Vanguard® Small-Cap Index Fund
Schedule of Investments (unaudited)
As of March 31, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Shares | Market Value ($000) | |||||
Common Stocks (99.4%) | ||||||
Basic Materials (4.0%) | ||||||
Scotts Miracle-Gro Co. | 1,292,540 | 316,634 | ||||
Mosaic Co. | 8,330,266 | 263,320 | ||||
Steel Dynamics Inc. | 4,874,334 | 247,421 | ||||
Reliance Steel & Aluminum Co. | 1,553,093 | 236,521 | ||||
Cleveland-Cliffs Inc. | 10,947,994 | 220,164 | ||||
Royal Gold Inc. | 1,601,836 | 172,390 | ||||
United States Steel Corp. | 5,759,290 | 150,721 | ||||
* | Alcoa Corp. | 4,332,350 | 140,758 | |||
Huntsman Corp. | 4,844,943 | 139,680 | ||||
Timken Co. | 1,662,137 | 134,916 | ||||
Olin Corp. | 3,477,960 | 132,058 | ||||
Ashland Global Holdings Inc. | 1,480,460 | 131,420 | ||||
* | RBC Bearings Inc. | 613,919 | 120,801 | |||
CF Industries Holdings Inc. | 2,614,234 | 118,634 | ||||
Valvoline Inc. | 4,424,835 | 115,355 | ||||
* | Hexcel Corp. | 2,036,999 | 114,072 | |||
Chemours Co. | 4,027,075 | 112,396 | ||||
UFP Industries Inc. | 1,416,269 | 107,410 | ||||
Avient Corp. | 2,223,559 | 105,108 | ||||
Balchem Corp. | 790,850 | 99,180 | ||||
W R Grace & Co. | 1,612,328 | 96,514 | ||||
Element Solutions Inc. | 5,120,461 | 93,653 | ||||
Commercial Metals Co. | 2,920,594 | 90,071 | ||||
* | Univar Solutions Inc. | 4,119,316 | 88,730 | |||
NewMarket Corp. | 213,396 | 81,125 | ||||
Sensient Technologies Corp. | 1,033,541 | 80,616 | ||||
Quaker Chemical Corp. | 326,238 | 79,527 | ||||
Hecla Mining Co. | 13,096,657 | 74,520 | ||||
* | Ingevity Corp. | 985,760 | 74,454 | |||
Cabot Corp. | 1,377,583 | 72,240 | ||||
Stepan Co. | 519,656 | 66,053 | ||||
Minerals Technologies Inc. | 822,186 | 61,927 | ||||
* | Livent Corp. | 3,565,020 | 61,746 | |||
Innospec Inc. | 598,508 | 61,461 | ||||
Boise Cascade Co. | 951,892 | 56,952 | ||||
Worthington Industries Inc. | 823,700 | 55,262 | ||||
Mueller Industries Inc. | 1,313,913 | 54,330 | ||||
*,1 | MP Materials Corp. | 1,457,989 | 52,415 | |||
GrafTech International Ltd. | 4,223,426 | 51,653 | ||||
Compass Minerals International Inc. | 822,943 | 51,615 | ||||
Domtar Corp. | 1,334,501 | 49,310 |
Shares | Market Value ($000) | |||||
Carpenter Technology Corp. | 1,186,277 | 48,815 | ||||
* | Coeur Mining Inc. | 5,342,575 | 48,243 | |||
Tronox Holdings plc Class A | 2,614,430 | 47,844 | ||||
Kaiser Aluminum Corp. | 390,689 | 43,171 | ||||
Schweitzer-Mauduit International Inc. | 770,685 | 37,740 | ||||
* | GCP Applied Technologies Inc. | 1,436,294 | 35,247 | |||
Westlake Chemical Corp. | 394,492 | 35,027 | ||||
Materion Corp. | 499,832 | 33,109 | ||||
* | Amyris Inc. | 1,602,445 | 30,607 | |||
* | Arconic Corp. | 1,203,335 | 30,553 | |||
* | Kraton Corp. | 743,967 | 27,222 | |||
Schnitzer Steel Industries Inc. Class A | 599,164 | 25,039 | ||||
* | Century Aluminum Co. | 1,220,287 | 21,550 | |||
Glatfelter Corp. | 1,091,362 | 18,717 | ||||
* | Koppers Holdings Inc. | 495,198 | 17,213 | |||
PQ Group Holdings Inc. | 1,005,591 | 16,793 | ||||
American Vanguard Corp. | 636,719 | 12,995 | ||||
Tredegar Corp. | 705,600 | 10,591 | ||||
FutureFuel Corp. | 645,964 | 9,386 | ||||
* | Hycroft Mining Holding Corp. Warrants Exp. 10/22/2022 | 19 | — | |||
5,182,995 | ||||||
Consumer Discretionary (16.1%) | ||||||
* | L Brands Inc. | 5,432,065 | 336,028 | |||
Williams-Sonoma Inc. | 1,870,065 | 335,116 | ||||
Pool Corp. | 933,584 | 322,311 | ||||
* | Tapestry Inc. | 6,785,710 | 279,639 | |||
* | Chegg Inc. | 3,252,285 | 278,591 | |||
* | Five Below Inc. | 1,364,206 | 260,277 | |||
* | Zynga Inc. Class A | 25,032,168 | 255,578 | |||
* | Bright Horizons Family Solutions Inc. | 1,477,806 | 253,370 | |||
Newell Brands Inc. | 9,330,443 | 249,869 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 8,870,124 | 244,727 | |||
*,1 | GameStop Corp. Class A | 1,277,399 | 242,476 | |||
Lithia Motors Inc. Class A | 613,559 | 239,343 | ||||
* | RH | 398,188 | 237,559 | |||
* | Floor & Decor Holdings Inc. Class A | 2,419,406 | 231,005 | |||
Kohl's Corp. | 3,850,081 | 229,503 | ||||
* | Deckers Outdoor Corp. | 688,293 | 227,426 | |||
Nielsen Holdings plc | 8,731,200 | 219,590 | ||||
Gentex Corp. | 5,959,287 | 212,568 | ||||
* | Caesars Entertainment Inc. | 2,414,062 | 211,110 | |||
* | Alaska Air Group Inc. | 3,019,601 | 208,987 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 4,756,336 | 205,902 | |||
* | Gap Inc. | 6,849,032 | 203,964 | |||
Service Corp. International | 3,928,538 | 200,552 | ||||
Churchill Downs Inc. | 845,494 | 192,282 | ||||
Polaris Inc. | 1,436,454 | 191,767 | ||||
* | Capri Holdings Ltd. | 3,688,191 | 188,098 | |||
* | American Airlines Group Inc. | 7,812,354 | 186,715 | |||
* | SiteOne Landscape Supply Inc. | 1,080,863 | 184,547 | |||
* | PVH Corp. | 1,736,127 | 183,509 | |||
* | IAA Inc. | 3,279,024 | 180,805 | |||
New York Times Co. Class A | 3,459,500 | 175,120 | ||||
* | Marriott Vacations Worldwide Corp. | 1,002,776 | 174,664 | |||
Thor Industries Inc. | 1,284,253 | 173,040 | ||||
* | Mattel Inc. | 8,484,305 | 169,007 | |||
Hanesbrands Inc. | 8,517,200 | 167,533 | ||||
Tempur Sealy International Inc. | 4,508,561 | 164,833 |
Shares | Market Value ($000) | |||||
* | AutoNation Inc. | 1,705,383 | 158,976 | |||
Wyndham Hotels & Resorts Inc. | 2,273,767 | 158,663 | ||||
* | Penn National Gaming Inc. | 1,495,112 | 156,748 | |||
* | Planet Fitness Inc. Class A | 2,026,826 | 156,674 | |||
* | JetBlue Airways Corp. | 7,702,556 | 156,670 | |||
* | Texas Roadhouse Inc. Class A | 1,611,536 | 154,611 | |||
* | Terminix Global Holdings Inc. | 3,221,970 | 153,591 | |||
Toll Brothers Inc. | 2,696,788 | 152,989 | ||||
* | BJ's Wholesale Club Holdings Inc. | 3,347,528 | 150,170 | |||
Harley-Davidson Inc. | 3,739,567 | 149,957 | ||||
Leggett & Platt Inc. | 3,246,843 | 148,218 | ||||
* | Vail Resorts Inc. | 491,485 | 143,347 | |||
Nexstar Media Group Inc. Class A | 1,020,237 | 143,272 | ||||
Foot Locker Inc. | 2,542,196 | 142,999 | ||||
* | Skechers USA Inc. Class A | 3,347,468 | 139,623 | |||
Interpublic Group of Cos. Inc. | 4,772,262 | 139,350 | ||||
* | YETI Holdings Inc. | 1,913,475 | 138,172 | |||
Lear Corp. | 734,712 | 133,167 | ||||
AMERCO | 215,363 | 131,931 | ||||
* | Ralph Lauren Corp. Class A | 1,060,802 | 130,648 | |||
* | Fox Factory Holding Corp. | 1,019,753 | 129,570 | |||
Travel + Leisure Co. | 2,094,848 | 128,121 | ||||
* | Helen of Troy Ltd. | 595,226 | 125,390 | |||
* | Macy's Inc. | 7,580,803 | 122,733 | |||
* | Grand Canyon Education Inc. | 1,143,181 | 122,435 | |||
* | Crocs Inc. | 1,516,642 | 122,014 | |||
* | TripAdvisor Inc. | 2,232,196 | 120,070 | |||
Aramark | 3,101,481 | 117,174 | ||||
* | Sabre Corp. | 7,735,997 | 114,570 | |||
* | Boyd Gaming Corp. | 1,904,553 | 112,292 | |||
* | frontdoor Inc. | 2,085,157 | 112,077 | |||
Qurate Retail Inc. Class A | 9,458,837 | 111,236 | ||||
*,1 | AMC Entertainment Holdings Inc. Class A | 10,773,229 | 109,995 | |||
Dick's Sporting Goods Inc. | 1,443,783 | 109,944 | ||||
* | Sonos Inc. | 2,920,036 | 109,414 | |||
American Eagle Outfitters Inc. | 3,646,652 | 106,628 | ||||
*,1 | Luminar Technologies Inc. | 4,267,252 | 103,737 | |||
* | Shake Shack Inc. Class A | 904,114 | 101,957 | |||
* | Nordstrom Inc. | 2,691,541 | 101,929 | |||
* | Under Armour Inc. Class A | 4,575,260 | 101,388 | |||
TEGNA Inc. | 5,338,184 | 100,518 | ||||
Cracker Barrel Old Country Store Inc. | 578,380 | 99,990 | ||||
* | Goodyear Tire & Rubber Co. | 5,687,220 | 99,924 | |||
KB Home | 2,126,879 | 98,964 | ||||
H&R Block Inc. | 4,466,264 | 97,365 | ||||
Choice Hotels International Inc. | 878,985 | 94,306 | ||||
* | Selectquote Inc. | 3,176,269 | 93,732 | |||
* | Asbury Automotive Group Inc. | 469,607 | 92,278 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 1,058,558 | 92,095 | |||
Wingstop Inc. | 723,290 | 91,981 | ||||
* | Taylor Morrison Home Corp. Class A | 2,979,980 | 91,813 | |||
* | Six Flags Entertainment Corp. | 1,966,788 | 91,397 | |||
Murphy USA Inc. | 631,464 | 91,284 | ||||
* | Carter's Inc. | 1,010,918 | 89,901 | |||
* | Under Armour Inc. Class C | 4,857,438 | 89,668 | |||
Wendy's Co. | 4,369,426 | 88,525 | ||||
* | Spirit Airlines Inc. | 2,381,738 | 87,886 | |||
*,1 | National Vision Holdings Inc. | 1,974,296 | 86,533 |
Shares | Market Value ($000) | |||||
* | Avis Budget Group Inc. | 1,191,533 | 86,434 | |||
Dana Inc. | 3,522,924 | 85,713 | ||||
Columbia Sportswear Co. | 809,755 | 85,534 | ||||
* | Sleep Number Corp. | 587,953 | 84,365 | |||
* | Stamps.com Inc. | 422,471 | 84,287 | |||
* | iRobot Corp. | 687,379 | 83,984 | |||
* | Meritage Homes Corp. | 913,375 | 83,957 | |||
* | Visteon Corp. | 680,297 | 82,962 | |||
* | Allegiant Travel Co. Class A | 339,660 | 82,897 | |||
* | Bed Bath & Beyond Inc. | 2,808,681 | 81,873 | |||
* | Madison Square Garden Sports Corp. | 453,323 | 81,353 | |||
MDC Holdings Inc. | 1,362,051 | 80,906 | ||||
* | Hyatt Hotels Corp. Class A | 954,777 | 78,960 | |||
* | Brinker International Inc. | 1,106,864 | 78,654 | |||
* | Hilton Grand Vacations Inc. | 2,070,844 | 77,636 | |||
LCI Industries | 581,737 | 76,952 | ||||
Extended Stay America Inc. | 3,891,532 | 76,858 | ||||
Wolverine World Wide Inc. | 2,000,351 | 76,653 | ||||
* | Cardlytics Inc. | 696,590 | 76,416 | |||
* | Scientific Games Corp. | 1,971,870 | 75,956 | |||
Rent-A-Center Inc. | 1,253,733 | 72,290 | ||||
* | Stitch Fix Inc. Class A | 1,457,648 | 72,212 | |||
PROG Holdings Inc. | 1,642,808 | 71,117 | ||||
* | Signet Jewelers Ltd. | 1,211,887 | 70,265 | |||
Cooper Tire & Rubber Co. | 1,227,778 | 68,731 | ||||
* | Dorman Products Inc. | 665,683 | 68,326 | |||
Steven Madden Ltd. | 1,826,799 | 68,067 | ||||
Papa John's International Inc. | 762,197 | 67,561 | ||||
* | Coty Inc. Class A | 7,481,545 | 67,409 | |||
* | SkyWest Inc. | 1,224,457 | 66,708 | |||
Group 1 Automotive Inc. | 418,614 | 66,053 | ||||
* | 2U Inc. | 1,722,260 | 65,842 | |||
* | Overstock.com Inc. | 990,781 | 65,649 | |||
Penske Automotive Group Inc. | 781,508 | 62,708 | ||||
Big Lots Inc. | 904,578 | 61,783 | ||||
World Wrestling Entertainment Inc. Class A | 1,137,989 | 61,747 | ||||
* | SeaWorld Entertainment Inc. | 1,239,365 | 61,559 | |||
1 | Kontoor Brands Inc. | 1,254,056 | 60,859 | |||
* | Cheesecake Factory Inc. | 1,014,107 | 59,335 | |||
* | Tri Pointe Homes Inc. | 2,897,694 | 58,997 | |||
Herman Miller Inc. | 1,431,318 | 58,899 | ||||
* | Gentherm Inc. | 791,730 | 58,675 | |||
Jack in the Box Inc. | 533,219 | 58,537 | ||||
* | ODP Corp. | 1,302,592 | 56,389 | |||
John Wiley & Sons Inc. Class A | 1,036,101 | 56,157 | ||||
Strategic Education Inc. | 600,850 | 55,224 | ||||
* | Sally Beauty Holdings Inc. | 2,742,859 | 55,214 | |||
*,1 | Fisker Inc. | 3,179,529 | 54,751 | |||
Rush Enterprises Inc. Class A | 1,089,947 | 54,312 | ||||
PriceSmart Inc. | 559,538 | 54,135 | ||||
* | Urban Outfitters Inc. | 1,428,365 | 53,121 | |||
* | Bloomin' Brands Inc. | 1,946,573 | 52,655 | |||
Graham Holdings Co. Class B | 92,803 | 52,196 | ||||
* | Abercrombie & Fitch Co. Class A | 1,516,367 | 52,027 | |||
Monro Inc. | 782,422 | 51,483 | ||||
* | Red Rock Resorts Inc. Class A | 1,557,250 | 50,751 | |||
* | Dave & Buster's Entertainment Inc. | 1,053,856 | 50,480 | |||
* | Cinemark Holdings Inc. | 2,447,152 | 49,946 |
Shares | Market Value ($000) | |||||
La-Z-Boy Inc. | 1,141,796 | 48,504 | ||||
* | KAR Auction Services Inc. | 3,195,427 | 47,931 | |||
* | Knowles Corp. | 2,256,647 | 47,209 | |||
* | Adtalem Global Education Inc. | 1,157,475 | 45,767 | |||
* | Michaels Cos. Inc. | 1,991,220 | 43,687 | |||
* | Central Garden & Pet Co. Class A | 811,159 | 42,091 | |||
HNI Corp. | 1,056,660 | 41,801 | ||||
Levi Strauss & Co. Class A | 1,703,160 | 40,723 | ||||
* | LGI Homes Inc. | 272,397 | 40,672 | |||
* | Madison Square Garden Entertainment Corp. | 477,282 | 39,042 | |||
* | WW International Inc. | 1,243,455 | 38,895 | |||
* | Lions Gate Entertainment Corp. Class B | 2,813,633 | 36,296 | |||
* | Revolve Group Inc. Class A | 807,115 | 36,264 | |||
* | GoPro Inc. Class A | 3,016,081 | 35,107 | |||
Camping World Holdings Inc. Class A | 956,299 | 34,790 | ||||
*,1 | AMC Networks Inc. Class A | 652,277 | 34,675 | |||
* | Dine Brands Global Inc. | 384,828 | 34,646 | |||
Oxford Industries Inc. | 394,497 | 34,487 | ||||
* | RealReal Inc. | 1,521,087 | 34,422 | |||
Sinclair Broadcast Group Inc. Class A | 1,156,320 | 33,834 | ||||
Acushnet Holdings Corp. | 817,691 | 33,795 | ||||
* | Laureate Education Inc. Class A | 2,364,243 | 32,130 | |||
* | G-III Apparel Group Ltd. | 1,058,529 | 31,904 | |||
Callaway Golf Co. | 1,159,229 | 31,009 | ||||
*,1 | Petco Health & Wellness Co. Inc. Class A | 1,380,718 | 30,597 | |||
* | BJ's Restaurants Inc. | 524,350 | 30,454 | |||
* | elf Beauty Inc. | 1,133,666 | 30,416 | |||
Inter Parfums Inc. | 426,094 | 30,223 | ||||
* | Hawaiian Holdings Inc. | 1,125,271 | 30,011 | |||
Matthews International Corp. Class A | 746,027 | 29,505 | ||||
* | Quotient Technology Inc. | 1,803,149 | 29,463 | |||
* | Stride Inc. | 971,346 | 29,247 | |||
Buckle Inc. | 733,330 | 28,805 | ||||
*,1 | Lordstown Motors Corp. | 2,444,967 | 28,777 | |||
Sturm Ruger & Co. Inc. | 432,388 | 28,568 | ||||
* | Meredith Corp. | 949,510 | 28,276 | |||
Steelcase Inc. Class A | 1,962,060 | 28,234 | ||||
EW Scripps Co. Class A | 1,378,886 | 26,571 | ||||
* | Designer Brands Inc. Class A | 1,513,138 | 26,329 | |||
* | American Axle & Manufacturing Holdings Inc. | 2,659,391 | 25,690 | |||
Sonic Automotive Inc. Class A | 517,111 | 25,633 | ||||
*,1 | Canoo Inc. | 2,579,284 | 23,291 | |||
* | Cavco Industries Inc. | 102,364 | 23,094 | |||
* | Vista Outdoor Inc. | 719,563 | 23,076 | |||
* | Zumiez Inc. | 536,007 | 22,995 | |||
* | At Home Group Inc. | 794,441 | 22,800 | |||
* | Angi Inc. Class A | 1,735,823 | 22,566 | |||
* | Leslie's Inc. | 907,960 | 22,236 | |||
Guess? Inc. | 946,098 | 22,233 | ||||
* | Lions Gate Entertainment Corp. Class A | 1,454,117 | 21,739 | |||
Aaron's Co. Inc. | 835,201 | 21,448 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 558,483 | 21,345 | |||
* | Academy Sports & Outdoors Inc. | 788,825 | 21,290 | |||
* | Driven Brands Holdings Inc. | 825,757 | 20,991 | |||
Knoll Inc. | 1,250,978 | 20,654 | ||||
* | Cars.com Inc. | 1,575,325 | 20,416 | |||
*,1 | XL Fleet Corp. | 2,237,951 | 20,097 | |||
*,1 | Corsair Gaming Inc. | 564,614 | 18,796 |
Shares | Market Value ($000) | |||||
Interface Inc. Class A | 1,449,245 | 18,087 | ||||
* | Clear Channel Outdoor Holdings Inc. | 8,630,187 | 15,534 | |||
* | MSG Networks Inc. Class A | 1,020,692 | 15,351 | |||
* | Tenneco Inc. Class A | 1,362,987 | 14,611 | |||
* | ACV Auctions Inc. Class A | 403,651 | 13,970 | |||
Scholastic Corp. | 442,583 | 13,326 | ||||
* | Central Garden & Pet Co. | 227,131 | 13,176 | |||
1 | Dillard's Inc. Class A | 131,009 | 12,652 | |||
* | Children's Place Inc. | 171,000 | 11,919 | |||
Smith & Wesson Brands Inc. | 654,931 | 11,429 | ||||
* | Dream Finders Homes Inc. Class A | 430,373 | 10,359 | |||
Caleres Inc. | 445,972 | 9,722 | ||||
* | Genesco Inc. | 174,719 | 8,299 | |||
* | Vizio Holding Corp. Class A | 320,540 | 7,773 | |||
*,1 | Poshmark Inc. Class A | 188,849 | 7,667 | |||
Systemax Inc. | 185,417 | 7,624 | ||||
* | American Public Education Inc. | 212,004 | 7,554 | |||
Rush Enterprises Inc. Class B | 166,634 | 7,514 | ||||
* | Cricut Inc. Class A | 374,041 | 7,402 | |||
* | El Pollo Loco Holdings Inc. | 448,632 | 7,232 | |||
* | Sun Country Airlines Holdings Inc. | 204,175 | 6,999 | |||
* | Lands' End Inc. | 153,484 | 3,808 | |||
*,1 | Revlon Inc. Class A | 198,760 | 2,451 | |||
*,1 | ContextLogic Inc. Class A | 84,996 | 1,343 | |||
* | Coursera Inc. | 5,374 | 242 | |||
20,844,132 | ||||||
Consumer Staples (3.1%) | ||||||
* | Darling Ingredients Inc. | 3,956,342 | 291,108 | |||
* | Boston Beer Co. Inc. Class A | 221,697 | 267,429 | |||
Bunge Ltd. | 3,251,777 | 257,768 | ||||
Casey's General Stores Inc. | 901,043 | 194,796 | ||||
* | Performance Food Group Co. | 3,265,077 | 188,101 | |||
* | US Foods Holding Corp. | 4,856,417 | 185,127 | |||
* | Freshpet Inc. | 992,309 | 157,589 | |||
* | Post Holdings Inc. | 1,414,280 | 149,518 | |||
Ingredion Inc. | 1,555,884 | 139,905 | ||||
*,1 | Beyond Meat Inc. | 1,070,232 | 139,259 | |||
* | Molson Coors Beverage Co. Class B | 2,200,608 | 112,561 | |||
Flowers Foods Inc. | 4,657,764 | 110,855 | ||||
WD-40 Co. | 334,029 | 102,273 | ||||
* | Herbalife Nutrition Ltd. | 2,303,306 | 102,175 | |||
* | Hain Celestial Group Inc. | 2,068,917 | 90,205 | |||
Spectrum Brands Holdings Inc. | 987,545 | 83,941 | ||||
Lancaster Colony Corp. | 470,300 | 82,472 | ||||
Energizer Holdings Inc. | 1,664,069 | 78,977 | ||||
* | Sprouts Farmers Market Inc. | 2,869,012 | 76,373 | |||
Sanderson Farms Inc. | 489,898 | 76,316 | ||||
* | Grocery Outlet Holding Corp. | 2,062,352 | 76,080 | |||
* | TreeHouse Foods Inc. | 1,361,069 | 71,102 | |||
Nu Skin Enterprises Inc. Class A | 1,236,803 | 65,414 | ||||
* | Simply Good Foods Co. | 2,096,218 | 63,767 | |||
Medifast Inc. | 272,494 | 57,720 | ||||
J & J Snack Foods Corp. | 346,524 | 54,415 | ||||
Edgewell Personal Care Co. | 1,318,190 | 52,200 | ||||
1 | B&G Foods Inc. | 1,580,504 | 49,090 | |||
* | United Natural Foods Inc. | 1,376,568 | 45,344 | |||
Vector Group Ltd. | 3,203,904 | 44,694 | ||||
* | Hostess Brands Inc. Class A | 3,053,786 | 43,791 |
Shares | Market Value ($000) | |||||
Core-Mark Holding Co. Inc. | 1,103,906 | 42,710 | ||||
Utz Brands Inc. | 1,662,574 | 41,215 | ||||
Reynolds Consumer Products Inc. | 1,287,652 | 38,346 | ||||
* | Cal-Maine Foods Inc. | 969,109 | 37,233 | |||
Universal Corp. | 575,396 | 33,943 | ||||
Coca-Cola Consolidated Inc. | 113,777 | 32,857 | ||||
* | USANA Health Sciences Inc. | 309,518 | 30,209 | |||
* | Pilgrim's Pride Corp. | 1,193,296 | 28,389 | |||
1 | National Beverage Corp. | 572,061 | 27,979 | |||
* | Rite Aid Corp. | 1,289,228 | 26,378 | |||
*,1 | AppHarvest Inc. | 1,426,436 | 26,104 | |||
Fresh Del Monte Produce Inc. | 879,859 | 25,190 | ||||
* | BellRing Brands Inc. Class A | 969,457 | 22,889 | |||
Weis Markets Inc. | 399,455 | 22,577 | ||||
Seaboard Corp. | 5,611 | 20,705 | ||||
Andersons Inc. | 734,170 | 20,102 | ||||
ACCO Brands Corp. | 2,223,305 | 18,765 | ||||
* | Celsius Holdings Inc. | 264,171 | 12,693 | |||
Tootsie Roll Industries Inc. | 367,436 | 12,173 | ||||
* | Hydrofarm Holdings Group Inc. | 200,404 | 12,088 | |||
*,1 | Vital Farms Inc. | 428,776 | 9,364 | |||
* | Duckhorn Portfolio Inc. | 421,106 | 7,066 | |||
4,059,340 | ||||||
Energy (3.6%) | ||||||
Devon Energy Corp. | 16,416,729 | 358,706 | ||||
Diamondback Energy Inc. | 4,446,645 | 326,784 | ||||
* | Enphase Energy Inc. | 1,417,891 | 229,925 | |||
1 | Texas Pacific Land Corp. | 141,895 | 225,532 | |||
Marathon Oil Corp. | 19,240,719 | 205,491 | ||||
* | First Solar Inc. | 2,329,236 | 203,342 | |||
Cabot Oil & Gas Corp. | 9,720,598 | 182,553 | ||||
Targa Resources Corp. | 5,573,846 | 176,970 | ||||
APA Corp. | 9,203,490 | 164,742 | ||||
Ovintiv Inc. | 6,333,357 | 150,861 | ||||
Cimarex Energy Co. | 2,379,329 | 141,308 | ||||
* | NOV Inc. | 9,421,324 | 129,261 | |||
HollyFrontier Corp. | 3,562,643 | 127,471 | ||||
* | EQT Corp. | 6,798,356 | 126,313 | |||
* | ChampionX Corp. | 4,857,843 | 105,561 | |||
* | PDC Energy Inc. | 2,429,081 | 83,560 | |||
* | Array Technologies Inc. | 2,799,066 | 83,468 | |||
Equitrans Midstream Corp. | 9,989,751 | 81,516 | ||||
New Fortress Energy Inc. Class A | 1,695,296 | 77,831 | ||||
Arcosa Inc. | 1,172,240 | 76,301 | ||||
* | Southwestern Energy Co. | 16,378,009 | 76,158 | |||
* | Shoals Technologies Group Inc. Class A | 2,168,144 | 75,408 | |||
*,1 | SunPower Corp. | 2,079,724 | 69,567 | |||
Antero Midstream Corp. | 7,510,764 | 67,822 | ||||
Helmerich & Payne Inc. | 2,481,340 | 66,897 | ||||
* | Antero Resources Corp. | 6,236,656 | 63,614 | |||
Matador Resources Co. | 2,691,712 | 63,121 | ||||
* | CNX Resources Corp. | 4,280,178 | 62,919 | |||
* | Range Resources Corp. | 5,703,456 | 58,917 | |||
Murphy Oil Corp. | 3,538,731 | 58,071 | ||||
* | FuelCell Energy Inc. | 3,734,117 | 53,809 | |||
World Fuel Services Corp. | 1,453,292 | 51,156 | ||||
* | Transocean Ltd. | 14,202,287 | 50,418 | |||
Cactus Inc. Class A | 1,319,211 | 40,394 |
Shares | Market Value ($000) | |||||
Delek US Holdings Inc. | 1,820,598 | 39,653 | ||||
* | Magnolia Oil & Gas Corp. Class A | 3,249,285 | 37,302 | |||
Archrock Inc. | 3,778,411 | 35,857 | ||||
* | Continental Resources Inc. | 1,354,350 | 35,037 | |||
* | Renewable Energy Group Inc. | 519,820 | 34,329 | |||
* | PBF Energy Inc. Class A | 2,375,964 | 33,620 | |||
Core Laboratories NV | 1,101,785 | 31,720 | ||||
Patterson-UTI Energy Inc. | 4,403,659 | 31,398 | ||||
* | Dril-Quip Inc. | 866,365 | 28,789 | |||
* | Oceaneering International Inc. | 2,454,817 | 28,034 | |||
* | NOW Inc. | 2,704,511 | 27,289 | |||
SM Energy Co. | 1,416,490 | 23,188 | ||||
* | Liberty Oilfield Services Inc. Class A | 2,044,209 | 23,079 | |||
* | ProPetro Holding Corp. | 2,117,566 | 22,573 | |||
Warrior Met Coal Inc. | 1,268,119 | 21,723 | ||||
* | Helix Energy Solutions Group Inc. | 3,521,239 | 17,782 | |||
* | MRC Global Inc. | 1,919,538 | 17,333 | |||
* | Ameresco Inc. Class A | 336,519 | 16,365 | |||
* | Arch Resources Inc. | 355,066 | 14,771 | |||
* | NexTier Oilfield Solutions Inc. | 3,964,284 | 14,747 | |||
CVR Energy Inc. | 745,240 | 14,294 | ||||
* | RPC Inc. | 1,590,224 | 8,587 | |||
* | Laredo Petroleum Inc. | 1 | — | |||
* | Denbury Inc. Warrants Exp. 09/18/2023 | 3 | — | |||
4,673,237 | ||||||
Financials (14.0%) | ||||||
Signature Bank | 1,324,245 | 299,412 | ||||
LPL Financial Holdings Inc. | 1,945,205 | 276,530 | ||||
Brown & Brown Inc. | 5,863,737 | 268,031 | ||||
East West Bancorp Inc. | 3,459,658 | 255,323 | ||||
Invesco Ltd. | 10,083,771 | 254,313 | ||||
Comerica Inc. | 3,401,399 | 244,016 | ||||
Apollo Global Management Inc. Class A | 5,094,263 | 239,481 | ||||
First Horizon Corp. | 13,562,622 | 229,344 | ||||
Zions Bancorp NA | 4,005,920 | 220,165 | ||||
American Financial Group Inc. | 1,896,496 | 216,390 | ||||
Western Alliance Bancorp | 2,215,144 | 209,198 | ||||
Reinsurance Group of America Inc. | 1,658,879 | 209,102 | ||||
Assurant Inc. | 1,414,474 | 200,530 | ||||
RenaissanceRe Holdings Ltd. | 1,237,764 | 198,352 | ||||
Commerce Bancshares Inc. | 2,579,684 | 197,630 | ||||
Ares Management Corp. Class A | 3,465,379 | 194,165 | ||||
Voya Financial Inc. | 3,028,642 | 192,743 | ||||
People's United Financial Inc. | 10,373,963 | 185,694 | ||||
Carlyle Group Inc. | 4,757,517 | 174,886 | ||||
TCF Financial Corp. | 3,725,037 | 173,065 | ||||
Starwood Property Trust Inc. | 6,617,817 | 163,725 | ||||
Prosperity Bancshares Inc. | 2,149,581 | 160,982 | ||||
Synovus Financial Corp. | 3,432,775 | 157,049 | ||||
Stifel Financial Corp. | 2,439,596 | 156,281 | ||||
Pinnacle Financial Partners Inc. | 1,760,419 | 156,079 | ||||
First Financial Bankshares Inc. | 3,303,806 | 154,387 | ||||
Old Republic International Corp. | 7,042,358 | 153,805 | ||||
1 | SLM Corp. | 8,544,037 | 153,536 | |||
* | Athene Holding Ltd. Class A | 3,039,592 | 153,195 | |||
Cullen/Frost Bankers Inc. | 1,390,295 | 151,209 | ||||
Affiliated Managers Group Inc. | 988,512 | 147,318 | ||||
Popular Inc. | 2,056,569 | 144,618 |
Shares | Market Value ($000) | |||||
First American Financial Corp. | 2,548,204 | 144,356 | ||||
Primerica Inc. | 959,217 | 141,791 | ||||
Lincoln National Corp. | 2,223,476 | 138,456 | ||||
Jefferies Financial Group Inc. | 4,574,349 | 137,688 | ||||
Erie Indemnity Co. Class A | 620,281 | 137,026 | ||||
South State Corp. | 1,731,771 | 135,961 | ||||
New York Community Bancorp Inc. | 10,756,088 | 135,742 | ||||
Valley National Bancorp | 9,851,578 | 135,361 | ||||
Glacier Bancorp Inc. | 2,331,759 | 133,097 | ||||
Janus Henderson Group plc | 4,203,889 | 130,951 | ||||
Morningstar Inc. | 575,259 | 129,456 | ||||
Unum Group | 4,468,844 | 124,368 | ||||
CIT Group Inc. | 2,409,870 | 124,132 | ||||
Essent Group Ltd. | 2,606,450 | 123,780 | ||||
Bank OZK | 2,989,257 | 122,111 | ||||
United Bankshares Inc. | 3,152,980 | 121,642 | ||||
Webster Financial Corp. | 2,199,568 | 121,218 | ||||
Kemper Corp. | 1,515,194 | 120,791 | ||||
RLI Corp. | 1,046,482 | 116,756 | ||||
Evercore Inc. Class A | 872,014 | 114,879 | ||||
MGIC Investment Corp. | 8,263,289 | 114,447 | ||||
New Residential Investment Corp. | 10,105,589 | 113,688 | ||||
AGNC Investment Corp. | 6,598,243 | 110,587 | ||||
PacWest Bancorp | 2,890,926 | 110,289 | ||||
Radian Group Inc. | 4,671,743 | 108,618 | ||||
Sterling Bancorp | 4,706,828 | 108,351 | ||||
Lazard Ltd. Class A | 2,434,281 | 105,916 | ||||
Selective Insurance Group Inc. | 1,456,887 | 105,683 | ||||
Blackstone Mortgage Trust Inc. Class A | 3,396,749 | 105,299 | ||||
Wintrust Financial Corp. | 1,384,244 | 104,926 | ||||
Hanover Insurance Group Inc. | 797,112 | 103,194 | ||||
UMB Financial Corp. | 1,110,788 | 102,559 | ||||
* | Alleghany Corp. | 162,398 | 101,708 | |||
Community Bank System Inc. | 1,308,862 | 100,416 | ||||
Pacific Premier Bancorp Inc. | 2,301,162 | 99,962 | ||||
BankUnited Inc. | 2,267,504 | 99,657 | ||||
FNB Corp. | 7,828,351 | 99,420 | ||||
First Citizens BancShares Inc. Class A | 118,258 | 98,837 | ||||
Home BancShares Inc. | 3,619,761 | 97,915 | ||||
OneMain Holdings Inc. | 1,801,657 | 96,785 | ||||
SEI Investments Co. | 1,581,018 | 96,331 | ||||
Umpqua Holdings Corp. | 5,379,341 | 94,407 | ||||
* | Brighthouse Financial Inc. | 2,126,185 | 94,084 | |||
Axis Capital Holdings Ltd. | 1,846,686 | 91,540 | ||||
* | Open Lending Corp. Class A | 2,499,086 | 88,518 | |||
Hancock Whitney Corp. | 2,102,089 | 88,309 | ||||
Eastern Bankshares Inc. | 4,558,431 | 87,932 | ||||
Bank of Hawaii Corp. | 976,130 | 87,354 | ||||
* | Texas Capital Bancshares Inc. | 1,231,094 | 87,309 | |||
First Hawaiian Inc. | 3,165,201 | 86,632 | ||||
Kinsale Capital Group Inc. | 525,163 | 86,547 | ||||
Ameris Bancorp | 1,607,645 | 84,417 | ||||
White Mountains Insurance Group Ltd. | 75,543 | 84,223 | ||||
* | Cannae Holdings Inc. | 2,121,373 | 84,049 | |||
* | Enstar Group Ltd. | 339,154 | 83,679 | |||
Houlihan Lokey Inc. Class A | 1,254,386 | 83,429 | ||||
BancorpSouth Bank | 2,550,927 | 82,854 | ||||
*,1 | Credit Acceptance Corp. | 225,635 | 81,281 |
Shares | Market Value ($000) | |||||
Investors Bancorp Inc. | 5,441,410 | 79,934 | ||||
CNO Financial Group Inc. | 3,270,544 | 79,442 | ||||
Associated Banc-Corp | 3,721,840 | 79,424 | ||||
Assured Guaranty Ltd. | 1,870,561 | 79,087 | ||||
Artisan Partners Asset Management Inc. Class A | 1,499,940 | 78,252 | ||||
Tradeweb Markets Inc. Class A | 1,057,131 | 78,228 | ||||
Old National Bancorp | 4,016,968 | 77,688 | ||||
Moelis & Co. Class A | 1,414,037 | 77,602 | ||||
Columbia Banking System Inc. | 1,742,273 | 75,075 | ||||
Cathay General Bancorp | 1,835,568 | 74,854 | ||||
Simmons First National Corp. Class A | 2,497,056 | 74,088 | ||||
Virtu Financial Inc. Class A | 2,384,047 | 74,025 | ||||
American Equity Investment Life Holding Co. | 2,332,122 | 73,532 | ||||
Atlantic Union Bankshares Corp. | 1,911,808 | 73,337 | ||||
ServisFirst Bancshares Inc. | 1,180,453 | 72,397 | ||||
United Community Banks Inc. | 2,103,818 | 71,782 | ||||
Federated Hermes Inc. Class B | 2,290,163 | 71,682 | ||||
Chimera Investment Corp. | 5,600,080 | 71,121 | ||||
Walker & Dunlop Inc. | 682,701 | 70,141 | ||||
CVB Financial Corp. | 3,135,142 | 69,255 | ||||
*,1 | Lemonade Inc. | 739,160 | 68,838 | |||
Independent Bank Corp. (Massachusetts) | 802,456 | 67,559 | ||||
Fulton Financial Corp. | 3,933,886 | 66,994 | ||||
Hamilton Lane Inc. Class A | 749,757 | 66,398 | ||||
* | Trupanion Inc. | 865,686 | 65,974 | |||
Independent Bank Group Inc. | 891,321 | 64,389 | ||||
International Bancshares Corp. | 1,384,923 | 64,288 | ||||
FirstCash Inc. | 948,565 | 62,292 | ||||
PennyMac Financial Services Inc. | 928,818 | 62,110 | ||||
Navient Corp. | 4,317,936 | 61,790 | ||||
First Merchants Corp. | 1,306,743 | 60,764 | ||||
BOK Financial Corp. | 679,792 | 60,719 | ||||
First Midwest Bancorp Inc. | 2,767,814 | 60,643 | ||||
Cadence Bancorp Class A | 2,910,551 | 60,336 | ||||
First Bancorp | 5,294,906 | 59,621 | ||||
WSFS Financial Corp. | 1,162,613 | 57,887 | ||||
* | LendingTree Inc. | 269,982 | 57,506 | |||
Flagstar Bancorp Inc. | 1,272,626 | 57,395 | ||||
* | Axos Financial Inc. | 1,218,407 | 57,277 | |||
Washington Federal Inc. | 1,834,018 | 56,488 | ||||
WesBanco Inc. | 1,543,571 | 55,661 | ||||
First Financial Bancorp | 2,241,982 | 53,808 | ||||
Renasant Corp. | 1,295,177 | 53,594 | ||||
BancFirst Corp. | 727,531 | 51,429 | ||||
Hilltop Holdings Inc. | 1,503,386 | 51,311 | ||||
1 | GCM Grosvenor Inc. Class A | 4,255,641 | 50,642 | |||
Towne Bank | 1,614,383 | 49,077 | ||||
Two Harbors Investment Corp. | 6,626,767 | 48,574 | ||||
PennyMac Mortgage Investment Trust | 2,441,149 | 47,847 | ||||
Trustmark Corp. | 1,409,884 | 47,457 | ||||
Apollo Commercial Real Estate Finance Inc. | 3,376,378 | 47,168 | ||||
Park National Corp. | 356,058 | 46,038 | ||||
Piper Sandler Cos. | 419,692 | 46,019 | ||||
First Interstate BancSystem Inc. Class A | 992,715 | 45,705 | ||||
MFA Financial Inc. | 10,977,428 | 44,678 | ||||
Horace Mann Educators Corp. | 1,024,167 | 44,254 | ||||
Banner Corp. | 824,807 | 43,987 | ||||
Hope Bancorp Inc. | 2,891,628 | 43,548 |
Shares | Market Value ($000) | |||||
Goosehead Insurance Inc. Class A | 402,740 | 43,166 | ||||
Capitol Federal Financial Inc. | 3,256,464 | 43,132 | ||||
Northwest Bancshares Inc. | 2,915,342 | 42,127 | ||||
Virtus Investment Partners Inc. | 178,647 | 42,071 | ||||
* | PRA Group Inc. | 1,125,373 | 41,718 | |||
* | Riot Blockchain Inc. | 782,114 | 41,663 | |||
Mercury General Corp. | 684,779 | 41,641 | ||||
Great Western Bancorp Inc. | 1,361,443 | 41,238 | ||||
* | Genworth Financial Inc. Class A | 12,403,454 | 41,179 | |||
Argo Group International Holdings Ltd. | 815,412 | 41,032 | ||||
Santander Consumer USA Holdings Inc. | 1,512,585 | 40,931 | ||||
NBT Bancorp Inc. | 1,023,638 | 40,843 | ||||
Eagle Bancorp Inc. | 766,508 | 40,786 | ||||
Westamerica Bancorp | 617,108 | 38,742 | ||||
Cohen & Steers Inc. | 586,828 | 38,337 | ||||
BGC Partners Inc. Class A | 7,829,336 | 37,816 | ||||
Provident Financial Services Inc. | 1,688,881 | 37,628 | ||||
Waddell & Reed Financial Inc. Class A | 1,467,470 | 36,760 | ||||
ProAssurance Corp. | 1,324,799 | 35,452 | ||||
*,1 | Upstart Holdings Inc. | 265,849 | 34,257 | |||
First Commonwealth Financial Corp. | 2,374,108 | 34,116 | ||||
Ladder Capital Corp. Class A | 2,786,900 | 32,885 | ||||
Broadmark Realty Capital Inc. | 3,107,504 | 32,505 | ||||
* | Focus Financial Partners Inc. Class A | 779,682 | 32,450 | |||
StepStone Group Inc. Class A | 913,774 | 32,229 | ||||
* | Silvergate Capital Corp. Class A | 226,042 | 32,136 | |||
* | Encore Capital Group Inc. | 774,789 | 31,170 | |||
S&T Bancorp Inc. | 922,783 | 30,913 | ||||
1 | iStar Inc. | 1,735,527 | 30,858 | |||
City Holding Co. | 370,790 | 30,323 | ||||
Safety Insurance Group Inc. | 349,686 | 29,461 | ||||
Redwood Trust Inc. | 2,765,682 | 28,791 | ||||
OFG Bancorp | 1,270,752 | 28,744 | ||||
National Bank Holdings Corp. Class A | 719,460 | 28,548 | ||||
TFS Financial Corp. | 1,388,472 | 28,283 | ||||
Employers Holdings Inc. | 644,875 | 27,768 | ||||
Boston Private Financial Holdings Inc. | 2,032,128 | 27,068 | ||||
Nelnet Inc. Class A | 369,894 | 26,906 | ||||
*,1 | Oscar Health Inc. Class A | 1,000,114 | 26,883 | |||
Berkshire Hills Bancorp Inc. | 1,192,506 | 26,617 | ||||
Brookline Bancorp Inc. | 1,774,459 | 26,617 | ||||
Tompkins Financial Corp. | 313,724 | 25,945 | ||||
Heartland Financial USA Inc. | 489,817 | 24,618 | ||||
* | GoHealth Inc. Class A | 2,044,355 | 23,899 | |||
1 | Invesco Mortgage Capital Inc. | 5,628,687 | 22,571 | |||
* | eHealth Inc. | 304,108 | 22,118 | |||
* | Columbia Financial Inc. | 1,251,738 | 21,880 | |||
Kearny Financial Corp. | 1,810,871 | 21,875 | ||||
* | SiriusPoint Ltd. | 2,120,854 | 21,569 | |||
American National Group Inc. | 199,856 | 21,558 | ||||
United Fire Group Inc. | 588,563 | 20,482 | ||||
ARMOUR Residential REIT Inc. | 1,605,629 | 19,589 | ||||
WisdomTree Investments Inc. | 3,130,304 | 19,564 | ||||
National Western Life Group Inc. Class A | 76,336 | 19,008 | ||||
* | Ambac Financial Group Inc. | 1,132,830 | 18,964 | |||
* | LendingClub Corp. | 1,140,258 | 18,837 | |||
Northfield Bancorp Inc. | 1,181,484 | 18,809 | ||||
* | Blucora Inc. | 1,125,685 | 18,731 |
Shares | Market Value ($000) | |||||
* | Palomar Holdings Inc. | 268,513 | 18,001 | |||
*,1 | Romeo Power Inc. | 2,156,804 | 17,966 | |||
Central Pacific Financial Corp. | 662,520 | 17,676 | ||||
PJT Partners Inc. Class A | 259,744 | 17,572 | ||||
TPG RE Finance Trust Inc. | 1,427,340 | 15,986 | ||||
Capstead Mortgage Corp. | 2,394,296 | 14,916 | ||||
* | World Acceptance Corp. | 109,778 | 14,245 | |||
FBL Financial Group Inc. Class A | 239,997 | 13,421 | ||||
KKR Real Estate Finance Trust Inc. | 684,453 | 12,587 | ||||
* | AssetMark Financial Holdings Inc. | 446,946 | 10,432 | |||
State Auto Financial Corp. | 436,107 | 8,596 | ||||
Granite Point Mortgage Trust Inc. | 682,202 | 8,166 | ||||
* | MetroMile Inc. | 762,997 | 7,851 | |||
*,1 | Root Inc. Class A | 572,643 | 7,290 | |||
Associated Capital Group Inc. Class A | 46,248 | 1,658 | ||||
* | loanDepot Inc. Class A | 73,446 | 1,465 | |||
Fidelity National Financial Inc. | 193 | 8 | ||||
*,2 | Frontier Financial Corp. | 1 | — | |||
18,125,922 | ||||||
Health Care (14.3%) | ||||||
STERIS plc | 2,085,090 | 397,168 | ||||
Bio-Techne Corp. | 947,708 | 361,958 | ||||
* | Charles River Laboratories International Inc. | 1,215,919 | 352,410 | |||
PerkinElmer Inc. | 2,734,650 | 350,828 | ||||
* | Avantor Inc. | 12,054,919 | 348,749 | |||
* | Guardant Health Inc. | 2,202,104 | 336,151 | |||
* | Molina Healthcare Inc. | 1,416,681 | 331,163 | |||
* | Novavax Inc. | 1,554,355 | 281,820 | |||
* | Novocure Ltd. | 2,125,172 | 280,905 | |||
* | Masimo Corp. | 1,215,203 | 279,084 | |||
* | Horizon Therapeutics plc | 2,734,468 | 251,680 | |||
* | Repligen Corp. | 1,270,210 | 246,942 | |||
* | PRA Health Sciences Inc. | 1,576,240 | 241,685 | |||
* | Penumbra Inc. | 845,343 | 228,733 | |||
* | Neurocrine Biosciences Inc. | 2,293,309 | 223,024 | |||
* | Catalent Inc. | 2,077,291 | 218,760 | |||
* | Jazz Pharmaceuticals plc | 1,308,392 | 215,060 | |||
* | Amedisys Inc. | 802,159 | 212,404 | |||
Encompass Health Corp. | 2,428,138 | 198,865 | ||||
* | Mirati Therapeutics Inc. | 1,112,125 | 190,507 | |||
* | Natera Inc. | 1,875,136 | 190,401 | |||
* | Acceleron Pharma Inc. | 1,330,092 | 180,374 | |||
Chemed Corp. | 389,831 | 179,252 | ||||
Hill-Rom Holdings Inc. | 1,619,391 | 178,910 | ||||
*,1 | Invitae Corp. | 4,560,881 | 174,271 | |||
* | Exelixis Inc. | 7,616,613 | 172,059 | |||
Bruker Corp. | 2,618,010 | 168,286 | ||||
* | Ultragenyx Pharmaceutical Inc. | 1,469,926 | 167,366 | |||
* | United Therapeutics Corp. | 967,430 | 161,822 | |||
* | 10X Genomics Inc. Class A | 892,578 | 161,557 | |||
* | Fate Therapeutics Inc. | 1,943,958 | 160,279 | |||
* | Arrowhead Pharmaceuticals Inc. | 2,411,636 | 159,916 | |||
* | Envista Holdings Corp. | 3,904,917 | 159,321 | |||
* | Bridgebio Pharma Inc. | 2,539,856 | 156,455 | |||
* | Syneos Health Inc. | 2,036,204 | 154,446 | |||
* | Bio-Rad Laboratories Inc. Class A | 257,269 | 146,944 | |||
* | Ionis Pharmaceuticals Inc. | 3,266,351 | 146,855 | |||
* | Pacific Biosciences of California Inc. | 4,315,388 | 143,746 |
Shares | Market Value ($000) | |||||
* | TG Therapeutics Inc. | 2,967,783 | 143,047 | |||
* | LHC Group Inc. | 732,220 | 140,008 | |||
* | Haemonetics Corp. | 1,239,923 | 137,644 | |||
* | Halozyme Therapeutics Inc. | 3,297,558 | 137,475 | |||
* | Blueprint Medicines Corp. | 1,413,128 | 137,398 | |||
* | HealthEquity Inc. | 2,004,209 | 136,286 | |||
* | Sarepta Therapeutics Inc. | 1,828,204 | 136,256 | |||
* | Tenet Healthcare Corp. | 2,591,516 | 134,759 | |||
Perrigo Co. plc | 3,327,883 | 134,679 | ||||
* | NeoGenomics Inc. | 2,709,225 | 130,666 | |||
* | Inspire Medical Systems Inc. | 628,614 | 130,117 | |||
* | Omnicell Inc. | 997,387 | 129,531 | |||
* | Tandem Diabetes Care Inc. | 1,448,142 | 127,799 | |||
* | Denali Therapeutics Inc. | 2,195,903 | 125,386 | |||
* | Twist Bioscience Corp. | 1,008,150 | 124,869 | |||
* | Acadia Healthcare Co. Inc. | 2,169,302 | 123,954 | |||
* | Integra LifeSciences Holdings Corp. | 1,748,463 | 120,801 | |||
* | STAAR Surgical Co. | 1,139,877 | 120,154 | |||
Ensign Group Inc. | 1,272,444 | 119,406 | ||||
* | Adaptive Biotechnologies Corp. | 2,887,380 | 116,246 | |||
* | Globus Medical Inc. Class A | 1,884,362 | 116,209 | |||
* | Neogen Corp. | 1,298,344 | 115,410 | |||
* | Medpace Holdings Inc. | 697,322 | 114,396 | |||
* | Intellia Therapeutics Inc. | 1,410,174 | 113,174 | |||
* | Quidel Corp. | 877,791 | 112,296 | |||
* | Nevro Corp. | 802,054 | 111,887 | |||
* | Emergent BioSolutions Inc. | 1,170,257 | 108,729 | |||
* | Allakos Inc. | 896,066 | 102,850 | |||
* | Arena Pharmaceuticals Inc. | 1,470,069 | 102,008 | |||
* | Iovance Biotherapeutics Inc. | 3,218,274 | 101,891 | |||
Premier Inc. Class A | 2,978,359 | 100,817 | ||||
* | ICU Medical Inc. | 486,098 | 99,864 | |||
* | Shockwave Medical Inc. | 750,122 | 97,711 | |||
* | Sage Therapeutics Inc. | 1,285,323 | 96,206 | |||
* | iRhythm Technologies Inc. | 668,991 | 92,896 | |||
CONMED Corp. | 707,025 | 92,330 | ||||
* | Veracyte Inc. | 1,632,636 | 87,754 | |||
* | Nektar Therapeutics Class A | 4,373,389 | 87,468 | |||
* | Glaukos Corp. | 1,040,531 | 87,332 | |||
* | Insmed Inc. | 2,517,605 | 85,750 | |||
* | Kodiak Sciences Inc. | 743,152 | 84,266 | |||
* | Select Medical Holdings Corp. | 2,460,741 | 83,911 | |||
* | Turning Point Therapeutics Inc. | 880,237 | 83,262 | |||
* | 1Life Healthcare Inc. | 2,108,457 | 82,399 | |||
* | NuVasive Inc. | 1,250,153 | 81,960 | |||
* | CareDx Inc. | 1,198,946 | 81,636 | |||
* | HMS Holdings Corp. | 2,161,078 | 79,906 | |||
* | Vir Biotechnology Inc. | 1,554,421 | 79,695 | |||
* | Agios Pharmaceuticals Inc. | 1,534,334 | 79,233 | |||
* | PTC Therapeutics Inc. | 1,660,754 | 78,637 | |||
* | Merit Medical Systems Inc. | 1,284,529 | 76,918 | |||
* | ACADIA Pharmaceuticals Inc. | 2,941,595 | 75,893 | |||
* | Integer Holdings Corp. | 802,096 | 73,873 | |||
* | AdaptHealth Corp. Class A | 2,005,885 | 73,736 | |||
* | Alkermes plc | 3,877,657 | 72,435 | |||
*,1 | Beam Therapeutics Inc. | 888,794 | 71,139 | |||
* | Pacira BioSciences Inc. | 1,003,999 | 70,370 | |||
* | FibroGen Inc. | 1,996,299 | 69,292 |
Shares | Market Value ($000) | |||||
* | Editas Medicine Inc. Class A | 1,613,829 | 67,781 | |||
Patterson Cos. Inc. | 2,117,234 | 67,646 | ||||
* | Apellis Pharmaceuticals Inc. | 1,564,944 | 67,152 | |||
*,1 | Clover Health Investments Corp. | 8,587,381 | 64,921 | |||
* | ChemoCentryx Inc. | 1,265,344 | 64,836 | |||
* | Reata Pharmaceuticals Inc. Class A | 647,709 | 64,577 | |||
* | Karuna Therapeutics Inc. | 531,262 | 63,874 | |||
* | Inari Medical Inc. | 593,702 | 63,526 | |||
* | Amicus Therapeutics Inc. | 6,342,742 | 62,666 | |||
* | Corcept Therapeutics Inc. | 2,585,427 | 61,507 | |||
* | REVOLUTION Medicines Inc. | 1,338,362 | 61,404 | |||
* | Global Blood Therapeutics Inc. | 1,504,024 | 61,289 | |||
* | Xencor Inc. | 1,419,179 | 61,110 | |||
* | Intra-Cellular Therapies Inc. | 1,783,532 | 60,515 | |||
* | Ligand Pharmaceuticals Inc. | 385,707 | 58,801 | |||
* | Cantel Medical Corp. | 720,774 | 57,547 | |||
* | Progyny Inc. | 1,272,601 | 56,643 | |||
* | Allogene Therapeutics Inc. | 1,538,851 | 54,321 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 1,517,539 | 54,085 | |||
* | Myriad Genetics Inc. | 1,755,308 | 53,449 | |||
* | Prestige Consumer Healthcare Inc. | 1,208,300 | 53,262 | |||
* | Magellan Health Inc. | 569,588 | 53,108 | |||
* | Avanos Medical Inc. | 1,176,410 | 51,456 | |||
* | Inovalon Holdings Inc. Class A | 1,778,516 | 51,186 | |||
* | Accolade Inc. | 1,123,619 | 50,979 | |||
Healthcare Services Group Inc. | 1,804,564 | 50,582 | ||||
* | MEDNAX Inc. | 1,980,917 | 50,454 | |||
* | Bluebird Bio Inc. | 1,639,916 | 49,443 | |||
* | SpringWorks Therapeutics Inc. | 655,382 | 48,216 | |||
* | Berkeley Lights Inc. | 941,236 | 47,278 | |||
*,1 | Multiplan Corp. | 8,124,224 | 45,089 | |||
* | Deciphera Pharmaceuticals Inc. | 984,305 | 44,136 | |||
*,1 | Butterfly Network Inc. | 2,607,499 | 43,884 | |||
* | Sotera Health Co. | 1,733,931 | 43,279 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 3,757,345 | 42,007 | |||
* | Endo International plc | 5,646,364 | 41,840 | |||
* | Relay Therapeutics Inc. | 1,204,862 | 41,652 | |||
* | Option Care Health Inc. | 2,210,523 | 39,215 | |||
*,1 | OPKO Health Inc. | 9,030,331 | 38,740 | |||
* | Ortho Clinical Diagnostics Holdings plc | 2,001,569 | 38,620 | |||
* | Axsome Therapeutics Inc. | 679,954 | 38,499 | |||
* | Evolent Health Inc. Class A | 1,899,019 | 38,360 | |||
* | Silk Road Medical Inc. | 752,285 | 38,103 | |||
* | Health Catalyst Inc. | 783,761 | 36,657 | |||
* | Heron Therapeutics Inc. | 2,248,687 | 36,451 | |||
* | R1 RCM Inc. | 1,428,575 | 35,257 | |||
* | NanoString Technologies Inc. | 535,641 | 35,197 | |||
Luminex Corp. | 1,083,243 | 34,555 | ||||
* | AtriCure Inc. | 519,143 | 34,014 | |||
* | Supernus Pharmaceuticals Inc. | 1,231,670 | 32,245 | |||
Owens & Minor Inc. | 855,882 | 32,173 | ||||
* | Madrigal Pharmaceuticals Inc. | 271,561 | 31,764 | |||
* | Zentalis Pharmaceuticals Inc. | 697,466 | 30,263 | |||
* | REGENXBIO Inc. | 874,921 | 29,844 | |||
* | ALX Oncology Holdings Inc. | 387,810 | 28,597 | |||
* | Pennant Group Inc. | 624,000 | 28,579 | |||
* | Inogen Inc. | 539,708 | 28,345 | |||
* | Meridian Bioscience Inc. | 1,059,681 | 27,817 |
Shares | Market Value ($000) | |||||
* | Alector Inc. | 1,370,664 | 27,605 | |||
* | Arvinas Inc. | 411,891 | 27,226 | |||
*,1 | Hims & Hers Health Inc. | 1,985,897 | 26,273 | |||
*,1 | American Well Corp. Class A | 1,481,884 | 25,740 | |||
* | Brookdale Senior Living Inc. | 4,234,427 | 25,618 | |||
* | Certara Inc. | 933,138 | 25,475 | |||
*,1 | SmileDirectClub Inc. Class A | 2,362,421 | 24,357 | |||
* | Radius Health Inc. | 1,153,008 | 24,052 | |||
* | NextGen Healthcare Inc. | 1,321,892 | 23,926 | |||
National HealthCare Corp. | 303,019 | 23,608 | ||||
* | Theravance Biopharma Inc. | 1,152,492 | 23,522 | |||
* | Generation Bio Co. | 813,420 | 23,150 | |||
* | Sana Biotechnology Inc. | 685,379 | 22,940 | |||
* | Tivity Health Inc. | 1,023,178 | 22,837 | |||
* | CorVel Corp. | 219,387 | 22,507 | |||
* | Nuvation Bio Inc. | 2,100,628 | 21,952 | |||
* | Rocket Pharmaceuticals Inc. | 476,893 | 21,160 | |||
* | Kymera Therapeutics Inc. | 540,524 | 21,005 | |||
* | Aerie Pharmaceuticals Inc. | 1,150,981 | 20,568 | |||
* | Outset Medical Inc. | 367,580 | 19,993 | |||
* | Varex Imaging Corp. | 962,877 | 19,729 | |||
* | Orthofix Medical Inc. | 454,362 | 19,697 | |||
* | Amneal Pharmaceuticals Inc. | 2,923,005 | 19,672 | |||
*,1 | Atea Pharmaceuticals Inc. | 303,001 | 18,710 | |||
* | NGM Biopharmaceuticals Inc. | 638,994 | 18,576 | |||
* | Innoviva Inc. | 1,500,571 | 17,932 | |||
* | Signify Health Inc. Class A | 610,134 | 17,853 | |||
* | Epizyme Inc. | 2,011,019 | 17,516 | |||
* | Sangamo Therapeutics Inc. | 1,392,633 | 17,450 | |||
* | Stoke Therapeutics Inc. | 448,824 | 17,432 | |||
* | Forma Therapeutics Holdings Inc. | 596,736 | 16,721 | |||
* | Intercept Pharmaceuticals Inc. | 692,448 | 15,982 | |||
*,1 | Vaxcyte Inc. | 803,214 | 15,863 | |||
* | Phathom Pharmaceuticals Inc. | 420,714 | 15,802 | |||
* | Surgery Partners Inc. | 356,450 | 15,776 | |||
* | Immunovant Inc. | 963,685 | 15,458 | |||
*,1 | Precigen Inc. | 2,213,131 | 15,248 | |||
* | Allovir Inc. | 632,857 | 14,809 | |||
*,1 | Rubius Therapeutics Inc. | 543,599 | 14,405 | |||
* | Pulmonx Corp. | 306,545 | 14,021 | |||
* | Atara Biotherapeutics Inc. | 968,539 | 13,908 | |||
* | BioAtla Inc. | 272,909 | 13,875 | |||
* | Gossamer Bio Inc. | 1,495,146 | 13,830 | |||
* | HealthStream Inc. | 618,859 | 13,825 | |||
* | AnaptysBio Inc. | 638,658 | 13,763 | |||
* | Zogenix Inc. | 686,835 | 13,407 | |||
* | Cullinan Oncology Inc. | 314,603 | 13,110 | |||
*,1 | Cerevel Therapeutics Holdings Inc. | 941,018 | 12,920 | |||
* | Black Diamond Therapeutics Inc. | 531,572 | 12,896 | |||
*,1 | Silverback Therapeutics Inc. | 295,017 | 12,872 | |||
* | Innovage Holding Corp. | 493,592 | 12,730 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 672,240 | 12,443 | |||
* | Kronos Bio Inc. | 415,842 | 12,172 | |||
Phibro Animal Health Corp. Class A | 497,792 | 12,146 | ||||
*,1 | Eargo Inc. | 236,106 | 11,794 | |||
*,1 | Kinnate Biopharma Inc. | 365,894 | 11,401 | |||
* | PMV Pharmaceuticals Inc. | 332,001 | 10,920 | |||
* | Natus Medical Inc. | 421,244 | 10,788 |
Shares | Market Value ($000) | |||||
* | G1 Therapeutics Inc. | 414,126 | 9,964 | |||
*,1 | Prelude Therapeutics Inc. | 229,250 | 9,933 | |||
*,1 | Esperion Therapeutics Inc. | 343,715 | 9,641 | |||
*,1 | ZIOPHARM Oncology Inc. | 2,659,297 | 9,573 | |||
*,1 | ImmunityBio Inc. | 397,065 | 9,426 | |||
*,1 | Praxis Precision Medicines Inc. | 283,105 | 9,275 | |||
* | Nkarta Inc. | 276,758 | 9,105 | |||
* | Vor BioPharma Inc. | 208,950 | 9,006 | |||
* | Harmony Biosciences Holdings Inc. | 271,230 | 8,961 | |||
*,1 | Clovis Oncology Inc. | 1,236,508 | 8,680 | |||
* | Instil Bio Inc. | 333,991 | 8,377 | |||
*,1 | Olema Pharmaceuticals Inc. | 242,368 | 8,042 | |||
* | Seer Inc. Class A | 136,573 | 6,831 | |||
* | Spectrum Pharmaceuticals Inc. | 1,821,839 | 5,939 | |||
* | Alignment Healthcare Inc. | 106,814 | 2,342 | |||
*,1,2 | Synergy Pharmaceuticals LLC | 2,001,166 | — | |||
18,457,033 | ||||||
Industrials (19.1%) | ||||||
IDEX Corp. | 1,855,510 | 388,395 | ||||
* | Teledyne Technologies Inc. | 902,205 | 373,197 | |||
* | Fair Isaac Corp. | 678,602 | 329,835 | |||
* | Howmet Aerospace Inc. | 9,523,937 | 306,004 | |||
Quanta Services Inc. | 3,392,787 | 298,497 | ||||
Graco Inc. | 4,125,349 | 295,457 | ||||
RPM International Inc. | 3,180,250 | 292,106 | ||||
Allegion plc | 2,216,781 | 278,472 | ||||
Toro Co. | 2,639,361 | 272,224 | ||||
Booz Allen Hamilton Holding Corp. Class A | 3,364,457 | 270,940 | ||||
* | Bill.com Holdings Inc. | 1,808,110 | 263,080 | |||
* | Trex Co. Inc. | 2,828,232 | 258,896 | |||
Lennox International Inc. | 829,915 | 258,593 | ||||
Nordson Corp. | 1,278,339 | 253,980 | ||||
Pentair plc | 4,057,922 | 252,890 | ||||
* | Generac Holdings Inc. | 767,245 | 251,234 | |||
MKS Instruments Inc. | 1,348,608 | 250,059 | ||||
Owens Corning | 2,564,041 | 236,123 | ||||
* | Builders FirstSource Inc. | 5,005,378 | 232,099 | |||
* | AECOM | 3,609,496 | 231,405 | |||
* | WEX Inc. | 1,077,341 | 225,401 | |||
AptarGroup Inc. | 1,589,659 | 225,207 | ||||
* | Middleby Corp. | 1,358,112 | 225,107 | |||
A O Smith Corp. | 3,316,989 | 224,262 | ||||
* | Sensata Technologies Holding plc | 3,849,040 | 223,052 | |||
* | Axon Enterprise Inc. | 1,551,232 | 220,926 | |||
Carlisle Cos. Inc. | 1,298,079 | 213,638 | ||||
AGCO Corp. | 1,463,678 | 210,257 | ||||
Watsco Inc. | 802,808 | 209,332 | ||||
Robert Half International Inc. | 2,625,628 | 204,983 | ||||
* | Berry Global Group Inc. | 3,272,631 | 200,940 | |||
Oshkosh Corp. | 1,669,344 | 198,084 | ||||
Genpact Ltd. | 4,614,015 | 197,572 | ||||
Huntington Ingalls Industries Inc. | 933,928 | 192,249 | ||||
ITT Inc. | 2,113,604 | 192,148 | ||||
FLIR Systems Inc. | 3,205,479 | 181,013 | ||||
Brunswick Corp. | 1,897,517 | 180,966 | ||||
Donaldson Co. Inc. | 3,086,584 | 179,516 | ||||
Tetra Tech Inc. | 1,321,867 | 179,404 | ||||
Lincoln Electric Holdings Inc. | 1,458,574 | 179,317 |
Shares | Market Value ($000) | |||||
Woodward Inc. | 1,462,415 | 176,411 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 3,637,218 | 174,914 | ||||
Sealed Air Corp. | 3,789,953 | 173,656 | ||||
Cognex Corp. | 2,044,334 | 169,659 | ||||
* | Euronet Worldwide Inc. | 1,223,030 | 169,145 | |||
* | TopBuild Corp. | 805,258 | 168,645 | |||
* | Paylocity Holding Corp. | 929,593 | 167,169 | |||
Littelfuse Inc. | 598,815 | 158,351 | ||||
Sonoco Products Co. | 2,454,786 | 155,388 | ||||
MDU Resources Group Inc. | 4,898,721 | 154,849 | ||||
Landstar System Inc. | 937,393 | 154,726 | ||||
BWX Technologies Inc. | 2,314,010 | 152,586 | ||||
* | Axalta Coating Systems Ltd. | 5,141,898 | 152,097 | |||
* | Coherent Inc. | 596,790 | 150,922 | |||
EMCOR Group Inc. | 1,338,943 | 150,176 | ||||
* | Saia Inc. | 641,921 | 148,014 | |||
Acuity Brands Inc. | 878,862 | 145,012 | ||||
Louisiana-Pacific Corp. | 2,595,772 | 143,962 | ||||
CoreLogic Inc. | 1,786,205 | 141,557 | ||||
Regal Beloit Corp. | 990,828 | 141,371 | ||||
Jack Henry & Associates Inc. | 929,486 | 141,022 | ||||
Eagle Materials Inc. | 1,026,340 | 137,950 | ||||
MSA Safety Inc. | 904,001 | 135,618 | ||||
MAXIMUS Inc. | 1,499,439 | 133,510 | ||||
ManpowerGroup Inc. | 1,342,899 | 132,813 | ||||
KBR Inc. | 3,436,610 | 131,931 | ||||
* | Mohawk Industries Inc. | 685,487 | 131,826 | |||
Rexnord Corp. | 2,770,280 | 130,452 | ||||
Air Lease Corp. Class A | 2,637,141 | 129,220 | ||||
Alliance Data Systems Corp. | 1,149,239 | 128,818 | ||||
* | MasTec Inc. | 1,351,605 | 126,645 | |||
* | Chart Industries Inc. | 879,329 | 125,172 | |||
Spirit AeroSystems Holdings Inc. Class A | 2,572,193 | 125,137 | ||||
Advanced Drainage Systems Inc. | 1,210,169 | 125,119 | ||||
* | Vontier Corp. | 4,112,703 | 124,492 | |||
Hubbell Inc. Class B | 663,720 | 124,043 | ||||
Flowserve Corp. | 3,175,686 | 123,248 | ||||
* | XPO Logistics Inc. | 998,570 | 123,124 | |||
Valmont Industries Inc. | 517,670 | 123,035 | ||||
Exponent Inc. | 1,261,402 | 122,924 | ||||
* | WillScot Mobile Mini Holdings Corp. | 4,396,026 | 121,990 | |||
* | Colfax Corp. | 2,762,940 | 121,044 | |||
Graphic Packaging Holding Co. | 6,541,897 | 118,801 | ||||
Curtiss-Wright Corp. | 995,385 | 118,053 | ||||
* | ASGN Inc. | 1,226,004 | 117,010 | |||
* | FTI Consulting Inc. | 835,042 | 116,998 | |||
nVent Electric plc | 4,099,102 | 114,406 | ||||
Crane Co. | 1,205,100 | 113,171 | ||||
Allison Transmission Holdings Inc. | 2,729,925 | 111,463 | ||||
Simpson Manufacturing Co. Inc. | 1,058,412 | 109,789 | ||||
* | WESCO International Inc. | 1,219,385 | 105,513 | |||
Armstrong World Industries Inc. | 1,164,991 | 104,954 | ||||
*,1 | Marathon Digital Holdings Inc. | 2,179,703 | 104,669 | |||
* | ACI Worldwide Inc. | 2,716,706 | 103,371 | |||
John Bean Technologies Corp. | 773,210 | 103,100 | ||||
Ryder System Inc. | 1,306,281 | 98,820 | ||||
* | Resideo Technologies Inc. | 3,492,063 | 98,651 | |||
MSC Industrial Direct Co. Inc. Class A | 1,081,788 | 97,566 |
Shares | Market Value ($000) | |||||
* | Mercury Systems Inc. | 1,365,316 | 96,460 | |||
*,1 | Virgin Galactic Holdings Inc. | 3,143,246 | 96,278 | |||
* | Itron Inc. | 1,080,917 | 95,823 | |||
Brink's Co. | 1,201,860 | 95,223 | ||||
* | AZEK Co. Inc. Class A | 2,263,973 | 95,200 | |||
EnerSys | 1,039,089 | 94,349 | ||||
Triton International Ltd. | 1,636,226 | 89,976 | ||||
* | Kirby Corp. | 1,465,722 | 88,354 | |||
Altra Industrial Motion Corp. | 1,576,164 | 87,193 | ||||
Applied Industrial Technologies Inc. | 944,798 | 86,137 | ||||
* | Bloom Energy Corp. Class A | 3,161,143 | 85,509 | |||
* | AMN Healthcare Services Inc. | 1,146,052 | 84,464 | |||
ABM Industries Inc. | 1,645,639 | 83,944 | ||||
UniFirst Corp. | 369,255 | 82,606 | ||||
* | Proto Labs Inc. | 673,300 | 81,974 | |||
Korn Ferry | 1,313,422 | 81,918 | ||||
* | Atkore Inc. | 1,136,307 | 81,700 | |||
* | Kratos Defense & Security Solutions Inc. | 2,986,029 | 81,459 | |||
Kennametal Inc. | 2,033,973 | 81,298 | ||||
HB Fuller Co. | 1,278,450 | 80,427 | ||||
Aerojet Rocketdyne Holdings Inc. | 1,699,099 | 79,790 | ||||
Watts Water Technologies Inc. Class A | 669,715 | 79,569 | ||||
Silgan Holdings Inc. | 1,889,867 | 79,431 | ||||
* | Fluor Corp. | 3,428,273 | 79,159 | |||
GATX Corp. | 853,003 | 79,108 | ||||
Hillenbrand Inc. | 1,641,906 | 78,335 | ||||
* | Summit Materials Inc. Class A | 2,786,391 | 78,075 | |||
Franklin Electric Co. Inc. | 956,100 | 75,475 | ||||
* | TriNet Group Inc. | 967,035 | 75,390 | |||
Insperity Inc. | 885,139 | 74,122 | ||||
Terex Corp. | 1,602,589 | 73,831 | ||||
* | Shift4 Payments Inc. Class A | 892,964 | 73,232 | |||
* | Beacon Roofing Supply Inc. | 1,364,545 | 71,393 | |||
AAON Inc. | 1,018,831 | 71,328 | ||||
* | ExlService Holdings Inc. | 775,101 | 69,883 | |||
ESCO Technologies Inc. | 632,870 | 68,913 | ||||
* | Dycom Industries Inc. | 738,785 | 68,596 | |||
* | Masonite International Corp. | 594,180 | 68,473 | |||
Matson Inc. | 997,855 | 66,557 | ||||
Werner Enterprises Inc. | 1,404,028 | 66,228 | ||||
Badger Meter Inc. | 709,371 | 66,021 | ||||
*,3 | API Group Corp. | 3,161,442 | 65,379 | |||
EVERTEC Inc. | 1,746,784 | 65,015 | ||||
* | Allegheny Technologies Inc. | 3,085,393 | 64,978 | |||
SPX FLOW Inc. | 1,023,642 | 64,827 | ||||
Installed Building Products Inc. | 576,415 | 63,913 | ||||
* | SPX Corp. | 1,087,966 | 63,396 | |||
* | AeroVironment Inc. | 545,925 | 63,360 | |||
Maxar Technologies Inc. | 1,669,273 | 63,132 | ||||
Comfort Systems USA Inc. | 842,161 | 62,968 | ||||
Albany International Corp. Class A | 745,673 | 62,241 | ||||
* | Herc Holdings Inc. | 614,075 | 62,224 | |||
* | Pluralsight Inc. Class A | 2,712,395 | 60,595 | |||
Brady Corp. Class A | 1,112,451 | 59,461 | ||||
Forward Air Corp. | 667,727 | 59,301 | ||||
Moog Inc. Class A | 709,051 | 58,958 | ||||
*,1 | Danimer Scientific Inc. | 1,552,814 | 58,619 | |||
*,1 | Nikola Corp. | 4,215,514 | 58,553 |
Shares | Market Value ($000) | |||||
ManTech International Corp. Class A | 671,833 | 58,416 | ||||
Macquarie Infrastructure Corp. | 1,830,958 | 58,243 | ||||
Cubic Corp. | 779,561 | 58,132 | ||||
Barnes Group Inc. | 1,168,508 | 57,888 | ||||
Trinity Industries Inc. | 2,023,693 | 57,655 | ||||
* | Green Dot Corp. Class A | 1,250,401 | 57,256 | |||
* | O-I Glass Inc. | 3,862,179 | 56,929 | |||
Mueller Water Products Inc. Class A | 3,910,712 | 54,320 | ||||
* | Navistar International Corp. | 1,215,998 | 53,540 | |||
* | Hub Group Inc. Class A | 782,555 | 52,650 | |||
* | Meritor Inc. | 1,763,306 | 51,876 | |||
Helios Technologies Inc. | 700,477 | 51,044 | ||||
* | Welbilt Inc. | 3,136,053 | 50,961 | |||
* | JELD-WEN Holding Inc. | 1,823,989 | 50,506 | |||
Belden Inc. | 1,096,883 | 48,669 | ||||
McGrath RentCorp | 593,724 | 47,884 | ||||
Otter Tail Corp. | 1,014,942 | 46,860 | ||||
TTEC Holdings Inc. | 460,464 | 46,254 | ||||
Lindsay Corp. | 268,342 | 44,711 | ||||
Granite Construction Inc. | 1,106,699 | 44,545 | ||||
Deluxe Corp. | 1,032,473 | 43,323 | ||||
EnPro Industries Inc. | 507,166 | 43,246 | ||||
* | Verra Mobility Corp. Class A | 3,194,503 | 43,238 | |||
* | Vicor Corp. | 504,274 | 42,878 | |||
* | Sykes Enterprises Inc. | 971,992 | 42,845 | |||
* | Atlas Air Worldwide Holdings Inc. | 702,166 | 42,439 | |||
*,1 | Desktop Metal Inc. Class A | 2,826,940 | 42,121 | |||
ArcBest Corp. | 596,030 | 41,943 | ||||
Astec Industries Inc. | 555,648 | 41,907 | ||||
* | GMS Inc. | 1,002,597 | 41,858 | |||
Primoris Services Corp. | 1,254,559 | 41,564 | ||||
* | Air Transport Services Group Inc. | 1,394,333 | 40,798 | |||
Enerpac Tool Group Corp. Class A | 1,471,099 | 38,425 | ||||
* | Cimpress plc | 382,121 | 38,262 | |||
* | FARO Technologies Inc. | 441,366 | 38,209 | |||
* | OSI Systems Inc. | 396,243 | 38,079 | |||
Schneider National Inc. Class B | 1,511,148 | 37,733 | ||||
Tennant Co. | 455,291 | 36,373 | ||||
* | Gibraltar Industries Inc. | 395,325 | 36,176 | |||
Griffon Corp. | 1,317,727 | 35,803 | ||||
Greenbrier Cos. Inc. | 756,864 | 35,739 | ||||
Greif Inc. Class A | 621,804 | 35,443 | ||||
Kaman Corp. | 683,483 | 35,056 | ||||
* | AAR Corp. | 828,197 | 34,494 | |||
* | Ferro Corp. | 2,034,591 | 34,303 | |||
* | Cardtronics plc Class A | 874,987 | 33,949 | |||
Raven Industries Inc. | 882,215 | 33,815 | ||||
Encore Wire Corp. | 484,233 | 32,507 | ||||
* | TriMas Corp. | 1,065,363 | 32,302 | |||
ADT Inc. | 3,744,590 | 31,604 | ||||
* | Evo Payments Inc. Class A | 1,140,426 | 31,385 | |||
AZZ Inc. | 611,902 | 30,809 | ||||
Standex International Corp. | 303,828 | 29,037 | ||||
*,1 | Hyliion Holdings Corp. | 2,682,261 | 28,620 | |||
* | Huron Consulting Group Inc. | 559,917 | 28,209 | |||
H&E Equipment Services Inc. | 736,820 | 27,999 | ||||
* | MTS Systems Corp. | 476,595 | 27,738 | |||
Kforce Inc. | 486,217 | 26,061 |
Shares | Market Value ($000) | |||||
* | Conduent Inc. | 3,868,039 | 25,761 | |||
Apogee Enterprises Inc. | 593,323 | 24,255 | ||||
Heartland Express Inc. | 1,177,249 | 23,051 | ||||
*,1 | Advantage Solutions Inc. | 1,925,639 | 22,742 | |||
Wabash National Corp. | 1,201,987 | 22,597 | ||||
Hyster-Yale Materials Handling Inc. | 255,934 | 22,297 | ||||
*,1 | BTRS Holdings Inc. | 1,513,381 | 21,899 | |||
Quanex Building Products Corp. | 810,620 | 21,263 | ||||
* | American Woodmark Corp. | 209,670 | 20,669 | |||
* | Aegion Corp. Class A | 716,405 | 20,597 | |||
* | SEACOR Holdings Inc. | 477,065 | 19,440 | |||
* | Tutor Perini Corp. | 1,008,150 | 19,104 | |||
* | Hayward Holdings Inc. | 1,129,917 | 19,073 | |||
*,1 | Velodyne Lidar Inc. | 1,640,496 | 18,702 | |||
* | TrueBlue Inc. | 806,973 | 17,770 | |||
* | BrightView Holdings Inc. | 1,036,608 | 17,488 | |||
* | Kelly Services Inc. Class A | 772,873 | 17,212 | |||
* | CIRCOR International Inc. | 493,327 | 17,178 | |||
Gorman-Rupp Co. | 512,045 | 16,954 | ||||
* | Gates Industrial Corp. plc | 1,054,998 | 16,869 | |||
* | Thermon Group Holdings Inc. | 817,666 | 15,936 | |||
* | Vivint Smart Home Inc. | 977,282 | 13,995 | |||
National Presto Industries Inc. | 129,865 | 13,255 | ||||
REV Group Inc. | 630,871 | 12,087 | ||||
Pactiv Evergreen Inc. | 878,620 | 12,072 | ||||
* | Forrester Research Inc. | 277,277 | 11,779 | |||
* | Triumph Group Inc. | 630,253 | 11,584 | |||
* | GreenSky Inc. Class A | 1,690,684 | 10,465 | |||
Kronos Worldwide Inc. | 572,234 | 8,755 | ||||
Greif Inc. Class B | 148,845 | 8,520 | ||||
International Seaways Inc. | 297,292 | 5,762 | ||||
* | Diversey Holdings Ltd. | 73,930 | 1,088 | |||
24,665,907 | ||||||
Other (0.0%)4 | ||||||
*,2 | Alder Biopharmaceuticals Inc. CVR Exp. 12/31/2024 | 1,792,706 | 1,578 | |||
*,2 | Spirit MTA REIT | 529,410 | 142 | |||
*,2 | Media General Inc. CVR | 2,474,410 | 96 | |||
*,2 | First Eagle Private Credit LLC CVR | 651,238 | 59 | |||
1,875 | ||||||
Real Estate (8.4%) | ||||||
VICI Properties Inc. | 13,106,988 | 370,141 | ||||
Medical Properties Trust Inc. | 14,122,342 | 300,523 | ||||
Equity LifeStyle Properties Inc. | 4,011,002 | 255,260 | ||||
Americold Realty Trust | 6,144,839 | 236,392 | ||||
Gaming & Leisure Properties Inc. | 5,400,303 | 229,135 | ||||
* | Jones Lang LaSalle Inc. | 1,246,909 | 223,247 | |||
American Homes 4 Rent Class A | 6,556,103 | 218,581 | ||||
Omega Healthcare Investors Inc. | 5,659,707 | 207,315 | ||||
Vornado Realty Trust | 4,437,665 | 201,426 | ||||
CyrusOne Inc. | 2,941,972 | 199,230 | ||||
Lamar Advertising Co. Class A | 2,111,729 | 198,334 | ||||
* | RealPage Inc. | 2,245,654 | 195,821 | |||
STORE Capital Corp. | 5,770,725 | 193,319 | ||||
Federal Realty Investment Trust | 1,873,022 | 190,018 | ||||
National Retail Properties Inc. | 4,278,668 | 188,561 | ||||
Kimco Realty Corp. | 10,024,396 | 187,957 | ||||
Kilroy Realty Corp. | 2,848,684 | 186,959 |
Shares | Market Value ($000) | |||||
CubeSmart | 4,769,348 | 180,424 | ||||
Rexford Industrial Realty Inc. | 3,209,371 | 161,752 | ||||
* | Redfin Corp. | 2,391,096 | 159,223 | |||
Life Storage Inc. | 1,841,831 | 158,305 | ||||
Apartment Income REIT Corp. | 3,625,437 | 155,024 | ||||
Healthcare Trust of America Inc. Class A | 5,343,808 | 147,382 | ||||
Brixmor Property Group Inc. | 7,236,731 | 146,399 | ||||
American Campus Communities Inc. | 3,360,275 | 145,063 | ||||
* | Host Hotels & Resorts Inc. | 8,608,077 | 145,046 | |||
First Industrial Realty Trust Inc. | 3,152,365 | 144,347 | ||||
EastGroup Properties Inc. | 967,107 | 138,567 | ||||
STAG Industrial Inc. | 3,862,363 | 129,814 | ||||
Cousins Properties Inc. | 3,621,403 | 128,017 | ||||
Douglas Emmett Inc. | 4,064,854 | 127,636 | ||||
CoreSite Realty Corp. | 1,042,600 | 124,956 | ||||
* | Park Hotels & Resorts Inc. | 5,749,221 | 124,068 | |||
SL Green Realty Corp. | 1,719,703 | 120,362 | ||||
Spirit Realty Capital Inc. | 2,798,555 | 118,939 | ||||
Regency Centers Corp. | 2,072,194 | 117,514 | ||||
Rayonier Inc. | 3,370,080 | 108,685 | ||||
Highwoods Properties Inc. | 2,529,659 | 108,624 | ||||
VEREIT Inc. | 2,794,816 | 107,936 | ||||
Innovative Industrial Properties Inc. | 583,367 | 105,099 | ||||
Agree Realty Corp. | 1,546,461 | 104,092 | ||||
Healthcare Realty Trust Inc. | 3,408,017 | 103,331 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 1,810,541 | 101,571 | ||||
Hudson Pacific Properties Inc. | 3,676,709 | 99,749 | ||||
QTS Realty Trust Inc. Class A | 1,573,044 | 97,592 | ||||
JBG SMITH Properties | 3,048,938 | 96,926 | ||||
Terreno Realty Corp. | 1,669,894 | 96,470 | ||||
* | Howard Hughes Corp. | 1,004,269 | 95,536 | |||
* | Ryman Hospitality Properties Inc. | 1,205,961 | 93,474 | |||
Physicians Realty Trust | 5,065,770 | 89,512 | ||||
Sabra Health Care REIT Inc. | 5,124,556 | 88,962 | ||||
EPR Properties | 1,822,992 | 84,933 | ||||
PotlatchDeltic Corp. | 1,546,418 | 81,837 | ||||
Weingarten Realty Investors | 2,939,890 | 79,112 | ||||
Equity Commonwealth | 2,817,904 | 78,338 | ||||
PS Business Parks Inc. | 502,688 | 77,706 | ||||
Pebblebrook Hotel Trust | 3,196,449 | 77,642 | ||||
* | Outfront Media Inc. | 3,515,803 | 76,750 | |||
* | Colony Capital Inc. | 11,786,617 | 76,377 | |||
National Health Investors Inc. | 1,050,251 | 75,912 | ||||
Apple Hospitality REIT Inc. | 5,158,823 | 75,164 | ||||
Lexington Realty Trust | 6,737,389 | 74,852 | ||||
Corporate Office Properties Trust | 2,724,795 | 71,744 | ||||
*,1 | eXp World Holdings Inc. | 1,536,298 | 69,978 | |||
* | Sunstone Hotel Investors Inc. | 5,245,980 | 65,365 | |||
Uniti Group Inc. | 5,669,283 | 62,532 | ||||
RLJ Lodging Trust | 4,014,741 | 62,148 | ||||
Kennedy-Wilson Holdings Inc. | 2,908,791 | 58,787 | ||||
National Storage Affiliates Trust | 1,401,400 | 55,958 | ||||
Retail Properties of America Inc. Class A | 5,270,350 | 55,233 | ||||
CareTrust REIT Inc. | 2,359,231 | 54,935 | ||||
SITE Centers Corp. | 4,050,093 | 54,919 | ||||
* | Xenia Hotels & Resorts Inc. | 2,766,447 | 53,946 | |||
Brandywine Realty Trust | 4,120,606 | 53,197 | ||||
* | DiamondRock Hospitality Co. | 5,112,056 | 52,654 |
Shares | Market Value ($000) | |||||
Piedmont Office Realty Trust Inc. Class A | 2,993,998 | 52,006 | ||||
Columbia Property Trust Inc. | 2,829,471 | 48,384 | ||||
Service Properties Trust | 4,001,007 | 47,452 | ||||
Empire State Realty Trust Inc. Class A | 4,144,539 | 46,129 | ||||
Paramount Group Inc. | 4,512,534 | 45,712 | ||||
Washington REIT | 2,051,218 | 45,332 | ||||
Urban Edge Properties | 2,737,534 | 45,224 | ||||
* | Cushman & Wakefield plc | 2,725,441 | 44,479 | |||
Retail Opportunity Investments Corp. | 2,773,171 | 44,010 | ||||
* | Realogy Holdings Corp. | 2,838,370 | 42,945 | |||
1 | Macerich Co. | 3,582,227 | 41,912 | |||
LTC Properties Inc. | 969,424 | 40,444 | ||||
Acadia Realty Trust | 2,126,455 | 40,339 | ||||
Kite Realty Group Trust | 2,083,546 | 40,192 | ||||
Global Net Lease Inc. | 2,212,285 | 39,954 | ||||
Industrial Logistics Properties Trust | 1,617,368 | 37,410 | ||||
Newmark Group Inc. Class A | 3,721,253 | 37,231 | ||||
American Assets Trust Inc. | 1,095,635 | 35,542 | ||||
1 | Tanger Factory Outlet Centers Inc. | 2,185,973 | 33,074 | |||
Office Properties Income Trust | 1,193,987 | 32,859 | ||||
St. Joe Co. | 727,717 | 31,219 | ||||
Mack-Cali Realty Corp. | 1,903,024 | 29,459 | ||||
Alexander & Baldwin Inc. | 1,697,379 | 28,499 | ||||
Diversified Healthcare Trust | 5,862,393 | 28,022 | ||||
Safehold Inc. | 392,114 | 27,487 | ||||
* | CoreCivic Inc. | 2,952,039 | 26,716 | |||
American Finance Trust Inc. Class A | 2,693,769 | 26,453 | ||||
Getty Realty Corp. | 902,186 | 25,550 | ||||
RPT Realty | 2,000,706 | 22,828 | ||||
Apartment Investment & Management Co. Class A | 3,678,224 | 22,584 | ||||
1 | GEO Group Inc. | 2,844,148 | 22,071 | |||
Centerspace | 320,156 | 21,771 | ||||
Universal Health Realty Income Trust | 306,713 | 20,789 | ||||
* | Marcus & Millichap Inc. | 585,544 | 19,733 | |||
Colony Credit Real Estate Inc. | 2,067,128 | 17,612 | ||||
Brookfield Property REIT Inc. Class A | 873,764 | 15,684 | ||||
Broadstone Net Lease Inc. Class A | 841,767 | 15,404 | ||||
*,1 | Seritage Growth Properties Class A | 813,284 | 14,924 | |||
Alexander's Inc. | 50,373 | 13,968 | ||||
RMR Group Inc. Class A | 328,883 | 13,422 | ||||
* | Summit Hotel Properties Inc. | 1,310,782 | 13,318 | |||
Franklin Street Properties Corp. | 2,385,690 | 13,002 | ||||
Saul Centers Inc. | 318,007 | 12,755 | ||||
* | Forestar Group Inc. | 416,121 | 9,687 | |||
Urstadt Biddle Properties Inc. Class A | 384,464 | 6,401 | ||||
Urstadt Biddle Properties Inc. | 6,446 | 88 | ||||
10,922,711 | ||||||
Technology (12.5%) | ||||||
Entegris Inc. | 3,296,493 | 368,548 | ||||
* | PTC Inc. | 2,568,388 | 353,539 | |||
* | Cree Inc. | 2,813,645 | 304,239 | |||
* | Nuance Communications Inc. | 6,961,992 | 303,821 | |||
* | Ceridian HCM Holding Inc. | 3,265,688 | 275,200 | |||
* | Five9 Inc. | 1,610,778 | 251,813 | |||
* | Avalara Inc. | 1,872,088 | 249,793 | |||
Universal Display Corp. | 1,035,331 | 245,135 | ||||
* | Aspen Technology Inc. | 1,657,819 | 239,273 | |||
* | Dynatrace Inc. | 4,830,708 | 233,033 |
Shares | Market Value ($000) | |||||
* | Inphi Corp. | 1,272,994 | 227,115 | |||
* | ON Semiconductor Corp. | 5,031,537 | 209,362 | |||
* | Guidewire Software Inc. | 2,046,200 | 207,955 | |||
* | Arrow Electronics Inc. | 1,822,296 | 201,947 | |||
* | DXC Technology Co. | 6,214,677 | 194,271 | |||
* | Zendesk Inc. | 1,437,489 | 190,640 | |||
* | Concentrix Corp. | 1,268,677 | 189,946 | |||
Monolithic Power Systems Inc. | 525,816 | 185,723 | ||||
* | Manhattan Associates Inc. | 1,559,002 | 182,996 | |||
* | Smartsheet Inc. Class A | 2,835,343 | 181,235 | |||
* | MongoDB Inc. Class A | 661,557 | 176,920 | |||
* | Proofpoint Inc. | 1,401,122 | 176,247 | |||
* | II-VI Inc. | 2,562,223 | ��� 175,179 | |||
Jabil Inc. | 3,299,625 | 172,108 | ||||
* | Elastic NV | 1,532,425 | 170,406 | |||
* | Anaplan Inc. | 3,118,083 | 167,909 | |||
Leidos Holdings Inc. | 1,733,897 | 166,940 | ||||
*,1 | Fastly Inc. Class A | 2,417,200 | 162,629 | |||
CDK Global Inc. | 2,972,196 | 160,677 | ||||
Dolby Laboratories Inc. Class A | 1,599,988 | 157,951 | ||||
* | Digital Turbine Inc. | 1,964,873 | 157,897 | |||
* | F5 Networks Inc. | 753,637 | 157,224 | |||
* | CACI International Inc. Class A | 616,434 | 152,050 | |||
* | Silicon Laboratories Inc. | 1,073,283 | 151,408 | |||
* | Lattice Semiconductor Corp. | 3,324,310 | 149,660 | |||
Brooks Automation Inc. | 1,809,940 | 147,782 | ||||
* | Blackline Inc. | 1,274,177 | 138,121 | |||
* | Pure Storage Inc. Class A | 6,323,710 | 136,213 | |||
* | Grubhub Inc. | 2,262,884 | 135,773 | |||
* | Q2 Holdings Inc. | 1,288,641 | 129,122 | |||
* | J2 Global Inc. | 1,056,929 | 126,684 | |||
*,1 | Appian Corp. Class A | 951,023 | 126,439 | |||
CMC Materials Inc. | 712,070 | 125,887 | ||||
Vertiv Holdings Co. Class A | 6,259,267 | 125,185 | ||||
National Instruments Corp. | 2,894,245 | 124,988 | ||||
* | Change Healthcare Inc. | 5,578,216 | 123,279 | |||
* | Nutanix Inc. Class A | 4,641,006 | 123,265 | |||
* | Varonis Systems Inc. Class B | 2,371,395 | 121,747 | |||
* | Cirrus Logic Inc. | 1,417,796 | 120,215 | |||
* | NCR Corp. | 3,147,921 | 119,464 | |||
* | Alteryx Inc. Class A | 1,436,143 | 119,142 | |||
Science Applications International Corp. | 1,421,575 | 118,829 | ||||
* | Synaptics Inc. | 853,203 | 115,541 | |||
SYNNEX Corp. | 1,005,877 | 115,515 | ||||
Power Integrations Inc. | 1,392,563 | 113,466 | ||||
Pegasystems Inc. | 988,802 | 113,060 | ||||
* | Semtech Corp. | 1,587,095 | 109,510 | |||
*,1 | Skillz Inc. Class A | 5,670,173 | 107,960 | |||
* | Novanta Inc. | 814,802 | 107,464 | |||
* | Sailpoint Technologies Holdings Inc. | 2,117,817 | 107,246 | |||
* | Everbridge Inc. | 864,276 | 104,733 | |||
* | FireEye Inc. | 5,277,710 | 103,285 | |||
* | Upwork Inc. | 2,290,300 | 102,537 | |||
Advanced Energy Industries Inc. | 932,889 | 101,844 | ||||
Avnet Inc. | 2,424,730 | 100,651 | ||||
* | Dun & Bradstreet Holdings Inc. | 4,197,064 | 99,932 | |||
* | Teradata Corp. | 2,532,601 | 97,606 | |||
Perspecta Inc. | 3,335,219 | 96,888 |
Shares | Market Value ($000) | |||||
* | MicroStrategy Inc. Class A | 139,420 | 94,638 | |||
* | Alarm.com Holdings Inc. | 1,092,605 | 94,379 | |||
Xerox Holdings Corp. | 3,870,257 | 93,931 | ||||
* | Vroom Inc. | 2,382,312 | 92,886 | |||
* | Envestnet Inc. | 1,248,436 | 90,175 | |||
* | Rapid7 Inc. | 1,199,187 | 89,471 | |||
* | SPS Commerce Inc. | 871,232 | 86,522 | |||
* | Rogers Corp. | 455,927 | 85,810 | |||
* | FormFactor Inc. | 1,894,559 | 85,464 | |||
* | Qualys Inc. | 813,246 | 85,212 | |||
* | New Relic Inc. | 1,383,635 | 85,066 | |||
* | Box Inc. Class A | 3,677,185 | 84,428 | |||
* | Blackbaud Inc. | 1,181,301 | 83,967 | |||
* | Schrodinger Inc. | 1,098,739 | 83,823 | |||
* | Cerence Inc. | 923,233 | 82,703 | |||
* | nCino Inc. | 1,238,007 | 82,600 | |||
* | Diodes Inc. | 1,025,584 | 81,883 | |||
* | Ambarella Inc. | 814,774 | 81,795 | |||
* | Insight Enterprises Inc. | 853,574 | 81,448 | |||
* | Fabrinet | 896,920 | 81,073 | |||
* | LiveRamp Holdings Inc. | 1,557,483 | 80,802 | |||
* | Duck Creek Technologies Inc. | 1,756,704 | 79,298 | |||
* | 3D Systems Corp. | 2,874,648 | 78,880 | |||
Vishay Intertechnology Inc. | 3,220,659 | 77,553 | ||||
* | LivePerson Inc. | 1,467,962 | 77,420 | |||
* | Workiva Inc. Class A | 862,143 | 76,093 | |||
* | CommVault Systems Inc. | 1,086,750 | 70,095 | |||
* | Altair Engineering Inc. Class A | 1,091,178 | 68,275 | |||
* | MACOM Technology Solutions Holdings Inc. | 1,172,949 | 68,055 | |||
* | Yelp Inc. Class A | 1,713,263 | 66,817 | |||
* | Cornerstone OnDemand Inc. | 1,516,984 | 66,110 | |||
* | Verint Systems Inc. | 1,441,085 | 65,555 | |||
* | Covetrus Inc. | 2,175,171 | 65,190 | |||
* | Cloudera Inc. | 5,352,315 | 65,138 | |||
* | Plexus Corp. | 699,563 | 64,248 | |||
* | Tenable Holdings Inc. | 1,774,477 | 64,209 | |||
* | Sanmina Corp. | 1,498,408 | 62,004 | |||
* | Medallia Inc. | 2,201,040 | 61,387 | |||
* | PagerDuty Inc. | 1,497,272 | 60,235 | |||
Xperi Holding Corp. | 2,574,900 | 56,056 | ||||
* | MaxLinear Inc. Class A | 1,642,770 | 55,986 | |||
* | Magnite Inc. | 1,338,170 | 55,681 | |||
* | Appfolio Inc. Class A | 388,198 | 54,895 | |||
* | Allscripts Healthcare Solutions Inc. | 3,650,259 | 54,809 | |||
* | Avaya Holdings Corp. | 1,953,555 | 54,758 | |||
* | SVMK Inc. | 2,983,694 | 54,661 | |||
* | Cargurus Inc. Class A | 2,264,747 | 53,969 | |||
* | Rambus Inc. | 2,767,767 | 53,805 | |||
NIC Inc. | 1,547,271 | 52,499 | ||||
* | Bottomline Technologies DE Inc. | 1,096,979 | 49,638 | |||
* | Bandwidth Inc. Class A | 388,329 | 49,217 | |||
* | BigCommerce Holdings Inc. | 835,473 | 48,290 | |||
* | NetScout Systems Inc. | 1,689,517 | 47,577 | |||
Shutterstock Inc. | 533,181 | 47,474 | ||||
* | Asana Inc. Class A | 1,660,156 | 47,447 | |||
Progress Software Corp. | 1,073,636 | 47,304 | ||||
* | Sprout Social Inc. Class A | 805,337 | 46,516 | |||
Amkor Technology Inc. | 1,778,198 | 42,161 |
Shares | Market Value ($000) | |||||
* | PROS Holdings Inc. | 966,961 | 41,096 | |||
* | Super Micro Computer Inc. | 1,043,229 | 40,749 | |||
Switch Inc. Class A | 2,483,179 | 40,376 | ||||
* | Eventbrite Inc. Class A | 1,696,431 | 37,593 | |||
* | Unisys Corp. | 1,471,377 | 37,402 | |||
* | Onto Innovation Inc. | 563,473 | 37,026 | |||
* | Zuora Inc. Class A | 2,497,899 | 36,969 | |||
Methode Electronics Inc. | 876,737 | 36,805 | ||||
* | Yext Inc. | 2,524,224 | 36,551 | |||
* | TTM Technologies Inc. | 2,492,045 | 36,135 | |||
* | Jamf Holding Corp. | 992,572 | 35,058 | |||
Pitney Bowes Inc. | 4,251,383 | 35,031 | ||||
CSG Systems International Inc. | 747,252 | 33,544 | ||||
* | SolarWinds Corp. | 1,906,614 | 33,251 | |||
*,1 | C3.ai Inc. Class A | 462,017 | 30,452 | |||
* | nLight Inc. | 935,320 | 30,304 | |||
*,1 | JFrog Ltd. | 673,519 | 29,884 | |||
* | Allegro MicroSystems Inc. | 1,158,869 | 29,377 | |||
* | CEVA Inc. | 520,066 | 29,202 | |||
* | Groupon Inc. Class A | 561,064 | 28,359 | |||
Benchmark Electronics Inc. | 829,873 | 25,660 | ||||
* | Parsons Corp. | 622,027 | 25,155 | |||
* | Veeco Instruments Inc. | 1,159,108 | 24,040 | |||
*,1 | Rackspace Technology Inc. | 980,978 | 23,328 | |||
*,1 | E2open Parent Holdings Inc. | 2,270,982 | 22,619 | |||
* | Ping Identity Holding Corp. | 988,064 | 21,668 | |||
Ebix Inc. | 648,758 | 20,780 | ||||
* | ScanSource Inc. | 624,204 | 18,695 | |||
McAfee Corp. Class A | 786,997 | 17,896 | ||||
* | DigitalOcean Holdings Inc. | 385,311 | 16,233 | |||
* | MediaAlpha Inc. Class A | 416,315 | 14,750 | |||
*,1 | Viant Technology Inc. Class A | 268,182 | 14,184 | |||
* | Datto Holding Corp. | 595,809 | 13,650 | |||
* | Vertex Inc. Class A | 600,618 | 13,202 | |||
* | Diebold Nixdorf Inc. | 915,975 | 12,943 | |||
* | Telos Corp. | 312,853 | 11,863 | |||
*,1 | Olo Inc. Class A | 439,166 | 11,590 | |||
* | ON24 Inc. | 222,326 | 10,785 | |||
* | Sumo Logic Inc. | 495,649 | 9,348 | |||
* | Sciplay Corp. Class A | 567,119 | 9,176 | |||
* | Benefitfocus Inc. | 363,588 | 5,021 | |||
*,1 | PubMatic Inc. Class A | 63,998 | 3,156 | |||
* | SecureWorks Corp. Class A | 151,184 | 2,023 | |||
1 | Bentley Systems Inc. Class B | 20,451 | 960 | |||
*,1 | SEMrush Holdings Inc. Class A | 26,982 | 321 | |||
16,171,753 | ||||||
Telecommunications (1.4%) | ||||||
Cable One Inc. | 132,399 | 242,073 | ||||
* | Ciena Corp. | 3,790,683 | 207,426 | |||
* | Lumentum Holdings Inc. | 1,848,824 | 168,890 | |||
* | Iridium Communications Inc. | 2,945,466 | 121,501 | |||
Juniper Networks Inc. | 4,013,425 | 101,660 | ||||
* | Viavi Solutions Inc. | 5,572,467 | 87,488 | |||
* | 8x8 Inc. | 2,496,404 | 80,983 | |||
* | Viasat Inc. | 1,585,440 | 76,212 | |||
* | CommScope Holding Co. Inc. | 4,912,294 | 75,453 | |||
Cogent Communications Holdings Inc. | 1,031,825 | 70,948 | ||||
* | Vonage Holdings Corp. | 5,757,686 | 68,056 |
Shares | Market Value ($000) | |||||
Shenandoah Telecommunications Co. | 1,152,043 | 56,231 | ||||
Telephone & Data Systems Inc. | 2,338,989 | 53,703 | ||||
*,1 | fuboTV Inc. | 2,388,069 | 52,824 | |||
InterDigital Inc. | 755,752 | 47,952 | ||||
* | Infinera Corp. | 4,189,554 | 40,345 | |||
* | Plantronics Inc. | 910,216 | 35,417 | |||
* | NETGEAR Inc. | 711,431 | 29,240 | |||
* | EchoStar Corp. Class A | 1,058,195 | 25,397 | |||
Ubiquiti Inc. | 76,803 | 22,910 | ||||
ADTRAN Inc. | 1,183,797 | 19,746 | ||||
*,1 | Globalstar Inc. | 14,337,562 | 19,356 | |||
* | WideOpenWest Inc. | 1,280,586 | 17,403 | |||
* | United States Cellular Corp. | 392,177 | 14,307 | |||
ATN International Inc. | 255,455 | 12,548 | ||||
Loral Space & Communications Inc. | 317,414 | 11,957 | ||||
*,1 | Gogo Inc. | 619,191 | 5,981 | |||
1,766,007 | ||||||
Utilities (2.9%) | ||||||
Atmos Energy Corp. | 3,132,792 | 309,677 | ||||
* | Sunrun Inc. | 4,580,941 | 277,055 | |||
Essential Utilities Inc. | 6,003,687 | 268,665 | ||||
UGI Corp. | 5,099,484 | 209,130 | ||||
OGE Energy Corp. | 4,885,674 | 158,100 | ||||
* | Stericycle Inc. | 2,230,136 | 150,556 | |||
IDACORP Inc. | 1,230,964 | 123,059 | ||||
NRG Energy Inc. | 2,980,431 | 112,452 | ||||
Hawaiian Electric Industries Inc. | 2,526,382 | 112,247 | ||||
Pinnacle West Capital Corp. | 1,375,260 | 111,877 | ||||
National Fuel Gas Co. | 2,137,221 | 106,840 | ||||
Portland General Electric Co. | 2,181,244 | 103,544 | ||||
PNM Resources Inc. | 2,097,009 | 102,858 | ||||
Black Hills Corp. | 1,527,214 | 101,972 | ||||
* | Clean Harbors Inc. | 1,198,558 | 100,751 | |||
ONE Gas Inc. | 1,296,889 | 99,744 | ||||
New Jersey Resources Corp. | 2,345,972 | 93,534 | ||||
Southwest Gas Holdings Inc. | 1,317,001 | 90,491 | ||||
Spire Inc. | 1,197,789 | 88,505 | ||||
Ormat Technologies Inc. | 1,092,578 | 85,800 | ||||
ALLETE Inc. | 1,266,986 | 85,129 | ||||
Avista Corp. | 1,698,691 | 81,113 | ||||
NorthWestern Corp. | 1,231,993 | 80,326 | ||||
* | Casella Waste Systems Inc. Class A | 1,214,462 | 77,203 | |||
* | Evoqua Water Technologies Corp. | 2,914,641 | 76,655 | |||
* | Sunnova Energy International Inc. | 1,842,887 | 75,227 | |||
California Water Service Group | 1,213,171 | 68,350 | ||||
American States Water Co. | 899,390 | 68,012 | ||||
MGE Energy Inc. | 875,050 | 62,470 | ||||
Clearway Energy Inc. Class C | 1,985,795 | 55,880 | ||||
South Jersey Industries Inc. | 2,438,986 | 55,072 | ||||
Northwest Natural Holding Co. | 753,928 | 40,674 | ||||
Covanta Holding Corp. | 2,933,227 | 40,655 | ||||
* | Harsco Corp. | 1,939,929 | 33,270 | |||
Clearway Energy Inc. Class A | 865,828 | 22,953 | ||||
3,729,846 | ||||||
Total Common Stocks (Cost $84,496,829) | 128,600,758 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (1.9%) | ||||||
Money Market Fund (1.9%) | ||||||
5,6 | Vanguard Market Liquidity Fund (Cost $2,426,139) | 0.081% | 24,265,445 | 2,426,545 | ||
Total Investments (101.3%) (Cost $86,922,968) | 131,027,303 | |||||
Other Assets and Liabilities—Net (-1.3%) | (1,635,407) | |||||
Net Assets (100%) | 129,391,896 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,611,338,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2021, the aggregate value of these securities was $65,379,000, representing 0.1% of net assets. |
4 | “Other” represents securities that are not classified by the fund’s benchmark index. |
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 $1,667,457,000 was received for securities on loan, of which $1,638,204,000 is held in Vanguard Market Liquidity Fund and $29,253,000 is held in cash. |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | June 2021 | 2,871 | 319,040 | (13,382) |
E-mini S&P Mid-Cap 400 Index | June 2021 | 1,411 | 367,608 | (3,121) |
(16,503) |
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) |
Alcoa Corp. | 9/2/21 | BOANA | 4,910 | (0.119) | 1,586 | — |
Avalara Inc. | 9/2/21 | BOANA | 14,125 | (0.119) | — | (2,117) |
Bandwidth Inc. Class A | 9/2/21 | BOANA | 22,170 | (0.119) | — | (4,438) |
National Fuel Gas Co. | 9/2/21 | BOANA | 1,466 | (0.110) | 34 | — |
National Fuel Gas Co. | 9/2/21 | BOANA | 2,961 | (0.106) | 37 | — |
Over-the-Counter Total Return Swaps (continued) | ||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid)1 (%) | Value and Unrealized Appreciation ($000) | Value and Unrealized (Depreciation) ($000) |
Ollie's Bargain Outlet Holdings Inc. | 2/2/22 | GSI | 28,284 | (0.108) | — | (2,185) |
Penn National Gaming Inc. | 9/2/21 | BOANA | 49,812 | (0.110) | — | (7,885) |
United Therapeutics Corp. | 9/2/21 | BOANA | 20,062 | (0.119) | 9 | — |
1,666 | (16,625) |
1 | Based on 1M USD London Interbank Offered Rate (LIBOR) as of the most recent payment date. Floating interest payment received/paid monthly. |
1M—1-month. | |
BOANA—Bank of America, N.A. | |
GSI—Goldman Sachs International. |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund’s target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily
to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
D. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2021, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 128,598,883 | — | 1,875 | 128,600,758 |
Temporary Cash Investments | 2,426,545 | — | — | 2,426,545 |
Total | 131,025,428 | — | 1,875 | 131,027,303 |
Derivative Financial Instruments | ||||
Assets | ||||
Swap Contracts | — | 1,666 | — | 1,666 |
Liabilities | ||||
Futures Contracts1 | 16,503 | — | — | 16,503 |
Swap Contracts | — | 16,625 | — | 16,625 |
Total | 16,503 | 16,625 | — | 33,128 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |