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PROCTER & GAMBLE Co — Annual Report 2022
Dec 12, 2022
29757_rns_2022-12-12_4cc69000-7a43-46c2-9e8f-7285b3f81c53.zip
Annual Report
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11-K 1 pgsavingsplan2022.htm THE PROCTER & GAMBLE SAVINGS PLAN 2022 Licensed to: The Procter & Gamble Company Document created using Broadridge PROfile 22.10.1.5080 Copyright 1995 - 2022 Broadridge
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 11-K
\ X\ ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 [NO FEE REQUIRED] FOR THE FISCAL YEAR ENDED JUNE 30, 2022, OR
\ \ TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 [NO FEE REQUIRED] for the transition period from ___ to ___
Commission file number 001-00434
A. Full title of the plan and the address of the plan, if different from that of the issuer named below: The Procter & Gamble Savings Plan, c/o The Procter & Gamble Company, Two Procter & Gamble Plaza, Cincinnati, Ohio 45202.
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: The Procter & Gamble Company, Two Procter & Gamble Plaza, Cincinnati, Ohio 45202
REQUIRED INFORMATION
ITEM 4. Plan Financial Statements and Schedules Prepared in Accordance with the Financial Reporting Requirements of ERISA.
EXHIBITS:
23.1 Consent of Independent Registered Public Accounting Firm
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the Trustees (or other persons who administer the Employees’ Savings Plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
THE PROCTER & GAMBLE SAVINGS PLAN
Date: December 12, 2022
By: /s/ Kyle Scheidler
| Kyle Scheidler |
|---|
| Group Manager |
The Procter & Gamble Savings Plan Employer ID No.: 31-0411980 Plan Number: 042 Financial Statements as of and for the Years Ended June 30, 2022 and June 30, 2021, Supplemental Schedule as of June 30, 2022, and Report of Independent Registered Public Accounting Firm
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THE PROCTER & GAMBLE SAVINGS PLAN
| TABLE OF CONTENTS | |
|---|---|
| Page | |
| REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | 3 |
| FINANCIAL STATEMENTS: | |
| Statements of Net Assets Available for Benefits as of June 30, 2022 and June 30, 2021 | 4 |
| Statements of Changes in Net Assets Available for Benefits for the Years Ended June 30, 2022 and June 30, 2021 | 5 |
| Notes to Financial Statements as of and for the Years Ended June 30, 2022 and June 30, 2021 | 6-12 |
| SUPPLEMENTAL SCHEDULE - | 13 |
| Form 5500, Schedule H, Part IV, Line 4i - Schedule of Assets (Held at End of Year) as of June 30, 2022 | 14-61 |
| NOTE: | All other schedules required by Section 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. |
-2-
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To The Procter & Gamble U.S. Business Services Company and the Plan Participants
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of The Procter & Gamble Savings Plan (the "Plan") as of June 30, 2022 and 2021, the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of June 30, 2022 and 2021, and the changes in net assets available for benefits for the years then ended, in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Report on Supplemental Schedule
The supplemental schedule of assets (held at end of year) as of June 30, 2022, has been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedule is the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ Deloitte & Touche LLP
Cincinnati, Ohio
December 12, 2022
We have served as the auditor of the Plan since at least 2008; however, an earlier year could not be reliably determined.
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| THE PROCTER & GAMBLE SAVINGS PLAN | ||
|---|---|---|
| STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS | ||
| AS OF JUNE 30, 2022 AND JUNE 30, 2021 | ||
| 2022 | 2021 | |
| PARTICIPANT-DIRECTED INVESTMENTS — At | ||
| fair value: | ||
| The Procter & Gamble Company common stock | $ 1,296,596,420 | $ 1,277,599,236 |
| The J.M. Smucker Company common stock | 1,408,878 | 1,547,843 |
| Separately managed accounts | 513,887,624 | - |
| Common collective trusts | 2,277,771,462 | 3,233,417,118 |
| Total participant-directed investments — at fair value | 4,089,664,384 | 4,512,564,197 |
| RECEIVABLES: | ||
| Accrued investment income | 210,984 | 22,610 |
| Notes receivable from participants | 19,178,415 | 18,134,975 |
| Total receivables | 19,389,399 | 18,157,585 |
| Total assets | 4,109,053,783 | 4,530,721,782 |
| LIABILITIES — | ||
| Accrued investment management expense | 376,359 | 210,260 |
| Total liabilities | 376,359 | 210,260 |
| NET ASSETS AVAILABLE FOR BENEFITS | $ 4,108,677,424 | $ 4,530,511,522 |
| See notes to financial statements. |
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| THE PROCTER & GAMBLE SAVINGS PLAN | ||
|---|---|---|
| STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS | ||
| FOR THE YEARS ENDED JUNE 30, 2022 AND JUNE 30, 2021 | ||
| 2022 | 2021 | |
| INVESTMENT INCOME: | ||
| Net (depreciation) appreciation in fair value of investments | $ (326,642,954) | $ 929,371,999 |
| Interest | 716,907 | 388,387 |
| Dividends | 32,430,325 | 31,445,691 |
| Total investment (loss) income — net | (293,495,722) | 961,206,077 |
| INTEREST INCOME ON NOTES RECEIVABLE | ||
| FROM PARTICIPANTS | 768,573 | 835,961 |
| CONTRIBUTIONS: | ||
| Employee contributions | 186,129,295 | 168,263,700 |
| Employee rollovers | 6,920,850 | 7,957,436 |
| Total contributions | 193,050,145 | 176,221,136 |
| DEDUCTIONS: | ||
| Benefits paid to participants | 320,304,234 | 282,257,748 |
| Administrative expenses | 2,245,207 | 2,230,829 |
| Total deductions | 322,549,441 | 284,488,577 |
| NET (DECREASE) INCREASE IN NET ASSETS | ||
| PRIOR TO TRANSFER | (422,226,445) | 853,774,597 |
| TRANSFERS FROM OTHER QUALIFIED PLANS — Net | 392,347 | 131,402 |
| NET (DECREASE) INCREASE IN NET ASSETS | (421,834,098) | 853,905,999 |
| NET ASSETS AVAILABLE FOR BENEFITS: | ||
| Beginning of year | 4,530,511,522 | 3,676,605,523 |
| End of year | $ 4,108,677,424 | $ 4,530,511,522 |
| See notes to financial statements. |
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THE PROCTER & GAMBLE SAVINGS PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF AND FOR THE YEARS ENDED JUNE 30, 2022 AND 2021
- DESCRIPTION OF THE PLAN
The following brief description of The Procter & Gamble Savings Plan (the “Plan”) is provided for general information only. Participants should refer to the Plan agreement for more complete information.
General — The Plan is a voluntary defined contribution plan that covers substantially all domestic employees of The Procter & Gamble Company (the “Company”) and certain of its subsidiaries. The Plan is the Company’s active 401(k) plan with ongoing contributions funded by employee contributions. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA). Participants are able to choose either a traditional 401(k) or a Roth 401(k).
The Gillette Company Employee Stock Ownership Plan (the “Gillette ESOP”), another qualified plan sponsored by the Company, transferred balances for terminated employees who were not eligible for retiree medical coverage under the Company’s health care plan(s) to the Plan, as allowed under both the Gillette ESOP and the Plan. Balances are also transferred to the Gillette ESOP when certain employees retire and are eligible to pay the same rate as P&G retirees. Transfers between the Plan and the Gillette ESOP are shown in Transfers from Other Qualified Plans - Net.
The recordkeeper for the Plan is Alight Solutions, LLC. The custodian for the Plan is Northern Trust.
Contributions — The Plan allows contributions by eligible employees. Participants can elect to contribute a portion of their compensation, as defined by the Plan, up to Plan and Internal Revenue Service (IRS) limits. Participants can rollover balances from conduit individual retirement accounts and qualified plans of former employers. In accordance with IRS regulations, participants age 50 or older are eligible to contribute an additional $6,500 as a “catch‑up” contribution in excess of the maximum 401(k) contributions for the calendar years ended December 31, 2022 and 2021 of $20,500 $19,500, respectively.
Qualified Non-Elective Contributions (QNEC) — QNEC are recorded to provide for certain participants who were not given the opportunity to contribute their elected amounts due to certain administrative errors. There were no QNEC for the years ended June 30, 2022 and 2021. When recorded, the QNEC are immediately 100% vested to the employees. The contributions are made in accordance with IRS regulations and do not affect the tax status of the Plan and are reflected as employer contributions on the statements of changes in net assets available for benefits.
Participant Accounts — Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the participant’s contribution, an allocation of the Plan’s earnings or losses, administrative expenses, and participant withdrawals. The benefit to which a participant is entitled is limited to the benefit that can be provided from their account. Participants can allocate their account to one or all investment options offered by the Plan.
Investments — Participants may direct the investment of their accounts into various investment options offered by the Plan. The Plan currently offers common stocks, common collective trust funds, short-term investment funds and separately managed accounts as investment options for participants.
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Vesting — Participants are 100% vested in the assets in their Plan accounts.
Notes Receivable from Participants — The Plan has a loan feature under which active participants may borrow up to 50% of the current value of their vested account balances exclusive of amounts attributable to previous Company contributions (up to a maximum of $50,000) and at an interest rate equal to the prime rate plus 1%. Loans are repaid via payroll deduction over a period of up to 54 months, except for loans used to purchase a primary residence, which are repaid via payroll deduction over a period of up to 114 months. Principal and interest paid is credited to applicable funds in the borrower’s account. Participants who are former employees are not allowed to borrow against their account balances. Upon participant termination or retirement, the outstanding loan balance is treated as a distribution to the participant if repayment is not made by the participant within 90 days of separation, or if an on‑going repayment arrangement has not been made with the Plan. Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms of the Plan document. As of June 30, 2022 and 2021, participant loans have maturities through 2031 and 2030, respectively, at interest rates ranging from 4.21 percent to 10.5 percent.
Payment of Benefits — The Plan provides for benefits to be paid upon retirement, disability, death, or separation other than retirement as defined by the Plan document. Plan benefits may be made in a lump sum of cash and/or shares of Company common stock in monthly installments, or variable amounts paid monthly. Retired or terminated employees shall commence required minimum benefit payments after the attainment of age 70 ½ (if age 70 ½ prior to January 1, 2020) or age 72 (if age 72 January 1, 2020 or later).
A participant may withdraw any portion of after‑tax contributions, which were derived from previously merged plans, once in any three‑month period. Participants who have attained age 59 1/2 or have demonstrated financial hardship may withdraw all or any portion of their before‑tax contributions once in any six month period. Account balances attributable to non-active employees are $1,734,393,659 and $1,826,064,998 as of June 30, 2022 and 2021, respectively.
Plan Amendment — The Company has the right to amend the Plan at any time. However, no amendment can reduce the amount of any participant’s account or the participant’s vested percentage of that account.
- SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (GAAP).
Use of Estimates — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein and disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Market risks include global events which could impact the value of investment securities, such as a pandemic or international conflict. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
-7-
Concentrations of Investments — Included in investments at June 30, 2022 and 2021, are shares of P&G common stock of $1,296,596,420 and $1,277,599,236, respectively. This investment represents 31.7 percent and 28.3 percent of total investments at June 30, 2022 and 2021, respectively. A significant decline in the market value of P&G common stock would significantly affect the net assets available for benefits.
Investment Valuation and Income Recognition — The Plan’s investments are stated at fair value. Fair value of a financial instrument is the price that would be received to sell an asset in an orderly transaction between market participants at the measurement date. Quoted market prices, when available, are used to value investments. The cost of securities sold, transferred, or distributed is determined by the weighted‑average cost of securities allocated to the participant’s account.
Purchases and sales of securities are recorded on a trade‑date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex‑dividend date. Net appreciation (depreciation) includes the Plan’s gains (losses) on investments bought and sold as well as held during the year.
Management fees and operating expenses charged to the Plan for investments are deducted from income earned daily and are not separately reflected. Consequently, management fees and operating expenses are reflected as a reduction of investment return for such investments.
Administrative Expenses — Investment management expenses are paid by the Plan and are netted against investment income. Loan processing fees are paid by the participants through reduction in their investment balances. Recordkeeping fees of the Plan are paid by the Plan and/or participants through a reduction in their investment balances. In addition, fees paid to other vendors are paid by the Plan.
During the plan year, the Plan’s fiduciaries retained a third-party benefits consultant to benchmark the fees participants pay for the Plan. The result of the benchmarking for the Plan was that the Plan fees were reasonable, trending below the average of the benchmark group.
Payment of Benefits — Benefit payments to participants are recorded upon distribution. There were 9 and 11 participants who elected to withdrawal a total of $329,590 and $2,330,038 from the Plan but had not yet been paid at June 30, 2022 and 2021, respectively.
- FAIR VALUE MEASUREMENTS
ASC 820, Fair Value Measurements and Disclosures , provides a framework for measuring fair value. That framework provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value, as follows: Level 1, which refers to securities valued using unadjusted quoted prices from active markets for identical assets; Level 2, which refers to securities not traded on an active market but for which observable market inputs are readily available; and Level 3, which refers to securities valued based on significant unobservable inputs. There are no Level 2 or Level 3 investments in this plan. Assets are valued in their entirety based on the lowest level of input that is significant to the fair value measurement.
Asset Valuation Methodologies — Valuation methodologies maximize the use of relevant observable inputs and minimize the use of unobservable inputs. There have been no changes in the methodologies used at June 30, 2022 and 2021.
Common Stocks — Valued at the closing price reported on the active market on which the individual securities are traded.
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Common Collective Trust Funds — The Plan uses net asset values as a practical expedient to determine the fair value of the common collective trust funds. Net asset value is based on the fair value of the underlying investments held by the fund less its liabilities. Participant transactions (purchases and sales) may occur daily. Redemption for common collective trusts is permitted daily with no other restrictions or notice periods and there are no unfunded commitments. In accordance with GAAP, the common collective trust funds measured at net asset value have not been classified in the fair value hierarchy. The fair value amounts presented in the table below are intended to permit reconciliation to the amounts presented in the Statement of Net Assets Available for Benefits.
Separately Managed Accounts — The Plan’s portfolio of individual securities is managed on the participant’s behalf. Unlike a mutual fund or exchanged-traded fund, the Plan directly owns the individual securities instead of pooling participant assets with other investors. The individual assets of a separately managed account (SMA) are held in the name of the Plan (the Plan owns the underlying securities) and are considered separately as individual investments for accounting, auditing and financial statement reporting purposes. The Plan’s separately managed accounts that are available as investment options for the Plan participants are Procter & Gamble Savings Plan – Russell 2000 Index Separately Managed Account and P&G Savings Short-Term Invested Unitized Account.
Transfers between Levels — The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. The Plan’s policy is to recognize transfers between levels at the actual date of the event or change in circumstances that caused the transfer.
We evaluate the significance of transfers between levels based upon the nature of the financial instrument and size of the transfer relative to total net assets available for benefits. For the years ended, June 30, 2022 and 2021, there were no transfers between levels.
Securities Lending – The Procter & Gamble Savings Plan – Russell 2000 Index Separately Managed Account (also referred to as the Small Cap Equity SL Fund) has a securities lending (SL) program. An agreement was established between BlackRock, Inc. (BlackRock), the Fund Manager, and the Company to lend securities held in the Plan account to third-parties. The fair value of the securities loaned by the Plan is $163,778,393 at June 30, 2022. The collateral and the securities loaned are marked-to-market on a daily basis so that all loaned securities are fully collateralized at all times.
The SL program for the Small Cap Equity SL Fund has been designed by BlackRock to largely mitigate SL financial risks. SL could result in a loss, if either a) the borrower fails to timely return the on-loan securities or does not return the on-loan securities at all, or b) the collateral for the security on loan is reinvested and declines in value. These two risks have been in principle mitigated as the Fund Manager (BlackRock) of the Small Cap Equity SL Fund provides a full indemnification to replace on loan securities if borrowers default, and our SL agreement requires BlackRock to hold received collateral, thereby eliminating the reinvestment risk. The remaining financial risk is estimated to be very small as is requires simultaneously that a) the borrower of the securities defaults, b) the posted collateral is insufficient to purchase replacement securities and c) the Fund Manager (BlackRock) defaults at the same time, and hence would be unable to honor its indemnification and other contractual requirements. This already small risk is further mitigated as BlackRock requires collaterals to be marked-to-market daily. If the value of the collateral declines, the borrower is required to provide additional collateral until the collateral covers 102% to 105% of the value of the loaned securities.
The following table sets forth by level within the fair value hierarchy a summary of the Plan’s investments measured at fair value on a recurring basis at June 30, 2022 and 2021.
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| Fair Value Measurements | ||
|---|---|---|
| Quoted Prices in Active Markets | ||
| For Identical Assets | ||
| 2022 | 2021 | |
| Investments Measured at Fair Value: | ||
| Common Stock - Level 1 | $ 1,298,005,298 | $ 1,279,147,079 |
| Separately Managed Accounts: | ||
| Common Stock - Level 1 | 315,268,684 | - |
| Money Market Fund - Level 1 | 198,618,940 | - |
| Total Investments Measured at Fair Value | 1,811,892,922 | 1,279,147,079 |
| Investments measured at NAV: | ||
| Common Collective Trusts | 2,277,771,462 | 3,233,417,118 |
| Total Investments | $ 4,089,664,384 | $ 4,512,564,197 |
Investment Reclassification – For the year ended June 30, 2022, separately managed accounts totaling $513,887,624 were reclassified from Investments measured at NAV. The underlying holdings of the SMAs were reported within the fair value hierarchy as Level 1.
- EXEMPT PARTY‑IN‑INTEREST TRANSACTIONS
Certain Plan investments are shares of P&G common stock and funds managed by Northern Trust, BlackRock, and State Street Global Advisors. Transactions with the recordkeeper, trustee, custodian, and investment manager qualify as party‑in‑interest transactions. Fees paid by the Plan for investment management services were included as a reduction of the return earned on each fund.
At June 30, 2022 and 2021, the Plan held 9,021,937 and 9,461,131 shares, respectively, of common stock of the Company, the sponsoring employer, with a cost basis of $647,011,465 and $637,714,763, respectively. During the years ended June 30, 2022 and 2021, the Plan recorded dividend income on Company common stock of $32,385,050 and $31,400,795, respectively.
During the years ended June 30, 2022 and 2021, the Plan’s investment in Company common stock, including gains and losses on investments bought and sold as well as held during the year, appreciated in value by $85,641,406 and $152,003,928, respectively.
- PLAN TERMINATION
Although it has not expressed any intent to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions set forth in ERISA. In the event of Plan termination, the net assets of the Plan will be distributed to the participants in an order of priority determined in accordance with ERISA and its applicable regulations and the Plan document.
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- FEDERAL INCOME TAX STATUS
The Internal Revenue Service has determined and informed the Company by a letter dated September 20, 2017, that the Plan and related trust were designed in accordance with the applicable regulations of the Internal Revenue Code. The Plan has been amended since receiving the determination letter from the IRS. The Plan is subject to routine audits by taxing jurisdictions at any time. The Plan has been amended since receiving the determination letter. However, the Company and Plan management have concluded that the Plan, as designed and operated, complies with the applicable requirements of the Internal Revenue Code and the Plan and related trust remain tax‑exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.
- RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements as of June 30, 2022 and 2021, to Form 5500:
| 2022 | 2021 | |
|---|---|---|
| Net assets available for benefits per the financial | ||
| statements | $ 4,108,677,424 | $ 4,530,511,522 |
| Less: certain deemed distributions of participant loans | (2,117,918) | (2,052,837) |
| Net assets available for benefits per the Form 5500 | $ 4,106,559,506 | $ 4,528,458,685 |
The following is a reconciliation of investment income on notes receivable from participants per the financial statements for the year ended June 30, 2022, to Form 5500:
| Investment income on notes receivable from participants | $ 768,573 |
|---|---|
| Less: interest on deemed distribution | (3,615) |
| Interest on participant loans per the Form 5500 | $ 764,958 |
The following is a reconciliation of the increase in net assets per the financial statements for the year ended June 30, 2022, to Form 5500 net income:
| Net decrease in assets available for benefits per the financial | |
|---|---|
| statements prior to net transfers | $ (422,226,445) |
| Plus: previously deemed distribution of participant loans | 218,069 |
| Less: certain deemed distributions of participant loans and related interest | (283,150) |
| Net loss per the Form 5500 | $ (422,291,526) |
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The following is a reconciliation of benefits paid to participants per the financial statements for the year ended June 30, 2022 to Form 5500:
| Benefits paid to participants per the financial statements | $ 320,304,234 |
|---|---|
| Less: previously deemed distributions of participant loans | (218,069) |
| Plus: current deemed distributions | 279,535 |
| Benefits paid to participants per the Form 5500 | $ 320,365,700 |
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SUPPLEMENTAL SCHEDULE
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| THE PROCTER & GAMBLE SAVINGS PLAN | ||
|---|---|---|
| FORM 5500, SCHEDULE H, PART IV, LINE 4i — SCHEDULE OF ASSETS (HELD AT END OF YEAR) | ||
| AS OF JUNE 30, 2022 | ||
| EIN: 31-0411980 | ||
| PLAN: 042 | ||
| Identity of Issuer | Description of Investment | Fair Value |
| INVESTMENTS AT FAIR VALUE: | ||
| The Procter & Gamble Company* | Common stock | $ 1,296,596,420 |
| The J.M. Smucker Company | Common stock | 1,408,878 |
| BlackRock* | Procter & Gamble Savings Plan – Russell 2000 Index SMA*** | 315,268,684 |
| BlackRock* | P&G Savings Short-Term Invested Unitized Account (money market fund) | 198,618,940 |
| Common Collective Trusts | ||
| BlackRock* | US Debt Index Non-Lendable Fund | 312,124,744 |
| BlackRock* | ACWI EX-US Index Non-Lendable | 196,513,224 |
| BlackRock* | Global Equity Index Fund | 481,073,681 |
| BlackRock* | Blackrock Equity Non-Lending Class | 1,051,180,091 |
| State Street Global Advisors* | SSgA US Short Term Government/Credit Bond Index | 88,245,691 |
| State Street Global Advisors* | SSgA Real Return Ex-Natural Resources Equity Non-Lending Series Fund | 146,640,038 |
| Northern Trust* | Short Term Investment Fund | 1,993,993 |
| Total Common Collective Trusts | 2,277,771,462 | |
| Loans to participants* | Various participants, interest rates ranging from | |
| 4.21% to 10.5% various maturities through December 2031** | 17,060,497 | |
| TOTAL INVESTMENTS | $ 4,106,724,881 | |
| * Denotes party-in-interest. | ||
| ** Net of loans deemed distributed of $2,117,918 | ||
| *** See underlying holdings on pages 15-61 |
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Procter & Gamble Savings Plan – Russell 2000 Index Separately Managed Account
Underlying Holdings ***
As of June 30, 2022
| Security Name | Fair Value |
|---|---|
| SHORT-TERM INVESTMENT FUND | $ 4,069,285 |
| BIOHAVEN PHARMACEUTICAL HOLDING CO | 1,238,535 |
| SHOCKWAVE MEDICAL INC | 928,704 |
| CHART INDUSTRIES INC | 839,578 |
| HALOZYME THERAPEUTICS INC | 814,792 |
| SAILPOINT TECHNOLOGIES HOLDINGS IN | 797,352 |
| SOUTHSTATE CORP | 793,333 |
| SOUTHWEST GAS HOLDINGS INC | 785,375 |
| STAG INDUSTRIAL REIT INC | 761,038 |
| AGREE REALTY REIT CORP | 728,441 |
| MATADOR RESOURCES | 720,235 |
| GLACIER BANCORP INC | 720,215 |
| RBC BEARINGS INC | 720,010 |
| INTRA CELLULAR THERAPIES INC | 713,386 |
| EMCOR GROUP INC | 713,204 |
| MURPHY USA INC | 711,651 |
| SELECTIVE INSURANCE GROUP INC | 707,865 |
| FIRST FINANCIAL BANKSHARES INC | 698,653 |
| HEALTHEQUITY INC | 695,917 |
| SILICON LABORATORIES INC | 695,071 |
| TEXAS ROADHOUSE INC | 682,736 |
| OMNICELL INC | 682,159 |
| SAIA INC | 681,876 |
| TENABLE HOLDINGS INC | 681,695 |
| CMC MATERIALS INC | 679,639 |
| INSPIRE MEDICAL SYSTEMS INC | 679,532 |
| KINSALE CAPITAL GROUP INC | 677,668 |
| QUALYS INC | 671,948 |
| ROGERS CORP | 670,164 |
| AMN HEALTHCARE INC | 669,670 |
| ALKERMES | 664,674 |
| VONAGE HOLDINGS CORP | 660,945 |
| EXLSERVICE HOLDINGS INC | 652,525 |
| IRIDIUM COMMUNICATIONS INC | 652,417 |
| BLACK HILLS CORP | 648,453 |
| EXPONENT INC | 643,126 |
| BLACKSTONE MORTGAGE TRUST REIT CLA | 641,197 |
| SYNAPTICS INC | 639,713 |
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| TEGNA INC | 638,830 |
|---|---|
| UNITED BANKSHARES INC | 637,713 |
| LHC GROUP INC | 633,239 |
| SANDERSON FARMS INC | 628,701 |
| LIGHT WONDER INC | 628,444 |
| INDEPENDENCE REALTY INC TRUST | 626,792 |
| ASGN INC | 624,259 |
| RLI CORP | 619,792 |
| LANTHEUS HOLDINGS INC | 616,126 |
| MURPHY OIL CORP | 611,136 |
| VALLEY NATIONAL | 610,765 |
| HELMERICH & PAYNE INC | 606,371 |
| OLD NATIONAL BANCORP | 597,265 |
| ONE GAS INC | 595,610 |
| SIMPSON MANUFACTURING INC | 594,404 |
| POWER INTEGRATIONS INC | 591,529 |
| PORTLAND GENERAL ELECTRIC | 591,028 |
| NOVANTA INC | 589,979 |
| NEW JERSEY RESOURCES CORP | 586,282 |
| S JERSEY INDS INC | 572,221 |
| BROOKFIELD INFRASTRUCTURE CORP CLA | 567,163 |
| UFP INDUSTRIES INC | 567,129 |
| SM ENERGY | 567,075 |
| TERRENO REALTY REIT CORP | 564,712 |
| BALCHEM CORP | 563,850 |
| MEDPACE HOLDINGS INC | 563,358 |
| ESSENT GROUP LTD | 563,116 |
| HEALTHCARE REALTY TRUST REIT INC | 561,843 |
| SPS COMMERCE INC | 561,293 |
| APELLIS PHARMACEUTICALS INC | 560,909 |
| RYMAN HOSPITALITY PROPERTIES REIT | 560,873 |
| PNM RESOURCES INC | 557,019 |
| CHAMPIONX CORP | 554,669 |
| HOULIHAN LOKEY INC CLASS A | 549,432 |
| COMMERCIAL METALS | 547,309 |
| OPTION CARE HEALTH INC | 546,018 |
| SERVISFIRST BANCSHARES INC | 540,839 |
| ENSIGN GROUP INC | 537,800 |
| HOME BANCSHARES INC | 537,777 |
| CADENCE BANK | 537,598 |
| PHYSICIANS REALTY TRUST REIT | 537,128 |
| INTELLIA THERAPEUTICS INC | 533,024 |
| RAPID7 INC | 529,924 |
-16-
| HANCOCK WHITNEY CORP | 528,369 |
|---|---|
| CIVITAS RESOURCES INC | 527,083 |
| HELEN OF TROY LTD | 526,696 |
| MAXIMUS INC | 524,834 |
| PHILLIPS EDISON AND COMPANY INC | 523,167 |
| EVOQUA WATER TECHNOLOGIES CORP | 522,988 |
| UMB FINANCIAL CORP | 522,541 |
| SPIRE INC | 518,285 |
| KITE REALTY GROUP TRUST REIT | 516,245 |
| PS BUSINESS PARKS REIT INC | 514,663 |
| ASBURY AUTOMOTIVE GROUP INC | 512,423 |
| INDEPENDENT BANK CORP | 507,717 |
| BLACKLINE INC | 503,829 |
| LIVENT CORP | 502,402 |
| APPLIED INDUSTRIAL TECHNOLOGIES IN | 501,911 |
| AVIENT CORP | 499,838 |
| ARROWHEAD PHARMACEUTICALS INC | 496,461 |
| INSPERITY INC | 495,756 |
| CASELLA WASTE SYSTEMS INC CLASS A | 495,678 |
| ATKORE INC | 488,265 |
| CELSIUS HOLDINGS INC | 487,623 |
| FIRST INTERSTATE BANCSYSTEM INC CL | 486,893 |
| ORMAT TECH INC | 485,692 |
| CABOT CORP | 485,059 |
| MARQETA INC CLASS A | 481,256 |
| MAGNOLIA OIL GAS CORP CLASS A | 479,873 |
| JOHN BEAN TECHNOLOGIES CORP | 477,456 |
| SEMTECH CORP | 475,600 |
| FLUOR CORP | 473,364 |
| ONTO INNOVATION INC | 471,373 |
| BROADSTONE NET LEASE INC | 471,176 |
| TURNING POINT THERAPEUTICS INC | 470,313 |
| RADIAN GROUP INC | 468,770 |
| FOX FACTORY HOLDING CORP | 466,729 |
| ZIFF DAVIS INC | 466,632 |
| STAAR SURGICAL | 464,875 |
| ZURN WATER SOLUTIONS CORP | 463,162 |
| THE SIMPLY GOOD FOODS COMPANY | 462,456 |
| COMMUNITY BANK SYSTEM INC | 462,197 |
| PATTERSON UTI ENERGY INC | 461,800 |
| SENSIENT TECHNOLOGIES CORP | 460,723 |
| FRANKLIN ELECTRIC INC | 459,926 |
| WATTS WATER TECHNOLOGIES INC CLASS | 458,807 |
-17-
| TRITON INTERNATIONAL LTD | 458,529 |
|---|---|
| LIVANOVA PLC | 458,405 |
| ALLETE INC | 456,368 |
| GATX CORP | 455,923 |
| KARUNA THERAPEUTICS INC | 453,032 |
| CVB FINANCIAL CORP | 452,013 |
| HAEMONETICS CORP | 451,893 |
| INARI MEDICAL INC | 447,442 |
| BOX INC CLASS A | 444,651 |
| HANNON ARMSTRONG SUSTAINABLE INFRA | 440,539 |
| IRHYTHM TECHNOLOGIES INC | 440,438 |
| SABRA HEALTH CARE REIT INC | 439,776 |
| AEROJET ROCKETDYNE HOLDINGS INC | 439,454 |
| CYTOKINETICS INC | 439,026 |
| VARONIS SYSTEMS INC | 438,129 |
| NORTHWESTERN CORP | 438,086 |
| HB FULLER | 437,064 |
| HILTON GRAND VACATIONS INC | 437,014 |
| CNX RESOURCES CORP | 434,923 |
| PERFICIENT INC | 432,502 |
| APPLE HOSPITALITY REIT INC | 431,855 |
| DIGITALOCEAN HOLDINGS INC | 431,385 |
| WORKIVA INC CLASS A | 430,783 |
| AVISTA CORP | 430,662 |
| WELBILT INC | 427,294 |
| KORN FERRY | 426,679 |
| API GROUP CORP | 423,367 |
| UNITED COMMUNITY BANKS INC | 423,354 |
| INNOVATIVE INDUSTRIAL PROPERTIES I | 417,506 |
| DENBURY INC | 416,511 |
| LXP INDUSTRIAL TRUST | 415,574 |
| VIAVI SOLUTIONS INC | 413,755 |
| CALIFORNIA RESOURCES CORP | 413,221 |
| MERIT MEDICAL SYSTEMS INC | 412,506 |
| FORMFACTOR INC | 412,087 |
| BLUEPRINT MEDICINES CORP | 412,010 |
| GOODYEAR TIRE & RUBBER | 411,939 |
| ACI WORLDWIDE INC | 411,444 |
| POTLATCHDELTIC CORP | 411,365 |
| FABRINET | 409,798 |
| AMERICAN STATES WATER | 409,262 |
| MUELLER INDUSTRIES INC | 408,095 |
| ALARM.COM HOLDINGS INC | 408,090 |
-18-
| ACADEMY SPORTS AND OUTDOORS INC | 407,075 |
|---|---|
| HILLENBRAND INC | 406,159 |
| EASTERN BANKSHARES INC | 405,622 |
| EQUITY COMMONWEALTH REIT | 405,159 |
| ARCONIC CORP | 404,874 |
| CALIFORNIA WATER SERVICE GROUP | 404,848 |
| PRESTIGE CONSUMER HEALTHCARE INC | 404,838 |
| WALKER & DUNLOP INC | 404,724 |
| CROCS INC | 404,058 |
| CORPORATE OFFICE PROPERTIES TRUST | 403,771 |
| AMICUS THERAPEUTICS INC | 403,727 |
| COMFORT SYSTEMS USA INC | 402,945 |
| MATSON INC | 399,601 |
| HOSTESS BRANDS INC CLASS A | 399,299 |
| TRINET GROUP INCINARY | 399,277 |
| ABM INDUSTRIES INC | 398,422 |
| BANKUNITED INC | 396,712 |
| DENALI THERAPEUTICS INC | 396,216 |
| ENVESTNET INC | 395,775 |
| BELLRING BRANDS INC | 395,378 |
| VISTEON CORP | 393,293 |
| DORMAN PRODUCTS INC | 393,201 |
| DIODES INC | 392,908 |
| DIGITALBRIDGE GROUP INC CLASS A | 392,616 |
| CATHAY GENERAL BANCORP | 392,440 |
| MANTECH INTERNATIONAL CORP CLASS A | 392,109 |
| AMERICAN EQUITY INVESTMENT LIFE HO | 391,336 |
| CLEARWAY ENERGY INC CLASS C | 390,522 |
| CALLAWAY GOLF | 389,395 |
| MGE ENERGY INC | 386,971 |
| R1 RCM INC | 386,607 |
| ADIENT PLC | 386,109 |
| BRINKS | 385,751 |
| RESIDEO TECHNOLOGIES INC | 384,807 |
| ALLEGHENY TECHNOLOGIES INC | 384,776 |
| PTC THERAPEUTICS INC | 384,296 |
| PBF ENERGY INC CLASS A | 384,138 |
| ESSENTIAL PROPERTIES REALTY TRUST | 384,112 |
| COMMVAULT SYSTEMS INC | 383,690 |
| KOSMOS ENERGY LTD | 382,282 |
| BEACON ROOFING SUPPLY INC | 381,913 |
| FEDERATED HERMES INC CLASS B | 381,480 |
| LCI INDUSTRIES | 380,168 |
-19-
| ASSOCIATED BANCORP | 379,991 |
|---|---|
| SPROUTS FARMERS MARKET INC | 379,294 |
| SUMMIT MATERIALS INC CLASS A | 379,278 |
| ALTAIR ENGINEERING INC CLASS A | 377,790 |
| OTTER TAIL CORP | 377,741 |
| PAPA JOHNS INTERNATIONAL INC | 375,924 |
| INSIGHT ENTERPRISES INC | 375,404 |
| WD-40 | 374,731 |
| ADVANCED ENERGY INDUSTRIES INC | 374,095 |
| GROUP AUTOMOTIVE INC | 373,730 |
| VERINT SYSTEMS INC | 372,722 |
| CONMED CORP | 369,921 |
| BLACKBAUD INC | 369,790 |
| TAYLOR MORRISON HOME CORP | 368,738 |
| TEXAS CAPITAL BANCSHARES INC | 368,375 |
| WHITING PETROLEUM CORP | 367,702 |
| DYCOM INDUSTRIES INC | 367,508 |
| BLOOM ENERGY CLASS A CORP | 366,795 |
| NATIONAL HEALTH INVESTORS REIT INC | 366,509 |
| SPROUT SOCIAL INC CLASS A | 366,306 |
| FIRSTCASH HOLDINGS INC | 366,248 |
| AMERIS BANCORP | 364,634 |
| MR COOPER GROUP INC | 364,608 |
| SIMMONS FIRST NATIONAL CORP CLASS | 363,482 |
| AXONICS INC | 362,518 |
| PATTERSON COMPANIES INC | 362,024 |
| COCA COLA CONSOLIDATED INC | 362,024 |
| MERITAGE CORP | 359,600 |
| PACIFIC PREMIER BANCORP INC | 359,213 |
| PACIRA BIOSCIENCES INC | 358,720 |
| SITE CENTERS CORP | 358,598 |
| EQUITRANS MIDSTREAM CORP | 357,502 |
| SITIME CORP | 356,710 |
| NEOGEN CORP | 356,171 |
| COGENT COMMUNICATIONS HOLDINGS INC | 355,507 |
| SPIRIT AIRLINES INC | 354,906 |
| WSFS FINANCIAL CORP | 353,353 |
| UNIFIRST CORP | 352,797 |
| NUVASIVE INC | 351,740 |
| ATLANTIC UNION BANKSHARES CORP | 350,360 |
| VALARIS LTD | 350,296 |
| SELECT MEDICAL HOLDINGS CORP | 350,025 |
| MERITOR INC | 349,313 |
-20-
| STEVEN MADDEN LTD | 347,417 |
|---|---|
| FIRST BANCORP | 346,349 |
| MOELIS CLASS A | 345,965 |
| SKYLINE CHAMPION CORP | 344,364 |
| EVOLENT HEALTH INC CLASS A | 343,614 |
| INDEPENDENT BANK GROUP INC | 343,353 |
| PEABODY ENERGY CORP | 343,264 |
| LANCASTER COLONY CORP | 341,396 |
| SIGNET JEWELERS LTD | 341,342 |
| OUTFRONT MEDIA INC | 340,729 |
| KULICKE AND SOFFA INDUSTRIES INC | 340,125 |
| ENSTAR GROUP LTD | 339,800 |
| UPWORK INC | 339,379 |
| ALBANY INTERNATIONAL CORP CLASS A | 338,561 |
| WERNER ENTERPRISES INC | 338,535 |
| FORWARD AIR CORP | 337,493 |
| INGEVITY CORP | 336,410 |
| BEAM THERAPEUTICS INC | 335,771 |
| ENERSYS | 334,716 |
| SANMINA CORP | 334,393 |
| MAXLINEAR INC | 333,582 |
| BUMBLE INC CLASS A | 331,410 |
| CUSHMAN AND WAKEFIELD PLC | 331,028 |
| NETSCOUT SYSTEMS INC | 329,868 |
| OASIS PETROLEUM INC | 327,847 |
| HUB GROUP INC CLASS A | 325,756 |
| AMBARELLA INC | 325,598 |
| VISHAY INTERTECHNOLOGY INC | 324,199 |
| CACTUS INC CLASS A | 324,174 |
| AAON INC | 323,686 |
| BADGER METER INC | 323,479 |
| RAMBUS INC | 323,467 |
| INNOSPEC INC | 323,291 |
| HAMILTON LANE INC CLASS A | 323,069 |
| BOISE CASCADE | 321,722 |
| BELDEN INC | 321,165 |
| TRUPANION INC | 320,945 |
| INSMED INC | 320,430 |
| FULTON FINANCIAL CORP | 319,518 |
| INTEGER HOLDINGS CORP | 318,747 |
| CHEGG INC | 318,584 |
| SPX CORP | 318,308 |
| MACOM TECHNOLOGY SOLUTIONS INC | 317,721 |
-21-
| OWENS & MINOR INC | 317,614 |
|---|---|
| VERRA MOBILITY CORP CLASS A | 317,389 |
| HERC HOLDINGS INC | 317,328 |
| SONOS INC | 315,592 |
| ALPHA METALLURGICAL RESOURCE INC | 315,465 |
| GOLAR LNG LTD | 314,519 |
| ALTRA INDUSTRIAL MOTION CORP | 314,254 |
| MOOG INC CLASS A | 313,194 |
| UNITED NATURAL FOODS INC | 313,112 |
| KB HOME | 312,263 |
| ALIGHT INC CLASS A | 311,141 |
| ARCOSA INC | 307,413 |
| KENNEDY WILSON HOLDINGS INC | 307,112 |
| ITRON INC | 306,515 |
| WINGSTOP INC | 305,884 |
| CHESAPEAKE UTILITIES CORP | 305,349 |
| NATIONAL VISION HOLDINGS INC | 305,278 |
| UNITI GROUP INC | 304,181 |
| INTERNATIONAL BANCSHARES CORP | 303,766 |
| EVERTEC INC | 303,375 |
| BRADY NONVOTING CORP CLASS A | 302,667 |
| ABCELLERA BIOLOGICS INC | 300,351 |
| CARGURUS INC CLASS A | 299,528 |
| COVETRUS INC | 298,945 |
| ARCH RESOURCES INC CLASS A | 298,629 |
| O I GLASS INC | 298,382 |
| STEPAN | 295,942 |
| GRAHAM HOLDINGS COMPANY CLASS B | 295,324 |
| PROGYNY INC | 295,293 |
| NU SKIN ENTERPRISES INC CLASS A | 294,960 |
| PEBBLEBROOK HOTEL TRUST REIT | 294,880 |
| PLEXUS CORP | 294,140 |
| Q2 HOLDINGS INC | 293,556 |
| ARTISAN PARTNERS ASSET MANAGEMENT | 293,488 |
| HELIOS TECHNOLOGIES INC | 293,223 |
| SUNSTONE HOTEL INVESTORS REIT INC | 292,213 |
| STONECO LTD CLASS A | 292,030 |
| COLUMBIA BANKING SYSTEM INC | 291,342 |
| TREEHOUSE FOODS INC | 290,482 |
| J AND J SNACK FOODS CORP | 290,213 |
| CHIMERA INVESTMENT CORP | 289,666 |
| PAGERDUTY INC | 289,282 |
| FEDERAL SIGNAL CORP | 289,250 |
-22-
| PRIMO WATER CORP | 288,874 |
|---|---|
| FOUR CORNERS PROPERTY INC TRUST | 288,767 |
| KADANT INC | 287,019 |
| HECLA MINING | 286,685 |
| FOOT LOCKER INC | 286,360 |
| CNO FINANCIAL GROUP INC | 285,315 |
| GLAUKOS CORP | 284,057 |
| MULTIPLAN CORP CLASS A | 283,778 |
| AXOS FINANCIAL INC | 283,609 |
| FATE THERAPEUTICS INC | 282,591 |
| GENTHERM INC | 281,906 |
| JOHN WILEY AND SONS INC CLASS A | 281,784 |
| DUOLINGO INC CLASS A | 280,948 |
| MEDIFAST INC | 280,332 |
| ARVINAS INC | 279,436 |
| RUSH ENTERPRISES INC CLASS A | 279,367 |
| ARBOR REALTY TRUST REIT INC | 277,630 |
| QUAKER CHEMICAL CORP | 277,360 |
| BOOT BARN HOLDINGS INC | 277,087 |
| CORCEPT THERAPEUTICS INC | 276,894 |
| HERBALIFE NUTRITION LTD | 276,259 |
| JACKSON FINANCIAL INC CLASS A | 275,846 |
| TRINITY INDUSTRIES INC | 275,648 |
| FIRST MERCHANTS CORP | 275,592 |
| SEAWORLD ENTERTAINMENT INC | 274,844 |
| INSTALLED BUILDING PRODUCTS INC | 274,761 |
| FOCUS FINANCIAL PARTNERS INC CLASS | 273,127 |
| PROGRESS SOFTWARE CORP | 272,615 |
| MINERALS TECHNOLOGIES INC | 272,472 |
| MILLERKNOLL INC | 272,341 |
| TRONOX HOLDINGS PLC | 271,404 |
| WASHINGTON FEDERAL INC | 271,231 |
| GLOBAL BLOOD THERAPEUTICS INC | 270,648 |
| ENCORE WIRE CORP | 270,504 |
| FRONTDOOR INC | 270,346 |
| PIPER SANDLER COMPANIES | 270,250 |
| BIOCRYST PHARMACEUTICALS INC | 268,446 |
| TWIST BIOSCIENCE CORP | 267,829 |
| BANNER CORP | 267,335 |
| CALIX NETWORKS INC | 265,507 |
| CRACKER BARREL OLD COUNTRY STORE I | 264,830 |
| CBIZ INC | 264,655 |
| GMS INC | 264,419 |
-23-
| RETAIL OPPORTUNITY INVESTMENTS REI | 264,410 |
|---|---|
| KENNAMETAL INC | 264,172 |
| CALLON PETROLEUM | 263,777 |
| CSG SYSTEMS INTERNATIONAL INC | 263,666 |
| YELP INC | 263,510 |
| AEROVIRONMENT INC | 260,738 |
| MAXAR TECHNOLOGIES INC | 259,882 |
| SABRE CORP | 259,406 |
| APPIAN CORP CLASS A | 259,107 |
| INTERDIGITAL INC | 258,218 |
| ENERGIZER HOLDINGS INC | 258,183 |
| MACERICH REIT | 257,441 |
| KONTOOR BRANDS INC | 257,016 |
| TEREX CORP | 256,895 |
| CAL MAINE FOODS INC | 256,339 |
| BANCFIRST CORP | 256,311 |
| FLAGSTAR BANCORP INC | 256,091 |
| FIRST FINANCIAL BANCORP | 255,556 |
| WESBANCO INC | 255,234 |
| WASHINGTON REAL ESTATE INVESTMENT | 254,356 |
| ATRICURE INC | 254,149 |
| EDGEWELL PERSONAL CARE | 253,998 |
| DELEK US HOLDINGS INC | 253,645 |
| INTERNATIONAL GAME TECHNOLOGY PLC | 253,270 |
| MDC HOLDINGS INC | 253,117 |
| TOWNEBANK | 252,712 |
| VIR BIOTECHNOLOGY INC | 252,051 |
| SHOALS TECHNOLOGIES GROUP INC CLAS | 251,304 |
| SEACOAST BANKING OF FLORIDA | 250,278 |
| SUPER MICRO COMPUTER INC | 249,968 |
| MCGRATH RENT | 249,964 |
| DANA INCORPORATED INC | 249,954 |
| SUNNOVA ENERGY INTERNATIONAL INC | 249,819 |
| LIBERTY ENERGY INC CLASS A | 248,629 |
| TECHTARGET INC | 248,619 |
| RLJ LODGING TRUST REIT | 248,451 |
| MUELLER WATER PRODUCTS INC SERIES | 247,890 |
| TRUSTMARK CORP | 247,356 |
| LGI HOMES INC | 247,317 |
| GENWORTH FINANCIAL A INC | 246,913 |
| RED ROCK RESORTS ORS CLASS A INC | 246,130 |
| MEDNAX INC | 245,586 |
| AXCELIS TECHNOLOGIES INC | 245,080 |
-24-
| CARETRUST REIT INC | 244,330 |
|---|---|
| NORTHWEST NATURAL HOLDING COMPANY | 244,260 |
| CAVCO INDUSTRIES INC | 243,812 |
| KAR AUCTION SERVICES INC | 243,351 |
| HAIN CELESTIAL GROUP INC | 242,362 |
| ALLEGIANT TRAVEL | 241,560 |
| ESCO TECHNOLOGIES INC | 241,073 |
| SANDY SPRING BANCORP INC | 240,281 |
| PARK NATIONAL CORP | 239,833 |
| URBAN EDGE PROPERTIES | 239,664 |
| LIVERAMP HOLDINGS INC | 239,620 |
| ICF INTERNATIONAL INC | 239,020 |
| INVENTRUST PROPERTIES CORP | 238,171 |
| MASONITE INTERNATIONAL CORP | 237,866 |
| APPFOLIO INC CLASS A | 237,749 |
| ATLAS AIR WORLDWIDE HOLDINGS INC | 237,707 |
| TRI POINTE HOMES INC | 237,681 |
| TWO HARBORS INVESTMENT REIT CORP | 237,033 |
| PRICESMART INC | 237,024 |
| DIAMONDROCK HOSPITALITY REIT | 236,563 |
| AMERICAN EAGLE OUTFITTERS INC | 236,368 |
| AMKOR TECHNOLOGY INC | 236,114 |
| HEARTLAND FINANCIAL USA INC | 235,947 |
| ARCBEST CORP | 235,669 |
| KRATOS DEFENSE AND SECURITY SOLUTI | 235,530 |
| SCORPIO TANKERS INC | 234,288 |
| ENPRO INDUSTRIES INC | 233,582 |
| XEROX HOLDINGS CORP | 232,358 |
| CONSOL ENERGY INC | 232,086 |
| EASTERLY GOVERNMENT PROPERTIES INC | 232,021 |
| AIR TRANSPORT SERVICES GROUP INC | 231,851 |
| ALLSCRIPTS HEALTHCARE SOLUTIONS IN | 231,467 |
| ACADIA PHARMACEUTICALS INC | 230,822 |
| PROVIDENT FINANCIAL SERVICES INC | 230,636 |
| PJT PARTNERS INC CLASS A | 230,448 |
| SJW GROUP | 229,794 |
| STOCK YARDS BANCORP INC | 229,649 |
| SILVERGATE CAPITAL CLASS A CORP | 229,376 |
| PLANTRONICS INC | 229,350 |
| NEXTIER OILFIELD SOLUTIONS INC | 228,754 |
| SAGE THERAPEUTICS INC | 228,716 |
| XENIA HOTELS RESORTS REIT INC | 228,121 |
| NORTHERN OIL AND GAS INC | 227,163 |
-25-
| ARRAY TECHNOLOGIES INC | 226,619 |
|---|---|
| IOVANCE BIOTHERAPEUTICS INC | 226,519 |
| STRIDE INC | 226,099 |
| HILLTOP HOLDINGS INC | 226,023 |
| NAVIENT CORP | 225,267 |
| CINEMARK HOLDINGS INC | 225,090 |
| BRANDYWINE REALTY TRUST REIT | 224,930 |
| CONSTELLIUM SE CLASS A | 224,464 |
| LAKELAND FINANCIAL CORP | 223,171 |
| STRATEGIC EDUCATION INC | 222,750 |
| PIEDMONT OFFICE REALTY TRUST REIT | 221,715 |
| HOPE BANCORP INC | 221,177 |
| WOLVERINE WORLD WIDE INC | 221,155 |
| DIGITAL TURBINE INC | 221,065 |
| B AND G FOODS INC | 220,678 |
| ADTALEM GLOBAL EDUCATION INC | 220,424 |
| GREIF INC CLASS A | 220,326 |
| COHEN & STEERS INC | 219,767 |
| RENASANT CORP | 219,388 |
| CENTRAL GARDEN AND PET CLASS A | 218,975 |
| TELEPHONE AND DATA SYSTEMS INC | 218,502 |
| COURSERA INC | 218,088 |
| KNOWLES CORP | 217,041 |
| NBT BANCORP INC | 216,669 |
| HORACE MANN EDUCATORS CORP | 216,540 |
| VERITIV CORP | 216,340 |
| WARRIOR MET COAL INC | 216,107 |
| IRONWOOD PHARMA INC CLASS A | 215,450 |
| EMERGENT BIOSOLUTIONS INC | 214,331 |
| XENCOR INC | 214,280 |
| NORTHWEST BANCSHARES INC | 214,208 |
| WINNEBAGO INDUSTRIES INC | 213,713 |
| CHEMOCENTRYX INC | 213,703 |
| VISTA OUTDOOR INC | 213,519 |
| PALOMAR HOLDINGS INC | 213,228 |
| XPERI HOLDING CORP | 213,073 |
| NV5 GLOBAL INC | 212,934 |
| E2OPEN PARENT HOLDINGS INC CLASS A | 212,791 |
| GCP APPLIED TECHNOLOGIES INC | 212,078 |
| BANK OF NT BUTTERFIELD & SON LTD | 212,061 |
| CORNERSTONE BUILDING BRANDS INC | 211,741 |
| MICROSTRATEGY INC CLASS A | 211,618 |
| CSW INDUSTRIALS INC | 210,181 |
-26-
| NEVRO CORP | 209,420 |
|---|---|
| MIDDLESEX WATER | 208,065 |
| CLAROS MORTGAGE TRUST INC | 208,052 |
| BARNES GROUP INC | 207,797 |
| TELLURIAN INC | 207,688 |
| EAGLE BANCORP INC | 207,134 |
| MATERION CORP | 205,780 |
| TRIUMPH BANCORP INC | 205,322 |
| APOLLO MEDICAL HOLDINGS INC | 204,797 |
| VECTOR GROUP LTD | 204,498 |
| GLOBAL NET LEASE INC | 204,074 |
| LTC PROPERTIES REIT INC | 203,736 |
| DYNAVAX TECHNOLOGIES CORP | 203,266 |
| APOLLO COMMERCIAL REAL ESTATE FINA | 202,285 |
| ELF BEAUTY INC | 201,782 |
| SHAKE SHACK INC CLASS A | 201,624 |
| TRAVERE THERAPEUTICS INC | 201,569 |
| BLOOMIN BRANDS INC | 201,484 |
| HNI CORP | 201,063 |
| CANNAE HOLDINGS INC | 200,865 |
| BEYOND MEAT INC | 200,521 |
| UNIVERSAL CORP | 200,134 |
| AMERESCO INC CLASS A | 199,234 |
| MYR GROUP INC | 198,645 |
| NEWMARK GROUP INC CLASS A | 198,206 |
| LINDSAY CORP | 198,167 |
| WEATHERFORD INTERNATIONAL PLC | 198,045 |
| TANGER FACTORY OUTLET CENTERS REIT | 197,715 |
| PRA GROUP INC | 197,471 |
| MYRIAD GENETICS INC | 197,181 |
| AMERICAN ASSETS TRUST REIT INC | 197,060 |
| EMBECTA CORP | 196,711 |
| VERITEX HOLDINGS INC | 196,656 |
| EPLUS | 196,597 |
| ENTERPRISE FINANCIAL SERVICES CORP | 196,503 |
| GRAY TELEVISION INC | 196,397 |
| EVERI HOLDINGS INC | 196,307 |
| WESTAMERICA BANCORPORATION | 196,146 |
| CEREVEL THERAPEUTICS HOLDINGS INC | 196,079 |
| AAR CORP | 195,602 |
| SCHRODINGER INC | 195,276 |
| TRICO BANCSHARES | 195,202 |
| VERACYTE INC | 195,040 |
-27-
| GOLDEN OCEAN GROUP LTD | 194,923 |
|---|---|
| ACUSHNET HOLDINGS CORP | 194,396 |
| SUPERNUS PHARMACEUTICALS INC | 193,851 |
| MONRO INC | 193,732 |
| FB FINANCIAL CORP | 193,355 |
| DAVE AND BUSTERS ENTERTAINMENT INC | 193,140 |
| TENNECO INC CLASS A | 193,084 |
| NMI HOLDINGS INC CLASS A | 192,890 |
| NEXPOINT RESIDENTIAL TRUST INC | 192,781 |
| PING IDENTITY HOLDING CORP | 192,683 |
| LUMINAR TECHNOLOGIES INC CLASS A | 192,452 |
| BRP GROUP INC CLASS A | 192,331 |
| 1LIFE HEALTHCARE INC | 192,166 |
| MGP INGREDIENTS INC | 191,973 |
| TRINSEO PLC | 191,954 |
| WORTHINGTON INDUSTRIES INC | 191,879 |
| GRAFTECH INTERNATIONAL LTD | 191,604 |
| ENCORE CAPITAL GROUP INC | 190,988 |
| US PHYSICAL THERAPY INC | 190,772 |
| ACADIA REALTY TRUST REIT | 190,736 |
| FISKER INC CLASS A | 190,177 |
| FUELCELL ENERGY INC | 189,731 |
| PARSONS CORP | 189,529 |
| NIKOLA CORP | 189,434 |
| SHUTTERSTOCK INC | 189,008 |
| OXFORD INDUSTRIES INC | 188,129 |
| CRYOPORT INC | 188,049 |
| KRYSTAL BIOTECH INC | 187,591 |
| VIRGIN GALACTIC HOLDINGS INC SHS C | 187,336 |
| STEPSTONE GROUP INC CLASS A | 186,921 |
| HURON CONSULTING GROUP INC | 186,911 |
| SAFETY INSURANCE GROUP INC | 186,820 |
| ST JOE | 186,248 |
| PARAMOUNT GROUP REIT INC | 185,037 |
| MADISON SQUARE GARDEN ENTERTAINMEN | 185,012 |
| LIGAND PHARMACEUTICALS INC | 184,775 |
| STONEX GROUP INC | 183,855 |
| STEWART INFO SERVICES CORP | 183,826 |
| AURINIA PHARMACEUTICALS INC | 183,463 |
| CORECIVIC REIT INC | 183,437 |
| ULTRA CLEAN HOLDINGS INC | 183,086 |
| COHU INC | 183,011 |
| METHODE ELECTRONICS INC | 182,644 |
-28-
| CARPENTER TECHNOLOGY CORP | 182,615 |
|---|---|
| AMPHASTAR PHARMACEUTICALS INC | 182,230 |
| GRANITE CONSTRUCTION INC | 181,455 |
| CHEFS WAREHOUSE INC | 181,150 |
| CENTURY COMMUNITIES INC | 181,139 |
| TTEC HOLDINGS INC | 180,520 |
| OSI SYSTEMS INC | 180,449 |
| WORLD FUEL SERVICES CORP | 180,334 |
| PROTO LABS INC | 180,165 |
| PENNYMAC FINANCIAL SERVICES INC | 179,561 |
| INTER PARFUMS INC | 179,508 |
| ALEXANDER AND BALDWIN INC | 178,997 |
| LAUREATE EDUCATION INC | 178,652 |
| PERIMETER SOLUTIONS SA | 178,426 |
| MERIDIAN BIOSCIENCE INC | 178,292 |
| ADAPTHEALTH CORP | 178,091 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | 177,909 |
| CHEESECAKE FACTORY INC | 177,780 |
| ASANA INC CLASS A | 177,699 |
| FASTLY INC CLASS A | 177,668 |
| ARCUS BIOSCIENCES INC | 177,583 |
| SUNPOWER CORP | 177,420 |
| ODP CORP | 177,206 |
| HEALTHCARE SERVICES GROUP INC | 177,025 |
| CORVEL CORP | 176,871 |
| GRIFFON CORP | 176,589 |
| AVANOS MEDICAL INC | 176,015 |
| NELNET INC CLASS A | 175,786 |
| BEAUTY HEALTH COMPANY CLASS A CLAS | 175,230 |
| ADDUS HOMECARE CORP | 175,221 |
| FIRST COMMONWEALTH FINANCIAL CORP | 175,077 |
| RELAY THERAPEUTICS INC | 174,904 |
| JELD WEN HOLDING INC | 174,847 |
| SALLY BEAUTY HOLDINGS INC | 174,783 |
| GIBRALTAR INDUSTRIES INC | 174,685 |
| HARMONY BIOSCIENCES HLDG INC | 174,450 |
| COMPASS DIVERSIFIED | 174,295 |
| TEXTAINER GROUP HOLDINGS LTD | 174,081 |
| PROASSURANCE CORP | 173,586 |
| TTM TECHNOLOGIES INC | 173,300 |
| BRIGHAM MINERALS INC CLASS A | 172,927 |
| PRIVIA HEALTH GROUP INC | 172,420 |
| SILK ROAD MEDICAL INC | 172,379 |
-29-
| COMMSCOPE HOLDING INC | 170,821 |
|---|---|
| KFORCE INC | 170,771 |
| KAISER ALUMINIUM CORP | 170,597 |
| CLEAR SECURE INC CLASS A | 169,840 |
| PHREESIA INC | 169,293 |
| FIRST BANCORP | 169,265 |
| INGLES MARKETS INC CLASS A | 168,989 |
| IMPINJ INC | 168,735 |
| URBAN OUTFITTERS INC | 168,724 |
| CENTERSPACE | 168,319 |
| VIRTUS INVESTMENT PARTNERS INC | 168,284 |
| CENTENNIAL RESOURCE DEVELOPMENT IN | 168,235 |
| 3D SYSTEMS CORP | 168,082 |
| JOBY AVIATION INC CLASS A | 168,079 |
| REVOLUTION MEDICINES INC | 167,750 |
| CELLDEX THERAPEUTICS INC | 167,287 |
| GREEN DOT CORP CLASS A | 166,931 |
| CYTEK BIOSCIENCES INC | 166,637 |
| AGIOS PHARMACEUTICALS INC | 166,630 |
| OFG BANCORP | 166,319 |
| NABORS INDUSTRIES LTD | 165,768 |
| LADDER CAPITAL CORP CLASS A | 165,678 |
| COMPASS MINERALS INTERNATIONAL INC | 165,590 |
| WEIS MARKETS INC | 164,584 |
| FIRST BUSEY CORP | 164,086 |
| VICOR CORP | 163,479 |
| LENDINGCLUB CORP | 163,251 |
| CAPITOL FEDERAL FINANCIAL INC | 163,000 |
| VERICEL CORP | 161,681 |
| JACK IN THE BOX INC | 161,677 |
| LAREDO PETROLEUM INC | 160,975 |
| MOMENTIVE GLOBAL INC | 160,970 |
| FULGENT GENETICS INC | 160,700 |
| TRIMAS CORP | 160,602 |
| CITY HOLDING | 159,840 |
| ZIPRECRUITER INC CLASS A | 159,834 |
| KURA ONCOLOGY INC | 159,801 |
| ARGO GROUP INTERNATIONAL HOLDINGS | 159,604 |
| MERCURY GENERAL CORP | 159,436 |
| PHOTRONICS INC | 159,346 |
| MAGNITE INC | 159,325 |
| SOUTHSIDE BANCSHARES INC | 159,297 |
| ALAMO GROUP INC | 159,276 |
-30-
| LIBERTY LATIN AMERICA LTD CLASS C | 158,589 |
|---|---|
| FIGS INC CLASS A | 158,022 |
| NATIONAL BEVERAGE CORP | 157,880 |
| SYLVAMO CORP | 157,714 |
| PRIMORIS SERVICES CORP | 157,347 |
| REPAY HOLDINGS CORP CLASS A | 157,271 |
| GREENBRIER INC | 157,240 |
| EVO PAYMENTS INC CLASS A | 157,043 |
| NOVAGOLD RESOURCES INC | 156,859 |
| ENERPAC TOOL GROUP CORP CLASS A | 156,782 |
| ANYWHERE REAL ESTATE INC | 156,769 |
| SURGERY PARTNERS INC | 156,746 |
| PATRICK INDUSTRIES INC | 156,712 |
| XOMETRY INC CLASS A | 156,553 |
| HILLMAN SOLUTIONS CORP | 156,410 |
| DUCK CREEK TECH INC | 156,267 |
| VAXCYTE INC | 155,910 |
| EXTREME NETWORKS INC | 155,565 |
| VERIS RESIDENTIAL INC | 155,517 |
| EMPLOYERS HOLDINGS INC | 155,412 |
| KNOWBE4 INC CLASS A | 155,232 |
| ARCHROCK INC | 154,641 |
| RADIUS GLOBAL INFRASTRUCTURE INC C | 154,279 |
| META FINANCIAL GROUP INC | 154,023 |
| OCEANFIRST FINANCIAL CORP | 153,920 |
| NATIONAL BANK HOLDINGS CORP CLASS | 153,807 |
| BERKSHIRE HILLS BANCORP INC | 153,723 |
| NATUS MEDICAL INC | 153,691 |
| MFA FINANCIAL INC | 153,607 |
| LYELL IMMUNOPHARMA INC | 153,572 |
| IVERIC BIO INC | 153,554 |
| CLEARWAY ENERGY INC CLASS A | 152,625 |
| LIVE OAK BANCSHARES INC | 152,471 |
| GETTY REALTY REIT CORP | 152,322 |
| FRONTLINE LTD | 152,197 |
| COMSTOCK RESOURCES INC | 151,821 |
| C3 AI INC CLASS A | 151,558 |
| EVERBRIDGE INC | 150,718 |
| M I HOMES INC | 150,668 |
| AXSOME THERAPEUTICS INC | 150,596 |
| NEW YORK MORTGAGE TRUST REIT INC | 150,357 |
| CAREDX INC | 150,296 |
| RECURSION PHARMACEUTICALS INC CLAS | 150,126 |
-31-
| SFL LTD | 150,046 |
|---|---|
| STURM RUGER INC | 149,132 |
| MALIBU BOATS CLASS A INC | 149,011 |
| PROS HOLDINGS INC | 148,147 |
| OPEN LENDING CORP CLASS A | 148,141 |
| BGC PARTNERS INC CLASS A | 147,714 |
| FRANKLIN BSP REALTY TRUST INC | 147,714 |
| TENNANT | 147,651 |
| ZENTALIS PHARMACEUTICALS INC | 147,581 |
| CTS CORP | 147,539 |
| NOW INC | 147,404 |
| CASSAVA SCIENCES INC | 146,983 |
| SPARTANNASH | 146,868 |
| OCEANEERING INTERNATIONAL INC | 146,690 |
| LEGALZOOM COM INC | 146,552 |
| SHENANDOAH TELECOMMUNICATIONS | 146,542 |
| OVERSTOCK COM INC | 145,983 |
| SKYWEST INC | 145,839 |
| MODIVCARE INC | 145,256 |
| ENERGY RECOVERY INC | 145,203 |
| REVOLVE GROUP CLASS A INC | 144,526 |
| CUSTOMERS BANCORP INC | 144,448 |
| ANDERSONS INC | 143,704 |
| BIGCOMMERCE HOLDINGS INC SERIES | 142,382 |
| BANCORP INC | 142,359 |
| INTERNATIONAL SEAWAYS INC | 142,146 |
| LIONS GATE ENTERTAINMENT NON VOTIN | 142,039 |
| S AND T BANCORP INC | 142,005 |
| DINE BRANDS GLOBAL INC | 142,005 |
| FIRST FOUNDATION INC | 141,640 |
| RENT-A-CENTER INC | 141,538 |
| STEM INC | 140,665 |
| ZUORA INC CLASS A | 140,327 |
| MESA LABORATORIES INC | 140,311 |
| CVR ENERGY INC | 140,298 |
| OPKO HEALTH INC | 140,056 |
| TALOS ENERGY INC | 139,957 |
| TOMPKINS FINANCIAL CORP | 139,802 |
| LA-Z-BOY INC | 139,628 |
| BROOKLINE BANCORP INC | 139,462 |
| PROTERRA INC | 138,982 |
| INFINERA CORP | 138,497 |
| NEOGENOMICS INC | 138,493 |
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| LIVEPERSON INC | 138,303 |
|---|---|
| TUSIMPLE HOLDINGS INC CLASS A | 138,028 |
| GREEN PLAINS INC | 137,915 |
| CERENCE INC | 137,579 |
| STANDEX INTERNATIONAL CORP | 136,920 |
| QURATE RETAIL INC SERIES A | 136,842 |
| PACIFIC BIOSCIENCES OF CALIFORNIA | 136,313 |
| PAR TECHNOLOGY CORP | 136,051 |
| SYNDAX PHARMACEUTICALS INC | 135,931 |
| DIME COMMUNITY BANCSHARES INC | 135,767 |
| PGT INNOVATIONS INC | 135,516 |
| NEXTGEN HEALTHCARE INC | 135,387 |
| EMPIRE STATE REALTY REIT INC TRUST | 135,335 |
| IROBOT CORP | 135,056 |
| FLYWIRE CORP | 134,887 |
| AMERICAN WELL CORP CLASS A | 134,797 |
| REGENXBIO INC | 134,245 |
| AMERISAFE INC | 134,238 |
| XPEL INC | 134,207 |
| SCHOLASTIC CORP | 134,024 |
| MARTEN TRANSPORT LTD | 133,786 |
| KRISPY KREME INC | 133,742 |
| CRINETICS PHARMACEUTICALS INC | 133,348 |
| FRANCHISE GROUP INC | 133,336 |
| BANC OF CALIFORNIA INC | 133,331 |
| REVANCE THERAPEUTICS INC | 133,280 |
| IMMUNOGEN INC | 133,070 |
| VEECO INSTRUMENTS INC | 132,871 |
| WIDEOPENWEST INC | 132,751 |
| ENOVIX CORP | 132,100 |
| PROTHENA PLC | 131,759 |
| APARTMENT INVESTMENT AND MANAGEMEN | 131,731 |
| OFFICE PROPERTIES INCOME TRUST | 131,690 |
| AZZ INC | 131,236 |
| ALIGNMENT HEALTHCARE INC | 131,215 |
| CALERES INC | 131,121 |
| NECESSITY RETAIL REIT INC CLASS A | 131,084 |
| BRINKER INTERNATIONAL INC | 131,034 |
| BRIDGEBIO PHARMA INC | 130,806 |
| IHEARTMEDIA INC CLASS A | 130,793 |
| DELUXE CORP | 130,237 |
| DILLARDS INC CLASS A | 130,136 |
| NOBLE CORP | 129,969 |
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| MANNKIND CORP | 129,791 |
|---|---|
| A10 NETWORKS INC | 129,276 |
| GULFPORT ENERGY CORP | 129,045 |
| COMPASS INC CLASS A | 128,989 |
| MODEL N INC | 128,949 |
| ORION ENGINEERED CARBONS SA | 128,915 |
| AVID TECHNOLOGY INC | 128,634 |
| UNITIL CORP | 128,538 |
| H AND E EQUIPMENT SERVICES INC | 127,960 |
| MONEYGRAM INTERNATIONAL INC | 127,800 |
| WARBY PARKER INC CLASS A | 127,756 |
| AGILYSYS INC | 127,487 |
| ASTEC INDUSTRIES INC | 127,274 |
| INNOVIVA INC | 127,261 |
| AVID BIOSERVICES INC | 127,162 |
| ENOVA INTERNATIONAL INC | 126,952 |
| ENANTA PHARMACEUTICALS INC | 126,542 |
| REDWOOD TRUST REIT INC | 126,513 |
| STEELCASE INC CLASS A | 126,378 |
| CERUS CORP | 125,712 |
| PREMIER FINANCIAL CORP | 125,711 |
| CONNECTONE BANCORP INC | 125,526 |
| ISTAR REIT INC | 125,419 |
| HESKA CORP | 125,415 |
| INDUSTRIAL LOGISTICS PROPERTIES TR | 125,242 |
| STANDARD MOTOR PRODUCTS INC | 125,207 |
| FIBROGEN INC | 125,136 |
| MONTROSE ENVIRONMENTAL GRP INC | 125,115 |
| ADVANSIX INC | 125,066 |
| ARCHAEA ENERGY INC CLASS A | 124,908 |
| GERMAN AMERICAN BANCORP INC | 124,791 |
| MARCUS & MILLICHAP INC | 124,656 |
| FRESH DEL MONTE PRODUCE INC | 124,144 |
| MADRIGAL PHARMACEUTICALS INC | 124,120 |
| CONTEXTLOGIC INC CLASS A | 124,038 |
| ALLOGENE THERAPEUTICS INC | 123,952 |
| LIBERTY MEDIA LIBERTY BRAVES CORP | 123,912 |
| LI CYCLE HOLDINGS CORP | 123,599 |
| PROG HOLDINGS INC | 123,470 |
| G III APPAREL GROUP LTD | 122,938 |
| UTZ BRANDS INC CLASS A | 122,860 |
| FEDERAL AGRICULTURAL MORTGAGE NON | 122,453 |
| AVIDXCHANGE HOLDINGS INC | 122,352 |
-34-
| ADAPTIVE BIOTECHNOLOGIES CORP | 121,827 |
|---|---|
| QCR HOLDINGS INC | 121,801 |
| ORIGIN BANCORP INC | 121,289 |
| LAKELAND BANCORP INC | 121,171 |
| OLO INC CLASS A | 121,006 |
| EXPRO GROUP HOLDINGS NV | 120,776 |
| MATTHEWS INTERNATIONAL CORP CLASS | 120,443 |
| DRIL QUIP INC | 120,280 |
| KKR REAL ESTATE FINANCE INC TRUST | 120,248 |
| READY CAPITAL CORP | 120,213 |
| HERITAGE FINANCIAL CORP | 119,963 |
| NETSTREIT CORP | 119,825 |
| APOGEE ENTERPRISES INC | 119,699 |
| KAMAN CORP | 119,656 |
| REDFIN CORP | 119,645 |
| LEMAITRE VASCULAR INC | 119,478 |
| NICOLET BANKSHARES INC | 119,433 |
| AMC NETWORKS CLASS A INC | 119,421 |
| PROPETRO HOLDING CORP | 119,050 |
| GOOSEHEAD INSURANCE INC CLASS A | 119,016 |
| TIMKENSTEEL CORP | 118,809 |
| BLUCORA INC | 118,772 |
| BROADMARK REALTY CAPITAL INC | 118,646 |
| NATIONAL HEALTHCARE CORP | 118,550 |
| ATRION CORP | 118,226 |
| COMMUNITY HEALTHCARE TRUST INC | 118,189 |
| SERVICE PROPERTIES TRUST | 118,088 |
| B RILEY FINANCIAL INC | 118,004 |
| URANIUM ENERGY CORP | 117,748 |
| SINCLAIR BROADCAST GROUP INC CLASS | 117,504 |
| VIMEO INC | 117,414 |
| DHT HOLDINGS INC | 117,334 |
| UMH PROPERTIES INC | 116,856 |
| SPRINGWORKS THERAPEUTICS INC | 116,674 |
| SCHNITZER STEEL INDUSTRIES INC CLA | 116,582 |
| TRANSMEDICS GROUP INC | 116,522 |
| AMERICAN AXLE AND MANUFACTURING HO | 116,512 |
| ADTRAN INC | 116,504 |
| DOMO INC CLASS B | 116,343 |
| TRIUMPH GROUP INC | 116,234 |
| PAYONEER GLOBAL INC | 116,173 |
| US SILICA HOLDINGS INC | 115,810 |
| BROOKDALE SENIOR LIVING INC | 115,752 |
-35-
| RADNET INC | 115,690 |
|---|---|
| JAMES RIVER GROUP HOLDINGS LTD | 115,400 |
| COEUR MINING INC | 115,246 |
| REATA PHARMACEUTICALS INC CLASS A | 115,026 |
| ARMADA HOFFLER PROPERTIES REIT INC | 114,918 |
| CAMPING WORLD HOLDINGS INC CLASS A | 114,902 |
| ABERCROMBIE AND FITCH CLASS A | 114,802 |
| GLOBALSTAR VOTING INC | 114,602 |
| IMAX CORP | 114,565 |
| DIGI INTERNATIONAL INC | 114,052 |
| WASHINGTON TRUST BANCORP INC | 113,960 |
| PROCEPT BIOROBOTICS CORP | 113,761 |
| ACLARIS THERAPEUTICS INC | 113,746 |
| NEOPHOTONICS CORP | 113,681 |
| BUCKLE INC | 113,529 |
| ELLINGTON FINANCIAL INC | 113,179 |
| PROMETHEUS BIOSCIENCES INC | 113,146 |
| VAREX IMAGING CORP | 112,896 |
| CONSTRUCTION PARTNERS INC CLASS A | 112,594 |
| MYERS INDUSTRIES INC | 112,491 |
| GRID DYNAMICS HOLDINGS INC CLASS A | 112,240 |
| MRC GLOBAL INC | 112,229 |
| GREAT LAKES DREDGE AND DOCK CORP | 112,143 |
| USANA HEALTH SCIENCES INC | 112,013 |
| RPT REALTY | 111,993 |
| EDITAS MEDICINE INC | 111,983 |
| DONNELLEY FINANCIAL SOLUTIONS INC | 111,917 |
| UNISYS CORP | 111,578 |
| CLOVER HEALTH INVESTMENTS CORP CLA | 111,051 |
| GOGO INC | 110,934 |
| SIERRA ONCOLOGY INC | 110,860 |
| SCANSOURCE INC | 110,703 |
| TIDEWATER INC | 110,554 |
| EXP WORLD HOLDINGS INC | 110,461 |
| ROCKET LAB USA INC | 110,024 |
| GOLDEN ENTERTAINMENT INC | 109,989 |
| 2U INC | 109,872 |
| SMART GLOBAL HOLDINGS | 109,630 |
| ACM RESEARCH CLASS A INC | 109,345 |
| COLUMBUS MCKINNON CORP | 109,338 |
| MATTERPORT INC CLASS A | 109,335 |
| SCHWEITZER MAUDUIT INTERNATIONAL I | 109,146 |
| AMPLITUDE INC CLASS A | 108,790 |
-36-
| HARMONIC INC | 108,670 |
|---|---|
| PERDOCEO EDUCATION CORP | 107,634 |
| AMERANT BANCORP INC CLASS A | 107,531 |
| EVENTBRITE CLASS A INC | 107,527 |
| PURECYCLE TECHNOLOGIES INC | 107,382 |
| BALLY S CORP | 107,326 |
| HEALTH CATALYST INC | 107,168 |
| PAR PACIFIC HOLDINGS INC | 107,134 |
| DUCKHORN PORTFOLIO INC | 106,922 |
| GEO GROUP REIT INC | 106,689 |
| SIMULATIONS PLUS INC | 106,602 |
| SUMMIT HOTEL PROPERTIES REIT INC | 106,564 |
| MONARCH CASINO AND RESORT INC | 106,427 |
| FLEX LNG LTD | 106,328 |
| ENERGY FUELS INC | 106,267 |
| MIRION TECHNOLOGIES INC CLASS A | 105,944 |
| CROSS COUNTRY HEALTHCARE INC | 105,650 |
| BENCHMARK ELECTRONICS INC | 105,333 |
| 1ST SOURCE CORP | 105,056 |
| TITAN INTERNATIONAL INC | 104,552 |
| SORRENTO THERAPEUTICS INC | 104,040 |
| SAFEHOLD INC | 104,023 |
| UNIVEST FINANCIAL CORP | 103,948 |
| CONDUENT INC | 103,853 |
| CLEAN ENERGY FUELS CORP | 103,815 |
| CHINOOK THERAPEUTICS INC | 103,803 |
| DESIGNER BRANDS INC CLASS A | 103,762 |
| CEVA INC | 103,667 |
| MARINEMAX INC | 103,556 |
| SUNOPTA INC | 103,163 |
| QUANEX BUILDING PRODUCTS CORP | 103,126 |
| COLUMBIA FINANCIAL INC | 102,834 |
| SAPIENS INTERNATIONAL NV | 102,735 |
| BLUEROCK RESIDENTIAL GROWTH REIT C | 102,584 |
| ICHOR HOLDINGS LTD | 101,816 |
| CARDLYTICS INC | 101,801 |
| KYMERA THERAPEUTICS INC | 101,797 |
| FIRST ADVANTAGE CORP | 101,753 |
| AMERICAN WOODMARK CORP | 101,678 |
| ARCUTIS BIOTHERAPEUTICS INC | 101,585 |
| SONIC AUTOMOTIVE INC CLASS A | 101,465 |
| ALLEGIANCE BANCSHARES INC | 101,348 |
| EW SCRIPPS CLASS A | 100,720 |
-37-
| GOPRO INC CLASS A | 100,530 |
|---|---|
| ACV AUCTIONS INC CLASS A | 100,422 |
| HAWAIIAN HOLDINGS INC | 100,256 |
| UDEMY INC | 100,232 |
| LEMONADE INC | 99,864 |
| ARTIVION INC | 99,837 |
| INTERFACE INC | 99,818 |
| ALPHA AND OMEGA SEMICONDUCTOR LTD | 99,753 |
| METROPOLITAN BANK HOLDING CORP | 99,409 |
| LIGHTWAVE LOGIC INC | 99,388 |
| UNITED FIRE GROUP INC | 99,301 |
| VERU INC | 99,225 |
| PARAGON INC | 99,013 |
| CALAVO GROWERS INC | 98,710 |
| HORIZON BNCP IND | 98,580 |
| PREFERRED BANK | 98,493 |
| JANUS INTERNATIONAL GROUP INC | 98,382 |
| GLADSTONE LAND REIT CORP | 98,346 |
| PEOPLES BANCORP INC | 98,314 |
| ANGIODYNAMICS INC | 98,008 |
| OUTSET MEDICAL INC | 97,675 |
| ATARA BIOTHERAPEUTICS INC | 97,391 |
| RANGER OIL CORP CLASS A | 97,262 |
| GLADSTONE COMMERCIAL REIT CORP | 97,007 |
| SP PLUS CORP | 96,799 |
| GENCO SHIPPING AND TRADING LTD | 96,755 |
| FUNKO INC CLASS A | 96,601 |
| CLEARFIELD INC | 96,518 |
| HANMI FINANCIAL CORP | 96,514 |
| CANO HEALTH INC CLASS A | 96,251 |
| BRIGHTSPIRE CAPITAL INC CLASS A | 96,232 |
| AVIDITY BIOSCIENCES INC | 96,130 |
| KEARNY FINANCIAL CORP | 95,779 |
| CONSENSUS CLOUD SOLUTIONS INC | 95,747 |
| KELLY SERVICES INC CLASS A | 95,303 |
| EAGLE BULK SHIPPING INC | 94,940 |
| HAWKINS INC | 94,867 |
| ARKO | 94,632 |
| ECHOSTAR CORP CLASS A | 94,203 |
| ARMOUR RESIDENTIAL REIT INC | 94,104 |
| WISDOMTREE INVESTMENTS INC | 93,582 |
| INTERNATIONAL MONEY EXPRESS INC | 93,527 |
| UNIVERSAL HEALTH REALTY INCOME TRU | 93,224 |
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| NEKTAR THERAPEUTICS | 93,058 |
|---|---|
| GLOBAL MEDICAL REIT INC | 92,816 |
| CIMPRESS PLC | 92,777 |
| CATALYST PHARMACEUTICALS INC | 92,174 |
| SLEEP NUMBER CORP | 92,045 |
| ANAVEX LIFE SCIENCES CORP | 91,662 |
| PLANET LABS CLASS A | 91,592 |
| GENESCO INC | 90,986 |
| SOMALOGIC INC CLASS A | 90,884 |
| PAYSAFE LTD | 90,488 |
| WABASH NATIONAL CORP | 90,361 |
| PUBMATIC INC CLASS A | 90,351 |
| COSTAMARE INC | 90,242 |
| PDF SOLUTIONS INC | 90,191 |
| CODEXIS INC | 89,862 |
| SQUARESPACE INC CLASS A | 89,454 |
| AMER VANGUARD CORP | 88,975 |
| SUMO LOGIC INC | 88,652 |
| DOUGLAS DYNAMICS INC | 88,548 |
| COWEN INC CLASS A | 88,458 |
| REMITLY GLOBAL INC | 88,259 |
| HEIDRICK AND STRUGGLES INTERNATION | 88,213 |
| PLYMOUTH INDUSTRIAL REIT INC | 88,209 |
| CARS.COM INC | 88,189 |
| JOHN B SANFILIPPO AND SON INC | 88,075 |
| SHYFT GROUP INC | 87,875 |
| ALECTOR INC | 87,752 |
| STERLING INFRASTRUCTURE INC | 87,746 |
| FIRST MID BANCSHARES INC | 87,606 |
| CRA INTERNATIONAL INC | 87,534 |
| MONTAUK RENEWABLES INC | 87,515 |
| CAMDEN NATIONAL CORP | 87,307 |
| MICROVISION INC | 87,045 |
| RESOURCES CONNECTION INC | 86,960 |
| EQRX INC | 86,953 |
| GORMAN-RUPP | 86,655 |
| HOMESTREET INC | 85,843 |
| PIEDMONT LITHIUM INC | 85,818 |
| COMMUNITY TRUST BANCORP INC | 85,814 |
| ACCO BRANDS CORP | 85,778 |
| FLUSHING FINANCIAL CORP | 85,614 |
| INSTEEL INDUSTRIES INC | 85,488 |
| HARBORONE BANCORP INC | 85,457 |
-39-
| ENACT HOLDINGS INC | 85,383 |
|---|---|
| CUTERA INC | 85,313 |
| HERITAGE COMMERCE CORP | 85,082 |
| BLUELINX HOLDINGS INC | 84,648 |
| ECOVYST INC | 84,375 |
| ACCEL ENTERTAINMENT INC CLASS A | 84,302 |
| BERRY | 84,049 |
| CHICOS FAS INC | 84,048 |
| FARMLAND PARTNERS INC | 84,014 |
| ORION OFFICE REIT INC | 83,986 |
| ORTHOPEDIATRICS CORP | 83,970 |
| BORR DRILLING LTD | 83,888 |
| CROSSFIRST BANKSHARES INC | 83,833 |
| BLINK CHARGING | 83,791 |
| TPG RE FINANCE TRUST INC | 83,694 |
| SUN COUNTRY AIRLINES HOLDINGS INC | 83,612 |
| VANDA PHARMACEUTICALS INC | 83,440 |
| ROCKET PHARMACEUTICALS INC | 83,179 |
| COLLEGIUM PHARMACEUTICAL INC | 83,018 |
| N ABLE INC | 82,908 |
| HEARTLAND EXPRESS INC | 82,876 |
| CBL ASSOCIATES PROPERTIES INC | 82,802 |
| NANOSTRING TECHNOLOGIES INC | 82,220 |
| SMITH WESSON BRANDS INC | 82,089 |
| BYLINE BANCORP INC | 81,753 |
| AMERICAS CAR MART INC | 81,687 |
| CENTRAL PACIFIC FINANCIAL CORP | 81,660 |
| NAPCO SECURITY TECHNOLOGIES INC | 81,269 |
| FORGEROCK INC CLASS A | 81,225 |
| BIG LOTS INC | 81,175 |
| EARTHSTONE ENERGY INC CLASS A | 80,890 |
| NORTHFIELD BANCORP INC | 80,838 |
| DECIPHERA PHARMACEUTICALS INC | 80,741 |
| THERAVANCE BIOPHARMA INC | 80,706 |
| MBIA INC | 80,547 |
| TRUEBLUE INC | 80,425 |
| GUESS INC | 80,186 |
| TRUSTCO BANK CORP | 80,122 |
| BRIGHTSPHERE INVESTMENT GROUP INC | 80,090 |
| PAYA HOLDINGS INC CLASS A | 80,049 |
| RESOLUTE FOREST PRODUCTS INC | 80,031 |
| CARDIOVASCULAR SYSTEMS INC | 79,727 |
| DIAMOND OFFSHORE DRILLING INC | 79,639 |
-40-
| A MARK PRECIOUS METALS INC | 79,271 |
|---|---|
| DESKTOP METAL INC CLASS A | 79,211 |
| FIRST BANCSHARES INC | 78,793 |
| YEXT INC | 78,631 |
| 8X8 INC - COM | 78,620 |
| GREAT SOUTHERN BANCORP INC | 78,588 |
| SANA BIOTECHNOLOGY INC | 78,433 |
| CHASE CORP | 78,355 |
| CAMBRIDGE BANCORP | 78,234 |
| CITY OFFICE REIT INC | 78,153 |
| VIAD CORP | 78,136 |
| NEENAH INC | 78,112 |
| FRANKLIN COVEY | 78,090 |
| TG THERAPEUTICS INC | 77,745 |
| THRYV HOLDINGS INC | 77,716 |
| VERTEX ENERGY INC | 77,627 |
| HIBBETT INC | 77,410 |
| DYNEX CAPITAL REIT INC | 77,371 |
| FARO TECHNOLOGIES INC | 77,352 |
| DOCGO INC | 77,126 |
| ENGAGESMART INC | 76,927 |
| MISSION PRODUCE INC | 76,808 |
| SUNCOKE ENERGY INC | 76,776 |
| BROOKFIELD BUSINESS CORP CLASS A | 76,738 |
| INVITAE CORP | 76,731 |
| KINETIK HOLDINGS INC CLASS A | 76,713 |
| AGILITI INC | 76,584 |
| VERVE THERAPEUTICS INC | 76,476 |
| NURIX THERAPEUTICS INC | 76,476 |
| HARSCO CORP | 76,390 |
| ARES COMMERCIAL REAL ESTATE REIT C | 76,389 |
| I3 VERTICALS INC CLASS A | 76,361 |
| MORPHIC HOLDING INC | 76,254 |
| INDIE SEMICONDUCTOR INC CLASS A | 76,198 |
| INOGEN INC | 76,070 |
| Y MABS THERAPEUTICS INC | 75,998 |
| NETGEAR INC | 75,913 |
| CLEARWATER PAPER CORP | 75,903 |
| HANGER INC | 75,896 |
| BRIGHTVIEW HOLDINGS INC | 75,744 |
| WINMARK CORP | 75,490 |
| POWERSCHOOL HOLDINGS INC CLASS A | 75,445 |
| SAUL CENTERS REIT INC | 75,423 |
-41-
| QUANTERIX CORP | 75,364 |
|---|---|
| BRISTOW GROUP INC | 75,067 |
| CTI BIOPHARMA CORP | 74,995 |
| NATIONAL RESEARCH CORP | 74,914 |
| GREEN BRICK PARTNERS INC | 74,875 |
| MARATHON DIGITAL HOLDINGS INC | 74,616 |
| AVEPOINT INC CLASS A | 74,557 |
| DIAMOND HILL INVESTMENT GROUP INC | 74,492 |
| SIGA TECHNOLOGIES INC | 74,471 |
| GERON CORP | 74,273 |
| YORK WATER | 74,229 |
| REPLIMUNE GROUP INC | 74,185 |
| UFP TECHNOLOGIES INC | 74,080 |
| HIMS HERS HEALTH INC CLASS A | 74,079 |
| ATEA PHARMACEUTICALS INC | 74,032 |
| LIFE TIME GROUP HOLDINGS INC | 73,828 |
| ORIGIN MATERIALS INC CLASS A | 73,518 |
| CARRIAGE SERVICES INC | 73,353 |
| RUTHS HOSPITALITY GROUP INC | 73,349 |
| LIONS GATE ENTERTAINMENT VOTING CO | 73,260 |
| FORRESTER RESEARCH INC | 73,147 |
| HEALTHSTREAM INC | 73,119 |
| TOOTSIE ROLL INDUSTRIES INC | 72,998 |
| SMARTRENT INC CLASS A | 72,993 |
| ARLO TECHNOLOGIES INC | 72,951 |
| OLD SECOND BANCORP INC | 72,908 |
| QUINSTREET INC | 72,804 |
| AMBAC FINANCIAL GROUP INC | 72,788 |
| BARRETT BUSINESS SERVICES INC | 72,651 |
| DENNYS CORP | 72,452 |
| GRANITE POINT MORTGAGE TRUST INC | 72,387 |
| COHERUS BIOSCIENCES INC | 72,320 |
| PEAPACK GLADSTONE FINANCIAL CORP | 72,230 |
| MIDLAND STATES BANCORP INC | 72,192 |
| CHATHAM LODGING TRUST REIT | 71,948 |
| MODINE MANUFACTURING | 71,846 |
| CHILDRENS PLACE INC | 71,691 |
| ARGAN INC | 71,617 |
| PMV PHARMACEUTICALS INC | 71,535 |
| CASTLE BIOSCIENCES INC | 71,469 |
| HOLLEY INC | 71,264 |
| CONSOLIDATED COMMUNICATIONS HOLDIN | 71,225 |
| IONQ INC | 71,074 |
-42-
| AGENUS INC | 71,066 |
|---|---|
| FIRST FINANCIAL CORPORATION INDIAN | 70,800 |
| GOSSAMER BIO INC | 70,584 |
| TETRA TECHNOLOGIES INC | 70,478 |
| RELMADA THERAPEUTICS INC | 70,415 |
| BTRS HOLDINGS INC CLASS | 70,173 |
| RPC INC | 70,019 |
| SURMODICS INC | 69,955 |
| CHARGE ENTERPRISES INC | 69,818 |
| ENNIS INC | 69,692 |
| BANK FIRST CORP | 69,594 |
| DIVERSEY HOLDINGS LTD | 69,557 |
| CORSAIR GAMING INC | 69,392 |
| MERCANTILE BANK CORP | 69,363 |
| SIRIUSPOINT LTD | 69,284 |
| ATN INTERNATIONAL INC | 69,098 |
| INTREPID POTASH INC | 69,067 |
| HACKETT GROUP INC | 68,956 |
| PULMONX CORP | 68,875 |
| PC CONNECTION INC | 68,850 |
| AMERICAN SOFTWARE INC CLASS A | 68,664 |
| ANTERIX INC | 68,628 |
| BANK OF MARIN BANCORP | 68,518 |
| ALKAMI TECHNOLOGY INC | 68,339 |
| NGM BIOPHARMACEUTICALS INC | 68,305 |
| SANGAMO THERAPEUTICS INC | 68,231 |
| BJS RESTAURANTS INC | 68,162 |
| CASS INFORMATION SYSTEMS INC | 67,972 |
| WHITESTONE REIT | 67,962 |
| OSCAR HEALTH INC CLASS A | 67,949 |
| RIOT BLOCKCHAIN INC | 67,912 |
| OPTIMIZERX CORP | 67,845 |
| POINT BIOPHARMA GLOBAL INC | 67,828 |
| IDEAYA BIOSCIENCES INC | 67,827 |
| CLARUS CORP | 67,471 |
| CATCHMARK TIMBER TRUST INC CLASS A | 67,462 |
| CBTX INC | 67,273 |
| ALEXANDERS REIT INC | 67,092 |
| URSTADT BIDDLE PROPERTIES REIT INC | 66,987 |
| SOLARWINDS CORP | 66,984 |
| 2SEVENTY BIO INC | 66,950 |
| PITNEY BOWES INC | 66,822 |
| INVESCO MORTGAGE CAPITAL REIT INC | 66,677 |
-43-
| REX AMERICAN RESOURCES CORP | 66,568 |
|---|---|
| OCUGEN INC | 66,461 |
| MOVADO GROUP INC | 66,376 |
| ITEOS THERAPEUTICS INC | 66,353 |
| GEVO INC | 66,350 |
| HCI GROUP INC | 66,337 |
| RADIUS HEALTH INC | 66,337 |
| ORCHID ISLAND CAPITAL INC | 66,300 |
| KOPPERS HOLDINGS INC | 66,267 |
| FARMERS NATIONAL BANC CORP | 66,180 |
| FIRST COMMUNITY BANKSHARES INC | 66,173 |
| SELECT ENERGY SERVICES INC CLASS A | 66,004 |
| CYXTERA TECHNOLOGIES ORS CLASS A I | 65,965 |
| NATIONAL WESTERN LIFE GROUP INC CL | 65,878 |
| ONESPAN INC | 65,807 |
| COMMUNITY HEALTH SYSTEMS INC | 65,674 |
| DORIAN LPG LTD | 65,573 |
| DUCOMMUN INC | 65,421 |
| TREACE MEDICAL CONCEPTS INC | 65,175 |
| RAPT THERAPEUTICS INC | 64,715 |
| DESIGN THERAPEUTICS INC | 64,582 |
| ALPHATEC HOLDNGS INC | 64,517 |
| DXP ENTERPRISES INC | 64,139 |
| NANO X IMAGING LTD | 64,139 |
| TPI COMPOSITES INC | 64,100 |
| KIMBALL ELECTRONICS INC | 63,978 |
| LENDINGTREE INC | 63,758 |
| ONESPAWORLD HOLDINGS LTD | 63,662 |
| SENSEONICS HOLDINGS INC | 63,533 |
| BENSON HILL INC | 63,176 |
| POSHMARK INC CLASS A | 63,147 |
| BIOLIFE SOLUTIONS INC | 63,139 |
| EAGLE PHARMACEUTICALS INC | 63,091 |
| PETIQ INC CLASS A | 63,080 |
| SEER INC CLASS A | 63,017 |
| HELIX ENERGY SOLUTIONS GROUP INC | 62,964 |
| RE MAX HOLDINGS INC CLASS A | 62,943 |
| TUCOWS INC | 62,937 |
| VIZIO HOLDING CORP CLASS A | 62,778 |
| THERMON GROUP HOLDINGS INC | 62,747 |
| WORLD ACCEPTANCE CORP | 62,742 |
| ARROW FINANCIAL CORP | 62,634 |
| ORTHOFIX MEDICAL INC | 62,357 |
-44-
| TITAN MACHINERY INC | 62,210 |
|---|---|
| NLIGHT INC | 62,035 |
| STONERIDGE INC | 62,032 |
| KEROS THERAPEUTICS INC | 61,864 |
| COMPUTER PROGRAMS AND SYSTEMS INC | 61,542 |
| 908 DEVICES | 61,441 |
| SOVOS BRANDS INC | 61,163 |
| PACTIV EVERGREEN INC | 61,144 |
| RMR GROUP INC CLASS A | 61,123 |
| ETHAN ALLEN INTERIORS INC | 61,115 |
| AARONS COMPANY INC | 61,110 |
| DIVERSIFIED HEALTHCARE TRUST | 61,032 |
| SI BONE INC | 60,892 |
| REPUBLIC BANCORP INC CLASS A | 60,892 |
| Ermenegildo Zenga N V (A) | 60,842 |
| CENTRAL GARDEN AND PET | 60,830 |
| TRAVELCENTERS OF AMERICA INC | 60,529 |
| VAXART INC | 60,214 |
| CHANNELADVISOR CORP | 60,157 |
| FUBOTV INC | 60,154 |
| COUCHBASE INC | 60,097 |
| EBIX INC | 60,012 |
| UNITED STATES CELLULAR CORP | 59,889 |
| MIDWESTONE FINANCIAL GROUP INC | 59,826 |
| BUSINESS FIRST BANCSHARES INC | 59,817 |
| VUZIX CORP | 59,803 |
| TELOS CORPORATION CORP | 59,752 |
| DICE THERAPEUTICS INC | 59,628 |
| HERITAGE CRYSTAL INC | 59,609 |
| LSB INDUSTRIES INC | 59,529 |
| ONE LIBERTY PROPERTIES REIT INC | 59,130 |
| GLOBAL INDUSTRIAL | 58,962 |
| BLEND LABS INC CLASS A | 58,962 |
| BANDWIDTH INC CLASS A | 58,850 |
| EQUITY BANCSHARES INC CLASS A | 58,816 |
| RACKSPACE TECHNOLOGY INC | 58,758 |
| HINGHAM INSTITUTION FOR SAVINGS | 58,740 |
| ACCOLADE INC | 58,712 |
| UPLAND SOFTWARE INC | 58,603 |
| TURNING POINT BRANDS INC | 58,492 |
| DANIMER SCIENTIFIC INC CLASS A | 58,446 |
| FRANKLIN STREET PROPERTIES REIT CO | 58,080 |
| STAGWELL INC CLASS A | 57,509 |
-45-
| 23ANDME HOLDING CLASS A | 57,454 |
|---|---|
| FINANCIAL INSTITUTIONS INC | 57,426 |
| HYLIION HOLDINGS CORP CLASS A | 57,425 |
| BUTTERFLY NETWORK INC CLASS A | 57,268 |
| CARA THERAPEUTICS INC | 57,163 |
| W AND T OFFSHORE INC | 57,136 |
| MAXCYTE INC | 57,115 |
| BOSTON OMAHA CORP CLASS A | 57,097 |
| STITCH FIX INC CLASS A | 56,938 |
| DAY ONE BIOPHARMACEUTICALS INC | 56,922 |
| RCI HOSPITALITY HOLDINGS INC | 56,920 |
| EVOLUS INC | 56,863 |
| FRP HOLDINGS INC | 56,850 |
| BAR HARBOR BANKSHARES | 56,737 |
| GANNETT CO INC | 56,599 |
| VSE CORP | 56,558 |
| ANAPTYSBIO INC | 56,556 |
| SPORTSMANS WAREHOUSE HOLDINGS INC | 56,552 |
| ZUMIEZ INC | 56,472 |
| CRESCENT ENERGY CLASS A | 56,285 |
| ADICET BIO INC | 56,181 |
| BIONANO GENOMICS INC | 55,940 |
| KRONOS WORLDWIDE INC | 55,826 |
| PEOPLES FINANCIAL SERVICES CORP | 55,728 |
| INDEPENDENT BANK CORP | 55,681 |
| MITEK SYSTEMS INC | 55,643 |
| EVGO INC CLASS A | 55,568 |
| ARTESIAN RESOURCES CORP CLASS A | 55,464 |
| MIMEDX GROUP INC | 55,416 |
| CNB FINANCIAL CORP | 55,347 |
| FIRST OF LONG ISLAND CORP | 55,307 |
| MERIDIANLINK INC | 55,294 |
| VAALCO ENERGY INC | 55,249 |
| MERSANA THERAPEUTICS INC | 55,163 |
| WEST BANCORPORATION INC | 55,154 |
| TEEKAY TANKERS LTD CLASS A | 55,147 |
| BOWLERO CORP CL A COM | 55,132 |
| LIFESTANCE HEALTH GROUP INC | 55,066 |
| NORDIC AMERICAN TANKERS LTD | 55,022 |
| PETMED EXPRESS INC | 54,964 |
| CS DISCO INC | 54,932 |
| PHIBRO ANIMAL HEALTH CORP CLASS A | 54,731 |
| HAYNES INTERNATIONAL INC | 54,726 |
-46-
| COGENT BIOSCIENCES INC | 54,715 |
|---|---|
| LUXFER HOLDINGS PLC | 54,659 |
| ESPERION THERAPEUTICS INC | 54,613 |
| TRANSCAT INC | 54,594 |
| NKARTA INC | 54,393 |
| BED BATH AND BEYOND INC | 54,287 |
| CAPSTAR FINANCIAL HOLDINGS INC | 54,269 |
| COASTAL FINANCIAL CORP | 53,978 |
| ON24 INC | 53,799 |
| INSTRUCTURE HOLDINGS INC | 53,663 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | 53,463 |
| AFFIMED NV | 53,433 |
| CENTURY ALUMINUM | 53,359 |
| VECTRUS INC | 53,335 |
| LOVESAC COMPANY | 53,268 |
| TUTOR PERINI CORP | 53,189 |
| MANITOWOC INC | 53,029 |
| 5E ADVANCED MATERIALS INC | 52,800 |
| CAPITAL CITY BANK INC | 52,433 |
| VIEWRAY INC | 52,345 |
| ALERUS FINANCIAL CORP | 52,311 |
| CHUYS HOLDINGS INC | 52,290 |
| NUVATION BIO INC CLASS A | 52,251 |
| STERLING CHECK CORP | 52,192 |
| SHOE CARNIVAL INC | 52,188 |
| KEZAR LIFE SCIENCES INC | 52,126 |
| CVENT HOLDING CORP | 52,100 |
| VICTORY CAPITAL HOLDINGS CLASS A I | 52,080 |
| CULLINAN ONCOLOGY INC | 52,049 |
| ARCHER AVIATION INC CLASS A | 51,997 |
| ASSETMARK FINANCIAL HOLDINGS INC | 51,974 |
| METROCITY BANKSHARES INC | 51,892 |
| BANCO LATINOAMERICANO DE COMERCIO | 51,740 |
| FARMERS AND MERCHANTS BANCORP INC | 51,710 |
| SOUTHERN MISSOURI BANCORP INC | 51,687 |
| EZCORP NON VOTING INC CLASS A | 51,661 |
| INTEGRAL AD SCIENCE HOLDING CORP | 51,626 |
| ONEWATER MARINE CLASS A INC | 51,558 |
| INOVIO PHARMACEUTICALS INC | 51,516 |
| SKILLZ INC CLASS A | 51,458 |
| MICROVAST HOLDINGS INC | 51,220 |
| WORKHORSE GROUP INC | 51,150 |
| VISHAY PRECISION GROUP INC | 51,036 |
-47-
| AMERICAN NATIONAL BANKSHARES INC | 50,981 |
|---|---|
| BEAZER HOMES INC | 50,960 |
| THE MARCUS CORP | 50,853 |
| ARCTURUS THERAPEUTICS HOLDINGS INC | 50,809 |
| ANI PHARMACEUTICALS INC | 50,676 |
| EUROPEAN WAX CENTER INC CLASS A | 50,640 |
| PROTAGONIST THERAPEUTICS INC | 50,490 |
| CITIZENS AND NORTHERN CORP | 50,467 |
| REV GROUP INC | 50,415 |
| CTO REALTY GROWTH INC | 50,302 |
| SMARTFINANCIAL INC | 50,277 |
| MID PENN BANCORP INC | 50,272 |
| IDT CORP CLASS B | 50,199 |
| ARIS WATER SOLUTIONS INC CLASS A | 50,090 |
| ALLBIRDS INC CLASS A | 50,005 |
| KINNATE BIOPHARMA INC | 49,999 |
| BABCOCK AND WILCOX ENTERPRISES INC | 49,814 |
| AMYRIS INC | 49,682 |
| HOMETRUST BANCSHARES INC | 49,600 |
| MASTERCRAFT BOAT HOLDINGS INC | 49,531 |
| RITE AID CORP | 49,310 |
| MERCHANTS BANCORP | 49,126 |
| DOUGLAS ELLIMAN INC | 49,098 |
| ADMA BIOLOGICS INC | 48,999 |
| EXCELERATE ENERGY INC CLASS A | 48,625 |
| BRIGHT HEALTH GROUP INC | 48,609 |
| HAVERTY FURNITURE COMPANIES INC | 48,446 |
| WW INTERNATIONAL INC | 48,302 |
| FIRST INTERNET BANCORP | 48,271 |
| WATERSTONE FINANCIAL INC | 48,269 |
| RYERSON HOLDING CORP | 47,945 |
| DMC GLOBAL INC | 47,780 |
| IMAGO BIOSCIENCES INC | 47,655 |
| ERASCA INC | 47,551 |
| KARYOPHARM THERAPEUTICS INC | 47,544 |
| HYSTER YALE MATERIALS HANDLING INC | 47,396 |
| GREIF INC CLASS B | 47,340 |
| NATIONAL PRESTO INDUSTRIES INC | 47,326 |
| AMMO INC | 47,309 |
| CARPARTS COM INC | 47,254 |
| SELECTQUOTE INC | 46,961 |
| SOUTHERN FIRST BANCSHARES INC | 46,946 |
| UNIVERSAL INSURANCE HOLDINGS INC | 46,791 |
-48-
| ROVER GROUP INC CLASS A | 46,789 |
|---|---|
| SOLARIS OILFIELD INFRASTRUCTURE IN | 46,784 |
| ANIKA THERAPEUTICS INC | 46,626 |
| FIVE STAR BANCORP | 46,605 |
| CUE HEALTH INC | 46,589 |
| AXOGEN INC | 46,568 |
| CANTALOUPE INC | 46,502 |
| PENNANT GROUP INC | 46,385 |
| AERIE PHARMACEUTICALS INC | 46,380 |
| OIL STATES INTERNATIONAL INC | 46,287 |
| SENECA FOODS CORP CLASS A | 46,209 |
| OMEGA FLEX INC | 46,169 |
| LIBERTY LATIN AMERICA LTD CLASS A | 46,106 |
| FRONTIER GROUP HOLDINGS INC | 45,876 |
| 22ND CENTURY GROUP INC | 45,870 |
| FLUENCE ENERGY INC CLASS A | 45,855 |
| VIVINT SMART HOME INC CLASS A | 45,814 |
| ORGANOGENESIS HOLDINGS INC CLASS A | 45,613 |
| INHIBRX INC | 45,536 |
| PLAYSTUDIOS INC CLASS A | 45,475 |
| SILVERBOW RESOURCES INC | 45,461 |
| RUSH ENTERPRISES INC CLASS B | 45,393 |
| INTERCEPT PHARMACEUTICALS INC | 45,380 |
| C4 THERAPEUTICS INC | 45,368 |
| LIQUIDITY SERVICES INC | 45,320 |
| CUSTOM TRUCK ONE SOURCE INC | 45,270 |
| ALBIREO PHARMA INC | 45,042 |
| BRIDGEWATER BANCSHARES INC | 44,950 |
| PORTILLO S INC CLASS A | 44,881 |
| ZIMVIE INC | 44,796 |
| FIRST BANCORP INC | 44,773 |
| CORE SCIENTIFIC INC | 44,716 |
| CIVISTA BANCSHARES INC | 44,603 |
| JOHNSON OUTDOORS INC CLASS A | 44,341 |
| ADVANTAGE SOLUTIONS INC CLASS A | 44,202 |
| EDGIO INC | 44,181 |
| CARTER BANKSHARES INC | 44,180 |
| AMNEAL PHARMACEUTICALS INC CLASS A | 44,119 |
| ENTERPRISE BANCORP INC | 44,100 |
| CADRE HOLDINGS INC | 43,943 |
| BLUEGREEN VACATIONS HOLDING CORP C | 43,930 |
| OCULAR THERAPEUTIX INC | 43,914 |
| SUMMIT FINANCIAL GROUP INC | 43,892 |
-49-
| INDUS REALTY TRUST INC | 43,867 |
|---|---|
| TEJON RANCH | 43,844 |
| INSTIL BIO INC | 43,784 |
| HUDSON TECHNOLOGIES INC | 43,731 |
| BLUE FOUNDRY BANCORP | 43,692 |
| DAILY JOURNAL CORP | 43,478 |
| UNIVERSAL ELECTRONICS INC | 43,290 |
| PRIMIS FINANCIAL CORP | 43,289 |
| CIRCOR INTERNATIONAL INC | 43,155 |
| TRICIDA INC | 43,144 |
| MVB FINANCIAL CORP | 43,118 |
| SIERRA BANCORP | 43,004 |
| RBB BANCORP | 42,663 |
| GLATFELTER CORP | 42,635 |
| AEVA TECHNOLOGIES INC | 42,452 |
| WILLDAN GROUP INC | 42,225 |
| TATTOOED CHEF INC CLASS A | 42,216 |
| AMERICAN PUBLIC EDUCATION INC | 41,709 |
| RANPAK HOLDINGS CORP CLASS A | 41,573 |
| IMMUNITYBIO INC | 41,567 |
| WHEELS UP EXPERIENCE INC CLASS A | 41,434 |
| HERSHA HOSPITALITY REIT TRUST CLAS | 41,418 |
| KINIKSA PHARMACEUTICALS LTD CLASS | 41,376 |
| CEDAR REALTY TRUST REIT INC | 41,371 |
| MIRUM PHARMACEUTICALS INC | 41,333 |
| HIRERIGHT HOLDINGS CORP | 41,308 |
| GENERATION BIO | 41,197 |
| SOLID POWER INC CLASS A | 41,119 |
| GUARANTY BANCSHARES INC | 41,071 |
| OPPENHEIMER HOLDINGS NON VOTING IN | 40,837 |
| UTAH MEDICAL PRODUCTS INC | 40,803 |
| RIMINI STREET INC | 40,760 |
| SANDRIDGE ENERGY INC | 40,711 |
| LATHAM GROUP INC | 40,651 |
| ALLIED MOTION TECHNOLOGIES INC | 40,335 |
| RADIANT LOGISTIC INC | 40,313 |
| RAMACO RESOURCES INC | 40,265 |
| BLUEBIRD BIO INC | 40,212 |
| STOKE THERAPEUTICS INC | 40,198 |
| TUPPERWARE BRANDS CORP | 40,018 |
| REGIONAL MANAGEMENT CORP | 39,911 |
| CARIBOU BIOSCIENCES INC | 39,845 |
| VIRIDIAN THERAPEUTICS ORS INC | 39,836 |
-50-
| NORTHWEST PIPE | 39,730 |
|---|---|
| HERON THERAPEUTICS INC | 39,585 |
| ARBUTUS BIOPHARMA CORP | 39,382 |
| BRAEMAR HOTELS RESORTS INC | 39,266 |
| RUSH STREET INTERACTIVE INC CLASS | 39,107 |
| RXSIGHT INC | 39,072 |
| DZS INC | 39,048 |
| KIMBALL INTERNATIONAL INC CLASS B | 39,040 |
| SHORE BANCSHARES INC | 39,035 |
| GCM GROSVENOR INC CLASS A | 38,840 |
| COVENANT LOGISTICS GROUP INC CLASS | 38,689 |
| SITIO ROYALTIES CORP CLASS A | 38,687 |
| AMALGAMATED FINANCIAL | 38,314 |
| SKILLSOFT CORP CLASS A | 38,266 |
| ALTO INGREDIENTS INC | 38,220 |
| SAFE BULKERS INC | 38,101 |
| LL FLOORING HOLDINGS INC | 38,070 |
| BREAD FINANCIAL HOLDINGS INC | 37,987 |
| ENTRAVISION COMMUNICATIONS CORP CL | 37,971 |
| BERKELEY LIGHTS INC | 37,946 |
| BLUE RIDGE BANKSHARES INC | 37,932 |
| NEWPARK RESOURCES INC | 37,479 |
| MONTE ROSA THERAPEUTICS INC | 37,471 |
| CENNTRO ELECTRIC GROUP LTD | 37,415 |
| THIRD COAST BANCSHARES INC | 37,405 |
| FOGHORN THERAPEUTICS | 37,400 |
| OOMA INC | 37,332 |
| IES INC | 37,290 |
| AKERO THERAPEUTICS INC | 37,290 |
| CREDO TECHNOLOGY GROUP HOLDING LTD | 37,248 |
| ASPEN AEROGELS INC | 36,971 |
| VENTYX BIOSCIENCES INC | 36,959 |
| ASTRONICS CORP | 36,866 |
| NATIONAL ENERGY SERVICES REUNITED | 36,741 |
| QUOTIENT TECHNOLOGY INC | 36,712 |
| SOUTH PLAINS FINANCIAL INC | 36,596 |
| THE VITA COCO COMPANY INC | 36,526 |
| BIOXCEL THERAPEUTICS INC | 36,274 |
| EASTMAN KODAK | 36,266 |
| 1-800 FLOWERS.COM INC CLASS A | 36,157 |
| KODIAK SCIENCES INC | 36,023 |
| LANDEC CORP | 35,962 |
| ORRSTOWN FINANCIAL SERVICES INC | 35,892 |
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| LIBERTY MEDIA LIBERTY BRAVES CORP | 35,839 |
|---|---|
| TREDEGAR CORP | 35,770 |
| ENFUSION INC CLASS A | 35,684 |
| DASEKE INC | 35,618 |
| TARSUS PHARMACEUTICALS INC | 35,609 |
| ALTUS POWER INC CLASS A | 35,519 |
| TRUECAR INC | 35,506 |
| BRIGHTCOVE INC | 35,379 |
| GTY TECHNOLOGY HOLDINGS INC | 35,369 |
| LINDBLAD EXPEDITIONS HOLDINGS INC | 35,154 |
| DISTRIBUTION SOLUTIONS GROUP INC | 35,151 |
| MACATAWA BANK CORP | 35,112 |
| VITAL FARMS INC | 35,105 |
| WHOLE EARTH BRANDS INC CLASS A | 34,900 |
| HOME BANCORP INC | 34,881 |
| HYZON MOTORS INC CLASS A | 34,795 |
| EIGER BIOPHARMACEUTICALS INC | 34,719 |
| AURA BIOSCIENCES INC | 34,717 |
| LORDSTOWN MOTORS CORP CLASS A | 34,708 |
| PERELLA WEINBERG PARTNERS CLASS A | 34,619 |
| FARADAY FUTURE INTELLIGENT ELECTRI | 34,614 |
| RILEY EXPLORATION PERMIAN INC | 34,505 |
| APPHARVEST INC | 34,401 |
| SERES THERAPEUTICS INC | 34,303 |
| CINCOR PHARMA INC | 34,251 |
| PARK AEROSPACE CORP | 34,197 |
| VINCO VENTURES INC | 34,174 |
| INFRASTRUCTURE AND ENERGY ALTERNAT | 34,136 |
| TIPTREE INC | 34,048 |
| AXT INC | 34,006 |
| COMTECH TELECOMMUNICATIONS CORP | 33,904 |
| GROUPON INC | 33,810 |
| OLYMPIC STEEL INC | 33,733 |
| ENERGY VAULT HOLDINGS INC | 33,697 |
| BLADE AIR MOBILITY INC CLASS A | 33,651 |
| IDENTIV INC | 33,582 |
| MILLER INDUSTRIES INC | 33,574 |
| INFORMATION SERVICES GROUP INC | 33,550 |
| MOTORCAR PARTS OF AMERICA INC | 33,482 |
| SHOTSPOTTER INC | 33,476 |
| FORESTAR GROUP INC | 33,458 |
| VINTAGE WINE ESTATES INC | 33,436 |
| MEIRAGTX HOLDINGS PLC | 33,187 |
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| EDGEWISE THERAPEUTICS INC | 33,153 |
|---|---|
| BRT APARTMENTS CORP | 33,009 |
| CENTRUS ENERGY CORP CLASS A | 32,942 |
| BIG SPORTING GOODS CORP | 32,935 |
| RED RIVER BANCSHARES INC | 32,881 |
| EHEALTH INC | 32,870 |
| FORMA THERAPEUTICS HLDG INC | 32,858 |
| KALVISTA PHARMACEUTICALS INC | 32,816 |
| DONEGAL GROUP INC CLASS A | 32,702 |
| IRADIMED CORP | 32,548 |
| FOSSIL GROUP INC | 32,478 |
| MEDIAALPHA INC CLASS A | 32,338 |
| NUVALENT INC CLASS A | 32,286 |
| POSTAL REALTY TRUST INC CLASS A | 32,244 |
| CYBEROPTICS CORP | 32,215 |
| SUTRO BIOPHARMA INC | 32,208 |
| RIBBON COMMUNICATIONS INC | 32,178 |
| ARDMORE SHIPPING CORP | 32,132 |
| WM TECHNOLOGY INC CLASS A | 32,058 |
| USERTESTING INC | 32,048 |
| ROCKY BRANDS INC | 31,822 |
| BAYCOM CORP | 31,785 |
| JOHN MARSHALL BANCORP INC | 31,714 |
| AMPLIFY ENERGY CORP | 31,660 |
| PCSB FINANCIAL CORP | 31,499 |
| UNITED STATES LIME AND MINERALS IN | 31,469 |
| SERITAGE GROWTH PROPERTIES CLA | 31,385 |
| EVERCOMMERCE INC | 31,360 |
| FIRST BUSINESS FINANCIAL SERVICES | 31,346 |
| NORTHEAST BANK | 31,343 |
| BUILD A BEAR WORKSHOP INC | 31,313 |
| OPORTUN FINANCIAL CORP | 31,310 |
| RING ENERGY INC | 31,276 |
| PROVIDENT BANCORP INC | 31,086 |
| KURA SUSHI USA INC | 31,055 |
| OUSTER INC CLASS A | 31,008 |
| HOVNANIAN ENTERPRISES INC CLASS A | 30,766 |
| FIRST BANK | 30,672 |
| UNIVERSAL TECHNICAL INSTITUTE INC | 30,502 |
| AFC GAMMA INC | 30,491 |
| AERSALE CORP | 30,471 |
| ESS TECH INC | 30,365 |
| UR ENERGY INC | 30,198 |
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| JOINT CORP | 30,176 |
|---|---|
| CAESARSTONE LTD | 30,175 |
| BCB BANCORP INC | 30,160 |
| PROFESSIONAL HOLDING CORP CLASS A | 30,055 |
| VERITONE INC | 29,999 |
| AMYLYX PHARMACEUTICALS INC | 29,988 |
| SCULPTOR CAPITAL MANAGEMENT INC CL | 29,960 |
| EVOLV TECHNOLOGIES HOLDINGS INC CL | 29,952 |
| ACNB CORP | 29,838 |
| PROVENTION BIO INC | 29,780 |
| HIPPO HOLDINGS INC CLASS A | 29,714 |
| COLONY BANKCORP INC | 29,607 |
| DYNE THERAPEUTICS INC | 29,582 |
| 4D MOLECULAR THERAPEUTICS INC | 29,449 |
| ROCKLEY PHOTONICS HOLDINGS LTD | 29,338 |
| CAREMAX INC CLASS A | 28,964 |
| XPONENTIAL FITNESS INC CLASS A | 28,888 |
| SINGULAR GENOMICS SYSTEMS INC | 28,738 |
| PURE CYCLE CORP | 28,595 |
| INVESTORS TITLE | 28,554 |
| JANUX THERAPEUTICS INC | 28,425 |
| LUTHER BURBANK CORP | 28,410 |
| ESQUIRE FINANCIAL HOLDINGS INC | 28,405 |
| POWELL INDUSTRIES INC | 28,395 |
| GREENLIGHT CAPITAL LTD CLASS A | 28,377 |
| QUANTUM SI INC CLASS A | 28,332 |
| SUPERIOR GROUP OF COMPANIES INC | 28,329 |
| ALICO INC | 28,326 |
| DREAM FINDERS HOMES INC CLASS A | 28,292 |
| BRC INC CLASS A | 28,291 |
| ASHFORD HOSPITALITY TRUST REIT INC | 28,279 |
| THE REALREAL INC | 28,222 |
| EGAIN CORP | 28,197 |
| CITI TRENDS INC | 28,167 |
| BIOVENTUS CLASS A INC | 28,160 |
| SEASPINE HOLDINGS CORP | 28,097 |
| FULL HOUSE RESORTS INC | 28,090 |
| TANGO THERAPEUTICS INC | 28,023 |
| CATO CORP CLASS A | 27,992 |
| UNIVERSAL LOGISTICS INC | 27,965 |
| BENEFITFOCUS INC | 27,961 |
| DHI GROUP INC | 27,912 |
| PORCH GROUP INC | 27,889 |
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| FUTUREFUEL CORP | 27,853 |
|---|---|
| PHATHOM PHARMACEUTICALS INC | 27,827 |
| LIQUIDIA CORP | 27,817 |
| CANOO INC CLASS A | 27,807 |
| ATOMERA INC | 27,746 |
| CENTURY CASINOS INC | 27,655 |
| EYEPOINT PHARMACEUTICALS INC | 27,647 |
| TEEKAY CORP | 27,579 |
| HF FOODS GROUP INC | 27,562 |
| NERDWALLET INC CLASS A | 27,541 |
| CONTAINER STORE GROUP INC | 27,443 |
| GROWGENERATION CORP | 27,438 |
| ORASURE TECHNOLOGIES INC | 27,328 |
| MARKFORGED HOLDING CORP | 27,304 |
| OUTBRAIN INC | 27,237 |
| THE HONEST COMPANY INC | 27,185 |
| DESTINATION XL GROUP INC | 27,089 |
| INTAPP INC | 27,084 |
| XERIS BIOPHARMA HOLDINGS INC | 27,067 |
| FOCUS UNIVERSAL INC | 26,951 |
| SARCOS TECHNOLOGY AND ROBOTICS COR | 26,938 |
| EL POLLO LOCO INC | 26,873 |
| AKOYA BIOSCIENCES INC | 26,792 |
| TURTLE BEACH CORP | 26,784 |
| NOODLES CLASS A | 26,734 |
| PCB BANCORP | 26,731 |
| SEMA4 HOLDINGS CORP CLASS A | 26,681 |
| MANNING AND NAPIER INC CLASS A | 26,636 |
| WEBER INC CLASS A | 26,518 |
| AKOUSTIS TECHNOLOGIES INC | 26,425 |
| PFSWEB INC | 26,413 |
| SIGHT SCIENCES INC | 26,215 |
| MONEYLION INC CLASS A | 26,121 |
| PLBY GROUP INC | 26,106 |
| VILLAGE SUPER MARKET INC CLASS A | 26,072 |
| AVAYA HOLDINGS CORP | 26,056 |
| RIGEL PHARMACEUTICALS INC | 26,028 |
| DIGIMARC CORP | 25,876 |
| FVCBANKCORP INC | 25,816 |
| HBT FINANCIAL INC | 25,697 |
| CHIMERIX INC | 25,694 |
| INSPIRED ENTERTAINMENT INC | 25,529 |
| MACROGENICS INC | 25,279 |
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| ASTRA SPACE INC CLASS A | 25,260 |
|---|---|
| FIRST WESTERN FINANCIAL INC | 25,124 |
| IGM BIOSCIENCES INC | 25,098 |
| PARKE BANCORP INC | 25,089 |
| VERA THERAPEUTICS INC CLASS A | 25,070 |
| VELODYNE LIDAR INC | 24,953 |
| ABSCI CORP | 24,837 |
| ONDAS HOLDINGS INC | 24,821 |
| UNIFI INC | 24,802 |
| VIEW INC CLASS A | 24,629 |
| VIVID SEATS INC CLASS A | 24,621 |
| ALTA EQUIPMENT GROUP INC CLASS A | 24,407 |
| PAM TRANSPORTATION SERVICES INC | 24,350 |
| NEOGAMES S A SA | 24,272 |
| STRATUS PROPERTIES INC | 24,233 |
| VISTAGEN THERAPEUTICS INC | 24,146 |
| RAYONIER ADVANCED MATERIALS INC | 24,109 |
| ARCELLX INC | 24,064 |
| REPUBLIC FIRST BANCORP INC | 24,011 |
| ALX ONCOLOGY HOLDINGS INC | 23,979 |
| ZYNEX INC | 23,956 |
| AVIAT NETWORKS INC | 23,913 |
| SNAP ONE HOLDINGS CORP | 23,814 |
| CAPITAL BANCORP INC | 23,805 |
| EVERQUOTE INC CLASS A | 23,788 |
| AADI BIOSCIENCE INC | 23,691 |
| CONVEY HEALTH SOLUTIONS HOLDINGS I | 23,681 |
| TARGET HOSPITALITY CORP | 23,628 |
| GLOBAL WATER RESOURCES INC | 23,474 |
| RED VIOLET INC | 23,324 |
| TILLYS INC CLASS A | 23,145 |
| BLUE BIRD CORP | 23,126 |
| DIEBOLD NIXDORF INC | 23,079 |
| HIGHPEAK ENERGY INC | 23,007 |
| INOTIV INC | 22,877 |
| FULCRUM THERAPEUTICS INC | 22,790 |
| CENTURY THERAPEUTICS INC | 22,756 |
| IMMUNOVANT INC | 22,640 |
| INSEEGO CORP | 22,616 |
| CERBERUS CYBER SENTINEL CORP | 22,594 |
| UNITY BANCORP INC | 22,482 |
| CONCRETE PUMPING HOLDINGS INC | 22,458 |
| NI HOLDINGS INC | 22,394 |
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| PREFORMED LINE PRODUCTS | 22,386 |
|---|---|
| ROOT INC CLASS A | 22,253 |
| PURPLE INNOVATION INC | 22,252 |
| SWEETGREEN INC CLASS A | 22,252 |
| CAMBIUM NETWORKS CORP | 22,224 |
| HYCROFT MINING HOLDING CLASS A | 22,127 |
| NUSCALE POWER CORP CLASS A | 22,028 |
| DAKOTA GOLD CORP | 21,922 |
| ADAGIO THERAPEUTICS INC | 21,828 |
| ONE GROUP HOSPITALITY INC | 21,815 |
| LAND END INC | 21,771 |
| HYDROFARM HOLDINGS GROUP INC | 21,670 |
| VBI VACCINES INC | 21,467 |
| AEMETIS INC | 21,462 |
| VOLTA INC CLASS A | 21,420 |
| VICARIOUS SURGICAL CORP CLASS A | 21,280 |
| CLEANSPARK INC | 21,262 |
| ATLANTICUS HOLDINGS CORP | 21,208 |
| NATURAL GROCERS BY VITAMIN COTTAGE | 21,166 |
| TENAYA THERAPEUTICS INC | 21,158 |
| BANKWELL FINANCIAL GROUP INC | 21,083 |
| PARTY CITY HOLDCO INC | 20,910 |
| NEXPOINT REAL ESTATE FINANCE INC | 20,898 |
| NACCO INDUSTRIES INC CLASS A | 20,769 |
| RUMBLEON INC CLASS B | 20,535 |
| KRONOS BIO INC | 20,246 |
| OFFERPAD SOLUTIONS INC CLASS A | 20,084 |
| THREDUP INC CLASS A | 19,985 |
| TACTILE SYSTEMS TECHNOLOGY INC | 19,805 |
| CRAWFORD CLASS A | 19,804 |
| FTC SOLAR INC | 19,660 |
| CONSUMER PORTFOLIO SERVICES INC | 19,588 |
| NATURES SUNSHINE PRODUCTS INC | 19,494 |
| ANGEL OAK MORTGAGE INC | 19,427 |
| CUMULUS MEDIA INC CLASS A | 19,371 |
| ZETA GLOBAL HOLDINGS CORP CLASS A | 19,260 |
| IRONNET INC | 19,256 |
| SPIRE GLOBAL INC CLASS A | 19,156 |
| SILVERCREST ASSET MANAGEMENT GROUP | 19,150 |
| RENT THE RUNWAY INC CLASS A | 19,135 |
| F45 TRAINING HOLDINGS INC | 19,127 |
| FIRST WATCH RESTAURANT GROUP INC | 19,078 |
| TREAN INSURANCE GROUP INC | 18,995 |
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| GREENE COUNTY BANCORP INC | 18,795 |
|---|---|
| ENETI INC | 18,776 |
| NEXTDECADE CORP | 18,626 |
| DOMA HOLDINGS INC | 18,595 |
| FIRST GUARANTY BANCSHARES INC | 18,549 |
| HILLEVAX INC | 18,548 |
| CASA SYSTEMS INC | 18,502 |
| LIFETIME BRANDS INC | 18,481 |
| AEROVATE THERAPEUTICS INC | 18,303 |
| ICOSAVAX INC | 18,216 |
| PRECIGEN INC | 18,054 |
| 1STDIBS COM INC | 18,026 |
| LEXICON PHARMACEUTICALS INC | 17,813 |
| ATERIAN INC | 17,727 |
| ALPINE IMMUNE SCIENCES INC | 17,548 |
| WEYCO GROUP INC | 17,531 |
| PIONEER BANCORP INC | 17,375 |
| RESERVOIR MEDIA INC | 17,232 |
| JOUNCE THERAPEUTICS INC | 17,177 |
| TRAEGER INC | 17,081 |
| ALLOVIR INC | 17,074 |
| BAKKT HOLDINGS INC CLASS A | 16,972 |
| DULUTH HOLDINGS INC CLASS B | 16,914 |
| SCIENCE 37 HOLDINGS INC | 16,846 |
| EXPRESS INC | 16,834 |
| NAUTILUS BIOTECHNOLGY INC | 16,834 |
| OUTLOOK THERAPEUTICS INC | 16,797 |
| NUTEX HEALTH INC | 16,796 |
| RALLYBIO CORP | 16,708 |
| BEACHBODY COMPANY INC CLASS A | 16,636 |
| CURO GROUP HOLDINGS CORP | 16,629 |
| PZENA INVESTMENT MANAGEMENT INC CL | 16,574 |
| AUDACY INC CLASS A | 16,413 |
| VALHI INC | 16,322 |
| MOMENTUS ORS CLASS A INC | 16,040 |
| ARTERIS INC | 15,996 |
| VACASA INC CLASS A | 15,791 |
| LEGACY HOUSING CORP | 15,647 |
| RIGETTI COMPUTING INC | 15,601 |
| NERDY INC CLASS A | 15,532 |
| ENDO INTERNATIONAL PLC | 15,107 |
| CONNS INC | 15,078 |
| SECUREWORKS CLASS A CORP | 14,878 |
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| TERRAN ORBITAL CORP | 14,596 |
|---|---|
| USCB FINANCIAL HOLDINGS CLASS A | 14,494 |
| LIGHTNING EMOTORS INC | 14,457 |
| NEXTNAV INC | 14,412 |
| VIA RENEWABLES INC CLASS A | 14,179 |
| TILE SHOP HOLDINGS INC | 14,061 |
| GAMCO INVESTORS INC CLASS A | 14,003 |
| KORE GROUP HOLDINGS INC | 13,990 |
| BABYLON HOLDINGS LTD CLASS A | 13,940 |
| ATHIRA PHARMA INC | 13,905 |
| ATI PHYSICAL THERAPY INC CLASS A | 13,811 |
| CHICAGO ATLANTIC REAL ESTATE FINAN | 13,705 |
| TALARIS THERAPEUTICS INC | 13,602 |
| CLIPPER REALTY INC | 13,309 |
| SHARECARE INC CLASS A | 13,278 |
| XOS INC | 13,101 |
| ARENA GROUP HLDGS INC | 13,095 |
| BIGLARI HOLDINGS INCINARY CLASS B | 13,006 |
| Starry Group Holdings Inc (A) | 12,962 |
| QUAD GRAPHICS INC CLASS A | 12,856 |
| ONCOLOGY INSTITUTE INC | 12,422 |
| THESEUS PHARMACEUTICALS INC | 12,343 |
| ATLAS TECHNICAL CONSULTANTS INC CL | 12,329 |
| JOANN INC | 12,323 |
| TYRA BIOSCIENCES INC | 12,305 |
| STERLING BANCORP INC | 12,278 |
| P3 HEALTH PARTNERS INC CLASS A | 12,276 |
| AVEANNA HEALTHCARE HOLDINGS INC | 12,123 |
| NL INDUSTRIES INC | 12,071 |
| VELOCITY FINANCIAL INC | 11,957 |
| SOLO BRANDS INC CLASS A | 11,957 |
| KARAT PACKAGING INC | 11,823 |
| PARDES BIOSCIENCES INC | 11,445 |
| PRAXIS PRECISION MEDICINES INC | 11,214 |
| IBEX LTD | 11,100 |
| STONEMOR INC | 11,009 |
| INNOVAGE HOLDING CORP | 10,976 |
| LATCH INC | 10,814 |
| EMPIRE PETROLEUM CORP | 10,766 |
| PEPGEN LTD | 10,764 |
| VIANT TECHNOLOGY INC CLASS A | 10,744 |
| VELO3D INC | 10,663 |
| MARINE PRODUCTS CORP | 10,547 |
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| TRANSPHORM INC | 10,542 |
|---|---|
| POLYMET MINING CORP | 10,244 |
| LANDSEA HOMES CORP | 10,210 |
| LOYALTY VENTURES INC | 10,017 |
| BIRD GLOBAL INC CLASS A | 9,962 |
| SUNLIGHT FINANCIAL HOLDINGS INC CL | 9,611 |
| BERKSHIRE GREY INC CLASS A | 9,302 |
| SKYWATER TECHNOLOGY INC | 9,217 |
| TORRID HOLDINGS INC | 8,908 |
| AIRSCULPT TECHNOLOGIES INC | 8,877 |
| VALUE LINE INC | 8,719 |
| BARK INC | 8,687 |
| THORNE HEALTHTECH INC | 8,639 |
| GAMBLING COM GROUP LTD | 8,547 |
| LULU S FASHION LOUNGE HOLDINGS INC | 8,441 |
| ALPHA TEKNOVA INC | 8,266 |
| ASSOCIATED CAPITAL GROUP INC CLASS | 8,133 |
| PRIORITY TECHNOLOGY HOLDINGS INC | 8,049 |
| REDWIRE CORP | 7,858 |
| KALEYRA INC | 7,823 |
| LOCAL BOUNTI CORP | 7,810 |
| CIPHER MINING INC | 7,742 |
| FINANCE OF AMERICA COMPANIES INC C | 7,649 |
| MARKETWISE INC CLASS A | 7,589 |
| HUMACYTE INC | 7,537 |
| URBAN ONE INC CLASS A | 6,918 |
| CELULARITY INC CLASS A | 6,841 |
| AEYE INC CLASS A | 6,710 |
| REDBOX ENTERTAINMENT INC CLASS A | 6,601 |
| ADTHEORENT HOLDING COMPANY INC | 6,579 |
| URBAN ONE INC CLASS D | 6,313 |
| SONDER HOLDINGS INC CLASS A | 6,110 |
| INSPIRATO INC CLASS A | 6,019 |
| OPPFI INC CLASS A | 6,014 |
| COMPOSECURE INC CLASS A | 5,772 |
| TRANSCONTINENTAL REALTY INVESTORS | 5,531 |
| SWK HOLDINGS CORP | 5,433 |
| ADURO BIOTECH CVR | 5,431 |
| ZOGENIX INC CVR | 5,388 |
| COMPX INTERNATIONAL INC | 5,241 |
| HELIOGEN INC | 5,231 |
| LIVEVOX HOLDING INC CLASS A | 5,231 |
| CRYPTYDE INC3 | 5,026 |
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| ENOCHIAN BIOSCIENCES INC | 4,927 |
|---|---|
| INNOVID CORP | 4,847 |
| HOME POINT CAPITAL INC | 4,528 |
| A K A BRANDS HOLDING CORP | 4,427 |
| AN2 THERAPEUTICS INC | 4,418 |
| FATHOM DIGITAL MANUFACTURING CORP | 4,412 |
| WEJO GROUP LTD | 4,320 |
| GREENLIGHT BIOSCIENCES HOLDINGS PB | 4,000 |
| TERAWULF INC | 3,904 |
| OWLET INC CLASS A | 3,779 |
| GREENIDGE GENERATION HOLDINGS INC | 3,183 |
| BATTALION OIL CORP | 2,875 |
| APPLIED BLOCKCHAIN INC | 2,686 |
| AMERICAN REALTY INVESTORS INC | 2,597 |
| WEAVE COMMUNICATIONS INC | 2,502 |
| GELESIS HOLDINGS INC | 2,447 |
| LEAFLY HOLDINGS INC | 2,300 |
| MULLEN AUTOMOTIVE INC | 2,078 |
| MAIDEN HOLDINGS LTD | 580 |
| GTXI INC - CVR | 99 |
| CASH COLLATERAL USD WFFUT | 278,000 |
| G/L OTHER | 293,429 |
| Total P&G Series – Russell 2000 Index SMA | $315,268,684 |
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