First
Trust Large Cap Core AlphaDEX® Fund
(FEX) |
First
Trust Mid Cap Core AlphaDEX® Fund
(FNX) |
First
Trust Small Cap Core AlphaDEX® Fund
(FYX) |
First
Trust Large Cap Value AlphaDEX® Fund
(FTA) |
First
Trust Large Cap Growth AlphaDEX® Fund
(FTC) |
First
Trust Multi Cap Value AlphaDEX® Fund
(FAB) |
First
Trust Multi Cap Growth AlphaDEX® Fund
(FAD) |
First
Trust Mid Cap Value AlphaDEX® Fund
(FNK) |
First
Trust Mid Cap Growth AlphaDEX® Fund
(FNY) |
First
Trust Small Cap Value AlphaDEX® Fund
(FYT) |
First
Trust Small Cap Growth AlphaDEX® Fund
(FYC) |
2 | |
3 | |
4 | |
6 | |
8 | |
10 | |
12 | |
14 | |
16 | |
18 | |
20 | |
22 | |
24 | |
26 | |
27 | |
29 | |
35 | |
43 | |
52 | |
56 | |
60 | |
71 | |
82 | |
87 | |
92 | |
98 | |
104 | |
108 | |
112 | |
116 | |
127 | |
138 | |
139 | |
148 | |
150 |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
8.86% |
9.02% |
10.38% |
8.15% |
54.02% |
168.59% |
256.77% |
Market
Price |
8.86% |
9.02% |
10.38% |
8.15% |
53.99% |
168.47% |
256.87% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large Cap Core
Index(1)
|
9.50% |
9.68% |
N/A |
N/A |
58.74% |
N/A |
N/A |
Nasdaq
US 500 Large CapTM
Index(1)
|
13.13% |
12.15% |
N/A |
N/A |
77.46% |
N/A |
N/A |
S&P
500®
Index |
13.02% |
12.20% |
12.66% |
9.28% |
77.78% |
229.36% |
321.99% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Industrials |
18.0% |
Information
Technology |
17.8 |
Financials |
16.3 |
Consumer
Discretionary |
9.8 |
Health
Care |
7.4 |
Utilities |
7.2 |
Materials |
6.7 |
Energy |
5.4 |
Consumer
Staples |
4.9 |
Real
Estate |
3.3 |
Communication
Services |
3.2 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
KeyCorp |
0.6% |
Palantir
Technologies, Inc., Class A |
0.6 |
Citizens
Financial Group, Inc. |
0.5 |
Ovintiv,
Inc. |
0.5 |
Phillips
66 |
0.5 |
Mosaic
(The) Co. |
0.5 |
Packaging
Corp. of America |
0.5 |
MGM
Resorts International |
0.5 |
Bunge
Ltd. |
0.5 |
Westlake
Corp. |
0.5 |
Total |
5.2% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
10.70% |
8.98% |
9.57% |
8.74% |
53.74% |
149.46% |
289.69% |
Market
Price |
10.71% |
9.01% |
9.57% |
8.74% |
53.91% |
149.38% |
289.75% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap Core Index(1)
|
11.38% |
9.67% |
N/A |
N/A |
58.66% |
N/A |
N/A |
Nasdaq
US 600 Mid CapTM
Index(1)
|
9.81% |
7.48% |
N/A |
N/A |
43.41% |
N/A |
N/A |
S&P
MidCap 400®
Index |
10.47% |
8.28% |
9.99% |
8.79% |
48.87% |
159.22% |
292.77% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Industrials |
21.3% |
Financials |
19.3 |
Consumer
Discretionary |
17.6 |
Information
Technology |
10.6 |
Energy |
6.4 |
Health
Care |
6.3 |
Materials |
6.3 |
Real
Estate |
3.8 |
Consumer
Staples |
3.7 |
Utilities |
2.4 |
Communication
Services |
2.3 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Western
Alliance Bancorp |
0.5% |
SoFi
Technologies, Inc. |
0.5 |
Super
Micro Computer, Inc. |
0.5 |
Weatherford
International PLC |
0.4 |
Saia,
Inc. |
0.4 |
New
York Community Bancorp, Inc. |
0.4 |
Signet
Jewelers Ltd. |
0.4 |
Ryder
System, Inc. |
0.4 |
DISH
Network Corp., Class A |
0.4 |
DraftKings,
Inc., Class A |
0.4 |
Total |
4.3% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
6.16% |
6.89% |
8.64% |
7.67% |
39.55% |
129.09% |
231.92% |
Market
Price |
6.21% |
6.90% |
8.64% |
7.67% |
39.61% |
129.11% |
231.97% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small Cap Core
Index(1)
|
6.88% |
7.62% |
N/A |
N/A |
44.35% |
N/A |
N/A |
Nasdaq
US 700 Small CapTM
Index(1)
|
8.21% |
6.32% |
N/A |
N/A |
35.88% |
N/A |
N/A |
S&P
SmallCap 600®
Index |
5.26% |
5.70% |
9.67% |
8.40% |
31.92% |
151.73% |
270.23% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
23.7% |
Industrials |
16.4 |
Consumer
Discretionary |
13.3 |
Health
Care |
9.1 |
Information
Technology |
8.7 |
Energy |
7.6 |
Real
Estate |
7.5 |
Consumer
Staples |
4.8 |
Materials |
4.4 |
Communication
Services |
3.3 |
Utilities |
1.2 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Sphere
Entertainment Co. |
0.5% |
Hudson
Pacific Properties, Inc. |
0.4 |
Bread
Financial Holdings, Inc. |
0.4 |
MillerKnoll,
Inc. |
0.4 |
Eagle
Bancorp, Inc. |
0.4 |
Hope
Bancorp, Inc. |
0.4 |
Opendoor
Technologies, Inc. |
0.4 |
Dime
Community Bancshares, Inc. |
0.4 |
Heartland
Financial USA, Inc. |
0.4 |
Rocket
Lab USA, Inc. |
0.4 |
Total |
4.1% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
8.90% |
7.57% |
8.76% |
7.33% |
44.05% |
131.60% |
215.08% |
Market
Price |
8.90% |
7.56% |
8.75% |
7.33% |
43.97% |
131.41% |
215.06% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large Cap Value
Index(1)
|
9.57% |
8.24% |
N/A |
N/A |
48.61% |
N/A |
N/A |
Nasdaq
US 500 Large Cap ValueTM
Index(1)
|
11.59% |
10.29% |
N/A |
N/A |
63.21% |
N/A |
N/A |
S&P
500®
Index |
13.02% |
12.20% |
12.66% |
9.28% |
77.78% |
229.36% |
321.99% |
S&P
500®
Value Index |
17.16% |
10.44% |
10.33% |
7.13% |
64.29% |
167.32% |
205.97% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
24.9% |
Industrials |
12.8 |
Utilities |
12.4 |
Materials |
9.1 |
Health
Care |
7.7 |
Consumer
Staples |
7.5 |
Consumer
Discretionary |
6.8 |
Information
Technology |
6.0 |
Energy |
4.9 |
Communication
Services |
4.7 |
Real
Estate |
3.2 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
KeyCorp |
1.1% |
Citizens
Financial Group, Inc. |
1.1 |
Ovintiv,
Inc. |
1.0 |
Phillips
66 |
1.0 |
Mosaic
(The) Co. |
1.0 |
Packaging
Corp. of America |
1.0 |
Bunge
Ltd. |
1.0 |
Westlake
Corp. |
1.0 |
Regions
Financial Corp. |
1.0 |
Marathon
Oil Corp. |
1.0 |
Total |
10.2% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the indices
do
not actually hold a portfolio of securities
and
therefore do not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
8.71% |
9.86% |
11.77% |
8.62% |
60.00% |
204.21% |
282.73% |
Market
Price |
8.59% |
9.82% |
11.76% |
8.62% |
59.75% |
203.88% |
282.42% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large Cap Growth
Index(1)
|
9.36% |
10.51% |
N/A |
N/A |
64.79% |
N/A |
N/A |
Nasdaq
US 500 Large Cap GrowthTM
Index(1)
|
14.26% |
13.71% |
N/A |
N/A |
90.12% |
N/A |
N/A |
S&P
500®
Index |
13.02% |
12.20% |
12.66% |
9.28% |
77.78% |
229.36% |
321.99% |
S&P
500®
Growth Index |
8.00% |
12.92% |
14.27% |
10.98% |
83.62% |
279.50% |
442.10% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Information
Technology |
30.1% |
Industrials |
22.4 |
Consumer
Discretionary |
12.9 |
Financials |
7.6 |
Energy |
7.0 |
Health
Care |
7.0 |
Materials |
4.5 |
Real
Estate |
3.2 |
Consumer
Staples |
2.0 |
Utilities |
1.8 |
Communication
Services |
1.5 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Palantir
Technologies, Inc., Class A |
1.1% |
MGM
Resorts International |
1.0 |
Uber
Technologies, Inc. |
1.0 |
ON
Semiconductor Corp. |
1.0 |
Lam
Research Corp. |
1.0 |
Booking
Holdings, Inc. |
1.0 |
Marriott
International, Inc., Class A |
1.0 |
HubSpot,
Inc. |
1.0 |
NXP
Semiconductors N.V. |
1.0 |
Reliance
Steel & Aluminum Co. |
0.9 |
Total |
10.0% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the indices
do
not actually hold a portfolio of securities
and
therefore do not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
9.19% |
7.60% |
8.30% |
7.50% |
44.26% |
122.00% |
223.45% |
Market
Price |
9.22% |
7.62% |
8.30% |
7.50% |
44.34% |
121.95% |
223.61% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Multi Cap Value
Index(1)
|
9.91% |
8.37% |
N/A |
N/A |
49.44% |
N/A |
N/A |
Nasdaq
US Multi Cap Value Index(1)
|
11.29% |
9.94% |
N/A |
N/A |
60.61% |
N/A |
N/A |
S&P
Composite 1500®
Index |
12.68% |
11.77% |
12.40% |
9.25% |
74.45% |
221.93% |
320.24% |
S&P
Composite 1500®
Value Index |
16.51% |
10.17% |
10.27% |
7.26% |
62.32% |
165.76% |
211.71% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
28.7% |
Industrials |
13.6 |
Consumer
Discretionary |
11.1 |
Materials |
8.0 |
Utilities |
7.4 |
Consumer
Staples |
5.9 |
Information
Technology |
5.5 |
Health
Care |
5.5 |
Energy |
5.5 |
Real
Estate |
4.8 |
Communication
Services |
4.0 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
KeyCorp |
0.6% |
Citizens
Financial Group, Inc. |
0.5 |
Ovintiv,
Inc. |
0.5 |
Phillips
66 |
0.5 |
Mosaic
(The) Co. |
0.5 |
Packaging
Corp. of America |
0.5 |
Bunge
Ltd. |
0.5 |
Westlake
Corp. |
0.5 |
Regions
Financial Corp. |
0.5 |
Marathon
Oil Corp. |
0.5 |
Total |
5.1% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the indices
do
not actually hold a portfolio of securities
and
therefore do not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(5/8/07)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
8.50% |
8.94% |
11.14% |
8.70% |
53.47% |
187.51% |
287.46% |
Market
Price |
8.53% |
8.94% |
11.15% |
8.71% |
53.45% |
187.68% |
287.67% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Multi Cap Growth
Index(1)
|
9.19% |
9.67% |
N/A |
N/A |
58.64% |
N/A |
N/A |
Nasdaq
US Multi Cap Growth Index(1)
|
13.79% |
12.90% |
N/A |
N/A |
83.43% |
N/A |
N/A |
S&P
Composite 1500®
Index |
12.68% |
11.77% |
12.40% |
9.25% |
74.45% |
221.93% |
320.24% |
S&P
Composite 1500®
Growth Index |
8.05% |
12.44% |
13.88% |
10.85% |
79.69% |
266.88% |
431.90% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Information
Technology |
23.2% |
Industrials |
22.8 |
Consumer
Discretionary |
14.5 |
Health
Care |
10.2 |
Energy |
7.7 |
Financials |
7.4 |
Materials |
4.2 |
Real
Estate |
3.7 |
Consumer
Staples |
2.8 |
Communication
Services |
1.9 |
Utilities |
1.6 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Palantir
Technologies, Inc., Class A |
0.6% |
MGM
Resorts International |
0.5 |
Uber
Technologies, Inc. |
0.5 |
ON
Semiconductor Corp. |
0.5 |
Lam
Research Corp. |
0.5 |
Booking
Holdings, Inc. |
0.5 |
Marriott
International, Inc., Class A |
0.5 |
HubSpot,
Inc. |
0.5 |
NXP
Semiconductors N.V. |
0.5 |
Reliance
Steel & Aluminum Co. |
0.5 |
Total |
5.1% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the indices
do
not actually hold a portfolio of securities
and
therefore do not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
11.95% |
7.78% |
7.90% |
9.05% |
45.47% |
113.93% |
189.87% |
Market
Price |
11.87% |
7.79% |
7.90% |
9.05% |
45.48% |
113.81% |
189.80% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap Value
Index(1)
|
12.81% |
8.59% |
N/A |
N/A |
51.00% |
N/A |
N/A |
Nasdaq
US 600 Mid Cap ValueTM
Index(1)
|
10.82% |
6.97% |
N/A |
N/A |
40.05% |
N/A |
N/A |
S&P
MidCap 400®
Value Index |
10.96% |
8.49% |
9.77% |
10.46% |
50.28% |
154.05% |
239.39% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
30.3% |
Consumer
Discretionary |
16.5 |
Industrials |
14.5 |
Materials |
7.1 |
Energy |
6.4 |
Information
Technology |
5.8 |
Real
Estate |
4.8 |
Health
Care |
4.0 |
Communication
Services |
3.7 |
Utilities |
3.5 |
Consumer
Staples |
3.4 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Western
Alliance Bancorp |
1.0% |
New
York Community Bancorp, Inc. |
0.9 |
Signet
Jewelers Ltd. |
0.9 |
Ryder
System, Inc. |
0.8 |
DISH
Network Corp., Class A |
0.8 |
Kilroy
Realty Corp. |
0.8 |
HF
Sinclair Corp. |
0.8 |
PBF
Energy, Inc., Class A |
0.8 |
SM
Energy Co. |
0.8 |
Hancock
Whitney Corp. |
0.8 |
Total |
8.4% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
9.37% |
8.99% |
10.78% |
10.54% |
53.82% |
178.47% |
242.20% |
Market
Price |
9.39% |
8.99% |
10.78% |
10.54% |
53.82% |
178.24% |
242.20% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap Growth
Index(1)
|
10.11% |
9.79% |
N/A |
N/A |
59.55% |
N/A |
N/A |
Nasdaq
US 600 Mid Cap GrowthTM
Index(1)
|
8.85% |
6.92% |
N/A |
N/A |
39.74% |
N/A |
N/A |
S&P
MidCap 400®
Growth Index |
9.81% |
7.66% |
9.87% |
10.22% |
44.65% |
156.30% |
230.46% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Industrials |
26.7% |
Consumer
Discretionary |
18.8 |
Information
Technology |
16.7 |
Health
Care |
10.1 |
Energy |
7.4 |
Financials |
6.7 |
Materials |
5.4 |
Consumer
Staples |
3.3 |
Real
Estate |
2.9 |
Utilities |
1.2 |
Communication
Services |
0.8 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
SoFi
Technologies, Inc. |
1.0% |
Super
Micro Computer, Inc. |
1.0 |
Weatherford
International PLC |
0.9 |
Saia,
Inc. |
0.9 |
DraftKings,
Inc., Class A |
0.9 |
EMCOR
Group, Inc. |
0.8 |
Lennox
International, Inc. |
0.8 |
Floor
& Decor Holdings, Inc., Class A |
0.8 |
Hyatt
Hotels Corp., Class A |
0.8 |
Axcelis
Technologies, Inc. |
0.8 |
Total |
8.7% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
5.61% |
6.83% |
7.39% |
9.07% |
39.16% |
104.05% |
190.57% |
Market
Price |
5.68% |
6.83% |
7.39% |
9.07% |
39.17% |
103.94% |
190.53% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small Cap Value
Index(1)
|
6.46% |
7.66% |
N/A |
N/A |
44.65% |
N/A |
N/A |
Nasdaq
US 700 Small Cap ValueTM
Index(1)
|
6.53% |
6.83% |
N/A |
N/A |
39.12% |
N/A |
N/A |
S&P
SmallCap 600®
Value Index |
6.26% |
5.65% |
9.14% |
10.40% |
31.64% |
139.88% |
237.13% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
35.6% |
Industrials |
14.4 |
Consumer
Discretionary |
13.6 |
Real
Estate |
9.0 |
Materials |
6.6 |
Consumer
Staples |
5.5 |
Energy |
5.4 |
Information
Technology |
3.7 |
Communication
Services |
2.6 |
Health
Care |
2.3 |
Utilities |
1.3 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Hudson
Pacific Properties, Inc. |
0.8% |
Bread
Financial Holdings, Inc. |
0.8 |
MillerKnoll,
Inc. |
0.8 |
Eagle
Bancorp, Inc. |
0.8 |
Hope
Bancorp, Inc. |
0.8 |
Dime
Community Bancshares, Inc. |
0.7 |
Heartland
Financial USA, Inc. |
0.7 |
Matson,
Inc. |
0.7 |
OceanFirst
Financial Corp. |
0.7 |
Par
Pacific Holdings, Inc. |
0.7 |
Total |
7.5% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | |||||||
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
1
Year
Ended
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
5
Years
Ended
7/31/23 |
10
Years
Ended
7/31/23 |
Inception
(4/19/11)
to
7/31/23 |
Fund
Performance |
|
|
|
|
|
|
|
NAV |
6.38% |
5.85% |
9.64% |
10.12% |
32.87% |
151.09% |
226.79% |
Market
Price |
6.47% |
5.84% |
9.65% |
10.12% |
32.84% |
151.19% |
226.79% |
Index
Performance |
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small Cap Growth
Index(1)
|
7.20% |
6.68% |
N/A |
N/A |
38.16% |
N/A |
N/A |
Nasdaq
US 700 Small Cap GrowthTM
Index(1)
|
10.08% |
5.48% |
N/A |
N/A |
30.57% |
N/A |
N/A |
S&P
SmallCap 600®
Growth Index |
4.07% |
5.48% |
10.03% |
10.91% |
30.57% |
160.07% |
256.59% |
(1)
|
Performance
data is not available for all the periods shown in the table for the index
because performance data does not exist for some of the
entire
periods. |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Health
Care |
18.3% |
Industrials |
18.1 |
Information
Technology |
15.5 |
Consumer
Discretionary |
12.0 |
Energy |
10.1 |
Financials |
7.9 |
Real
Estate |
6.2 |
Consumer
Staples |
4.4 |
Communication
Services |
4.1 |
Utilities |
1.7 |
Materials |
1.7 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Sphere
Entertainment Co. |
0.9% |
Opendoor
Technologies, Inc. |
0.8 |
Rocket
Lab USA, Inc. |
0.7 |
Bridgebio
Pharma, Inc. |
0.7 |
CNX
Resources Corp. |
0.7 |
Cars.com,
Inc. |
0.7 |
Northern
Oil and Gas, Inc. |
0.7 |
Tidewater,
Inc. |
0.7 |
Modine
Manufacturing Co. |
0.7 |
Federal
Agricultural Mortgage Corp., Class C |
0.7 |
Total |
7.3% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
|
Beginning
Account
Value
February
1, 2023
|
Ending
Account
Value
July
31, 2023
|
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
(a) |
Expenses
Paid
During
the
Six-Month
Period
(b) |
First
Trust Large Cap Core AlphaDEX®
Fund (FEX)
| ||||
Actual |
$1,000.00 |
$1,035.50 |
0.60% |
$3.03 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.82 |
0.60% |
$3.01 |
First
Trust Mid Cap Core AlphaDEX®
Fund (FNX)
| ||||
Actual |
$1,000.00 |
$1,050.40 |
0.60% |
$3.05 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.82 |
0.60% |
$3.01 |
First
Trust Small Cap Core AlphaDEX®
Fund (FYX)
| ||||
Actual |
$1,000.00 |
$1,026.00 |
0.60% |
$3.01 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.82 |
0.60% |
$3.01 |
First
Trust Large Cap Value AlphaDEX®
Fund (FTA)
| ||||
Actual |
$1,000.00 |
$991.50 |
0.59% |
$2.91 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.87 |
0.59% |
$2.96 |
First
Trust Large Cap Growth AlphaDEX®
Fund (FTC)
| ||||
Actual |
$1,000.00 |
$1,097.00 |
0.60% |
$3.12 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.82 |
0.60% |
$3.01 |
First
Trust Multi Cap Value AlphaDEX®
Fund (FAB)
| ||||
Actual |
$1,000.00 |
$1,002.20 |
0.63% |
$3.13 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.67 |
0.63% |
$3.16 |
|
Beginning
Account
Value
February
1, 2023 |
Ending
Account
Value
July
31, 2023 |
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
(a) |
Expenses
Paid
During
the
Six-Month
Period
(b) |
First
Trust Multi Cap Growth AlphaDEX®
Fund (FAD)
| ||||
Actual |
$1,000.00 |
$1,088.60 |
0.64% |
$3.31 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.62 |
0.64% |
$3.21 |
First
Trust Mid Cap Value AlphaDEX®
Fund (FNK)
| ||||
Actual |
$1,000.00 |
$1,018.80 |
0.70% |
$3.50 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.32 |
0.70% |
$3.51 |
First
Trust Mid Cap Growth AlphaDEX®
Fund (FNY)
| ||||
Actual |
$1,000.00 |
$1,093.60 |
0.70% |
$3.63 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.32 |
0.70% |
$3.51 |
First
Trust Small Cap Value AlphaDEX®
Fund (FYT)
| ||||
Actual |
$1,000.00 |
$1,002.10 |
0.70% |
$3.47 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.32 |
0.70% |
$3.51 |
First
Trust Small Cap Growth AlphaDEX®
Fund (FYC)
| ||||
Actual |
$1,000.00 |
$1,060.60 |
0.70% |
$3.58 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.32 |
0.70% |
$3.51 |
(a) |
These
expense ratios reflect expense caps for certain Funds. See Note
3
in the Notes to Financial Statements. |
(b) |
Expenses
are equal to the annualized expense ratio as indicated in the table
multiplied by the average account value over the period
(February
1, 2023 through July 31, 2023), multiplied by 181/365 (to reflect the
six-month period). |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 3.1%
|
| |||
10,320 |
Axon
Enterprise, Inc. (a) |
$1,918,798 | |||
19,072 |
Boeing
(The) Co. (a) |
4,555,347 | |||
14,038 |
General
Dynamics Corp. |
3,138,616 | |||
17,070 |
HEICO
Corp. |
3,003,979 | |||
101,576 |
Howmet
Aerospace, Inc. |
5,194,597 | |||
10,286 |
L3Harris
Technologies, Inc. |
1,949,094 | |||
2,187 |
Lockheed
Martin Corp. |
976,211 | |||
8,836 |
Northrop
Grumman Corp. |
3,932,020 | |||
20,556 |
RTX
Corp. |
1,807,489 | |||
59,550 |
Textron,
Inc. |
4,631,203 | |||
5,630 |
TransDigm
Group, Inc. |
5,065,424 | |||
|
|
36,172,778 | |||
|
Air
Freight & Logistics — 0.7%
|
| |||
33,247 |
Expeditors
International of
Washington,
Inc. |
4,232,343 | |||
16,246 |
FedEx
Corp. |
4,385,608 | |||
|
|
8,617,951 | |||
|
Automobile
Components — 0.1%
|
| |||
9,863 |
Aptiv
PLC (a) |
1,079,900 | |||
|
Automobiles
— 1.3%
|
| |||
266,180 |
Ford
Motor Co. |
3,516,238 | |||
130,553 |
General
Motors Co. |
5,009,318 | |||
60,434 |
Rivian
Automotive, Inc.,
Class
A (a) |
1,670,396 | |||
19,230 |
Tesla,
Inc. (a) |
5,142,679 | |||
|
|
15,338,631 | |||
|
Banks
— 5.4%
|
| |||
140,373 |
Bank
of America Corp. |
4,491,936 | |||
109,342 |
Citigroup,
Inc. |
5,211,240 | |||
193,027 |
Citizens
Financial Group, Inc. |
6,227,051 | |||
153,655 |
Fifth
Third Bancorp |
4,471,360 | |||
466,989 |
Huntington
Bancshares, Inc. |
5,715,945 | |||
20,768 |
JPMorgan
Chase & Co. |
3,280,513 | |||
544,820 |
KeyCorp |
6,706,734 | |||
32,541 |
M&T
Bank Corp. |
4,551,184 | |||
31,975 |
PNC
Financial Services Group
(The),
Inc. |
4,377,058 | |||
225,999 |
Regions
Financial Corp. |
4,603,600 | |||
165,870 |
Truist
Financial Corp. |
5,510,201 | |||
121,892 |
U.S.
Bancorp |
4,836,675 | |||
94,360 |
Wells
Fargo & Co. |
4,355,658 | |||
|
|
64,339,155 | |||
|
Beverages
— 0.4%
|
| |||
32,197 |
Keurig
Dr Pepper, Inc. |
1,095,020 | |||
35,057 |
Monster
Beverage Corp. (a) |
2,015,427 | |||
5,436 |
PepsiCo,
Inc. |
1,019,032 | |||
|
|
4,129,479 |
Shares |
Description |
Value | |||
| |||||
|
Biotechnology
— 0.7%
|
| |||
17,673 |
Biogen,
Inc. (a) |
$4,775,068 | |||
8,584 |
Vertex
Pharmaceuticals, Inc. (a) |
3,024,486 | |||
|
|
7,799,554 | |||
|
Building
Products — 1.1%
|
| |||
15,699 |
Carlisle
Cos., Inc. |
4,351,763 | |||
60,762 |
Carrier
Global Corp. |
3,618,377 | |||
14,776 |
Johnson
Controls
International
PLC |
1,027,671 | |||
21,057 |
Trane
Technologies PLC |
4,199,608 | |||
|
|
13,197,419 | |||
|
Capital
Markets — 4.3%
|
| |||
9,093 |
Ameriprise
Financial, Inc. |
3,168,456 | |||
31,349 |
Ares
Management Corp.,
Class
A |
3,110,448 | |||
90,460 |
Bank
of New York Mellon (The)
Corp. |
4,103,266 | |||
1,456 |
BlackRock,
Inc. |
1,075,766 | |||
94,538 |
Carlyle
Group (The), Inc. |
3,370,280 | |||
17,764 |
Charles
Schwab (The) Corp. |
1,174,200 | |||
5,433 |
CME
Group, Inc. |
1,080,950 | |||
150,779 |
Franklin
Resources, Inc. |
4,408,778 | |||
12,486 |
Goldman
Sachs Group (The),
Inc. |
4,443,393 | |||
17,979 |
KKR
& Co., Inc. |
1,067,593 | |||
13,891 |
LPL
Financial Holdings, Inc. |
3,186,040 | |||
5,791 |
Moody’s
Corp. |
2,042,775 | |||
35,369 |
Morgan
Stanley |
3,238,386 | |||
29,108 |
Raymond
James Financial, Inc. |
3,203,917 | |||
10,046 |
S&P
Global, Inc. |
3,963,247 | |||
55,033 |
State
Street Corp. |
3,986,590 | |||
35,951 |
T.
Rowe Price Group, Inc. |
4,431,320 | |||
|
|
51,055,405 | |||
|
Chemicals
— 4.0%
|
| |||
6,723 |
Air
Products and Chemicals, Inc. |
2,052,734 | |||
9,026 |
Albemarle
Corp. |
1,916,039 | |||
43,472 |
Celanese
Corp. |
5,450,954 | |||
14,504 |
CF
Industries Holdings, Inc. |
1,190,488 | |||
35,142 |
Corteva,
Inc. |
1,983,063 | |||
94,520 |
Dow,
Inc. |
5,337,544 | |||
70,466 |
DuPont
de Nemours, Inc. |
5,470,276 | |||
21,572 |
Ecolab,
Inc. |
3,950,696 | |||
19,298 |
FMC
Corp. |
1,857,047 | |||
54,821 |
LyondellBasell
Industries N.V.,
Class
A |
5,419,604 | |||
143,833 |
Mosaic
(The) Co. |
5,862,633 | |||
6,789 |
PPG
Industries, Inc. |
976,937 | |||
42,137 |
Westlake
Corp. |
5,793,838 | |||
|
|
47,261,853 | |||
|
Commercial
Services & Supplies
— 1.3%
|
| |||
6,077 |
Cintas
Corp. |
3,050,897 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Commercial
Services &
Supplies
(Continued) |
| |||
44,155 |
Copart,
Inc. (a) |
$3,902,860 | |||
26,293 |
Republic
Services, Inc. |
3,973,135 | |||
70,523 |
Rollins,
Inc. |
2,879,454 | |||
11,611 |
Waste
Management, Inc. |
1,901,766 | |||
|
|
15,708,112 | |||
|
Communications
Equipment —
0.8%
|
| |||
24,851 |
Arista
Networks, Inc. (a) |
3,854,142 | |||
58,378 |
Cisco
Systems, Inc. |
3,037,991 | |||
10,299 |
Motorola
Solutions, Inc. |
2,952,002 | |||
|
|
9,844,135 | |||
|
Construction
& Engineering —
0.4%
|
| |||
25,626 |
Quanta
Services, Inc. |
5,166,714 | |||
|
Construction
Materials — 0.1%
|
| |||
2,180 |
Martin
Marietta Materials, Inc. |
973,283 | |||
|
Consumer
Finance — 1.3%
|
| |||
5,780 |
American
Express Co. |
976,126 | |||
46,028 |
Capital
One Financial Corp. |
5,386,197 | |||
34,466 |
Discover
Financial Services |
3,637,886 | |||
148,412 |
Synchrony
Financial |
5,126,151 | |||
|
|
15,126,360 | |||
|
Consumer
Staples Distribution &
Retail — 1.1%
|
| |||
11,860 |
Dollar
General Corp. |
2,002,680 | |||
14,033 |
Dollar
Tree, Inc. (a) |
2,165,713 | |||
85,687 |
Kroger
(The) Co. |
4,167,816 | |||
13,569 |
Sysco
Corp. |
1,035,450 | |||
15,267 |
Target
Corp. |
2,083,487 | |||
6,406 |
Walmart,
Inc. |
1,024,063 | |||
|
|
12,479,209 | |||
|
Containers
& Packaging — 1.2%
|
| |||
11,721 |
Avery
Dennison Corp. |
2,156,781 | |||
158,256 |
International
Paper Co. |
5,706,711 | |||
38,091 |
Packaging
Corp. of America |
5,841,255 | |||
|
|
13,704,747 | |||
|
Distributors
— 0.6%
|
| |||
17,849 |
Genuine
Parts Co. |
2,779,446 | |||
69,115 |
LKQ
Corp. |
3,786,811 | |||
2,688 |
Pool
Corp. |
1,034,181 | |||
|
|
7,600,438 | |||
|
Diversified
Telecommunication Services
— 0.5%
|
| |||
126,248 |
AT&T,
Inc. |
1,833,121 | |||
135,362 |
Verizon
Communications, Inc. |
4,613,137 | |||
|
|
6,446,258 |
Shares |
Description |
Value | |||
| |||||
|
Electric
Utilities — 4.1%
|
| |||
57,555 |
Alliant
Energy Corp. |
$3,093,006 | |||
35,873 |
American
Electric Power Co.,
Inc. |
3,039,878 | |||
54,989 |
Constellation
Energy Corp. |
5,314,687 | |||
33,658 |
Duke
Energy Corp. |
3,151,062 | |||
43,491 |
Edison
International |
3,129,612 | |||
41,361 |
Entergy
Corp. |
4,247,775 | |||
68,937 |
Evergy,
Inc. |
4,134,152 | |||
56,787 |
Eversource
Energy |
4,107,404 | |||
98,853 |
Exelon
Corp. |
4,137,987 | |||
25,895 |
FirstEnergy
Corp. |
1,020,004 | |||
174,796 |
PG&E
Corp. (a) |
3,078,157 | |||
152,204 |
PPL
Corp. |
4,190,176 | |||
28,663 |
Southern
(The) Co. |
2,073,481 | |||
64,779 |
Xcel
Energy, Inc. |
4,063,587 | |||
|
|
48,780,968 | |||
|
Electrical
Equipment — 1.3%
|
| |||
18,659 |
AMETEK,
Inc. |
2,959,318 | |||
20,027 |
Eaton
Corp. PLC |
4,111,944 | |||
22,278 |
Emerson
Electric Co. |
2,035,095 | |||
15,183 |
Hubbell,
Inc. |
4,737,096 | |||
3,056 |
Rockwell
Automation, Inc. |
1,027,702 | |||
|
|
14,871,155 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.0%
|
| |||
35,556 |
Amphenol
Corp., Class A |
3,139,950 | |||
5,486 |
CDW
Corp. |
1,026,266 | |||
57,468 |
Corning,
Inc. |
1,950,464 | |||
6,012 |
Keysight
Technologies, Inc. (a) |
968,413 | |||
21,551 |
TE
Connectivity Ltd. |
3,092,353 | |||
38,037 |
Trimble,
Inc. (a) |
2,046,391 | |||
|
|
12,223,837 | |||
|
Energy
Equipment & Services —
0.4%
|
| |||
61,038 |
Halliburton
Co. |
2,385,365 | |||
40,995 |
Schlumberger
Ltd. |
2,391,648 | |||
|
|
4,777,013 | |||
|
Entertainment
— 0.9%
|
| |||
13,604 |
Liberty
Media Corp.-Liberty
Formula
One, Class C (a) |
987,650 | |||
55,254 |
Live
Nation Entertainment,
Inc.
(a) |
4,848,539 | |||
4,572 |
Netflix,
Inc. (a) |
2,006,971 | |||
24,984 |
ROBLOX
Corp., Class A (a) |
980,622 | |||
22,554 |
Walt
Disney (The) Co. (a) |
2,004,825 | |||
|
|
10,828,607 | |||
|
Financial
Services — 2.0%
|
| |||
65,541 |
Apollo
Global Management, Inc. |
5,355,355 | |||
285,059 |
Corebridge
Financial, Inc. |
5,333,454 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Financial
Services (Continued) |
| |||
31,924 |
Fiserv,
Inc. (a) |
$4,029,128 | |||
4,010 |
FleetCor
Technologies, Inc. (a) |
998,129 | |||
20,440 |
Global
Payments, Inc. |
2,253,510 | |||
5,120 |
Mastercard,
Inc., Class A |
2,018,713 | |||
15,089 |
PayPal
Holdings, Inc. (a) |
1,144,048 | |||
8,479 |
Visa,
Inc., Class A |
2,015,713 | |||
|
|
23,148,050 | |||
|
Food
Products — 3.3%
|
| |||
66,625 |
Archer-Daniels-Midland
Co. |
5,660,460 | |||
53,356 |
Bunge
Ltd. |
5,798,196 | |||
66,080 |
Campbell
Soup Co. |
3,027,786 | |||
89,576 |
Conagra
Brands, Inc. |
2,938,989 | |||
26,253 |
General
Mills, Inc. |
1,962,149 | |||
4,032 |
Hershey
(The) Co. |
932,642 | |||
50,065 |
Hormel
Foods Corp. |
2,046,657 | |||
14,937 |
Kellogg
Co. |
999,136 | |||
113,445 |
Kraft
Heinz (The) Co. |
4,104,440 | |||
43,794 |
Lamb
Weston Holdings, Inc. |
4,538,372 | |||
11,542 |
McCormick
& Co., Inc. |
1,032,778 | |||
13,804 |
Mondelez
International, Inc.,
Class
A |
1,023,291 | |||
98,631 |
Tyson
Foods, Inc., Class A |
5,495,719 | |||
|
|
39,560,615 | |||
|
Gas
Utilities — 0.3%
|
| |||
25,962 |
Atmos
Energy Corp. |
3,159,835 | |||
|
Ground
Transportation — 2.1%
|
| |||
118,102 |
CSX
Corp. |
3,935,159 | |||
22,247 |
J.B.
Hunt Transport Services,
Inc. |
4,537,053 | |||
4,440 |
Norfolk
Southern Corp. |
1,037,140 | |||
10,892 |
Old
Dominion Freight Line, Inc. |
4,569,085 | |||
116,612 |
Uber
Technologies, Inc. (a) |
5,767,629 | |||
91,001 |
U-Haul
Holding Co. |
5,538,321 | |||
|
|
25,384,387 | |||
|
Health
Care Equipment & Supplies
— 2.0%
|
| |||
3,814 |
Becton,
Dickinson & Co. |
1,062,657 | |||
37,228 |
Boston
Scientific Corp. (a) |
1,930,272 | |||
31,339 |
Dexcom,
Inc. (a) |
3,903,586 | |||
10,674 |
Edwards
Lifesciences Corp. (a) |
876,015 | |||
24,869 |
Hologic,
Inc. (a) |
1,975,096 | |||
2,004 |
IDEXX
Laboratories, Inc. (a) |
1,111,679 | |||
3,492 |
Insulet
Corp. (a) |
966,411 | |||
11,778 |
Intuitive
Surgical, Inc. (a) |
3,820,783 | |||
22,857 |
Medtronic
PLC |
2,005,930 | |||
4,608 |
ResMed,
Inc. |
1,024,589 |
Shares |
Description |
Value | |||
| |||||
|
Health
Care Equipment &
Supplies
(Continued) |
| |||
9,901 |
Stryker
Corp. |
$2,806,042 | |||
13,830 |
Zimmer
Biomet Holdings, Inc. |
1,910,615 | |||
|
|
23,393,675 | |||
|
Health
Care Providers & Services
— 3.0%
|
| |||
53,231 |
Cardinal
Health, Inc. |
4,869,040 | |||
44,781 |
Centene
Corp. (a) |
3,049,138 | |||
17,940 |
Cigna
Group (The) |
5,294,094 | |||
43,693 |
CVS
Health Corp. |
3,263,430 | |||
6,798 |
Elevance
Health, Inc. |
3,206,141 | |||
16,588 |
HCA
Healthcare, Inc. |
4,525,372 | |||
4,504 |
Humana,
Inc. |
2,057,562 | |||
16,688 |
Laboratory
Corp. of America
Holdings |
3,570,064 | |||
3,342 |
Molina
Healthcare, Inc. (a) |
1,017,606 | |||
21,490 |
Quest
Diagnostics, Inc. |
2,905,663 | |||
4,190 |
UnitedHealth
Group, Inc. |
2,121,690 | |||
|
|
35,879,800 | |||
|
Health
Care REITs — 0.4%
|
| |||
42,599 |
Ventas,
Inc. |
2,066,904 | |||
24,894 |
Welltower,
Inc. |
2,045,042 | |||
|
|
4,111,946 | |||
|
Health
Care Technology — 0.1%
|
| |||
5,092 |
Veeva
Systems, Inc., Class A (a) |
1,039,888 | |||
|
Hotel
& Resort REITs — 0.3%
|
| |||
179,470 |
Host
Hotels & Resorts, Inc. |
3,302,248 | |||
|
Hotels,
Restaurants & Leisure —
4.0%
|
| |||
31,424 |
Airbnb,
Inc., Class A (a) |
4,782,419 | |||
1,492 |
Booking
Holdings, Inc. (a) |
4,432,434 | |||
2,354 |
Chipotle
Mexican Grill, Inc. (a) |
4,619,207 | |||
30,131 |
Darden
Restaurants, Inc. |
5,089,728 | |||
27,669 |
Hilton
Worldwide Holdings, Inc. |
4,302,253 | |||
69,437 |
Las
Vegas Sands Corp. (a) |
4,153,027 | |||
27,406 |
Marriott
International, Inc.,
Class
A |
5,530,805 | |||
3,374 |
McDonald’s
Corp. |
989,257 | |||
114,621 |
MGM
Resorts International |
5,819,308 | |||
48,527 |
Royal
Caribbean Cruises Ltd. (a) |
5,294,781 | |||
10,164 |
Starbucks
Corp. |
1,032,357 | |||
7,267 |
Yum!
Brands, Inc. |
1,000,448 | |||
|
|
47,046,024 | |||
|
Household
Durables — 2.0%
|
| |||
41,369 |
D.R.
Horton, Inc. |
5,254,690 | |||
28,962 |
Garmin
Ltd. |
3,066,786 | |||
40,174 |
Lennar
Corp., Class A |
5,095,269 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Household
Durables
(Continued) |
| |||
793 |
NVR,
Inc. (a) |
$5,001,007 | |||
64,806 |
PulteGroup,
Inc. |
5,468,978 | |||
|
|
23,886,730 | |||
|
Household
Products — 0.2%
|
| |||
7,292 |
Kimberly-Clark
Corp. |
941,397 | |||
6,636 |
Procter
& Gamble (The) Co. |
1,037,207 | |||
|
|
1,978,604 | |||
|
Industrial
Conglomerates — 0.7%
|
| |||
50,295 |
3M
Co. |
5,607,893 | |||
18,331 |
General
Electric Co. |
2,094,133 | |||
4,852 |
Honeywell
International, Inc. |
941,919 | |||
|
|
8,643,945 | |||
|
Insurance
— 3.2%
|
| |||
43,273 |
Aflac,
Inc. |
3,130,369 | |||
87,489 |
American
International Group,
Inc. |
5,273,837 | |||
5,834 |
Aon
PLC, Class A |
1,858,129 | |||
40,354 |
Arch
Capital Group Ltd. (a) |
3,135,102 | |||
9,171 |
Arthur
J. Gallagher & Co. |
1,969,931 | |||
14,625 |
Brown
& Brown, Inc. |
1,030,331 | |||
15,685 |
Chubb
Ltd. |
3,206,171 | |||
2,945 |
Everest
Group Ltd. |
1,061,702 | |||
55,919 |
Hartford
Financial Services
Group
(The), Inc. |
4,019,458 | |||
50,866 |
Loews
Corp. |
3,186,755 | |||
10,706 |
Marsh
& McLennan Cos., Inc. |
2,017,224 | |||
17,810 |
MetLife,
Inc. |
1,121,496 | |||
53,103 |
Principal
Financial Group, Inc. |
4,241,336 | |||
17,393 |
Travelers
(The) Cos., Inc. |
3,002,206 | |||
|
|
38,254,047 | |||
|
Interactive
Media & Services —
0.4%
|
| |||
16,822 |
Alphabet,
Inc., Class A (a) |
2,232,616 | |||
3,508 |
Meta
Platforms, Inc., Class A (a) |
1,117,649 | |||
36,825 |
Pinterest,
Inc., Class A (a) |
1,067,556 | |||
|
|
4,417,821 | |||
|
IT
Services — 2.4%
|
| |||
3,263 |
Accenture
PLC, Class A |
1,032,250 | |||
33,608 |
Akamai
Technologies, Inc. (a) |
3,175,956 | |||
61,607 |
Cloudflare,
Inc., Class A (a) |
4,236,713 | |||
77,117 |
Cognizant
Technology Solutions
Corp.,
Class A |
5,092,036 | |||
8,622 |
Gartner,
Inc. (a) |
3,048,653 | |||
13,401 |
GoDaddy,
Inc., Class A (a) |
1,033,083 | |||
12,248 |
MongoDB,
Inc. (a) |
5,185,803 |
Shares |
Description |
Value | |||
| |||||
|
IT
Services (Continued) |
| |||
22,885 |
Snowflake,
Inc., Class A (a) |
$4,066,893 | |||
8,911 |
VeriSign,
Inc. (a) |
1,879,776 | |||
|
|
28,751,163 | |||
|
Life
Sciences Tools & Services —
0.9%
|
| |||
14,366 |
Charles
River Laboratories
International,
Inc. (a) |
3,010,252 | |||
8,958 |
IQVIA
Holdings, Inc. (a) |
2,004,442 | |||
42,378 |
Revvity,
Inc. |
5,210,375 | |||
2,633 |
West
Pharmaceutical Services,
Inc. |
969,049 | |||
|
|
11,194,118 | |||
|
Machinery
— 3.7%
|
| |||
16,369 |
Caterpillar,
Inc. |
4,340,568 | |||
16,427 |
Cummins,
Inc. |
4,284,161 | |||
7,455 |
Deere
& Co. |
3,202,668 | |||
20,458 |
Dover
Corp. |
2,986,254 | |||
13,465 |
Fortive
Corp. |
1,054,983 | |||
8,050 |
Illinois
Tool Works, Inc. |
2,119,726 | |||
77,021 |
Ingersoll
Rand, Inc. |
5,027,161 | |||
8,113 |
Nordson
Corp. |
2,041,312 | |||
22,623 |
Otis
Worldwide Corp. |
2,057,788 | |||
48,144 |
PACCAR,
Inc. |
4,146,643 | |||
2,582 |
Parker-Hannifin
Corp. |
1,058,646 | |||
13,975 |
Snap-on,
Inc. |
3,807,349 | |||
32,232 |
Stanley
Black & Decker, Inc. |
3,199,670 | |||
18,361 |
Westinghouse
Air Brake
Technologies
Corp. |
2,174,677 | |||
17,880 |
Xylem,
Inc. |
2,015,970 | |||
|
|
43,517,576 | |||
|
Media
— 1.2%
|
| |||
5,481 |
Charter
Communications, Inc.,
Class
A (a) |
2,220,846 | |||
72,695 |
Comcast
Corp., Class A |
3,290,176 | |||
148,063 |
Fox
Corp., Class A |
4,952,707 | |||
52,194 |
Interpublic
Group of (The) Cos.,
Inc. |
1,786,601 | |||
21,163 |
Omnicom
Group, Inc. |
1,790,813 | |||
|
|
14,041,143 | |||
|
Metals
& Mining — 1.4%
|
| |||
25,170 |
Freeport-McMoRan,
Inc. |
1,123,840 | |||
47,202 |
Newmont
Corp. |
2,025,910 | |||
24,560 |
Nucor
Corp. |
4,226,530 | |||
18,537 |
Reliance
Steel & Aluminum Co. |
5,428,746 | |||
36,972 |
Steel
Dynamics, Inc. |
3,940,476 | |||
|
|
16,745,502 | |||
|
Multi-Utilities
— 2.8%
|
| |||
49,313 |
Ameren
Corp. |
4,224,645 | |||
103,619 |
CenterPoint
Energy, Inc. |
3,117,896 | |||
51,412 |
CMS
Energy Corp. |
3,139,731 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Multi-Utilities
(Continued) |
| |||
55,687 |
Consolidated
Edison, Inc. |
$5,282,469 | |||
58,322 |
Dominion
Energy, Inc. |
3,123,143 | |||
27,454 |
DTE
Energy Co. |
3,137,992 | |||
64,324 |
Public
Service Enterprise Group,
Inc. |
4,060,131 | |||
27,662 |
Sempra |
4,122,191 | |||
34,231 |
WEC
Energy Group, Inc. |
3,075,997 | |||
|
|
33,284,195 | |||
|
Office
REITs — 0.4%
|
| |||
35,485 |
Alexandria
Real Estate Equities,
Inc. |
4,459,755 | |||
|
Oil,
Gas & Consumable Fuels —
5.0%
|
| |||
29,465 |
APA
Corp. |
1,193,038 | |||
19,824 |
Cheniere
Energy, Inc. |
3,208,713 | |||
12,797 |
Chevron
Corp. |
2,094,357 | |||
29,153 |
ConocoPhillips |
3,431,891 | |||
119,387 |
Coterra
Energy, Inc. |
3,287,918 | |||
7,664 |
Diamondback
Energy, Inc. |
1,129,061 | |||
8,798 |
EOG
Resources, Inc. |
1,165,999 | |||
28,163 |
Exxon
Mobil Corp. |
3,020,200 | |||
22,217 |
Hess
Corp. |
3,370,985 | |||
58,469 |
Kinder
Morgan, Inc. |
1,035,486 | |||
218,686 |
Marathon
Oil Corp. |
5,744,881 | |||
43,175 |
Marathon
Petroleum Corp. |
5,743,139 | |||
17,122 |
Occidental
Petroleum Corp. |
1,080,912 | |||
16,312 |
ONEOK,
Inc. |
1,093,556 | |||
132,234 |
Ovintiv,
Inc. |
6,094,665 | |||
52,779 |
Phillips
66 |
5,887,497 | |||
4,859 |
Pioneer
Natural Resources Co. |
1,096,531 | |||
39,691 |
Targa
Resources Corp. |
3,254,265 | |||
42,917 |
Valero
Energy Corp. |
5,532,430 | |||
30,855 |
Williams
(The) Cos., Inc. |
1,062,955 | |||
|
|
59,528,479 | |||
|
Passenger
Airlines — 0.9%
|
| |||
105,893 |
Delta
Air Lines, Inc. |
4,898,610 | |||
55,610 |
Southwest
Airlines Co. |
1,899,638 | |||
73,398 |
United
Airlines Holdings,
Inc.
(a) |
3,986,245 | |||
|
|
10,784,493 | |||
|
Pharmaceuticals
— 0.7%
|
| |||
4,294 |
Eli
Lilly & Co. |
1,951,838 | |||
8,725 |
Merck
& Co., Inc. |
930,521 | |||
504,422 |
Viatris,
Inc. |
5,311,564 | |||
|
|
8,193,923 | |||
|
Professional
Services — 1.5%
|
| |||
6,080 |
Broadridge
Financial Solutions,
Inc. |
1,020,953 | |||
8,558 |
Equifax,
Inc. |
1,746,517 |
Shares |
Description |
Value | |||
| |||||
|
Professional
Services
(Continued) |
| |||
25,406 |
Jacobs
Solutions, Inc. |
$3,186,166 | |||
34,137 |
Leidos
Holdings, Inc. |
3,192,834 | |||
6,268 |
Paycom
Software, Inc. |
2,311,388 | |||
49,843 |
SS&C
Technologies Holdings,
Inc. |
2,903,355 | |||
12,854 |
TransUnion |
1,024,335 | |||
8,909 |
Verisk
Analytics, Inc. |
2,039,626 | |||
|
|
17,425,174 | |||
|
Real
Estate Management & Development
— 0.4%
|
| |||
24,949 |
CBRE
Group, Inc., Class A (a) |
2,078,501 | |||
33,939 |
CoStar
Group, Inc. (a) |
2,849,858 | |||
|
|
4,928,359 | |||
|
Residential
REITs — 0.9%
|
| |||
15,958 |
AvalonBay
Communities, Inc. |
3,010,477 | |||
30,523 |
Equity
Residential |
2,012,687 | |||
8,595 |
Essex
Property Trust, Inc. |
2,093,312 | |||
58,537 |
Invitation
Homes, Inc. |
2,078,063 | |||
23,437 |
UDR,
Inc. |
958,105 | |||
|
|
10,152,644 | |||
|
Retail
REITs — 0.2%
|
| |||
102,112 |
Kimco
Realty Corp. |
2,068,789 | |||
|
Semiconductors
&
Semiconductor
Equipment —
5.4%
|
| |||
15,505 |
Analog
Devices, Inc. |
3,093,713 | |||
34,829 |
Applied
Materials, Inc. |
5,279,728 | |||
5,803 |
Broadcom,
Inc. |
5,214,866 | |||
10,593 |
First
Solar, Inc. (a) |
2,196,988 | |||
60,217 |
Intel
Corp. |
2,153,962 | |||
10,378 |
KLA
Corp. |
5,333,773 | |||
7,831 |
Lam
Research Corp. |
5,626,495 | |||
44,952 |
Microchip
Technology, Inc. |
4,222,791 | |||
15,954 |
Micron
Technology, Inc. |
1,138,956 | |||
7,456 |
Monolithic
Power Systems, Inc. |
4,171,557 | |||
7,140 |
NVIDIA
Corp. |
3,336,451 | |||
19,676 |
NXP
Semiconductors N.V. |
4,387,355 | |||
53,226 |
ON
Semiconductor Corp. (a) |
5,735,102 | |||
33,832 |
QUALCOMM,
Inc. |
4,471,575 | |||
45,479 |
Skyworks
Solutions, Inc. |
5,201,433 | |||
18,088 |
Teradyne,
Inc. |
2,042,859 | |||
|
|
63,607,604 | |||
|
Software
— 7.0%
|
| |||
8,236 |
Adobe,
Inc. (a) |
4,498,256 | |||
6,098 |
ANSYS,
Inc. (a) |
2,086,126 | |||
4,920 |
Autodesk,
Inc. (a) |
1,042,991 | |||
25,849 |
BILL
Holdings, Inc. (a) |
3,239,914 | |||
17,173 |
Cadence
Design Systems,
Inc.
(a) |
4,018,654 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued) |
| |||
13,710 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
$2,216,359 | |||
40,937 |
Datadog,
Inc., Class A (a) |
4,778,167 | |||
4,977 |
Fair
Isaac Corp. (a) |
4,170,577 | |||
66,599 |
Fortinet,
Inc. (a) |
5,176,074 | |||
9,461 |
HubSpot,
Inc. (a) |
5,492,583 | |||
2,197 |
Intuit,
Inc. |
1,124,205 | |||
8,870 |
Microsoft
Corp. |
2,979,610 | |||
42,272 |
Oracle
Corp. |
4,955,547 | |||
328,384 |
Palantir
Technologies, Inc.,
Class
A (a) |
6,515,138 | |||
19,702 |
Palo
Alto Networks, Inc. (a) |
4,924,712 | |||
14,150 |
PTC,
Inc. (a) |
2,063,211 | |||
2,095 |
Roper
Technologies, Inc. |
1,032,940 | |||
7,167 |
ServiceNow,
Inc. (a) |
4,178,361 | |||
37,962 |
Splunk,
Inc. (a) |
4,112,423 | |||
9,249 |
Synopsys,
Inc. (a) |
4,178,698 | |||
7,253 |
Tyler
Technologies, Inc. (a) |
2,876,757 | |||
17,828 |
Workday,
Inc., Class A (a) |
4,227,554 | |||
20,645 |
Zscaler,
Inc. (a) |
3,311,045 | |||
|
|
83,199,902 | |||
|
Specialized
REITs — 0.9%
|
| |||
8,842 |
Digital
Realty Trust, Inc. |
1,101,890 | |||
2,569 |
Equinix,
Inc. |
2,080,684 | |||
53,159 |
Iron
Mountain, Inc. |
3,263,963 | |||
32,035 |
VICI
Properties, Inc. |
1,008,462 | |||
90,137 |
Weyerhaeuser
Co. |
3,070,066 | |||
|
|
10,525,065 | |||
|
Specialty
Retail — 1.7%
|
| |||
808 |
AutoZone,
Inc. (a) |
2,005,230 | |||
36,858 |
Best
Buy Co., Inc. |
3,061,057 | |||
3,241 |
Home
Depot (The), Inc. |
1,081,975 | |||
4,461 |
Lowe’s
Cos., Inc. |
1,045,078 | |||
4,216 |
O’Reilly
Automotive, Inc. (a) |
3,903,131 | |||
17,959 |
Ross
Stores, Inc. |
2,058,820 | |||
35,623 |
TJX
(The) Cos., Inc. |
3,082,458 | |||
9,108 |
Tractor
Supply Co. |
2,040,101 | |||
4,279 |
Ulta
Beauty, Inc. (a) |
1,903,299 | |||
|
|
20,181,149 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.1%
|
| |||
15,572 |
Apple,
Inc. |
3,059,120 | |||
299,651 |
Hewlett
Packard Enterprise Co. |
5,207,934 | |||
32,785 |
HP,
Inc. |
1,076,332 | |||
39,535 |
NetApp,
Inc. |
3,084,125 | |||
|
|
12,427,511 | |||
|
Trading
Companies & Distributors
— 1.1%
|
| |||
51,203 |
Fastenal
Co. |
3,001,008 |
Shares |
Description |
Value | |||
| |||||
|
Trading
Companies &
Distributors
(Continued) |
| |||
11,303 |
United
Rentals, Inc. |
$5,252,278 | |||
6,384 |
W.W.
Grainger, Inc. |
4,714,520 | |||
|
|
12,967,806 | |||
|
Wireless
Telecommunication Services
— 0.2%
|
| |||
14,497 |
T-Mobile
US, Inc. (a) |
1,997,252 | |||
|
Total
Common Stocks |
1,180,712,178 | |||
|
(Cost
$1,016,297,658) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
1,315,419 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(b) |
1,315,419 | |||
|
(Cost
$1,315,419) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
1,182,027,597 | |||
|
(Cost
$1,017,613,077) |
| |||
|
Net
Other Assets and
Liabilities
— (0.0)% |
(84,432
) | |||
|
Net
Assets — 100.0% |
$1,181,943,165 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of July 31,
2023. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$1,180,712,178 |
$1,180,712,178 |
$— |
$— |
Money
Market
Funds |
1,315,419 |
1,315,419 |
— |
— |
Total
Investments |
$1,182,027,597 |
$1,182,027,597 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 1.3%
|
| |||
31,943 |
BWX
Technologies, Inc. |
$2,204,067 | |||
8,297 |
Curtiss-Wright
Corp. |
1,587,714 | |||
30,071 |
Hexcel
Corp. |
2,125,418 | |||
10,045 |
Huntington
Ingalls Industries,
Inc. |
2,307,035 | |||
175,788 |
Leonardo
DRS, Inc. (a) |
2,933,902 | |||
15,829 |
Parsons
Corp. (a) |
782,269 | |||
52,212 |
Spirit
AeroSystems Holdings,
Inc.,
Class A |
1,661,386 | |||
|
|
13,601,791 | |||
|
Air
Freight & Logistics — 0.2%
|
| |||
16,155 |
C.H.
Robinson Worldwide, Inc. |
1,618,408 | |||
12,129 |
GXO
Logistics, Inc. (a) |
813,492 | |||
|
|
2,431,900 | |||
|
Automobile
Components — 1.3%
|
| |||
39,772 |
Adient
PLC (a) |
1,692,696 | |||
77,902 |
BorgWarner,
Inc. |
3,622,443 | |||
14,044 |
Fox
Factory Holding Corp. (a) |
1,571,523 | |||
78,131 |
Gentex
Corp. |
2,623,639 | |||
15,926 |
Lear
Corp. |
2,464,708 | |||
15,920 |
Visteon
Corp. (a) |
2,453,113 | |||
|
|
14,428,122 | |||
|
Automobiles
— 0.5%
|
| |||
21,643 |
Harley-Davidson,
Inc. |
835,636 | |||
36,814 |
Thor
Industries, Inc. |
4,251,649 | |||
|
|
5,087,285 | |||
|
Banks
— 9.3%
|
| |||
75,899 |
Bank
OZK |
3,319,063 | |||
37,735 |
BOK
Financial Corp. |
3,361,434 | |||
155,202 |
Cadence
Bank |
3,887,810 | |||
71,959 |
Comerica,
Inc. |
3,882,908 | |||
7,087 |
Cullen/Frost
Bankers, Inc. |
769,506 | |||
57,740 |
East
West Bancorp, Inc. |
3,592,005 | |||
266,447 |
F.N.B.
Corp. |
3,407,857 | |||
2,969 |
First
Citizens BancShares, Inc.,
Class
A |
4,249,530 | |||
169,248 |
First
Hawaiian, Inc. |
3,501,741 | |||
127,860 |
First
Interstate BancSystem, Inc.,
Class
A |
3,673,418 | |||
73,343 |
Glacier
Bancorp, Inc. |
2,398,316 | |||
99,275 |
Hancock
Whitney Corp. |
4,369,093 | |||
66,846 |
Home
BancShares, Inc. |
1,625,026 | |||
68,482 |
Independent
Bank Corp. |
4,126,040 | |||
338,985 |
New
York Community Bancorp,
Inc. |
4,701,722 | |||
218,661 |
Old
National Bancorp |
3,723,797 | |||
53,808 |
Pinnacle
Financial Partners, Inc. |
4,084,027 | |||
50,367 |
Popular,
Inc. |
3,654,126 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued) |
| |||
40,477 |
Prosperity
Bancshares, Inc. |
$2,563,004 | |||
34,744 |
SouthState
Corp. |
2,698,566 | |||
100,765 |
Synovus
Financial Corp. |
3,415,933 | |||
50,051 |
UMB
Financial Corp. |
3,553,621 | |||
77,052 |
United
Bankshares, Inc. |
2,576,619 | |||
91,482 |
United
Community Banks, Inc. |
2,659,382 | |||
393,310 |
Valley
National Bancorp |
4,035,361 | |||
80,747 |
Webster
Financial Corp. |
3,820,948 | |||
104,475 |
Western
Alliance Bancorp (b) |
5,427,476 | |||
41,974 |
Wintrust
Financial Corp. |
3,540,927 | |||
113,483 |
Zions
Bancorp N.A. (b) |
4,340,725 | |||
|
|
100,959,981 | |||
|
Beverages
— 0.6%
|
| |||
25,540 |
Celsius
Holdings, Inc. (a) |
3,695,638 | |||
3,594 |
Coca-Cola
Consolidated, Inc. |
2,276,475 | |||
11,575 |
Molson
Coors Beverage Co.,
Class
B |
807,588 | |||
|
|
6,779,701 | |||
|
Biotechnology
— 1.1%
|
| |||
24,346 |
Alkermes
PLC (a) |
712,851 | |||
60,670 |
Amicus
Therapeutics, Inc. (a) |
826,325 | |||
41,825 |
Apellis
Pharmaceuticals, Inc. (a) |
1,076,994 | |||
40,576 |
Exact
Sciences Corp. (a) |
3,957,783 | |||
18,687 |
Intellia
Therapeutics, Inc. (a) |
791,021 | |||
3,515 |
Karuna
Therapeutics, Inc. (a) |
702,192 | |||
15,661 |
Natera,
Inc. (a) |
708,190 | |||
226,797 |
Roivant
Sciences Ltd. (a) |
2,717,028 | |||
|
|
11,492,384 | |||
|
Broadline
Retail — 1.0%
|
| |||
7,006 |
Dillard’s,
Inc., Class A |
2,403,338 | |||
132,241 |
Kohl’s
Corp. |
3,762,257 | |||
237,395 |
Macy’s,
Inc. |
3,938,383 | |||
13,156 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
958,809 | |||
|
|
11,062,787 | |||
|
Building
Products — 3.2%
|
| |||
24,112 |
AAON,
Inc. |
2,538,029 | |||
26,790 |
Advanced
Drainage Systems,
Inc. |
3,268,112 | |||
19,047 |
Allegion
PLC |
2,225,832 | |||
10,375 |
Armstrong
World Industries, Inc. |
802,610 | |||
100,633 |
AZEK
(The) Co., Inc. (a) |
3,139,750 | |||
28,016 |
Builders
FirstSource, Inc. (a) |
4,046,351 | |||
21,182 |
Fortune
Brands Innovations, Inc. |
1,505,405 | |||
11,684 |
Lennox
International, Inc. |
4,293,169 | |||
39,842 |
Masco
Corp. |
2,417,613 | |||
29,198 |
Owens
Corning |
4,087,428 | |||
11,006 |
Simpson
Manufacturing Co., Inc. |
1,738,948 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Building
Products (Continued) |
| |||
11,625 |
Trex
Co., Inc. (a) |
$803,752 | |||
39,262 |
UFP
Industries, Inc. |
4,034,563 | |||
|
|
34,901,562 | |||
|
Capital
Markets — 1.9%
|
| |||
5,083 |
Affiliated
Managers Group, Inc. |
704,707 | |||
24,664 |
Evercore,
Inc., Class A |
3,331,120 | |||
63,769 |
Federated
Hermes, Inc. |
2,157,305 | |||
15,504 |
Houlihan
Lokey, Inc. |
1,548,075 | |||
27,519 |
Interactive
Brokers Group, Inc.,
Class
A |
2,403,234 | |||
226,662 |
Invesco
Ltd. |
3,807,922 | |||
68,921 |
Jefferies
Financial Group, Inc. |
2,535,604 | |||
23,814 |
Lazard
Ltd., Class A |
835,871 | |||
76,356 |
Robinhood
Markets, Inc.,
Class
A (a) |
981,938 | |||
38,313 |
Stifel
Financial Corp. |
2,434,408 | |||
|
|
20,740,184 | |||
|
Chemicals
— 2.6%
|
| |||
37,264 |
Avient
Corp. |
1,510,310 | |||
92,904 |
Axalta
Coating Systems Ltd. (a) |
2,972,928 | |||
5,654 |
Balchem
Corp. |
761,820 | |||
11,393 |
Cabot
Corp. |
808,903 | |||
61,970 |
Chemours
(The) Co. |
2,291,651 | |||
27,306 |
Eastman
Chemical Co. |
2,336,847 | |||
79,378 |
Element
Solutions, Inc. |
1,663,763 | |||
21,311 |
H.B.
Fuller Co. |
1,577,653 | |||
141,014 |
Huntsman
Corp. |
4,197,987 | |||
111,125 |
Livent
Corp. (a) |
2,735,897 | |||
5,684 |
NewMarket
Corp. |
2,567,463 | |||
74,144 |
Olin
Corp. |
4,276,626 | |||
8,491 |
RPM
International, Inc. |
877,205 | |||
|
|
28,579,053 | |||
|
Commercial
Services & Supplies
— 1.2%
|
| |||
25,276 |
Casella
Waste Systems, Inc.,
Class
A (a) |
2,039,521 | |||
23,173 |
Clean
Harbors, Inc. (a) |
3,852,743 | |||
28,160 |
Driven
Brands Holdings, Inc. (a) |
728,499 | |||
13,142 |
MSA
Safety, Inc. |
2,181,572 | |||
32,819 |
Stericycle,
Inc. (a) |
1,394,479 | |||
13,963 |
Tetra
Tech, Inc. |
2,362,679 | |||
|
|
12,559,493 | |||
|
Communications
Equipment —
0.5%
|
| |||
15,270 |
Calix,
Inc. (a) |
688,830 | |||
35,868 |
Ciena
Corp. (a) |
1,513,630 | |||
10,419 |
F5,
Inc. (a) |
1,648,702 | |||
72,969 |
Juniper
Networks, Inc. |
2,028,538 | |||
|
|
5,879,700 |
Shares |
Description |
Value | |||
| |||||
|
Construction
& Engineering —
2.0%
|
| |||
17,996 |
AECOM |
$1,565,652 | |||
139,773 |
API
Group Corp. (a) |
4,019,871 | |||
23,206 |
Comfort
Systems USA, Inc. |
4,037,148 | |||
20,621 |
EMCOR
Group, Inc. |
4,434,340 | |||
181,958 |
MDU
Resources Group, Inc. |
4,024,911 | |||
5,238 |
Valmont
Industries, Inc. |
1,386,761 | |||
47,836 |
WillScot
Mobile Mini Holdings
Corp.
(a) |
2,293,736 | |||
|
|
21,762,419 | |||
|
Construction
Materials — 0.6%
|
| |||
20,438 |
Eagle
Materials, Inc. |
3,768,154 | |||
80,534 |
Summit
Materials, Inc.,
Class
A (c) |
2,913,720 | |||
|
|
6,681,874 | |||
|
Consumer
Finance — 1.5%
|
| |||
112,854 |
Ally
Financial, Inc. |
3,446,561 | |||
1,500 |
Credit
Acceptance Corp. (a) |
834,900 | |||
24,496 |
FirstCash
Holdings, Inc. |
2,333,979 | |||
69,768 |
OneMain
Holdings, Inc. |
3,173,049 | |||
93,388 |
SLM
Corp. |
1,511,018 | |||
456,856 |
SoFi
Technologies, Inc. (a) |
5,231,001 | |||
|
|
16,530,508 | |||
|
Consumer
Staples Distribution &
Retail — 0.9%
|
| |||
24,188 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
1,603,906 | |||
12,500 |
Casey’s
General Stores, Inc. |
3,158,250 | |||
25,301 |
Performance
Food Group Co. (a) |
1,511,988 | |||
62,241 |
Sprouts
Farmers Market, Inc. (a) |
2,442,959 | |||
34,638 |
US
Foods Holding Corp. (a) |
1,480,082 | |||
|
|
10,197,185 | |||
|
Containers
& Packaging — 1.4%
|
| |||
6,576 |
AptarGroup,
Inc. |
798,721 | |||
47,377 |
Berry
Global Group, Inc. |
3,106,510 | |||
8,772 |
Crown
Holdings, Inc. |
813,691 | |||
95,134 |
Graphic
Packaging Holding Co. |
2,302,243 | |||
22,124 |
Greif,
Inc., Class A |
1,636,512 | |||
19,052 |
Sealed
Air Corp. |
869,152 | |||
32,503 |
Silgan
Holdings, Inc. |
1,425,257 | |||
51,647 |
Sonoco
Products Co. |
3,028,580 | |||
26,215 |
Westrock
Co. |
872,697 | |||
|
|
14,853,363 | |||
|
Diversified
Telecommunication Services
— 0.7%
|
| |||
204,410 |
Frontier
Communications Parent,
Inc.
(a) |
3,722,306 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
Telecommunication
Services
(Continued) |
| |||
36,801 |
Iridium
Communications, Inc. |
$1,933,893 | |||
1,348,738 |
Lumen
Technologies, Inc. |
2,414,241 | |||
|
|
8,070,440 | |||
|
Electric
Utilities — 1.2%
|
| |||
52,581 |
ALLETE,
Inc. |
3,019,727 | |||
63,152 |
Hawaiian
Electric Industries, Inc. |
2,424,405 | |||
22,282 |
IDACORP,
Inc. |
2,291,035 | |||
28,065 |
Pinnacle
West Capital Corp. |
2,324,344 | |||
65,091 |
Portland
General Electric Co. |
3,102,888 | |||
|
|
13,162,399 | |||
|
Electrical
Equipment — 0.9%
|
| |||
18,692 |
Acuity
Brands, Inc. |
3,088,666 | |||
24,434 |
Atkore,
Inc. (a) |
3,876,943 | |||
7,022 |
EnerSys |
760,623 | |||
5,109 |
Generac
Holdings, Inc. (a) |
785,253 | |||
9,904 |
Regal
Rexnord Corp. |
1,546,807 | |||
|
|
10,058,292 | |||
|
Electronic
Equipment,
Instruments
& Components —
2.7%
|
| |||
13,675 |
Advanced
Energy Industries,
Inc. |
1,711,837 | |||
26,602 |
Arrow
Electronics, Inc. (a) |
3,791,849 | |||
75,523 |
Avnet,
Inc. |
3,662,865 | |||
20,656 |
Badger
Meter, Inc. |
3,400,804 | |||
31,867 |
Belden,
Inc. |
3,079,627 | |||
13,602 |
Cognex
Corp. |
742,941 | |||
14,947 |
Coherent
Corp. (a) |
707,890 | |||
10,414 |
Insight
Enterprises, Inc. (a) |
1,527,630 | |||
14,121 |
Jabil,
Inc. |
1,562,771 | |||
7,846 |
Littelfuse,
Inc. |
2,389,892 | |||
50,575 |
Sanmina
Corp. (a) |
3,108,339 | |||
32,426 |
TD
SYNNEX Corp. |
3,200,770 | |||
23,657 |
Vontier
Corp. |
731,711 | |||
|
|
29,618,926 | |||
|
Energy
Equipment & Services —
1.7%
|
| |||
18,007 |
Cactus,
Inc., Class A |
914,395 | |||
98,200 |
ChampionX
Corp. |
3,495,920 | |||
21,497 |
Helmerich
& Payne, Inc. |
962,421 | |||
190,034 |
NOV,
Inc. |
3,815,883 | |||
127,324 |
Patterson-UTI
Energy, Inc. |
2,016,812 | |||
24,219 |
Valaris
Ltd. (a) |
1,860,019 | |||
57,365 |
Weatherford
International
PLC (a) |
4,767,032 | |||
|
|
17,832,482 |
Shares |
Description |
Value | |||
| |||||
|
Entertainment
— 0.1%
|
| |||
4,052 |
Madison
Square Garden Sports
Corp. |
$862,063 | |||
|
Financial
Services — 2.8%
|
| |||
56,115 |
Equitable
Holdings, Inc. |
1,609,939 | |||
81,416 |
Essent
Group Ltd. |
4,038,234 | |||
6,493 |
Euronet
Worldwide, Inc. (a) |
570,540 | |||
124,475 |
Jackson
Financial, Inc., Class A |
4,110,165 | |||
241,302 |
MGIC
Investment Corp. |
4,039,395 | |||
150,720 |
Radian
Group, Inc. |
4,058,890 | |||
33,665 |
Shift4
Payments, Inc.,
Class
A (a) |
2,322,548 | |||
168,817 |
Toast,
Inc., Class A (a) |
3,725,791 | |||
21,254 |
Voya
Financial, Inc. |
1,578,322 | |||
194,894 |
Western
Union (The) Co. |
2,373,809 | |||
8,371 |
WEX,
Inc. (a) |
1,585,049 | |||
|
|
30,012,682 | |||
|
Food
Products — 1.4%
|
| |||
35,840 |
Darling
Ingredients, Inc. (a) |
2,481,920 | |||
61,258 |
Flowers
Foods, Inc. |
1,513,685 | |||
28,771 |
Ingredion,
Inc. |
3,201,062 | |||
7,580 |
Lancaster
Colony Corp. |
1,460,135 | |||
35,179 |
Post
Holdings, Inc. (a) |
3,000,769 | |||
1,070 |
Seaboard
Corp. |
3,857,350 | |||
|
|
15,514,921 | |||
|
Gas
Utilities — 0.6%
|
| |||
29,763 |
ONE
Gas, Inc. |
2,355,146 | |||
11,972 |
Southwest
Gas Holdings, Inc. |
789,434 | |||
48,046 |
Spire,
Inc. |
3,054,284 | |||
|
|
6,198,864 | |||
|
Ground
Transportation — 2.3%
|
| |||
16,662 |
Avis
Budget Group, Inc. (a) |
3,670,472 | |||
207,189 |
Hertz
Global Holdings, Inc. (a) |
3,491,135 | |||
68,579 |
Knight-Swift
Transportation
Holdings,
Inc. |
4,166,174 | |||
11,875 |
Landstar
System, Inc. |
2,417,631 | |||
79,463 |
Lyft,
Inc., Class A (a) |
1,009,975 | |||
44,937 |
Ryder
System, Inc. |
4,590,314 | |||
11,128 |
Saia,
Inc. (a) |
4,708,702 | |||
12,917 |
XPO,
Inc. (a) |
894,373 | |||
|
|
24,948,776 | |||
|
Health
Care Equipment & Supplies
— 2.2%
|
| |||
11,883 |
Enovis
Corp. (a) |
759,324 | |||
45,039 |
Envista
Holdings Corp. (a) |
1,549,792 | |||
17,900 |
Haemonetics
Corp. (a) |
1,651,096 | |||
11,737 |
Inspire
Medical Systems, Inc. (a) |
3,378,026 | |||
55,582 |
Integra
LifeSciences Holdings
Corp.
(a) |
2,527,314 | |||
36,321 |
Lantheus
Holdings, Inc. (a) |
3,141,403 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Equipment &
Supplies
(Continued) |
| |||
18,223 |
Merit
Medical Systems, Inc. (a) |
$1,360,711 | |||
8,861 |
Penumbra,
Inc. (a) |
2,688,073 | |||
27,590 |
QuidelOrtho
Corp. (a) |
2,410,262 | |||
13,351 |
Shockwave
Medical, Inc. (a) |
3,479,271 | |||
3,148 |
Teleflex,
Inc. |
790,683 | |||
|
|
23,735,955 | |||
|
Health
Care Providers & Services
— 1.7%
|
| |||
19,138 |
Acadia
Healthcare Co., Inc. (a) |
1,512,476 | |||
43,948 |
agilon
health, Inc. (a) |
841,604 | |||
20,950 |
AMN
Healthcare Services,
Inc.
(a) |
2,244,792 | |||
7,586 |
DaVita,
Inc. (a) |
773,696 | |||
11,253 |
Encompass
Health Corp. |
743,036 | |||
15,964 |
Ensign
Group (The), Inc. |
1,546,433 | |||
12,070 |
HealthEquity,
Inc. (a) |
820,036 | |||
18,792 |
Henry
Schein, Inc. (a) |
1,480,622 | |||
46,910 |
Option
Care Health, Inc. (a) |
1,584,620 | |||
110,201 |
Premier,
Inc., Class A |
3,058,078 | |||
23,918 |
Select
Medical Holdings Corp. |
717,779 | |||
9,363 |
Tenet
Healthcare Corp. (a) |
699,697 | |||
19,321 |
Universal
Health Services, Inc.,
Class
B |
2,684,846 | |||
|
|
18,707,715 | |||
|
Health
Care REITs — 0.7%
|
| |||
80,809 |
Healthcare
Realty Trust, Inc. |
1,578,200 | |||
329,174 |
Medical
Properties Trust, Inc. |
3,321,366 | |||
163,410 |
Physicians
Realty Trust |
2,408,663 | |||
|
|
7,308,229 | |||
|
Health
Care Technology — 0.1%
|
| |||
30,095 |
Teladoc
Health, Inc. (a) |
895,928 | |||
|
Hotel
& Resort REITs — 0.3%
|
| |||
50,431 |
Apple
Hospitality REIT, Inc. |
781,680 | |||
24,602 |
Ryman
Hospitality Properties,
Inc. |
2,344,325 | |||
|
|
3,126,005 | |||
|
Hotels,
Restaurants & Leisure —
5.4%
|
| |||
88,505 |
Aramark |
3,572,947 | |||
43,941 |
Boyd
Gaming Corp. |
3,002,049 | |||
59,805 |
Caesars
Entertainment, Inc. (a) |
3,529,691 | |||
202,346 |
Carnival
Corp. (a) |
3,812,199 | |||
12,967 |
Choice
Hotels International, Inc. |
1,695,435 | |||
21,903 |
Churchill
Downs, Inc. |
2,537,463 | |||
143,402 |
DraftKings,
Inc., Class A (a) |
4,557,316 | |||
67,082 |
Hilton
Grand Vacations, Inc. (a) |
3,119,313 | |||
33,255 |
Hyatt
Hotels Corp., Class A |
4,201,769 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued) |
| |||
193,706 |
Life
Time Group Holdings,
Inc.
(a) |
$3,504,142 | |||
33,249 |
Light
& Wonder, Inc. (a) |
2,337,405 | |||
6,210 |
Marriott
Vacations Worldwide
Corp. |
798,047 | |||
175,020 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
3,862,691 | |||
158,559 |
Penn
Entertainment, Inc. (a) |
4,168,516 | |||
27,211 |
SeaWorld
Entertainment, Inc. (a) |
1,506,673 | |||
27,147 |
Texas
Roadhouse, Inc. |
3,028,248 | |||
56,670 |
Travel
+
Leisure Co. |
2,308,169 | |||
6,054 |
Vail
Resorts, Inc. |
1,425,656 | |||
35,035 |
Wendy’s
(The) Co. |
752,902 | |||
15,229 |
Wingstop,
Inc. |
2,567,305 | |||
14,433 |
Wynn
Resorts Ltd. |
1,572,908 | |||
|
|
57,860,844 | |||
|
Household
Durables — 2.0%
|
| |||
77,180 |
Leggett
& Platt, Inc. |
2,258,287 | |||
26,782 |
Meritage
Homes Corp. |
3,989,179 | |||
14,774 |
Mohawk
Industries, Inc. (a) |
1,571,067 | |||
87,592 |
Newell
Brands, Inc. |
977,527 | |||
78,126 |
Taylor
Morrison Home Corp. (a) |
3,782,861 | |||
57,052 |
Tempur
Sealy International, Inc. |
2,546,231 | |||
48,188 |
Toll
Brothers, Inc. |
3,870,942 | |||
8,595 |
TopBuild
Corp. (a) |
2,354,428 | |||
|
|
21,350,522 | |||
|
Household
Products — 0.1%
|
| |||
26,975 |
Reynolds
Consumer Products,
Inc. |
746,668 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.4%
|
| |||
145,150 |
Vistra
Corp. |
4,072,909 | |||
|
Industrial
REITs — 0.4%
|
| |||
47,186 |
Americold
Realty Trust, Inc. |
1,529,770 | |||
14,476 |
First
Industrial Realty Trust, Inc. |
748,409 | |||
42,479 |
STAG
Industrial, Inc. |
1,541,988 | |||
|
|
3,820,167 | |||
|
Insurance
— 2.9%
|
| |||
29,246 |
American
Equity Investment
Life
Holding Co. |
1,569,633 | |||
12,835 |
American
Financial Group, Inc. |
1,560,864 | |||
6,062 |
Assurant,
Inc. |
815,400 | |||
27,312 |
Assured
Guaranty Ltd. |
1,632,711 | |||
28,313 |
Axis
Capital Holdings Ltd. |
1,560,613 | |||
6,241 |
Enstar
Group Ltd. (a) |
1,596,947 | |||
63,502 |
Fidelity
National Financial, Inc. |
2,487,373 | |||
26,729 |
First
American Financial Corp. |
1,694,084 | |||
13,903 |
Globe
Life, Inc. |
1,559,499 | |||
8,146 |
Kinsale
Capital Group, Inc. |
3,035,444 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued) |
| |||
90,829 |
Old
Republic International Corp. |
$2,504,156 | |||
3,854 |
Primerica,
Inc. |
819,746 | |||
16,484 |
Reinsurance
Group of America,
Inc. |
2,313,529 | |||
8,172 |
RenaissanceRe
Holdings Ltd. |
1,526,203 | |||
33,950 |
Ryan
Specialty Holdings, Inc. (a) |
1,471,393 | |||
7,942 |
Selective
Insurance Group, Inc. |
819,535 | |||
63,902 |
Unum
Group |
3,106,276 | |||
547 |
White
Mountains Insurance
Group
Ltd. |
846,220 | |||
|
|
30,919,626 | |||
|
Interactive
Media & Services —
0.1%
|
| |||
21,753 |
Ziff
Davis, Inc. (a) |
1,577,528 | |||
|
IT
Services — 0.1%
|
| |||
57,038 |
DXC
Technology Co. (a) |
1,577,101 | |||
|
Leisure
Products — 0.8%
|
| |||
35,183 |
Brunswick
Corp. |
3,036,645 | |||
11,765 |
Hasbro,
Inc. |
759,549 | |||
39,000 |
Mattel,
Inc. (a) |
830,700 | |||
25,205 |
Polaris,
Inc. |
3,423,847 | |||
38,391 |
Topgolf
Callaway Brands
Corp.
(a) |
766,668 | |||
|
|
8,817,409 | |||
|
Life
Sciences Tools & Services —
0.4%
|
| |||
13,646 |
10X
Genomics, Inc., Class A (a) |
859,425 | |||
12,693 |
Medpace
Holdings, Inc. (a) |
3,213,487 | |||
|
|
4,072,912 | |||
|
Machinery
— 4.2%
|
| |||
23,195 |
AGCO
Corp. |
3,087,255 | |||
8,170 |
Albany
International Corp.,
Class
A |
786,608 | |||
67,486 |
Allison
Transmission Holdings,
Inc. |
3,960,753 | |||
67,510 |
Crane
NXT Co. |
3,993,217 | |||
12,191 |
Donaldson
Co., Inc. |
765,961 | |||
34,356 |
Esab
Corp. |
2,360,257 | |||
41,024 |
Flowserve
Corp. |
1,549,066 | |||
29,624 |
Franklin
Electric Co., Inc. |
2,927,444 | |||
26,474 |
Graco,
Inc. |
2,100,183 | |||
24,525 |
ITT,
Inc. |
2,442,690 | |||
6,284 |
John
Bean Technologies Corp. |
776,765 | |||
15,345 |
Lincoln
Electric Holdings, Inc. |
3,079,895 | |||
10,311 |
Middleby
(The) Corp. (a) |
1,565,725 | |||
43,655 |
Mueller
Industries, Inc. |
3,538,674 | |||
17,602 |
Oshkosh
Corp. |
1,620,616 | |||
7,007 |
RBC
Bearings, Inc. (a) |
1,583,932 | |||
63,683 |
Terex
Corp. |
3,733,734 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued) |
| |||
24,976 |
Timken
(The) Co. |
$2,319,271 | |||
7,497 |
Toro
(The) Co. |
762,070 | |||
12,443 |
Watts
Water Technologies, Inc.,
Class
A |
2,320,993 | |||
|
|
45,275,109 | |||
|
Marine
Transportation — 0.2%
|
| |||
29,709 |
Kirby
Corp. (a) |
2,420,689 | |||
|
Media
— 1.3%
|
| |||
3,480 |
Cable
One, Inc. |
2,519,311 | |||
578,177 |
DISH
Network Corp.,
Class
A (a) |
4,584,944 | |||
19,352 |
New
York Times (The) Co.,
Class
A |
788,788 | |||
117,236 |
News
Corp., Class A |
2,323,617 | |||
22,877 |
Nexstar
Media Group, Inc. |
4,271,593 | |||
|
|
14,488,253 | |||
|
Metals
& Mining — 1.3%
|
| |||
86,143 |
ATI,
Inc. (a) |
4,107,298 | |||
181,870 |
Cleveland-Cliffs,
Inc. (a) |
3,210,005 | |||
57,885 |
Commercial
Metals Co. |
3,312,180 | |||
152,346 |
United
States Steel Corp. |
3,884,823 | |||
|
|
14,514,306 | |||
|
Mortgage
REITs — 0.8%
|
| |||
76,165 |
Annaly
Capital Management,
Inc. |
1,530,155 | |||
109,857 |
Blackstone
Mortgage Trust, Inc.,
Class
A (b) |
2,525,612 | |||
244,503 |
Rithm
Capital Corp. |
2,464,590 | |||
117,840 |
Starwood
Property Trust, Inc. |
2,444,002 | |||
|
|
8,964,359 | |||
|
Multi-Utilities
— 0.3%
|
| |||
50,585 |
Black
Hills Corp. |
3,051,793 | |||
|
Office
REITs — 1.0%
|
| |||
52,929 |
Boston
Properties, Inc. |
3,526,659 | |||
133,690 |
Cousins
Properties, Inc. |
3,266,047 | |||
126,626 |
Kilroy
Realty Corp. |
4,520,548 | |||
|
|
11,313,254 | |||
|
Oil,
Gas & Consumable Fuels —
4.8%
|
| |||
131,386 |
Antero
Midstream Corp. |
1,568,749 | |||
33,088 |
Antero
Resources Corp. (a) |
885,104 | |||
45,532 |
Chesapeake
Energy Corp. |
3,840,169 | |||
24,773 |
Chord
Energy Corp. |
3,885,397 | |||
43,941 |
Civitas
Resources, Inc. |
3,289,423 | |||
17,667 |
Denbury,
Inc. (a) |
1,553,106 | |||
61,493 |
DT
Midstream, Inc. |
3,291,105 | |||
92,638 |
EQT
Corp. |
3,907,471 | |||
85,411 |
HF
Sinclair Corp. |
4,449,059 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Oil,
Gas & Consumable Fuels
(Continued) |
| |||
36,462 |
Magnolia
Oil & Gas Corp.,
Class
A |
$807,633 | |||
29,130 |
Matador
Resources Co. |
1,620,502 | |||
59,689 |
Murphy
Oil Corp. |
2,582,743 | |||
93,068 |
PBF
Energy, Inc., Class A |
4,415,146 | |||
175,909 |
Peabody
Energy Corp. |
3,947,398 | |||
103,680 |
Range
Resources Corp. |
3,258,663 | |||
120,461 |
SM
Energy Co. |
4,371,530 | |||
633,975 |
Southwestern
Energy Co. (a) |
4,108,158 | |||
|
|
51,781,356 | |||
|
Paper
& Forest Products — 0.3%
|
| |||
40,653 |
Louisiana-Pacific
Corp. |
3,094,913 | |||
|
Passenger
Airlines — 0.4%
|
| |||
14,329 |
Alaska
Air Group, Inc. (a) |
696,819 | |||
212,386 |
American
Airlines Group,
Inc.
(a) |
3,557,466 | |||
|
|
4,254,285 | |||
|
Personal
Care Products — 0.6%
|
| |||
83,283 |
BellRing
Brands, Inc. (a) |
2,994,024 | |||
62,004 |
Coty,
Inc., Class A (a) |
746,528 | |||
16,905 |
Inter
Parfums, Inc. |
2,528,312 | |||
|
|
6,268,864 | |||
|
Pharmaceuticals
— 0.9%
|
| |||
17,576 |
Catalent,
Inc. (a) |
852,788 | |||
302,996 |
Elanco
Animal Health, Inc. (a) |
3,657,162 | |||
36,103 |
Intra-Cellular
Therapies, Inc. (a) |
2,232,609 | |||
73,238 |
Organon
& Co. |
1,609,771 | |||
22,446 |
Perrigo
Co. PLC |
822,421 | |||
|
|
9,174,751 | |||
|
Professional
Services — 2.5%
|
| |||
82,473 |
Alight,
Inc., Class A (a) |
806,586 | |||
40,304 |
ASGN,
Inc. (a) |
3,076,001 | |||
4,472 |
CACI
International, Inc.,
Class
A (a) |
1,567,168 | |||
11,380 |
Ceridian
HCM Holding, Inc. (a) |
805,818 | |||
47,186 |
Concentrix
Corp. |
3,927,763 | |||
131,725 |
Dun
& Bradstreet Holdings, Inc. |
1,556,989 | |||
4,006 |
FTI
Consulting, Inc. (a) |
701,691 | |||
40,565 |
Genpact
Ltd. |
1,463,991 | |||
19,216 |
Insperity,
Inc. |
2,260,762 | |||
35,140 |
KBR,
Inc. |
2,160,759 | |||
28,791 |
ManpowerGroup,
Inc. |
2,271,034 | |||
9,017 |
Maximus,
Inc. |
755,264 | |||
30,392 |
Robert
Half, Inc. |
2,253,567 |
Shares |
Description |
Value | |||
| |||||
|
Professional
Services
(Continued) |
| |||
13,551 |
Science
Applications
International
Corp. |
$1,644,278 | |||
16,047 |
TriNet
Group, Inc. (a) |
1,688,626 | |||
|
|
26,940,297 | |||
|
Real
Estate Management & Development
— 0.5%
|
| |||
19,312 |
Howard
Hughes (The) Corp. (a) |
1,630,512 | |||
19,566 |
Jones
Lang LaSalle, Inc. (a) |
3,258,717 | |||
|
|
4,889,229 | |||
|
Residential
REITs — 0.5%
|
| |||
21,497 |
American
Homes 4 Rent,
Class
A |
805,708 | |||
84,458 |
Apartment
Income REIT Corp. |
2,917,179 | |||
83,648 |
Independence
Realty Trust, Inc. |
1,425,362 | |||
|
|
5,148,249 | |||
|
Retail
REITs — 0.2%
|
| |||
102,333 |
Kite
Realty Group Trust |
2,341,379 | |||
|
Semiconductors
&
Semiconductor
Equipment —
2.6%
|
| |||
50,644 |
Allegro
MicroSystems, Inc. (a) |
2,613,737 | |||
128,075 |
Amkor
Technology, Inc. |
3,725,702 | |||
20,783 |
Axcelis
Technologies, Inc. (a) |
4,166,576 | |||
16,479 |
Diodes,
Inc. (a) |
1,557,101 | |||
23,797 |
Lattice
Semiconductor Corp. (a) |
2,164,099 | |||
14,099 |
MKS
Instruments, Inc. |
1,539,188 | |||
26,172 |
Onto
Innovation, Inc. (a) |
3,253,703 | |||
8,048 |
Power
Integrations, Inc. |
781,783 | |||
59,378 |
Rambus,
Inc. (a) |
3,717,656 | |||
9,662 |
Silicon
Laboratories, Inc. (a) |
1,440,990 | |||
26,776 |
Synaptics,
Inc. (a) |
2,418,140 | |||
5,286 |
Universal
Display Corp. |
771,122 | |||
|
|
28,149,797 | |||
|
Software
— 3.9%
|
| |||
42,156 |
Bentley
Systems, Inc., Class B |
2,271,365 | |||
25,937 |
Box,
Inc., Class A (a) |
810,531 | |||
271,912 |
CCC
Intelligent Solutions
Holdings,
Inc. (a) |
2,996,470 | |||
107,907 |
Confluent,
Inc., Class A (a) |
3,727,108 | |||
9,105 |
Dolby
Laboratories, Inc.,
Class
A |
806,794 | |||
97,899 |
DoubleVerify
Holdings, Inc. (a) |
4,121,548 | |||
85,717 |
Dropbox,
Inc., Class A (a) |
2,310,073 | |||
44,415 |
Dynatrace,
Inc. (a) |
2,429,056 | |||
23,769 |
Elastic
N.V. (a) |
1,579,450 | |||
18,486 |
Five9,
Inc. (a) |
1,622,147 | |||
44,729 |
Gitlab,
Inc., Class A (a) |
2,219,900 | |||
10,015 |
Guidewire
Software, Inc. (a) |
849,472 | |||
15,251 |
Manhattan
Associates, Inc. (a) |
2,907,146 | |||
90,718 |
NCR
Corp. (a) |
2,438,500 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued) |
| |||
11,646 |
New
Relic, Inc. (a) |
$978,031 | |||
54,334 |
Nutanix,
Inc., Class A (a) |
1,640,887 | |||
35,133 |
Procore
Technologies, Inc. (a) |
2,664,838 | |||
5,899 |
Qualys,
Inc. (a) |
818,781 | |||
15,871 |
SPS
Commerce, Inc. (a) |
2,862,970 | |||
14,992 |
Workiva,
Inc. (a) |
1,578,508 | |||
|
|
41,633,575 | |||
|
Specialized
REITs — 0.3%
|
| |||
7,677 |
Lamar
Advertising Co., Class A |
757,720 | |||
43,257 |
PotlatchDeltic
Corp. |
2,319,873 | |||
|
|
3,077,593 | |||
|
Specialty
Retail — 4.8%
|
| |||
28,196 |
Academy
Sports & Outdoors,
Inc. |
1,685,839 | |||
43,358 |
Advance
Auto Parts, Inc. |
3,225,402 | |||
15,848 |
Asbury
Automotive Group,
Inc.
(a) |
3,575,309 | |||
23,147 |
AutoNation,
Inc. (a) |
3,726,204 | |||
40,642 |
Bath
& Body Works, Inc. |
1,506,192 | |||
9,103 |
CarMax,
Inc. (a) |
751,999 | |||
38,614 |
Chewy,
Inc., Class A (a) |
1,309,015 | |||
11,529 |
Dick’s
Sporting Goods, Inc. |
1,625,589 | |||
7,755 |
Five
Below, Inc. (a) |
1,615,677 | |||
29,320 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
3,367,402 | |||
140,545 |
Foot
Locker, Inc. |
3,776,444 | |||
256,004 |
Gap
(The), Inc. |
2,636,841 | |||
12,528 |
Lithia
Motors, Inc. |
3,890,320 | |||
12,248 |
Murphy
USA, Inc. |
3,760,503 | |||
18,295 |
Penske
Automotive Group, Inc. |
2,953,179 | |||
2,311 |
RH
(a) |
897,061 | |||
58,384 |
Signet
Jewelers Ltd. |
4,699,328 | |||
20,316 |
Valvoline,
Inc. |
771,398 | |||
131,159 |
Victoria’s
Secret & Co. (a) |
2,687,448 | |||
24,357 |
Williams-Sonoma,
Inc. |
3,376,854 | |||
|
|
51,838,004 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.8%
|
| |||
82,785 |
Pure
Storage, Inc., Class A (a) |
3,062,217 | |||
15,287 |
Super
Micro Computer, Inc. (a) |
5,048,838 | |||
|
|
8,111,055 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.8%
|
| |||
20,332 |
Crocs,
Inc. (a) |
2,202,972 | |||
5,776 |
Deckers
Outdoor Corp. (a) |
3,140,353 | |||
26,904 |
PVH
Corp. |
2,411,675 | |||
18,540 |
Ralph
Lauren Corp. |
2,434,858 | |||
43,412 |
Skechers
U.S.A., Inc.,
Class
A (a) |
2,412,839 |
Shares |
Description |
Value | |||
| |||||
|
Textiles,
Apparel & Luxury
Goods
(Continued) |
| |||
35,610 |
Tapestry,
Inc. |
$1,536,571 | |||
527,726 |
Under
Armour, Inc., Class A (a) |
4,253,472 | |||
39,917 |
VF
Corp. |
790,756 | |||
|
|
19,183,496 | |||
|
Trading
Companies & Distributors
— 2.8%
|
| |||
91,045 |
Air
Lease Corp. |
3,854,845 | |||
21,047 |
Applied
Industrial Technologies,
Inc. |
3,051,605 | |||
45,916 |
Beacon
Roofing Supply, Inc. (a) |
3,933,624 | |||
121,576 |
Core
& Main, Inc., Class A (a) |
3,843,017 | |||
11,840 |
GATX
Corp. |
1,484,262 | |||
27,842 |
Herc
Holdings, Inc. |
3,726,095 | |||
31,993 |
MSC
Industrial Direct Co., Inc.,
Class
A |
3,228,734 | |||
4,554 |
SiteOne
Landscape Supply,
Inc.
(a) |
774,180 | |||
7,991 |
Watsco,
Inc. |
3,022,116 | |||
21,280 |
WESCO
International, Inc. |
3,736,130 | |||
|
|
30,654,608 | |||
|
Total
Common Stocks |
1,079,967,869 | |||
|
(Cost
$922,350,610) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
945,375 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(d) (e) |
945,375 | |||
1,366,194 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(d) |
1,366,194 | |||
|
Total
Money Market Funds |
2,311,569 | |||
|
(Cost
$2,311,569) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.9% | |||||
$9,346,695 |
BNP
Paribas S.A., 5.24% (d),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$9,348,056.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $9,533,838. (e) |
$9,346,695 | |||
|
(Cost
$9,346,695) |
| |||
| |||||
| |||||
|
Total
Investments — 101.0% |
1,091,626,133 | |||
|
(Cost
$934,008,874) |
| |||
|
Net
Other Assets and
Liabilities
— (1.0)% |
(10,792,218
) | |||
|
Net
Assets — 100.0% |
$1,080,833,915 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $9,958,578 and the total value of the collateral
held
by the Fund is $10,292,070. |
(c) |
Non-income
producing security which makes payment-in-
kind
(“PIK”) distributions. There were no in-kind
distributions
received for the fiscal year ended July 31, 2023. |
(d) |
Rate
shown reflects yield as of July 31, 2023. |
(e) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$1,079,967,869 |
$1,079,967,869 |
$— |
$— |
Money
Market
Funds |
2,311,569 |
2,311,569 |
— |
— |
Repurchase
Agreements |
9,346,695 |
— |
9,346,695 |
— |
Total
Investments |
$1,091,626,133 |
$1,082,279,438 |
$9,346,695 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$9,958,578 |
Non-cash
Collateral(2)
|
(9,958,578
) |
Net
Amount |
$— |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
At
July 31, 2023, the value of the collateral received from
each
borrower exceeded the value of the related securities
loaned.
This amount is disclosed on the Portfolio of
Investments. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$9,346,695 |
Non-cash
Collateral(4)
|
(9,346,695
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 0.9%
|
| |||
17,756 |
AAR
Corp. (a) |
$1,061,809 | |||
15,039 |
AeroVironment,
Inc. (a) |
1,432,615 | |||
14,824 |
Mercury
Systems, Inc. (a) |
563,016 | |||
9,459 |
Moog,
Inc., Class A |
997,357 | |||
427,347 |
Rocket
Lab USA, Inc. (a) |
3,149,547 | |||
10,350 |
V2X,
Inc. (a) |
532,611 | |||
|
|
7,736,955 | |||
|
Air
Freight & Logistics — 0.8%
|
| |||
135,883 |
Air
Transport Services Group,
Inc.
(a) |
2,739,401 | |||
9,665 |
Forward
Air Corp. |
1,148,589 | |||
31,923 |
Hub
Group, Inc., Class A (a) |
2,877,220 | |||
|
|
6,765,210 | |||
|
Automobile
Components — 1.8%
|
| |||
30,165 |
Dana,
Inc. |
572,532 | |||
13,011 |
Dorman
Products, Inc. (a) |
1,101,902 | |||
9,075 |
Gentherm,
Inc. (a) |
542,413 | |||
149,946 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
2,411,132 | |||
12,176 |
LCI
Industries |
1,659,223 | |||
223,612 |
Luminar
Technologies,
Inc.
(a) (b) |
1,654,729 | |||
77,652 |
Modine
Manufacturing Co. (a) |
2,916,609 | |||
32,053 |
Patrick
Industries, Inc. |
2,774,187 | |||
24,358 |
XPEL,
Inc. (a) (c) |
1,978,600 | |||
|
|
15,611,327 | |||
|
Automobiles
— 0.3%
|
| |||
38,447 |
Winnebago
Industries, Inc. |
2,645,154 | |||
|
Banks
— 14.1%
|
| |||
36,689 |
1st
Source Corp. |
1,720,714 | |||
59,959 |
Ameris
Bancorp |
2,617,210 | |||
157,985 |
Associated
Banc-Corp. |
2,993,816 | |||
79,045 |
Atlantic
Union Bankshares Corp. |
2,527,859 | |||
39,007 |
Axos
Financial, Inc. (a) |
1,833,329 | |||
11,151 |
BancFirst
Corp. |
1,113,985 | |||
31,411 |
Bancorp
(The), Inc. (a) |
1,190,477 | |||
37,311 |
Bank
of Hawaii Corp. (b) |
2,131,577 | |||
95,186 |
BankUnited,
Inc. |
2,840,350 | |||
46,969 |
Banner
Corp. |
2,236,194 | |||
74,215 |
Berkshire
Hills Bancorp, Inc. |
1,692,844 | |||
234,698 |
Brookline
Bancorp, Inc. |
2,506,575 | |||
249,346 |
Capitol
Federal Financial, Inc. |
1,653,164 | |||
63,721 |
Cathay
General Bancorp |
2,423,947 | |||
5,699 |
City
Holding Co. |
563,688 | |||
50,575 |
Columbia
Banking System, Inc. |
1,130,351 | |||
21,878 |
Community
Bank System, Inc. |
1,177,693 | |||
145,437 |
Dime
Community Bancshares,
Inc. |
3,257,789 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued) |
| |||
121,176 |
Eagle
Bancorp, Inc. |
$3,356,575 | |||
52,461 |
Enterprise
Financial Services
Corp. |
2,150,901 | |||
54,844 |
FB
Financial Corp. |
1,942,574 | |||
51,716 |
First
Bancorp |
1,710,765 | |||
125,896 |
First
BanCorp |
1,869,556 | |||
102,053 |
First
Busey Corp. |
2,210,468 | |||
121,615 |
First
Commonwealth Financial
Corp. |
1,756,121 | |||
100,354 |
First
Financial Bancorp |
2,317,174 | |||
72,664 |
First
Merchants Corp. |
2,333,968 | |||
172,090 |
Fulton
Financial Corp. |
2,460,887 | |||
92,002 |
Heartland
Financial USA, Inc. |
3,159,349 | |||
32,599 |
Hilltop
Holdings, Inc. |
1,008,287 | |||
304,525 |
Hope
Bancorp, Inc. |
3,307,141 | |||
44,554 |
Independent
Bank Group, Inc. |
1,999,138 | |||
46,412 |
International
Bancshares Corp. |
2,303,892 | |||
58,475 |
Live
Oak Bancshares, Inc. |
2,214,448 | |||
52,978 |
National
Bank Holdings Corp.,
Class
A |
1,820,324 | |||
48,302 |
NBT
Bancorp, Inc. |
1,796,834 | |||
145,139 |
Northwest
Bancshares, Inc. |
1,793,918 | |||
164,153 |
OceanFirst
Financial Corp. |
3,058,170 | |||
78,651 |
OFG
Bancorp |
2,634,022 | |||
52,510 |
Origin
Bancorp, Inc. |
1,711,826 | |||
99,194 |
Pacific
Premier Bancorp, Inc. |
2,533,415 | |||
62,920 |
PacWest
Bancorp (b) |
585,156 | |||
10,024 |
Park
National Corp. |
1,117,876 | |||
33,182 |
Pathward
Financial, Inc. |
1,724,137 | |||
125,535 |
Provident
Financial Services,
Inc. |
2,327,419 | |||
78,500 |
Renasant
Corp. |
2,428,790 | |||
113,056 |
Sandy
Spring Bancorp, Inc. |
2,766,480 | |||
46,412 |
Seacoast
Banking Corp. of
Florida |
1,146,841 | |||
118,917 |
Simmons
First National Corp.,
Class
A |
2,400,934 | |||
78,413 |
Southside
Bancshares, Inc. |
2,604,096 | |||
44,805 |
Stellar
Bancorp, Inc. |
1,113,852 | |||
39,829 |
Texas
Capital Bancshares,
Inc.
(a) |
2,543,082 | |||
66,198 |
TowneBank |
1,673,485 | |||
16,893 |
Triumph
Financial, Inc. |
1,197,883 | |||
72,845 |
Trustmark
Corp. |
1,912,910 | |||
143,006 |
Veritex
Holdings, Inc. |
3,076,059 | |||
77,351 |
Washington
Federal, Inc. |
2,400,975 | |||
80,099 |
WesBanco,
Inc. |
2,243,573 | |||
54,381 |
WSFS
Financial Corp. |
2,379,169 | |||
|
|
122,704,032 | |||
|
Beverages
— 0.1%
|
| |||
9,650 |
MGP
Ingredients, Inc. |
1,100,197 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Biotechnology
— 3.0%
|
| |||
85,650 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
$2,504,406 | |||
54,326 |
Agios
Pharmaceuticals, Inc. (a) |
1,440,726 | |||
59,632 |
Bridgebio
Pharma, Inc. (a) |
2,087,716 | |||
38,158 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
527,725 | |||
158,768 |
Dynavax
Technologies Corp. (a) |
2,221,164 | |||
319,513 |
Geron
Corp. (a) |
1,035,222 | |||
48,610 |
Insmed,
Inc. (a) |
1,073,795 | |||
126,002 |
MannKind
Corp. (a) |
575,829 | |||
44,725 |
Morphic
Holding, Inc. (a) |
2,537,249 | |||
15,020 |
Prothena
Corp. PLC (a) |
1,034,427 | |||
12,610 |
PTC
Therapeutics, Inc. (a) |
508,687 | |||
137,301 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) |
1,938,690 | |||
38,344 |
REVOLUTION
Medicines,
Inc.
(a) |
1,006,530 | |||
31,099 |
Rhythm
Pharmaceuticals,
Inc.
(a) (b) |
554,806 | |||
43,623 |
Sage
Therapeutics, Inc. (a) |
1,512,846 | |||
82,579 |
TG
Therapeutics, Inc. (a) |
1,708,560 | |||
25,063 |
Twist
Bioscience Corp. (a) |
610,034 | |||
11,114 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
479,236 | |||
60,405 |
Veracyte,
Inc. (a) |
1,658,117 | |||
40,950 |
Vericel
Corp. (a) |
1,470,924 | |||
|
|
26,486,689 | |||
|
Broadline
Retail — 0.1%
|
| |||
25,051 |
Nordstrom,
Inc. (b) |
578,929 | |||
|
Building
Products — 1.5%
|
| |||
15,427 |
CSW
Industrials, Inc. |
2,785,345 | |||
16,302 |
Gibraltar
Industries, Inc. (a) |
1,054,250 | |||
63,625 |
Griffon
Corp. |
2,654,435 | |||
39,910 |
Hayward
Holdings, Inc. (a) |
533,198 | |||
192,428 |
Janus
International Group,
Inc.
(a) |
2,197,528 | |||
52,777 |
PGT
Innovations, Inc. (a) |
1,509,950 | |||
145,192 |
Resideo
Technologies, Inc. (a) |
2,717,994 | |||
|
|
13,452,700 | |||
|
Capital
Markets — 2.0%
|
| |||
13,044 |
Artisan
Partners Asset
Management,
Inc., Class A |
541,195 | |||
51,868 |
AssetMark
Financial Holdings,
Inc.
(a) |
1,550,853 | |||
33,460 |
B.
Riley Financial, Inc. (b) |
1,858,034 | |||
115,763 |
BGC
Group, Inc., Class A |
551,032 | |||
33,793 |
Donnelley
Financial Solutions,
Inc.
(a) |
1,598,409 | |||
76,216 |
Golub
Capital BDC, Inc. (b) |
1,061,689 | |||
19,237 |
Hamilton
Lane, Inc., Class A |
1,701,128 |
Shares |
Description |
Value | |||
| |||||
|
Capital
Markets (Continued) |
| |||
11,308 |
Moelis
& Co., Class A |
$552,170 | |||
7,933 |
Piper
Sandler Cos. |
1,161,074 | |||
18,518 |
StoneX
Group, Inc. (a) |
1,703,841 | |||
65,037 |
Victory
Capital Holdings, Inc.,
Class
A |
2,156,627 | |||
60,016 |
Virtu
Financial, Inc., Class A |
1,113,897 | |||
7,794 |
Virtus
Investment Partners, Inc. |
1,603,459 | |||
|
|
17,153,408 | |||
|
Chemicals
— 1.8%
|
| |||
73,301 |
AdvanSix,
Inc. |
2,940,103 | |||
89,495 |
Ecovyst,
Inc. (a) |
1,099,894 | |||
8,819 |
Ingevity
Corp. (a) |
564,592 | |||
10,213 |
Innospec,
Inc. |
1,094,221 | |||
135,668 |
Mativ
Holdings, Inc. |
2,135,414 | |||
35,554 |
Minerals
Technologies, Inc. |
2,181,238 | |||
96,668 |
Orion
S.A. |
2,118,963 | |||
250,156 |
Perimeter
Solutions S.A. (a) |
1,390,867 | |||
14,418 |
Sensient
Technologies Corp. |
923,329 | |||
16,101 |
Stepan
Co. |
1,542,798 | |||
|
|
15,991,419 | |||
|
Commercial
Services & Supplies
— 2.1%
|
| |||
24,048 |
ABM
Industries, Inc. |
1,112,941 | |||
32,340 |
Brady
Corp., Class A |
1,668,097 | |||
30,244 |
Brink’s
(The) Co. |
2,206,602 | |||
272,485 |
CoreCivic,
Inc. (a) |
2,643,104 | |||
358,114 |
GEO
Group (The), Inc. (a) |
2,675,112 | |||
72,795 |
HNI
Corp. |
2,117,607 | |||
173,486 |
MillerKnoll,
Inc. |
3,395,121 | |||
24,353 |
Montrose
Environmental Group,
Inc.
(a) |
985,566 | |||
9,923 |
UniFirst
Corp. |
1,610,503 | |||
|
|
18,414,653 | |||
|
Communications
Equipment —
1.1%
|
| |||
97,399 |
ADTRAN
Holdings, Inc. |
947,692 | |||
52,074 |
Digi
International, Inc. (a) |
2,183,463 | |||
98,432 |
Extreme
Networks, Inc. (a) |
2,617,307 | |||
126,857 |
Harmonic,
Inc. (a) |
1,892,706 | |||
49,706 |
NetScout
Systems, Inc. (a) |
1,389,283 | |||
12,428 |
Viasat,
Inc. (a) |
384,522 | |||
45,264 |
Viavi
Solutions, Inc. (a) |
492,020 | |||
|
|
9,906,993 | |||
|
Construction
& Engineering —
1.1%
|
| |||
10,548 |
Ameresco,
Inc., Class A (a) |
613,999 | |||
27,070 |
Arcosa,
Inc. |
2,089,263 | |||
16,338 |
Construction
Partners, Inc.,
Class
A (a) |
480,337 | |||
22,564 |
Dycom
Industries, Inc. (a) |
2,246,923 | |||
38,672 |
Granite
Construction, Inc. |
1,582,845 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Construction
& Engineering
(Continued) |
| |||
3,708 |
MYR
Group, Inc. (a) |
$528,612 | |||
67,322 |
Primoris
Services Corp. |
2,138,147 | |||
|
|
9,680,126 | |||
|
Consumer
Finance — 1.4%
|
| |||
81,687 |
Bread
Financial Holdings, Inc. |
3,395,729 | |||
21,095 |
Encore
Capital Group, Inc. (a) |
1,128,582 | |||
48,270 |
Enova
International, Inc. (a) |
2,659,194 | |||
110,400 |
Navient
Corp. |
2,102,016 | |||
15,947 |
Nelnet,
Inc., Class A |
1,573,650 | |||
44,887 |
PRA
Group, Inc. (a) |
1,071,004 | |||
|
|
11,930,175 | |||
|
Consumer
Staples Distribution &
Retail — 1.5%
|
| |||
44,450 |
Andersons
(The), Inc. |
2,170,049 | |||
57,361 |
Chefs’
Warehouse (The), Inc. (a) |
2,084,499 | |||
16,753 |
Grocery
Outlet Holding
Corp.
(a) |
560,388 | |||
31,020 |
Ingles
Markets, Inc., Class A |
2,630,496 | |||
13,847 |
PriceSmart,
Inc. |
1,076,327 | |||
131,157 |
United
Natural Foods, Inc. (a) |
2,728,065 | |||
31,946 |
Weis
Markets, Inc. |
2,119,298 | |||
|
|
13,369,122 | |||
|
Containers
& Packaging — 0.8%
|
| |||
120,209 |
O-I
Glass, Inc. (a) |
2,759,999 | |||
338,715 |
Pactiv
Evergreen, Inc. |
2,916,336 | |||
55,963 |
TriMas
Corp. |
1,441,607 | |||
|
|
7,117,942 | |||
|
Diversified
Consumer Services —
1.7%
|
| |||
14,935 |
Adtalem
Global Education,
Inc.
(a) |
645,789 | |||
288,750 |
Chegg,
Inc. (a) |
2,925,037 | |||
14,351 |
Duolingo,
Inc. (a) |
2,227,132 | |||
16,078 |
Frontdoor,
Inc. (a) |
561,444 | |||
2,694 |
Graham
Holdings Co., Class B |
1,580,704 | |||
84,835 |
Laureate
Education, Inc. |
1,087,585 | |||
53,143 |
Mister
Car Wash, Inc. (a) |
527,710 | |||
15,120 |
Strategic
Education, Inc. |
1,135,512 | |||
55,099 |
Stride,
Inc. (a) |
2,105,333 | |||
143,380 |
Udemy,
Inc. (a) |
1,693,318 | |||
|
|
14,489,564 | |||
|
Diversified
REITs — 1.0%
|
| |||
106,835 |
American
Assets Trust, Inc. |
2,403,787 | |||
132,852 |
Broadstone
Net Lease, Inc. |
2,165,488 |
Shares |
Description |
Value | |||
| |||||
|
Diversified
REITs (Continued) |
| |||
273,867 |
Empire
State Realty Trust, Inc.,
Class
A |
$2,451,110 | |||
149,657 |
Global
Net Lease, Inc. |
1,599,833 | |||
|
|
8,620,218 | |||
|
Diversified
Telecommunication Services
— 0.3%
|
| |||
7,623 |
Cogent
Communications
Holdings,
Inc. |
466,833 | |||
237,967 |
Liberty
Latin America Ltd.,
Class
C (a) |
1,979,885 | |||
|
|
2,446,718 | |||
|
Electric
Utilities — 0.2%
|
| |||
6,483 |
MGE
Energy, Inc. |
520,196 | |||
19,484 |
Otter
Tail Corp. |
1,578,399 | |||
|
|
2,098,595 | |||
|
Electrical
Equipment — 1.4%
|
| |||
113,456 |
Array
Technologies, Inc. (a) |
2,161,337 | |||
13,790 |
Encore
Wire Corp. |
2,353,815 | |||
77,000 |
Fluence
Energy, Inc. (a) |
2,251,480 | |||
406,998 |
GrafTech
International Ltd. |
2,148,949 | |||
40,129 |
Shoals
Technologies Group, Inc.,
Class
A (a) |
1,041,749 | |||
89,653 |
Stem,
Inc. (a) (b) |
633,847 | |||
52,331 |
SunPower
Corp. (a) (b) |
516,507 | |||
9,496 |
Vicor
Corp. (a) |
876,196 | |||
|
|
11,983,880 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.5%
|
| |||
12,029 |
CTS
Corp. |
536,854 | |||
27,327 |
ePlus,
Inc. (a) |
1,539,877 | |||
28,394 |
Knowles
Corp. (a) |
518,758 | |||
61,198 |
Methode
Electronics, Inc. |
2,058,701 | |||
8,703 |
OSI
Systems, Inc. (a) |
1,037,659 | |||
10,440 |
Plexus
Corp. (a) |
1,028,236 | |||
6,333 |
Rogers
Corp. (a) |
1,067,807 | |||
184,465 |
TTM
Technologies, Inc. (a) |
2,648,917 | |||
87,216 |
Vishay
Intertechnology, Inc. |
2,455,130 | |||
|
|
12,891,939 | |||
|
Energy
Equipment & Services —
2.3%
|
| |||
150,093 |
Archrock,
Inc. |
1,750,084 | |||
180,063 |
Diamond
Offshore Drilling,
Inc.
(a) |
2,850,397 | |||
115,763 |
Expro
Group Holdings N.V. (a) |
2,568,781 | |||
277,950 |
Helix
Energy Solutions Group,
Inc.
(a) |
2,668,320 | |||
153,425 |
Liberty
Energy, Inc. |
2,526,910 | |||
27,422 |
Oceaneering
International,
Inc.
(a) |
615,624 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Energy
Equipment & Services
(Continued) |
| |||
45,950 |
ProFrac
Holding Corp.,
Class
A (a) |
$591,377 | |||
248,943 |
ProPetro
Holding Corp. (a) |
2,598,965 | |||
143,445 |
RPC,
Inc. |
1,193,462 | |||
46,251 |
Tidewater,
Inc. (a) |
2,918,901 | |||
|
|
20,282,821 | |||
|
Entertainment
— 0.8%
|
| |||
155,400 |
Cinemark
Holdings, Inc. (a) |
2,593,626 | |||
93,613 |
Sphere
Entertainment Co. (a) |
3,973,872 | |||
|
|
6,567,498 | |||
|
Financial
Services — 3.0%
|
| |||
197,617 |
AvidXchange
Holdings, Inc. (a) |
2,452,427 | |||
25,376 |
Cannae
Holdings, Inc. (a) |
517,163 | |||
47,286 |
Compass
Diversified Holdings |
1,065,354 | |||
41,772 |
EVERTEC,
Inc. |
1,642,893 | |||
14,268 |
Federal
Agricultural Mortgage
Corp.,
Class C |
2,293,581 | |||
66,082 |
Flywire
Corp. (a) |
2,256,039 | |||
105,304 |
Marqeta,
Inc., Class A (a) |
587,596 | |||
80,190 |
Merchants
Bancorp |
2,534,806 | |||
40,509 |
Mr.
Cooper Group, Inc. (a) |
2,348,307 | |||
99,306 |
NMI
Holdings, Inc., Class A (a) |
2,652,463 | |||
106,614 |
Payoneer
Global, Inc. (a) |
567,186 | |||
29,174 |
PennyMac
Financial Services,
Inc. |
2,194,760 | |||
136,245 |
Remitly
Global, Inc. (a) |
2,626,804 | |||
25,938 |
Walker
& Dunlop, Inc. |
2,359,839 | |||
|
|
26,099,218 | |||
|
Food
Products — 1.4%
|
| |||
11,397 |
Cal-Maine
Foods, Inc. |
526,428 | |||
99,729 |
Fresh
Del Monte Produce, Inc. |
2,650,797 | |||
23,379 |
Freshpet,
Inc. (a) |
1,719,292 | |||
60,758 |
Hostess
Brands, Inc. (a) |
1,460,622 | |||
9,713 |
J
& J Snack Foods Corp. |
1,557,188 | |||
131,086 |
Sovos
Brands, Inc. (a) |
2,333,331 | |||
10,181 |
TreeHouse
Foods, Inc. (a) |
525,441 | |||
62,691 |
Utz
Brands, Inc. |
1,050,074 | |||
|
|
11,823,173 | |||
|
Gas
Utilities — 0.2%
|
| |||
47,650 |
Northwest
Natural Holding Co. |
2,047,520 | |||
|
Ground
Transportation — 1.5%
|
| |||
20,759 |
ArcBest
Corp. |
2,414,687 | |||
156,250 |
Heartland
Express, Inc. |
2,554,687 | |||
95,406 |
Marten
Transport Ltd. |
2,161,900 | |||
22,622 |
RXO,
Inc. (a) |
498,815 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation
(Continued) |
| |||
89,278 |
Schneider
National, Inc., Class B |
$2,750,655 | |||
58,040 |
Werner
Enterprises, Inc. |
2,729,041 | |||
|
|
13,109,785 | |||
|
Health
Care Equipment & Supplies
— 1.7%
|
| |||
142,609 |
Alphatec
Holdings, Inc. (a) |
2,519,901 | |||
31,167 |
AtriCure,
Inc. (a) |
1,725,093 | |||
60,193 |
Avanos
Medical, Inc. (a) |
1,472,923 | |||
21,607 |
Glaukos
Corp. (a) |
1,666,764 | |||
11,576 |
Integer
Holdings Corp. (a) |
1,070,549 | |||
4,916 |
iRhythm
Technologies, Inc. (a) |
516,475 | |||
23,449 |
Outset
Medical, Inc. (a) |
482,580 | |||
28,909 |
Paragon
28, Inc. (a) |
510,822 | |||
29,012 |
PROCEPT
BioRobotics
Corp.
(a) |
999,173 | |||
30,532 |
TransMedics
Group, Inc. (a) |
2,844,972 | |||
60,141 |
Treace
Medical Concepts,
Inc.
(a) |
1,370,613 | |||
|
|
15,179,865 | |||
|
Health
Care Providers & Services
— 2.5%
|
| |||
5,531 |
Addus
HomeCare Corp. (a) |
506,474 | |||
16,226 |
Apollo
Medical Holdings,
Inc.
(a) |
594,358 | |||
7,949 |
CorVel
Corp. (a) |
1,626,047 | |||
42,973 |
Guardant
Health, Inc. (a) |
1,676,806 | |||
218,222 |
Hims
& Hers Health, Inc. (a) |
1,957,451 | |||
280,845 |
LifeStance
Health Group,
Inc.
(a) (b) |
2,637,135 | |||
22,685 |
ModivCare,
Inc. (a) |
992,242 | |||
11,788 |
National
Research Corp. |
505,823 | |||
80,800 |
Owens
& Minor, Inc. (a) |
1,554,592 | |||
30,840 |
Patterson
Cos., Inc. |
1,014,328 | |||
144,356 |
Pediatrix
Medical Group, Inc. (a) |
1,982,008 | |||
39,279 |
Privia
Health Group, Inc. (a) |
1,096,670 | |||
65,179 |
Progyny,
Inc. (a) |
2,721,875 | |||
78,605 |
RadNet,
Inc. (a) |
2,600,253 | |||
|
|
21,466,062 | |||
|
Health
Care REITs — 0.2%
|
| |||
19,564 |
National
Health Investors, Inc. |
1,074,259 | |||
43,569 |
Sabra
Health Care REIT, Inc. |
565,962 | |||
|
|
1,640,221 | |||
|
Health
Care Technology — 0.8%
|
| |||
33,850 |
Evolent
Health, Inc., Class A (a) |
1,028,702 | |||
31,613 |
NextGen
Healthcare, Inc. (a) |
525,724 | |||
16,538 |
Phreesia,
Inc. (a) |
524,585 | |||
51,366 |
Schrodinger,
Inc. (a) |
2,686,956 | |||
162,797 |
Veradigm,
Inc. (a) |
2,201,015 | |||
|
|
6,966,982 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Hotel
& Resort REITs — 1.3%
|
| |||
128,045 |
DiamondRock
Hospitality Co. |
$1,088,383 | |||
200,006 |
Park
Hotels & Resorts, Inc. |
2,726,082 | |||
110,361 |
Pebblebrook
Hotel Trust |
1,705,077 | |||
99,868 |
RLJ
Lodging Trust |
1,028,640 | |||
236,048 |
Service
Properties Trust |
2,004,048 | |||
152,023 |
Sunstone
Hotel Investors, Inc. |
1,549,114 | |||
83,318 |
Xenia
Hotels & Resorts, Inc. |
1,058,139 | |||
|
|
11,159,483 | |||
|
Hotels,
Restaurants & Leisure —
2.6%
|
| |||
95,355 |
Bloomin’
Brands, Inc. |
2,562,189 | |||
44,058 |
Bowlero
Corp. (a) |
534,424 | |||
56,043 |
Brinker
International, Inc. (a) |
2,201,369 | |||
59,319 |
Cheesecake
Factory (The), Inc. |
2,181,753 | |||
11,008 |
Cracker
Barrel Old Country
Store,
Inc. |
1,025,946 | |||
57,542 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
2,635,424 | |||
35,465 |
Everi
Holdings, Inc. (a) |
526,301 | |||
26,288 |
Jack
in the Box, Inc. |
2,613,290 | |||
7,279 |
Monarch
Casino & Resort, Inc. |
504,580 | |||
6,945 |
Papa
John’s International, Inc. |
574,351 | |||
188,997 |
Playa
Hotels & Resorts N.V. (a) |
1,542,215 | |||
21,923 |
Red
Rock Resorts, Inc., Class A |
1,063,265 | |||
32,989 |
Shake
Shack, Inc., Class A (a) |
2,561,926 | |||
19,738 |
Six
Flags Entertainment
Corp.
(a) |
471,738 | |||
152,852 |
Target
Hospitality Corp. (a) (b) |
1,951,920 | |||
|
|
22,950,691 | |||
|
Household
Durables — 3.2%
|
| |||
5,212 |
Cavco
Industries, Inc. (a) |
1,540,928 | |||
33,466 |
Century
Communities, Inc. |
2,584,245 | |||
36,112 |
Green
Brick Partners, Inc. (a) |
2,041,050 | |||
14,240 |
Helen
of Troy Ltd. (a) |
2,012,112 | |||
18,295 |
Installed
Building Products, Inc. |
2,708,026 | |||
49,587 |
KB
Home |
2,676,210 | |||
89,525 |
La-Z-Boy,
Inc. |
2,808,399 | |||
11,406 |
LGI
Homes, Inc. (a) |
1,582,583 | |||
54,822 |
M.D.C.
Holdings, Inc. |
2,811,272 | |||
29,406 |
M/I
Homes, Inc. (a) |
2,940,600 | |||
23,504 |
Skyline
Champion Corp. (a) |
1,637,289 | |||
78,030 |
Tri
Pointe Homes, Inc. (a) |
2,487,596 | |||
|
|
27,830,310 | |||
|
Household
Products — 0.4%
|
| |||
56,264 |
Central
Garden & Pet Co.,
Class
A (a) |
2,150,410 | |||
30,543 |
Energizer
Holdings, Inc. |
1,090,385 | |||
2,720 |
WD-40
Co. |
624,240 | |||
|
|
3,865,035 |
Shares |
Description |
Value | |||
| |||||
|
Independent
Power and
Renewable
Electricity Producers
— 0.2%
|
| |||
94,966 |
Altus
Power, Inc. (a) (b) |
$646,719 | |||
84,026 |
Sunnova
Energy International,
Inc.
(a) (b) |
1,483,899 | |||
|
|
2,130,618 | |||
|
Industrial
REITs — 0.2%
|
| |||
157,790 |
LXP
Industrial Trust |
1,588,945 | |||
|
Insurance
— 1.7%
|
| |||
41,389 |
BRP
Group, Inc., Class A (a) |
1,031,000 | |||
86,662 |
CNO
Financial Group, Inc. |
2,228,947 | |||
54,830 |
Employers
Holdings, Inc. |
2,118,083 | |||
512,818 |
Genworth
Financial, Inc.,
Class
A (a) |
3,005,113 | |||
17,292 |
Horace
Mann Educators Corp. |
521,008 | |||
17,673 |
Palomar
Holdings, Inc. (a) |
1,070,277 | |||
14,303 |
Safety
Insurance Group, Inc. |
1,029,816 | |||
56,789 |
SiriusPoint
Ltd. (a) |
530,409 | |||
62,324 |
Stewart
Information Services
Corp. |
2,937,330 | |||
|
|
14,471,983 | |||
|
Interactive
Media & Services —
0.9%
|
| |||
67,983 |
Cargurus,
Inc. (a) |
1,540,495 | |||
103,493 |
Cars.com,
Inc. (a) |
2,360,675 | |||
21,074 |
Shutterstock,
Inc. |
1,084,257 | |||
31,099 |
TripAdvisor,
Inc. (a) |
579,996 | |||
14,082 |
Yelp,
Inc. (a) |
634,394 | |||
86,626 |
ZipRecruiter,
Inc., Class A (a) |
1,604,314 | |||
|
|
7,804,131 | |||
|
IT
Services — 0.6%
|
| |||
38,330 |
DigitalOcean
Holdings, Inc. (a) |
1,898,102 | |||
77,232 |
Kyndryl
Holdings, Inc. (a) |
1,054,989 | |||
12,305 |
Perficient,
Inc. (a) |
784,936 | |||
48,780 |
Squarespace,
Inc., Class A (a) |
1,616,569 | |||
|
|
5,354,596 | |||
|
Leisure
Products — 0.6%
|
| |||
37,511 |
Acushnet
Holdings Corp. |
2,236,781 | |||
43,712 |
Malibu
Boats, Inc., Class A (a) |
2,620,534 | |||
18,533 |
Vista
Outdoor, Inc. (a) |
561,550 | |||
|
|
5,418,865 | |||
|
Life
Sciences Tools & Services —
0.2%
|
| |||
115,672 |
Pacific
Biosciences of
California,
Inc. (a) |
1,528,027 | |||
|
Machinery
— 2.7%
|
| |||
5,575 |
Alamo
Group, Inc. |
1,080,212 | |||
12,157 |
Barnes
Group, Inc. |
477,770 | |||
36,694 |
Energy
Recovery, Inc. (a) |
1,118,433 | |||
37,987 |
Enerpac
Tool Group Corp. |
1,043,883 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued) |
| |||
15,362 |
EnPro
Industries, Inc. |
$2,131,938 | |||
19,791 |
ESCO
Technologies, Inc. |
1,989,985 | |||
40,044 |
Federal
Signal Corp. |
2,446,288 | |||
7,757 |
Helios
Technologies, Inc. |
490,242 | |||
29,999 |
Hillenbrand,
Inc. |
1,558,148 | |||
56,917 |
Hillman
Solutions Corp. (a) |
560,063 | |||
4,615 |
Kadant,
Inc. |
1,028,453 | |||
54,190 |
Kennametal,
Inc. |
1,651,711 | |||
31,594 |
Mueller
Water Products, Inc.,
Class
A |
508,348 | |||
46,493 |
Shyft
Group (The), Inc. |
670,894 | |||
14,502 |
Standex
International Corp. |
2,154,562 | |||
12,644 |
Tennant
Co. |
1,014,555 | |||
59,840 |
Trinity
Industries, Inc. |
1,569,005 | |||
100,005 |
Wabash
National Corp. |
2,368,118 | |||
|
|
23,862,608 | |||
|
Marine
Transportation — 0.4%
|
| |||
32,984 |
Matson,
Inc. |
3,082,685 | |||
|
Media
— 0.7%
|
| |||
169,808 |
Altice
USA, Inc., Class A (a) |
575,649 | |||
30,139 |
John
Wiley & Sons, Inc.,
Class
A |
1,031,658 | |||
150,277 |
Magnite,
Inc. (a) |
2,273,691 | |||
52,747 |
Scholastic
Corp. |
2,278,143 | |||
|
|
6,159,141 | |||
|
Metals
& Mining — 1.4%
|
| |||
15,599 |
Alpha
Metallurgical Resources,
Inc. |
2,702,059 | |||
9,134 |
Carpenter
Technology Corp. |
546,761 | |||
7,157 |
Kaiser
Aluminum Corp. |
581,148 | |||
13,469 |
Materion
Corp. |
1,604,697 | |||
59,107 |
Ryerson
Holding Corp. |
2,511,456 | |||
65,830 |
Warrior
Met Coal, Inc. |
2,912,978 | |||
22,143 |
Worthington
Industries, Inc. |
1,652,311 | |||
|
|
12,511,410 | |||
|
Mortgage
REITs — 1.7%
|
| |||
181,209 |
Apollo
Commercial Real Estate
Finance,
Inc. |
2,138,266 | |||
138,415 |
Arbor
Realty Trust, Inc. (b) |
2,340,598 | |||
135,668 |
Claros
Mortgage Trust, Inc. |
1,671,430 | |||
108,651 |
Franklin
BSP Realty Trust, Inc. |
1,553,709 | |||
20,512 |
Hannon
Armstrong Sustainable
Infrastructure
Capital, Inc. |
535,568 | |||
189,059 |
Ladder
Capital Corp. |
2,077,758 | |||
91,247 |
MFA
Financial, Inc. |
1,027,441 | |||
103,392 |
New
York Mortgage Trust, Inc. |
1,049,429 |
Shares |
Description |
Value | |||
| |||||
|
Mortgage
REITs (Continued) |
| |||
38,042 |
PennyMac
Mortgage Investment
Trust |
$486,177 | |||
136,386 |
Ready
Capital Corp. |
1,577,986 | |||
|
|
14,458,362 | |||
|
Multi-Utilities
— 0.4%
|
| |||
39,177 |
Avista
Corp. |
1,513,799 | |||
36,137 |
NorthWestern
Corp. |
2,040,657 | |||
|
|
3,554,456 | |||
|
Office
REITs — 2.3%
|
| |||
163,186 |
Douglas
Emmett, Inc. |
2,398,834 | |||
70,733 |
Easterly
Government Properties,
Inc. |
1,044,019 | |||
50,624 |
Equity
Commonwealth |
991,724 | |||
107,237 |
Highwoods
Properties, Inc. |
2,709,879 | |||
607,603 |
Hudson
Pacific Properties, Inc. |
3,566,630 | |||
170,482 |
JBG
SMITH Properties |
2,852,164 | |||
463,039 |
Paramount
Group, Inc. |
2,426,324 | |||
352,693 |
Piedmont
Office Realty Trust,
Inc.,
Class A |
2,624,036 | |||
34,130 |
SL
Green Realty Corp. (b) |
1,287,042 | |||
|
|
19,900,652 | |||
|
Oil,
Gas & Consumable Fuels —
5.2%
|
| |||
22,737 |
Arch
Resources, Inc. |
2,920,340 | |||
56,613 |
California
Resources Corp. |
3,020,303 | |||
73,113 |
Callon
Petroleum Co. (a) |
2,746,124 | |||
144,704 |
CNX
Resources Corp. (a) |
2,951,962 | |||
132,624 |
Comstock
Resources, Inc. |
1,690,956 | |||
37,813 |
CONSOL
Energy, Inc. |
2,817,825 | |||
34,235 |
CVR
Energy, Inc. |
1,257,794 | |||
107,057 |
Delek
US Holdings, Inc. |
2,953,703 | |||
143,548 |
Earthstone
Energy, Inc.,
Class
A (a) |
2,293,897 | |||
214,567 |
Equitrans
Midstream Corp. |
2,225,060 | |||
47,718 |
Green
Plains, Inc. (a) |
1,694,466 | |||
24,404 |
Gulfport
Energy Corp. (a) |
2,500,190 | |||
53,640 |
International
Seaways, Inc. |
2,300,620 | |||
43,779 |
Kinetik
Holdings, Inc. |
1,576,044 | |||
74,710 |
Northern
Oil and Gas, Inc. |
2,941,333 | |||
96,357 |
Par
Pacific Holdings, Inc. (a) |
3,033,318 | |||
233,953 |
Permian
Resources Corp. |
2,734,910 | |||
39,041 |
Sitio
Royalties Corp.,
Class
A (b) |
1,067,381 | |||
123,987 |
World
Kinect Corp. |
2,794,667 | |||
|
|
45,520,893 | |||
|
Paper
& Forest Products — 0.3%
|
| |||
50,709 |
Sylvamo
Corp. |
2,488,291 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Passenger
Airlines — 0.2%
|
| |||
8,121 |
Allegiant
Travel Co. (a) |
$1,004,568 | |||
115,763 |
JetBlue
Airways Corp. (a) |
899,478 | |||
|
|
1,904,046 | |||
|
Personal
Care Products — 1.0%
|
| |||
37,241 |
Edgewell
Personal Care Co. |
1,467,668 | |||
22,447 |
elf
Beauty, Inc. (a) |
2,620,014 | |||
77,463 |
Herbalife
Ltd. (a) |
1,257,999 | |||
16,695 |
Medifast,
Inc. |
1,701,054 | |||
46,337 |
Nu
Skin Enterprises, Inc.,
Class
A |
1,361,844 | |||
|
|
8,408,579 | |||
|
Pharmaceuticals
— 0.9%
|
| |||
44,613 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
2,707,563 | |||
23,048 |
Corcept
Therapeutics, Inc. (a) |
587,263 | |||
14,224 |
Ligand
Pharmaceuticals, Inc. (a) |
952,012 | |||
10,059 |
Reata
Pharmaceuticals, Inc.,
Class
A (a) |
1,665,569 | |||
40,525 |
Revance
Therapeutics, Inc. (a) |
957,606 | |||
34,119 |
Supernus
Pharmaceuticals,
Inc.
(a) |
1,047,112 | |||
|
|
7,917,125 | |||
|
Professional
Services — 1.3%
|
| |||
38,497 |
CBIZ,
Inc. (a) |
2,036,106 | |||
9,722 |
CSG
Systems International, Inc. |
501,558 | |||
66,558 |
First
Advantage Corp. (a) |
998,370 | |||
24,160 |
Huron
Consulting Group, Inc. (a) |
2,284,811 | |||
4,123 |
ICF
International, Inc. |
484,824 | |||
8,187 |
Kforce,
Inc. |
519,383 | |||
10,354 |
Korn
Ferry |
545,449 | |||
4,633 |
NV5
Global, Inc. (a) |
507,545 | |||
45,464 |
TTEC
Holdings, Inc. |
1,565,780 | |||
104,020 |
Verra
Mobility Corp. (a) |
2,183,380 | |||
|
|
11,627,206 | |||
|
Real
Estate Management & Development
— 1.2%
|
| |||
69,724 |
DigitalBridge
Group, Inc. |
1,116,978 | |||
31,401 |
Kennedy-Wilson
Holdings, Inc. |
518,117 | |||
48,825 |
Marcus
& Millichap, Inc. |
1,790,901 | |||
412,236 |
Newmark
Group, Inc., Class A |
2,852,673 | |||
637,835 |
Opendoor
Technologies, Inc. (a) |
3,259,337 | |||
10,609 |
St.
Joe (The) Co. |
673,459 | |||
|
|
10,211,465 | |||
|
Residential
REITs — 0.3%
|
| |||
120,379 |
Apartment
Investment and
Management
Co., Class A |
1,002,757 | |||
31,191 |
Elme
Communities |
506,854 |
Shares |
Description |
Value | |||
| |||||
|
Residential
REITs (Continued) |
| |||
11,274 |
NexPoint
Residential Trust, Inc. |
$468,547 | |||
31,950 |
Veris
Residential, Inc. (a) |
596,826 | |||
|
|
2,574,984 | |||
|
Retail
REITs — 0.7%
|
| |||
71,276 |
Acadia
Realty Trust |
1,119,746 | |||
66,482 |
InvenTrust
Properties Corp. |
1,618,172 | |||
45,503 |
Macerich
(The) Co. |
580,163 | |||
37,960 |
Retail
Opportunity Investments
Corp. |
559,151 | |||
38,791 |
SITE
Centers Corp. |
545,014 | |||
46,473 |
Tanger
Factory Outlet Centers,
Inc. |
1,087,933 | |||
33,237 |
Urban
Edge Properties |
565,361 | |||
|
|
6,075,540 | |||
|
Semiconductors
&
Semiconductor
Equipment —
0.8%
|
| |||
37,019 |
Cohu,
Inc. (a) |
1,615,879 | |||
147,874 |
Credo
Technology Group
Holding
Ltd. (a) |
2,509,422 | |||
5,720 |
Impinj,
Inc. (a) |
381,066 | |||
45,483 |
PDF
Solutions, Inc. (a) |
2,091,763 | |||
13,336 |
Ultra
Clean Holdings, Inc. (a) |
508,102 | |||
|
|
7,106,232 | |||
|
Software
— 4.6%
|
| |||
44,267 |
ACI
Worldwide, Inc. (a) |
1,026,552 | |||
9,921 |
Alarm.com
Holdings, Inc. (a) |
547,738 | |||
93,863 |
Alkami
Technology, Inc. (a) |
1,584,407 | |||
13,526 |
Altair
Engineering, Inc.,
Class
A (a) |
1,013,638 | |||
14,898 |
Appfolio,
Inc., Class A (a) |
2,690,430 | |||
32,320 |
Appian
Corp., Class A (a) |
1,665,126 | |||
69,801 |
Asana,
Inc., Class A (a) |
1,694,768 | |||
14,408 |
Blackbaud,
Inc. (a) |
1,087,084 | |||
46,845 |
Braze,
Inc., Class A (a) |
2,129,574 | |||
22,131 |
Clear
Secure, Inc., Class A |
524,726 | |||
14,125 |
CommVault
Systems, Inc. (a) |
1,100,761 | |||
33,086 |
Consensus
Cloud Solutions,
Inc.
(a) |
1,072,317 | |||
165,785 |
Digital
Turbine, Inc. (a) |
1,797,109 | |||
87,510 |
Freshworks,
Inc., Class A (a) |
1,632,937 | |||
36,707 |
Intapp,
Inc. (a) |
1,507,189 | |||
10,623 |
InterDigital,
Inc. |
984,646 | |||
73,961 |
MeridianLink,
Inc. (a) |
1,652,289 | |||
4,494 |
MicroStrategy,
Inc., Class A (a) |
1,967,833 | |||
14,505 |
Model
N, Inc. (a) |
483,307 | |||
106,763 |
N-able,
Inc. (a) |
1,502,155 | |||
51,076 |
nCino,
Inc. (a) |
1,652,309 | |||
17,655 |
Progress
Software Corp. |
1,060,359 | |||
33,300 |
PROS
Holdings, Inc. (a) |
1,265,400 | |||
33,189 |
Q2
Holdings, Inc. (a) |
1,177,214 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued) |
| |||
11,322 |
Rapid7,
Inc. (a) |
$519,793 | |||
15,671 |
RingCentral,
Inc., Class A (a) |
648,153 | |||
92,535 |
Samsara,
Inc., Class A (a) |
2,585,428 | |||
148,321 |
Sprinklr,
Inc., Class A (a) |
2,082,427 | |||
19,244 |
Varonis
Systems, Inc. (a) |
552,303 | |||
120,100 |
Zeta
Global Holdings Corp.,
Class
A (a) |
1,107,322 | |||
|
|
40,315,294 | |||
|
Specialized
REITs — 0.4%
|
| |||
32,874 |
EPR
Properties |
1,467,495 | |||
32,624 |
Outfront
Media, Inc. |
504,367 | |||
221,999 |
Uniti
Group, Inc. |
1,238,755 | |||
|
|
3,210,617 | |||
|
Specialty
Retail — 2.3%
|
| |||
13,609 |
Abercrombie
& Fitch Co.,
Class
A (a) |
539,053 | |||
173,834 |
American
Eagle Outfitters, Inc. |
2,442,368 | |||
24,221 |
Boot
Barn Holdings, Inc. (a) |
2,274,352 | |||
14,820 |
Buckle
(The), Inc. |
541,819 | |||
9,932 |
Group
1 Automotive, Inc. |
2,567,720 | |||
105,462 |
Guess?,
Inc. |
2,213,647 | |||
21,111 |
National
Vision Holdings,
Inc.
(a) |
456,631 | |||
43,810 |
ODP
(The) Corp. (a) |
2,185,243 | |||
62,536 |
Revolve
Group, Inc. (a) |
1,233,210 | |||
124,569 |
Sally
Beauty Holdings, Inc. (a) |
1,491,091 | |||
21,514 |
Sonic
Automotive, Inc., Class A |
1,030,305 | |||
32,946 |
Upbound
Group, Inc. |
1,140,920 | |||
61,914 |
Urban
Outfitters, Inc. (a) |
2,251,812 | |||
|
|
20,368,171 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.1%
|
| |||
34,442 |
Xerox
Holdings Corp. |
550,383 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.7%
|
| |||
14,129 |
Carter’s,
Inc. |
1,059,816 | |||
24,364 |
Kontoor
Brands, Inc. |
1,032,059 | |||
106,614 |
Levi
Strauss & Co., Class A |
1,606,673 | |||
10,421 |
Oxford
Industries, Inc. |
1,123,905 | |||
47,062 |
Steven
Madden Ltd. |
1,570,930 | |||
|
|
6,393,383 | |||
|
Tobacco
— 0.4%
|
| |||
51,345 |
Universal
Corp. |
2,596,517 | |||
80,063 |
Vector
Group Ltd. |
1,050,426 | |||
|
|
3,646,943 | |||
|
Trading
Companies & Distributors
— 2.4%
|
| |||
28,379 |
Boise
Cascade Co. |
2,936,943 |
Shares |
Description |
Value | |||
| |||||
|
Trading
Companies &
Distributors
(Continued) |
| |||
228,260 |
Custom
Truck One Source,
Inc.
(a) |
$1,579,559 | |||
80,988 |
FTAI
Aviation Ltd. |
2,608,623 | |||
37,053 |
GMS,
Inc. (a) |
2,730,435 | |||
33,629 |
H&E
Equipment Services, Inc. |
1,633,697 | |||
5,544 |
McGrath
RentCorp |
534,331 | |||
247,497 |
NOW,
Inc. (a) |
2,818,991 | |||
42,212 |
Rush
Enterprises, Inc., Class A |
2,730,272 | |||
20,415 |
Veritiv
Corp. |
2,860,754 | |||
24,213 |
Xometry,
Inc., Class A (a) |
502,662 | |||
|
|
20,936,267 | |||
|
Water
Utilities — 0.1%
|
| |||
9,930 |
California
Water Service Group |
526,489 | |||
6,356 |
Middlesex
Water Co. |
511,149 | |||
|
|
1,037,638 | |||
|
Wireless
Telecommunication Services
— 0.6%
|
| |||
30,148 |
Gogo,
Inc. (a) |
454,331 | |||
311,552 |
Telephone
and Data Systems,
Inc. |
2,498,647 | |||
145,437 |
United
States Cellular Corp. (a) |
2,575,689 | |||
|
|
5,528,667 | |||
|
Total
Common Stocks |
871,812,812 | |||
|
(Cost
$769,172,568) |
| |||
MONEY
MARKET FUNDS — 0.3% | |||||
1,291,263 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(d) (e) |
1,291,263 | |||
1,162,486 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(d) |
1,162,486 | |||
|
Total
Money Market Funds |
2,453,749 | |||
|
(Cost
$2,453,749) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.4% | |||||
$12,766,413 |
BNP
Paribas S.A., 5.24% (d),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$12,768,271.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $13,022,026. (e) |
$12,766,413 | |||
|
(Cost
$12,766,413) |
| |||
| |||||
| |||||
|
Total
Investments — 101.6% |
887,032,974 | |||
|
(Cost
$784,392,730) |
| |||
|
Net
Other Assets and
Liabilities
— (1.6)% |
(14,330,056
) | |||
|
Net
Assets — 100.0% |
$872,702,918 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $13,791,293 and the total value of the collateral
held
by the Fund is $14,057,676. |
(c) |
This
security may be resold to qualified foreign investors and
foreign
institutional buyers under Regulation S of the
Securities Act of 1933, as amended. |
(d) |
Rate
shown reflects yield as of July 31, 2023. |
(e) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$871,812,812 |
$871,812,812 |
$— |
$— |
Money
Market
Funds |
2,453,749 |
2,453,749 |
— |
— |
Repurchase
Agreements |
12,766,413 |
— |
12,766,413 |
— |
Total
Investments |
$887,032,974 |
$874,266,561 |
$12,766,413 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$13,791,293 |
Non-cash
Collateral(2)
|
(13,791,293
) |
Net
Amount |
$— |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
At
July 31, 2023, the value of the collateral received from
each
borrower exceeded the value of the related securities
loaned.
This amount is disclosed on the Portfolio of
Investments. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$12,766,413 |
Non-cash
Collateral(4)
|
(12,766,413
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 2.4%
|
| |||
29,076 |
General
Dynamics Corp. |
$6,500,812 | |||
10,629 |
L3Harris
Technologies, Inc. |
2,014,089 | |||
4,520 |
Lockheed
Martin Corp. |
2,017,593 | |||
13,724 |
Northrop
Grumman Corp. |
6,107,180 | |||
43,635 |
RTX
Corp. |
3,836,826 | |||
126,664 |
Textron,
Inc. |
9,850,659 | |||
|
|
30,327,159 | |||
|
Air
Freight & Logistics — 1.3%
|
| |||
51,644 |
Expeditors
International of
Washington,
Inc. |
6,574,281 | |||
34,555 |
FedEx
Corp. |
9,328,122 | |||
|
|
15,902,403 | |||
|
Automobiles
— 1.4%
|
| |||
566,181 |
Ford
Motor Co. |
7,479,251 | |||
277,694 |
General
Motors Co. |
10,655,119 | |||
|
|
18,134,370 | |||
|
Banks
— 11.1%
|
| |||
298,582 |
Bank
of America Corp. |
9,554,624 | |||
232,578 |
Citigroup,
Inc. |
11,084,667 | |||
410,578 |
Citizens
Financial Group, Inc. |
13,245,246 | |||
326,834 |
Fifth
Third Bancorp |
9,510,869 | |||
993,311 |
Huntington
Bancshares, Inc. |
12,158,127 | |||
43,012 |
JPMorgan
Chase & Co. |
6,794,176 | |||
1,158,864 |
KeyCorp |
14,265,616 | |||
69,217 |
M&T
Bank Corp. |
9,680,690 | |||
68,014 |
PNC
Financial Services Group
(The),
Inc. |
9,310,436 | |||
600,892 |
Regions
Financial Corp. |
12,240,170 | |||
352,814 |
Truist
Financial Corp. |
11,720,481 | |||
259,271 |
U.S.
Bancorp |
10,287,873 | |||
200,710 |
Wells
Fargo & Co. |
9,264,774 | |||
|
|
139,117,749 | |||
|
Beverages
— 0.2%
|
| |||
66,551 |
Keurig
Dr Pepper, Inc. |
2,263,400 | |||
|
Biotechnology
— 0.6%
|
| |||
30,073 |
Biogen,
Inc. (a) |
8,125,424 | |||
|
Building
Products — 0.4%
|
| |||
86,163 |
Carrier
Global Corp. |
5,131,007 | |||
|
Capital
Markets — 4.5%
|
| |||
192,415 |
Bank
of New York Mellon (The)
Corp. |
8,727,944 | |||
3,012 |
BlackRock,
Inc. |
2,225,416 | |||
195,795 |
Carlyle
Group (The), Inc. |
6,980,092 | |||
320,716 |
Franklin
Resources, Inc. |
9,377,736 | |||
26,559 |
Goldman
Sachs Group (The),
Inc. |
9,451,551 | |||
50,154 |
Morgan
Stanley |
4,592,100 |
Shares |
Description |
Value | |||
| |||||
|
Capital
Markets (Continued) |
| |||
117,058 |
State
Street Corp. |
$8,479,682 | |||
55,844 |
T.
Rowe Price Group, Inc. |
6,883,332 | |||
|
|
56,717,853 | |||
|
Chemicals
— 6.5%
|
| |||
92,469 |
Celanese
Corp. |
11,594,688 | |||
74,599 |
Corteva,
Inc. |
4,209,622 | |||
201,050 |
Dow,
Inc. |
11,353,293 | |||
149,887 |
DuPont
de Nemours, Inc. |
11,635,728 | |||
40,968 |
FMC
Corp. |
3,942,351 | |||
116,605 |
LyondellBasell
Industries N.V.,
Class
A |
11,527,570 | |||
305,940 |
Mosaic
(The) Co. |
12,470,114 | |||
14,034 |
PPG
Industries, Inc. |
2,019,493 | |||
89,628 |
Westlake
Corp. |
12,323,850 | |||
|
|
81,076,709 | |||
|
Communications
Equipment —
0.3%
|
| |||
82,617 |
Cisco
Systems, Inc. |
4,299,389 | |||
|
Construction
Materials — 0.2%
|
| |||
4,507 |
Martin
Marietta Materials, Inc. |
2,012,195 | |||
|
Consumer
Finance — 2.4%
|
| |||
97,905 |
Capital
One Financial Corp. |
11,456,843 | |||
73,310 |
Discover
Financial Services |
7,737,870 | |||
315,681 |
Synchrony
Financial |
10,903,622 | |||
|
|
30,098,335 | |||
|
Consumer
Staples Distribution &
Retail — 1.8%
|
| |||
25,176 |
Dollar
General Corp. |
4,251,219 | |||
29,848 |
Dollar
Tree, Inc. (a) |
4,606,442 | |||
182,262 |
Kroger
(The) Co. |
8,865,224 | |||
32,409 |
Target
Corp. |
4,422,856 | |||
|
|
22,145,741 | |||
|
Containers
& Packaging — 2.3%
|
| |||
24,932 |
Avery
Dennison Corp. |
4,587,737 | |||
336,620 |
International
Paper Co. |
12,138,517 | |||
81,022 |
Packaging
Corp. of America |
12,424,724 | |||
|
|
29,150,978 | |||
|
Distributors
— 0.8%
|
| |||
147,010 |
LKQ
Corp. |
8,054,678 | |||
5,554 |
Pool
Corp. |
2,136,846 | |||
|
|
10,191,524 | |||
|
Diversified
Telecommunication Services
— 1.1%
|
| |||
268,001 |
AT&T,
Inc. |
3,891,374 | |||
287,924 |
Verizon
Communications, Inc. |
9,812,450 | |||
|
|
13,703,824 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Electric
Utilities — 6.8%
|
| |||
119,201 |
Alliant
Energy Corp. |
$6,405,862 | |||
74,296 |
American
Electric Power Co.,
Inc. |
6,295,843 | |||
69,709 |
Duke
Energy Corp. |
6,526,157 | |||
90,074 |
Edison
International |
6,481,725 | |||
87,977 |
Entergy
Corp. |
9,035,238 | |||
183,292 |
Evergy,
Inc. |
10,992,021 | |||
120,788 |
Eversource
Energy |
8,736,596 | |||
210,268 |
Exelon
Corp. |
8,801,818 | |||
323,746 |
PPL
Corp. |
8,912,727 | |||
60,849 |
Southern
(The) Co. |
4,401,817 | |||
137,788 |
Xcel
Energy, Inc. |
8,643,441 | |||
|
|
85,233,245 | |||
|
Electrical
Equipment — 0.3%
|
| |||
23,022 |
Emerson
Electric Co. |
2,103,060 | |||
6,316 |
Rockwell
Automation, Inc. |
2,124,007 | |||
|
|
4,227,067 | |||
|
Electronic
Equipment,
Instruments
& Components —
0.8%
|
| |||
11,341 |
CDW
Corp. |
2,121,561 | |||
121,992 |
Corning,
Inc. |
4,140,408 | |||
80,745 |
Trimble,
Inc. (a) |
4,344,081 | |||
|
|
10,606,050 | |||
|
Entertainment
— 0.5%
|
| |||
9,705 |
Netflix,
Inc. (a) |
4,260,204 | |||
23,310 |
Walt
Disney (The) Co. (a) |
2,072,026 | |||
|
|
6,332,230 | |||
|
Financial
Services — 1.3%
|
| |||
606,336 |
Corebridge
Financial, Inc. |
11,344,547 | |||
8,289 |
FleetCor
Technologies, Inc. (a) |
2,063,215 | |||
21,124 |
Global
Payments, Inc. |
2,328,921 | |||
|
|
15,736,683 | |||
|
Food
Products — 5.3%
|
| |||
141,714 |
Archer-Daniels-Midland
Co. |
12,040,021 | |||
113,491 |
Bunge
Ltd. |
12,333,067 | |||
93,515 |
Campbell
Soup Co. |
4,284,857 | |||
185,518 |
Conagra
Brands, Inc. |
6,086,846 | |||
55,730 |
General
Mills, Inc. |
4,165,260 | |||
106,279 |
Hormel
Foods Corp. |
4,344,686 | |||
241,305 |
Kraft
Heinz (The) Co. |
8,730,415 | |||
28,531 |
Mondelez
International, Inc.,
Class
A |
2,115,003 | |||
209,794 |
Tyson
Foods, Inc., Class A |
11,689,722 | |||
|
|
65,789,877 | |||
|
Gas
Utilities — 0.5%
|
| |||
53,770 |
Atmos
Energy Corp. |
6,544,347 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation — 1.5%
|
| |||
34,555 |
J.B.
Hunt Transport Services,
Inc. |
$7,047,147 | |||
193,563 |
U-Haul
Holding Co. |
11,780,244 | |||
|
|
18,827,391 | |||
|
Health
Care Equipment & Supplies
— 0.7%
|
| |||
52,793 |
Hologic,
Inc. (a) |
4,192,820 | |||
48,522 |
Medtronic
PLC |
4,258,291 | |||
|
|
8,451,111 | |||
|
Health
Care Providers & Services
— 4.1%
|
| |||
92,746 |
Centene
Corp. (a) |
6,315,075 | |||
30,529 |
Cigna
Group (The) |
9,009,108 | |||
90,491 |
CVS
Health Corp. |
6,758,773 | |||
14,080 |
Elevance
Health, Inc. |
6,640,550 | |||
9,579 |
Humana,
Inc. |
4,375,975 | |||
25,922 |
Laboratory
Corp. of America
Holdings |
5,545,493 | |||
4,870 |
McKesson
Corp. |
1,959,688 | |||
6,910 |
Molina
Healthcare, Inc. (a) |
2,104,026 | |||
44,505 |
Quest
Diagnostics, Inc. |
6,017,521 | |||
4,330 |
UnitedHealth
Group, Inc. |
2,192,582 | |||
|
|
50,918,791 | |||
|
Health
Care REITs — 0.3%
|
| |||
90,429 |
Ventas,
Inc. |
4,387,615 | |||
|
Household
Durables — 3.7%
|
| |||
87,993 |
D.R.
Horton, Inc. |
11,176,871 | |||
59,984 |
Garmin
Ltd. |
6,351,706 | |||
85,452 |
Lennar
Corp., Class A |
10,837,877 | |||
985 |
NVR,
Inc. (a) |
6,211,843 | |||
137,846 |
PulteGroup,
Inc. |
11,632,824 | |||
|
|
46,211,121 | |||
|
Household
Products — 0.3%
|
| |||
15,074 |
Kimberly-Clark
Corp. |
1,946,054 | |||
13,714 |
Procter
& Gamble (The) Co. |
2,143,498 | |||
|
|
4,089,552 | |||
|
Industrial
Conglomerates — 1.1%
|
| |||
85,586 |
3M
Co. |
9,542,839 | |||
38,914 |
General
Electric Co. |
4,445,535 | |||
|
|
13,988,374 | |||
|
Insurance
— 5.6%
|
| |||
89,622 |
Aflac,
Inc. |
6,483,255 | |||
186,094 |
American
International Group,
Inc. |
11,217,746 | |||
83,576 |
Arch
Capital Group Ltd. (a) |
6,493,019 | |||
30,230 |
Brown
& Brown, Inc. |
2,129,704 | |||
32,487 |
Chubb
Ltd. |
6,640,668 | |||
6,088 |
Everest
Group Ltd. |
2,194,785 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued) |
| |||
118,943 |
Hartford
Financial Services
Group
(The), Inc. |
$8,549,623 | |||
144,262 |
Loews
Corp. |
9,038,014 | |||
36,815 |
MetLife,
Inc. |
2,318,241 | |||
112,953 |
Principal
Financial Group, Inc. |
9,021,556 | |||
36,022 |
Travelers
(The) Cos., Inc. |
6,217,757 | |||
|
|
70,304,368 | |||
|
Interactive
Media & Services —
0.4%
|
| |||
17,386 |
Alphabet,
Inc., Class A (a) |
2,307,470 | |||
7,252 |
Meta
Platforms, Inc., Class A (a) |
2,310,487 | |||
|
|
4,617,957 | |||
|
IT
Services — 1.2%
|
| |||
6,743 |
Accenture
PLC, Class A |
2,133,148 | |||
47,660 |
Akamai
Technologies, Inc. (a) |
4,503,870 | |||
131,225 |
Cognizant
Technology Solutions
Corp.,
Class A |
8,664,787 | |||
|
|
15,301,805 | |||
|
Life
Sciences Tools & Services —
1.4%
|
| |||
20,332 |
Charles
River Laboratories
International,
Inc. (a) |
4,260,367 | |||
90,142 |
Revvity,
Inc. |
11,082,959 | |||
5,442 |
West
Pharmaceutical Services,
Inc. |
2,002,874 | |||
|
|
17,346,200 | |||
|
Machinery
— 3.3%
|
| |||
34,942 |
Cummins,
Inc. |
9,112,874 | |||
28,952 |
Dover
Corp. |
4,226,123 | |||
27,834 |
Fortive
Corp. |
2,180,794 | |||
102,407 |
PACCAR,
Inc. |
8,820,315 | |||
21,707 |
Snap-on,
Inc. |
5,913,855 | |||
66,755 |
Stanley
Black & Decker, Inc. |
6,626,769 | |||
39,055 |
Westinghouse
Air Brake
Technologies
Corp. |
4,625,674 | |||
|
|
41,506,404 | |||
|
Media
— 2.4%
|
| |||
17,029 |
Charter
Communications, Inc.,
Class
A (a) |
6,899,981 | |||
150,557 |
Comcast
Corp., Class A |
6,814,210 | |||
251,951 |
Fox
Corp., Class A |
8,427,761 | |||
110,800 |
Interpublic
Group of (The) Cos.,
Inc. |
3,792,684 | |||
21,873 |
Omnicom
Group, Inc. |
1,850,893 | |||
130,803 |
Paramount
Global, Class B |
2,096,772 | |||
|
|
29,882,301 | |||
|
Metals
& Mining — 0.2%
|
| |||
48,783 |
Newmont
Corp. |
2,093,766 |
Shares |
Description |
Value | |||
| |||||
|
Multi-Utilities
— 5.1%
|
| |||
76,597 |
Ameren
Corp. |
$6,562,065 | |||
214,602 |
CenterPoint
Energy, Inc. |
6,457,374 | |||
72,761 |
CMS
Energy Corp. |
4,443,514 | |||
118,450 |
Consolidated
Edison, Inc. |
11,236,167 | |||
120,789 |
Dominion
Energy, Inc. |
6,468,251 | |||
56,859 |
DTE
Energy Co. |
6,498,984 | |||
136,821 |
Public
Service Enterprise Group,
Inc. |
8,636,141 | |||
58,838 |
Sempra |
8,768,039 | |||
48,444 |
WEC
Energy Group, Inc. |
4,353,178 | |||
|
|
63,423,713 | |||
|
Office
REITs — 0.8%
|
| |||
75,481 |
Alexandria
Real Estate Equities,
Inc. |
9,486,452 | |||
|
Oil,
Gas & Consumable Fuels —
4.9%
|
| |||
465,157 |
Marathon
Oil Corp. |
12,219,675 | |||
91,834 |
Marathon
Petroleum Corp. |
12,215,759 | |||
281,268 |
Ovintiv,
Inc. |
12,963,642 | |||
112,266 |
Phillips
66 |
12,523,272 | |||
91,286 |
Valero
Energy Corp. |
11,767,678 | |||
|
|
61,690,026 | |||
|
Passenger
Airlines — 1.0%
|
| |||
118,050 |
Southwest
Airlines Co. |
4,032,588 | |||
156,121 |
United
Airlines Holdings,
Inc.
(a) |
8,478,931 | |||
|
|
12,511,519 | |||
|
Pharmaceuticals
— 0.9%
|
| |||
1,072,935 |
Viatris,
Inc. |
11,298,006 | |||
|
Professional
Services — 1.4%
|
| |||
52,617 |
Jacobs
Solutions, Inc. |
6,598,698 | |||
70,701 |
Leidos
Holdings, Inc. |
6,612,665 | |||
70,538 |
SS&C
Technologies Holdings,
Inc. |
4,108,838 | |||
|
|
17,320,201 | |||
|
Real
Estate Management & Development
— 0.4%
|
| |||
52,962 |
CBRE
Group, Inc., Class A (a) |
4,412,264 | |||
|
Residential
REITs — 0.9%
|
| |||
22,586 |
AvalonBay
Communities, Inc. |
4,260,849 | |||
64,797 |
Equity
Residential |
4,272,714 | |||
8,882 |
Essex
Property Trust, Inc. |
2,163,211 | |||
|
|
10,696,774 | |||
|
Retail
REITs — 0.2%
|
| |||
105,532 |
Kimco
Realty Corp. |
2,138,078 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.8%
|
| |||
62,233 |
Intel
Corp. |
2,226,074 | |||
32,974 |
Micron
Technology, Inc. |
2,354,014 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued) |
| |||
52,551 |
QUALCOMM,
Inc. |
$6,945,666 | |||
77,391 |
Skyworks
Solutions, Inc. |
8,851,209 | |||
18,691 |
Teradyne,
Inc. |
2,110,961 | |||
|
|
22,487,924 | |||
|
Specialized
REITs — 0.7%
|
| |||
18,277 |
Digital
Realty Trust, Inc. |
2,277,680 | |||
186,680 |
Weyerhaeuser
Co. |
6,358,321 | |||
|
|
8,636,001 | |||
|
Specialty
Retail — 0.8%
|
| |||
76,335 |
Best
Buy Co., Inc. |
6,339,622 | |||
9,220 |
Lowe’s
Cos., Inc. |
2,159,969 | |||
9,414 |
Tractor
Supply Co. |
2,108,642 | |||
|
|
10,608,233 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.8%
|
| |||
637,375 |
Hewlett
Packard Enterprise Co. |
11,077,577 | |||
139,471 |
HP,
Inc. |
4,578,833 | |||
81,881 |
NetApp,
Inc. |
6,387,537 | |||
|
|
22,043,947 | |||
|
Wireless
Telecommunication Services
— 0.3%
|
| |||
30,776 |
T-Mobile
US, Inc. (a) |
4,240,010 | |||
|
Total
Common Stocks |
1,251,787,463 | |||
|
(Cost
$1,157,709,464) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
2,507,356 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(b) |
2,507,356 | |||
|
(Cost
$2,507,356) |
| |||
| |||||
| |||||
|
Total
Investments — 100.2% |
1,254,294,819 | |||
|
(Cost
$1,160,216,820) |
| |||
|
Net
Other Assets and
Liabilities
— (0.2)% |
(1,897,170
) | |||
|
Net
Assets — 100.0% |
$1,252,397,649 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of July 31,
2023. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$1,251,787,463 |
$1,251,787,463 |
$— |
$— |
Money
Market
Funds |
2,507,356 |
2,507,356 |
— |
— |
Total
Investments |
$1,254,294,819 |
$1,254,294,819 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 3.6%
|
| |||
27,064 |
Axon
Enterprise, Inc. (a) |
$5,032,010 | |||
34,245 |
Boeing
(The) Co. (a) |
8,179,418 | |||
29,844 |
HEICO
Corp. |
5,251,947 | |||
182,387 |
Howmet
Aerospace, Inc. |
9,327,271 | |||
10,109 |
TransDigm
Group, Inc. |
9,095,269 | |||
|
|
36,885,915 | |||
|
Automobiles
— 1.2%
|
| |||
105,657 |
Rivian
Automotive, Inc.,
Class
A (a) |
2,920,360 | |||
34,531 |
Tesla,
Inc. (a) |
9,234,625 | |||
|
|
12,154,985 | |||
|
Beverages
— 0.7%
|
| |||
62,947 |
Monster
Beverage Corp. (a) |
3,618,823 | |||
19,521 |
PepsiCo,
Inc. |
3,659,407 | |||
|
|
7,278,230 | |||
|
Biotechnology
— 0.5%
|
| |||
15,006 |
Vertex
Pharmaceuticals, Inc. (a) |
5,287,214 | |||
|
Building
Products — 1.5%
|
| |||
28,189 |
Carlisle
Cos., Inc. |
7,813,991 | |||
37,809 |
Trane
Technologies PLC |
7,540,627 | |||
|
|
15,354,618 | |||
|
Capital
Markets — 4.1%
|
| |||
15,898 |
Ameriprise
Financial, Inc. |
5,539,658 | |||
54,807 |
Ares
Management Corp.,
Class
A |
5,437,951 | |||
18,933 |
Blackstone,
Inc. |
1,983,989 | |||
31,055 |
Charles
Schwab (The) Corp. |
2,052,736 | |||
4,394 |
FactSet
Research Systems, Inc. |
1,911,566 | |||
31,433 |
KKR
& Co., Inc. |
1,866,492 | |||
24,287 |
LPL
Financial Holdings, Inc. |
5,570,466 | |||
10,399 |
Moody’s
Corp. |
3,668,247 | |||
23,742 |
Northern
Trust Corp. |
1,902,209 | |||
50,888 |
Raymond
James Financial, Inc. |
5,601,242 | |||
18,038 |
S&P
Global, Inc. |
7,116,171 | |||
|
|
42,650,727 | |||
|
Chemicals
— 1.7%
|
| |||
12,071 |
Air
Products and Chemicals, Inc. |
3,685,638 | |||
23,671 |
Albemarle
Corp. |
5,024,880 | |||
25,356 |
CF
Industries Holdings, Inc. |
2,081,220 | |||
38,734 |
Ecolab,
Inc. |
7,093,745 | |||
|
|
17,885,483 | |||
|
Commercial
Services & Supplies
— 2.7%
|
| |||
10,623 |
Cintas
Corp. |
5,333,171 | |||
79,282 |
Copart,
Inc. (a) |
7,007,736 | |||
47,211 |
Republic
Services, Inc. |
7,134,054 |
Shares |
Description |
Value | |||
| |||||
|
Commercial
Services &
Supplies
(Continued) |
| |||
123,295 |
Rollins,
Inc. |
$5,034,135 | |||
20,849 |
Waste
Management, Inc. |
3,414,858 | |||
|
|
27,923,954 | |||
|
Communications
Equipment —
1.2%
|
| |||
44,621 |
Arista
Networks, Inc. (a) |
6,920,271 | |||
18,006 |
Motorola
Solutions, Inc. |
5,161,060 | |||
|
|
12,081,331 | |||
|
Construction
& Engineering —
0.9%
|
| |||
46,012 |
Quanta
Services, Inc. |
9,276,939 | |||
|
Consumer
Staples Distribution &
Retail — 0.2%
|
| |||
23,723 |
Sysco
Corp. |
1,810,302 | |||
|
Distributors
— 0.5%
|
| |||
31,205 |
Genuine
Parts Co. |
4,859,243 | |||
|
Electric
Utilities — 1.6%
|
| |||
98,734 |
Constellation
Energy Corp. |
9,542,641 | |||
418,477 |
PG&E
Corp. (a) |
7,369,380 | |||
|
|
16,912,021 | |||
|
Electrical
Equipment — 2.2%
|
| |||
32,622 |
AMETEK,
Inc. |
5,173,849 | |||
44,949 |
Eaton
Corp. PLC |
9,228,929 | |||
27,263 |
Hubbell,
Inc. |
8,506,056 | |||
|
|
22,908,834 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.4%
|
| |||
62,163 |
Amphenol
Corp., Class A |
5,489,615 | |||
10,512 |
Keysight
Technologies, Inc. (a) |
1,693,273 | |||
37,676 |
TE
Connectivity Ltd. |
5,406,129 | |||
4,281 |
Teledyne
Technologies, Inc. (a) |
1,646,173 | |||
|
|
14,235,190 | |||
|
Energy
Equipment & Services —
1.2%
|
| |||
160,071 |
Halliburton
Co. |
6,255,575 | |||
107,507 |
Schlumberger
Ltd. |
6,271,958 | |||
|
|
12,527,533 | |||
|
Entertainment
— 1.2%
|
| |||
23,782 |
Liberty
Media Corp.-Liberty
Formula
One, Class C (a) |
1,726,573 | |||
99,211 |
Live
Nation Entertainment,
Inc.
(a) |
8,705,765 | |||
43,678 |
ROBLOX
Corp., Class A (a) |
1,714,362 | |||
|
|
12,146,700 | |||
|
Financial
Services — 2.3%
|
| |||
117,682 |
Apollo
Global Management, Inc. |
9,615,796 | |||
57,323 |
Fiserv,
Inc. (a) |
7,234,736 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Financial
Services (Continued) |
| |||
9,193 |
Mastercard,
Inc., Class A |
$3,624,616 | |||
15,225 |
Visa,
Inc., Class A |
3,619,439 | |||
|
|
24,094,587 | |||
|
Food
Products — 1.1%
|
| |||
14,480 |
Hershey
(The) Co. |
3,349,369 | |||
78,635 |
Lamb
Weston Holdings, Inc. |
8,148,945 | |||
|
|
11,498,314 | |||
|
Ground
Transportation — 3.0%
|
| |||
212,061 |
CSX
Corp. |
7,065,872 | |||
15,945 |
Norfolk
Southern Corp. |
3,724,593 | |||
19,557 |
Old
Dominion Freight Line, Inc. |
8,203,966 | |||
209,384 |
Uber
Technologies, Inc. (a) |
10,356,133 | |||
8,603 |
Union
Pacific Corp. |
1,996,068 | |||
|
|
31,346,632 | |||
|
Health
Care Equipment & Supplies
— 3.6%
|
| |||
16,146 |
Abbott
Laboratories |
1,797,534 | |||
97,629 |
Boston
Scientific Corp. (a) |
5,062,064 | |||
56,270 |
Dexcom,
Inc. (a) |
7,008,991 | |||
18,660 |
Edwards
Lifesciences Corp. (a) |
1,531,426 | |||
3,505 |
IDEXX
Laboratories, Inc. (a) |
1,944,329 | |||
6,104 |
Insulet
Corp. (a) |
1,689,282 | |||
21,147 |
Intuitive
Surgical, Inc. (a) |
6,860,087 | |||
8,056 |
ResMed,
Inc. |
1,791,251 | |||
17,309 |
Stryker
Corp. |
4,905,544 | |||
36,269 |
Zimmer
Biomet Holdings, Inc. |
5,010,562 | |||
|
|
37,601,070 | |||
|
Health
Care Providers & Services
— 1.6%
|
| |||
95,581 |
Cardinal
Health, Inc. |
8,742,794 | |||
29,785 |
HCA
Healthcare, Inc. |
8,125,646 | |||
|
|
16,868,440 | |||
|
Health
Care REITs — 0.3%
|
| |||
44,698 |
Welltower,
Inc. |
3,671,941 | |||
|
Health
Care Technology — 0.2%
|
| |||
8,903 |
Veeva
Systems, Inc., Class A (a) |
1,818,171 | |||
|
Hotel
& Resort REITs — 0.6%
|
| |||
313,769 |
Host
Hotels & Resorts, Inc. |
5,773,350 | |||
|
Hotels,
Restaurants & Leisure —
8.5%
|
| |||
56,424 |
Airbnb,
Inc., Class A (a) |
8,587,169 | |||
3,347 |
Booking
Holdings, Inc. (a) |
9,943,268 | |||
4,226 |
Chipotle
Mexican Grill, Inc. (a) |
8,292,595 | |||
54,100 |
Darden
Restaurants, Inc. |
9,138,572 | |||
49,682 |
Hilton
Worldwide Holdings, Inc. |
7,725,054 | |||
124,677 |
Las
Vegas Sands Corp. (a) |
7,456,931 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued) |
| |||
49,209 |
Marriott
International, Inc.,
Class
A |
$9,930,868 | |||
5,899 |
McDonald’s
Corp. |
1,729,587 | |||
205,808 |
MGM
Resorts International |
10,448,872 | |||
87,132 |
Royal
Caribbean Cruises Ltd. (a) |
9,506,973 | |||
17,769 |
Starbucks
Corp. |
1,804,797 | |||
26,096 |
Yum!
Brands, Inc. |
3,592,636 | |||
|
|
88,157,322 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.2%
|
| |||
84,913 |
AES
(The) Corp. |
1,836,668 | |||
|
Industrial
Conglomerates — 0.3%
|
| |||
17,425 |
Honeywell
International, Inc. |
3,382,715 | |||
|
Insurance
— 1.2%
|
| |||
10,474 |
Aon
PLC, Class A |
3,335,969 | |||
24,050 |
Arthur
J. Gallagher & Co. |
5,165,940 | |||
19,224 |
Marsh
& McLennan Cos., Inc. |
3,622,186 | |||
|
|
12,124,095 | |||
|
Interactive
Media & Services —
0.4%
|
| |||
42,061 |
Match
Group, Inc. (a) |
1,956,257 | |||
64,383 |
Pinterest,
Inc., Class A (a) |
1,866,463 | |||
|
|
3,822,720 | |||
|
IT
Services — 3.5%
|
| |||
110,621 |
Cloudflare,
Inc., Class A (a) |
7,607,406 | |||
20,643 |
Gartner,
Inc. (a) |
7,299,159 | |||
23,429 |
GoDaddy,
Inc., Class A (a) |
1,806,142 | |||
21,993 |
MongoDB,
Inc. (a) |
9,311,836 | |||
41,092 |
Snowflake,
Inc., Class A (a) |
7,302,459 | |||
16,000 |
VeriSign,
Inc. (a) |
3,375,200 | |||
|
|
36,702,202 | |||
|
Life
Sciences Tools & Services —
0.3%
|
| |||
16,086 |
IQVIA
Holdings, Inc. (a) |
3,599,403 | |||
|
Machinery
— 3.8%
|
| |||
29,390 |
Caterpillar,
Inc. |
7,793,346 | |||
13,032 |
Deere
& Co. |
5,598,547 | |||
8,177 |
IDEX
Corp. |
1,846,448 | |||
14,453 |
Illinois
Tool Works, Inc. |
3,805,764 | |||
138,297 |
Ingersoll
Rand, Inc. |
9,026,645 | |||
14,568 |
Nordson
Corp. |
3,665,455 | |||
40,620 |
Otis
Worldwide Corp. |
3,694,795 | |||
32,105 |
Xylem,
Inc. |
3,619,839 | |||
|
|
39,050,839 | |||
|
Metals
& Mining — 2.7%
|
| |||
90,391 |
Freeport-McMoRan,
Inc. |
4,035,958 | |||
44,099 |
Nucor
Corp. |
7,588,997 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Metals
& Mining (Continued) |
| |||
33,282 |
Reliance
Steel & Aluminum Co. |
$9,746,967 | |||
66,385 |
Steel
Dynamics, Inc. |
7,075,313 | |||
|
|
28,447,235 | |||
|
Oil,
Gas & Consumable Fuels —
5.7%
|
| |||
51,514 |
APA
Corp. |
2,085,802 | |||
34,659 |
Cheniere
Energy, Inc. |
5,609,906 | |||
22,978 |
Chevron
Corp. |
3,760,579 | |||
50,968 |
ConocoPhillips |
5,999,953 | |||
208,725 |
Coterra
Energy, Inc. |
5,748,287 | |||
36,414 |
Devon
Energy Corp. |
1,966,356 | |||
13,401 |
Diamondback
Energy, Inc. |
1,974,235 | |||
31,594 |
EOG
Resources, Inc. |
4,187,153 | |||
49,238 |
Exxon
Mobil Corp. |
5,280,283 | |||
38,843 |
Hess
Corp. |
5,893,648 | |||
102,221 |
Kinder
Morgan, Inc. |
1,810,334 | |||
61,491 |
Occidental
Petroleum Corp. |
3,881,927 | |||
28,520 |
ONEOK,
Inc. |
1,911,981 | |||
8,496 |
Pioneer
Natural Resources Co. |
1,917,292 | |||
69,392 |
Targa
Resources Corp. |
5,689,450 | |||
53,946 |
Williams
(The) Cos., Inc. |
1,858,440 | |||
|
|
59,575,626 | |||
|
Passenger
Airlines — 0.8%
|
| |||
190,137 |
Delta
Air Lines, Inc. |
8,795,738 | |||
|
Pharmaceuticals
— 0.7%
|
| |||
7,710 |
Eli
Lilly & Co. |
3,504,581 | |||
31,334 |
Merck
& Co., Inc. |
3,341,771 | |||
|
|
6,846,352 | |||
|
Professional
Services — 1.2%
|
| |||
22,443 |
Equifax,
Inc. |
4,580,167 | |||
11,255 |
Paycom
Software, Inc. |
4,150,394 | |||
15,996 |
Verisk
Analytics, Inc. |
3,662,124 | |||
|
|
12,392,685 | |||
|
Real
Estate Management & Development
— 0.5%
|
| |||
59,335 |
CoStar
Group, Inc. (a) |
4,982,360 | |||
|
Residential
REITs — 0.7%
|
| |||
16,169 |
Camden
Property Trust |
1,763,876 | |||
105,106 |
Invitation
Homes, Inc. |
3,731,263 | |||
40,974 |
UDR,
Inc. |
1,675,017 | |||
|
|
7,170,156 | |||
|
Semiconductors
&
Semiconductor
Equipment —
9.0%
|
| |||
27,107 |
Analog
Devices, Inc. |
5,408,660 | |||
62,537 |
Applied
Materials, Inc. |
9,479,984 | |||
10,421 |
Broadcom,
Inc. |
9,364,832 | |||
27,780 |
First
Solar, Inc. (a) |
5,761,572 | |||
18,637 |
KLA
Corp. |
9,578,486 |
Shares |
Description |
Value | |||
| |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued) |
| |||
14,061 |
Lam
Research Corp. |
$10,102,688 | |||
80,716 |
Microchip
Technology, Inc. |
7,582,461 | |||
13,386 |
Monolithic
Power Systems, Inc. |
7,489,333 | |||
17,095 |
NVIDIA
Corp. |
7,988,322 | |||
44,162 |
NXP
Semiconductors N.V. |
9,847,243 | |||
95,571 |
ON
Semiconductor Corp. (a) |
10,297,775 | |||
|
|
92,901,356 | |||
|
Software
— 14.4%
|
| |||
14,788 |
Adobe,
Inc. (a) |
8,076,762 | |||
10,947 |
ANSYS,
Inc. (a) |
3,744,969 | |||
8,603 |
Autodesk,
Inc. (a) |
1,823,750 | |||
45,192 |
BILL
Holdings, Inc. (a) |
5,664,365 | |||
30,835 |
Cadence
Design Systems,
Inc.
(a) |
7,215,698 | |||
24,618 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
3,979,746 | |||
73,504 |
Datadog,
Inc., Class A (a) |
8,579,387 | |||
8,936 |
Fair
Isaac Corp. (a) |
7,488,100 | |||
119,581 |
Fortinet,
Inc. (a) |
9,293,835 | |||
16,988 |
HubSpot,
Inc. (a) |
9,862,383 | |||
3,842 |
Intuit,
Inc. |
1,965,951 | |||
15,507 |
Microsoft
Corp. |
5,209,112 | |||
75,902 |
Oracle
Corp. |
8,897,992 | |||
589,635 |
Palantir
Technologies, Inc.,
Class
A (a) |
11,698,358 | |||
35,377 |
Palo
Alto Networks, Inc. (a) |
8,842,835 | |||
25,409 |
PTC,
Inc. (a) |
3,704,886 | |||
12,868 |
ServiceNow,
Inc. (a) |
7,502,044 | |||
68,162 |
Splunk,
Inc. (a) |
7,383,990 | |||
16,608 |
Synopsys,
Inc. (a) |
7,503,494 | |||
12,680 |
Tyler
Technologies, Inc. (a) |
5,029,268 | |||
32,013 |
Workday,
Inc., Class A (a) |
7,591,243 | |||
49,428 |
Zscaler,
Inc. (a) |
7,927,263 | |||
|
|
148,985,431 | |||
|
Specialized
REITs — 1.1%
|
| |||
4,612 |
Equinix,
Inc. |
3,735,351 | |||
92,938 |
Iron
Mountain, Inc. |
5,706,393 | |||
56,005 |
VICI
Properties, Inc. |
1,763,038 | |||
|
|
11,204,782 | |||
|
Specialty
Retail — 2.8%
|
| |||
1,450 |
AutoZone,
Inc. (a) |
3,598,494 | |||
11,640 |
Home
Depot (The), Inc. |
3,885,898 | |||
9,462 |
O’Reilly
Automotive, Inc. (a) |
8,759,825 | |||
32,245 |
Ross
Stores, Inc. |
3,696,567 | |||
62,280 |
TJX
(The) Cos., Inc. |
5,389,088 | |||
7,684 |
Ulta
Beauty, Inc. (a) |
3,417,843 | |||
|
|
28,747,715 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Technology
Hardware, Storage &
Peripherals — 0.7%
|
| |||
37,280 |
Apple,
Inc. |
$7,323,656 | |||
|
Trading
Companies & Distributors
— 2.4%
|
| |||
122,585 |
Fastenal
Co. |
7,184,707 | |||
20,296 |
United
Rentals, Inc. |
9,431,145 | |||
11,462 |
W.W.
Grainger, Inc. |
8,464,572 | |||
|
|
25,080,424 | |||
|
Total
Common Stocks |
1,035,981,204 | |||
|
(Cost
$857,957,649) |
| |||
MONEY
MARKET FUNDS — 0.0% | |||||
446,088 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(b) |
446,088 | |||
|
(Cost
$446,088) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
1,036,427,292 | |||
|
(Cost
$858,403,737) |
| |||
|
Net
Other Assets and
Liabilities
— (0.0)% |
(298,673
) | |||
|
Net
Assets — 100.0% |
$1,036,128,619 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of July 31,
2023. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$1,035,981,204 |
$1,035,981,204 |
$— |
$— |
Money
Market
Funds |
446,088 |
446,088 |
— |
— |
Total
Investments |
$1,036,427,292 |
$1,036,427,292 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 1.6%
|
| |||
1,447 |
AAR
Corp. (a) |
$86,531 | |||
1,993 |
General
Dynamics Corp. |
445,595 | |||
954 |
Huntington
Ingalls Industries,
Inc. |
219,105 | |||
730 |
L3Harris
Technologies, Inc. |
138,328 | |||
16,705 |
Leonardo
DRS, Inc. (a) |
278,806 | |||
310 |
Lockheed
Martin Corp. |
138,375 | |||
378 |
Moog,
Inc., Class A |
39,856 | |||
942 |
Northrop
Grumman Corp. |
419,190 | |||
2,997 |
RTX
Corp. |
263,526 | |||
8,681 |
Textron,
Inc. |
675,121 | |||
|
|
2,704,433 | |||
|
Air
Freight & Logistics — 1.0%
|
| |||
11,069 |
Air
Transport Services Group,
Inc.
(a) |
223,151 | |||
1,536 |
C.H.
Robinson Worldwide, Inc. |
153,876 | |||
3,540 |
Expeditors
International of
Washington,
Inc. |
450,642 | |||
2,369 |
FedEx
Corp. |
639,512 | |||
2,600 |
Hub
Group, Inc., Class A (a) |
234,338 | |||
|
|
1,701,519 | |||
|
Automobile
Components — 0.8%
|
| |||
1,890 |
Adient
PLC (a) |
80,438 | |||
5,922 |
BorgWarner,
Inc. |
275,373 | |||
521 |
Dorman
Products, Inc. (a) |
44,124 | |||
4,949 |
Gentex
Corp. |
166,187 | |||
12,215 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
196,417 | |||
662 |
LCI
Industries |
90,211 | |||
1,513 |
Lear
Corp. |
234,152 | |||
2,611 |
Patrick
Industries, Inc. |
225,982 | |||
|
|
1,312,884 | |||
|
Automobiles
— 1.0%
|
| |||
38,806 |
Ford
Motor Co. |
512,627 | |||
19,033 |
General
Motors Co. |
730,296 | |||
3,498 |
Thor
Industries, Inc. |
403,984 | |||
2,507 |
Winnebago
Industries, Inc. |
172,482 | |||
|
|
1,819,389 | |||
|
Banks
— 15.8%
|
| |||
2,932 |
1st
Source Corp. |
137,511 | |||
4,885 |
Ameris
Bancorp |
213,230 | |||
10,296 |
Associated
Banc-Corp. |
195,109 | |||
4,739 |
Atlantic
Union Bankshares Corp. |
151,553 | |||
3,117 |
Axos
Financial, Inc. (a) |
146,499 | |||
1,256 |
Bancorp
(The), Inc. (a) |
47,602 | |||
20,465 |
Bank
of America Corp. |
654,880 | |||
2,027 |
Bank
of Hawaii Corp. (b) |
115,803 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued) |
| |||
7,212 |
Bank
OZK |
$315,381 | |||
7,754 |
BankUnited,
Inc. |
231,379 | |||
2,816 |
Banner
Corp. |
134,070 | |||
5,932 |
Berkshire
Hills Bancorp, Inc. |
135,309 | |||
2,690 |
BOK
Financial Corp. |
239,625 | |||
19,120 |
Brookline
Bancorp, Inc. |
204,202 | |||
14,748 |
Cadence
Bank |
369,437 | |||
13,543 |
Capitol
Federal Financial, Inc. |
89,790 | |||
5,191 |
Cathay
General Bancorp |
197,466 | |||
15,940 |
Citigroup,
Inc. |
759,700 | |||
28,141 |
Citizens
Financial Group, Inc. |
907,829 | |||
2,021 |
Columbia
Banking System, Inc. |
45,169 | |||
6,837 |
Comerica,
Inc. |
368,925 | |||
874 |
Community
Bank System, Inc. |
47,047 | |||
11,848 |
Dime
Community Bancshares,
Inc. |
265,395 | |||
9,871 |
Eagle
Bancorp, Inc. |
273,427 | |||
5,488 |
East
West Bancorp, Inc. |
341,409 | |||
4,274 |
Enterprise
Financial Services
Corp. |
175,234 | |||
25,321 |
F.N.B.
Corp. |
323,856 | |||
2,978 |
FB
Financial Corp. |
105,481 | |||
22,402 |
Fifth
Third Bancorp |
651,898 | |||
4,133 |
First
Bancorp |
136,720 | |||
6,837 |
First
BanCorp |
101,529 | |||
6,118 |
First
Busey Corp. |
132,516 | |||
282 |
First
Citizens BancShares, Inc.,
Class
A |
403,627 | |||
6,604 |
First
Commonwealth Financial
Corp. |
95,362 | |||
8,175 |
First
Financial Bancorp |
188,761 | |||
12,063 |
First
Hawaiian, Inc. |
249,583 | |||
12,150 |
First
Interstate BancSystem, Inc.,
Class
A |
349,070 | |||
5,919 |
First
Merchants Corp. |
190,118 | |||
14,019 |
Fulton
Financial Corp. |
200,472 | |||
4,646 |
Glacier
Bancorp, Inc. |
151,924 | |||
9,434 |
Hancock
Whitney Corp. |
415,190 | |||
7,495 |
Heartland
Financial USA, Inc. |
257,378 | |||
1,304 |
Hilltop
Holdings, Inc. |
40,333 | |||
6,352 |
Home
BancShares, Inc. |
154,417 | |||
24,809 |
Hope
Bancorp, Inc. |
269,426 | |||
68,084 |
Huntington
Bancshares, Inc. |
833,348 | |||
6,509 |
Independent
Bank Corp. |
392,167 | |||
3,562 |
Independent
Bank Group, Inc. |
159,827 | |||
2,783 |
International
Bancshares Corp. |
138,148 | |||
2,948 |
JPMorgan
Chase & Co. |
465,666 | |||
79,430 |
KeyCorp |
977,783 | |||
4,673 |
Live
Oak Bancshares, Inc. |
176,967 | |||
4,745 |
M&T
Bank Corp. |
663,636 | |||
2,876 |
National
Bank Holdings Corp.,
Class
A |
98,819 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Banks
(Continued) |
| |||
2,623 |
NBT
Bancorp, Inc. |
$97,576 | |||
32,214 |
New
York Community Bancorp,
Inc. |
446,808 | |||
11,601 |
Northwest
Bancshares, Inc. |
143,388 | |||
13,373 |
OceanFirst
Financial Corp. |
249,139 | |||
6,408 |
OFG
Bancorp |
214,604 | |||
20,779 |
Old
National Bancorp |
353,866 | |||
4,197 |
Origin
Bancorp, Inc. |
136,822 | |||
8,080 |
Pacific
Premier Bancorp, Inc. |
206,363 | |||
5,030 |
PacWest
Bancorp (b) |
46,779 | |||
816 |
Park
National Corp. |
91,000 | |||
1,803 |
Pathward
Financial, Inc. |
93,684 | |||
5,114 |
Pinnacle
Financial Partners, Inc. |
388,153 | |||
4,662 |
PNC
Financial Services Group
(The),
Inc. |
638,181 | |||
4,786 |
Popular,
Inc. |
347,224 | |||
3,846 |
Prosperity
Bancshares, Inc. |
243,529 | |||
10,228 |
Provident
Financial Services,
Inc. |
189,627 | |||
41,187 |
Regions
Financial Corp. |
838,979 | |||
6,395 |
Renasant
Corp. |
197,861 | |||
9,211 |
Sandy
Spring Bancorp, Inc. |
225,393 | |||
3,781 |
Seacoast
Banking Corp. of
Florida |
93,429 | |||
7,129 |
Simmons
First National Corp.,
Class
A |
143,935 | |||
4,701 |
Southside
Bancshares, Inc. |
156,120 | |||
3,301 |
SouthState
Corp. |
256,389 | |||
3,651 |
Stellar
Bancorp, Inc. |
90,764 | |||
9,576 |
Synovus
Financial Corp. |
324,626 | |||
3,244 |
Texas
Capital Bancshares,
Inc.
(a) |
207,129 | |||
5,291 |
TowneBank |
133,756 | |||
674 |
Triumph
Financial, Inc. |
47,793 | |||
24,182 |
Truist
Financial Corp. |
803,326 | |||
5,822 |
Trustmark
Corp. |
152,886 | |||
17,772 |
U.S.
Bancorp |
705,193 | |||
3,566 |
UMB
Financial Corp. |
253,186 | |||
7,322 |
United
Bankshares, Inc. |
244,848 | |||
8,693 |
United
Community Banks, Inc. |
252,706 | |||
37,375 |
Valley
National Bancorp |
383,468 | |||
9,320 |
Veritex
Holdings, Inc. |
200,473 | |||
6,301 |
Washington
Federal, Inc. |
195,583 | |||
7,673 |
Webster
Financial Corp. |
363,086 | |||
13,757 |
Wells
Fargo & Co. |
635,023 | |||
6,525 |
WesBanco,
Inc. |
182,765 | |||
9,928 |
Western
Alliance Bancorp (b) |
515,760 | |||
3,988 |
Wintrust
Financial Corp. |
336,428 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued) |
| |||
3,260 |
WSFS
Financial Corp. |
$142,625 | |||
10,785 |
Zions
Bancorp N.A. (b) |
412,526 | |||
|
|
27,469,802 | |||
|
Beverages
— 0.2%
|
| |||
342 |
Coca-Cola
Consolidated, Inc. |
216,626 | |||
4,571 |
Keurig
Dr Pepper, Inc. |
155,460 | |||
|
|
372,086 | |||
|
Biotechnology
— 0.3%
|
| |||
2,061 |
Biogen,
Inc. (a) |
556,861 | |||
|
Broadline
Retail — 0.5%
|
| |||
12,567 |
Kohl’s
Corp. |
357,531 | |||
22,560 |
Macy’s,
Inc. |
374,271 | |||
2,002 |
Nordstrom,
Inc. (b) |
46,266 | |||
1,250 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
91,100 | |||
|
|
869,168 | |||
|
Building
Products — 1.0%
|
| |||
5,906 |
Carrier
Global Corp. |
351,702 | |||
2,012 |
Fortune
Brands Innovations, Inc. |
142,993 | |||
652 |
Gibraltar
Industries, Inc. (a) |
42,165 | |||
2,220 |
Owens
Corning |
310,778 | |||
2,867 |
PGT
Innovations, Inc. (a) |
82,025 | |||
9,462 |
Resideo
Technologies, Inc. (a) |
177,128 | |||
1,045 |
Simpson
Manufacturing Co., Inc. |
165,110 | |||
1,105 |
Trex
Co., Inc. (a) |
76,400 | |||
2,984 |
UFP
Industries, Inc. |
306,636 | |||
|
|
1,654,937 | |||
|
Capital
Markets — 3.4%
|
| |||
1,042 |
Artisan
Partners Asset
Management,
Inc., Class A |
43,233 | |||
13,188 |
Bank
of New York Mellon (The)
Corp. |
598,208 | |||
207 |
BlackRock,
Inc. |
152,942 | |||
13,420 |
Carlyle
Group (The), Inc. |
478,423 | |||
1,835 |
Donnelley
Financial Solutions,
Inc.
(a) |
86,796 | |||
1,758 |
Evercore,
Inc., Class A |
237,435 | |||
6,059 |
Federated
Hermes, Inc. |
204,976 | |||
21,982 |
Franklin
Resources, Inc. |
642,754 | |||
1,820 |
Goldman
Sachs Group (The),
Inc. |
647,683 | |||
6,188 |
Golub
Capital BDC, Inc. (b) |
86,199 | |||
737 |
Houlihan
Lokey, Inc. |
73,589 | |||
21,540 |
Invesco
Ltd. |
361,872 | |||
6,550 |
Jefferies
Financial Group, Inc. |
240,974 | |||
3,437 |
Morgan
Stanley |
314,692 | |||
317 |
Piper
Sandler Cos. |
46,396 | |||
8,024 |
State
Street Corp. |
581,259 | |||
3,641 |
Stifel
Financial Corp. |
231,349 | |||
1,480 |
StoneX
Group, Inc. (a) |
136,175 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Capital
Markets (Continued) |
| |||
3,828 |
T.
Rowe Price Group, Inc. |
$471,839 | |||
5,299 |
Victory
Capital Holdings, Inc.,
Class
A |
175,715 | |||
2,399 |
Virtu
Financial, Inc., Class A |
44,525 | |||
622 |
Virtus
Investment Partners, Inc. |
127,964 | |||
|
|
5,984,998 | |||
|
Chemicals
— 4.6%
|
| |||
5,971 |
AdvanSix,
Inc. |
239,497 | |||
3,541 |
Avient
Corp. |
143,517 | |||
6,338 |
Celanese
Corp. |
794,722 | |||
5,124 |
Corteva,
Inc. |
289,147 | |||
13,779 |
Dow,
Inc. |
778,100 | |||
10,274 |
DuPont
de Nemours, Inc. |
797,571 | |||
2,596 |
Eastman
Chemical Co. |
222,166 | |||
7,291 |
Ecovyst,
Inc. (a) |
89,606 | |||
7,543 |
Element
Solutions, Inc. |
158,101 | |||
2,814 |
FMC
Corp. |
270,791 | |||
2,025 |
H.B.
Fuller Co. |
149,911 | |||
10,720 |
Huntsman
Corp. |
319,134 | |||
7,992 |
LyondellBasell
Industries N.V.,
Class
A |
790,089 | |||
8,132 |
Mativ
Holdings, Inc. |
127,998 | |||
2,897 |
Minerals
Technologies, Inc. |
177,731 | |||
20,969 |
Mosaic
(The) Co. |
854,696 | |||
540 |
NewMarket
Corp. |
243,918 | |||
7,046 |
Olin
Corp. |
406,413 | |||
19,994 |
Perimeter
Solutions S.A. (a) |
111,167 | |||
964 |
PPG
Industries, Inc. |
138,719 | |||
575 |
Sensient
Technologies Corp. |
36,823 | |||
874 |
Stepan
Co. |
83,747 | |||
6,142 |
Westlake
Corp. |
844,525 | |||
|
|
8,068,089 | |||
|
Commercial
Services & Supplies
— 0.6%
|
| |||
1,757 |
Brady
Corp., Class A |
90,626 | |||
22,198 |
CoreCivic,
Inc. (a) |
215,321 | |||
29,175 |
GEO
Group (The), Inc. (a) |
217,937 | |||
4,363 |
HNI
Corp. |
126,920 | |||
14,134 |
MillerKnoll,
Inc. |
276,602 | |||
1,559 |
Stericycle,
Inc. (a) |
66,242 | |||
538 |
UniFirst
Corp. |
87,317 | |||
|
|
1,080,965 | |||
|
Communications
Equipment —
0.4%
|
| |||
3,892 |
ADTRAN
Holdings, Inc. |
37,869 | |||
1,704 |
Ciena
Corp. (a) |
71,909 | |||
5,675 |
Cisco
Systems, Inc. |
295,327 | |||
495 |
F5,
Inc. (a) |
78,329 |
Shares |
Description |
Value | |||
| |||||
|
Communications
Equipment
(Continued) |
| |||
4,623 |
Juniper
Networks, Inc. |
$128,519 | |||
2,699 |
NetScout
Systems, Inc. (a) |
75,437 | |||
|
|
687,390 | |||
|
Construction
& Engineering —
0.5%
|
| |||
2,205 |
Arcosa,
Inc. |
170,182 | |||
2,100 |
Granite
Construction, Inc. |
85,953 | |||
17,291 |
MDU
Resources Group, Inc. |
382,477 | |||
297 |
MYR
Group, Inc. (a) |
42,340 | |||
5,485 |
Primoris
Services Corp. |
174,204 | |||
|
|
855,156 | |||
|
Construction
Materials — 0.2%
|
| |||
309 |
Martin
Marietta Materials, Inc. |
137,956 | |||
5,739 |
Summit
Materials, Inc.,
Class
A (c) |
207,637 | |||
|
|
345,593 | |||
|
Consumer
Finance — 2.2%
|
| |||
13,406 |
Ally
Financial, Inc. |
409,419 | |||
6,654 |
Bread
Financial Holdings, Inc. |
276,607 | |||
6,710 |
Capital
One Financial Corp. |
785,204 | |||
143 |
Credit
Acceptance Corp. (a) |
79,594 | |||
5,025 |
Discover
Financial Services |
530,389 | |||
1,719 |
Encore
Capital Group, Inc. (a) |
91,966 | |||
3,147 |
Enova
International, Inc. (a) |
173,368 | |||
8,993 |
Navient
Corp. |
171,227 | |||
866 |
Nelnet,
Inc., Class A |
85,457 | |||
6,630 |
OneMain
Holdings, Inc. |
301,532 | |||
1,794 |
PRA
Group, Inc. (a) |
42,805 | |||
8,874 |
SLM
Corp. |
143,581 | |||
21,638 |
Synchrony
Financial |
747,377 | |||
|
|
3,838,526 | |||
|
Consumer
Staples Distribution &
Retail — 1.7%
|
| |||
3,620 |
Andersons
(The), Inc. |
176,728 | |||
2,298 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
152,380 | |||
1,728 |
Dollar
General Corp. |
291,790 | |||
2,047 |
Dollar
Tree, Inc. (a) |
315,913 | |||
2,527 |
Ingles
Markets, Inc., Class A |
214,290 | |||
12,492 |
Kroger
(The) Co. |
607,611 | |||
1,202 |
Performance
Food Group Co. (a) |
71,832 | |||
1,127 |
PriceSmart,
Inc. |
87,602 | |||
5,914 |
Sprouts
Farmers Market, Inc. (a) |
232,124 | |||
2,226 |
Target
Corp. |
303,782 | |||
10,685 |
United
Natural Foods, Inc. (a) |
222,248 | |||
1,645 |
US
Foods Holding Corp. (a) |
70,291 | |||
2,602 |
Weis
Markets, Inc. |
172,617 | |||
|
|
2,919,208 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Containers
& Packaging — 2.0%
|
| |||
624 |
AptarGroup,
Inc. |
$75,791 | |||
1,709 |
Avery
Dennison Corp. |
314,473 | |||
4,502 |
Berry
Global Group, Inc. |
295,196 | |||
834 |
Crown
Holdings, Inc. |
77,362 | |||
23,072 |
International
Paper Co. |
831,976 | |||
9,793 |
O-I
Glass, Inc. (a) |
224,847 | |||
5,553 |
Packaging
Corp. of America |
851,553 | |||
27,594 |
Pactiv
Evergreen, Inc. |
237,584 | |||
1,811 |
Sealed
Air Corp. |
82,618 | |||
3,089 |
Silgan
Holdings, Inc. |
135,453 | |||
3,681 |
Sonoco
Products Co. |
215,854 | |||
3,040 |
TriMas
Corp. |
78,311 | |||
2,491 |
Westrock
Co. |
82,925 | |||
|
|
3,503,943 | |||
|
Distributors
— 0.4%
|
| |||
10,076 |
LKQ
Corp. |
552,064 | |||
382 |
Pool
Corp. |
146,971 | |||
|
|
699,035 | |||
|
Diversified
Consumer Services —
0.4%
|
| |||
23,524 |
Chegg,
Inc. (a) |
238,298 | |||
1,285 |
Frontdoor,
Inc. (a) |
44,872 | |||
147 |
Graham
Holdings Co., Class B |
86,252 | |||
3,390 |
Laureate
Education, Inc. |
43,460 | |||
1,231 |
Strategic
Education, Inc. |
92,448 | |||
4,488 |
Stride,
Inc. (a) |
171,487 | |||
|
|
676,817 | |||
|
Diversified
REITs — 0.4%
|
| |||
8,704 |
American
Assets Trust, Inc. |
195,840 | |||
10,824 |
Broadstone
Net Lease, Inc. |
176,431 | |||
22,311 |
Empire
State Realty Trust, Inc.,
Class
A |
199,683 | |||
11,962 |
Global
Net Lease, Inc. |
127,874 | |||
|
|
699,828 | |||
|
Diversified
Telecommunication Services
— 0.9%
|
| |||
18,406 |
AT&T,
Inc. |
267,255 | |||
19,425 |
Frontier
Communications Parent,
Inc.
(a) |
353,729 | |||
14,266 |
Liberty
Latin America Ltd.,
Class
C (a) |
118,693 | |||
128,169 |
Lumen
Technologies, Inc. |
229,423 | |||
19,735 |
Verizon
Communications, Inc. |
672,569 | |||
|
|
1,641,669 | |||
|
Electric
Utilities — 4.0%
|
| |||
4,996 |
ALLETE,
Inc. |
286,920 | |||
8,169 |
Alliant
Energy Corp. |
439,002 |
Shares |
Description |
Value | |||
| |||||
|
Electric
Utilities (Continued) |
| |||
5,092 |
American
Electric Power Co.,
Inc. |
$431,496 | |||
4,778 |
Duke
Energy Corp. |
447,316 | |||
6,174 |
Edison
International |
444,281 | |||
6,030 |
Entergy
Corp. |
619,281 | |||
12,563 |
Evergy,
Inc. |
753,403 | |||
8,279 |
Eversource
Energy |
598,820 | |||
14,413 |
Exelon
Corp. |
603,328 | |||
4,001 |
Hawaiian
Electric Industries, Inc. |
153,599 | |||
1,411 |
IDACORP,
Inc. |
145,079 | |||
2,667 |
Pinnacle
West Capital Corp. |
220,881 | |||
6,186 |
Portland
General Electric Co. |
294,887 | |||
22,191 |
PPL
Corp. |
610,918 | |||
4,179 |
Southern
(The) Co. |
302,309 | |||
9,445 |
Xcel
Energy, Inc. |
592,485 | |||
|
|
6,944,005 | |||
|
Electrical
Equipment — 0.5%
|
| |||
1,332 |
Acuity
Brands, Inc. |
220,100 | |||
1,582 |
Emerson
Electric Co. |
144,516 | |||
667 |
EnerSys |
72,249 | |||
33,157 |
GrafTech
International Ltd. |
175,069 | |||
942 |
Regal
Rexnord Corp. |
147,121 | |||
435 |
Rockwell
Automation, Inc. |
146,286 | |||
|
|
905,341 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.8%
|
| |||
650 |
Advanced
Energy Industries,
Inc. |
81,367 | |||
2,528 |
Arrow
Electronics, Inc. (a) |
360,341 | |||
7,177 |
Avnet,
Inc. |
348,085 | |||
779 |
CDW
Corp. |
145,728 | |||
1,420 |
Coherent
Corp. (a) |
67,251 | |||
8,379 |
Corning,
Inc. |
284,383 | |||
2,185 |
ePlus,
Inc. (a) |
123,125 | |||
494 |
Insight
Enterprises, Inc. (a) |
72,465 | |||
1,342 |
Jabil,
Inc. |
148,519 | |||
3,668 |
Methode
Electronics, Inc. |
123,392 | |||
347 |
OSI
Systems, Inc. (a) |
41,373 | |||
851 |
Plexus
Corp. (a) |
83,815 | |||
253 |
Rogers
Corp. (a) |
42,658 | |||
4,807 |
Sanmina
Corp. (a) |
295,438 | |||
3,082 |
TD
SYNNEX Corp. |
304,224 | |||
5,545 |
Trimble,
Inc. (a) |
298,321 | |||
12,023 |
TTM
Technologies, Inc. (a) |
172,650 | |||
5,683 |
Vishay
Intertechnology, Inc. |
159,976 | |||
|
|
3,153,111 | |||
|
Energy
Equipment & Services —
0.4%
|
| |||
8,152 |
Archrock,
Inc. |
95,052 | |||
13,545 |
NOV,
Inc. |
271,984 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Energy
Equipment & Services
(Continued) |
| |||
2,191 |
Oceaneering
International,
Inc.
(a) |
$49,188 | |||
20,280 |
ProPetro
Holding Corp. (a) |
211,723 | |||
|
|
627,947 | |||
|
Entertainment
— 0.3%
|
| |||
667 |
Netflix,
Inc. (a) |
292,793 | |||
1,600 |
Walt
Disney (The) Co. (a) |
142,224 | |||
|
|
435,017 | |||
|
Financial
Services — 2.3%
|
| |||
2,028 |
Cannae
Holdings, Inc. (a) |
41,331 | |||
1,890 |
Compass
Diversified Holdings |
42,582 | |||
41,560 |
Corebridge
Financial, Inc. |
777,588 | |||
2,666 |
Equitable
Holdings, Inc. |
76,487 | |||
7,737 |
Essent
Group Ltd. |
383,755 | |||
2,269 |
EVERTEC,
Inc. |
89,240 | |||
570 |
FleetCor
Technologies, Inc. (a) |
141,879 | |||
1,450 |
Global
Payments, Inc. |
159,862 | |||
11,829 |
Jackson
Financial, Inc., Class A |
390,593 | |||
6,533 |
Merchants
Bancorp |
206,508 | |||
22,931 |
MGIC
Investment Corp. |
383,865 | |||
2,428 |
Mr.
Cooper Group, Inc. (a) |
140,751 | |||
8,090 |
NMI
Holdings, Inc., Class A (a) |
216,084 | |||
1,749 |
PennyMac
Financial Services,
Inc. |
131,577 | |||
14,323 |
Radian
Group, Inc. |
385,718 | |||
1,010 |
Voya
Financial, Inc. |
75,003 | |||
2,113 |
Walker
& Dunlop, Inc. |
192,241 | |||
18,520 |
Western
Union (The) Co. |
225,574 | |||
|
|
4,060,638 | |||
|
Food
Products — 3.3%
|
| |||
9,714 |
Archer-Daniels-Midland
Co. |
825,301 | |||
7,779 |
Bunge
Ltd. |
845,344 | |||
6,422 |
Campbell
Soup Co. |
294,256 | |||
12,717 |
Conagra
Brands, Inc. |
417,245 | |||
2,911 |
Flowers
Foods, Inc. |
71,931 | |||
8,124 |
Fresh
Del Monte Produce, Inc. |
215,936 | |||
3,828 |
General
Mills, Inc. |
286,105 | |||
7,299 |
Hormel
Foods Corp. |
298,383 | |||
2,050 |
Ingredion,
Inc. |
228,083 | |||
16,539 |
Kraft
Heinz (The) Co. |
598,381 | |||
1,959 |
Mondelez
International, Inc.,
Class
A |
145,221 | |||
3,342 |
Post
Holdings, Inc. (a) |
285,072 | |||
102 |
Seaboard
Corp. |
367,710 | |||
14,379 |
Tyson
Foods, Inc., Class A |
801,198 | |||
|
|
5,680,166 | |||
|
Gas
Utilities — 0.6%
|
| |||
3,686 |
Atmos
Energy Corp. |
448,623 |
Shares |
Description |
Value | |||
| |||||
|
Gas
Utilities (Continued) |
| |||
3,883 |
Northwest
Natural Holding Co. |
$166,852 | |||
2,829 |
ONE
Gas, Inc. |
223,859 | |||
4,566 |
Spire,
Inc. |
290,261 | |||
|
|
1,129,595 | |||
|
Ground
Transportation — 1.8%
|
| |||
1,691 |
ArcBest
Corp. |
196,697 | |||
12,729 |
Heartland
Express, Inc. |
208,119 | |||
19,689 |
Hertz
Global Holdings, Inc. (a) |
331,760 | |||
2,369 |
J.B.
Hunt Transport Services,
Inc. |
483,134 | |||
6,516 |
Knight-Swift
Transportation
Holdings,
Inc. |
395,847 | |||
4,270 |
Ryder
System, Inc. |
436,181 | |||
5,819 |
Schneider
National, Inc., Class B |
179,283 | |||
13,268 |
U-Haul
Holding Co. (b) |
807,490 | |||
3,783 |
Werner
Enterprises, Inc. |
177,877 | |||
|
|
3,216,388 | |||
|
Health
Care Equipment & Supplies
— 0.8%
|
| |||
4,810 |
Avanos
Medical, Inc. (a) |
117,701 | |||
4,280 |
Envista
Holdings Corp. (a) |
147,275 | |||
3,625 |
Hologic,
Inc. (a) |
287,897 | |||
463 |
Integer
Holdings Corp. (a) |
42,818 | |||
5,282 |
Integra
LifeSciences Holdings
Corp.
(a) |
240,173 | |||
3,333 |
Medtronic
PLC |
292,504 | |||
2,622 |
QuidelOrtho
Corp. (a) |
229,058 | |||
299 |
Teleflex,
Inc. |
75,100 | |||
|
|
1,432,526 | |||
|
Health
Care Providers & Services
— 2.7%
|
| |||
1,298 |
Apollo
Medical Holdings,
Inc.
(a) |
47,546 | |||
6,357 |
Centene
Corp. (a) |
432,848 | |||
2,093 |
Cigna
Group (The) |
617,644 | |||
6,202 |
CVS
Health Corp. |
463,227 | |||
720 |
DaVita,
Inc. (a) |
73,433 | |||
965 |
Elevance
Health, Inc. |
455,123 | |||
1,070 |
Encompass
Health Corp. |
70,652 | |||
894 |
Henry
Schein, Inc. (a) |
70,438 | |||
657 |
Humana,
Inc. |
300,137 | |||
1,776 |
Laboratory
Corp. of America
Holdings |
379,940 | |||
335 |
McKesson
Corp. |
134,804 | |||
906 |
ModivCare,
Inc. (a) |
39,628 | |||
475 |
Molina
Healthcare, Inc. (a) |
144,633 | |||
4,389 |
Owens
& Minor, Inc. (a) |
84,444 | |||
2,512 |
Patterson
Cos., Inc. |
82,620 | |||
8,654 |
Pediatrix
Medical Group, Inc. (a) |
118,819 | |||
7,854 |
Premier,
Inc., Class A |
217,949 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Providers &
Services
(Continued) |
| |||
3,051 |
Quest
Diagnostics, Inc. |
$412,526 | |||
2,274 |
Select
Medical Holdings Corp. |
68,243 | |||
890 |
Tenet
Healthcare Corp. (a) |
66,510 | |||
298 |
UnitedHealth
Group, Inc. |
150,898 | |||
1,836 |
Universal
Health Services, Inc.,
Class
B |
255,131 | |||
|
|
4,687,193 | |||
|
Health
Care REITs — 0.6%
|
| |||
3,840 |
Healthcare
Realty Trust, Inc. |
74,995 | |||
31,281 |
Medical
Properties Trust, Inc. |
315,625 | |||
1,593 |
National
Health Investors, Inc. |
87,472 | |||
15,528 |
Physicians
Realty Trust |
228,883 | |||
3,482 |
Sabra
Health Care REIT, Inc. |
45,231 | |||
6,211 |
Ventas,
Inc. |
301,358 | |||
|
|
1,053,564 | |||
|
Health
Care Technology — 0.1%
|
| |||
13,263 |
Veradigm,
Inc. (a) |
179,316 | |||
|
Hotel
& Resort REITs — 0.1%
|
| |||
16,295 |
Park
Hotels & Resorts, Inc. |
222,101 | |||
|
Hotels,
Restaurants & Leisure —
0.3%
|
| |||
439 |
Cracker
Barrel Old Country
Store,
Inc. |
40,915 | |||
15,067 |
Penn
Entertainment, Inc. (a) |
396,111 | |||
|
|
437,026 | |||
|
Household
Durables — 3.8%
|
| |||
417 |
Cavco
Industries, Inc. (a) |
123,286 | |||
2,727 |
Century
Communities, Inc. |
210,579 | |||
6,031 |
D.R.
Horton, Inc. |
766,057 | |||
4,112 |
Garmin
Ltd. |
435,420 | |||
2,165 |
Green
Brick Partners, Inc. (a) |
122,366 | |||
773 |
Helen
of Troy Ltd. (a) |
109,225 | |||
4,039 |
KB
Home |
217,985 | |||
7,293 |
La-Z-Boy,
Inc. |
228,781 | |||
7,335 |
Leggett
& Platt, Inc. |
214,622 | |||
5,858 |
Lennar
Corp., Class A |
742,970 | |||
911 |
LGI
Homes, Inc. (a) |
126,401 | |||
4,467 |
M.D.C.
Holdings, Inc. |
229,068 | |||
2,396 |
M/I
Homes, Inc. (a) |
239,600 | |||
2,546 |
Meritage
Homes Corp. |
379,227 | |||
1,403 |
Mohawk
Industries, Inc. (a) |
149,195 | |||
68 |
NVR,
Inc. (a) |
428,838 | |||
9,449 |
PulteGroup,
Inc. |
797,401 | |||
7,425 |
Taylor
Morrison Home Corp. (a) |
359,518 | |||
4,578 |
Toll
Brothers, Inc. |
367,751 |
Shares |
Description |
Value | |||
| |||||
|
Household
Durables
(Continued) |
| |||
544 |
TopBuild
Corp. (a) |
$149,018 | |||
6,357 |
Tri
Pointe Homes, Inc. (a) |
202,661 | |||
|
|
6,599,969 | |||
|
Household
Products — 0.3%
|
| |||
3,373 |
Central
Garden & Pet Co.,
Class
A (a) |
128,916 | |||
1,035 |
Kimberly-Clark
Corp. |
133,618 | |||
943 |
Procter
& Gamble (The) Co. |
147,391 | |||
2,563 |
Reynolds
Consumer Products,
Inc. |
70,944 | |||
217 |
WD-40
Co. |
49,802 | |||
|
|
530,671 | |||
|
Industrial
Conglomerates — 0.6%
|
| |||
5,865 |
3M
Co. |
653,947 | |||
2,673 |
General
Electric Co. |
305,364 | |||
|
|
959,311 | |||
|
Industrial
REITs — 0.2%
|
| |||
12,613 |
LXP
Industrial Trust |
127,013 | |||
4,036 |
STAG
Industrial, Inc. |
146,507 | |||
|
|
273,520 | |||
|
Insurance
— 4.3%
|
| |||
6,142 |
Aflac,
Inc. |
444,312 | |||
2,780 |
American
Equity Investment
Life
Holding Co. |
149,203 | |||
1,219 |
American
Financial Group, Inc. |
148,243 | |||
12,756 |
American
International Group,
Inc. |
768,932 | |||
5,728 |
Arch
Capital Group Ltd. (a) |
445,008 | |||
575 |
Assurant,
Inc. |
77,343 | |||
2,596 |
Assured
Guaranty Ltd. |
155,189 | |||
2,691 |
Axis
Capital Holdings Ltd. |
148,328 | |||
1,530 |
Brighthouse
Financial, Inc. (a) |
79,759 | |||
2,076 |
Brown
& Brown, Inc. |
146,254 | |||
2,227 |
Chubb
Ltd. |
455,221 | |||
5,195 |
CNO
Financial Group, Inc. |
133,615 | |||
3,288 |
Employers
Holdings, Inc. |
127,016 | |||
418 |
Everest
Group Ltd. |
150,693 | |||
4,024 |
Fidelity
National Financial, Inc. |
157,620 | |||
1,269 |
First
American Financial Corp. |
80,429 | |||
41,778 |
Genworth
Financial, Inc.,
Class
A (a) |
244,819 | |||
661 |
Globe
Life, Inc. |
74,144 | |||
8,153 |
Hartford
Financial Services
Group
(The), Inc. |
586,038 | |||
9,888 |
Loews
Corp. |
619,483 | |||
2,528 |
MetLife,
Inc. |
159,188 | |||
8,630 |
Old
Republic International Corp. |
237,929 | |||
7,743 |
Principal
Financial Group, Inc. |
618,434 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued) |
| |||
1,044 |
Reinsurance
Group of America,
Inc. |
$146,525 | |||
572 |
Safety
Insurance Group, Inc. |
41,184 | |||
4,539 |
SiriusPoint
Ltd. (a) |
42,394 | |||
5,078 |
Stewart
Information Services
Corp. |
239,326 | |||
2,468 |
Travelers
(The) Cos., Inc. |
426,002 | |||
6,073 |
Unum
Group |
295,209 | |||
52 |
White
Mountains Insurance
Group
Ltd. |
80,445 | |||
|
|
7,478,285 | |||
|
Interactive
Media & Services —
0.3%
|
| |||
1,194 |
Alphabet,
Inc., Class A (a) |
158,468 | |||
5,434 |
Cargurus,
Inc. (a) |
123,134 | |||
498 |
Meta
Platforms, Inc., Class A (a) |
158,663 | |||
843 |
Shutterstock,
Inc. |
43,372 | |||
1,035 |
Ziff
Davis, Inc. (a) |
75,058 | |||
|
|
558,695 | |||
|
IT
Services — 0.7%
|
| |||
463 |
Accenture
PLC, Class A |
146,470 | |||
3,267 |
Akamai
Technologies, Inc. (a) |
308,732 | |||
8,993 |
Cognizant
Technology Solutions
Corp.,
Class A |
593,808 | |||
5,420 |
DXC
Technology Co. (a) |
149,863 | |||
3,087 |
Kyndryl
Holdings, Inc. (a) |
42,168 | |||
|
|
1,241,041 | |||
|
Leisure
Products — 0.3%
|
| |||
3,343 |
Brunswick
Corp. |
288,534 | |||
2,849 |
Malibu
Boats, Inc., Class A (a) |
170,798 | |||
|
|
459,332 | |||
|
Life
Sciences Tools & Services —
0.7%
|
| |||
1,397 |
Charles
River Laboratories
International,
Inc. (a) |
292,727 | |||
6,179 |
Revvity,
Inc. |
759,708 | |||
374 |
West
Pharmaceutical Services,
Inc. |
137,647 | |||
|
|
1,190,082 | |||
|
Machinery
— 2.7%
|
| |||
2,204 |
AGCO
Corp. |
293,353 | |||
454 |
Alamo
Group, Inc. |
87,967 | |||
6,416 |
Crane
NXT Co. |
379,507 | |||
2,395 |
Cummins,
Inc. |
624,616 | |||
1,989 |
Dover
Corp. |
290,334 | |||
921 |
EnPro
Industries, Inc. |
127,816 | |||
1,950 |
Flowserve
Corp. |
73,632 | |||
1,911 |
Fortive
Corp. |
149,727 | |||
4,332 |
Kennametal,
Inc. |
132,039 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued) |
| |||
980 |
Middleby
(The) Corp. (a) |
$148,813 | |||
3,319 |
Mueller
Industries, Inc. |
269,038 | |||
2,525 |
Mueller
Water Products, Inc.,
Class
A |
40,627 | |||
1,673 |
Oshkosh
Corp. |
154,033 | |||
7,018 |
PACCAR,
Inc. |
604,460 | |||
1,859 |
Shyft
Group (The), Inc. |
26,825 | |||
1,488 |
Snap-on,
Inc. |
405,391 | |||
4,576 |
Stanley
Black & Decker, Inc. |
454,260 | |||
505 |
Tennant
Co. |
40,521 | |||
1,583 |
Timken
(The) Co. |
146,998 | |||
2,677 |
Westinghouse
Air Brake
Technologies
Corp. |
317,064 | |||
|
|
4,767,021 | |||
|
Marine
Transportation — 0.2%
|
| |||
1,882 |
Kirby
Corp. (a) |
153,345 | |||
2,688 |
Matson,
Inc. |
251,221 | |||
|
|
404,566 | |||
|
Media
— 2.1%
|
| |||
13,573 |
Altice
USA, Inc., Class A (a) |
46,012 | |||
220 |
Cable
One, Inc. |
159,267 | |||
1,168 |
Charter
Communications, Inc.,
Class
A (a) |
473,262 | |||
10,320 |
Comcast
Corp., Class A |
467,083 | |||
54,944 |
DISH
Network Corp.,
Class
A (a) |
435,706 | |||
17,270 |
Fox
Corp., Class A |
577,681 | |||
7,610 |
Interpublic
Group of (The) Cos.,
Inc. |
260,490 | |||
1,205 |
John
Wiley & Sons, Inc.,
Class
A |
41,247 | |||
1,839 |
New
York Times (The) Co.,
Class
A |
74,958 | |||
11,141 |
News
Corp., Class A |
220,815 | |||
2,175 |
Nexstar
Media Group, Inc. |
406,116 | |||
1,501 |
Omnicom
Group, Inc. |
127,015 | |||
8,984 |
Paramount
Global, Class B |
144,013 | |||
3,161 |
Scholastic
Corp. |
136,524 | |||
|
|
3,570,189 | |||
|
Metals
& Mining — 0.9%
|
| |||
1,270 |
Alpha
Metallurgical Resources,
Inc. |
219,989 | |||
17,282 |
Cleveland-Cliffs,
Inc. (a) |
305,027 | |||
3,350 |
Newmont
Corp. |
143,782 | |||
4,815 |
Ryerson
Holding Corp. |
204,589 | |||
14,477 |
United
States Steel Corp. |
369,164 | |||
5,362 |
Warrior
Met Coal, Inc. |
237,269 | |||
1,203 |
Worthington
Industries, Inc. |
89,768 | |||
|
|
1,569,588 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Mortgage
REITs — 0.7%
|
| |||
8,298 |
Arbor
Realty Trust, Inc. (b) |
$140,319 | |||
6,960 |
Blackstone
Mortgage Trust, Inc.,
Class
A |
160,010 | |||
10,843 |
Claros
Mortgage Trust, Inc. |
133,586 | |||
15,402 |
Ladder
Capital Corp. |
169,268 | |||
7,408 |
Ready
Capital Corp. |
85,711 | |||
23,235 |
Rithm
Capital Corp. |
234,209 | |||
11,199 |
Starwood
Property Trust, Inc. |
232,267 | |||
|
|
1,155,370 | |||
|
Multi-Utilities
— 2.8%
|
| |||
5,250 |
Ameren
Corp. |
449,768 | |||
3,132 |
Avista
Corp. |
121,020 | |||
3,606 |
Black
Hills Corp. |
217,550 | |||
14,709 |
CenterPoint
Energy, Inc. |
442,594 | |||
4,996 |
CMS
Energy Corp. |
305,106 | |||
8,119 |
Consolidated
Edison, Inc. |
770,168 | |||
8,279 |
Dominion
Energy, Inc. |
443,340 | |||
3,897 |
DTE
Energy Co. |
445,427 | |||
2,167 |
NorthWestern
Corp. |
122,371 | |||
9,378 |
Public
Service Enterprise Group,
Inc. |
591,939 | |||
4,032 |
Sempra |
600,849 | |||
3,328 |
WEC
Energy Group, Inc. |
299,054 | |||
|
|
4,809,186 | |||
|
Office
REITs — 1.9%
|
| |||
5,175 |
Alexandria
Real Estate Equities,
Inc. |
650,394 | |||
5,030 |
Boston
Properties, Inc. |
335,149 | |||
12,705 |
Cousins
Properties, Inc. |
310,383 | |||
9,782 |
Douglas
Emmett, Inc. |
143,795 | |||
2,828 |
Easterly
Government Properties,
Inc. |
41,741 | |||
4,124 |
Equity
Commonwealth |
80,789 | |||
8,736 |
Highwoods
Properties, Inc. |
220,759 | |||
49,500 |
Hudson
Pacific Properties, Inc. |
290,565 | |||
13,889 |
JBG
SMITH Properties |
232,363 | |||
12,032 |
Kilroy
Realty Corp. |
429,543 | |||
37,723 |
Paramount
Group, Inc. |
197,669 | |||
28,732 |
Piedmont
Office Realty Trust,
Inc.,
Class A |
213,766 | |||
2,782 |
SL
Green Realty Corp. (b) |
104,909 | |||
|
|
3,251,825 | |||
|
Oil,
Gas & Consumable Fuels —
5.1%
|
| |||
1,853 |
Arch
Resources, Inc. |
237,999 | |||
4,613 |
California
Resources Corp. |
246,104 | |||
5,957 |
Callon
Petroleum Co. (a) |
223,745 | |||
4,327 |
Chesapeake
Energy Corp. |
364,939 | |||
2,355 |
Chord
Energy Corp. |
369,358 | |||
6,977 |
Delek
US Holdings, Inc. |
192,495 |
Shares |
Description |
Value | |||
| |||||
|
Oil,
Gas & Consumable Fuels
(Continued) |
| |||
5,844 |
DT
Midstream, Inc. |
$312,771 | |||
1,989 |
Gulfport
Energy Corp. (a) |
203,773 | |||
8,117 |
HF
Sinclair Corp. |
422,815 | |||
31,883 |
Marathon
Oil Corp. |
837,566 | |||
6,294 |
Marathon
Petroleum Corp. |
837,228 | |||
19,279 |
Ovintiv,
Inc. |
888,569 | |||
7,849 |
Par
Pacific Holdings, Inc. (a) |
247,086 | |||
8,845 |
PBF
Energy, Inc., Class A |
419,607 | |||
16,717 |
Peabody
Energy Corp. |
375,129 | |||
7,695 |
Phillips
66 |
858,377 | |||
11,447 |
SM
Energy Co. |
415,412 | |||
60,245 |
Southwestern
Energy Co. (a) |
390,388 | |||
6,257 |
Valero
Energy Corp. |
806,590 | |||
10,100 |
World
Kinect Corp. |
227,654 | |||
|
|
8,877,605 | |||
|
Paper
& Forest Products — 0.2%
|
| |||
2,897 |
Louisiana-Pacific
Corp. |
220,549 | |||
4,131 |
Sylvamo
Corp. |
202,708 | |||
|
|
423,257 | |||
|
Passenger
Airlines — 0.6%
|
| |||
325 |
Allegiant
Travel Co. (a) |
40,203 | |||
9,431 |
JetBlue
Airways Corp. (a) |
73,279 | |||
8,108 |
Southwest
Airlines Co. |
276,969 | |||
10,700 |
United
Airlines Holdings,
Inc.
(a) |
581,117 | |||
|
|
971,568 | |||
|
Personal
Care Products — 0.3%
|
| |||
2,023 |
Edgewell
Personal Care Co. |
79,727 | |||
9,288 |
Herbalife
Ltd. (a) |
150,837 | |||
1,334 |
Medifast,
Inc. |
135,921 | |||
3,703 |
Nu
Skin Enterprises, Inc.,
Class
A |
108,831 | |||
|
|
475,316 | |||
|
Pharmaceuticals
— 0.8%
|
| |||
21,596 |
Elanco
Animal Health, Inc. (a) |
260,664 | |||
569 |
Ligand
Pharmaceuticals, Inc. (a) |
38,083 | |||
10,439 |
Organon
& Co. |
229,449 | |||
2,134 |
Perrigo
Co. PLC |
78,190 | |||
2,781 |
Supernus
Pharmaceuticals,
Inc.
(a) |
85,349 | |||
73,540 |
Viatris,
Inc. |
774,376 | |||
|
|
1,466,111 | |||
|
Professional
Services — 1.7%
|
| |||
2,873 |
ASGN,
Inc. (a) |
219,267 | |||
425 |
CACI
International, Inc.,
Class
A (a) |
148,937 | |||
4,485 |
Concentrix
Corp. |
373,331 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Professional
Services
(Continued) |
| |||
777 |
CSG
Systems International, Inc. |
$40,085 | |||
12,518 |
Dun
& Bradstreet Holdings, Inc. |
147,963 | |||
2,660 |
First
Advantage Corp. (a) |
39,900 | |||
1,927 |
Genpact
Ltd. |
69,545 | |||
3,607 |
Jacobs
Solutions, Inc. |
452,354 | |||
655 |
Kforce,
Inc. |
41,553 | |||
4,847 |
Leidos
Holdings, Inc. |
453,340 | |||
2,737 |
ManpowerGroup,
Inc. |
215,895 | |||
1,925 |
Robert
Half, Inc. |
142,739 | |||
644 |
Science
Applications
International
Corp. |
78,143 | |||
4,845 |
SS&C
Technologies Holdings,
Inc. |
282,221 | |||
1,525 |
TriNet
Group, Inc. (a) |
160,476 | |||
2,468 |
TTEC
Holdings, Inc. |
84,998 | |||
|
|
2,950,747 | |||
|
Real
Estate Management & Development
— 0.5%
|
| |||
3,637 |
CBRE
Group, Inc., Class A (a) |
302,999 | |||
1,395 |
Jones
Lang LaSalle, Inc. (a) |
232,337 | |||
2,651 |
Marcus
& Millichap, Inc. |
97,239 | |||
33,584 |
Newmark
Group, Inc., Class A |
232,401 | |||
|
|
864,976 | |||
|
Residential
REITs — 0.6%
|
| |||
8,027 |
Apartment
Income REIT Corp. |
277,253 | |||
1,551 |
AvalonBay
Communities, Inc. |
292,596 | |||
4,450 |
Equity
Residential |
293,433 | |||
611 |
Essex
Property Trust, Inc. |
148,809 | |||
|
|
1,012,091 | |||
|
Retail
REITs — 0.2%
|
| |||
2,848 |
Acadia
Realty Trust |
44,742 | |||
5,313 |
InvenTrust
Properties Corp. |
129,319 | |||
7,247 |
Kimco
Realty Corp. |
146,824 | |||
|
|
320,885 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.3%
|
| |||
12,170 |
Amkor
Technology, Inc. |
354,025 | |||
2,010 |
Cohu,
Inc. (a) |
87,736 | |||
4,274 |
Intel
Corp. |
152,881 | |||
2,265 |
Micron
Technology, Inc. |
161,698 | |||
669 |
MKS
Instruments, Inc. |
73,035 | |||
3,603 |
QUALCOMM,
Inc. |
476,209 | |||
5,305 |
Skyworks
Solutions, Inc. |
606,733 | |||
2,545 |
Synaptics,
Inc. (a) |
229,839 | |||
1,284 |
Teradyne,
Inc. |
145,015 | |||
|
|
2,287,171 |
Shares |
Description |
Value | |||
| |||||
|
Software
— 0.3%
|
| |||
1,770 |
ACI
Worldwide, Inc. (a) |
$41,046 | |||
2,695 |
Consensus
Cloud Solutions,
Inc.
(a) |
87,345 | |||
9,003 |
Digital
Turbine, Inc. (a) |
97,593 | |||
865 |
Dolby
Laboratories, Inc.,
Class
A |
76,648 | |||
865 |
InterDigital,
Inc. |
80,177 | |||
5,747 |
NCR
Corp. (a) |
154,479 | |||
|
|
537,288 | |||
|
Specialized
REITs — 0.4%
|
| |||
1,256 |
Digital
Realty Trust, Inc. |
156,523 | |||
2,740 |
PotlatchDeltic
Corp. |
146,946 | |||
12,796 |
Weyerhaeuser
Co. |
435,832 | |||
|
|
739,301 | |||
|
Specialty
Retail — 3.0%
|
| |||
1,087 |
Abercrombie
& Fitch Co.,
Class
A (a) |
43,056 | |||
4,119 |
Advance
Auto Parts, Inc. |
306,412 | |||
10,420 |
American
Eagle Outfitters, Inc. |
146,401 | |||
1,505 |
Asbury
Automotive Group,
Inc.
(a) |
339,528 | |||
1,760 |
AutoNation,
Inc. (a) |
283,325 | |||
3,862 |
Bath
& Body Works, Inc. |
143,126 | |||
5,232 |
Best
Buy Co., Inc. |
434,518 | |||
13,357 |
Foot
Locker, Inc. |
358,903 | |||
16,218 |
Gap
(The), Inc. |
167,045 | |||
808 |
Group
1 Automotive, Inc. |
208,892 | |||
6,323 |
Guess?,
Inc. |
132,720 | |||
1,190 |
Lithia
Motors, Inc. |
369,531 | |||
633 |
Lowe’s
Cos., Inc. |
148,293 | |||
3,568 |
ODP
(The) Corp. (a) |
177,972 | |||
1,738 |
Penske
Automotive Group, Inc. |
280,548 | |||
2,500 |
Revolve
Group, Inc. (a) |
49,300 | |||
219 |
RH
(a) |
85,009 | |||
9,958 |
Sally
Beauty Holdings, Inc. (a) |
119,197 | |||
5,547 |
Signet
Jewelers Ltd. |
446,478 | |||
859 |
Sonic
Automotive, Inc., Class A |
41,137 | |||
646 |
Tractor
Supply Co. |
144,697 | |||
1,316 |
Upbound
Group, Inc. |
45,573 | |||
5,043 |
Urban
Outfitters, Inc. (a) |
183,414 | |||
12,464 |
Victoria’s
Secret & Co. (a) |
255,387 | |||
2,315 |
Williams-Sonoma,
Inc. |
320,952 | |||
|
|
5,231,414 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.9%
|
| |||
1,339 |
Dell
Technologies, Inc., Class C |
70,860 | |||
43,686 |
Hewlett
Packard Enterprise Co. |
759,263 | |||
9,559 |
HP,
Inc. |
313,822 | |||
5,612 |
NetApp,
Inc. |
437,792 | |||
2,752 |
Xerox
Holdings Corp. |
43,977 | |||
|
|
1,625,714 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Textiles,
Apparel & Luxury Goods
— 0.7%
|
| |||
1,151 |
Carter’s,
Inc. |
$86,337 | |||
5,790 |
Levi
Strauss & Co., Class A |
87,255 | |||
2,556 |
PVH
Corp. |
229,120 | |||
1,174 |
Ralph
Lauren Corp. |
154,181 | |||
2,750 |
Skechers
U.S.A., Inc.,
Class
A (a) |
152,845 | |||
2,555 |
Steven
Madden Ltd. |
85,286 | |||
50,149 |
Under
Armour, Inc., Class A (a) |
404,201 | |||
3,794 |
VF
Corp. |
75,159 | |||
|
|
1,274,384 | |||
|
Tobacco
— 0.1%
|
| |||
4,183 |
Universal
Corp. |
211,534 | |||
|
Trading
Companies & Distributors
— 0.9%
|
| |||
8,652 |
Air
Lease Corp. |
366,326 | |||
2,313 |
Boise
Cascade Co. |
239,372 | |||
1,126 |
GATX
Corp. |
141,155 | |||
2,279 |
MSC
Industrial Direct Co., Inc.,
Class
A |
229,997 | |||
16,130 |
NOW,
Inc. (a) |
183,721 | |||
2,751 |
Rush
Enterprises, Inc., Class A |
177,935 | |||
1,663 |
Veritiv
Corp. |
233,036 | |||
|
|
1,571,542 | |||
|
Water
Utilities — 0.0%
|
| |||
794 |
California
Water Service Group |
42,098 | |||
|
Wireless
Telecommunication Services
— 0.4%
|
| |||
25,381 |
Telephone
and Data Systems,
Inc. |
203,556 | |||
2,113 |
T-Mobile
US, Inc. (a) |
291,108 | |||
11,848 |
United
States Cellular Corp. (a) |
209,828 | |||
|
|
704,492 | |||
|
Total
Common Stocks |
174,032,375 | |||
|
(Cost
$168,470,468) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
144,211 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(d) (e) |
144,211 | |||
103,343 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(d) |
103,343 | |||
|
Total
Money Market Funds |
247,554 | |||
|
(Cost
$247,554) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.8% | |||||
$1,425,781 |
BNP
Paribas S.A., 5.24% (d),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$1,425,989.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $1,454,329. (e) |
$1,425,781 | |||
|
(Cost
$1,425,781) |
| |||
| |||||
| |||||
|
Total
Investments — 100.9% |
175,705,710 | |||
|
(Cost
$170,143,803) |
| |||
|
Net
Other Assets and
Liabilities
— (0.9)% |
(1,621,273
) | |||
|
Net
Assets — 100.0% |
$174,084,437 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $1,517,033 and the total value of the collateral
held
by the Fund is $1,569,992. |
(c) |
Non-income
producing security which makes payment-in-
kind
(“PIK”) distributions. For the fiscal year ended July 31,
2023,
the Fund received 115 PIK shares of Summit
Materials,
Inc. |
(d) |
Rate
shown reflects yield as of July 31, 2023. |
(e) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$174,032,375 |
$174,032,375 |
$— |
$— |
Money
Market
Funds |
247,554 |
247,554 |
— |
— |
Repurchase
Agreements |
1,425,781 |
— |
1,425,781 |
— |
Total
Investments |
$175,705,710 |
$174,279,929 |
$1,425,781 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$1,517,033 |
Non-cash
Collateral(2)
|
(1,517,033
) |
Net
Amount |
$— |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
At
July 31, 2023, the value of the collateral received from
each
borrower exceeded the value of the related securities
loaned.
This amount is disclosed on the Portfolio of
Investments. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$1,425,781 |
Non-cash
Collateral(4)
|
(1,425,781
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 2.5%
|
| |||
1,743 |
AeroVironment,
Inc. (a) |
$166,038 | |||
2,345 |
Axon
Enterprise, Inc. (a) |
436,006 | |||
2,967 |
Boeing
(The) Co. (a) |
708,668 | |||
3,239 |
BWX
Technologies, Inc. |
223,491 | |||
1,262 |
Curtiss-Wright
Corp. |
241,497 | |||
2,586 |
HEICO
Corp. |
455,084 | |||
4,065 |
Hexcel
Corp. |
287,314 | |||
15,799 |
Howmet
Aerospace, Inc. |
807,961 | |||
37,143 |
Rocket
Lab USA, Inc. (a) |
273,744 | |||
5,294 |
Spirit
AeroSystems Holdings,
Inc.,
Class A |
168,455 | |||
875 |
TransDigm
Group, Inc. |
787,255 | |||
|
|
4,555,513 | |||
|
Air
Freight & Logistics — 0.1%
|
| |||
841 |
Forward
Air Corp. |
99,944 | |||
|
Automobile
Components — 0.6%
|
| |||
1,424 |
Fox
Factory Holding Corp. (a) |
159,346 | |||
19,069 |
Luminar
Technologies,
Inc.
(a) (b) |
141,111 | |||
6,749 |
Modine
Manufacturing Co. (a) |
253,492 | |||
2,152 |
Visteon
Corp. (a) |
331,602 | |||
2,646 |
XPEL,
Inc. (a) (c) |
214,934 | |||
|
|
1,100,485 | |||
|
Automobiles
— 0.7%
|
| |||
4,388 |
Harley-Davidson,
Inc. |
169,421 | |||
9,153 |
Rivian
Automotive, Inc.,
Class
A (a) |
252,989 | |||
2,991 |
Tesla,
Inc. (a) |
799,883 | |||
|
|
1,222,293 | |||
|
Banks
— 0.2%
|
| |||
1,426 |
BancFirst
Corp. |
142,457 | |||
486 |
City
Holding Co. |
48,070 | |||
1,436 |
Cullen/Frost
Bankers, Inc. |
155,921 | |||
1,608 |
S&T
Bancorp, Inc. |
50,781 | |||
|
|
397,229 | |||
|
Beverages
— 0.6%
|
| |||
2,590 |
Celsius
Holdings, Inc. (a) |
374,773 | |||
839 |
MGP
Ingredients, Inc. |
95,654 | |||
5,453 |
Monster
Beverage Corp. (a) |
313,493 | |||
1,691 |
PepsiCo,
Inc. |
316,995 | |||
|
|
1,100,915 | |||
|
Biotechnology
— 2.6%
|
| |||
7,444 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
217,663 | |||
6,295 |
Agios
Pharmaceuticals, Inc. (a) |
166,943 | |||
4,936 |
Alkermes
PLC (a) |
144,526 | |||
6,152 |
Amicus
Therapeutics, Inc. (a) |
83,790 |
Shares |
Description |
Value | |||
| |||||
|
Biotechnology
(Continued) |
| |||
3,392 |
Apellis
Pharmaceuticals, Inc. (a) |
$87,344 | |||
7,628 |
Bridgebio
Pharma, Inc. (a) |
267,056 | |||
6,633 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
91,734 | |||
1,376 |
CRISPR
Therapeutics AG (a) |
78,886 | |||
17,249 |
Dynavax
Technologies Corp. (a) |
241,314 | |||
4,114 |
Exact
Sciences Corp. (a) |
401,280 | |||
4,043 |
Exelixis,
Inc. (a) |
79,688 | |||
40,871 |
Geron
Corp. (a) |
132,422 | |||
4,225 |
Insmed,
Inc. (a) |
93,330 | |||
1,895 |
Intellia
Therapeutics, Inc. (a) |
80,215 | |||
1,883 |
Ionis
Pharmaceuticals, Inc. (a) |
78,013 | |||
712 |
Karuna
Therapeutics, Inc. (a) |
142,236 | |||
10,748 |
MannKind
Corp. (a) |
49,118 | |||
3,887 |
Morphic
Holding, Inc. (a) |
220,510 | |||
1,588 |
Natera,
Inc. (a) |
71,809 | |||
1,922 |
Prothena
Corp. PLC (a) |
132,368 | |||
2,192 |
PTC
Therapeutics, Inc. (a) |
88,425 | |||
11,933 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) |
168,494 | |||
3,333 |
REVOLUTION
Medicines,
Inc.
(a) |
87,491 | |||
5,406 |
Rhythm
Pharmaceuticals, Inc. (a) |
96,443 | |||
22,994 |
Roivant
Sciences Ltd. (a) |
275,468 | |||
3,792 |
Sage
Therapeutics, Inc. (a) |
131,507 | |||
7,178 |
TG
Therapeutics, Inc. (a) |
148,513 | |||
4,357 |
Twist
Bioscience Corp. (a) |
106,049 | |||
948 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
40,878 | |||
5,151 |
Veracyte,
Inc. (a) |
141,395 | |||
4,745 |
Vericel
Corp. (a) |
170,441 | |||
1,300 |
Vertex
Pharmaceuticals, Inc. (a) |
458,042 | |||
|
|
4,773,391 | |||
|
Broadline
Retail — 0.1%
|
| |||
710 |
Dillard’s,
Inc., Class A |
243,558 | |||
|
Building
Products — 2.5%
|
| |||
3,259 |
AAON,
Inc. |
343,042 | |||
2,716 |
Advanced
Drainage Systems,
Inc. |
331,325 | |||
1,931 |
Allegion
PLC |
225,657 | |||
2,103 |
Armstrong
World Industries, Inc. |
162,688 | |||
10,203 |
AZEK
(The) Co., Inc. (a) |
318,334 | |||
2,841 |
Builders
FirstSource, Inc. (a) |
410,326 | |||
2,442 |
Carlisle
Cos., Inc. |
676,922 | |||
1,341 |
CSW
Industrials, Inc. |
242,117 | |||
5,530 |
Griffon
Corp. |
230,712 | |||
6,938 |
Hayward
Holdings, Inc. (a) |
92,692 | |||
16,725 |
Janus
International Group,
Inc.
(a) |
190,999 | |||
1,185 |
Lennox
International, Inc. |
435,416 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Building
Products (Continued) |
| |||
4,040 |
Masco
Corp. |
$245,147 | |||
3,275 |
Trane
Technologies PLC |
653,166 | |||
|
|
4,558,543 | |||
|
Capital
Markets — 2.7%
|
| |||
515 |
Affiliated
Managers Group, Inc. |
71,400 | |||
1,377 |
Ameriprise
Financial, Inc. |
479,816 | |||
4,748 |
Ares
Management Corp.,
Class
A |
471,096 | |||
4,423 |
AssetMark
Financial Holdings,
Inc.
(a) |
132,248 | |||
3,878 |
B.
Riley Financial, Inc. |
215,345 | |||
1,640 |
Blackstone,
Inc. |
171,856 | |||
2,690 |
Charles
Schwab (The) Corp. |
177,809 | |||
380 |
FactSet
Research Systems, Inc. |
165,315 | |||
2,229 |
Hamilton
Lane, Inc., Class A |
197,110 | |||
3,720 |
Interactive
Brokers Group, Inc.,
Class
A |
324,868 | |||
2,723 |
KKR
& Co., Inc. |
161,692 | |||
2,104 |
LPL
Financial Holdings, Inc. |
482,573 | |||
901 |
Moody’s
Corp. |
317,828 | |||
2,057 |
Northern
Trust Corp. |
164,807 | |||
628 |
PJT
Partners, Inc., Class A |
49,807 | |||
4,408 |
Raymond
James Financial, Inc. |
485,188 | |||
7,741 |
Robinhood
Markets, Inc.,
Class
A (a) |
99,549 | |||
1,563 |
S&P
Global, Inc. |
616,619 | |||
1,296 |
SEI
Investments Co. |
81,635 | |||
1,495 |
TPG,
Inc. |
43,998 | |||
|
|
4,910,559 | |||
|
Chemicals
— 1.9%
|
| |||
1,045 |
Air
Products and Chemicals, Inc. |
319,070 | |||
2,051 |
Albemarle
Corp. |
435,386 | |||
9,419 |
Axalta
Coating Systems Ltd. (a) |
301,408 | |||
1,146 |
Balchem
Corp. |
154,412 | |||
1,155 |
Cabot
Corp. |
82,005 | |||
2,196 |
CF
Industries Holdings, Inc. |
180,248 | |||
8,377 |
Chemours
(The) Co. |
309,781 | |||
3,355 |
Ecolab,
Inc. |
614,435 | |||
23,519 |
Ginkgo
Bioworks Holdings,
Inc.
(a) (b) |
59,033 | |||
752 |
Ingevity
Corp. (a) |
48,143 | |||
1,306 |
Innospec,
Inc. |
139,925 | |||
14,083 |
Livent
Corp. (a) |
346,723 | |||
8,402 |
Orion
S.A. |
184,172 | |||
1,722 |
RPM
International, Inc. |
177,900 | |||
|
|
3,352,641 | |||
|
Commercial
Services & Supplies
— 2.2%
|
| |||
2,091 |
ABM
Industries, Inc. |
96,771 | |||
2,628 |
Brink’s
(The) Co. |
191,739 |
Shares |
Description |
Value | |||
| |||||
|
Commercial
Services &
Supplies
(Continued) |
| |||
2,562 |
Casella
Waste Systems, Inc.,
Class
A (a) |
$206,728 | |||
920 |
Cintas
Corp. |
461,877 | |||
2,350 |
Clean
Harbors, Inc. (a) |
390,711 | |||
6,868 |
Copart,
Inc. (a) |
607,063 | |||
2,855 |
Driven
Brands Holdings, Inc. (a) |
73,859 | |||
2,117 |
Montrose
Environmental Group,
Inc.
(a) |
85,675 | |||
1,776 |
MSA
Safety, Inc. |
294,816 | |||
4,090 |
Republic
Services, Inc. |
618,040 | |||
10,680 |
Rollins,
Inc. |
436,064 | |||
1,415 |
Tetra
Tech, Inc. |
239,432 | |||
1,806 |
Waste
Management, Inc. |
295,805 | |||
|
|
3,998,580 | |||
|
Communications
Equipment —
1.0%
|
| |||
3,865 |
Arista
Networks, Inc. (a) |
599,423 | |||
3,096 |
Calix,
Inc. (a) |
139,661 | |||
7,771 |
CommScope
Holding Co.,
Inc.
(a) |
34,969 | |||
4,526 |
Digi
International, Inc. (a) |
189,775 | |||
8,555 |
Extreme
Networks, Inc. (a) |
227,477 | |||
11,026 |
Harmonic,
Inc. (a) |
164,508 | |||
1,560 |
Motorola
Solutions, Inc. |
447,143 | |||
|
|
1,802,956 | |||
|
Construction
& Engineering —
1.6%
|
| |||
1,825 |
AECOM |
158,775 | |||
1,833 |
Ameresco,
Inc., Class A (a) |
106,699 | |||
14,171 |
API
Group Corp. (a) |
407,558 | |||
2,353 |
Comfort
Systems USA, Inc. |
409,351 | |||
1,961 |
Dycom
Industries, Inc. (a) |
195,276 | |||
2,091 |
EMCOR
Group, Inc. |
449,649 | |||
3,986 |
Quanta
Services, Inc. |
803,657 | |||
531 |
Valmont
Industries, Inc. |
140,582 | |||
4,850 |
WillScot
Mobile Mini Holdings
Corp.
(a) |
232,558 | |||
|
|
2,904,105 | |||
|
Construction
Materials — 0.2%
|
| |||
2,072 |
Eagle
Materials, Inc. |
382,015 | |||
|
Consumer
Finance — 0.5%
|
| |||
3,312 |
FirstCash
Holdings, Inc. |
315,567 | |||
46,318 |
SoFi
Technologies, Inc. (a) |
530,341 | |||
|
|
845,908 | |||
|
Consumer
Staples Distribution &
Retail — 0.4%
|
| |||
1,268 |
Casey’s
General Stores, Inc. |
320,373 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Consumer
Staples Distribution
&
Retail (Continued) |
| |||
4,986 |
Chefs’
Warehouse (The), Inc. (a) |
$181,191 | |||
2,055 |
Sysco
Corp. |
156,817 | |||
|
|
658,381 | |||
|
Containers
& Packaging — 0.2%
|
| |||
9,646 |
Graphic
Packaging Holding Co. |
233,433 | |||
2,243 |
Greif,
Inc., Class A |
165,915 | |||
|
|
399,348 | |||
|
Distributors
— 0.2%
|
| |||
2,703 |
Genuine
Parts Co. |
420,911 | |||
|
Diversified
Consumer Services —
0.3%
|
| |||
1,273 |
Adtalem
Global Education,
Inc.
(a) |
55,045 | |||
1,247 |
Duolingo,
Inc. (a) |
193,522 | |||
9,238 |
Mister
Car Wash, Inc. (a) |
91,733 | |||
12,227 |
Udemy,
Inc. (a) |
144,401 | |||
|
|
484,701 | |||
|
Diversified
Telecommunication Services
— 0.2%
|
| |||
1,325 |
Cogent
Communications
Holdings,
Inc. |
81,143 | |||
3,731 |
Iridium
Communications, Inc. |
196,064 | |||
|
|
277,207 | |||
|
Electric
Utilities — 1.0%
|
| |||
8,553 |
Constellation
Energy Corp. |
826,647 | |||
1,127 |
MGE
Energy, Inc. |
90,430 | |||
2,152 |
OGE
Energy Corp. |
77,795 | |||
2,258 |
Otter
Tail Corp. |
182,921 | |||
36,251 |
PG&E
Corp. (a) |
638,380 | |||
|
|
1,816,173 | |||
|
Electrical
Equipment — 1.9%
|
| |||
2,825 |
AMETEK,
Inc. |
448,045 | |||
9,861 |
Array
Technologies, Inc. (a) |
187,852 | |||
2,477 |
Atkore,
Inc. (a) |
393,026 | |||
3,894 |
Eaton
Corp. PLC |
799,516 | |||
1,199 |
Encore
Wire Corp. |
204,657 | |||
8,366 |
Fluence
Energy, Inc. (a) |
244,622 | |||
2,361 |
Hubbell,
Inc. |
736,632 | |||
3,487 |
Shoals
Technologies Group, Inc.,
Class
A (a) |
90,522 | |||
15,585 |
Stem,
Inc. (a) (b) |
110,186 | |||
1,651 |
Vicor
Corp. (a) |
152,338 | |||
|
|
3,367,396 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.4%
|
| |||
5,385 |
Amphenol
Corp., Class A |
475,549 |
Shares |
Description |
Value | |||
| |||||
|
Electronic
Equipment,
Instruments
& Components
(Continued) |
| |||
2,095 |
Badger
Meter, Inc. |
$344,921 | |||
4,039 |
Belden,
Inc. |
390,329 | |||
2,758 |
Cognex
Corp. |
150,642 | |||
2,092 |
CTS
Corp. |
93,366 | |||
910 |
Keysight
Technologies, Inc. (a) |
146,583 | |||
4,937 |
Knowles
Corp. (a) |
90,199 | |||
796 |
Littelfuse,
Inc. |
242,461 | |||
3,264 |
TE
Connectivity Ltd. |
468,351 | |||
371 |
Teledyne
Technologies, Inc. (a) |
142,661 | |||
|
|
2,545,062 | |||
|
Energy
Equipment & Services —
2.3%
|
| |||
3,651 |
Cactus,
Inc., Class A |
185,398 | |||
9,956 |
ChampionX
Corp. |
354,434 | |||
15,651 |
Diamond
Offshore Drilling,
Inc.
(a) |
247,755 | |||
10,061 |
Expro
Group Holdings N.V. (a) |
223,254 | |||
13,867 |
Halliburton
Co. |
541,922 | |||
24,159 |
Helix
Energy Solutions Group,
Inc.
(a) |
231,926 | |||
4,359 |
Helmerich
& Payne, Inc. |
195,152 | |||
13,335 |
Liberty
Energy, Inc. |
219,628 | |||
470 |
Nabors
Industries Ltd. (a) |
57,570 | |||
12,909 |
Patterson-UTI
Energy, Inc. |
204,479 | |||
3,918 |
ProFrac
Holding Corp.,
Class
A (a) |
50,425 | |||
12,468 |
RPC,
Inc. |
103,734 | |||
9,313 |
Schlumberger
Ltd. |
543,320 | |||
4,020 |
Tidewater,
Inc. (a) |
253,702 | |||
3,683 |
Valaris
Ltd. (a) |
282,854 | |||
5,816 |
Weatherford
International
PLC (a) |
483,310 | |||
|
|
4,178,863 | |||
|
Entertainment
— 1.0%
|
| |||
13,507 |
Cinemark
Holdings, Inc. (a) |
225,432 | |||
3,230 |
Endeavor
Group Holdings, Inc.,
Class
A (a) |
76,228 | |||
2,060 |
Liberty
Media Corp.-Liberty
Formula
One, Class C (a) |
149,556 | |||
8,595 |
Live
Nation Entertainment,
Inc.
(a) |
754,211 | |||
822 |
Madison
Square Garden Sports
Corp. |
174,881 | |||
3,783 |
ROBLOX
Corp., Class A (a) |
148,483 | |||
8,136 |
Sphere
Entertainment Co. (a) |
345,373 | |||
|
|
1,874,164 | |||
|
Financial
Services — 2.3%
|
| |||
10,194 |
Apollo
Global Management, Inc. |
832,952 | |||
17,177 |
AvidXchange
Holdings, Inc. (a) |
213,167 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Financial
Services (Continued) |
| |||
1,550 |
Federal
Agricultural Mortgage
Corp.,
Class C |
$249,162 | |||
4,966 |
Fiserv,
Inc. (a) |
626,759 | |||
5,744 |
Flywire
Corp. (a) |
196,100 | |||
8,983 |
Marqeta,
Inc., Class A (a) |
50,125 | |||
796 |
Mastercard,
Inc., Class A |
313,847 | |||
18,533 |
Payoneer
Global, Inc. (a) |
98,596 | |||
11,842 |
Remitly
Global, Inc. (a) |
228,314 | |||
4,550 |
Shift4
Payments, Inc.,
Class
A (a) |
313,904 | |||
17,115 |
Toast,
Inc., Class A (a) |
377,728 | |||
1,319 |
Visa,
Inc., Class A |
313,566 | |||
1,273 |
WEX,
Inc. (a) |
241,042 | |||
|
|
4,055,262 | |||
|
Food
Products — 1.2%
|
| |||
1,981 |
Cal-Maine
Foods, Inc. |
91,502 | |||
3,634 |
Darling
Ingredients, Inc. (a) |
251,655 | |||
1,994 |
Freshpet,
Inc. (a) |
146,639 | |||
1,254 |
Hershey
(The) Co. |
290,063 | |||
5,181 |
Hostess
Brands, Inc. (a) |
124,551 | |||
829 |
J
& J Snack Foods Corp. |
132,905 | |||
6,812 |
Lamb
Weston Holdings, Inc. |
705,928 | |||
769 |
Lancaster
Colony Corp. |
148,132 | |||
11,394 |
Sovos
Brands, Inc. (a) |
202,813 | |||
1,236 |
Tootsie
Roll Industries, Inc. |
43,087 | |||
5,449 |
Utz
Brands, Inc. |
91,271 | |||
|
|
2,228,546 | |||
|
Gas
Utilities — 0.1%
|
| |||
368 |
Chesapeake
Utilities Corp. |
43,512 | |||
1,504 |
National
Fuel Gas Co. |
79,878 | |||
|
|
123,390 | |||
|
Ground
Transportation — 2.3%
|
| |||
1,690 |
Avis
Budget Group, Inc. (a) |
372,290 | |||
18,370 |
CSX
Corp. |
612,088 | |||
1,204 |
Landstar
System, Inc. |
245,122 | |||
8,056 |
Lyft,
Inc., Class A (a) |
102,392 | |||
8,293 |
Marten
Transport Ltd. |
187,919 | |||
1,381 |
Norfolk
Southern Corp. |
322,588 | |||
1,695 |
Old
Dominion Freight Line, Inc. |
711,036 | |||
1,128 |
Saia,
Inc. (a) |
477,302 | |||
18,138 |
Uber
Technologies, Inc. (a) |
897,106 | |||
745 |
Union
Pacific Corp. |
172,855 | |||
|
|
4,100,698 | |||
|
Health
Care Equipment & Supplies
— 3.4%
|
| |||
1,399 |
Abbott
Laboratories |
155,751 | |||
12,395 |
Alphatec
Holdings, Inc. (a) |
219,020 | |||
2,657 |
AtriCure,
Inc. (a) |
147,065 |
Shares |
Description |
Value | |||
| |||||
|
Health
Care Equipment &
Supplies
(Continued) |
| |||
8,458 |
Boston
Scientific Corp. (a) |
$438,547 | |||
4,874 |
Dexcom,
Inc. (a) |
607,105 | |||
1,616 |
Edwards
Lifesciences Corp. (a) |
132,625 | |||
2,504 |
Glaukos
Corp. (a) |
193,158 | |||
2,723 |
Haemonetics
Corp. (a) |
251,169 | |||
304 |
IDEXX
Laboratories, Inc. (a) |
168,638 | |||
1,190 |
Inspire
Medical Systems, Inc. (a) |
342,494 | |||
529 |
Insulet
Corp. (a) |
146,401 | |||
1,832 |
Intuitive
Surgical, Inc. (a) |
594,301 | |||
419 |
iRhythm
Technologies, Inc. (a) |
44,020 | |||
3,682 |
Lantheus
Holdings, Inc. (a) |
318,456 | |||
2,771 |
Merit
Medical Systems, Inc. (a) |
206,911 | |||
4,077 |
Outset
Medical, Inc. (a) |
83,905 | |||
2,466 |
Paragon
28, Inc. (a) |
43,574 | |||
898 |
Penumbra,
Inc. (a) |
272,417 | |||
2,522 |
PROCEPT
BioRobotics
Corp.
(a) |
86,858 | |||
698 |
ResMed,
Inc. |
155,200 | |||
1,353 |
Shockwave
Medical, Inc. (a) |
352,592 | |||
1,500 |
Stryker
Corp. |
425,115 | |||
2,654 |
TransMedics
Group, Inc. (a) |
247,300 | |||
5,129 |
Treace
Medical Concepts,
Inc.
(a) |
116,890 | |||
3,142 |
Zimmer
Biomet Holdings, Inc. |
434,067 | |||
|
|
6,183,579 | |||
|
Health
Care Providers & Services
— 2.3%
|
| |||
1,940 |
Acadia
Healthcare Co., Inc. (a) |
153,318 | |||
3,593 |
AdaptHealth
Corp. (a) |
49,368 | |||
472 |
Addus
HomeCare Corp. (a) |
43,221 | |||
2,652 |
Agiliti,
Inc. (a) |
45,535 | |||
4,457 |
agilon
health, Inc. (a) |
85,351 | |||
7,608 |
Alignment
Healthcare, Inc. (a) |
47,246 | |||
2,124 |
AMN
Healthcare Services,
Inc.
(a) |
227,587 | |||
8,280 |
Cardinal
Health, Inc. |
757,372 | |||
143 |
Chemed
Corp. |
74,516 | |||
677 |
CorVel
Corp. (a) |
138,487 | |||
2,428 |
Ensign
Group (The), Inc. |
235,200 | |||
3,665 |
Guardant
Health, Inc. (a) |
143,008 | |||
2,580 |
HCA
Healthcare, Inc. |
703,850 | |||
1,224 |
HealthEquity,
Inc. (a) |
83,159 | |||
23,709 |
Hims
& Hers Health, Inc. (a) |
212,670 | |||
24,410 |
LifeStance
Health Group,
Inc.
(a) |
229,210 | |||
1,006 |
National
Research Corp. |
43,167 | |||
7,134 |
Option
Care Health, Inc. (a) |
240,986 | |||
3,415 |
Privia
Health Group, Inc. (a) |
95,347 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Providers &
Services
(Continued) |
| |||
5,665 |
Progyny,
Inc. (a) |
$236,570 | |||
6,832 |
RadNet,
Inc. (a) |
226,003 | |||
|
|
4,071,171 | |||
|
Health
Care REITs — 0.2%
|
| |||
2,202 |
CareTrust
REIT, Inc. |
45,780 | |||
2,518 |
Omega
Healthcare Investors, Inc. |
80,324 | |||
3,872 |
Welltower,
Inc. |
318,085 | |||
|
|
444,189 | |||
|
Health
Care Technology — 0.5%
|
| |||
3,977 |
Definitive
Healthcare Corp. (a) |
47,048 | |||
2,271 |
Doximity,
Inc., Class A (a) |
81,143 | |||
2,942 |
Evolent
Health, Inc., Class A (a) |
89,407 | |||
2,697 |
NextGen
Healthcare, Inc. (a) |
44,851 | |||
2,875 |
Phreesia,
Inc. (a) |
91,195 | |||
4,465 |
Schrodinger,
Inc. (a) |
233,564 | |||
3,052 |
Teladoc
Health, Inc. (a) |
90,858 | |||
771 |
Veeva
Systems, Inc., Class A (a) |
157,454 | |||
|
|
835,520 | |||
|
Hotel
& Resort REITs — 1.0%
|
| |||
5,113 |
Apple
Hospitality REIT, Inc. |
79,252 | |||
16,379 |
DiamondRock
Hospitality Co. |
139,222 | |||
27,181 |
Host
Hotels & Resorts, Inc. |
500,130 | |||
9,412 |
Pebblebrook
Hotel Trust |
145,415 | |||
12,775 |
RLJ
Lodging Trust |
131,583 | |||
3,326 |
Ryman
Hospitality Properties,
Inc. |
316,935 | |||
20,516 |
Service
Properties Trust |
174,181 | |||
17,618 |
Sunstone
Hotel Investors, Inc. |
179,527 | |||
7,242 |
Xenia
Hotels & Resorts, Inc. |
91,973 | |||
|
|
1,758,218 | |||
|
Hotels,
Restaurants & Leisure —
8.7%
|
| |||
4,888 |
Airbnb,
Inc., Class A (a) |
743,905 | |||
7,178 |
Aramark |
289,776 | |||
8,288 |
Bloomin’
Brands, Inc. |
222,699 | |||
290 |
Booking
Holdings, Inc. (a) |
861,532 | |||
3,758 |
Bowlero
Corp. (a) |
45,585 | |||
4,455 |
Boyd
Gaming Corp. |
304,366 | |||
4,871 |
Brinker
International, Inc. (a) |
191,333 | |||
6,063 |
Caesars
Entertainment, Inc. (a) |
357,838 | |||
20,515 |
Carnival
Corp. (a) |
386,503 | |||
5,156 |
Cheesecake
Factory (The), Inc. |
189,638 | |||
366 |
Chipotle
Mexican Grill, Inc. (a) |
718,194 | |||
1,315 |
Choice
Hotels International, Inc. |
171,936 | |||
2,221 |
Churchill
Downs, Inc. |
257,303 | |||
4,687 |
Darden
Restaurants, Inc. |
791,728 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued) |
| |||
5,001 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
$229,046 | |||
753 |
Dine
Brands Global, Inc. |
45,421 | |||
14,538 |
DraftKings,
Inc., Class A (a) |
462,018 | |||
1,537 |
Dutch
Bros, Inc., Class A (a) |
47,662 | |||
3,025 |
Everi
Holdings, Inc. (a) |
44,891 | |||
6,801 |
Hilton
Grand Vacations, Inc. (a) |
316,247 | |||
4,304 |
Hilton
Worldwide Holdings, Inc. |
669,229 | |||
3,372 |
Hyatt
Hotels Corp., Class A |
426,052 | |||
2,285 |
Jack
in the Box, Inc. |
227,152 | |||
10,801 |
Las
Vegas Sands Corp. (a) |
646,008 | |||
19,639 |
Life
Time Group Holdings,
Inc.
(a) |
355,270 | |||
4,495 |
Light
& Wonder, Inc. (a) |
315,999 | |||
4,263 |
Marriott
International, Inc.,
Class
A |
860,316 | |||
1,259 |
Marriott
Vacations Worldwide
Corp. |
161,794 | |||
512 |
McDonald’s
Corp. |
150,118 | |||
17,829 |
MGM
Resorts International |
905,178 | |||
1,266 |
Monarch
Casino & Resort, Inc. |
87,759 | |||
17,744 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
391,610 | |||
592 |
Papa
John’s International, Inc. |
48,958 | |||
21,903 |
Playa
Hotels & Resorts N.V. (a) |
178,728 | |||
2,804 |
Red
Rock Resorts, Inc., Class A |
135,994 | |||
7,548 |
Royal
Caribbean Cruises Ltd. (a) |
823,562 | |||
13,713 |
Sabre
Corp. (a) |
56,223 | |||
2,758 |
SeaWorld
Entertainment, Inc. (a) |
152,710 | |||
2,867 |
Shake
Shack, Inc., Class A (a) |
222,651 | |||
3,431 |
Six
Flags Entertainment
Corp.
(a) |
82,001 | |||
1,539 |
Starbucks
Corp. |
156,316 | |||
13,285 |
Target
Hospitality Corp. (a) (b) |
169,649 | |||
2,753 |
Texas
Roadhouse, Inc. |
307,097 | |||
5,746 |
Travel
+
Leisure Co. |
234,035 | |||
921 |
Vail
Resorts, Inc. |
216,886 | |||
7,104 |
Wendy’s
(The) Co. |
152,665 | |||
1,544 |
Wingstop,
Inc. |
260,288 | |||
2,195 |
Wynn
Resorts Ltd. |
239,211 | |||
2,261 |
Yum!
Brands, Inc. |
311,272 | |||
|
|
15,622,352 | |||
|
Household
Durables — 0.4%
|
| |||
1,590 |
Installed
Building Products, Inc. |
235,352 | |||
2,724 |
Skyline
Champion Corp. (a) |
189,754 | |||
5,785 |
Tempur
Sealy International, Inc. |
258,184 | |||
|
|
683,290 | |||
|
Household
Products — 0.1%
|
| |||
2,655 |
Energizer
Holdings, Inc. |
94,784 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Independent
Power and
Renewable
Electricity Producers
— 0.4%
|
| |||
7,356 |
AES
(The) Corp. |
$159,110 | |||
8,101 |
Altus
Power, Inc. (a) |
55,168 | |||
9,737 |
Sunnova
Energy International,
Inc.
(a) (b) |
171,955 | |||
14,716 |
Vistra
Corp. |
412,931 | |||
|
|
799,164 | |||
|
Industrial
Conglomerates — 0.2%
|
| |||
1,509 |
Honeywell
International, Inc. |
292,942 | |||
|
Industrial
REITs — 0.1%
|
| |||
4,784 |
Americold
Realty Trust, Inc. |
155,097 | |||
1,468 |
First
Industrial Realty Trust, Inc. |
75,896 | |||
|
|
230,993 | |||
|
Insurance
— 1.2%
|
| |||
908 |
Aon
PLC, Class A |
289,198 | |||
2,084 |
Arthur
J. Gallagher & Co. |
447,643 | |||
3,597 |
BRP
Group, Inc., Class A (a) |
89,601 | |||
633 |
Enstar
Group Ltd. (a) |
161,972 | |||
826 |
Kinsale
Capital Group, Inc. |
307,793 | |||
1,666 |
Marsh
& McLennan Cos., Inc. |
313,908 | |||
2,261 |
Palomar
Holdings, Inc. (a) |
136,926 | |||
829 |
RenaissanceRe
Holdings Ltd. |
154,824 | |||
566 |
RLI
Corp. |
75,510 | |||
3,442 |
Ryan
Specialty Holdings, Inc. (a) |
149,176 | |||
|
|
2,126,551 | |||
|
Interactive
Media & Services —
0.5%
|
| |||
11,244 |
Cars.com,
Inc. (a) |
256,476 | |||
3,644 |
Match
Group, Inc. (a) |
169,482 | |||
5,577 |
Pinterest,
Inc., Class A (a) |
161,677 | |||
5,406 |
TripAdvisor,
Inc. (a) |
100,822 | |||
10,039 |
ZipRecruiter,
Inc., Class A (a) |
185,922 | |||
|
|
874,379 | |||
|
IT
Services — 2.0%
|
| |||
9,583 |
Cloudflare,
Inc., Class A (a) |
659,023 | |||
4,441 |
DigitalOcean
Holdings, Inc. (a) |
219,918 | |||
1,788 |
Gartner,
Inc. (a) |
632,219 | |||
2,030 |
GoDaddy,
Inc., Class A (a) |
156,493 | |||
1,905 |
MongoDB,
Inc. (a) |
806,577 | |||
1,574 |
Perficient,
Inc. (a) |
100,405 | |||
3,559 |
Snowflake,
Inc., Class A (a) |
632,470 | |||
5,653 |
Squarespace,
Inc., Class A (a) |
187,340 | |||
1,386 |
VeriSign,
Inc. (a) |
292,377 | |||
|
|
3,686,822 | |||
|
Leisure
Products — 0.4%
|
| |||
3,260 |
Acushnet
Holdings Corp. |
194,394 |
Shares |
Description |
Value | |||
| |||||
|
Leisure
Products (Continued) |
| |||
2,556 |
Polaris,
Inc. |
$347,207 | |||
7,784 |
Topgolf
Callaway Brands
Corp.
(a) |
155,446 | |||
|
|
697,047 | |||
|
Life
Sciences Tools & Services —
0.6%
|
| |||
2,767 |
10X
Genomics, Inc., Class A (a) |
174,266 | |||
1,045 |
Bruker
Corp. |
71,812 | |||
1,394 |
IQVIA
Holdings, Inc. (a) |
311,922 | |||
1,608 |
Medpace
Holdings, Inc. (a) |
407,097 | |||
162 |
OmniAb,
Inc. - 12.5 Earnout
Shares
(a) (d) (e) (f) (g) |
0 | |||
162 |
OmniAb,
Inc. - 15 Earnout
Shares
(a) (d) (e) (f) (g) |
0 | |||
9,864 |
Pacific
Biosciences of
California,
Inc. (a) |
130,303 | |||
|
|
1,095,400 | |||
|
Machinery
— 4.5%
|
| |||
1,657 |
Albany
International Corp.,
Class
A |
159,536 | |||
6,842 |
Allison
Transmission Holdings,
Inc. |
401,557 | |||
2,546 |
Caterpillar,
Inc. |
675,123 | |||
1,129 |
Deere
& Co. |
485,018 | |||
2,472 |
Donaldson
Co., Inc. |
155,316 | |||
4,694 |
Energy
Recovery, Inc. (a) |
143,073 | |||
4,859 |
Enerpac
Tool Group Corp. |
133,525 | |||
4,644 |
Esab
Corp. |
319,043 | |||
1,721 |
ESCO
Technologies, Inc. |
173,047 | |||
3,481 |
Federal
Signal Corp. |
212,654 | |||
3,003 |
Franklin
Electric Co., Inc. |
296,756 | |||
2,684 |
Graco,
Inc. |
212,922 | |||
1,349 |
Helios
Technologies, Inc. |
85,257 | |||
3,477 |
Hillenbrand,
Inc. |
180,595 | |||
709 |
IDEX
Corp. |
160,099 | |||
1,252 |
Illinois
Tool Works, Inc. |
329,677 | |||
11,980 |
Ingersoll
Rand, Inc. |
781,935 | |||
2,487 |
ITT,
Inc. |
247,705 | |||
591 |
Kadant,
Inc. |
131,704 | |||
1,556 |
Lincoln
Electric Holdings, Inc. |
312,305 | |||
31,690 |
Nikola
Corp. (a) (b) |
84,612 | |||
1,262 |
Nordson
Corp. |
317,532 | |||
3,519 |
Otis
Worldwide Corp. |
320,088 | |||
710 |
RBC
Bearings, Inc. (a) |
160,495 | |||
1,260 |
Standex
International Corp. |
187,198 | |||
6,456 |
Terex
Corp. |
378,515 | |||
1,520 |
Toro
(The) Co. |
154,508 | |||
5,103 |
Trinity
Industries, Inc. |
133,801 | |||
8,692 |
Wabash
National Corp. |
205,827 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued) |
| |||
1,262 |
Watts
Water Technologies, Inc.,
Class
A |
$235,401 | |||
2,781 |
Xylem,
Inc. |
313,558 | |||
|
|
8,088,382 | |||
|
Media
— 0.1%
|
| |||
16,327 |
Magnite,
Inc. (a) |
247,028 | |||
|
Metals
& Mining — 1.9%
|
| |||
8,733 |
ATI,
Inc. (a) |
416,389 | |||
5,868 |
Commercial
Metals Co. |
335,767 | |||
7,831 |
Freeport-McMoRan,
Inc. |
349,654 | |||
1,562 |
Materion
Corp. |
186,097 | |||
3,820 |
Nucor
Corp. |
657,384 | |||
2,884 |
Reliance
Steel & Aluminum Co. |
844,608 | |||
5,751 |
Steel
Dynamics, Inc. |
612,942 | |||
|
|
3,402,841 | |||
|
Mortgage
REITs — 0.6%
|
| |||
11,583 |
Annaly
Capital Management,
Inc. |
232,702 | |||
19,687 |
Apollo
Commercial Real Estate
Finance,
Inc. |
232,307 | |||
7,581 |
Chimera
Investment Corp. |
47,609 | |||
9,265 |
Franklin
BSP Realty Trust, Inc. |
132,489 | |||
7,931 |
MFA
Financial, Inc. |
89,303 | |||
13,225 |
New
York Mortgage Trust, Inc. |
134,234 | |||
6,614 |
PennyMac
Mortgage Investment
Trust |
84,527 | |||
3,152 |
Two
Harbors Investment Corp. |
42,268 | |||
|
|
995,439 | |||
|
Multi-Utilities
— 0.0%
|
| |||
2,824 |
NiSource,
Inc. |
78,620 | |||
|
Oil,
Gas & Consumable Fuels —
5.4%
|
| |||
13,320 |
Antero
Midstream Corp. |
159,041 | |||
3,354 |
Antero
Resources Corp. (a) |
89,719 | |||
4,463 |
APA
Corp. |
180,707 | |||
3,002 |
Cheniere
Energy, Inc. |
485,904 | |||
1,991 |
Chevron
Corp. |
325,847 | |||
5,568 |
Civitas
Resources, Inc. |
416,820 | |||
12,577 |
CNX
Resources Corp. (a) |
256,571 | |||
11,310 |
Comstock
Resources, Inc. |
144,202 | |||
4,415 |
ConocoPhillips |
519,734 | |||
3,286 |
CONSOL
Energy, Inc. |
244,873 | |||
18,081 |
Coterra
Energy, Inc. |
497,951 | |||
2,976 |
CVR
Energy, Inc. |
109,338 | |||
1,792 |
Denbury,
Inc. (a) |
157,535 | |||
3,154 |
Devon
Energy Corp. |
170,316 | |||
1,161 |
Diamondback
Energy, Inc. |
171,039 | |||
12,477 |
Earthstone
Energy, Inc.,
Class
A (a) |
199,382 |
Shares |
Description |
Value | |||
| |||||
|
Oil,
Gas & Consumable Fuels
(Continued) |
| |||
2,737 |
EOG
Resources, Inc. |
$362,735 | |||
9,392 |
EQT
Corp. |
396,155 | |||
23,312 |
Equitrans
Midstream Corp. |
241,745 | |||
4,266 |
Exxon
Mobil Corp. |
457,486 | |||
4,070 |
Green
Plains, Inc. (a) |
144,526 | |||
3,365 |
Hess
Corp. |
510,571 | |||
4,663 |
International
Seaways, Inc. |
199,996 | |||
8,855 |
Kinder
Morgan, Inc. |
156,822 | |||
5,073 |
Kinetik
Holdings, Inc. |
182,628 | |||
12,898 |
Kosmos
Energy Ltd. (a) |
91,576 | |||
3,697 |
Magnolia
Oil & Gas Corp.,
Class
A |
81,889 | |||
4,430 |
Matador
Resources Co. |
246,441 | |||
6,052 |
Murphy
Oil Corp. |
261,870 | |||
6,493 |
Northern
Oil and Gas, Inc. |
255,629 | |||
5,327 |
Occidental
Petroleum Corp. |
336,293 | |||
2,470 |
ONEOK,
Inc. |
165,589 | |||
20,334 |
Permian
Resources Corp. |
237,704 | |||
736 |
Pioneer
Natural Resources Co. |
166,093 | |||
10,511 |
Range
Resources Corp. |
330,361 | |||
4,994 |
Sitio
Royalties Corp.,
Class
A (b) |
136,536 | |||
6,011 |
Targa
Resources Corp. |
492,842 | |||
4,673 |
Williams
(The) Cos., Inc. |
160,985 | |||
|
|
9,745,451 | |||
|
Passenger
Airlines — 0.6%
|
| |||
21,533 |
American
Airlines Group,
Inc.
(a) |
360,678 | |||
16,471 |
Delta
Air Lines, Inc. |
761,948 | |||
|
|
1,122,626 | |||
|
Personal
Care Products — 0.5%
|
| |||
5,227 |
Beauty
Health (The) Co. (a) |
43,332 | |||
8,443 |
BellRing
Brands, Inc. (a) |
303,526 | |||
1,951 |
elf
Beauty, Inc. (a) |
227,721 | |||
2,285 |
Inter
Parfums, Inc. |
341,744 | |||
|
|
916,323 | |||
|
Pharmaceuticals
— 0.8%
|
| |||
3,878 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
235,356 | |||
1,965 |
Corcept
Therapeutics, Inc. (a) |
50,068 | |||
668 |
Eli
Lilly & Co. |
303,639 | |||
1,242 |
Harmony
Biosciences Holdings,
Inc.
(a) |
43,930 | |||
3,660 |
Intra-Cellular
Therapies, Inc. (a) |
226,334 | |||
2,715 |
Merck
& Co., Inc. |
289,555 | |||
1,287 |
Reata
Pharmaceuticals, Inc.,
Class
A (a) |
213,102 | |||
5,184 |
Revance
Therapeutics, Inc. (a) |
122,498 | |||
|
|
1,484,482 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Professional
Services — 1.5%
|
| |||
4,183 |
CBIZ,
Inc. (a) |
$221,239 | |||
1,154 |
Ceridian
HCM Holding, Inc. (a) |
81,715 | |||
1,944 |
Equifax,
Inc. |
396,732 | |||
512 |
ExlService
Holdings, Inc. (a) |
72,166 | |||
2,624 |
Huron
Consulting Group, Inc. (a) |
248,152 | |||
1,948 |
Insperity,
Inc. |
229,182 | |||
4,750 |
KBR,
Inc. |
292,077 | |||
1,799 |
Korn
Ferry |
94,771 | |||
395 |
NV5
Global, Inc. (a) |
43,272 | |||
975 |
Paycom
Software, Inc. |
359,541 | |||
3,568 |
Sterling
Check Corp. (a) |
42,852 | |||
1,386 |
Verisk
Analytics, Inc. |
317,311 | |||
11,302 |
Verra
Mobility Corp. (a) |
237,229 | |||
|
|
2,636,239 | |||
|
Real
Estate Management & Development
— 0.7%
|
| |||
5,140 |
CoStar
Group, Inc. (a) |
431,606 | |||
8,919 |
DigitalBridge
Group, Inc. |
142,882 | |||
1,958 |
Howard
Hughes (The) Corp. (a) |
165,314 | |||
2,679 |
Kennedy-Wilson
Holdings, Inc. |
44,204 | |||
55,438 |
Opendoor
Technologies, Inc. (a) |
283,288 | |||
1,844 |
St.
Joe (The) Co. |
117,057 | |||
|
|
1,184,351 | |||
|
Residential
REITs — 0.6%
|
| |||
2,179 |
American
Homes 4 Rent,
Class
A |
81,669 | |||
15,398 |
Apartment
Investment and
Management
Co., Class A |
128,265 | |||
1,401 |
Camden
Property Trust |
152,835 | |||
12,722 |
Independence
Realty Trust, Inc. |
216,783 | |||
9,105 |
Invitation
Homes, Inc. |
323,228 | |||
3,549 |
UDR,
Inc. |
145,083 | |||
5,554 |
Veris
Residential, Inc. (a) |
103,749 | |||
|
|
1,151,612 | |||
|
Retail
REITs — 0.2%
|
| |||
10,375 |
Kite
Realty Group Trust |
237,380 | |||
3,309 |
SITE
Centers Corp. |
46,491 | |||
5,945 |
Tanger
Factory Outlet Centers,
Inc. |
139,173 | |||
|
|
423,044 | |||
|
Semiconductors
&
Semiconductor
Equipment —
6.1%
|
| |||
6,847 |
Allegro
MicroSystems, Inc. (a) |
353,374 | |||
2,348 |
Analog
Devices, Inc. |
468,496 | |||
5,417 |
Applied
Materials, Inc. |
821,163 | |||
2,107 |
Axcelis
Technologies, Inc. (a) |
422,411 | |||
903 |
Broadcom,
Inc. |
811,481 | |||
954 |
Cirrus
Logic, Inc. (a) |
77,083 |
Shares |
Description |
Value | |||
| |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued) |
| |||
12,853 |
Credo
Technology Group
Holding
Ltd. (a) |
$218,115 | |||
2,506 |
Diodes,
Inc. (a) |
236,792 | |||
2,406 |
First
Solar, Inc. (a) |
499,004 | |||
488 |
Impinj,
Inc. (a) |
32,511 | |||
1,614 |
KLA
Corp. |
829,515 | |||
1,218 |
Lam
Research Corp. |
875,121 | |||
2,413 |
Lattice
Semiconductor Corp. (a) |
219,438 | |||
1,179 |
MACOM
Technology Solutions
Holdings,
Inc. (a) |
82,436 | |||
1,386 |
MaxLinear,
Inc. (a) |
34,193 | |||
6,992 |
Microchip
Technology, Inc. |
656,829 | |||
1,160 |
Monolithic
Power Systems, Inc. |
649,008 | |||
1,481 |
NVIDIA
Corp. |
692,057 | |||
3,826 |
NXP
Semiconductors N.V. |
853,122 | |||
8,279 |
ON
Semiconductor Corp. (a) |
892,062 | |||
2,654 |
Onto
Innovation, Inc. (a) |
329,945 | |||
3,953 |
PDF
Solutions, Inc. (a) |
181,798 | |||
1,633 |
Power
Integrations, Inc. |
158,630 | |||
6,020 |
Rambus,
Inc. (a) |
376,912 | |||
979 |
Silicon
Laboratories, Inc. (a) |
146,008 | |||
536 |
Universal
Display Corp. |
78,192 | |||
|
|
10,995,696 | |||
|
Software
— 11.8%
|
| |||
1,281 |
Adobe,
Inc. (a) |
699,644 | |||
637 |
Agilysys,
Inc. (a) |
46,902 | |||
10,878 |
Alkami
Technology, Inc. (a) |
183,621 | |||
1,730 |
Altair
Engineering, Inc.,
Class
A (a) |
129,646 | |||
948 |
ANSYS,
Inc. (a) |
324,311 | |||
1,295 |
Appfolio,
Inc., Class A (a) |
233,864 | |||
2,756 |
Appian
Corp., Class A (a) |
141,989 | |||
5,953 |
Asana,
Inc., Class A (a) |
144,539 | |||
745 |
Autodesk,
Inc. (a) |
157,933 | |||
5,698 |
Bentley
Systems, Inc., Class B |
307,008 | |||
3,915 |
BILL
Holdings, Inc. (a) |
490,706 | |||
1,843 |
Blackbaud,
Inc. (a) |
139,054 | |||
2,629 |
Box,
Inc., Class A (a) |
82,156 | |||
4,072 |
Braze,
Inc., Class A (a) |
185,113 | |||
2,671 |
Cadence
Design Systems,
Inc.
(a) |
625,041 | |||
27,568 |
CCC
Intelligent Solutions
Holdings,
Inc. (a) |
303,799 | |||
1,888 |
Clear
Secure, Inc., Class A |
44,764 | |||
1,806 |
CommVault
Systems, Inc. (a) |
140,742 | |||
10,940 |
Confluent,
Inc., Class A (a) |
377,868 | |||
2,132 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
344,659 | |||
6,367 |
Datadog,
Inc., Class A (a) |
743,156 | |||
9,925 |
DoubleVerify
Holdings, Inc. (a) |
417,842 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued) |
| |||
8,691 |
Dropbox,
Inc., Class A (a) |
$234,222 | |||
4,504 |
Dynatrace,
Inc. (a) |
246,324 | |||
2,410 |
Elastic
N.V. (a) |
160,144 | |||
1,302 |
Envestnet,
Inc. (a) |
80,698 | |||
775 |
Fair
Isaac Corp. (a) |
649,427 | |||
1,874 |
Five9,
Inc. (a) |
164,443 | |||
10,359 |
Fortinet,
Inc. (a) |
805,101 | |||
10,142 |
Freshworks,
Inc., Class A (a) |
189,250 | |||
4,535 |
Gitlab,
Inc., Class A (a) |
225,072 | |||
1,015 |
Guidewire
Software, Inc. (a) |
86,092 | |||
1,670 |
HashiCorp,
Inc., Class A (a) |
49,449 | |||
1,471 |
HubSpot,
Inc. (a) |
853,989 | |||
4,254 |
Intapp,
Inc. (a) |
174,669 | |||
333 |
Intuit,
Inc. |
170,396 | |||
2,240 |
Jamf
Holding Corp. (a) |
48,653 | |||
1,546 |
Manhattan
Associates, Inc. (a) |
294,699 | |||
8,571 |
MeridianLink,
Inc. (a) |
191,476 | |||
1,343 |
Microsoft
Corp. |
451,141 | |||
520 |
MicroStrategy,
Inc., Class A (a) |
227,698 | |||
2,521 |
Model
N, Inc. (a) |
84,000 | |||
9,104 |
N-able,
Inc. (a) |
128,093 | |||
4,356 |
nCino,
Inc. (a) |
140,917 | |||
1,180 |
New
Relic, Inc. (a) |
99,096 | |||
8,263 |
Nutanix,
Inc., Class A (a) |
249,543 | |||
6,575 |
Oracle
Corp. |
770,787 | |||
51,078 |
Palantir
Technologies, Inc.,
Class
A (a) |
1,013,388 | |||
3,064 |
Palo
Alto Networks, Inc. (a) |
765,877 | |||
3,562 |
Procore
Technologies, Inc. (a) |
270,178 | |||
2,259 |
Progress
Software Corp. |
135,676 | |||
4,260 |
PROS
Holdings, Inc. (a) |
161,880 | |||
2,201 |
PTC,
Inc. (a) |
320,928 | |||
4,245 |
Q2
Holdings, Inc. (a) |
150,570 | |||
598 |
Qualys,
Inc. (a) |
83,002 | |||
1,968 |
Rapid7,
Inc. (a) |
90,351 | |||
2,723 |
RingCentral,
Inc., Class A (a) |
112,623 | |||
8,042 |
Samsara,
Inc., Class A (a) |
224,693 | |||
2,897 |
SentinelOne,
Inc., Class A (a) |
48,293 | |||
1,114 |
ServiceNow,
Inc. (a) |
649,462 | |||
2,019 |
Smartsheet,
Inc., Class A (a) |
89,644 | |||
5,905 |
Splunk,
Inc. (a) |
639,689 | |||
12,891 |
Sprinklr,
Inc., Class A (a) |
180,990 | |||
1,609 |
SPS
Commerce, Inc. (a) |
290,248 | |||
1,438 |
Synopsys,
Inc. (a) |
649,688 | |||
1,774 |
Tenable
Holdings, Inc. (a) |
86,323 | |||
1,099 |
Tyler
Technologies, Inc. (a) |
435,896 | |||
4,664 |
UiPath,
Inc., Class A (a) |
84,325 | |||
3,345 |
Varonis
Systems, Inc. (a) |
96,002 | |||
2,773 |
Workday,
Inc., Class A (a) |
657,561 | |||
1,520 |
Workiva,
Inc. (a) |
160,041 |
Shares |
Description |
Value | |||
| |||||
|
Software
(Continued) |
| |||
15,362 |
Zeta
Global Holdings Corp.,
Class
A (a) |
$141,638 | |||
4,282 |
Zscaler,
Inc. (a) |
686,747 | |||
|
|
21,265,449 | |||
|
Specialized
REITs — 0.8%
|
| |||
1,730 |
CubeSmart |
75,013 | |||
2,803 |
EPR
Properties |
125,126 | |||
400 |
Equinix,
Inc. |
323,968 | |||
8,051 |
Iron
Mountain, Inc. |
494,331 | |||
778 |
Lamar
Advertising Co., Class A |
76,789 | |||
5,671 |
Outfront
Media, Inc. |
87,674 | |||
28,397 |
Uniti
Group, Inc. |
158,455 | |||
4,852 |
VICI
Properties, Inc. |
152,741 | |||
|
|
1,494,097 | |||
|
Specialty
Retail — 2.5%
|
| |||
2,858 |
Academy
Sports & Outdoors,
Inc. |
170,880 | |||
125 |
AutoZone,
Inc. (a) |
310,215 | |||
2,105 |
Boot
Barn Holdings, Inc. (a) |
197,659 | |||
1,264 |
Buckle
(The), Inc. |
46,212 | |||
5,872 |
Chewy,
Inc., Class A (a) |
199,061 | |||
1,753 |
Dick’s
Sporting Goods, Inc. |
247,173 | |||
786 |
Five
Below, Inc. (a) |
163,755 | |||
3,715 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
426,668 | |||
1,008 |
Home
Depot (The), Inc. |
336,511 | |||
1,076 |
Monro,
Inc. |
39,435 | |||
1,241 |
Murphy
USA, Inc. |
381,024 | |||
819 |
O’Reilly
Automotive, Inc. (a) |
758,222 | |||
2,793 |
Ross
Stores, Inc. |
320,190 | |||
5,396 |
TJX
(The) Cos., Inc. |
466,916 | |||
666 |
Ulta
Beauty, Inc. (a) |
296,237 | |||
4,119 |
Valvoline,
Inc. |
156,398 | |||
|
|
4,516,556 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.8%
|
| |||
3,229 |
Apple,
Inc. |
634,337 | |||
8,394 |
Pure
Storage, Inc., Class A (a) |
310,494 | |||
1,550 |
Super
Micro Computer, Inc. (a) |
511,919 | |||
|
|
1,456,750 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.6%
|
| |||
2,749 |
Crocs,
Inc. (a) |
297,854 | |||
732 |
Deckers
Outdoor Corp. (a) |
397,981 | |||
2,118 |
Kontoor
Brands, Inc. |
89,719 | |||
1,333 |
Oxford
Industries, Inc. |
143,764 | |||
5,416 |
Tapestry,
Inc. |
233,700 | |||
|
|
1,163,018 | |||
|
Tobacco
— 0.1%
|
| |||
10,242 |
Vector
Group Ltd. |
134,375 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Trading
Companies & Distributors
— 3.0%
|
| |||
2,133 |
Applied
Industrial Technologies,
Inc. |
$309,264 | |||
4,655 |
Beacon
Roofing Supply, Inc. (a) |
398,794 | |||
12,326 |
Core
& Main, Inc., Class A (a) |
389,625 | |||
19,465 |
Custom
Truck One Source,
Inc.
(a) |
134,698 | |||
10,619 |
Fastenal
Co. |
622,380 | |||
7,040 |
FTAI
Aviation Ltd. |
226,758 | |||
3,220 |
GMS,
Inc. (a) |
237,282 | |||
3,897 |
H&E
Equipment Services, Inc. |
189,316 | |||
2,822 |
Herc
Holdings, Inc. |
377,668 | |||
964 |
McGrath
RentCorp |
92,910 | |||
1,758 |
United
Rentals, Inc. |
816,907 | |||
993 |
W.W.
Grainger, Inc. |
733,321 | |||
1,012 |
Watsco,
Inc. |
382,728 | |||
2,158 |
WESCO
International, Inc. |
378,880 | |||
4,208 |
Xometry,
Inc., Class A (a) |
87,358 | |||
|
|
5,377,889 | |||
|
Water
Utilities — 0.1%
|
| |||
543 |
Middlesex
Water Co. |
43,668 | |||
624 |
SJW
Group |
43,967 | |||
|
|
87,635 | |||
|
Wireless
Telecommunication Services
— 0.0%
|
| |||
5,242 |
Gogo,
Inc. (a) |
78,997 | |||
|
Total
Common Stocks |
180,322,038 | |||
|
(Cost
$147,069,979) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
75,089 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(h) (i) |
75,089 | |||
127,210 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.13%
(h) |
127,210 | |||
|
Total
Money Market Funds |
202,299 | |||
|
(Cost
$202,299) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.4% | |||||
$742,386 |
BNP
Paribas S.A., 5.24% (h),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$742,494.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $757,250. (i) |
$742,386 | |||
|
(Cost
$742,386) |
| |||
| |||||
| |||||
|
Total
Investments — 100.5% |
181,266,723 | |||
|
(Cost
$148,014,664) |
| |||
|
Net
Other Assets and
Liabilities
— (0.5)% |
(921,146
) | |||
|
Net
Assets — 100.0% |
$180,345,577 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $822,208 and the total value of the collateral
held
by the Fund is $817,475. |
(c) |
This
security may be resold to qualified foreign investors and
foreign
institutional buyers under Regulation S of the
Securities Act of 1933, as amended. |
(d) |
Pursuant
to procedures adopted by the Trust’s Board of
Trustees,
this security has been determined to be illiquid by
First
Trust Advisors L.P., the Fund’s advisor. |
(e) |
Restricted
security as to resale, excluding Rule 144A
securities
(see Note2F
- Restricted Securities in the Notes to
Financial
Statements). |
(f) |
This
security is fair valued by the Advisor’s Pricing
Committee
in accordance with procedures approved by the
Trust’s
Board of Trustees, and in accordance with provisions
of
the Investment Company Act of 1940 and rules
thereunder,
as amended. At July 31, 2023, securities noted as
such
are valued at $0 or 0.0% of net assets. |
(g) |
This
security’s value was determined using significant
unobservable
inputs (see Note2A-
Portfolio Valuation in the
Notes
to Financial Statements). |
(h) |
Rate
shown reflects yield as of July 31, 2023. |
(i) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks: |
|
|
|
|
Life
Sciences
Tools
&
Services |
$1,095,400 |
$1,095,400 |
$— |
$—
** |
Other
Industry
Categories* |
179,226,638 |
179,226,638 |
— |
— |
Money
Market
Funds |
202,299 |
202,299 |
— |
— |
Repurchase
Agreements |
742,386 |
— |
742,386 |
— |
Total
Investments |
$181,266,723 |
$180,524,337 |
$742,386 |
$—
** |
* |
See
Portfolio of Investments for industry breakout. |
** |
Investments
are valued at $0. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$822,208 |
Non-cash
Collateral(2)
|
(817,475
) |
Net
Amount |
$4,733 |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
The
collateral requirements are determined at the beginning
of
each business day based on the market value of the loaned
securities
from the end of the prior day. On July 31, 2023, the
last
business day of the period, there was sufficient collateral
based
on the end of day market value from the prior business
day;
however, as a result of market movement from July 28 to
July
31, the value of the related securities loaned was above
the
collateral value received. See Note 2D
- Securities
Lending
in the Notes to Financial
Statements. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$742,386 |
Non-cash
Collateral(4)
|
(742,386
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 1.0%
|
| |||
4,326 |
Huntington
Ingalls Industries,
Inc. |
$993,552 | |||
75,721 |
Leonardo
DRS, Inc. (a) |
1,263,784 | |||
|
|
2,257,336 | |||
|
Air
Freight & Logistics — 0.3%
|
| |||
6,958 |
C.H.
Robinson Worldwide, Inc. |
697,052 | |||
|
Automobile
Components — 1.4%
|
| |||
8,566 |
Adient
PLC (a) |
364,569 | |||
26,845 |
BorgWarner,
Inc. |
1,248,293 | |||
22,437 |
Gentex
Corp. |
753,434 | |||
6,860 |
Lear
Corp. |
1,061,654 | |||
|
|
3,427,950 | |||
|
Automobiles
— 0.8%
|
| |||
15,858 |
Thor
Industries, Inc. |
1,831,440 | |||
|
Banks
— 17.5%
|
| |||
32,695 |
Bank
OZK |
1,429,752 | |||
12,190 |
BOK
Financial Corp. |
1,085,885 | |||
66,854 |
Cadence
Bank |
1,674,693 | |||
30,996 |
Comerica,
Inc. |
1,672,544 | |||
24,873 |
East
West Bancorp, Inc. |
1,547,349 | |||
114,774 |
F.N.B.
Corp. |
1,467,960 | |||
1,279 |
First
Citizens BancShares, Inc.,
Class
A |
1,830,633 | |||
54,678 |
First
Hawaiian, Inc. |
1,131,288 | |||
55,076 |
First
Interstate BancSystem, Inc.,
Class
A |
1,582,334 | |||
21,062 |
Glacier
Bancorp, Inc. |
688,727 | |||
42,764 |
Hancock
Whitney Corp. |
1,882,044 | |||
28,794 |
Home
BancShares, Inc. |
699,982 | |||
29,499 |
Independent
Bank Corp. |
1,777,315 | |||
146,021 |
New
York Community Bancorp,
Inc. |
2,025,311 | |||
94,190 |
Old
National Bancorp |
1,604,056 | |||
23,178 |
Pinnacle
Financial Partners, Inc. |
1,759,210 | |||
21,695 |
Popular,
Inc. |
1,573,972 | |||
17,435 |
Prosperity
Bancshares, Inc. |
1,103,984 | |||
14,966 |
SouthState
Corp. |
1,162,409 | |||
43,406 |
Synovus
Financial Corp. |
1,471,463 | |||
16,170 |
UMB
Financial Corp. |
1,148,070 | |||
33,191 |
United
Bankshares, Inc. |
1,109,907 | |||
39,406 |
United
Community Banks, Inc. |
1,145,532 | |||
169,421 |
Valley
National Bancorp |
1,738,260 | |||
34,781 |
Webster
Financial Corp. |
1,645,837 | |||
45,003 |
Western
Alliance Bancorp (b) |
2,337,906 | |||
18,081 |
Wintrust
Financial Corp. |
1,525,313 | |||
48,884 |
Zions
Bancorp N.A. (b) |
1,869,813 | |||
|
|
41,691,549 |
Shares |
Description |
Value | |||
| |||||
|
Beverages
— 0.4%
|
| |||
1,548 |
Coca-Cola
Consolidated, Inc. |
$980,519 | |||
|
Broadline
Retail — 1.6%
|
| |||
56,964 |
Kohl’s
Corp. |
1,620,626 | |||
102,260 |
Macy’s,
Inc. |
1,696,493 | |||
5,667 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
413,011 | |||
|
|
3,730,130 | |||
|
Building
Products — 1.9%
|
| |||
9,125 |
Fortune
Brands Innovations, Inc. |
648,514 | |||
10,061 |
Owens
Corning |
1,408,439 | |||
4,740 |
Simpson
Manufacturing Co., Inc. |
748,920 | |||
5,006 |
Trex
Co., Inc. (a) |
346,115 | |||
13,530 |
UFP
Industries, Inc. |
1,390,343 | |||
|
|
4,542,331 | |||
|
Capital
Markets — 2.6%
|
| |||
7,968 |
Evercore,
Inc., Class A |
1,076,158 | |||
27,469 |
Federated
Hermes, Inc. |
929,276 | |||
3,339 |
Houlihan
Lokey, Inc. |
333,399 | |||
97,636 |
Invesco
Ltd. |
1,640,285 | |||
29,688 |
Jefferies
Financial Group, Inc. |
1,092,222 | |||
16,504 |
Stifel
Financial Corp. |
1,048,664 | |||
|
|
6,120,004 | |||
|
Chemicals
— 3.1%
|
| |||
16,052 |
Avient
Corp. |
650,588 | |||
11,763 |
Eastman
Chemical Co. |
1,006,678 | |||
34,193 |
Element
Solutions, Inc. |
716,685 | |||
9,180 |
H.B.
Fuller Co. |
679,595 | |||
48,594 |
Huntsman
Corp. |
1,446,643 | |||
2,449 |
NewMarket
Corp. |
1,106,213 | |||
31,938 |
Olin
Corp. |
1,842,184 | |||
|
|
7,448,586 | |||
|
Commercial
Services & Supplies
— 0.1%
|
| |||
7,068 |
Stericycle,
Inc. (a) |
300,319 | |||
|
Communications
Equipment —
0.5%
|
| |||
7,725 |
Ciena
Corp. (a) |
325,995 | |||
2,244 |
F5,
Inc. (a) |
355,091 | |||
20,955 |
Juniper
Networks, Inc. |
582,549 | |||
|
|
1,263,635 | |||
|
Construction
& Engineering —
0.7%
|
| |||
78,379 |
MDU
Resources Group, Inc. |
1,733,743 | |||
|
Construction
Materials — 0.4%
|
| |||
26,018 |
Summit
Materials, Inc.,
Class
A (c) |
941,331 | |||
|
Consumer
Finance — 1.8%
|
| |||
60,766 |
Ally
Financial, Inc. |
1,855,794 | |||
646 |
Credit
Acceptance Corp. (a) |
359,564 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Consumer
Finance
(Continued) |
| |||
30,053 |
OneMain
Holdings, Inc. |
$1,366,810 | |||
40,227 |
SLM
Corp. |
650,873 | |||
|
|
4,233,041 | |||
|
Consumer
Staples Distribution &
Retail — 1.0%
|
| |||
10,420 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
690,950 | |||
5,449 |
Performance
Food Group Co. (a) |
325,632 | |||
26,811 |
Sprouts
Farmers Market, Inc. (a) |
1,052,332 | |||
7,460 |
US
Foods Holding Corp. (a) |
318,766 | |||
|
|
2,387,680 | |||
|
Containers
& Packaging — 1.8%
|
| |||
2,833 |
AptarGroup,
Inc. |
344,096 | |||
20,408 |
Berry
Global Group, Inc. |
1,338,152 | |||
3,779 |
Crown
Holdings, Inc. |
350,540 | |||
8,206 |
Sealed
Air Corp. |
374,358 | |||
14,001 |
Silgan
Holdings, Inc. |
613,944 | |||
16,685 |
Sonoco
Products Co. |
978,408 | |||
11,292 |
Westrock
Co. |
375,911 | |||
|
|
4,375,409 | |||
|
Diversified
Telecommunication Services
— 1.1%
|
| |||
88,050 |
Frontier
Communications Parent,
Inc.
(a) |
1,603,391 | |||
580,980 |
Lumen
Technologies, Inc. |
1,039,954 | |||
|
|
2,643,345 | |||
|
Electric
Utilities — 2.1%
|
| |||
22,650 |
ALLETE,
Inc. |
1,300,790 | |||
18,136 |
Hawaiian
Electric Industries, Inc. |
696,241 | |||
6,399 |
IDACORP,
Inc. |
657,945 | |||
12,089 |
Pinnacle
West Capital Corp. |
1,001,211 | |||
28,038 |
Portland
General Electric Co. |
1,336,571 | |||
|
|
4,992,758 | |||
|
Electrical
Equipment — 0.8%
|
| |||
6,039 |
Acuity
Brands, Inc. |
997,884 | |||
3,025 |
EnerSys |
327,668 | |||
4,266 |
Regal
Rexnord Corp. |
666,264 | |||
|
|
1,991,816 | |||
|
Electronic
Equipment,
Instruments
& Components —
3.2%
|
| |||
2,946 |
Advanced
Energy Industries,
Inc. |
368,780 | |||
11,459 |
Arrow
Electronics, Inc. (a) |
1,633,366 | |||
32,533 |
Avnet,
Inc. |
1,577,851 | |||
6,439 |
Coherent
Corp. (a) |
304,951 | |||
2,243 |
Insight
Enterprises, Inc. (a) |
329,026 |
Shares |
Description |
Value | |||
| |||||
|
Electronic
Equipment,
Instruments
& Components
(Continued) |
| |||
6,082 |
Jabil,
Inc. |
$673,095 | |||
21,785 |
Sanmina
Corp. (a) |
1,338,906 | |||
13,968 |
TD
SYNNEX Corp. |
1,378,781 | |||
|
|
7,604,756 | |||
|
Energy
Equipment & Services —
0.5%
|
| |||
61,394 |
NOV,
Inc. |
1,232,792 | |||
|
Financial
Services — 3.7%
|
| |||
12,085 |
Equitable
Holdings, Inc. |
346,719 | |||
35,069 |
Essent
Group Ltd. |
1,739,422 | |||
53,618 |
Jackson
Financial, Inc., Class A |
1,770,466 | |||
103,943 |
MGIC
Investment Corp. |
1,740,006 | |||
64,924 |
Radian
Group, Inc. |
1,748,403 | |||
4,578 |
Voya
Financial, Inc. |
339,962 | |||
83,953 |
Western
Union (The) Co. |
1,022,548 | |||
|
|
8,707,526 | |||
|
Food
Products — 1.8%
|
| |||
13,193 |
Flowers
Foods, Inc. |
325,999 | |||
9,295 |
Ingredion,
Inc. |
1,034,162 | |||
15,153 |
Post
Holdings, Inc. (a) |
1,292,551 | |||
461 |
Seaboard
Corp. |
1,661,905 | |||
|
|
4,314,617 | |||
|
Gas
Utilities — 1.0%
|
| |||
12,821 |
ONE
Gas, Inc. |
1,014,526 | |||
20,697 |
Spire,
Inc. |
1,315,708 | |||
|
|
2,330,234 | |||
|
Ground
Transportation — 2.2%
|
| |||
89,248 |
Hertz
Global Holdings, Inc. (a) |
1,503,829 | |||
29,540 |
Knight-Swift
Transportation
Holdings,
Inc. |
1,794,555 | |||
19,356 |
Ryder
System, Inc. |
1,977,215 | |||
|
|
5,275,599 | |||
|
Health
Care Equipment & Supplies
— 1.3%
|
| |||
19,400 |
Envista
Holdings Corp. (a) |
667,554 | |||
23,942 |
Integra
LifeSciences Holdings
Corp.
(a) |
1,088,643 | |||
11,884 |
QuidelOrtho
Corp. (a) |
1,038,186 | |||
1,356 |
Teleflex,
Inc. |
340,587 | |||
|
|
3,134,970 | |||
|
Health
Care Providers & Services
— 1.6%
|
| |||
3,267 |
DaVita,
Inc. (a) |
333,201 | |||
4,848 |
Encompass
Health Corp. |
320,114 | |||
4,047 |
Henry
Schein, Inc. (a) |
318,863 | |||
35,602 |
Premier,
Inc., Class A |
987,956 | |||
10,303 |
Select
Medical Holdings Corp. |
309,193 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Providers &
Services
(Continued) |
| |||
4,033 |
Tenet
Healthcare Corp. (a) |
$301,386 | |||
8,322 |
Universal
Health Services, Inc.,
Class
B |
1,156,425 | |||
|
|
3,727,138 | |||
|
Health
Care REITs — 1.2%
|
| |||
17,405 |
Healthcare
Realty Trust, Inc. |
339,920 | |||
141,794 |
Medical
Properties Trust, Inc. |
1,430,701 | |||
70,390 |
Physicians
Realty Trust |
1,037,549 | |||
|
|
2,808,170 | |||
|
Hotels,
Restaurants & Leisure —
0.8%
|
| |||
68,301 |
Penn
Entertainment, Inc. (a) |
1,795,633 | |||
|
Household
Durables — 3.1%
|
| |||
33,246 |
Leggett
& Platt, Inc. |
972,778 | |||
11,536 |
Meritage
Homes Corp. |
1,718,287 | |||
6,364 |
Mohawk
Industries, Inc. (a) |
676,748 | |||
33,653 |
Taylor
Morrison Home Corp. (a) |
1,629,478 | |||
20,757 |
Toll
Brothers, Inc. |
1,667,410 | |||
2,468 |
TopBuild
Corp. (a) |
676,059 | |||
|
|
7,340,760 | |||
|
Household
Products — 0.1%
|
| |||
11,619 |
Reynolds
Consumer Products,
Inc. |
321,614 | |||
|
Industrial
REITs — 0.3%
|
| |||
18,297 |
STAG
Industrial, Inc. |
664,181 | |||
|
Insurance
— 3.5%
|
| |||
12,598 |
American
Equity Investment
Life
Holding Co. |
676,135 | |||
5,528 |
American
Financial Group, Inc. |
672,260 | |||
2,611 |
Assurant,
Inc. |
351,206 | |||
11,766 |
Assured
Guaranty Ltd. |
703,371 | |||
12,196 |
Axis
Capital Holdings Ltd. |
672,243 | |||
6,933 |
Brighthouse
Financial, Inc. (a) |
361,417 | |||
18,236 |
Fidelity
National Financial, Inc. |
714,304 | |||
5,757 |
First
American Financial Corp. |
364,879 | |||
2,994 |
Globe
Life, Inc. |
335,837 | |||
39,125 |
Old
Republic International Corp. |
1,078,676 | |||
4,733 |
Reinsurance
Group of America,
Inc. |
664,277 | |||
27,526 |
Unum
Group |
1,338,039 | |||
237 |
White
Mountains Insurance
Group
Ltd. |
366,644 | |||
|
|
8,299,288 | |||
|
Interactive
Media & Services —
0.1%
|
| |||
4,686 |
Ziff
Davis, Inc. (a) |
339,829 | |||
|
IT
Services — 0.3%
|
| |||
24,570 |
DXC
Technology Co. (a) |
679,361 |
Shares |
Description |
Value | |||
| |||||
|
Leisure
Products — 0.6%
|
| |||
15,155 |
Brunswick
Corp. |
$1,308,028 | |||
|
Machinery
— 2.8%
|
| |||
9,991 |
AGCO
Corp. |
1,329,802 | |||
29,080 |
Crane
NXT Co. |
1,720,082 | |||
8,836 |
Flowserve
Corp. |
333,647 | |||
4,441 |
Middleby
(The) Corp. (a) |
674,366 | |||
15,044 |
Mueller
Industries, Inc. |
1,219,467 | |||
7,582 |
Oshkosh
Corp. |
698,075 | |||
7,172 |
Timken
(The) Co. |
665,992 | |||
|
|
6,641,431 | |||
|
Marine
Transportation — 0.3%
|
| |||
8,532 |
Kirby
Corp. (a) |
695,187 | |||
|
Media
— 2.5%
|
| |||
999 |
Cable
One, Inc. |
723,216 | |||
249,054 |
DISH
Network Corp.,
Class
A (a) |
1,974,998 | |||
8,335 |
New
York Times (The) Co.,
Class
A |
339,735 | |||
50,500 |
News
Corp., Class A |
1,000,910 | |||
9,854 |
Nexstar
Media Group, Inc. |
1,839,939 | |||
|
|
5,878,798 | |||
|
Metals
& Mining — 1.3%
|
| |||
78,342 |
Cleveland-Cliffs,
Inc. (a) |
1,382,736 | |||
65,624 |
United
States Steel Corp. |
1,673,412 | |||
|
|
3,056,148 | |||
|
Mortgage
REITs — 1.2%
|
| |||
31,548 |
Blackstone
Mortgage Trust, Inc.,
Class
A (b) |
725,288 | |||
105,322 |
Rithm
Capital Corp. |
1,061,646 | |||
50,761 |
Starwood
Property Trust, Inc. |
1,052,783 | |||
|
|
2,839,717 | |||
|
Multi-Utilities
— 0.4%
|
| |||
16,342 |
Black
Hills Corp. |
985,913 | |||
|
Office
REITs — 2.1%
|
| |||
22,799 |
Boston
Properties, Inc. |
1,519,097 | |||
57,588 |
Cousins
Properties, Inc. |
1,406,875 | |||
54,546 |
Kilroy
Realty Corp. |
1,947,292 | |||
|
|
4,873,264 | |||
|
Oil,
Gas & Consumable Fuels —
5.9%
|
| |||
19,614 |
Chesapeake
Energy Corp. |
1,654,245 | |||
10,672 |
Chord
Energy Corp. |
1,673,796 | |||
26,488 |
DT
Midstream, Inc. |
1,417,638 | |||
36,792 |
HF
Sinclair Corp. |
1,916,495 | |||
40,090 |
PBF
Energy, Inc., Class A |
1,901,870 | |||
75,774 |
Peabody
Energy Corp. |
1,700,368 | |||
51,889 |
SM
Energy Co. |
1,883,052 | |||
273,090 |
Southwestern
Energy Co. (a) |
1,769,623 | |||
|
|
13,917,087 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Paper
& Forest Products — 0.4%
|
| |||
13,134 |
Louisiana-Pacific
Corp. |
$999,891 | |||
|
Pharmaceuticals
— 1.1%
|
| |||
97,889 |
Elanco
Animal Health, Inc. (a) |
1,181,520 | |||
47,321 |
Organon
& Co. |
1,040,116 | |||
9,668 |
Perrigo
Co. PLC |
354,235 | |||
|
|
2,575,871 | |||
|
Professional
Services — 3.0%
|
| |||
13,021 |
ASGN,
Inc. (a) |
993,763 | |||
1,926 |
CACI
International, Inc.,
Class
A (a) |
674,948 | |||
20,325 |
Concentrix
Corp. |
1,691,853 | |||
56,742 |
Dun
& Bradstreet Holdings, Inc. |
670,690 | |||
8,737 |
Genpact
Ltd. |
315,318 | |||
12,402 |
ManpowerGroup,
Inc. |
978,270 | |||
8,728 |
Robert
Half, Inc. |
647,181 | |||
2,918 |
Science
Applications
International
Corp. |
354,070 | |||
6,913 |
TriNet
Group, Inc. (a) |
727,455 | |||
|
|
7,053,548 | |||
|
Real
Estate Management & Development
— 0.4%
|
| |||
6,321 |
Jones
Lang LaSalle, Inc. (a) |
1,052,763 | |||
|
Residential
REITs — 0.5%
|
| |||
36,382 |
Apartment
Income REIT Corp. |
1,256,634 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.3%
|
| |||
55,168 |
Amkor
Technology, Inc. |
1,604,837 | |||
3,037 |
MKS
Instruments, Inc. |
331,549 | |||
11,534 |
Synaptics,
Inc. (a) |
1,041,636 | |||
|
|
2,978,022 | |||
|
Software
— 0.4%
|
| |||
3,923 |
Dolby
Laboratories, Inc.,
Class
A |
347,617 | |||
26,051 |
NCR
Corp. (a) |
700,251 | |||
|
|
1,047,868 | |||
|
Specialized
REITs — 0.3%
|
| |||
12,422 |
PotlatchDeltic
Corp. |
666,192 | |||
|
Specialty
Retail — 6.4%
|
| |||
18,677 |
Advance
Auto Parts, Inc. |
1,389,382 | |||
6,827 |
Asbury
Automotive Group,
Inc.
(a) |
1,540,171 | |||
7,977 |
AutoNation,
Inc. (a) |
1,284,138 | |||
17,507 |
Bath
& Body Works, Inc. |
648,809 | |||
60,541 |
Foot
Locker, Inc. |
1,626,737 | |||
73,517 |
Gap
(The), Inc. |
757,225 | |||
5,397 |
Lithia
Motors, Inc. |
1,675,930 | |||
7,880 |
Penske
Automotive Group, Inc. |
1,271,990 |
Shares |
Description |
Value | |||
| |||||
|
Specialty
Retail (Continued) |
| |||
996 |
RH
(a) |
$386,617 | |||
25,150 |
Signet
Jewelers Ltd. |
2,024,324 | |||
56,498 |
Victoria’s
Secret & Co. (a) |
1,157,644 | |||
10,492 |
Williams-Sonoma,
Inc. |
1,454,611 | |||
|
|
15,217,578 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.1%
|
| |||
6,066 |
Dell
Technologies, Inc., Class C |
321,013 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.9%
|
| |||
11,590 |
PVH
Corp. |
1,038,928 | |||
5,324 |
Ralph
Lauren Corp. |
699,201 | |||
12,466 |
Skechers
U.S.A., Inc.,
Class
A (a) |
692,860 | |||
227,322 |
Under
Armour, Inc., Class A (a) |
1,832,215 | |||
17,195 |
VF
Corp. |
340,633 | |||
|
|
4,603,837 | |||
|
Trading
Companies & Distributors
— 1.4%
|
| |||
39,218 |
Air
Lease Corp. |
1,660,490 | |||
5,099 |
GATX
Corp. |
639,211 | |||
10,335 |
MSC
Industrial Direct Co., Inc.,
Class
A |
1,043,008 | |||
|
|
3,342,709 | |||
|
Total
Common Stocks |
237,477,941 | |||
|
(Cost
$227,741,939) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
377,661 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(d) (e) |
377,661 | |||
|
(Cost
$377,661) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.6% | |||||
$3,733,847 |
BNP
Paribas S.A., 5.24% (d),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$3,734,390.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $3,808,607. (e) |
$3,733,847 | |||
|
(Cost
$3,733,847) |
| |||
| |||||
| |||||
|
Total
Investments — 101.7% |
241,589,449 | |||
|
(Cost
$231,853,447) |
| |||
|
Net
Other Assets and
Liabilities
— (1.7)% |
(3,941,315
) | |||
|
Net
Assets — 100.0% |
$237,648,134 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $3,978,407 and the total value of the collateral
held
by the Fund is $4,111,508. |
(c) |
Non-income
producing security which makes payment-in-
kind
(“PIK”) distributions. There were no in-kind
distributions
received for the fiscal year ended July 31, 2023. |
(d) |
Rate
shown reflects yield as of July 31, 2023. |
(e) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$237,477,941 |
$237,477,941 |
$— |
$— |
Money
Market
Funds |
377,661 |
377,661 |
— |
— |
Repurchase
Agreements |
3,733,847 |
— |
3,733,847 |
— |
Total
Investments |
$241,589,449 |
$237,855,602 |
$3,733,847 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$3,978,407 |
Non-cash
Collateral(2)
|
(3,978,407
) |
Net
Amount |
$— |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
At
July 31, 2023, the value of the collateral received from
each
borrower exceeded the value of the related securities
loaned.
This amount is disclosed on the Portfolio of
Investments. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$3,733,847 |
Non-cash
Collateral(4)
|
(3,733,847
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 1.7%
|
| |||
16,714 |
BWX
Technologies, Inc. |
$1,153,266 | |||
6,513 |
Curtiss-Wright
Corp. |
1,246,328 | |||
20,982 |
Hexcel
Corp. |
1,483,008 | |||
27,321 |
Spirit
AeroSystems Holdings,
Inc.,
Class A |
869,354 | |||
|
|
4,751,956 | |||
|
Automobile
Components — 0.9%
|
| |||
7,350 |
Fox
Factory Holding Corp. (a) |
822,465 | |||
11,107 |
Visteon
Corp. (a) |
1,711,478 | |||
|
|
2,533,943 | |||
|
Automobiles
— 0.3%
|
| |||
22,650 |
Harley-Davidson,
Inc. |
874,517 | |||
|
Banks
— 0.3%
|
| |||
7,416 |
Cullen/Frost
Bankers, Inc. |
805,229 | |||
|
Beverages
— 0.7%
|
| |||
13,364 |
Celsius
Holdings, Inc. (a) |
1,933,771 | |||
|
Biotechnology
— 2.8%
|
| |||
25,480 |
Alkermes
PLC (a) |
746,054 | |||
31,747 |
Amicus
Therapeutics, Inc. (a) |
432,394 | |||
17,509 |
Apellis
Pharmaceuticals, Inc. (a) |
450,857 | |||
7,103 |
CRISPR
Therapeutics AG (a) |
407,215 | |||
21,233 |
Exact
Sciences Corp. (a) |
2,071,067 | |||
20,866 |
Exelixis,
Inc. (a) |
411,269 | |||
9,779 |
Intellia
Therapeutics, Inc. (a) |
413,945 | |||
9,718 |
Ionis
Pharmaceuticals, Inc. (a) |
402,617 | |||
3,677 |
Karuna
Therapeutics, Inc. (a) |
734,554 | |||
8,195 |
Natera,
Inc. (a) |
370,578 | |||
118,677 |
Roivant
Sciences Ltd. (a) |
1,421,750 | |||
|
|
7,862,300 | |||
|
Broadline
Retail — 0.5%
|
| |||
3,666 |
Dillard’s,
Inc., Class A |
1,257,585 | |||
|
Building
Products — 4.6%
|
| |||
16,824 |
AAON,
Inc. |
1,770,894 | |||
14,019 |
Advanced
Drainage Systems,
Inc. |
1,710,178 | |||
9,967 |
Allegion
PLC |
1,164,744 | |||
10,857 |
Armstrong
World Industries, Inc. |
839,897 | |||
52,658 |
AZEK
(The) Co., Inc. (a) |
1,642,930 | |||
14,660 |
Builders
FirstSource, Inc. (a) |
2,117,344 | |||
6,115 |
Lennox
International, Inc. |
2,246,895 | |||
20,848 |
Masco
Corp. |
1,265,057 | |||
|
|
12,757,939 | |||
|
Capital
Markets — 1.1%
|
| |||
2,660 |
Affiliated
Managers Group, Inc. |
368,783 | |||
19,201 |
Interactive
Brokers Group, Inc.,
Class
A |
1,676,823 |
Shares |
Description |
Value | |||
| |||||
|
Capital
Markets (Continued) |
| |||
39,955 |
Robinhood
Markets, Inc.,
Class
A (a) |
$513,821 | |||
6,689 |
SEI
Investments Co. |
421,340 | |||
|
|
2,980,767 | |||
|
Chemicals
— 2.6%
|
| |||
48,614 |
Axalta
Coating Systems Ltd. (a) |
1,555,648 | |||
5,916 |
Balchem
Corp. |
797,122 | |||
5,962 |
Cabot
Corp. |
423,302 | |||
43,237 |
Chemours
(The) Co. |
1,598,904 | |||
72,686 |
Livent
Corp. (a) |
1,789,530 | |||
8,888 |
RPM
International, Inc. |
918,219 | |||
|
|
7,082,725 | |||
|
Commercial
Services & Supplies
— 2.2%
|
| |||
13,225 |
Casella
Waste Systems, Inc.,
Class
A (a) |
1,067,125 | |||
12,125 |
Clean
Harbors, Inc. (a) |
2,015,903 | |||
14,736 |
Driven
Brands Holdings, Inc. (a) |
381,220 | |||
9,168 |
MSA
Safety, Inc. |
1,521,888 | |||
7,306 |
Tetra
Tech, Inc. |
1,236,248 | |||
|
|
6,222,384 | |||
|
Communications
Equipment —
0.3%
|
| |||
15,979 |
Calix,
Inc. (a) |
720,813 | |||
|
Construction
& Engineering —
3.4%
|
| |||
9,416 |
AECOM |
819,192 | |||
73,139 |
API
Group Corp. (a) |
2,103,478 | |||
12,142 |
Comfort
Systems USA, Inc. |
2,112,344 | |||
10,790 |
EMCOR
Group, Inc. |
2,320,281 | |||
2,740 |
Valmont
Industries, Inc. |
725,415 | |||
25,032 |
WillScot
Mobile Mini Holdings
Corp.
(a) |
1,200,284 | |||
|
|
9,280,994 | |||
|
Construction
Materials — 0.7%
|
| |||
10,695 |
Eagle
Materials, Inc. |
1,971,837 | |||
|
Consumer
Finance — 1.6%
|
| |||
17,090 |
FirstCash
Holdings, Inc. |
1,628,335 | |||
239,062 |
SoFi
Technologies, Inc. (a) |
2,737,260 | |||
|
|
4,365,595 | |||
|
Consumer
Staples Distribution &
Retail — 0.6%
|
| |||
6,541 |
Casey’s
General Stores, Inc. |
1,652,649 | |||
|
Containers
& Packaging — 0.7%
|
| |||
49,782 |
Graphic
Packaging Holding Co. |
1,204,724 | |||
11,576 |
Greif,
Inc., Class A |
856,277 | |||
|
|
2,061,001 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
Telecommunication Services
— 0.4%
|
| |||
19,257 |
Iridium
Communications, Inc. |
$1,011,955 | |||
|
Electric
Utilities — 0.1%
|
| |||
11,104 |
OGE
Energy Corp. |
401,410 | |||
|
Electrical
Equipment — 0.7%
|
| |||
12,786 |
Atkore,
Inc. (a) |
2,028,755 | |||
|
Electronic
Equipment,
Instruments
& Components —
2.1%
|
| |||
10,809 |
Badger
Meter, Inc. |
1,779,594 | |||
20,844 |
Belden,
Inc. |
2,014,364 | |||
14,237 |
Cognex
Corp. |
777,625 | |||
4,106 |
Littelfuse,
Inc. |
1,250,687 | |||
|
|
5,822,270 | |||
|
Energy
Equipment & Services —
3.2%
|
| |||
18,845 |
Cactus,
Inc., Class A |
956,949 | |||
51,386 |
ChampionX
Corp. |
1,829,341 | |||
22,497 |
Helmerich
& Payne, Inc. |
1,007,191 | |||
66,626 |
Patterson-UTI
Energy, Inc. |
1,055,356 | |||
19,009 |
Valaris
Ltd. (a) |
1,459,891 | |||
30,018 |
Weatherford
International
PLC (a) |
2,494,496 | |||
|
|
8,803,224 | |||
|
Entertainment
— 0.5%
|
| |||
16,671 |
Endeavor
Group Holdings, Inc.,
Class
A (a) |
393,435 | |||
4,241 |
Madison
Square Garden Sports
Corp. |
902,273 | |||
|
|
1,295,708 | |||
|
Financial
Services — 1.7%
|
| |||
23,487 |
Shift4
Payments, Inc.,
Class
A (a) |
1,620,368 | |||
88,337 |
Toast,
Inc., Class A (a) |
1,949,598 | |||
6,570 |
WEX,
Inc. (a) |
1,244,029 | |||
|
|
4,813,995 | |||
|
Food
Products — 0.7%
|
| |||
18,753 |
Darling
Ingredients, Inc. (a) |
1,298,645 | |||
3,966 |
Lancaster
Colony Corp. |
763,971 | |||
|
|
2,062,616 | |||
|
Gas
Utilities — 0.2%
|
| |||
7,764 |
National
Fuel Gas Co. |
412,346 | |||
|
Ground
Transportation — 2.2%
|
| |||
8,719 |
Avis
Budget Group, Inc. (a) |
1,920,708 | |||
6,213 |
Landstar
System, Inc. |
1,264,905 | |||
41,580 |
Lyft,
Inc., Class A (a) |
528,482 | |||
5,823 |
Saia,
Inc. (a) |
2,463,944 | |||
|
|
6,178,039 |
Shares |
Description |
Value | |||
| |||||
|
Health
Care Equipment & Supplies
— 3.3%
|
| |||
14,050 |
Haemonetics
Corp. (a) |
$1,295,972 | |||
6,141 |
Inspire
Medical Systems, Inc. (a) |
1,767,441 | |||
19,006 |
Lantheus
Holdings, Inc. (a) |
1,643,829 | |||
14,302 |
Merit
Medical Systems, Inc. (a) |
1,067,930 | |||
4,636 |
Penumbra,
Inc. (a) |
1,406,377 | |||
6,986 |
Shockwave
Medical, Inc. (a) |
1,820,552 | |||
|
|
9,002,101 | |||
|
Health
Care Providers & Services
— 2.1%
|
| |||
10,014 |
Acadia
Healthcare Co., Inc. (a) |
791,406 | |||
22,996 |
agilon
health, Inc. (a) |
440,373 | |||
10,963 |
AMN
Healthcare Services,
Inc.
(a) |
1,174,686 | |||
736 |
Chemed
Corp. |
383,522 | |||
12,532 |
Ensign
Group (The), Inc. |
1,213,975 | |||
6,315 |
HealthEquity,
Inc. (a) |
429,041 | |||
36,820 |
Option
Care Health, Inc. (a) |
1,243,780 | |||
|
|
5,676,783 | |||
|
Health
Care REITs — 0.2%
|
| |||
12,993 |
Omega
Healthcare Investors, Inc. |
414,477 | |||
|
Health
Care Technology — 0.3%
|
| |||
11,721 |
Doximity,
Inc., Class A (a) |
418,791 | |||
15,749 |
Teladoc
Health, Inc. (a) |
468,848 | |||
|
|
887,639 | |||
|
Hotel
& Resort REITs — 0.7%
|
| |||
26,390 |
Apple
Hospitality REIT, Inc. |
409,045 | |||
17,166 |
Ryman
Hospitality Properties,
Inc. |
1,635,748 | |||
|
|
2,044,793 | |||
|
Hotels,
Restaurants & Leisure —
10.7%
|
| |||
37,050 |
Aramark |
1,495,709 | |||
22,993 |
Boyd
Gaming Corp. |
1,570,882 | |||
31,293 |
Caesars
Entertainment, Inc. (a) |
1,846,913 | |||
105,883 |
Carnival
Corp. (a) |
1,994,836 | |||
6,786 |
Choice
Hotels International, Inc. |
887,270 | |||
11,461 |
Churchill
Downs, Inc. |
1,327,757 | |||
75,039 |
DraftKings,
Inc., Class A (a) |
2,384,739 | |||
35,102 |
Hilton
Grand Vacations, Inc. (a) |
1,632,243 | |||
17,401 |
Hyatt
Hotels Corp., Class A |
2,198,616 | |||
101,361 |
Life
Time Group Holdings,
Inc.
(a) |
1,833,621 | |||
23,197 |
Light
& Wonder, Inc. (a) |
1,630,749 | |||
6,498 |
Marriott
Vacations Worldwide
Corp. |
835,058 | |||
91,583 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
2,021,237 | |||
14,239 |
SeaWorld
Entertainment, Inc. (a) |
788,413 | |||
14,206 |
Texas
Roadhouse, Inc. |
1,584,679 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Hotels,
Restaurants & Leisure
(Continued) |
| |||
29,654 |
Travel
+
Leisure Co. |
$1,207,807 | |||
4,751 |
Vail
Resorts, Inc. |
1,118,813 | |||
36,667 |
Wendy’s
(The) Co. |
787,974 | |||
7,969 |
Wingstop,
Inc. |
1,343,414 | |||
11,327 |
Wynn
Resorts Ltd. |
1,234,416 | |||
|
|
29,725,146 | |||
|
Household
Durables — 0.5%
|
| |||
29,855 |
Tempur
Sealy International, Inc. |
1,332,429 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.8%
|
| |||
75,953 |
Vistra
Corp. |
2,131,241 | |||
|
Industrial
REITs — 0.4%
|
| |||
24,690 |
Americold
Realty Trust, Inc. |
800,450 | |||
7,575 |
First
Industrial Realty Trust, Inc. |
391,627 | |||
|
|
1,192,077 | |||
|
Insurance
— 1.6%
|
| |||
3,265 |
Enstar
Group Ltd. (a) |
835,448 | |||
4,262 |
Kinsale
Capital Group, Inc. |
1,588,149 | |||
4,276 |
RenaissanceRe
Holdings Ltd. |
798,586 | |||
2,922 |
RLI
Corp. |
389,824 | |||
17,766 |
Ryan
Specialty Holdings, Inc. (a) |
769,979 | |||
|
|
4,381,986 | |||
|
Leisure
Products — 0.9%
|
| |||
13,190 |
Polaris,
Inc. |
1,791,729 | |||
40,177 |
Topgolf
Callaway Brands
Corp.
(a) |
802,335 | |||
|
|
2,594,064 | |||
|
Life
Sciences Tools & Services —
1.2%
|
| |||
14,282 |
10X
Genomics, Inc., Class A (a) |
899,480 | |||
5,395 |
Bruker
Corp. |
370,745 | |||
8,301 |
Medpace
Holdings, Inc. (a) |
2,101,564 | |||
|
|
3,371,789 | |||
|
Machinery
— 5.7%
|
| |||
8,550 |
Albany
International Corp.,
Class
A |
823,194 | |||
35,313 |
Allison
Transmission Holdings,
Inc. |
2,072,520 | |||
12,758 |
Donaldson
Co., Inc. |
801,585 | |||
23,971 |
Esab
Corp. |
1,646,808 | |||
15,501 |
Franklin
Electric Co., Inc. |
1,531,809 | |||
13,854 |
Graco,
Inc. |
1,099,038 | |||
12,834 |
ITT,
Inc. |
1,278,266 | |||
8,030 |
Lincoln
Electric Holdings, Inc. |
1,611,701 | |||
3,667 |
RBC
Bearings, Inc. (a) |
828,925 | |||
33,324 |
Terex
Corp. |
1,953,786 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued) |
| |||
7,846 |
Toro
(The) Co. |
$797,546 | |||
6,511 |
Watts
Water Technologies, Inc.,
Class
A |
1,214,497 | |||
|
|
15,659,675 | |||
|
Metals
& Mining — 1.4%
|
| |||
45,077 |
ATI,
Inc. (a) |
2,149,271 | |||
30,289 |
Commercial
Metals Co. |
1,733,137 | |||
|
|
3,882,408 | |||
|
Mortgage
REITs — 0.4%
|
| |||
59,783 |
Annaly
Capital Management,
Inc. |
1,201,041 | |||
|
Multi-Utilities
— 0.1%
|
| |||
14,580 |
NiSource,
Inc. |
405,907 | |||
|
Oil,
Gas & Consumable Fuels —
4.2%
|
| |||
68,751 |
Antero
Midstream Corp. |
820,887 | |||
17,315 |
Antero
Resources Corp. (a) |
463,176 | |||
28,741 |
Civitas
Resources, Inc. |
2,151,551 | |||
9,245 |
Denbury,
Inc. (a) |
812,728 | |||
48,475 |
EQT
Corp. |
2,044,676 | |||
66,570 |
Kosmos
Energy Ltd. (a) |
472,647 | |||
19,079 |
Magnolia
Oil & Gas Corp.,
Class
A |
422,600 | |||
22,864 |
Matador
Resources Co. |
1,271,924 | |||
31,234 |
Murphy
Oil Corp. |
1,351,495 | |||
54,253 |
Range
Resources Corp. |
1,705,172 | |||
|
|
11,516,856 | |||
|
Passenger
Airlines — 0.7%
|
| |||
111,136 |
American
Airlines Group,
Inc.
(a) |
1,861,528 | |||
|
Personal
Care Products — 1.2%
|
| |||
43,580 |
BellRing
Brands, Inc. (a) |
1,566,701 | |||
11,795 |
Inter
Parfums, Inc. |
1,764,060 | |||
|
|
3,330,761 | |||
|
Pharmaceuticals
— 0.4%
|
| |||
18,893 |
Intra-Cellular
Therapies, Inc. (a) |
1,168,343 | |||
|
Professional
Services — 1.3%
|
| |||
5,955 |
Ceridian
HCM Holding, Inc. (a) |
421,674 | |||
2,640 |
ExlService
Holdings, Inc. (a) |
372,108 | |||
10,056 |
Insperity,
Inc. |
1,183,088 | |||
24,516 |
KBR,
Inc. |
1,507,489 | |||
|
|
3,484,359 | |||
|
Real
Estate Management & Development
— 0.3%
|
| |||
10,106 |
Howard
Hughes (The) Corp. (a) |
853,250 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Residential
REITs — 0.6%
|
| |||
11,249 |
American
Homes 4 Rent,
Class
A |
$421,613 | |||
65,657 |
Independence
Realty Trust, Inc. |
1,118,795 | |||
|
|
1,540,408 | |||
|
Retail
REITs — 0.4%
|
| |||
53,548 |
Kite
Realty Group Trust |
1,225,178 | |||
|
Semiconductors
&
Semiconductor
Equipment —
4.6%
|
| |||
35,335 |
Allegro
MicroSystems, Inc. (a) |
1,823,639 | |||
10,875 |
Axcelis
Technologies, Inc. (a) |
2,180,220 | |||
4,922 |
Cirrus
Logic, Inc. (a) |
397,698 | |||
12,934 |
Diodes,
Inc. (a) |
1,222,134 | |||
12,452 |
Lattice
Semiconductor Corp. (a) |
1,132,385 | |||
6,085 |
MACOM
Technology Solutions
Holdings,
Inc. (a) |
425,463 | |||
13,695 |
Onto
Innovation, Inc. (a) |
1,702,562 | |||
8,424 |
Power
Integrations, Inc. |
818,307 | |||
31,070 |
Rambus,
Inc. (a) |
1,945,293 | |||
5,056 |
Silicon
Laboratories, Inc. (a) |
754,052 | |||
2,766 |
Universal
Display Corp. |
403,504 | |||
|
|
12,805,257 | |||
|
Software
— 8.2%
|
| |||
29,412 |
Bentley
Systems, Inc., Class B |
1,584,718 | |||
13,573 |
Box,
Inc., Class A (a) |
424,156 | |||
142,286 |
CCC
Intelligent Solutions
Holdings,
Inc. (a) |
1,567,992 | |||
56,465 |
Confluent,
Inc., Class A (a) |
1,950,301 | |||
51,227 |
DoubleVerify
Holdings, Inc. (a) |
2,156,657 | |||
44,854 |
Dropbox,
Inc., Class A (a) |
1,208,815 | |||
23,242 |
Dynatrace,
Inc. (a) |
1,271,105 | |||
12,438 |
Elastic
N.V. (a) |
826,505 | |||
6,719 |
Envestnet,
Inc. (a) |
416,444 | |||
9,673 |
Five9,
Inc. (a) |
848,806 | |||
23,406 |
Gitlab,
Inc., Class A (a) |
1,161,640 | |||
5,241 |
Guidewire
Software, Inc. (a) |
444,542 | |||
7,980 |
Manhattan
Associates, Inc. (a) |
1,521,147 | |||
6,093 |
New
Relic, Inc. (a) |
511,690 | |||
42,648 |
Nutanix,
Inc., Class A (a) |
1,287,970 | |||
18,384 |
Procore
Technologies, Inc. (a) |
1,394,426 | |||
3,087 |
Qualys,
Inc. (a) |
428,476 | |||
10,423 |
Smartsheet,
Inc., Class A (a) |
462,781 | |||
8,305 |
SPS
Commerce, Inc. (a) |
1,498,139 | |||
9,156 |
Tenable
Holdings, Inc. (a) |
445,531 | |||
24,065 |
UiPath,
Inc., Class A (a) |
435,095 | |||
7,845 |
Workiva,
Inc. (a) |
826,000 | |||
|
|
22,672,936 |
Shares |
Description |
Value | |||
| |||||
|
Specialized
REITs — 0.3%
|
| |||
8,929 |
CubeSmart |
$387,161 | |||
4,017 |
Lamar
Advertising Co., Class A |
396,478 | |||
|
|
783,639 | |||
|
Specialty
Retail — 3.3%
|
| |||
14,755 |
Academy
Sports & Outdoors,
Inc. |
882,202 | |||
30,308 |
Chewy,
Inc., Class A (a) |
1,027,441 | |||
9,050 |
Dick’s
Sporting Goods, Inc. |
1,276,050 | |||
4,058 |
Five
Below, Inc. (a) |
845,444 | |||
19,178 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
2,202,593 | |||
6,408 |
Murphy
USA, Inc. |
1,967,448 | |||
21,261 |
Valvoline,
Inc. |
807,280 | |||
|
|
9,008,458 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.5%
|
| |||
43,320 |
Pure
Storage, Inc., Class A (a) |
1,602,407 | |||
7,999 |
Super
Micro Computer, Inc. (a) |
2,641,830 | |||
|
|
4,244,237 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.7%
|
| |||
14,186 |
Crocs,
Inc. (a) |
1,537,053 | |||
3,779 |
Deckers
Outdoor Corp. (a) |
2,054,605 | |||
27,950 |
Tapestry,
Inc. |
1,206,042 | |||
|
|
4,797,700 | |||
|
Trading
Companies & Distributors
— 4.2%
|
| |||
11,013 |
Applied
Industrial Technologies,
Inc. |
1,596,775 | |||
24,027 |
Beacon
Roofing Supply, Inc. (a) |
2,058,393 | |||
63,617 |
Core
& Main, Inc., Class A (a) |
2,010,933 | |||
14,570 |
Herc
Holdings, Inc. |
1,949,903 | |||
5,227 |
Watsco,
Inc. |
1,976,799 | |||
11,134 |
WESCO
International, Inc. |
1,954,797 | |||
|
|
11,547,600 | |||
| |||||
| |||||
|
Total
Investments — 100.0% |
276,690,389 | |||
|
(Cost
$233,676,226) |
| |||
|
Net
Other Assets and
Liabilities
— 0.0% |
25,975 | |||
|
Net
Assets — 100.0% |
$276,716,364 |
(a) |
Non-income
producing security. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$276,690,389 |
$276,690,389 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 100.0% | |||||
|
Aerospace
& Defense — 0.4%
|
| |||
7,031 |
AAR
Corp. (a) |
$420,454 | |||
1,837 |
Moog,
Inc., Class A |
193,693 | |||
|
|
614,147 | |||
|
Air
Freight & Logistics — 1.3%
|
| |||
53,801 |
Air
Transport Services Group,
Inc.
(a) |
1,084,628 | |||
12,640 |
Hub
Group, Inc., Class A (a) |
1,139,243 | |||
|
|
2,223,871 | |||
|
Automobile
Components — 1.6%
|
| |||
2,527 |
Dorman
Products, Inc. (a) |
214,012 | |||
59,371 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
954,686 | |||
3,213 |
LCI
Industries |
437,835 | |||
12,690 |
Patrick
Industries, Inc. |
1,098,319 | |||
|
|
2,704,852 | |||
|
Automobiles
— 0.5%
|
| |||
12,179 |
Winnebago
Industries, Inc. |
837,915 | |||
|
Banks
— 24.4%
|
| |||
14,253 |
1st
Source Corp. |
668,466 | |||
23,741 |
Ameris
Bancorp |
1,036,295 | |||
50,042 |
Associated
Banc-Corp. |
948,296 | |||
23,030 |
Atlantic
Union Bankshares Corp. |
736,499 | |||
15,153 |
Axos
Financial, Inc. (a) |
712,191 | |||
6,102 |
Bancorp
(The), Inc. (a) |
231,266 | |||
9,849 |
Bank
of Hawaii Corp. (b) |
562,673 | |||
37,689 |
BankUnited,
Inc. |
1,124,640 | |||
13,686 |
Banner
Corp. |
651,590 | |||
28,830 |
Berkshire
Hills Bancorp, Inc. |
657,612 | |||
92,927 |
Brookline
Bancorp, Inc. |
992,460 | |||
65,817 |
Capitol
Federal Financial, Inc. |
436,367 | |||
25,231 |
Cathay
General Bancorp |
959,787 | |||
9,824 |
Columbia
Banking System, Inc. |
219,566 | |||
4,249 |
Community
Bank System, Inc. |
228,724 | |||
57,585 |
Dime
Community Bancshares,
Inc. |
1,289,904 | |||
47,979 |
Eagle
Bancorp, Inc. |
1,329,018 | |||
20,772 |
Enterprise
Financial Services
Corp. |
851,652 | |||
14,477 |
FB
Financial Corp. |
512,775 | |||
20,089 |
First
Bancorp |
664,544 | |||
33,231 |
First
BanCorp |
493,480 | |||
29,734 |
First
Busey Corp. |
644,038 | |||
32,102 |
First
Commonwealth Financial
Corp. |
463,553 | |||
39,735 |
First
Financial Bancorp |
917,481 | |||
28,770 |
First
Merchants Corp. |
924,092 | |||
68,137 |
Fulton
Financial Corp. |
974,359 | |||
36,427 |
Heartland
Financial USA, Inc. |
1,250,903 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued) |
| |||
6,332 |
Hilltop
Holdings, Inc. |
$195,849 | |||
120,574 |
Hope
Bancorp, Inc. |
1,309,434 | |||
17,308 |
Independent
Bank Group, Inc. |
776,610 | |||
13,521 |
International
Bancshares Corp. |
671,182 | |||
22,716 |
Live
Oak Bancshares, Inc. |
860,255 | |||
13,984 |
National
Bank Holdings Corp.,
Class
A |
480,490 | |||
12,750 |
NBT
Bancorp, Inc. |
474,300 | |||
56,382 |
Northwest
Bancshares, Inc. |
696,882 | |||
64,996 |
OceanFirst
Financial Corp. |
1,210,876 | |||
31,142 |
OFG
Bancorp |
1,042,946 | |||
20,397 |
Origin
Bancorp, Inc. |
664,942 | |||
39,274 |
Pacific
Premier Bancorp, Inc. |
1,003,058 | |||
24,444 |
PacWest
Bancorp (b) |
227,329 | |||
3,968 |
Park
National Corp. |
442,511 | |||
8,760 |
Pathward
Financial, Inc. |
455,170 | |||
49,706 |
Provident
Financial Services,
Inc. |
921,549 | |||
31,083 |
Renasant
Corp. |
961,708 | |||
44,763 |
Sandy
Spring Bancorp, Inc. |
1,095,351 | |||
18,376 |
Seacoast
Banking Corp. of
Florida |
454,071 | |||
34,646 |
Simmons
First National Corp.,
Class
A |
699,503 | |||
22,846 |
Southside
Bancshares, Inc. |
758,716 | |||
17,741 |
Stellar
Bancorp, Inc. |
441,041 | |||
15,770 |
Texas
Capital Bancshares,
Inc.
(a) |
1,006,915 | |||
25,716 |
TowneBank |
650,101 | |||
3,280 |
Triumph
Financial, Inc. |
232,585 | |||
28,298 |
Trustmark
Corp. |
743,106 | |||
45,298 |
Veritex
Holdings, Inc. |
974,360 | |||
30,625 |
Washington
Federal, Inc. |
950,600 | |||
31,713 |
WesBanco,
Inc. |
888,281 | |||
15,844 |
WSFS
Financial Corp. |
693,175 | |||
|
|
42,465,127 | |||
|
Broadline
Retail — 0.1%
|
| |||
9,732 |
Nordstrom,
Inc. |
224,907 | |||
|
Building
Products — 0.8%
|
| |||
3,166 |
Gibraltar
Industries, Inc. (a) |
204,745 | |||
13,931 |
PGT
Innovations, Inc. (a) |
398,566 | |||
45,990 |
Resideo
Technologies, Inc. (a) |
860,933 | |||
|
|
1,464,244 | |||
|
Capital
Markets — 2.1%
|
| |||
5,068 |
Artisan
Partners Asset
Management,
Inc., Class A |
210,271 | |||
8,920 |
Donnelley
Financial Solutions,
Inc.
(a) |
421,916 | |||
30,816 |
Golub
Capital BDC, Inc. (b) |
429,267 | |||
1,541 |
Piper
Sandler Cos. |
225,541 | |||
7,194 |
StoneX
Group, Inc. (a) |
661,920 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Capital
Markets (Continued) |
| |||
25,751 |
Victory
Capital Holdings, Inc.,
Class
A |
$853,903 | |||
11,657 |
Virtu
Financial, Inc., Class A |
216,354 | |||
3,026 |
Virtus
Investment Partners, Inc. |
622,539 | |||
|
|
3,641,711 | |||
|
Chemicals
— 2.4%
|
| |||
29,023 |
AdvanSix,
Inc. |
1,164,113 | |||
35,435 |
Ecovyst,
Inc. (a) |
435,496 | |||
39,527 |
Mativ
Holdings, Inc. |
622,155 | |||
14,078 |
Minerals
Technologies, Inc. |
863,685 | |||
97,178 |
Perimeter
Solutions S.A. (a) |
540,310 | |||
2,800 |
Sensient
Technologies Corp. |
179,312 | |||
4,249 |
Stepan
Co. |
407,139 | |||
|
|
4,212,210 | |||
|
Commercial
Services & Supplies
— 2.8%
|
| |||
8,537 |
Brady
Corp., Class A |
440,338 | |||
107,888 |
CoreCivic,
Inc. (a) |
1,046,514 | |||
141,792 |
GEO
Group (The), Inc. (a) |
1,059,186 | |||
21,208 |
HNI
Corp. |
616,941 | |||
68,690 |
MillerKnoll,
Inc. |
1,344,263 | |||
2,620 |
UniFirst
Corp. |
425,226 | |||
|
|
4,932,468 | |||
|
Communications
Equipment —
0.3%
|
| |||
18,919 |
ADTRAN
Holdings, Inc. |
184,082 | |||
13,121 |
NetScout
Systems, Inc. (a) |
366,732 | |||
|
|
550,814 | |||
|
Construction
& Engineering —
1.3%
|
| |||
10,719 |
Arcosa,
Inc. |
827,292 | |||
10,208 |
Granite
Construction, Inc. |
417,814 | |||
1,440 |
MYR
Group, Inc. (a) |
205,286 | |||
26,655 |
Primoris
Services Corp. |
846,563 | |||
|
|
2,296,955 | |||
|
Consumer
Finance — 2.3%
|
| |||
32,342 |
Bread
Financial Holdings, Inc. |
1,344,457 | |||
8,352 |
Encore
Capital Group, Inc. (a) |
446,832 | |||
15,289 |
Enova
International, Inc. (a) |
842,271 | |||
43,712 |
Navient
Corp. |
832,277 | |||
4,209 |
Nelnet,
Inc., Class A |
415,344 | |||
8,719 |
PRA
Group, Inc. (a) |
208,035 | |||
|
|
4,089,216 | |||
|
Consumer
Staples Distribution &
Retail — 2.4%
|
| |||
17,599 |
Andersons
(The), Inc. |
859,183 | |||
12,284 |
Ingles
Markets, Inc., Class A |
1,041,683 | |||
5,484 |
PriceSmart,
Inc. |
426,271 |
Shares |
Description |
Value | |||
| |||||
|
Consumer
Staples Distribution
&
Retail (Continued) |
| |||
51,930 |
United
Natural Foods, Inc. (a) |
$1,080,144 | |||
12,649 |
Weis
Markets, Inc. |
839,135 | |||
|
|
4,246,416 | |||
|
Containers
& Packaging — 1.5%
|
| |||
47,596 |
O-I
Glass, Inc. (a) |
1,092,804 | |||
134,112 |
Pactiv
Evergreen, Inc. |
1,154,704 | |||
14,772 |
TriMas
Corp. |
380,527 | |||
|
|
2,628,035 | |||
|
Diversified
Consumer Services —
1.9%
|
| |||
114,328 |
Chegg,
Inc. (a) |
1,158,143 | |||
6,245 |
Frontdoor,
Inc. (a) |
218,075 | |||
711 |
Graham
Holdings Co., Class B |
417,179 | |||
16,477 |
Laureate
Education, Inc. |
211,235 | |||
5,986 |
Strategic
Education, Inc. |
449,549 | |||
21,816 |
Stride,
Inc. (a) |
833,589 | |||
|
|
3,287,770 | |||
|
Diversified
REITs — 2.0%
|
| |||
42,301 |
American
Assets Trust, Inc. |
951,772 | |||
52,603 |
Broadstone
Net Lease, Inc. |
857,429 | |||
108,435 |
Empire
State Realty Trust, Inc.,
Class
A |
970,493 | |||
58,136 |
Global
Net Lease, Inc. |
621,474 | |||
|
|
3,401,168 | |||
|
Diversified
Telecommunication Services
— 0.3%
|
| |||
69,332 |
Liberty
Latin America Ltd.,
Class
C (a) |
576,842 | |||
|
Electrical
Equipment — 0.5%
|
| |||
161,148 |
GrafTech
International Ltd. |
850,861 | |||
|
Electronic
Equipment,
Instruments
& Components —
2.1%
|
| |||
10,615 |
ePlus,
Inc. (a) |
598,155 | |||
17,830 |
Methode
Electronics, Inc. |
599,801 | |||
1,691 |
OSI
Systems, Inc. (a) |
201,618 | |||
4,134 |
Plexus
Corp. (a) |
407,158 | |||
1,230 |
Rogers
Corp. (a) |
207,390 | |||
58,430 |
TTM
Technologies, Inc. (a) |
839,055 | |||
27,626 |
Vishay
Intertechnology, Inc. |
777,672 | |||
|
|
3,630,849 | |||
|
Energy
Equipment & Services —
1.0%
|
| |||
39,619 |
Archrock,
Inc. |
461,958 | |||
10,654 |
Oceaneering
International,
Inc.
(a) |
239,182 | |||
98,567 |
ProPetro
Holding Corp. (a) |
1,029,039 | |||
|
|
1,730,179 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Financial
Services — 3.0%
|
| |||
9,857 |
Cannae
Holdings, Inc. (a) |
$200,886 | |||
9,185 |
Compass
Diversified Holdings |
206,938 | |||
11,026 |
EVERTEC,
Inc. |
433,652 | |||
31,751 |
Merchants
Bancorp |
1,003,649 | |||
11,802 |
Mr.
Cooper Group, Inc. (a) |
684,162 | |||
39,319 |
NMI
Holdings, Inc., Class A (a) |
1,050,210 | |||
8,500 |
PennyMac
Financial Services,
Inc. |
639,455 | |||
10,269 |
Walker
& Dunlop, Inc. |
934,274 | |||
|
|
5,153,226 | |||
|
Food
Products — 0.6%
|
| |||
39,488 |
Fresh
Del Monte Produce, Inc. |
1,049,591 | |||
|
Gas
Utilities — 0.5%
|
| |||
18,866 |
Northwest
Natural Holding Co. |
810,672 | |||
|
Ground
Transportation — 2.1%
|
| |||
8,221 |
ArcBest
Corp. |
956,267 | |||
61,866 |
Heartland
Express, Inc. |
1,011,509 | |||
28,279 |
Schneider
National, Inc., Class B |
871,276 | |||
18,384 |
Werner
Enterprises, Inc. |
864,416 | |||
|
|
3,703,468 | |||
|
Health
Care Equipment & Supplies
— 0.4%
|
| |||
23,382 |
Avanos
Medical, Inc. (a) |
572,158 | |||
2,248 |
Integer
Holdings Corp. (a) |
207,895 | |||
|
|
780,053 | |||
|
Health
Care Providers & Services
— 1.0%
|
| |||
6,305 |
Apollo
Medical Holdings,
Inc.
(a) |
230,952 | |||
4,406 |
ModivCare,
Inc. (a) |
192,719 | |||
21,328 |
Owens
& Minor, Inc. (a) |
410,351 | |||
12,210 |
Patterson
Cos., Inc. |
401,587 | |||
42,058 |
Pediatrix
Medical Group, Inc. (a) |
577,456 | |||
|
|
1,813,065 | |||
|
Health
Care REITs — 0.4%
|
| |||
7,747 |
National
Health Investors, Inc. |
425,388 | |||
16,926 |
Sabra
Health Care REIT, Inc. |
219,869 | |||
|
|
645,257 | |||
|
Health
Care Technology — 0.5%
|
| |||
64,459 |
Veradigm,
Inc. (a) |
871,486 | |||
|
Hotel
& Resort REITs — 0.6%
|
| |||
79,191 |
Park
Hotels & Resorts, Inc. |
1,079,373 | |||
|
Hotels,
Restaurants & Leisure —
0.1%
|
| |||
2,138 |
Cracker
Barrel Old Country
Store,
Inc. |
199,262 |
Shares |
Description |
Value | |||
| |||||
|
Household
Durables — 5.1%
|
| |||
2,026 |
Cavco
Industries, Inc. (a) |
$598,987 | |||
13,250 |
Century
Communities, Inc. |
1,023,165 | |||
10,522 |
Green
Brick Partners, Inc. (a) |
594,703 | |||
3,760 |
Helen
of Troy Ltd. (a) |
531,288 | |||
19,633 |
KB
Home |
1,059,593 | |||
35,448 |
La-Z-Boy,
Inc. |
1,112,004 | |||
4,431 |
LGI
Homes, Inc. (a) |
614,801 | |||
21,706 |
M.D.C.
Holdings, Inc. |
1,113,084 | |||
11,644 |
M/I
Homes, Inc. (a) |
1,164,400 | |||
30,895 |
Tri
Pointe Homes, Inc. (a) |
984,933 | |||
|
|
8,796,958 | |||
|
Household
Products — 0.5%
|
| |||
16,391 |
Central
Garden & Pet Co.,
Class
A (a) |
626,464 | |||
1,056 |
WD-40
Co. |
242,352 | |||
|
|
868,816 | |||
|
Industrial
REITs — 0.4%
|
| |||
61,297 |
LXP
Industrial Trust |
617,261 | |||
|
Insurance
— 2.3%
|
| |||
25,249 |
CNO
Financial Group, Inc. |
649,404 | |||
15,975 |
Employers
Holdings, Inc. |
617,114 | |||
203,046 |
Genworth
Financial, Inc.,
Class
A (a) |
1,189,850 | |||
2,778 |
Safety
Insurance Group, Inc. |
200,016 | |||
22,061 |
SiriusPoint
Ltd. (a) |
206,050 | |||
24,677 |
Stewart
Information Services
Corp. |
1,163,027 | |||
|
|
4,025,461 | |||
|
Interactive
Media & Services —
0.5%
|
| |||
26,409 |
Cargurus,
Inc. (a) |
598,428 | |||
4,094 |
Shutterstock,
Inc. |
210,636 | |||
|
|
809,064 | |||
|
IT
Services — 0.1%
|
| |||
15,001 |
Kyndryl
Holdings, Inc. (a) |
204,914 | |||
|
Leisure
Products — 0.5%
|
| |||
13,845 |
Malibu
Boats, Inc., Class A (a) |
830,008 | |||
|
Machinery
— 1.3%
|
| |||
2,208 |
Alamo
Group, Inc. |
427,822 | |||
4,476 |
EnPro
Industries, Inc. |
621,179 | |||
21,051 |
Kennametal,
Inc. |
641,635 | |||
12,274 |
Mueller
Water Products, Inc.,
Class
A |
197,489 | |||
9,030 |
Shyft
Group (The), Inc. |
130,303 | |||
2,456 |
Tennant
Co. |
197,069 | |||
|
|
2,215,497 | |||
|
Marine
Transportation — 0.7%
|
| |||
13,061 |
Matson,
Inc. |
1,220,681 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Media
— 0.6%
|
| |||
65,965 |
Altice
USA, Inc., Class A (a) |
$223,621 | |||
5,854 |
John
Wiley & Sons, Inc.,
Class
A |
200,383 | |||
15,367 |
Scholastic
Corp. |
663,701 | |||
|
|
1,087,705 | |||
|
Metals
& Mining — 2.1%
|
| |||
6,176 |
Alpha
Metallurgical Resources,
Inc. |
1,069,807 | |||
23,403 |
Ryerson
Holding Corp. |
994,393 | |||
26,065 |
Warrior
Met Coal, Inc. |
1,153,376 | |||
5,845 |
Worthington
Industries, Inc. |
436,154 | |||
|
|
3,653,730 | |||
|
Mortgage
REITs — 1.5%
|
| |||
40,327 |
Arbor
Realty Trust, Inc. (b) |
681,929 | |||
52,702 |
Claros
Mortgage Trust, Inc. |
649,289 | |||
74,856 |
Ladder
Capital Corp. |
822,667 | |||
36,001 |
Ready
Capital Corp. |
416,532 | |||
|
|
2,570,417 | |||
|
Multi-Utilities
— 0.7%
|
| |||
15,218 |
Avista
Corp. |
588,023 | |||
10,529 |
NorthWestern
Corp. |
594,573 | |||
|
|
1,182,596 | |||
|
Office
REITs — 4.3%
|
| |||
47,545 |
Douglas
Emmett, Inc. |
698,912 | |||
13,739 |
Easterly
Government Properties,
Inc. |
202,788 | |||
20,045 |
Equity
Commonwealth |
392,682 | |||
42,461 |
Highwoods
Properties, Inc. |
1,072,989 | |||
240,576 |
Hudson
Pacific Properties, Inc. |
1,412,181 | |||
67,502 |
JBG
SMITH Properties |
1,129,308 | |||
183,337 |
Paramount
Group, Inc. |
960,686 | |||
139,646 |
Piedmont
Office Realty Trust,
Inc.,
Class A |
1,038,966 | |||
13,514 |
SL
Green Realty Corp. (b) |
509,613 | |||
|
|
7,418,125 | |||
|
Oil,
Gas & Consumable Fuels —
4.4%
|
| |||
9,004 |
Arch
Resources, Inc. |
1,156,474 | |||
22,416 |
California
Resources Corp. |
1,195,893 | |||
28,948 |
Callon
Petroleum Co. (a) |
1,087,287 | |||
33,912 |
Delek
US Holdings, Inc. |
935,632 | |||
9,662 |
Gulfport
Energy Corp. (a) |
989,872 | |||
38,152 |
Par
Pacific Holdings, Inc. (a) |
1,201,025 | |||
49,093 |
World
Kinect Corp. |
1,106,556 | |||
|
|
7,672,739 | |||
|
Paper
& Forest Products — 0.6%
|
| |||
20,079 |
Sylvamo
Corp. |
985,277 |
Shares |
Description |
Value | |||
| |||||
|
Passenger
Airlines — 0.3%
|
| |||
1,577 |
Allegiant
Travel Co. (a) |
$195,075 | |||
45,835 |
JetBlue
Airways Corp. (a) |
356,138 | |||
|
|
551,213 | |||
|
Personal
Care Products — 1.3%
|
| |||
9,831 |
Edgewell
Personal Care Co. |
387,440 | |||
45,140 |
Herbalife
Ltd. (a) |
733,073 | |||
6,485 |
Medifast,
Inc. |
660,757 | |||
18,001 |
Nu
Skin Enterprises, Inc.,
Class
A |
529,049 | |||
|
|
2,310,319 | |||
|
Pharmaceuticals
— 0.3%
|
| |||
2,763 |
Ligand
Pharmaceuticals, Inc. (a) |
184,928 | |||
13,509 |
Supernus
Pharmaceuticals,
Inc.
(a) |
414,591 | |||
|
|
599,519 | |||
|
Professional
Services — 0.6%
|
| |||
3,777 |
CSG
Systems International, Inc. |
194,855 | |||
12,928 |
First
Advantage Corp. (a) |
193,920 | |||
3,179 |
Kforce,
Inc. |
201,676 | |||
12,000 |
TTEC
Holdings, Inc. |
413,280 | |||
|
|
1,003,731 | |||
|
Real
Estate Management & Development
— 0.9%
|
| |||
12,887 |
Marcus
& Millichap, Inc. |
472,695 | |||
163,220 |
Newmark
Group, Inc., Class A |
1,129,483 | |||
|
|
1,602,178 | |||
|
Retail
REITs — 0.5%
|
| |||
13,844 |
Acadia
Realty Trust |
217,489 | |||
25,828 |
InvenTrust
Properties Corp. |
628,654 | |||
|
|
846,143 | |||
|
Semiconductors
&
Semiconductor
Equipment —
0.2%
|
| |||
9,771 |
Cohu,
Inc. (a) |
426,504 | |||
|
Software
— 0.9%
|
| |||
8,598 |
ACI
Worldwide, Inc. (a) |
199,388 | |||
13,100 |
Consensus
Cloud Solutions,
Inc.
(a) |
424,571 | |||
43,760 |
Digital
Turbine, Inc. (a) |
474,358 | |||
4,206 |
InterDigital,
Inc. |
389,854 | |||
|
|
1,488,171 | |||
|
Specialty
Retail — 3.2%
|
| |||
5,287 |
Abercrombie
& Fitch Co.,
Class
A (a) |
209,418 | |||
50,648 |
American
Eagle Outfitters, Inc. |
711,604 | |||
3,933 |
Group
1 Automotive, Inc. |
1,016,799 | |||
30,728 |
Guess?,
Inc. |
644,981 | |||
17,347 |
ODP
(The) Corp. (a) |
865,268 | |||
12,147 |
Revolve
Group, Inc. (a) |
239,539 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Specialty
Retail (Continued) |
| |||
48,393 |
Sally
Beauty Holdings, Inc. (a) |
$579,264 | |||
4,179 |
Sonic
Automotive, Inc., Class A |
200,132 | |||
6,399 |
Upbound
Group, Inc. |
221,597 | |||
24,515 |
Urban
Outfitters, Inc. (a) |
891,611 | |||
|
|
5,580,213 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.1%
|
| |||
13,379 |
Xerox
Holdings Corp. |
213,796 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.7%
|
| |||
5,594 |
Carter’s,
Inc. |
419,606 | |||
28,142 |
Levi
Strauss & Co., Class A |
424,100 | |||
12,423 |
Steven
Madden Ltd. |
414,680 | |||
|
|
1,258,386 | |||
|
Tobacco
— 0.6%
|
| |||
20,329 |
Universal
Corp. |
1,028,038 | |||
|
Trading
Companies & Distributors
— 2.3%
|
| |||
11,236 |
Boise
Cascade Co. |
1,162,814 | |||
78,396 |
NOW,
Inc. (a) |
892,930 | |||
13,371 |
Rush
Enterprises, Inc., Class A |
864,836 | |||
8,083 |
Veritiv
Corp. |
1,132,671 | |||
|
|
4,053,251 | |||
|
Water
Utilities — 0.1%
|
| |||
3,858 |
California
Water Service Group |
204,551 | |||
|
Wireless
Telecommunication Services
— 1.2%
|
| |||
123,357 |
Telephone
and Data Systems,
Inc. |
989,323 | |||
57,585 |
United
States Cellular Corp. (a) |
1,019,830 | |||
|
|
2,009,153 | |||
|
Total
Common Stocks |
174,050,425 | |||
|
(Cost
$168,141,967) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
215,839 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.23%
(c) (d) |
215,839 | |||
|
(Cost
$215,839) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.2% | |||||
$2,133,954 |
BNP
Paribas S.A., 5.24% (c),
dated
07/31/23, due 08/01/23,
with
a maturity value of
$2,134,264.
Collateralized by
U.S.
Treasury Securities,
interest
rates of 1.75% to
3.88%,
due 12/31/24 to
03/31/25.
The value of the
collateral
including accrued
interest
is $2,176,680. (d) |
$2,133,954 | |||
|
(Cost
$2,133,954) |
| |||
| |||||
| |||||
|
Total
Investments — 101.3% |
176,400,218 | |||
|
(Cost
$170,491,760) |
| |||
|
Net
Other Assets and
Liabilities
— (1.3)% |
(2,263,803
) | |||
|
Net
Assets — 100.0% |
$174,136,415 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $2,276,137 and the total value of the collateral
held
by the Fund is $2,349,793. |
(c) |
Rate
shown reflects yield as of July 31, 2023. |
(d) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$174,050,425 |
$174,050,425 |
$— |
$— |
Money
Market
Funds |
215,839 |
215,839 |
— |
— |
Repurchase
Agreements |
2,133,954 |
— |
2,133,954 |
— |
Total
Investments |
$176,400,218 |
$174,266,264 |
$2,133,954 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$2,276,137 |
Non-cash
Collateral(2)
|
(2,276,137
) |
Net
Amount |
$— |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
At
July 31, 2023, the value of the collateral received from
each
borrower exceeded the value of the related securities
loaned.
This amount is disclosed on the Portfolio of
Investments. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$2,133,954 |
Non-cash
Collateral(4)
|
(2,133,954
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 1.2%
|
| |||
10,843 |
AeroVironment,
Inc. (a) |
$1,032,904 | |||
231,044 |
Rocket
Lab USA, Inc. (a) |
1,702,794 | |||
|
|
2,735,698 | |||
|
Air
Freight & Logistics — 0.3%
|
| |||
5,226 |
Forward
Air Corp. |
621,058 | |||
|
Automobile
Components — 1.6%
|
| |||
118,614 |
Luminar
Technologies,
Inc.
(a) (b) |
877,744 | |||
41,983 |
Modine
Manufacturing Co. (a) |
1,576,881 | |||
16,460 |
XPEL,
Inc. (a) (c) |
1,337,046 | |||
|
|
3,791,671 | |||
|
Banks
— 0.7%
|
| |||
8,870 |
BancFirst
Corp. |
886,113 | |||
3,023 |
City
Holding Co. |
299,005 | |||
10,004 |
S&T
Bancorp, Inc. |
315,926 | |||
|
|
1,501,044 | |||
|
Beverages
— 0.3%
|
| |||
5,217 |
MGP
Ingredients, Inc. |
594,790 | |||
|
Biotechnology
— 7.5%
|
| |||
46,305 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
1,353,958 | |||
39,160 |
Agios
Pharmaceuticals, Inc. (a) |
1,038,523 | |||
47,445 |
Bridgebio
Pharma, Inc. (a) |
1,661,049 | |||
41,258 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
570,598 | |||
107,296 |
Dynavax
Technologies Corp. (a) |
1,501,071 | |||
254,225 |
Geron
Corp. (a) |
823,689 | |||
26,280 |
Insmed,
Inc. (a) |
580,525 | |||
66,836 |
MannKind
Corp. (a) |
305,441 | |||
24,180 |
Morphic
Holding, Inc. (a) |
1,371,731 | |||
11,952 |
Prothena
Corp. PLC (a) |
823,134 | |||
13,634 |
PTC
Therapeutics, Inc. (a) |
549,996 | |||
74,231 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) |
1,048,142 | |||
20,729 |
REVOLUTION
Medicines,
Inc.
(a) |
544,136 | |||
33,627 |
Rhythm
Pharmaceuticals, Inc. (a) |
599,906 | |||
23,586 |
Sage
Therapeutics, Inc. (a) |
817,962 | |||
44,646 |
TG
Therapeutics, Inc. (a) |
923,726 | |||
27,102 |
Twist
Bioscience Corp. (a) |
659,663 | |||
5,897 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
254,279 | |||
32,040 |
Veracyte,
Inc. (a) |
879,498 | |||
29,518 |
Vericel
Corp. (a) |
1,060,287 | |||
|
|
17,367,314 | |||
|
Building
Products — 2.0%
|
| |||
8,341 |
CSW
Industrials, Inc. |
1,505,967 |
Shares |
Description |
Value | |||
| |||||
|
Building
Products (Continued) |
| |||
34,398 |
Griffon
Corp. |
$1,435,084 | |||
43,152 |
Hayward
Holdings, Inc. (a) |
576,511 | |||
104,035 |
Janus
International Group,
Inc.
(a) |
1,188,080 | |||
|
|
4,705,642 | |||
|
Capital
Markets — 1.7%
|
| |||
27,514 |
AssetMark
Financial Holdings,
Inc.
(a) |
822,669 | |||
24,119 |
B.
Riley Financial, Inc. (b) |
1,339,328 | |||
13,866 |
Hamilton
Lane, Inc., Class A |
1,226,170 | |||
3,906 |
PJT
Partners, Inc., Class A |
309,785 | |||
9,297 |
TPG,
Inc. |
273,611 | |||
|
|
3,971,563 | |||
|
Chemicals
— 1.2%
|
| |||
146,248 |
Ginkgo
Bioworks Holdings,
Inc.
(a) (b) |
367,082 | |||
4,677 |
Ingevity
Corp. (a) |
299,422 | |||
8,125 |
Innospec,
Inc. |
870,513 | |||
52,262 |
Orion
S.A. |
1,145,583 | |||
|
|
2,682,600 | |||
|
Commercial
Services & Supplies
— 1.0%
|
| |||
13,001 |
ABM
Industries, Inc. |
601,686 | |||
16,350 |
Brink’s
(The) Co. |
1,192,896 | |||
13,165 |
Montrose
Environmental Group,
Inc.
(a) |
532,788 | |||
|
|
2,327,370 | |||
|
Communications
Equipment —
1.7%
|
| |||
48,316 |
CommScope
Holding Co.,
Inc.
(a) |
217,422 | |||
28,155 |
Digi
International, Inc. (a) |
1,180,539 | |||
53,215 |
Extreme
Networks, Inc. (a) |
1,414,987 | |||
68,584 |
Harmonic,
Inc. (a) |
1,023,273 | |||
|
|
3,836,221 | |||
|
Construction
& Engineering —
0.8%
|
| |||
11,403 |
Ameresco,
Inc., Class A (a) |
663,768 | |||
12,198 |
Dycom
Industries, Inc. (a) |
1,214,677 | |||
|
|
1,878,445 | |||
|
Consumer
Staples Distribution &
Retail — 0.5%
|
| |||
31,013 |
Chefs’
Warehouse (The), Inc. (a) |
1,127,012 | |||
|
Diversified
Consumer Services —
1.3%
|
| |||
7,921 |
Adtalem
Global Education,
Inc.
(a) |
342,504 | |||
7,759 |
Duolingo,
Inc. (a) |
1,204,119 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
Consumer Services
(Continued) |
| |||
57,462 |
Mister
Car Wash, Inc. (a) |
$570,598 | |||
76,054 |
Udemy,
Inc. (a) |
898,198 | |||
|
|
3,015,419 | |||
|
Diversified
Telecommunication Services
— 0.2%
|
| |||
8,240 |
Cogent
Communications
Holdings,
Inc. |
504,618 | |||
|
Electric
Utilities — 0.7%
|
| |||
7,009 |
MGE
Energy, Inc. |
562,402 | |||
14,045 |
Otter
Tail Corp. |
1,137,786 | |||
|
|
1,700,188 | |||
|
Electrical
Equipment — 2.7%
|
| |||
61,339 |
Array
Technologies, Inc. (a) |
1,168,508 | |||
7,456 |
Encore
Wire Corp. |
1,272,665 | |||
52,037 |
Fluence
Energy, Inc. (a) (b) |
1,521,562 | |||
21,694 |
Shoals
Technologies Group, Inc.,
Class
A (a) |
563,176 | |||
96,941 |
Stem,
Inc. (a) (b) |
685,373 | |||
10,269 |
Vicor
Corp. (a) |
947,520 | |||
|
|
6,158,804 | |||
|
Electronic
Equipment,
Instruments
& Components —
0.5%
|
| |||
13,007 |
CTS
Corp. |
580,502 | |||
30,703 |
Knowles
Corp. (a) |
560,944 | |||
|
|
1,141,446 | |||
|
Energy
Equipment & Services —
3.8%
|
| |||
97,350 |
Diamond
Offshore Drilling,
Inc.
(a) |
1,541,050 | |||
62,585 |
Expro
Group Holdings N.V. (a) |
1,388,761 | |||
150,272 |
Helix
Energy Solutions Group,
Inc.
(a) |
1,442,611 | |||
82,948 |
Liberty
Energy, Inc. |
1,366,154 | |||
2,924 |
Nabors
Industries Ltd. (a) |
358,161 | |||
24,375 |
ProFrac
Holding Corp.,
Class
A (a) |
313,706 | |||
77,553 |
RPC,
Inc. |
645,241 | |||
25,005 |
Tidewater,
Inc. (a) |
1,578,066 | |||
|
|
8,633,750 | |||
|
Entertainment
— 1.5%
|
| |||
84,016 |
Cinemark
Holdings, Inc. (a) |
1,402,227 | |||
50,612 |
Sphere
Entertainment Co. (a) |
2,148,479 | |||
|
|
3,550,706 | |||
|
Financial
Services — 2.8%
|
| |||
106,841 |
AvidXchange
Holdings, Inc. (a) |
1,325,897 | |||
9,644 |
Federal
Agricultural Mortgage
Corp.,
Class C |
1,550,273 |
Shares |
Description |
Value | |||
| |||||
|
Financial
Services (Continued) |
| |||
35,728 |
Flywire
Corp. (a) |
$1,219,754 | |||
55,857 |
Marqeta,
Inc., Class A (a) |
311,682 | |||
115,281 |
Payoneer
Global, Inc. (a) |
613,295 | |||
73,659 |
Remitly
Global, Inc. (a) |
1,420,145 | |||
|
|
6,441,046 | |||
|
Food
Products — 2.2%
|
| |||
12,322 |
Cal-Maine
Foods, Inc. |
569,153 | |||
12,400 |
Freshpet,
Inc. (a) |
911,896 | |||
32,230 |
Hostess
Brands, Inc. (a) |
774,809 | |||
5,153 |
J
& J Snack Foods Corp. |
826,129 | |||
70,872 |
Sovos
Brands, Inc. (a) |
1,261,522 | |||
7,682 |
Tootsie
Roll Industries, Inc. |
267,795 | |||
33,894 |
Utz
Brands, Inc. |
567,724 | |||
|
|
5,179,028 | |||
|
Gas
Utilities — 0.1%
|
| |||
2,286 |
Chesapeake
Utilities Corp. |
270,297 | |||
|
Ground
Transportation — 0.5%
|
| |||
51,582 |
Marten
Transport Ltd. |
1,168,848 | |||
|
Health
Care Equipment & Supplies
— 3.2%
|
| |||
77,100 |
Alphatec
Holdings, Inc. (a) |
1,362,357 | |||
16,533 |
AtriCure,
Inc. (a) |
915,102 | |||
15,574 |
Glaukos
Corp. (a) |
1,201,378 | |||
2,608 |
iRhythm
Technologies, Inc. (a) |
273,996 | |||
25,355 |
Outset
Medical, Inc. (a) |
521,806 | |||
15,334 |
Paragon
28, Inc. (a) |
270,952 | |||
15,686 |
PROCEPT
BioRobotics
Corp.
(a) |
540,226 | |||
16,507 |
TransMedics
Group, Inc. (a) |
1,538,122 | |||
31,902 |
Treace
Medical Concepts,
Inc.
(a) |
727,047 | |||
|
|
7,350,986 | |||
|
Health
Care Providers & Services
— 4.1%
|
| |||
22,352 |
AdaptHealth
Corp. (a) |
307,116 | |||
2,934 |
Addus
HomeCare Corp. (a) |
268,666 | |||
16,486 |
Agiliti,
Inc. (a) |
283,065 | |||
47,308 |
Alignment
Healthcare, Inc. (a) |
293,783 | |||
4,217 |
CorVel
Corp. (a) |
862,629 | |||
22,795 |
Guardant
Health, Inc. (a) |
889,461 | |||
147,475 |
Hims
& Hers Health, Inc. (a) |
1,322,851 | |||
151,836 |
LifeStance
Health Group,
Inc.
(a) |
1,425,740 | |||
6,252 |
National
Research Corp. |
268,273 | |||
21,237 |
Privia
Health Group, Inc. (a) |
592,937 | |||
35,238 |
Progyny,
Inc. (a) |
1,471,539 | |||
42,497 |
RadNet,
Inc. (a) |
1,405,801 | |||
|
|
9,391,861 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care REITs — 0.1%
|
| |||
13,697 |
CareTrust
REIT, Inc. |
$284,761 | |||
|
Health
Care Technology — 1.4%
|
| |||
24,729 |
Definitive
Healthcare Corp. (a) |
292,544 | |||
18,301 |
Evolent
Health, Inc., Class A (a) |
556,167 | |||
16,771 |
NextGen
Healthcare, Inc. (a) |
278,902 | |||
17,881 |
Phreesia,
Inc. (a) |
567,185 | |||
27,770 |
Schrodinger,
Inc. (a) |
1,452,649 | |||
|
|
3,147,447 | |||
|
Hotel
& Resort REITs — 2.3%
|
| |||
101,880 |
DiamondRock
Hospitality Co. |
865,980 | |||
58,541 |
Pebblebrook
Hotel Trust |
904,459 | |||
79,461 |
RLJ
Lodging Trust |
818,448 | |||
127,619 |
Service
Properties Trust |
1,083,485 | |||
109,586 |
Sunstone
Hotel Investors, Inc. |
1,116,681 | |||
45,045 |
Xenia
Hotels & Resorts, Inc. |
572,072 | |||
|
|
5,361,125 | |||
|
Hotels,
Restaurants & Leisure —
6.0%
|
| |||
51,553 |
Bloomin’
Brands, Inc. |
1,385,229 | |||
23,370 |
Bowlero
Corp. (a) |
283,478 | |||
30,301 |
Brinker
International, Inc. (a) |
1,190,223 | |||
32,071 |
Cheesecake
Factory (The), Inc. |
1,179,571 | |||
31,110 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
1,424,838 | |||
4,688 |
Dine
Brands Global, Inc. |
282,780 | |||
9,561 |
Dutch
Bros, Inc., Class A (a) (b) |
296,487 | |||
18,812 |
Everi
Holdings, Inc. (a) |
279,170 | |||
14,214 |
Jack
in the Box, Inc. |
1,413,014 | |||
7,871 |
Monarch
Casino & Resort, Inc. |
545,618 | |||
3,684 |
Papa
John’s International, Inc. |
304,667 | |||
136,242 |
Playa
Hotels & Resorts N.V. (a) |
1,111,735 | |||
17,445 |
Red
Rock Resorts, Inc., Class A |
846,083 | |||
85,273 |
Sabre
Corp. (a) |
349,619 | |||
17,837 |
Shake
Shack, Inc., Class A (a) |
1,385,221 | |||
21,343 |
Six
Flags Entertainment
Corp.
(a) |
510,098 | |||
82,639 |
Target
Hospitality Corp. (a) |
1,055,300 | |||
|
|
13,843,131 | |||
|
Household
Durables — 1.1%
|
| |||
9,891 |
Installed
Building Products, Inc. |
1,464,066 | |||
16,944 |
Skyline
Champion Corp. (a) |
1,180,319 | |||
|
|
2,644,385 | |||
|
Household
Products — 0.3%
|
| |||
16,513 |
Energizer
Holdings, Inc. |
589,514 |
Shares |
Description |
Value | |||
| |||||
|
Independent
Power and
Renewable
Electricity Producers
— 0.6%
|
| |||
50,374 |
Altus
Power, Inc. (a) |
$343,047 | |||
60,569 |
Sunnova
Energy International,
Inc.
(a) (b) |
1,069,648 | |||
|
|
1,412,695 | |||
|
Insurance
— 0.6%
|
| |||
22,377 |
BRP
Group, Inc., Class A (a) |
557,411 | |||
14,060 |
Palomar
Holdings, Inc. (a) |
851,474 | |||
|
|
1,408,885 | |||
|
Interactive
Media & Services —
1.5%
|
| |||
69,943 |
Cars.com,
Inc. (a) |
1,595,400 | |||
33,627 |
TripAdvisor,
Inc. (a) |
627,143 | |||
62,444 |
ZipRecruiter,
Inc., Class A (a) |
1,156,463 | |||
|
|
3,379,006 | |||
|
IT
Services — 1.4%
|
| |||
27,629 |
DigitalOcean
Holdings, Inc. (a) |
1,368,188 | |||
9,793 |
Perficient,
Inc. (a) |
624,695 | |||
35,162 |
Squarespace,
Inc., Class A (a) |
1,165,269 | |||
|
|
3,158,152 | |||
|
Leisure
Products — 0.5%
|
| |||
20,282 |
Acushnet
Holdings Corp. |
1,209,416 | |||
|
Life
Sciences Tools & Services —
0.4%
|
| |||
1,080 |
OmniAb,
Inc. - 12.5 Earnout
Shares
(a) (d) (e) (f) (g) |
0 | |||
1,080 |
OmniAb,
Inc. - 15 Earnout
Shares
(a) (d) (e) (f) (g) |
0 | |||
61,358 |
Pacific
Biosciences of
California,
Inc. (a) |
810,539 | |||
|
|
810,539 | |||
|
Machinery
— 4.5%
|
| |||
29,197 |
Energy
Recovery, Inc. (a) |
889,925 | |||
30,224 |
Enerpac
Tool Group Corp. |
830,556 | |||
10,702 |
ESCO
Technologies, Inc. |
1,076,086 | |||
21,650 |
Federal
Signal Corp. |
1,322,598 | |||
8,390 |
Helios
Technologies, Inc. |
530,248 | |||
21,627 |
Hillenbrand,
Inc. |
1,123,306 | |||
3,674 |
Kadant,
Inc. |
818,751 | |||
197,117 |
Nikola
Corp. (a) (b) |
526,302 | |||
7,839 |
Standex
International Corp. |
1,164,640 | |||
31,741 |
Trinity
Industries, Inc. |
832,249 | |||
54,066 |
Wabash
National Corp. |
1,280,283 | |||
|
|
10,394,944 | |||
|
Media
— 0.7%
|
| |||
101,558 |
Magnite,
Inc. (a) |
1,536,573 | |||
|
Metals
& Mining — 0.5%
|
| |||
9,711 |
Materion
Corp. |
1,156,969 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Mortgage
REITs — 2.1%
|
| |||
122,461 |
Apollo
Commercial Real Estate
Finance,
Inc. |
$1,445,040 | |||
47,144 |
Chimera
Investment Corp. |
296,064 | |||
57,632 |
Franklin
BSP Realty Trust, Inc. |
824,138 | |||
49,333 |
MFA
Financial, Inc. |
555,489 | |||
82,264 |
New
York Mortgage Trust, Inc. |
834,980 | |||
41,135 |
PennyMac
Mortgage Investment
Trust |
525,705 | |||
19,598 |
Two
Harbors Investment Corp. |
262,809 | |||
|
|
4,744,225 | |||
|
Oil,
Gas & Consumable Fuels —
6.4%
|
| |||
78,232 |
CNX
Resources Corp. (a) |
1,595,933 | |||
70,350 |
Comstock
Resources, Inc. |
896,962 | |||
20,443 |
CONSOL
Energy, Inc. |
1,523,412 | |||
18,508 |
CVR
Energy, Inc. |
679,984 | |||
77,607 |
Earthstone
Energy, Inc.,
Class
A (a) |
1,240,160 | |||
145,006 |
Equitrans
Midstream Corp. |
1,503,712 | |||
25,312 |
Green
Plains, Inc. (a) |
898,829 | |||
29,001 |
International
Seaways, Inc. |
1,243,853 | |||
31,560 |
Kinetik
Holdings, Inc. |
1,136,160 | |||
40,392 |
Northern
Oil and Gas, Inc. |
1,590,233 | |||
126,484 |
Permian
Resources Corp. |
1,478,598 | |||
31,064 |
Sitio
Royalties Corp., Class A |
849,290 | |||
|
|
14,637,126 | |||
|
Personal
Care Products — 0.7%
|
| |||
32,499 |
Beauty
Health (The) Co. (a) |
269,417 | |||
12,136 |
elf
Beauty, Inc. (a) |
1,416,514 | |||
|
|
1,685,931 | |||
|
Pharmaceuticals
— 1.8%
|
| |||
24,121 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
1,463,904 | |||
12,226 |
Corcept
Therapeutics, Inc. (a) |
311,518 | |||
7,730 |
Harmony
Biosciences Holdings,
Inc.
(a) |
273,410 | |||
8,004 |
Reata
Pharmaceuticals, Inc.,
Class
A (a) |
1,325,302 | |||
32,243 |
Revance
Therapeutics, Inc. (a) |
761,902 | |||
|
|
4,136,036 | |||
|
Professional
Services — 2.4%
|
| |||
26,018 |
CBIZ,
Inc. (a) |
1,376,092 | |||
16,326 |
Huron
Consulting Group, Inc. (a) |
1,543,950 | |||
11,193 |
Korn
Ferry |
589,647 | |||
2,456 |
NV5
Global, Inc. (a) |
269,055 | |||
22,188 |
Sterling
Check Corp. (a) |
266,478 | |||
70,297 |
Verra
Mobility Corp. (a) |
1,475,534 | |||
|
|
5,520,756 |
Shares |
Description |
Value | |||
| |||||
|
Real
Estate Management & Development
— 1.6%
|
| |||
55,477 |
DigitalBridge
Group, Inc. |
$888,742 | |||
16,658 |
Kennedy-Wilson
Holdings, Inc. |
274,857 | |||
344,841 |
Opendoor
Technologies, Inc. (a) |
1,762,137 | |||
11,471 |
St.
Joe (The) Co. |
728,179 | |||
|
|
3,653,915 | |||
|
Residential
REITs — 0.6%
|
| |||
95,782 |
Apartment
Investment and
Management
Co., Class A |
797,864 | |||
34,549 |
Veris
Residential, Inc. (a) |
645,375 | |||
|
|
1,443,239 | |||
|
Retail
REITs — 0.5%
|
| |||
20,576 |
SITE
Centers Corp. |
289,093 | |||
36,976 |
Tanger
Factory Outlet Centers,
Inc. |
865,608 | |||
|
|
1,154,701 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.3%
|
| |||
79,946 |
Credo
Technology Group
Holding
Ltd. (a) |
1,356,684 | |||
3,034 |
Impinj,
Inc. (a) |
202,125 | |||
8,619 |
MaxLinear,
Inc. (a) |
212,631 | |||
24,590 |
PDF
Solutions, Inc. (a) |
1,130,894 | |||
|
|
2,902,334 | |||
|
Software
— 10.7%
|
| |||
3,963 |
Agilysys,
Inc. (a) |
291,796 | |||
67,664 |
Alkami
Technology, Inc. (a) |
1,142,168 | |||
10,760 |
Altair
Engineering, Inc.,
Class
A (a) |
806,354 | |||
8,053 |
Appfolio,
Inc., Class A (a) |
1,454,291 | |||
17,144 |
Appian
Corp., Class A (a) |
883,259 | |||
37,026 |
Asana,
Inc., Class A (a) |
898,991 | |||
11,465 |
Blackbaud,
Inc. (a) |
865,034 | |||
25,326 |
Braze,
Inc., Class A (a) |
1,151,320 | |||
11,740 |
Clear
Secure, Inc., Class A |
278,355 | |||
11,237 |
CommVault
Systems, Inc. (a) |
875,700 | |||
63,084 |
Freshworks,
Inc., Class A (a) |
1,177,148 | |||
10,390 |
HashiCorp,
Inc., Class A (a) |
307,648 | |||
26,462 |
Intapp,
Inc. (a) |
1,086,530 | |||
13,936 |
Jamf
Holding Corp. (a) |
302,690 | |||
53,318 |
MeridianLink,
Inc. (a) |
1,191,124 | |||
3,239 |
MicroStrategy,
Inc., Class A (a) |
1,418,293 | |||
15,682 |
Model
N, Inc. (a) |
522,524 | |||
56,632 |
N-able,
Inc. (a) |
796,812 | |||
27,094 |
nCino,
Inc. (a) |
876,491 | |||
14,046 |
Progress
Software Corp. |
843,603 | |||
26,496 |
PROS
Holdings, Inc. (a) |
1,006,848 | |||
26,410 |
Q2
Holdings, Inc. (a) |
936,763 | |||
12,246 |
Rapid7,
Inc. (a) |
562,214 | |||
16,942 |
RingCentral,
Inc., Class A (a) |
700,721 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued) |
| |||
50,028 |
Samsara,
Inc., Class A (a) |
$1,397,782 | |||
18,015 |
SentinelOne,
Inc., Class A (a) |
300,310 | |||
80,189 |
Sprinklr,
Inc., Class A (a) |
1,125,854 | |||
20,807 |
Varonis
Systems, Inc. (a) |
597,161 | |||
95,558 |
Zeta
Global Holdings Corp.,
Class
A (a) |
881,045 | |||
|
|
24,678,829 | |||
|
Specialized
REITs — 1.0%
|
| |||
17,437 |
EPR
Properties |
778,388 | |||
35,274 |
Outfront
Media, Inc. |
545,336 | |||
176,637 |
Uniti
Group, Inc. |
985,634 | |||
|
|
2,309,358 | |||
|
Specialty
Retail — 0.8%
|
| |||
13,095 |
Boot
Barn Holdings, Inc. (a) |
1,229,620 | |||
7,862 |
Buckle
(The), Inc. |
287,435 | |||
6,695 |
Monro,
Inc. |
245,372 | |||
|
|
1,762,427 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.6%
|
| |||
13,171 |
Kontoor
Brands, Inc. |
557,924 | |||
8,292 |
Oxford
Industries, Inc. |
894,292 | |||
|
|
1,452,216 | |||
|
Tobacco
— 0.4%
|
| |||
63,705 |
Vector
Group Ltd. |
835,810 | |||
|
Trading
Companies & Distributors
— 2.6%
|
| |||
121,078 |
Custom
Truck One Source,
Inc.
(a) |
837,860 | |||
43,786 |
FTAI
Aviation Ltd. |
1,410,347 | |||
20,033 |
GMS,
Inc. (a) |
1,476,232 | |||
24,241 |
H&E
Equipment Services, Inc. |
1,177,628 | |||
5,996 |
McGrath
RentCorp |
577,894 | |||
26,180 |
Xometry,
Inc., Class A (a) |
543,497 | |||
|
|
6,023,458 | |||
|
Water
Utilities — 0.2%
|
| |||
3,373 |
Middlesex
Water Co. |
271,256 | |||
3,880 |
SJW
Group |
273,385 | |||
|
|
544,641 | |||
|
Wireless
Telecommunication Services
— 0.2%
|
| |||
32,599 |
Gogo,
Inc. (a) |
491,267 | |||
|
Total
Common Stocks |
229,961,236 | |||
|
(Cost
$194,790,091) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.8% | |||||
$1,951,439 |
Bank
of America Corp., 5.28%
(h),
dated 07/31/23, due
08/01/23,
with a maturity
value
of $1,951,725.
Collateralized
by
U.S.
Treasury Securities,
interest
rates of 0.13% to
0.38%,
due 01/15/27 to
07/15/31.
The value of the
collateral
including accrued
interest
is $1,990,468. (i) |
$1,951,439 | |||
2,033,312 |
JPMorgan
Chase & Co., 5.28%
(h),
dated 07/31/23, due
08/01/23,
with a maturity
value
of $2,033,610.
Collateralized
by
U.S.
Treasury Securities,
interest
rates of 0.00% to
7.63%,
due 12/31/23 to
08/15/48.
The value of the
collateral
including accrued
interest
is $2,073,978. (i) |
2,033,312 | |||
|
Total
Repurchase Agreements |
3,984,751 | |||
|
(Cost
$3,984,751) |
| |||
| |||||
| |||||
|
Total
Investments — 101.7% |
233,945,987 | |||
|
(Cost
$198,774,842) |
| |||
|
Net
Other Assets and
Liabilities
— (1.7)% |
(3,827,319
) | |||
|
Net
Assets — 100.0% |
$230,118,668 |
(a) |
Non-income
producing security. |
(b) |
All
or a portion of this security is on loan (see Note 2D
-
Securities
Lending in the Notes to Financial Statements). The
remaining
contractual maturity of all of the securities lending
transactions
is overnight and continuous. The aggregate
value
of such securities, including those sold and pending
settlement,
is $4,006,363 and the total value of the collateral
held
by the Fund is $3,984,751. |
(c) |
This
security may be resold to qualified foreign investors and
foreign
institutional buyers under Regulation S of the
Securities Act of 1933, as amended. |
(d) |
Pursuant
to procedures adopted by the Trust’s Board of
Trustees,
this security has been determined to be illiquid by
First
Trust Advisors L.P., the Fund’s advisor. |
(e) |
Restricted
security as to resale, excluding Rule 144A
securities
(see Note2F
- Restricted Securities in the Notes to
Financial
Statements). |
(f) |
This
security is fair valued by the Advisor’s Pricing
Committee
in accordance with procedures approved by the
Trust’s
Board of Trustees, and in accordance with provisions
of
the Investment Company Act of 1940 and rules
thereunder,
as amended. At July 31, 2023, securities noted as
such
are valued at $0 or 0.0% of net assets. |
(g) |
This
security’s value was determined using significant
unobservable
inputs (see Note2A-
Portfolio Valuation in the
Notes
to Financial Statements). |
(h) |
Rate
shown reflects yield as of July 31, 2023. |
(i) |
This
security serves as collateral for securities on
loan. |
|
Total
Value
at
7/31/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks: |
|
|
|
|
Life
Sciences
Tools
&
Services |
$810,539 |
$810,539 |
$— |
$—
** |
Other
Industry
Categories* |
229,150,697 |
229,150,697 |
— |
— |
Repurchase
Agreements |
3,984,751 |
— |
3,984,751 |
— |
Total
Investments |
$233,945,987 |
$229,961,236 |
$3,984,751 |
$—
** |
* |
See
Portfolio of Investments for industry breakout. |
** |
Investments
are valued at $0. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$4,006,363 |
Non-cash
Collateral(2)
|
(3,984,751
) |
Net
Amount |
$21,612 |
(1)
|
The
amount presented on the Statements of Assets and
Liabilities,
which is included in “Investments, at value,” is not
offset
and is shown on a gross basis. |
(2)
|
The
collateral requirements are determined at the beginning
of
each business day based on the market value of the loaned
securities
from the end of the prior day. On July 31, 2023, the
last
business day of the period, there was sufficient collateral
based
on the end of day market value from the prior business
day;
however, as a result of market movement from July 28 to
July
31, the value of the related securities loaned was above
the
collateral value received. See Note 2D
- Securities
Lending
in the Notes to Financial
Statements. |
Repurchase
Agreements | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(3)
|
$3,984,751 |
Non-cash
Collateral(4)
|
(3,984,751
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
July 31, 2023, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
|
First
Trust
Large
Cap Core
AlphaDEX®
Fund
(FEX)
|
First
Trust Mid
Cap
Core
AlphaDEX®
Fund
(FNX)
|
First
Trust
Small
Cap Core
AlphaDEX®
Fund
(FYX)
|
ASSETS: |
|
|
|
Investments,
at value |
$1,182,027,597 |
$1,091,626,133 |
$887,032,974 |
Cash |
— |
— |
— |
Receivables: |
|
|
|
Dividends |
737,625 |
266,096 |
302,473 |
Investment
securities sold |
— |
— |
— |
Securities
lending income |
— |
4,142 |
28,898 |
Prepaid
expenses |
6,669 |
6,410 |
6,153 |
Total
Assets |
1,182,771,891 |
1,091,902,781 |
887,370,498 |
| |||
LIABILITIES: |
|
|
|
Payables: |
|
|
|
Investment
advisory fees |
487,727 |
450,273 |
344,064 |
Shareholder
reporting fees |
57,357 |
62,194 |
51,720 |
Licensing
fees |
36,986 |
33,535 |
26,443 |
Audit
and tax fees |
29,273 |
29,297 |
29,321 |
Trustees’
fees |
625 |
620 |
611 |
Investment
securities purchased |
— |
— |
— |
Capital
shares redeemed |
— |
— |
— |
Collateral
for securities on loan |
— |
10,292,070 |
14,057,676 |
Other
liabilities |
216,758 |
200,877 |
157,745 |
Total
Liabilities |
828,726 |
11,068,866 |
14,667,580 |
NET
ASSETS |
$1,181,943,165 |
$1,080,833,915 |
$872,702,918 |
| |||
NET
ASSETS consist of: |
|
|
|
Paid-in
capital |
$1,314,414,148 |
$1,225,144,811 |
$1,157,657,728 |
Par
value |
135,000 |
107,000 |
98,500 |
Accumulated
distributable earnings (loss) |
(132,605,983
) |
(144,417,896
) |
(285,053,310
) |
NET
ASSETS |
$1,181,943,165 |
$1,080,833,915 |
$872,702,918 |
NET
ASSET VALUE,
per share |
$87.55 |
$101.01 |
$88.60 |
Number
of shares outstanding (unlimited number of shares authorized,
par
value $0.01 per share) |
13,500,002 |
10,700,002 |
9,850,002 |
Investments,
at cost |
$1,017,613,077 |
$934,008,874 |
$784,392,730 |
Securities
on loan, at value |
$— |
$9,958,578 |
$13,791,293 |
First
Trust Large
Cap
Value
AlphaDEX®
Fund
(FTA)
|
First
Trust Large
Cap
Growth
AlphaDEX®
Fund
(FTC)
|
First
Trust Multi
Cap
Value
AlphaDEX®
Fund
(FAB)
|
First
Trust Multi
Cap
Growth
AlphaDEX®
Fund
(FAD)
|
First
Trust Mid
Cap
Value
AlphaDEX®
Fund
(FNK)
|
First
Trust Mid
Cap
Growth
AlphaDEX®
Fund
(FNY)
|
|
|
|
|
|
|
$1,254,294,819 |
$1,036,427,292 |
$175,705,710 |
$181,266,723 |
$241,589,449 |
$276,690,389 |
— |
— |
— |
67 |
211,595 |
149,462 |
|
|
|
|
|
|
1,080,700 |
431,110 |
109,189 |
53,624 |
94,520 |
35,773 |
3,502,679 |
— |
— |
— |
— |
— |
— |
— |
1,498 |
6,387 |
1,095 |
275 |
6,678 |
6,449 |
4,951 |
4,896 |
— |
— |
1,258,884,876 |
1,036,864,851 |
175,821,348 |
181,331,697 |
241,896,659 |
276,875,899 |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
519,196 |
431,219 |
73,251 |
76,499 |
137,017 |
159,535 |
66,885 |
54,857 |
13,767 |
12,806 |
— |
— |
40,249 |
31,871 |
6,087 |
6,008 |
— |
— |
29,188 |
29,180 |
29,408 |
29,291 |
— |
— |
631 |
619 |
585 |
586 |
— |
— |
2,090,551 |
— |
— |
— |
— |
— |
3,509,036 |
— |
— |
— |
— |
— |
— |
— |
1,569,992 |
817,475 |
4,111,508 |
— |
231,491 |
188,486 |
43,821 |
43,455 |
— |
— |
6,487,227 |
736,232 |
1,736,911 |
986,120 |
4,248,525 |
159,535 |
$1,252,397,649 |
$1,036,128,619 |
$174,084,437 |
$180,345,577 |
$237,648,134 |
$276,716,364 |
| |||||
|
|
|
|
|
|
$1,418,496,556 |
$1,117,600,413 |
$219,376,874 |
$219,272,195 |
$279,512,554 |
$382,363,915 |
178,000 |
99,500 |
23,000 |
16,500 |
48,500 |
41,500 |
(166,276,907
) |
(81,571,294
) |
(45,315,437
) |
(38,943,118
) |
(41,912,920
) |
(105,689,051
) |
$1,252,397,649 |
$1,036,128,619 |
$174,084,437 |
$180,345,577 |
$237,648,134 |
$276,716,364 |
$70.36 |
$104.13 |
$75.69 |
$109.30 |
$49.00 |
$66.68 |
17,800,002 |
9,950,002 |
2,300,002 |
1,650,002 |
4,850,002 |
4,150,002 |
$1,160,216,820 |
$858,403,737 |
$170,143,803 |
$148,014,664 |
$231,853,447 |
$233,676,226 |
$— |
$— |
$1,517,033 |
$822,208 |
$3,978,407 |
$— |
|
First
Trust
Small
Cap
Value
AlphaDEX®
Fund
(FYT)
|
First
Trust
Small
Cap
Growth
AlphaDEX®
Fund
(FYC)
|
ASSETS: |
|
|
Investments,
at value |
$176,400,218 |
$233,945,987 |
Cash |
117,993 |
198,330 |
Receivables: |
|
|
Dividends |
62,562 |
50,867 |
Investment
securities sold |
— |
— |
Securities
lending income |
4,067 |
39,655 |
Prepaid
expenses |
— |
— |
Total
Assets |
176,584,840 |
234,234,839 |
| ||
LIABILITIES: |
|
|
Payables: |
|
|
Investment
advisory fees |
98,632 |
131,420 |
Shareholder
reporting fees |
— |
— |
Licensing
fees |
— |
— |
Audit
and tax fees |
— |
— |
Trustees’
fees |
— |
— |
Investment
securities purchased |
— |
— |
Capital
shares redeemed |
— |
— |
Collateral
for securities on loan |
2,349,793 |
3,984,751 |
Other
liabilities |
— |
— |
Total
Liabilities |
2,448,425 |
4,116,171 |
NET
ASSETS |
$174,136,415 |
$230,118,668 |
| ||
NET
ASSETS consist of: |
|
|
Paid-in
capital |
$242,912,620 |
$377,331,707 |
Par
value |
34,500 |
36,000 |
Accumulated
distributable earnings (loss) |
(68,810,705
) |
(147,249,039
) |
NET
ASSETS |
$174,136,415 |
$230,118,668 |
NET
ASSET VALUE,
per share |
$50.47 |
$63.92 |
Number
of shares outstanding (unlimited number of shares authorized, par value
$0.01 per
share) |
3,450,002 |
3,600,002 |
Investments,
at cost |
$170,491,760 |
$198,774,842 |
Securities
on loan, at value |
$2,276,137 |
$4,006,363 |
|
First
Trust
Large
Cap Core
AlphaDEX®
Fund
(FEX)
|
First
Trust Mid
Cap
Core
AlphaDEX®
Fund
(FNX)
|
First
Trust
Small
Cap Core
AlphaDEX®
Fund
(FYX)
|
INVESTMENT
INCOME: |
|
|
|
Dividends |
$25,100,147 |
$17,637,074 |
$14,024,756 |
Securities
lending income (net of fees) |
127,250 |
308,455 |
189,180 |
Foreign
withholding tax |
(8,094
) |
(8,560
) |
(13,158
) |
Total
investment income |
25,219,303 |
17,936,969 |
14,200,778 |
| |||
EXPENSES: |
|
|
|
Investment
advisory fees |
5,576,924 |
4,914,374 |
3,997,433 |
Accounting
and administration fees |
548,418 |
493,417 |
404,154 |
Shareholder
reporting fees |
144,514 |
156,676 |
126,407 |
Licensing
fees |
119,003 |
105,752 |
87,413 |
Custodian
fees |
98,179 |
81,670 |
64,666 |
Transfer
agent fees |
52,876 |
48,804 |
39,974 |
Legal
fees |
37,116 |
32,221 |
26,612 |
Audit
and tax fees |
30,731 |
30,672 |
30,677 |
Listing
fees |
8,761 |
8,760 |
7,687 |
Trustees’
fees and expenses |
8,494 |
8,412 |
8,277 |
Other
expenses |
19,674 |
17,175 |
14,486 |
Total
expenses |
6,644,690 |
5,897,933 |
4,807,786 |
NET
INVESTMENT INCOME (LOSS) |
18,574,613 |
12,039,036 |
9,392,992 |
| |||
NET
REALIZED AND UNREALIZED GAIN (LOSS): |
|
|
|
Net
realized gain (loss) on: |
|
|
|
Investments |
(34,778,741
) |
(22,494,770
) |
(75,262,251
) |
In-kind
redemptions |
26,922,340 |
17,656,753 |
12,356,198 |
Foreign
currency transactions |
— |
— |
13 |
Net
realized gain (loss) |
(7,856,401
) |
(4,838,017
) |
(62,906,040
) |
Net
change in unrealized appreciation (depreciation) on
investments |
83,039,070 |
96,349,832 |
98,258,637 |
NET
REALIZED AND UNREALIZED GAIN (LOSS) |
75,182,669 |
91,511,815 |
35,352,597 |
NET
INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM
OPERATIONS |
$93,757,282 |
$103,550,851 |
$44,745,589 |
(a) |
Fund
is subject to a unitary fee (see Note 3
in the Notes to Financial
Statements). |
First
Trust Large
Cap
Value
AlphaDEX®
Fund
(FTA)
|
First
Trust Large
Cap
Growth
AlphaDEX®
Fund
(FTC)
|
First
Trust Multi
Cap
Value
AlphaDEX®
Fund
(FAB)
|
First
Trust Multi
Cap
Growth
AlphaDEX®
Fund
(FAD)
|
First
Trust Mid
Cap
Value
AlphaDEX®
Fund
(FNK)
|
First
Trust Mid
Cap
Growth
AlphaDEX®
Fund
(FNY)
|
|
|
|
|
|
|
$34,381,108 |
$14,477,076 |
$4,919,810 |
$2,240,800 |
$5,835,330 |
$2,574,685 |
127,865 |
102,939 |
23,137 |
73,943 |
11,851 |
169,505 |
— |
(17,702
) |
(1,381
) |
(2,329
) |
(3,945
) |
— |
34,508,973 |
14,562,313 |
4,941,566 |
2,312,414 |
5,843,236 |
2,744,190 |
| |||||
|
|
|
|
|
|
6,023,648 |
4,601,151 |
952,139 |
845,931 |
1,654,492
(a) |
1,827,178
(a) |
583,589 |
461,698 |
99,441 |
89,075 |
— |
— |
181,107 |
130,855 |
36,706 |
33,099 |
— |
— |
127,937 |
99,487 |
26,507 |
24,383 |
— |
— |
98,366 |
90,319 |
30,549 |
28,198 |
— |
— |
55,118 |
45,974 |
9,521 |
8,459 |
— |
— |
38,890 |
28,275 |
6,328 |
5,258 |
— |
— |
30,461 |
30,531 |
30,340 |
30,126 |
— |
— |
8,761 |
8,760 |
10,904 |
10,905 |
— |
— |
8,572 |
8,352 |
7,867 |
7,848 |
— |
— |
19,632 |
16,167 |
3,724 |
3,686 |
— |
— |
7,176,081 |
5,521,569 |
1,214,026 |
1,086,968 |
1,654,492 |
1,827,178 |
27,332,892 |
9,040,744 |
3,727,540 |
1,225,446 |
4,188,744 |
917,012 |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
(31,948,032
) |
(59,501,602
) |
(16,263,319
) |
(13,422,766
) |
(16,769,768
) |
(22,122,982
) |
32,770,040 |
12,927,562 |
11,278,585 |
2,485,355 |
9,640,294 |
5,898,537 |
— |
— |
— |
1 |
— |
— |
822,008 |
(46,574,040
) |
(4,984,734
) |
(10,937,410
) |
(7,129,474
) |
(16,224,445
) |
73,999,374 |
119,514,231 |
10,127,010 |
23,050,229 |
20,205,737 |
35,182,590 |
74,821,382 |
72,940,191 |
5,142,276 |
12,112,819 |
13,076,263 |
18,958,145 |
$102,154,274 |
$81,980,935 |
$8,869,816 |
$13,338,265 |
$17,265,007 |
$19,875,157 |
|
First
Trust
Small
Cap
Value
AlphaDEX®
Fund
(FYT)
|
First
Trust
Small
Cap
Growth
AlphaDEX®
Fund
(FYC)
|
INVESTMENT
INCOME: |
|
|
Dividends |
$3,921,192 |
$2,591,700 |
Securities
lending income (net of fees) |
43,930 |
202,251 |
Foreign
withholding tax |
(2,241
) |
(4,553
) |
Total
investment income |
3,962,881 |
2,789,398 |
| ||
EXPENSES: |
|
|
Investment
advisory fees |
1,309,156
(a) |
1,484,647
(a) |
Accounting
and administration fees |
— |
— |
Shareholder
reporting fees |
— |
— |
Licensing
fees |
— |
— |
Custodian
fees |
— |
— |
Transfer
agent fees |
— |
— |
Legal
fees |
— |
— |
Audit
and tax fees |
— |
— |
Listing
fees |
— |
— |
Trustees’
fees and expenses |
— |
— |
Other
expenses |
— |
— |
Total
expenses |
1,309,156 |
1,484,647 |
NET
INVESTMENT INCOME (LOSS) |
2,653,725 |
1,304,751 |
| ||
NET
REALIZED AND UNREALIZED GAIN (LOSS): |
|
|
Net
realized gain (loss) on: |
|
|
Investments |
(28,189,984
) |
(40,755,973
) |
In-kind
redemptions |
3,740,518 |
4,239,717 |
Foreign
currency transactions |
— |
7 |
Net
realized gain (loss) |
(24,449,466
) |
(36,516,249
) |
Net
change in unrealized appreciation (depreciation) on
investments |
21,066,812 |
48,228,720 |
NET
REALIZED AND UNREALIZED GAIN (LOSS) |
(3,382,654
) |
11,712,471 |
NET
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM
OPERATIONS |
$(728,929
) |
$13,017,222 |
(a) |
Fund
is subject to a unitary fee (see Note 3
in the Notes to Financial
Statements). |
|
First
Trust Large Cap Core
AlphaDEX®
Fund (FEX) |
First
Trust Mid Cap Core
AlphaDEX®
Fund (FNX) | ||
|
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$18,574,613 |
$13,537,699 |
$12,039,036 |
$11,286,980 |
Net
realized gain (loss) |
(7,856,401
) |
75,775,406 |
(4,838,017
) |
45,120,425 |
Net
change in unrealized appreciation (depreciation) |
83,039,070 |
(145,056,854
) |
96,349,832 |
(115,208,047
) |
Net
increase (decrease) in net assets resulting from
operations |
93,757,282 |
(55,743,749
) |
103,550,851 |
(58,800,642
) |
| ||||
DISTRIBUTIONS
TO SHAREHOLDERS FROM: |
|
|
|
|
Investment
operations |
(18,821,067
) |
(12,780,587
) |
(12,566,002
) |
(11,863,187
) |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
138,119,024 |
117,700,738 |
97,294,441 |
292,232,090 |
Cost
of shares redeemed |
(135,841,602
) |
(134,355,401
) |
(82,940,240
) |
(273,376,258
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
2,277,422 |
(16,654,663
) |
14,354,201 |
18,855,832 |
Total
increase (decrease) in net assets |
77,213,637 |
(85,178,999
) |
105,339,050 |
(51,807,997
) |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
1,104,729,528 |
1,189,908,527 |
975,494,865 |
1,027,302,862 |
End
of period |
$1,181,943,165 |
$1,104,729,528 |
$1,080,833,915 |
$975,494,865 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
13,500,002 |
13,700,002 |
10,550,002 |
10,350,002 |
Shares
sold |
1,700,000 |
1,350,000 |
1,050,000 |
3,050,000 |
Shares
redeemed |
(1,700,000
) |
(1,550,000
) |
(900,000
) |
2,850,000 |
Shares
outstanding, end of period |
13,500,002 |
13,500,002 |
10,700,002 |
10,550,002 |
First
Trust Small Cap Core
AlphaDEX®
Fund (FYX) |
First
Trust Large Cap Value
AlphaDEX®
Fund (FTA) |
First
Trust Large Cap
Growth
AlphaDEX®
Fund
(FTC) |
First
Trust Multi Cap Value
AlphaDEX®
Fund (FAB) | ||||
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
|
|
|
|
|
|
|
|
$9,392,992 |
$10,602,007 |
$27,332,892 |
$20,518,915 |
$9,040,744 |
$3,595,317 |
$3,727,540 |
$2,694,333 |
(62,906,040
) |
43,061,168 |
822,008 |
136,797,917 |
(46,574,040
) |
34,895,405 |
(4,984,734
) |
17,079,575 |
98,258,637 |
(117,062,484
) |
73,999,374 |
(137,057,638
) |
119,514,231 |
(199,373,147
) |
10,127,010 |
(20,229,557
) |
44,745,589 |
(63,399,309
) |
102,154,274 |
20,259,194 |
81,980,935 |
(160,882,425
) |
8,869,816 |
(455,649
) |
| |||||||
|
|
|
|
|
|
|
|
(9,564,637
) |
(9,613,591
) |
(26,595,703
) |
(19,926,672
) |
(9,713,938
) |
(2,104,295
) |
(3,751,808
) |
(2,513,652
) |
| |||||||
|
|
|
|
|
|
|
|
103,154,985 |
296,774,587 |
214,903,371 |
590,343,175 |
117,908,249 |
146,870,105 |
102,313,823 |
101,835,616 |
(93,625,840
) |
(313,468,453
) |
(198,103,369
) |
(496,617,438
) |
(83,750,927
) |
(248,289,677
) |
(110,241,298
) |
(88,914,640
) |
9,529,145 |
(16,693,866
) |
16,800,002 |
93,725,737 |
34,157,322 |
(101,419,572
) |
(7,927,475
) |
12,920,976 |
44,710,097 |
(89,706,766
) |
92,358,573 |
94,058,259 |
106,424,319 |
(264,406,292
) |
(2,809,467
) |
9,951,675 |
| |||||||
|
|
|
|
|
|
|
|
827,992,821 |
917,699,587 |
1,160,039,076 |
1,065,980,817 |
929,704,300 |
1,194,110,592 |
176,893,904 |
166,942,229 |
$872,702,918 |
$827,992,821 |
$1,252,397,649 |
$1,160,039,076 |
$1,036,128,619 |
$929,704,300 |
$174,084,437 |
$176,893,904 |
| |||||||
|
|
|
|
|
|
|
|
9,800,002 |
10,050,002 |
17,550,002 |
16,200,002 |
9,600,002 |
10,600,002 |
2,500,002 |
2,350,002 |
1,250,000 |
3,300,000 |
3,250,000 |
8,700,000 |
1,250,000 |
1,350,000 |
1,400,000 |
1,400,000 |
(1,200,000
) |
(3,550,000
) |
(3,000,000
) |
(7,350,000
) |
(900,000
) |
(2,350,000
) |
(1,600,000
) |
(1,250,000
) |
9,850,002 |
9,800,002 |
17,800,002 |
17,550,002 |
9,950,002 |
9,600,002 |
2,300,002 |
2,500,002 |
|
First
Trust Multi Cap Growth
AlphaDEX®
Fund (FAD) |
First
Trust Mid Cap Value
AlphaDEX®
Fund (FNK) | ||
|
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$1,225,446 |
$871,124 |
$4,188,744 |
$3,202,980 |
Net
realized gain (loss) |
(10,937,410
) |
265,415 |
(7,129,474
) |
10,435,310 |
Net
change in unrealized appreciation (depreciation) |
23,050,229 |
(37,297,428
) |
20,205,737 |
(18,825,308
) |
Net
increase (decrease) in net assets resulting from
operations |
13,338,265 |
(36,160,889
) |
17,265,007 |
(5,187,018
) |
| ||||
DISTRIBUTIONS
TO SHAREHOLDERS FROM: |
|
|
|
|
Investment
operations |
(1,227,461
) |
(548,985
) |
(4,162,527
) |
(2,896,736
) |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
4,979,045 |
77,610,274 |
147,434,722 |
270,963,252 |
Cost
of shares redeemed |
(19,429,951
) |
(79,443,452
) |
(145,782,661
) |
(180,759,426
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
(14,450,906
) |
(1,833,178
) |
1,652,061 |
90,203,826 |
Total
increase (decrease) in net assets |
(2,340,102
) |
(38,543,052
) |
14,754,541 |
82,120,072 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
182,685,679 |
221,228,731 |
222,893,593 |
140,773,521 |
End
of period |
$180,345,577 |
$182,685,679 |
$237,648,134 |
$222,893,593 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
1,800,002 |
1,850,002 |
5,000,002 |
3,150,002 |
Shares
sold |
50,000 |
650,000 |
3,200,000 |
5,900,000 |
Shares
redeemed |
(200,000
) |
(700,000
) |
(3,350,000
) |
(4,050,000
) |
Shares
outstanding, end of period |
1,650,002 |
1,800,002 |
4,850,002 |
5,000,002 |
First
Trust Mid Cap Growth
AlphaDEX®
Fund (FNY) |
First
Trust Small Cap Value
AlphaDEX®
Fund (FYT) |
First
Trust Small Cap Growth
AlphaDEX®
Fund (FYC) | |||
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
Year
Ended
7/31/2023 |
Year
Ended
7/31/2022 |
|
|
|
|
|
|
$917,012 |
$337,265 |
$2,653,725 |
$3,058,043 |
$1,304,751 |
$2,574,987 |
(16,224,445
) |
(16,773,148
) |
(24,449,466
) |
9,493,179 |
(36,516,249
) |
3,931,586 |
35,182,590 |
(52,725,413
) |
21,066,812 |
(21,876,108
) |
48,228,720 |
(53,232,094
) |
19,875,157 |
(69,161,296
) |
(728,929
) |
(9,324,886
) |
13,017,222 |
(46,725,521
) |
| |||||
|
|
|
|
|
|
(1,037,481
) |
— |
(3,120,867
) |
(2,856,336
) |
(476,050
) |
(2,337,676
) |
| |||||
|
|
|
|
|
|
42,824,802 |
38,997,641 |
61,113,503 |
142,579,606 |
52,916,460 |
78,477,080 |
(66,575,110
) |
(151,779,469
) |
(106,848,902
) |
(175,667,971
) |
(37,065,594
) |
(222,514,171
) |
(23,750,308
) |
(112,781,828
) |
(45,735,399
) |
(33,088,365
) |
15,850,866 |
(144,037,091
) |
(4,912,632
) |
(181,943,124
) |
(49,585,195
) |
(45,269,587
) |
28,392,038 |
(193,100,288
) |
| |||||
|
|
|
|
|
|
281,628,996 |
463,572,120 |
223,721,610 |
268,991,197 |
201,726,630 |
394,826,918 |
$276,716,364 |
$281,628,996 |
$174,136,415 |
$223,721,610 |
$230,118,668 |
$201,726,630 |
| |||||
|
|
|
|
|
|
4,600,002 |
6,300,002 |
4,600,002 |
5,350,002 |
3,350,002 |
5,550,002 |
700,000 |
550,000 |
1,250,000 |
2,850,000 |
900,000 |
1,100,000 |
(1,150,000
) |
(2,250,000
) |
(2,400,000
) |
(3,600,000
) |
(650,000
) |
(3,300,000
) |
4,150,002 |
4,600,002 |
3,450,002 |
4,600,002 |
3,600,002 |
3,350,002 |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$81.83 |
$86.85 |
$62.29 |
$62.11 |
$60.79 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
1.35
(a) |
1.01 |
0.71 |
0.93 |
0.77 |
Net
realized and unrealized gain (loss) |
5.74 |
(5.08
) |
24.55 |
0.20 |
1.28 |
Total
from investment operations |
7.09 |
(4.07
) |
25.26 |
1.13 |
2.05 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(1.37
) |
(0.95
) |
(0.70
) |
(0.95
) |
(0.73
) |
Net
asset value, end of period |
$87.55 |
$81.83 |
$86.85 |
$62.29 |
$62.11 |
Total
return
(b) |
8.86
% |
(4.73
)% |
40.77
% |
1.95
% |
3.48
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$1,181,943 |
$1,104,730 |
$1,189,909 |
$924,980 |
$1,434,679 |
Ratio
of total expenses to average net assets
|
0.60
% |
0.59
% |
0.59
% |
0.59
% |
0.60
% |
Ratio
of net investment income (loss) to average net
assets
|
1.67
% |
1.16
% |
0.94
% |
1.49
% |
1.29
% |
Portfolio
turnover rate (c) |
87
% |
87
% |
91
% |
104
% |
102
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$92.46 |
$99.26 |
$64.83 |
$69.86 |
$69.63 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
1.11
(a) |
1.08 |
0.70 |
0.85 |
0.63 |
Net
realized and unrealized gain (loss) |
8.60 |
(6.74
) |
34.51 |
(4.93
) |
0.16 |
Total
from investment operations |
9.71 |
(5.66
) |
35.21 |
(4.08
) |
0.79 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(1.16
) |
(1.14
) |
(0.78
) |
(0.95
) |
(0.56
) |
Net
asset value, end of period |
$101.01 |
$92.46 |
$99.26 |
$64.83 |
$69.86 |
Total
return
(b) |
10.70
% |
(5.74
)% |
54.62
% |
(5.86
)% |
1.22
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$1,080,834 |
$975,495 |
$1,027,303 |
$589,912 |
$887,176 |
Ratio
of total expenses to average net assets
|
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.61
% |
Ratio
of net investment income (loss) to average net assets
|
1.22
% |
1.12
% |
0.79
% |
1.32
% |
0.94
% |
Portfolio
turnover rate (c) |
106
% |
95
% |
114
% |
115
% |
114
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$84.49 |
$91.31 |
$55.98 |
$61.84 |
$66.80 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.95
(a) |
1.05 |
0.61 |
0.51 |
0.60 |
Net
realized and unrealized gain (loss) |
4.13 |
(6.92
) |
35.35 |
(5.75
) |
(4.98
) |
Total
from investment operations |
5.08 |
(5.87
) |
35.96 |
(5.24
) |
(4.38
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.97
) |
(0.95
) |
(0.63
) |
(0.62
) |
(0.58
) |
Net
asset value, end of period |
$88.60 |
$84.49 |
$91.31 |
$55.98 |
$61.84 |
Total
return
(b) |
6.16
% |
(6.50
)% |
64.45
% |
(8.55
)% |
(6.52
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$872,703 |
$827,993 |
$917,700 |
$397,470 |
$602,918 |
Ratio
of total expenses to average net assets
|
0.60
% |
0.59
% |
0.60
% |
0.61
% |
0.62
% |
Ratio
of net investment income (loss) to average net assets
|
1.17
% |
1.18
% |
0.77
% |
0.93
% |
0.96
% |
Portfolio
turnover rate (c) |
109
% |
94
% |
116
% |
123
% |
117
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$66.10 |
$65.80 |
$46.39 |
$52.79 |
$54.07 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
1.50
(a) |
1.21 |
1.01 |
1.11 |
1.02 |
Net
realized and unrealized gain (loss) |
4.22 |
0.27
(b) |
19.41 |
(6.28
) |
(1.43
) |
Total
from investment operations |
5.72 |
1.48 |
20.42 |
(5.17
) |
(0.41
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(1.46
) |
(1.18
) |
(1.01
) |
(1.23
) |
(0.87
) |
Net
asset value, end of period |
$70.36 |
$66.10 |
$65.80 |
$46.39 |
$52.79 |
Total
return
(c) |
8.90
% |
2.24
% |
44.43
% |
(9.84
)% |
(0.65
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$1,252,398 |
$1,160,039 |
$1,065,981 |
$617,016 |
$1,166,569 |
Ratio
of total expenses to average net assets
|
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.60
% |
Ratio
of net investment income (loss) to average net
assets
|
2.27
% |
1.79
% |
1.76
% |
2.12
% |
1.99
% |
Portfolio
turnover rate (d) |
80
% |
75
% |
91
% |
94
% |
96
% |
(a) |
Based
on average shares outstanding. |
(b) |
The
per share amount does not correlate with the aggregate realized and
unrealized gain (loss) due to the timing of the Fund share sales and
repurchases
in relation to market value fluctuation of the underlying
investments. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$96.84 |
$112.65 |
$82.09 |
$71.35 |
$66.91 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.93
(a) |
0.37 |
(0.07
) |
0.55 |
0.37 |
Net
realized and unrealized gain (loss) |
7.36 |
(15.96
) |
30.67 |
10.80 |
4.39 |
Total
from investment operations |
8.29 |
(15.59
) |
30.60 |
11.35 |
4.76 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(1.00
) |
(0.22
) |
(0.04
) |
(0.61
) |
(0.32
) |
Net
asset value, end of period |
$104.13 |
$96.84 |
$112.65 |
$82.09 |
$71.35 |
Total
return
(b) |
8.71
% |
(13.84
)% |
37.30
% |
16.10
% |
7.16
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$1,036,129 |
$929,704 |
$1,194,111 |
$989,147 |
$1,041,726 |
Ratio
of total expenses to average net assets
|
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.61
% |
Ratio
of net investment income (loss) to average net
assets
|
0.98
% |
0.32
% |
(0.07
)% |
0.76
% |
0.56
% |
Portfolio
turnover rate (c) |
127
% |
121
% |
116
% |
138
% |
132
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$70.76 |
$71.04 |
$46.72 |
$54.39 |
$57.35 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
1.38
(a) |
1.20 |
0.84 |
0.95 |
0.92 |
Net
realized and unrealized gain (loss) |
4.94 |
(0.35
) |
24.34 |
(7.54
) |
(3.04
) |
Total
from investment operations |
6.32 |
0.85 |
25.18 |
(6.59
) |
(2.12
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(1.39
) |
(1.13
) |
(0.86
) |
(1.08
) |
(0.84
) |
Net
asset value, end of period |
$75.69 |
$70.76 |
$71.04 |
$46.72 |
$54.39 |
Total
return
(b) |
9.19
% |
1.20
% |
54.35
% |
(12.24
)% |
(3.62
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$174,084 |
$176,894 |
$166,942 |
$51,387 |
$84,301 |
Ratio
of total expenses to average net assets
|
0.64
% |
0.66
% |
0.69
% |
0.74
% |
0.73
% |
Ratio
of net expenses to average net assets
|
0.64
% |
0.66
% |
0.69
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average net assets
|
1.96
% |
1.64
% |
1.43
% |
1.86
% |
1.69
% |
Portfolio
turnover rate (c) |
85
% |
76
% |
92
% |
98
% |
96
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. The total returns would have been lower if certain
fees
had not been waived and expenses reimbursed by the investment
advisor. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$101.49 |
$119.58 |
$83.11 |
$75.90 |
$72.71 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.72
(a) |
0.46 |
(0.11
) |
0.42 |
0.22 |
Net
realized and unrealized gain (loss) |
7.81 |
(18.27
) |
36.71 |
7.27 |
3.14 |
Total
from investment operations |
8.53 |
(17.81
) |
36.60 |
7.69 |
3.36 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.72
) |
(0.28
) |
(0.13
) |
(0.48
) |
(0.17
) |
Net
asset value, end of period |
$109.30 |
$101.49 |
$119.58 |
$83.11 |
$75.90 |
Total
return
(b) |
8.50
% |
(14.91
)% |
44.10
% |
10.23
% |
4.65
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$180,346 |
$182,686 |
$221,229 |
$170,367 |
$185,955 |
Ratio
of total expenses to average net assets
|
0.64
% |
0.63
% |
0.63
% |
0.63
% |
0.66
% |
Ratio
of net investment income (loss) to average net assets
|
0.72
% |
0.39
% |
(0.09
)% |
0.56
% |
0.31
% |
Portfolio
turnover rate (c) |
125
% |
115
% |
104
% |
123
% |
130
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$44.58 |
$44.69 |
$27.71 |
$34.67 |
$36.71 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.78
(a) |
0.74 |
0.54 |
0.63 |
0.51 |
Net
realized and unrealized gain (loss) |
4.42 |
(0.16
) |
16.98 |
(6.86
) |
(2.10
) |
Total
from investment operations |
5.20 |
0.58 |
17.52 |
(6.23
) |
(1.59
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.78
) |
(0.69
) |
(0.54
) |
(0.73
) |
(0.45
) |
Net
asset value, end of period |
$49.00 |
$44.58 |
$44.69 |
$27.71 |
$34.67 |
Total
return
(b) |
11.95
% |
1.31
% |
63.76
% |
(18.19
)% |
(4.26
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$237,648 |
$222,894 |
$140,774 |
$34,636 |
$55,473 |
Ratio
of total expenses to average net assets
|
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average net assets
|
1.77
% |
1.63
% |
1.33
% |
2.04
% |
1.49
% |
Portfolio
turnover rate (c) |
102
% |
84
% |
102
% |
107
% |
113
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$61.22 |
$73.58 |
$51.23 |
$46.59 |
$43.80 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.21
(a) |
0.01 |
(0.18
) |
0.11 |
0.04 |
Net
realized and unrealized gain (loss) |
5.49 |
(12.37
) |
22.69 |
4.67 |
2.77 |
Total
from investment operations |
5.70 |
(12.36
) |
22.51 |
4.78 |
2.81 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.24
) |
— |
(0.16
) |
(0.14
) |
(0.02
) |
Net
asset value, end of period |
$66.68 |
$61.22 |
$73.58 |
$51.23 |
$46.59 |
Total
return
(b) |
9.37
% |
(16.80
)% |
44.02
% |
10.28
% |
6.43
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$276,716 |
$281,629 |
$463,572 |
$338,149 |
$309,826 |
Ratio
of total expenses to average net assets
|
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average net assets
|
0.35
% |
0.09
% |
(0.24
)% |
0.23
% |
0.09
% |
Portfolio
turnover rate (c) |
142
% |
136
% |
138
% |
135
% |
144
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$48.64 |
$50.28 |
$30.78 |
$34.66 |
$38.98 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.66
(a) |
0.67 |
0.45 |
0.38 |
0.57 |
Net
realized and unrealized gain (loss) |
1.96
(b) |
(1.69
) |
19.52 |
(3.75
) |
(4.36
) |
Total
from investment operations |
2.62 |
(1.02
) |
19.97 |
(3.37
) |
(3.79
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.79
) |
(0.62
) |
(0.47
) |
(0.51
) |
(0.53
) |
Net
asset value, end of period |
$50.47 |
$48.64 |
$50.28 |
$30.78 |
$34.66 |
Total
return
(c) |
5.61
% |
(2.06
)% |
65.22
% |
(9.83
)% |
(9.69
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$174,136 |
$223,722 |
$268,991 |
$46,176 |
$60,659 |
Ratio
of total expenses to average net assets
|
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average net assets
|
1.42
% |
1.29
% |
1.08
% |
1.18
% |
1.58
% |
Portfolio
turnover rate (d) |
110
% |
90
% |
109
% |
120
% |
120
% |
(a) |
Based
on average shares outstanding. |
(b) |
The
per share amount does not correlate with the aggregate realized and
unrealized gain (loss) due to the timing of the Fund share sales and
repurchases
in relation to market value fluctuation of the underlying
investments. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Year
Ended July 31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$60.22 |
$71.14 |
$44.46 |
$46.87 |
$48.79 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss) |
0.36
(a) |
0.54 |
0.03 |
0.17 |
0.02 |
Net
realized and unrealized gain (loss) |
3.47 |
(10.99
) |
26.72 |
(2.40
) |
(1.93
) |
Total
from investment operations |
3.83 |
(10.45
) |
26.75 |
(2.23
) |
(1.91
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.13
) |
(0.47
) |
(0.07
) |
(0.18
) |
(0.01
) |
Net
asset value, end of period |
$63.92 |
$60.22 |
$71.14 |
$44.46 |
$46.87 |
Total
return
(b) |
6.38
% |
(14.81
)% |
60.24
% |
(4.79
)% |
(3.90
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$230,119 |
$201,727 |
$394,827 |
$146,704 |
$278,851 |
Ratio
of total expenses to average net assets
|
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average net assets
|
0.62
% |
0.88
% |
0.02
% |
0.44
% |
0.04
% |
Portfolio
turnover rate (c) |
140
% |
132
% |
151
% |
137
% |
152
% |
(a) |
Based
on average shares outstanding. |
(b) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(c) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
First
Trust Large Cap Core AlphaDEX®
Fund – (ticker “FEX”) |
First
Trust Mid Cap Core AlphaDEX®
Fund – (ticker “FNX”) |
First
Trust Small Cap Core AlphaDEX®
Fund – (ticker “FYX”) |
First
Trust Large Cap Value AlphaDEX®
Fund – (ticker “FTA”) |
First
Trust Large Cap Growth AlphaDEX®
Fund – (ticker “FTC”) |
First
Trust Multi Cap Value AlphaDEX®
Fund – (ticker “FAB”) |
First
Trust Multi Cap Growth AlphaDEX®
Fund – (ticker “FAD”) |
First
Trust Mid Cap Value AlphaDEX®
Fund – (ticker “FNK”) |
First
Trust Mid Cap Growth AlphaDEX®
Fund – (ticker “FNY”) |
First
Trust Small Cap Value AlphaDEX®
Fund – (ticker “FYT”) |
First
Trust Small Cap Growth AlphaDEX®
Fund – (ticker “FYC”) |
Fund
|
Index |
First
Trust Large Cap Core AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Large Cap Core Index |
First
Trust Mid Cap Core AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap Core Index |
First
Trust Small Cap Core AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap Core Index |
First
Trust Large Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Large Cap Value Index |
First
Trust Large Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Large Cap Growth Index |
First
Trust Multi Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Multi Cap Value Index |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Multi Cap Growth Index |
First
Trust Mid Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap Value Index |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap Growth Index |
First
Trust Small Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap Value Index |
First
Trust Small Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap Growth Index |
Security |
Acquisition
Date |
Shares |
Current
Price |
Carrying
Cost |
Value |
%
of
Net
Assets |
FAD
|
|
|
|
|
|
|
OmniAb,
Inc. - 12.5 Earnout Shares |
11/02/2022 |
162 |
$0.00 |
$0 |
$0 |
0.00
% |
OmniAb,
Inc. - 15 Earnout Shares |
11/02/2022 |
162 |
0.00 |
0 |
0 |
0.00 |
|
|
|
|
$0 |
$0 |
0.00
% |
Security |
Acquisition
Date |
Shares |
Current
Price |
Carrying
Cost |
Value |
%
of
Net
Assets |
FYC
|
|
|
|
|
|
|
OmniAb,
Inc. - 12.5 Earnout Shares |
11/02/2022 |
1,080 |
$0.00 |
$0 |
$0 |
0.00
% |
OmniAb,
Inc. - 15 Earnout Shares |
11/02/2022 |
1,080 |
0.00 |
0 |
0 |
0.00 |
|
|
|
|
$0 |
$0 |
0.00
% |
|
Distributions
paid
from
Ordinary
Income |
Distributions
paid
from
Capital
Gains |
Distributions
paid
from
Return
of
Capital |
First
Trust Large Cap Core AlphaDEX®
Fund |
$18,821,067 |
$— |
$— |
First
Trust Mid Cap Core AlphaDEX®
Fund |
12,566,002 |
— |
— |
First
Trust Small Cap Core AlphaDEX®
Fund |
9,564,637 |
— |
— |
First
Trust Large Cap Value AlphaDEX®
Fund |
26,595,703 |
— |
— |
First
Trust Large Cap Growth AlphaDEX®
Fund |
9,713,938 |
— |
— |
First
Trust Multi Cap Value AlphaDEX®
Fund |
3,751,808 |
— |
— |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
1,227,461 |
— |
— |
First
Trust Mid Cap Value AlphaDEX®
Fund |
4,162,527 |
— |
— |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
1,037,481 |
— |
— |
First
Trust Small Cap Value AlphaDEX®
Fund |
3,120,867 |
— |
— |
First
Trust Small Cap Growth AlphaDEX®
Fund |
476,050 |
— |
— |
|
Distributions
paid
from
Ordinary
Income |
Distributions
paid
from
Capital
Gains |
Distributions
paid
from
Return
of
Capital |
First
Trust Large Cap Core AlphaDEX®
Fund |
$12,780,587 |
$— |
$— |
First
Trust Mid Cap Core AlphaDEX®
Fund |
11,863,187 |
— |
— |
First
Trust Small Cap Core AlphaDEX®
Fund |
9,613,591 |
— |
— |
First
Trust Large Cap Value AlphaDEX®
Fund |
19,926,672 |
— |
— |
First
Trust Large Cap Growth AlphaDEX®
Fund |
2,104,295 |
— |
— |
First
Trust Multi Cap Value AlphaDEX®
Fund |
2,513,652 |
— |
— |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
548,985 |
— |
— |
First
Trust Mid Cap Value AlphaDEX®
Fund |
2,896,736 |
— |
— |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
— |
— |
— |
First
Trust Small Cap Value AlphaDEX®
Fund |
2,856,336 |
— |
— |
First
Trust Small Cap Growth AlphaDEX®
Fund |
2,337,676 |
— |
— |
|
Undistributed
Ordinary
Income |
Accumulated
Capital
and
Other
Gain
(Loss) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust Large Cap Core AlphaDEX®
Fund |
$1,560,433 |
$(292,986,503
) |
$158,820,087 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
1,004,086 |
(297,476,802
) |
152,054,820 |
First
Trust Small Cap Core AlphaDEX®
Fund |
168,719 |
(381,698,439
) |
96,476,410 |
First
Trust Large Cap Value AlphaDEX®
Fund |
2,995,203 |
(253,541,569
) |
84,269,459 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
445,136 |
(259,634,595
) |
177,618,165 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
331,905 |
(49,210,255
) |
3,562,913 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
15,162 |
(72,152,962
) |
33,194,682 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
448,808 |
(50,016,603
) |
7,654,875 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
— |
(148,424,420
) |
42,735,369 |
First
Trust Small Cap Value AlphaDEX®
Fund |
— |
(73,238,940
) |
4,428,235 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
94,438 |
(182,271,213
) |
34,927,736 |
|
Non-Expiring
Capital
Loss
Carryforwards |
First
Trust Large Cap Core AlphaDEX®
Fund |
$292,986,503 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
297,476,802 |
First
Trust Small Cap Core AlphaDEX®
Fund |
381,698,439 |
First
Trust Large Cap Value AlphaDEX®
Fund |
253,541,569 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
259,634,595 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
49,210,255 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
72,152,962 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
50,016,603 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
148,424,420 |
First
Trust Small Cap Value AlphaDEX®
Fund |
73,238,940 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
182,271,213 |
|
Accumulated
Net
Investment
Income
(Loss) |
Accumulated
Net
Realized
Gain
(Loss)
on
Investments |
Paid-In
Capital |
First
Trust Large Cap Core AlphaDEX®
Fund |
$— |
$(23,842,871
) |
$23,842,871 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
57,369 |
(16,358,607
) |
16,301,238 |
First
Trust Small Cap Core AlphaDEX®
Fund |
(1,465
) |
(10,454,025
) |
10,455,490 |
First
Trust Large Cap Value AlphaDEX®
Fund |
— |
(29,236,942
) |
29,236,942 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
— |
(11,453,842
) |
11,453,842 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
(3,593
) |
(9,582,110
) |
9,585,703 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
1,813 |
(2,381,799
) |
2,379,986 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
(36,861
) |
(7,241,752
) |
7,278,613 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
131,998 |
(5,521,663
) |
5,389,665 |
First
Trust Small Cap Value AlphaDEX®
Fund |
74,207 |
(1,467,288
) |
1,393,081 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
(1,661
) |
(3,181,628
) |
3,183,289 |
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust Large Cap Core AlphaDEX®
Fund |
$1,023,207,510 |
$190,061,106 |
$(31,241,019
) |
$158,820,087 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
939,571,313 |
190,002,190 |
(37,947,370
) |
152,054,820 |
First
Trust Small Cap Core AlphaDEX®
Fund |
790,556,564 |
138,305,273 |
(41,828,863
) |
96,476,410 |
First
Trust Large Cap Value AlphaDEX®
Fund |
1,170,025,360 |
136,424,058 |
(52,154,599
) |
84,269,459 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
858,809,127 |
184,778,389 |
(7,160,224
) |
177,618,165 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
172,142,797 |
15,811,946 |
(12,249,033
) |
3,562,913 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
148,072,041 |
35,073,392 |
(1,878,710
) |
33,194,682 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
233,934,574 |
23,989,693 |
(16,334,818
) |
7,654,875 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
233,955,020 |
46,987,335 |
(4,251,966
) |
42,735,369 |
First
Trust Small Cap Value AlphaDEX®
Fund |
171,971,983 |
19,580,289 |
(15,152,054
) |
4,428,235 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
199,018,251 |
38,975,112 |
(4,047,376
) |
34,927,736 |
Breakpoints |
|
Fund
net assets up to and including $2.5 billion |
0.7000
% |
Fund
net assets greater than $2.5 billion up to and including $5
billion |
0.6825
% |
Fund
net assets greater than $5 billion up to and including $7.5
billion |
0.6650
% |
Fund
net assets greater than $7.5 billion up to and including $10
billion |
0.6475
% |
Fund
net assets greater than $10 billion up to and including $15
billion |
0.6300
% |
Fund
net assets greater than $15 billion |
0.5950
% |
Breakpoints |
|
Fund
net assets up to and including $2.5 billion |
0.5000
% |
Fund
net assets greater than $2.5 billion up to and including $5
billion |
0.4875
% |
Fund
net assets greater than $5 billion up to and including $7.5
billion |
0.4750
% |
Fund
net assets greater than $7.5 billion up to and including $10
billion |
0.4625
% |
Fund
net assets greater than $10 billion up to and including $15
billion |
0.4500
% |
Fund
net assets greater than $15 billion |
0.4250
% |
|
Purchases |
Sales |
First
Trust Large Cap Core AlphaDEX®
Fund |
$970,300,133 |
$968,560,104 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
1,044,136,294 |
1,042,820,386 |
First
Trust Small Cap Core AlphaDEX®
Fund |
875,213,119 |
872,716,500 |
First
Trust Large Cap Value AlphaDEX®
Fund |
967,833,891 |
964,376,764 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
1,169,642,025 |
1,169,249,154 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
160,473,241 |
160,011,222 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
212,309,172 |
211,964,874 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
242,479,771 |
242,005,533 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
373,149,365 |
372,678,021 |
First
Trust Small Cap Value AlphaDEX®
Fund |
205,533,531 |
204,750,408 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
299,178,425 |
298,016,348 |
|
Purchases |
Sales |
First
Trust Large Cap Core AlphaDEX®
Fund |
$137,818,189 |
$135,585,152 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
97,088,361 |
82,762,751 |
First
Trust Small Cap Core AlphaDEX®
Fund |
102,993,842 |
93,502,273 |
First
Trust Large Cap Value AlphaDEX®
Fund |
214,210,340 |
197,330,398 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
117,809,169 |
83,676,174 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
102,162,955 |
110,099,072 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
4,965,425 |
19,366,502 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
147,086,859 |
145,408,016 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
42,743,817 |
66,420,667 |
|
Purchases |
Sales |
First
Trust Small Cap Value AlphaDEX®
Fund |
$60,986,470 |
$106,674,082 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
52,816,081 |
36,961,671 |
|
Dividends
Received
Deduction |
First
Trust Large Cap Core AlphaDEX®
Fund |
100.00
% |
First
Trust Mid Cap Core AlphaDEX®
Fund |
99.92
% |
First
Trust Small Cap Core AlphaDEX®
Fund |
100.00
% |
First
Trust Large Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Large Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Multi Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
99.51
% |
First
Trust Mid Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Small Cap Value AlphaDEX®
Fund |
99.96
% |
First
Trust Small Cap Growth AlphaDEX®
Fund |
100.00
% |
|
Qualified
Dividend
Income |
First
Trust Large Cap Core AlphaDEX®
Fund |
100.00
% |
First
Trust Mid Cap Core AlphaDEX®
Fund |
100.00
% |
First
Trust Small Cap Core AlphaDEX®
Fund |
100.00
% |
First
Trust Large Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Large Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Multi Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Mid Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Small Cap Value AlphaDEX®
Fund |
100.00
% |
First
Trust Small Cap Growth AlphaDEX®
Fund |
100.00
% |
First
Trust Large Cap Core AlphaDEX®
Fund (FEX) |
First
Trust Mid Cap Core AlphaDEX®
Fund (FNX) |
First
Trust Small Cap Core AlphaDEX®
Fund (FYX) |
First
Trust Large Cap Value AlphaDEX®
Fund (FTA) |
First
Trust Large Cap Growth AlphaDEX®
Fund (FTC) |
First
Trust Multi Cap Value AlphaDEX®
Fund (FAB) |
First
Trust Multi Cap Growth AlphaDEX®
Fund (FAD) |
First
Trust Mid Cap Value AlphaDEX®
Fund (FNK) |
First
Trust Mid Cap Growth AlphaDEX®
Fund (FNY) |
First
Trust Small Cap Value AlphaDEX®
Fund (FYT) |
First
Trust Small Cap Growth AlphaDEX®
Fund (FYC) |
Name,
Year
of Birth and
Position
with the Trust |
Term
of Office
and
Year First
Elected
or
Appointed |
Principal
Occupations
During
Past 5 Years |
Number
of
Portfolios
in
the
First Trust
Fund
Complex
Overseen
by
Trustee |
Other
Trusteeships
or
Directorships
Held
by Trustee
During
Past
5
Years |
INDEPENDENT
TRUSTEES | ||||
Richard
E. Erickson, Trustee
(1951) |
• Indefinite
Term
• Since
Inception |
Physician,
Edward-Elmhurst Medical
Group;
Physician and Officer,
Wheaton
Orthopedics (1990 to 2021) |
238 |
None |
Thomas
R. Kadlec, Trustee
(1957) |
• Indefinite
Term
• Since
Inception |
Retired;
President, ADM Investors
Services,
Inc. (Futures Commission
Merchant)
(2010 to July 2022) |
238 |
Director,
National Futures
Association
and ADMIS
Singapore
Ltd.; Formerly,
Director
of ADM Investor
Services,
Inc., ADM Investor
Services
International,
ADMIS
Hong Kong Ltd., and
Futures
Industry Association |
Denise
M. Keefe, Trustee
(1964) |
• Indefinite
Term
• Since
2021 |
Executive
Vice President, Advocate
Aurora
Health and President,
Advocate
Aurora Continuing Health
Division
(Integrated Healthcare
System) |
238 |
Director
and Board Chair of
Advocate
Home Health
Services,
Advocate Home
Care
Products and Advocate
Hospice;
Director and Board
Chair
of Aurora At Home
(since
2018); Director of
Advocate
Physician Partners
Accountable
Care
Organization;
Director of
RML
Long Term Acute Care
Hospitals;
Director of Senior
Helpers
(since 2021); and
Director
of MobileHelp
(since
2022) |
Robert
F. Keith, Trustee
(1956) |
• Indefinite
Term
• Since
Inception |
President,
Hibs Enterprises (Financial
and
Management Consulting) |
238 |
Formerly,
Director of Trust
Company
of Illinois |
Niel
B. Nielson, Trustee
(1954) |
• Indefinite
Term
• Since
Inception |
Senior
Advisor (2018 to Present),
Managing
Director and Chief
Operating
Officer (2015 to 2018),
Pelita
Harapan Educational
Foundation
(Educational Products
and
Services) |
238 |
None |
INTERESTED
TRUSTEE | ||||
James
A. Bowen(1),
Trustee,
Chairman
of the Board
(1955) |
• Indefinite
Term
• Since
Inception |
Chief
Executive Officer, First Trust
Advisors
L.P. and First Trust
Portfolios
L.P., Chairman of the
Board
of Directors, BondWave LLC
(Software
Development Company)
and
Stonebridge Advisors LLC
(Investment
Advisor) |
238 |
None |
Name
and
Year
of Birth |
Position
and
Offices
with
Trust |
Term
of Office
and
Length of
Service |
Principal
Occupations
During
Past 5 Years |
OFFICERS(2) | |||
James
M. Dykas
(1966) |
President
and Chief
Executive
Officer |
• Indefinite
Term
• Since
January
2016 |
Managing
Director and Chief Financial Officer, First Trust
Advisors
L.P. and First Trust Portfolios L.P.; Chief Financial
Officer,
BondWave LLC (Software Development Company) and
Stonebridge
Advisors LLC (Investment Advisor) |
Derek
D. Maltbie
(1972) |
Treasurer,
Chief Financial
Officer
and Chief
Accounting
Officer |
• Indefinite
Term
• Since
2023 |
Senior
Vice President, First Trust Advisors L.P. and First Trust
Portfolios
L.P., July 2021 - present. Previously, Vice President,
First
Trust Advisors L.P. and First Trust Portfolios L.P., 2014 -
2021. |
W.
Scott Jardine
(1960) |
Secretary
and Chief Legal
Officer |
• Indefinite
Term
• Since
Inception |
General
Counsel, First Trust Advisors L.P. and First Trust
Portfolios
L.P.; Secretary and General Counsel, BondWave LLC;
Secretary,
Stonebridge Advisors LLC |
Daniel
J. Lindquist
(1970) |
Vice
President |
• Indefinite
Term
• Since
Inception |
Managing
Director, First Trust Advisors L.P. and First Trust
Portfolios
L.P. |
Kristi
A. Maher
(1966) |
Chief
Compliance Officer
and
Assistant Secretary |
• Indefinite
Term
• Chief
Compliance
Officer
Since
January
2011
• Assistant
Secretary
Since
Inception |
Deputy
General Counsel, First Trust Advisors L.P. and First
Trust
Portfolios L.P. |
Roger
F. Testin
(1966) |
Vice
President |
• Indefinite
Term
• Since
Inception |
Senior
Vice President, First Trust Advisors L.P. and First Trust
Portfolios
L.P. |
Stan
Ueland
(1970) |
Vice
President |
• Indefinite
Term
• Since
Inception |
Senior
Vice President, First Trust Advisors L.P. and First Trust
Portfolios
L.P.
|