UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-06093
Name of Registrant: | Vanguard Institutional Index Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2022—June 30, 2022
Item 1: Reports to Shareholders
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 22 |
Liquidity Risk Management | 24 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Institutional Index Fund | |||
Institutional Shares | $1,000.00 | $800.30 | $0.16 |
Institutional Plus Shares | 1,000.00 | 800.30 | 0.09 |
Based on Hypothetical 5% Yearly Return | |||
Institutional Index Fund | |||
Institutional Shares | $1,000.00 | $1,024.62 | $0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.70 | 0.10 |
Communication Services | 8.9% |
Consumer Discretionary | 10.5 |
Consumer Staples | 7.0 |
Energy | 4.4 |
Financials | 10.8 |
Health Care | 15.2 |
Industrials | 7.8 |
Information Technology | 26.8 |
Materials | 2.6 |
Real Estate | 2.9 |
Utilities | 3.1 |
Shares | Market Value• ($000) | ||
Common Stocks (99.6%) | |||
Communication Services (8.8%) | |||
* | Alphabet Inc. Class A | 2,223,564 | 4,845,724 |
* | Alphabet Inc. Class C | 2,040,160 | 4,462,748 |
* | Meta Platforms Inc. Class A | 16,961,615 | 2,735,060 |
Verizon Communications Inc. | 31,058,556 | 1,576,222 | |
Comcast Corp. Class A | 33,064,214 | 1,297,440 | |
* | Walt Disney Co. | 13,471,554 | 1,271,715 |
AT&T Inc. | 52,945,140 | 1,109,730 | |
* | T-Mobile US Inc. | 4,357,339 | 586,236 |
* | Netflix Inc. | 3,285,847 | 574,596 |
Activision Blizzard Inc. | 5,782,222 | 450,204 | |
* | Charter Communications Inc. Class A | 856,625 | 401,355 |
Electronic Arts Inc. | 2,079,714 | 252,997 | |
* | Warner Bros Discovery Inc. | 16,334,802 | 219,213 |
* | Twitter Inc. | 5,641,323 | 210,929 |
* | Match Group Inc. | 2,110,065 | 147,050 |
* | Take-Two Interactive Software Inc. | 1,168,476 | 143,173 |
Paramount Global Inc. Class B | 4,503,168 | 111,138 | |
Omnicom Group Inc. | 1,521,925 | 96,810 | |
* | Live Nation Entertainment Inc. | 1,012,487 | 83,611 |
Interpublic Group of Cos. Inc. | 2,908,226 | 80,063 | |
Lumen Technologies Inc. | 6,873,027 | 74,985 | |
Fox Corp. Class A | 2,274,014 | 73,132 | |
News Corp. Class A | 3,738,936 | 58,253 | |
* | DISH Network Corp. Class A | 1,849,726 | 33,166 |
Fox Corp. Class B | 1,106,095 | 32,851 | |
20,928,401 | |||
Consumer Discretionary (10.5%) | |||
* | Amazon.com Inc. | 64,709,831 | 6,872,831 |
* | Tesla Inc. | 6,206,049 | 4,179,277 |
Home Depot Inc. | 7,642,122 | 2,096,005 | |
McDonald's Corp. | 5,469,248 | 1,350,248 | |
NIKE Inc. Class B | 9,383,306 | 958,974 | |
Lowe's Cos. Inc. | 4,889,248 | 854,005 | |
Starbucks Corp. | 8,481,931 | 647,935 |
Shares | Market Value• ($000) | ||
* | Booking Holdings Inc. | 300,472 | 525,522 |
TJX Cos. Inc. | 8,685,535 | 485,087 | |
Target Corp. | 3,419,811 | 482,980 | |
Dollar General Corp. | 1,691,891 | 415,258 | |
* | General Motors Co. | 10,783,518 | 342,484 |
Ford Motor Co. | 29,205,413 | 325,056 | |
* | AutoZone Inc. | 146,756 | 315,396 |
* | O'Reilly Automotive Inc. | 486,050 | 307,067 |
Marriott International Inc. Class A | 2,033,313 | 276,551 | |
* | Chipotle Mexican Grill Inc. Class A | 206,768 | 270,299 |
* | Dollar Tree Inc. | 1,664,722 | 259,447 |
Yum! Brands Inc. | 2,108,983 | 239,391 | |
Hilton Worldwide Holdings Inc. | 2,058,485 | 229,398 | |
Ross Stores Inc. | 2,597,559 | 182,427 | |
* | Aptiv plc | 2,003,868 | 178,484 |
eBay Inc. | 4,139,960 | 172,512 | |
Tractor Supply Co. | 827,312 | 160,374 | |
DR Horton Inc. | 2,368,406 | 156,765 | |
* | Ulta Beauty Inc. | 386,012 | 148,800 |
Genuine Parts Co. | 1,046,627 | 139,201 | |
Lennar Corp. Class A | 1,876,326 | 132,412 | |
Garmin Ltd. | 1,129,045 | 110,929 | |
* | CarMax Inc. | 1,187,237 | 107,421 |
* | Expedia Group Inc. | 1,121,011 | 106,305 |
VF Corp. | 2,385,955 | 105,388 | |
Darden Restaurants Inc. | 922,453 | 104,348 | |
Pool Corp. | 296,824 | 104,253 | |
Domino's Pizza Inc. | 266,653 | 103,917 | |
Best Buy Co. Inc. | 1,498,221 | 97,669 | |
LKQ Corp. | 1,925,949 | 94,545 | |
* | NVR Inc. | 22,870 | 91,575 |
* | Las Vegas Sands Corp. | 2,547,009 | 85,554 |
Hasbro Inc. | 968,980 | 79,340 | |
Advance Auto Parts Inc. | 451,665 | 78,179 | |
MGM Resorts International | 2,611,524 | 75,604 | |
PulteGroup Inc. | 1,755,883 | 69,586 | |
* | Etsy Inc. | 939,051 | 68,748 |
Whirlpool Corp. | 415,112 | 64,288 | |
* | Caesars Entertainment Inc. | 1,582,368 | 60,605 |
BorgWarner Inc. (XNYS) | 1,767,664 | 58,987 |
Shares | Market Value• ($000) | ||
* | Royal Caribbean Cruises Ltd. | 1,662,298 | 58,031 |
Tapestry Inc. | 1,857,885 | 56,703 | |
* | Carnival Corp. | 5,990,105 | 51,814 |
Newell Brands Inc. | 2,714,956 | 51,693 | |
Bath & Body Works Inc. | 1,769,600 | 47,638 | |
* | Mohawk Industries Inc. | 379,499 | 47,092 |
* | Wynn Resorts Ltd. | 780,260 | 44,459 |
* | Penn National Gaming Inc. | 1,211,889 | 36,866 |
*,1 | Norwegian Cruise Line Holdings Ltd. | 3,101,955 | 34,494 |
Ralph Lauren Corp. Class A | 343,106 | 30,759 | |
PVH Corp. | 500,777 | 28,494 | |
Lennar Corp. Class B | 46,938 | 2,756 | |
24,862,226 | |||
Consumer Staples (7.0%) | |||
Procter & Gamble Co. | 17,743,931 | 2,551,400 | |
Coca-Cola Co. | 28,852,851 | 1,815,133 | |
PepsiCo Inc. | 10,225,333 | 1,704,154 | |
Costco Wholesale Corp. | 3,277,854 | 1,571,010 | |
Walmart Inc. | 10,382,357 | 1,262,287 | |
Philip Morris International Inc. | 11,463,736 | 1,131,929 | |
Mondelez International Inc. Class A | 10,234,646 | 635,469 | |
Altria Group Inc. | 13,389,951 | 559,298 | |
Colgate-Palmolive Co. | 6,197,856 | 496,696 | |
Estee Lauder Cos. Inc. Class A | 1,714,351 | 436,594 | |
Kimberly-Clark Corp. | 2,492,219 | 336,823 | |
General Mills Inc. | 4,453,534 | 336,019 | |
Archer-Daniels-Midland Co. | 4,161,421 | 322,926 | |
Sysco Corp. | 3,767,865 | 319,176 | |
Constellation Brands Inc. Class A | 1,203,683 | 280,530 | |
* | Monster Beverage Corp. | 2,781,297 | 257,826 |
Hershey Co. | 1,079,689 | 232,306 | |
Kroger Co. | 4,851,634 | 229,628 | |
Walgreens Boots Alliance Inc. | 5,302,069 | 200,949 | |
Kraft Heinz Co. | 5,250,235 | 200,244 | |
Keurig Dr Pepper Inc. | 5,455,321 | 193,064 | |
Tyson Foods Inc. Class A | 2,156,133 | 185,557 | |
Church & Dwight Co. Inc. | 1,794,374 | 166,267 | |
McCormick & Co. Inc. | 1,849,721 | 153,989 | |
Kellogg Co. | 1,872,129 | 133,558 | |
Conagra Brands Inc. | 3,551,930 | 121,618 | |
J M Smucker Co. | 802,124 | 102,680 | |
Hormel Foods Corp. | 2,095,887 | 99,261 | |
Brown-Forman Corp. Class B | 1,352,342 | 94,880 | |
Clorox Co. | 659,655 | 92,998 | |
Lamb Weston Holdings Inc. | 1,069,146 | 76,401 | |
Molson Coors Beverage Co. Class B | 1,393,043 | 75,935 |
Shares | Market Value• ($000) | ||
Campbell Soup Co. | 1,496,855 | 71,924 | |
16,448,529 | |||
Energy (4.3%) | |||
Exxon Mobil Corp. | 31,153,418 | 2,667,979 | |
Chevron Corp. | 14,530,443 | 2,103,718 | |
ConocoPhillips | 9,565,379 | 859,067 | |
EOG Resources Inc. | 4,331,491 | 478,370 | |
Occidental Petroleum Corp. | 6,584,308 | 387,684 | |
Schlumberger NV | 10,452,707 | 373,789 | |
Pioneer Natural Resources Co. | 1,664,184 | 371,246 | |
Marathon Petroleum Corp. | 4,000,858 | 328,911 | |
Valero Energy Corp. | 3,018,042 | 320,757 | |
Phillips 66 | 3,557,971 | 291,718 | |
Williams Cos. Inc. | 9,007,777 | 281,133 | |
Devon Energy Corp. | 4,539,439 | 250,168 | |
Kinder Morgan Inc. | 14,422,139 | 241,715 | |
Hess Corp. | 2,048,705 | 217,040 | |
Halliburton Co. | 6,669,768 | 209,164 | |
Baker Hughes Co. Class A | 6,916,973 | 199,693 | |
ONEOK Inc. | 3,303,242 | 183,330 | |
Coterra Energy Inc. | 5,957,212 | 153,636 | |
Diamondback Energy Inc. | 1,233,243 | 149,407 | |
Marathon Oil Corp. | 5,238,408 | 117,759 | |
APA Corp. | 2,501,211 | 87,292 | |
10,273,576 | |||
Financials (10.8%) | |||
* | Berkshire Hathaway Inc. Class B | 13,379,450 | 3,652,857 |
JPMorgan Chase & Co. | 21,720,525 | 2,445,948 | |
Bank of America Corp. | 52,433,310 | 1,632,249 | |
Wells Fargo & Co. | 28,030,873 | 1,097,969 | |
S&P Global Inc. | 2,566,960 | 865,220 | |
Morgan Stanley | 10,349,212 | 787,161 | |
Goldman Sachs Group Inc. | 2,464,956 | 732,141 | |
Charles Schwab Corp. | 11,153,362 | 704,669 | |
Citigroup Inc. | 14,361,326 | 660,477 | |
BlackRock Inc. | 1,053,254 | 641,474 | |
American Express Co. | 4,510,998 | 625,315 | |
Chubb Ltd. | 3,133,555 | 615,994 | |
Marsh & McLennan Cos. Inc. | 3,712,004 | 576,289 | |
CME Group Inc. | 2,657,951 | 544,083 | |
Progressive Corp. | 4,325,411 | 502,916 | |
PNC Financial Services Group Inc. | 3,058,617 | 482,558 | |
Truist Financial Corp. | 9,846,619 | 467,025 | |
US Bancorp | 9,998,598 | 460,135 | |
Aon plc Class A (XNYS) | 1,570,660 | 423,576 | |
Intercontinental Exchange Inc. | 4,128,545 | 388,248 | |
Moody's Corp. | 1,187,154 | 322,870 | |
MetLife Inc. | 5,112,563 | 321,018 | |
Capital One Financial Corp. | 2,906,725 | 302,852 | |
Travelers Cos. Inc. | 1,774,659 | 300,148 | |
American International Group Inc. | 5,858,964 | 299,569 | |
Prudential Financial Inc. | 2,773,817 | 265,399 |
Shares | Market Value• ($000) | ||
Allstate Corp. | 2,033,689 | 257,729 | |
Arthur J Gallagher & Co. | 1,553,748 | 253,323 | |
MSCI Inc. Class A | 599,967 | 247,276 | |
Aflac Inc. | 4,383,215 | 242,523 | |
Bank of New York Mellon Corp. | 5,496,143 | 229,244 | |
M&T Bank Corp. | 1,326,825 | 211,483 | |
Discover Financial Services | 2,077,803 | 196,519 | |
Ameriprise Financial Inc. | 812,841 | 193,196 | |
First Republic Bank | 1,327,338 | 191,402 | |
T Rowe Price Group Inc. | 1,681,065 | 190,986 | |
* | SVB Financial Group | 435,284 | 171,933 |
Fifth Third Bancorp | 5,072,820 | 170,447 | |
Willis Towers Watson plc | 824,294 | 162,707 | |
Hartford Financial Services Group Inc. | 2,431,115 | 159,068 | |
Northern Trust Corp. | 1,540,003 | 148,579 | |
Cincinnati Financial Corp. | 1,102,670 | 131,196 | |
Nasdaq Inc. | 853,288 | 130,161 | |
Citizens Financial Group Inc. | 3,631,140 | 129,595 | |
Regions Financial Corp. | 6,902,758 | 129,427 | |
Raymond James Financial Inc. | 1,437,235 | 128,503 | |
Huntington Bancshares Inc. | 10,653,664 | 128,164 | |
State Street Corp. | 2,008,825 | 123,844 | |
KeyCorp. | 6,901,892 | 118,920 | |
Principal Financial Group Inc. | 1,738,463 | 116,112 | |
FactSet Research Systems Inc. | 280,310 | 107,799 | |
W R Berkley Corp. | 1,550,104 | 105,810 | |
Synchrony Financial | 3,710,736 | 102,491 | |
Brown & Brown Inc. | 1,730,285 | 100,945 | |
Cboe Global Markets Inc. | 784,170 | 88,760 | |
Loews Corp. | 1,439,748 | 85,319 | |
Signature Bank | 465,232 | 83,374 | |
Everest Re Group Ltd. | 291,660 | 81,746 | |
MarketAxess Holdings Inc. | 278,542 | 71,310 | |
Comerica Inc. | 968,216 | 71,048 | |
Assurant Inc. | 399,384 | 69,034 | |
Globe Life Inc. | 669,898 | 65,295 | |
Zions Bancorp NA | 1,116,732 | 56,842 | |
Lincoln National Corp. | 1,192,998 | 55,796 | |
Franklin Resources Inc. | 2,076,680 | 48,407 | |
Invesco Ltd. | 2,497,227 | 40,280 | |
25,514,753 | |||
Health Care (15.1%) | |||
UnitedHealth Group Inc. | 6,938,031 | 3,563,581 | |
Johnson & Johnson | 19,459,870 | 3,454,322 | |
Pfizer Inc. | 41,494,269 | 2,175,545 | |
AbbVie Inc. | 13,068,340 | 2,001,547 | |
Eli Lilly & Co. | 5,832,202 | 1,890,975 | |
Merck & Co. Inc. | 18,701,119 | 1,704,981 | |
Thermo Fisher Scientific Inc. | 2,895,014 | 1,572,803 |
Shares | Market Value• ($000) | ||
Abbott Laboratories | 12,949,007 | 1,406,910 | |
Danaher Corp. | 4,785,498 | 1,213,219 | |
Bristol-Myers Squibb Co. | 15,744,652 | 1,212,338 | |
Amgen Inc. | 3,950,544 | 961,167 | |
CVS Health Corp. | 9,697,350 | 898,556 | |
Medtronic plc | 9,921,285 | 890,435 | |
Elevance Health Inc. | 1,782,810 | 860,348 | |
Cigna Corp. | 2,346,231 | 618,279 | |
Zoetis Inc. | 3,480,341 | 598,236 | |
Gilead Sciences Inc. | 9,275,736 | 573,333 | |
* | Vertex Pharmaceuticals Inc. | 1,891,412 | 532,981 |
* | Intuitive Surgical Inc. | 2,654,769 | 532,839 |
Becton Dickinson and Co. | 2,108,194 | 519,733 | |
Stryker Corp. | 2,489,070 | 495,151 | |
* | Regeneron Pharmaceuticals Inc. | 798,862 | 472,231 |
Humana Inc. | 935,418 | 437,841 | |
* | Edwards Lifesciences Corp. | 4,598,334 | 437,256 |
* | Boston Scientific Corp. | 10,572,669 | 394,043 |
* | Centene Corp. | 4,325,390 | 365,971 |
* | Moderna Inc. | 2,559,243 | 365,588 |
McKesson Corp. | 1,075,017 | 350,681 | |
* | IQVIA Holdings Inc. | 1,399,917 | 303,768 |
HCA Healthcare Inc. | 1,682,530 | 282,766 | |
Agilent Technologies Inc. | 2,219,659 | 263,629 | |
Baxter International Inc. | 3,723,852 | 239,183 | |
ResMed Inc. | 1,081,917 | 226,802 | |
* | Biogen Inc. | 1,082,960 | 220,859 |
* | IDEXX Laboratories Inc. | 621,363 | 217,931 |
* | DexCom Inc. | 2,902,921 | 216,355 |
* | Illumina Inc. | 1,161,862 | 214,201 |
* | Mettler-Toledo International Inc. | 167,677 | 192,622 |
West Pharmaceutical Services Inc. | 547,906 | 165,670 | |
Zimmer Biomet Holdings Inc. | 1,549,306 | 162,770 | |
Laboratory Corp. of America Holdings | 685,224 | 160,589 | |
AmerisourceBergen Corp. Class A | 1,115,247 | 157,785 | |
STERIS plc | 740,460 | 152,646 | |
* | Waters Corp. | 445,148 | 147,335 |
* | Catalent Inc. | 1,326,785 | 142,351 |
1 | PerkinElmer Inc. | 932,031 | 132,553 |
* | Align Technology Inc. | 541,557 | 128,170 |
* | Hologic Inc. | 1,844,413 | 127,818 |
* | Molina Healthcare Inc. | 434,429 | 121,471 |
Quest Diagnostics Inc. | 868,609 | 115,508 | |
Cooper Cos. Inc. | 364,987 | 114,285 | |
* | Incyte Corp. | 1,394,367 | 105,930 |
Cardinal Health Inc. | 2,014,551 | 105,301 | |
Bio-Techne Corp. | 290,353 | 100,648 | |
Viatris Inc. | 8,965,234 | 93,866 | |
Teleflex Inc. | 347,345 | 85,395 | |
* | ABIOMED Inc. | 336,392 | 83,260 |
Shares | Market Value• ($000) | ||
* | Charles River Laboratories International Inc. | 375,494 | 80,344 |
* | Bio-Rad Laboratories Inc. Class A | 160,385 | 79,391 |
* | Henry Schein Inc. | 1,022,112 | 78,437 |
Organon & Co. | 1,880,114 | 63,454 | |
DENTSPLY SIRONA Inc. | 1,590,001 | 56,811 | |
Universal Health Services Inc. Class B | 495,271 | 49,879 | |
* | DaVita Inc. | 449,205 | 35,918 |
35,726,591 | |||
Industrials (7.8%) | |||
Raytheon Technologies Corp. | 10,998,975 | 1,057,112 | |
United Parcel Service Inc. Class B | 5,431,323 | 991,434 | |
Union Pacific Corp. | 4,644,491 | 990,577 | |
Honeywell International Inc. | 5,034,522 | 875,050 | |
Lockheed Martin Corp. | 1,751,499 | 753,075 | |
Caterpillar Inc. | 3,944,484 | 705,116 | |
Deere & Co. | 2,064,574 | 618,278 | |
* | Boeing Co. | 4,112,929 | 562,320 |
3M Co. | 4,208,948 | 544,680 | |
General Electric Co. | 8,140,241 | 518,289 | |
Northrop Grumman Corp. | 1,080,582 | 517,134 | |
CSX Corp. | 16,079,981 | 467,284 | |
Waste Management Inc. | 2,825,015 | 432,171 | |
Norfolk Southern Corp. | 1,762,622 | 400,626 | |
FedEx Corp. | 1,763,387 | 399,777 | |
Illinois Tool Works Inc. | 2,096,056 | 382,006 | |
General Dynamics Corp. | 1,704,605 | 377,144 | |
Eaton Corp. plc | 2,950,667 | 371,755 | |
Emerson Electric Co. | 4,392,776 | 349,401 | |
L3Harris Technologies Inc. | 1,426,458 | 344,775 | |
Johnson Controls International plc | 5,146,189 | 246,400 | |
Cintas Corp. | 643,270 | 240,281 | |
Parker-Hannifin Corp. | 949,477 | 233,619 | |
Trane Technologies plc | 1,730,106 | 224,689 | |
Carrier Global Corp. | 6,274,709 | 223,756 | |
Otis Worldwide Corp. | 3,126,844 | 220,974 | |
Fastenal Co. | 4,257,701 | 212,544 | |
PACCAR Inc. | 2,571,248 | 211,717 | |
* | TransDigm Group Inc. | 383,518 | 205,823 |
Verisk Analytics Inc. Class A | 1,167,922 | 202,156 | |
Cummins Inc. | 1,043,573 | 201,963 | |
Republic Services Inc. Class A | 1,541,927 | 201,792 | |
AMETEK Inc. | 1,707,648 | 187,653 | |
Old Dominion Freight Line Inc. | 678,904 | 173,990 | |
* | Copart Inc. | 1,580,242 | 171,709 |
Rockwell Automation Inc. | 859,643 | 171,335 | |
Equifax Inc. | 904,307 | 165,289 | |
* | Southwest Airlines Co. | 4,381,630 | 158,264 |
Shares | Market Value• ($000) | ||
WW Grainger Inc. | 317,128 | 144,113 | |
Fortive Corp. | 2,648,697 | 144,036 | |
* | Delta Air Lines Inc. | 4,742,661 | 137,395 |
Quanta Services Inc. | 1,063,879 | 133,347 | |
Dover Corp. | 1,067,255 | 129,479 | |
* | United Rentals Inc. | 530,123 | 128,772 |
Ingersoll Rand Inc. | 3,001,521 | 126,304 | |
Expeditors International of Washington Inc. | 1,241,750 | 121,021 | |
Jacobs Engineering Group Inc. | 950,793 | 120,874 | |
Stanley Black & Decker Inc. | 1,117,358 | 117,166 | |
Westinghouse Air Brake Technologies Corp. | 1,351,660 | 110,944 | |
Xylem Inc. | 1,330,948 | 104,054 | |
IDEX Corp. | 562,566 | 102,179 | |
Leidos Holdings Inc. | 1,010,783 | 101,796 | |
* | Generac Holdings Inc. | 472,078 | 99,410 |
JB Hunt Transport Services Inc. | 619,797 | 97,599 | |
Textron Inc. | 1,591,001 | 97,162 | |
CH Robinson Worldwide Inc. | 941,139 | 95,403 | |
Masco Corp. | 1,744,850 | 88,289 | |
Howmet Aerospace Inc. | 2,779,994 | 87,431 | |
* | United Airlines Holdings Inc. | 2,413,643 | 85,491 |
Nordson Corp. | 397,725 | 80,515 | |
Snap-on Inc. | 394,135 | 77,656 | |
Huntington Ingalls Industries Inc. | 296,144 | 64,506 | |
Allegion plc | 648,592 | 63,497 | |
Nielsen Holdings plc | 2,657,098 | 61,698 | |
Robert Half International Inc. | 815,909 | 61,103 | |
* | American Airlines Group Inc. | 4,802,644 | 60,898 |
Rollins Inc. | 1,679,407 | 58,645 | |
Fortune Brands Home & Security Inc. | 965,615 | 57,821 | |
Pentair plc | 1,222,864 | 55,971 | |
A O Smith Corp. | 959,543 | 52,468 | |
* | Alaska Air Group Inc. | 933,397 | 37,383 |
18,416,384 | |||
Information Technology (26.7%) | |||
Apple Inc. | 113,711,109 | 15,546,583 | |
Microsoft Corp. | 55,310,329 | 14,205,352 | |
NVIDIA Corp. | 18,518,120 | 2,807,162 | |
Visa Inc. Class A | 12,170,649 | 2,396,279 | |
Mastercard Inc. Class A | 6,350,998 | 2,003,613 | |
Broadcom Inc. | 3,019,349 | 1,466,830 | |
Cisco Systems Inc. | 30,721,713 | 1,309,974 | |
Accenture plc Class A | 4,684,125 | 1,300,547 | |
* | Adobe Inc. | 3,494,366 | 1,279,148 |
* | Salesforce Inc. | 7,347,557 | 1,212,641 |
Intel Corp. | 30,239,181 | 1,131,248 | |
QUALCOMM Inc. | 8,282,772 | 1,058,041 | |
Texas Instruments Inc. | 6,819,307 | 1,047,786 | |
International Business Machines Corp. | 6,651,495 | 939,125 | |
* | Advanced Micro Devices Inc. | 11,984,282 | 916,438 |
Shares | Market Value• ($000) | ||
Oracle Corp. | 11,641,756 | 813,409 | |
Intuit Inc. | 2,091,500 | 806,148 | |
* | ServiceNow Inc. | 1,482,561 | 704,987 |
Automatic Data Processing Inc. | 3,089,236 | 648,863 | |
* | PayPal Holdings Inc. | 8,564,129 | 598,119 |
Applied Materials Inc. | 6,532,937 | 594,367 | |
Analog Devices Inc. | 3,869,909 | 565,355 | |
Micron Technology Inc. | 8,258,071 | 456,506 | |
Lam Research Corp. | 1,025,849 | 437,166 | |
Fidelity National Information Services Inc. | 4,516,881 | 414,062 | |
* | Fiserv Inc. | 4,302,142 | 382,762 |
KLA Corp. | 1,103,610 | 352,140 | |
* | Synopsys Inc. | 1,132,261 | 343,868 |
Roper Technologies Inc. | 783,260 | 309,114 | |
* | Cadence Design Systems Inc. | 2,039,398 | 305,971 |
NXP Semiconductors NV | 1,941,724 | 287,433 | |
Amphenol Corp. Class A | 4,413,551 | 284,144 | |
* | Fortinet Inc. | 4,926,782 | 278,757 |
* | Autodesk Inc. | 1,608,789 | 276,647 |
Paychex Inc. | 2,375,995 | 270,555 | |
TE Connectivity Ltd. | 2,382,430 | 269,572 | |
Cognizant Technology Solutions Corp. Class A | 3,854,001 | 260,107 | |
Motorola Solutions Inc. | 1,237,246 | 259,327 | |
HP Inc. | 7,789,979 | 255,355 | |
Microchip Technology Inc. | 4,111,516 | 238,797 | |
Global Payments Inc. | 2,082,071 | 230,360 | |
* | Enphase Energy Inc. | 998,545 | 194,956 |
* | Keysight Technologies Inc. | 1,345,565 | 185,486 |
Corning Inc. | 5,621,442 | 177,132 | |
* | ON Semiconductor Corp. | 3,212,341 | 161,613 |
CDW Corp. | 999,239 | 157,440 | |
* | Arista Networks Inc. | 1,662,926 | 155,883 |
* | ANSYS Inc. | 643,386 | 153,956 |
* | Gartner Inc. | 595,164 | 143,928 |
* | Teledyne Technologies Inc. | 346,777 | 130,079 |
Hewlett Packard Enterprise Co. | 9,604,011 | 127,349 | |
* | EPAM Systems Inc. | 423,036 | 124,703 |
Monolithic Power Systems Inc. | 324,500 | 124,621 | |
Broadridge Financial Solutions Inc. | 867,589 | 123,675 | |
* | FleetCor Technologies Inc. | 572,433 | 120,274 |
* | VeriSign Inc. | 705,389 | 118,033 |
* | Zebra Technologies Corp. Class A | 388,415 | 114,175 |
* | SolarEdge Technologies Inc. | 409,877 | 112,175 |
Skyworks Solutions Inc. | 1,190,924 | 110,327 | |
* | Akamai Technologies Inc. | 1,186,234 | 108,339 |
Shares | Market Value• ($000) | ||
* | Trimble Inc. | 1,852,211 | 107,854 |
NetApp Inc. | 1,646,920 | 107,445 | |
Teradyne Inc. | 1,184,667 | 106,087 | |
Seagate Technology Holdings plc | 1,462,529 | 104,483 | |
* | Western Digital Corp. | 2,316,222 | 103,836 |
* | Tyler Technologies Inc. | 306,723 | 101,979 |
* | Paycom Software Inc. | 356,531 | 99,871 |
Jack Henry & Associates Inc. | 539,191 | 97,065 | |
NortonLifeLock Inc. | 4,299,476 | 94,416 | |
Citrix Systems Inc. | 923,373 | 89,724 | |
* | PTC Inc. | 778,906 | 82,829 |
* | Qorvo Inc. | 802,636 | 75,705 |
* | F5 Inc. | 446,386 | 68,315 |
Juniper Networks Inc. | 2,393,715 | 68,221 | |
* | DXC Technology Co. | 1,810,224 | 54,868 |
* | Ceridian HCM Holding Inc. | 1,014,979 | 47,785 |
63,319,285 | |||
Materials (2.6%) | |||
Linde plc | 3,721,895 | 1,070,156 | |
Sherwin-Williams Co. | 1,769,908 | 396,300 | |
Air Products and Chemicals Inc. | 1,640,079 | 394,406 | |
Newmont Corp. | 5,869,222 | 350,216 | |
Freeport-McMoRan Inc. | 10,717,829 | 313,604 | |
Corteva Inc. | 5,351,970 | 289,756 | |
Ecolab Inc. | 1,837,912 | 282,597 | |
Dow Inc. | 5,384,626 | 277,901 | |
International Flavors & Fragrances Inc. | 1,884,665 | 224,501 | |
DuPont de Nemours Inc. | 3,760,876 | 209,030 | |
Nucor Corp. | 1,967,634 | 205,441 | |
PPG Industries Inc. | 1,746,823 | 199,732 | |
Albemarle Corp. | 866,095 | 180,997 | |
LyondellBasell Industries NV Class A | 1,913,919 | 167,391 | |
Ball Corp. | 2,364,268 | 162,591 | |
Vulcan Materials Co. | 981,855 | 139,522 | |
Martin Marietta Materials Inc. | 461,658 | 138,147 | |
Amcor plc | 11,103,186 | 138,013 | |
CF Industries Holdings Inc. | 1,544,452 | 132,406 | |
Mosaic Co. | 2,679,934 | 126,573 | |
International Paper Co. | 2,743,430 | 114,758 | |
FMC Corp. | 930,803 | 99,605 | |
Avery Dennison Corp. | 604,450 | 97,842 | |
Packaging Corp. of America | 693,042 | 95,293 | |
Celanese Corp. Class A | 801,333 | 94,245 | |
Eastman Chemical Co. | 951,503 | 85,416 | |
Westrock Co. | 1,883,943 | 75,056 | |
Sealed Air Corp. | 1,079,164 | 62,289 | |
6,123,784 | |||
Real Estate (2.9%) | |||
American Tower Corp. | 3,436,579 | 878,355 | |
Prologis Inc. | 5,474,658 | 644,094 | |
Crown Castle International Corp. | 3,202,442 | 539,227 |
Shares | Market Value• ($000) | ||
Equinix Inc. | 673,177 | 442,291 | |
Public Storage | 1,129,416 | 353,135 | |
Realty Income Corp. | 4,449,634 | 303,732 | |
Welltower Inc. | 3,357,330 | 276,476 | |
Digital Realty Trust Inc. | 2,105,371 | 273,340 | |
SBA Communications Corp. Class A | 797,497 | 255,239 | |
Simon Property Group Inc. | 2,428,433 | 230,507 | |
VICI Properties Inc. | 7,122,794 | 212,188 | |
AvalonBay Communities Inc. | 1,034,098 | 200,874 | |
Equity Residential | 2,530,615 | 182,761 | |
Weyerhaeuser Co. | 5,506,290 | 182,368 | |
* | CBRE Group Inc. Class A | 2,416,897 | 177,908 |
Extra Space Storage Inc. | 992,676 | 168,874 | |
Alexandria Real Estate Equities Inc. | 1,097,617 | 159,187 | |
Duke Realty Corp. | 2,841,504 | 156,141 | |
Ventas Inc. | 2,953,679 | 151,908 | |
Mid-America Apartment Communities Inc. | 852,843 | 148,966 | |
Essex Property Trust Inc. | 483,310 | 126,390 | |
Camden Property Trust | 787,679 | 105,927 | |
Iron Mountain Inc. | 2,149,512 | 104,660 | |
Healthpeak Properties Inc. | 3,993,216 | 103,464 | |
UDR Inc. | 2,215,419 | 101,998 | |
Boston Properties Inc. | 1,054,624 | 93,840 | |
Kimco Realty Corp. | 4,571,579 | 90,380 | |
Host Hotels & Resorts Inc. | 5,293,910 | 83,009 | |
Regency Centers Corp. | 1,145,550 | 67,943 | |
Federal Realty Investment Trust | 529,761 | 50,719 | |
Vornado Realty Trust | 1,176,121 | 33,625 | |
6,899,526 | |||
Utilities (3.1%) | |||
NextEra Energy Inc. | 14,528,305 | 1,125,363 | |
Duke Energy Corp. | 5,694,001 | 610,454 | |
Southern Co. | 7,858,005 | 560,354 | |
Dominion Energy Inc. | 6,000,251 | 478,880 | |
American Electric Power Co. Inc. | 3,798,191 | 364,398 | |
Sempra Energy (XNYS) | 2,324,676 | 349,329 | |
Exelon Corp. | 7,249,057 | 328,527 | |
Xcel Energy Inc. | 4,028,290 | 285,042 | |
Consolidated Edison Inc. | 2,620,388 | 249,199 |
Shares | Market Value• ($000) | ||
WEC Energy Group Inc. | 2,333,333 | 234,827 | |
Public Service Enterprise Group Inc. | 3,692,926 | 233,688 | |
Eversource Energy | 2,550,894 | 215,474 | |
American Water Works Co. Inc. | 1,344,040 | 199,953 | |
DTE Energy Co. | 1,432,933 | 181,624 | |
Edison International | 2,818,782 | 178,260 | |
Ameren Corp. | 1,909,485 | 172,541 | |
Entergy Corp. | 1,503,772 | 169,385 | |
FirstEnergy Corp. | 4,220,948 | 162,042 | |
PPL Corp. | 5,438,200 | 147,538 | |
CMS Energy Corp. | 2,143,868 | 144,711 | |
Constellation Energy Corp. | 2,413,661 | 138,206 | |
CenterPoint Energy Inc. | 4,651,085 | 137,579 | |
Atmos Energy Corp. | 1,028,339 | 115,277 | |
Evergy Inc. | 1,699,710 | 110,906 | |
Alliant Energy Corp. | 1,856,569 | 108,814 | |
AES Corp. | 4,938,586 | 103,760 | |
NiSource Inc. | 3,000,445 | 88,483 | |
NRG Energy Inc. | 1,753,151 | 66,918 | |
Pinnacle West Capital Corp. | 836,123 | 61,137 | |
7,322,669 | |||
Total Common Stocks (Cost $95,934,657) | 235,835,724 | ||
Temporary Cash Investments (0.2%) | |||
Money Market Fund (0.2%) | |||
2,3 | Vanguard Market Liquidity Fund, 1.417% (Cost $459,159) | 4,593,114 | 459,173 |
Total Investments (99.8%) (Cost $96,393,816) | 236,294,897 | ||
Other Assets and Liabilities—Net (0.2%) | 530,227 | ||
Net Assets (100%) | 236,825,124 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $6,440,000. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3 | Collateral of $6,925,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | September 2022 | 4,120 | 780,637 | (16,229) |
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) |
Clorox Co. | 1/31/23 | GSI | 30,782 | (0.820) | 4,453 | — |
Goldman Sachs Group Inc. | 8/31/23 | BANA | 22,277 | (1.420) | 122 | — |
State Street Corp. | 8/31/23 | BANA | 43,155 | (1.420) | 341 | — |
4,916 | — |
1 | Based on 1M USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. |
1M—1-month. | |
BANA—Bank of America, N.A. | |
GSI—Goldman Sachs International. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $95,934,657) | 235,835,724 |
Affiliated Issuers (Cost $459,159) | 459,173 |
Total Investments in Securities | 236,294,897 |
Investment in Vanguard | 9,384 |
Cash | 6,767 |
Cash Collateral Pledged—Futures Contracts | 42,440 |
Cash Collateral Pledged—Over-the-Counter Swap Contracts | 7,600 |
Receivables for Investment Securities Sold | 625,250 |
Receivables for Accrued Income | 187,865 |
Receivables for Capital Shares Issued | 188,436 |
Unrealized Appreciation—Over-the-Counter Swap Contracts | 4,916 |
Total Assets | 237,367,555 |
Liabilities | |
Payables for Investment Securities Purchased | 10,355 |
Collateral for Securities on Loan | 6,925 |
Payables for Capital Shares Redeemed | 516,162 |
Payables to Vanguard | 2,564 |
Variation Margin Payable—Futures Contracts | 6,425 |
Total Liabilities | 542,431 |
Net Assets | 236,825,124 |
1 Includes $6,440 of securities on loan. | |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 92,602,762 |
Total Distributable Earnings (Loss) | 144,222,362 |
Net Assets | 236,825,124 |
Institutional Shares—Net Assets | |
Applicable to 303,711,268 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 97,371,898 |
Net Asset Value Per Share—Institutional Shares | $320.61 |
Institutional Plus Shares—Net Assets | |
Applicable to 434,974,520 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 139,453,226 |
Net Asset Value Per Share—Institutional Plus Shares | $320.60 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 2,030,199 |
Interest2 | 1,607 |
Securities Lending—Net | 60 |
Total Income | 2,031,866 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,424 |
Management and Administrative—Institutional Shares | 17,071 |
Management and Administrative—Institutional Plus Shares | 11,688 |
Marketing and Distribution—Institutional Shares | 1,580 |
Marketing and Distribution—Institutional Plus Shares | 2,687 |
Custodian Fees | 508 |
Shareholders’ Reports—Institutional Shares | 156 |
Shareholders’ Reports—Institutional Plus Shares | 281 |
Trustees’ Fees and Expenses | 69 |
Other Expenses | 10 |
Total Expenses | 35,474 |
Net Investment Income | 1,996,392 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 4,582,947 |
Futures Contracts | (212,649) |
Swap Contracts | (33,819) |
Realized Net Gain (Loss) | 4,336,479 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (66,532,505) |
Futures Contracts | (39,125) |
Swap Contracts | 4,541 |
Change in Unrealized Appreciation (Depreciation) | (66,567,089) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (60,234,218) |
1 | Dividends are net of foreign withholding taxes of $503,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,607,000, ($131,000), and $16,000, respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $3,192,668,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 1,996,392 | 3,874,070 | |
Realized Net Gain (Loss) | 4,336,479 | 16,602,502 | |
Change in Unrealized Appreciation (Depreciation) | (66,567,089) | 50,863,901 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (60,234,218) | 71,340,473 | |
Distributions | |||
Institutional Shares | (1,430,382) | (6,220,924) | |
Institutional Plus Shares | (2,050,982) | (8,234,215) | |
Total Distributions | (3,481,364) | (14,455,139) | |
Capital Share Transactions | |||
Institutional Shares | (4,628,958) | (15,740,353) | |
Institutional Plus Shares | 313,925 | 2,524,999 | |
Net Increase (Decrease) from Capital Share Transactions | (4,315,033) | (13,215,354) | |
Total Increase (Decrease) | (68,030,615) | 43,669,980 | |
Net Assets | |||
Beginning of Period | 304,855,739 | 261,185,759 | |
End of Period | 236,825,124 | 304,855,739 |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $405.79 | $331.47 | $290.23 | $227.55 | $243.46 | $203.83 |
Investment Operations | ||||||
Net Investment Income1 | 2.655 | 5.048 | 5.261 | 5.203 | 5.059 | 4.379 |
Net Realized and Unrealized Gain (Loss) on Investments | (83.188) | 88.637 | 46.122 | 65.746 | (15.434) | 39.687 |
Total from Investment Operations | (80.533) | 93.685 | 51.383 | 70.949 | (10.375) | 44.066 |
Distributions | ||||||
Dividends from Net Investment Income | (2.599) | (5.199) | (5.273) | (5.550) | (4.837) | (4.436) |
Distributions from Realized Capital Gains | (2.048) | (14.166) | (4.870) | (2.719) | (.698) | — |
Total Distributions | (4.647) | (19.365) | (10.143) | (8.269) | (5.535) | (4.436) |
Net Asset Value, End of Period | $320.61 | $405.79 | $331.47 | $290.23 | $227.55 | $243.46 |
Total Return | -19.97% | 28.67% | 18.39% | 31.46% | -4.42% | 21.79% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $97,372 | $128,441 | $119,012 | $116,814 | $104,296 | $140,591 |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.035% | 0.035% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.48% | 1.35% | 1.83% | 1.98% | 2.03% | 1.96% |
Portfolio Turnover Rate2 | 2% | 3% | 4% | 4% | 6% | 5% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $405.80 | $331.48 | $290.25 | $227.57 | $243.48 | $203.84 |
Investment Operations | ||||||
Net Investment Income1 | 2.683 | 5.117 | 5.310 | 5.252 | 5.167 | 4.414 |
Net Realized and Unrealized Gain (Loss) on Investments | (83.210) | 88.627 | 46.108 | 65.739 | (15.503) | 39.705 |
Total from Investment Operations | (80.527) | 93.744 | 51.418 | 70.991 | (10.336) | 44.119 |
Distributions | ||||||
Dividends from Net Investment Income | (2.625) | (5.256) | (5.318) | (5.592) | (4.876) | (4.479) |
Distributions from Realized Capital Gains | (2.048) | (14.168) | (4.870) | (2.719) | (.698) | — |
Total Distributions | (4.673) | (19.424) | (10.188) | (8.311) | (5.574) | (4.479) |
Net Asset Value, End of Period | $320.60 | $405.80 | $331.48 | $290.25 | $227.57 | $243.48 |
Total Return | -19.97% | 28.69% | 18.41% | 31.48% | -4.41% | 21.82% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $139,453 | $176,415 | $142,174 | $125,359 | $95,707 | $91,567 |
Ratio of Total Expenses to Average Net Assets | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% |
Ratio of Net Investment Income to Average Net Assets | 1.49% | 1.37% | 1.84% | 1.99% | 2.05% | 1.98% |
Portfolio Turnover Rate2 | 2% | 3% | 4% | 4% | 6% | 5% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | 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 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 235,835,724 | — | — | 235,835,724 |
Temporary Cash Investments | 459,173 | — | — | 459,173 |
Total | 236,294,897 | — | — | 236,294,897 |
Derivative Financial Instruments | ||||
Assets | ||||
Swap Contracts | — | 4,916 | — | 4,916 |
Liabilities | ||||
Futures Contracts1 | 16,229 | — | — | 16,229 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | As of June 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 96,520,644 |
Gross Unrealized Appreciation | 146,069,006 |
Gross Unrealized Depreciation | (6,310,982) |
Net Unrealized Appreciation (Depreciation) | 139,758,024 |
E. | During the six months ended June 30, 2022, the fund purchased $4,348,438,000 of investment securities and sold $9,917,923,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $4,409,319,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
F. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued | 7,023,972 | 19,214 | 14,069,993 | 38,135 | |
Issued in Lieu of Cash Distributions | 1,320,482 | 3,648 | 5,724,040 | 14,937 | |
Redeemed | (12,973,412) | (35,675) | (35,534,386) | (95,588) | |
Net Increase (Decrease)—Institutional Shares | (4,628,958) | (12,813) | (15,740,353) | (42,516) | |
Institutional Plus Shares | |||||
Issued | 11,846,079 | 32,259 | 26,784,719 | 72,216 | |
Issued in Lieu of Cash Distributions | 1,968,513 | 5,448 | 7,927,526 | 20,596 | |
Redeemed | (13,500,667) | (37,464) | (32,187,246) | (86,981) | |
Net Increase (Decrease)—Institutional Plus Shares | 313,925 | 243 | 2,524,999 | 5,831 |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2022, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 53 |
Liquidity Risk Management | 55 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Institutional Total Stock Market Index Fund | |||
Institutional Shares | $1,000.00 | $786.40 | $0.13 |
Institutional Plus Shares | 1,000.00 | 786.30 | 0.09 |
Based on Hypothetical 5% Yearly Return | |||
Institutional Total Stock Market Index Fund | |||
Institutional Shares | $1,000.00 | $1,024.65 | $0.15 |
Institutional Plus Shares | 1,000.00 | 1,024.70 | 0.10 |
Basic Materials | 2.1% |
Consumer Discretionary | 13.8 |
Consumer Staples | 5.8 |
Energy | 4.5 |
Financials | 11.2 |
Health Care | 14.3 |
Industrials | 12.7 |
Real Estate | 3.8 |
Technology | 25.8 |
Telecommunications | 2.6 |
Utilities | 3.4 |
Other | 0.0 |
Shares | Market Value• ($000) | ||
Common Stocks (99.7%) | |||
Basic Materials (2.1%) | |||
Linde plc | 342,180 | 98,387 | |
Air Products and Chemicals Inc. | 151,167 | 36,353 | |
Newmont Corp. | 542,990 | 32,400 | |
Freeport-McMoRan Inc. | 989,371 | 28,949 | |
Ecolab Inc. | 175,776 | 27,027 | |
Dow Inc. | 495,173 | 25,556 | |
International Flavors & Fragrances Inc. | 174,041 | 20,732 | |
Fastenal Co. | 392,414 | 19,589 | |
Nucor Corp. | 181,593 | 18,960 | |
Albemarle Corp. | 80,122 | 16,744 | |
LyondellBasell Industries NV Class A | 178,848 | 15,642 | |
CF Industries Holdings Inc. | 142,302 | 12,200 | |
Mosaic Co. | 246,797 | 11,656 | |
International Paper Co. | 251,491 | 10,520 | |
FMC Corp. | 85,564 | 9,156 | |
Avery Dennison Corp. | 55,467 | 8,978 | |
Steel Dynamics Inc. | 122,882 | 8,129 | |
Celanese Corp. Class A | 66,928 | 7,871 | |
Eastman Chemical Co. | 87,391 | 7,845 | |
Reliance Steel & Aluminum Co. | 42,069 | 7,146 | |
Alcoa Corp. | 124,539 | 5,676 | |
* | Cleveland-Cliffs Inc. | 318,969 | 4,903 |
Royal Gold Inc. | 45,514 | 4,860 | |
Olin Corp. | 97,431 | 4,509 | |
* | RBC Bearings Inc. | 19,420 | 3,592 |
Valvoline Inc. | 122,109 | 3,520 | |
Ashland Global Holdings Inc. | 33,241 | 3,425 | |
Huntsman Corp. | 120,729 | 3,423 | |
Chemours Co. | 104,287 | 3,339 | |
Hexcel Corp. | 60,294 | 3,154 | |
* | Univar Solutions Inc. | 115,900 | 2,882 |
Element Solutions Inc. | 159,906 | 2,846 | |
US Steel Corp. | 158,131 | 2,832 | |
UFP Industries Inc. | 40,717 | 2,774 | |
Commercial Metals Co. | 82,442 | 2,729 | |
Balchem Corp. | 19,376 | 2,514 | |
Avient Corp. | 62,306 | 2,497 | |
* | Livent Corp. | 109,356 | 2,481 |
Cabot Corp. | 38,040 | 2,427 | |
Timken Co. | 45,707 | 2,425 |
Shares | Market Value• ($000) | ||
Sensient Technologies Corp. | 28,733 | 2,315 | |
* | MP Materials Corp. | 66,690 | 2,139 |
Westlake Corp. | 21,594 | 2,117 | |
Scotts Miracle-Gro Co. | 26,058 | 2,058 | |
* | Arconic Corp. | 70,702 | 1,983 |
Mueller Industries Inc. | 35,616 | 1,898 | |
* | Ingevity Corp. | 25,784 | 1,628 |
Innospec Inc. | 16,960 | 1,625 | |
Boise Cascade Co. | 27,225 | 1,620 | |
NewMarket Corp. | 5,367 | 1,615 | |
Stepan Co. | 14,081 | 1,427 | |
Minerals Technologies Inc. | 23,029 | 1,413 | |
Hecla Mining Co. | 359,213 | 1,408 | |
Quaker Chemical Corp. | 8,877 | 1,327 | |
Tronox Holdings plc Class A | 76,781 | 1,290 | |
* | GCP Applied Technologies Inc. | 37,709 | 1,180 |
Materion Corp. | 14,102 | 1,040 | |
GrafTech International Ltd. | 132,726 | 938 | |
Carpenter Technology Corp. | 33,030 | 922 | |
Worthington Industries Inc. | 20,445 | 902 | |
Compass Minerals International Inc. | 23,780 | 842 | |
Kaiser Aluminum Corp. | 10,493 | 830 | |
Sylvamo Corp. | 22,500 | 735 | |
AdvanSix Inc. | 18,353 | 614 | |
* | Uranium Energy Corp. | 187,149 | 576 |
* | TimkenSteel Corp. | 30,719 | 575 |
* | US Silica Holdings Inc. | 49,987 | 571 |
Schnitzer Steel Industries Inc. Class A | 16,026 | 526 | |
Schweitzer-Mauduit International Inc. | 20,169 | 507 | |
Hawkins Inc. | 13,737 | 495 | |
* | Coeur Mining Inc. | 162,305 | 493 |
*,1 | Energy Fuels Inc. | 100,076 | 491 |
* | Origin Materials Inc. | 85,642 | 438 |
* | Resolute Forest Products Inc. | 33,530 | 428 |
Ecovyst Inc. | 42,513 | 419 | |
Neenah Inc. | 12,190 | 416 | |
* | Clearwater Paper Corp. | 12,345 | 415 |
Shares | Market Value• ($000) | ||
American Vanguard Corp. | 18,390 | 411 | |
* | Piedmont Lithium Inc. ADR | 10,874 | 396 |
Ryerson Holding Corp. | 15,025 | 320 | |
Koppers Holdings Inc. | 13,873 | 314 | |
* | LSB Industries Inc. | 21,918 | 304 |
1 | 5e Advanced Materials Inc. | 21,729 | 265 |
* | Century Aluminum Co. | 35,645 | 263 |
Haynes International Inc. | 8,020 | 263 | |
* | Intrepid Potash Inc. | 5,697 | 258 |
Omega Flex Inc. | 2,211 | 238 | |
*,1 | Amyris Inc. | 120,814 | 223 |
Tredegar Corp. | 22,022 | 220 | |
* | Northwest Pipe Co. | 7,200 | 216 |
Glatfelter Corp. | 29,576 | 203 | |
* | Alto Ingredients Inc. | 44,278 | 164 |
Olympic Steel Inc. | 5,760 | 148 | |
FutureFuel Corp. | 19,183 | 140 | |
* | Ur-Energy Inc. | 127,999 | 136 |
* | Unifi Inc. | 8,861 | 125 |
* | Hycroft Mining Holding Corp. | 110,726 | 123 |
* | Rayonier Advanced Materials Inc. | 44,937 | 118 |
* | Synalloy Corp. | 8,416 | 118 |
1 | Dakota Gold Corp. | 34,870 | 117 |
* | Gatos Silver Inc. | 31,927 | 92 |
Eastern Co. | 4,309 | 88 | |
Gold Resource Corp. | 50,034 | 82 | |
Northern Technologies International Corp. | 8,108 | 76 | |
* | Marrone Bio Innovations Inc. | 63,675 | 74 |
* | NN Inc. | 25,826 | 65 |
* | Perma-Pipe International Holdings Inc. | 5,795 | 52 |
* | Ampco-Pittsburgh Corp. | 12,799 | 49 |
* | Universal Stainless & Alloy Products Inc. | 6,638 | 49 |
* | Golden Minerals Co. | 132,802 | 47 |
Culp Inc. | 10,134 | 44 | |
* | Zymergen Inc. | 31,090 | 38 |
* | US Gold Corp. | 8,013 | 33 |
United-Guardian Inc. | 2,129 | 32 | |
* | CPS Technologies Corp. | 9,761 | 30 |
* | Comstock Inc. | 30,836 | 19 |
* | Hycroft Mining Holding Corp.Warrants Exp. 10/6/25 | 20,000 | 6 |
536,823 | |||
Consumer Discretionary (13.7%) | |||
* | Amazon.com Inc. | 5,898,583 | 626,488 |
* | Tesla Inc. | 600,704 | 404,526 |
Home Depot Inc. | 700,597 | 192,153 | |
Costco Wholesale Corp. | 302,218 | 144,847 | |
McDonald's Corp. | 503,749 | 124,366 | |
* | Walt Disney Co. | 1,242,897 | 117,329 |
Walmart Inc. | 937,639 | 113,998 | |
NIKE Inc. Class B | 864,563 | 88,358 | |
Lowe's Cos. Inc. | 444,507 | 77,642 | |
Starbucks Corp. | 782,447 | 59,771 |
Shares | Market Value• ($000) | ||
* | Netflix Inc. | 303,566 | 53,085 |
* | Booking Holdings Inc. | 27,719 | 48,480 |
Target Corp. | 316,198 | 44,657 | |
TJX Cos. Inc. | 760,982 | 42,501 | |
Dollar General Corp. | 156,044 | 38,299 | |
Activision Blizzard Inc. | 478,348 | 37,244 | |
Estee Lauder Cos. Inc. Class A | 142,910 | 36,395 | |
Ford Motor Co. | 2,698,800 | 30,038 | |
* | AutoZone Inc. | 13,549 | 29,118 |
* | General Motors Co. | 896,836 | 28,483 |
* | O'Reilly Automotive Inc. | 44,883 | 28,355 |
Marriott International Inc. Class A | 201,189 | 27,364 | |
* | Uber Technologies Inc. | 1,211,324 | 24,784 |
* | Chipotle Mexican Grill Inc. Class A | 18,145 | 23,720 |
Electronic Arts Inc. | 190,841 | 23,216 | |
* | Dollar Tree Inc. | 146,145 | 22,777 |
Yum! Brands Inc. | 195,072 | 22,143 | |
* | Lululemon Athletica Inc. | 79,690 | 21,724 |
Hilton Worldwide Holdings Inc. | 191,709 | 21,364 | |
* | Airbnb Inc. Class A | 235,672 | 20,994 |
* | Warner Bros Discovery Inc. | 1,500,581 | 20,138 |
Ross Stores Inc. | 241,120 | 16,934 | |
* | Aptiv plc | 186,521 | 16,613 |
eBay Inc. | 385,128 | 16,048 | |
* | Copart Inc. | 147,017 | 15,975 |
Tractor Supply Co. | 76,648 | 14,858 | |
* | Southwest Airlines Co. | 408,181 | 14,743 |
DR Horton Inc. | 218,027 | 14,431 | |
* | Ulta Beauty Inc. | 35,694 | 13,759 |
* | Take-Two Interactive Software Inc. | 110,551 | 13,546 |
Genuine Parts Co. | 96,618 | 12,850 | |
* | Trade Desk Inc. Class A | 303,337 | 12,707 |
* | Delta Air Lines Inc. | 437,053 | 12,661 |
Lennar Corp. Class A | 169,414 | 11,956 | |
VF Corp. | 239,686 | 10,587 | |
Garmin Ltd. | 105,673 | 10,382 | |
* | CarMax Inc. | 109,341 | 9,893 |
* | Expedia Group Inc. | 104,289 | 9,890 |
Darden Restaurants Inc. | 85,456 | 9,667 | |
Domino's Pizza Inc. | 24,455 | 9,530 | |
* | Rivian Automotive Inc. Class A | 364,245 | 9,376 |
Pool Corp. | 26,378 | 9,265 | |
Omnicom Group Inc. | 141,948 | 9,029 | |
Best Buy Co. Inc. | 138,483 | 9,028 | |
Paramount Global Inc. Class B | 358,388 | 8,845 | |
* | Liberty Media Corp.-Liberty Formula One Class C | 137,667 | 8,738 |
* | NVR Inc. | 2,149 | 8,605 |
* | Live Nation Entertainment Inc. | 102,564 | 8,470 |
LKQ Corp. | 164,307 | 8,066 | |
* | United Airlines Holdings Inc. | 223,337 | 7,911 |
* | Las Vegas Sands Corp. | 233,744 | 7,851 |
Interpublic Group of Cos. Inc. | 271,785 | 7,482 |
Shares | Market Value• ($000) | ||
Advance Auto Parts Inc. | 41,178 | 7,127 | |
Hasbro Inc. | 86,991 | 7,123 | |
Service Corp. International | 102,999 | 7,119 | |
*,1 | Lucid Group Inc. | 397,226 | 6,816 |
Fox Corp. Class A | 211,545 | 6,803 | |
MGM Resorts International | 230,722 | 6,679 | |
* | Roblox Corp. Class A | 202,414 | 6,651 |
PulteGroup Inc. | 166,245 | 6,588 | |
* | Etsy Inc. | 86,623 | 6,342 |
* | Burlington Stores Inc. | 44,839 | 6,108 |
Vail Resorts Inc. | 27,465 | 5,989 | |
Rollins Inc. | 169,446 | 5,917 | |
Whirlpool Corp. | 38,119 | 5,903 | |
* | BJ's Wholesale Club Holdings Inc. | 91,802 | 5,721 |
* | American Airlines Group Inc. | 437,060 | 5,542 |
BorgWarner Inc. (XNYS) | 165,500 | 5,523 | |
Lithia Motors Inc. Class A | 19,771 | 5,433 | |
*,1 | GameStop Corp. Class A | 44,327 | 5,421 |
* | Mattel Inc. | 240,536 | 5,371 |
Aramark | 174,686 | 5,351 | |
* | Caesars Entertainment Inc. | 138,660 | 5,311 |
Tapestry Inc. | 173,544 | 5,297 | |
Williams-Sonoma Inc. | 47,427 | 5,262 | |
* | Royal Caribbean Cruises Ltd. | 147,716 | 5,157 |
Lear Corp. | 40,496 | 5,098 | |
News Corp. Class A | 320,731 | 4,997 | |
* | Carnival Corp. | 574,637 | 4,971 |
Newell Brands Inc. | 253,057 | 4,818 | |
*,1 | AMC Entertainment Holdings Inc. Class A | 352,635 | 4,778 |
* | Deckers Outdoor Corp. | 18,615 | 4,753 |
* | Floor & Decor Holdings Inc. Class A | 71,314 | 4,490 |
Gentex Corp. | 159,625 | 4,465 | |
Churchill Downs Inc. | 23,042 | 4,413 | |
* | Five Below Inc. | 37,777 | 4,285 |
Nexstar Media Group Inc. Class A | 26,259 | 4,277 | |
* | Capri Holdings Ltd. | 101,863 | 4,177 |
Wyndham Hotels & Resorts Inc. | 63,115 | 4,148 | |
Bath & Body Works Inc. | 153,649 | 4,136 | |
* | Wynn Resorts Ltd. | 70,757 | 4,032 |
Nielsen Holdings plc | 170,584 | 3,961 | |
* | Planet Fitness Inc. Class A | 57,983 | 3,943 |
* | Liberty Media Corp.- Liberty SiriusXM Class C | 106,422 | 3,836 |
Polaris Inc. | 38,412 | 3,814 | |
H&R Block Inc. | 107,605 | 3,801 | |
* | Alaska Air Group Inc. | 91,332 | 3,658 |
* | SiteOne Landscape Supply Inc. | 30,637 | 3,642 |
Macy's Inc. | 192,655 | 3,529 | |
* | AutoNation Inc. | 31,514 | 3,522 |
* | Penn National Gaming Inc. | 114,619 | 3,487 |
* | Terminix Global Holdings Inc. | 85,257 | 3,466 |
Shares | Market Value• ($000) | ||
* | Bright Horizons Family Solutions Inc. | 40,610 | 3,432 |
Toll Brothers Inc. | 76,435 | 3,409 | |
Murphy USA Inc. | 14,593 | 3,398 | |
Texas Roadhouse Inc. Class A | 46,264 | 3,387 | |
* | Skechers USA Inc. Class A | 92,026 | 3,274 |
1 | Sirius XM Holdings Inc. | 528,383 | 3,239 |
TEGNA Inc. | 150,805 | 3,162 | |
* | Norwegian Cruise Line Holdings Ltd. | 283,678 | 3,154 |
Leggett & Platt Inc. | 90,893 | 3,143 | |
New York Times Co. Class A | 111,751 | 3,118 | |
Kohl's Corp. | 87,147 | 3,110 | |
* | Scientific Games Corp. Class A | 65,112 | 3,060 |
Choice Hotels International Inc. | 27,161 | 3,032 | |
* | IAA Inc. | 91,931 | 3,013 |
Fox Corp. Class B | 100,460 | 2,984 | |
* | DraftKings Inc. Class A | 254,372 | 2,969 |
AMERCO | 6,187 | 2,959 | |
Marriott Vacations Worldwide Corp. | 25,297 | 2,939 | |
* | Avis Budget Group Inc. | 19,618 | 2,885 |
Harley-Davidson Inc. | 90,602 | 2,868 | |
* | RH | 13,406 | 2,846 |
1 | Dick's Sporting Goods Inc. | 36,489 | 2,750 |
* | Helen of Troy Ltd. | 16,433 | 2,669 |
Thor Industries Inc. | 35,293 | 2,637 | |
PVH Corp. | 45,439 | 2,585 | |
* | Lyft Inc. Class A | 193,474 | 2,569 |
Boyd Gaming Corp. | 51,439 | 2,559 | |
* | Asbury Automotive Group Inc. | 15,021 | 2,544 |
* | Ollie's Bargain Outlet Holdings Inc. | 43,130 | 2,534 |
Ralph Lauren Corp. Class A | 28,120 | 2,521 | |
* | Hyatt Hotels Corp. Class A | 33,371 | 2,466 |
Hanesbrands Inc. | 237,398 | 2,443 | |
* | YETI Holdings Inc. | 56,321 | 2,437 |
* | Hertz Global Holdings Inc. | 153,777 | 2,436 |
Tempur Sealy International Inc. | 111,620 | 2,385 | |
* | Fox Factory Holding Corp. | 28,529 | 2,298 |
* | Wayfair Inc. Class A | 51,190 | 2,230 |
Wendy's Co. | 116,937 | 2,208 | |
* | Hilton Grand Vacations Inc. | 60,856 | 2,174 |
Academy Sports & Outdoors Inc. | 59,567 | 2,117 | |
Travel + Leisure Co. | 54,518 | 2,116 | |
* | Grand Canyon Education Inc. | 21,970 | 2,069 |
* | Coty Inc. Class A | 255,963 | 2,050 |
* | Goodyear Tire & Rubber Co. | 190,477 | 2,040 |
* | Chewy Inc. Class A | 58,470 | 2,030 |
* | Crocs Inc. | 40,223 | 1,958 |
* | Visteon Corp. | 18,681 | 1,935 |
* | Dorman Products Inc. | 17,568 | 1,927 |
Shares | Market Value• ($000) | ||
* | Callaway Golf Co. | 93,752 | 1,913 |
Warner Music Group Corp. Class A | 77,445 | 1,887 | |
LCI Industries | 16,675 | 1,866 | |
* | Peloton Interactive Inc. Class A | 201,611 | 1,851 |
Penske Automotive Group Inc. | 17,676 | 1,850 | |
Group 1 Automotive Inc. | 10,832 | 1,839 | |
* | JetBlue Airways Corp. | 218,780 | 1,831 |
World Wrestling Entertainment Inc. Class A | 29,246 | 1,828 | |
Papa John's International Inc. | 21,870 | 1,827 | |
* | Liberty Media Corp.- Liberty SiriusXM Class A | 50,491 | 1,820 |
Carter's Inc. | 25,535 | 1,800 | |
* | Meritage Homes Corp. | 24,748 | 1,794 |
* | Endeavor Group Holdings Inc. Class A | 87,209 | 1,793 |
* | Taylor Morrison Home Corp. Class A | 76,459 | 1,786 |
* | Skyline Champion Corp. | 36,495 | 1,731 |
* | Spirit Airlines Inc. | 72,320 | 1,724 |
Columbia Sportswear Co. | 23,558 | 1,686 | |
Foot Locker Inc. | 65,186 | 1,646 | |
Signet Jewelers Ltd. | 30,560 | 1,634 | |
Rush Enterprises Inc. Class A | 33,858 | 1,632 | |
* | Madison Square Garden Sports Corp. | 10,776 | 1,627 |
Steven Madden Ltd. | 49,182 | 1,584 | |
Nordstrom Inc. | 74,485 | 1,574 | |
* | Victoria's Secret & Co. | 56,170 | 1,571 |
KB Home | 54,842 | 1,561 | |
* | Chegg Inc. | 81,609 | 1,533 |
* | Carvana Co. Class A | 67,518 | 1,525 |
* | Sonos Inc. | 84,464 | 1,524 |
* | National Vision Holdings Inc. | 55,358 | 1,522 |
Wingstop Inc. | 20,091 | 1,502 | |
Gap Inc. | 178,089 | 1,467 | |
* | Central Garden & Pet Co. Class A | 36,340 | 1,454 |
Graham Holdings Co. Class B | 2,509 | 1,422 | |
* | Leslie's Inc. | 93,633 | 1,421 |
* | Gentherm Inc. | 22,366 | 1,396 |
* | frontdoor Inc. | 57,045 | 1,374 |
* | Boot Barn Holdings Inc. | 19,680 | 1,356 |
John Wiley & Sons Inc. Class A | 28,255 | 1,349 | |
Cracker Barrel Old Country Store Inc. | 15,946 | 1,331 | |
MillerKnoll Inc. | 50,180 | 1,318 | |
* | SeaWorld Entertainment Inc. | 29,461 | 1,302 |
* | Sabre Corp. | 219,341 | 1,279 |
Kontoor Brands Inc. | 38,206 | 1,275 | |
* | KAR Auction Services Inc. | 84,560 | 1,249 |
MDC Holdings Inc. | 38,584 | 1,247 | |
Dana Inc. | 88,366 | 1,243 |
Shares | Market Value• ($000) | ||
* | Duolingo Inc. | 14,136 | 1,238 |
*,1 | QuantumScape Corp. Class A | 139,787 | 1,201 |
* | Allegiant Travel Co. | 10,581 | 1,197 |
* | Tri Pointe Homes Inc. | 70,895 | 1,196 |
PriceSmart Inc. | 16,538 | 1,185 | |
* | TripAdvisor Inc. | 66,549 | 1,185 |
* | LGI Homes Inc. | 13,463 | 1,170 |
Red Rock Resorts Inc. Class A | 34,959 | 1,166 | |
* | Cavco Industries Inc. | 5,941 | 1,164 |
* | Stride Inc. | 28,463 | 1,161 |
* | Six Flags Entertainment Corp. | 52,803 | 1,146 |
American Eagle Outfitters Inc. | 102,111 | 1,142 | |
* | Under Armour Inc. Class A | 132,093 | 1,100 |
* | Under Armour Inc. Class C | 144,937 | 1,099 |
Wolverine World Wide Inc. | 53,934 | 1,087 | |
* | Knowles Corp. | 61,701 | 1,069 |
Strategic Education Inc. | 15,140 | 1,069 | |
* | Adtalem Global Education Inc. | 29,696 | 1,068 |
* | Cinemark Holdings Inc. | 70,705 | 1,062 |
* | elf Beauty Inc. | 34,171 | 1,048 |
Laureate Education Inc. Class A | 89,731 | 1,038 | |
* | Everi Holdings Inc. | 63,419 | 1,034 |
Bloomin' Brands Inc. | 62,165 | 1,033 | |
* | Tenneco Inc. Class A | 58,778 | 1,009 |
* | Coursera Inc. | 71,168 | 1,009 |
Lennar Corp. Class B | 17,145 | 1,007 | |
* | Madison Square Garden Entertainment Corp. | 19,091 | 1,005 |
Levi Strauss & Co. Class A | 60,708 | 991 | |
* | Shake Shack Inc. Class A | 25,058 | 989 |
* | Vista Outdoor Inc. | 35,249 | 983 |
Gray Television Inc. | 58,104 | 981 | |
Winnebago Industries Inc. | 20,177 | 980 | |
HNI Corp. | 27,952 | 970 | |
Acushnet Holdings Corp. | 22,510 | 938 | |
Monro Inc. | 21,449 | 920 | |
Cheesecake Factory Inc. | 34,292 | 906 | |
* | Driven Brands Holdings Inc. | 32,315 | 890 |
Century Communities Inc. | 19,747 | 888 | |
Oxford Industries Inc. | 10,005 | 888 | |
Inter Parfums Inc. | 12,009 | 877 | |
*,1 | Fisker Inc. | 101,253 | 868 |
* | Sally Beauty Holdings Inc. | 72,498 | 864 |
* | ODP Corp. | 27,447 | 830 |
* | Dave & Buster's Entertainment Inc. | 25,022 | 820 |
*,1 | Luminar Technologies Inc. Class A | 137,782 | 817 |
Shares | Market Value• ($000) | ||
* | Liberty Media Corp.- Liberty Braves Class C | 33,147 | 796 |
* | Figs Inc. Class A | 87,304 | 795 |
* | M/I Homes Inc. | 19,868 | 788 |
* | Petco Health & Wellness Co. Inc. Class A | 53,121 | 783 |
* | Lions Gate Entertainment Corp. Class B | 87,206 | 770 |
Jack in the Box Inc. | 13,586 | 762 | |
* | Malibu Boats Inc. Class A | 14,451 | 762 |
*,1 | Dutch Bros Inc. Class A | 23,037 | 729 |
Sturm Ruger & Co. Inc. | 11,013 | 701 | |
* | Revolve Group Inc. | 27,009 | 700 |
* | Sweetgreen Inc. Class A | 59,377 | 692 |
* | Overstock.com Inc. | 27,614 | 691 |
* | SkyWest Inc. | 32,360 | 688 |
Qurate Retail Inc. Series A | 238,315 | 684 | |
* | iRobot Corp. | 18,591 | 683 |
La-Z-Boy Inc. | 28,801 | 683 | |
Rent-A-Center Inc. | 34,911 | 679 | |
Dine Brands Global Inc. | 10,402 | 677 | |
* | Urban Outfitters Inc. | 36,121 | 674 |
Franchise Group Inc. | 19,229 | 674 | |
Caleres Inc. | 25,248 | 662 | |
* | PowerSchool Holdings Inc. Class A | 54,834 | 661 |
* | Brinker International Inc. | 29,841 | 657 |
Matthews International Corp. Class A | 21,885 | 627 | |
Sinclair Broadcast Group Inc. Class A | 30,581 | 624 | |
Krispy Kreme Inc. | 45,300 | 616 | |
Dillard's Inc. Class A | 2,769 | 611 | |
Standard Motor Products Inc. | 13,275 | 597 | |
*,1 | ContextLogic Inc. Class A | 372,275 | 596 |
* | Funko Inc. Class A | 26,071 | 582 |
1 | Camping World Holdings Inc. Class A | 26,796 | 579 |
Steelcase Inc. Class A | 53,945 | 579 | |
* | iHeartMedia Inc. Class A | 73,104 | 577 |
* | PROG Holdings Inc. | 34,798 | 574 |
* | American Axle & Manufacturing Holdings Inc. | 76,122 | 573 |
* | Liberty Media Corp.- Liberty Formula One Class A | 9,881 | 573 |
* | XPEL Inc. | 12,207 | 561 |
* | G-III Apparel Group Ltd. | 27,443 | 555 |
Buckle Inc. | 19,926 | 552 | |
* | Abercrombie & Fitch Co. Class A | 32,493 | 550 |
* | Monarch Casino & Resort Inc. | 9,340 | 548 |
* | MarineMax Inc. | 15,068 | 544 |
* | Mister Car Wash Inc. | 49,513 | 539 |
* | 2U Inc. | 50,774 | 532 |
* | EW Scripps Co. Class A | 42,252 | 527 |
Shares | Market Value• ($000) | ||
Interface Inc. Class A | 41,678 | 523 | |
Arko Corp. | 62,486 | 510 | |
Designer Brands Inc. Class A | 38,867 | 508 | |
* | Golden Entertainment Inc. | 12,618 | 499 |
Sonic Automotive Inc. Class A | 13,603 | 498 | |
*,1 | AMC Networks Inc. Class A | 16,984 | 495 |
* | Clean Energy Fuels Corp. | 108,469 | 486 |
* | ACV Auctions Inc. Class A | 73,568 | 481 |
* | GoPro Inc. Class A | 86,511 | 478 |
* | Sleep Number Corp. | 14,775 | 457 |
* | Perdoceo Education Corp. | 38,564 | 454 |
* | Hawaiian Holdings Inc. | 31,444 | 450 |
* | Genesco Inc. | 8,914 | 445 |
* | Cardlytics Inc. | 19,912 | 444 |
* | Life Time Group Holdings Inc. | 34,427 | 443 |
* | Cars.com Inc. | 46,486 | 438 |
* | Accel Entertainment Inc. Class A | 40,957 | 435 |
Smith & Wesson Brands Inc. | 32,741 | 430 | |
*,1 | Blink Charging Co. | 25,129 | 415 |
* | Chico's FAS Inc. | 82,857 | 412 |
* | Bally's Corp. | 20,819 | 412 |
* | Sun Country Airlines Holdings Inc. | 22,159 | 406 |
* | Udemy Inc. | 39,102 | 399 |
Scholastic Corp. | 11,028 | 397 | |
* | Green Brick Partners Inc. | 20,077 | 393 |
Global Industrial Co. | 11,431 | 386 | |
Ruth's Hospitality Group Inc. | 23,367 | 380 | |
Guess? Inc. | 22,242 | 379 | |
Big Lots Inc. | 18,007 | 378 | |
* | Children's Place Inc. | 9,435 | 367 |
A-Mark Precious Metals Inc. | 11,004 | 355 | |
* | Corsair Gaming Inc. | 26,547 | 349 |
* | America's Car-Mart Inc. | 3,447 | 347 |
* | Denny's Corp. | 39,576 | 344 |
Carriage Services Inc. Class A | 8,565 | 340 | |
* | QuinStreet Inc. | 33,651 | 339 |
* | BJ's Restaurants Inc. | 15,574 | 338 |
Clarus Corp. | 17,813 | 338 | |
* | Viad Corp. | 12,209 | 337 |
Movado Group Inc. | 10,685 | 330 | |
* | Thryv Holdings Inc. | 14,755 | 330 |
Hibbett Inc. | 7,390 | 323 | |
Winmark Corp. | 1,631 | 319 | |
Ethan Allen Interiors Inc. | 15,612 | 316 | |
News Corp. Class B | 19,875 | 316 | |
*,1 | Vuzix Corp. | 43,917 | 312 |
* | Sportsman's Warehouse Holdings Inc. | 32,402 | 311 |
* | Arlo Technologies Inc. | 49,171 | 308 |
European Wax Center Inc. Class A | 17,475 | 308 |
Shares | Market Value• ($000) | ||
* | Stoneridge Inc. | 17,854 | 306 |
* | Stagwell Inc. | 55,862 | 303 |
RCI Hospitality Holdings Inc. | 6,128 | 296 | |
* | TravelCenters of America Inc. | 8,428 | 291 |
* | Gannett Co. Inc. | 99,686 | 289 |
* | Rover Group Inc. Class A | 76,194 | 286 |
* | Sciplay Corp. Class A | 19,447 | 272 |
* | Marcus Corp. | 18,310 | 270 |
* | Chuy's Holdings Inc. | 13,436 | 268 |
* | Beazer Homes USA Inc. | 22,150 | 267 |
* | Clear Channel Outdoor Holdings Inc. | 249,634 | 267 |
* | Stitch Fix Inc. Class A | 53,913 | 266 |
Haverty Furniture Cos. Inc. | 11,411 | 264 | |
* | Allbirds Inc. Class A | 66,954 | 263 |
* | Zumiez Inc. | 10,066 | 262 |
* | Master Craft Boat Holdings Inc. | 12,305 | 259 |
* | Liquidity Services Inc. | 19,114 | 257 |
Shoe Carnival Inc. | 11,853 | 256 | |
* | Lovesac Co. | 9,258 | 255 |
Bluegreen Vacations Holding Class A | 10,046 | 251 | |
* | Holley Inc. | 23,903 | 251 |
* | Boston Omaha Corp. Class A | 12,095 | 250 |
* | Integral Ad Science Holding Corp. | 25,163 | 250 |
* | Lions Gate Entertainment Corp. Class A | 26,666 | 248 |
Aaron's Co. Inc. | 17,073 | 248 | |
* | WW International Inc. | 38,048 | 243 |
* | Angi Inc. Class A | 51,757 | 237 |
*,1 | Portillo's Inc. Class A | 14,173 | 232 |
* | Wheels Up Experience Inc. | 118,672 | 231 |
* | Eastman Kodak Co. | 49,398 | 229 |
Kimball International Inc. Class B | 29,234 | 224 | |
* | Bed Bath & Beyond Inc. | 44,860 | 223 |
*,1 | Frontier Group Holdings Inc. | 23,727 | 222 |
* | Playstudios Inc. | 51,558 | 221 |
* | Selectquote Inc. | 87,993 | 218 |
*,1 | AMMO Inc. | 56,158 | 216 |
*,1 | Mullen Automotive Inc. | 206,976 | 211 |
* | OneWater Marine Inc. Class A | 6,228 | 206 |
* | Tupperware Brands Corp. | 32,267 | 205 |
* | Central Garden & Pet Co. | 4,784 | 203 |
* | Universal Electronics Inc. | 7,869 | 201 |
* | Latham Group Inc. | 28,563 | 198 |
* | LL Flooring Holdings Inc. | 20,606 | 193 |
*,1 | Faraday Future Intelligent Electric Inc. | 72,990 | 190 |
* | CarParts.com Inc. | 27,126 | 188 |
Shares | Market Value• ($000) | ||
*,1 | Vinco Ventures Inc. | 133,125 | 184 |
* | Kura Sushi USA Inc. Class A | 3,635 | 180 |
* | American Public Education Inc. | 11,060 | 179 |
1 | Big 5 Sporting Goods Corp. | 15,749 | 177 |
* | Vizio Holding Corp. Class A | 25,931 | 177 |
* | 1-800-Flowers.com Inc. Class A | 18,559 | 176 |
Johnson Outdoors Inc. Class A | 2,828 | 173 | |
Rocky Brands Inc. | 5,039 | 172 | |
* | Rush Street Interactive Inc. | 36,535 | 171 |
Build-A-Bear Workshop Inc. | 10,326 | 170 | |
* | Quotient Technology Inc. | 56,827 | 169 |
* | Motorcar Parts of America Inc. | 12,730 | 167 |
* | Universal Technical Institute Inc. | 23,386 | 167 |
*,1 | Canoo Inc. | 90,538 | 167 |
Entravision Communications Corp. Class A | 36,315 | 166 | |
* | Fossil Group Inc. | 31,352 | 162 |
*,1 | Genius Brands International Inc. | 212,606 | 161 |
* | Century Casinos Inc. | 21,934 | 158 |
Superior Group of Cos. Inc. | 8,674 | 154 | |
* | Delta Apparel Inc. | 5,376 | 153 |
* | Citi Trends Inc. | 6,412 | 152 |
* | Lindblad Expeditions Holdings Inc. | 18,807 | 152 |
* | Urban One Inc. | 35,483 | 152 |
* | Poshmark Inc. Class A | 15,082 | 152 |
* | Lordstown Motors Corp. Class A | 93,672 | 148 |
*,1 | Focus Universal Inc. | 12,697 | 145 |
* | Container Store Group Inc. | 23,135 | 144 |
Cato Corp. Class A | 12,211 | 142 | |
* | El Pollo Loco Holdings Inc. | 14,342 | 141 |
* | Hovnanian Enterprises Inc. Class A | 3,253 | 139 |
* | Noodles & Co. Class A | 29,201 | 137 |
* | RealReal Inc. | 54,992 | 137 |
* | Dream Finders Homes Inc. Class A | 12,815 | 136 |
* | Daily Journal Corp. | 520 | 135 |
Wayside Technology Group Inc. | 3,940 | 131 | |
* | Rent the Runway Inc. Class A | 42,695 | 131 |
* | Turtle Beach Corp. | 10,541 | 129 |
* | Full House Resorts Inc. | 20,813 | 127 |
* | Lands' End Inc. | 11,262 | 120 |
Saga Communications Inc. Class A | 4,837 | 120 | |
Tilly's Inc. Class A | 17,104 | 120 | |
Bassett Furniture Industries Inc. | 6,604 | 120 | |
* | Destination XL Group Inc. | 35,517 | 120 |
Shares | Market Value• ($000) | ||
Weyco Group Inc. | 4,853 | 119 | |
Hooker Furnishings Corp. | 7,614 | 118 | |
* | PlayAGS Inc. | 22,237 | 115 |
Lifetime Brands Inc. | 10,315 | 114 | |
* | Potbelly Corp. | 19,904 | 112 |
Acme United Corp. | 3,499 | 111 | |
* | First Watch Restaurant Group Inc. | 7,612 | 110 |
* | Drive Shack Inc. | 79,336 | 109 |
* | VOXX International Corp. Class A | 11,691 | 109 |
* | Lulu's Fashion Lounge Holdings Inc. | 9,663 | 105 |
* | ONE Group Hospitality Inc. | 14,056 | 104 |
* | Duluth Holdings Inc. Class B | 10,724 | 102 |
* | Ondas Holdings Inc. | 18,924 | 102 |
* | Party City Holdco Inc. | 76,558 | 101 |
* | American Outdoor Brands Inc. | 10,588 | 101 |
Escalade Inc. | 7,622 | 99 | |
* | Strattec Security Corp. | 2,980 | 99 |
* | Emerald Holding Inc. | 24,384 | 99 |
* | StoneMor Inc. | 29,070 | 99 |
Hamilton Beach Brands Holding Co. Class A | 7,791 | 97 | |
* | Conn's Inc. | 11,815 | 95 |
Nathan's Famous Inc. | 1,617 | 95 | |
* | Xponential Fitness Inc. Class A | 7,583 | 95 |
* | Snap One Holdings Corp. | 10,397 | 95 |
* | XL Fleet Corp. | 81,716 | 94 |
* | Fiesta Restaurant Group Inc. | 13,035 | 93 |
* | Vera Bradley Inc. | 21,343 | 93 |
* | Lakeland Industries Inc. | 6,065 | 93 |
* | Cumulus Media Inc. Class A | 11,766 | 91 |
* | Alta Equipment Group Inc. | 10,011 | 90 |
1 | Weber Inc. Class A | 12,504 | 90 |
* | 1847 Goedeker Inc. | 73,266 | 89 |
* | Red Robin Gourmet Burgers Inc. | 10,926 | 88 |
* | ThredUP Inc. Class A | 35,387 | 88 |
* | Superior Industries International Inc. | 21,922 | 87 |
* | Express Inc. | 43,691 | 86 |
* | Audacy Inc. Class A | 91,040 | 86 |
* | Outbrain Inc. | 17,180 | 86 |
1 | JOANN Inc. | 10,928 | 85 |
* | F45 Training Holdings Inc. | 21,692 | 85 |
* | Owlet Inc. | 49,876 | 85 |
* | Lincoln Educational Services Corp. | 13,255 | 84 |
* | Bowlero Corp. | 7,876 | 83 |
* | Barnes & Noble Education Inc. | 27,832 | 82 |
* | Cricut Inc. Class A | 13,307 | 82 |
* | BBQ Holdings Inc. | 7,686 | 80 |
* | Reservoir Media Inc. | 11,962 | 78 |
* | RumbleON Inc. Class B | 5,260 | 77 |
* | Townsquare Media Inc. Class A | 9,337 | 76 |
Shares | Market Value• ($000) | ||
*,1 | Redbox Entertainment Inc. | 10,128 | 75 |
* | Red Cat Holdings Inc. | 36,630 | 75 |
Marine Products Corp. | 7,669 | 73 | |
* | Biglari Holdings Inc. Class A | 123 | 72 |
* | Traeger Inc. | 16,967 | 72 |
Flexsteel Industries Inc. | 3,943 | 71 | |
NL Industries Inc. | 7,172 | 71 | |
Tile Shop Holdings Inc. | 22,718 | 70 | |
*,1 | Aterian Inc. | 31,270 | 68 |
* | BARK Inc. | 53,111 | 68 |
Carrols Restaurant Group Inc. | 33,393 | 67 | |
* | Reading International Inc. Class A | 18,429 | 67 |
* | Lazydays Holdings Inc. | 5,685 | 67 |
* | Cooper-Standard Holdings Inc. | 12,960 | 65 |
* | SRAX Inc. Class A | 18,450 | 61 |
* | Lee Enterprises Inc. | 3,230 | 61 |
* | Nerdy Inc. | 28,833 | 61 |
* | Legacy Housing Corp. | 4,622 | 60 |
*,1 | Purple Innovation Inc. Class A | 18,421 | 56 |
*,1 | Arcimoto Inc. | 16,751 | 55 |
*,1 | Cinedigm Corp. Class A | 105,017 | 52 |
* | Gaia Inc. Class A | 11,846 | 50 |
* | Arhaus Inc. | 11,188 | 50 |
* | Kewaunee Scientific Corp. | 2,881 | 48 |
* | Liberty TripAdvisor Holdings Inc. Class A | 60,450 | 46 |
* | Mesa Air Group Inc. | 21,103 | 46 |
*,1 | Chicken Soup For The Soul Entertainment Inc. | 6,233 | 46 |
* | BurgerFi International Inc. | 14,006 | 45 |
*,1 | Regis Corp. | 39,526 | 43 |
* | XpresSpa Group Inc. | 62,337 | 43 |
* | Fluent Inc. | 35,496 | 42 |
*,1 | Revlon Inc. Class A | 7,776 | 42 |
National CineMedia Inc. | 43,312 | 40 | |
* | Charles & Colvard Ltd. | 31,847 | 39 |
* | Kirkland's Inc. | 10,411 | 37 |
* | Nautilus Inc. | 21,129 | 37 |
DallasNews Corp. | 5,787 | 37 | |
* | Solo Brands Inc. Class A | 8,788 | 36 |
* | Brilliant Earth Group Inc. Class A | 6,975 | 33 |
* | CuriosityStream Inc. | 17,896 | 30 |
* | Romeo Power Inc. | 66,702 | 30 |
Ark Restaurants Corp. | 1,632 | 29 | |
* | Koss Corp. | 3,956 | 27 |
*,1 | Shift Technologies Inc. | 38,395 | 26 |
Educational Development Corp. | 5,856 | 25 | |
* | Zovio Inc. Class A | 23,676 | 23 |
* | Hall of Fame Resort & Entertainment Co. | 37,453 | 22 |
* | CarLotz Inc. | 53,316 | 21 |
* | Aspen Group Inc. | 20,450 | 20 |
* | EBET Inc. | 8,285 | 20 |
* | Live Ventures Inc. | 636 | 16 |
* | Tuesday Morning Corp. | 45,662 | 16 |
* | iMedia Brands Inc. | 11,820 | 14 |
Shares | Market Value• ($000) | ||
* | J Jill Inc. | 709 | 13 |
* | HyreCar Inc. | 13,151 | 8 |
*,2 | Zagg Inc. CVR | 23,781 | 2 |
3,517,313 | |||
Consumer Staples (5.8%) | |||
Procter & Gamble Co. | 1,635,390 | 235,153 | |
Coca-Cola Co. | 2,655,997 | 167,089 | |
PepsiCo Inc. | 940,965 | 156,821 | |
Philip Morris International Inc. | 1,058,140 | 104,481 | |
CVS Health Corp. | 894,776 | 82,910 | |
Mondelez International Inc. Class A | 941,629 | 58,466 | |
Altria Group Inc. | 1,236,033 | 51,629 | |
Colgate-Palmolive Co. | 571,827 | 45,826 | |
McKesson Corp. | 99,262 | 32,380 | |
Kimberly-Clark Corp. | 230,225 | 31,115 | |
General Mills Inc. | 410,690 | 30,987 | |
Archer-Daniels-Midland Co. | 383,469 | 29,757 | |
Sysco Corp. | 347,307 | 29,420 | |
Corteva Inc. | 493,868 | 26,738 | |
* | Monster Beverage Corp. | 254,555 | 23,597 |
Constellation Brands Inc. Class A | 100,681 | 23,465 | |
Hershey Co. | 99,443 | 21,396 | |
Kroger Co. | 445,616 | 21,091 | |
Keurig Dr Pepper Inc. | 584,181 | 20,674 | |
Walgreens Boots Alliance Inc. | 500,498 | 18,969 | |
Kraft Heinz Co. | 460,405 | 17,560 | |
Tyson Foods Inc. Class A | 198,367 | 17,071 | |
Brown-Forman Corp. Class B | 220,292 | 15,456 | |
Church & Dwight Co. Inc. | 165,473 | 15,333 | |
AmerisourceBergen Corp. Class A | 106,501 | 15,068 | |
McCormick & Co. Inc. | 171,625 | 14,288 | |
Kellogg Co. | 172,881 | 12,333 | |
Clorox Co. | 83,929 | 11,832 | |
Conagra Brands Inc. | 329,694 | 11,289 | |
Bunge Ltd. | 102,907 | 9,333 | |
J M Smucker Co. | 71,235 | 9,119 | |
Hormel Foods Corp. | 185,879 | 8,803 | |
Lamb Weston Holdings Inc. | 98,167 | 7,015 | |
Molson Coors Beverage Co. Class B | 122,241 | 6,663 | |
* | Darling Ingredients Inc. | 110,919 | 6,633 |
Campbell Soup Co. | 135,899 | 6,530 | |
* | Performance Food Group Co. | 108,145 | 4,973 |
* | US Foods Holding Corp | 152,093 | 4,666 |
Casey's General Stores Inc. | 24,987 | 4,622 | |
Ingredion Inc. | 42,521 | 3,749 | |
Flowers Foods Inc. | 121,546 | 3,199 | |
* | Post Holdings Inc. | 36,669 | 3,020 |
Sanderson Farms Inc. | 13,901 | 2,996 | |
* | Grocery Outlet Holding Corp. | 60,180 | 2,566 |
Spectrum Brands Holdings Inc. | 27,878 | 2,287 | |
* | Simply Good Foods Co. | 59,055 | 2,231 |
Shares | Market Value• ($000) | ||
* | Hostess Brands Inc. Class A | 93,874 | 1,991 |
* | BellRing Brands Inc. | 79,671 | 1,983 |
* | Sprouts Farmers Market Inc. | 75,324 | 1,907 |
* | Boston Beer Co. Inc. Class A | 6,172 | 1,870 |
* | Celsius Holdings Inc. | 28,462 | 1,857 |
WD-40 Co. | 9,054 | 1,823 | |
Coca-Cola Consolidated Inc. | 3,100 | 1,748 | |
Lancaster Colony Corp. | 12,858 | 1,656 | |
* | Freshpet Inc. | 30,464 | 1,581 |
* | TreeHouse Foods Inc. | 37,338 | 1,562 |
* | United Natural Foods Inc. | 38,984 | 1,536 |
Medifast Inc. | 7,901 | 1,426 | |
Nu Skin Enterprises Inc. Class A | 32,849 | 1,422 | |
Energizer Holdings Inc. | 49,943 | 1,416 | |
Albertsons Cos. Inc. Class A | 52,163 | 1,394 | |
Cal-Maine Foods Inc. | 28,112 | 1,389 | |
* | Herbalife Nutrition Ltd. | 67,482 | 1,380 |
* | Hain Celestial Group Inc. | 57,853 | 1,373 |
Primo Water Corp. | 100,881 | 1,350 | |
Edgewell Personal Care Co. | 34,771 | 1,200 | |
1 | B&G Foods Inc. | 44,996 | 1,070 |
J & J Snack Foods Corp. | 7,531 | 1,052 | |
* | Pilgrim's Pride Corp. | 33,042 | 1,032 |
MGP Ingredients Inc. | 10,188 | 1,020 | |
Universal Corp. | 15,785 | 955 | |
* | Olaplex Holdings Inc. | 67,259 | 948 |
Reynolds Consumer Products Inc. | 34,301 | 935 | |
*,1 | Beyond Meat Inc. | 38,695 | 926 |
Vector Group Ltd. | 86,780 | 911 | |
Ingles Markets Inc. Class A | 10,264 | 890 | |
* | Chefs' Warehouse Inc. | 22,747 | 885 |
National Beverage Corp. | 17,020 | 833 | |
* | Beauty Health Co. | 64,704 | 832 |
Weis Markets Inc. | 10,813 | 806 | |
Fresh Del Monte Produce Inc. | 25,293 | 747 | |
Andersons Inc. | 20,957 | 691 | |
SpartanNash Co. | 22,820 | 689 | |
Seaboard Corp. | 166 | 645 | |
Utz Brands Inc. | 46,137 | 638 | |
* | USANA Health Sciences Inc. | 7,896 | 571 |
* | Duckhorn Portfolio Inc. | 24,427 | 514 |
John B Sanfilippo & Son Inc. | 6,335 | 459 | |
*,1 | Veru Inc. | 39,981 | 452 |
Calavo Growers Inc. | 10,701 | 446 | |
ACCO Brands Corp. | 64,979 | 424 | |
Tootsie Roll Industries Inc. | 9,182 | 325 | |
Turning Point Brands Inc. | 11,917 | 323 | |
* | Mission Produce Inc. | 21,815 | 311 |
PetMed Express Inc. | 14,496 | 288 |
Shares | Market Value• ($000) | ||
* | 22nd Century Group Inc. | 124,979 | 266 |
* | Rite Aid Corp. | 38,186 | 257 |
* | Sovos Brands Inc. | 16,086 | 255 |
Brown-Forman Corp. Class A | 3,599 | 243 | |
* | Seneca Foods Corp. Class A | 4,151 | 231 |
* | Benson Hill Inc. | 76,425 | 209 |
* | Landec Corp. | 19,810 | 198 |
Limoneira Co. | 12,875 | 181 | |
* | Whole Earth Brands Inc. | 29,083 | 180 |
*,1 | Tattooed Chef Inc. | 27,167 | 171 |
* | PLBY Group Inc. | 26,318 | 168 |
* | Vita Coco Co. Inc. | 16,733 | 164 |
Village Super Market Inc. Class A | 7,132 | 163 | |
ProPhase Labs Inc. | 12,254 | 155 | |
*,1 | AppHarvest Inc. | 43,890 | 153 |
Oil-Dri Corp. of America | 4,396 | 135 | |
* | GrowGeneration Corp. | 35,962 | 129 |
Natural Grocers by Vitamin Cottage Inc. | 7,685 | 123 | |
* | HF Foods Group Inc. | 23,456 | 122 |
* | Vital Farms Inc. | 12,880 | 113 |
Alico Inc. | 2,955 | 105 | |
* | Honest Co. Inc. | 33,940 | 99 |
* | Nature's Sunshine Products Inc. | 8,283 | 88 |
*,1 | Blue Apron Holdings Inc. Class A | 22,676 | 83 |
*,1 | AquaBounty Technologies Inc. | 42,194 | 72 |
* | Farmer Bros Co. | 11,334 | 53 |
*,1 | Local Bounti Corp. | 14,573 | 46 |
Lifevantage Corp. | 10,023 | 44 | |
* | Alkaline Water Co. Inc. | 90,909 | 36 |
* | MedAvail Holdings Inc. | 20,325 | 31 |
* | Lifeway Foods Inc. | 5,791 | 29 |
* | Zevia PBC Class A | 9,474 | 27 |
* | NewAge Inc. | 104,614 | 23 |
* | Bridgford Foods Corp. | 1,495 | 20 |
* | S&W Seed Co. | 18,009 | 18 |
* | Greenlane Holdings Inc. Class A | 85,714 | 17 |
* | Laird Superfood Inc. | 6,085 | 12 |
1,487,500 | |||
Energy (4.5%) | |||
Exxon Mobil Corp. | 2,871,465 | 245,912 | |
Chevron Corp. | 1,205,439 | 174,523 | |
ConocoPhillips | 882,304 | 79,240 | |
EOG Resources Inc. | 399,730 | 44,146 | |
Pioneer Natural Resources Co. | 156,626 | 34,940 | |
Schlumberger NV | 965,225 | 34,516 | |
Marathon Petroleum Corp. | 369,051 | 30,340 | |
Occidental Petroleum Corp. | 512,697 | 30,188 | |
Valero Energy Corp. | 278,574 | 29,607 | |
Phillips 66 | 328,327 | 26,920 | |
Williams Cos. Inc. | 833,490 | 26,013 | |
Devon Energy Corp. | 449,249 | 24,758 | |
Kinder Morgan Inc. | 1,390,451 | 23,304 | |
Cheniere Energy Inc. | 157,097 | 20,899 | |
Hess Corp. | 191,504 | 20,288 |
Shares | Market Value• ($000) | ||
Baker Hughes Co. Class A | 673,582 | 19,446 | |
* | Enphase Energy Inc. | 92,334 | 18,027 |
Halliburton Co. | 555,738 | 17,428 | |
ONEOK Inc. | 304,670 | 16,909 | |
Diamondback Energy Inc. | 121,797 | 14,756 | |
Coterra Energy Inc. | 525,285 | 13,547 | |
Marathon Oil Corp. | 488,012 | 10,971 | |
Targa Resources Corp. | 155,319 | 9,268 | |
APA Corp. | 231,590 | 8,082 | |
Ovintiv Inc. (XNYS) | 177,666 | 7,851 | |
EQT Corp. | 225,771 | 7,767 | |
Chesapeake Energy Corp. | 86,393 | 7,006 | |
* | Plug Power Inc. | 393,796 | 6,525 |
Texas Pacific Land Corp. | 4,213 | 6,269 | |
* | Antero Resources Corp. | 189,983 | 5,823 |
* | Southwestern Energy Co. | 754,218 | 4,714 |
NOV Inc. | 274,274 | 4,638 | |
HF Sinclair Corp. | 98,051 | 4,428 | |
* | First Solar Inc. | 64,952 | 4,425 |
* | Range Resources Corp. | 174,177 | 4,311 |
PDC Energy Inc. | 67,214 | 4,141 | |
Matador Resources Co. | 75,756 | 3,529 | |
DTE Midstream LLC | 65,638 | 3,218 | |
Murphy Oil Corp. | 100,493 | 3,034 | |
SM Energy Co. | 82,256 | 2,812 | |
ChampionX Corp. | 138,368 | 2,747 | |
Helmerich & Payne Inc. | 63,643 | 2,740 | |
Magnolia Oil & Gas Corp. Class A | 116,660 | 2,449 | |
Continental Resources Inc. | 36,993 | 2,417 | |
*,1 | ChargePoint Holdings Inc. | 173,380 | 2,374 |
Patterson-UTI Energy Inc. | 149,460 | 2,355 | |
* | PBF Energy Inc. Class A | 69,753 | 2,024 |
California Resources Corp. | 51,749 | 1,992 | |
* | Denbury Inc. | 31,845 | 1,910 |
Antero Midstream Corp. | 207,881 | 1,881 | |
Civitas Resources Inc. | 34,541 | 1,806 | |
* | CNX Resources Corp. | 109,383 | 1,800 |
Whiting Petroleum Corp. | 26,252 | 1,786 | |
Equitrans Midstream Corp. | 276,952 | 1,761 | |
* | Peabody Energy Corp. | 78,268 | 1,669 |
Oasis Petroleum Inc. | 12,736 | 1,549 | |
Cactus Inc. Class A | 38,136 | 1,536 | |
Arcosa Inc. | 32,675 | 1,517 | |
Arch Resources Inc. | 10,322 | 1,477 | |
New Fortress Energy Inc. Class A | 35,268 | 1,396 | |
Alpha Metallurgical Resources Inc. | 10,793 | 1,394 | |
* | NexTier Oilfield Solutions Inc. | 142,926 | 1,359 |
* | Transocean Ltd. (XNYS) | 400,916 | 1,335 |
* | Delek US Holdings Inc. | 48,816 | 1,261 |
Shares | Market Value• ($000) | ||
* | Liberty Energy Inc. Class A | 94,203 | 1,202 |
* | Callon Petroleum Co. | 29,416 | 1,153 |
Enviva Inc. | 20,045 | 1,147 | |
Northern Oil and Gas Inc. | 45,378 | 1,146 | |
Warrior Met Coal Inc. | 36,011 | 1,102 | |
* | Array Technologies Inc. | 96,240 | 1,060 |
* | Tellurian Inc. | 350,859 | 1,046 |
* | Weatherford International plc | 48,746 | 1,032 |
* | SunPower Corp. | 59,675 | 943 |
* | Green Plains Inc. | 33,587 | 913 |
* | Ameresco Inc. Class A | 19,851 | 904 |
* | CONSOL Energy Inc. | 18,076 | 893 |
* | FuelCell Energy Inc. | 236,170 | 886 |
* | Nabors Industries Ltd. (XNYS) | 6,423 | 860 |
Archrock Inc. | 101,140 | 836 | |
World Fuel Services Corp. | 40,693 | 833 | |
* | Centennial Resource Development Inc. Class A | 137,489 | 822 |
Brigham Minerals Inc. Class A | 32,617 | 803 | |
* | Stem Inc. | 105,040 | 752 |
* | Laredo Petroleum Inc. | 10,819 | 746 |
* | Dril-Quip Inc. | 28,822 | 744 |
* | Noble Corp. | 28,438 | 721 |
* | Oceaneering International Inc. | 67,459 | 720 |
* | Gulfport Energy Corp. | 9,016 | 717 |
* | Shoals Technologies Group Inc. Class A | 42,733 | 704 |
* | NOW Inc. | 71,603 | 700 |
* | Comstock Resources Inc. | 57,193 | 691 |
* | Talos Energy Inc. | 43,144 | 667 |
CVR Energy Inc. | 19,331 | 648 | |
Core Laboratories NV | 32,676 | 647 | |
* | ProPetro Holding Corp. | 59,908 | 599 |
* | Par Pacific Holdings Inc. | 36,276 | 566 |
* | MRC Global Inc. | 54,884 | 547 |
* | Tidewater Inc. | 25,112 | 530 |
* | Ranger Oil Corp. Class A | 15,411 | 507 |
* | Select Energy Services Inc. Class A | 62,734 | 428 |
* | Diamond Offshore Drilling Inc. | 70,423 | 415 |
* | Earthstone Energy Inc. Class A | 30,146 | 411 |
* | Montauk Renewables Inc. | 39,458 | 397 |
SunCoke Energy Inc. | 57,310 | 390 | |
Berry Corp. | 49,862 | 380 | |
Kinetik Holdings Inc. Class A | 10,258 | 350 | |
* | Bristow Group Inc. | 14,816 | 347 |
* | SandRidge Energy Inc. | 21,107 | 331 |
* | RPC Inc. | 47,719 | 330 |
* | TETRA Technologies Inc. | 81,233 | 330 |
* | REX American Resources Corp. | 3,738 | 317 |
* | TPI Composites Inc. | 25,342 | 317 |
Shares | Market Value• ($000) | ||
* | Helix Energy Solutions Group Inc. | 100,005 | 310 |
* | Gevo Inc. | 127,707 | 300 |
Crescent Energy Inc. Class A | 23,490 | 293 | |
*,1 | EVgo Inc. | 46,502 | 279 |
VAALCO Energy Inc. | 38,474 | 267 | |
* | W&T Offshore Inc. | 60,181 | 260 |
* | DMC Global Inc. | 13,419 | 242 |
* | Oil States International Inc. | 41,067 | 223 |
Solaris Oilfield Infrastructure Inc. Class A | 20,364 | 222 | |
* | SilverBow Resources Inc. | 7,747 | 220 |
Ramaco Resources Inc. | 15,478 | 204 | |
* | ProFrac Holding Corp. Class A | 10,613 | 194 |
* | Amplify Energy Corp. | 28,902 | 189 |
* | Centrus Energy Corp. Class A | 7,633 | 189 |
*,1 | Fluence Energy Inc. | 19,790 | 188 |
* | NextDecade Corp. | 41,618 | 185 |
Sitio Royalties Corp. | 7,585 | 176 | |
* | Ring Energy Inc. | 58,009 | 154 |
* | Newpark Resources Inc. | 47,154 | 146 |
NACCO Industries Inc. Class A | 3,559 | 135 | |
* | Solid Power Inc. | 23,365 | 126 |
Evolution Petroleum Corp. | 22,455 | 123 | |
*,1 | FTC Solar Inc. | 33,881 | 123 |
* | Natural Gas Services Group Inc. | 10,759 | 118 |
* | Hallador Energy Co. | 21,432 | 116 |
* | SEACOR Marine Holdings Inc. | 18,771 | 108 |
* | Matrix Service Co. | 20,138 | 102 |
* | American Superconductor Corp. | 19,441 | 101 |
* | Ranger Energy Services Inc. | 9,731 | 99 |
* | Aemetis Inc. | 19,744 | 97 |
*,1 | Beam Global | 5,797 | 90 |
*,1 | Volta Inc. | 68,392 | 89 |
Epsilon Energy Ltd. | 14,306 | 84 | |
* | Forum Energy Technologies Inc. | 3,991 | 78 |
* | ESS Tech Inc. | 27,503 | 77 |
Empire Petroleum Corp. | 5,806 | 69 | |
* | Nabors Industries Ltd. Warrants Exp. 6/11/26 | 2,112 | 68 |
*,1 | Camber Energy Inc. | 169,171 | 67 |
* | Flotek Industries Inc. | 66,667 | 66 |
* | Ecoark Holdings Inc. | 21,097 | 55 |
* | Geospace Technologies Corp. | 11,189 | 53 |
* | Exterran Corp. | 12,208 | 52 |
* | Battalion Oil Corp. | 5,921 | 51 |
Adams Resources & Energy Inc. | 1,512 | 49 | |
PHX Minerals Inc. | 13,226 | 40 |
Shares | Market Value• ($000) | ||
*,1 | Advent Technologies Holdings Inc. | 15,880 | 40 |
*,1 | American Resources Corp. Class A | 26,674 | 39 |
* | Gulf Island Fabrication Inc. | 10,847 | 36 |
*,1 | Sunworks Inc. | 21,967 | 35 |
* | Capstone Green Energy Corp. | 13,423 | 33 |
* | Ocean Power Technologies Inc. | 41,515 | 23 |
* | MIND Technology Inc. | 15,887 | 14 |
*,2 | Alta Mesa Resources Inc. Class A | 103,408 | — |
1,139,281 | |||
Financials (11.2%) | |||
* | Berkshire Hathaway Inc. Class B | 1,138,277 | 310,772 |
JPMorgan Chase & Co. | 2,001,559 | 225,396 | |
Bank of America Corp. | 4,665,606 | 145,240 | |
Wells Fargo & Co. | 2,584,904 | 101,251 | |
S&P Global Inc. | 231,675 | 78,088 | |
Morgan Stanley | 954,405 | 72,592 | |
Goldman Sachs Group Inc. | 233,797 | 69,442 | |
Charles Schwab Corp. | 1,053,593 | 66,566 | |
BlackRock Inc. | 98,133 | 59,767 | |
Citigroup Inc. | 1,256,521 | 57,787 | |
Chubb Ltd. | 273,696 | 53,803 | |
Marsh & McLennan Cos. Inc. | 342,033 | 53,101 | |
CME Group Inc. | 244,995 | 50,150 | |
Progressive Corp. | 399,005 | 46,392 | |
PNC Financial Services Group Inc. | 281,368 | 44,391 | |
Blackstone Inc. | 478,131 | 43,620 | |
Truist Financial Corp. | 906,694 | 43,005 | |
US Bancorp | 911,483 | 41,946 | |
Aon plc Class A (XNYS) | 137,715 | 37,139 | |
Intercontinental Exchange Inc. | 380,082 | 35,743 | |
Moody's Corp. | 106,861 | 29,063 | |
American International Group Inc. | 540,672 | 27,645 | |
Travelers Cos. Inc. | 163,153 | 27,594 | |
MetLife Inc. | 413,624 | 25,971 | |
Prudential Financial Inc. | 254,944 | 24,393 | |
Allstate Corp. | 188,517 | 23,891 | |
Arthur J Gallagher & Co. | 144,333 | 23,532 | |
Aflac Inc. | 394,573 | 21,832 | |
MSCI Inc. Class A | 52,900 | 21,803 | |
Bank of New York Mellon Corp. | 497,442 | 20,748 | |
M&T Bank Corp. | 123,234 | 19,642 | |
Discover Financial Services | 193,034 | 18,257 | |
KKR & Co. Inc. | 387,466 | 17,936 | |
Ameriprise Financial Inc. | 74,972 | 17,819 | |
First Republic Bank | 123,399 | 17,794 | |
T Rowe Price Group Inc. | 155,452 | 17,661 | |
* | SVB Financial Group | 40,486 | 15,992 |
Fifth Third Bancorp | 466,883 | 15,687 | |
Willis Towers Watson plc | 76,382 | 15,077 | |
State Street Corp. | 239,777 | 14,782 |
Shares | Market Value• ($000) | ||
Hartford Financial Services Group Inc. | 223,924 | 14,651 | |
Northern Trust Corp. | 135,485 | 13,072 | |
Cincinnati Financial Corp. | 103,862 | 12,358 | |
Huntington Bancshares Inc. | 1,000,844 | 12,040 | |
Citizens Financial Group Inc. | 335,528 | 11,975 | |
Nasdaq Inc. | 78,464 | 11,969 | |
Raymond James Financial Inc. | 133,644 | 11,949 | |
Regions Financial Corp. | 633,090 | 11,870 | |
Principal Financial Group Inc. | 174,118 | 11,629 | |
Broadridge Financial Solutions Inc. | 80,381 | 11,458 | |
* | Markel Corp. | 8,806 | 11,388 |
* | Arch Capital Group Ltd. | 243,318 | 11,069 |
KeyCorp. | 636,204 | 10,962 | |
* | Berkshire Hathaway Inc. Class A | 26 | 10,633 |
Apollo Global Management Inc. | 214,834 | 10,415 | |
FactSet Research Systems Inc. | 25,729 | 9,895 | |
LPL Financial Holdings Inc. | 51,672 | 9,532 | |
W R Berkley Corp. | 136,038 | 9,286 | |
Brown & Brown Inc. | 157,339 | 9,179 | |
Loews Corp. | 140,548 | 8,329 | |
Cboe Global Markets Inc. | 71,912 | 8,140 | |
First Horizon Corp. | 362,635 | 7,927 | |
Signature Bank | 42,744 | 7,660 | |
Everest Re Group Ltd. | 26,861 | 7,529 | |
* | Alleghany Corp. | 8,651 | 7,207 |
Ally Financial Inc. | 207,326 | 6,948 | |
American Financial Group Inc. | 48,895 | 6,787 | |
Equitable Holdings Inc. | 258,357 | 6,735 | |
Fidelity National Financial Inc. | 181,799 | 6,719 | |
Comerica Inc. | 88,716 | 6,510 | |
Assurant Inc. | 36,641 | 6,333 | |
MarketAxess Holdings Inc. | 24,375 | 6,240 | |
East West Bancorp Inc. | 96,035 | 6,223 | |
Annaly Capital Management Inc. | 1,052,160 | 6,218 | |
Ares Management Corp. Class A | 105,060 | 5,974 | |
Globe Life Inc. | 60,396 | 5,887 | |
Carlyle Group Inc. | 170,800 | 5,408 | |
Reinsurance Group of America Inc. | 45,486 | 5,335 | |
First Citizens BancShares Inc. Class A | 8,131 | 5,316 | |
Zions Bancorp NA | 102,986 | 5,242 | |
Lincoln National Corp. | 110,192 | 5,154 | |
Webster Financial Corp. | 121,994 | 5,142 | |
Tradeweb Markets Inc. Class A | 74,440 | 5,081 | |
Invesco Ltd. | 311,447 | 5,024 | |
Western Alliance Bancorp | 69,838 | 4,931 |
Shares | Market Value• ($000) | ||
Commerce Bancshares Inc. | 74,438 | 4,887 | |
Franklin Resources Inc. | 203,335 | 4,740 | |
RenaissanceRe Holdings Ltd. | 29,835 | 4,665 | |
*,1 | Coinbase Global Inc. Class A | 96,909 | 4,557 |
SEI Investments Co. | 84,337 | 4,556 | |
Cullen/Frost Bankers Inc. | 38,880 | 4,528 | |
Old Republic International Corp. | 191,492 | 4,282 | |
Morningstar Inc. | 17,424 | 4,214 | |
Voya Financial Inc. | 69,585 | 4,142 | |
Prosperity Bancshares Inc. | 60,510 | 4,131 | |
Starwood Property Trust Inc. | 196,302 | 4,101 | |
Popular Inc. | 52,732 | 4,057 | |
SouthState Corp. | 51,472 | 3,971 | |
Unum Group | 116,366 | 3,959 | |
AGNC Investment Corp. | 356,354 | 3,945 | |
Stifel Financial Corp. | 68,998 | 3,865 | |
First American Financial Corp. | 70,032 | 3,706 | |
Pinnacle Financial Partners Inc. | 50,777 | 3,672 | |
Selective Insurance Group Inc. | 41,614 | 3,618 | |
First Financial Bankshares Inc. | 91,069 | 3,576 | |
RLI Corp. | 30,451 | 3,550 | |
Glacier Bancorp Inc. | 74,323 | 3,524 | |
Wintrust Financial Corp. | 43,467 | 3,484 | |
Interactive Brokers Group Inc. Class A | 63,146 | 3,474 | |
Kinsale Capital Group Inc. | 14,736 | 3,384 | |
Synovus Financial Corp. | 93,773 | 3,381 | |
* | Robinhood Markets Inc. Class A | 407,078 | 3,346 |
Erie Indemnity Co. Class A | 17,091 | 3,285 | |
United Bankshares Inc. | 92,961 | 3,260 | |
Primerica Inc. | 26,545 | 3,177 | |
Valley National Bancorp | 303,596 | 3,160 | |
Jefferies Financial Group Inc. | 113,857 | 3,145 | |
Hanover Insurance Group Inc. | 21,377 | 3,126 | |
Affiliated Managers Group Inc. | 26,207 | 3,056 | |
Cadence Bank | 129,606 | 3,043 | |
Blackstone Mortgage Trust Inc. Class A | 109,085 | 3,018 | |
Axis Capital Holdings Ltd. | 51,876 | 2,962 | |
Old National Bancorp | 199,062 | 2,944 | |
SLM Corp. | 183,276 | 2,921 | |
New Residential Investment Corp. | 312,817 | 2,915 | |
OneMain Holdings Inc. | 77,346 | 2,891 | |
Blue Owl Capital Inc. Class A | 286,350 | 2,872 | |
Bank OZK | 76,385 | 2,867 | |
Home BancShares Inc. | 133,616 | 2,775 |
Shares | Market Value• ($000) | ||
New York Community Bancorp Inc. | 300,829 | 2,747 | |
Houlihan Lokey Inc. Class A | 34,625 | 2,733 | |
MGIC Investment Corp. | 214,632 | 2,704 | |
Essent Group Ltd. | 68,256 | 2,655 | |
ServisFirst Bancshares Inc. | 32,637 | 2,576 | |
FNB Corp. | 233,821 | 2,539 | |
Hancock Whitney Corp. | 56,502 | 2,505 | |
Umpqua Holdings Corp. | 148,432 | 2,489 | |
*,1 | SoFi Technologies Inc. | 468,994 | 2,472 |
Independent Bank Corp. (XNGS) | 31,024 | 2,464 | |
First Interstate BancSystem Inc. Class A | 64,243 | 2,448 | |
White Mountains Insurance Group Ltd. | 1,938 | 2,415 | |
Lazard Ltd. Class A | 73,309 | 2,376 | |
Assured Guaranty Ltd. | 41,822 | 2,333 | |
Radian Group Inc. | 116,958 | 2,298 | |
Community Bank System Inc. | 36,187 | 2,290 | |
UMB Financial Corp. | 26,286 | 2,263 | |
CVB Financial Corp. | 90,807 | 2,253 | |
United Community Banks Inc. | 73,350 | 2,214 | |
Evercore Inc. Class A | 23,370 | 2,188 | |
* | Ryan Specialty Group Holdings Inc. | 55,315 | 2,168 |
Janus Henderson Group plc | 91,470 | 2,150 | |
PacWest Bancorp | 80,257 | 2,140 | |
Kemper Corp. | 44,532 | 2,133 | |
* | Credit Acceptance Corp. | 4,455 | 2,109 |
Eastern Bankshares Inc. | 113,148 | 2,089 | |
Walker & Dunlop Inc. | 21,614 | 2,082 | |
FirstCash Holdings Inc. | 29,882 | 2,077 | |
* | Brighthouse Financial Inc. | 50,331 | 2,065 |
Ameris Bancorp | 50,495 | 2,029 | |
Bank of Hawaii Corp. | 26,699 | 1,986 | |
BankUnited Inc. | 55,408 | 1,971 | |
First Hawaiian Inc. | 86,195 | 1,958 | |
Cathay General Bancorp | 48,306 | 1,891 | |
Federated Hermes Inc. | 58,034 | 1,845 | |
American Equity Investment Life Holding Co. | 49,966 | 1,827 | |
* | Texas Capital Bancshares Inc. | 34,559 | 1,819 |
Pacific Premier Bancorp Inc. | 61,561 | 1,800 | |
WSFS Financial Corp. | 44,294 | 1,776 | |
Moelis & Co. Class A | 44,650 | 1,757 | |
International Bancshares Corp. | 42,911 | 1,720 | |
First BanCorp. (XNYS) | 132,528 | 1,711 | |
Simmons First National Corp. Class A | 80,282 | 1,707 | |
Associated Banc-Corp. | 91,461 | 1,670 |
Shares | Market Value• ($000) | ||
Independent Bank Group Inc. | 24,221 | 1,645 | |
Virtu Financial Inc. Class A | 69,840 | 1,635 | |
* | Mr Cooper Group Inc. | 44,224 | 1,625 |
Atlantic Union Bankshares Corp. | 47,229 | 1,602 | |
Artisan Partners Asset Management Inc. Class A | 44,063 | 1,567 | |
* | Enstar Group Ltd. | 7,112 | 1,522 |
Columbia Banking System Inc. | 53,064 | 1,520 | |
* | Trupanion Inc. | 24,634 | 1,484 |
Fulton Financial Corp. | 101,352 | 1,465 | |
First Merchants Corp. | 41,035 | 1,462 | |
CNO Financial Group Inc. | 79,703 | 1,442 | |
*,1 | Upstart Holdings Inc. | 45,469 | 1,438 |
BOK Financial Corp. | 18,642 | 1,409 | |
Chimera Investment Corp. | 159,630 | 1,408 | |
Jackson Financial Inc. Class A | 52,317 | 1,399 | |
Hamilton Lane Inc. Class A | 20,545 | 1,380 | |
Navient Corp. | 97,845 | 1,369 | |
Washington Federal Inc. | 45,496 | 1,366 | |
Piper Sandler Cos. | 11,621 | 1,317 | |
Arbor Realty Trust Inc. | 100,342 | 1,316 | |
Seacoast Banking Corp. of Florida | 39,690 | 1,311 | |
* | Axos Financial Inc. | 35,657 | 1,278 |
WesBanco Inc. | 39,167 | 1,242 | |
* | Genworth Financial Inc. Class A | 351,511 | 1,241 |
Towne Bank | 45,491 | 1,235 | |
Flagstar Bancorp Inc. | 34,617 | 1,227 | |
Banner Corp. | 21,719 | 1,221 | |
Two Harbors Investment Corp. | 240,357 | 1,197 | |
Park National Corp. | 9,854 | 1,195 | |
Stock Yards Bancorp Inc. | 19,526 | 1,168 | |
BancFirst Corp. | 12,125 | 1,161 | |
First Financial Bancorp | 59,297 | 1,150 | |
Lakeland Financial Corp. | 17,088 | 1,135 | |
* | Focus Financial Partners Inc. Class A | 33,121 | 1,128 |
Horace Mann Educators Corp. | 29,345 | 1,126 | |
Heartland Financial USA Inc. | 26,792 | 1,113 | |
Hope Bancorp Inc. | 79,621 | 1,102 | |
* | Silvergate Capital Corp. Class A | 20,313 | 1,087 |
Trustmark Corp. | 37,169 | 1,085 | |
Renasant Corp. | 37,550 | 1,082 | |
Provident Financial Services Inc. | 47,909 | 1,066 | |
PJT Partners Inc. Class A | 14,985 | 1,053 | |
Eagle Bancorp Inc. | 22,084 | 1,047 | |
* | Triumph Bancorp Inc. | 16,649 | 1,042 |
Sandy Spring Bancorp Inc. | 26,508 | 1,036 |
Shares | Market Value• ($000) | ||
Cohen & Steers Inc. | 16,131 | 1,026 | |
* | Palomar Holdings Inc. | 15,775 | 1,016 |
Enterprise Financial Services Corp. | 24,352 | 1,011 | |
Veritex Holdings Inc. | 34,529 | 1,010 | |
Westamerica BanCorp. | 17,909 | 997 | |
TriCo Bancshares | 21,761 | 993 | |
* | Cannae Holdings Inc. | 50,956 | 986 |
Northwest Bancshares Inc. | 75,806 | 970 | |
Safety Insurance Group Inc. | 9,984 | 969 | |
NBT Bancorp Inc. | 25,465 | 957 | |
FB Financial Corp. | 24,277 | 952 | |
* | BRP Group Inc. Class A | 38,802 | 937 |
* | Encore Capital Group Inc. | 16,129 | 932 |
* | NMI Holdings Inc. Class A | 55,984 | 932 |
Apollo Commercial Real Estate Finance Inc. | 88,487 | 924 | |
* | PRA Group Inc. | 25,358 | 922 |
Stewart Information Services Corp. | 18,512 | 921 | |
StepStone Group Inc. Class A | 34,954 | 910 | |
PennyMac Mortgage Investment Trust | 64,607 | 894 | |
Compass Diversified Holdings | 41,617 | 891 | |
Capitol Federal Financial Inc. | 95,739 | 879 | |
Hilltop Holdings Inc. | 32,690 | 872 | |
ProAssurance Corp. | 36,151 | 854 | |
* | StoneX Group Inc. | 10,908 | 852 |
Argo Group International Holdings Ltd. | 23,020 | 849 | |
First Commonwealth Financial Corp. | 63,115 | 847 | |
First Bancorp (XNGS) | 23,800 | 831 | |
PennyMac Financial Services Inc. | 18,747 | 819 | |
Ladder Capital Corp. Class A | 77,094 | 813 | |
Franklin BSP Realty Trust Inc. REIT | 59,938 | 808 | |
Virtus Investment Partners Inc. | 4,715 | 806 | |
Mercury General Corp. | 18,003 | 798 | |
* | LendingClub Corp. | 67,650 | 791 |
National Bank Holdings Corp. Class A | 20,399 | 781 | |
OFG Bancorp | 30,484 | 774 | |
City Holding Co. | 9,652 | 771 | |
Mfa Financial Inc. | 71,490 | 769 | |
Berkshire Hills Bancorp Inc. | 30,262 | 750 | |
iStar Inc. | 54,684 | 750 | |
Ready Capital Corp. | 62,882 | 750 | |
BGC Partners Inc. Class A | 221,617 | 747 | |
* | Customers Bancorp Inc. | 21,896 | 742 |
OceanFirst Financial Corp. | 38,546 | 737 | |
Meta Financial Group Inc. | 18,830 | 728 |
Shares | Market Value• ($000) | ||
Live Oak Bancshares Inc. | 21,410 | 726 | |
Employers Holdings Inc. | 17,292 | 724 | |
* | Open Lending Corp. Class A | 70,692 | 723 |
First Busey Corp. | 31,421 | 718 | |
S&T Bancorp Inc. | 25,830 | 709 | |
Southside Bancshares Inc. | 18,950 | 709 | |
First Foundation Inc. | 33,998 | 696 | |
Preferred Bank | 10,146 | 690 | |
Banc of California Inc. | 39,008 | 687 | |
AMERISAFE Inc. | 12,994 | 676 | |
Broadmark Realty Capital Inc. | 99,702 | 669 | |
TPG Inc. | 27,463 | 657 | |
New York Mortgage Trust Inc. | 237,185 | 655 | |
Heritage Financial Corp. | 25,893 | 651 | |
Dime Community Bancshares Inc. | 21,904 | 649 | |
Origin Bancorp Inc. | 16,632 | 645 | |
Redwood Trust Inc. | 82,294 | 635 | |
Premier Financial Corp. | 25,007 | 634 | |
Brookline Bancorp Inc. | 47,310 | 630 | |
Federal Agricultural Mortgage Corp. Class C | 6,392 | 624 | |
* | Bancorp Inc. | 31,867 | 622 |
James River Group Holdings Ltd. | 25,067 | 621 | |
* | MoneyGram International Inc. | 61,627 | 616 |
* | Enova International Inc. | 21,092 | 608 |
Tompkins Financial Corp. | 8,343 | 602 | |
ConnectOne Bancorp Inc. | 24,534 | 600 | |
Lakeland Bancorp Inc. | 40,725 | 595 | |
Northfield Bancorp Inc. | 45,495 | 593 | |
* | Nicolet Bankshares Inc. | 8,116 | 587 |
KKR Real Estate Finance Trust Inc. | 33,402 | 583 | |
1 | Rocket Cos. Inc. Class A | 78,841 | 580 |
1 | Claros Mortgage Trust Inc. | 33,947 | 569 |
QCR Holdings Inc. | 10,433 | 563 | |
Amerant Bancorp Inc. | 19,922 | 560 | |
* | Columbia Financial Inc. | 25,557 | 557 |
Goosehead Insurance Inc. Class A | 12,055 | 551 | |
TFS Financial Corp. | 40,108 | 551 | |
Ellington Financial Inc. | 37,122 | 545 | |
German American Bancorp Inc. | 15,949 | 545 | |
Nelnet Inc. Class A | 6,333 | 540 | |
Washington Trust Bancorp Inc. | 11,053 | 535 | |
* | Blucora Inc. | 28,510 | 526 |
Allegiance Bancshares Inc. | 13,436 | 507 | |
Community Trust Bancorp Inc. | 12,480 | 505 | |
United Fire Group Inc. | 14,577 | 499 | |
Horizon Bancorp Inc. | 28,462 | 496 |
Shares | Market Value• ($000) | ||
B Riley Financial Inc. | 11,553 | 488 | |
Flushing Financial Corp. | 22,886 | 487 | |
Independent Bank Corp. | 25,254 | 487 | |
*,1 | Lemonade Inc. | 26,134 | 477 |
Enact Holdings Inc. | 21,998 | 473 | |
Victory Capital Holdings Inc. Class A | 19,594 | 472 | |
* | Metropolitan Bank Holding Corp. | 6,748 | 468 |
Univest Financial Corp. | 18,243 | 464 | |
ARMOUR Residential REIT Inc. | 65,822 | 463 | |
Camden National Corp. | 10,497 | 462 | |
First Bancorp Inc. (XNMS) | 15,842 | 453 | |
TrustCo Bank Corp. NY | 14,695 | 453 | |
WisdomTree Investments Inc. | 88,964 | 451 | |
Central Pacific Financial Corp. | 20,991 | 450 | |
Hanmi Financial Corp. | 19,897 | 447 | |
Great Southern Bancorp Inc. | 7,567 | 443 | |
Kearny Financial Corp. | 39,770 | 442 | |
HomeStreet Inc. | 12,695 | 440 | |
HarborOne Bancorp Inc. | 30,881 | 426 | |
Brightsphere Investment Group Inc. | 23,591 | 425 | |
Byline Bancorp Inc. | 17,040 | 406 | |
Cowen Inc. Class A | 17,146 | 406 | |
Heritage Commerce Corp. | 37,898 | 405 | |
Peoples Bancorp Inc. | 14,866 | 395 | |
Cambridge Bancorp | 4,727 | 391 | |
* | MBIA Inc. | 31,409 | 388 |
Diamond Hill Investment Group Inc. | 2,183 | 379 | |
TPG RE Finance Trust Inc. | 41,635 | 375 | |
* | CrossFirst Bankshares Inc. | 28,065 | 370 |
* | CBL & Associates Properties Inc. | 15,638 | 367 |
Farmers National Banc Corp. | 24,418 | 366 | |
1 | Orchid Island Capital Inc. | 127,946 | 365 |
Arrow Financial Corp. | 11,246 | 358 | |
First Mid Bancshares Inc. | 10,004 | 357 | |
* | Oscar Health Inc. Class A | 82,844 | 352 |
*,1 | Marathon Digital Holdings Inc. | 65,199 | 348 |
* | Assetmark Financial Holdings Inc. | 18,280 | 343 |
Midland States Bancorp Inc. | 14,196 | 341 | |
* | World Acceptance Corp. | 3,037 | 341 |
* | Ambac Financial Group Inc. | 29,968 | 340 |
Business First Bancshares Inc. | 15,762 | 336 | |
Mercantile Bank Corp. | 10,446 | 334 |
Shares | Market Value• ($000) | ||
HCI Group Inc. | 4,916 | 333 | |
* | SiriusPoint Ltd. | 61,350 | 333 |
Granite Point Mortgage Trust Inc. | 34,519 | 330 | |
Equity Bancshares Inc. Class A | 11,280 | 329 | |
Brightspire Capital Inc. Class A | 43,560 | 329 | |
Old Second Bancorp Inc. | 24,469 | 327 | |
Financial Institutions Inc. | 12,470 | 324 | |
First Financial Corp. | 7,285 | 324 | |
Bank First Corp. | 4,257 | 323 | |
* | LendingTree Inc. | 7,381 | 323 |
Peapack-Gladstone Financial Corp. | 10,637 | 316 | |
*,1 | Riot Blockchain Inc. | 74,835 | 314 |
Bank of Marin Bancorp | 9,824 | 312 | |
Dynex Capital Inc. | 19,606 | 312 | |
CBTX Inc. | 11,674 | 310 | |
* | Coastal Financial Corp. | 8,102 | 309 |
Invesco Mortgage Capital REIT | 20,603 | 302 | |
* | EZCorp. Inc. Class A | 38,810 | 291 |
P10 Inc. Class A | 25,496 | 284 | |
HomeTrust Bancshares Inc. | 11,260 | 282 | |
Peoples Financial Services Corp. | 5,056 | 282 | |
Farmers & Merchants Bancorp Inc. | 8,192 | 272 | |
CNB Financial Corp. | 11,120 | 269 | |
National Western Life Group Inc. Class A | 1,325 | 269 | |
Universal Insurance Holdings Inc. | 20,437 | 266 | |
Hingham Institution for Savings | 923 | 262 | |
Waterstone Financial Inc. | 15,293 | 261 | |
Bar Harbor Bankshares | 9,895 | 256 | |
First Internet Bancorp | ��� 6,960 | 256 | |
Republic Bancorp Inc. Class A | 5,300 | 256 | |
American National Bankshares Inc. | 7,342 | 254 | |
Merchants Bancorp | 11,200 | 254 | |
Metrocity Bankshares Inc. | 12,490 | 254 | |
First Community Bankshares Inc. | 8,565 | 252 | |
Citizens & Northern Corp. | 10,308 | 249 | |
First of Long Island Corp. | 14,231 | 249 | |
* | Southern First Bancshares Inc. | 5,656 | 247 |
* | Bridgewater Bancshares Inc. | 15,252 | 246 |
* | Carter Bankshares Inc. | 18,614 | 246 |
SmartFinancial Inc. | 10,103 | 244 | |
Civista Bancshares Inc. | 11,120 | 236 | |
* | Blue Foundry Bancorp | 19,670 | 236 |
Amalgamated Financial Corp. | 11,551 | 228 | |
Primis Financial Corp. | 16,733 | 228 |
Shares | Market Value• ($000) | ||
MidWestOne Financial Group Inc. | 7,622 | 227 | |
Sierra Bancorp | 10,371 | 225 | |
Regional Management Corp. | 5,980 | 223 | |
Capstar Financial Holdings Inc. | 11,382 | 223 | |
MVB Financial Corp. | 7,102 | 221 | |
Capital City Bank Group Inc. | 7,891 | 220 | |
First Bank | 15,589 | 218 | |
Home Bancorp Inc. | 6,396 | 218 | |
Mid Penn Bancorp Inc. | 8,011 | 216 | |
1 | UWM Holdings Corp. | 60,612 | 215 |
Enterprise Bancorp Inc. | 6,660 | 214 | |
West BanCorp. Inc. | 8,776 | 214 | |
Southern Missouri Bancorp Inc. | 4,591 | 208 | |
RBB Bancorp | 10,024 | 207 | |
ACNB Corp. | 6,851 | 203 | |
GCM Grosvenor Inc. Class A | 29,149 | 200 | |
Shore Bancshares Inc. | 10,622 | 197 | |
* | Third Coast Bancshares Inc. | 8,955 | 196 |
Macatawa Bank Corp. | 22,021 | 195 | |
Oppenheimer Holdings Inc. Class A | 5,883 | 194 | |
1st Source Corp. | 4,239 | 192 | |
Tiptree Inc. | 17,754 | 189 | |
* | Hippo Holdings Inc. | 213,493 | 188 |
BayCom Corp. | 9,049 | 187 | |
AFC Gamma Inc. | 12,195 | 187 | |
Northrim BanCorp Inc. | 4,505 | 181 | |
Unity Bancorp Inc. | 6,777 | 179 | |
John Marshall Bancorp Inc. | 7,930 | 179 | |
PCB Bancorp | 9,463 | 177 | |
Investar Holding Corp. | 7,982 | 175 | |
Investors Title Co. | 1,118 | 175 | |
* | Ponce Financial Group Inc. | 18,887 | 175 |
* | Ocwen Financial Corp. | 6,300 | 173 |
Codorus Valley Bancorp Inc. | 7,652 | 172 | |
Orrstown Financial Services Inc. | 7,126 | 172 | |
Guaranty Bancshares Inc. | 4,660 | 169 | |
First Bancorp Inc. (XNGS) | 5,583 | 168 | |
Colony Bankcorp Inc. | 11,165 | 168 | |
Great Ajax Corp. | 17,359 | 166 | |
Alerus Financial Corp. | 6,979 | 166 | |
BCB Bancorp Inc. | 9,445 | 161 | |
* | Professional Holding Corp. Class A | 7,960 | 160 |
FS Bancorp Inc. | 5,528 | 159 | |
Five Star Bancorp | 5,975 | 158 | |
Summit Financial Group Inc. | 5,649 | 157 | |
PCSB Financial Corp. | 8,158 | 156 | |
South Plains Financial Inc. | 6,388 | 154 | |
Community Financial Corp. | 4,110 | 152 | |
* | First Western Financial Inc. | 5,599 | 152 |
Shares | Market Value• ($000) | ||
Blue Ridge Bankshares Inc. | 9,916 | 152 | |
Perella Weinberg Partners Class A | 25,929 | 151 | |
* | Clearwater Analytics Holdings Inc. Class A | 12,550 | 151 |
*,1 | Citizens Inc. Class A | 35,558 | 149 |
Donegal Group Inc. Class A | 8,568 | 146 | |
Esquire Financial Holdings Inc. | 4,353 | 145 | |
Timberland Bancorp Inc. | 5,735 | 143 | |
Red River Bancshares Inc. | 2,646 | 143 | |
Northeast Bank | 3,845 | 140 | |
Territorial Bancorp Inc. | 6,581 | 137 | |
Northeast Community Bancorp Inc. | 11,548 | 136 | |
* | eHealth Inc. | 14,420 | 135 |
First Business Financial Services Inc. | 4,292 | 134 | |
MainStreet Bancshares Inc. | 5,879 | 134 | |
Riverview Bancorp Inc. | 20,193 | 133 | |
* | Greenlight Capital Re Ltd. Class A | 17,246 | 133 |
Chemung Financial Corp. | 2,801 | 132 | |
Parke Bancorp Inc. | 6,244 | 131 | |
Penns Woods Bancorp Inc. | 5,670 | 131 | |
Crawford & Co. Class B | 18,482 | 130 | |
Provident Bancorp Inc. | 8,209 | 129 | |
FNCB Bancorp Inc. | 15,952 | 128 | |
Meridian Corp. | 4,236 | 128 | |
* | FVCBankcorp Inc. | 6,717 | 126 |
* | NI Holdings Inc. | 7,567 | 124 |
First Community Corp. | 6,423 | 123 | |
Evans Bancorp Inc. | 3,554 | 121 | |
* | Oportun Financial Corp. | 14,660 | 121 |
ChoiceOne Financial Services Inc. | 5,893 | 119 | |
Capital Bancorp Inc. | 5,450 | 118 | |
Middlefield Banc Corp. | 4,658 | 117 | |
National Bankshares Inc. | 3,647 | 115 | |
Greene County Bancorp Inc. | 2,548 | 115 | |
Plumas Bancorp | 4,045 | 115 | |
First Guaranty Bancshares Inc. | 4,672 | 114 | |
LCNB Corp. | 7,580 | 113 | |
* | California BanCorp. | 5,914 | 112 |
First United Corp. | 5,904 | 111 | |
United Security Bancshares | 14,133 | 108 | |
Western New England Bancorp Inc. | 14,481 | 108 | |
Sculptor Capital Management Inc. Class A | 12,930 | 108 | |
Peoples Bancorp of North Carolina Inc. | 3,935 | 107 | |
Nexpoint Real Estate Finance Inc. | 5,255 | 107 | |
Bank of Princeton | 3,849 | 106 | |
*,1 | Bakkt Holdings Inc. | 50,567 | 106 |
Shares | Market Value• ($000) | ||
C&F Financial Corp. | 2,281 | 105 | |
Ames National Corp. | 4,723 | 105 | |
Salisbury Bancorp Inc. | 2,232 | 105 | |
CB Financial Services Inc. | 4,564 | 104 | |
* | Doma Holdings Inc. | 100,552 | 104 |
* | Arlington Asset Investment Corp. Class A | 31,693 | 103 |
HBT Financial Inc. | 5,755 | 103 | |
Southern States Bancshares Inc. | 4,587 | 103 | |
GAMCO Investors Inc. Class A | 4,894 | 102 | |
* | Pioneer Bancorp Inc. | 10,394 | 102 |
Citizens Community Bancorp Inc. | 7,386 | 102 | |
Ellington Residential Mortgage REIT | 13,449 | 100 | |
William Penn Bancorp Inc. | 8,580 | 100 | |
Bankwell Financial Group Inc. | 3,177 | 99 | |
Union Bankshares Inc. | 3,794 | 99 | |
Westwood Holdings Group Inc. | 7,041 | 97 | |
SB Financial Group Inc. | 5,628 | 97 | |
Cherry Hill Mortgage Investment Corp. | 14,986 | 96 | |
Norwood Financial Corp. | 3,972 | 96 | |
* | Republic First Bancorp Inc. | 25,101 | 96 |
* | Hagerty Inc. Class A | 8,334 | 96 |
* | Sterling Bancorp Inc. | 16,749 | 95 |
Limestone Bancorp Inc. | 5,086 | 94 | |
Central Valley Community Bancorp | 6,312 | 92 | |
Orange County Bancorp Inc. | 2,434 | 92 | |
Landmark Bancorp Inc. | 3,601 | 91 | |
Seven Hills Realty Trust | 8,503 | 91 | |
Greenhill & Co. Inc. | 9,629 | 89 | |
Ohio Valley Banc Corp. | 2,951 | 89 | |
* | Trean Insurance Group Inc. | 14,276 | 89 |
Angel Oak Mortgage Inc. | 6,897 | 89 | |
Fidelity D&D Bancorp Inc. | 2,155 | 88 | |
Finward Bancorp | 2,353 | 88 | |
* | Consumer Portfolio Services Inc. | 8,509 | 87 |
Manning & Napier Inc. | 6,813 | 85 | |
* | Velocity Financial LLC | 7,686 | 84 |
Chicago Atlantic Real Estate Finance Inc. | 5,609 | 84 | |
Prudential Bancorp Inc. | 5,501 | 83 | |
Provident Financial Holdings Inc. | 5,547 | 82 | |
* | USCB Financial Holdings Inc. | 7,092 | 82 |
Richmond Mutual BanCorp. Inc. | 5,788 | 81 | |
United Bancshares Inc. | 2,839 | 81 | |
Silvercrest Asset Management Group Inc. Class A | 4,801 | 79 | |
* | Root Inc. Class A | 65,632 | 78 |
Shares | Market Value• ($000) | ||
Eagle Bancorp Montana Inc. | 3,864 | 77 | |
Western Asset Mortgage Capital Corp. | 62,393 | 76 | |
Sachem Capital Corp. | 18,378 | 75 | |
* | Maiden Holdings Ltd. | 38,102 | 74 |
* | Finwise Bancorp | 7,943 | 74 |
* | Sunlight Financial Holdings Inc. | 24,670 | 73 |
Hawthorn Bancshares Inc. | 2,780 | 71 | |
Curo Group Holdings Corp. | 12,507 | 69 | |
Pzena Investment Management Inc. Class A | 10,406 | 69 | |
US Global Investors Inc. Class A | 15,552 | 68 | |
Guild Holdings Co. Class A | 6,557 | 67 | |
Summit State Bank | 4,372 | 67 | |
Associated Capital Group Inc. Class A | 1,854 | 66 | |
* | Safeguard Scientifics Inc. | 17,737 | 66 |
First Savings Financial Group Inc. | 2,763 | 66 | |
Lument Finance Trust Inc. | 27,115 | 65 | |
Bank7 Corp. | 2,764 | 63 | |
OP Bancorp | 5,995 | 63 | |
* | MetroMile Inc. | 68,991 | 63 |
First Northwest Bancorp | 3,959 | 62 | |
Randolph Bancorp Inc. | 2,351 | 62 | |
* | ACRES Commercial Realty Corp. | 7,472 | 61 |
AG Mortgage Investment Trust Inc. | 9,045 | 61 | |
AmeriServ Financial Inc. | 15,247 | 60 | |
First National Corp. | 3,187 | 58 | |
Medallion Financial Corp. | 8,839 | 57 | |
Luther Burbank Corp. | 4,292 | 56 | |
Heritage Insurance Holdings Inc. | 19,570 | 52 | |
* | Heritage Global Inc. | 34,014 | 51 |
* | Elevate Credit Inc. | 20,549 | 49 |
Oak Valley Bancorp | 2,728 | 47 | |
ESSA Bancorp Inc. | 2,611 | 44 | |
BankFinancial Corp. | 4,443 | 42 | |
Auburn National BanCorp Inc. | 1,551 | 42 | |
* | Security National Financial Corp. Class A | 4,981 | 42 |
Sound Financial Bancorp Inc. | 1,102 | 42 | |
* | Great Elm Group Inc. | 18,596 | 40 |
Manhattan Bridge Capital Inc. | 6,830 | 38 | |
* | Rhinebeck Bancorp Inc. | 3,974 | 37 |
Kingstone Cos. Inc. | 8,512 | 34 | |
Hennessy Advisors Inc. | 3,282 | 34 | |
* | Nicholas Financial Inc. | 3,692 | 34 |
* | Midwest Holding Inc. | 2,640 | 32 |
Shares | Market Value• ($000) | ||
United Insurance Holdings Corp. | 19,845 | 31 | |
Partners Bancorp. | 3,437 | 31 | |
First Financial Northwest Inc. | 1,845 | 29 | |
* | GoHealth Inc. Class A | 45,636 | 27 |
* | Broadway Financial Corp. | 24,365 | 26 |
loanDepot Inc. Class A | 13,793 | 20 | |
First Capital Inc. | 328 | 9 | |
* | Conifer Holdings Inc. | 4,822 | 8 |
2,862,559 | |||
Health Care (14.3%) | |||
UnitedHealth Group Inc. | 639,673 | 328,555 | |
Johnson & Johnson | 1,793,796 | 318,417 | |
Pfizer Inc. | 3,828,017 | 200,703 | |
Eli Lilly & Co. | 583,330 | 189,133 | |
AbbVie Inc. | 1,205,262 | 184,598 | |
Merck & Co. Inc. | 1,724,095 | 157,186 | |
Thermo Fisher Scientific Inc. | 266,861 | 144,980 | |
Abbott Laboratories | 1,193,574 | 129,682 | |
Danaher Corp. | 445,963 | 113,061 | |
Bristol-Myers Squibb Co. | 1,451,786 | 111,788 | |
Amgen Inc. | 364,657 | 88,721 | |
Medtronic plc | 914,663 | 82,091 | |
Elevance Health Inc. | 164,565 | 79,416 | |
Cigna Corp. | 216,658 | 57,094 | |
Gilead Sciences Inc. | 856,694 | 52,952 | |
Zoetis Inc. | 289,578 | 49,776 | |
* | Intuitive Surgical Inc. | 245,357 | 49,246 |
* | Vertex Pharmaceuticals Inc. | 174,585 | 49,196 |
Becton Dickinson and Co. | 194,463 | 47,941 | |
Stryker Corp. | 232,301 | 46,212 | |
* | Regeneron Pharmaceuticals Inc. | 70,035 | 41,400 |
Humana Inc. | 86,395 | 40,439 | |
* | Edwards Lifesciences Corp. | 424,343 | 40,351 |
* | Boston Scientific Corp. | 975,412 | 36,354 |
* | Centene Corp. | 400,095 | 33,852 |
* | Moderna Inc. | 230,797 | 32,969 |
* | IQVIA Holdings Inc. | 129,457 | 28,091 |
HCA Healthcare Inc. | 151,492 | 25,460 | |
Agilent Technologies Inc. | 204,747 | 24,318 | |
Baxter International Inc. | 343,596 | 22,069 | |
ResMed Inc. | 100,204 | 21,006 | |
* | Biogen Inc. | 99,610 | 20,314 |
* | IDEXX Laboratories Inc. | 57,481 | 20,160 |
* | DexCom Inc. | 269,726 | 20,103 |
* | Illumina Inc. | 107,502 | 19,819 |
* | Veeva Systems Inc. Class A | 96,623 | 19,135 |
* | Seagen Inc. | 94,651 | 16,748 |
West Pharmaceutical Services Inc. | 50,814 | 15,365 | |
Zimmer Biomet Holdings Inc. | 143,136 | 15,038 | |
Laboratory Corp. of America Holdings | 63,853 | 14,965 | |
STERIS plc | 68,023 | 14,023 | |
* | Avantor Inc. | 410,798 | 12,776 |
Shares | Market Value• ($000) | ||
* | Align Technology Inc. | 53,466 | 12,654 |
* | Catalent Inc. | 117,370 | 12,593 |
* | Horizon Therapeutics plc | 156,264 | 12,464 |
PerkinElmer Inc. | 87,010 | 12,375 | |
* | Alnylam Pharmaceuticals Inc. | 82,251 | 11,996 |
* | Hologic Inc. | 170,161 | 11,792 |
* | Molina Healthcare Inc. | 40,275 | 11,261 |
Quest Diagnostics Inc. | 80,495 | 10,704 | |
* | BioMarin Pharmaceutical Inc. | 128,884 | 10,681 |
Cooper Cos. Inc. | 33,574 | 10,513 | |
* | Insulet Corp. | 47,807 | 10,419 |
Royalty Pharma plc Class A | 237,085 | 9,967 | |
* | Incyte Corp. | 128,131 | 9,734 |
Cardinal Health Inc. | 185,030 | 9,672 | |
Bio-Techne Corp. | 26,647 | 9,237 | |
Viatris Inc. | 825,037 | 8,638 | |
Teleflex Inc. | 31,935 | 7,851 | |
* | ABIOMED Inc. | 30,119 | 7,455 |
* | Charles River Laboratories International Inc. | 34,479 | 7,377 |
* | United Therapeutics Corp. | 30,814 | 7,261 |
* | Henry Schein Inc. | 93,570 | 7,181 |
* | Bio-Rad Laboratories Inc. Class A | 14,391 | 7,124 |
* | Neurocrine Biosciences Inc. | 65,216 | 6,357 |
* | Jazz Pharmaceuticals plc | 40,429 | 6,307 |
* | Elanco Animal Health Inc. (XNYS) | 315,564 | 6,195 |
* | Repligen Corp. | 37,677 | 6,119 |
Organon & Co. | 171,374 | 5,784 | |
DENTSPLY SIRONA Inc. | 146,096 | 5,220 | |
* | Syneos Health Inc. | 69,057 | 4,950 |
Chemed Corp. | 10,166 | 4,772 | |
* | Exact Sciences Corp. | 120,608 | 4,751 |
* | Exelixis Inc. | 219,223 | 4,564 |
Bruker Corp. | 71,582 | 4,492 | |
* | Shockwave Medical Inc. | 23,149 | 4,425 |
* | Masimo Corp. | 33,731 | 4,408 |
Universal Health Services Inc. Class B | 43,310 | 4,362 | |
* | Envista Holdings Corp. | 112,752 | 4,345 |
* | Halozyme Therapeutics Inc. | 96,439 | 4,243 |
* | Novocure Ltd. | 60,177 | 4,182 |
* | Acadia Healthcare Co. Inc. | 61,738 | 4,175 |
* | Sarepta Therapeutics Inc. | 55,613 | 4,169 |
* | Tenet Healthcare Corp. | 73,437 | 3,860 |
Encompass Health Corp. | 67,569 | 3,787 | |
Perrigo Co. plc | 91,217 | 3,701 | |
* | HealthEquity Inc. | 56,746 | 3,484 |
* | Inspire Medical Systems Inc. | 18,794 | 3,433 |
* | Omnicell Inc. | 29,702 | 3,379 |
* | Teladoc Health Inc. | 100,835 | 3,349 |
* | Alkermes plc | 112,280 | 3,345 |
Shares | Market Value• ($000) | ||
* | Intra-Cellular Therapies Inc. | 58,133 | 3,318 |
* | LHC Group Inc. | 20,195 | 3,145 |
* | QuidelOrtho Corp. | 32,206 | 3,130 |
* | DaVita Inc. | 38,740 | 3,098 |
* | Penumbra Inc. | 24,579 | 3,061 |
* | Globus Medical Inc. Class A | 54,392 | 3,054 |
* | agilon health Inc. | 139,345 | 3,042 |
* | Ionis Pharmaceuticals Inc. | 80,457 | 2,979 |
* | Lantheus Holdings Inc. | 43,900 | 2,899 |
* | Ultragenyx Pharmaceutical Inc. | 46,255 | 2,760 |
* | Novavax Inc. | 53,438 | 2,748 |
* | Apellis Pharmaceuticals Inc. | 60,192 | 2,722 |
* | Medpace Holdings Inc. | 18,128 | 2,713 |
Premier Inc. Class A | 75,246 | 2,685 | |
* | Option Care Health Inc. | 96,550 | 2,683 |
* | Guardant Health Inc. | 65,281 | 2,633 |
* | 10X Genomics Inc. Class A | 58,150 | 2,631 |
Ensign Group Inc. | 35,231 | 2,588 | |
* | Integra LifeSciences Holdings Corp. | 47,720 | 2,578 |
* | Tandem Diabetes Care Inc. | 42,953 | 2,542 |
* | ICU Medical Inc. | 15,175 | 2,495 |
* | Arrowhead Pharmaceuticals Inc. | 67,345 | 2,371 |
* | Intellia Therapeutics Inc. | 45,453 | 2,353 |
* | Amedisys Inc. | 22,197 | 2,333 |
* | STAAR Surgical Co. | 32,310 | 2,292 |
* | Prestige Consumer Healthcare Inc. | 38,275 | 2,251 |
* | Mirati Therapeutics Inc. | 33,286 | 2,234 |
* | Haemonetics Corp. | 33,991 | 2,216 |
* | Cytokinetics Inc. | 56,236 | 2,210 |
* | Turning Point Therapeutics Inc. | 29,022 | 2,184 |
* | Maravai LifeSciences Holdings Inc. Class A | 75,917 | 2,157 |
* | Natera Inc. | 60,356 | 2,139 |
* | Karuna Therapeutics Inc. | 16,811 | 2,127 |
* | Merit Medical Systems Inc. | 38,722 | 2,101 |
* | iRhythm Technologies Inc. | 19,053 | 2,058 |
* | R1 RCM Inc. | 95,686 | 2,006 |
* | Amicus Therapeutics Inc. | 186,690 | 2,005 |
* | Blueprint Medicines Corp. | 39,561 | 1,998 |
* | PTC Therapeutics Inc. | 49,729 | 1,992 |
* | Doximity Inc. Class A | 56,966 | 1,984 |
* | Inari Medical Inc. | 29,110 | 1,979 |
CONMED Corp. | 19,480 | 1,865 | |
Patterson Cos. Inc. | 58,516 | 1,773 | |
* | NuVasive Inc. | 35,996 | 1,770 |
* | Neogen Corp. | 71,155 | 1,714 |
* | Pacira BioSciences Inc. | 29,109 | 1,697 |
* | Enovis Corp. | 30,859 | 1,697 |
* | Evolent Health Inc. Class A | 55,181 | 1,695 |
Shares | Market Value• ($000) | ||
Select Medical Holdings Corp. | 71,385 | 1,686 | |
* | Denali Therapeutics Inc. | 57,147 | 1,682 |
* | Certara Inc. | 75,844 | 1,628 |
*,1 | Ginkgo Bioworks Holdings Inc. | 676,281 | 1,610 |
* | Insmed Inc. | 79,811 | 1,574 |
* | Axonics Inc. | 27,608 | 1,565 |
* | Beam Therapeutics Inc. | 39,769 | 1,539 |
* | Integer Holdings Corp. | 21,755 | 1,537 |
Owens & Minor Inc. | 47,566 | 1,496 | |
* | Global Blood Therapeutics Inc. | 44,741 | 1,429 |
* | BioCryst Pharmaceuticals Inc. | 129,561 | 1,371 |
* | Fate Therapeutics Inc. | 54,835 | 1,359 |
* | Glaukos Corp. | 29,635 | 1,346 |
* | Progyny Inc. | 45,986 | 1,336 |
* | Multiplan Corp. | 243,329 | 1,336 |
* | Sotera Health Co. | 67,605 | 1,324 |
* | Corcept Therapeutics Inc. | 55,450 | 1,319 |
* | Xencor Inc. | 47,856 | 1,310 |
* | Vir Biotechnology Inc. | 49,835 | 1,269 |
* | Oak Street Health Inc. | 73,407 | 1,207 |
* | Arvinas Inc. | 28,589 | 1,203 |
* | AtriCure Inc. | 29,176 | 1,192 |
* | MEDNAX Inc. | 56,289 | 1,183 |
* | Twist Bioscience Corp. | 33,689 | 1,178 |
* | ACADIA Pharmaceuticals Inc. | 82,369 | 1,161 |
* | Iovance Biotherapeutics Inc. | 101,773 | 1,124 |
* | ChemoCentryx Inc. | 44,838 | 1,111 |
* | Nevro Corp. | 24,690 | 1,082 |
* | Sage Therapeutics Inc. | 33,491 | 1,082 |
* | Relay Therapeutics Inc. | 64,053 | 1,073 |
* | Apollo Medical Holdings Inc. | 27,638 | 1,067 |
* | Ironwood Pharmaceuticals Inc. Class A | 92,250 | 1,064 |
* | Dynavax Technologies Corp. | 83,059 | 1,046 |
* | Travere Thrapeutics Inc. | 43,109 | 1,045 |
* | Harmony Biosciences Holdings Inc. | 20,515 | 1,001 |
* | Privia Health Group Inc. | 34,306 | 999 |
* | Supernus Pharmaceuticals Inc. | 33,453 | 967 |
* | Embecta Corp. | 38,205 | 967 |
* | 1Life Healthcare Inc. | 122,770 | 963 |
* | CorVel Corp. | 6,523 | 961 |
* | Emergent BioSolutions Inc. | 30,455 | 945 |
* | Cerevel Therapeutics Holdings Inc. | 35,739 | 945 |
* | Myriad Genetics Inc. | 51,953 | 944 |
* | Veracyte Inc. | 47,300 | 941 |
* | Ligand Pharmaceuticals Inc. | 10,537 | 940 |
US Physical Therapy Inc. | 8,523 | 931 | |
* | Addus HomeCare Corp. | 11,082 | 923 |
* | Zentalis Pharmaceuticals Inc. | 32,634 | 917 |
Healthcare Services Group Inc. | 52,035 | 906 |
Shares | Market Value• ($000) | ||
* | Avanos Medical Inc. | 32,836 | 898 |
* | Krystal Biotech Inc. | 13,613 | 894 |
* | Celldex Therapeutics Inc. | 32,869 | 886 |
* | Amphastar Pharmaceuticals Inc. | 25,350 | 882 |
* | Meridian Bioscience Inc. | 28,937 | 880 |
* | Arcus Biosciences Inc. | 34,344 | 870 |
* | Agios Pharmaceuticals Inc. | 37,078 | 822 |
* | Silk Road Medical Inc. | 22,517 | 819 |
* | OPKO Health Inc. | 323,383 | 818 |
* | Vericel Corp. | 32,349 | 815 |
* | REVOLUTION Medicines Inc. | 41,733 | 813 |
* | CareDx Inc. | 37,431 | 804 |
* | Phreesia Inc. | 32,081 | 802 |
* | AdaptHealth Corp. Class A | 44,261 | 798 |
* | Surgery Partners Inc. | 27,331 | 790 |
* | Allogene Therapeutics Inc. | 68,474 | 781 |
* | Natus Medical Inc. | 23,735 | 778 |
* | IVERIC bio Inc. | 79,336 | 763 |
* | Syndax Pharmaceuticals Inc. | 39,105 | 752 |
*,1 | Cassava Sciences Inc. | 26,589 | 748 |
* | Fulgent Genetics Inc. | 13,597 | 741 |
* | Kura Oncology Inc. | 40,247 | 738 |
* | ModivCare Inc. | 8,704 | 735 |
* | Axsome Therapeutics Inc. | 18,493 | 708 |
* | PROCEPT BioRobotics Corp. | 21,412 | 700 |
* | Signify Health Inc. Class A | 49,953 | 689 |
* | Adaptive Biotechnologies Corp. | 84,787 | 686 |
* | Heska Corp. | 7,042 | 666 |
* | ImmunoGen Inc. | 147,927 | 666 |
*,1 | Sierra Oncology Inc. | 11,942 | 657 |
* | Avid Bioservices Inc. | 42,545 | 649 |
* | NeoGenomics Inc. | 79,133 | 645 |
* | Bridgebio Pharma Inc. | 70,720 | 642 |
* | Lyell Immunopharma Inc. | 98,299 | 641 |
*,1 | Warby Parker Inc. Class A | 56,894 | 641 |
* | Innoviva Inc. | 43,314 | 639 |
* | Cerus Corp. | 118,804 | 628 |
* | Vaxcyte Inc. | 28,855 | 628 |
* | Pacific Biosciences of California Inc. | 141,870 | 627 |
* | MannKind Corp. | 163,210 | 622 |
* | REGENXBIO Inc. | 24,932 | 616 |
* | Revance Therapeutics Inc. | 44,551 | 616 |
National HealthCare Corp. | 8,777 | 614 | |
* | FibroGen Inc. | 57,879 | 611 |
* | Enanta Pharmaceuticals Inc. | 12,852 | 608 |
* | NextGen Healthcare Inc. | 34,761 | 606 |
Atrion Corp. | 962 | 605 | |
LeMaitre Vascular Inc. | 13,150 | 599 |
Shares | Market Value• ($000) | ||
* | Varex Imaging Corp. | 27,800 | 595 |
* | Madrigal Pharmaceuticals Inc. | 8,269 | 592 |
*,1 | Sorrento Therapeutics Inc. | 294,221 | 591 |
* | Alignment Healthcare Inc. | 51,539 | 588 |
* | Cytek Biosciences Inc. | 54,493 | 585 |
* | Chinook Therapeutics Inc. | 33,219 | 581 |
* | Aclaris Therapeutics Inc. | 40,958 | 572 |
* | Health Catalyst Inc. | 39,047 | 566 |
* | Arcutis Biotherapeutics Inc. | 26,580 | 566 |
* | Prometheus Biosciences Inc. | 19,694 | 556 |
* | Editas Medicine Inc. Class A | 46,892 | 555 |
* | RadNet Inc. | 32,014 | 553 |
* | Crinetics Pharmaceuticals Inc. | 29,187 | 544 |
* | Brookdale Senior Living Inc. | 119,387 | 542 |
* | Reata Pharmaceuticals Inc. Class A | 17,765 | 540 |
* | TransMedics Group Inc. | 17,106 | 538 |
* | Clover Health Investments Corp. Class A | 250,131 | 535 |
* | SpringWorks Therapeutics Inc. | 21,240 | 523 |
* | American Well Corp. Class A | 121,155 | 523 |
* | Cano Health Inc. | 115,673 | 507 |
* | Artivion Inc. | 26,651 | 503 |
* | AngioDynamics Inc. | 25,815 | 500 |
* | Anavex Life Sciences Corp. | 49,335 | 494 |
National Research Corp. | 12,877 | 493 | |
* | Day One Biopharmaceuticals Inc. | 26,603 | 476 |
* | Avidity Biosciences Inc. | 32,600 | 474 |
* | Agiliti Inc. | 23,056 | 473 |
* | Nektar Therapeutics Class A | 123,961 | 471 |
* | Sangamo Therapeutics Inc. | 113,427 | 470 |
* | Atara Biotherapeutics Inc. | 60,082 | 468 |
* | Outset Medical Inc. | 31,337 | 466 |
* | Alector Inc. | 44,805 | 455 |
* | Catalyst Pharmaceuticals Inc. | 64,210 | 450 |
* | SomaLogic Inc. | 99,125 | 448 |
* | Codexis Inc. | 42,532 | 445 |
* | Rocket Pharmaceuticals Inc. | 32,141 | 442 |
* | Cutera Inc. | 11,383 | 427 |
* | PMV Pharmaceuticals Inc. | 29,637 | 422 |
* | OrthoPediatrics Corp. | 9,515 | 411 |
* | UFP Technologies Inc. | 5,169 | 411 |
* | Vanda Pharmaceuticals Inc. | 37,660 | 410 |
* | Hims & Hers Health Inc. | 90,468 | 410 |
Shares | Market Value• ($000) | ||
* | Ideaya Biosciences Inc. | 29,377 | 405 |
* | Recursion Pharmaceuticals Inc. Class A | 48,398 | 394 |
* | Collegium Pharmaceutical Inc. | 22,145 | 392 |
* | Cardiovascular Systems Inc. | 27,261 | 391 |
* | Atea Pharmaceuticals Inc. | 54,834 | 389 |
* | Geron Corp. (XNGS) | 248,785 | 386 |
* | HealthStream Inc. | 17,739 | 385 |
* | DocGo Inc. | 53,957 | 385 |
*,1 | Sana Biotechnology Inc. | 59,703 | 384 |
* | Theravance Biopharma Inc. | 42,259 | 383 |
* | NanoString Technologies Inc. | 29,974 | 381 |
* | Replimune Group Inc. | 21,802 | 381 |
* | Hanger Inc. | 26,460 | 379 |
* | 2seventy bio Inc. | 28,572 | 377 |
* | Deciphera Pharmaceuticals Inc. | 28,541 | 375 |
* | Coherus Biosciences Inc. | 51,563 | 373 |
* | Treace Medical Concepts Inc. | 25,975 | 372 |
* | Kymera Therapeutics Inc. | 18,856 | 371 |
* | Inogen Inc. | 15,264 | 369 |
SIGA Technologies Inc. | 31,855 | 369 | |
* | Computer Programs and Systems Inc. | 11,525 | 368 |
* | Quanterix Corp. | 22,735 | 368 |
* | TG Therapeutics Inc. | 86,384 | 367 |
* | 908 Devices Inc. | 17,668 | 364 |
* | BioLife Solutions Inc. | 26,001 | 359 |
* | Nurix Therapeutics Inc. | 28,334 | 359 |
* | Gossamer Bio Inc. | 42,764 | 358 |
* | Pulmonx Corp. | 24,290 | 358 |
* | Y-mAbs Therapeutics Inc. | 23,488 | 355 |
* | Invitae Corp. | 145,252 | 354 |
* | Cogent Biosciences Inc. | 39,215 | 354 |
* | CTI BioPharma Corp. | 58,088 | 347 |
* | Relmada Therapeutics Inc. | 17,914 | 340 |
*,1 | 23andMe Holding Co. Class A | 137,086 | 340 |
* | Castle Biosciences Inc. | 15,377 | 338 |
* | Orthofix Medical Inc. | 14,324 | 337 |
* | Community Health Systems Inc. | 88,429 | 332 |
* | DICE Therapeutics Inc. | 21,346 | 331 |
* | Eagle Pharmaceuticals Inc. | 7,396 | 329 |
* | Mirum Pharmaceuticals Inc. | 16,833 | 328 |
* | Nuvation Bio Inc. | 100,004 | 324 |
* | Morphic Holding Inc. | 14,877 | 323 |
* | Surmodics Inc. | 8,541 | 318 |
* | Point Biopharma Global Inc. | 46,519 | 317 |
* | Ocugen Inc. | 137,437 | 312 |
* | Butterfly Network Inc. | 101,353 | 311 |
* | Sharecare Inc. | 197,135 | 311 |
Shares | Market Value• ($000) | ||
* | PetIQ Inc. Class A | 18,318 | 308 |
* | Cara Therapeutics Inc. | 33,488 | 306 |
* | Zimvie Inc. | 18,957 | 303 |
* | Seer Inc. Class A | 33,751 | 302 |
* | MaxCyte Inc. | 63,539 | 301 |
* | Radius Health Inc. | 28,818 | 299 |
* | ViewRay Inc. | 110,327 | 292 |
* | Amneal Pharmaceuticals Inc. | 91,556 | 291 |
* | AnaptysBio Inc. | 14,334 | 291 |
* | Altimmune Inc. | 24,850 | 291 |
*,1 | Vaxart Inc. | 83,232 | 291 |
*,1 | GoodRx Holdings Inc. Class A | 49,148 | 291 |
* | iTeos Therapeutics Inc. | 14,087 | 290 |
* | OptimizeRx Corp. | 10,556 | 289 |
* | Alphatec Holdings Inc. | 43,483 | 284 |
* | Evolus Inc. | 24,497 | 284 |
* | Albireo Pharma Inc. | 14,251 | 283 |
*,1 | Senseonics Holdings Inc. | 273,258 | 281 |
*,1 | LifeStance Health Group Inc. | 50,477 | 281 |
*,1 | Bionano Genomics Inc. | 201,044 | 277 |
* | Verve Therapeutics Inc. | 18,108 | 277 |
* | Bright Health Group Inc. | 151,953 | 277 |
* | Accolade Inc. | 37,198 | 275 |
* | Keros Therapeutics Inc. | 9,942 | 275 |
* | Agenus Inc. | 140,761 | 273 |
* | Paragon 28 Inc. | 16,873 | 268 |
* | Rapt Therapeutics Inc. | 14,637 | 267 |
* | Esperion Therapeutics Inc. | 41,759 | 266 |
* | NGM Biopharmaceuticals Inc. | 20,504 | 263 |
Phibro Animal Health Corp. Class A | 13,442 | 257 | |
* | SI-BONE Inc. | 19,272 | 254 |
* | Inovio Pharmaceuticals Inc. | 146,435 | 253 |
* | Arcturus Therapeutics Holdings Inc. | 15,956 | 251 |
* | Anika Therapeutics Inc. | 11,076 | 247 |
* | Pennant Group Inc. | 19,258 | 247 |
* | Monte Rosa Therapeutics Inc. | 25,304 | 245 |
* | Epizyme Inc. | 163,938 | 241 |
* | Kezar Life Sciences Inc. | 28,911 | 239 |
* | Aerie Pharmaceuticals Inc. | 31,547 | 237 |
* | Cullinan Oncology Inc. | 18,523 | 237 |
* | Protagonist Therapeutics Inc. | 29,793 | 236 |
*,1 | Erasca Inc. | 41,560 | 231 |
*,1 | ADMA Biologics Inc. | 113,978 | 226 |
* | Mersana Therapeutics Inc. | 48,421 | 224 |
* | Karyopharm Therapeutics Inc. | 49,545 | 223 |
* | Organogenesis Holdings Inc. Class A | 45,335 | 221 |
* | ANI Pharmaceuticals Inc. | 7,139 | 212 |
* | Nkarta Inc. | 17,135 | 211 |
* | Ocular Therapeutix Inc. | 52,253 | 210 |
* | Heron Therapeutics Inc. | 74,838 | 209 |
Shares | Market Value• ($000) | ||
* | Adicet Bio Inc. | 14,282 | 209 |
* | C4 Therapeutics Inc. | 27,453 | 207 |
* | ImmunityBio Inc. | 55,303 | 206 |
*,1 | Entrada Therapeutics Inc. | 16,931 | 206 |
* | Bluebird Bio Inc. | 49,578 | 205 |
* | Nuvalent Inc. Class A | 14,962 | 203 |
* | Bioxcel Therapeutics Inc. | 15,053 | 199 |
* | Optinose Inc. | 53,183 | 195 |
* | Intercept Pharmaceuticals Inc. | 13,998 | 193 |
*,1 | Tricida Inc. | 19,967 | 193 |
* | Kiniksa Pharmaceuticals Ltd. Class A | 19,941 | 193 |
* | Foghorn Therapeutics Inc. | 13,954 | 190 |
* | Kinnate Biopharma Inc. | 15,091 | 190 |
* | Ventyx Biosciences Inc. | 15,518 | 190 |
* | Inhibrx Inc. | 16,574 | 188 |
* | Biomea Fusion Inc. | 15,528 | 186 |
* | MiMedx Group Inc. | 53,048 | 184 |
* | Axogen Inc. | 21,846 | 179 |
* | KalVista Pharmaceuticals Inc. | 17,876 | 176 |
iRadimed Corp. | 5,161 | 175 | |
* | Cymabay Therapeutics Inc. | 58,479 | 173 |
*,1 | Alaunos Therapeutics Inc. | 139,551 | 173 |
* | Stoke Therapeutics Inc. | 13,132 | 173 |
* | Tango Therapeutics Inc. | 38,224 | 173 |
* | Caribou Biosciences Inc. | 31,157 | 169 |
* | Voyager Therapeutics Inc. | 28,408 | 168 |
* | Akoya Biosciences Inc. | 13,086 | 168 |
* | Imago Biosciences Inc. | 12,545 | 168 |
* | Seres Therapeutics Inc. | 48,818 | 167 |
* | Berkeley Lights Inc. | 33,469 | 166 |
*,1 | Cue Health Inc. | 51,949 | 166 |
*,1 | Cincor Pharma Inc. | 8,769 | 165 |
Utah Medical Products Inc. | 1,908 | 164 | |
* | Generation Bio Co. | 25,032 | 164 |
* | Harrow Health Inc. | 22,308 | 162 |
* | Sight Sciences Inc. | 17,966 | 162 |
* | Viking Therapeutics Inc. | 55,785 | 161 |
* | AVEO Pharmaceuticals Inc. | 24,456 | 160 |
* | Eiger BioPharmaceuticals Inc. | 25,269 | 159 |
* | Instil Bio Inc. | 34,524 | 159 |
* | Aldeyra Therapeutics Inc. | 39,700 | 158 |
*,1 | Clovis Oncology Inc. | 87,705 | 158 |
* | Kodiak Sciences Inc. | 20,721 | 158 |
* | Lineage Cell Therapeutics Inc. | 99,941 | 158 |
* | Viridian Therapeutics Inc. | 13,662 | 158 |
* | Arbutus Biopharma Corp. | 57,719 | 156 |
* | Forma Therapeutics Holdings Inc. | 22,339 | 154 |
* | Provention Bio Inc. | 37,986 | 152 |
Shares | Market Value• ($000) | ||
* | ClearPoint Neuro Inc. | 11,471 | 150 |
* | Convey Health Solutions Holdings Inc. | 14,449 | 150 |
* | Adagio Therapeutics Inc. | 45,821 | 150 |
* | CareMax Inc. | 40,950 | 149 |
* | Amylyx Pharmaceuticals Inc. | 7,713 | 149 |
*,1 | Zomedica Corp. | 672,102 | 148 |
* | Rhythm Pharmaceuticals Inc. | 35,352 | 147 |
* | Sutro Biopharma Inc. | 28,185 | 147 |
* | EyePoint Pharmaceuticals Inc. | 18,741 | 147 |
*,1 | Oncology Institute Inc. | 29,068 | 147 |
* | Liquidia Corp. | 33,257 | 145 |
* | Verastem Inc. | 124,272 | 144 |
* | Edgewise Therapeutics Inc. | 18,023 | 143 |
* | Viemed Healthcare Inc. | 26,437 | 142 |
* | Akero Therapeutics Inc. | 14,765 | 140 |
* | Pliant Therapeutics Inc. | 17,499 | 140 |
* | SeaSpine Holdings Corp. | 24,102 | 136 |
1 | Celularity Inc. | 40,095 | 136 |
*,1 | CEL–SCI Corp. | 29,843 | 134 |
* | Rigel Pharmaceuticals Inc. | 118,372 | 134 |
* | Assembly Biosciences Inc. | 63,373 | 133 |
* | G1 Therapeutics Inc. | 26,630 | 132 |
* | Inmune Bio Inc. | 14,881 | 132 |
* | Arcellx Inc. | 7,320 | 132 |
* | OraSure Technologies Inc. | 47,836 | 130 |
* | Savara Inc. | 85,084 | 129 |
* | Talkspace Inc. | 75,188 | 128 |
* | HilleVax Inc. | 11,751 | 128 |
* | Aadi Bioscience Inc. | 10,337 | 127 |
* | Marinus Pharmaceuticals Inc. | 26,005 | 126 |
* | Assertio Holdings Inc. | 42,703 | 126 |
* | Co-Diagnostics Inc. | 22,364 | 125 |
* | F-star Therapeutics Inc. | 19,920 | 125 |
* | CorMedix Inc. | 30,814 | 124 |
* | Dyne Therapeutics Inc. | 18,113 | 124 |
* | Quantum-Si Inc. | 53,609 | 124 |
* | NextCure Inc. | 26,211 | 123 |
* | Inotiv Inc. | 12,773 | 123 |
* | MacroGenics Inc. | 41,349 | 122 |
Zynex Inc. | 15,250 | 122 | |
* | Xeris Biopharma Holdings Inc. | 78,258 | 121 |
*,1 | Aerovate Therapeutics Inc. | 7,673 | 120 |
* | Aura Biosciences Inc. | 8,362 | 118 |
* | Selecta Biosciences Inc. | 89,345 | 117 |
* | Immunovant Inc. | 30,006 | 117 |
* | RxSight Inc. | 8,313 | 117 |
* | Sesen Bio Inc. | 143,290 | 116 |
* | 4D Molecular Therapeutics Inc. | 16,636 | 116 |
* | Century Therapeutics Inc. | 13,813 | 116 |
* | Matinas BioPharma Holdings Inc. | 146,195 | 115 |
Shares | Market Value• ($000) | ||
*,1 | Omeros Corp. | 41,682 | 115 |
*,1 | Impel Pharmaceuticals Inc. | 12,285 | 114 |
* | Phathom Pharmaceuticals Inc. | 13,388 | 113 |
* | VistaGen Therapeutics Inc. | 128,795 | 113 |
*,2 | PDL BioPharma Inc. | 76,234 | 112 |
* | Scholar Rock Holding Corp. | 20,449 | 112 |
* | Accuray Inc. | 56,460 | 111 |
* | Beyond Air Inc. | 16,450 | 110 |
* | Viracta Therapeutics Inc. | 28,450 | 110 |
* | ALX Oncology Holdings Inc. | 13,412 | 109 |
* | Inozyme Pharma Inc. | 22,831 | 109 |
* | Vera Therapeutics Inc. Class A | 8,026 | 109 |
* | Immuneering Corp. Class A | 20,202 | 109 |
* | Outlook Therapeutics Inc. | 105,871 | 108 |
* | Rezolute Inc. | 33,333 | 108 |
* | Apyx Medical Corp. | 18,313 | 107 |
* | KemPharm Inc. | 24,085 | 107 |
* | Joint Corp. | 6,928 | 106 |
* | Tarsus Pharmaceuticals Inc. | 7,271 | 106 |
* | Chimerix Inc. | 50,447 | 105 |
*,1 | Humacyte Inc. | 32,332 | 104 |
* | XOMA Corp. | 4,608 | 103 |
* | Nautilus Biotechnology Inc. | 37,768 | 102 |
* | ContraFect Corp. | 31,746 | 97 |
* | Design Therapeutics Inc. | 6,926 | 97 |
* | Sema4 Holdings Corp. | 77,358 | 97 |
* | Absci Corp. | 28,820 | 96 |
* | Tenaya Therapeutics Inc. | 16,974 | 96 |
* | Science 37 Holdings Inc. | 47,942 | 96 |
* | Gritstone bio Inc. | 39,292 | 95 |
* | Tactile Systems Technology Inc. | 13,009 | 95 |
* | Atossa Therapeutics Inc. | 87,558 | 95 |
* | Kronos Bio Inc. | 25,786 | 94 |
* | BrainStorm Cell Therapeutics Inc. | 33,748 | 93 |
* | Dermtech Inc. | 16,722 | 93 |
* | IGM Biosciences Inc. | 5,137 | 93 |
*,1 | Precigen Inc. | 68,517 | 92 |
* | ORIC Pharmaceuticals Inc. | 20,428 | 92 |
* | Olema Pharmaceuticals Inc. | 22,688 | 92 |
* | Bioventus Inc. Class A | 13,494 | 92 |
* | Harvard Bioscience Inc. | 25,313 | 91 |
* | Puma Biotechnology Inc. | 31,801 | 91 |
* | InfuSystem Holdings Inc. | 9,429 | 91 |
* | Standard Bio Tools Inc. | 55,941 | 90 |
* | Janux Therapeutics Inc. | 7,344 | 90 |
* | Compass Therapeutics Inc. | 33,982 | 90 |
Shares | Market Value• ($000) | ||
* | Lexicon Pharmaceuticals Inc. | 47,908 | 89 |
* | CVRx Inc. | 14,859 | 89 |
* | CytomX Therapeutics Inc. | 48,168 | 88 |
* | Fulcrum Therapeutics Inc. | 18,017 | 88 |
* | Actinium Pharmaceuticals Inc. | 18,282 | 88 |
* | Ovid therapeutics Inc. | 40,633 | 87 |
* | Otonomy Inc. | 41,424 | 86 |
* | Alpine Immune Sciences Inc. | 10,081 | 86 |
* | Shattuck Labs Inc. | 21,109 | 86 |
* | Concert Pharmaceuticals Inc. | 20,158 | 85 |
* | Spectrum Pharmaceuticals Inc. | 109,299 | 85 |
* | Sensus Healthcare Inc. | 11,106 | 85 |
*,1 | SmileDirectClub Inc. | 81,621 | 85 |
* | Personalis Inc. | 24,439 | 84 |
* | Allakos Inc. | 26,563 | 83 |
* | Rallybio Corp. | 11,052 | 83 |
* | Semler Scientific Inc. | 2,930 | 83 |
* | Icosavax Inc. | 14,363 | 82 |
* | Adverum Biotechnologies Inc. | 67,508 | 81 |
* | Avita Medical Inc. | 16,954 | 81 |
*,1 | Citius Pharmaceuticals Inc. | 85,694 | 79 |
* | Talaris Therapeutics Inc. | 17,570 | 79 |
* | MediciNova Inc. | 31,009 | 78 |
*,1 | P3 Health Partners Inc. | 21,070 | 78 |
* | Durect Corp. | 159,782 | 76 |
* | Enzo Biochem Inc. | 36,523 | 76 |
* | Allovir Inc. | 19,387 | 76 |
* | Aveanna Healthcare Holdings Inc. | 33,268 | 75 |
* | Singular Genomics Systems Inc. | 19,503 | 74 |
* | Electromed Inc. | 7,616 | 73 |
* | Satsuma Pharmaceuticals Inc. | 17,641 | 73 |
* | Passage Bio Inc. | 30,974 | 73 |
* | Akouos Inc. | 15,519 | 73 |
* | TFF Pharmaceuticals Inc. | 12,846 | 73 |
* | Innovage Holding Corp. | 16,618 | 73 |
* | FONAR Corp. | 4,742 | 72 |
* | Merrimack Pharmaceuticals Inc. | 12,140 | 72 |
* | Silverback Therapeutics Inc. | 16,780 | 71 |
* | Dyadic International Inc. | 23,051 | 70 |
* | Athira Pharma Inc. | 22,843 | 70 |
* | Stereotaxis Inc. | 37,475 | 69 |
* | Sanara Medtech Inc. | 3,304 | 69 |
* | Jounce Therapeutics Inc. | 22,404 | 68 |
* | Endo International plc | 144,134 | 67 |
* | Poseida Therapeutics Inc. | 25,855 | 67 |
* | Prelude Therapeutics Inc. | 12,903 | 67 |
* | Capricor Therapeutics Inc. | 19,231 | 67 |
Shares | Market Value• ($000) | ||
* | Omega Therapeutics Inc. | 17,625 | 67 |
*,1 | Asensus Surgical Inc. | 165,733 | 66 |
* | CytoSorbents Corp. | 29,596 | 65 |
XBiotech Inc. | 11,624 | 65 | |
* | scPharmaceuticals Inc. | 13,399 | 65 |
* | Praxis Precision Medicines Inc. | 26,629 | 65 |
* | Anixa Biosciences Inc. | 21,079 | 64 |
* | Forian Inc. | 14,566 | 64 |
* | ChromaDex Corp. | 37,499 | 63 |
* | PDS Biotechnology Corp. | 17,161 | 63 |
* | Vaxxinity Inc. Class A | 40,231 | 63 |
* | Vicarious Surgical Inc. | 21,349 | 63 |
* | La Jolla Pharmaceutical Co. | 19,398 | 62 |
* | iCAD Inc. | 15,565 | 62 |
* | Repro-Med Systems Inc. | 24,313 | 62 |
* | Vor BioPharma Inc. | 12,463 | 62 |
* | Graphite Bio Inc. | 22,375 | 62 |
* | Cue Biopharma Inc. | 24,434 | 61 |
* | Homology Medicines Inc. | 30,844 | 61 |
* | Oncocyte Corp. | 67,695 | 61 |
* | Cardiff Oncology Inc. | 27,727 | 61 |
* | Humanigen Inc. | 34,354 | 61 |
* | Curis Inc. | 61,130 | 60 |
* | Lipocine Inc. | 74,945 | 60 |
*,1 | Rani Therapeutics Holdings Inc. Class A | 5,840 | 60 |
* | Neuronetics Inc. | 18,525 | 59 |
* | Celcuity Inc. | 6,440 | 59 |
* | Bright Green Corp. | 26,666 | 59 |
*,1 | Leap Therapeutics Inc. | 50,658 | 58 |
* | Exagen Inc. | 9,919 | 57 |
*,1 | Adamis Pharmaceuticals Corp. | 114,367 | 57 |
* | Gemini Therapeutics Inc. | 33,435 | 57 |
* | MyMD Pharmaceuticals Inc. | 26,030 | 56 |
* | Checkpoint Therapeutics Inc. | 53,586 | 55 |
* | Dare Bioscience Inc. | 44,843 | 55 |
* | TherapeuticsMD Inc. | 5,486 | 55 |
*,1 | Palatin Technologies Inc. | 191,342 | 54 |
* | Tyra Biosciences Inc. | 7,492 | 54 |
* | Pardes Biosciences Inc. | 17,730 | 54 |
* | Conformis Inc. | 148,691 | 53 |
* | Paratek Pharmaceuticals Inc. | 27,473 | 53 |
*,1 | Trevena Inc. | 127,859 | 53 |
* | Greenwich Lifesciences Inc. | 6,258 | 53 |
* | Apollo Endosurgery Inc. | 14,353 | 52 |
* | Theseus Pharmaceuticals Inc. | 9,484 | 52 |
* | Champions Oncology Inc. | 6,286 | 51 |
* | Annovis Bio Inc. | 4,518 | 51 |
*,1 | Biora Therapeutics Inc. | 71,857 | 50 |
* | SQZ Biotechnologies Co. | 15,806 | 50 |
Shares | Market Value• ($000) | ||
* | Seelos Therapeutics Inc. | 73,139 | 50 |
* | Clearside Biomedical Inc. | 33,371 | 49 |
* | Fortress Biotech Inc. | 57,880 | 49 |
* | Galectin Therapeutics Inc. | 37,318 | 49 |
* | MEI Pharma Inc. | 81,598 | 49 |
* | BioAtla Inc. | 17,189 | 49 |
*,1 | Clene Inc. | 19,510 | 49 |
* | GT Biopharma Inc. | 16,272 | 49 |
*,1 | PAVmed Inc. | 51,627 | 48 |
* | Precision BioSciences Inc. | 30,107 | 48 |
* | aTyr Pharma Inc. | 17,108 | 48 |
* | iBio Inc. | 182,088 | 48 |
* | Immunic Inc. | 13,685 | 47 |
* | Alpha Teknova Inc. | 5,588 | 47 |
* | AirSculpt Technologies Inc. | 7,868 | 47 |
* | Lumos Pharma Inc. | 5,932 | 46 |
* | Annexon Inc. | 12,233 | 46 |
* | 9 Meters Biopharma Inc. | 175,410 | 46 |
* | Decibel Therapeutics Inc. | 10,874 | 46 |
* | Synlogic Inc. | 39,063 | 45 |
* | Black Diamond Therapeutics Inc. | 18,268 | 45 |
* | Genprex Inc. | 32,101 | 45 |
* | Lensar Inc. | 6,985 | 45 |
* | Applied Molecular Transport Inc. | 15,287 | 44 |
* | PLx Pharma Inc. | 18,007 | 44 |
* | Ikena Oncology Inc. | 9,909 | 44 |
* | Hancock Jaffe Laboratories Inc. | 11,710 | 44 |
* | Tabula Rasa HealthCare Inc. | 16,298 | 42 |
* | Infinity Pharmaceuticals Inc. | 65,713 | 42 |
* | Ocuphire Pharma Inc. | 21,645 | 42 |
* | Akebia Therapeutics Inc. | 115,906 | 41 |
* | Magenta Therapeutics Inc. | 33,990 | 41 |
* | Pro-Dex Inc. | 2,523 | 41 |
* | Eton Pharmaceuticals Inc. | 15,500 | 41 |
* | Lyra Therapeutics Inc. | 7,194 | 41 |
* | Invacare Corp. | 31,358 | 40 |
* | Oyster Point Pharma Inc. | 9,301 | 40 |
* | Achieve Life Sciences Inc. | 8,264 | 40 |
*,1 | Evelo Biosciences Inc. | 18,476 | 39 |
* | Bolt Biotherapeutics Inc. | 18,932 | 39 |
* | Finch Therapeutics Group Inc. | 13,688 | 39 |
* | Oncternal Therapeutics Inc. | 34,025 | 38 |
* | Atreca Inc. Class A | 21,020 | 38 |
* | Axcella Health Inc. | 18,758 | 38 |
* | CareCloud Inc. | 11,111 | 38 |
* | Sientra Inc. | 44,671 | 37 |
* | Syros Pharmaceuticals Inc. | 38,274 | 37 |
Shares | Market Value• ($000) | ||
* | Harpoon Therapeutics Inc. | 19,516 | 37 |
* | Cocrystal Pharma Inc. | 90,909 | 37 |
* | Processa Pharmaceuticals Inc. | 13,054 | 37 |
* | ATI Physical Therapy Inc. | 25,974 | 37 |
* | Ardelyx Inc. | 60,237 | 36 |
* | Orgenesis Inc. | 14,863 | 36 |
* | Retractable Technologies Inc. | 9,432 | 36 |
* | Tela Bio Inc. | 5,011 | 36 |
* | Equillium Inc. | 17,857 | 36 |
* | Hepion Pharmaceuticals Inc. | 62,061 | 36 |
* | Vapotherm Inc. | 13,917 | 35 |
* | Taysha Gene Therapies Inc. | 9,398 | 35 |
* | Opiant Pharmaceuticals Inc. | 2,938 | 35 |
* | Milestone Scientific Inc. | 37,457 | 34 |
* | Sensei Biotherapeutics Inc. | 15,072 | 34 |
*,1 | AIM ImmunoTech Inc. | 43,668 | 34 |
* | Lantern Pharma Inc. | 5,987 | 34 |
* | Astria Therapeutics Inc. | 11,312 | 34 |
* | Cortexyme Inc. | 14,974 | 33 |
* | Surface Oncology Inc. | 20,025 | 33 |
* | SELLAS Life Sciences Group Inc. | 14,948 | 33 |
*,1 | Oragenics Inc. | 96,154 | 33 |
*,1 | Athersys Inc. | 124,413 | 32 |
* | Diamedica Therapeutics Inc. | 15,764 | 32 |
*,1 | Enochian Biosciences Inc. | 16,459 | 32 |
* | IsoRay Inc. | 104,951 | 32 |
* | Frequency Therapeutics Inc. | 21,606 | 32 |
* | Eledon Pharmaceuticals Inc. | 13,263 | 32 |
* | Eyenovia Inc. | 16,207 | 32 |
* | Novan Inc. | 13,525 | 32 |
* | Alimera Sciences Inc. | 5,583 | 31 |
* | Rapid Micro Biosystems Inc. Class A | 7,185 | 31 |
* | T2 Biosystems Inc. | 188,608 | 30 |
* | Applied Genetic Technologies Corp. | 38,634 | 30 |
* | Aligos Therapeutics Inc. | 24,596 | 30 |
* | Codiak Biosciences Inc. | 10,303 | 30 |
* | Werewolf Therapeutics Inc. | 7,424 | 30 |
* | Surrozen Inc. | 10,142 | 30 |
* | Corvus Pharmaceuticals Inc. | 29,109 | 29 |
* | Scynexis Inc. | 15,858 | 29 |
*,1 | Ampio Pharmaceuticals Inc. | 167,886 | 28 |
* | Corbus Pharmaceuticals Holdings Inc. | 112,969 | 28 |
* | ElectroCore Inc. | 55,556 | 28 |
* | Rubius Therapeutics Inc. | 33,140 | 28 |
* | Pyxis Oncology Inc. | 11,615 | 28 |
Shares | Market Value• ($000) | ||
* | Molecular Templates Inc. | 29,805 | 27 |
* | Solid Biosciences Inc. | 44,513 | 27 |
* | Hookipa Pharma Inc. | 16,574 | 27 |
* | Aspira Women's Health Inc. | 46,365 | 27 |
* | Precipio Inc. | 25,063 | 27 |
* | Athenex Inc. | 64,126 | 26 |
* | Delcath Systems Inc. | 6,498 | 26 |
* | NeuroPace Inc. | 5,190 | 26 |
* | Accelerate Diagnostics Inc. | 25,335 | 25 |
* | Tyme Technologies Inc. | 88,496 | 25 |
* | Neoleukin Therapeutics Inc. | 24,542 | 25 |
* | Vivos Therapeutics Inc. | 19,268 | 25 |
* | AcelRx Pharmaceuticals Inc. | 96,645 | 24 |
* | GlycoMimetics Inc. | 39,833 | 24 |
* | Chembio Diagnostics Inc. | 37,594 | 24 |
* | Cidara Therapeutics Inc. | 48,780 | 24 |
* | NexImmune Inc. | 14,792 | 24 |
* | UpHealth Inc. | 40,323 | 24 |
* | Societal CDMO Inc. | 29,155 | 23 |
* | Ekso Bionics Holdings Inc. | 14,085 | 23 |
* | Lucira Health Inc. | 12,487 | 23 |
* | BioSig Technologies Inc. | 34,130 | 22 |
*,1 | Acutus Medical Inc. | 19,578 | 22 |
* | Avalo Therapeutics Inc. | 43,145 | 22 |
* | Biolase Inc. | 4,721 | 22 |
* | PhaseBio Pharmaceuticals Inc. | 35,566 | 21 |
* | Verrica Pharmaceuticals Inc. | 10,956 | 21 |
* | Pear Therapeutics Inc. | 13,471 | 21 |
*,1 | Lannett Co. Inc. | 33,675 | 20 |
* | Strata Skin Sciences Inc. | 21,171 | 20 |
* | AlerisLife Inc. | 16,734 | 20 |
*,2 | Tobira Therapeutics Inc. CVR | 4,500 | 20 |
* | Neubase Therapeutics Inc. | 19,263 | 20 |
* | Aptinyx Inc. Class A | 36,742 | 20 |
* | Angion Biomedica Corp. | 17,453 | 20 |
* | Marker Therapeutics Inc. | 56,903 | 19 |
* | X4 Pharmaceuticals Inc. | 19,724 | 19 |
* | Cellectar Biosciences Inc. | 46,083 | 19 |
* | Onconova Therapeutics Inc. | 14,441 | 19 |
* | Aethlon Medical Inc. | 17,271 | 19 |
* | Vyant Bio Inc. | 20,576 | 19 |
* | Eloxx Pharmaceuticals Inc. | 68,193 | 18 |
*,1 | Kala Pharmaceuticals Inc. | 61,350 | 18 |
* | Venus Concept Inc. | 38,610 | 18 |
* | IRIDEX Corp. | 7,102 | 18 |
* | OpGen Inc. | 33,445 | 18 |
* | PepGen Inc. | 1,781 | 18 |
Shares | Market Value• ($000) | ||
* | Aeglea BioTherapeutics Inc. | 34,242 | 17 |
*,1 | Pulse Biosciences Inc. | 10,869 | 17 |
* | Aprea Therapeutics Inc. | 22,727 | 17 |
* | Spruce Biosciences Inc. | 9,665 | 17 |
* | Summit Therapeutics Inc. | 16,478 | 16 |
* | Aileron Therapeutics Inc. | 60,241 | 16 |
*,1 | Codex DNA Inc. | 8,909 | 16 |
* | Cyteir Therapeutics Inc. | 5,209 | 16 |
*,1 | eFFECTOR Therapeutics Inc. | 11,437 | 16 |
* | SAB Biotherapeutics Inc. | 10,730 | 16 |
* | Idera Pharmaceuticals Inc. | 32,106 | 15 |
* | Spero Therapeutics Inc. | 19,689 | 15 |
* | Sigilon Therapeutics Inc. | 17,730 | 15 |
* | Pulmatrix Inc. | 3,290 | 15 |
* | Surgalign Holdings Inc. | 4,370 | 15 |
* | NRX Pharmaceuticals Inc. | 23,700 | 14 |
* | 180 Life Sciences Corp. | 16,667 | 14 |
* | Tempest Therapeutics Inc. | 6,821 | 14 |
* | Applied Therapeutics Inc. | 13,794 | 13 |
* | Aquestive Therapeutics Inc. | 20,542 | 13 |
* | Salarius Pharmaceuticals Inc. | 61,728 | 13 |
* | Soleno Therapeutics Inc. | 66,304 | 12 |
* | Eargo Inc. | 15,482 | 12 |
* | Cyclacel Pharmaceuticals Inc. | 11,507 | 12 |
* | Vincerx Pharma Inc. | 9,049 | 12 |
* | Diffusion Pharmaceuticals Inc. | 1,886 | 12 |
* | Myomo Inc. | 6,766 | 11 |
* | Celsion Corp. | 6,172 | 11 |
* | NantHealth Inc. | 23,920 | 10 |
* | Neurobo Pharmaceuticals Inc. | 20,396 | 10 |
* | Talis Biomedical Corp. | 12,903 | 10 |
*,1 | Brooklyn ImmunoTherapeutics Inc. | 19,881 | 10 |
*,1 | Evofem Biosciences Inc. | 8,791 | 10 |
* | Geron Corp. Warrant Exp. 12/31/25 | 73,748 | 9 |
* | LogicBio Therapeutics Inc. | 21,322 | 8 |
* | An2 Therapeutics Inc. | 1,069 | 8 |
Calithera Biosciences Inc. | 3,058 | 8 | |
* | Elevation Oncology Inc. | 5,352 | 7 |
* | Caladrius Biosciences Inc. | 3,465 | 2 |
*,2 | Synergy Pharmaceuticals Inc. | 412,534 | — |
Shares | Market Value• ($000) | ||
*,2 | Progenics Pharmaceuticals Inc. CVR | 106,497 | — |
3,647,208 | |||
Industrials (12.7%) | |||
Visa Inc. Class A | 1,122,037 | 220,918 | |
Mastercard Inc. Class A | 592,052 | 186,781 | |
Accenture plc Class A | 451,441 | 125,343 | |
Raytheon Technologies Corp. | 1,010,438 | 97,113 | |
United Parcel Service Inc. Class B | 500,080 | 91,285 | |
Union Pacific Corp. | 427,765 | 91,234 | |
Honeywell International Inc. | 464,106 | 80,666 | |
Lockheed Martin Corp. | 181,363 | 77,979 | |
Caterpillar Inc. | 363,452 | 64,971 | |
Automatic Data Processing Inc. | 284,689 | 59,796 | |
Deere & Co. | 188,299 | 56,390 | |
* | PayPal Holdings Inc. | 791,397 | 55,271 |
* | Boeing Co. | 404,056 | 55,243 |
American Express Co. | 385,200 | 53,396 | |
3M Co. | 387,740 | 50,177 | |
General Electric Co. | 751,802 | 47,867 | |
Northrop Grumman Corp. | 95,506 | 45,706 | |
CSX Corp. | 1,481,234 | 43,045 | |
Fidelity National Information Services Inc. | 416,070 | 38,141 | |
Norfolk Southern Corp. | 162,424 | 36,917 | |
FedEx Corp. | 159,329 | 36,121 | |
Sherwin-Williams Co. | 159,888 | 35,801 | |
General Dynamics Corp. | 160,337 | 35,475 | |
* | Fiserv Inc. | 396,225 | 35,252 |
Illinois Tool Works Inc. | 189,509 | 34,538 | |
Eaton Corp. plc | 272,769 | 34,366 | |
Emerson Electric Co. | 403,545 | 32,098 | |
L3Harris Technologies Inc. | 132,393 | 31,999 | |
Capital One Financial Corp. | 268,661 | 27,992 | |
Paychex Inc. | 221,270 | 25,196 | |
Johnson Controls International plc | 475,874 | 22,785 | |
Cintas Corp. | 59,256 | 22,134 | |
* | Block Inc. (XNYS) | 356,743 | 21,925 |
Parker-Hannifin Corp. | 87,591 | 21,552 | |
Global Payments Inc. | 192,525 | 21,301 | |
Trane Technologies plc | 160,175 | 20,802 | |
Carrier Global Corp. | 579,942 | 20,681 | |
Otis Worldwide Corp. | 288,695 | 20,402 | |
* | TransDigm Group Inc. | 35,579 | 19,094 |
Verisk Analytics Inc. Class A | 107,851 | 18,668 | |
Cummins Inc. | 96,238 | 18,625 | |
PPG Industries Inc. | 162,025 | 18,526 | |
Old Dominion Freight Line Inc. | 69,984 | 17,935 | |
* | Mettler-Toledo International Inc. | 15,507 | 17,814 |
PACCAR Inc. | 212,737 | 17,517 | |
DuPont de Nemours Inc. | 312,847 | 17,388 | |
AMETEK Inc. | 157,546 | 17,313 |
Shares | Market Value• ($000) | ||
* | Keysight Technologies Inc. | 122,058 | 16,826 |
Rockwell Automation Inc. | 80,198 | 15,984 | |
Equifax Inc. | 83,212 | 15,209 | |
Ball Corp. | 217,818 | 14,979 | |
WW Grainger Inc. | 31,457 | 14,295 | |
* | Waters Corp. | 41,242 | 13,650 |
Fortive Corp. | 246,661 | 13,413 | |
Vulcan Materials Co. | 91,101 | 12,945 | |
Martin Marietta Materials Inc. | 42,616 | 12,752 | |
Quanta Services Inc. | 98,914 | 12,398 | |
* | Teledyne Technologies Inc. | 32,126 | 12,051 |
Dover Corp. | 98,312 | 11,927 | |
* | United Rentals Inc. | 48,602 | 11,806 |
Ingersoll Rand Inc. | 277,904 | 11,694 | |
Jacobs Engineering Group Inc. | 88,189 | 11,211 | |
Expeditors International of Washington Inc. | 114,211 | 11,131 | |
Stanley Black & Decker Inc. | 102,480 | 10,746 | |
* | FleetCor Technologies Inc. | 50,673 | 10,647 |
TransUnion | 131,200 | 10,495 | |
* | Zebra Technologies Corp. Class A | 35,692 | 10,492 |
* | Trimble Inc. | 170,110 | 9,906 |
Xylem Inc. | 124,151 | 9,706 | |
Westinghouse Air Brake Technologies Corp. | 117,588 | 9,652 | |
Synchrony Financial | 346,136 | 9,560 | |
IDEX Corp. | 52,130 | 9,468 | |
* | Generac Holdings Inc. | 44,127 | 9,292 |
JB Hunt Transport Services Inc. | 57,446 | 9,046 | |
Textron Inc. | 147,733 | 9,022 | |
Jack Henry & Associates Inc. | 49,926 | 8,988 | |
CH Robinson Worldwide Inc. | 87,237 | 8,843 | |
Packaging Corp. of America | 63,857 | 8,780 | |
Carlisle Cos. Inc. | 35,519 | 8,475 | |
Howmet Aerospace Inc. | 261,921 | 8,237 | |
Masco Corp. | 162,490 | 8,222 | |
Booz Allen Hamilton Holding Corp. Class A | 89,860 | 8,120 | |
Crown Holdings Inc. | 83,477 | 7,694 | |
HEICO Corp. Class A | 71,570 | 7,542 | |
* | Bill.Com Holdings Inc. | 67,215 | 7,390 |
Snap-on Inc. | 36,683 | 7,228 | |
Nordson Corp. | 35,321 | 7,150 | |
* | Fair Isaac Corp. | 17,640 | 7,072 |
RPM International Inc. | 89,094 | 7,013 | |
Graco Inc. | 115,905 | 6,886 | |
Westrock Co. | 172,792 | 6,884 | |
Hubbell Inc. Class B | 36,600 | 6,536 | |
* | Builders FirstSource Inc. | 116,610 | 6,262 |
AECOM | 95,546 | 6,232 | |
Huntington Ingalls Industries Inc. | 27,263 | 5,938 |
Shares | Market Value• ($000) | ||
Allegion plc | 59,571 | 5,832 | |
Sealed Air Corp. | 100,757 | 5,816 | |
Watsco Inc. | 22,851 | 5,457 | |
Genpact Ltd. | 127,519 | 5,402 | |
Toro Co. | 70,792 | 5,365 | |
Robert Half International Inc. | 71,304 | 5,340 | |
Fortune Brands Home & Security Inc. | 88,948 | 5,326 | |
Regal Rexnord Corp. | 45,769 | 5,196 | |
Pentair plc | 111,594 | 5,108 | |
Tetra Tech Inc. | 36,519 | 4,987 | |
Owens Corning | 65,664 | 4,879 | |
Knight-Swift Transportation Holdings Inc. | 105,381 | 4,878 | |
* | WillScot Mobile Mini Holdings Corp. | 150,379 | 4,875 |
A O Smith Corp. | 88,702 | 4,850 | |
* | Berry Global Group Inc. | 88,374 | 4,829 |
Lincoln Electric Holdings Inc. | 38,886 | 4,797 | |
Cognex Corp. | 111,479 | 4,740 | |
* | WEX Inc. | 30,364 | 4,723 |
* | Middleby Corp. | 36,845 | 4,619 |
AptarGroup Inc. | 44,745 | 4,618 | |
* | Mohawk Industries Inc. | 36,653 | 4,548 |
* | Coherent Inc. | 17,068 | 4,544 |
* | Paylocity Holding Corp. | 26,044 | 4,543 |
Lennox International Inc. | 21,913 | 4,527 | |
Sensata Technologies Holding plc | 106,893 | 4,416 | |
Advanced Drainage Systems Inc. | 48,658 | 4,383 | |
Graphic Packaging Holding Co. | 212,195 | 4,350 | |
Western Union Co. | 260,864 | 4,296 | |
* | Axon Enterprise Inc. | 45,829 | 4,270 |
Littelfuse Inc. | 16,649 | 4,230 | |
* | FTI Consulting Inc. | 23,361 | 4,225 |
* | Trex Co. Inc. | 77,642 | 4,225 |
* | Chart Industries Inc. | 25,011 | 4,186 |
MKS Instruments Inc. | 39,861 | 4,091 | |
Donaldson Co. Inc. | 84,009 | 4,044 | |
AGCO Corp. | 40,234 | 3,971 | |
ITT Inc. | 57,400 | 3,860 | |
MDU Resources Group Inc. | 141,817 | 3,828 | |
Sonoco Products Co. | 67,045 | 3,824 | |
* | TopBuild Corp. | 22,287 | 3,725 |
Oshkosh Corp. | 44,960 | 3,693 | |
* | WESCO International Inc. | 34,202 | 3,663 |
Landstar System Inc. | 25,096 | 3,649 | |
Woodward Inc. | 39,061 | 3,613 | |
Acuity Brands Inc. | 23,237 | 3,579 | |
EMCOR Group Inc. | 34,708 | 3,574 | |
* | XPO Logistics Inc. | 74,181 | 3,573 |
nVent Electric plc | 113,168 | 3,546 | |
Brunswick Corp. | 52,053 | 3,403 | |
Curtiss-Wright Corp. | 25,743 | 3,400 | |
BWX Technologies Inc. | 61,296 | 3,377 | |
* | Saia Inc. | 17,827 | 3,351 |
* | AMN Healthcare Services Inc. | 30,452 | 3,341 |
* | Axalta Coating Systems Ltd. | 150,830 | 3,335 |
Shares | Market Value• ($000) | ||
* | Euronet Worldwide Inc. | 32,858 | 3,305 |
Valmont Industries Inc. | 14,471 | 3,251 | |
* | ExlService Holdings Inc. | 22,002 | 3,242 |
Exponent Inc. | 35,373 | 3,236 | |
MSA Safety Inc. | 26,575 | 3,217 | |
* | GXO Logistics Inc. | 74,137 | 3,208 |
* | ASGN Inc. | 33,006 | 2,979 |
Simpson Manufacturing Co. Inc. | 29,058 | 2,924 | |
Eagle Materials Inc. | 26,582 | 2,922 | |
Louisiana-Pacific Corp. | 54,644 | 2,864 | |
* | MasTec Inc. | 38,993 | 2,794 |
ManpowerGroup Inc. | 35,389 | 2,704 | |
Applied Industrial Technologies Inc. | 27,883 | 2,682 | |
Crane Holdings Co. | 30,362 | 2,658 | |
Maximus Inc. | 41,680 | 2,605 | |
Allison Transmission Holdings Inc. | 66,208 | 2,546 | |
Flowserve Corp. | 87,262 | 2,498 | |
Vontier Corp. | 108,637 | 2,498 | |
* | Kirby Corp. | 40,504 | 2,464 |
* | Atkore Inc. | 29,158 | 2,420 |
* | Mercury Systems Inc. | 37,520 | 2,414 |
Insperity Inc. | 24,109 | 2,407 | |
John Bean Technologies Corp. | 21,794 | 2,406 | |
Armstrong World Industries Inc. | 32,030 | 2,401 | |
* | Marqeta Inc. Class A | 294,519 | 2,389 |
Silgan Holdings Inc. | 57,730 | 2,387 | |
Air Lease Corp. Class A | 71,148 | 2,378 | |
Watts Water Technologies Inc. Class A | 18,949 | 2,328 | |
Ryder System Inc. | 32,744 | 2,327 | |
* | Fluor Corp. | 95,070 | 2,314 |
GATX Corp. | 24,496 | 2,307 | |
Triton International Ltd. | 43,741 | 2,303 | |
HB Fuller Co. | 37,866 | 2,280 | |
MSC Industrial Direct Co. Inc. Class A | 29,881 | 2,244 | |
* | Affirm Holdings Inc. | 123,022 | 2,222 |
Zurn Water Solutions Corp. | 80,577 | 2,195 | |
* | Aerojet Rocketdyne Holdings Inc. | 52,575 | 2,135 |
Franklin Electric Co. Inc. | 28,817 | 2,111 | |
Korn Ferry | 35,873 | 2,081 | |
Spirit AeroSystems Holdings Inc. Class A | 70,629 | 2,069 | |
* | Welbilt Inc. | 86,108 | 2,050 |
Comfort Systems USA Inc. | 24,609 | 2,046 | |
* | API Group Corp. | 136,047 | 2,037 |
Matson Inc. | 27,336 | 1,992 | |
* | ACI Worldwide Inc. | 76,836 | 1,989 |
* | TriNet Group Inc. | 25,222 | 1,958 |
* | Allegheny Technologies Inc. | 85,235 | 1,936 |
Otter Tail Corp. | 28,834 | 1,936 | |
ABM Industries Inc. | 44,371 | 1,927 | |
Brink's Co. | 31,718 | 1,926 | |
* | Resideo Technologies Inc. | 98,472 | 1,912 |
Shares | Market Value• ($000) | ||
* | Beacon Roofing Supply Inc. | 37,124 | 1,907 |
EnerSys | 31,872 | 1,879 | |
* | Summit Materials Inc. Class A | 79,487 | 1,851 |
Hillenbrand Inc. | 44,479 | 1,822 | |
ManTech International Corp. Class A | 18,947 | 1,808 | |
UniFirst Corp. | 10,467 | 1,802 | |
* | Dycom Industries Inc. | 19,311 | 1,797 |
* | Meritor Inc. | 49,061 | 1,782 |
* | Bloom Energy Corp. Class A | 106,109 | 1,751 |
EVERTEC Inc. | 47,088 | 1,737 | |
Forward Air Corp. | 18,624 | 1,713 | |
Albany International Corp. Class A | 21,656 | 1,706 | |
Belden Inc. | 31,032 | 1,653 | |
Werner Enterprises Inc. | 42,161 | 1,625 | |
AAON Inc. | 29,506 | 1,616 | |
Esab Corp. | 36,748 | 1,608 | |
* | Verra Mobility Corp. Class A | 101,856 | 1,600 |
Badger Meter Inc. | 19,682 | 1,592 | |
* | Hub Group Inc. Class A | 22,366 | 1,587 |
* | SPX Corp. | 29,324 | 1,549 |
Moog Inc. Class A | 19,474 | 1,546 | |
HEICO Corp. | 11,684 | 1,532 | |
Altra Industrial Motion Corp. | 43,417 | 1,530 | |
Herc Holdings Inc. | 16,954 | 1,528 | |
Brady Corp. Class A | 31,766 | 1,501 | |
* | O-I Glass Inc. | 107,192 | 1,501 |
Federal Signal Corp. | 42,058 | 1,497 | |
* | Itron Inc. | 30,145 | 1,490 |
Helios Technologies Inc. | 22,420 | 1,485 | |
Kadant Inc. | 7,793 | 1,421 | |
Trinity Industries Inc. | 56,353 | 1,365 | |
* | AeroVironment Inc. | 16,525 | 1,358 |
* | CBIZ Inc. | 33,962 | 1,357 |
Installed Building Products Inc. | 16,317 | 1,357 | |
Encore Wire Corp. | 13,031 | 1,354 | |
* | Air Transport Services Group Inc. | 46,477 | 1,335 |
Kennametal Inc. | 56,409 | 1,310 | |
Maxar Technologies Inc. | 48,992 | 1,278 | |
Mueller Water Products Inc. Class A | 108,466 | 1,272 | |
* | Alight Inc. Class A | 187,995 | 1,269 |
McGrath RentCorp. | 16,525 | 1,256 | |
* | GMS Inc. | 27,634 | 1,230 |
Greif Inc. Class A | 19,702 | 1,229 | |
Terex Corp. | 44,769 | 1,225 | |
* | AZEK Co. Inc. Class A | 71,777 | 1,202 |
* | Kratos Defense & Security Solutions Inc. | 86,023 | 1,194 |
EnPro Industries Inc. | 14,440 | 1,183 | |
* | Shift4 Payments Inc. Class A | 35,488 | 1,173 |
ESCO Technologies Inc. | 17,101 | 1,169 | |
ICF International Inc. | 12,294 | 1,168 | |
* | Masonite International Corp. | 15,135 | 1,163 |
ArcBest Corp. | 16,334 | 1,149 | |
Bread Financial Holdings Inc. | 30,978 | 1,148 |
Shares | Market Value• ($000) | ||
CSW Industrials Inc. | 10,973 | 1,131 | |
* | Atlas Air Worldwide Holdings Inc. | 18,074 | 1,115 |
* | Cornerstone Building Brands Inc. | 44,722 | 1,095 |
* | NV5 Global Inc. | 9,107 | 1,063 |
Barnes Group Inc. | 33,585 | 1,046 | |
* | MYR Group Inc. | 11,530 | 1,016 |
* | Veritiv Corp. | 9,218 | 1,001 |
Lindsay Corp. | 7,457 | 990 | |
Griffon Corp. | 35,110 | 984 | |
* | CryoPort Inc. | 31,697 | 982 |
* | Hayward Holdings Inc. | 67,843 | 976 |
* | Huron Consulting Group Inc. | 14,684 | 954 |
* | CoreCivic Inc. | 85,575 | 951 |
* | OSI Systems Inc. | 10,833 | 926 |
* | Core & Main Inc. Class A | 40,594 | 905 |
* | AAR Corp. | 21,587 | 903 |
* | Proto Labs Inc. | 18,519 | 886 |
Granite Construction Inc. | 30,352 | 884 | |
TTEC Holdings Inc. | 12,953 | 879 | |
* | Gates Industrial Corp. plc | 80,550 | 871 |
ADT Inc. | 141,530 | 870 | |
* | Flywire Corp. | 49,317 | 869 |
* | JELD-WEN Holding Inc. | 59,302 | 865 |
* | Vicor Corp. | 15,687 | 859 |
*,1 | Nikola Corp. | 177,142 | 843 |
Kforce Inc. | 13,676 | 839 | |
* | Legalzoom.com Inc. | 75,616 | 831 |
Alamo Group Inc. | 7,059 | 822 | |
* | Gibraltar Industries Inc. | 21,196 | 821 |
* | Green Dot Corp. Class A | 32,491 | 816 |
TriMas Corp. | 28,726 | 795 | |
* | Virgin Galactic Holdings Inc. | 131,466 | 791 |
Enerpac Tool Group Corp. Class A | 41,521 | 790 | |
Primoris Services Corp. | 36,175 | 787 | |
International Seaways Inc. | 34,950 | 741 | |
* | Evo Payments Inc. Class A | 31,355 | 737 |
Patrick Industries Inc. | 14,217 | 737 | |
Greenbrier Cos. Inc. | 20,392 | 734 | |
* | Hillman Solutions Corp. | 84,622 | 731 |
*,1 | Joby Aviation Inc. | 143,305 | 704 |
Mesa Laboratories Inc. | 3,445 | 703 | |
Standex International Corp. | 8,295 | 703 | |
* | Repay Holdings Corp. Class A | 53,771 | 691 |
Marten Transport Ltd. | 40,814 | 686 | |
Tennant Co. | 11,539 | 684 | |
* | Enovix Corp. | 76,156 | 679 |
* | Payoneer Global Inc. | 168,786 | 662 |
* | PGT Innovations Inc. | 39,656 | 660 |
AZZ Inc. | 15,888 | 649 | |
* | Energy Recovery Inc. | 33,196 | 645 |
* | TuSimple Holdings Inc. Class A | 88,349 | 639 |
Kaman Corp. | 19,969 | 624 | |
* | Proterra Inc. | 134,085 | 622 |
Astec Industries Inc. | 15,201 | 620 |
Shares | Market Value• ($000) | ||
* | Montrose Environmental Group Inc. | 18,177 | 614 |
* | Rocket Lab USA Inc. | 159,383 | 604 |
*,1 | PureCycle Technologies Inc. | 79,381 | 589 |
Deluxe Corp. | 26,832 | 581 | |
Schneider National Inc. Class B | 25,672 | 575 | |
Apogee Enterprises Inc. | 14,595 | 572 | |
H&E Equipment Services Inc. | 19,417 | 563 | |
* | Construction Partners Inc. Class A | 26,691 | 559 |
Columbus McKinnon Corp. | 19,147 | 543 | |
* | Great Lakes Dredge & Dock Corp. | 41,356 | 542 |
* | Titan International Inc. | 35,883 | 542 |
Myers Industries Inc. | 23,690 | 538 | |
* | Donnelley Financial Solutions Inc. | 17,996 | 527 |
* | Triumph Group Inc. | 39,684 | 527 |
* | Cross Country Healthcare Inc. | 25,192 | 525 |
* | SP Plus Corp. | 16,774 | 515 |
* | AvidXchange Holdings Inc. | 82,747 | 508 |
* | American Woodmark Corp. | 10,821 | 487 |
* | Conduent Inc. | 111,555 | 482 |
Quanex Building Products Corp. | 21,028 | 478 | |
* | First Advantage Corp. | 37,651 | 477 |
* | ZipRecruiter Inc. Class A | 32,105 | 476 |
* | Mirion Technologies Inc. | 79,716 | 459 |
CRA International Inc. | 5,079 | 454 | |
* | International Money Express Inc. | 22,080 | 452 |
* | Napco Security Technologies Inc. | 21,864 | 450 |
* | BlueLinx Holdings Inc. | 6,697 | 447 |
Chase Corp. | 5,697 | 443 | |
Heidrick & Struggles International Inc. | 13,691 | 443 | |
* | Remitly Global Inc. | 57,670 | 442 |
Resources Connection Inc. | 21,671 | 441 | |
Insteel Industries Inc. | 13,017 | 438 | |
* | Aurora Innovation Inc. | 225,394 | 431 |
Kelly Services Inc. Class A | 20,999 | 416 | |
Heartland Express Inc. | 29,684 | 413 | |
* | Cimpress plc | 10,521 | 409 |
Gorman-Rupp Co. | 14,366 | 407 | |
* | Forrester Research Inc. | 8,441 | 404 |
* | Franklin Covey Co. | 8,755 | 404 |
Argan Inc. | 10,800 | 403 | |
Shyft Group Inc. | 21,665 | 403 | |
* | Janus International Group Inc. | 44,273 | 400 |
* | FARO Technologies Inc. | 12,825 | 395 |
* | Sterling Infrastructure Inc. | 17,873 | 392 |
* | TrueBlue Inc. | 21,727 | 389 |
Shares | Market Value• ($000) | ||
Wabash National Corp. | 28,461 | 386 | |
* | Modine Manufacturing Co. | 35,423 | 373 |
* | I3 Verticals Inc. Class A | 14,839 | 371 |
Douglas Dynamics Inc. | 12,571 | 361 | |
Hyster-Yale Materials Handling Inc. | 11,166 | 360 | |
* | BTRS Holdings Inc. Class A | 71,710 | 357 |
Ennis Inc. | 17,542 | 355 | |
Pitney Bowes Inc. | 96,072 | 348 | |
* | Titan Machinery Inc. | 15,341 | 344 |
* | Paya Holdings Inc. | 52,371 | 344 |
National Presto Industries Inc. | 5,208 | 342 | |
* | Thermon Group Holdings Inc. | 23,383 | 329 |
* | Ducommun Inc. | 7,555 | 325 |
Barrett Business Services Inc. | 4,412 | 322 | |
* | TaskUS Inc. Class A | 19,113 | 322 |
Eagle Bulk Shipping Inc. | 5,976 | 310 | |
*,1 | Desktop Metal Inc. Class A | 140,607 | 309 |
* | BrightView Holdings Inc. | 25,317 | 304 |
* | CS Disco Inc. | 16,686 | 301 |
* | DXP Enterprises Inc. | 9,402 | 288 |
* | Transcat Inc. | 5,061 | 288 |
* | Hyliion Holdings Corp. | 85,490 | 275 |
Pactiv Evergreen Inc. | 27,313 | 272 | |
*,1 | Danimer Scientific Inc. | 58,942 | 269 |
REV Group Inc. | 24,469 | 266 | |
* | Archer Aviation Inc. Class A | 86,321 | 266 |
*,1 | Workhorse Group Inc. | 101,474 | 264 |
* | Vishay Precision Group Inc. | 9,031 | 263 |
* | Vectrus Inc. | 7,758 | 260 |
Cass Information Systems Inc. | 7,443 | 252 | |
VSE Corp. | 6,435 | 242 | |
*,1 | Microvast Holdings Inc. | 108,265 | 240 |
* | Willdan Group Inc. | 8,638 | 238 |
* | Custom Truck One Source Inc. | 42,513 | 238 |
Kronos Worldwide Inc. | 12,662 | 233 | |
* | CIRCOR International Inc. | 13,776 | 226 |
Cadre Holdings Inc. | 11,279 | 222 | |
* | Manitowoc Co. Inc. | 20,774 | 219 |
* | Tutor Perini Corp. | 24,689 | 217 |
* | Hireright Holdings Corp. | 15,290 | 217 |
* | Cantaloupe Inc. | 38,378 | 215 |
* | Babcock & Wilcox Enterprises Inc. | 34,947 | 211 |
* | Radiant Logistics Inc. | 28,389 | 211 |
* | Daseke Inc. | 32,052 | 205 |
Information Services Group Inc. | 30,277 | 205 | |
* | IES Holdings Inc. | 6,774 | 204 |
* | Advantage Solutions Inc. | 53,753 | 204 |
* | Ranpak Holdings Corp. Class A | 28,481 | 199 |
Shares | Market Value• ($000) | ||
* | Distribution Solutions Group Inc. | 3,849 | 198 |
* | Astronics Corp. | 18,393 | 187 |
* | Blade Air Mobility Inc. | 41,940 | 187 |
* | PFSweb Inc. | 15,856 | 186 |
Allied Motion Technologies Inc. | 7,902 | 180 | |
* | Acacia Research Corp. | 35,109 | 177 |
* | USA Truck Inc. | 5,577 | 175 |
* | Hudson Technologies Inc. | 23,217 | 174 |
Powell Industries Inc. | 7,406 | 173 | |
* | DHI Group Inc. | 34,401 | 171 |
* | ShotSpotter Inc. | 6,306 | 170 |
US Lime & Minerals Inc. | 1,592 | 168 | |
* | Velo3D Inc. | 119,272 | 165 |
* | Aspen Aerogels Inc. | 16,598 | 164 |
* | Sterling Check Corp. | 9,952 | 162 |
Covenant Logistics Group Inc. Class A | 6,345 | 159 | |
* | BlackSky Technology Inc. | 67,765 | 157 |
*,1 | Hyzon Motors Inc. | 51,124 | 150 |
* | Atlanticus Holdings Corp. | 4,164 | 146 |
LSI Industries Inc. | 23,578 | 145 | |
* | Infrastructure and Energy Alternatives Inc. | 17,916 | 144 |
* | Skillsoft Corp. | 40,845 | 144 |
* | Paymentus Holdings Inc. Class A | 10,632 | 142 |
*,1 | Sarcos Technology and Robotics Corp. | 52,552 | 140 |
Miller Industries Inc. | 6,057 | 137 | |
* | RCM Technologies Inc. | 6,698 | 136 |
* | Concrete Pumping Holdings Inc. | 22,106 | 134 |
* | Performant Financial Corp. | 51,043 | 134 |
* | Markforged Holding Corp. | 71,461 | 132 |
Park Aerospace Corp. | 10,255 | 131 | |
Universal Logistics Holdings Inc. | 4,679 | 128 | |
Hurco Cos. Inc. | 5,040 | 125 | |
* | Commercial Vehicle Group Inc. | 21,010 | 123 |
* | AEye Inc. | 63,833 | 122 |
* | Moneylion Inc. | 92,724 | 122 |
* | Blue Bird Corp. | 13,070 | 120 |
* | Evolv Technologies Holdings Inc. | 44,649 | 119 |
* | Luna Innovations Inc. | 19,734 | 115 |
* | Energous Corp. | 111,749 | 112 |
Park-Ohio Holdings Corp. | 7,053 | 112 | |
* | CECO Environmental Corp. | 18,094 | 108 |
* | Innovative Solutions and Support Inc. | 14,876 | 107 |
BGSF Inc. | 8,582 | 106 | |
* | Vivint Smart Home Inc. | 30,076 | 105 |
* | Yellow Corp. | 35,952 | 105 |
* | Momentus Inc. | 48,123 | 104 |
* | ServiceSource International Inc. | 70,191 | 103 |
Shares | Market Value• ($000) | ||
* | Aersale Corp. | 7,005 | 102 |
* | L B Foster Co. Class A | 7,870 | 101 |
* | Atlas Technical Consultants Inc. | 18,945 | 100 |
* | Gencor Industries Inc. | 9,715 | 99 |
* | Byrna Technologies Inc. | 11,420 | 98 |
* | Iteris Inc. | 33,154 | 96 |
* | Target Hospitality Corp. | 16,634 | 95 |
* | Astra Space Inc. | 70,427 | 92 |
* | PAM Transportation Services Inc. | 3,326 | 91 |
* | Hudson Global Inc. | 2,857 | 90 |
* | Mistras Group Inc. | 15,007 | 89 |
* | DLH Holdings Corp. | 5,768 | 88 |
* | Spire Global Inc. | 74,685 | 87 |
* | MICT Inc. | 151,080 | 86 |
* | Twin Disc Inc. | 9,394 | 85 |
* | Core Molding Technologies Inc. | 9,054 | 83 |
* | Manitex International Inc. | 12,574 | 82 |
* | Hydrofarm Holdings Group Inc. | 23,262 | 81 |
ARC Document Solutions Inc. | 30,422 | 80 | |
*,1 | Lightning eMotors Inc. | 28,794 | 80 |
* | Latch Inc. | 64,981 | 74 |
* | Karat Packaging Inc. | 4,292 | 73 |
* | Quad/Graphics Inc. | 26,173 | 72 |
* | BM Technologies Inc. (XASE) | 12,201 | 72 |
Hirequest Inc. | 4,907 | 69 | |
* | VirTra Inc. | 13,519 | 67 |
* | Velodyne Lidar Inc. | 68,847 | 66 |
* | Bowman Consulting Group Ltd. Class A | 5,072 | 63 |
* | Orion Group Holdings Inc. | 27,064 | 62 |
Graham Corp. | 9,026 | 62 | |
* | FreightCar America Inc. | 16,584 | 60 |
* | CPI Card Group Inc. | 3,492 | 59 |
*,1 | Xos Inc. | 30,722 | 57 |
* | Hill International Inc. | 32,680 | 55 |
*,1 | View Inc. | 33,901 | 55 |
* | Alpha Pro Tech Ltd. | 12,073 | 54 |
* | RF Industries Ltd. | 8,155 | 51 |
* | US Xpress Enterprises Inc. Class A | 17,513 | 47 |
* | Biotricity Inc. | 26,299 | 47 |
*,1 | Wrap Technologies Inc. | 24,753 | 46 |
* | Limbach Holdings Inc. | 8,177 | 44 |
* | Mayville Engineering Co. Inc. | 5,637 | 44 |
* | INNOVATE Corp. | 25,298 | 44 |
* | Orion Energy Systems Inc. | 20,324 | 41 |
* | Frequency Electronics Inc. | 5,508 | 40 |
* | Usio Inc. | 16,474 | 40 |
* | IZEA Worldwide Inc. | 43,567 | 39 |
* | Overseas Shipholding Group Inc. Class A | 18,806 | 39 |
* | Rekor Systems Inc. | 22,282 | 39 |
* | EVI Industries Inc. | 3,692 | 37 |
* | Smith-Midland Corp. | 2,675 | 37 |
* | Redwire Corp. | 11,752 | 36 |
* | LightPath Technologies Inc. Class A | 25,635 | 32 |
Shares | Market Value• ($000) | ||
*,1 | Eos Energy Enterprises Inc. | 25,092 | 30 |
* | Horizon Global Corp. | 17,601 | 29 |
* | StarTek Inc. | 9,990 | 29 |
* | Berkshire Grey Inc. | 19,018 | 28 |
* | Bitnile Holdings Inc. | 102,278 | 27 |
Aikido Pharma Inc. | 4,463 | 26 | |
* | ClearSign Technologies Corp. | 20,576 | 25 |
*,1 | AgEagle Aerial Systems Inc. | 37,077 | 24 |
* | Agrify Corp. | 11,061 | 22 |
* | Williams Industrial Services Group Inc. | 16,026 | 22 |
*,1 | Orbital Energy Group Inc. | 30,739 | 19 |
* | ENGlobal Corp. | 18,051 | 17 |
Mega Matrix Corp. | 12,430 | 17 | |
* | Enjoy Technology Inc. | 29,070 | 6 |
3,249,029 | |||
Other (0.0%)3 | |||
*,2 | ESC Lubys Inc. | 14,037 | 25 |
*,2 | Spirit MTA REIT | 58,489 | 16 |
*,2 | Omthera Pharmaceutical Inc. CVR | 31,662 | 8 |
*,2 | Contra Strongbridge CVR | 45,385 | 8 |
*,2 | Alexza Pharmaceuticals CVR | 80,591 | 3 |
*,2 | Aduro Biotech Inc. CVR | 11,427 | 2 |
*,2 | Contra Adamas Pharmace CVR | 30,505 | 2 |
*,2 | Contra Adamas Pharmace CVR | 30,505 | 2 |
*,2 | Contra Miragen Therape CVR | 67,673 | 1 |
2 | Esc Srax Inc. | 18,450 | 1 |
*,2 | Ambit Biosciences Corp. CVR | 29,736 | — |
*,1,2 | Harvest Natural Resources Inc. | 27,025 | — |
*,2 | Contra Aerpio Pharmace CVR | 60,976 | — |
68 | |||
Real Estate (3.7%) | |||
American Tower Corp. | 316,859 | 80,986 | |
Prologis Inc. | 504,608 | 59,367 | |
Crown Castle International Corp. | 295,340 | 49,729 | |
Equinix Inc. | 62,114 | 40,810 | |
Public Storage | 101,614 | 31,772 | |
Realty Income Corp. | 409,866 | 27,977 | |
Welltower Inc. | 309,655 | 25,500 | |
Digital Realty Trust Inc. | 194,662 | 25,273 | |
SBA Communications Corp. Class A | 73,558 | 23,542 | |
Simon Property Group Inc. | 224,354 | 21,296 | |
VICI Properties Inc. | 655,830 | 19,537 | |
AvalonBay Communities Inc. | 95,536 | 18,558 | |
Equity Residential | 244,793 | 17,679 | |
Weyerhaeuser Co. | 506,383 | 16,771 | |
* | CoStar Group Inc. | 272,394 | 16,455 |
Alexandria Real Estate Equities Inc. | 112,140 | 16,264 |
Shares | Market Value• ($000) | ||
* | CBRE Group Inc. Class A | 213,207 | 15,694 |
Extra Space Storage Inc. | 92,171 | 15,680 | |
Invitation Homes Inc. | 417,003 | 14,837 | |
Duke Realty Corp. | 262,886 | 14,446 | |
Ventas Inc. | 273,444 | 14,063 | |
Mid-America Apartment Communities Inc. | 78,209 | 13,661 | |
Sun Communities Inc. | 83,186 | 13,257 | |
Essex Property Trust Inc. | 44,444 | 11,623 | |
WP Carey Inc. | 131,230 | 10,874 | |
UDR Inc. | 217,949 | 10,034 | |
Camden Property Trust | 72,192 | 9,708 | |
Iron Mountain Inc. | 197,415 | 9,612 | |
Healthpeak Properties Inc. | 366,427 | 9,494 | |
Boston Properties Inc. | 97,358 | 8,663 | |
Kimco Realty Corp. | 418,424 | 8,272 | |
Equity LifeStyle Properties Inc. | 113,728 | 8,014 | |
Host Hotels & Resorts Inc. | 492,962 | 7,730 | |
Gaming and Leisure Properties Inc. | 160,936 | 7,381 | |
Regency Centers Corp. | 116,683 | 6,921 | |
American Homes 4 Rent Class A | 188,345 | 6,675 | |
CubeSmart | 152,316 | 6,507 | |
Rexford Industrial Realty Inc. | 111,474 | 6,420 | |
Life Storage Inc. | 57,093 | 6,375 | |
Medical Properties Trust Inc. | 408,304 | 6,235 | |
American Campus Communities Inc. | 94,379 | 6,085 | |
* | Jones Lang LaSalle Inc. | 34,008 | 5,947 |
Americold Realty Trust Inc. | 187,714 | 5,639 | |
Lamar Advertising Co. Class A | 58,832 | 5,175 | |
National Retail Properties Inc. | 120,010 | 5,160 | |
Federal Realty Investment Trust | 53,796 | 5,150 | |
STORE Capital Corp. | 184,749 | 4,818 | |
Omega Healthcare Investors Inc. | 159,043 | 4,483 | |
EastGroup Properties Inc. | 28,587 | 4,412 | |
Apartment Income REIT Corp. | 105,612 | 4,393 | |
Healthcare Trust of America Inc. Class A | 155,532 | 4,341 | |
First Industrial Realty Trust Inc. | 88,763 | 4,215 | |
Kilroy Realty Corp. | 80,388 | 4,207 | |
Brixmor Property Group Inc. | 203,422 | 4,111 | |
STAG Industrial Inc. | 121,333 | 3,747 | |
Rayonier Inc. | 99,210 | 3,709 | |
Agree Realty Corp. | 50,939 | 3,674 | |
Spirit Realty Capital Inc. | 90,137 | 3,405 | |
Vornado Realty Trust | 116,674 | 3,336 | |
* | Zillow Group Inc. Class C | 98,248 | 3,119 |
Shares | Market Value• ($000) | ||
Independence Realty Trust Inc. | 150,249 | 3,115 | |
Terreno Realty Corp. | 54,813 | 3,055 | |
Cousins Properties Inc. | 101,086 | 2,955 | |
National Storage Affiliates Trust | 58,918 | 2,950 | |
Healthcare Realty Trust Inc. | 101,622 | 2,764 | |
Physicians Realty Trust | 153,279 | 2,675 | |
* | Ryman Hospitality Properties Inc. | 35,058 | 2,665 |
Phillips Edison & Co. Inc. | 76,999 | 2,573 | |
Douglas Emmett Inc. | 114,083 | 2,553 | |
Kite Realty Group Trust | 147,374 | 2,548 | |
Highwoods Properties Inc. | 71,592 | 2,448 | |
PS Business Parks Inc. | 13,001 | 2,433 | |
EPR Properties | 51,042 | 2,395 | |
Sabra Health Care REIT Inc. | 168,525 | 2,354 | |
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 59,529 | 2,254 | |
Broadstone Net Lease Inc. | 109,620 | 2,248 | |
Apple Hospitality REIT Inc. | 149,745 | 2,197 | |
LXP Industrial Trust | 197,102 | 2,117 | |
Innovative Industrial Properties Inc. | 19,032 | 2,091 | |
JBG SMITH Properties | 87,057 | 2,058 | |
Corporate Office Properties Trust | 77,513 | 2,030 | |
SL Green Realty Corp. | 43,860 | 2,024 | |
* | Digitalbridge Group Inc. | 411,547 | 2,008 |
* | Equity Commonwealth | 72,435 | 1,994 |
Park Hotels & Resorts Inc. | 144,384 | 1,959 | |
PotlatchDeltic Corp. | 43,664 | 1,930 | |
Essential Properties Realty Trust Inc. | 88,703 | 1,906 | |
National Health Investors Inc. | 30,318 | 1,838 | |
* | Howard Hughes Corp. | 26,283 | 1,789 |
SITE Centers Corp. | 125,635 | 1,692 | |
Four Corners Property Trust Inc. | 63,340 | 1,684 | |
Outfront Media Inc. | 98,236 | 1,665 | |
* | Cushman & Wakefield plc | 105,072 | 1,601 |
* | Opendoor Technologies Inc. | 318,897 | 1,502 |
Kennedy-Wilson Holdings Inc. | 79,155 | 1,499 | |
Uniti Group Inc. | 157,013 | 1,479 | |
Pebblebrook Hotel Trust | 87,455 | 1,449 | |
* | Sunstone Hotel Investors Inc. | 145,044 | 1,439 |
Hudson Pacific Properties Inc. | 94,743 | 1,406 | |
RLJ Lodging Trust | 117,732 | 1,299 | |
* | Zillow Group Inc. Class A | 40,527 | 1,289 |
CareTrust REIT Inc. | 67,517 | 1,245 | |
Washington REIT | 58,407 | 1,245 | |
Retail Opportunity Investments Corp. | 77,970 | 1,230 |
Shares | Market Value• ($000) | ||
Easterly Government Properties Inc. Class A | 63,172 | 1,203 | |
Macerich Co. | 136,151 | 1,186 | |
Brandywine Realty Trust | 120,934 | 1,166 | |
Urban Edge Properties | 76,524 | 1,164 | |
* | DiamondRock Hospitality Co. | 140,967 | 1,157 |
Office Properties Income Trust | 56,122 | 1,120 | |
* | Xenia Hotels & Resorts Inc. | 76,086 | 1,106 |
InvenTrust Properties Corp. | 42,782 | 1,103 | |
LTC Properties Inc. | 28,389 | 1,090 | |
Piedmont Office Realty Trust Inc. Class A | 79,719 | 1,046 | |
St. Joe Co. | 26,267 | �� 1,039 | |
Acadia Realty Trust | 65,513 | 1,023 | |
Global Net Lease Inc. | 71,845 | 1,017 | |
*,1 | WeWork Inc. Class A | 196,655 | 987 |
Tanger Factory Outlet Centers Inc. | 67,520 | 960 | |
Newmark Group Inc. Class A | 98,480 | 952 | |
American Assets Trust Inc. | 31,833 | 945 | |
Paramount Group Inc. | 128,115 | 926 | |
NexPoint Residential Trust Inc. | 14,709 | 919 | |
Centerspace | 10,976 | 895 | |
Empire State Realty Trust Inc. Class A | 120,020 | 844 | |
Alexander & Baldwin Inc. | 45,870 | 823 | |
* | Radius Global Infrastructure Inc. Class A (XNMS) | 50,660 | 773 |
* | Anywhere Real Estate Inc. | 76,594 | 753 |
Getty Realty Corp. | 27,148 | 719 | |
Necessity Retail REIT Inc. | 94,505 | 688 | |
* | Compass Inc. Class A | 182,449 | 659 |
* | Apartment Investment and Management Co. Class A | 101,985 | 653 |
Marcus & Millichap Inc. | 17,565 | 650 | |
* | Veris Residential Inc. | 48,619 | 644 |
Industrial Logistics Properties Trust | 44,066 | 620 | |
Service Properties Trust | 117,462 | 614 | |
UMH Properties Inc. | 32,147 | 568 | |
NETSTREIT Corp. | 29,778 | 562 | |
* | Redfin Corp. | 67,811 | 559 |
Armada Hoffler Properties Inc. | 43,488 | 558 | |
* | GEO Group Inc. | 84,299 | 556 |
Community Healthcare Trust Inc. | 15,283 | 553 | |
eXp World Holdings Inc. | 45,922 | 541 | |
* | Summit Hotel Properties Inc. | 69,601 | 506 |
RPT Realty | 51,271 | 504 | |
Bluerock Residential Growth REIT Inc. Class A | 18,525 | 487 |
Shares | Market Value• ($000) | ||
Global Medical REIT Inc. | 42,726 | 480 | |
Gladstone Commercial Corp. | 24,663 | 465 | |
Gladstone Land Corp. | 20,534 | 455 | |
Farmland Partners Inc. | 32,784 | 452 | |
Plymouth Industrial REIT Inc. | 24,601 | 432 | |
Safehold Inc. | 12,149 | 430 | |
Orion Office REIT Inc. | 38,056 | 417 | |
Urstadt Biddle Properties Inc. Class A | 25,431 | 412 | |
Saul Centers Inc. | 8,617 | 406 | |
Ares Commercial Real Estate Corp. | 32,386 | 396 | |
Universal Health Realty Income Trust | 7,336 | 390 | |
CatchMark Timber Trust Inc. Class A | 38,117 | 383 | |
City Office REIT Inc. | 29,374 | 380 | |
Whitestone REIT | 32,634 | 351 | |
* | Chatham Lodging Trust | 33,517 | 350 |
RE/MAX Holdings Inc. Class A | 14,143 | 347 | |
One Liberty Properties Inc. | 13,031 | 339 | |
Diversified Healthcare Trust | 174,895 | 318 | |
RMR Group Inc. Class A | 10,594 | 300 | |
CTO Realty Growth Inc. | 4,701 | 287 | |
Alexander's Inc. | 1,287 | 286 | |
Bridge Investment Group Holdings Inc. Class A | 18,625 | 271 | |
Franklin Street Properties Corp. | 62,401 | 260 | |
* | Tejon Ranch Co. | 15,750 | 244 |
* | Hersha Hospitality Trust Class A | 23,243 | 228 |
Indus Realty Trust Inc. | 3,594 | 213 | |
* | FRP Holdings Inc. | 3,443 | 208 |
Douglas Elliman Inc. | 43,451 | 208 | |
Postal Realty Trust Inc. Class A | 13,499 | 201 | |
* | Forestar Group Inc. | 14,252 | 195 |
Braemar Hotels & Resorts Inc. | 44,461 | 191 | |
Cedar Realty Trust Inc. | 6,343 | 183 | |
* | Stratus Properties Inc. | 5,338 | 172 |
BRT Apartments Corp. | 7,749 | 167 | |
* | Seritage Growth Properties Class A | 23,441 | 122 |
* | Ashford Hospitality Trust Inc. | 20,163 | 121 |
Clipper Realty Inc. | 14,188 | 110 | |
Alpine Income Property Trust Inc. | 6,005 | 108 | |
CIM Commercial Trust Corp. | 13,505 | 96 | |
1 | Modiv Inc. Class C REIT | 5,361 | 95 |
* | Maui Land & Pineapple Co. Inc. | 7,827 | 74 |
* | Offerpad Solutions Inc. | 29,885 | 65 |
Global Self Storage Inc. | 8,627 | 49 | |
* | Fathom Holdings Inc. | 5,453 | 43 |
Shares | Market Value• ($000) | ||
New York City REIT Inc. Class A | 7,408 | 39 | |
* | Sotherly Hotels Inc. | 18,957 | 33 |
* | Wheeler REIT Inc. | 11,681 | 30 |
* | Power REIT | 2,325 | 30 |
* | Rafael Holdings Inc. Class B | 13,424 | 25 |
1 | Pennsylvania REIT | 3,272 | 11 |
959,174 | |||
Technology (25.7%) | |||
Apple Inc. | 10,485,549 | 1,433,584 | |
Microsoft Corp. | 5,100,477 | 1,309,956 | |
* | Alphabet Inc. Class A | 205,224 | 447,236 |
* | Alphabet Inc. Class C | 181,540 | 397,110 |
* | Meta Platforms Inc. Class A | 1,564,629 | 252,296 |
NVIDIA Corp. | 1,622,859 | 246,009 | |
Broadcom Inc. | 264,479 | 128,487 | |
* | Adobe Inc. | 322,335 | 117,994 |
* | Salesforce Inc. | 644,493 | 106,367 |
Intel Corp. | 2,787,001 | 104,262 | |
QUALCOMM Inc. | 763,887 | 97,579 | |
Texas Instruments Inc. | 627,691 | 96,445 | |
International Business Machines Corp. | 612,833 | 86,526 | |
* | Advanced Micro Devices Inc. | 1,106,172 | 84,589 |
Intuit Inc. | 182,888 | 70,492 | |
Oracle Corp. | 1,000,623 | 69,914 | |
* | ServiceNow Inc. | 136,824 | 65,063 |
Applied Materials Inc. | 602,628 | 54,827 | |
Analog Devices Inc. | 354,547 | 51,796 | |
Micron Technology Inc. | 761,312 | 42,085 | |
Lam Research Corp. | 94,728 | 40,368 | |
* | Palo Alto Networks Inc. | 68,139 | 33,657 |
KLA Corp. | 102,017 | 32,552 | |
* | Synopsys Inc. | 104,576 | 31,760 |
Roper Technologies Inc. | 72,145 | 28,472 | |
* | Cadence Design Systems Inc. | 188,460 | 28,275 |
* | Fortinet Inc. | 466,025 | 26,368 |
Amphenol Corp. Class A | 406,948 | 26,199 | |
* | Autodesk Inc. | 148,770 | 25,582 |
* | Snowflake Inc. Class A | 183,374 | 25,500 |
Marvell Technology Inc. | 585,174 | 25,473 | |
TE Connectivity Ltd. | 219,750 | 24,865 | |
Cognizant Technology Solutions Corp. Class A | 354,498 | 23,925 | |
* | Crowdstrike Holdings Inc. Class A | 138,782 | 23,393 |
Microchip Technology Inc. | 379,545 | 22,044 | |
HP Inc. | 638,380 | 20,926 | |
* | Workday Inc. Class A | 136,487 | 19,051 |
* | Datadog Inc. Class A | 175,239 | 16,690 |
Corning Inc. | 521,206 | 16,423 | |
VMware Inc. Class A | 143,761 | 16,386 | |
* | Zoom Video Communications Inc. Class A | 147,088 | 15,881 |
* | Twitter Inc. | 419,174 | 15,673 |
* | ON Semiconductor Corp. | 297,712 | 14,978 |
CDW Corp. | 92,300 | 14,543 | |
* | ANSYS Inc. | 60,391 | 14,451 |
Shares | Market Value• ($000) | ||
* | Match Group Inc. | 193,802 | 13,506 |
* | Gartner Inc. | 52,332 | 12,655 |
Hewlett Packard Enterprise Co. | 897,105 | 11,896 | |
Monolithic Power Systems Inc. | 30,070 | 11,548 | |
* | MongoDB Inc. Class A | 44,252 | 11,483 |
* | DoorDash Inc. Class A | 174,372 | 11,189 |
* | EPAM Systems Inc. | 37,045 | 10,920 |
* | Palantir Technologies Inc. Class A | 1,190,431 | 10,797 |
* | VeriSign Inc. | 63,290 | 10,590 |
Skyworks Solutions Inc. | 109,240 | 10,120 | |
NetApp Inc. | 154,066 | 10,051 | |
* | Akamai Technologies Inc. | 109,903 | 10,037 |
Seagate Technology Holdings plc | 138,581 | 9,900 | |
* | Twilio Inc. Class A | 116,922 | 9,799 |
* | Paycom Software Inc. | 34,781 | 9,743 |
Teradyne Inc. | 108,774 | 9,741 | |
* | Splunk Inc. | 109,330 | 9,671 |
* | Tyler Technologies Inc. | 28,928 | 9,618 |
* | Western Digital Corp. | 212,560 | 9,529 |
Leidos Holdings Inc. | 94,075 | 9,474 | |
* | HubSpot Inc. | 30,813 | 9,264 |
* | Okta Inc. | 102,471 | 9,263 |
* | Snap Inc. Class A | 703,260 | 9,234 |
SS&C Technologies Holdings Inc. | 148,078 | 8,599 | |
* | Zscaler Inc. | 57,372 | 8,578 |
Entegris Inc. | 92,748 | 8,545 | |
Citrix Systems Inc. | 85,879 | 8,345 | |
Dell Technologies Inc. Class C | 178,881 | 8,266 | |
NortonLifeLock Inc. | 372,657 | 8,184 | |
* | DocuSign Inc. Class A | 135,706 | 7,787 |
* | GoDaddy Inc. Class A | 109,817 | 7,639 |
* | PTC Inc. | 71,233 | 7,575 |
* | Cloudflare Inc. Class A | 171,974 | 7,524 |
* | Pinterest Inc. Class A | 390,232 | 7,087 |
* | Qorvo Inc. | 71,985 | 6,790 |
* | Black Knight Inc. | 101,000 | 6,604 |
* | F5 Inc. | 42,226 | 6,462 |
* | ZoomInfo Technologies Inc. Class A | 191,649 | 6,370 |
* | Zendesk Inc. | 83,610 | 6,193 |
* | Dynatrace Inc. | 136,912 | 5,400 |
* | Wolfspeed Inc. | 83,374 | 5,290 |
* | Unity Software Inc. | 143,236 | 5,274 |
* | Arrow Electronics Inc. | 45,277 | 5,075 |
* | DXC Technology Co. | 165,156 | 5,006 |
Bentley Systems Inc. Class B | 149,552 | 4,980 | |
* | Pure Storage Inc. Class A | 193,261 | 4,969 |
* | Manhattan Associates Inc. | 42,550 | 4,876 |
* | Ceridian HCM Holding Inc. | 98,667 | 4,645 |
KBR Inc. | 93,715 | 4,535 | |
* | Lattice Semiconductor Corp. | 93,155 | 4,518 |
Jabil Inc. | 86,880 | 4,449 | |
* | CACI International Inc. Class A | 15,782 | 4,447 |
* | Five9 Inc. | 47,327 | 4,313 |
Shares | Market Value• ($000) | ||
CDK Global Inc. | 78,726 | 4,312 | |
* | IAC/InterActiveCorp. | 56,637 | 4,303 |
* | Avalara Inc. | 59,876 | 4,227 |
*,1 | AppLovin Corp. Class A | 121,778 | 4,194 |
* | Sailpoint Technologies Holdings Inc. | 64,434 | 4,039 |
* | Dropbox Inc. Class A | 192,327 | 4,037 |
* | Guidewire Software Inc. | 56,256 | 3,994 |
Concentrix Corp. | 28,327 | 3,842 | |
* | UiPath Inc. Class A | 204,517 | 3,720 |
* | II-VI Inc. | 72,872 | 3,713 |
* | Change Healthcare Inc. | 159,694 | 3,683 |
Azenta Inc. | 50,787 | 3,662 | |
* | Aspen Technology Inc. | 19,453 | 3,573 |
* | Silicon Laboratories Inc. | 25,101 | 3,520 |
Science Applications International Corp. | 37,638 | 3,504 | |
* | Elastic NV | 51,408 | 3,479 |
* | Tenable Holdings Inc. | 74,995 | 3,406 |
CMC Materials Inc. | 19,403 | 3,386 | |
* | Mandiant Inc. | 154,463 | 3,370 |
* | Rogers Corp. | 12,742 | 3,340 |
Dolby Laboratories Inc. Class A | 44,510 | 3,185 | |
* | Synaptics Inc. | 26,606 | 3,141 |
* | RingCentral Inc. Class A | 58,293 | 3,046 |
Power Integrations Inc. | 39,789 | 2,985 | |
* | Qualys Inc. | 23,574 | 2,974 |
* | SentinelOne Inc. Class A | 127,186 | 2,967 |
* | Coupa Software Inc. | 51,599 | 2,946 |
Universal Display Corp. | 29,073 | 2,940 | |
Switch Inc. Class A | 86,075 | 2,884 | |
Avnet Inc. | 66,278 | 2,842 | |
National Instruments Corp. | 89,509 | 2,795 | |
* | Novanta Inc. | 22,909 | 2,778 |
* | SPS Commerce Inc. | 24,462 | 2,765 |
* | Cirrus Logic Inc. | 37,828 | 2,744 |
TD SYNNEX Corp. | 29,631 | 2,699 | |
* | Smartsheet Inc. Class A | 83,810 | 2,634 |
* | NCR Corp. | 83,117 | 2,586 |
* | Rapid7 Inc. | 37,328 | 2,494 |
* | Teradata Corp. | 67,048 | 2,481 |
* | Blackline Inc. | 36,754 | 2,448 |
* | Semtech Corp. | 43,961 | 2,417 |
* | Dun & Bradstreet Holdings Inc. | 160,176 | 2,407 |
* | Onto Innovation Inc. | 33,065 | 2,306 |
* | Box Inc. Class A | 91,042 | 2,289 |
* | Ziff Davis Inc. | 30,133 | 2,246 |
* | Varonis Systems Inc. Class B | 75,006 | 2,199 |
* | Nutanix Inc. Class A | 147,648 | 2,160 |
* | Perficient Inc. | 23,383 | 2,144 |
* | Procore Technologies Inc. | 46,968 | 2,132 |
* | IPG Photonics Corp. | 22,594 | 2,127 |
* | Toast Inc. Class A | 164,254 | 2,125 |
* | Blackbaud Inc. | 35,136 | 2,040 |
* | FormFactor Inc. | 52,671 | 2,040 |
* | Insight Enterprises Inc. | 23,527 | 2,030 |
* | Fabrinet | 24,740 | 2,006 |
* | Alarm.com Holdings Inc. | 32,356 | 2,002 |
Shares | Market Value• ($000) | ||
* | Envestnet Inc. | 37,285 | 1,968 |
* | Alteryx Inc. Class A | 39,905 | 1,932 |
* | Workiva Inc. Class A | 29,257 | 1,931 |
* | Diodes Inc. | 28,518 | 1,841 |
Advanced Energy Industries Inc. | 24,971 | 1,822 | |
* | Verint Systems Inc. | 42,799 | 1,813 |
* | Altair Engineering Inc. Class A | 33,882 | 1,779 |
* | New Relic Inc. | 35,416 | 1,773 |
* | CommVault Systems Inc. | 28,126 | 1,769 |
* | MACOM Technology Solutions Holdings Inc. Class H | 36,444 | 1,680 |
Vertiv Holdings Co. Class A | 203,530 | 1,673 | |
* | Sitime Corp. | 10,247 | 1,671 |
* | DigitalOcean Holdings Inc. | 39,734 | 1,643 |
* | Sanmina Corp. | 40,091 | 1,633 |
* | Ambarella Inc. | 24,837 | 1,626 |
* | Upwork Inc. | 78,087 | 1,615 |
Vishay Intertechnology Inc. | 89,515 | 1,595 | |
* | Confluent Inc. Class A | 68,639 | 1,595 |
* | Rambus Inc. | 74,097 | 1,592 |
* | Bumble Inc. Class A | 56,484 | 1,590 |
* | MaxLinear Inc. | 46,468 | 1,579 |
* | NetScout Systems Inc. | 46,393 | 1,570 |
* | Sprout Social Inc. Class A | 25,466 | 1,479 |
* | Covetrus Inc. | 71,048 | 1,474 |
* | Plexus Corp. | 18,499 | 1,452 |
* | Cargurus Inc. | 65,064 | 1,398 |
* | Q2 Holdings Inc. | 35,951 | 1,387 |
* | nCino Inc. | 44,627 | 1,380 |
* | Kyndryl Holdings Inc. | 139,372 | 1,363 |
Progress Software Corp. | 28,907 | 1,309 | |
Pegasystems Inc. | 27,192 | 1,301 | |
* | E2open Parent Holdings Inc. | 166,093 | 1,292 |
* | PagerDuty Inc. | 51,723 | 1,282 |
* | Yelp Inc. Class A | 45,850 | 1,273 |
* | Appian Corp. Class A | 26,824 | 1,270 |
Amkor Technology Inc. | 74,385 | 1,261 | |
CSG Systems International Inc. | 20,402 | 1,218 | |
* | Super Micro Computer Inc. | 29,944 | 1,208 |
* | Axcelis Technologies Inc. | 21,315 | 1,169 |
* | TechTarget Inc. | 17,654 | 1,160 |
Xerox Holdings Corp. | 77,858 | 1,156 | |
* | LiveRamp Holdings Inc. | 43,378 | 1,120 |
* | Allscripts Healthcare Solutions Inc. | 74,429 | 1,104 |
* | Jamf Holding Corp. | 44,318 | 1,098 |
* | Appfolio Inc. Class A | 11,973 | 1,085 |
*,1 | MicroStrategy Inc. Class A | 6,318 | 1,038 |
* | Digital Turbine Inc. | 58,921 | 1,029 |
* | Clear Secure Inc. Class A | 50,873 | 1,017 |
* | DoubleVerify Holdings Inc. | 44,750 | 1,014 |
* | Gitlab Inc. Class A | 18,931 | 1,006 |
Shares | Market Value• ($000) | ||
* | Parsons Corp. | 24,218 | 979 |
Xperi Holding Corp. | 67,335 | 972 | |
* | JFrog Ltd. | 45,214 | 953 |
* | CCC Intelligent Solutions Holdings Inc. | 102,699 | 945 |
* | ePlus Inc. | 17,708 | 941 |
Shutterstock Inc. | 16,185 | 928 | |
* | C3.ai Inc. Class A | 50,572 | 923 |
* | Freshworks Inc. Class A | 69,687 | 916 |
* | Schrodinger Inc. | 34,577 | 913 |
* | Allegro MicroSystems Inc. | 44,106 | 913 |
* | Fastly Inc. Class A | 76,785 | 891 |
* | Cohu Inc. | 31,184 | 865 |
Methode Electronics Inc. | 23,222 | 860 | |
* | Asana Inc. Class A | 48,049 | 845 |
* | Qualtrics International Inc. Class A | 66,711 | 835 |
* | Ping Identity Holding Corp. | 45,535 | 826 |
* | Ultra Clean Holdings Inc. | 27,722 | 825 |
* | 3D Systems Corp. | 83,186 | 807 |
* | KnowBe4 Inc. Class A | 51,374 | 802 |
* | Braze Inc. Class A | 21,271 | 771 |
* | Paycor HCM Inc. | 29,521 | 768 |
* | Photronics Inc. | 38,847 | 757 |
* | Thoughtworks Holding Inc. | 53,624 | 757 |
* | Duck Creek Technologies Inc. | 50,899 | 756 |
* | Impinj Inc. | 12,833 | 753 |
* | Momentive Global Inc. | 85,146 | 749 |
* | TTM Technologies Inc. | 59,455 | 743 |
* | Squarespace Inc. Class A | 35,521 | 743 |
* | Magnite Inc. | 82,921 | 736 |
CTS Corp. | 21,452 | 730 | |
* | Everbridge Inc. | 26,047 | 726 |
* | PROS Holdings Inc. | 26,700 | 700 |
* | Zuora Inc. Class A | 76,915 | 688 |
* | Xometry Inc. Class A | 20,068 | 681 |
* | Veeco Instruments Inc. | 34,951 | 678 |
* | PAR Technology Corp. | 17,725 | 665 |
A10 Networks Inc. | 46,152 | 664 | |
* | Cerence Inc. | 26,075 | 658 |
* | LivePerson Inc. | 44,604 | 631 |
* | BigCommerce Holdings Inc. Series 1 | 38,980 | 631 |
* | Model N Inc. | 23,678 | 606 |
* | Agilysys Inc. | 12,749 | 603 |
* | Olo Inc. Class A | 60,739 | 600 |
* | Consensus Cloud Solutions Inc. | 13,249 | 579 |
*,1 | Matterport Inc. | 157,064 | 575 |
* | ScanSource Inc. | 18,370 | 572 |
Simulations Plus Inc. | 11,545 | 570 | |
* | NeoPhotonics Corp. | 36,030 | 567 |
* | Vimeo Inc. | 91,848 | 553 |
* | Avid Technology Inc. | 21,170 | 549 |
* | Unisys Corp. | 45,211 | 544 |
* | Domo Inc. Class B | 19,430 | ��� 540 |
* | Eventbrite Inc. Class A | 52,346 | 538 |
* | Sprinklr Inc. Class A | 53,186 | 538 |
Shares | Market Value• ($000) | ||
Benchmark Electronics Inc. | 23,465 | 529 | |
* | Ichor Holdings Ltd. | 20,094 | 522 |
* | Definitive Healthcare Corp. Class A | 22,357 | 513 |
* | SMART Global Holdings Inc. | 30,860 | 505 |
* | Informatica Inc. Class A | 24,131 | 501 |
* | Alpha & Omega Semiconductor Ltd. | 14,774 | 493 |
* | CEVA Inc. | 14,340 | 481 |
* | Grid Dynamics Holdings Inc. | 28,554 | 480 |
* | PubMatic Inc. Class A | 29,173 | 464 |
* | Sumo Logic Inc. | 61,409 | 460 |
* | Amplitude Inc. Class A | 32,143 | 459 |
* | ACM Research Inc. Class A | 27,228 | 458 |
* | PDF Solutions Inc. | 21,227 | 457 |
*,1 | MicroVision Inc. | 115,578 | 444 |
*,1 | IonQ Inc. | 97,134 | 425 |
* | N-Able Inc. | 43,318 | 390 |
* | Expensify Inc. Class A | 21,407 | 381 |
* | AvePoint Inc. | 86,004 | 373 |
* | Yext Inc. | 76,730 | 367 |
American Software Inc. Class A | 22,171 | 358 | |
* | ForgeRock Inc. Class A | 16,630 | 356 |
* | Rackspace Technology Inc. | 48,958 | 351 |
* | Kimball Electronics Inc. | 17,220 | 346 |
* | Zeta Global Holdings Corp. Class A | 75,741 | 342 |
* | Alkami Technology Inc. | 23,545 | 327 |
Hackett Group Inc. | 17,158 | 325 | |
PC Connection Inc. | 6,930 | 305 | |
*,1 | HashiCorp Inc. Class A | 10,365 | 305 |
*,1 | UserTesting Inc. | 60,380 | 303 |
Ebix Inc. | 17,760 | 300 | |
* | nLight Inc. | 28,958 | 296 |
* | Cyxtera Technologies Inc. | 26,115 | 296 |
* | ChannelAdvisor Corp. | 20,154 | 294 |
* | Tucows Inc. Class A | 6,570 | 292 |
SolarWinds Corp. | 28,380 | 291 | |
*,1 | Samsara Inc. Class A | 26,059 | 291 |
* | OneSpan Inc. | 24,049 | 286 |
* | Bandwidth Inc. Class A | 14,853 | 280 |
* | Upland Software Inc. | 19,213 | 279 |
* | EngageSmart Inc. | 17,183 | 276 |
* | Mitek Systems Inc. | 29,293 | 271 |
* | Couchbase Inc. | 16,504 | 271 |
* | SmartRent Inc. | 59,443 | 269 |
*,1 | indie Semiconductor Inc. Class A | 47,023 | 268 |
* | Telos Corp. | 33,040 | 267 |
* | Nextdoor Holdings Inc. | 75,268 | 249 |
* | Blend Labs Inc. Class A | 104,138 | 246 |
* | Aeva Technologies Inc. | 76,978 | 241 |
* | ON24 Inc. | 23,181 | 220 |
* | SEMrush Holdings Inc. Class A | 16,908 | 219 |
* | Rimini Street Inc. | 35,452 | 213 |
* | Vertex Inc. Class A | 18,231 | 207 |
* | Edgio Inc. | 88,134 | 204 |
* | Benefitfocus Inc. | 22,947 | 179 |
* | EverCommerce Inc. | 19,639 | 178 |
* | CyberOptics Corp. | 5,061 | 177 |
Shares | Market Value• ($000) | ||
* | Credo Technology Group Holding Ltd. | 14,682 | 171 |
* | AXT Inc. | 28,066 | 164 |
* | TrueCar Inc. | 62,905 | 163 |
* | Identiv Inc. | 13,996 | 162 |
* | Brightcove Inc. | 25,456 | 161 |
* | GTY Technologies Holdings Inc. | 25,370 | 159 |
* | Digimarc Corp. | 11,148 | 158 |
* | NerdWallet Inc. Class A | 19,891 | 158 |
* | Intapp Inc. | 10,477 | 153 |
NVE Corp. | 3,259 | 152 | |
* | Mediaalpha Inc. Class A | 15,378 | 151 |
* | MeridianLink Inc. | 8,932 | 149 |
Richardson Electronics Ltd. | 10,034 | 147 | |
* | Porch Group Inc. | 55,645 | 142 |
* | WM Technology Inc. | 41,877 | 138 |
* | Enfusion Inc. Class A | 13,530 | 138 |
Vivid Seats Inc. Class A | 18,390 | 137 | |
* | Atomera Inc. | 14,264 | 134 |
* | Ouster Inc. | 81,985 | 133 |
* | Aehr Test Systems | 17,471 | 131 |
* | NextNav Inc. | 55,807 | 127 |
* | Planet Labs PBC | 29,139 | 126 |
* | eGain Corp. | 12,737 | 124 |
* | Avaya Holdings Corp. | 55,075 | 123 |
* | Groupon Inc. Class A | 10,751 | 121 |
* | Veritone Inc. | 18,337 | 120 |
* | Skillz Inc. Class A | 93,761 | 116 |
* | Computer Task Group Inc. | 13,414 | 115 |
* | Diebold Nixdorf Inc. | 49,241 | 112 |
* | QuickLogic Corp. | 11,891 | 101 |
* | Immersion Corp. | 18,110 | 97 |
* | EverQuote Inc. Class A | 10,735 | 95 |
*,1 | Cleanspark Inc. | 24,325 | 95 |
Transphorm Inc. | 24,701 | 94 | |
* | CoreCard Corp. | 3,812 | 93 |
*,1 | Vroom Inc. | 74,354 | 93 |
* | EMCORE Corp. | 30,051 | 92 |
* | Intevac Inc. | 18,754 | 91 |
* | Daktronics Inc. | 29,724 | 89 |
* | comScore Inc. | 41,944 | 86 |
* | Astronova Inc. | 6,757 | 81 |
*,1 | KULR Technology Group Inc. | 52,190 | 81 |
* | SecureWorks Corp. Class A | 7,362 | 80 |
* | Innodata Inc. | 16,482 | 80 |
* | Red Violet Inc. | 4,096 | 78 |
*,1 | IronNet Inc. | 34,984 | 77 |
* | Issuer Direct Corp. | 2,964 | 75 |
* | Asure Software Inc. | 12,707 | 72 |
* | Weave Communications Inc. | 23,557 | 72 |
*,1 | Alpine 4 Holdings Inc. | 101,723 | 72 |
* | Pixelworks Inc. | 32,680 | 62 |
* | Kopin Corp. | 54,575 | 61 |
* | Smith Micro Software Inc. | 24,487 | 60 |
* | VirnetX Holding Corp. | 48,198 | 56 |
* | GSI Technology Inc. | 15,882 | 55 |
* | Steel Connect Inc. | 40,391 | 54 |
* | Mastech Digital Inc. | 3,641 | 54 |
* | Research Frontiers Inc. | 30,521 | 53 |
Shares | Market Value• ($000) | ||
* | Park City Group Inc. | 12,115 | 53 |
* | Beachbody Co. Inc. | 44,053 | 53 |
* | Synchronoss Technologies Inc. | 43,985 | 51 |
* | KORE Group Holdings Inc. | 15,866 | 49 |
* | Terawulf Inc. | 40,484 | 49 |
* | Quantum Corp. | 33,620 | 48 |
*,1 | Nuvve Holding Corp. | 10,269 | 48 |
* | Loyalty Ventures Inc. | 13,348 | 48 |
* | One Stop Systems Inc. | 11,905 | 47 |
* | Everspin Technologies Inc. | 8,435 | 44 |
*,1 | Phunware Inc. | 40,040 | 43 |
* | Viant Technology Inc. Class A | 8,483 | 43 |
* | 1stdibs.com Inc. | 7,570 | 43 |
* | Amtech Systems Inc. | 5,730 | 42 |
* | Inuvo Inc. | 84,564 | 42 |
* | inTEST Corp. | 6,184 | 42 |
* | CSP Inc. | 4,375 | 40 |
* | Key Tronic Corp. | 8,842 | 39 |
* | Soluna Holdings Inc. | 9,681 | 39 |
* | Quantum Computing Inc. | 16,529 | 39 |
* | Super League Gaming Inc. | 37,313 | 38 |
* | NextPlay Technologies Inc. | 106,304 | 37 |
* | SkyWater Technology Inc. | 6,058 | 36 |
* | eMagin Corp. | 50,679 | 33 |
* | Verb Technology Co. Inc. | 62,112 | 32 |
* | AudioEye Inc. | 5,086 | 31 |
* | Arteris Inc. | 4,387 | 31 |
* | Intellicheck Inc. | 14,706 | 30 |
* | Boxlight Corp. Class A | 44,270 | 30 |
* | Zedge Inc. Class B | 10,242 | 30 |
* | Marin Software Inc. | 17,513 | 29 |
*,1 | Remark Holdings Inc. | 64,944 | 29 |
* | NetSol Technologies Inc. | 9,164 | 29 |
* | CVD Equipment Corp. | 7,295 | 29 |
* | TransAct Technologies Inc. | 7,051 | 28 |
* | Intrusion Inc. | 6,811 | 27 |
Cryptyde Inc. | 13,312 | 27 | |
* | Data I/O Corp. | 8,084 | 25 |
* | BuzzFeed Inc. | 16,000 | 25 |
* | SeaChange International Inc. | 39,652 | 24 |
* | WidePoint Corp. | 10,057 | 24 |
*,1 | Ipsidy Inc. | 10,356 | 20 |
* | Greenidge Generation Holdings Inc. | 7,091 | 18 |
* | Waitr Holdings Inc. | 72,347 | 11 |
* | Exela Technologies Inc. | 97,169 | 11 |
* | Cipher Mining Inc. | 7,796 | 11 |
* | Kubient Inc. | 12,180 | 8 |
* | LogicMark Inc. | 5,781 | 6 |
6,579,429 | |||
Telecommunications (2.6%) | |||
Verizon Communications Inc. | 2,719,771 | 138,028 | |
Comcast Corp. Class A | 3,047,061 | 119,567 | |
Cisco Systems Inc. | 2,540,249 | 108,316 |
Shares | Market Value• ($000) | ||
AT&T Inc. | 4,886,153 | 102,414 | |
* | T-Mobile US Inc. | 427,909 | 57,571 |
* | Charter Communications Inc. Class A | 54,909 | 25,726 |
Motorola Solutions Inc. | 114,238 | 23,944 | |
* | Arista Networks Inc. | 159,309 | 14,934 |
* | Liberty Broadband Corp. Class C | 86,616 | 10,016 |
Lumen Technologies Inc. | 699,882 | 7,636 | |
* | Roku Inc. | 81,443 | 6,690 |
Juniper Networks Inc. | 223,887 | 6,381 | |
Cable One Inc. | 4,070 | 5,247 | |
* | Ciena Corp. | 102,948 | 4,705 |
* | Frontier Communications Parent Inc. | 166,383 | 3,917 |
* | Lumentum Holdings Inc. | 44,912 | 3,567 |
* | Vonage Holdings Corp. | 171,697 | 3,235 |
* | DISH Network Corp. Class A | 170,292 | 3,053 |
* | Iridium Communications Inc. | 77,278 | 2,902 |
* | Viavi Solutions Inc. | 154,103 | 2,039 |
* | Liberty Broadband Corp. Class A | 15,184 | 1,724 |
Cogent Communications Holdings Inc. | 28,358 | 1,723 | |
* | ViaSat Inc. | 47,728 | 1,462 |
* | Altice USA Inc. Class A | 145,163 | 1,343 |
InterDigital Inc. | 21,310 | 1,296 | |
* | Calix Inc. | 36,338 | 1,241 |
Telephone and Data Systems Inc. | 70,973 | 1,121 | |
* | Plantronics Inc. | 26,681 | 1,059 |
* | CommScope Holding Co. Inc. | 138,111 | 845 |
* | Extreme Networks Inc. | 87,361 | 779 |
* | Gogo Inc. | 44,242 | 716 |
Shenandoah Telecommunications Co. | 31,425 | 698 | |
* | WideOpenWest Inc. | 37,686 | 686 |
* | Infinera Corp. | 126,444 | 678 |
ADTRAN Inc. | 34,317 | 602 | |
* | Globalstar Inc. | 484,891 | 596 |
* | Harmonic Inc. | 67,376 | 584 |
* | Digi International Inc. | 21,232 | 514 |
* | Clearfield Inc. | 7,715 | 478 |
* | EchoStar Corp. Class A | 24,414 | 471 |
*,1 | Lightwave Logic Inc. | 70,126 | 459 |
* | 8x8 Inc. | 79,285 | 408 |
ATN International Inc. | 8,389 | 393 | |
* | Consolidated Communications Holdings Inc. | 55,540 | 389 |
* | NETGEAR Inc. | 19,237 | 356 |
* | IDT Corp. Class B | 14,078 | 354 |
* | Anterix Inc. | 7,890 | 324 |
1 | Charge Enterprises Inc. | 66,536 | 317 |
*,1 | fuboTV Inc. | 124,645 | 308 |
* | US Cellular Corp. | 9,905 | 287 |
* | Aviat Networks Inc. | 8,225 | 206 |
* | DZS Inc. | 12,668 | 206 |
*,1 | AST SpaceMobile Inc. | 29,131 | 183 |
Shares | Market Value• ($000) | ||
Comtech Telecommunications Corp. | 19,010 | 172 | |
* | Ooma Inc. | 14,333 | 170 |
* | Ribbon Communications Inc. | 46,419 | 141 |
* | Hemisphere Media Group Inc. Class A | 16,938 | 129 |
* | KVH Industries Inc. | 13,892 | 121 |
* | Inseego Corp. | 62,650 | 118 |
* | Cambium Networks Corp. | 7,849 | 115 |
* | Akoustis Technologies Inc. | 30,759 | 114 |
* | Kaltura Inc. | 57,548 | 114 |
* | Lantronix Inc. | 18,653 | 100 |
Bel Fuse Inc. Class B | 5,951 | 93 | |
* | Genasys Inc. | 27,518 | 89 |
* | CalAmp Corp. | 20,762 | 87 |
* | Casa Systems Inc. | 21,249 | 83 |
* | Airgain Inc. | 10,184 | 83 |
Spok Holdings Inc. | 12,210 | 77 | |
PCTEL Inc. | 16,184 | 66 | |
* | Powerfleet Inc. | 23,451 | 51 |
Network-1 Technologies Inc. | 15,271 | 37 | |
* | Franklin Wireless Corp. | 11,013 | 36 |
* | Airspan Networks Holdings Inc. | 11,905 | 36 |
Bel Fuse Inc. Class A | 1,376 | 30 | |
* | Applied Optoelectronics Inc. | 17,785 | 27 |
* | Vislink Technologies Inc. | �� 33,062 | 20 |
674,803 | |||
Utilities (3.4%) | |||
NextEra Energy Inc. | 1,340,365 | 103,825 | |
Duke Energy Corp. | 521,241 | 55,882 | |
Southern Co. | 723,023 | 51,559 | |
Dominion Energy Inc. | 549,321 | 43,841 | |
Waste Management Inc. | 282,947 | 43,285 | |
American Electric Power Co. Inc. | 349,524 | 33,533 | |
Sempra Energy (XNYS) | 214,498 | 32,233 | |
Exelon Corp. | 669,190 | 30,328 | |
Xcel Energy Inc. | 371,369 | 26,278 | |
Consolidated Edison Inc. | 241,130 | 22,931 | |
Waste Connections Inc. (XTSE) | 175,641 | 21,772 | |
WEC Energy Group Inc. | 215,497 | 21,688 | |
Public Service Enterprise Group Inc. | 340,926 | 21,574 | |
Eversource Energy | 236,929 | 20,013 | |
American Water Works Co. Inc. | 123,926 | 18,436 | |
Republic Services Inc. Class A | 139,799 | 18,295 | |
Edison International | 261,209 | 16,519 | |
Ameren Corp. | 176,572 | 15,955 | |
Entergy Corp. | 138,346 | 15,583 | |
* | PG&E Corp. | 1,434,526 | 14,317 |
FirstEnergy Corp. | 371,417 | 14,259 | |
DTE Energy Co. | 112,201 | 14,221 | |
PPL Corp. | 504,754 | 13,694 | |
CMS Energy Corp. | 199,373 | 13,458 |
Shares | Market Value• ($000) | ||
Constellation Energy Corp. | 221,880 | 12,705 | |
CenterPoint Energy Inc. | 424,522 | 12,557 | |
Atmos Energy Corp. | 93,653 | 10,499 | |
Evergy Inc. | 157,551 | 10,280 | |
Alliant Energy Corp. | 175,103 | 10,263 | |
AES Corp. | 458,479 | 9,633 | |
NiSource Inc. | 279,354 | 8,238 | |
Essential Utilities Inc. | 160,531 | 7,360 | |
Vistra Corp. | 292,433 | 6,682 | |
NRG Energy Inc. | 160,212 | 6,115 | |
Pinnacle West Capital Corp. | 77,897 | 5,696 | |
UGI Corp. | 144,449 | 5,577 | |
OGE Energy Corp. | 136,135 | 5,249 | |
National Fuel Gas Co. | 62,648 | 4,138 | |
Southwest Gas Holdings Inc. | 43,628 | 3,799 | |
IDACORP Inc. | 33,952 | 3,596 | |
Black Hills Corp. | 43,868 | 3,192 | |
* | Sunrun Inc. | 135,104 | 3,156 |
* | Clean Harbors Inc. | 34,778 | 3,049 |
ONE Gas Inc. | 37,385 | 3,035 | |
Portland General Electric Co. | 61,073 | 2,952 | |
Hawaiian Electric Industries Inc. | 71,026 | 2,905 | |
New Jersey Resources Corp. | 64,934 | 2,892 | |
PNM Resources Inc. | 59,857 | 2,860 | |
South Jersey Industries Inc. | 82,342 | 2,811 | |
* | Stericycle Inc. | 62,201 | 2,728 |
* | Evoqua Water Technologies Corp. | 81,246 | 2,641 |
Spire Inc. | 32,942 | 2,450 | |
* | Casella Waste Systems Inc. Class A | 33,449 | 2,431 |
Ormat Technologies Inc. (XNYS) | 30,742 | 2,409 | |
Avangrid Inc. | 51,999 | 2,398 | |
California Water Service Group | 40,839 | 2,269 | |
ALLETE Inc. | 37,920 | 2,229 | |
NorthWestern Corp. | 36,837 | 2,171 | |
Avista Corp. | 47,985 | 2,088 | |
American States Water Co. | 24,309 | 1,981 | |
MGE Energy Inc. | 23,798 | 1,852 | |
Chesapeake Utilities Corp. | 11,805 | 1,529 | |
Clearway Energy Inc. Class C | 42,840 | 1,493 | |
* | Sunnova Energy International Inc. | 67,305 | 1,240 |
Northwest Natural Holding Co. | 22,585 | 1,199 | |
Clearway Energy Inc. Class A | 37,095 | 1,186 | |
SJW Group | 18,213 | 1,137 | |
Middlesex Water Co. | 11,427 | 1,002 | |
* | Archaea Energy Inc. Class A | 52,592 | 817 |
Unitil Corp. | 11,369 | 668 | |
York Water Co. | 10,461 | 423 | |
* | Harsco Corp. | 56,173 | 399 |
*,1 | Vertex Energy Inc. | 34,506 | 363 |
Shares | Market Value• ($000) | ||
* | Heritage-Crystal Clean Inc. | 12,668 | 342 |
Aris Water Solution Inc. Class A | 15,958 | 266 | |
Artesian Resources Corp. Class A | 4,717 | 232 | |
* | Excelerate Energy Inc. Class A | 10,634 | 212 |
* | Pure Cycle Corp. | 15,027 | 158 |
Genie Energy Ltd. Class B | 14,713 | 135 | |
*,1 | NuScale Power Corp. | 12,902 | 129 |
Global Water Resources Inc. | 8,514 | 112 | |
RGC Resources Inc. | 5,695 | 109 | |
* | Advanced Emissions Solutions Inc. | 16,504 | 77 |
* | Altus Power Inc. | 12,200 | 77 |
Via Renewables Inc. Class A | 9,665 | 74 | |
* | Quest Resource Holding Corp. | 15,848 | 65 |
* | Perma-Fix Environmental Services Inc. | 9,152 | �� 48 |
* | Charah Solutions Inc. | 11,840 | 44 |
* | Sharps Compliance Corp. | 13,484 | 39 |
* | Cadiz Inc. | 16,180 | 38 |
* | Stronghold Digital Mining Inc. Class A | 6,459 | 11 |
873,989 | |||
Total Common Stocks (Cost $11,692,996) | 25,527,176 | ||
Preferred Stocks (0.0%) | |||
Air T Funding Preference Shares 8.000%, 6/7/49 | 165 | 4 |
Shares | Market Value• ($000) | ||
4 | Meta Material Inc. Preference Shares 0.000% | 96,774 | 149 |
Total Preferred Stocks (Cost $39) | 153 | ||
Temporary Cash Investments (0.4%) | |||
Money Market Fund (0.4%) | |||
5,6 | Vanguard Market Liquidity Fund, 1.417% (Cost $100,040) | 1,000,845 | 100,055 |
Total Investments (100.1%) (Cost $11,793,075) | 25,627,384 | ||
Other Assets and Liabilities—Net (-0.1%) | (28,136) | ||
Net Assets (100%) | 25,599,248 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $47,986,000. |
2 | Security value determined using significant unobservable inputs. |
3 | “Other” represents securities that are not classified by the fund’s benchmark index. |
4 | Perpetual security with no stated maturity date. |
5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
6 | Collateral of $53,595,000 was received for securities on loan. |
ADR—American Depositary Receipt. | |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | September 2022 | 15 | 1,281 | (70) |
E-mini S&P 500 Index | September 2022 | 321 | 60,821 | (267) |
E-mini S&P Mid-Cap 400 Index | September 2022 | 30 | 6,804 | (394) |
(731) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $11,693,035) | 25,527,329 |
Affiliated Issuers (Cost $100,040) | 100,055 |
Total Investments in Securities | 25,627,384 |
Investment in Vanguard | 999 |
Cash Collateral Pledged—Futures Contracts | 5,428 |
Receivables for Investment Securities Sold | 35,494 |
Receivables for Accrued Income | 21,172 |
Receivables for Capital Shares Issued | 19,892 |
Total Assets | 25,710,369 |
Liabilities | |
Due to Custodian | 5,616 |
Payables for Investment Securities Purchased | 133 |
Collateral for Securities on Loan | 53,595 |
Payables for Capital Shares Redeemed | 50,737 |
Payables to Vanguard | 215 |
Variation Margin Payable—Futures Contracts | 825 |
Total Liabilities | 111,121 |
Net Assets | 25,599,248 |
1 Includes $47,986 of securities on loan. | |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 9,147,717 |
Total Distributable Earnings (Loss) | 16,451,531 |
Net Assets | 25,599,248 |
Institutional Shares—Net Assets | |
Applicable to 12,071,959 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 806,234 |
Net Asset Value Per Share—Institutional Shares | $66.79 |
Institutional Plus Shares—Net Assets | |
Applicable to 371,331,109 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 24,793,014 |
Net Asset Value Per Share—Institutional Plus Shares | $66.77 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 201,181 |
Interest2 | 212 |
Securities Lending—Net | 1,769 |
Total Income | 203,162 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 732 |
Management and Administrative—Institutional Shares | 71 |
Management and Administrative—Institutional Plus Shares | 1,481 |
Marketing and Distribution—Institutional Shares | 17 |
Marketing and Distribution—Institutional Plus Shares | 468 |
Custodian Fees | 115 |
Shareholders’ Reports—Institutional Shares | 2 |
Shareholders’ Reports—Institutional Plus Shares | 32 |
Trustees’ Fees and Expenses | 7 |
Other Expenses | 9 |
Total Expenses | 2,934 |
Expenses Paid Indirectly | (1) |
Net Expenses | 2,933 |
Net Investment Income | 200,229 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 2,674,519 |
Futures Contracts | (32,734) |
Realized Net Gain (Loss) | 2,641,785 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (9,806,853) |
Futures Contracts | (3,394) |
Change in Unrealized Appreciation (Depreciation) | (9,810,247) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (6,968,233) |
1 | Dividends are net of foreign withholding taxes of $16,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $212,000, ($44,000), and ($4,000), respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $2,367,289,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 200,229 | 460,576 | |
Realized Net Gain (Loss) | 2,641,785 | 2,914,277 | |
Change in Unrealized Appreciation (Depreciation) | (9,810,247) | 4,660,387 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (6,968,233) | 8,035,240 | |
Distributions | |||
Institutional Shares | (33,767) | (39,540) | |
Institutional Plus Shares | (1,086,315) | (1,839,169) | |
Total Distributions | (1,120,082) | (1,878,709) | |
Capital Share Transactions | |||
Institutional Shares | 281,876 | (52,436) | |
Institutional Plus Shares | (2,451,271) | (3,016,553) | |
Net Increase (Decrease) from Capital Share Transactions | (2,169,395) | (3,068,989) | |
Total Increase (Decrease) | (10,257,710) | 3,087,542 | |
Net Assets | |||
Beginning of Period | 35,856,958 | 32,769,416 | |
End of Period | 25,599,248 | 35,856,958 |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $88.21 | $73.97 | $68.66 | $54.09 | $59.47 | $50.34 |
Investment Operations | ||||||
Net Investment Income1 | .526 | 1.086 | 1.171 | 1.182 | 1.178 | 1.013 |
Net Realized and Unrealized Gain (Loss) on Investments | (18.914) | 17.890 | 12.690 | 15.381 | (4.186) | 9.542 |
Total from Investment Operations | (18.388) | 18.976 | 13.861 | 16.563 | (3.008) | 10.555 |
Distributions | ||||||
Dividends from Net Investment Income | (.539) | (1.100) | (1.325) | (1.245) | (1.185) | (1.025) |
Distributions from Realized Capital Gains | (2.493) | (3.636) | (2.541) | (.748) | (1.187) | (.400) |
Distributions from Return of Capital | — | — | (4.685) | — | — | — |
Total Distributions | (3.032) | (4.736) | (8.551) | (1.993) | (2.372) | (1.425) |
Net Asset Value, End of Period | $66.79 | $88.21 | $73.97 | $68.66 | $54.09 | $59.47 |
Total Return | -21.36% | 25.75% | 20.99% | 30.86% | -5.15% | 21.13% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $806 | $757 | $682 | $722 | $494 | $692 |
Ratio of Total Expenses to Average Net Assets | 0.03%2 | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.41% | 1.30% | 1.72% | 1.87% | 1.94% | 1.85% |
Portfolio Turnover Rate3 | 5% | 5% | 11% | 5% | 7% | 7% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.03%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $88.19 | $73.96 | $68.66 | $54.09 | $59.47 | $50.35 |
Investment Operations | ||||||
Net Investment Income1 | .532 | 1.095 | 1.143 | 1.182 | 1.191 | 1.028 |
Net Realized and Unrealized Gain (Loss) on Investments | (18.919) | 17.877 | 12.715 | 15.387 | (4.193) | 9.528 |
Total from Investment Operations | (18.387) | 18.972 | 13.858 | 16.569 | (3.002) | 10.556 |
Distributions | ||||||
Dividends from Net Investment Income | (.541) | (1.108) | (1.326) | (1.251) | (1.191) | (1.036) |
Distributions from Realized Capital Gains | (2.492) | (3.634) | (2.543) | (.748) | (1.187) | (.400) |
Distributions from Return of Capital | — | — | (4.689) | — | — | — |
Total Distributions | (3.033) | (4.742) | (8.558) | (1.999) | (2.378) | (1.436) |
Net Asset Value, End of Period | $66.77 | $88.19 | $73.96 | $68.66 | $54.09 | $59.47 |
Total Return | -21.37% | 25.75% | 20.99% | 30.88% | -5.14% | 21.13% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $24,793 | $35,100 | $32,088 | $40,637 | $33,250 | $42,862 |
Ratio of Total Expenses to Average Net Assets | 0.02%2 | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% |
Ratio of Net Investment Income to Average Net Assets | 1.42% | 1.31% | 1.69% | 1.88% | 1.95% | 1.87% |
Portfolio Turnover Rate3 | 5% | 5% | 11% | 5% | 7% | 7% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.02%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the six months ended June 30, 2022, custodian fee offset arrangements reduced the fund’s expenses by $1,000 (an annual rate of less than 0.01% of average net assets). |
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 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 25,526,965 | 9 | 202 | 25,527,176 |
Preferred Stocks | 153 | — | — | 153 |
Temporary Cash Investments | 100,055 | — | — | 100,055 |
Total | 25,627,173 | 9 | 202 | 25,627,384 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 731 | — | — | 731 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
E. | As of June 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 11,851,936 |
Gross Unrealized Appreciation | 15,246,102 |
Gross Unrealized Depreciation | (1,471,385) |
Net Unrealized Appreciation (Depreciation) | 13,774,717 |
F. | During the six months ended June 30, 2022, the fund purchased $1,725,081,000 of investment securities and sold $4,782,729,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $3,284,938,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
G. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued | 304,167 | 3,767 | 147,693 | 1,815 | |
Issued in Lieu of Cash Distributions | 25,637 | 325 | 26,460 | 301 | |
Redeemed | (47,928) | (606) | (226,589) | (2,745) | |
Net Increase (Decrease)—Institutional Shares | 281,876 | 3,486 | (52,436) | (629) | |
Institutional Plus Shares | |||||
Issued | 2,981,801 | 38,152 | 2,981,102 | 35,930 | |
Issued in Lieu of Cash Distributions | 1,024,474 | 12,993 | 1,742,544 | 19,926 | |
Redeemed | (6,457,546) | (77,815) | (7,740,199) | (91,703) | |
Net Increase (Decrease)—Institutional Plus Shares | (2,451,271) | (26,670) | (3,016,553) | (35,847) |
H. | Management has determined that no events or transactions occurred subsequent to June 30, 2022, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications filed herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD INSTITUIONAL INDEX FUNDS |
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 22, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD INSTITUTIONAL INDEX FUNDS |
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 22, 2022
VANGUARD INSTITUTIONAL INDEX FUNDS |
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: August 22, 2022
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on November 29, 2021 (see File Number 33-64845), a Power of Attorney filed on October 12, 2021 (see File Number 33-23444), and a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.