* | Atkore Inc. | 1,147,283 | 99,722 | |||
* | AZEK Co. Inc. Class A | 2,697,708 | 98,547 | |||
* | ExlService Holdings Inc. | 784,560 | 96,595 | |||
* | XPO Logistics Inc. | 1,212,156 | 96,463 | |||
* | Summit Materials Inc. Class A | 2,936,624 | 93,884 | |||
* | TriNet Group Inc. | 984,341 | 93,099 | |||
Allison Transmission Holdings Inc. | 2,632,596 | 92,983 | ||||
*,3 | API Group Corp. | 4,552,214 | 92,638 | |||
* | Shift4 Payments Inc. Class A | 1,175,530 | 91,127 | |||
* | ACI Worldwide Inc. | 2,924,343 | 89,865 | |||
Altra Industrial Motion Corp. | 1,614,704 | 89,374 | ||||
MSC Industrial Direct Co. Inc. Class A | 1,111,827 | 89,157 | ||||
* | Resideo Technologies Inc. | 3,587,852 | 88,943 | |||
Matson Inc. | 1,081,520 | 87,289 | ||||
Triton International Ltd. | 1,677,191 | 87,281 | ||||
Applied Industrial Technologies Inc. | 959,022 | 86,437 | ||||
* | Itron Inc. | 1,125,858 | 85,149 |
Shares | Market Value ($000) | |||||
HB Fuller Co. | 1,305,008 | 84,251 | ||||
Aerojet Rocketdyne Holdings Inc. | 1,897,689 | 82,644 | ||||
EVERTEC Inc. | 1,791,783 | 81,920 | ||||
UniFirst Corp. | 379,712 | 80,734 | ||||
GATX Corp. | 884,296 | 79,198 | ||||
Silgan Holdings Inc. | 2,061,754 | 79,089 | ||||
EnerSys | 1,058,480 | 78,793 | ||||
Franklin Electric Co. Inc. | 983,325 | 78,518 | ||||
Brink's Co. | 1,239,628 | 78,468 | ||||
SPX FLOW Inc. | 1,036,362 | 75,758 | ||||
Macquarie Infrastructure Holdings LLC | 1,859,325 | 75,414 | ||||
ABM Industries Inc. | 1,670,806 | 75,203 | ||||
* | Vicor Corp. | 555,084 | 74,470 | |||
* | Welbilt Inc. | 3,184,119 | 73,999 | |||
Badger Meter Inc. | 726,017 | 73,429 | ||||
* | Kirby Corp. | 1,496,408 | 71,768 | |||
Kennametal Inc. | 2,081,831 | 71,261 | ||||
* | Alight Inc. Class A | 6,116,876 | 70,222 | |||
Hillenbrand Inc. | 1,637,140 | 69,824 | ||||
Terex Corp. | 1,650,633 | 69,492 | ||||
* | Kratos Defense & Security Solutions Inc. | 3,084,918 | 68,825 | |||
AAON Inc. | 1,044,657 | 68,258 | ||||
* | Beacon Roofing Supply Inc. | 1,394,603 | 66,606 | |||
* | Mercury Systems Inc. | 1,398,684 | 66,326 | |||
Belden Inc. | 1,115,847 | 65,009 | ||||
* | Green Dot Corp. Class A | 1,291,328 | 64,993 | |||
Werner Enterprises Inc. | 1,439,427 | 63,723 | ||||
* | Masonite International Corp. | 599,333 | 63,607 | |||
Installed Building Products Inc. | 591,472 | 63,376 | ||||
* | JELD-WEN Holding Inc. | 2,467,434 | 61,760 | |||
*,1 | Bloom Energy Corp. Class A | 3,266,007 | 61,140 | |||
Comfort Systems USA Inc. | 856,209 | 61,065 | ||||
Mueller Water Products Inc. Class A | 3,944,829 | 60,040 | ||||
Helios Technologies Inc. | 724,704 | 59,505 | ||||
* | Atlas Air Worldwide Holdings Inc. | 721,994 | 58,972 | |||
Albany International Corp. Class A | 765,726 | 58,861 | ||||
Brady Corp. Class A | 1,144,969 | 58,050 | ||||
Otter Tail Corp. | 1,033,686 | 57,855 | ||||
* | SPX Corp. | 1,072,268 | 57,313 | |||
Trinity Industries Inc. | 2,100,666 | 57,075 | ||||
* | Fluor Corp. | 3,523,688 | 56,273 | |||
Forward Air Corp. | 675,424 | 56,074 | ||||
* | O-I Glass Inc. | 3,913,221 | 55,842 | |||
Moog Inc. Class A | 727,086 | 55,426 | ||||
* | Verra Mobility Corp. Class A | 3,637,147 | 54,812 | |||
* | Hub Group Inc. Class A | 795,825 | 54,713 | |||
*,1 | Nikola Corp. | 4,955,273 | 52,873 | |||
* | Allegheny Technologies Inc. | 3,161,019 | 52,568 | |||
* | Dycom Industries Inc. | 727,971 | 51,861 | |||
ManTech International Corp. Class A | 682,127 | 51,787 | ||||
* | Raven Industries Inc. | 894,787 | 51,549 | |||
* | AeroVironment Inc. | 586,405 | 50,618 | |||
Barnes Group Inc. | 1,198,177 | 50,000 | ||||
ArcBest Corp. | 604,714 | 49,447 | ||||
Maxar Technologies Inc. | 1,712,933 | 48,510 | ||||
ESCO Technologies Inc. | 615,189 | 47,370 | ||||
Encore Wire Corp. | 487,248 | 46,206 | ||||
* | Proto Labs Inc. | 690,468 | 45,985 |
Shares | Market Value ($000) | |||||
Granite Construction Inc. | 1,130,826 | 44,724 | ||||
* | GMS Inc. | 1,020,476 | 44,697 | |||
EnPro Industries Inc. | 511,435 | 44,556 | ||||
TTEC Holdings Inc. | 468,270 | 43,797 | ||||
McGrath RentCorp | 601,664 | 43,290 | ||||
* | Ferro Corp. | 2,047,995 | 41,656 | |||
* | Gates Industrial Corp. plc | 2,541,938 | 41,357 | |||
Lindsay Corp. | 270,167 | 41,009 | ||||
Greif Inc. Class A | 633,022 | 40,893 | ||||
Deluxe Corp. | 1,059,899 | 38,040 | ||||
* | Air Transport Services Group Inc. | 1,471,600 | 37,982 | |||
* | OSI Systems Inc. | 400,504 | 37,968 | |||
* | Meritor Inc. | 1,749,224 | 37,276 | |||
* | TriMas Corp. | 1,060,416 | 34,315 | |||
*,1 | Danimer Scientific Inc. | 2,063,219 | 33,713 | |||
Greenbrier Cos. Inc. | 766,018 | 32,931 | ||||
Tennant Co. | 442,314 | 32,709 | ||||
* | Cimpress plc | 374,205 | 32,492 | |||
AZZ Inc. | 594,011 | 31,601 | ||||
* | ZipRecruiter Inc. Class A | 1,137,973 | 31,408 | |||
Griffon Corp. | 1,266,575 | 31,158 | ||||
Primoris Services Corp. | 1,269,925 | 31,100 | ||||
Enerpac Tool Group Corp. Class A | 1,497,439 | 31,042 | ||||
ADT Inc. | 3,823,073 | 30,929 | ||||
Pitney Bowes Inc. | 4,170,247 | 30,067 | ||||
* | FARO Technologies Inc. | 452,666 | 29,790 | |||
Schneider National Inc. Class B | 1,297,356 | 29,502 | ||||
Astec Industries Inc. | 537,682 | 28,933 | ||||
* | Huron Consulting Group Inc. | 554,319 | 28,825 | |||
Kforce Inc. | 479,005 | 28,568 | ||||
Standex International Corp. | 288,592 | 28,545 | ||||
* | Gibraltar Industries Inc. | 405,647 | 28,253 | |||
*,1 | Desktop Metal Inc. Class A | 3,903,113 | 27,985 | |||
* | Evo Payments Inc. Class A | 1,176,252 | 27,854 | |||
* | AAR Corp. | 839,861 | 27,237 | |||
* | CoreCivic Inc. | 2,989,530 | 26,607 | |||
H&E Equipment Services Inc. | 766,132 | 26,592 | ||||
* | BTRS Holdings Inc. | 2,477,206 | 26,357 | |||
* | Conduent Inc. | 3,983,381 | 26,250 | |||
* | Core & Main Inc. Class A | 998,219 | 26,163 | |||
*,1 | Latch Inc. | 2,288,628 | 25,793 | |||
* | Hayward Holdings Inc. | 1,154,070 | 25,666 | |||
*,1 | Hyliion Holdings Corp. | 3,020,620 | 25,373 | |||
* | TaskUS Inc. Class A | 378,759 | 25,138 | |||
Kaman Corp. | 694,722 | 24,781 | ||||
* | TrueBlue Inc. | 883,643 | 23,929 | |||
*,1 | PureCycle Technologies Inc. | 1,755,718 | 23,316 | |||
Apogee Enterprises Inc. | 604,384 | 22,822 | ||||
* | GreenSky Inc. Class A | 1,761,625 | 19,695 | |||
Heartland Express Inc. | 1,198,953 | 19,207 | ||||
* | BrightView Holdings Inc. | 1,298,376 | 19,164 | |||
Gorman-Rupp Co. | 524,361 | 18,777 | ||||
Quanex Building Products Corp. | 840,075 | 17,986 | ||||
Wabash National Corp. | 1,171,583 | 17,726 | ||||
* | Advantage Solutions Inc. | 1,983,545 | 17,158 | |||
* | CS Disco Inc. | 356,339 | 17,083 | |||
* | CIRCOR International Inc. | 506,389 | 16,716 | |||
Kelly Services Inc. Class A | 857,323 | 16,186 |
Shares | Market Value ($000) | |||||
* | Payoneer Global Inc. | 1,852,615 | 15,840 | |||
* | First Advantage Corp. | 762,116 | 14,518 | |||
* | Thermon Group Holdings Inc. | 833,395 | 14,426 | |||
*,1 | Velodyne Lidar Inc. | 2,435,135 | 14,416 | |||
* | Triumph Group Inc. | 765,055 | 14,253 | |||
* | Forrester Research Inc. | 287,329 | 14,154 | |||
* | Hillman Solutions Corp. | 1,168,739 | 13,943 | |||
REV Group Inc. | 806,522 | 13,840 | ||||
* | American Woodmark Corp. | 207,231 | 13,547 | |||
* | Tutor Perini Corp. | 1,014,363 | 13,166 | |||
*,1 | View Inc. | 2,419,881 | 13,116 | |||
Hyster-Yale Materials Handling Inc. | 258,490 | 12,992 | ||||
Pactiv Evergreen Inc. | 884,391 | 11,073 | ||||
National Presto Industries Inc. | 132,479 | 10,874 | ||||
* | Flywire Corp. | 239,574 | 10,503 | |||
International Seaways Inc. | 564,379 | 10,283 | ||||
Greif Inc. Class B | 156,517 | 10,142 | ||||
* | Vivint Smart Home Inc. | 1,033,957 | 9,771 | |||
* | Sterling Check Corp. | 344,705 | 8,949 | |||
Kronos Worldwide Inc. | 581,193 | 7,213 | ||||
* | Paymentus Holdings Inc. Class A | 273,165 | 6,731 | |||
* | Legalzoom.com Inc. | 27,584 | 728 | |||
* | Remitly Global Inc. | 2,752 | 101 | |||
24,585,721 | ||||||
Real Estate (8.8%) | ||||||
VICI Properties Inc. | 15,278,711 | 434,068 | ||||
Equity LifeStyle Properties Inc. | 4,115,439 | 321,416 | ||||
Kimco Realty Corp. | 15,252,425 | 316,488 | ||||
* | Jones Lang LaSalle Inc. | 1,261,899 | 313,065 | |||
Medical Properties Trust Inc. | 14,825,430 | 297,546 | ||||
American Homes 4 Rent Class A | 6,814,859 | 259,782 | ||||
Gaming & Leisure Properties Inc. | 5,539,363 | 256,583 | ||||
Lamar Advertising Co. Class A | 2,159,241 | 244,966 | ||||
CubeSmart | 5,021,332 | 243,284 | ||||
CyrusOne Inc. | 3,086,585 | 238,933 | ||||
Federal Realty Investment Trust | 1,935,361 | 228,353 | ||||
Life Storage Inc. | 1,948,966 | 223,624 | ||||
STORE Capital Corp. | 6,085,347 | 194,914 | ||||
Rexford Industrial Realty Inc. | 3,427,489 | 194,510 | ||||
Kilroy Realty Corp. | 2,898,322 | 191,898 | ||||
Apartment Income REIT Corp. | 3,906,646 | 190,683 | ||||
Vornado Realty Trust | 4,529,296 | 190,276 | ||||
Americold Realty Trust | 6,497,824 | 188,762 | ||||
National Retail Properties Inc. | 4,370,329 | 188,755 | ||||
Omega Healthcare Investors Inc. | 5,946,140 | 178,146 | ||||
American Campus Communities Inc. | 3,462,064 | 167,737 | ||||
EastGroup Properties Inc. | 1,005,488 | 167,544 | ||||
First Industrial Realty Trust Inc. | 3,213,269 | 167,347 | ||||
Brixmor Property Group Inc. | 7,390,795 | 163,410 | ||||
Healthcare Trust of America Inc. Class A | 5,446,847 | 161,553 | ||||
STAG Industrial Inc. | 4,033,490 | 158,314 | ||||
CoreSite Realty Corp. | 1,100,262 | 152,430 | ||||
* | Host Hotels & Resorts Inc. | 8,883,595 | 145,069 | |||
Regency Centers Corp. | 2,113,883 | 142,328 | ||||
Cousins Properties Inc. | 3,700,838 | 138,004 | ||||
Innovative Industrial Properties Inc. | 595,483 | 137,658 | ||||
Spirit Realty Capital Inc. | 2,964,724 | 136,496 | ||||
Douglas Emmett Inc. | 4,149,117 | 131,154 |
Shares | Market Value ($000) | |||||
VEREIT Inc. | 2,851,224 | 128,961 | ||||
Rayonier Inc. | 3,517,672 | 125,511 | ||||
* | Redfin Corp. | 2,480,351 | 124,266 | |||
SL Green Realty Corp. | 1,671,535 | 118,412 | ||||
Highwoods Properties Inc. | 2,594,354 | 113,788 | ||||
Agree Realty Corp. | 1,715,065 | 113,589 | ||||
* | Ryman Hospitality Properties Inc. | 1,301,899 | 108,969 | |||
Healthcare Realty Trust Inc. | 3,623,387 | 107,904 | ||||
* | Park Hotels & Resorts Inc. | 5,591,669 | 107,025 | |||
National Storage Affiliates Trust | 1,985,590 | 104,819 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 1,956,738 | 104,646 | ||||
Terreno Realty Corp. | 1,580,454 | 99,932 | ||||
Hudson Pacific Properties Inc. | 3,799,518 | 99,813 | ||||
Physicians Realty Trust | 5,410,753 | 95,337 | ||||
Broadstone Net Lease Inc. | 3,756,807 | 93,206 | ||||
JBG SMITH Properties | 3,121,403 | 92,425 | ||||
EPR Properties | 1,861,878 | 91,940 | ||||
Outfront Media Inc. | 3,623,255 | 91,306 | ||||
* | Howard Hughes Corp. | 1,028,874 | 90,345 | |||
Lexington Realty Trust | 6,914,973 | 88,166 | ||||
Apple Hospitality REIT Inc. | 5,396,742 | 84,891 | ||||
Macerich Co. | 5,036,858 | 84,166 | ||||
Essential Properties Realty Trust Inc. | 2,943,643 | 82,187 | ||||
PotlatchDeltic Corp. | 1,585,020 | 81,755 | ||||
Sabra Health Care REIT Inc. | 5,502,439 | 80,996 | ||||
PS Business Parks Inc. | 514,281 | 80,608 | ||||
Corporate Office Properties Trust | 2,797,271 | 75,470 | ||||
* | Equity Commonwealth | 2,884,672 | 74,944 | |||
* | DigitalBridge Group Inc. | 12,251,801 | 73,878 | |||
Pebblebrook Hotel Trust | 3,270,502 | 73,292 | ||||
Uniti Group Inc. | 5,815,998 | 71,944 | ||||
Retail Properties of America Inc. Class A | 5,353,349 | 68,951 | ||||
SITE Centers Corp. | 4,464,092 | 68,926 | ||||
* | Cushman & Wakefield plc | 3,611,263 | 67,206 | |||
eXp World Holdings Inc. | 1,638,281 | 65,154 | ||||
* | Sunstone Hotel Investors Inc. | 5,451,795 | 65,094 | |||
Kennedy-Wilson Holdings Inc. | 2,978,176 | 62,303 | ||||
RLJ Lodging Trust | 4,147,542 | 61,632 | ||||
National Health Investors Inc. | 1,085,500 | 58,074 | ||||
Brandywine Realty Trust | 4,246,628 | 56,990 | ||||
Newmark Group Inc. Class A | 3,903,201 | 55,855 | ||||
Columbia Property Trust Inc. | 2,861,117 | 54,418 | ||||
Piedmont Office Realty Trust Inc. Class A | 3,080,536 | 53,694 | ||||
Washington REIT | 2,099,221 | 51,956 | ||||
* | Realogy Holdings Corp. | 2,907,564 | 50,999 | |||
Urban Edge Properties | 2,765,767 | 50,641 | ||||
* | Xenia Hotels & Resorts Inc. | 2,845,172 | 50,473 | |||
Retail Opportunity Investments Corp. | 2,873,266 | 50,052 | ||||
* | DiamondRock Hospitality Co. | 5,238,896 | 49,508 | |||
CareTrust REIT Inc. | 2,402,533 | 48,819 | ||||
Service Properties Trust | 4,105,155 | 46,019 | ||||
American Assets Trust Inc. | 1,205,959 | 45,127 | ||||
Acadia Realty Trust | 2,200,788 | 44,918 | ||||
Empire State Realty Trust Inc. Class A | 4,281,182 | 42,940 | ||||
Kite Realty Group Trust | 2,099,296 | 42,742 | ||||
Paramount Group Inc. | 4,635,542 | 41,674 | ||||
Industrial Logistics Properties Trust | 1,610,819 | 40,931 | ||||
1 | Tanger Factory Outlet Centers Inc. | 2,460,509 | 40,106 |
Shares | Market Value ($000) | |||||
Alexander & Baldwin Inc. | 1,710,668 | 40,098 | ||||
Global Net Lease Inc. | 2,377,900 | 38,094 | ||||
Safehold Inc. | 488,819 | 35,141 | ||||
St. Joe Co. | 805,562 | 33,914 | ||||
Centerspace | 350,344 | 33,108 | ||||
* | Mack-Cali Realty Corp. | 1,920,642 | 32,881 | |||
LTC Properties Inc. | 982,858 | 31,147 | ||||
Office Properties Income Trust | 1,211,479 | 30,687 | ||||
Getty Realty Corp. | 949,320 | 27,825 | ||||
* | Marcus & Millichap Inc. | 642,040 | 26,080 | |||
RPT Realty | 2,023,519 | 25,820 | ||||
Apartment Investment & Management Co. Class A | 3,726,136 | 25,524 | ||||
American Finance Trust Inc. Class A | 2,939,221 | 23,631 | ||||
1 | GEO Group Inc. | 2,892,197 | 21,605 | |||
Diversified Healthcare Trust | 5,940,001 | 20,137 | ||||
Universal Health Realty Income Trust | 310,313 | 17,151 | ||||
Phillips Edison & Co. Inc. | 496,076 | 15,234 | ||||
Alexander's Inc. | 51,265 | 13,361 | ||||
Saul Centers Inc. | 298,251 | 13,141 | ||||
RMR Group Inc. Class A | 384,299 | 12,855 | ||||
* | Summit Hotel Properties Inc. | 1,259,486 | 12,129 | |||
*,1 | Seritage Growth Properties Class A | 756,682 | 11,222 | |||
Franklin Street Properties Corp. | 2,404,600 | 11,157 | ||||
* | Bridge Investment Group Holdings Inc. Class A | 596,924 | 10,548 | |||
* | Forestar Group Inc. | 433,793 | 8,082 | |||
Urstadt Biddle Properties Inc. Class A | 406,504 | 7,695 | ||||
*,1 | Compass Inc. Class A | 26,809 | 355 | |||
*,2 | Spirit MTA REIT | 529,410 | 142 | |||
Urstadt Biddle Properties Inc. | 55 | 1 | ||||
11,843,554 | ||||||
Technology (13.0%) | ||||||
* | Nuance Communications Inc. | 7,827,661 | 430,834 | |||
Entegris Inc. | 3,374,552 | 424,856 | ||||
* | Ceridian HCM Holding Inc. | 3,356,645 | 378,025 | |||
* | Dynatrace Inc. | 4,952,661 | 351,490 | |||
* | Avalara Inc. | 1,950,739 | 340,931 | |||
* | PTC Inc. | 2,629,200 | 314,952 | |||
* | Five9 Inc. | 1,684,828 | 269,134 | |||
* | Guidewire Software Inc. | 2,069,569 | 246,010 | |||
* | ON Semiconductor Corp. | 5,356,753 | 245,179 | |||
* | Manhattan Associates Inc. | 1,577,861 | 241,460 | |||
* | Elastic NV | 1,598,758 | 238,199 | |||
* | Wolfspeed Inc. | 2,884,008 | 232,826 | |||
* | Lattice Semiconductor Corp. | 3,394,144 | 219,431 | |||
* | DXC Technology Co. | 6,269,414 | 210,715 | |||
* | Anaplan Inc. | 3,421,937 | 208,362 | |||
* | Aspen Technology Inc. | 1,669,430 | 205,006 | |||
* | Smartsheet Inc. Class A | 2,958,133 | 203,579 | |||
* | Arrow Electronics Inc. | 1,787,259 | 200,691 | |||
* | Nutanix Inc. Class A | 5,085,184 | 191,711 | |||
Jabil Inc. | 3,266,242 | 190,651 | ||||
* | Asana Inc. Class A | 1,828,761 | 189,899 | |||
Brooks Automation Inc. | 1,848,966 | 189,242 | ||||
* | Concentrix Corp. | 1,039,681 | 184,024 | |||
Universal Display Corp. | 1,055,309 | 180,416 | ||||
* | Zendesk Inc. | 1,493,421 | 173,819 | |||
* | Synaptics Inc. | 966,995 | 173,798 | |||
Leidos Holdings Inc. | 1,761,835 | 169,365 |
Shares | Market Value ($000) | |||||
Vertiv Holdings Co. Class A | 7,016,728 | 169,033 | ||||
* | Pure Storage Inc. Class A | 6,697,683 | 168,514 | |||
* | II-VI Inc. | 2,631,004 | 156,176 | |||
* | J2 Global Inc. | 1,139,794 | 155,719 | |||
* | Blackline Inc. | 1,308,252 | 154,452 | |||
* | CACI International Inc. Class A | 587,049 | 153,866 | |||
* | Varonis Systems Inc. Class B | 2,527,822 | 153,818 | |||
* | F5 Networks Inc. | 750,335 | 149,152 | |||
* | Rapid7 Inc. | 1,318,907 | 149,063 | |||
* | Digital Turbine Inc. | 2,152,404 | 147,978 | |||
* | Teradata Corp. | 2,579,518 | 147,935 | |||
* | Everbridge Inc. | 955,287 | 144,287 | |||
* | SPS Commerce Inc. | 891,909 | 143,874 | |||
Dolby Laboratories Inc. Class A | 1,625,237 | 143,021 | ||||
* | Silicon Laboratories Inc. | 1,010,728 | 141,664 | |||
Power Integrations Inc. | 1,425,453 | 141,106 | ||||
KBR Inc. | 3,504,430 | 138,075 | ||||
* | Workiva Inc. Class A | 963,460 | 135,809 | |||
* | Ambarella Inc. | 857,744 | 133,585 | |||
* | Novanta Inc. | 839,209 | 129,658 | |||
* | Change Healthcare Inc. | 6,189,503 | 129,608 | |||
Pegasystems Inc. | 1,013,531 | 128,820 | ||||
* | Upwork Inc. | 2,858,513 | 128,719 | |||
CDK Global Inc. | 3,007,235 | 127,958 | ||||
* | NCR Corp. | 3,270,104 | 126,749 | |||
* | Semtech Corp. | 1,615,948 | 125,995 | |||
Science Applications International Corp. | 1,442,879 | 123,453 | ||||
* | Cirrus Logic Inc. | 1,433,589 | 118,056 | |||
National Instruments Corp. | 2,979,014 | 116,867 | ||||
* | Medallia Inc. | 3,392,732 | 114,912 | |||
* | Alteryx Inc. Class A | 1,480,426 | 108,219 | |||
SYNNEX Corp. | 1,034,027 | 107,642 | ||||
* | Q2 Holdings Inc. | 1,335,041 | 106,990 | |||
* | New Relic Inc. | 1,452,600 | 104,253 | |||
* | Tenable Holdings Inc. | 2,254,619 | 104,028 | |||
* | Envestnet Inc. | 1,289,152 | 103,442 | |||
* | Sprout Social Inc. Class A | 841,421 | 102,611 | |||
* | Vimeo Inc. | 3,476,840 | 102,115 | |||
* | nCino Inc. | 1,424,987 | 101,217 | |||
* | FireEye Inc. | 5,655,499 | 100,668 | |||
* | Sailpoint Technologies Holdings Inc. | 2,313,242 | 99,192 | |||
* | Diodes Inc. | 1,063,185 | 96,314 | |||
* | Cloudera Inc. | 5,896,914 | 94,174 | |||
* | Fabrinet | 916,155 | 93,915 | |||
* | LivePerson Inc. | 1,562,834 | 92,129 | |||
* | Qualys Inc. | 823,890 | 91,691 | |||
Avnet Inc. | 2,477,933 | 91,609 | ||||
* | Appian Corp. | 984,899 | 91,113 | |||
*,1 | Fastly Inc. Class A | 2,248,579 | 90,932 | |||
* | Cerence Inc. | 945,937 | 90,914 | |||
* | Cornerstone OnDemand Inc. | 1,579,010 | 90,414 | |||
CMC Materials Inc. | 727,237 | 89,617 | ||||
* | Onto Innovation Inc. | 1,225,833 | 88,566 | |||
* | Alarm.com Holdings Inc. | 1,117,899 | 87,408 | |||
* | Rogers Corp. | 466,218 | 86,940 | |||
* | Magnite Inc. | 3,103,318 | 86,893 | |||
*,1 | MicroStrategy Inc. Class A | 149,638 | 86,551 | |||
* | Box Inc. Class A | 3,656,480 | 86,549 |
Shares | Market Value ($000) | |||||
* | Blackbaud Inc. | 1,216,871 | 85,607 | |||
* | MaxLinear Inc. Class A | 1,712,785 | 84,355 | |||
Advanced Energy Industries Inc. | 955,070 | 83,807 | ||||
* | CommVault Systems Inc. | 1,084,787 | 81,695 | |||
* | 3D Systems Corp. | 2,960,306 | 81,616 | |||
*,1 | C3.ai Inc. Class A | 1,749,064 | 81,052 | |||
* | Altair Engineering Inc. Class A | 1,158,722 | 79,882 | |||
* | Duck Creek Technologies Inc. | 1,804,532 | 79,832 | |||
* | Insight Enterprises Inc. | 867,624 | 78,156 | |||
* | MACOM Technology Solutions Holdings Inc. | 1,198,645 | 77,756 | |||
* | LiveRamp Holdings Inc. | 1,605,992 | 75,851 | |||
* | FormFactor Inc. | 1,933,293 | 72,170 | |||
* | Dun & Bradstreet Holdings Inc. | 4,292,184 | 72,152 | |||
* | Schrodinger Inc. | 1,303,551 | 71,278 | |||
* | Cargurus Inc. Class A | 2,251,735 | 70,727 | |||
Switch Inc. Class A | 2,733,450 | 69,402 | ||||
* | PagerDuty Inc. | 1,665,513 | 68,986 | |||
* | BigCommerce Holdings Inc. | 1,328,746 | 67,288 | |||
Xerox Holdings Corp. | 3,334,645 | 67,260 | ||||
Shutterstock Inc. | 592,699 | 67,165 | ||||
Vishay Intertechnology Inc. | 3,303,944 | 66,376 | ||||
* | Verint Systems Inc. | 1,456,510 | 65,237 | |||
* | Yelp Inc. Class A | 1,741,409 | 64,850 | |||
* | Vroom Inc. | 2,892,222 | 63,831 | |||
* | Plexus Corp. | 703,323 | 62,884 | |||
* | Momentive Global Inc. | 3,118,542 | 61,123 | |||
Amkor Technology Inc. | 2,432,957 | 60,702 | ||||
* | Rambus Inc. | 2,711,478 | 60,195 | |||
* | Sanmina Corp. | 1,537,344 | 59,249 | |||
Progress Software Corp. | 1,090,204 | 53,627 | ||||
* | Jamf Holding Corp. | 1,330,620 | 51,255 | |||
* | Appfolio Inc. Class A | 425,283 | 51,204 | |||
*,1 | SentinelOne Inc. Class A | 933,585 | 50,012 | |||
Xperi Holding Corp. | 2,605,013 | 49,078 | ||||
* | Perficient Inc. | 410,042 | 47,442 | |||
* | NetScout Systems Inc. | 1,753,231 | 47,250 | |||
* | Covetrus Inc. | 2,568,143 | 46,586 | |||
* | Zuora Inc. Class A | 2,778,289 | 46,064 | |||
* | Allegro MicroSystems Inc. | 1,417,266 | 45,296 | |||
McAfee Corp. Class A | 1,972,015 | 43,601 | ||||
* | Bottomline Technologies DE Inc. | 1,071,875 | 42,103 | |||
*,1 | E2open Parent Holdings Inc. | 3,648,772 | 41,231 | |||
*,1 | Confluent Inc. Class A | 685,946 | 40,917 | |||
* | JFrog Ltd. | 1,195,254 | 40,041 | |||
* | Unisys Corp. | 1,587,680 | 39,914 | |||
* | Allscripts Healthcare Solutions Inc. | 2,955,394 | 39,514 | |||
* | Avaya Holdings Corp. | 1,991,062 | 39,403 | |||
* | Super Micro Computer Inc. | 1,052,736 | 38,499 | |||
Methode Electronics Inc. | 901,617 | 37,913 | ||||
CSG Systems International Inc. | 766,075 | 36,925 | ||||
* | Bandwidth Inc. Class A | 406,808 | 36,727 | |||
* | Eventbrite Inc. Class A | 1,881,105 | 35,572 | |||
* | PROS Holdings Inc. | 990,545 | 35,144 | |||
* | Sumo Logic Inc. | 2,123,025 | 34,223 | |||
* | Yext Inc. | 2,835,108 | 34,106 | |||
* | Telos Corp. | 1,165,603 | 33,126 | |||
* | Ping Identity Holding Corp. | 1,330,851 | 32,699 | |||
* | TTM Technologies Inc. | 2,548,333 | 32,033 |
Shares | Market Value ($000) | |||||
* | DigitalOcean Holdings Inc. | 401,447 | 31,164 | |||
* | Freshworks Inc. Class A | 705,482 | 30,117 | |||
* | SiTime Corp. | 142,669 | 29,129 | |||
* | nLight Inc. | 1,021,560 | 28,798 | |||
*,1 | Skillz Inc. Class A | 2,904,286 | 28,520 | |||
* | Veeco Instruments Inc. | 1,250,810 | 27,780 | |||
*,1 | Squarespace Inc. Class A | 673,970 | 26,042 | |||
* | Parsons Corp. | 766,404 | 25,874 | |||
*,1 | Datto Holding Corp. | 1,011,691 | 24,179 | |||
* | CEVA Inc. | 544,490 | 23,233 | |||
Benchmark Electronics Inc. | 845,412 | 22,581 | ||||
* | ScanSource Inc. | 636,400 | 22,140 | |||
* | Thoughtworks Holding Inc. | 761,516 | 21,863 | |||
*,1 | Aeva Technologies Inc. | 2,644,780 | 21,000 | |||
* | Olo Inc. Class A | 686,590 | 20,618 | |||
*,1 | Ouster Inc. | 2,815,692 | 20,611 | |||
*,1 | N-Able Inc. | 1,560,050 | 19,360 | |||
Ebix Inc. | 616,774 | 16,610 | ||||
SolarWinds Corp. | 985,593 | 16,489 | ||||
* | ON24 Inc. | 813,870 | 16,229 | |||
* | Paycor HCM Inc. | 431,835 | 15,183 | |||
* | Groupon Inc. | 626,434 | 14,289 | |||
* | Vertex Inc. Class A | 643,925 | 12,376 | |||
* | PubMatic Inc. Class A | 469,474 | 12,371 | |||
*,1 | Xometry Inc. Class A | 207,603 | 11,972 | |||
* | KnowBe4 Inc. Class A | 530,928 | 11,659 | |||
*,1 | Clear Secure Inc. Class A | 278,493 | 11,432 | |||
* | Rackspace Technology Inc. | 780,978 | 11,105 | |||
* | WM Technology Inc. | 741,547 | 10,752 | |||
* | ForgeRock Inc. Class A | 274,656 | 10,692 | |||
* | MediaAlpha Inc. Class A | 538,951 | 10,068 | |||
* | SmartRent Inc. Class A | 723,314 | 9,418 | |||
* | Diebold Nixdorf Inc. | 928,452 | 9,387 | |||
* | Sprinklr Inc. Class A | 384,904 | 6,736 | |||
* | MeridianLink Inc. | 298,728 | 6,680 | |||
*,1 | Couchbase Inc. | 206,453 | 6,423 | |||
*,1 | AvePoint Inc. | 745,541 | 6,330 | |||
*,1 | SEMrush Holdings Inc. Class A | 269,718 | 6,220 | |||
* | Intapp Inc. | 225,173 | 5,800 | |||
* | Viant Technology Inc. Class A | 280,288 | 3,425 | |||
* | Zeta Global Holdings Corp. Class A | 576,207 | 3,377 | |||
* | SecureWorks Corp. Class A | 169,568 | 3,371 | |||
* | EngageSmart Inc. | 21,874 | 745 | |||
* | DoubleVerify Holdings Inc. | 10,872 | 371 | |||
* | Amplitude Inc. Class A | 2,702 | 147 | |||
* | EverCommerce Inc. | 8,305 | 137 | |||
* | Procore Technologies Inc. | 1,088 | 97 | |||
*,2 | Media General Inc. CVR | 2,474,410 | 96 | |||
* | Alkami Technology Inc. | 2,731 | 67 | |||
17,433,685 | ||||||
Telecommunications (1.5%) | ||||||
Cable One Inc. | 142,793 | 258,902 | ||||
* | Ciena Corp. | 3,851,395 | 197,769 | |||
* | Frontier Communications Parent Inc. | 6,083,316 | 169,542 | |||
* | Lumentum Holdings Inc. | 1,725,894 | 144,181 | |||
* | Iridium Communications Inc. | 2,955,364 | 117,771 | |||
Juniper Networks Inc. | 4,046,383 | 111,357 | ||||
* | Vonage Holdings Corp. | 5,955,202 | 95,998 |
Shares | Market Value ($000) | |||||
* | Viasat Inc. | 1,733,816 | 95,481 | |||
* | Viavi Solutions Inc. | 5,690,331 | 89,566 | |||
Cogent Communications Holdings Inc. | 1,069,455 | 75,760 | ||||
*,1 | fuboTV Inc. | 2,996,838 | 71,804 | |||
* | CommScope Holding Co. Inc. | 5,082,063 | 69,065 | |||
* | 8x8 Inc. | 2,647,534 | 61,926 | |||
InterDigital Inc. | 764,147 | 51,825 | ||||
Telephone & Data Systems Inc. | 2,520,529 | 49,150 | ||||
Shenandoah Telecommunications Co. | 1,183,096 | 37,362 | ||||
*,1 | Globalstar Inc. | 22,285,280 | 37,216 | |||
* | Infinera Corp. | 4,421,479 | 36,787 | |||
* | WideOpenWest Inc. | 1,305,086 | 25,645 | |||
* | EchoStar Corp. Class A | 973,364 | 24,831 | |||
* | Plantronics Inc. | 949,237 | 24,405 | |||
* | NETGEAR Inc. | 723,386 | 23,083 | |||
ADTRAN Inc. | 1,207,208 | 22,647 | ||||
Loral Space & Communications Inc. | 321,459 | 13,826 | ||||
* | United States Cellular Corp. | 405,632 | 12,936 | |||
ATN International Inc. | 258,140 | 12,094 | ||||
*,1 | Gogo Inc. | 617,464 | 10,682 | |||
1,941,611 | ||||||
Utilities (2.8%) | ||||||
Atmos Energy Corp. | 3,254,241 | 287,024 | ||||
Essential Utilities Inc. | 5,502,033 | 253,534 | ||||
UGI Corp. | 5,203,039 | 221,753 | ||||
* | Sunrun Inc. | 4,868,808 | 214,228 | |||
Pinnacle West Capital Corp. | 2,806,966 | 203,112 | ||||
OGE Energy Corp. | 4,982,731 | 164,231 | ||||
* | Stericycle Inc. | 2,286,674 | 155,425 | |||
IDACORP Inc. | 1,257,433 | 129,993 | ||||
* | Clean Harbors Inc. | 1,218,973 | 126,615 | |||
NRG Energy Inc. | 3,045,613 | 124,352 | ||||
* | Evoqua Water Technologies Corp. | 2,992,730 | 112,407 | |||
National Fuel Gas Co. | 2,099,802 | 110,282 | ||||
PNM Resources Inc. | 2,136,601 | 105,719 | ||||
Hawaiian Electric Industries Inc. | 2,586,127 | 105,592 | ||||
Portland General Electric Co. | 2,226,457 | 104,621 | ||||
Black Hills Corp. | 1,579,174 | 99,109 | ||||
* | Casella Waste Systems Inc. Class A | 1,255,068 | 95,310 | |||
Southwest Gas Holdings Inc. | 1,397,451 | 93,462 | ||||
ONE Gas Inc. | 1,331,860 | 84,400 | ||||
New Jersey Resources Corp. | 2,400,831 | 83,573 | ||||
American States Water Co. | 919,394 | 78,627 | ||||
ALLETE Inc. | 1,301,451 | 77,462 | ||||
California Water Service Group | 1,283,103 | 75,613 | ||||
Spire Inc. | 1,222,581 | 74,797 | ||||
Ormat Technologies Inc. | 1,114,867 | 74,261 | ||||
NorthWestern Corp. | 1,284,262 | 73,588 | ||||
Avista Corp. | 1,728,954 | 67,637 | ||||
MGE Energy Inc. | 901,315 | 66,247 | ||||
Clearway Energy Inc. Class C | 2,012,565 | 60,920 | ||||
Covanta Holding Corp. | 2,978,521 | 59,928 | ||||
* | Sunnova Energy International Inc. | 1,811,177 | 59,660 | |||
South Jersey Industries Inc. | 2,803,086 | 59,594 | ||||
Northwest Natural Holding Co. | 765,511 | 35,206 | ||||
* | Harsco Corp. | 1,965,554 | 33,316 |
Shares | Market Value ($000) | |||||
Clearway Energy Inc. Class A | 885,937 | 24,983 | ||||
3,796,581 | ||||||
Total Common Stocks (Cost $91,414,281) | 133,493,085 | |||||
Coupon | ||||||
Temporary Cash Investments (1.7%) | ||||||
Money Market Fund (1.7%) | ||||||
4,5 | Vanguard Market Liquidity Fund (Cost $2,203,783) | 0.068% | 22,041,817 | 2,204,182 | ||
Total Investments (101.0%) (Cost $93,618,064) | 135,697,267 | |||||
Other Assets and Liabilities—Net (-1.0%) | (1,308,056) | |||||
Net Assets (100%) | 134,389,211 |
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 $1,409,208,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2021, the aggregate value was $92,638,000, representing 0.1% of net assets. |
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 | Collateral of $1,474,877,000 was received for securities on loan, of which $1,438,178,000 is held in Vanguard Market Liquidity Fund and $36,699,000 is held in cash. |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | December 2021 | 2,922 | 321,537 | (3,217) |
E-mini S&P Mid-Cap 400 Index | December 2021 | 1,811 | 476,872 | (8,259) |
(11,476) |
Over-the-Counter Total Return Swaps | ||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid) (%) | Value and Unrealized Appreciation ($000) | Value and Unrealized (Depreciation) ($000) |
Alcoa Corp. | 8/31/22 | BOANA | 10,649 | (0.576)1 | 1,092 | — |
Avalara Inc. | 8/31/22 | BOANA | 16,173 | (0.069)1 | — | (444) |
Bandwidth Inc. Class A | 8/31/22 | BOANA | 14,406 | (0.511)1 | — | (1,773) |
National Fuel Gas Co. | 8/31/22 | BOANA | 8,808 | (0.470)1 | 195 | — |
Ollie's Bargain Outlet Holdings Inc. | 1/31/22 | GSI | 20,775 | (0.084)2 | — | (2,692) |
Popular Inc. | 8/31/22 | BOANA | 10,632 | (0.470)1 | 295 | — |
United Therapeutics Corp. | 8/31/22 | BOANA | 25,786 | (0.068)1 | — | (3,637) |
1,582 | (8,546) |
1 | Based on USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. |
2 | Based on 1M USD London Interbank Offered Rate (LIBOR) as of the most recent payment date. Floating interest payment received/paid monthly. |
1M—1-month. | |
BOANA—Bank of America, N.A. | |
GSI—Goldman Sachs International. |
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. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund’s target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are
noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
D. Various inputs may be used to determine the value of the fund’s investments and derivatives. 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 and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of September 30, 2021, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 133,491,209 | — | 1,876 | 133,493,085 |
Temporary Cash Investments | 2,204,182 | — | — | 2,204,182 |
Total | 135,695,391 | — | 1,876 | 135,697,267 |
Derivative Financial Instruments | ||||
Assets | ||||
Swap Contracts | — | 1,582 | — | 1,582 |
Liabilities | ||||
Futures Contracts1 | 11,476 | — | — | 11,476 |
Swap Contracts | — | 8,546 | — | 8,546 |
Total | 11,476 | 8,546 | — | 20,022 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |