Vanguard® Small-Cap Index Fund
Schedule of Investments (unaudited)
As of September 30, 2022
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 (99.2%) | ||||||
Basic Materials (3.9%) | ||||||
Steel Dynamics Inc. | 4,404,514 | 312,500 | ||||
Reliance Steel & Aluminum Co. | 1,530,846 | 266,995 | ||||
*,1 | Cleveland-Cliffs Inc. | 11,820,962 | 159,228 | |||
Royal Gold Inc. | 1,666,640 | 156,364 | ||||
Alcoa Corp. | 4,568,165 | 153,764 | ||||
* | RBC Bearings Inc. | 734,534 | 152,644 | |||
Olin Corp. | 3,500,670 | 150,109 | ||||
* | Livent Corp. | 4,552,266 | 139,527 | |||
Ashland Inc. | 1,237,076 | 117,485 | ||||
Valvoline Inc. | 4,494,525 | 113,891 | ||||
Hexcel Corp. | 2,135,495 | 110,448 | ||||
Commercial Metals Co. | 3,059,525 | 108,552 | ||||
UFP Industries Inc. | 1,486,278 | 107,250 | ||||
Huntsman Corp. | 4,346,368 | 106,660 | ||||
Balchem Corp. | 815,682 | 99,171 | ||||
Timken Co. | 1,678,383 | 99,092 | ||||
United States Steel Corp. | 5,420,102 | 98,212 | ||||
Chemours Co. | 3,939,255 | 97,103 | ||||
* | Univar Solutions Inc. | 4,234,905 | 96,302 | |||
Element Solutions Inc. | 5,917,311 | 96,275 | ||||
Cabot Corp. | 1,429,429 | 91,326 | ||||
Mueller Industries Inc. | 1,367,485 | 81,283 | ||||
Sensient Technologies Corp. | 1,067,378 | 74,012 | ||||
Avient Corp. | 2,309,220 | 69,969 | ||||
* | MP Materials Corp. | 2,479,299 | 67,685 | |||
Boise Cascade Co. | 1,001,592 | 59,555 | ||||
NewMarket Corp. | 190,663 | 57,357 | ||||
* | Ingevity Corp. | 917,971 | 55,657 | |||
Hecla Mining Co. | 13,752,655 | 54,185 | ||||
Innospec Inc. | 629,470 | 53,927 | ||||
Stepan Co. | 538,065 | 50,401 | ||||
Quaker Chemical Corp. | 341,439 | 49,297 | ||||
* | Arconic Corp. | 2,607,092 | 44,425 | |||
Scotts Miracle-Gro Co. | 985,096 | 42,113 | ||||
Materion Corp. | 521,233 | 41,699 | ||||
Minerals Technologies Inc. | 827,685 | 40,896 | ||||
Carpenter Technology Corp. | 1,225,731 | 38,169 | ||||
Tronox Holdings plc Class A | 2,940,775 | 36,024 | ||||
Westlake Corp. | 406,099 | 35,282 | ||||
Compass Minerals International Inc. | 867,587 | 33,428 | ||||
Mativ Holdings Inc. | 1,396,390 | 30,832 |
Shares | Market Value ($000) | |||||
Worthington Industries Inc. | 754,780 | 28,787 | ||||
Kaiser Aluminum Corp. | 404,075 | 24,790 | ||||
* | Coeur Mining Inc. | 6,424,976 | 21,973 | |||
GrafTech International Ltd. | 4,886,346 | 21,060 | ||||
Schnitzer Steel Industries Inc. Class A | 622,072 | 17,704 | ||||
Ecovyst Inc. | 1,910,335 | 16,123 | ||||
*,1 | Amyris Inc. | 5,292,110 | 15,453 | |||
Koppers Holdings Inc. | 502,117 | 10,434 | ||||
* | Century Aluminum Co. | 1,271,574 | 6,714 | |||
* | Hycroft Mining Holding Corp. Warrants Exp. 10/22/22 | 19 | — | |||
4,012,132 | ||||||
Consumer Discretionary (14.1%) | ||||||
* | Liberty Media Corp.-Liberty Formula One Class C | 4,977,904 | 291,207 | |||
* | BJ's Wholesale Club Holdings Inc. | 3,432,349 | 249,909 | |||
Service Corp. International | 3,803,536 | 219,616 | ||||
* | Deckers Outdoor Corp. | 673,587 | 210,570 | |||
Aramark | 6,543,437 | 204,155 | ||||
Williams-Sonoma Inc. | 1,702,466 | 200,636 | ||||
* | Five Below Inc. | 1,338,375 | 184,254 | |||
* | Floor & Decor Holdings Inc. Class A | 2,557,731 | 179,706 | |||
Nielsen Holdings plc | 6,395,249 | 177,276 | ||||
Tapestry Inc. | 6,123,980 | 174,105 | ||||
H&R Block Inc. | 4,061,065 | 172,758 | ||||
* | Mattel Inc. | 8,969,022 | 169,873 | |||
* | Wynn Resorts Ltd. | 2,601,145 | 163,950 | |||
Churchill Downs Inc. | 861,461 | 158,638 | ||||
Nexstar Media Group Inc. Class A | 935,674 | 156,117 | ||||
Pool Corp. | 477,470 | 151,936 | ||||
Lithia Motors Inc. Class A | 698,858 | 149,940 | ||||
Texas Roadhouse Inc. Class A | 1,697,367 | 148,112 | ||||
Murphy USA Inc. | 533,522 | 146,671 | ||||
*,1 | DraftKings Inc. Class A | 9,680,942 | 146,569 | |||
Gentex Corp. | 5,969,905 | 142,323 | ||||
Wyndham Hotels & Resorts Inc. | 2,293,382 | 140,699 | ||||
Dick's Sporting Goods Inc. | 1,341,525 | 140,377 | ||||
Polaris Inc. | 1,436,490 | 137,400 | ||||
* | Capri Holdings Ltd. | 3,504,256 | 134,704 | |||
Newell Brands Inc. | 9,451,053 | 131,275 | ||||
Interpublic Group of Cos. Inc. | 4,964,255 | 127,085 | ||||
* | Alaska Air Group Inc. | 3,219,375 | 126,039 | |||
* | RH | 501,297 | 123,354 | |||
* | Planet Fitness Inc. Class A | 2,138,980 | 123,334 | |||
*,1 | Norwegian Cruise Line Holdings Ltd. | 10,699,275 | 121,544 | |||
* | SiteOne Landscape Supply Inc. | 1,143,479 | 119,082 | |||
* | Terminix Global Holdings Inc. | 3,086,121 | 118,168 | |||
TEGNA Inc. | 5,664,820 | 117,148 | ||||
Harley-Davidson Inc. | 3,339,890 | 116,495 | ||||
Toll Brothers Inc. | 2,773,053 | 116,468 | ||||
* | AutoNation Inc. | 1,137,051 | 115,831 | |||
New York Times Co. Class A | 3,991,542 | 114,757 | ||||
AMERCO | 224,077 | 114,104 | ||||
Leggett & Platt Inc. | 3,367,292 | 111,861 | ||||
* | Penn Entertainment Inc. | 4,025,700 | 110,747 | |||
Vail Resorts Inc. | 510,985 | 110,189 | ||||
Marriott Vacations Worldwide Corp. | 897,661 | 109,389 | ||||
* | Avis Budget Group Inc. | 732,226 | 108,706 | |||
* | Skechers USA Inc. Class A | 3,423,568 | 108,596 | |||
Choice Hotels International Inc. | 991,366 | 108,574 |
Shares | Market Value ($000) | |||||
* | IAA Inc. | 3,395,896 | 108,159 | |||
Macy's Inc. | 6,883,363 | 107,862 | ||||
* | Light & Wonder Inc. | 2,395,002 | 102,698 | |||
* | Crocs Inc. | 1,487,012 | 102,098 | |||
Tempur Sealy International Inc. | 4,153,383 | 100,263 | ||||
* | American Airlines Group Inc. | 8,251,969 | 99,354 | |||
* | Lyft Inc. Class A | 7,432,766 | 97,890 | |||
* | Hyatt Hotels Corp. Class A | 1,208,755 | 97,861 | |||
Wingstop Inc. | 759,521 | 95,259 | ||||
Thor Industries Inc. | 1,315,334 | 92,047 | ||||
*,1 | AMC Entertainment Holdings Inc. Class A | 13,122,162 | 91,461 | |||
Academy Sports & Outdoors Inc. | 2,160,676 | 91,137 | ||||
Boyd Gaming Corp. | 1,898,853 | 90,480 | ||||
Lear Corp. | 753,738 | 90,215 | ||||
Bath & Body Works Inc. | 2,753,376 | 89,760 | ||||
* | Asbury Automotive Group Inc. | 561,925 | 84,907 | |||
* | Fox Factory Holding Corp. | 1,073,075 | 84,859 | |||
* | Bright Horizons Family Solutions Inc. | 1,467,785 | 84,618 | |||
Ralph Lauren Corp. Class A | 980,476 | 83,272 | ||||
*,1 | GameStop Corp. Class A | 3,285,979 | 82,577 | |||
Kohl's Corp. | 3,261,754 | 82,033 | ||||
Wendy's Co. | 4,322,647 | 80,790 | ||||
World Wrestling Entertainment Inc. Class A | 1,099,277 | 77,136 | ||||
PVH Corp. | 1,700,074 | 76,163 | ||||
* | Visteon Corp. | 714,022 | 75,729 | |||
Foot Locker Inc. | 2,399,700 | 74,703 | ||||
*,1 | Hertz Global Holdings Inc. | 4,572,535 | 74,441 | |||
* | Hilton Grand Vacations Inc. | 2,241,201 | 73,713 | |||
* | Skyline Champion Corp. | 1,372,169 | 72,547 | |||
* | Goodyear Tire & Rubber Co. | 7,180,196 | 72,448 | |||
Travel + Leisure Co. | 2,022,075 | 68,993 | ||||
* | Topgolf Callaway Brands Corp. | 3,518,444 | 67,765 | |||
* | Grand Canyon Education Inc. | 811,544 | 66,749 | |||
* | National Vision Holdings Inc. | 2,002,987 | 65,398 | |||
* | Meritage Homes Corp. | 928,442 | 65,242 | |||
Penske Automotive Group Inc. | 659,441 | 64,909 | ||||
* | Chegg Inc. | 3,048,940 | 64,241 | |||
Signet Jewelers Ltd. | 1,121,940 | 64,164 | ||||
* | Taylor Morrison Home Corp. Class A | 2,741,194 | 63,925 | |||
*,1 | Wayfair Inc. Class A | 1,947,108 | 63,378 | |||
* | Duolingo Inc. Class A | 660,829 | 62,931 | |||
LCI Industries | 613,352 | 62,231 | ||||
Hanesbrands Inc. | 8,860,324 | 61,668 | ||||
Carter's Inc. | 940,613 | 61,638 | ||||
* | Coty Inc. Class A | 9,589,046 | 60,603 | |||
* | YETI Holdings Inc. | 2,079,008 | 59,293 | |||
* | Helen of Troy Ltd. | 608,455 | 58,679 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 1,128,126 | 58,211 | |||
* | TripAdvisor Inc. | 2,580,653 | 56,981 | |||
Papa John's International Inc. | 807,739 | 56,550 | ||||
* | Dorman Products Inc. | 678,363 | 55,707 | |||
* | Victoria's Secret & Co. | 1,898,246 | 55,277 | |||
* | Madison Square Garden Sports Corp. | 400,148 | 54,684 | |||
* | JetBlue Airways Corp. | 8,220,689 | 54,503 | |||
Group 1 Automotive Inc. | 380,887 | 54,417 | ||||
Gap Inc. | 6,540,704 | 53,699 | ||||
Rush Enterprises Inc. Class A | 1,222,103 | 53,601 | ||||
Cracker Barrel Old Country Store Inc. | 578,698 | 53,576 |
Shares | Market Value ($000) | |||||
Columbia Sportswear Co. | 788,099 | 53,039 | ||||
Spirit Airlines Inc. | 2,764,296 | 52,024 | ||||
KB Home | 1,991,453 | 51,618 | ||||
* | Peloton Interactive Inc. Class A | 7,411,208 | 51,360 | |||
*,1 | Leslie's Inc. | 3,485,344 | 51,269 | |||
Graham Holdings Co. Class B | 93,499 | 50,301 | ||||
*,1 | Carvana Co. Class A | 2,419,759 | 49,121 | |||
*,1 | QuantumScape Corp. Class A | 5,772,323 | 48,545 | |||
Steven Madden Ltd. | 1,805,231 | 48,146 | ||||
* | elf Beauty Inc. | 1,263,408 | 47,529 | |||
1 | Nordstrom Inc. | 2,838,383 | 47,486 | |||
Kontoor Brands Inc. | 1,406,275 | 47,265 | ||||
* | SeaWorld Entertainment Inc. | 1,029,987 | 46,875 | |||
* | Sonos Inc. | 3,230,926 | 44,910 | |||
* | Stride Inc. | 1,030,570 | 43,315 | |||
Red Rock Resorts Inc. Class A | 1,261,369 | 43,215 | ||||
* | Sabre Corp. | 8,328,510 | 42,892 | |||
* | Shake Shack Inc. Class A | 946,817 | 42,588 | |||
* | Frontdoor Inc. | 2,069,231 | 42,192 | |||
* | Driven Brands Holdings Inc. | 1,506,453 | 42,151 | |||
* | Gentherm Inc. | 842,043 | 41,875 | |||
Bloomin' Brands Inc. | 2,268,212 | 41,576 | ||||
* | LGI Homes Inc. | 502,313 | 40,873 | |||
John Wiley & Sons Inc. Class A | 1,066,482 | 40,057 | ||||
* | Adtalem Global Education Inc. | 1,090,112 | 39,735 | |||
MDC Holdings Inc. | 1,445,404 | 39,633 | ||||
Jack in the Box Inc. | 534,605 | 39,598 | ||||
* | Tri Pointe Homes Inc. | 2,580,454 | 38,991 | |||
*,1 | Luminar Technologies Inc. Class A | 5,297,511 | 38,592 | |||
American Eagle Outfitters Inc. | 3,866,836 | 37,624 | ||||
Dana Inc. | 3,275,807 | 37,442 | ||||
*,1 | iRobot Corp. | 656,727 | 36,993 | |||
* | ODP Corp. | 1,049,609 | 36,894 | |||
Cheesecake Factory Inc. | 1,259,912 | 36,890 | ||||
* | Tenneco Inc. Class A | 2,116,885 | 36,813 | |||
*,1 | Sweetgreen Inc. Class A | 1,963,499 | 36,325 | |||
PriceSmart Inc. | 628,176 | 36,177 | ||||
Monro Inc. | 816,644 | 35,491 | ||||
Acushnet Holdings Corp. | 813,077 | 35,361 | ||||
Strategic Education Inc. | 563,034 | 34,576 | ||||
Oxford Industries Inc. | 384,451 | 34,516 | ||||
* | Sally Beauty Holdings Inc. | 2,714,877 | 34,207 | |||
* | Central Garden & Pet Co. Class A | 998,991 | 34,126 | |||
* | PowerSchool Holdings Inc. Class A | 2,014,000 | 33,614 | |||
Inter Parfums Inc. | 444,619 | 33,551 | ||||
* | Cinemark Holdings Inc. | 2,753,136 | 33,340 | |||
* | KAR Auction Services Inc. | 2,940,876 | 32,850 | |||
* | Dave & Buster's Entertainment Inc. | 1,056,187 | 32,773 | |||
Levi Strauss & Co. Class A | 2,261,144 | 32,719 | ||||
* | Six Flags Entertainment Corp. | 1,793,552 | 31,746 | |||
* | Under Armour Inc. Class A | 4,759,789 | 31,653 | |||
Laureate Education Inc. Class A | 2,926,537 | 30,875 | ||||
Wolverine World Wide Inc. | 1,999,162 | 30,767 | ||||
* | Madison Square Garden Entertainment Corp. | 694,393 | 30,616 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 580,549 | 30,490 | |||
*,1 | Fisker Inc. Class A | 4,014,764 | 30,311 | |||
* | Under Armour Inc. Class C | 5,041,950 | 30,050 | |||
MillerKnoll Inc. | 1,925,873 | 30,044 |
Shares | Market Value ($000) | |||||
* | Urban Outfitters Inc. | 1,521,636 | 29,900 | |||
* | Allegiant Travel Co. | 392,310 | 28,631 | |||
* | Knowles Corp. | 2,329,703 | 28,352 | |||
* | Overstock.com Inc. | 1,160,366 | 28,255 | |||
1 | Dillard's Inc. Class A | 103,119 | 28,127 | |||
* | Coursera Inc. | 2,592,016 | 27,942 | |||
* | Brinker International Inc. | 1,111,974 | 27,777 | |||
*,1 | Dutch Bros Inc. Class A | 853,096 | 26,574 | |||
HNI Corp. | 997,127 | 26,434 | ||||
* | Figs Inc. Class A | 3,024,242 | 24,950 | |||
La-Z-Boy Inc. | 1,091,953 | 24,645 | ||||
Buckle Inc. | 764,102 | 24,191 | ||||
1 | Camping World Holdings Inc. Class A | 955,085 | 24,183 | |||
Dine Brands Global Inc. | 378,259 | 24,042 | ||||
Sturm Ruger & Co. Inc. | 448,021 | 22,755 | ||||
*,1 | Petco Health & Wellness Co. Inc. Class A | 2,028,376 | 22,637 | |||
*,1 | Revolve Group Inc. Class A | 1,033,761 | 22,422 | |||
Rent-A-Center Inc. | 1,276,065 | 22,344 | ||||
* | Boot Barn Holdings Inc. | 378,425 | 22,123 | |||
* | Cavco Industries Inc. | 107,293 | 22,077 | |||
Designer Brands Inc. Class A | 1,431,111 | 21,910 | ||||
* | ACV Auctions Inc. Class A | 2,923,437 | 21,020 | |||
Sonic Automotive Inc. Class A | 484,143 | 20,963 | ||||
* | SkyWest Inc. | 1,284,146 | 20,880 | |||
* | Lions Gate Entertainment Corp. Class B | 2,959,445 | 20,568 | |||
* | iHeartMedia Inc. Class A | 2,781,804 | 20,391 | |||
1 | Krispy Kreme Inc. | 1,697,892 | 19,577 | |||
* | PROG Holdings Inc. | 1,281,365 | 19,195 | |||
Sinclair Broadcast Group Inc. Class A | 1,053,134 | 19,051 | ||||
* | Abercrombie & Fitch Co. Class A | 1,216,933 | 18,923 | |||
* | American Axle & Manufacturing Holdings Inc. | 2,761,035 | 18,858 | |||
* | Cars.com Inc. | 1,637,342 | 18,829 | |||
* | Sleep Number Corp. | 529,841 | 17,914 | |||
Scholastic Corp. | 577,850 | 17,775 | ||||
* | Vista Outdoor Inc. | 717,745 | 17,456 | |||
* | EW Scripps Co. Class A | 1,541,097 | 17,368 | |||
* | Udemy Inc. | 1,428,621 | 17,272 | |||
Qurate Retail Inc. Class A | 8,528,233 | 17,142 | ||||
*,1 | Mister Car Wash Inc. | 1,929,363 | 16,554 | |||
Matthews International Corp. Class A | 738,481 | 16,549 | ||||
* | Hawaiian Holdings Inc. | 1,237,940 | 16,279 | |||
* | GoPro Inc. Class A | 3,287,579 | 16,208 | |||
* | G-III Apparel Group Ltd. | 1,043,318 | 15,598 | |||
*,1 | SES AI Corp. | 3,096,100 | 15,109 | |||
Steelcase Inc. Class A | 2,226,575 | 14,517 | ||||
* | AMC Networks Inc. Class A | 678,137 | 13,766 | |||
*,1 | Portillo's Inc. Class A | 695,207 | 13,689 | |||
* | BJ's Restaurants Inc. | 565,338 | 13,483 | |||
Interface Inc. Class A | 1,488,011 | 13,377 | ||||
* | Clear Channel Outdoor Holdings Inc. | 9,069,663 | 12,425 | |||
1 | Guess? Inc. | 832,645 | 12,215 | |||
*,1 | Bowlero Corp. | 989,403 | 12,180 | |||
* | Life Time Group Holdings Inc. | 1,233,105 | 12,023 | |||
* | Poshmark Inc. Class A | 752,865 | 11,797 | |||
*,1 | Bed Bath & Beyond Inc. | 1,929,089 | 11,748 | |||
* | 2U Inc. | 1,870,840 | 11,693 | |||
* | Sun Country Airlines Holdings Inc. | 811,177 | 11,040 | |||
*,1 | Corsair Gaming Inc. | 971,244 | 11,024 |
Shares | Market Value ($000) | |||||
* | Lions Gate Entertainment Corp. Class A | 1,471,491 | 10,933 | |||
Big Lots Inc. | 696,418 | 10,871 | ||||
Caleres Inc. | 443,101 | 10,732 | ||||
*,1 | Vizio Holding Corp. Class A | 1,183,867 | 10,347 | |||
* | Integral Ad Science Holding Corp. | 1,385,418 | 10,030 | |||
*,1 | Canoo Inc. | 4,860,584 | 9,114 | |||
* | Zumiez Inc. | 396,276 | 8,532 | |||
*,1 | ContextLogic Inc. Class A | 11,597,281 | 8,511 | |||
* | Central Garden & Pet Co. | 230,627 | 8,312 | |||
*,1 | Frontier Group Holdings Inc. | 825,548 | 8,008 | |||
* | Vacasa Inc. Class A | 2,595,021 | 7,967 | |||
* | Cardlytics Inc. | 792,675 | 7,451 | |||
*,1 | Allbirds Inc. Class A | 2,431,684 | 7,392 | |||
* | Stitch Fix Inc. Class A | 1,786,477 | 7,057 | |||
* | Sciplay Corp. Class A | 570,088 | 6,704 | |||
* | Genesco Inc. | 164,929 | 6,485 | |||
Smith & Wesson Brands Inc. | 580,925 | 6,024 | ||||
Global Industrial Co. | 215,138 | 5,772 | ||||
*,1 | Cricut Inc. Class A | 622,799 | 5,767 | |||
*,1 | Dream Finders Homes Inc. Class A | 536,594 | 5,688 | |||
* | Rush Street Interactive Inc. | 1,464,644 | 5,390 | |||
* | Angi Inc. Class A | 1,754,596 | 5,176 | |||
* | Children's Place Inc. | 158,888 | 4,908 | |||
* | Arhaus Inc. Class A | 538,013 | 3,793 | |||
* | Latham Group Inc. | 1,042,297 | 3,742 | |||
Aaron's Co. Inc. | 367,352 | 3,571 | ||||
1 | Weber Inc. Class A | 539,671 | 3,546 | |||
Rush Enterprises Inc. Class B | 62,469 | 2,993 | ||||
* | WW International Inc. | 669,920 | 2,633 | |||
* | Brilliant Earth Group Inc. Class A | 277,113 | 1,588 | |||
*,1 | Traeger Inc. | 374,995 | 1,057 | |||
*,1 | Solo Brands Inc. Class A | 241,537 | 918 | |||
14,741,084 | ||||||
Consumer Staples (3.3%) | ||||||
Bunge Ltd. | 3,856,973 | 318,470 | ||||
* | Darling Ingredients Inc. | 4,071,786 | 269,349 | |||
Casey's General Stores Inc. | 945,776 | 191,539 | ||||
* | Performance Food Group Co. | 3,942,481 | 169,330 | |||
Lamb Weston Holdings Inc. | 1,824,828 | 141,205 | ||||
* | US Foods Holding Corp. | 5,130,436 | 135,649 | |||
Ingredion Inc. | 1,580,299 | 127,246 | ||||
Flowers Foods Inc. | 4,571,441 | 112,869 | ||||
* | Post Holdings Inc. | 1,365,434 | 111,843 | |||
Molson Coors Beverage Co. Class B | 2,289,070 | 109,852 | ||||
* | Celsius Holdings Inc. | 1,056,266 | 95,782 | |||
* | Hostess Brands Inc. Class A | 3,465,890 | 80,547 | |||
* | Sprouts Farmers Market Inc. | 2,728,776 | 75,724 | |||
* | Boston Beer Co. Inc. Class A | 233,612 | 75,608 | |||
* | Grocery Outlet Holding Corp. | 2,214,606 | 73,724 | |||
Lancaster Colony Corp. | 489,095 | 73,501 | ||||
* | Simply Good Foods Co. | 2,166,182 | 69,296 | |||
* | BellRing Brands Inc. | 3,285,367 | 67,711 | |||
WD-40 Co. | 345,987 | 60,804 | ||||
* | TreeHouse Foods Inc. | 1,422,901 | 60,359 | |||
* | Freshpet Inc. | 1,153,486 | 57,778 | |||
Cal-Maine Foods Inc. | 1,008,869 | 56,083 | ||||
* | Herbalife Nutrition Ltd. | 2,739,344 | 54,486 | |||
* | United Natural Foods Inc. | 1,480,223 | 50,875 |
Shares | Market Value ($000) | |||||
Edgewell Personal Care Co. | 1,316,120 | 49,223 | ||||
Coca-Cola Consolidated Inc. | 116,881 | 48,123 | ||||
Energizer Holdings Inc. | 1,809,343 | 45,487 | ||||
Nu Skin Enterprises Inc. Class A | 1,215,577 | 40,564 | ||||
Spectrum Brands Holdings Inc. | 1,035,372 | 40,411 | ||||
* | Hain Celestial Group Inc. | 2,267,564 | 38,276 | |||
J & J Snack Foods Corp. | 292,347 | 37,850 | ||||
Reynolds Consumer Products Inc. | 1,330,957 | 34,618 | ||||
* | Beauty Health Co. | 2,682,496 | 31,627 | |||
Medifast Inc. | 279,805 | 30,320 | ||||
1 | B&G Foods Inc. | 1,819,936 | 30,011 | |||
Vector Group Ltd. | 3,345,374 | 29,473 | ||||
Weis Markets Inc. | 409,219 | 29,153 | ||||
* | Pilgrim's Pride Corp. | 1,213,826 | 27,942 | |||
Universal Corp. | 594,128 | 27,354 | ||||
Utz Brands Inc. | 1,741,347 | 26,294 | ||||
Andersons Inc. | 773,274 | 23,995 | ||||
National Beverage Corp. | 593,496 | 22,873 | ||||
Fresh Del Monte Produce Inc. | 973,425 | 22,622 | ||||
*,1 | Beyond Meat Inc. | 1,453,598 | 20,597 | |||
Seaboard Corp. | 5,901 | 20,079 | ||||
* | USANA Health Sciences Inc. | 292,001 | 16,367 | |||
* | Duckhorn Portfolio Inc. | 1,026,093 | 14,806 | |||
* | Sovos Brands Inc. | 899,099 | 12,803 | |||
Tootsie Roll Industries Inc. | 357,725 | 11,905 | ||||
ACCO Brands Corp. | 2,273,606 | 11,141 | ||||
*,1 | BRC Inc. Class A | 1,003,315 | 7,756 | |||
* | Vital Farms Inc. | 310,195 | 3,713 | |||
*,1 | Rite Aid Corp. | 671,523 | 3,324 | |||
*,1,2 | Fresh Market Inc. | 714,294 | — | |||
3,398,337 | ||||||
Energy (6.0%) | ||||||
Targa Resources Corp. | 5,752,211 | 347,088 | ||||
* | First Solar Inc. | 2,435,783 | 322,181 | |||
Ovintiv Inc. | 6,456,423 | 296,995 | ||||
APA Corp. | 8,290,417 | 283,449 | ||||
Texas Pacific Land Corp. | 156,855 | 278,767 | ||||
Chesapeake Energy Corp. | 2,914,389 | 274,565 | ||||
* | Antero Resources Corp. | 6,995,181 | 213,563 | |||
HF Sinclair Corp. | 3,854,198 | 207,510 | ||||
Marathon Oil Corp. | 8,601,162 | 194,214 | ||||
* | Southwestern Energy Co. | 28,292,378 | 173,149 | |||
EQT Corp. | 4,220,854 | 172,000 | ||||
NOV Inc. | 9,973,779 | 161,376 | ||||
Range Resources Corp. | 6,340,683 | 160,166 | ||||
PDC Energy Inc. | 2,445,070 | 141,301 | ||||
Matador Resources Co. | 2,849,039 | 139,375 | ||||
Chord Energy Corp. | 999,859 | 136,751 | ||||
Murphy Oil Corp. | 3,749,556 | 131,872 | ||||
DT Midstream Inc. | 2,456,082 | 127,446 | ||||
SM Energy Co. | 3,112,727 | 117,070 | ||||
* | Denbury Inc. | 1,199,333 | 103,454 | |||
ChampionX Corp. | 5,153,045 | 100,845 | ||||
* | PBF Energy Inc. Class A | 2,761,238 | 97,085 | |||
*,1 | ChargePoint Holdings Inc. | 6,416,547 | 94,708 | |||
Helmerich & Payne Inc. | 2,406,120 | 88,954 | ||||
Magnolia Oil & Gas Corp. Class A | 4,315,515 | 85,490 | ||||
Equitrans Midstream Corp. | 10,989,554 | 82,202 |
Shares | Market Value ($000) | |||||
Civitas Resources Inc. | 1,295,416 | 74,344 | ||||
California Resources Corp. | 1,913,699 | 73,543 | ||||
* | Peabody Energy Corp. | 2,922,906 | 72,547 | |||
Antero Midstream Corp. | 7,896,031 | 72,486 | ||||
* | CNX Resources Corp. | 4,570,706 | 70,983 | |||
Arcosa Inc. | 1,228,138 | 70,225 | ||||
Patterson-UTI Energy Inc. | 5,505,439 | 64,304 | ||||
* | Array Technologies Inc. | 3,625,940 | 60,118 | |||
Cactus Inc. Class A | 1,539,347 | 59,157 | ||||
New Fortress Energy Inc. Class A | 1,317,446 | 57,586 | ||||
1 | Arch Resources Inc. | 471,210 | 55,886 | |||
* | Callon Petroleum Co. | 1,567,583 | 54,881 | |||
* | Ameresco Inc. Class A | 816,141 | 54,257 | |||
Alpha Metallurgical Resources Inc. | 374,206 | 51,206 | ||||
* | Liberty Energy Inc. Class A | 4,033,851 | 51,149 | |||
*,1 | SunPower Corp. | 2,210,041 | 50,919 | |||
* | Stem Inc. | 3,720,128 | 49,627 | |||
Delek US Holdings Inc. | 1,802,645 | 48,924 | ||||
Enviva Inc. | 761,741 | 45,750 | ||||
* | Comstock Resources Inc. | 2,370,100 | 40,979 | |||
* | Transocean Ltd. | 16,128,770 | 39,838 | |||
* | NexTier Oilfield Solutions Inc. | 5,277,067 | 39,050 | |||
Warrior Met Coal Inc. | 1,311,167 | 37,290 | ||||
World Fuel Services Corp. | 1,493,487 | 35,007 | ||||
* | Shoals Technologies Group Inc. Class A | 1,574,683 | 33,934 | |||
*,1 | FuelCell Energy Inc. | 9,326,100 | 31,802 | |||
* | NOW Inc. | 2,814,803 | 28,289 | |||
Archrock Inc. | 3,953,072 | 25,379 | ||||
CVR Energy Inc. | 764,693 | 22,161 | ||||
* | Oceaneering International Inc. | 2,541,528 | 20,231 | |||
* | ProPetro Holding Corp. | 2,247,749 | 18,094 | |||
* | Permian Resources Corp. Class A | 2,537,202 | 17,253 | |||
* | Dril-Quip Inc. | 872,402 | 17,029 | |||
Core Laboratories NV | 1,175,424 | 15,845 | ||||
* | Tellurian Inc. | 6,502,117 | 15,540 | |||
RPC Inc. | 2,201,695 | 15,258 | ||||
* | MRC Global Inc. | 2,011,718 | 14,464 | |||
*,1 | EVgo Inc. | 1,758,061 | 13,906 | |||
1 | Kinetik Holdings Inc. Class A | 412,215 | 13,430 | |||
*,1 | Fluence Energy Inc. Class A | 870,658 | 12,703 | |||
1 | Crescent Energy Co. Class A | 901,822 | 12,148 | |||
* | ProFrac Holding Corp. Class A | 472,867 | 7,192 | |||
* | Helix Energy Solutions Group Inc. | 1,839,803 | 7,102 | |||
*,1 | OPAL Fuels Inc. | 96,234 | 797 | |||
* | Denbury Inc. Warrants Exp. 9/18/23 | 2 | — | |||
6,204,189 | ||||||
Financials (15.1%) | ||||||
First Horizon Corp. | 13,624,189 | 311,994 | ||||
First Citizens BancShares Inc. Class A | 304,629 | 242,920 | ||||
Signature Bank | 1,597,752 | 241,261 | ||||
East West Bancorp Inc. | 3,577,866 | 240,218 | ||||
Comerica Inc. | 3,321,496 | 236,158 | ||||
American Financial Group Inc. | 1,837,905 | 225,934 | ||||
Reinsurance Group of America Inc. | 1,701,291 | 214,039 | ||||
LPL Financial Holdings Inc. | 960,552 | 209,861 | ||||
Webster Financial Corp. | 4,464,303 | 201,787 | ||||
Assurant Inc. | 1,351,240 | 196,295 | ||||
Zions Bancorp NA | 3,820,474 | 194,309 |
Shares | Market Value ($000) | |||||
Cullen/Frost Bankers Inc. | 1,465,371 | 193,751 | ||||
Commerce Bancshares Inc. | 2,739,796 | 181,265 | ||||
Brown & Brown Inc. | 2,864,255 | 173,230 | ||||
Western Alliance Bancorp | 2,612,028 | 171,715 | ||||
Unum Group | 4,316,079 | 167,464 | ||||
Carlyle Group Inc. | 6,422,059 | 165,946 | ||||
Invesco Ltd. | 11,550,806 | 158,246 | ||||
RenaissanceRe Holdings Ltd. | 1,109,618 | 155,779 | ||||
SouthState Corp. | 1,921,061 | 151,994 | ||||
SEI Investments Co. | 3,095,945 | 151,856 | ||||
Voya Financial Inc. | 2,486,018 | 150,404 | ||||
Pinnacle Financial Partners Inc. | 1,843,198 | 149,483 | ||||
Old Republic International Corp. | 7,059,182 | 147,749 | ||||
Prosperity Bancshares Inc. | 2,200,200 | 146,709 | ||||
*,1 | Robinhood Markets Inc. Class A | 14,326,258 | 144,695 | |||
First Financial Bankshares Inc. | 3,438,357 | 143,826 | ||||
Erie Indemnity Co. Class A | 644,950 | 143,379 | ||||
Kinsale Capital Group Inc. | 552,406 | 141,096 | ||||
Glacier Bancorp Inc. | 2,812,344 | 138,170 | ||||
Morningstar Inc. | 647,224 | 137,419 | ||||
Popular Inc. | 1,904,414 | 137,232 | ||||
* | Alleghany Corp. | 162,200 | 136,146 | |||
Starwood Property Trust Inc. | 7,459,051 | 135,904 | ||||
Stifel Financial Corp. | 2,560,207 | 132,900 | ||||
Synovus Financial Corp. | 3,506,334 | 131,523 | ||||
Wintrust Financial Corp. | 1,542,090 | 125,757 | ||||
Selective Insurance Group Inc. | 1,531,781 | 124,687 | ||||
Old National Bancorp | 7,436,217 | 122,475 | ||||
United Bankshares Inc. | 3,417,101 | 122,161 | ||||
Jefferies Financial Group Inc. | 4,131,007 | 121,865 | ||||
Valley National Bancorp | 10,927,589 | 118,018 | ||||
Cadence Bank | 4,632,187 | 117,704 | ||||
Primerica Inc. | 950,855 | 117,383 | ||||
First American Financial Corp. | 2,512,276 | 115,816 | ||||
Bank OZK | 2,853,480 | 112,884 | ||||
RLI Corp. | 1,094,368 | 112,041 | ||||
AGNC Investment Corp. | 13,272,428 | 111,754 | ||||
Home BancShares Inc. | 4,946,247 | 111,340 | ||||
Globe Life Inc. | 1,113,192 | 110,985 | ||||
Affiliated Managers Group Inc. | 970,526 | 108,553 | ||||
Hanover Insurance Group Inc. | 814,302 | 104,345 | ||||
FNB Corp. | 8,904,744 | 103,295 | ||||
ServisFirst Bancshares Inc. | 1,241,083 | 99,287 | ||||
MGIC Investment Corp. | 7,704,885 | 98,777 | ||||
Blue Owl Capital Inc. Class A | 10,678,091 | 98,559 | ||||
New York Community Bancorp Inc. | 11,244,257 | 95,914 | ||||
Blackstone Mortgage Trust Inc. Class A | 4,107,878 | 95,878 | ||||
Axis Capital Holdings Ltd. | 1,934,404 | 95,076 | ||||
Houlihan Lokey Inc. Class A | 1,260,970 | 95,052 | ||||
Hancock Whitney Corp. | 2,067,596 | 94,717 | ||||
Umpqua Holdings Corp. | 5,511,243 | 94,187 | ||||
First Interstate BancSystem Inc. Class A | 2,305,251 | 93,017 | ||||
*,1 | SoFi Technologies Inc. | 18,737,337 | 91,438 | |||
Essent Group Ltd. | 2,597,888 | 90,588 | ||||
SLM Corp. | 6,381,858 | 89,282 | ||||
Rithm Capital Corp. | 11,853,997 | 86,771 | ||||
1 | Lazard Ltd. Class A | 2,720,076 | 86,580 | |||
* | Ryan Specialty Holdings Inc. Class A | 2,127,630 | 86,424 |
Shares | Market Value ($000) | |||||
Lincoln National Corp. | 1,944,877 | 85,400 | ||||
CVB Financial Corp. | 3,371,956 | 85,378 | ||||
United Community Banks Inc. | 2,558,156 | 84,675 | ||||
OneMain Holdings Inc. | 2,825,759 | 83,416 | ||||
UMB Financial Corp. | 981,204 | 82,706 | ||||
Independent Bank Corp. (Massachusetts) | 1,107,131 | 82,515 | ||||
Community Bank System Inc. | 1,364,471 | 81,977 | ||||
1 | White Mountains Insurance Group Ltd. | 62,049 | 80,851 | |||
Eastern Bankshares Inc. | 4,075,407 | 80,041 | ||||
First Hawaiian Inc. | 3,242,481 | 79,862 | ||||
* | Brighthouse Financial Inc. | 1,823,309 | 79,168 | |||
Radian Group Inc. | 4,103,729 | 79,161 | ||||
Bank of Hawaii Corp. | 1,020,415 | 77,674 | ||||
WSFS Financial Corp. | 1,612,692 | 74,926 | ||||
Ameris Bancorp | 1,673,098 | 74,804 | ||||
* | Texas Capital Bancshares Inc. | 1,266,639 | 74,770 | |||
Pacific Premier Bancorp Inc. | 2,411,242 | 74,652 | ||||
Associated Banc-Corp | 3,625,562 | 72,801 | ||||
Assured Guaranty Ltd. | 1,493,962 | 72,382 | ||||
*,1 | Credit Acceptance Corp. | 163,998 | 71,831 | |||
Federated Hermes Inc. Class B | 2,149,945 | 71,206 | ||||
FirstCash Holdings Inc. | 955,103 | 70,057 | ||||
Cathay General Bancorp | 1,796,379 | 69,089 | ||||
Janus Henderson Group plc | 3,364,756 | 68,338 | ||||
BankUnited Inc. | 1,978,786 | 67,615 | ||||
PacWest Bancorp | 2,990,432 | 67,584 | ||||
Simmons First National Corp. Class A | 3,095,279 | 67,446 | ||||
Fulton Financial Corp. | 4,249,878 | 67,148 | ||||
Kemper Corp. | 1,621,258 | 66,893 | ||||
Walker & Dunlop Inc. | 796,823 | 66,718 | ||||
American Equity Investment Life Holding Co. | 1,779,946 | 66,374 | ||||
* | Mr Cooper Group Inc. | 1,637,597 | 66,323 | |||
Evercore Inc. Class A | 794,975 | 65,387 | ||||
First Bancorp | 4,772,728 | 65,291 | ||||
BOK Financial Corp. | 688,713 | 61,199 | ||||
International Bancshares Corp. | 1,422,549 | 60,458 | ||||
First Merchants Corp. | 1,510,668 | 58,433 | ||||
Columbia Banking System Inc. | 1,996,995 | 57,693 | ||||
Atlantic Union Bankshares Corp. | 1,897,013 | 57,631 | ||||
* | Silvergate Capital Corp. Class A | 763,602 | 57,537 | |||
* | Trupanion Inc. | 931,088 | 55,335 | |||
Moelis & Co. Class A | 1,626,831 | 55,003 | ||||
Independent Bank Group Inc. | 888,611 | 54,552 | ||||
Jackson Financial Inc. Class A | 1,939,111 | 53,810 | ||||
CNO Financial Group Inc. | 2,904,720 | 52,198 | ||||
Virtu Financial Inc. Class A | 2,485,506 | 51,624 | ||||
Banner Corp. | 868,205 | 51,294 | ||||
Washington Federal Inc. | 1,658,810 | 49,731 | ||||
First Financial Bancorp | 2,287,407 | 48,219 | ||||
WesBanco Inc. | 1,440,143 | 48,058 | ||||
Hamilton Lane Inc. Class A | 804,772 | 47,972 | ||||
Arbor Realty Trust Inc. | 4,108,752 | 47,251 | ||||
Towne Bank | 1,754,402 | 47,071 | ||||
* | Axos Financial Inc. | 1,363,635 | 46,677 | |||
Park National Corp. | 371,350 | 46,226 | ||||
* | Genworth Financial Inc. Class A | 12,788,938 | 44,761 | |||
* | Enstar Group Ltd. | 263,775 | 44,734 | |||
Piper Sandler Cos. | 420,591 | 44,053 |
Shares | Market Value ($000) | |||||
Artisan Partners Asset Management Inc. Class A | 1,626,131 | 43,792 | ||||
Flagstar Bancorp Inc. | 1,285,515 | 42,936 | ||||
Trustmark Corp. | 1,398,783 | 42,845 | ||||
TPG Inc. Class A | 1,532,758 | 42,672 | ||||
Renasant Corp. | 1,349,017 | 42,197 | ||||
Northwest Bancshares Inc. | 3,059,950 | 41,340 | ||||
BancFirst Corp. | 457,837 | 40,963 | ||||
* | Cannae Holdings Inc. | 1,933,168 | 39,939 | |||
Navient Corp. | 2,700,453 | 39,670 | ||||
* | Focus Financial Partners Inc. Class A | 1,246,307 | 39,271 | |||
NBT Bancorp Inc. | 1,033,292 | 39,213 | ||||
Cohen & Steers Inc. | 618,123 | 38,713 | ||||
* | BRP Group Inc. Class A | 1,452,037 | 38,261 | |||
PJT Partners Inc. Class A | 553,616 | 36,993 | ||||
Horace Mann Educators Corp. | 1,038,417 | 36,646 | ||||
Eagle Bancorp Inc. | 813,995 | 36,483 | ||||
Hope Bancorp Inc. | 2,882,526 | 36,435 | ||||
1 | Claros Mortgage Trust Inc. | 3,012,810 | 35,370 | |||
*,1 | Upstart Holdings Inc. | 1,652,214 | 34,350 | |||
Westamerica Bancorp | 648,915 | 33,932 | ||||
Provident Financial Services Inc. | 1,720,482 | 33,549 | ||||
StepStone Group Inc. Class A | 1,323,965 | 32,450 | ||||
City Holding Co. | 358,458 | 31,792 | ||||
* | PRA Group Inc. | 940,412 | 30,902 | |||
Chimera Investment Corp. | 5,885,395 | 30,722 | ||||
OFG Bancorp | 1,207,552 | 30,346 | ||||
*,1 | Marathon Digital Holdings Inc. | 2,818,230 | 30,183 | |||
Berkshire Hills Bancorp Inc. | 1,100,677 | 30,049 | ||||
Apollo Commercial Real Estate Finance Inc. | 3,566,105 | 29,599 | ||||
Two Harbors Investment Corp. | 8,740,631 | 29,019 | ||||
Safety Insurance Group Inc. | 355,468 | 28,992 | ||||
First Commonwealth Financial Corp. | 2,252,924 | 28,928 | ||||
PennyMac Financial Services Inc. | 666,170 | 28,579 | ||||
1 | Hilltop Holdings Inc. | 1,147,768 | 28,522 | |||
National Bank Holdings Corp. Class A | 763,913 | 28,257 | ||||
Virtus Investment Partners Inc. | 175,534 | 28,001 | ||||
1 | Compass Diversified Holdings | 1,548,176 | 27,960 | |||
Capitol Federal Financial Inc. | 3,344,503 | 27,759 | ||||
S&T Bancorp Inc. | 943,233 | 27,646 | ||||
* | LendingClub Corp. | 2,500,077 | 27,626 | |||
*,1 | Riot Blockchain Inc. | 3,924,873 | 27,513 | |||
PennyMac Mortgage Investment Trust | 2,300,148 | 27,096 | ||||
ProAssurance Corp. | 1,371,845 | 26,765 | ||||
* | Encore Capital Group Inc. | 575,989 | 26,196 | |||
BGC Partners Inc. Class A | 8,313,555 | 26,105 | ||||
Ladder Capital Corp. Class A | 2,894,780 | 25,937 | ||||
* | Palomar Holdings Inc. | 304,624 | 25,503 | |||
*,1 | Lemonade Inc. | 1,137,411 | 24,090 | |||
1 | Franklin BSP Realty Trust Inc. | 2,127,141 | 22,909 | |||
Employers Holdings Inc. | 658,715 | 22,719 | ||||
* | Blucora Inc. | 1,152,594 | 22,291 | |||
Brookline Bancorp Inc. | 1,850,066 | 21,553 | ||||
Tompkins Financial Corp. | 294,635 | 21,396 | ||||
* | Columbia Financial Inc. | 982,322 | 20,756 | |||
MFA Financial Inc. | 2,585,204 | 20,113 | ||||
Mercury General Corp. | 703,947 | 20,006 | ||||
KKR Real Estate Finance Trust Inc. | 1,231,158 | 20,006 | ||||
Heartland Financial USA Inc. | 457,751 | 19,848 |
Shares | Market Value ($000) | |||||
* | Open Lending Corp. Class A | 2,403,343 | 19,323 | |||
iStar Inc. | 2,059,566 | 19,072 | ||||
Nelnet Inc. Class A | 235,820 | 18,675 | ||||
TFS Financial Corp. | 1,424,362 | 18,517 | ||||
Enact Holdings Inc. | 825,735 | 18,307 | ||||
United Fire Group Inc. | 609,143 | 17,501 | ||||
Kearny Financial Corp. | 1,611,395 | 17,113 | ||||
Redwood Trust Inc. | 2,965,823 | 17,024 | ||||
Goosehead Insurance Inc. Class A | 469,449 | 16,731 | ||||
Broadmark Realty Capital Inc. | 3,199,492 | 16,349 | ||||
* | Triumph Bancorp Inc. | 295,074 | 16,037 | |||
Northfield Bancorp Inc. | 1,107,172 | 15,844 | ||||
* | Oscar Health Inc. Class A | 3,153,379 | 15,735 | |||
Argo Group International Holdings Ltd. | 800,170 | 15,411 | ||||
WisdomTree Investments Inc. | 3,156,267 | 14,771 | ||||
* | Ambac Financial Group Inc. | 1,140,195 | 14,538 | |||
BrightSpire Capital Inc. Class A | 2,294,596 | 14,479 | ||||
1 | ARMOUR Residential REIT Inc. | 2,912,531 | 14,184 | |||
Central Pacific Financial Corp. | 659,303 | 13,641 | ||||
Live Oak Bancshares Inc. | 417,269 | 12,768 | ||||
* | SiriusPoint Ltd. | 2,264,330 | 11,208 | |||
TPG RE Finance Trust Inc. | 1,573,431 | 11,014 | ||||
P10 Inc. Class A | 981,711 | 10,328 | ||||
* | AssetMark Financial Holdings Inc. | 560,724 | 10,256 | |||
* | Clearwater Analytics Holdings Inc. Class A | 586,145 | 9,841 | |||
1 | Invesco Mortgage Capital Inc. | 838,731 | 9,310 | |||
1 | GCM Grosvenor Inc. Class A | 1,068,256 | 8,429 | |||
National Western Life Group Inc. Class A | 47,930 | 8,186 | ||||
* | World Acceptance Corp. | 80,021 | 7,748 | |||
Victory Capital Holdings Inc. Class A | 304,172 | 7,090 | ||||
* | LendingTree Inc. | 276,372 | 6,594 | |||
1 | UWM Holdings Corp. Class A | 2,103,690 | 6,164 | |||
*,1 | Hagerty Inc. Class A | 523,794 | 4,709 | |||
Granite Point Mortgage Trust Inc. | 667,265 | 4,297 | ||||
*,1 | Bakkt Holdings Inc. | 1,466,251 | 3,343 | |||
Associated Capital Group Inc. Class A | 41,660 | 1,531 | ||||
loanDepot Inc. Class A | 1,039,750 | 1,372 | ||||
Goldman Sachs Group Inc. | 1 | — | ||||
* | Endocan Corp. | 234 | — | |||
15,762,390 | ||||||
Health Care (12.3%) | ||||||
Bio-Techne Corp. | 995,613 | 282,754 | ||||
* | Repligen Corp. | 1,408,908 | 263,621 | |||
* | Neurocrine Biosciences Inc. | 2,428,057 | 257,884 | |||
* | Molina Healthcare Inc. | 736,424 | 242,902 | |||
* | United Therapeutics Corp. | 1,155,568 | 241,953 | |||
* | Shockwave Medical Inc. | 866,596 | 240,974 | |||
* | Sarepta Therapeutics Inc. | 2,112,001 | 233,461 | |||
* | Jazz Pharmaceuticals plc | 1,511,806 | 201,509 | |||
* | Acadia Healthcare Co. Inc. | 2,306,454 | 180,319 | |||
* | Penumbra Inc. | 913,877 | 173,271 | |||
* | Novocure Ltd. | 2,260,387 | 171,744 | |||
* | Masimo Corp. | 1,200,315 | 169,436 | |||
Chemed Corp. | 378,406 | 165,197 | ||||
* | Apellis Pharmaceuticals Inc. | 2,370,979 | 161,938 | |||
* | Karuna Therapeutics Inc. | 679,214 | 152,776 | |||
Organon & Co. | 6,457,424 | 151,104 | ||||
* | HealthEquity Inc. | 2,142,073 | 143,883 |
Shares | Market Value ($000) | |||||
* | Ionis Pharmaceuticals Inc. | 3,243,465 | 143,458 | |||
* | Tenet Healthcare Corp. | 2,739,598 | 141,308 | |||
Bruker Corp. | 2,632,753 | 139,694 | ||||
* | Halozyme Therapeutics Inc. | 3,497,676 | 138,298 | |||
* | Envista Holdings Corp. | 4,148,429 | 136,110 | |||
* | Guardant Health Inc. | 2,465,670 | 132,727 | |||
* | Inspire Medical Systems Inc. | 730,838 | 129,629 | |||
* | Exelixis Inc. | 8,170,338 | 128,111 | |||
* | Charles River Laboratories International Inc. | 645,724 | 127,078 | |||
* | Option Care Health Inc. | 3,925,062 | 123,522 | |||
* | Syneos Health Inc. | 2,606,286 | 122,886 | |||
* | LHC Group Inc. | 748,354 | 122,476 | |||
Perrigo Co. plc | 3,417,859 | 121,881 | ||||
* | Global Blood Therapeutics Inc. | 1,712,895 | 116,648 | |||
* | Lantheus Holdings Inc. | 1,658,100 | 116,614 | |||
* | Globus Medical Inc. Class A | 1,955,905 | 116,513 | |||
Encompass Health Corp. | 2,533,290 | 114,581 | ||||
* | Cytokinetics Inc. | 2,270,999 | 110,030 | |||
Ensign Group Inc. | 1,333,583 | 106,020 | ||||
* | Intra-Cellular Therapies Inc. | 2,157,164 | 100,373 | |||
* | Blueprint Medicines Corp. | 1,516,169 | 99,900 | |||
* | Medpace Holdings Inc. | 629,597 | 98,954 | |||
* | Omnicell Inc. | 1,124,501 | 97,865 | |||
* | Intellia Therapeutics Inc. | 1,736,893 | 97,197 | |||
* | Natera Inc. | 2,215,438 | 97,080 | |||
Premier Inc. Class A | 2,847,774 | 96,653 | ||||
* | Haemonetics Corp. | 1,302,939 | 96,457 | |||
* | Teladoc Health Inc. | 3,696,817 | 93,714 | |||
* | Alkermes plc | 4,169,829 | 93,112 | |||
* | PTC Therapeutics Inc. | 1,816,151 | 91,171 | |||
* | iRhythm Technologies Inc. | 724,230 | 90,732 | |||
* | Mirati Therapeutics Inc. | 1,270,643 | 88,742 | |||
* | ICU Medical Inc. | 576,453 | 86,814 | |||
* | STAAR Surgical Co. | 1,219,660 | 86,047 | |||
* | QuidelOrtho Corp. | 1,189,982 | 85,060 | |||
* | Arrowhead Pharmaceuticals Inc. | 2,552,784 | 84,370 | |||
* | ChemoCentryx Inc. | 1,630,424 | 84,228 | |||
* | Merit Medical Systems Inc. | 1,441,299 | 81,448 | |||
*,1 | Beam Therapeutics Inc. | 1,697,247 | 80,857 | |||
* | Amedisys Inc. | 823,707 | 79,727 | |||
* | Inari Medical Inc. | 1,084,420 | 78,772 | |||
*,1 | Ginkgo Bioworks Holdings Inc. | 25,126,293 | 78,394 | |||
* | Tandem Diabetes Care Inc. | 1,630,607 | 78,025 | |||
DENTSPLY SIRONA Inc. | 2,739,171 | 77,656 | ||||
* | 1Life Healthcare Inc. | 4,476,615 | 76,774 | |||
* | Neogen Corp. | 5,487,065 | 76,654 | |||
* | Integra LifeSciences Holdings Corp. | 1,802,124 | 76,338 | |||
* | Evolent Health Inc. Class A | 2,094,770 | 75,265 | |||
* | Oak Street Health Inc. | 3,068,228 | 75,233 | |||
* | Axonics Inc. | 1,061,146 | 74,747 | |||
* | Amicus Therapeutics Inc. | 7,121,066 | 74,344 | |||
* | Exact Sciences Corp. | 2,249,599 | 73,089 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 2,838,856 | 72,476 | |||
*,1 | Doximity Inc. Class A | 2,384,517 | 72,060 | |||
* | Elanco Animal Health Inc. | 5,726,232 | 71,063 | |||
Universal Health Services Inc. Class B | 793,783 | 69,996 | ||||
* | Ultragenyx Pharmaceutical Inc. | 1,689,176 | 69,949 | |||
* | R1 RCM Inc. | 3,697,342 | 68,512 |
Shares | Market Value ($000) | |||||
* | Denali Therapeutics Inc. | 2,191,917 | 67,270 | |||
* | Insmed Inc. | 3,045,756 | 65,606 | |||
* | 10X Genomics Inc. Class A | 2,292,769 | 65,298 | |||
* | Progyny Inc. | 1,753,509 | 64,985 | |||
* | Prestige Consumer Healthcare Inc. | 1,263,416 | 62,956 | |||
CONMED Corp. | 773,567 | 62,017 | ||||
* | Glaukos Corp. | 1,147,662 | 61,102 | |||
* | agilon health Inc. | 2,607,792 | 61,074 | |||
* | Corcept Therapeutics Inc. | 2,311,715 | 59,272 | |||
* | Pacira BioSciences Inc. | 1,104,642 | 58,756 | |||
* | NuVasive Inc. | 1,321,890 | 57,912 | |||
Select Medical Holdings Corp. | 2,557,582 | 56,523 | ||||
* | Enovis Corp. | 1,168,153 | 53,817 | |||
Patterson Cos. Inc. | 2,224,204 | 53,425 | ||||
* | Integer Holdings Corp. | 841,008 | 52,336 | |||
* | Signify Health Inc. Class A | 1,795,393 | 52,336 | |||
* | Relay Therapeutics Inc. | 2,313,245 | 51,747 | |||
* | ACADIA Pharmaceuticals Inc. | 3,081,668 | 50,416 | |||
* | Sage Therapeutics Inc. | 1,283,537 | 50,263 | |||
* | Vir Biotechnology Inc. | 2,526,565 | 48,712 | |||
* | Arvinas Inc. | 1,080,756 | 48,083 | |||
* | Fate Therapeutics Inc. | 2,092,625 | 46,896 | |||
* | Twist Bioscience Corp. | 1,287,833 | 45,383 | |||
* | Cerevel Therapeutics Holdings Inc. | 1,580,547 | 44,666 | |||
Owens & Minor Inc. | 1,839,097 | 44,322 | ||||
* | AtriCure Inc. | 1,118,991 | 43,753 | |||
* | Supernus Pharmaceuticals Inc. | 1,291,677 | 43,723 | |||
* | Privia Health Group Inc. | 1,272,000 | 43,324 | |||
Embecta Corp. | 1,468,509 | 42,278 | ||||
* | Certara Inc. | 3,044,990 | 40,437 | |||
* | Nevro Corp. | 853,561 | 39,776 | |||
* | Xencor Inc. | 1,517,482 | 39,424 | |||
* | Agios Pharmaceuticals Inc. | 1,391,703 | 39,357 | |||
* | Apollo Medical Holdings Inc. | 1,004,596 | 39,179 | |||
* | Silk Road Medical Inc. | 850,101 | 38,255 | |||
* | REVOLUTION Medicines Inc. | 1,894,968 | 37,369 | |||
* | Myriad Genetics Inc. | 1,944,446 | 37,100 | |||
* | Axsome Therapeutics Inc. | 819,040 | 36,546 | |||
* | Iovance Biotherapeutics Inc. | 3,806,060 | 36,462 | |||
*,1 | Novavax Inc. | 1,985,844 | 36,142 | |||
* | Ligand Pharmaceuticals Inc. | 406,979 | 35,045 | |||
* | Meridian Bioscience Inc. | 1,110,692 | 35,020 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 3,304,984 | 34,240 | |||
*,1 | Verve Therapeutics Inc. | 989,417 | 33,986 | |||
* | CorVel Corp. | 243,072 | 33,648 | |||
* | Pediatrix Medical Group Inc. | 2,034,495 | 33,590 | |||
* | Cano Health Inc. | 3,826,913 | 33,179 | |||
*,1 | PROCEPT BioRobotics Corp. | 792,655 | 32,863 | |||
* | AdaptHealth Corp. Class A | 1,707,479 | 32,066 | |||
*,1 | EQRx Inc. | 6,267,122 | 31,022 | |||
* | Cytek Biosciences Inc. | 2,051,219 | 30,194 | |||
* | Veracyte Inc. | 1,816,890 | 30,160 | |||
* | Harmony Biosciences Holdings Inc. | 675,855 | 29,934 | |||
* | Pacific Biosciences of California Inc. | 5,137,422 | 29,823 | |||
* | BioCryst Pharmaceuticals Inc. | 2,364,067 | 29,787 | |||
*,1 | Amylyx Pharmaceuticals Inc. | 1,041,477 | 29,318 | |||
* | Vaxcyte Inc. | 1,204,686 | 28,912 | |||
* | FibroGen Inc. | 2,140,416 | 27,847 |
Shares | Market Value ($000) | |||||
*,1 | Warby Parker Inc. Class A | 2,063,955 | 27,533 | |||
* | Bridgebio Pharma Inc. | 2,633,877 | 26,181 | |||
* | NeoGenomics Inc. | 3,034,546 | 26,127 | |||
* | REGENXBIO Inc. | 987,583 | 26,102 | |||
* | Avanos Medical Inc. | 1,180,291 | 25,707 | |||
* | Multiplan Corp. | 8,936,459 | 25,558 | |||
* | Alignment Healthcare Inc. | 2,150,145 | 25,458 | |||
*,1 | Lyell Immunopharma Inc. | 3,458,857 | 25,353 | |||
* | SpringWorks Therapeutics Inc. | 878,776 | 25,071 | |||
* | NextGen Healthcare Inc. | 1,382,939 | 24,478 | |||
*,1 | Gossamer Bio Inc. | 2,028,334 | 24,299 | |||
* | Surgery Partners Inc. | 1,029,053 | 24,080 | |||
* | Emergent BioSolutions Inc. | 1,139,091 | 23,910 | |||
* | Zentalis Pharmaceuticals Inc. | 1,084,744 | 23,496 | |||
* | Adaptive Biotechnologies Corp. | 3,267,955 | 23,268 | |||
* | CareDx Inc. | 1,358,542 | 23,122 | |||
Healthcare Services Group Inc. | 1,883,698 | 22,774 | ||||
National HealthCare Corp. | 354,330 | 22,443 | ||||
* | Recursion Pharmaceuticals Inc. Class A | 2,097,576 | 22,318 | |||
* | Varex Imaging Corp. | 1,013,588 | 21,427 | |||
* | Editas Medicine Inc. Class A | 1,746,575 | 21,378 | |||
* | Madrigal Pharmaceuticals Inc. | 325,603 | 21,161 | |||
* | OPKO Health Inc. | 10,779,160 | 20,373 | |||
* | Treace Medical Concepts Inc. | 914,763 | 20,189 | |||
* | Allogene Therapeutics Inc. | 1,824,760 | 19,707 | |||
* | TG Therapeutics Inc. | 3,326,161 | 19,691 | |||
* | Outset Medical Inc. | 1,217,895 | 19,401 | |||
* | Brookdale Senior Living Inc. | 4,495,841 | 19,197 | |||
* | Innoviva Inc. | 1,592,021 | 18,483 | |||
*,1 | 23andMe Holding Co. | 6,267,809 | 17,926 | |||
* | Enhabit Inc. | 1,262,802 | 17,730 | |||
* | American Well Corp. Class A | 4,879,127 | 17,516 | |||
* | Sotera Health Co. | 2,513,326 | 17,141 | |||
* | Reata Pharmaceuticals Inc. Class A | 679,774 | 17,083 | |||
* | Hims & Hers Health Inc. | 3,028,336 | 16,898 | |||
* | Arcus Biosciences Inc. | 641,904 | 16,792 | |||
* | Phreesia Inc. | 629,040 | 16,028 | |||
* | Kymera Therapeutics Inc. | 725,655 | 15,798 | |||
* | Nektar Therapeutics Class A | 4,770,403 | 15,265 | |||
* | Theravance Biopharma Inc. | 1,450,095 | 14,704 | |||
*,1 | Invitae Corp. | 5,965,853 | 14,676 | |||
*,1 | Sana Biotechnology Inc. | 2,414,963 | 14,490 | |||
*,1 | Butterfly Network Inc. | 3,076,267 | 14,458 | |||
* | Pulmonx Corp. | 852,694 | 14,206 | |||
*,1 | Clover Health Investments Corp. Class A | 8,271,022 | 14,061 | |||
* | Alector Inc. | 1,464,821 | 13,857 | |||
* | Inogen Inc. | 549,845 | 13,350 | |||
* | NGM Biopharmaceuticals Inc. | 1,020,565 | 13,349 | |||
* | HealthStream Inc. | 619,132 | 13,163 | |||
* | Health Catalyst Inc. | 1,321,673 | 12,820 | |||
*,1 | LifeStance Health Group Inc. | 1,915,453 | 12,680 | |||
*,1 | Erasca Inc. | 1,556,284 | 12,139 | |||
* | Agiliti Inc. | 843,832 | 12,075 | |||
* | AnaptysBio Inc. | 466,298 | 11,895 | |||
* | PMV Pharmaceuticals Inc. | 987,668 | 11,753 | |||
* | Atea Pharmaceuticals Inc. | 1,903,429 | 10,831 | |||
* | Cullinan Oncology Inc. | 812,851 | 10,421 | |||
*,1 | Day One Biopharmaceuticals Inc. | 513,559 | 10,287 |
Shares | Market Value ($000) | |||||
*,1 | ImmunityBio Inc. | 2,036,449 | 10,121 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 787,138 | 10,107 | |||
* | Seer Inc. Class A | 1,260,592 | 9,757 | |||
* | Rocket Pharmaceuticals Inc. | 589,386 | 9,407 | |||
* | GoodRx Holdings Inc. Class A | 1,929,152 | 9,009 | |||
* | Accolade Inc. | 768,616 | 8,778 | |||
* | Sangamo Therapeutics Inc. | 1,687,760 | 8,270 | |||
* | Nuvation Bio Inc. | 3,587,627 | 8,036 | |||
* | NanoString Technologies Inc. | 587,923 | 7,508 | |||
* | Instil Bio Inc. | 1,481,574 | 7,171 | |||
* | Stoke Therapeutics Inc. | 549,055 | 7,050 | |||
* | Amneal Pharmaceuticals Inc. | 3,446,971 | 6,963 | |||
Phibro Animal Health Corp. Class A | 519,273 | 6,901 | ||||
* | Design Therapeutics Inc. | 355,492 | 5,944 | |||
* | Immunovant Inc. | 1,044,743 | 5,830 | |||
* | Heron Therapeutics Inc. | 1,300,740 | 5,489 | |||
*,1 | Nuvalent Inc. Class A | 275,282 | 5,351 | |||
* | Orthofix Medical Inc. | 241,078 | 4,607 | |||
* | Allovir Inc. | 472,572 | 3,729 | |||
* | Pennant Group Inc. | 335,056 | 3,488 | |||
*,1 | Innovage Holding Corp. | 506,291 | 2,977 | |||
*,1 | P3 Health Partners Inc. | 633,489 | 2,927 | |||
*,1 | SmileDirectClub Inc. Class A | 2,808,941 | 2,543 | |||
* | ALX Oncology Holdings Inc. | 233,165 | 2,231 | |||
* | Invivyd Inc. | 696,219 | 2,179 | |||
* | Aveanna Healthcare Holdings Inc. | 590,187 | 885 | |||
*,1 | Bright Green Corp. | 501,738 | 542 | |||
*,1,2 | Zogenix Inc. CVR | 215,490 | 431 | |||
*,1,2 | Synergy Pharmaceuticals LLC | 2,001,166 | — | |||
12,860,998 | ||||||
Industrials (19.6%) | ||||||
IDEX Corp. | 1,916,342 | 382,981 | ||||
Carlisle Cos. Inc. | 1,313,222 | 368,241 | ||||
Booz Allen Hamilton Holding Corp. Class A | 3,359,835 | 310,281 | ||||
Howmet Aerospace Inc. | 9,492,367 | 293,599 | ||||
Nordson Corp. | 1,314,468 | 279,022 | ||||
RPM International Inc. | 3,276,277 | 272,947 | ||||
* | Fair Isaac Corp. | 641,102 | 264,140 | |||
Graco Inc. | 4,293,880 | 257,418 | ||||
* | Paylocity Holding Corp. | 1,052,716 | 254,315 | |||
AECOM | 3,545,632 | 242,415 | ||||
Regal Rexnord Corp. | 1,687,805 | 236,900 | ||||
* | Builders FirstSource Inc. | 3,962,375 | 233,463 | |||
Quanta Services Inc. | 1,812,958 | 230,953 | ||||
Toro Co. | 2,655,065 | 229,610 | ||||
Huntington Ingalls Industries Inc. | 1,014,257 | 224,658 | ||||
Advanced Drainage Systems Inc. | 1,803,522 | 224,304 | ||||
* | WillScot Mobile Mini Holdings Corp. | 5,425,697 | 218,818 | |||
Watsco Inc. | 843,099 | 217,064 | ||||
Genpact Ltd. | 4,659,080 | 203,928 | ||||
Robert Half International Inc. | 2,642,777 | 202,172 | ||||
Allegion plc | 2,230,185 | 200,003 | ||||
* | Axon Enterprise Inc. | 1,714,737 | 198,481 | |||
Owens Corning | 2,443,383 | 192,074 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 3,875,216 | 189,614 | ||||
Lincoln Electric Holdings Inc. | 1,470,586 | 184,882 | ||||
Lennox International Inc. | 809,651 | 180,285 | ||||
* | Middleby Corp. | 1,368,084 | 175,347 |
Shares | Market Value ($000) | |||||
Tetra Tech Inc. | 1,353,718 | 173,993 | ||||
Cognex Corp. | 4,185,549 | 173,491 | ||||
* | Chart Industries Inc. | 929,965 | 171,439 | |||
Pentair plc | 4,175,609 | 169,655 | ||||
Jack Henry & Associates Inc. | 925,499 | 168,691 | ||||
Sealed Air Corp. | 3,687,120 | 164,114 | ||||
A O Smith Corp. | 3,261,918 | 158,464 | ||||
AptarGroup Inc. | 1,659,180 | 157,672 | ||||
Graphic Packaging Holding Co. | 7,815,268 | 154,273 | ||||
* | WESCO International Inc. | 1,289,885 | 153,986 | |||
Donaldson Co. Inc. | 3,119,657 | 152,894 | ||||
Hubbell Inc. Class B | 681,443 | 151,962 | ||||
* | Berry Global Group Inc. | 3,175,949 | 147,777 | |||
Sensata Technologies Holding plc | 3,941,648 | 146,945 | ||||
AGCO Corp. | 1,515,282 | 145,725 | ||||
Valmont Industries Inc. | 542,052 | 145,606 | ||||
EMCOR Group Inc. | 1,252,932 | 144,689 | ||||
* | WEX Inc. | 1,121,595 | 142,375 | |||
MDU Resources Group Inc. | 5,163,299 | 141,216 | ||||
Sonoco Products Co. | 2,475,491 | 140,435 | ||||
MKS Instruments Inc. | 1,688,587 | 139,545 | ||||
* | FTI Consulting Inc. | 833,022 | 138,040 | |||
ITT Inc. | 2,099,774 | 137,199 | ||||
Curtiss-Wright Corp. | 974,854 | 135,661 | ||||
* | TopBuild Corp. | 822,113 | 135,468 | |||
nVent Electric plc | 4,226,861 | 133,611 | ||||
Landstar System Inc. | 924,858 | 133,522 | ||||
Western Union Co. | 9,795,046 | 132,233 | ||||
Acuity Brands Inc. | 830,463 | 130,773 | ||||
* | Saia Inc. | 670,551 | 127,405 | |||
* | Mohawk Industries Inc. | 1,372,209 | 125,132 | |||
Littelfuse Inc. | 628,482 | 124,873 | ||||
Brunswick Corp. | 1,888,221 | 123,584 | ||||
* | XPO Logistics Inc. | 2,774,839 | 123,536 | |||
* | Trex Co. Inc. | 2,799,474 | 123,009 | |||
* | Axalta Coating Systems Ltd. | 5,600,003 | 117,936 | |||
* | ExlService Holdings Inc. | 797,537 | 117,525 | |||
Oshkosh Corp. | 1,659,784 | 116,666 | ||||
BWX Technologies Inc. | 2,316,131 | 116,664 | ||||
Woodward Inc. | 1,451,220 | 116,475 | ||||
* | AMN Healthcare Services Inc. | 1,098,617 | 116,409 | |||
Exponent Inc. | 1,297,876 | 113,785 | ||||
* | ASGN Inc. | 1,210,898 | 109,429 | |||
* | GXO Logistics Inc. | 3,011,961 | 105,599 | |||
MSA Safety Inc. | 943,734 | 103,131 | ||||
Eagle Materials Inc. | 956,739 | 102,543 | ||||
Applied Industrial Technologies Inc. | 977,418 | 100,459 | ||||
Crane Holdings Co. | 1,139,470 | 99,749 | ||||
Louisiana-Pacific Corp. | 1,875,219 | 95,992 | ||||
Insperity Inc. | 917,216 | 93,639 | ||||
Armstrong World Industries Inc. | 1,177,864 | 93,322 | ||||
Ryder System Inc. | 1,234,919 | 93,224 | ||||
* | Kirby Corp. | 1,520,855 | 92,422 | |||
* | MasTec Inc. | 1,438,744 | 91,360 | |||
* | Euronet Worldwide Inc. | 1,195,882 | 90,600 | |||
* | Fluor Corp. | 3,607,530 | 89,791 | |||
* | Bloom Energy Corp. Class A | 4,476,076 | 89,477 | |||
Maximus Inc. | 1,537,560 | 88,979 |
Shares | Market Value ($000) | |||||
Zurn Elkay Water Solutions Corp. | 3,611,309 | 88,477 | ||||
Comfort Systems USA Inc. | 908,331 | 88,408 | ||||
Silgan Holdings Inc. | 2,098,596 | 88,225 | ||||
* | ATI Inc. | 3,298,538 | 87,774 | |||
Watts Water Technologies Inc. Class A | 693,236 | 87,161 | ||||
* | Affirm Holdings Inc. Class A | 4,599,464 | 86,286 | |||
Triton International Ltd. | 1,574,700 | 86,183 | ||||
Simpson Manufacturing Co. Inc. | 1,095,998 | 85,926 | ||||
ManpowerGroup Inc. | 1,313,709 | 84,984 | ||||
MSC Industrial Direct Co. Inc. Class A | 1,141,794 | 83,134 | ||||
Air Lease Corp. Class A | 2,674,836 | 82,947 | ||||
Allison Transmission Holdings Inc. | 2,443,863 | 82,505 | ||||
Franklin Electric Co. Inc. | 999,178 | 81,643 | ||||
* | Atkore Inc. | 1,049,014 | 81,624 | |||
HB Fuller Co. | 1,349,895 | 81,129 | ||||
Flowserve Corp. | 3,318,736 | 80,645 | ||||
* | Marqeta Inc. Class A | 11,316,486 | 80,573 | |||
* | Aerojet Rocketdyne Holdings Inc. | 1,940,289 | 77,592 | |||
GATX Corp. | 896,384 | 76,327 | ||||
* | Summit Materials Inc. Class A | 2,999,044 | 71,857 | |||
* | Resideo Technologies Inc. | 3,698,919 | 70,501 | |||
John Bean Technologies Corp. | 809,050 | 69,578 | ||||
* | Atlas Air Worldwide Holdings Inc. | 719,118 | 68,726 | |||
Badger Meter Inc. | 743,133 | 68,658 | ||||
* | Dycom Industries Inc. | 710,602 | 67,884 | |||
* | Beacon Roofing Supply Inc. | 1,237,701 | 67,727 | |||
* | TriNet Group Inc. | 946,426 | 67,404 | |||
Herc Holdings Inc. | 645,631 | 67,068 | ||||
Vontier Corp. | 4,010,268 | 67,012 | ||||
* | API Group Corp. | 5,045,421 | 66,953 | |||
Belden Inc. | 1,105,075 | 66,327 | ||||
Korn Ferry | 1,386,265 | 65,085 | ||||
Otter Tail Corp. | 1,057,279 | 65,044 | ||||
ABM Industries Inc. | 1,695,774 | 64,829 | ||||
UniFirst Corp. | 383,300 | 64,483 | ||||
Albany International Corp. Class A | 789,685 | 62,251 | ||||
Forward Air Corp. | 681,705 | 61,531 | ||||
Matson Inc. | 989,722 | 60,888 | ||||
* | SPX Technologies Inc. | 1,090,622 | 60,224 | |||
EnerSys | 1,032,352 | 60,052 | ||||
* | Verra Mobility Corp. Class A | 3,889,822 | 59,787 | |||
Spirit AeroSystems Holdings Inc. Class A | 2,669,543 | 58,516 | ||||
Hillenbrand Inc. | 1,587,254 | 58,284 | ||||
* | ACI Worldwide Inc. | 2,787,639 | 58,262 | |||
AAON Inc. | 1,079,863 | 58,183 | ||||
Brink's Co. | 1,199,192 | 58,089 | ||||
* | Hub Group Inc. Class A | 819,793 | 56,549 | |||
* | Mercury Systems Inc. | 1,391,261 | 56,485 | |||
Altra Industrial Motion Corp. | 1,652,113 | 55,544 | ||||
* | Shift4 Payments Inc. Class A | 1,232,340 | 54,975 | |||
* | Enovix Corp. | 2,992,782 | 54,873 | |||
Werner Enterprises Inc. | 1,449,308 | 54,494 | ||||
Encore Wire Corp. | 461,277 | 53,296 | ||||
EVERTEC Inc. | 1,677,654 | 52,594 | ||||
* | Alight Inc. Class A | 7,095,474 | 52,010 | |||
McGrath RentCorp | 618,919 | 51,903 | ||||
Moog Inc. Class A | 735,482 | 51,741 | ||||
* | O-I Glass Inc. | 3,953,571 | 51,199 |
Shares | Market Value ($000) | |||||
* | AeroVironment Inc. | 602,851 | 50,254 | |||
Terex Corp. | 1,635,444 | 48,638 | ||||
* | Itron Inc. | 1,146,105 | 48,262 | |||
ESCO Technologies Inc. | 656,430 | 48,208 | ||||
* | Flywire Corp. | 2,078,067 | 47,712 | |||
Installed Building Products Inc. | 584,186 | 47,313 | ||||
Brady Corp. Class A | 1,126,176 | 46,995 | ||||
* | AZEK Co. Inc. Class A | 2,704,212 | 44,944 | |||
EnPro Industries Inc. | 528,184 | 44,885 | ||||
Trinity Industries Inc. | 2,082,442 | 44,460 | ||||
Esab Corp. | 1,295,824 | 43,229 | ||||
* | Air Transport Services Group Inc. | 1,793,796 | 43,213 | |||
ArcBest Corp. | 591,071 | 42,989 | ||||
Kennametal Inc. | 2,065,484 | 42,508 | ||||
Helios Technologies Inc. | 825,861 | 41,789 | ||||
* | GMS Inc. | 1,028,787 | 41,162 | |||
Mueller Water Products Inc. Class A | 3,978,069 | 40,855 | ||||
ADT Inc. | 5,434,654 | 40,706 | ||||
* | Evo Payments Inc. Class A | 1,216,131 | 40,497 | |||
* | Masonite International Corp. | 565,427 | 40,309 | |||
Lindsay Corp. | 278,685 | 39,930 | ||||
* | Core & Main Inc. Class A | 1,754,214 | 39,891 | |||
Bread Financial Holdings Inc. | 1,265,680 | 39,806 | ||||
Griffon Corp. | 1,303,950 | 38,493 | ||||
Greif Inc. Class A | 640,115 | 38,132 | ||||
* | Payoneer Global Inc. | 6,152,017 | 37,220 | |||
Barnes Group Inc. | 1,218,725 | 35,197 | ||||
* | Huron Consulting Group Inc. | 527,936 | 34,976 | |||
* | Vicor Corp. | 572,711 | 33,870 | |||
Maxar Technologies Inc. | 1,788,954 | 33,489 | ||||
* | Kratos Defense & Security Solutions Inc. | 3,194,910 | 32,460 | |||
* | AAR Corp. | 854,707 | 30,616 | |||
Kforce Inc. | 510,951 | 29,967 | ||||
Granite Construction Inc. | 1,119,409 | 28,422 | ||||
* | OSI Systems Inc. | 386,610 | 27,859 | |||
*,1 | TuSimple Holdings Inc. Class A | 3,557,985 | 27,041 | |||
TriMas Corp. | 1,066,467 | 26,736 | ||||
* | BTRS Holdings Inc. | 2,860,330 | 26,487 | |||
* | CoreCivic Inc. | 2,986,394 | 26,400 | |||
Enerpac Tool Group Corp. Class A | 1,476,483 | 26,326 | ||||
*,1 | Proterra Inc. | 5,143,783 | 25,616 | |||
* | AvidXchange Holdings Inc. | 3,018,427 | 25,415 | |||
* | Proto Labs Inc. | 697,077 | 25,394 | |||
Tennant Co. | 447,654 | 25,319 | ||||
Standex International Corp. | 303,931 | 24,816 | ||||
* | Gates Industrial Corp. plc | 2,508,704 | 24,485 | |||
* | Rocket Lab USA Inc. | 5,958,801 | 24,252 | |||
* | Hillman Solutions Corp. | 3,210,026 | 24,204 | |||
* | Remitly Global Inc. | 2,129,698 | 23,682 | |||
*,1 | Joby Aviation Inc. | 5,396,678 | 23,368 | |||
*,1 | Legalzoom.com Inc. | 2,717,072 | 23,285 | |||
*,1 | Nikola Corp. | 6,604,038 | 23,246 | |||
*,1 | Virgin Galactic Holdings Inc. | 4,921,581 | 23,181 | |||
*,1 | Mirion Technologies Inc. | 3,048,427 | 22,772 | |||
International Seaways Inc. | 632,044 | 22,204 | ||||
H&E Equipment Services Inc. | 779,197 | 22,082 | ||||
* | Green Dot Corp. Class A | 1,159,944 | 22,016 | |||
Primoris Services Corp. | 1,351,128 | 21,956 |
Shares | Market Value ($000) | |||||
* | Hayward Holdings Inc. | 2,467,401 | 21,886 | |||
AZZ Inc. | 598,900 | 21,866 | ||||
*,1 | PureCycle Technologies Inc. | 2,698,356 | 21,776 | |||
Apogee Enterprises Inc. | 562,115 | 21,484 | ||||
TTEC Holdings Inc. | 479,346 | 21,240 | ||||
*,1 | Aurora Innovation Inc. | 9,193,863 | 20,318 | |||
Kaman Corp. | 709,866 | 19,827 | ||||
Schneider National Inc. Class B | 964,193 | 19,573 | ||||
Greenbrier Cos. Inc. | 787,371 | 19,109 | ||||
Deluxe Corp. | 1,095,858 | 18,246 | ||||
Wabash National Corp. | 1,171,370 | 18,226 | ||||
Astec Industries Inc. | 579,905 | 18,087 | ||||
* | JELD-WEN Holding Inc. | 2,032,398 | 17,783 | |||
* | ZipRecruiter Inc. Class A | 1,060,338 | 17,496 | |||
* | First Advantage Corp. | 1,358,672 | 17,432 | |||
Heartland Express Inc. | 1,205,378 | 17,249 | ||||
* | Gibraltar Industries Inc. | 401,504 | 16,434 | |||
*,1 | Desktop Metal Inc. Class A | 6,014,852 | 15,578 | |||
Quanex Building Products Corp. | 848,082 | 15,401 | ||||
* | TrueBlue Inc. | 787,886 | 15,033 | |||
* | Janus International Group Inc. | 1,679,784 | 14,984 | |||
* | CryoPort Inc. | 585,112 | 14,253 | |||
* | Conduent Inc. | 4,113,430 | 13,739 | |||
* | Thermon Group Holdings Inc. | 850,054 | 13,099 | |||
* | FARO Technologies Inc. | 464,123 | 12,736 | |||
Gorman-Rupp Co. | 530,524 | 12,621 | ||||
* | TaskUS Inc. Class A | 713,204 | 11,483 | |||
Kelly Services Inc. Class A | 834,747 | 11,344 | ||||
* | Forrester Research Inc. | 288,355 | 10,384 | |||
* | Cimpress plc | 397,393 | 9,728 | |||
Pitney Bowes Inc. | 3,969,743 | 9,249 | ||||
* | American Woodmark Corp. | 209,970 | 9,209 | |||
* | Vivint Smart Home Inc. | 1,355,923 | 8,922 | |||
*,1 | Hyliion Holdings Corp. | 3,083,670 | 8,850 | |||
National Presto Industries Inc. | 134,348 | 8,739 | ||||
* | Sterling Check Corp. | 490,265 | 8,648 | |||
REV Group Inc. | 774,441 | 8,542 | ||||
* | BrightView Holdings Inc. | 1,060,337 | 8,419 | |||
Pactiv Evergreen Inc. | 906,232 | 7,911 | ||||
*,1 | Velo3D Inc. | 1,989,093 | 7,837 | |||
Greif Inc. Class B | 113,995 | 6,931 | ||||
*,1 | Microvast Holdings Inc. | 3,828,182 | 6,929 | |||
* | Triumph Group Inc. | 742,646 | 6,379 | |||
* | CS Disco Inc. | 595,153 | 5,952 | |||
Kronos Worldwide Inc. | 582,808 | 5,443 | ||||
Hyster-Yale Materials Handling Inc. | 232,094 | 4,992 | ||||
* | Advantage Solutions Inc. | 2,033,345 | 4,331 | |||
*,1 | Paymentus Holdings Inc. Class A | 390,037 | 3,791 | |||
* | Tutor Perini Corp. | 521,165 | 2,877 | |||
* | Ranpak Holdings Corp. Class A | 561,160 | 1,919 | |||
20,468,317 | ||||||
Real Estate (8.2%) | ||||||
Kimco Realty Corp. | 15,703,223 | 289,096 | ||||
Gaming & Leisure Properties Inc. | 6,190,054 | 273,848 | ||||
Equity LifeStyle Properties Inc. | 4,252,033 | 267,198 | ||||
Life Storage Inc. | 2,142,484 | 237,302 | ||||
American Homes 4 Rent Class A | 7,063,303 | 231,747 | ||||
CubeSmart | 5,699,156 | 228,308 |
Shares | Market Value ($000) | |||||
Rexford Industrial Realty Inc. | 4,343,792 | 225,877 | ||||
STORE Capital Corp. | 6,459,244 | 202,368 | ||||
Healthcare Realty Trust Inc. Class A | 9,661,977 | 201,452 | ||||
Federal Realty Investment Trust | 2,054,334 | 185,137 | ||||
* | Jones Lang LaSalle Inc. | 1,216,658 | 183,801 | |||
Lamar Advertising Co. Class A | 2,211,806 | 182,452 | ||||
Medical Properties Trust Inc. | 15,208,201 | 180,369 | ||||
National Retail Properties Inc. | 4,496,787 | 179,242 | ||||
Omega Healthcare Investors Inc. | 5,943,998 | 175,288 | ||||
Americold Realty Trust Inc. | 6,839,449 | 168,250 | ||||
EastGroup Properties Inc. | 1,106,195 | 159,668 | ||||
Apartment Income REIT Corp. Class A | 3,914,750 | 151,188 | ||||
First Industrial Realty Trust Inc. | 3,353,263 | 150,260 | ||||
Host Hotels & Resorts Inc. | 9,075,830 | 144,124 | ||||
Brixmor Property Group Inc. | 7,608,629 | 140,531 | ||||
Agree Realty Corp. | 2,026,980 | 136,983 | ||||
STAG Industrial Inc. | 4,550,185 | 129,362 | ||||
Spirit Realty Capital Inc. | 3,462,298 | 125,197 | ||||
Kilroy Realty Corp. | 2,967,348 | 124,955 | ||||
Regency Centers Corp. | 2,172,223 | 116,974 | ||||
Rayonier Inc. | 3,717,631 | 111,417 | ||||
Vornado Realty Trust | 4,382,284 | 101,494 | ||||
Ryman Hospitality Properties Inc. | 1,330,412 | 97,905 | ||||
Terreno Realty Corp. | 1,822,074 | 96,552 | ||||
Kite Realty Group Trust | 5,563,361 | 95,801 | ||||
Independence Realty Trust Inc. | 5,638,321 | 94,329 | ||||
National Storage Affiliates Trust | 2,213,318 | 92,030 | ||||
Cousins Properties Inc. | 3,845,167 | 89,785 | ||||
Physicians Realty Trust | 5,746,739 | 86,431 | ||||
Phillips Edison & Co. Inc. | 2,963,048 | 83,113 | ||||
PotlatchDeltic Corp. | 1,962,418 | 80,538 | ||||
Sabra Health Care REIT Inc. | 5,864,331 | 76,940 | ||||
Douglas Emmett Inc. | 4,240,467 | 76,032 | ||||
Apple Hospitality REIT Inc. | 5,229,794 | 73,531 | ||||
Highwoods Properties Inc. | 2,670,815 | 72,005 | ||||
Essential Properties Realty Trust Inc. | 3,585,852 | 69,745 | ||||
EPR Properties | 1,904,625 | 68,300 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 2,224,000 | 66,564 | ||||
Corporate Office Properties Trust | 2,854,897 | 66,319 | ||||
1 | SL Green Realty Corp. | 1,632,652 | 65,567 | |||
Equity Commonwealth | 2,683,378 | 65,367 | ||||
LXP Industrial Trust | 7,107,103 | 65,101 | ||||
Innovative Industrial Properties Inc. | 710,277 | 62,860 | ||||
National Health Investors Inc. | 1,077,449 | 60,908 | ||||
Park Hotels & Resorts Inc. | 5,137,919 | 57,853 | ||||
Broadstone Net Lease Inc. | 3,711,121 | 57,634 | ||||
Outfront Media Inc. | 3,748,812 | 56,944 | ||||
JBG SMITH Properties | 2,904,158 | 53,959 | ||||
DigitalBridge Group Inc. | 4,162,266 | 52,070 | ||||
Sunstone Hotel Investors Inc. | 5,390,699 | 50,780 | ||||
SITE Centers Corp. | 4,619,685 | 49,477 | ||||
* | Howard Hughes Corp. | 887,065 | 49,135 | |||
Pebblebrook Hotel Trust | 3,337,636 | 48,429 | ||||
Kennedy-Wilson Holdings Inc. | 2,974,386 | 45,984 | ||||
* | Cushman & Wakefield plc | 4,011,242 | 45,929 | |||
CareTrust REIT Inc. | 2,463,800 | 44,619 | ||||
Uniti Group Inc. | 6,024,631 | 41,871 | ||||
RLJ Lodging Trust | 4,132,307 | 41,819 |
Shares | Market Value ($000) | |||||
Retail Opportunity Investments Corp. | 3,004,242 | 41,338 | ||||
Macerich Co. | 5,180,724 | 41,135 | ||||
DiamondRock Hospitality Co. | 5,355,708 | 40,221 | ||||
Xenia Hotels & Resorts Inc. | 2,903,976 | 40,046 | ||||
Washington REIT | 2,219,547 | 38,975 | ||||
LTC Properties Inc. | 1,028,525 | 38,518 | ||||
Urban Edge Properties | 2,833,129 | 37,794 | ||||
Hudson Pacific Properties Inc. | 3,417,180 | 37,418 | ||||
* | Opendoor Technologies Inc. | 11,978,644 | 37,254 | |||
InvenTrust Properties Corp. | 1,625,184 | 34,665 | ||||
Tanger Factory Outlet Centers Inc. | 2,515,467 | 34,412 | ||||
Piedmont Office Realty Trust Inc. Class A | 3,129,091 | 33,043 | ||||
American Assets Trust Inc. | 1,229,914 | 31,633 | ||||
St. Joe Co. | 970,958 | 31,100 | ||||
Alexander & Baldwin Inc. | 1,845,313 | 30,595 | ||||
Acadia Realty Trust | 2,408,243 | 30,392 | ||||
Paramount Group Inc. | 4,863,557 | 30,300 | ||||
Brandywine Realty Trust | 4,356,683 | 29,408 | ||||
Newmark Group Inc. Class A | 3,606,376 | 29,067 | ||||
Global Net Lease Inc. | 2,636,130 | 28,075 | ||||
Getty Realty Corp. | 1,008,069 | 27,107 | ||||
Empire State Realty Trust Inc. Class A | 4,129,544 | 27,090 | ||||
Apartment Investment & Management Co. Class A | 3,670,468 | 26,794 | ||||
Centerspace | 389,756 | 26,238 | ||||
* | GEO Group Inc. | 2,992,175 | 23,040 | |||
* | Anywhere Real Estate Inc. | 2,758,949 | 22,375 | |||
* | Veris Residential Inc. | 1,962,159 | 22,310 | |||
Service Properties Trust | 4,197,532 | 21,785 | ||||
Marcus & Millichap Inc. | 659,920 | 21,632 | ||||
1 | eXp World Holdings Inc. | 1,927,651 | 21,609 | |||
Necessity Retail REIT Inc. Class A | 3,389,839 | 19,932 | ||||
*,1 | WeWork Inc. | 7,206,905 | 19,098 | |||
Office Properties Income Trust | 1,231,027 | 17,296 | ||||
*,1 | Compass Inc. Class A | 7,133,649 | 16,550 | |||
RPT Realty | 2,162,131 | 16,346 | ||||
* | Redfin Corp. | 2,612,757 | 15,258 | |||
Universal Health Realty Income Trust | 315,642 | 13,639 | ||||
Safehold Inc. | 473,835 | 12,538 | ||||
Saul Centers Inc. | 333,893 | 12,521 | ||||
Alexander's Inc. | 51,819 | 10,828 | ||||
Bridge Investment Group Holdings Inc. Class A | 703,964 | 10,207 | ||||
RMR Group Inc. Class A | 392,035 | 9,287 | ||||
Industrial Logistics Properties Trust | 1,660,161 | 9,131 | ||||
Summit Hotel Properties Inc. | 1,294,572 | 8,700 | ||||
Urstadt Biddle Properties Inc. Class A | 414,544 | 6,430 | ||||
* | Forestar Group Inc. | 443,861 | 4,967 | |||
* | Seritage Growth Properties Class A | 426,443 | 3,847 | |||
Douglas Elliman Inc. | 824,811 | 3,382 | ||||
Franklin Street Properties Corp. | 1,178,198 | 3,099 | ||||
Diversified Healthcare Trust | 3,032,862 | 3,003 | ||||
*,1 | Offerpad Solutions Inc. | 589,680 | 714 | |||
*,2 | Spirit MTA REIT | 529,410 | — | |||
8,558,256 | ||||||
Technology (11.7%) | ||||||
* | Wolfspeed Inc. | 3,150,964 | 325,684 | |||
Entegris Inc. | 3,782,448 | 314,019 | ||||
* | PTC Inc. | 2,684,171 | 280,764 | |||
* | Manhattan Associates Inc. | 1,592,424 | 211,840 |
Shares | Market Value ($000) | |||||
* | Ceridian HCM Holding Inc. | 3,692,135 | 206,317 | |||
* | Avalara Inc. | 2,151,080 | 197,469 | |||
* | Pure Storage Inc. Class A | 7,140,438 | 195,434 | |||
Jabil Inc. | 3,143,081 | 181,387 | ||||
* | Dynatrace Inc. | 5,106,880 | 177,771 | |||
* | Aspen Technology Inc. | 734,746 | 175,017 | |||
* | Change Healthcare Inc. | 6,252,473 | 171,880 | |||
* | Lattice Semiconductor Corp. | 3,486,413 | 171,566 | |||
* | CACI International Inc. Class A | 594,611 | 155,229 | |||
KBR Inc. | 3,530,341 | 152,581 | ||||
Leidos Holdings Inc. | 1,733,410 | 151,621 | ||||
* | Arrow Electronics Inc. | 1,629,157 | 150,192 | |||
* | DXC Technology Co. | 5,686,363 | 139,202 | |||
* | Elastic NV | 1,926,816 | 138,230 | |||
* | Five9 Inc. | 1,779,932 | 133,459 | |||
* | Guidewire Software Inc. | 2,128,133 | 131,050 | |||
National Instruments Corp. | 3,360,727 | 126,834 | ||||
Science Applications International Corp. | 1,413,847 | 125,027 | ||||
* | SentinelOne Inc. Class A | 4,806,642 | 122,858 | |||
* | Qualys Inc. | 876,642 | 122,195 | |||
* | Zendesk Inc. | 1,567,439 | 119,282 | |||
* | Nutanix Inc. Class A | 5,695,394 | 118,635 | |||
* | Rogers Corp. | 477,621 | 115,527 | |||
Switch Inc. Class A | 3,384,398 | 114,020 | ||||
* | SPS Commerce Inc. | 914,406 | 113,597 | |||
* | Coupa Software Inc. | 1,919,733 | 112,880 | |||
Concentrix Corp. | 990,947 | 110,619 | ||||
* | F5 Inc. | 756,144 | 109,437 | |||
* | Smartsheet Inc. Class A | 3,122,407 | 107,286 | |||
* | Silicon Laboratories Inc. | 825,310 | 101,876 | |||
Dolby Laboratories Inc. Class A | 1,563,634 | 101,871 | ||||
Universal Display Corp. | 1,079,219 | 101,824 | ||||
* | Synaptics Inc. | 1,006,354 | 99,639 | |||
* | Novanta Inc. | 859,736 | 99,428 | |||
* | Tenable Holdings Inc. | 2,835,292 | 98,668 | |||
* | Cirrus Logic Inc. | 1,420,235 | 97,712 | |||
* | Coherent Corp. | 2,784,051 | 97,024 | |||
Power Integrations Inc. | 1,451,780 | 93,378 | ||||
TD SYNNEX Corp. | 1,095,088 | 88,910 | ||||
* | Fabrinet | 925,442 | 88,333 | |||
Avnet Inc. | 2,403,351 | 86,809 | ||||
* | RingCentral Inc. Class A | 2,169,019 | 86,674 | |||
* | Workiva Inc. Class A | 1,106,865 | 86,114 | |||
* | Procore Technologies Inc. | 1,737,114 | 85,952 | |||
* | Box Inc. Class A | 3,474,837 | 84,751 | |||
Dun & Bradstreet Holdings Inc. | 6,609,713 | 81,894 | ||||
* | Alteryx Inc. Class A | 1,465,602 | 81,839 | |||
Azenta Inc. | 1,904,757 | 81,638 | ||||
* | Blackline Inc. | 1,362,626 | 81,621 | |||
* | Onto Innovation Inc. | 1,261,410 | 80,793 | |||
* | Ziff Davis Inc. | 1,138,402 | 77,958 | |||
* | Alarm.com Holdings Inc. | 1,199,711 | 77,813 | |||
* | Teradata Corp. | 2,479,509 | 77,014 | |||
Vertiv Holdings Co. Class A | 7,658,289 | 74,439 | ||||
* | Varonis Systems Inc. Class B | 2,790,483 | 74,004 | |||
* | New Relic Inc. | 1,281,747 | 73,547 | |||
* | Insight Enterprises Inc. | 891,040 | 73,431 | |||
Advanced Energy Industries Inc. | 948,560 | 73,428 |
Shares | Market Value ($000) | |||||
* | Dropbox Inc. Class A | 3,451,474 | 71,515 | |||
* | Rambus Inc. | 2,806,242 | 71,335 | |||
* | Diodes Inc. | 1,096,864 | 71,197 | |||
* | IPG Photonics Corp. | 828,561 | 69,889 | |||
* | MACOM Technology Solutions Holdings Inc. | 1,333,030 | 69,038 | |||
* | Confluent Inc. Class A | 2,868,175 | 68,177 | |||
* | nCino Inc. | 1,959,038 | 66,823 | |||
*,1 | Gitlab Inc. Class A | 1,283,207 | 65,726 | |||
* | Sanmina Corp. | 1,394,154 | 64,243 | |||
* | NCR Corp. | 3,302,639 | 62,783 | |||
* | Envestnet Inc. | 1,401,453 | 62,225 | |||
* | Toast Inc. Class A | 3,700,542 | 61,873 | |||
* | Super Micro Computer Inc. | 1,120,299 | 61,695 | |||
* | Plexus Corp. | 703,716 | 61,617 | |||
* | Rapid7 Inc. | 1,415,514 | 60,726 | |||
* | Blackbaud Inc. | 1,346,471 | 59,326 | |||
Vishay Intertechnology Inc. | 3,318,003 | 59,027 | ||||
* | MaxLinear Inc. Class A | 1,789,701 | 58,380 | |||
* | Sprout Social Inc. Class A | 952,968 | 57,826 | |||
* | Yelp Inc. Class A | 1,695,306 | 57,488 | |||
* | CommVault Systems Inc. | 1,080,843 | 57,328 | |||
* | Perficient Inc. | 878,615 | 57,128 | |||
* | IAC Inc. | 1,007,359 | 55,788 | |||
* | Altair Engineering Inc. Class A | 1,259,125 | 55,679 | |||
* | Covetrus Inc. | 2,664,513 | 55,635 | |||
* | Verint Systems Inc. | 1,642,170 | 55,144 | |||
* | NetScout Systems Inc. | 1,724,135 | 54,000 | |||
* | Ambarella Inc. | 919,516 | 51,658 | |||
*,1 | MicroStrategy Inc. Class A | 237,058 | 50,318 | |||
* | FormFactor Inc. | 1,958,410 | 49,058 | |||
* | Ping Identity Holding Corp. | 1,746,976 | 49,038 | |||
* | Appfolio Inc. Class A | 460,627 | 48,237 | |||
Amkor Technology Inc. | 2,797,370 | 47,695 | ||||
* | Semtech Corp. | 1,611,713 | 47,400 | |||
Progress Software Corp. | 1,103,527 | 46,955 | ||||
* | Bumble Inc. Class A | 2,138,715 | 45,961 | |||
* | DoubleVerify Holdings Inc. | 1,664,975 | 45,537 | |||
*,1 | Clear Secure Inc. Class A | 1,991,050 | 45,515 | |||
*,1 | Freshworks Inc. Class A | 3,508,328 | 45,503 | |||
*,1 | Xometry Inc. Class A | 792,679 | 45,016 | |||
* | Q2 Holdings Inc. | 1,382,443 | 44,515 | |||
*,1 | DigitalOcean Holdings Inc. | 1,230,207 | 44,497 | |||
* | PagerDuty Inc. | 1,895,325 | 43,725 | |||
* | Kyndryl Holdings Inc. | 5,180,509 | 42,843 | |||
* | KnowBe4 Inc. Class A | 2,023,063 | 42,100 | |||
CSG Systems International Inc. | 773,986 | 40,928 | ||||
* | Allscripts Healthcare Solutions Inc. | 2,672,429 | 40,701 | |||
* | Upwork Inc. | 2,983,736 | 40,638 | |||
* | Appian Corp. Class A | 986,974 | 40,298 | |||
* | Paycor HCM Inc. | 1,337,864 | 39,547 | |||
* | Asana Inc. Class A | 1,729,068 | 38,437 | |||
* | Jamf Holding Corp. | 1,686,562 | 37,374 | |||
* | Allegro MicroSystems Inc. | 1,699,595 | 37,136 | |||
* | JFrog Ltd. | 1,638,954 | 36,237 | |||
* | Parsons Corp. | 920,359 | 36,078 | |||
Xerox Holdings Corp. | 2,751,958 | 35,996 | ||||
* | CCC Intelligent Solutions Holdings Inc. | 3,915,872 | 35,634 | |||
Adeia Inc. | 2,516,299 | 35,580 |
Shares | Market Value ($000) | |||||
* | Cargurus Inc. Class A | 2,474,462 | 35,063 | |||
* | Digital Turbine Inc. | 2,384,483 | 34,360 | |||
Pegasystems Inc. | 1,039,828 | 33,420 | ||||
* | Schrodinger Inc. | 1,337,753 | 33,417 | |||
Methode Electronics Inc. | 886,448 | 32,932 | ||||
* | E2open Parent Holdings Inc. | 5,364,942 | 32,565 | |||
* | Everbridge Inc. | 1,009,104 | 31,161 | |||
* | TTM Technologies Inc. | 2,334,945 | 30,775 | |||
*,1 | Braze Inc. Class A | 871,480 | 30,354 | |||
* | C3.ai Inc. Class A | 2,397,603 | 29,970 | |||
* | SiTime Corp. | 378,832 | 29,825 | |||
Shutterstock Inc. | 593,769 | 29,789 | ||||
* | LiveRamp Holdings Inc. | 1,619,513 | 29,410 | |||
* | HashiCorp Inc. Class A | 852,032 | 27,427 | |||
* | Squarespace Inc. Class A | 1,273,728 | 27,207 | |||
* | Planet Labs PBC | 4,719,575 | 25,627 | |||
* | PROS Holdings Inc. | 1,035,817 | 25,585 | |||
* | Fastly Inc. Class A | 2,787,509 | 25,534 | |||
* | 3D Systems Corp. | 3,138,471 | 25,045 | |||
*,1 | Samsara Inc. Class A | 2,070,418 | 24,990 | |||
* | Veeco Instruments Inc. | 1,239,839 | 22,714 | |||
* | Zuora Inc. Class A | 3,072,356 | 22,674 | |||
* | Duck Creek Technologies Inc. | 1,848,344 | 21,903 | |||
* | Consensus Cloud Solutions Inc. | 452,924 | 21,423 | |||
* | Magnite Inc. | 3,208,540 | 21,080 | |||
Benchmark Electronics Inc. | 847,942 | 21,012 | ||||
* | BigCommerce Holdings Inc. | 1,398,589 | 20,699 | |||
* | Thoughtworks Holding Inc. | 1,970,526 | 20,671 | |||
*,1 | Credo Technology Group Holding Ltd. | 1,850,657 | 20,357 | |||
*,1 | Zeta Global Holdings Corp. Class A | 3,050,348 | 20,163 | |||
* | Olo Inc. Class A | 2,468,263 | 19,499 | |||
* | Sprinklr Inc. Class A | 2,107,336 | 19,430 | |||
* | Momentive Global Inc. | 3,186,299 | 18,512 | |||
* | Amplitude Inc. Class A | 1,179,490 | 18,247 | |||
* | Informatica Inc. Class A | 902,369 | 18,111 | |||
*,1 | IonQ Inc. | 3,537,276 | 17,934 | |||
* | Sumo Logic Inc. | 2,350,886 | 17,632 | |||
* | PubMatic Inc. Class A | 1,029,445 | 17,120 | |||
* | LivePerson Inc. | 1,808,528 | 17,036 | |||
* | ScanSource Inc. | 637,766 | 16,843 | |||
*,1 | Expensify Inc. Class A | 1,040,248 | 15,479 | |||
* | Cerence Inc. | 950,618 | 14,972 | |||
* | N-able Inc. | 1,604,569 | 14,810 | |||
* | CEVA Inc. | 560,604 | 14,705 | |||
* | Alkami Technology Inc. | 921,659 | 13,871 | |||
* | Vimeo Inc. | 3,382,758 | 13,531 | |||
* | EngageSmart Inc. | 625,468 | 12,941 | |||
* | Qualtrics International Inc. Class A | 1,238,939 | 12,612 | |||
* | Yext Inc. | 2,824,617 | 12,598 | |||
* | Eventbrite Inc. Class A | 2,043,351 | 12,424 | |||
* | Unisys Corp. | 1,637,552 | 12,364 | |||
*,1 | AvePoint Inc. | 3,059,897 | 12,270 | |||
* | Definitive Healthcare Corp. Class A | 765,246 | 11,892 | |||
Ebix Inc. | 626,000 | 11,875 | ||||
*,1 | ForgeRock Inc. Class A | 817,124 | 11,873 | |||
*,1 | Blend Labs Inc. Class A | 5,362,723 | 11,852 | |||
* | Vertex Inc. Class A | 861,135 | 11,772 | |||
*,1 | Matterport Inc. | 2,877,663 | 10,906 |
Shares | Market Value ($000) | |||||
* | Telos Corp. | 1,199,513 | 10,664 | |||
* | nLight Inc. | 1,087,448 | 10,276 | |||
* | EverCommerce Inc. | 739,770 | 8,086 | |||
* | Couchbase Inc. | 565,556 | 8,070 | |||
*,1 | SEMrush Holdings Inc. Class A | 716,350 | 8,030 | |||
SolarWinds Corp. | 1,025,697 | 7,949 | ||||
* | Nextdoor Holdings Inc. | 2,729,729 | 7,616 | |||
*,1 | NerdWallet Inc. Class A | 854,193 | 7,577 | |||
* | Intapp Inc. | 392,105 | 7,321 | |||
*,1 | SmartRent Inc. Class A | 3,013,520 | 6,841 | |||
* | MeridianLink Inc. | 410,234 | 6,679 | |||
*,1 | Rackspace Technology Inc. | 1,608,655 | 6,563 | |||
*,1 | Aeva Technologies Inc. | 3,319,509 | 6,207 | |||
* | Bandwidth Inc. Class A | 505,730 | 6,018 | |||
* | MediaAlpha Inc. Class A | 586,082 | 5,128 | |||
1 | Vivid Seats Inc. Class A | 627,772 | 4,809 | |||
* | ON24 Inc. | 481,769 | 4,240 | |||
*,1 | Enfusion Inc. Class A | 340,656 | 4,204 | |||
*,1 | Skillz Inc. Class A | 3,561,022 | 3,632 | |||
*,1 | Groupon Inc. Class A | 230,419 | 1,834 | |||
* | SecureWorks Corp. Class A | 203,148 | 1,635 | |||
* | WM Technology Inc. | 903,616 | 1,455 | |||
*,1 | Avaya Holdings Corp. | 880,875 | 1,401 | |||
*,1 | BuzzFeed Inc. | 799,816 | 1,248 | |||
12,146,803 | ||||||
Telecommunications (1.3%) | ||||||
* | Ciena Corp. | 3,800,902 | 153,671 | |||
* | Frontier Communications Parent Inc. | 6,220,074 | 145,736 | |||
* | Iridium Communications Inc. | 2,901,449 | 128,737 | |||
Cable One Inc. | 149,335 | 127,390 | ||||
* | Lumentum Holdings Inc. | 1,642,903 | 112,654 | |||
Juniper Networks Inc. | 4,095,482 | 106,974 | ||||
* | Calix Inc. | 1,491,018 | 91,161 | |||
* | Viavi Solutions Inc. | 5,744,762 | 74,969 | |||
* | Viasat Inc. | 1,918,464 | 57,995 | |||
Cogent Communications Holdings Inc. | 1,097,320 | 57,236 | ||||
* | CommScope Holding Co. Inc. | 5,018,846 | 46,224 | |||
Telephone & Data Systems Inc. | 2,569,856 | 35,721 | ||||
ADTRAN Holdings Inc. | 1,671,584 | 32,730 | ||||
* | Altice USA Inc. Class A | 5,491,037 | 32,013 | |||
InterDigital Inc. | 753,060 | 30,439 | ||||
*,1 | Globalstar Inc. | 18,276,332 | 29,059 | |||
* | Infinera Corp. | 4,690,772 | 22,703 | |||
Shenandoah Telecommunications Co. | 1,209,427 | 20,584 | ||||
* | WideOpenWest Inc. | 1,333,830 | 16,366 | |||
*,1 | fuboTV Inc. | 4,237,721 | 15,044 | |||
* | EchoStar Corp. Class A | 855,755 | 14,094 | |||
* | NETGEAR Inc. | 691,758 | 13,863 | |||
ATN International Inc. | 280,639 | 10,824 | ||||
* | United States Cellular Corp. | 398,691 | 10,378 | |||
* | 8x8 Inc. | 2,899,144 | 10,002 | |||
* | Gogo Inc. | 815,890 | 9,889 | |||
1,406,456 | ||||||
Utilities (3.7%) | ||||||
Atmos Energy Corp. | 3,551,849 | 361,756 | ||||
Essential Utilities Inc. | 5,990,959 | 247,906 | ||||
NRG Energy Inc. | 5,970,177 | 228,479 |
Shares | Market Value ($000) | |||||
OGE Energy Corp. | 5,082,617 | 185,312 | ||||
Pinnacle West Capital Corp. | 2,870,059 | 185,148 | ||||
UGI Corp. | 5,316,507 | 171,883 | ||||
* | Clean Harbors Inc. | 1,304,991 | 143,523 | |||
National Fuel Gas Co. | 2,322,607 | 142,956 | ||||
* | Sunrun Inc. | 5,115,690 | 141,142 | |||
IDACORP Inc. | 1,283,604 | 127,090 | ||||
Southwest Gas Holdings Inc. | 1,612,312 | 112,459 | ||||
Black Hills Corp. | 1,652,338 | 111,913 | ||||
South Jersey Industries Inc. | 3,109,192 | 103,909 | ||||
* | Evoqua Water Technologies Corp. | 3,084,624 | 102,009 | |||
PNM Resources Inc. | 2,179,249 | 99,657 | ||||
* | Stericycle Inc. | 2,340,547 | 98,560 | |||
Portland General Electric Co. | 2,265,717 | 98,468 | ||||
* | Casella Waste Systems Inc. Class A | 1,287,113 | 98,323 | |||
ONE Gas Inc. | 1,374,918 | 96,780 | ||||
New Jersey Resources Corp. | 2,443,743 | 94,573 | ||||
Ormat Technologies Inc. | 1,064,908 | 91,795 | ||||
Hawaiian Electric Industries Inc. | 2,640,324 | 91,514 | ||||
Spire Inc. | 1,265,919 | 78,905 | ||||
American States Water Co. | 938,548 | 73,160 | ||||
California Water Service Group | 1,379,640 | 72,693 | ||||
ALLETE Inc. | 1,449,585 | 72,552 | ||||
NorthWestern Corp. | 1,425,748 | 70,261 | ||||
Avista Corp. | 1,853,857 | 68,685 | ||||
Clearway Energy Inc. Class C | 2,087,007 | 66,471 | ||||
MGE Energy Inc. | 918,260 | 60,265 | ||||
* | Sunnova Energy International Inc. | 2,474,507 | 54,637 | |||
Northwest Natural Holding Co. | 869,692 | 37,727 | ||||
* | Archaea Energy Inc. Class A | 2,051,202 | 36,942 | |||
Clearway Energy Inc. Class A | 878,243 | 25,557 | ||||
Excelerate Energy Inc. Class A | 518,693 | 12,137 | ||||
* | Harsco Corp. | 2,020,597 | 7,557 | |||
*,1 | NuScale Power Corp. | 375,813 | 4,389 | |||
3,877,093 | ||||||
Total Common Stocks (Cost $96,263,770) | 103,436,055 | |||||
Coupon | ||||||
Temporary Cash Investments (2.4%) | ||||||
Money Market Fund (2.4%) | ||||||
3,4 | Vanguard Market Liquidity Fund (Cost $2,475,364) | 2.828% | 24,764,212 | 2,475,678 | ||
Total Investments (101.6%) (Cost $98,739,134) | 105,911,733 | |||||
Other Assets and Liabilities—Net (-1.6%) | (1,695,003) | |||||
Net Assets (100%) | 104,216,730 |
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 $1,681,634,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
4 | Collateral of $1,837,205,000 was received for securities on loan. |
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 2022 | 4,502 | 375,872 | (38,997) |
E-mini S&P 500 Index | December 2022 | 160 | 28,812 | (4,000) |
E-mini S&P Mid-Cap 400 Index | December 2022 | 1,704 | 376,277 | (41,790) |
(84,787) |
Over-the-Counter Total Return Swaps | ||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid)1 (%) | Value and Unrealized Appreciation ($000) | Value and Unrealized (Depreciation) ($000) |
ACI Worldwide Inc. | 8/31/23 | BANA | 1,304 | (2.981) | — | (157) |
ACI Worldwide Inc. | 8/31/23 | BANA | 1,256 | (2.981) | — | (151) |
Avalara Inc. | 8/31/23 | BANA | 8,243 | (2.581) | 2 | — |
DXC Technology Co. | 8/31/23 | BANA | 3,717 | (2.981) | — | (54) |
Ollie's Bargain Outlet Holdings Inc. | 1/31/23 | GSI | 17,151 | (2.998) | — | (1,686) |
2 | (2,048) |
1 | Based on USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. |
BANA—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 valuation designee to represent fair value and subject to oversight by the board of trustees.
Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any 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, 2022, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 103,435,624 | — | 431 | 103,436,055 |
Temporary Cash Investments | 2,475,678 | — | — | 2,475,678 |
Total | 105,911,302 | — | 431 | 105,911,733 |
Derivative Financial Instruments | ||||
Assets | ||||
Swap Contracts | — | 2 | — | 2 |
Liabilities | ||||
Futures Contracts1 | 84,787 | — | — | 84,787 |
Swap Contracts | — | 2,048 | — | 2,048 |
Total | 84,787 | 2,048 | — | 86,835 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |