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 | |
36 | |
44 | |
53 | |
57 | |
61 | |
72 | |
83 | |
88 | |
93 | |
99 | |
106 | |
110 | |
114 | |
118 | |
129 | |
139 |
Performance | ||||||||
|
|
|
Average
Annual Total Returns |
Cumulative
Total Returns | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
4.35% |
8.05% |
11.18% |
10.06% |
8.17% |
69.84% |
160.78% |
272.31% |
Market
Price |
4.34% |
8.04% |
11.18% |
10.06% |
8.17% |
69.84% |
160.71% |
272.37% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large
Cap
CoreTM
Index(1)
|
4.69% |
8.73% |
11.87% |
N/A |
N/A |
75.18% |
N/A |
N/A |
Nasdaq
US 500 Large CapTM
Index(1)
|
6.71% |
21.51% |
14.32% |
N/A |
N/A |
95.23% |
N/A |
N/A |
S&P
500®
Index |
6.43% |
20.82% |
14.30% |
12.62% |
9.39% |
95.06% |
228.07% |
349.13% |
(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 |
16.7% |
Industrials |
16.2 |
Information
Technology |
16.0 |
Consumer
Discretionary |
11.9 |
Health
Care |
7.5 |
Utilities |
7.2 |
Materials |
6.5 |
Communication
Services |
5.9 |
Energy |
4.7 |
Consumer
Staples |
4.5 |
Real
Estate |
2.9 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Super
Micro Computer, Inc. |
0.7% |
Crowdstrike
Holdings, Inc., Class A |
0.5 |
Deckers
Outdoor Corp. |
0.5 |
Verizon
Communications, Inc. |
0.5 |
Marathon
Petroleum Corp. |
0.5 |
DraftKings,
Inc., Class A |
0.5 |
Arista
Networks, Inc. |
0.5 |
United
Rentals, Inc. |
0.5 |
Everest
Group Ltd. |
0.5 |
Fox
Corp., Class A |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
1.36% |
6.47% |
10.63% |
8.76% |
8.56% |
65.74% |
131.52% |
294.99% |
Market
Price |
1.36% |
6.47% |
10.63% |
8.75% |
8.56% |
65.75% |
131.45% |
295.04% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap
CoreTM
Index(1)
|
1.70% |
7.15% |
11.34% |
N/A |
N/A |
71.12% |
N/A |
N/A |
Nasdaq
US 600 Mid CapTM
Index(1)
|
0.20% |
5.26% |
8.74% |
N/A |
N/A |
52.01% |
N/A |
N/A |
S&P
MidCap 400®
Index |
0.98% |
4.78% |
10.02% |
9.32% |
8.58% |
61.19% |
143.78% |
296.62% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
9.16% |
88.60% |
209.47% |
334.21% |
(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 |
19.5% |
Financials |
17.4 |
Consumer
Discretionary |
17.1 |
Information
Technology |
12.4 |
Health
Care |
7.6 |
Energy |
6.7 |
Materials |
6.0 |
Consumer
Staples |
4.6 |
Utilities |
3.4 |
Real
Estate |
2.9 |
Communication
Services |
2.4 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Nutanix,
Inc., Class A |
0.4% |
Vertiv
Holdings Co., Class A |
0.4 |
Sanmina
Corp. |
0.4 |
PBF
Energy, Inc., Class A |
0.4 |
M.D.C.
Holdings, Inc. |
0.4 |
CVR
Energy, Inc. |
0.4 |
Helmerich
& Payne, Inc. |
0.4 |
elf
Beauty, Inc. |
0.4 |
Wingstop,
Inc. |
0.4 |
Viatris,
Inc. |
0.4 |
Total |
4.0% |
![]() |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
-0.51% |
2.07% |
8.79% |
7.58% |
7.40% |
52.37% |
107.67% |
230.21% |
Market
Price |
-0.45% |
2.16% |
8.81% |
7.59% |
7.40% |
52.52% |
107.79% |
230.49% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small
Cap
CoreTM
Index(1)
|
-0.14% |
2.82% |
9.54% |
N/A |
N/A |
57.74% |
N/A |
N/A |
Nasdaq
US 700 Small CapTM
Index(1)
|
-2.02% |
1.44% |
7.84% |
N/A |
N/A |
45.83% |
N/A |
N/A |
S&P
SmallCap 600®
Index |
-0.36% |
1.81% |
7.93% |
8.65% |
8.11% |
46.49% |
129.19% |
268.90% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
9.16% |
88.60% |
209.47% |
334.21% |
(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 |
22.4% |
Industrials |
18.2 |
Consumer
Discretionary |
13.6 |
Information
Technology |
9.6 |
Health
Care |
8.3 |
Real
Estate |
7.4 |
Energy |
6.1 |
Consumer
Staples |
5.1 |
Materials |
4.4 |
Communication
Services |
3.1 |
Utilities |
1.8 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Oscar
Health, Inc., Class A |
0.5% |
Alpha
Metallurgical Resources, Inc. |
0.4 |
FTAI
Aviation Ltd. |
0.4 |
Modine
Manufacturing Co. |
0.4 |
Liberty
Energy, Inc. |
0.4 |
RxSight,
Inc. |
0.4 |
Bread
Financial Holdings, Inc. |
0.4 |
Peabody
Energy Corp. |
0.4 |
NMI
Holdings, Inc., Class A |
0.4 |
Arch
Resources, 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 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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
1.19% |
0.33% |
8.96% |
8.30% |
7.17% |
53.59% |
121.93% |
218.83% |
Market
Price |
1.17% |
0.31% |
8.96% |
8.29% |
7.17% |
53.60% |
121.84% |
218.76% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large
Cap
ValueTM
Index(1)
|
1.52% |
0.97% |
9.65% |
N/A |
N/A |
58.51% |
N/A |
N/A |
Nasdaq
US 500 Large Cap
ValueTM
Index(1)
|
5.17% |
12.95% |
12.20% |
N/A |
N/A |
77.78% |
N/A |
N/A |
S&P
500®
Index |
6.43% |
20.82% |
14.30% |
12.62% |
9.39% |
95.06% |
228.07% |
349.13% |
S&P
500®
Value Index |
5.70% |
14.57% |
12.32% |
10.50% |
7.27% |
78.74% |
171.29% |
223.42% |
(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 |
23.2% |
Utilities |
13.8 |
Materials |
9.6 |
Industrials |
8.8 |
Energy |
8.5 |
Health
Care |
8.3 |
Consumer
Discretionary |
8.1 |
Consumer
Staples |
7.9 |
Communication
Services |
5.7 |
Information
Technology |
4.2 |
Real
Estate |
1.9 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Verizon
Communications, Inc. |
1.0% |
Marathon
Petroleum Corp. |
1.0 |
Everest
Group Ltd. |
1.0 |
Fox
Corp., Class A |
1.0 |
Phillips
66 |
1.0 |
General
Motors Co. |
1.0 |
Berkshire
Hathaway, Inc., Class B |
1.0 |
Nucor
Corp. |
1.0 |
Cincinnati
Financial Corp. |
1.0 |
Valero
Energy Corp. |
1.0 |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
7.59% |
18.02% |
12.91% |
11.54% |
8.83% |
83.51% |
198.03% |
311.78% |
Market
Price |
7.70% |
18.03% |
12.93% |
11.54% |
8.83% |
83.67% |
198.03% |
311.88% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Large
Cap
GrowthTM
Index(1)
|
7.94% |
18.79% |
13.61% |
N/A |
N/A |
89.27% |
N/A |
N/A |
Nasdaq
US 500 Large Cap
GrowthTM
Index(1)
|
7.70% |
27.19% |
16.02% |
N/A |
N/A |
110.25% |
N/A |
N/A |
S&P
500®
Index |
6.43% |
20.82% |
14.30% |
12.62% |
9.39% |
95.06% |
228.07% |
349.13% |
S&P
500®
Growth Index |
7.09% |
26.67% |
15.21% |
14.02% |
11.08% |
102.98% |
271.34% |
480.52% |
(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 |
28.5% |
Industrials |
23.6 |
Consumer
Discretionary |
16.6 |
Financials |
10.8 |
Communication
Services |
6.5 |
Health
Care |
5.3 |
Real
Estate |
3.9 |
Materials |
2.6 |
Energy |
1.3 |
Consumer
Staples |
0.6 |
Utilities |
0.3 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Super
Micro Computer, Inc. |
1.6% |
Crowdstrike
Holdings, Inc., Class A |
1.0 |
Deckers
Outdoor Corp. |
1.0 |
DraftKings,
Inc., Class A |
1.0 |
Meta
Platforms, Inc., Class A |
1.0 |
Arista
Networks, Inc. |
1.0 |
United
Rentals, Inc. |
1.0 |
ServiceNow,
Inc. |
1.0 |
Apollo
Global Management, Inc. |
1.0 |
Bank
of New York Mellon (The) Corp. |
0.9 |
Total |
10.5% |
![]() |
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 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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
2.02% |
2.25% |
9.40% |
7.77% |
7.40% |
56.68% |
111.42% |
229.99% |
Market
Price |
1.95% |
2.25% |
9.39% |
7.76% |
7.39% |
56.63% |
111.19% |
229.93% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Multi
Cap
ValueTM
Index(1)
|
2.40% |
2.97% |
10.18% |
N/A |
N/A |
62.38% |
N/A |
N/A |
Nasdaq
US Multi Cap
ValueTM
Index(1)
|
4.56% |
11.56% |
11.83% |
N/A |
N/A |
74.89% |
N/A |
N/A |
S&P
Composite 1500®
Index |
5.95% |
19.34% |
13.87% |
12.29% |
9.33% |
91.48% |
218.79% |
345.23% |
S&P
Composite 1500®
Value
Index |
5.13% |
13.20% |
12.04% |
10.33% |
7.35% |
76.56% |
167.19% |
227.72% |
(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% |
Consumer
Discretionary |
12.8 |
Industrials |
11.0 |
Energy |
9.3 |
Utilities |
9.2 |
Materials |
8.4 |
Consumer
Staples |
6.4 |
Health
Care |
6.2 |
Information
Technology |
4.4 |
Communication
Services |
4.3 |
Real
Estate |
3.1 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Verizon
Communications, Inc. |
0.5% |
Marathon
Petroleum Corp. |
0.5 |
Everest
Group Ltd. |
0.5 |
Fox
Corp., Class A |
0.5 |
Phillips
66 |
0.5 |
General
Motors Co. |
0.5 |
Berkshire
Hathaway, Inc., Class B |
0.5 |
Nucor
Corp. |
0.5 |
Cincinnati
Financial Corp. |
0.5 |
Valero
Energy Corp. |
0.5 |
Total |
5.0% |
![]() |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(5/8/07)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
2.62% |
11.72% |
11.11% |
10.34% |
8.60% |
69.32% |
167.61% |
297.63% |
Market
Price |
2.55% |
11.68% |
11.11% |
10.31% |
8.60% |
69.31% |
166.89% |
297.55% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Multi
Cap
GrowthTM
Index(1)
|
2.99% |
12.48% |
11.86% |
N/A |
N/A |
75.16% |
N/A |
N/A |
Nasdaq
US Multi Cap
GrowthTM
Index(1)
|
6.90% |
25.09% |
15.12% |
N/A |
N/A |
102.18% |
N/A |
N/A |
S&P
Composite 1500®
Index |
5.95% |
19.34% |
13.87% |
12.29% |
9.33% |
91.48% |
218.79% |
345.23% |
S&P
Composite 1500®
Growth
Index |
6.68% |
25.14% |
14.74% |
13.60% |
10.93% |
98.84% |
257.99% |
467.42% |
(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 |
24.7% |
Industrials |
24.3 |
Consumer
Discretionary |
14.8 |
Financials |
9.5 |
Health
Care |
9.4 |
Communication
Services |
4.7 |
Real
Estate |
4.5 |
Consumer
Staples |
2.6 |
Energy |
2.5 |
Materials |
2.4 |
Utilities |
0.6 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Super
Micro Computer, Inc. |
0.8% |
Crowdstrike
Holdings, Inc., Class A |
0.5 |
Deckers
Outdoor Corp. |
0.5 |
DraftKings,
Inc., Class A |
0.5 |
Meta
Platforms, Inc., Class A |
0.5 |
Arista
Networks, Inc. |
0.5 |
United
Rentals, Inc. |
0.5 |
ServiceNow,
Inc. |
0.5 |
Apollo
Global Management, Inc. |
0.5 |
Bank
of New York Mellon (The) Corp. |
0.5 |
Total |
5.3% |
![]() |
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 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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
2.09% |
4.01% |
9.50% |
7.28% |
8.86% |
57.45% |
101.90% |
195.93% |
Market
Price |
2.11% |
3.93% |
9.50% |
7.26% |
8.86% |
57.45% |
101.62% |
195.92% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap
ValueTM
Index(1)
|
2.51% |
4.86% |
10.35% |
N/A |
N/A |
63.63% |
N/A |
N/A |
Nasdaq
US 600 Mid Cap
ValueTM
Index(1)
|
0.95% |
4.31% |
8.54% |
N/A |
N/A |
50.66% |
N/A |
N/A |
S&P
MidCap 400®
Value
Index |
-0.11% |
0.38% |
9.75% |
9.01% |
10.02% |
59.20% |
136.96% |
239.00% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
12.42% |
88.60% |
209.47% |
347.26% |
(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 |
24.2% |
Consumer
Discretionary |
20.2 |
Industrials |
12.4 |
Energy |
11.6 |
Materials |
8.0 |
Utilities |
5.4 |
Information
Technology |
5.1 |
Health
Care |
5.0 |
Consumer
Staples |
2.8 |
Communication
Services |
2.8 |
Real
Estate |
2.5 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Sanmina
Corp. |
0.9% |
PBF
Energy, Inc., Class A |
0.9 |
CVR
Energy, Inc. |
0.8 |
Helmerich
& Payne, Inc. |
0.8 |
Viatris,
Inc. |
0.8 |
Unum
Group |
0.8 |
Essent
Group Ltd. |
0.8 |
Commercial
Metals Co. |
0.8 |
MGIC
Investment Corp. |
0.8 |
TEGNA,
Inc. |
0.8 |
Total |
8.2% |
![]() |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
-0.28% |
9.05% |
10.41% |
9.63% |
10.08% |
64.08% |
150.70% |
241.23% |
Market
Price |
-0.30% |
9.05% |
10.41% |
9.63% |
10.07% |
64.10% |
150.84% |
241.18% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Mid Cap
GrowthTM
Index(1)
|
0.10% |
9.85% |
11.23% |
N/A |
N/A |
70.27% |
N/A |
N/A |
Nasdaq
US 600 Mid Cap
GrowthTM
Index(1)
|
-0.52% |
6.39% |
7.88% |
N/A |
N/A |
46.10% |
N/A |
N/A |
S&P
MidCap 400®
Growth
Index |
2.12% |
9.28% |
9.86% |
9.29% |
9.98% |
60.00% |
143.08% |
237.47% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
12.42% |
88.60% |
209.47% |
347.26% |
(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 |
26.9% |
Information
Technology |
22.6 |
Consumer
Discretionary |
12.8 |
Health
Care |
11.9 |
Financials |
8.1 |
Consumer
Staples |
5.9 |
Real
Estate |
3.8 |
Materials |
2.8 |
Energy |
2.3 |
Communication
Services |
2.0 |
Utilities |
0.9 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Nutanix,
Inc., Class A |
0.9% |
Vertiv
Holdings Co., Class A |
0.9 |
elf
Beauty, Inc. |
0.8 |
Wingstop,
Inc. |
0.8 |
Installed
Building Products, Inc. |
0.8 |
Comfort
Systems USA, Inc. |
0.8 |
Insight
Enterprises, Inc. |
0.8 |
Parsons
Corp. |
0.8 |
Elastic
N.V. |
0.8 |
Texas
Roadhouse, Inc. |
0.8 |
Total |
8.2% |
![]() |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
3.87% |
4.09% |
9.69% |
6.84% |
9.02% |
58.77% |
93.78% |
201.82% |
Market
Price |
3.89% |
4.07% |
9.69% |
6.84% |
9.02% |
58.78% |
93.78% |
201.83% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small
Cap
ValueTM
Index(1)
|
4.37% |
5.03% |
10.58% |
N/A |
N/A |
65.32% |
N/A |
N/A |
Nasdaq
US 700 Small Cap
ValueTM
Index(1)
|
-1.05% |
-0.17% |
8.73% |
N/A |
N/A |
51.98% |
N/A |
N/A |
S&P
SmallCap 600®
Value
Index |
-2.37% |
-2.88% |
7.57% |
7.98% |
9.77% |
44.01% |
115.43% |
229.14% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
12.42% |
88.60% |
209.47% |
347.26% |
(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 |
30.2% |
Industrials |
14.7 |
Consumer
Discretionary |
13.8 |
Consumer
Staples |
8.0 |
Energy |
7.9 |
Real
Estate |
6.8 |
Materials |
6.1 |
Information
Technology |
4.0 |
Utilities |
3.0 |
Health
Care |
2.8 |
Communication
Services |
2.7 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Liberty
Energy, Inc. |
0.8% |
Bread
Financial Holdings, Inc. |
0.7 |
Peabody
Energy Corp. |
0.7 |
NMI
Holdings, Inc., Class A |
0.7 |
Arch
Resources, Inc. |
0.7 |
Urban
Outfitters, Inc. |
0.7 |
Encore
Wire Corp. |
0.7 |
Warrior
Met Coal, Inc. |
0.7 |
Sphere
Entertainment Co. |
0.7 |
Patterson-UTI
Energy, Inc. |
0.7 |
Total |
7.1% |
![]() |
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 | ||||
|
6
Months
Ended
1/31/24 |
1
Year
Ended
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
5
Years
Ended
1/31/24 |
10
Years
Ended
1/31/24 |
Inception
(4/19/11)
to
1/31/24 |
Fund
Performance |
|
|
|
|
|
|
|
|
NAV |
-5.03% |
0.72% |
6.91% |
7.97% |
9.26% |
39.65% |
115.31% |
210.34% |
Market
Price |
-4.99% |
0.77% |
6.91% |
7.98% |
9.27% |
39.69% |
115.42% |
210.49% |
Index
Performance |
|
|
|
|
|
|
|
|
Nasdaq
AlphaDEX®
Small
Cap
GrowthTM
Index(1)
|
-4.67% |
1.47% |
7.75% |
N/A |
N/A |
45.24% |
N/A |
N/A |
Nasdaq
US 700 Small Cap
GrowthTM
Index(1)
|
-2.96% |
3.11% |
6.63% |
N/A |
N/A |
37.83% |
N/A |
N/A |
S&P
SmallCap 600®
Growth
Index |
1.54% |
6.43% |
7.96% |
9.13% |
10.59% |
46.67% |
139.66% |
262.06% |
Russell
3000®
Index |
5.83% |
19.15% |
13.53% |
11.96% |
12.42% |
88.60% |
209.47% |
347.26% |
(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 |
22.5% |
Information
Technology |
17.8 |
Health
Care |
16.3 |
Consumer
Discretionary |
13.2 |
Financials |
8.5 |
Real
Estate |
7.1 |
Energy |
5.6 |
Communication
Services |
4.0 |
Consumer
Staples |
2.5 |
Materials |
1.5 |
Utilities |
1.0 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Oscar
Health, Inc., Class A |
0.9% |
FTAI
Aviation Ltd. |
0.8 |
Modine
Manufacturing Co. |
0.8 |
RxSight,
Inc. |
0.7 |
Janus
International Group, Inc. |
0.7 |
First
Watch Restaurant Group, Inc. |
0.7 |
Archrock,
Inc. |
0.7 |
Construction
Partners, Inc., Class A |
0.7 |
LiveRamp
Holdings, Inc. |
0.7 |
IES
Holdings, Inc. |
0.7 |
Total |
7.4% |
![]() |
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 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. |
|
Beginning
Account
Value
August
1, 2023
|
Ending
Account
Value
January
31, 2024
|
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 |
$1,043.50 |
0.59% |
$3.03 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.17 |
0.59% |
$3.00 |
First
Trust Mid Cap Core AlphaDEX®
Fund (FNX)
| ||||
Actual |
$1,000.00 |
$1,013.60 |
0.60% |
$3.04 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.12 |
0.60% |
$3.05 |
First
Trust Small Cap Core AlphaDEX®
Fund (FYX)
| ||||
Actual |
$1,000.00 |
$994.90 |
0.60% |
$3.01 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.12 |
0.60% |
$3.05 |
First
Trust Large Cap Value AlphaDEX®
Fund (FTA)
| ||||
Actual |
$1,000.00 |
$1,011.90 |
0.59% |
$2.98 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.17 |
0.59% |
$3.00 |
First
Trust Large Cap Growth AlphaDEX®
Fund (FTC)
| ||||
Actual |
$1,000.00 |
$1,075.90 |
0.59% |
$3.08 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.17 |
0.59% |
$3.00 |
First
Trust Multi Cap Value AlphaDEX®
Fund (FAB)
| ||||
Actual |
$1,000.00 |
$1,020.20 |
0.65% |
$3.30 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.87 |
0.65% |
$3.30 |
|
Beginning
Account
Value
August
1, 2023
|
Ending
Account
Value
January
31, 2024
|
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 |
$1,026.20 |
0.65% |
$3.31 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.87 |
0.65% |
$3.30 |
First
Trust Mid Cap Value AlphaDEX®
Fund (FNK)
| ||||
Actual |
$1,000.00 |
$1,020.90 |
0.70% |
$3.56 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.62 |
0.70% |
$3.56 |
First
Trust Mid Cap Growth AlphaDEX®
Fund (FNY)
| ||||
Actual |
$1,000.00 |
$997.20 |
0.70% |
$3.51 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.62 |
0.70% |
$3.56 |
First
Trust Small Cap Value AlphaDEX®
Fund (FYT)
| ||||
Actual |
$1,000.00 |
$1,038.70 |
0.70% |
$3.59 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.62 |
0.70% |
$3.56 |
First
Trust Small Cap Growth AlphaDEX®
Fund (FYC)
| ||||
Actual |
$1,000.00 |
$949.70 |
0.70% |
$3.43 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,021.62 |
0.70% |
$3.56 |
(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
(August
1, 2023 through January 31, 2024), multiplied by 184/366 (to reflect the
six-month period). |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.8% | |||||
|
Aerospace
& Defense — 3.1%
|
| |||
19,151 |
Axon
Enterprise, Inc. (a) |
$4,769,748 | |||
18,979 |
Boeing
(The) Co. (a) |
4,005,328 | |||
7,620 |
General
Dynamics Corp. |
2,019,224 | |||
11,063 |
HEICO
Corp. |
1,986,804 | |||
73,127 |
Howmet
Aerospace, Inc. |
4,114,125 | |||
9,395 |
L3Harris
Technologies, Inc. |
1,958,106 | |||
4,366 |
Lockheed
Martin Corp. |
1,874,804 | |||
8,454 |
Northrop
Grumman Corp. |
3,776,909 | |||
23,518 |
RTX
Corp. |
2,142,960 | |||
49,211 |
Textron,
Inc. |
4,168,664 | |||
3,913 |
TransDigm
Group, Inc. |
4,275,657 | |||
|
|
35,092,329 | |||
|
Air
Freight & Logistics — 0.8%
|
| |||
15,556 |
Expeditors
International of
Washington,
Inc. |
1,965,190 | |||
15,644 |
FedEx
Corp. |
3,774,741 | |||
18,877 |
United
Parcel Service, Inc.,
Class
B |
2,678,646 | |||
|
|
8,418,577 | |||
|
Automobile
Components — 0.4%
|
| |||
55,138 |
Aptiv
PLC (a) |
4,484,374 | |||
|
Automobiles
— 1.0%
|
| |||
405,824 |
Ford
Motor Co. |
4,756,257 | |||
137,723 |
General
Motors Co. |
5,343,652 | |||
3,981 |
Tesla,
Inc. (a) |
745,602 | |||
|
|
10,845,511 | |||
|
Banks
— 4.3%
|
| |||
117,541 |
Bank
of America Corp. |
3,997,569 | |||
76,935 |
Citigroup,
Inc. |
4,321,439 | |||
119,420 |
Citizens
Financial Group, Inc. |
3,905,034 | |||
86,059 |
Fifth
Third Bancorp |
2,946,660 | |||
2,789 |
First
Citizens BancShares, Inc.,
Class
A |
4,211,390 | |||
311,132 |
Huntington
Bancshares, Inc. |
3,960,710 | |||
17,450 |
JPMorgan
Chase & Co. |
3,042,582 | |||
28,871 |
M&T
Bank Corp. |
3,987,085 | |||
19,169 |
PNC
Financial Services Group
(The),
Inc. |
2,898,545 | |||
204,210 |
Regions
Financial Corp. |
3,812,601 | |||
107,193 |
Truist
Financial Corp. |
3,972,573 | |||
68,581 |
U.S.
Bancorp |
2,848,855 | |||
80,407 |
Wells
Fargo & Co. |
4,034,823 | |||
|
|
47,939,866 |
Shares |
Description |
Value | |||
| |||||
|
Beverages
— 0.4%
|
| |||
59,388 |
Keurig
Dr Pepper, Inc. |
$1,867,159 | |||
48,492 |
Molson
Coors Beverage Co.,
Class
B |
2,996,320 | |||
|
|
4,863,479 | |||
|
Biotechnology
— 0.8%
|
| |||
3,435 |
Amgen,
Inc. |
1,079,483 | |||
13,373 |
Exact
Sciences Corp. (a) |
874,594 | |||
15,758 |
Incyte
Corp. (a) |
926,098 | |||
3,380 |
Regeneron
Pharmaceuticals,
Inc.
(a) |
3,186,596 | |||
7,296 |
Vertex
Pharmaceuticals, Inc. (a) |
3,161,941 | |||
|
|
9,228,712 | |||
|
Broadline
Retail — 0.1%
|
| |||
61,112 |
Coupang,
Inc. (a) |
855,568 | |||
|
Building
Products — 2.1%
|
| |||
29,633 |
Builders
FirstSource, Inc. (a) |
5,148,141 | |||
9,500 |
Carlisle
Cos., Inc. |
2,985,470 | |||
34,331 |
Johnson
Controls
International
PLC |
1,808,900 | |||
11,054 |
Lennox
International, Inc. |
4,732,881 | |||
59,086 |
Masco
Corp. |
3,975,897 | |||
20,282 |
Trane
Technologies PLC |
5,112,078 | |||
|
|
23,763,367 | |||
|
Capital
Markets — 4.7%
|
| |||
10,419 |
Ameriprise
Financial, Inc. |
4,030,382 | |||
24,959 |
Ares
Management Corp.,
Class
A |
3,032,019 | |||
95,043 |
Bank
of New York Mellon (The)
Corp. |
5,271,085 | |||
1,219 |
BlackRock,
Inc. |
943,884 | |||
16,622 |
Cboe
Global Markets, Inc. |
3,055,955 | |||
4,698 |
CME
Group, Inc. |
967,036 | |||
4,149 |
FactSet
Research Systems, Inc. |
1,974,592 | |||
132,850 |
Franklin
Resources, Inc. |
3,537,796 | |||
7,695 |
Goldman
Sachs Group (The),
Inc. |
2,954,957 | |||
8,693 |
LPL
Financial Holdings, Inc. |
2,079,279 | |||
5,067 |
Moody’s
Corp. |
1,986,467 | |||
31,831 |
Morgan
Stanley |
2,776,936 | |||
3,498 |
MSCI,
Inc. |
2,093,973 | |||
46,902 |
Northern
Trust Corp. |
3,735,275 | |||
17,747 |
Raymond
James Financial, Inc. |
1,955,364 | |||
6,737 |
S&P
Global, Inc. |
3,020,534 | |||
51,092 |
State
Street Corp. |
3,774,166 | |||
45,938 |
T.
Rowe Price Group, Inc. |
4,981,976 | |||
|
|
52,171,676 | |||
|
Chemicals
— 4.0%
|
| |||
31,841 |
Celanese
Corp. |
4,658,020 | |||
62,226 |
CF
Industries Holdings, Inc. |
4,698,685 | |||
41,294 |
Corteva,
Inc. |
1,878,051 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Chemicals
(Continued)
|
| |||
54,124 |
Dow,
Inc. |
$2,901,046 | |||
64,305 |
DuPont
de Nemours, Inc. |
3,974,049 | |||
14,965 |
Ecolab,
Inc. |
2,966,362 | |||
24,439 |
International
Flavors &
Fragrances,
Inc. |
1,971,739 | |||
2,409 |
Linde
PLC |
975,236 | |||
52,030 |
LyondellBasell
Industries N.V.,
Class
A |
4,897,064 | |||
138,456 |
Mosaic
(The) Co. |
4,251,984 | |||
13,233 |
PPG
Industries, Inc. |
1,866,382 | |||
8,864 |
RPM
International, Inc. |
945,434 | |||
12,689 |
Sherwin-Williams
(The) Co. |
3,862,278 | |||
35,346 |
Westlake
Corp. |
4,890,119 | |||
|
|
44,736,449 | |||
|
Commercial
Services & Supplies
— 1.2%
|
| |||
6,568 |
Cintas
Corp. |
3,970,816 | |||
40,383 |
Copart,
Inc. (a) |
1,939,999 | |||
17,999 |
Republic
Services, Inc. |
3,079,989 | |||
45,312 |
Rollins,
Inc. |
1,962,463 | |||
11,049 |
Waste
Management, Inc. |
2,051,026 | |||
|
|
13,004,293 | |||
|
Communications
Equipment —
0.7%
|
| |||
21,006 |
Arista
Networks, Inc. (a) |
5,433,832 | |||
6,320 |
Motorola
Solutions, Inc. |
2,019,240 | |||
|
|
7,453,072 | |||
|
Construction
& Engineering —
0.4%
|
| |||
22,924 |
Quanta
Services, Inc. |
4,448,402 | |||
|
Construction
Materials — 0.4%
|
| |||
5,949 |
Martin
Marietta Materials, Inc. |
3,024,591 | |||
8,716 |
Vulcan
Materials Co. |
1,969,903 | |||
|
|
4,994,494 | |||
|
Consumer
Finance — 1.2%
|
| |||
5,281 |
American
Express Co. |
1,060,108 | |||
30,183 |
Capital
One Financial Corp. |
4,084,364 | |||
35,210 |
Discover
Financial Services |
3,715,359 | |||
129,536 |
Synchrony
Financial |
5,035,064 | |||
|
|
13,894,895 | |||
|
Consumer
Staples Distribution &
Retail — 1.2%
|
| |||
21,833 |
Dollar
General Corp. |
2,883,484 | |||
13,930 |
Dollar
Tree, Inc. (a) |
1,819,537 | |||
64,936 |
Kroger
(The) Co. |
2,996,147 | |||
13,530 |
Sysco
Corp. |
1,094,983 |
Shares |
Description |
Value | |||
| |||||
|
Consumer
Staples Distribution
&
Retail (Continued)
|
| |||
20,841 |
Target
Corp. |
$2,898,566 | |||
12,552 |
Walmart,
Inc. |
2,074,218 | |||
|
|
13,766,935 | |||
|
Containers
& Packaging — 0.5%
|
| |||
4,894 |
Avery
Dennison Corp. |
976,108 | |||
17,202 |
Ball
Corp. |
953,851 | |||
24,292 |
Packaging
Corp. of America |
4,029,557 | |||
|
|
5,959,516 | |||
|
Distributors
— 0.8%
|
| |||
21,431 |
Genuine
Parts Co. |
3,005,269 | |||
103,515 |
LKQ
Corp. |
4,831,045 | |||
2,481 |
Pool
Corp. |
921,071 | |||
|
|
8,757,385 | |||
|
Diversified
REITs — 0.3%
|
| |||
61,064 |
WP
Carey, Inc. |
3,783,525 | |||
|
Diversified
Telecommunication Services
— 0.7%
|
| |||
117,925 |
AT&T,
Inc. |
2,086,093 | |||
131,220 |
Verizon
Communications, Inc. |
5,557,167 | |||
|
|
7,643,260 | |||
|
Electric
Utilities — 3.8%
|
| |||
57,859 |
Alliant
Energy Corp. |
2,815,419 | |||
48,727 |
American
Electric Power Co.,
Inc. |
3,807,528 | |||
25,393 |
Constellation
Energy Corp. |
3,097,946 | |||
20,392 |
Duke
Energy Corp. |
1,954,165 | |||
41,519 |
Edison
International |
2,801,702 | |||
39,110 |
Entergy
Corp. |
3,901,614 | |||
94,771 |
Evergy,
Inc. |
4,811,524 | |||
48,092 |
Eversource
Energy |
2,607,548 | |||
110,240 |
Exelon
Corp. |
3,837,454 | |||
53,978 |
FirstEnergy
Corp. |
1,979,913 | |||
54,875 |
PG&E
Corp. |
925,741 | |||
146,036 |
PPL
Corp. |
3,826,143 | |||
28,219 |
Southern
(The) Co. |
1,961,785 | |||
63,925 |
Xcel
Energy, Inc. |
3,827,190 | |||
|
|
42,155,672 | |||
|
Electrical
Equipment — 0.6%
|
| |||
6,000 |
AMETEK,
Inc. |
972,300 | |||
16,434 |
Eaton
Corp. PLC |
4,044,079 | |||
3,007 |
Hubbell,
Inc. |
1,009,059 | |||
3,187 |
Rockwell
Automation, Inc. |
807,203 | |||
|
|
6,832,641 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.2%
|
| |||
19,962 |
Amphenol
Corp., Class A |
2,018,158 | |||
64,986 |
Corning,
Inc. |
2,111,395 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Electronic
Equipment,
Instruments
& Components
(Continued)
|
| |||
31,065 |
Jabil,
Inc. |
$3,892,134 | |||
21,127 |
TE
Connectivity Ltd. |
3,004,048 | |||
2,217 |
Teledyne
Technologies, Inc. (a) |
927,748 | |||
18,597 |
Trimble,
Inc. (a) |
945,844 | |||
3,620 |
Zebra
Technologies Corp.,
Class
A (a) |
867,171 | |||
|
|
13,766,498 | |||
|
Energy
Equipment & Services —
0.5%
|
| |||
86,840 |
Baker
Hughes Co. |
2,474,940 | |||
54,739 |
Halliburton
Co. |
1,951,445 | |||
19,012 |
Schlumberger
N.V. |
925,885 | |||
|
|
5,352,270 | |||
|
Entertainment
— 1.9%
|
| |||
7,231 |
Electronic
Arts, Inc. |
994,841 | |||
52,852 |
Live
Nation Entertainment,
Inc.
(a) |
4,695,900 | |||
8,129 |
Netflix,
Inc. (a) |
4,585,650 | |||
86,561 |
ROBLOX
Corp., Class A (a) |
3,359,432 | |||
24,589 |
Take-Two
Interactive Software,
Inc.
(a) |
4,055,464 | |||
10,958 |
Walt
Disney (The) Co. |
1,052,516 | |||
260,825 |
Warner
Bros Discovery, Inc. (a) |
2,613,467 | |||
|
|
21,357,270 | |||
|
Financial
Services — 2.2%
|
| |||
53,085 |
Apollo
Global Management, Inc. |
5,329,734 | |||
13,870 |
Berkshire
Hathaway, Inc.,
Class
B (a) |
5,322,474 | |||
22,343 |
Fiserv,
Inc. (a) |
3,169,801 | |||
10,503 |
FleetCor
Technologies, Inc. (a) |
3,045,135 | |||
23,372 |
Global
Payments, Inc. |
3,113,852 | |||
2,319 |
Mastercard,
Inc., Class A |
1,041,764 | |||
32,222 |
PayPal
Holdings, Inc. (a) |
1,976,820 | |||
7,600 |
Visa,
Inc., Class A |
2,076,776 | |||
|
|
25,076,356 | |||
|
Food
Products — 2.7%
|
| |||
68,498 |
Archer-Daniels-Midland
Co. |
3,807,119 | |||
68,661 |
Campbell
Soup Co. |
3,064,340 | |||
172,610 |
Conagra
Brands, Inc. |
5,031,582 | |||
45,565 |
General
Mills, Inc. |
2,957,624 | |||
92,438 |
Hormel
Foods Corp. |
2,807,342 | |||
35,392 |
Kellanova |
1,938,066 | |||
107,019 |
Kraft
Heinz (The) Co. |
3,973,616 | |||
27,460 |
Lamb
Weston Holdings, Inc. |
2,813,002 | |||
14,461 |
McCormick
& Co., Inc. |
985,662 |
Shares |
Description |
Value | |||
| |||||
|
Food
Products (Continued)
|
| |||
27,321 |
Mondelez
International, Inc.,
Class
A |
$2,056,452 | |||
18,407 |
Tyson
Foods, Inc., Class A |
1,007,967 | |||
|
|
30,442,772 | |||
|
Gas
Utilities — 0.3%
|
| |||
34,147 |
Atmos
Energy Corp. |
3,890,709 | |||
|
Ground
Transportation — 1.2%
|
| |||
28,539 |
CSX
Corp. |
1,018,842 | |||
14,860 |
J.B.
Hunt Transport Services,
Inc. |
2,986,563 | |||
8,372 |
Norfolk
Southern Corp. |
1,969,429 | |||
80,347 |
Uber
Technologies, Inc. (a) |
5,244,249 | |||
8,057 |
Union
Pacific Corp. |
1,965,344 | |||
|
|
13,184,427 | |||
|
Health
Care Equipment & Supplies
— 1.6%
|
| |||
8,989 |
Abbott
Laboratories |
1,017,105 | |||
4,058 |
Becton
Dickinson & Co. |
969,091 | |||
17,114 |
Boston
Scientific Corp. (a) |
1,082,632 | |||
15,947 |
Dexcom,
Inc. (a) |
1,935,169 | |||
25,592 |
GE
HealthCare Technologies,
Inc. |
1,877,429 | |||
13,848 |
Hologic,
Inc. (a) |
1,030,845 | |||
5,348 |
IDEXX
Laboratories, Inc. (a) |
2,754,648 | |||
2,933 |
Intuitive
Surgical, Inc. (a) |
1,109,319 | |||
36,030 |
Medtronic
PLC |
3,154,066 | |||
4,500 |
STERIS
PLC |
985,275 | |||
3,303 |
Stryker
Corp. |
1,108,090 | |||
8,130 |
Zimmer
Biomet Holdings, Inc. |
1,021,128 | |||
|
|
18,044,797 | |||
|
Health
Care Providers & Services
— 2.5%
|
| |||
53,330 |
Centene
Corp. (a) |
4,016,282 | |||
13,217 |
Cigna
Group (The) |
3,977,656 | |||
62,652 |
CVS
Health Corp. |
4,659,429 | |||
6,294 |
Elevance
Health, Inc. |
3,105,711 | |||
7,311 |
HCA
Healthcare, Inc. |
2,229,124 | |||
6,483 |
Humana,
Inc. |
2,450,963 | |||
8,706 |
Laboratory
Corp. of America
Holdings |
1,935,344 | |||
2,738 |
Molina
Healthcare, Inc. (a) |
975,933 | |||
28,703 |
Quest
Diagnostics, Inc. |
3,686,326 | |||
1,879 |
UnitedHealth
Group, Inc. |
961,560 | |||
|
|
27,998,328 | |||
|
Health
Care REITs — 0.2%
|
| |||
39,704 |
Ventas,
Inc. |
1,841,868 | |||
10,972 |
Welltower,
Inc. |
949,188 | |||
|
|
2,791,056 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Hotel
& Resort REITs — 0.3%
|
| |||
203,266 |
Host
Hotels & Resorts, Inc. |
$3,906,773 | |||
|
Hotels,
Restaurants & Leisure —
5.4%
|
| |||
14,535 |
Airbnb,
Inc., Class A (a) |
2,095,075 | |||
1,395 |
Booking
Holdings, Inc. (a) |
4,892,921 | |||
84,420 |
Caesars
Entertainment, Inc. (a) |
3,703,505 | |||
266,828 |
Carnival
Corp. (a) |
4,424,008 | |||
1,731 |
Chipotle
Mexican Grill, Inc. (a) |
4,169,581 | |||
18,065 |
Darden
Restaurants, Inc. |
2,937,008 | |||
4,800 |
Domino’s
Pizza, Inc. |
2,045,856 | |||
50,025 |
DoorDash,
Inc., Class A (a) |
5,212,605 | |||
140,340 |
DraftKings,
Inc., Class A (a) |
5,480,277 | |||
32,591 |
Expedia
Group, Inc. (a) |
4,834,223 | |||
27,168 |
Hilton
Worldwide Holdings, Inc. |
5,188,001 | |||
20,105 |
Las
Vegas Sands Corp. |
983,537 | |||
21,937 |
Marriott
International, Inc.,
Class
A |
5,258,957 | |||
110,720 |
MGM
Resorts International (a) |
4,801,926 | |||
38,204 |
Royal
Caribbean Cruises Ltd. (a) |
4,871,010 | |||
|
|
60,898,490 | |||
|
Household
Durables — 1.8%
|
| |||
32,551 |
D.R.
Horton, Inc. |
4,651,863 | |||
23,091 |
Garmin
Ltd. |
2,759,144 | |||
33,191 |
Lennar
Corp., Class A |
4,973,671 | |||
424 |
NVR,
Inc. (a) |
2,999,923 | |||
47,927 |
PulteGroup,
Inc. |
5,011,247 | |||
|
|
20,395,848 | |||
|
Household
Products — 0.1%
|
| |||
8,142 |
Kimberly-Clark
Corp. |
984,938 | |||
|
Industrial
Conglomerates — 0.5%
|
| |||
31,008 |
General
Electric Co. |
4,106,079 | |||
4,718 |
Honeywell
International, Inc. |
954,263 | |||
|
|
5,060,342 | |||
|
Industrial
REITs — 0.2%
|
| |||
14,845 |
Prologis,
Inc. |
1,880,713 | |||
|
Insurance
— 4.3%
|
| |||
35,978 |
Aflac,
Inc. |
3,034,385 | |||
58,415 |
American
International Group,
Inc. |
4,060,427 | |||
26,644 |
Arch
Capital Group Ltd. (a) |
2,196,265 | |||
27,827 |
Brown
& Brown, Inc. |
2,158,262 | |||
13,133 |
Chubb
Ltd. |
3,217,585 | |||
47,816 |
Cincinnati
Financial Corp. |
5,298,013 | |||
13,992 |
Everest
Group Ltd. |
5,386,500 | |||
49,235 |
Hartford
Financial Services
Group
(The), Inc. |
4,281,476 | |||
56,870 |
Loews
Corp. |
4,143,548 | |||
3,484 |
Markel
Group, Inc. (a) |
5,217,046 |
Shares |
Description |
Value | |||
| |||||
|
Insurance
(Continued)
|
| |||
14,962 |
MetLife,
Inc. |
$1,037,166 | |||
25,153 |
Principal
Financial Group, Inc. |
1,989,602 | |||
10,388 |
Travelers
(The) Cos., Inc. |
2,195,608 | |||
41,971 |
W.R.
Berkley Corp. |
3,436,585 | |||
|
|
47,652,468 | |||
|
Interactive
Media & Services —
1.4%
|
| |||
14,166 |
Alphabet,
Inc., Class A (a) |
1,984,656 | |||
27,107 |
Match
Group, Inc. (a) |
1,040,367 | |||
11,181 |
Meta
Platforms, Inc., Class A (a) |
4,362,155 | |||
106,846 |
Pinterest,
Inc., Class A (a) |
4,003,520 | |||
233,762 |
Snap,
Inc., Class A (a) |
3,714,478 | |||
|
|
15,105,176 | |||
|
IT
Services — 2.5%
|
| |||
8,458 |
Accenture
PLC, Class A |
3,077,697 | |||
16,720 |
Akamai
Technologies, Inc. (a) |
2,060,406 | |||
59,416 |
Cloudflare,
Inc., Class A (a) |
4,696,835 | |||
52,398 |
Cognizant
Technology Solutions
Corp.,
Class A |
4,040,934 | |||
3,327 |
EPAM
Systems, Inc. (a) |
925,272 | |||
10,966 |
Gartner,
Inc. (a) |
5,016,287 | |||
6,049 |
International
Business Machines
Corp. |
1,110,959 | |||
7,259 |
MongoDB,
Inc. (a) |
2,907,375 | |||
19,888 |
Snowflake,
Inc., Class A (a) |
3,890,888 | |||
|
|
27,726,653 | |||
|
Life
Sciences Tools & Services —
1.1%
|
| |||
7,117 |
Agilent
Technologies, Inc. |
925,922 | |||
43,337 |
Avantor,
Inc. (a) |
996,317 | |||
8,554 |
Danaher
Corp. |
2,052,190 | |||
8,552 |
IQVIA
Holdings, Inc. (a) |
1,780,783 | |||
36,205 |
Revvity,
Inc. |
3,880,452 | |||
1,865 |
Thermo
Fisher Scientific, Inc. |
1,005,198 | |||
6,010 |
Waters
Corp. (a) |
1,909,437 | |||
|
|
12,550,299 | |||
|
Machinery
— 3.4%
|
| |||
13,385 |
Caterpillar,
Inc. |
4,019,649 | |||
20,650 |
Cummins,
Inc. |
4,941,545 | |||
2,474 |
Deere
& Co. |
973,717 | |||
19,297 |
Dover
Corp. |
2,890,305 | |||
26,875 |
Fortive
Corp. |
2,101,088 | |||
11,403 |
Graco,
Inc. |
972,676 | |||
3,776 |
Illinois
Tool Works, Inc. |
985,158 | |||
63,964 |
Ingersoll
Rand, Inc. |
5,108,165 | |||
3,745 |
Nordson
Corp. |
942,691 | |||
11,059 |
Otis
Worldwide Corp. |
978,058 | |||
50,660 |
PACCAR,
Inc. |
5,085,758 | |||
6,442 |
Parker-Hannifin
Corp. |
2,992,309 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued)
|
| |||
13,701 |
Snap-on,
Inc. |
$3,972,331 | |||
15,593 |
Westinghouse
Air Brake
Technologies
Corp. |
2,051,571 | |||
|
|
38,015,021 | |||
|
Media
— 1.7%
|
| |||
7,637 |
Charter
Communications, Inc.,
Class
A (a) |
2,831,112 | |||
112,817 |
Comcast
Corp., Class A |
5,250,503 | |||
166,734 |
Fox
Corp., Class A |
5,385,508 | |||
90,937 |
Interpublic
Group of (The) Cos.,
Inc. |
3,000,012 | |||
22,874 |
Omnicom
Group, Inc. |
2,067,352 | |||
|
|
18,534,487 | |||
|
Metals
& Mining — 1.5%
|
| |||
46,483 |
Freeport-McMoRan,
Inc. |
1,844,910 | |||
28,424 |
Nucor
Corp. |
5,313,298 | |||
17,688 |
Reliance
Steel & Aluminum Co. |
5,048,509 | |||
41,889 |
Steel
Dynamics, Inc. |
5,055,584 | |||
|
|
17,262,301 | |||
|
Multi-Utilities
— 3.1%
|
| |||
54,708 |
Ameren
Corp. |
3,806,036 | |||
138,523 |
CenterPoint
Energy, Inc. |
3,870,333 | |||
51,115 |
CMS
Energy Corp. |
2,921,733 | |||
54,380 |
Consolidated
Edison, Inc. |
4,943,142 | |||
84,204 |
Dominion
Energy, Inc. |
3,849,807 | |||
35,893 |
DTE
Energy Co. |
3,783,840 | |||
80,900 |
Public
Service Enterprise Group,
Inc. |
4,691,391 | |||
52,958 |
Sempra |
3,789,674 | |||
35,265 |
WEC
Energy Group, Inc. |
2,848,001 | |||
|
|
34,503,957 | |||
|
Office
REITs — 0.2%
|
| |||
15,610 |
Alexandria
Real Estate Equities,
Inc. |
1,887,249 | |||
|
Oil,
Gas & Consumable Fuels —
4.2%
|
| |||
5,795 |
Cheniere
Energy, Inc. |
950,322 | |||
31,899 |
Diamondback
Energy, Inc. |
4,904,152 | |||
127,961 |
EQT
Corp. |
4,529,819 | |||
49,479 |
Exxon
Mobil Corp. |
5,086,936 | |||
224,353 |
Kinder
Morgan, Inc. |
3,796,053 | |||
204,760 |
Marathon
Oil Corp. |
4,678,766 | |||
33,344 |
Marathon
Petroleum Corp. |
5,521,766 | |||
82,850 |
Occidental
Petroleum Corp. |
4,769,675 | |||
14,090 |
ONEOK,
Inc. |
961,643 | |||
37,156 |
Phillips
66 |
5,361,982 | |||
11,389 |
Targa
Resources Corp. |
967,609 | |||
38,054 |
Valero
Energy Corp. |
5,285,701 | |||
|
|
46,814,424 |
Shares |
Description |
Value | |||
| |||||
|
Passenger
Airlines — 0.7%
|
| |||
73,781 |
Delta
Air Lines, Inc. |
$2,887,788 | |||
102,777 |
Southwest
Airlines Co. |
3,072,005 | |||
47,959 |
United
Airlines Holdings,
Inc.
(a) |
1,984,543 | |||
|
|
7,944,336 | |||
|
Pharmaceuticals
— 1.4%
|
| |||
96,413 |
Bristol-Myers
Squibb Co. |
4,711,703 | |||
3,395 |
Eli
Lilly & Co. |
2,191,846 | |||
12,624 |
Johnson
& Johnson |
2,005,954 | |||
171,831 |
Pfizer,
Inc. |
4,653,183 | |||
10,026 |
Zoetis,
Inc. |
1,882,983 | |||
|
|
15,445,669 | |||
|
Professional
Services — 0.9%
|
| |||
14,426 |
Broadridge
Financial Solutions,
Inc. |
2,945,789 | |||
8,001 |
Equifax,
Inc. |
1,954,964 | |||
15,245 |
Jacobs
Solutions, Inc. |
2,054,569 | |||
48,572 |
SS&C
Technologies Holdings,
Inc. |
2,963,864 | |||
|
|
9,919,186 | |||
|
Residential
REITs — 0.4%
|
| |||
32,355 |
Equity
Residential |
1,947,447 | |||
3,990 |
Essex
Property Trust, Inc. |
930,747 | |||
29,005 |
Invitation
Homes, Inc. |
955,135 | |||
7,403 |
Sun
Communities, Inc. |
927,966 | |||
|
|
4,761,295 | |||
|
Retail
REITs — 0.3%
|
| |||
20,809 |
Simon
Property Group, Inc. |
2,884,336 | |||
|
Semiconductors
&
Semiconductor
Equipment —
3.6%
|
| |||
26,848 |
Advanced
Micro Devices,
Inc.
(a) |
4,502,141 | |||
4,983 |
Analog
Devices, Inc. |
958,530 | |||
18,314 |
Applied
Materials, Inc. |
3,008,990 | |||
3,545 |
Broadcom,
Inc. |
4,183,100 | |||
5,743 |
First
Solar, Inc. (a) |
840,201 | |||
5,106 |
KLA
Corp. |
3,033,168 | |||
3,790 |
Lam
Research Corp. |
3,127,394 | |||
21,943 |
Microchip
Technology, Inc. |
1,869,105 | |||
6,274 |
Monolithic
Power Systems, Inc. |
3,781,465 | |||
7,992 |
NVIDIA
Corp. |
4,917,238 | |||
12,922 |
NXP
Semiconductors N.V. |
2,720,986 | |||
13,681 |
QUALCOMM,
Inc. |
2,031,765 | |||
44,004 |
Skyworks
Solutions, Inc. |
4,596,658 | |||
9,117 |
Teradyne,
Inc. |
880,611 | |||
|
|
40,451,352 | |||
|
Software
— 6.4%
|
| |||
6,634 |
Adobe,
Inc. (a) |
4,098,353 | |||
5,453 |
ANSYS,
Inc. (a) |
1,787,657 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued)
|
| |||
12,190 |
Autodesk,
Inc. (a) |
$3,093,944 | |||
10,898 |
Cadence
Design Systems,
Inc.
(a) |
3,143,637 | |||
19,375 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
5,667,187 | |||
40,756 |
Datadog,
Inc., Class A (a) |
5,071,677 | |||
54,274 |
Dynatrace,
Inc. (a) |
3,093,618 | |||
4,250 |
Fair
Isaac Corp. (a) |
5,095,027 | |||
6,818 |
HubSpot,
Inc. (a) |
4,165,798 | |||
6,333 |
Intuit,
Inc. |
3,998,213 | |||
5,262 |
Microsoft
Corp. |
2,092,066 | |||
115,248 |
Palantir
Technologies, Inc.,
Class
A (a) |
1,854,340 | |||
13,421 |
Palo
Alto Networks, Inc. (a) |
4,543,143 | |||
16,966 |
PTC,
Inc. (a) |
3,064,908 | |||
1,814 |
Roper
Technologies, Inc. |
974,118 | |||
7,002 |
ServiceNow,
Inc. (a) |
5,359,331 | |||
5,764 |
Synopsys,
Inc. (a) |
3,074,229 | |||
72,590 |
Unity
Software, Inc. (a) |
2,351,916 | |||
14,336 |
Workday,
Inc., Class A (a) |
4,172,779 | |||
22,328 |
Zscaler,
Inc. (a) |
5,262,040 | |||
|
|
71,963,981 | |||
|
Specialized
REITs — 0.9%
|
| |||
14,704 |
Digital
Realty Trust, Inc. |
2,065,324 | |||
1,229 |
Equinix,
Inc. |
1,019,787 | |||
56,553 |
Iron
Mountain, Inc. |
3,818,459 | |||
3,243 |
Public
Storage |
918,385 | |||
3,900 |
SBA
Communications Corp. |
873,054 | |||
31,035 |
VICI
Properties, Inc. |
934,774 | |||
28,455 |
Weyerhaeuser
Co. |
932,471 | |||
|
|
10,562,254 | |||
|
Specialty
Retail — 1.8%
|
| |||
383 |
AutoZone,
Inc. (a) |
1,057,896 | |||
50,557 |
Best
Buy Co., Inc. |
3,664,877 | |||
25,785 |
CarMax,
Inc. (a) |
1,835,376 | |||
2,855 |
Home
Depot (The), Inc. |
1,007,701 | |||
8,891 |
Lowe’s
Cos., Inc. |
1,892,360 | |||
1,042 |
O’Reilly
Automotive, Inc. (a) |
1,066,018 | |||
28,597 |
Ross
Stores, Inc. |
4,011,587 | |||
21,093 |
TJX
(The) Cos., Inc. |
2,001,937 | |||
4,602 |
Tractor
Supply Co. |
1,033,609 | |||
6,058 |
Ulta
Beauty, Inc. (a) |
3,041,419 | |||
|
|
20,612,780 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.6%
|
| |||
5,139 |
Apple,
Inc. |
947,632 | |||
291,343 |
Hewlett
Packard Enterprise Co. |
4,454,634 | |||
65,762 |
HP,
Inc. |
1,888,027 |
Shares |
Description |
Value | |||
| |||||
|
Technology
Hardware, Storage
&
Peripherals (Continued)
|
| |||
33,668 |
NetApp,
Inc. |
$2,935,850 | |||
13,922 |
Super
Micro Computer, Inc. (a) |
7,373,230 | |||
|
|
17,599,373 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.6%
|
| |||
7,401 |
Deckers
Outdoor Corp. (a) |
5,578,356 | |||
9,113 |
NIKE,
Inc., Class B |
925,243 | |||
|
|
6,503,599 | |||
|
Trading
Companies & Distributors
— 1.4%
|
| |||
45,827 |
Fastenal
Co. |
3,126,776 | |||
8,627 |
United
Rentals, Inc. |
5,395,326 | |||
4,776 |
W.W.
Grainger, Inc. |
4,277,577 | |||
6,928 |
Watsco,
Inc. |
2,708,709 | |||
|
|
15,508,388 | |||
|
Wireless
Telecommunication Services
— 0.3%
|
| |||
18,513 |
T-Mobile
US, Inc. |
2,984,851 | |||
|
Total
Common Stocks |
1,117,319,020 | |||
|
(Cost
$958,419,383) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
1,777,460 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(b) |
1,777,460 | |||
|
(Cost
$1,777,460) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
1,119,096,480 | |||
|
(Cost
$960,196,843) |
| |||
|
Net
Other Assets and
Liabilities
— 0.0% |
115,417 | |||
|
Net
Assets — 100.0% |
$1,119,211,897 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of January 31,
2024. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment
Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 1,117,319,020 |
$ 1,117,319,020 |
$ — |
$ — |
Money
Market
Funds |
1,777,460 |
1,777,460 |
— |
— |
Total
Investments |
$1,119,096,480 |
$1,119,096,480 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.8% | |||||
|
Aerospace
& Defense — 1.0%
|
| |||
10,873 |
BWX
Technologies, Inc. |
$885,932 | |||
11,235 |
Curtiss-Wright
Corp. |
2,500,574 | |||
22,627 |
Hexcel
Corp. |
1,502,207 | |||
6,428 |
Huntington
Ingalls Industries,
Inc. |
1,664,338 | |||
301,751 |
Rocket
Lab USA, Inc. (a) |
1,463,492 | |||
18,386 |
Woodward,
Inc. |
2,533,039 | |||
|
|
10,549,582 | |||
|
Air
Freight & Logistics — 0.2%
|
| |||
9,658 |
C.H.
Robinson Worldwide, Inc. |
812,141 | |||
27,283 |
GXO
Logistics, Inc. (a) |
1,483,650 | |||
|
|
2,295,791 | |||
|
Automobile
Components — 1.4%
|
| |||
91,787 |
Adient
PLC (a) |
3,185,927 | |||
116,366 |
BorgWarner,
Inc. |
3,944,807 | |||
76,639 |
Gentex
Corp. |
2,539,050 | |||
174,792 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
2,436,600 | |||
23,634 |
Lear
Corp. |
3,140,959 | |||
|
|
15,247,343 | |||
|
Automobiles
— 0.6%
|
| |||
113,238 |
Harley-Davidson,
Inc. |
3,674,573 | |||
21,168 |
Thor
Industries, Inc. |
2,392,408 | |||
|
|
6,066,981 | |||
|
Banks
— 6.0%
|
| |||
66,974 |
Bank
OZK |
3,021,197 | |||
38,965 |
BOK
Financial Corp. |
3,266,826 | |||
84,591 |
Cadence
Bank |
2,251,812 | |||
62,546 |
Columbia
Banking System, Inc. |
1,260,927 | |||
44,850 |
Comerica,
Inc. |
2,358,213 | |||
15,621 |
Commerce
Bancshares, Inc. |
814,167 | |||
15,380 |
Cullen/Frost
Bankers, Inc. |
1,632,126 | |||
34,789 |
East
West Bancorp, Inc. |
2,532,987 | |||
242,365 |
F.N.B.
Corp. |
3,194,371 | |||
235,690 |
First
Horizon Corp. |
3,356,226 | |||
20,191 |
Glacier
Bancorp, Inc. |
780,584 | |||
51,512 |
Hancock
Whitney Corp. |
2,323,706 | |||
98,816 |
Home
BancShares, Inc. |
2,316,247 | |||
173,822 |
KeyCorp |
2,525,634 | |||
407,792 |
New
York Community Bancorp,
Inc. |
2,638,414 | |||
197,595 |
Old
National Bancorp |
3,254,390 | |||
28,698 |
Pinnacle
Financial Partners, Inc. |
2,536,329 | |||
30,498 |
Popular,
Inc. |
2,606,054 | |||
36,956 |
Prosperity
Bancshares, Inc. |
2,361,858 | |||
29,639 |
SouthState
Corp. |
2,463,001 | |||
66,482 |
Synovus
Financial Corp. |
2,503,712 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued)
|
| |||
66,659 |
United
Bankshares, Inc. |
$2,389,725 | |||
307,309 |
Valley
National Bancorp |
2,956,313 | |||
49,310 |
Webster
Financial Corp. |
2,439,859 | |||
38,046 |
Western
Alliance Bancorp |
2,433,422 | |||
35,984 |
Wintrust
Financial Corp. |
3,489,728 | |||
57,056 |
Zions
Bancorp N.A. |
2,390,646 | |||
|
|
66,098,474 | |||
|
Beverages
— 0.6%
|
| |||
2,413 |
Boston
Beer (The) Co., Inc.,
Class
A (a) |
842,789 | |||
30,607 |
Celsius
Holdings, Inc. (a) |
1,527,289 | |||
4,493 |
Coca-Cola
Consolidated, Inc. |
3,870,225 | |||
|
|
6,240,303 | |||
|
Biotechnology
— 1.9%
|
| |||
133,239 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
3,452,222 | |||
30,077 |
Alkermes
PLC (a) |
813,583 | |||
117,595 |
Amicus
Therapeutics, Inc. (a) |
1,461,706 | |||
27,137 |
Blueprint
Medicines Corp. (a) |
2,158,206 | |||
62,002 |
Bridgebio
Pharma, Inc. (a) |
2,126,049 | |||
104,336 |
Exelixis,
Inc. (a) |
2,270,351 | |||
16,491 |
Ionis
Pharmaceuticals, Inc. (a) |
847,472 | |||
53,279 |
Natera,
Inc. (a) |
3,513,217 | |||
18,997 |
Neurocrine
Biosciences, Inc. (a) |
2,655,211 | |||
148,592 |
Roivant
Sciences Ltd. (a) |
1,485,920 | |||
|
|
20,783,937 | |||
|
Broadline
Retail — 1.0%
|
| |||
10,336 |
Dillard’s,
Inc., Class A |
4,002,823 | |||
10,295 |
Etsy,
Inc. (a) |
685,235 | |||
207,342 |
Macy’s,
Inc. |
3,792,285 | |||
90,444 |
Nordstrom,
Inc. |
1,641,559 | |||
10,995 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
790,870 | |||
|
|
10,912,772 | |||
|
Building
Products — 2.6%
|
| |||
30,363 |
A.O.
Smith Corp. |
2,356,472 | |||
45,179 |
AAON,
Inc. |
3,169,759 | |||
17,797 |
Advanced
Drainage Systems,
Inc. |
2,321,085 | |||
19,757 |
Allegion
PLC |
2,447,695 | |||
87,252 |
AZEK
(The) Co., Inc. (a) |
3,364,437 | |||
10,959 |
Fortune
Brands Innovations, Inc. |
850,309 | |||
22,514 |
Owens
Corning |
3,411,546 | |||
21,072 |
Simpson
Manufacturing Co., Inc. |
3,813,821 | |||
30,234 |
Trex
Co., Inc. (a) |
2,463,466 | |||
26,582 |
UFP
Industries, Inc. |
3,015,728 | |||
28,369 |
Zurn
Elkay Water Solutions
Corp. |
841,141 | |||
|
|
28,055,459 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Capital
Markets — 2.0%
|
| |||
27,552 |
Affiliated
Managers Group, Inc. |
$4,100,840 | |||
9,755 |
Evercore,
Inc., Class A |
1,675,226 | |||
6,957 |
Houlihan
Lokey, Inc. |
833,309 | |||
10,065 |
Interactive
Brokers Group, Inc.,
Class
A |
893,269 | |||
187,072 |
Invesco
Ltd. |
2,961,350 | |||
41,293 |
Jefferies
Financial Group, Inc. |
1,683,103 | |||
2,848 |
MarketAxess
Holdings, Inc. |
642,252 | |||
327,450 |
Robinhood
Markets, Inc.,
Class
A (a) |
3,516,813 | |||
39,386 |
SEI
Investments Co. |
2,490,771 | |||
24,132 |
Stifel
Financial Corp. |
1,760,429 | |||
18,362 |
Tradeweb
Markets, Inc., Class A |
1,751,551 | |||
|
|
22,308,913 | |||
|
Chemicals
— 2.0%
|
| |||
29,688 |
Ashland,
Inc. |
2,779,391 | |||
20,071 |
Avient
Corp. |
726,771 | |||
24,562 |
Axalta
Coating Systems Ltd. (a) |
796,300 | |||
5,609 |
Balchem
Corp. |
786,157 | |||
39,969 |
Cabot
Corp. |
2,881,765 | |||
27,867 |
Eastman
Chemical Co. |
2,328,288 | |||
26,467 |
FMC
Corp. |
1,487,445 | |||
20,498 |
H.B.
Fuller Co. |
1,553,133 | |||
66,402 |
Huntsman
Corp. |
1,629,505 | |||
6,113 |
NewMarket
Corp. |
3,409,893 | |||
61,860 |
Olin
Corp. |
3,221,050 | |||
|
|
21,599,698 | |||
|
Commercial
Services & Supplies
— 0.4%
|
| |||
9,561 |
Clean
Harbors, Inc. (a) |
1,605,866 | |||
58,509 |
Driven
Brands Holdings, Inc. (a) |
767,053 | |||
16,835 |
Stericycle,
Inc. (a) |
808,080 | |||
9,996 |
Tetra
Tech, Inc. |
1,581,167 | |||
|
|
4,762,166 | |||
|
Communications
Equipment —
0.3%
|
| |||
37,074 |
Ciena
Corp. (a) |
1,964,922 | |||
4,663 |
F5,
Inc. (a) |
856,593 | |||
|
|
2,821,515 | |||
|
Construction
& Engineering —
1.9%
|
| |||
27,079 |
AECOM |
2,388,097 | |||
120,569 |
API
Group Corp. (a) |
3,800,335 | |||
30,287 |
Arcosa,
Inc. |
2,370,866 | |||
20,284 |
Comfort
Systems USA, Inc. |
4,411,161 | |||
15,493 |
EMCOR
Group, Inc. |
3,534,108 | |||
11,019 |
MasTec,
Inc. (a) |
723,618 |
Shares |
Description |
Value | |||
| |||||
|
Construction
& Engineering
(Continued)
|
| |||
168,554 |
MDU
Resources Group, Inc. |
$3,288,489 | |||
3,574 |
Valmont
Industries, Inc. |
806,688 | |||
|
|
21,323,362 | |||
|
Construction
Materials — 0.6%
|
| |||
16,452 |
Eagle
Materials, Inc. |
3,722,759 | |||
86,775 |
Summit
Materials, Inc.,
Class
A (a) |
3,139,519 | |||
|
|
6,862,278 | |||
|
Consumer
Finance — 1.5%
|
| |||
95,571 |
Ally
Financial, Inc. |
3,505,544 | |||
1,565 |
Credit
Acceptance Corp. (a) |
846,774 | |||
30,791 |
FirstCash
Holdings, Inc. |
3,533,883 | |||
67,833 |
OneMain
Holdings, Inc. |
3,228,851 | |||
43,637 |
SLM
Corp. |
867,504 | |||
419,268 |
SoFi
Technologies, Inc. (a) |
3,282,868 | |||
40,839 |
Upstart
Holdings, Inc. (a) (b) |
1,297,047 | |||
|
|
16,562,471 | |||
|
Consumer
Staples Distribution &
Retail — 1.0%
|
| |||
25,032 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
1,610,559 | |||
6,073 |
Casey’s
General Stores, Inc. |
1,647,969 | |||
48,261 |
Performance
Food Group Co. (a) |
3,507,610 | |||
52,027 |
Sprouts
Farmers Market, Inc. (a) |
2,620,600 | |||
36,747 |
US
Foods Holding Corp. (a) |
1,690,729 | |||
|
|
11,077,467 | |||
|
Containers
& Packaging — 2.3%
|
| |||
13,497 |
AptarGroup,
Inc. |
1,752,990 | |||
49,522 |
Berry
Global Group, Inc. |
3,241,710 | |||
9,061 |
Crown
Holdings, Inc. |
801,899 | |||
67,695 |
Graphic
Packaging Holding Co. |
1,726,899 | |||
63,602 |
Greif,
Inc., Class A |
3,982,121 | |||
92,319 |
International
Paper Co. |
3,307,790 | |||
254,683 |
O-I
Glass, Inc. (a) |
3,708,185 | |||
22,846 |
Sealed
Air Corp. |
789,329 | |||
55,315 |
Silgan
Holdings, Inc. |
2,541,171 | |||
59,735 |
Sonoco
Products Co. |
3,398,922 | |||
|
|
25,251,016 | |||
|
Diversified
Consumer Services —
0.8%
|
| |||
367,012 |
ADT,
Inc. |
2,396,588 | |||
26,560 |
Bright
Horizons Family
Solutions,
Inc. (a) |
2,609,520 | |||
18,390 |
Duolingo,
Inc. (a) |
3,289,787 | |||
12,189 |
Service
Corp. International |
818,126 | |||
|
|
9,114,021 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
REITs — 0.1%
|
| |||
32,642 |
Essential
Properties Realty Trust,
Inc. |
$813,112 | |||
|
Diversified
Telecommunication Services
— 0.3%
|
| |||
131,704 |
Frontier
Communications Parent,
Inc.
(a) |
3,243,870 | |||
|
Electric
Utilities — 1.8%
|
| |||
293,989 |
Hawaiian
Electric Industries, Inc. |
3,813,037 | |||
25,458 |
IDACORP,
Inc. |
2,356,902 | |||
80,691 |
NRG
Energy, Inc. |
4,279,851 | |||
95,544 |
OGE
Energy Corp. |
3,175,882 | |||
46,456 |
Pinnacle
West Capital Corp. |
3,200,818 | |||
77,006 |
Portland
General Electric Co. |
3,151,856 | |||
|
|
19,978,346 | |||
|
Electrical
Equipment — 1.0%
|
| |||
12,221 |
Acuity
Brands, Inc. |
2,910,553 | |||
5,215 |
Atkore,
Inc. (a) |
795,444 | |||
16,529 |
EnerSys |
1,579,677 | |||
5,636 |
Regal
Rexnord Corp. |
752,181 | |||
86,856 |
Vertiv
Holdings Co., Class A |
4,892,598 | |||
|
|
10,930,453 | |||
|
Electronic
Equipment,
Instruments
& Components —
3.0%
|
| |||
7,659 |
Advanced
Energy Industries,
Inc. |
797,915 | |||
34,124 |
Arrow
Electronics, Inc. (a) |
3,792,883 | |||
82,771 |
Avnet,
Inc. |
3,749,526 | |||
10,810 |
Badger
Meter, Inc. |
1,556,532 | |||
19,168 |
Coherent
Corp. (a) |
911,247 | |||
23,543 |
Insight
Enterprises, Inc. (a) |
4,349,334 | |||
7,688 |
IPG
Photonics Corp. (a) |
752,578 | |||
44,198 |
Itron,
Inc. (a) |
3,188,444 | |||
81,210 |
Sanmina
Corp. (a) |
4,857,982 | |||
31,014 |
TD
SYNNEX Corp. |
3,100,780 | |||
174,039 |
Vishay
Intertechnology, Inc. |
3,781,867 | |||
72,446 |
Vontier
Corp. |
2,505,907 | |||
|
|
33,344,995 | |||
|
Energy
Equipment & Services —
1.1%
|
| |||
115,177 |
Helmerich
& Payne, Inc. |
4,637,026 | |||
164,565 |
NOV,
Inc. |
3,210,663 | |||
12,167 |
Valaris
Ltd. (a) |
752,773 | |||
42,642 |
Weatherford
International
PLC (a) |
3,818,591 | |||
|
|
12,419,053 | |||
|
Entertainment
— 0.5%
|
| |||
35,160 |
Endeavor
Group Holdings, Inc.,
Class
A |
870,210 |
Shares |
Description |
Value | |||
| |||||
|
Entertainment
(Continued)
|
| |||
36,412 |
Roku,
Inc. (a) |
$3,206,441 | |||
46,625 |
Warner
Music Group Corp.,
Class
A |
1,701,346 | |||
|
|
5,777,997 | |||
|
Financial
Services — 3.3%
|
| |||
84,894 |
Affirm
Holdings, Inc. (a) |
3,439,056 | |||
115,560 |
Corebridge
Financial, Inc. |
2,793,085 | |||
75,166 |
Equitable
Holdings, Inc. |
2,457,177 | |||
79,100 |
Essent
Group Ltd. |
4,363,156 | |||
16,441 |
Euronet
Worldwide, Inc. (a) |
1,638,346 | |||
216,262 |
MGIC
Investment Corp. |
4,290,638 | |||
51,249 |
Mr.
Cooper Group, Inc. (a) |
3,452,133 | |||
18,883 |
PennyMac
Financial Services,
Inc. |
1,646,975 | |||
146,119 |
Radian
Group, Inc. |
4,234,529 | |||
44,894 |
Shift4
Payments, Inc.,
Class
A (a) |
3,223,838 | |||
11,436 |
Voya
Financial, Inc. |
827,623 | |||
209,985 |
Western
Union (The) Co. |
2,639,511 | |||
4,288 |
WEX,
Inc. (a) |
876,424 | |||
|
|
35,882,491 | |||
|
Food
Products — 1.7%
|
| |||
83,703 |
Darling
Ingredients, Inc. (a) |
3,624,340 | |||
37,066 |
Flowers
Foods, Inc. |
845,105 | |||
48,084 |
Freshpet,
Inc. (a) |
4,140,032 | |||
15,374 |
Ingredion,
Inc. |
1,653,781 | |||
37,898 |
Post
Holdings, Inc. (a) |
3,519,587 | |||
1,167 |
Seaboard
Corp. |
4,204,701 | |||
21,071 |
Simply
Good Foods (The)
Co.
(a) |
796,484 | |||
|
|
18,784,030 | |||
|
Gas
Utilities — 0.9%
|
| |||
83,152 |
National
Fuel Gas Co. |
3,921,448 | |||
56,147 |
New
Jersey Resources Corp. |
2,292,482 | |||
52,375 |
ONE
Gas, Inc. |
3,214,254 | |||
13,171 |
Southwest
Gas Holdings, Inc. |
772,874 | |||
|
|
10,201,058 | |||
|
Ground
Transportation — 1.9%
|
| |||
4,707 |
Avis
Budget Group, Inc. |
770,583 | |||
401,512 |
Hertz
Global Holdings, Inc. (a) |
3,352,625 | |||
57,890 |
Knight-Swift
Transportation
Holdings,
Inc. |
3,321,728 | |||
4,308 |
Landstar
System, Inc. |
825,930 | |||
278,298 |
Lyft,
Inc., Class A (a) |
3,475,942 | |||
29,004 |
Ryder
System, Inc. |
3,293,984 | |||
5,711 |
Saia,
Inc. (a) |
2,573,263 | |||
47,379 |
U-Haul
Holding Co. |
3,026,097 | |||
|
|
20,640,152 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Equipment & Supplies
— 1.5%
|
| |||
7,618 |
CONMED
Corp. |
$728,281 | |||
138,710 |
Envista
Holdings Corp. (a) |
3,259,685 | |||
10,497 |
Glaukos
Corp. (a) |
934,548 | |||
31,313 |
Globus
Medical, Inc.,
Class
A (a) |
1,653,013 | |||
33,461 |
ICU
Medical, Inc. (a) |
3,062,685 | |||
38,316 |
Integra
LifeSciences Holdings
Corp.
(a) |
1,538,387 | |||
7,119 |
Masimo
Corp. (a) |
917,924 | |||
33,962 |
QuidelOrtho
Corp. (a) |
2,326,737 | |||
6,693 |
Teleflex,
Inc. |
1,625,261 | |||
|
|
16,046,521 | |||
|
Health
Care Providers & Services
— 2.1%
|
| |||
1,428 |
Chemed
Corp. |
846,504 | |||
13,502 |
CorVel
Corp. (a) |
3,177,561 | |||
7,965 |
DaVita,
Inc. (a) |
861,494 | |||
25,010 |
Encompass
Health Corp. |
1,776,710 | |||
29,743 |
Ensign
Group (The), Inc. |
3,367,503 | |||
22,041 |
Henry
Schein, Inc. (a) |
1,649,548 | |||
213,115 |
LifeStance
Health Group,
Inc.
(a) (b) |
1,274,428 | |||
49,530 |
Option
Care Health, Inc. (a) |
1,547,317 | |||
44,881 |
Progyny,
Inc. (a) |
1,709,517 | |||
106,512 |
Select
Medical Holdings Corp. |
2,768,247 | |||
11,040 |
Tenet
Healthcare Corp. (a) |
913,450 | |||
21,892 |
Universal
Health Services, Inc.,
Class
B |
3,476,669 | |||
|
|
23,368,948 | |||
|
Health
Care REITs — 0.5%
|
| |||
96,847 |
Healthcare
Realty Trust, Inc. |
1,560,205 | |||
84,276 |
Healthpeak
Properties, Inc. |
1,559,106 | |||
679,709 |
Medical
Properties Trust, Inc. (b) |
2,107,098 | |||
|
|
5,226,409 | |||
|
Health
Care Technology — 0.1%
|
| |||
38,716 |
Teladoc
Health, Inc. (a) |
752,252 | |||
|
Hotel
& Resort REITs — 0.6%
|
| |||
200,925 |
Apple
Hospitality REIT, Inc. |
3,226,855 | |||
30,322 |
Ryman
Hospitality Properties,
Inc. |
3,332,388 | |||
|
|
6,559,243 | |||
|
Hotels,
Restaurants & Leisure —
3.0%
|
| |||
59,384 |
Aramark |
1,726,887 | |||
13,327 |
Boyd
Gaming Corp. |
846,131 | |||
12,367 |
Churchill
Downs, Inc. |
1,496,036 | |||
20,765 |
Hilton
Grand Vacations, Inc. (a) |
865,901 | |||
31,988 |
Hyatt
Hotels Corp., Class A |
4,106,300 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued)
|
| |||
55,328 |
Life
Time Group Holdings,
Inc.
(a) |
$735,862 | |||
40,644 |
Light
& Wonder, Inc. (a) |
3,266,965 | |||
39,315 |
Marriott
Vacations Worldwide
Corp. |
3,298,135 | |||
208,170 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
3,705,426 | |||
96,195 |
Penn
Entertainment, Inc. (a) |
2,169,197 | |||
22,859 |
Planet
Fitness, Inc., Class A (a) |
1,548,926 | |||
27,303 |
Texas
Roadhouse, Inc. |
3,432,533 | |||
16,258 |
Wingstop,
Inc. |
4,570,286 | |||
9,157 |
Wynn
Resorts Ltd. |
864,696 | |||
|
|
32,633,281 | |||
|
Household
Durables — 3.8%
|
| |||
22,820 |
Installed
Building Products, Inc. |
4,446,477 | |||
66,789 |
KB
Home |
3,979,957 | |||
95,645 |
Leggett
& Platt, Inc. |
2,219,920 | |||
75,507 |
M.D.C.
Holdings, Inc. |
4,725,228 | |||
23,948 |
Meritage
Homes Corp. |
3,966,028 | |||
8,061 |
Mohawk
Industries, Inc. (a) |
840,359 | |||
33,706 |
Skyline
Champion Corp. (a) |
2,308,187 | |||
78,195 |
Taylor
Morrison Home Corp. (a) |
4,077,087 | |||
49,108 |
Tempur
Sealy International, Inc. |
2,449,998 | |||
40,585 |
Toll
Brothers, Inc. |
4,032,120 | |||
11,147 |
TopBuild
Corp. (a) |
4,114,692 | |||
72,489 |
Worthington
Enterprises, Inc. |
4,134,773 | |||
|
|
41,294,826 | |||
|
Household
Products — 0.2%
|
| |||
62,172 |
Reynolds
Consumer Products,
Inc. |
1,689,213 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.2%
|
| |||
64,980 |
Vistra
Corp. |
2,666,129 | |||
|
Industrial
REITs — 0.4%
|
| |||
9,092 |
EastGroup
Properties, Inc. |
1,613,193 | |||
15,840 |
First
Industrial Realty Trust, Inc. |
816,077 | |||
14,873 |
Rexford
Industrial Realty, Inc. |
782,171 | |||
21,251 |
STAG
Industrial, Inc. |
785,012 | |||
|
|
3,996,453 | |||
|
Insurance
— 3.7%
|
| |||
14,036 |
American
Financial Group, Inc. |
1,689,934 | |||
9,904 |
Assurant,
Inc. |
1,663,377 | |||
44,598 |
Assured
Guaranty Ltd. |
3,618,236 | |||
60,274 |
Axis
Capital Holdings Ltd. |
3,587,508 | |||
14,174 |
Enstar
Group Ltd. (a) |
3,782,899 | |||
9,965 |
Erie
Indemnity Co., Class A |
3,446,196 | |||
16,354 |
Fidelity
National Financial, Inc. |
818,191 | |||
25,895 |
First
American Financial Corp. |
1,562,763 | |||
13,708 |
Globe
Life, Inc. |
1,683,616 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued)
|
| |||
61,871 |
Lincoln
National Corp. |
$1,698,359 | |||
113,517 |
Old
Republic International Corp. |
3,183,017 | |||
8,111 |
Primerica,
Inc. |
1,899,272 | |||
10,315 |
Reinsurance
Group of America,
Inc. |
1,793,675 | |||
8,513 |
RenaissanceRe
Holdings Ltd. |
1,948,030 | |||
8,387 |
Selective
Insurance Group, Inc. |
879,461 | |||
92,253 |
Unum
Group |
4,459,510 | |||
1,664 |
White
Mountains Insurance
Group
Ltd. |
2,622,414 | |||
|
|
40,336,458 | |||
|
Interactive
Media & Services —
0.2%
|
| |||
47,785 |
IAC,
Inc. (a) |
2,399,285 | |||
|
IT
Services — 1.1%
|
| |||
90,961 |
DigitalOcean
Holdings, Inc. (a) |
3,067,205 | |||
109,447 |
DXC
Technology Co. (a) |
2,385,944 | |||
39,297 |
GoDaddy,
Inc., Class A (a) |
4,191,418 | |||
27,649 |
Okta,
Inc. (a) |
2,285,190 | |||
|
|
11,929,757 | |||
|
Leisure
Products — 0.9%
|
| |||
26,415 |
Acushnet
Holdings Corp. |
1,673,126 | |||
25,872 |
Brunswick
Corp. |
2,087,353 | |||
35,216 |
Polaris,
Inc. |
3,168,032 | |||
232,730 |
Topgolf
Callaway Brands
Corp.
(a) |
3,065,054 | |||
|
|
9,993,565 | |||
|
Life
Sciences Tools & Services —
0.8%
|
| |||
44,729 |
10X
Genomics, Inc., Class A (a) |
1,863,857 | |||
11,356 |
Bruker
Corp. |
812,068 | |||
7,060 |
Charles
River Laboratories
International,
Inc. (a) |
1,526,937 | |||
13,610 |
Medpace
Holdings, Inc. (a) |
3,968,404 | |||
49,516 |
Sotera
Health Co. (a) |
728,875 | |||
|
|
8,900,141 | |||
|
Machinery
— 4.5%
|
| |||
34,361 |
AGCO
Corp. |
4,203,381 | |||
28,697 |
Allison
Transmission Holdings,
Inc. |
1,737,316 | |||
6,119 |
Chart
Industries, Inc. (a) |
714,210 | |||
12,767 |
Donaldson
Co., Inc. |
824,620 | |||
28,897 |
Esab
Corp. |
2,484,853 | |||
54,362 |
Federal
Signal Corp. |
4,184,787 | |||
40,482 |
Flowserve
Corp. |
1,616,446 | |||
8,633 |
Franklin
Electric Co., Inc. |
813,747 | |||
34,872 |
Hillenbrand,
Inc. |
1,623,989 | |||
27,969 |
ITT,
Inc. |
3,378,096 | |||
41,948 |
John
Bean Technologies Corp. |
4,142,784 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued)
|
| |||
11,510 |
Lincoln
Electric Holdings, Inc. |
$2,557,752 | |||
17,009 |
Middleby
(The) Corp. (a) |
2,399,460 | |||
88,479 |
Mueller
Industries, Inc. |
4,246,992 | |||
30,786 |
Oshkosh
Corp. |
3,389,539 | |||
11,714 |
RBC
Bearings, Inc. (a) |
3,145,678 | |||
43,562 |
Terex
Corp. |
2,676,014 | |||
41,640 |
Timken
(The) Co. |
3,410,732 | |||
12,015 |
Watts
Water Technologies, Inc.,
Class
A |
2,379,090 | |||
|
|
49,929,486 | |||
|
Marine
Transportation — 0.1%
|
| |||
21,261 |
Kirby
Corp. (a) |
1,672,390 | |||
|
Media
— 1.3%
|
| |||
4,498 |
Cable
One, Inc. |
2,469,087 | |||
68,123 |
New
York Times (The) Co.,
Class
A |
3,308,053 | |||
33,985 |
News
Corp., Class A |
837,390 | |||
21,291 |
Nexstar
Media Group, Inc. |
3,783,624 | |||
272,660 |
TEGNA,
Inc. |
4,250,769 | |||
|
|
14,648,923 | |||
|
Metals
& Mining — 1.0%
|
| |||
73,398 |
ATI,
Inc. (a) |
2,999,776 | |||
163,437 |
Cleveland-Cliffs,
Inc. (a) |
3,276,912 | |||
83,368 |
Commercial
Metals Co. |
4,353,477 | |||
|
|
10,630,165 | |||
|
Mortgage
REITs — 0.8%
|
| |||
85,051 |
AGNC
Investment Corp. |
806,283 | |||
43,074 |
Annaly
Capital Management,
Inc. |
826,590 | |||
78,452 |
Blackstone
Mortgage Trust, Inc.,
Class
A (b) |
1,548,643 | |||
390,609 |
Rithm
Capital Corp. |
4,179,516 | |||
79,387 |
Starwood
Property Trust, Inc. |
1,613,938 | |||
|
|
8,974,970 | |||
|
Multi-Utilities
— 0.3%
|
| |||
61,860 |
Black
Hills Corp. |
3,201,874 | |||
|
Office
REITs — 0.6%
|
| |||
11,890 |
Boston
Properties, Inc. |
790,685 | |||
137,059 |
Cousins
Properties, Inc. |
3,140,022 | |||
83,770 |
Kilroy
Realty Corp. |
2,995,615 | |||
|
|
6,926,322 | |||
|
Oil,
Gas & Consumable Fuels —
5.6%
|
| |||
66,587 |
Antero
Midstream Corp. |
815,025 | |||
183,939 |
Antero
Resources Corp. (a) |
4,109,197 | |||
76,293 |
California
Resources Corp. |
3,637,650 | |||
54,221 |
Chesapeake
Energy Corp. |
4,180,981 | |||
25,096 |
Chord
Energy Corp. |
3,858,761 | |||
471,380 |
Comstock
Resources, Inc. |
3,681,478 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Oil,
Gas & Consumable Fuels
(Continued)
|
| |||
137,679 |
CVR
Energy, Inc. |
$4,643,913 | |||
60,901 |
DT
Midstream, Inc. |
3,269,775 | |||
163,919 |
Equitrans
Midstream Corp. |
1,670,335 | |||
75,072 |
HF
Sinclair Corp. |
4,240,817 | |||
97,790 |
Murphy
Oil Corp. |
3,784,473 | |||
94,984 |
Ovintiv,
Inc. |
4,029,221 | |||
94,898 |
PBF
Energy, Inc., Class A |
4,793,298 | |||
184,046 |
Permian
Resources Corp. |
2,480,940 | |||
137,046 |
Range
Resources Corp. |
3,979,816 | |||
107,741 |
SM
Energy Co. |
3,995,036 | |||
636,903 |
Southwestern
Energy Co. (a) |
4,108,025 | |||
|
|
61,278,741 | |||
|
Paper
& Forest Products — 0.1%
|
| |||
11,780 |
Louisiana-Pacific
Corp. |
783,959 | |||
|
Passenger
Airlines — 0.2%
|
| |||
21,355 |
Alaska
Air Group, Inc. (a) |
765,149 | |||
121,447 |
American
Airlines Group,
Inc.
(a) |
1,728,191 | |||
|
|
2,493,340 | |||
|
Personal
Care Products — 1.2%
|
| |||
75,260 |
BellRing
Brands, Inc. (a) |
4,159,620 | |||
134,355 |
Coty,
Inc., Class A (a) |
1,623,008 | |||
28,903 |
elf
Beauty, Inc. (a) |
4,610,896 | |||
17,380 |
Inter
Parfums, Inc. |
2,418,427 | |||
|
|
12,811,951 | |||
|
Pharmaceuticals
— 1.3%
|
| |||
20,966 |
Axsome
Therapeutics, Inc. (a) |
1,887,569 | |||
46,599 |
Intra-Cellular
Therapies, Inc. (a) |
3,137,977 | |||
6,782 |
Jazz
Pharmaceuticals PLC (a) |
832,287 | |||
57,860 |
Organon
& Co. |
963,369 | |||
77,782 |
Perrigo
Co. PLC |
2,495,247 | |||
385,199 |
Viatris,
Inc. |
4,533,792 | |||
|
|
13,850,241 | |||
|
Professional
Services — 2.6%
|
| |||
97,812 |
Alight,
Inc., Class A (a) |
872,483 | |||
26,026 |
ASGN,
Inc. (a) |
2,415,733 | |||
7,730 |
CACI
International, Inc.,
Class
A (a) |
2,657,033 | |||
25,486 |
Concentrix
Corp. |
2,264,941 | |||
142,622 |
Dun
& Bradstreet Holdings, Inc. |
1,652,989 | |||
27,045 |
ExlService
Holdings, Inc. (a) |
845,968 | |||
8,379 |
FTI
Consulting, Inc. (a) |
1,605,500 | |||
72,113 |
Genpact
Ltd. |
2,588,857 | |||
21,354 |
Insperity,
Inc. |
2,449,090 | |||
20,997 |
ManpowerGroup,
Inc. |
1,556,717 | |||
9,949 |
Maximus,
Inc. |
807,063 |
Shares |
Description |
Value | |||
| |||||
|
Professional
Services
(Continued)
|
| |||
66,524 |
Parsons
Corp. (a) |
$4,334,038 | |||
18,979 |
Robert
Half, Inc. |
1,509,590 | |||
20,133 |
Science
Applications
International
Corp. |
2,570,179 | |||
7,014 |
TriNet
Group, Inc. (a) |
797,492 | |||
|
|
28,927,673 | |||
|
Real
Estate Management & Development
— 0.3%
|
| |||
8,835 |
Jones
Lang LaSalle, Inc. (a) |
1,564,325 | |||
41,593 |
St.
Joe (The) Co. |
2,295,934 | |||
|
|
3,860,259 | |||
|
Retail
REITs — 0.1%
|
| |||
78,306 |
Kimco
Realty Corp. |
1,581,781 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.4%
|
| |||
100,311 |
Amkor
Technology, Inc. |
3,175,846 | |||
6,434 |
Axcelis
Technologies, Inc. (a) |
836,742 | |||
20,059 |
Cirrus
Logic, Inc. (a) |
1,548,555 | |||
17,952 |
MACOM
Technology Solutions
Holdings,
Inc. (a) |
1,548,001 | |||
24,332 |
MKS
Instruments, Inc. |
2,590,141 | |||
10,914 |
Onto
Innovation, Inc. (a) |
1,762,611 | |||
24,450 |
Rambus,
Inc. (a) |
1,675,558 | |||
13,088 |
Universal
Display Corp. |
2,221,950 | |||
|
|
15,359,404 | |||
|
Software
— 6.6%
|
| |||
29,746 |
Altair
Engineering, Inc.,
Class
A (a) |
2,529,005 | |||
4,816 |
Appfolio,
Inc., Class A (a) |
1,055,956 | |||
83,749 |
AppLovin
Corp., Class A (a) |
3,444,596 | |||
3,791 |
Aspen
Technology, Inc. (a) |
727,834 | |||
28,870 |
Blackbaud,
Inc. (a) |
2,336,160 | |||
42,104 |
DocuSign,
Inc. (a) |
2,564,976 | |||
68,054 |
DoubleVerify
Holdings, Inc. (a) |
2,722,841 | |||
56,604 |
Dropbox,
Inc., Class A (a) |
1,793,215 | |||
37,015 |
Elastic
N.V. (a) |
4,332,976 | |||
10,602 |
Five9,
Inc. (a) |
804,268 | |||
146,248 |
Gen
Digital, Inc. |
3,433,903 | |||
53,007 |
Gitlab,
Inc., Class A (a) |
3,769,328 | |||
30,607 |
Guidewire
Software, Inc. (a) |
3,418,190 | |||
7,750 |
Manhattan
Associates, Inc. (a) |
1,879,840 | |||
3,962 |
MicroStrategy,
Inc., Class A (a) |
1,985,794 | |||
49,619 |
nCino,
Inc. (a) |
1,562,006 | |||
148,020 |
NCR
Voyix Corp. (a) |
2,175,894 | |||
87,476 |
Nutanix,
Inc., Class A (a) |
4,916,151 | |||
34,152 |
Pegasystems,
Inc. |
1,664,568 | |||
35,414 |
PowerSchool
Holdings, Inc.,
Class
A (a) |
833,646 | |||
24,108 |
Procore
Technologies, Inc. (a) |
1,721,070 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued)
|
| |||
21,253 |
Qualys,
Inc. (a) |
$4,020,430 | |||
49,152 |
RingCentral,
Inc., Class A (a) |
1,665,761 | |||
124,977 |
Samsara,
Inc., Class A (a) |
3,924,278 | |||
152,031 |
SentinelOne,
Inc., Class A (a) |
4,074,431 | |||
52,343 |
Smartsheet,
Inc., Class A (a) |
2,353,865 | |||
8,609 |
SPS
Commerce, Inc. (a) |
1,582,334 | |||
18,114 |
Tenable
Holdings, Inc. (a) |
853,169 | |||
167,944 |
UiPath,
Inc., Class A (a) |
3,859,353 | |||
|
|
72,005,838 | |||
|
Specialized
REITs — 0.3%
|
| |||
18,000 |
CubeSmart |
777,960 | |||
15,701 |
Lamar
Advertising Co., Class A |
1,643,581 | |||
16,993 |
PotlatchDeltic
Corp. |
760,097 | |||
|
|
3,181,638 | |||
|
Specialty
Retail — 4.1%
|
| |||
50,566 |
Academy
Sports & Outdoors,
Inc. |
3,172,005 | |||
41,013 |
Advance
Auto Parts, Inc. |
2,741,719 | |||
18,544 |
Asbury
Automotive Group,
Inc.
(a) |
3,876,809 | |||
27,779 |
AutoNation,
Inc. (a) |
3,879,615 | |||
38,662 |
Bath
& Body Works, Inc. |
1,649,321 | |||
78,801 |
Carvana
Co. (a) |
3,393,171 | |||
35,307 |
Chewy,
Inc., Class A (a) |
629,171 | |||
17,033 |
Dick’s
Sporting Goods, Inc. |
2,539,109 | |||
11,742 |
Five
Below, Inc. (a) |
2,107,219 | |||
22,437 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
2,256,265 | |||
13,689 |
Group
1 Automotive, Inc. |
3,559,961 | |||
12,670 |
Lithia
Motors, Inc. |
3,735,750 | |||
4,681 |
Murphy
USA, Inc. |
1,650,146 | |||
20,792 |
Penske
Automotive Group, Inc. |
3,084,909 | |||
31,115 |
Signet
Jewelers Ltd. |
3,095,320 | |||
27,045 |
Wayfair,
Inc., Class A (a) |
1,359,011 | |||
12,404 |
Williams-Sonoma,
Inc. |
2,398,810 | |||
|
|
45,128,311 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.1%
|
| |||
67,340 |
IonQ,
Inc. (a) (b) |
691,582 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.5%
|
| |||
41,958 |
Columbia
Sportswear Co. |
3,325,591 | |||
8,931 |
Crocs,
Inc. (a) |
906,318 | |||
27,330 |
PVH
Corp. |
3,286,706 | |||
23,144 |
Ralph
Lauren Corp. |
3,325,099 | |||
40,152 |
Skechers
U.S.A., Inc.,
Class
A (a) |
2,507,091 | |||
90,665 |
Tapestry,
Inc. |
3,516,895 | |||
|
|
16,867,700 |
Shares |
Description |
Value | |||
| |||||
|
Trading
Companies & Distributors
— 2.9%
|
| |||
99,470 |
Air
Lease Corp. |
$4,158,841 | |||
19,325 |
Applied
Industrial Technologies,
Inc. |
3,410,089 | |||
28,764 |
Beacon
Roofing Supply, Inc. (a) |
2,384,248 | |||
32,248 |
Boise
Cascade Co. |
4,368,314 | |||
103,235 |
Core
& Main, Inc., Class A (a) |
4,264,638 | |||
6,940 |
GATX
Corp. |
851,191 | |||
22,415 |
Herc
Holdings, Inc. |
3,305,988 | |||
16,478 |
MSC
Industrial Direct Co., Inc.,
Class
A |
1,626,049 | |||
82,936 |
Rush
Enterprises, Inc., Class A |
3,724,656 | |||
5,134 |
SiteOne
Landscape Supply,
Inc.
(a) |
793,460 | |||
19,193 |
WESCO
International, Inc. |
3,330,369 | |||
|
|
32,217,843 | |||
|
Water
Utilities — 0.1%
|
| |||
44,677 |
Essential
Utilities, Inc. |
1,602,117 | |||
|
Total
Common Stocks |
1,096,368,095 | |||
|
(Cost
$947,266,698) |
| |||
MONEY
MARKET FUNDS — 0.3% | |||||
558,119 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
558,119 | |||
2,272,554 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(c) |
2,272,554 | |||
|
Total
Money Market Funds |
2,830,673 | |||
|
(Cost
$2,830,673) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.6% | |||||
$6,357,408 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$6,358,328.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $6,577,363. (d) |
6,357,408 | |||
|
(Cost
$6,357,408) |
| |||
| |||||
| |||||
|
Total
Investments — 100.7% |
1,105,556,176 | |||
|
(Cost
$956,454,779) |
| |||
|
Net
Other Assets and
Liabilities
— (0.7)% |
(7,268,514
) | |||
|
Net
Assets — 100.0% |
$1,098,287,662 |
(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 $6,497,371 and the total value of the collateral
held
by the Fund is $6,915,527. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 1,096,368,095 |
$ 1,096,368,095 |
$ — |
$ — |
Money
Market
Funds |
2,830,673 |
2,830,673 |
— |
— |
Repurchase
Agreements |
6,357,408 |
— |
6,357,408 |
— |
Total
Investments |
$1,105,556,176 |
$1,099,198,768 |
$6,357,408 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$6,497,371 |
Non-cash
Collateral(2)
|
(6,497,371
) |
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
January 31, 2024, 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)
|
$6,357,408 |
Non-cash
Collateral(4)
|
(6,357,408
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 — 1.3%
|
| |||
26,990 |
AAR
Corp. (a) |
$1,641,532 | |||
13,362 |
AeroVironment,
Inc. (a) |
1,611,992 | |||
15,351 |
Mercury
Systems, Inc. (a) |
455,311 | |||
19,388 |
Moog,
Inc., Class A |
2,710,442 | |||
88,325 |
Spirit
AeroSystems Holdings,
Inc.,
Class A (a) |
2,425,404 | |||
36,267 |
V2X,
Inc. (a) |
1,410,423 | |||
229,142 |
Virgin
Galactic Holdings,
Inc.
(a) (b) |
407,873 | |||
|
|
10,662,977 | |||
|
Air
Freight & Logistics — 0.6%
|
| |||
159,398 |
Air
Transport Services Group,
Inc.
(a) |
2,469,075 | |||
61,060 |
Hub
Group, Inc., Class A (a) |
2,764,797 | |||
|
|
5,233,872 | |||
|
Automobile
Components — 1.4%
|
| |||
191,169 |
American
Axle & Manufacturing
Holdings,
Inc. (a) |
1,546,557 | |||
115,277 |
Dana,
Inc. |
1,563,156 | |||
13,461 |
Dorman
Products, Inc. (a) |
1,095,860 | |||
174,167 |
Garrett
Motion, Inc. (a) |
1,496,095 | |||
10,722 |
Gentherm,
Inc. (a) |
516,264 | |||
4,466 |
LCI
Industries |
496,976 | |||
47,018 |
Modine
Manufacturing Co. (a) |
3,248,474 | |||
22,377 |
Patrick
Industries, Inc. |
2,246,427 | |||
|
|
12,209,809 | |||
|
Automobiles
— 0.3%
|
| |||
38,515 |
Winnebago
Industries, Inc. |
2,531,206 | |||
|
Banks
— 12.5%
|
| |||
30,650 |
1st
Source Corp. |
1,602,076 | |||
31,748 |
Ameris
Bancorp |
1,575,971 | |||
104,983 |
Associated
Banc-Corp. |
2,205,693 | |||
46,092 |
Atlantic
Union Bankshares Corp. |
1,574,503 | |||
30,846 |
Axos
Financial, Inc. (a) |
1,709,794 | |||
11,536 |
BancFirst
Corp. |
1,021,051 | |||
43,677 |
Bancorp
(The), Inc. (a) |
1,906,064 | |||
7,747 |
Bank
of Hawaii Corp. |
489,843 | |||
69,245 |
BankUnited,
Inc. |
1,956,864 | |||
41,927 |
Banner
Corp. |
1,952,960 | |||
50,384 |
Cathay
General Bancorp |
2,074,309 | |||
15,275 |
City
Holding Co. |
1,561,258 | |||
29,118 |
Columbia
Financial, Inc. (a) |
523,542 | |||
21,546 |
Community
Bank System, Inc. |
986,160 | |||
38,972 |
Customers
Bancorp, Inc. (a) |
2,082,664 | |||
83,418 |
CVB
Financial Corp. |
1,398,920 | |||
39,536 |
Eastern
Bankshares, Inc. |
551,923 | |||
50,293 |
Enterprise
Financial Services
Corp. |
2,093,698 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued)
|
| |||
28,176 |
FB
Financial Corp. |
$1,049,556 | |||
45,507 |
First
Bancorp |
1,572,722 | |||
102,383 |
First
BanCorp |
1,707,748 | |||
90,475 |
First
Busey Corp. |
2,129,781 | |||
109,080 |
First
Commonwealth Financial
Corp. |
1,528,211 | |||
118,189 |
First
Financial Bancorp |
2,649,797 | |||
73,675 |
First
Hawaiian, Inc. |
1,598,011 | |||
54,770 |
First
Interstate BancSystem, Inc.,
Class
A |
1,507,270 | |||
60,561 |
First
Merchants Corp. |
2,047,567 | |||
136,427 |
Fulton
Financial Corp. |
2,126,897 | |||
59,708 |
Heartland
Financial USA, Inc. |
2,117,843 | |||
31,888 |
Hilltop
Holdings, Inc. |
1,004,153 | |||
185,894 |
Hope
Bancorp, Inc. |
2,059,706 | |||
34,122 |
Independent
Bank Corp. |
1,913,903 | |||
22,068 |
Independent
Bank Group, Inc. |
1,066,988 | |||
41,340 |
International
Bancshares Corp. |
2,185,232 | |||
8,615 |
Lakeland
Financial Corp. |
576,860 | |||
12,339 |
Live
Oak Bancshares, Inc. |
448,769 | |||
60,381 |
National
Bank Holdings Corp.,
Class
A |
2,113,335 | |||
26,790 |
NBT
Bancorp, Inc. |
952,920 | |||
13,951 |
Nicolet
Bankshares, Inc. |
1,084,969 | |||
134,952 |
Northwest
Bancshares, Inc. |
1,669,356 | |||
161,693 |
OceanFirst
Financial Corp. |
2,785,970 | |||
59,915 |
OFG
Bancorp |
2,203,075 | |||
77,142 |
Pacific
Premier Bancorp, Inc. |
1,957,093 | |||
8,452 |
Park
National Corp. |
1,104,507 | |||
42,426 |
Pathward
Financial, Inc. |
2,196,818 | |||
124,548 |
Provident
Financial Services,
Inc. |
2,061,269 | |||
66,675 |
Renasant
Corp. |
2,108,930 | |||
67,193 |
S&T
Bancorp, Inc. |
2,240,215 | |||
39,451 |
Seacoast
Banking Corp. of
Florida |
968,917 | |||
8,425 |
ServisFirst
Bancshares, Inc. |
565,655 | |||
113,185 |
Simmons
First National Corp.,
Class
A |
2,151,647 | |||
80,661 |
Stellar
Bancorp, Inc. |
2,018,945 | |||
21,806 |
Stock
Yards Bancorp, Inc. |
1,084,194 | |||
34,746 |
Texas
Capital Bancshares,
Inc.
(a) |
2,119,506 | |||
56,593 |
TowneBank |
1,590,829 | |||
39,195 |
TriCo
Bancshares |
1,424,738 | |||
7,002 |
Triumph
Financial, Inc. (a) |
494,691 | |||
60,408 |
Trustmark
Corp. |
1,630,412 | |||
20,158 |
UMB
Financial Corp. |
1,663,035 | |||
57,560 |
United
Community Banks, Inc. |
1,573,690 | |||
96,502 |
Veritex
Holdings, Inc. |
2,027,507 | |||
68,130 |
WaFd,
Inc. |
1,978,495 | |||
71,584 |
WesBanco,
Inc. |
2,100,275 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Banks
(Continued)
|
| |||
29,856 |
Westamerica
BanCorp |
$1,424,728 | |||
48,892 |
WSFS
Financial Corp. |
2,176,183 | |||
|
|
106,030,211 | |||
|
Beverages
— 0.3%
|
| |||
227,979 |
Duckhorn
Portfolio (The),
Inc.
(a) |
1,967,459 | |||
21,887 |
Vita
Coco (The) Co., Inc. (a) |
430,955 | |||
|
|
2,398,414 | |||
|
Biotechnology
— 2.7%
|
| |||
18,758 |
Apellis
Pharmaceuticals, Inc. (a) |
1,187,194 | |||
133,588 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
1,923,667 | |||
42,466 |
Celldex
Therapeutics, Inc. (a) |
1,495,653 | |||
20,172 |
Cytokinetics,
Inc. (a) |
1,576,038 | |||
47,336 |
Ideaya
Biosciences, Inc. (a) |
2,060,536 | |||
36,231 |
Insmed,
Inc. (a) |
1,007,222 | |||
49,073 |
Ironwood
Pharmaceuticals,
Inc.
(a) |
696,346 | |||
22,051 |
Kymera
Therapeutics, Inc. (a) |
722,832 | |||
20,414 |
Merus
N.V. (a) |
728,372 | |||
58,662 |
Myriad
Genetics, Inc. (a) |
1,254,780 | |||
24,483 |
Protagonist
Therapeutics, Inc. (a) |
612,320 | |||
227,748 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) |
2,143,109 | |||
50,990 |
Relay
Therapeutics, Inc. (a) |
471,657 | |||
98,606 |
TG
Therapeutics, Inc. (a) |
1,601,361 | |||
76,153 |
Twist
Bioscience Corp. (a) |
2,467,357 | |||
23,480 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
1,035,703 | |||
40,814 |
Veracyte,
Inc. (a) |
1,021,166 | |||
15,765 |
Vericel
Corp. (a) |
677,580 | |||
|
|
22,682,893 | |||
|
Broadline
Retail — 0.2%
|
| |||
78,298 |
Kohl’s
Corp. |
2,016,956 | |||
|
Building
Products — 2.6%
|
| |||
30,232 |
American
Woodmark Corp. (a) |
2,759,577 | |||
11,420 |
Armstrong
World Industries, Inc. |
1,132,978 | |||
38,657 |
AZZ,
Inc. |
2,414,130 | |||
8,121 |
CSW
Industrials, Inc. |
1,718,160 | |||
28,433 |
Gibraltar
Industries, Inc. (a) |
2,300,798 | |||
46,053 |
Griffon
Corp. |
2,683,048 | |||
172,077 |
Janus
International Group,
Inc.
(a) |
2,434,890 | |||
118,940 |
JELD-WEN
Holding, Inc. (a) |
2,212,284 | |||
151,218 |
Masterbrand,
Inc. (a) |
2,127,637 | |||
119,320 |
Resideo
Technologies, Inc. (a) |
2,000,996 | |||
|
|
21,784,498 |
Shares |
Description |
Value | |||
| |||||
|
Capital
Markets — 2.2%
|
| |||
12,706 |
Artisan
Partners Asset
Management,
Inc., Class A |
$532,381 | |||
37,489 |
AssetMark
Financial Holdings,
Inc.
(a) |
1,149,788 | |||
26,746 |
B.
Riley Financial, Inc. (b) |
626,391 | |||
7,413 |
Cohen
& Steers, Inc. |
522,024 | |||
18,003 |
Donnelley
Financial Solutions,
Inc.
(a) |
1,118,346 | |||
66,320 |
Federated
Hermes, Inc. |
2,318,547 | |||
185,894 |
Golub
Capital BDC, Inc. |
2,836,743 | |||
14,847 |
Hamilton
Lane, Inc., Class A |
1,721,361 | |||
3,211 |
Piper
Sandler Cos. |
557,076 | |||
5,511 |
PJT
Partners, Inc., Class A |
529,993 | |||
17,637 |
StepStone
Group, Inc., Class A |
589,958 | |||
22,812 |
StoneX
Group, Inc. (a) |
1,499,889 | |||
65,203 |
Victory
Capital Holdings, Inc.,
Class
A |
2,199,297 | |||
55,420 |
Virtu
Financial, Inc., Class A |
930,502 | |||
6,967 |
Virtus
Investment Partners, Inc. |
1,644,978 | |||
|
|
18,777,274 | |||
|
Chemicals
— 1.6%
|
| |||
93,691 |
AdvanSix,
Inc. |
2,377,878 | |||
229,846 |
Ecovyst,
Inc. (a) |
2,128,374 | |||
47,556 |
Ingevity
Corp. (a) |
2,071,539 | |||
9,111 |
Innospec,
Inc. |
1,057,878 | |||
23,618 |
Minerals
Technologies, Inc. |
1,543,436 | |||
60,736 |
Orion
S.A. |
1,360,486 | |||
25,519 |
Sensient
Technologies Corp. |
1,582,944 | |||
17,813 |
Stepan
Co. |
1,590,167 | |||
|
|
13,712,702 | |||
|
Commercial
Services & Supplies
— 1.8%
|
| |||
62,614 |
ABM
Industries, Inc. |
2,554,025 | |||
37,056 |
ACV
Auctions, Inc., Class A (a) |
480,616 | |||
28,697 |
Brady
Corp., Class A |
1,728,420 | |||
31,917 |
Brink’s
(The) Co. |
2,580,170 | |||
35,066 |
Cimpress
PLC (a) |
2,637,665 | |||
26,841 |
HNI
Corp. |
1,092,966 | |||
15,318 |
Matthews
International Corp.,
Class
A |
503,962 | |||
63,126 |
MillerKnoll,
Inc. |
1,678,520 | |||
37,906 |
Openlane,
Inc. (a) |
533,717 | |||
9,208 |
UniFirst
Corp. |
1,560,019 | |||
|
|
15,350,080 | |||
|
Communications
Equipment —
0.4%
|
| |||
12,849 |
Calix,
Inc. (a) |
426,330 | |||
43,052 |
Harmonic,
Inc. (a) |
503,709 | |||
127,881 |
NetScout
Systems, Inc. (a) |
2,750,720 | |||
|
|
3,680,759 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Construction
& Engineering —
1.9%
|
| |||
35,453 |
Ameresco,
Inc., Class A (a) |
$724,305 | |||
64,499 |
Construction
Partners, Inc.,
Class
A (a) |
2,934,705 | |||
19,512 |
Dycom
Industries, Inc. (a) |
2,179,490 | |||
11,038 |
Granite
Construction, Inc. |
497,924 | |||
35,433 |
IES
Holdings, Inc. (a) |
2,904,089 | |||
15,527 |
MYR
Group, Inc. (a) |
2,233,559 | |||
67,618 |
Primoris
Services Corp. |
2,217,870 | |||
31,924 |
Sterling
Infrastructure, Inc. (a) |
2,397,492 | |||
|
|
16,089,434 | |||
|
Construction
Materials — 0.4%
|
| |||
16,966 |
Knife
River Corp. (a) |
1,111,103 | |||
7,312 |
United
States Lime & Minerals,
Inc. |
1,891,395 | |||
|
|
3,002,498 | |||
|
Consumer
Finance — 1.7%
|
| |||
85,215 |
Bread
Financial Holdings, Inc. |
3,090,748 | |||
22,124 |
Encore
Capital Group, Inc. (a) |
1,107,970 | |||
50,704 |
Enova
International, Inc. (a) |
2,759,819 | |||
150,751 |
Navient
Corp. |
2,595,932 | |||
19,090 |
Nelnet,
Inc., Class A |
1,663,312 | |||
90,812 |
PROG
Holdings, Inc. (a) |
2,782,479 | |||
|
|
14,000,260 | |||
|
Consumer
Staples Distribution &
Retail — 1.5%
|
| |||
29,270 |
Andersons
(The), Inc. |
1,542,822 | |||
76,303 |
Chefs’
Warehouse (The), Inc. (a) |
2,427,961 | |||
41,647 |
Grocery
Outlet Holding
Corp.
(a) |
1,032,013 | |||
32,500 |
Ingles
Markets, Inc., Class A |
2,738,125 | |||
172,952 |
United
Natural Foods, Inc. (a) |
2,578,714 | |||
43,886 |
Weis
Markets, Inc. |
2,666,075 | |||
|
|
12,985,710 | |||
|
Containers
& Packaging — 0.1%
|
| |||
81,897 |
Pactiv
Evergreen, Inc. |
1,195,696 | |||
|
Diversified
Consumer Services —
2.2%
|
| |||
28,569 |
Adtalem
Global Education,
Inc.
(a) |
1,442,163 | |||
148,257 |
Chegg,
Inc. (a) |
1,460,332 | |||
86,949 |
Coursera,
Inc. (a) |
1,664,204 | |||
47,819 |
Frontdoor,
Inc. (a) |
1,566,551 | |||
4,030 |
Graham
Holdings Co., Class B |
2,903,212 | |||
8,504 |
Grand
Canyon Education,
Inc.
(a) |
1,110,537 | |||
122,844 |
Laureate
Education, Inc. |
1,550,291 | |||
64,977 |
Mister
Car Wash, Inc. (a) |
539,309 |
Shares |
Description |
Value | |||
| |||||
|
Diversified
Consumer Services
(Continued)
|
| |||
12,155 |
Strategic
Education, Inc. |
$1,143,299 | |||
37,824 |
Stride,
Inc. (a) |
2,267,549 | |||
190,563 |
Udemy,
Inc. (a) |
2,589,751 | |||
|
|
18,237,198 | |||
|
Diversified
REITs — 0.9%
|
| |||
29,516 |
Alexander
& Baldwin, Inc. |
511,217 | |||
99,760 |
American
Assets Trust, Inc. |
2,237,617 | |||
163,008 |
Broadstone
Net Lease, Inc. |
2,619,539 | |||
173,808 |
Empire
State Realty Trust, Inc.,
Class
A |
1,654,652 | |||
56,422 |
Global
Net Lease, Inc. |
476,766 | |||
|
|
7,499,791 | |||
|
Diversified
Telecommunication Services
— 0.9%
|
| |||
29,524 |
Cogent
Communications
Holdings,
Inc. |
2,279,253 | |||
1,446,904 |
Globalstar,
Inc. (a) |
2,300,577 | |||
382,424 |
Liberty
Latin America Ltd.,
Class
C (a) |
2,722,859 | |||
|
|
7,302,689 | |||
|
Electric
Utilities — 0.4%
|
| |||
45,897 |
ALLETE,
Inc. |
2,712,972 | |||
6,607 |
Otter
Tail Corp. |
597,405 | |||
|
|
3,310,377 | |||
|
Electrical
Equipment — 0.7%
|
| |||
13,141 |
Encore
Wire Corp. |
2,963,295 | |||
47,078 |
Fluence
Energy, Inc. (a) |
935,440 | |||
769,039 |
GrafTech
International Ltd. |
1,022,822 | |||
24,984 |
Vicor
Corp. (a) |
941,147 | |||
|
|
5,862,704 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.7%
|
| |||
29,615 |
Crane
NXT Co. |
1,725,962 | |||
12,835 |
CTS
Corp. |
527,005 | |||
21,095 |
ePlus,
Inc. (a) |
1,593,516 | |||
49,397 |
Methode
Electronics, Inc. |
1,025,482 | |||
273,853 |
Mirion
Technologies, Inc. (a) |
2,587,911 | |||
16,391 |
Napco
Security Technologies,
Inc. |
569,587 | |||
13,051 |
OSI
Systems, Inc. (a) |
1,670,920 | |||
25,058 |
PC
Connection, Inc. |
1,616,492 | |||
10,385 |
Plexus
Corp. (a) |
983,667 | |||
12,752 |
Rogers
Corp. (a) |
1,469,923 | |||
71,018 |
TTM
Technologies, Inc. (a) |
987,860 | |||
|
|
14,758,325 | |||
|
Energy
Equipment & Services —
2.6%
|
| |||
182,273 |
Archrock,
Inc. |
2,978,341 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Energy
Equipment & Services
(Continued)
|
| |||
12,366 |
Cactus,
Inc., Class A |
$524,813 | |||
43,185 |
Diamond
Offshore Drilling,
Inc.
(a) |
526,857 | |||
35,264 |
Expro
Group Holdings N.V. (a) |
620,646 | |||
218,443 |
Helix
Energy Solutions Group,
Inc.
(a) |
2,053,364 | |||
154,741 |
Liberty
Energy, Inc. |
3,217,065 | |||
6,877 |
Nabors
Industries Ltd. (a) |
581,657 | |||
52,763 |
Oceaneering
International,
Inc.
(a) |
1,096,415 | |||
259,907 |
Patterson-UTI
Energy, Inc. |
2,882,369 | |||
334,964 |
ProPetro
Holding Corp. (a) |
2,833,796 | |||
385,577 |
RPC,
Inc. |
2,818,568 | |||
31,142 |
Tidewater,
Inc. (a) |
2,092,431 | |||
|
|
22,226,322 | |||
|
Entertainment
— 0.5%
|
| |||
79,688 |
Cinemark
Holdings, Inc. (a) |
1,102,085 | |||
82,656 |
Sphere
Entertainment Co. (a) |
2,924,369 | |||
|
|
4,026,454 | |||
|
Financial
Services — 2.1%
|
| |||
135,932 |
AvidXchange
Holdings, Inc. (a) |
1,489,815 | |||
28,774 |
Cannae
Holdings, Inc. (a) |
582,673 | |||
25,007 |
Compass
Diversified Holdings |
552,405 | |||
27,425 |
EVERTEC,
Inc. |
1,101,388 | |||
14,680 |
Federal
Agricultural Mortgage
Corp.,
Class C |
2,734,737 | |||
54,825 |
Jackson
Financial, Inc., Class A |
2,745,088 | |||
52,738 |
Merchants
Bancorp |
2,306,760 | |||
94,576 |
NMI
Holdings, Inc., Class A (a) |
3,018,866 | |||
107,754 |
Payoneer
Global, Inc. (a) |
504,289 | |||
57,816 |
Remitly
Global, Inc. (a) |
990,966 | |||
15,171 |
Walker
& Dunlop, Inc. |
1,465,367 | |||
|
|
17,492,354 | |||
|
Food
Products — 1.1%
|
| |||
48,910 |
Cal-Maine
Foods, Inc. |
2,710,592 | |||
106,933 |
Fresh
Del Monte Produce, Inc. |
2,628,413 | |||
51,269 |
Hain
Celestial Group (The),
Inc.
(a) |
549,091 | |||
3,359 |
J
& J Snack Foods Corp. |
534,854 | |||
40,631 |
TreeHouse
Foods, Inc. (a) |
1,710,565 | |||
69,137 |
Utz
Brands, Inc. |
1,223,725 | |||
|
|
9,357,240 | |||
|
Gas
Utilities — 0.6%
|
| |||
72,086 |
Northwest
Natural Holding Co. |
2,657,090 | |||
36,022 |
Spire,
Inc. |
2,044,969 | |||
|
|
4,702,059 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation — 1.3%
|
| |||
14,010 |
ArcBest
Corp. |
$1,669,011 | |||
157,475 |
Heartland
Express, Inc. |
2,039,301 | |||
107,036 |
Marten
Transport Ltd. |
1,980,166 | |||
110,295 |
Schneider
National, Inc., Class B |
2,704,434 | |||
66,249 |
Werner
Enterprises, Inc. |
2,620,148 | |||
|
|
11,013,060 | |||
|
Health
Care Equipment & Supplies
— 1.7%
|
| |||
37,155 |
Alphatec
Holdings, Inc. (a) |
597,824 | |||
25,029 |
Avanos
Medical, Inc. (a) |
480,306 | |||
18,043 |
Axonics,
Inc. (a) |
1,224,759 | |||
29,656 |
Embecta
Corp. |
508,304 | |||
20,043 |
Enovis
Corp. (a) |
1,176,524 | |||
8,648 |
Inari
Medical, Inc. (a) |
492,504 | |||
11,332 |
Integer
Holdings Corp. (a) |
1,148,158 | |||
5,245 |
iRhythm
Technologies, Inc. (a) |
628,246 | |||
14,919 |
Omnicell,
Inc. (a) |
479,944 | |||
40,186 |
PROCEPT
BioRobotics
Corp.
(a) |
1,860,612 | |||
69,618 |
RxSight,
Inc. (a) |
3,168,315 | |||
21,338 |
TransMedics
Group, Inc. (a) |
1,830,160 | |||
6,527 |
UFP
Technologies, Inc. (a) |
1,099,865 | |||
|
|
14,695,521 | |||
|
Health
Care Providers & Services
— 2.2%
|
| |||
46,744 |
Accolade,
Inc. (a) |
529,142 | |||
154,019 |
AdaptHealth
Corp. (a) |
1,112,017 | |||
12,092 |
Addus
HomeCare Corp. (a) |
1,047,167 | |||
14,659 |
Apollo
Medical Holdings,
Inc.
(a) |
509,400 | |||
19,419 |
Fulgent
Genetics, Inc. (a) |
477,513 | |||
252,315 |
Hims
& Hers Health, Inc. (a) |
2,164,863 | |||
104,092 |
NeoGenomics,
Inc. (a) |
1,545,766 | |||
371,787 |
OPKO
Health, Inc. (a) (b) |
379,223 | |||
58,266 |
Owens
& Minor, Inc. (a) |
1,148,423 | |||
59,198 |
Patterson
Cos., Inc. |
1,767,652 | |||
301,827 |
Pediatrix
Medical Group, Inc. (a) |
2,825,101 | |||
125,536 |
Premier,
Inc., Class A |
2,714,089 | |||
24,377 |
Privia
Health Group, Inc. (a) |
491,440 | |||
48,439 |
RadNet,
Inc. (a) |
1,790,790 | |||
|
|
18,502,586 | |||
|
Health
Care REITs — 0.5%
|
| |||
25,085 |
CareTrust
REIT, Inc. |
524,778 | |||
52,434 |
LTC
Properties, Inc. |
1,634,368 | |||
30,155 |
National
Health Investors, Inc. |
1,603,643 | |||
39,341 |
Sabra
Health Care REIT, Inc. |
524,809 | |||
|
|
4,287,598 | |||
|
Health
Care Technology — 0.4%
|
| |||
31,917 |
Certara,
Inc. (a) |
515,779 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Technology
(Continued)
|
| |||
50,990 |
Evolent
Health, Inc., Class A (a) |
$1,499,616 | |||
389,861 |
Multiplan
Corp. (a) |
393,760 | |||
31,363 |
Schrodinger,
Inc. (a) |
829,551 | |||
|
|
3,238,706 | |||
|
Hotel
& Resort REITs — 1.5%
|
| |||
179,361 |
DiamondRock
Hospitality Co. |
1,639,360 | |||
183,464 |
Park
Hotels & Resorts, Inc. |
2,766,637 | |||
105,394 |
Pebblebrook
Hotel Trust |
1,604,097 | |||
239,506 |
RLJ
Lodging Trust |
2,773,479 | |||
131,475 |
Service
Properties Trust |
1,016,302 | |||
104,641 |
Sunstone
Hotel Investors, Inc. |
1,116,519 | |||
164,875 |
Xenia
Hotels & Resorts, Inc. |
2,197,784 | |||
|
|
13,114,178 | |||
|
Hotels,
Restaurants & Leisure —
3.1%
|
| |||
59,829 |
Bloomin’
Brands, Inc. |
1,592,648 | |||
158,587 |
Bowlero
Corp., Class A (a) (b) |
1,714,325 | |||
65,007 |
Brinker
International, Inc. (a) |
2,781,650 | |||
48,106 |
Cheesecake
Factory (The), Inc. |
1,653,403 | |||
21,850 |
Cracker
Barrel Old Country
Store,
Inc. |
1,690,097 | |||
52,127 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
2,790,358 | |||
111,721 |
First
Watch Restaurant Group,
Inc.
(a) |
2,397,533 | |||
70,297 |
Golden
Entertainment, Inc. |
2,697,999 | |||
20,632 |
Jack
in the Box, Inc. |
1,608,677 | |||
111,610 |
Krispy
Kreme, Inc. |
1,483,297 | |||
7,365 |
Papa
John’s International, Inc. |
541,180 | |||
21,054 |
Red
Rock Resorts, Inc., Class A |
1,151,233 | |||
255,181 |
Sabre
Corp. (a) |
1,046,242 | |||
22,722 |
Shake
Shack, Inc., Class A (a) |
1,716,874 | |||
49,682 |
Sweetgreen,
Inc., Class A (a) |
530,604 | |||
28,723 |
Travel
+
Leisure Co. |
1,160,984 | |||
|
|
26,557,104 | |||
|
Household
Durables — 2.0%
|
| |||
6,478 |
Cavco
Industries, Inc. (a) |
2,150,178 | |||
24,639 |
Century
Communities, Inc. |
2,136,201 | |||
32,425 |
Green
Brick Partners, Inc. (a) |
1,691,612 | |||
13,941 |
Helen
of Troy Ltd. (a) |
1,596,245 | |||
76,029 |
La-Z-Boy,
Inc. |
2,646,570 | |||
12,647 |
LGI
Homes, Inc. (a) |
1,492,472 | |||
20,379 |
M/I
Homes, Inc. (a) |
2,596,692 | |||
79,294 |
Tri
Pointe Homes, Inc. (a) |
2,738,022 | |||
|
|
17,047,992 | |||
|
Household
Products — 0.7%
|
| |||
50,990 |
Central
Garden & Pet Co.,
Class
A (a) |
2,104,867 |
Shares |
Description |
Value | |||
| |||||
|
Household
Products
(Continued)
|
| |||
35,188 |
Spectrum
Brands Holdings, Inc. |
$2,766,481 | |||
4,697 |
WD-40
Co. |
1,216,429 | |||
|
|
6,087,777 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.2%
|
| |||
40,933 |
Clearway
Energy, Inc., Class C |
992,216 | |||
73,626 |
Sunnova
Energy International,
Inc.
(a) |
774,545 | |||
|
|
1,766,761 | |||
|
Industrial
REITs — 0.4%
|
| |||
22,273 |
Innovative
Industrial Properties,
Inc. |
2,076,512 | |||
169,778 |
LXP
Industrial Trust |
1,543,282 | |||
|
|
3,619,794 | |||
|
Insurance
— 2.2%
|
| |||
10,609 |
Brighthouse
Financial, Inc. (a) |
549,228 | |||
23,372 |
BRP
Group, Inc., Class A (a) |
524,468 | |||
60,365 |
CNO
Financial Group, Inc. |
1,640,721 | |||
336,167 |
Genworth
Financial, Inc.,
Class
A (a) |
2,074,150 | |||
14,813 |
Goosehead
Insurance, Inc.,
Class
A (a) |
1,143,564 | |||
17,168 |
Horace
Mann Educators Corp. |
632,297 | |||
139,219 |
Lemonade,
Inc. (a) (b) |
2,202,445 | |||
15,047 |
Mercury
General Corp. |
602,632 | |||
306,775 |
Oscar
Health, Inc., Class A (a) |
3,840,823 | |||
10,115 |
Palomar
Holdings, Inc. (a) |
605,585 | |||
241,982 |
SiriusPoint
Ltd. (a) |
2,855,388 | |||
28,667 |
Stewart
Information Services
Corp. |
1,767,607 | |||
|
|
18,438,908 | |||
|
Interactive
Media & Services —
1.2%
|
| |||
46,474 |
Cargurus,
Inc. (a) |
1,080,056 | |||
59,188 |
Cars.com,
Inc. (a) |
1,031,647 | |||
46,512 |
Shutterstock,
Inc. |
2,184,669 | |||
130,376 |
TripAdvisor,
Inc. (a) |
2,816,121 | |||
47,436 |
Yelp,
Inc. (a) |
2,074,376 | |||
16,710 |
Ziff
Davis, Inc. (a) |
1,126,254 | |||
|
|
10,313,123 | |||
|
IT
Services — 0.6%
|
| |||
63,078 |
Fastly,
Inc., Class A (a) |
1,269,129 | |||
135,081 |
Kyndryl
Holdings, Inc. (a) |
2,771,862 | |||
34,013 |
Squarespace,
Inc., Class A (a) |
1,054,403 | |||
|
|
5,095,394 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Leisure
Products — 0.3%
|
| |||
51,204 |
Malibu
Boats, Inc., Class A (a) |
$2,137,767 | |||
18,986 |
Vista
Outdoor, Inc. (a) |
532,937 | |||
|
|
2,670,704 | |||
|
Life
Sciences Tools & Services —
0.2%
|
| |||
8,618 |
Azenta,
Inc. (a) |
561,893 | |||
123,114 |
Cytek
Biosciences, Inc. (a) |
929,511 | |||
85,710 |
Maravai
LifeSciences Holdings,
Inc.,
Class A (a) |
497,118 | |||
|
|
1,988,522 | |||
|
Machinery
— 3.5%
|
| |||
10,684 |
Alamo
Group, Inc. |
2,268,000 | |||
11,432 |
Albany
International Corp.,
Class
A |
1,016,419 | |||
30,184 |
Astec
Industries, Inc. |
1,074,550 | |||
51,615 |
Barnes
Group, Inc. |
1,708,973 | |||
28,774 |
Columbus
McKinnon Corp. |
1,124,200 | |||
36,114 |
Enerpac
Tool Group Corp. |
1,127,840 | |||
7,164 |
Enpro,
Inc. |
1,070,158 | |||
9,594 |
ESCO
Technologies, Inc. |
977,341 | |||
50,828 |
Greenbrier
(The) Cos., Inc. |
2,310,641 | |||
37,137 |
Helios
Technologies, Inc. |
1,532,273 | |||
121,910 |
Hillman
Solutions Corp. (a) |
1,071,589 | |||
8,011 |
Kadant,
Inc. |
2,291,146 | |||
87,072 |
Kennametal,
Inc. |
2,135,005 | |||
13,039 |
Lindsay
Corp. |
1,696,504 | |||
38,986 |
Mueller
Water Products, Inc.,
Class
A |
534,498 | |||
7,090 |
Standex
International Corp. |
1,046,909 | |||
30,284 |
Tennant
Co. |
2,862,444 | |||
63,339 |
Trinity
Industries, Inc. |
1,592,343 | |||
87,650 |
Wabash
National Corp. |
2,217,545 | |||
|
|
29,658,378 | |||
|
Marine
Transportation — 0.3%
|
| |||
25,611 |
Matson,
Inc. |
2,869,200 | |||
|
Media
— 0.5%
|
| |||
78,026 |
Integral
Ad Science Holding
Corp.
(a) |
1,135,278 | |||
60,107 |
Magnite,
Inc. (a) |
531,947 | |||
74,456 |
Scholastic
Corp. |
2,862,089 | |||
|
|
4,529,314 | |||
|
Metals
& Mining — 2.0%
|
| |||
8,283 |
Alpha
Metallurgical Resources,
Inc. |
3,306,905 | |||
16,916 |
Arch
Resources, Inc. |
2,993,455 | |||
23,788 |
Carpenter
Technology Corp. |
1,465,103 | |||
44,345 |
Compass
Minerals International,
Inc. |
997,319 |
Shares |
Description |
Value | |||
| |||||
|
Metals
& Mining (Continued)
|
| |||
15,771 |
Kaiser
Aluminum Corp. |
$1,023,538 | |||
12,942 |
Materion
Corp. |
1,513,826 | |||
80,940 |
Ryerson
Holding Corp. |
2,777,861 | |||
46,038 |
Warrior
Met Coal, Inc. |
2,954,258 | |||
|
|
17,032,265 | |||
|
Mortgage
REITs — 1.8%
|
| |||
95,639 |
Apollo
Commercial Real Estate
Finance,
Inc. |
1,067,331 | |||
147,932 |
Arbor
Realty Trust, Inc. (b) |
1,967,496 | |||
562,524 |
Chimera
Investment Corp. |
2,700,115 | |||
41,189 |
Claros
Mortgage Trust, Inc. |
483,559 | |||
83,109 |
Franklin
BSP Realty Trust, Inc. |
1,065,457 | |||
20,355 |
Hannon
Armstrong Sustainable
Infrastructure
Capital, Inc. |
484,245 | |||
97,550 |
Ladder
Capital Corp. |
1,066,222 | |||
99,627 |
MFA
Financial, Inc. |
1,102,871 | |||
150,206 |
PennyMac
Mortgage Investment
Trust |
2,153,954 | |||
273,853 |
Ready
Capital Corp. |
2,566,003 | |||
40,301 |
Two
Harbors Investment Corp. |
502,150 | |||
|
|
15,159,403 | |||
|
Multi-Utilities
— 0.6%
|
| |||
78,540 |
Avista
Corp. |
2,671,146 | |||
44,126 |
Northwestern
Energy Group,
Inc. |
2,123,343 | |||
|
|
4,794,489 | |||
|
Office
REITs — 1.5%
|
| |||
154,869 |
Douglas
Emmett, Inc. |
2,098,475 | |||
125,312 |
Easterly
Government Properties,
Inc. |
1,538,831 | |||
87,718 |
Equity
Commonwealth |
1,676,291 | |||
122,256 |
Highwoods
Properties, Inc. |
2,808,220 | |||
99,012 |
JBG
SMITH Properties |
1,584,192 | |||
434,352 |
Paramount
Group, Inc. |
2,063,172 | |||
12,428 |
SL
Green Realty Corp. (b) |
558,639 | |||
|
|
12,327,820 | |||
|
Oil,
Gas & Consumable Fuels —
3.5%
|
| |||
86,636 |
Callon
Petroleum Co. (a) |
2,782,748 | |||
140,349 |
CNX
Resources Corp. (a) |
2,835,050 | |||
27,922 |
CONSOL
Energy, Inc. |
2,641,421 | |||
87,039 |
Delek
US Holdings, Inc. |
2,352,664 | |||
63,985 |
Dorian
LPG Ltd. |
2,395,598 | |||
21,074 |
Gulfport
Energy Corp. (a) |
2,674,291 | |||
78,848 |
HighPeak
Energy, Inc. (b) |
1,076,275 | |||
37,031 |
International
Seaways, Inc. |
1,986,343 | |||
77,179 |
Par
Pacific Holdings, Inc. (a) |
2,823,980 | |||
115,420 |
Peabody
Energy Corp. |
3,081,714 | |||
197,259 |
Talos
Energy, Inc. (a) |
2,558,449 | |||
123,222 |
World
Kinect Corp. |
2,781,121 | |||
|
|
29,989,654 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Paper
& Forest Products — 0.3%
|
| |||
57,158 |
Sylvamo
Corp. |
$2,653,846 | |||
|
Passenger
Airlines — 0.9%
|
| |||
13,592 |
Allegiant
Travel Co. |
1,065,613 | |||
404,612 |
JetBlue
Airways Corp. (a) |
2,148,490 | |||
43,019 |
SkyWest,
Inc. (a) |
2,291,192 | |||
178,448 |
Sun
Country Airlines Holdings,
Inc.
(a) |
2,428,677 | |||
|
|
7,933,972 | |||
|
Personal
Care Products — 1.1%
|
| |||
61,304 |
Edgewell
Personal Care Co. |
2,271,313 | |||
73,578 |
Herbalife
Ltd. (a) |
886,615 | |||
33,407 |
Medifast,
Inc. |
1,825,693 | |||
144,542 |
Nu
Skin Enterprises, Inc.,
Class
A |
2,682,699 | |||
41,895 |
USANA
Health Sciences,
Inc.
(a) |
1,961,524 | |||
|
|
9,627,844 | |||
|
Pharmaceuticals
— 1.1%
|
| |||
36,307 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
1,937,342 | |||
68,197 |
Arvinas,
Inc. (a) |
2,830,175 | |||
69,137 |
Corcept
Therapeutics, Inc. (a) |
1,458,791 | |||
15,721 |
Ligand
Pharmaceuticals, Inc. (a) |
1,149,205 | |||
16,639 |
Pacira
BioSciences, Inc. (a) |
542,265 | |||
38,797 |
Supernus
Pharmaceuticals,
Inc.
(a) |
1,073,901 | |||
|
|
8,991,679 | |||
|
Professional
Services — 1.7%
|
| |||
35,878 |
CBIZ,
Inc. (a) |
2,283,994 | |||
21,102 |
CSG
Systems International, Inc. |
1,061,642 | |||
67,761 |
First
Advantage Corp. |
1,109,248 | |||
21,845 |
Huron
Consulting Group, Inc. (a) |
2,261,613 | |||
4,187 |
ICF
International, Inc. |
582,160 | |||
8,310 |
Kforce,
Inc. |
567,989 | |||
18,919 |
Korn
Ferry |
1,109,978 | |||
49,682 |
Legalzoom.com,
Inc. (a) |
512,221 | |||
10,105 |
NV5
Global, Inc. (a) |
1,059,913 | |||
40,330 |
Sterling
Check Corp. (a) |
550,101 | |||
103,627 |
TTEC
Holdings, Inc. |
2,111,918 | |||
48,754 |
Verra
Mobility Corp. (a) |
1,165,708 | |||
|
|
14,376,485 | |||
|
Real
Estate Management & Development
— 0.9%
|
| |||
96,020 |
DigitalBridge
Group, Inc. |
1,885,833 | |||
84,880 |
Forestar
Group, Inc. (a) |
2,653,349 |
Shares |
Description |
Value | |||
| |||||
|
Real
Estate Management &
Development
(Continued)
|
| |||
626,562 |
Opendoor
Technologies, Inc. (a) |
$2,142,842 | |||
163,197 |
Redfin
Corp. (a) |
1,331,687 | |||
|
|
8,013,711 | |||
|
Residential
REITs — 0.1%
|
| |||
38,452 |
Elme
Communities |
556,785 | |||
|
Retail
REITs — 0.8%
|
| |||
99,129 |
Acadia
Realty Trust |
1,691,141 | |||
44,309 |
InvenTrust
Properties Corp. |
1,100,192 | |||
145,534 |
Macerich
(The) Co. |
2,297,982 | |||
40,013 |
Retail
Opportunity Investments
Corp. |
543,777 | |||
40,506 |
Tanger,
Inc. |
1,089,611 | |||
|
|
6,722,703 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.2%
|
| |||
47,589 |
Cohu,
Inc. (a) |
1,516,186 | |||
57,667 |
Credo
Technology Group
Holding
Ltd. (a) |
1,182,750 | |||
16,694 |
Ichor
Holdings Ltd. (a) |
604,323 | |||
12,471 |
Impinj,
Inc. (a) |
1,209,438 | |||
138,446 |
indie
Semiconductor, Inc.,
Class
A (a) |
840,367 | |||
139,132 |
Navitas
Semiconductor Corp. (a) |
797,226 | |||
71,584 |
Photronics,
Inc. (a) |
2,091,684 | |||
16,445 |
Ultra
Clean Holdings, Inc. (a) |
628,199 | |||
36,185 |
Veeco
Instruments, Inc. (a) |
1,153,578 | |||
|
|
10,023,751 | |||
|
Software
— 5.2%
|
| |||
36,693 |
ACI
Worldwide, Inc. (a) |
1,103,359 | |||
181,242 |
Adeia,
Inc. |
2,200,278 | |||
13,237 |
Agilysys,
Inc. (a) |
1,108,069 | |||
8,688 |
Alarm.com
Holdings, Inc. (a) |
528,404 | |||
115,752 |
Alkami
Technology, Inc. (a) |
2,849,814 | |||
29,531 |
Asana,
Inc., Class A (a) |
514,430 | |||
385,400 |
Aurora
Innovation, Inc. (a) |
1,152,346 | |||
273,520 |
AvePoint,
Inc. (a) |
2,106,104 | |||
8,990 |
BlackLine,
Inc. (a) |
527,533 | |||
31,699 |
Braze,
Inc., Class A (a) |
1,713,331 | |||
28,027 |
Clearwater
Analytics Holdings,
Inc.,
Class A (a) |
528,309 | |||
7,030 |
CommVault
Systems, Inc. (a) |
644,510 | |||
71,699 |
Freshworks,
Inc., Class A (a) |
1,591,718 | |||
14,766 |
Intapp,
Inc. (a) |
636,119 | |||
25,861 |
InterDigital,
Inc. |
2,716,698 | |||
59,282 |
LiveRamp
Holdings, Inc. (a) |
2,340,453 | |||
95,599 |
Marathon
Digital Holdings,
Inc.
(a) |
1,694,970 | |||
90,658 |
MeridianLink,
Inc. (a) |
2,062,470 | |||
10,339 |
Progress
Software Corp. |
587,359 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued)
|
| |||
28,945 |
PROS
Holdings, Inc. (a) |
$996,287 | |||
51,731 |
Q2
Holdings, Inc. (a) |
2,201,154 | |||
39,328 |
Rapid7,
Inc. (a) |
2,164,220 | |||
108,868 |
Riot
Platforms, Inc. (a) |
1,186,661 | |||
205,490 |
SEMrush
Holdings, Inc.,
Class
A (a) |
2,371,355 | |||
44,948 |
SolarWinds
Corp. (a) |
531,285 | |||
27,412 |
Sprout
Social, Inc., Class A (a) |
1,681,178 | |||
61,992 |
Varonis
Systems, Inc. (a) |
2,782,201 | |||
20,769 |
Verint
Systems, Inc. (a) |
616,632 | |||
83,356 |
Vertex,
Inc., Class A (a) |
2,022,217 | |||
63,650 |
Zeta
Global Holdings Corp.,
Class
A (a) |
616,132 | |||
59,724 |
Zuora,
Inc., Class A (a) |
545,877 | |||
|
|
44,321,473 | |||
|
Specialized
REITs — 0.8%
|
| |||
23,174 |
EPR
Properties |
1,025,913 | |||
40,612 |
National
Storage Affiliates Trust |
1,516,858 | |||
80,430 |
Outfront
Media, Inc. |
1,047,199 | |||
23,991 |
Safehold,
Inc. |
476,461 | |||
485,639 |
Uniti
Group, Inc. |
2,554,461 | |||
|
|
6,620,892 | |||
|
Specialty
Retail — 2.6%
|
| |||
12,728 |
Abercrombie
& Fitch Co.,
Class
A (a) |
1,296,983 | |||
79,593 |
American
Eagle Outfitters, Inc. |
1,577,533 | |||
7,314 |
Boot
Barn Holdings, Inc. (a) |
524,706 | |||
37,591 |
Buckle
(The), Inc. |
1,398,009 | |||
72,090 |
Foot
Locker, Inc. |
2,030,055 | |||
97,381 |
Guess?,
Inc. |
2,175,492 | |||
76,537 |
Monro,
Inc. |
2,438,469 | |||
26,822 |
National
Vision Holdings,
Inc.
(a) |
509,886 | |||
39,887 |
ODP
(The) Corp. (a) |
2,039,821 | |||
169,096 |
Sally
Beauty Holdings, Inc. (a) |
2,083,263 | |||
9,987 |
Sonic
Automotive, Inc., Class A |
504,943 | |||
16,526 |
Upbound
Group, Inc. |
548,663 | |||
78,649 |
Urban
Outfitters, Inc. (a) |
2,988,662 | |||
42,306 |
Victoria’s
Secret & Co. (a) |
1,102,071 | |||
2,689 |
Winmark
Corp. |
969,842 | |||
|
|
22,188,398 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.4%
|
| |||
39,815 |
Corsair
Gaming, Inc. (a) |
506,845 | |||
153,137 |
Xerox
Holdings Corp. |
2,826,909 | |||
|
|
3,333,754 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.4%
|
| |||
22,489 |
Carter’s,
Inc. |
1,701,068 |
Shares |
Description |
Value | |||
| |||||
|
Textiles,
Apparel & Luxury
Goods
(Continued)
|
| |||
80,776 |
Figs,
Inc., Class A (a) (b) |
$465,270 | |||
17,988 |
Kontoor
Brands, Inc. |
1,054,457 | |||
67,884 |
Levi
Strauss & Co., Class A |
1,105,151 | |||
28,070 |
Oxford
Industries, Inc. |
2,664,685 | |||
53,467 |
Steven
Madden Ltd. |
2,239,198 | |||
319,340 |
Under
Armour, Inc., Class A (a) |
2,433,371 | |||
|
|
11,663,200 | |||
|
Tobacco
— 0.3%
|
| |||
41,696 |
Universal
Corp. |
2,416,283 | |||
49,770 |
Vector
Group Ltd. |
521,092 | |||
|
|
2,937,375 | |||
|
Trading
Companies & Distributors
— 1.6%
|
| |||
181,683 |
Custom
Truck One Source,
Inc.
(a) |
1,188,207 | |||
247,968 |
DNOW,
Inc. (a) |
2,501,997 | |||
60,496 |
FTAI
Aviation Ltd. |
3,263,759 | |||
34,054 |
GMS,
Inc. (a) |
2,865,985 | |||
42,920 |
H&E
Equipment Services, Inc. |
2,308,667 | |||
14,080 |
McGrath
RentCorp |
1,769,152 | |||
|
|
13,897,767 | |||
|
Water
Utilities — 0.1%
|
| |||
10,824 |
California
Water Service Group |
490,002 | |||
|
Total
Common Stocks |
848,272,650 | |||
|
(Cost
$758,244,846) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
763,467 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
763,467 | |||
913,723 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(c) |
913,723 | |||
|
Total
Money Market Funds |
1,677,190 | |||
|
(Cost
$1,677,190) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.0% | |||||
$8,696,482 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$8,697,740.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $8,997,365. (d) |
$8,696,482 | |||
|
(Cost
$8,696,482) |
| |||
| |||||
| |||||
|
Total
Investments — 101.1% |
858,646,322 | |||
|
(Cost
$768,618,518) |
| |||
|
Net
Other Assets and
Liabilities
— (1.1)% |
(9,705,081
) | |||
|
Net
Assets — 100.0% |
$848,941,241 |
(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 $8,654,737 and the total value of the collateral
held
by the Fund is $9,459,949. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 848,272,650 |
$ 848,272,650 |
$ — |
$ — |
Money
Market
Funds |
1,677,190 |
1,677,190 |
— |
— |
Repurchase
Agreements |
8,696,482 |
— |
8,696,482 |
— |
Total
Investments |
$858,646,322 |
$849,949,840 |
$8,696,482 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$8,654,737 |
Non-cash
Collateral(2)
|
(8,654,737
) |
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
January 31, 2024, 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)
|
$8,696,482 |
Non-cash
Collateral(4)
|
(8,696,482
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 — 2.5%
|
| |||
15,991 |
General
Dynamics Corp. |
$4,237,455 | |||
19,714 |
L3Harris
Technologies, Inc. |
4,108,792 | |||
9,162 |
Lockheed
Martin Corp. |
3,934,254 | |||
12,954 |
Northrop
Grumman Corp. |
5,787,329 | |||
24,025 |
RTX
Corp. |
2,189,158 | |||
103,264 |
Textron,
Inc. |
8,747,494 | |||
|
|
29,004,482 | |||
|
Air
Freight & Logistics — 1.3%
|
| |||
15,891 |
Expeditors
International of
Washington,
Inc. |
2,007,510 | |||
32,827 |
FedEx
Corp. |
7,920,827 | |||
38,570 |
United
Parcel Service, Inc.,
Class
B |
5,473,083 | |||
|
|
15,401,420 | |||
|
Automobile
Components — 0.8%
|
| |||
115,699 |
Aptiv
PLC (a) |
9,409,800 | |||
|
Automobiles
— 1.9%
|
| |||
851,559 |
Ford
Motor Co. |
9,980,271 | |||
288,990 |
General
Motors Co. |
11,212,812 | |||
|
|
21,193,083 | |||
|
Banks
— 8.0%
|
| |||
246,640 |
Bank
of America Corp. |
8,388,226 | |||
161,439 |
Citigroup,
Inc. |
9,068,029 | |||
250,586 |
Citizens
Financial Group, Inc. |
8,194,162 | |||
175,831 |
Fifth
Third Bancorp |
6,020,453 | |||
652,861 |
Huntington
Bancshares, Inc. |
8,310,921 | |||
35,652 |
JPMorgan
Chase & Co. |
6,216,283 | |||
60,581 |
M&T
Bank Corp. |
8,366,236 | |||
39,164 |
PNC
Financial Services Group
(The),
Inc. |
5,921,988 | |||
428,503 |
Regions
Financial Corp. |
8,000,151 | |||
224,929 |
Truist
Financial Corp. |
8,335,869 | |||
140,120 |
U.S.
Bancorp |
5,820,585 | |||
168,720 |
Wells
Fargo & Co. |
8,466,370 | |||
|
|
91,109,273 | |||
|
Beverages
— 0.9%
|
| |||
124,615 |
Keurig
Dr Pepper, Inc. |
3,917,896 | |||
99,075 |
Molson
Coors Beverage Co.,
Class
B |
6,121,844 | |||
|
|
10,039,740 | |||
|
Biotechnology
— 0.5%
|
| |||
32,195 |
Incyte
Corp. (a) |
1,892,100 | |||
4,727 |
Regeneron
Pharmaceuticals,
Inc.
(a) |
4,456,521 | |||
|
|
6,348,621 |
Shares |
Description |
Value | |||
| |||||
|
Building
Products — 0.7%
|
| |||
13,290 |
Carlisle
Cos., Inc. |
$4,176,515 | |||
72,037 |
Johnson
Controls
International
PLC |
3,795,630 | |||
|
|
7,972,145 | |||
|
Capital
Markets — 3.5%
|
| |||
2,490 |
BlackRock,
Inc. |
1,928,032 | |||
278,765 |
Franklin
Resources, Inc. |
7,423,512 | |||
15,720 |
Goldman
Sachs Group (The),
Inc. |
6,036,637 | |||
44,528 |
Morgan
Stanley |
3,884,623 | |||
37,240 |
Raymond
James Financial, Inc. |
4,103,103 | |||
107,209 |
State
Street Corp. |
7,919,529 | |||
77,114 |
T.
Rowe Price Group, Inc. |
8,363,013 | |||
|
|
39,658,449 | |||
|
Chemicals
— 6.1%
|
| |||
66,811 |
Celanese
Corp. |
9,773,781 | |||
130,573 |
CF
Industries Holdings, Inc. |
9,859,567 | |||
86,648 |
Corteva,
Inc. |
3,940,751 | |||
110,583 |
Dow,
Inc. |
5,927,249 | |||
134,934 |
DuPont
de Nemours, Inc. |
8,338,921 | |||
24,965 |
International
Flavors &
Fragrances,
Inc. |
2,014,176 | |||
87,342 |
LyondellBasell
Industries N.V.,
Class
A |
8,220,629 | |||
290,525 |
Mosaic
(The) Co. |
8,922,023 | |||
13,516 |
PPG
Industries, Inc. |
1,906,297 | |||
74,167 |
Westlake
Corp. |
10,261,004 | |||
|
|
69,164,398 | |||
|
Consumer
Finance — 2.5%
|
| |||
79,168 |
Capital
One Financial Corp. |
10,713,014 | |||
73,882 |
Discover
Financial Services |
7,796,029 | |||
271,812 |
Synchrony
Financial |
10,565,332 | |||
|
|
29,074,375 | |||
|
Consumer
Staples Distribution &
Retail — 2.2%
|
| |||
30,542 |
Dollar
General Corp. |
4,033,682 | |||
14,230 |
Dollar
Tree, Inc. (a) |
1,858,723 | |||
132,670 |
Kroger
(The) Co. |
6,121,394 | |||
56,779 |
Sysco
Corp. |
4,595,124 | |||
42,581 |
Target
Corp. |
5,922,165 | |||
12,822 |
Walmart,
Inc. |
2,118,836 | |||
|
|
24,649,924 | |||
|
Containers
& Packaging — 0.5%
|
| |||
37,226 |
Packaging
Corp. of America |
6,175,049 | |||
|
Distributors
— 1.4%
|
| |||
43,786 |
Genuine
Parts Co. |
6,140,111 | |||
173,768 |
LKQ
Corp. |
8,109,753 | |||
5,069 |
Pool
Corp. |
1,881,866 | |||
|
|
16,131,730 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
REITs — 0.7%
|
| |||
128,134 |
WP
Carey, Inc. |
$7,939,183 | |||
|
Diversified
Telecommunication Services
— 1.2%
|
| |||
120,469 |
AT&T,
Inc. |
2,131,096 | |||
275,345 |
Verizon
Communications, Inc. |
11,660,861 | |||
|
|
13,791,957 | |||
|
Electric
Utilities — 7.2%
|
| |||
118,215 |
Alliant
Energy Corp. |
5,752,342 | |||
102,246 |
American
Electric Power Co.,
Inc. |
7,989,503 | |||
35,522 |
Constellation
Energy Corp. |
4,333,684 | |||
42,789 |
Duke
Energy Corp. |
4,100,470 | |||
84,828 |
Edison
International |
5,724,193 | |||
82,068 |
Entergy
Corp. |
8,187,104 | |||
198,860 |
Evergy,
Inc. |
10,096,122 | |||
98,257 |
Eversource
Energy |
5,327,495 | |||
231,320 |
Exelon
Corp. |
8,052,249 | |||
55,142 |
FirstEnergy
Corp. |
2,022,609 | |||
306,436 |
PPL
Corp. |
8,028,623 | |||
59,216 |
Southern
(The) Co. |
4,116,696 | |||
134,136 |
Xcel
Energy, Inc. |
8,030,722 | |||
|
|
81,761,812 | |||
|
Electronic
Equipment,
Instruments
& Components —
0.6%
|
| |||
66,386 |
Corning,
Inc. |
2,156,881 | |||
29,552 |
TE
Connectivity Ltd. |
4,201,999 | |||
|
|
6,358,880 | |||
|
Energy
Equipment & Services —
0.4%
|
| |||
177,426 |
Baker
Hughes Co. |
5,056,641 | |||
|
Entertainment
— 0.2%
|
| |||
22,389 |
Walt
Disney (The) Co. |
2,150,463 | |||
|
Financial
Services — 1.9%
|
| |||
29,105 |
Berkshire
Hathaway, Inc.,
Class
B (a) |
11,168,752 | |||
47,751 |
Global
Payments, Inc. |
6,361,866 | |||
67,614 |
PayPal
Holdings, Inc. (a) |
4,148,119 | |||
|
|
21,678,737 | |||
|
Food
Products — 4.7%
|
| |||
143,734 |
Archer-Daniels-Midland
Co. |
7,988,736 | |||
140,282 |
Campbell
Soup Co. |
6,260,786 | |||
362,195 |
Conagra
Brands, Inc. |
10,557,984 | |||
93,098 |
General
Mills, Inc. |
6,042,991 | |||
188,863 |
Hormel
Foods Corp. |
5,735,769 | |||
36,156 |
Kellanova |
1,979,903 | |||
224,565 |
Kraft
Heinz (The) Co. |
8,338,098 |
Shares |
Description |
Value | |||
| |||||
|
Food
Products (Continued)
|
| |||
57,327 |
Mondelez
International, Inc.,
Class
A |
$4,315,003 | |||
37,609 |
Tyson
Foods, Inc., Class A |
2,059,469 | |||
|
|
53,278,739 | |||
|
Gas
Utilities — 0.7%
|
| |||
71,652 |
Atmos
Energy Corp. |
8,164,029 | |||
|
Ground
Transportation — 0.5%
|
| |||
20,787 |
J.B.
Hunt Transport Services,
Inc. |
4,177,771 | |||
8,552 |
Norfolk
Southern Corp. |
2,011,773 | |||
|
|
6,189,544 | |||
|
Health
Care Equipment & Supplies
— 1.1%
|
| |||
53,701 |
GE
HealthCare Technologies,
Inc. |
3,939,505 | |||
50,403 |
Medtronic
PLC |
4,412,279 | |||
9,195 |
STERIS
PLC |
2,013,245 | |||
16,611 |
Zimmer
Biomet Holdings, Inc. |
2,086,342 | |||
|
|
12,451,371 | |||
|
Health
Care Providers & Services
— 4.0%
|
| |||
111,904 |
Centene
Corp. (a) |
8,427,490 | |||
20,252 |
Cigna
Group (The) |
6,094,839 | |||
131,465 |
CVS
Health Corp. |
9,777,052 | |||
8,805 |
Elevance
Health, Inc. |
4,344,739 | |||
9,069 |
Humana,
Inc. |
3,428,626 | |||
18,269 |
Laboratory
Corp. of America
Holdings |
4,061,199 | |||
5,595 |
Molina
Healthcare, Inc. (a) |
1,994,282 | |||
43,983 |
Quest
Diagnostics, Inc. |
5,648,737 | |||
3,839 |
UnitedHealth
Group, Inc. |
1,964,570 | |||
|
|
45,741,534 | |||
|
Health
Care REITs — 0.2%
|
| |||
40,558 |
Ventas,
Inc. |
1,881,486 | |||
|
Hotels,
Restaurants & Leisure —
0.5%
|
| |||
129,361 |
Caesars
Entertainment, Inc. (a) |
5,675,067 | |||
|
Household
Durables — 2.1%
|
| |||
68,302 |
D.R.
Horton, Inc. |
9,761,039 | |||
32,303 |
Garmin
Ltd. |
3,859,885 | |||
69,649 |
Lennar
Corp., Class A |
10,436,903 | |||
|
|
24,057,827 | |||
|
Household
Products — 0.2%
|
| |||
16,636 |
Kimberly-Clark
Corp. |
2,012,457 | |||
|
Industrial
Conglomerates — 0.2%
|
| |||
9,639 |
Honeywell
International, Inc. |
1,949,584 | |||
|
Insurance
— 7.3%
|
| |||
73,508 |
Aflac,
Inc. |
6,199,665 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued)
|
| |||
122,573 |
American
International Group,
Inc. |
$8,520,049 | |||
26,834 |
Chubb
Ltd. |
6,574,330 | |||
100,333 |
Cincinnati
Financial Corp. |
11,116,897 | |||
29,358 |
Everest
Group Ltd. |
11,301,949 | |||
103,314 |
Hartford
Financial Services
Group
(The), Inc. |
8,984,186 | |||
119,333 |
Loews
Corp. |
8,694,602 | |||
7,311 |
Markel
Group, Inc. (a) |
10,947,711 | |||
52,781 |
Principal
Financial Group, Inc. |
4,174,977 | |||
10,612 |
Travelers
(The) Cos., Inc. |
2,242,952 | |||
58,714 |
W.R.
Berkley Corp. |
4,807,502 | |||
|
|
83,564,820 | |||
|
Interactive
Media & Services —
0.4%
|
| |||
113,759 |
Match
Group, Inc. (a) |
4,366,070 | |||
|
IT
Services — 1.1%
|
| |||
17,081 |
Akamai
Technologies, Inc. (a) |
2,104,892 | |||
80,291 |
Cognizant
Technology Solutions
Corp.,
Class A |
6,192,042 | |||
6,798 |
EPAM
Systems, Inc. (a) |
1,890,592 | |||
12,360 |
International
Business Machines
Corp. |
2,270,037 | |||
|
|
12,457,563 | |||
|
Life
Sciences Tools & Services —
1.1%
|
| |||
8,738 |
Danaher
Corp. |
2,096,333 | |||
75,972 |
Revvity,
Inc. |
8,142,679 | |||
3,808 |
Thermo
Fisher Scientific, Inc. |
2,052,436 | |||
|
|
12,291,448 | |||
|
Machinery
— 2.2%
|
| |||
34,664 |
Cummins,
Inc. |
8,295,095 | |||
26,996 |
Dover
Corp. |
4,043,461 | |||
27,455 |
Fortive
Corp. |
2,146,432 | |||
20,997 |
Snap-on,
Inc. |
6,087,660 | |||
32,720 |
Westinghouse
Air Brake
Technologies
Corp. |
4,304,970 | |||
|
|
24,877,618 | |||
|
Media
— 3.4%
|
| |||
15,602 |
Charter
Communications, Inc.,
Class
A (a) |
5,783,817 | |||
236,728 |
Comcast
Corp., Class A |
11,017,321 | |||
349,865 |
Fox
Corp., Class A |
11,300,640 | |||
185,797 |
Interpublic
Group of (The) Cos.,
Inc. |
6,129,443 | |||
47,997 |
Omnicom
Group, Inc. |
4,337,969 | |||
|
|
38,569,190 | |||
|
Metals
& Mining — 3.0%
|
| |||
47,486 |
Freeport-McMoRan,
Inc. |
1,884,719 |
Shares |
Description |
Value | |||
| |||||
|
Metals
& Mining (Continued)
|
| |||
59,645 |
Nucor
Corp. |
$11,149,440 | |||
37,116 |
Reliance
Steel & Aluminum Co. |
10,593,649 | |||
87,896 |
Steel
Dynamics, Inc. |
10,608,168 | |||
|
|
34,235,976 | |||
|
Multi-Utilities
— 5.9%
|
| |||
114,797 |
Ameren
Corp. |
7,986,427 | |||
212,265 |
CenterPoint
Energy, Inc. |
5,930,684 | |||
104,433 |
CMS
Energy Corp. |
5,969,390 | |||
114,109 |
Consolidated
Edison, Inc. |
10,372,508 | |||
176,689 |
Dominion
Energy, Inc. |
8,078,221 | |||
55,001 |
DTE
Energy Co. |
5,798,206 | |||
169,754 |
Public
Service Enterprise Group,
Inc. |
9,844,035 | |||
111,125 |
Sempra |
7,952,105 | |||
72,050 |
WEC
Energy Group, Inc. |
5,818,758 | |||
|
|
67,750,334 | |||
|
Office
REITs — 0.3%
|
| |||
32,753 |
Alexandria
Real Estate Equities,
Inc. |
3,959,838 | |||
|
Oil,
Gas & Consumable Fuels —
8.1%
|
| |||
66,936 |
Diamondback
Energy, Inc. |
10,290,741 | |||
268,508 |
EQT
Corp. |
9,505,183 | |||
103,826 |
Exxon
Mobil Corp. |
10,674,351 | |||
470,771 |
Kinder
Morgan, Inc. |
7,965,445 | |||
429,656 |
Marathon
Oil Corp. |
9,817,640 | |||
69,968 |
Marathon
Petroleum Corp. |
11,586,701 | |||
173,848 |
Occidental
Petroleum Corp. |
10,008,429 | |||
77,967 |
Phillips
66 |
11,251,418 | |||
79,850 |
Valero
Energy Corp. |
11,091,165 | |||
|
|
92,191,073 | |||
|
Passenger
Airlines — 0.5%
|
| |||
209,986 |
Southwest
Airlines Co. |
6,276,481 | |||
|
Pharmaceuticals
— 1.6%
|
| |||
161,848 |
Bristol-Myers
Squibb Co. |
7,909,512 | |||
12,897 |
Johnson
& Johnson |
2,049,333 | |||
288,447 |
Pfizer,
Inc. |
7,811,145 | |||
|
|
17,769,990 | |||
|
Professional
Services — 0.7%
|
| |||
31,990 |
Jacobs
Solutions, Inc. |
4,311,292 | |||
67,946 |
SS&C
Technologies Holdings,
Inc. |
4,146,065 | |||
|
|
8,457,357 | |||
|
Residential
REITs — 0.4%
|
| |||
67,890 |
Equity
Residential |
4,086,299 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.2%
|
| |||
28,709 |
QUALCOMM,
Inc. |
4,263,574 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued)
|
| |||
73,870 |
Skyworks
Solutions, Inc. |
$7,716,460 | |||
18,627 |
Teradyne,
Inc. |
1,799,182 | |||
|
|
13,779,216 | |||
|
Specialized
REITs — 0.3%
|
| |||
15,021 |
Digital
Realty Trust, Inc. |
2,109,850 | |||
58,138 |
Weyerhaeuser
Co. |
1,905,182 | |||
|
|
4,015,032 | |||
|
Specialty
Retail — 1.2%
|
| |||
77,471 |
Best
Buy Co., Inc. |
5,615,873 | |||
26,341 |
CarMax,
Inc. (a) |
1,874,952 | |||
5,833 |
Home
Depot (The), Inc. |
2,058,816 | |||
18,657 |
Lowe’s
Cos., Inc. |
3,970,956 | |||
|
|
13,520,597 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.3%
|
| |||
611,337 |
Hewlett
Packard Enterprise Co. |
9,347,342 | |||
201,542 |
HP,
Inc. |
5,786,271 | |||
|
|
15,133,613 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.2%
|
| |||
18,619 |
NIKE,
Inc., Class B |
1,890,387 | |||
|
Wireless
Telecommunication Services
— 0.5%
|
| |||
37,825 |
T-Mobile
US, Inc. |
6,098,525 | |||
|
Total
Common Stocks |
1,140,763,227 | |||
|
(Cost
$1,074,139,986) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
2,104,828 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(b) |
2,104,828 | |||
|
(Cost
$2,104,828) |
| |||
| |||||
| |||||
|
Total
Investments — 100.1% |
1,142,868,055 | |||
|
(Cost
$1,076,244,814) |
| |||
|
Net
Other Assets and
Liabilities
— (0.1)% |
(1,101,154
) | |||
|
Net
Assets — 100.0% |
$1,141,766,901 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of January 31,
2024. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment
Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 1,140,763,227 |
$ 1,140,763,227 |
$ — |
$ — |
Money
Market
Funds |
2,104,828 |
2,104,828 |
— |
— |
Total
Investments |
$1,142,868,055 |
$1,142,868,055 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 3.4%
|
| |||
35,880 |
Axon
Enterprise, Inc. (a) |
$8,936,273 | |||
35,558 |
Boeing
(The) Co. (a) |
7,504,160 | |||
20,726 |
HEICO
Corp. |
3,722,182 | |||
137,012 |
Howmet
Aerospace, Inc. |
7,708,295 | |||
7,330 |
TransDigm
Group, Inc. |
8,009,345 | |||
|
|
35,880,255 | |||
|
Automobiles
— 0.3%
|
| |||
14,921 |
Tesla,
Inc. (a) |
2,794,554 | |||
|
Banks
— 0.9%
|
| |||
6,533 |
First
Citizens BancShares, Inc.,
Class
A |
9,864,830 | |||
|
Beverages
— 0.2%
|
| |||
31,332 |
Monster
Beverage Corp. (a) |
1,723,887 | |||
|
Biotechnology
— 1.2%
|
| |||
12,872 |
Amgen,
Inc. |
4,045,155 | |||
50,117 |
Exact
Sciences Corp. (a) |
3,277,652 | |||
13,308 |
Vertex
Pharmaceuticals, Inc. (a) |
5,767,421 | |||
|
|
13,090,228 | |||
|
Broadline
Retail — 0.2%
|
| |||
111,487 |
Coupang,
Inc. (a) |
1,560,818 | |||
|
Building
Products — 3.4%
|
| |||
55,522 |
Builders
FirstSource, Inc. (a) |
9,645,837 | |||
20,711 |
Lennox
International, Inc. |
8,867,622 | |||
110,705 |
Masco
Corp. |
7,449,339 | |||
38,002 |
Trane
Technologies PLC |
9,578,404 | |||
|
|
35,541,202 | |||
|
Capital
Markets — 5.7%
|
| |||
19,523 |
Ameriprise
Financial, Inc. |
7,552,082 | |||
45,534 |
Ares
Management Corp.,
Class
A |
5,531,470 | |||
178,075 |
Bank
of New York Mellon (The)
Corp. |
9,876,040 | |||
30,325 |
Cboe
Global Markets, Inc. |
5,575,251 | |||
8,571 |
CME
Group, Inc. |
1,764,255 | |||
7,771 |
FactSet
Research Systems, Inc. |
3,698,374 | |||
16,289 |
LPL
Financial Holdings, Inc. |
3,896,166 | |||
9,492 |
Moody’s
Corp. |
3,721,244 | |||
6,555 |
MSCI,
Inc. |
3,923,954 | |||
109,845 |
Northern
Trust Corp. |
8,748,056 | |||
12,292 |
S&P
Global, Inc. |
5,511,118 | |||
|
|
59,798,010 | |||
|
Chemicals
— 1.5%
|
| |||
12,492 |
Albemarle
Corp. |
1,433,332 | |||
27,300 |
Ecolab,
Inc. |
5,411,406 | |||
4,394 |
Linde
PLC |
1,778,823 | |||
23,772 |
Sherwin-Williams
(The) Co. |
7,235,721 | |||
|
|
15,859,282 |
Shares |
Description |
Value | |||
| |||||
|
Commercial
Services & Supplies
— 2.8%
|
| |||
12,303 |
Cintas
Corp. |
$7,438,025 | |||
110,509 |
Copart,
Inc. (a) |
5,308,852 | |||
44,964 |
Republic
Services, Inc. |
7,694,240 | |||
123,998 |
Rollins,
Inc. |
5,370,353 | |||
20,701 |
Waste
Management, Inc. |
3,842,727 | |||
|
|
29,654,197 | |||
|
Communications
Equipment —
1.7%
|
| |||
39,355 |
Arista
Networks, Inc. (a) |
10,180,351 | |||
35,728 |
Cisco
Systems, Inc. |
1,792,831 | |||
17,295 |
Motorola
Solutions, Inc. |
5,525,753 | |||
|
|
17,498,935 | |||
|
Construction
& Engineering —
0.8%
|
| |||
42,950 |
Quanta
Services, Inc. |
8,334,448 | |||
|
Construction
Materials — 1.1%
|
| |||
14,862 |
Martin
Marietta Materials, Inc. |
7,556,138 | |||
16,332 |
Vulcan
Materials Co. |
3,691,195 | |||
|
|
11,247,333 | |||
|
Electric
Utilities — 0.3%
|
| |||
205,631 |
PG&E
Corp. |
3,468,995 | |||
|
Electrical
Equipment — 1.5%
|
| |||
10,946 |
AMETEK,
Inc. |
1,773,799 | |||
30,792 |
Eaton
Corp. PLC |
7,577,296 | |||
11,272 |
Hubbell,
Inc. |
3,782,545 | |||
11,943 |
Rockwell
Automation, Inc. |
3,024,923 | |||
|
|
16,158,563 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.5%
|
| |||
54,625 |
Amphenol
Corp., Class A |
5,522,587 | |||
58,203 |
Jabil,
Inc. |
7,292,254 | |||
11,345 |
Keysight
Technologies, Inc. (a) |
1,738,735 | |||
4,045 |
Teledyne
Technologies, Inc. (a) |
1,692,711 | |||
|
|
16,246,287 | |||
|
Energy
Equipment & Services —
0.7%
|
| |||
102,561 |
Halliburton
Co. |
3,656,299 | |||
71,244 |
Schlumberger
N.V. |
3,469,583 | |||
|
|
7,125,882 | |||
|
Entertainment
— 3.4%
|
| |||
13,193 |
Electronic
Arts, Inc. |
1,815,093 | |||
79,220 |
Live
Nation Entertainment,
Inc.
(a) |
7,038,697 | |||
15,230 |
Netflix,
Inc. (a) |
8,591,395 | |||
162,185 |
ROBLOX
Corp., Class A (a) |
6,294,400 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Entertainment
(Continued)
|
| |||
46,070 |
Take-Two
Interactive Software,
Inc.
(a) |
$7,598,325 | |||
475,830 |
Warner
Bros Discovery, Inc. (a) |
4,767,817 | |||
|
|
36,105,727 | |||
|
Financial
Services — 3.0%
|
| |||
99,462 |
Apollo
Global Management, Inc. |
9,985,985 | |||
55,820 |
Fiserv,
Inc. (a) |
7,919,183 | |||
26,238 |
FleetCor
Technologies, Inc. (a) |
7,607,183 | |||
4,233 |
Mastercard,
Inc., Class A |
1,901,591 | |||
14,241 |
Visa,
Inc., Class A |
3,891,496 | |||
|
|
31,305,438 | |||
|
Food
Products — 0.5%
|
| |||
50,095 |
Lamb
Weston Holdings, Inc. |
5,131,732 | |||
|
Ground
Transportation — 1.6%
|
| |||
52,061 |
CSX
Corp. |
1,858,578 | |||
150,541 |
Uber
Technologies, Inc. (a) |
9,825,811 | |||
22,045 |
Union
Pacific Corp. |
5,377,437 | |||
|
|
17,061,826 | |||
|
Health
Care Equipment & Supplies
— 1.7%
|
| |||
64,132 |
Boston
Scientific Corp. (a) |
4,056,990 | |||
29,878 |
Dexcom,
Inc. (a) |
3,625,695 | |||
9,756 |
IDEXX
Laboratories, Inc. (a) |
5,025,120 | |||
8,318 |
Insulet
Corp. (a) |
1,587,657 | |||
5,349 |
Intuitive
Surgical, Inc. (a) |
2,023,099 | |||
6,027 |
Stryker
Corp. |
2,021,938 | |||
|
|
18,340,499 | |||
|
Health
Care Providers & Services
— 0.4%
|
| |||
13,697 |
HCA
Healthcare, Inc. |
4,176,215 | |||
|
Health
Care REITs — 0.2%
|
| |||
20,016 |
Welltower,
Inc. |
1,731,584 | |||
|
Hotel
& Resort REITs — 0.9%
|
| |||
476,055 |
Host
Hotels & Resorts, Inc. |
9,149,777 | |||
|
Hotels,
Restaurants & Leisure —
10.9%
|
| |||
27,234 |
Airbnb,
Inc., Class A (a) |
3,925,509 | |||
2,613 |
Booking
Holdings, Inc. (a) |
9,165,019 | |||
499,936 |
Carnival
Corp. (a) |
8,288,939 | |||
3,241 |
Chipotle
Mexican Grill, Inc. (a) |
7,806,823 | |||
32,957 |
Darden
Restaurants, Inc. |
5,358,149 | |||
13,136 |
Domino’s
Pizza, Inc. |
5,598,826 | |||
93,729 |
DoorDash,
Inc., Class A (a) |
9,766,562 | |||
262,946 |
DraftKings,
Inc., Class A (a) |
10,268,041 | |||
61,064 |
Expedia
Group, Inc. (a) |
9,057,623 | |||
50,903 |
Hilton
Worldwide Holdings, Inc. |
9,720,437 | |||
75,341 |
Las
Vegas Sands Corp. |
3,685,682 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued)
|
| |||
41,102 |
Marriott
International, Inc.,
Class
A |
$9,853,382 | |||
6,087 |
McDonald’s
Corp. |
1,781,787 | |||
207,448 |
MGM
Resorts International (a) |
8,997,020 | |||
71,580 |
Royal
Caribbean Cruises Ltd. (a) |
9,126,450 | |||
18,800 |
Starbucks
Corp. |
1,748,964 | |||
|
|
114,149,213 | |||
|
Household
Durables — 1.4%
|
| |||
773 |
NVR,
Inc. (a) |
5,469,199 | |||
89,798 |
PulteGroup,
Inc. |
9,389,279 | |||
|
|
14,858,478 | |||
|
Industrial
Conglomerates — 0.7%
|
| |||
58,098 |
General
Electric Co. |
7,693,337 | |||
|
Industrial
REITs — 0.3%
|
| |||
27,814 |
Prologis,
Inc. |
3,523,756 | |||
|
Insurance
— 1.1%
|
| |||
49,920 |
Arch
Capital Group Ltd. (a) |
4,114,905 | |||
8,027 |
Arthur
J. Gallagher & Co. |
1,863,548 | |||
52,137 |
Brown
& Brown, Inc. |
4,043,746 | |||
9,527 |
Marsh
& McLennan Cos., Inc. |
1,846,714 | |||
|
|
11,868,913 | |||
|
Interactive
Media & Services —
3.0%
|
| |||
38,763 |
Alphabet,
Inc., Class A (a) |
5,430,696 | |||
26,185 |
Meta
Platforms, Inc., Class A (a) |
10,215,816 | |||
200,191 |
Pinterest,
Inc., Class A (a) |
7,501,157 | |||
547,479 |
Snap,
Inc., Class A (a) |
8,699,441 | |||
|
|
31,847,110 | |||
|
IT
Services — 3.5%
|
| |||
15,431 |
Accenture
PLC, Class A |
5,615,032 | |||
111,323 |
Cloudflare,
Inc., Class A (a) |
8,800,083 | |||
20,546 |
Gartner,
Inc. (a) |
9,398,562 | |||
13,243 |
MongoDB,
Inc. (a) |
5,304,087 | |||
37,261 |
Snowflake,
Inc., Class A (a) |
7,289,742 | |||
|
|
36,407,506 | |||
|
Life
Sciences Tools & Services —
1.0%
|
| |||
26,668 |
Agilent
Technologies, Inc. |
3,469,507 | |||
16,023 |
IQVIA
Holdings, Inc. (a) |
3,336,469 | |||
11,262 |
Waters
Corp. (a) |
3,578,050 | |||
|
|
10,384,026 | |||
|
Machinery
— 4.6%
|
| |||
25,078 |
Caterpillar,
Inc. |
7,531,174 | |||
9,271 |
Deere
& Co. |
3,648,880 | |||
42,732 |
Graco,
Inc. |
3,645,040 | |||
14,153 |
Illinois
Tool Works, Inc. |
3,692,518 | |||
119,844 |
Ingersoll
Rand, Inc. |
9,570,742 | |||
6,832 |
Nordson
Corp. |
1,719,751 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued)
|
| |||
20,174 |
Otis
Worldwide Corp. |
$1,784,189 | |||
94,919 |
PACCAR,
Inc. |
9,528,918 | |||
16,096 |
Parker-Hannifin
Corp. |
7,476,592 | |||
|
|
48,597,804 | |||
|
Oil,
Gas & Consumable Fuels —
0.7%
|
| |||
10,573 |
Cheniere
Energy, Inc. |
1,733,866 | |||
25,705 |
ONEOK,
Inc. |
1,754,366 | |||
42,679 |
Targa
Resources Corp. |
3,626,008 | |||
|
|
7,114,240 | |||
|
Passenger
Airlines — 0.9%
|
| |||
134,600 |
Delta
Air Lines, Inc. |
5,268,244 | |||
89,858 |
United
Airlines Holdings,
Inc.
(a) |
3,718,324 | |||
|
|
8,986,568 | |||
|
Pharmaceuticals
— 0.9%
|
| |||
9,289 |
Eli
Lilly & Co. |
5,997,071 | |||
18,785 |
Zoetis,
Inc. |
3,528,011 | |||
|
|
9,525,082 | |||
|
Professional
Services — 0.9%
|
| |||
26,318 |
Broadridge
Financial Solutions,
Inc. |
5,374,135 | |||
14,993 |
Equifax,
Inc. |
3,663,390 | |||
|
|
9,037,525 | |||
|
Residential
REITs — 0.5%
|
| |||
50,194 |
American
Homes 4 Rent,
Class
A |
1,759,300 | |||
7,281 |
Essex
Property Trust, Inc. |
1,698,439 | |||
52,915 |
Invitation
Homes, Inc. |
1,742,491 | |||
|
|
5,200,230 | |||
|
Retail
REITs — 0.5%
|
| |||
37,962 |
Simon
Property Group, Inc. |
5,261,913 | |||
|
Semiconductors
&
Semiconductor
Equipment —
6.4%
|
| |||
50,303 |
Advanced
Micro Devices,
Inc.
(a) |
8,435,310 | |||
9,090 |
Analog
Devices, Inc. |
1,748,552 | |||
33,412 |
Applied
Materials, Inc. |
5,489,592 | |||
6,643 |
Broadcom,
Inc. |
7,838,740 | |||
10,477 |
First
Solar, Inc. (a) |
1,532,785 | |||
9,316 |
KLA
Corp. |
5,534,077 | |||
9,467 |
Lam
Research Corp. |
7,811,884 | |||
29,927 |
Marvell
Technology, Inc. |
2,026,058 | |||
60,045 |
Microchip
Technology, Inc. |
5,114,633 | |||
11,756 |
Monolithic
Power Systems, Inc. |
7,085,576 | |||
14,974 |
NVIDIA
Corp. |
9,213,053 | |||
23,575 |
NXP
Semiconductors N.V. |
4,964,188 | |||
|
|
66,794,448 |
Shares |
Description |
Value | |||
| |||||
|
Software
— 13.1%
|
| |||
12,428 |
Adobe,
Inc. (a) |
$7,677,770 | |||
14,922 |
ANSYS,
Inc. (a) |
4,891,879 | |||
22,239 |
Autodesk,
Inc. (a) |
5,644,481 | |||
19,882 |
Cadence
Design Systems,
Inc.
(a) |
5,735,162 | |||
36,302 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
10,618,335 | |||
76,362 |
Datadog,
Inc., Class A (a) |
9,502,487 | |||
99,012 |
Dynatrace,
Inc. (a) |
5,643,684 | |||
7,962 |
Fair
Isaac Corp. (a) |
9,545,084 | |||
12,773 |
HubSpot,
Inc. (a) |
7,804,303 | |||
11,863 |
Intuit,
Inc. |
7,489,468 | |||
14,400 |
Microsoft
Corp. |
5,725,152 | |||
215,931 |
Palantir
Technologies, Inc.,
Class
A (a) |
3,474,330 | |||
25,146 |
Palo
Alto Networks, Inc. (a) |
8,512,172 | |||
30,950 |
PTC,
Inc. (a) |
5,591,118 | |||
3,312 |
Roper
Technologies, Inc. |
1,778,544 | |||
13,120 |
ServiceNow,
Inc. (a) |
10,042,048 | |||
10,517 |
Synopsys,
Inc. (a) |
5,609,242 | |||
132,426 |
Unity
Software, Inc. (a) |
4,290,602 | |||
26,860 |
Workday,
Inc., Class A (a) |
7,818,140 | |||
41,836 |
Zscaler,
Inc. (a) |
9,859,490 | |||
|
|
137,253,491 | |||
|
Specialized
REITs — 1.5%
|
| |||
15,669 |
Crown
Castle, Inc. |
1,696,169 | |||
2,241 |
Equinix,
Inc. |
1,859,515 | |||
105,961 |
Iron
Mountain, Inc. |
7,154,487 | |||
5,917 |
Public
Storage |
1,675,635 | |||
7,115 |
SBA
Communications Corp. |
1,592,764 | |||
56,618 |
VICI
Properties, Inc. |
1,705,334 | |||
|
|
15,683,904 | |||
|
Specialty
Retail — 2.9%
|
| |||
1,435 |
AutoZone,
Inc. (a) |
3,963,656 | |||
3,903 |
O’Reilly
Automotive, Inc. (a) |
3,992,964 | |||
53,581 |
Ross
Stores, Inc. |
7,516,343 | |||
57,722 |
TJX
(The) Cos., Inc. |
5,478,395 | |||
8,395 |
Tractor
Supply Co. |
1,885,517 | |||
15,132 |
Ulta
Beauty, Inc. (a) |
7,597,021 | |||
|
|
30,433,896 | |||
|
Technology
Hardware, Storage &
Peripherals — 2.3%
|
| |||
9,375 |
Apple,
Inc. |
1,728,750 | |||
61,422 |
NetApp,
Inc. |
5,355,998 | |||
32,606 |
Super
Micro Computer, Inc. (a) |
17,268,464 | |||
|
|
24,353,212 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.0%
|
| |||
13,867 |
Deckers
Outdoor Corp. (a) |
10,451,974 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Trading
Companies & Distributors
— 2.9%
|
| |||
83,603 |
Fastenal
Co. |
$5,704,233 | |||
16,164 |
United
Rentals, Inc. |
10,108,966 | |||
8,949 |
W.W.
Grainger, Inc. |
8,015,082 | |||
17,306 |
Watsco,
Inc. |
6,766,300 | |||
|
|
30,594,581 | |||
|
Total
Common Stocks |
1,048,871,711 | |||
|
(Cost
$847,447,282) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
1,359,569 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(b) |
1,359,569 | |||
|
(Cost
$1,359,569) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
1,050,231,280 | |||
|
(Cost
$848,806,851) |
| |||
|
Net
Other Assets and
Liabilities
— (0.0)% |
(359,265
) | |||
|
Net
Assets — 100.0% |
$1,049,872,015 |
(a) |
Non-income
producing security. |
(b) |
Rate
shown reflects yield as of January 31,
2024. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 1,048,871,711 |
$ 1,048,871,711 |
$ — |
$ — |
Money
Market
Funds |
1,359,569 |
1,359,569 |
— |
— |
Total
Investments |
$1,050,231,280 |
$1,050,231,280 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 1.3%
|
| |||
1,108 |
General
Dynamics Corp. |
$293,609 | |||
273 |
Huntington
Ingalls Industries,
Inc. |
70,685 | |||
1,367 |
L3Harris
Technologies, Inc. |
284,910 | |||
635 |
Lockheed
Martin Corp. |
272,675 | |||
898 |
Northrop
Grumman Corp. |
401,191 | |||
1,665 |
RTX
Corp. |
151,715 | |||
7,157 |
Textron,
Inc. |
606,269 | |||
|
|
2,081,054 | |||
|
Air
Freight & Logistics — 0.9%
|
| |||
11,629 |
Air
Transport Services Group,
Inc.
(a) |
180,133 | |||
1,101 |
Expeditors
International of
Washington,
Inc. |
139,089 | |||
2,276 |
FedEx
Corp. |
549,176 | |||
3,564 |
Hub
Group, Inc., Class A (a) |
161,378 | |||
2,674 |
United
Parcel Service, Inc.,
Class
B |
379,441 | |||
|
|
1,409,217 | |||
|
Automobile
Components — 1.3%
|
| |||
5,857 |
Adient
PLC (a) |
203,296 | |||
13,683 |
American
Axle & Manufacturing
Holdings,
Inc. (a) |
110,695 | |||
8,019 |
Aptiv
PLC (a) |
652,185 | |||
7,921 |
BorgWarner,
Inc. |
268,522 | |||
5,607 |
Dana,
Inc. |
76,031 | |||
482 |
Dorman
Products, Inc. (a) |
39,240 | |||
4,347 |
Gentex
Corp. |
144,016 | |||
14,873 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
207,330 | |||
2,011 |
Lear
Corp. |
267,262 | |||
1,202 |
Patrick
Industries, Inc. |
120,669 | |||
|
|
2,089,246 | |||
|
Automobiles
— 1.3%
|
| |||
59,025 |
Ford
Motor Co. |
691,773 | |||
20,031 |
General
Motors Co. |
777,203 | |||
7,708 |
Harley-Davidson,
Inc. |
250,125 | |||
1,201 |
Thor
Industries, Inc. |
135,737 | |||
2,248 |
Winnebago
Industries, Inc. |
147,738 | |||
|
|
2,002,576 | |||
|
Banks
— 10.9%
|
| |||
1,491 |
1st
Source Corp. |
77,935 | |||
2,273 |
Ameris
Bancorp |
112,832 | |||
7,659 |
Associated
Banc-Corp. |
160,916 | |||
2,241 |
Atlantic
Union Bankshares Corp. |
76,553 | |||
2,208 |
Axos
Financial, Inc. (a) |
122,389 | |||
17,096 |
Bank
of America Corp. |
581,435 | |||
4,274 |
Bank
OZK |
192,800 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued)
|
| |||
3,717 |
BankUnited,
Inc. |
$105,042 | |||
2,251 |
Banner
Corp. |
104,852 | |||
2,486 |
BOK
Financial Corp. |
208,426 | |||
4,798 |
Cadence
Bank |
127,723 | |||
2,705 |
Cathay
General Bancorp |
111,365 | |||
11,190 |
Citigroup,
Inc. |
628,542 | |||
17,369 |
Citizens
Financial Group, Inc. |
567,966 | |||
5,322 |
Columbia
Banking System, Inc. |
107,292 | |||
3,816 |
Comerica,
Inc. |
200,645 | |||
771 |
Community
Bank System, Inc. |
35,289 | |||
654 |
Cullen/Frost
Bankers, Inc. |
69,402 | |||
2,092 |
Customers
Bancorp, Inc. (a) |
111,796 | |||
4,057 |
CVB
Financial Corp. |
68,036 | |||
2,960 |
East
West Bancorp, Inc. |
215,518 | |||
2,830 |
Eastern
Bankshares, Inc. |
39,507 | |||
3,670 |
Enterprise
Financial Services
Corp. |
152,782 | |||
20,622 |
F.N.B.
Corp. |
271,798 | |||
1,008 |
FB
Financial Corp. |
37,548 | |||
12,188 |
Fifth
Third Bancorp |
417,317 | |||
2,213 |
First
Bancorp |
76,481 | |||
4,980 |
First
BanCorp |
83,066 | |||
4,858 |
First
Busey Corp. |
114,357 | |||
7,808 |
First
Commonwealth Financial
Corp. |
109,390 | |||
8,623 |
First
Financial Bancorp |
193,328 | |||
3,584 |
First
Hawaiian, Inc. |
77,737 | |||
20,055 |
First
Horizon Corp. |
285,583 | |||
3,920 |
First
Interstate BancSystem, Inc.,
Class
A |
107,878 | |||
4,418 |
First
Merchants Corp. |
149,373 | |||
7,324 |
Fulton
Financial Corp. |
114,181 | |||
4,383 |
Hancock
Whitney Corp. |
197,717 | |||
4,356 |
Heartland
Financial USA, Inc. |
154,507 | |||
1,141 |
Hilltop
Holdings, Inc. |
35,930 | |||
5,605 |
Home
BancShares, Inc. |
131,381 | |||
9,980 |
Hope
Bancorp, Inc. |
110,578 | |||
45,253 |
Huntington
Bancshares, Inc. |
576,071 | |||
1,832 |
Independent
Bank Corp. |
102,757 | |||
790 |
Independent
Bank Group, Inc. |
38,197 | |||
3,015 |
International
Bancshares Corp. |
159,373 | |||
2,472 |
JPMorgan
Chase & Co. |
431,018 | |||
9,861 |
KeyCorp |
143,280 | |||
4,199 |
M&T
Bank Corp. |
579,882 | |||
3,242 |
National
Bank Holdings Corp.,
Class
A |
113,470 | |||
959 |
NBT
Bancorp, Inc. |
34,112 | |||
34,699 |
New
York Community Bancorp,
Inc. |
224,503 | |||
500 |
Nicolet
Bankshares, Inc. |
38,885 | |||
9,659 |
Northwest
Bancshares, Inc. |
119,482 | |||
11,796 |
OceanFirst
Financial Corp. |
203,245 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Banks
(Continued)
|
| |||
3,217 |
OFG
Bancorp |
$118,289 | |||
16,813 |
Old
National Bancorp |
276,910 | |||
4,141 |
Pacific
Premier Bancorp, Inc. |
105,057 | |||
303 |
Park
National Corp. |
39,596 | |||
2,277 |
Pathward
Financial, Inc. |
117,903 | |||
2,441 |
Pinnacle
Financial Partners, Inc. |
215,736 | |||
2,715 |
PNC
Financial Services Group
(The),
Inc. |
410,535 | |||
2,595 |
Popular,
Inc. |
221,743 | |||
2,096 |
Prosperity
Bancshares, Inc. |
133,955 | |||
9,086 |
Provident
Financial Services,
Inc. |
150,373 | |||
29,702 |
Regions
Financial Corp. |
554,536 | |||
3,580 |
Renasant
Corp. |
113,235 | |||
4,902 |
S&T
Bancorp, Inc. |
163,433 | |||
1,412 |
Seacoast
Banking Corp. of
Florida |
34,679 | |||
603 |
ServisFirst
Bancshares, Inc. |
40,485 | |||
8,258 |
Simmons
First National Corp.,
Class
A |
156,985 | |||
1,681 |
SouthState
Corp. |
139,691 | |||
4,330 |
Stellar
Bancorp, Inc. |
108,380 | |||
780 |
Stock
Yards Bancorp, Inc. |
38,782 | |||
5,657 |
Synovus
Financial Corp. |
213,043 | |||
2,535 |
Texas
Capital Bancshares,
Inc.
(a) |
154,635 | |||
2,753 |
TowneBank |
77,387 | |||
1,907 |
TriCo
Bancshares |
69,319 | |||
15,591 |
Truist
Financial Corp. |
577,802 | |||
2,938 |
Trustmark
Corp. |
79,297 | |||
9,712 |
U.S.
Bancorp |
403,436 | |||
980 |
UMB
Financial Corp. |
80,850 | |||
3,781 |
United
Bankshares, Inc. |
135,549 | |||
2,800 |
United
Community Banks, Inc. |
76,552 | |||
26,148 |
Valley
National Bancorp |
251,544 | |||
7,040 |
Veritex
Holdings, Inc. |
147,910 | |||
4,971 |
WaFd,
Inc. |
144,358 | |||
4,196 |
Webster
Financial Corp. |
207,618 | |||
11,695 |
Wells
Fargo & Co. |
586,855 | |||
3,843 |
WesBanco,
Inc. |
112,754 | |||
1,453 |
Westamerica
BanCorp |
69,337 | |||
3,237 |
Western
Alliance Bancorp |
207,039 | |||
3,061 |
Wintrust
Financial Corp. |
296,856 | |||
2,625 |
WSFS
Financial Corp. |
116,839 | |||
4,855 |
Zions
Bancorp N.A. |
203,424 | |||
|
|
16,964,175 | |||
|
Beverages
— 0.5%
|
| |||
16,632 |
Duckhorn
Portfolio (The),
Inc.
(a) |
143,534 |
Shares |
Description |
Value | |||
| |||||
|
Beverages
(Continued)
|
| |||
8,637 |
Keurig
Dr Pepper, Inc. |
$271,547 | |||
6,868 |
Molson
Coors Beverage Co.,
Class
B |
424,374 | |||
|
|
839,455 | |||
|
Biotechnology
— 0.3%
|
| |||
2,232 |
Incyte
Corp. (a) |
131,175 | |||
328 |
Regeneron
Pharmaceuticals,
Inc.
(a) |
309,232 | |||
|
|
440,407 | |||
|
Broadline
Retail — 0.6%
|
| |||
704 |
Dillard’s,
Inc., Class A |
272,638 | |||
5,713 |
Kohl’s
Corp. |
147,167 | |||
17,643 |
Macy’s,
Inc. |
322,690 | |||
7,695 |
Nordstrom,
Inc. |
139,664 | |||
935 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
67,255 | |||
|
|
949,414 | |||
|
Building
Products — 1.1%
|
| |||
2,205 |
American
Woodmark Corp. (a) |
201,272 | |||
833 |
Armstrong
World Industries, Inc. |
82,642 | |||
2,075 |
AZZ,
Inc. |
129,584 | |||
922 |
Carlisle
Cos., Inc. |
289,748 | |||
932 |
Fortune
Brands Innovations, Inc. |
72,314 | |||
8,677 |
JELD-WEN
Holding, Inc. (a) |
161,392 | |||
4,993 |
Johnson
Controls
International
PLC |
263,081 | |||
11,032 |
Masterbrand,
Inc. (a) |
155,220 | |||
8,705 |
Resideo
Technologies, Inc. (a) |
145,983 | |||
1,697 |
UFP
Industries, Inc. |
192,525 | |||
|
|
1,693,761 | |||
|
Capital
Markets — 3.0%
|
| |||
2,344 |
Affiliated
Managers Group, Inc. |
348,881 | |||
910 |
Artisan
Partners Asset
Management,
Inc., Class A |
38,129 | |||
173 |
BlackRock,
Inc. |
133,956 | |||
1,313 |
Donnelley
Financial Solutions,
Inc.
(a) |
81,563 | |||
415 |
Evercore,
Inc., Class A |
71,268 | |||
3,560 |
Federated
Hermes, Inc. |
124,458 | |||
19,323 |
Franklin
Resources, Inc. |
514,571 | |||
1,089 |
Goldman
Sachs Group (The),
Inc. |
418,187 | |||
10,849 |
Golub
Capital BDC, Inc. |
165,556 | |||
592 |
Houlihan
Lokey, Inc. |
70,910 | |||
15,918 |
Invesco
Ltd. |
251,982 | |||
3,513 |
Jefferies
Financial Group, Inc. |
143,190 | |||
3,087 |
Morgan
Stanley |
269,310 | |||
394 |
PJT
Partners, Inc., Class A |
37,891 | |||
2,581 |
Raymond
James Financial, Inc. |
284,374 | |||
2,235 |
SEI
Investments Co. |
141,341 | |||
7,431 |
State
Street Corp. |
548,928 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Capital
Markets (Continued)
|
| |||
1,027 |
Stifel
Financial Corp. |
$74,920 | |||
1,110 |
StoneX
Group, Inc. (a) |
72,982 | |||
5,346 |
T.
Rowe Price Group, Inc. |
579,774 | |||
3,501 |
Victory
Capital Holdings, Inc.,
Class
A |
118,089 | |||
1,984 |
Virtu
Financial, Inc., Class A |
33,311 | |||
499 |
Virtus
Investment Partners, Inc. |
117,819 | |||
|
|
4,641,390 | |||
|
Chemicals
— 4.3%
|
| |||
6,835 |
AdvanSix,
Inc. |
173,472 | |||
2,526 |
Ashland,
Inc. |
236,484 | |||
2,551 |
Cabot
Corp. |
183,927 | |||
4,631 |
Celanese
Corp. |
677,469 | |||
9,050 |
CF
Industries Holdings, Inc. |
683,366 | |||
6,006 |
Corteva,
Inc. |
273,153 | |||
7,665 |
Dow,
Inc. |
410,844 | |||
9,353 |
DuPont
de Nemours, Inc. |
578,015 | |||
1,580 |
Eastman
Chemical Co. |
132,009 | |||
12,339 |
Ecovyst,
Inc. (a) |
114,259 | |||
2,252 |
FMC
Corp. |
126,562 | |||
872 |
H.B.
Fuller Co. |
66,071 | |||
5,650 |
Huntsman
Corp. |
138,651 | |||
2,553 |
Ingevity
Corp. (a) |
111,209 | |||
326 |
Innospec,
Inc. |
37,852 | |||
1,731 |
International
Flavors &
Fragrances,
Inc. |
139,657 | |||
6,054 |
LyondellBasell
Industries N.V.,
Class
A |
569,803 | |||
1,149 |
Minerals
Technologies, Inc. |
75,087 | |||
20,138 |
Mosaic
(The) Co. |
618,438 | |||
5,264 |
Olin
Corp. |
274,097 | |||
4,348 |
Orion
S.A. |
97,395 | |||
937 |
PPG
Industries, Inc. |
132,155 | |||
1,241 |
Sensient
Technologies Corp. |
76,979 | |||
867 |
Stepan
Co. |
77,397 | |||
5,141 |
Westlake
Corp. |
711,257 | |||
|
|
6,715,608 | |||
|
Commercial
Services & Supplies
— 0.3%
|
| |||
3,655 |
ABM
Industries, Inc. |
149,088 | |||
1,396 |
Brady
Corp., Class A |
84,081 | |||
961 |
HNI
Corp. |
39,132 | |||
3,070 |
MillerKnoll,
Inc. |
81,631 | |||
448 |
UniFirst
Corp. |
75,900 | |||
|
|
429,832 | |||
|
Communications
Equipment —
0.2%
|
| |||
1,578 |
Ciena
Corp. (a) |
83,634 |
Shares |
Description |
Value | |||
| |||||
|
Communications
Equipment
(Continued)
|
| |||
396 |
F5,
Inc. (a) |
$72,745 | |||
7,464 |
NetScout
Systems, Inc. (a) |
160,551 | |||
|
|
316,930 | |||
|
Construction
& Engineering —
0.3%
|
| |||
1,269 |
Ameresco,
Inc., Class A (a) |
25,926 | |||
790 |
Granite
Construction, Inc. |
35,637 | |||
14,342 |
MDU
Resources Group, Inc. |
279,812 | |||
4,933 |
Primoris
Services Corp. |
161,802 | |||
|
|
503,177 | |||
|
Construction
Materials — 0.2%
|
| |||
607 |
Knife
River Corp. (a) |
39,753 | |||
7,384 |
Summit
Materials, Inc.,
Class
A (a) |
267,153 | |||
|
|
306,906 | |||
|
Consumer
Finance — 2.2%
|
| |||
8,132 |
Ally
Financial, Inc. |
298,282 | |||
6,217 |
Bread
Financial Holdings, Inc. |
225,491 | |||
5,487 |
Capital
One Financial Corp. |
742,501 | |||
5,121 |
Discover
Financial Services |
540,368 | |||
792 |
Encore
Capital Group, Inc. (a) |
39,663 | |||
3,699 |
Enova
International, Inc. (a) |
201,336 | |||
8,798 |
Navient
Corp. |
151,501 | |||
928 |
Nelnet,
Inc., Class A |
80,857 | |||
4,328 |
OneMain
Holdings, Inc. |
206,013 | |||
5,301 |
PROG
Holdings, Inc. (a) |
162,423 | |||
18,840 |
Synchrony
Financial |
732,311 | |||
|
|
3,380,746 | |||
|
Consumer
Staples Distribution &
Retail — 1.8%
|
| |||
1,423 |
Andersons
(The), Inc. |
75,006 | |||
1,065 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
68,522 | |||
516 |
Casey’s
General Stores, Inc. |
140,022 | |||
2,117 |
Dollar
General Corp. |
279,592 | |||
986 |
Dollar
Tree, Inc. (a) |
128,791 | |||
1,491 |
Grocery
Outlet Holding
Corp.
(a) |
36,947 | |||
2,371 |
Ingles
Markets, Inc., Class A |
199,757 | |||
9,196 |
Kroger
(The) Co. |
424,303 | |||
2,951 |
Sprouts
Farmers Market, Inc. (a) |
148,642 | |||
3,936 |
Sysco
Corp. |
318,540 | |||
2,952 |
Target
Corp. |
410,564 | |||
10,094 |
United
Natural Foods, Inc. (a) |
150,502 | |||
1,563 |
US
Foods Holding Corp. (a) |
71,914 | |||
888 |
Walmart,
Inc. |
146,742 | |||
3,202 |
Weis
Markets, Inc. |
194,522 | |||
|
|
2,794,366 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Containers
& Packaging — 1.4%
|
| |||
574 |
AptarGroup,
Inc. |
$74,551 | |||
3,160 |
Berry
Global Group, Inc. |
206,854 | |||
5,412 |
Greif,
Inc., Class A |
338,845 | |||
7,855 |
International
Paper Co. |
281,445 | |||
21,670 |
O-I
Glass, Inc. (a) |
315,515 | |||
2,580 |
Packaging
Corp. of America |
427,970 | |||
2,932 |
Pactiv
Evergreen, Inc. |
42,807 | |||
1,944 |
Sealed
Air Corp. |
67,165 | |||
3,137 |
Silgan
Holdings, Inc. |
144,114 | |||
5,083 |
Sonoco
Products Co. |
289,223 | |||
|
|
2,188,489 | |||
|
Distributors
— 0.7%
|
| |||
3,035 |
Genuine
Parts Co. |
425,598 | |||
12,044 |
LKQ
Corp. |
562,093 | |||
351 |
Pool
Corp. |
130,309 | |||
|
|
1,118,000 | |||
|
Diversified
Consumer Services —
0.5%
|
| |||
31,228 |
ADT,
Inc. |
203,919 | |||
2,045 |
Adtalem
Global Education,
Inc.
(a) |
103,232 | |||
7,211 |
Chegg,
Inc. (a) |
71,028 | |||
235 |
Graham
Holdings Co., Class B |
169,294 | |||
886 |
Strategic
Education, Inc. |
83,337 | |||
2,030 |
Stride,
Inc. (a) |
121,698 | |||
|
|
752,508 | |||
|
Diversified
REITs — 0.6%
|
| |||
7,278 |
American
Assets Trust, Inc. |
163,245 | |||
9,514 |
Broadstone
Net Lease, Inc. |
152,890 | |||
8,881 |
WP
Carey, Inc. |
550,267 | |||
|
|
866,402 | |||
|
Diversified
Telecommunication Services
— 0.9%
|
| |||
8,350 |
AT&T,
Inc. |
147,712 | |||
11,207 |
Frontier
Communications Parent,
Inc.
(a) |
276,028 | |||
27,901 |
Liberty
Latin America Ltd.,
Class
C (a) |
198,655 | |||
19,086 |
Verizon
Communications, Inc. |
808,292 | |||
|
|
1,430,687 | |||
|
Electric
Utilities — 4.5%
|
| |||
3,348 |
ALLETE,
Inc. |
197,900 | |||
8,194 |
Alliant
Energy Corp. |
398,720 | |||
7,087 |
American
Electric Power Co.,
Inc. |
553,778 | |||
2,462 |
Constellation
Energy Corp. |
300,364 | |||
2,966 |
Duke
Energy Corp. |
284,232 | |||
5,880 |
Edison
International |
396,782 |
Shares |
Description |
Value | |||
| |||||
|
Electric
Utilities (Continued)
|
| |||
5,688 |
Entergy
Corp. |
$567,435 | |||
13,784 |
Evergy,
Inc. |
699,814 | |||
6,811 |
Eversource
Energy |
369,292 | |||
16,034 |
Exelon
Corp. |
558,144 | |||
3,822 |
FirstEnergy
Corp. |
140,191 | |||
25,015 |
Hawaiian
Electric Industries, Inc. |
324,445 | |||
1,444 |
IDACORP,
Inc. |
133,686 | |||
6,097 |
OGE
Energy Corp. |
202,664 | |||
3,953 |
Pinnacle
West Capital Corp. |
272,362 | |||
6,552 |
Portland
General Electric Co. |
268,173 | |||
21,240 |
PPL
Corp. |
556,488 | |||
4,105 |
Southern
(The) Co. |
285,380 | |||
9,297 |
Xcel
Energy, Inc. |
556,611 | |||
|
|
7,066,461 | |||
|
Electrical
Equipment — 0.3%
|
| |||
693 |
Acuity
Brands, Inc. |
165,045 | |||
959 |
Encore
Wire Corp. |
216,255 | |||
18,349 |
GrafTech
International Ltd. |
24,404 | |||
894 |
Vicor
Corp. (a) |
33,677 | |||
|
|
439,381 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.6%
|
| |||
2,903 |
Arrow
Electronics, Inc. (a) |
322,669 | |||
7,043 |
Avnet,
Inc. |
319,048 | |||
4,602 |
Corning,
Inc. |
149,519 | |||
2,120 |
Crane
NXT Co. |
123,554 | |||
1,026 |
ePlus,
Inc. (a) |
77,504 | |||
1,768 |
Methode
Electronics, Inc. |
36,704 | |||
1,218 |
PC
Connection, Inc. |
78,573 | |||
372 |
Plexus
Corp. (a) |
35,236 | |||
620 |
Rogers
Corp. (a) |
71,467 | |||
6,909 |
Sanmina
Corp. (a) |
413,296 | |||
1,979 |
TD
SYNNEX Corp. |
197,860 | |||
2,048 |
TE
Connectivity Ltd. |
291,205 | |||
2,542 |
TTM
Technologies, Inc. (a) |
35,359 | |||
14,809 |
Vishay
Intertechnology, Inc. |
321,800 | |||
|
|
2,473,794 | |||
|
Energy
Equipment & Services —
1.2%
|
| |||
12,298 |
Baker
Hughes Co. |
350,493 | |||
9,800 |
Helmerich
& Payne, Inc. |
394,548 | |||
11,290 |
Liberty
Energy, Inc. |
234,719 | |||
10,502 |
NOV,
Inc. |
204,894 | |||
18,962 |
Patterson-UTI
Energy, Inc. |
210,289 | |||
24,438 |
ProPetro
Holding Corp. (a) |
206,746 | |||
28,130 |
RPC,
Inc. |
205,630 | |||
|
|
1,807,319 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Entertainment
— 0.2%
|
| |||
6,030 |
Sphere
Entertainment Co. (a) |
$213,341 | |||
1,552 |
Walt
Disney (The) Co. |
149,070 | |||
|
|
362,411 | |||
|
Financial
Services — 2.5%
|
| |||
2,018 |
Berkshire
Hathaway, Inc.,
Class
B (a) |
774,387 | |||
6,555 |
Corebridge
Financial, Inc. |
158,434 | |||
6,731 |
Essent
Group Ltd. |
371,282 | |||
3,310 |
Global
Payments, Inc. |
440,991 | |||
3,999 |
Jackson
Financial, Inc., Class A |
200,230 | |||
2,831 |
Merchants
Bancorp |
123,828 | |||
18,401 |
MGIC
Investment Corp. |
365,076 | |||
4,361 |
Mr.
Cooper Group, Inc. (a) |
293,757 | |||
6,900 |
NMI
Holdings, Inc., Class A (a) |
220,248 | |||
4,687 |
PayPal
Holdings, Inc. (a) |
287,548 | |||
803 |
PennyMac
Financial Services,
Inc. |
70,038 | |||
12,433 |
Radian
Group, Inc. |
360,308 | |||
738 |
Walker
& Dunlop, Inc. |
71,284 | |||
17,867 |
Western
Union (The) Co. |
224,588 | |||
|
|
3,961,999 | |||
|
Food
Products — 3.2%
|
| |||
9,963 |
Archer-Daniels-Midland
Co. |
553,743 | |||
3,568 |
Cal-Maine
Foods, Inc. |
197,739 | |||
9,724 |
Campbell
Soup Co. |
433,982 | |||
25,106 |
Conagra
Brands, Inc. |
731,840 | |||
5,698 |
Darling
Ingredients, Inc. (a) |
246,723 | |||
7,802 |
Fresh
Del Monte Produce, Inc. |
191,773 | |||
6,453 |
General
Mills, Inc. |
418,864 | |||
13,091 |
Hormel
Foods Corp. |
397,574 | |||
2,506 |
Kellanova |
137,229 | |||
15,565 |
Kraft
Heinz (The) Co. |
577,928 | |||
3,973 |
Mondelez
International, Inc.,
Class
A |
299,048 | |||
2,419 |
Post
Holdings, Inc. (a) |
224,652 | |||
100 |
Seaboard
Corp. |
360,300 | |||
2,908 |
TreeHouse
Foods, Inc. (a) |
122,427 | |||
2,606 |
Tyson
Foods, Inc., Class A |
142,705 | |||
|
|
5,036,527 | |||
|
Gas
Utilities — 1.1%
|
| |||
4,967 |
Atmos
Energy Corp. |
565,940 | |||
7,075 |
National
Fuel Gas Co. |
333,657 | |||
3,185 |
New
Jersey Resources Corp. |
130,043 | |||
5,259 |
Northwest
Natural Holding Co. |
193,847 | |||
4,456 |
ONE
Gas, Inc. |
273,465 | |||
2,628 |
Spire,
Inc. |
149,192 | |||
|
|
1,646,144 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation — 1.4%
|
| |||
681 |
ArcBest
Corp. |
$81,128 | |||
11,489 |
Heartland
Express, Inc. |
148,783 | |||
34,164 |
Hertz
Global Holdings, Inc. (a) |
285,269 | |||
1,441 |
J.B.
Hunt Transport Services,
Inc. |
289,612 | |||
4,926 |
Knight-Swift
Transportation
Holdings,
Inc. |
282,654 | |||
5,746 |
Marten
Transport Ltd. |
106,301 | |||
593 |
Norfolk
Southern Corp. |
139,497 | |||
2,468 |
Ryder
System, Inc. |
280,291 | |||
8,047 |
Schneider
National, Inc., Class B |
197,312 | |||
3,023 |
U-Haul
Holding Co. |
193,079 | |||
3,867 |
Werner
Enterprises, Inc. |
152,940 | |||
|
|
2,156,866 | |||
|
Health
Care Equipment & Supplies
— 1.1%
|
| |||
718 |
Enovis
Corp. (a) |
42,147 | |||
8,852 |
Envista
Holdings Corp. (a) |
208,022 | |||
3,722 |
GE
HealthCare Technologies,
Inc. |
273,046 | |||
1,333 |
Globus
Medical, Inc.,
Class
A (a) |
70,369 | |||
2,135 |
ICU
Medical, Inc. (a) |
195,416 | |||
405 |
Integer
Holdings Corp. (a) |
41,035 | |||
1,630 |
Integra
LifeSciences Holdings
Corp.
(a) |
65,444 | |||
3,494 |
Medtronic
PLC |
305,865 | |||
1,927 |
QuidelOrtho
Corp. (a) |
132,019 | |||
637 |
STERIS
PLC |
139,471 | |||
285 |
Teleflex,
Inc. |
69,206 | |||
1,151 |
Zimmer
Biomet Holdings, Inc. |
144,566 | |||
|
|
1,686,606 | |||
|
Health
Care Providers & Services
— 2.9%
|
| |||
5,513 |
AdaptHealth
Corp. (a) |
39,804 | |||
432 |
Addus
HomeCare Corp. (a) |
37,411 | |||
7,757 |
Centene
Corp. (a) |
584,180 | |||
1,404 |
Cigna
Group (The) |
422,534 | |||
9,113 |
CVS
Health Corp. |
677,734 | |||
677 |
DaVita,
Inc. (a) |
73,224 | |||
610 |
Elevance
Health, Inc. |
300,998 | |||
1,064 |
Encompass
Health Corp. |
75,586 | |||
1,390 |
Fulgent
Genetics, Inc. (a) |
34,180 | |||
938 |
Henry
Schein, Inc. (a) |
70,200 | |||
629 |
Humana,
Inc. |
237,800 | |||
1,266 |
Laboratory
Corp. of America
Holdings |
281,432 | |||
388 |
Molina
Healthcare, Inc. (a) |
138,299 | |||
2,085 |
Owens
& Minor, Inc. (a) |
41,095 | |||
4,238 |
Patterson
Cos., Inc. |
126,547 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Providers &
Services
(Continued)
|
| |||
22,020 |
Pediatrix
Medical Group, Inc. (a) |
$206,107 | |||
9,159 |
Premier,
Inc., Class A |
198,017 | |||
3,049 |
Quest
Diagnostics, Inc. |
391,583 | |||
6,042 |
Select
Medical Holdings Corp. |
157,032 | |||
939 |
Tenet
Healthcare Corp. (a) |
77,693 | |||
267 |
UnitedHealth
Group, Inc. |
136,635 | |||
1,863 |
Universal
Health Services, Inc.,
Class
B |
295,863 | |||
|
|
4,603,954 | |||
|
Health
Care REITs — 0.4%
|
| |||
4,121 |
Healthcare
Realty Trust, Inc. |
66,389 | |||
3,586 |
Healthpeak
Properties, Inc. |
66,341 | |||
2,551 |
LTC
Properties, Inc. |
79,515 | |||
57,835 |
Medical
Properties Trust, Inc. (b) |
179,289 | |||
1,466 |
National
Health Investors, Inc. |
77,962 | |||
2,811 |
Ventas,
Inc. |
130,402 | |||
|
|
599,898 | |||
|
Hotel
& Resort REITs — 0.4%
|
| |||
12,822 |
Apple
Hospitality REIT, Inc. |
205,921 | |||
5,126 |
Pebblebrook
Hotel Trust |
78,018 | |||
17,473 |
RLJ
Lodging Trust |
202,337 | |||
12,029 |
Xenia
Hotels & Resorts, Inc. |
160,347 | |||
|
|
646,623 | |||
|
Hotels,
Restaurants & Leisure —
0.7%
|
| |||
8,966 |
Caesars
Entertainment, Inc. (a) |
393,338 | |||
1,063 |
Cracker
Barrel Old Country
Store,
Inc. |
82,223 | |||
5,129 |
Golden
Entertainment, Inc. |
196,851 | |||
3,345 |
Marriott
Vacations Worldwide
Corp. |
280,612 | |||
8,185 |
Penn
Entertainment, Inc. (a) |
184,572 | |||
|
|
1,137,596 | |||
|
Household
Durables — 3.1%
|
| |||
1,797 |
Century
Communities, Inc. |
155,800 | |||
4,735 |
D.R.
Horton, Inc. |
676,679 | |||
2,239 |
Garmin
Ltd. |
267,538 | |||
678 |
Helen
of Troy Ltd. (a) |
77,631 | |||
5,683 |
KB
Home |
338,650 | |||
5,547 |
La-Z-Boy,
Inc. |
193,091 | |||
5,426 |
Leggett
& Platt, Inc. |
125,937 | |||
4,827 |
Lennar
Corp., Class A |
723,326 | |||
615 |
LGI
Homes, Inc. (a) |
72,576 | |||
5,140 |
M.D.C.
Holdings, Inc. |
321,661 | |||
1,487 |
M/I
Homes, Inc. (a) |
189,473 | |||
2,037 |
Meritage
Homes Corp. |
337,348 | |||
1,912 |
Skyline
Champion Corp. (a) |
130,934 | |||
6,654 |
Taylor
Morrison Home Corp. (a) |
346,940 |
Shares |
Description |
Value | |||
| |||||
|
Household
Durables
(Continued)
|
| |||
3,454 |
Toll
Brothers, Inc. |
$343,155 | |||
5,785 |
Tri
Pointe Homes, Inc. (a) |
199,756 | |||
4,935 |
Worthington
Enterprises, Inc. |
281,492 | |||
|
|
4,781,987 | |||
|
Household
Products — 0.3%
|
| |||
2,737 |
Central
Garden & Pet Co.,
Class
A (a) |
112,983 | |||
1,153 |
Kimberly-Clark
Corp. |
139,478 | |||
2,645 |
Reynolds
Consumer Products,
Inc. |
71,865 | |||
2,567 |
Spectrum
Brands Holdings, Inc. |
201,818 | |||
|
|
526,144 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.2%
|
| |||
1,465 |
Clearway
Energy, Inc., Class C |
35,511 | |||
5,529 |
Vistra
Corp. |
226,855 | |||
|
|
262,366 | |||
|
Industrial
Conglomerates — 0.1%
|
| |||
668 |
Honeywell
International, Inc. |
135,110 | |||
|
Industrial
REITs — 0.1%
|
| |||
1,196 |
Innovative
Industrial Properties,
Inc. |
111,503 | |||
8,258 |
LXP
Industrial Trust |
75,065 | |||
|
|
186,568 | |||
|
Insurance
— 5.4%
|
| |||
5,095 |
Aflac,
Inc. |
429,712 | |||
597 |
American
Financial Group, Inc. |
71,879 | |||
8,496 |
American
International Group,
Inc. |
590,557 | |||
422 |
Assurant,
Inc. |
70,875 | |||
3,795 |
Assured
Guaranty Ltd. |
307,888 | |||
5,129 |
Axis
Capital Holdings Ltd. |
305,278 | |||
1,860 |
Chubb
Ltd. |
455,700 | |||
6,954 |
Cincinnati
Financial Corp. |
770,503 | |||
4,321 |
CNO
Financial Group, Inc. |
117,445 | |||
1,206 |
Enstar
Group Ltd. (a) |
321,869 | |||
2,035 |
Everest
Group Ltd. |
783,414 | |||
1,102 |
First
American Financial Corp. |
66,506 | |||
24,526 |
Genworth
Financial, Inc.,
Class
A (a) |
151,325 | |||
583 |
Globe
Life, Inc. |
71,604 | |||
7,161 |
Hartford
Financial Services
Group
(The), Inc. |
622,721 | |||
2,632 |
Lincoln
National Corp. |
72,248 | |||
8,271 |
Loews
Corp. |
602,625 | |||
507 |
Markel
Group, Inc. (a) |
759,197 | |||
9,659 |
Old
Republic International Corp. |
270,838 | |||
3,659 |
Principal
Financial Group, Inc. |
289,427 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Insurance
(Continued)
|
| |||
878 |
Reinsurance
Group of America,
Inc. |
$152,676 | |||
1,394 |
Stewart
Information Services
Corp. |
85,954 | |||
736 |
Travelers
(The) Cos., Inc. |
155,561 | |||
7,850 |
Unum
Group |
379,469 | |||
4,070 |
W.R.
Berkley Corp. |
333,252 | |||
142 |
White
Mountains Insurance
Group
Ltd. |
223,788 | |||
|
|
8,462,311 | |||
|
Interactive
Media & Services —
0.4%
|
| |||
2,711 |
IAC,
Inc. (a) |
136,119 | |||
7,885 |
Match
Group, Inc. (a) |
302,626 | |||
2,497 |
Shutterstock,
Inc. |
117,284 | |||
1,219 |
Ziff
Davis, Inc. (a) |
82,161 | |||
|
|
638,190 | |||
|
IT
Services — 0.7%
|
| |||
1,184 |
Akamai
Technologies, Inc. (a) |
145,904 | |||
5,565 |
Cognizant
Technology Solutions
Corp.,
Class A |
429,173 | |||
9,313 |
DXC
Technology Co. (a) |
203,023 | |||
472 |
EPAM
Systems, Inc. (a) |
131,268 | |||
857 |
International
Business Machines
Corp. |
157,397 | |||
|
|
1,066,765 | |||
|
Leisure
Products — 0.6%
|
| |||
1,124 |
Acushnet
Holdings Corp. |
71,194 | |||
2,201 |
Brunswick
Corp. |
177,577 | |||
2,988 |
Malibu
Boats, Inc., Class A (a) |
124,749 | |||
2,997 |
Polaris,
Inc. |
269,610 | |||
19,803 |
Topgolf
Callaway Brands
Corp.
(a) |
260,805 | |||
|
|
903,935 | |||
|
Life
Sciences Tools & Services —
0.6%
|
| |||
301 |
Charles
River Laboratories
International,
Inc. (a) |
65,100 | |||
605 |
Danaher
Corp. |
145,145 | |||
5,266 |
Revvity,
Inc. |
564,410 | |||
264 |
Thermo
Fisher Scientific, Inc. |
142,291 | |||
|
|
916,946 | |||
|
Machinery
— 2.5%
|
| |||
2,924 |
AGCO
Corp. |
357,693 | |||
409 |
Albany
International Corp.,
Class
A |
36,364 | |||
2,202 |
Astec
Industries, Inc. |
78,391 | |||
2,511 |
Barnes
Group, Inc. |
83,139 | |||
2,402 |
Cummins,
Inc. |
574,799 | |||
1,871 |
Dover
Corp. |
280,238 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued)
|
| |||
1,722 |
Flowserve
Corp. |
$68,759 | |||
1,903 |
Fortive
Corp. |
148,777 | |||
1,806 |
Helios
Technologies, Inc. |
74,516 | |||
1,484 |
Hillenbrand,
Inc. |
69,110 | |||
3,569 |
John
Bean Technologies Corp. |
352,474 | |||
6,352 |
Kennametal,
Inc. |
155,751 | |||
635 |
Lindsay
Corp. |
82,620 | |||
964 |
Middleby
(The) Corp. (a) |
135,992 | |||
6,023 |
Mueller
Industries, Inc. |
289,104 | |||
1,964 |
Oshkosh
Corp. |
216,236 | |||
1,456 |
Snap-on,
Inc. |
422,138 | |||
2,657 |
Timken
(The) Co. |
217,635 | |||
2,268 |
Westinghouse
Air Brake
Technologies
Corp. |
298,401 | |||
|
|
3,942,137 | |||
|
Marine
Transportation — 0.1%
|
| |||
1,868 |
Matson,
Inc. |
209,272 | |||
|
Media
— 2.4%
|
| |||
255 |
Cable
One, Inc. |
139,977 | |||
1,082 |
Charter
Communications, Inc.,
Class
A (a) |
401,108 | |||
16,409 |
Comcast
Corp., Class A |
763,675 | |||
24,251 |
Fox
Corp., Class A |
783,307 | |||
12,878 |
Interpublic
Group of (The) Cos.,
Inc. |
424,845 | |||
1,812 |
Nexstar
Media Group, Inc. |
322,011 | |||
3,327 |
Omnicom
Group, Inc. |
300,694 | |||
4,800 |
Paramount
Global, Class B |
70,032 | |||
5,433 |
Scholastic
Corp. |
208,845 | |||
23,200 |
TEGNA,
Inc. |
361,688 | |||
|
|
3,776,182 | |||
|
Metals
& Mining — 2.4%
|
| |||
483 |
Alpha
Metallurgical Resources,
Inc. |
192,833 | |||
1,234 |
Arch
Resources, Inc. |
218,369 | |||
10,430 |
Cleveland-Cliffs,
Inc. (a) |
209,121 | |||
7,094 |
Commercial
Metals Co. |
370,449 | |||
1,587 |
Compass
Minerals International,
Inc. |
35,692 | |||
3,292 |
Freeport-McMoRan,
Inc. |
130,659 | |||
564 |
Kaiser
Aluminum Corp. |
36,604 | |||
4,134 |
Nucor
Corp. |
772,769 | |||
2,572 |
Reliance
Steel & Aluminum Co. |
734,100 | |||
4,724 |
Ryerson
Holding Corp. |
162,128 | |||
6,092 |
Steel
Dynamics, Inc. |
735,243 | |||
3,359 |
Warrior
Met Coal, Inc. |
215,547 | |||
|
|
3,813,514 | |||
|
Mortgage
REITs — 0.9%
|
| |||
7,237 |
AGNC
Investment Corp. |
68,607 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Mortgage
REITs (Continued)
|
| |||
3,423 |
Apollo
Commercial Real Estate
Finance,
Inc. |
$38,201 | |||
10,793 |
Arbor
Realty Trust, Inc. (b) |
143,547 | |||
6,675 |
Blackstone
Mortgage Trust, Inc.,
Class
A (b) |
131,764 | |||
41,039 |
Chimera
Investment Corp. |
196,987 | |||
2,948 |
Claros
Mortgage Trust, Inc. |
34,609 | |||
2,974 |
Franklin
BSP Realty Trust, Inc. |
38,127 | |||
3,566 |
MFA
Financial, Inc. |
39,476 | |||
10,959 |
PennyMac
Mortgage Investment
Trust |
157,152 | |||
19,979 |
Ready
Capital Corp. |
187,203 | |||
33,236 |
Rithm
Capital Corp. |
355,625 | |||
3,378 |
Starwood
Property Trust, Inc. |
68,675 | |||
|
|
1,459,973 | |||
|
Multi-Utilities
— 3.4%
|
| |||
7,957 |
Ameren
Corp. |
553,569 | |||
5,730 |
Avista
Corp. |
194,877 | |||
5,264 |
Black
Hills Corp. |
272,465 | |||
14,713 |
CenterPoint
Energy, Inc. |
411,081 | |||
7,238 |
CMS
Energy Corp. |
413,724 | |||
7,909 |
Consolidated
Edison, Inc. |
718,928 | |||
12,247 |
Dominion
Energy, Inc. |
559,933 | |||
3,812 |
DTE
Energy Co. |
401,861 | |||
3,219 |
Northwestern
Energy Group,
Inc. |
154,898 | |||
11,766 |
Public
Service Enterprise Group,
Inc. |
682,310 | |||
7,703 |
Sempra |
551,227 | |||
4,994 |
WEC
Energy Group, Inc. |
403,315 | |||
|
|
5,318,188 | |||
|
Office
REITs — 0.9%
|
| |||
2,271 |
Alexandria
Real Estate Equities,
Inc. |
274,564 | |||
8,747 |
Cousins
Properties, Inc. |
200,394 | |||
8,314 |
Douglas
Emmett, Inc. |
112,655 | |||
6,094 |
Easterly
Government Properties,
Inc. |
74,834 | |||
6,279 |
Equity
Commonwealth |
119,992 | |||
8,919 |
Highwoods
Properties, Inc. |
204,869 | |||
4,816 |
JBG
SMITH Properties |
77,056 | |||
7,128 |
Kilroy
Realty Corp. |
254,897 | |||
23,318 |
Paramount
Group, Inc. |
110,761 | |||
|
|
1,430,022 | |||
|
Oil,
Gas & Consumable Fuels —
8.1%
|
| |||
15,651 |
Antero
Resources Corp. (a) |
349,643 | |||
6,492 |
California
Resources Corp. |
309,539 | |||
6,321 |
Callon
Petroleum Co. (a) |
203,031 | |||
4,613 |
Chesapeake
Energy Corp. |
355,708 |
Shares |
Description |
Value | |||
| |||||
|
Oil,
Gas & Consumable Fuels
(Continued)
|
| |||
2,135 |
Chord
Energy Corp. |
$328,278 | |||
10,239 |
CNX
Resources Corp. (a) |
206,828 | |||
40,109 |
Comstock
Resources, Inc. |
313,251 | |||
11,715 |
CVR
Energy, Inc. |
395,147 | |||
4,673 |
Delek
US Holdings, Inc. |
126,311 | |||
4,640 |
Diamondback
Energy, Inc. |
713,354 | |||
5,182 |
DT
Midstream, Inc. |
278,222 | |||
18,611 |
EQT
Corp. |
658,829 | |||
7,196 |
Exxon
Mobil Corp. |
739,821 | |||
1,538 |
Gulfport
Energy Corp. (a) |
195,172 | |||
6,388 |
HF
Sinclair Corp. |
360,858 | |||
32,631 |
Kinder
Morgan, Inc. |
552,117 | |||
29,782 |
Marathon
Oil Corp. |
680,519 | |||
4,850 |
Marathon
Petroleum Corp. |
803,160 | |||
8,321 |
Murphy
Oil Corp. |
322,023 | |||
12,050 |
Occidental
Petroleum Corp. |
693,719 | |||
8,082 |
Ovintiv,
Inc. |
342,838 | |||
5,631 |
Par
Pacific Holdings, Inc. (a) |
206,038 | |||
8,075 |
PBF
Energy, Inc., Class A |
407,868 | |||
8,421 |
Peabody
Energy Corp. |
224,841 | |||
5,404 |
Phillips
66 |
779,851 | |||
11,661 |
Range
Resources Corp. |
338,635 | |||
9,167 |
SM
Energy Co. |
339,912 | |||
54,193 |
Southwestern
Energy Co. (a) |
349,545 | |||
14,391 |
Talos
Energy, Inc. (a) |
186,651 | |||
5,535 |
Valero
Energy Corp. |
768,811 | |||
8,990 |
World
Kinect Corp. |
202,904 | |||
|
|
12,733,424 | |||
|
Paper
& Forest Products — 0.1%
|
| |||
3,336 |
Sylvamo
Corp. |
154,891 | |||
|
Passenger
Airlines — 0.6%
|
| |||
29,519 |
JetBlue
Airways Corp. (a) |
156,746 | |||
2,310 |
SkyWest,
Inc. (a) |
123,030 | |||
14,555 |
Southwest
Airlines Co. |
435,049 | |||
13,018 |
Sun
Country Airlines Holdings,
Inc.
(a) |
177,175 | |||
|
|
892,000 | |||
|
Personal
Care Products — 0.4%
|
| |||
4,473 |
Edgewell
Personal Care Co. |
165,725 | |||
7,900 |
Herbalife
Ltd. (a) |
95,195 | |||
2,438 |
Medifast,
Inc. |
133,237 | |||
10,545 |
Nu
Skin Enterprises, Inc.,
Class
A |
195,715 | |||
2,249 |
USANA
Health Sciences,
Inc.
(a) |
105,298 | |||
|
|
695,170 | |||
|
Pharmaceuticals
— 1.3%
|
| |||
11,218 |
Bristol-Myers
Squibb Co. |
548,224 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Pharmaceuticals
(Continued)
|
| |||
894 |
Johnson
& Johnson |
$142,057 | |||
562 |
Ligand
Pharmaceuticals, Inc. (a) |
41,082 | |||
14,770 |
Organon
& Co. |
245,920 | |||
4,412 |
Perrigo
Co. PLC |
141,537 | |||
19,993 |
Pfizer,
Inc. |
541,410 | |||
1,388 |
Supernus
Pharmaceuticals,
Inc.
(a) |
38,420 | |||
32,776 |
Viatris,
Inc. |
385,774 | |||
|
|
2,084,424 | |||
|
Professional
Services — 1.2%
|
| |||
1,476 |
ASGN,
Inc. (a) |
137,002 | |||
438 |
CACI
International, Inc.,
Class
A (a) |
150,554 | |||
1,446 |
Concentrix
Corp. |
128,506 | |||
756 |
CSG
Systems International, Inc. |
38,035 | |||
6,068 |
Dun
& Bradstreet Holdings, Inc. |
70,328 | |||
4,090 |
Genpact
Ltd. |
146,831 | |||
300 |
ICF
International, Inc. |
41,712 | |||
2,217 |
Jacobs
Solutions, Inc. |
298,785 | |||
595 |
Kforce,
Inc. |
40,668 | |||
677 |
Korn
Ferry |
39,720 | |||
893 |
ManpowerGroup,
Inc. |
66,207 | |||
361 |
NV5
Global, Inc. (a) |
37,865 | |||
807 |
Robert
Half, Inc. |
64,189 | |||
1,142 |
Science
Applications
International
Corp. |
145,788 | |||
4,710 |
SS&C
Technologies Holdings,
Inc. |
287,404 | |||
596 |
TriNet
Group, Inc. (a) |
67,765 | |||
5,563 |
TTEC
Holdings, Inc. |
113,374 | |||
|
|
1,874,733 | |||
|
Real
Estate Management & Development
— 0.1%
|
| |||
4,954 |
Forestar
Group, Inc. (a) |
154,862 | |||
376 |
Jones
Lang LaSalle, Inc. (a) |
66,575 | |||
|
|
221,437 | |||
|
Residential
REITs — 0.2%
|
| |||
4,706 |
Equity
Residential |
283,254 | |||
|
Retail
REITs — 0.2%
|
| |||
4,821 |
Acadia
Realty Trust |
82,246 | |||
1,586 |
InvenTrust
Properties Corp. |
39,380 | |||
6,663 |
Kimco
Realty Corp. |
134,593 | |||
|
|
256,219 | |||
|
Semiconductors
&
Semiconductor
Equipment —
0.9%
|
| |||
6,402 |
Amkor
Technology, Inc. |
202,687 | |||
853 |
Cirrus
Logic, Inc. (a) |
65,852 | |||
2,315 |
Cohu,
Inc. (a) |
73,756 |
Shares |
Description |
Value | |||
| |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued)
|
| |||
3,843 |
Photronics,
Inc. (a) |
$112,293 | |||
1,989 |
QUALCOMM,
Inc. |
295,386 | |||
5,120 |
Skyworks
Solutions, Inc. |
534,835 | |||
1,292 |
Teradyne,
Inc. |
124,794 | |||
|
|
1,409,603 | |||
|
Software
— 0.2%
|
| |||
1,313 |
ACI
Worldwide, Inc. (a) |
39,482 | |||
13,223 |
Adeia,
Inc. |
160,527 | |||
322 |
Aspen
Technology, Inc. (a) |
61,821 | |||
8,396 |
NCR
Voyix Corp. (a) |
123,421 | |||
|
|
385,251 | |||
|
Specialized
REITs — 0.2%
|
| |||
1,042 |
Digital
Realty Trust, Inc. |
146,359 | |||
4,030 |
Weyerhaeuser
Co. |
132,063 | |||
|
|
278,422 | |||
|
Specialty
Retail — 3.1%
|
| |||
456 |
Abercrombie
& Fitch Co.,
Class
A (a) |
46,466 | |||
4,303 |
Academy
Sports & Outdoors,
Inc. |
269,927 | |||
3,490 |
Advance
Auto Parts, Inc. |
233,306 | |||
5,697 |
American
Eagle Outfitters, Inc. |
112,915 | |||
1,578 |
Asbury
Automotive Group,
Inc.
(a) |
329,897 | |||
1,891 |
AutoNation,
Inc. (a) |
264,097 | |||
3,290 |
Bath
& Body Works, Inc. |
140,351 | |||
5,370 |
Best
Buy Co., Inc. |
389,271 | |||
1,724 |
Buckle
(The), Inc. |
64,116 | |||
1,825 |
CarMax,
Inc. (a) |
129,903 | |||
966 |
Dick’s
Sporting Goods, Inc. |
144,002 | |||
3,870 |
Foot
Locker, Inc. |
108,979 | |||
1,165 |
Group
1 Automotive, Inc. |
302,970 | |||
7,105 |
Guess?,
Inc. |
158,726 | |||
404 |
Home
Depot (The), Inc. |
142,596 | |||
862 |
Lithia
Motors, Inc. |
254,161 | |||
1,293 |
Lowe’s
Cos., Inc. |
275,202 | |||
4,109 |
Monro,
Inc. |
130,913 | |||
398 |
Murphy
USA, Inc. |
140,303 | |||
2,910 |
ODP
(The) Corp. (a) |
148,817 | |||
1,327 |
Penske
Automotive Group, Inc. |
196,887 | |||
12,336 |
Sally
Beauty Holdings, Inc. (a) |
151,980 | |||
1,986 |
Signet
Jewelers Ltd. |
197,567 | |||
5,738 |
Urban
Outfitters, Inc. (a) |
218,044 | |||
3,087 |
Victoria’s
Secret & Co. (a) |
80,416 | |||
704 |
Williams-Sonoma,
Inc. |
136,147 | |||
|
|
4,767,959 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.8%
|
| |||
42,374 |
Hewlett
Packard Enterprise Co. |
647,898 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Technology
Hardware, Storage
&
Peripherals (Continued)
|
| |||
13,970 |
HP,
Inc. |
$401,079 | |||
11,173 |
Xerox
Holdings Corp. |
206,254 | |||
|
|
1,255,231 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.0%
|
| |||
1,094 |
Carter’s,
Inc. |
82,750 | |||
2,678 |
Columbia
Sportswear Co. |
212,258 | |||
1,312 |
Kontoor
Brands, Inc. |
76,910 | |||
2,430 |
Levi
Strauss & Co., Class A |
39,560 | |||
1,291 |
NIKE,
Inc., Class B |
131,075 | |||
1,638 |
Oxford
Industries, Inc. |
155,495 | |||
2,325 |
PVH
Corp. |
279,605 | |||
2,277 |
Skechers
U.S.A., Inc.,
Class
A (a) |
142,176 | |||
5,786 |
Tapestry,
Inc. |
224,439 | |||
23,298 |
Under
Armour, Inc., Class A (a) |
177,531 | |||
|
|
1,521,799 | |||
|
Tobacco
— 0.1%
|
| |||
2,434 |
Universal
Corp. |
141,050 | |||
|
Trading
Companies & Distributors
— 0.9%
|
| |||
8,464 |
Air
Lease Corp. |
353,880 | |||
1,631 |
Beacon
Roofing Supply, Inc. (a) |
135,193 | |||
2,195 |
Boise
Cascade Co. |
297,335 | |||
18,091 |
DNOW,
Inc. (a) |
182,538 | |||
5,645 |
Rush
Enterprises, Inc., Class A |
253,517 | |||
1,225 |
WESCO
International, Inc. |
212,562 | |||
|
|
1,435,025 | |||
|
Water
Utilities — 0.0%
|
| |||
1,901 |
Essential
Utilities, Inc. |
68,170 | |||
|
Wireless
Telecommunication Services
— 0.3%
|
| |||
2,622 |
T-Mobile
US, Inc. |
422,745 | |||
|
Total
Common Stocks |
156,250,342 | |||
|
(Cost
$150,236,332) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
32,428 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
32,428 | |||
136,960 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(c) |
136,960 | |||
|
Total
Money Market Funds |
169,388 | |||
|
(Cost
$169,388) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.3% | |||||
$369,380 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$369,434.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $382,160. (d) |
$369,380 | |||
|
(Cost
$369,380) |
| |||
| |||||
| |||||
|
Total
Investments — 100.3% |
156,789,110 | |||
|
(Cost
$150,775,100) |
| |||
|
Net
Other Assets and
Liabilities
— (0.3)% |
(409,429
) | |||
|
Net
Assets — 100.0% |
$156,379,681 |
(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 $375,155 and the total value of the collateral
held
by the Fund is $401,808. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 156,250,342 |
$ 156,250,342 |
$ — |
$ — |
Money
Market
Funds |
169,388 |
169,388 |
— |
— |
Repurchase
Agreements |
369,380 |
— |
369,380 |
— |
Total
Investments |
$156,789,110 |
$156,419,730 |
$369,380 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$375,155 |
Non-cash
Collateral(2)
|
(375,155
) |
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
January 31, 2024, 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)
|
$369,380 |
Non-cash
Collateral(4)
|
(369,380
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 — 2.9%
|
| |||
2,862 |
AAR
Corp. (a) |
$174,067 | |||
1,417 |
AeroVironment,
Inc. (a) |
170,947 | |||
3,036 |
Axon
Enterprise, Inc. (a) |
756,146 | |||
3,009 |
Boeing
(The) Co. (a) |
635,019 | |||
2,017 |
BWX
Technologies, Inc. |
164,345 | |||
1,389 |
Curtiss-Wright
Corp. |
309,150 | |||
1,754 |
HEICO
Corp. |
315,001 | |||
2,099 |
Hexcel
Corp. |
139,353 | |||
11,594 |
Howmet
Aerospace, Inc. |
652,278 | |||
1,542 |
Moog,
Inc., Class A |
215,571 | |||
41,982 |
Rocket
Lab USA, Inc. (a) |
203,613 | |||
7,024 |
Spirit
AeroSystems Holdings,
Inc.,
Class A (a) |
192,879 | |||
620 |
TransDigm
Group, Inc. |
677,461 | |||
2,830 |
V2X,
Inc. (a) |
110,059 | |||
17,879 |
Virgin
Galactic Holdings,
Inc.
(a) |
31,825 | |||
2,274 |
Woodward,
Inc. |
313,289 | |||
|
|
5,061,003 | |||
|
Air
Freight & Logistics — 0.1%
|
| |||
3,796 |
GXO
Logistics, Inc. (a) |
206,426 | |||
|
Automobile
Components — 0.3%
|
| |||
18,468 |
Garrett
Motion, Inc. (a) |
158,640 | |||
3,739 |
Modine
Manufacturing Co. (a) |
258,327 | |||
620 |
Visteon
Corp. (a) |
71,480 | |||
|
|
488,447 | |||
|
Automobiles
— 0.1%
|
| |||
1,263 |
Tesla,
Inc. (a) |
236,547 | |||
|
Banks
— 0.8%
|
| |||
1,350 |
BancFirst
Corp. |
119,489 | |||
4,631 |
Bancorp
(The), Inc. (a) |
202,097 | |||
1,620 |
City
Holding Co. |
165,580 | |||
553 |
First
Citizens BancShares, Inc.,
Class
A |
835,030 | |||
|
|
1,322,196 | |||
|
Beverages
— 0.5%
|
| |||
4,258 |
Celsius
Holdings, Inc. (a) |
212,474 | |||
417 |
Coca-Cola
Consolidated, Inc. |
359,200 | |||
445 |
MGP
Ingredients, Inc. |
37,803 | |||
2,651 |
Monster
Beverage Corp. (a) |
145,858 | |||
3,481 |
Vita
Coco (The) Co., Inc. (a) |
68,541 | |||
|
|
823,876 | |||
|
Biotechnology
— 3.3%
|
| |||
12,358 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
320,196 | |||
8,369 |
Alkermes
PLC (a) |
226,381 | |||
1,089 |
Amgen,
Inc. |
342,229 |
Shares |
Description |
Value | |||
| |||||
|
Biotechnology
(Continued)
|
| |||
10,907 |
Amicus
Therapeutics, Inc. (a) |
$135,574 | |||
1,492 |
Apellis
Pharmaceuticals, Inc. (a) |
94,429 | |||
2,517 |
Blueprint
Medicines Corp. (a) |
200,177 | |||
7,668 |
Bridgebio
Pharma, Inc. (a) |
262,936 | |||
10,624 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
152,986 | |||
3,314 |
Celldex
Therapeutics, Inc. (a) |
116,719 | |||
2,139 |
Cytokinetics,
Inc. (a) |
167,120 | |||
3,133 |
Dynavax
Technologies Corp. (a) |
40,478 | |||
4,241 |
Exact
Sciences Corp. (a) |
277,361 | |||
12,903 |
Exelixis,
Inc. (a) |
280,769 | |||
2,094 |
Halozyme
Therapeutics, Inc. (a) |
70,882 | |||
3,693 |
Ideaya
Biosciences, Inc. (a) |
160,756 | |||
4,241 |
Insmed,
Inc. (a) |
117,900 | |||
1,530 |
Ionis
Pharmaceuticals, Inc. (a) |
78,627 | |||
3,829 |
Ironwood
Pharmaceuticals,
Inc.
(a) |
54,334 | |||
3,507 |
Kymera
Therapeutics, Inc. (a) |
114,959 | |||
12,034 |
MannKind
Corp. (a) |
40,194 | |||
3,247 |
Merus
N.V. (a) |
115,853 | |||
6,866 |
Myriad
Genetics, Inc. (a) |
146,864 | |||
4,942 |
Natera,
Inc. (a) |
325,875 | |||
2,349 |
Neurocrine
Biosciences, Inc. (a) |
328,320 | |||
1,910 |
Protagonist
Therapeutics, Inc. (a) |
47,769 | |||
1,589 |
PTC
Therapeutics, Inc. (a) |
41,457 | |||
18,112 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) |
170,434 | |||
8,110 |
Relay
Therapeutics, Inc. (a) |
75,017 | |||
13,782 |
Roivant
Sciences Ltd. (a) |
137,820 | |||
2,027 |
Syndax
Pharmaceuticals, Inc. (a) |
41,533 | |||
7,694 |
TG
Therapeutics, Inc. (a) |
124,951 | |||
6,056 |
Twist
Bioscience Corp. (a) |
196,214 | |||
1,867 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
82,353 | |||
4,777 |
Veracyte,
Inc. (a) |
119,521 | |||
2,508 |
Vericel
Corp. (a) |
107,794 | |||
1,126 |
Vertex
Pharmaceuticals, Inc. (a) |
487,986 | |||
|
|
5,804,768 | |||
|
Broadline
Retail — 0.2%
|
| |||
9,434 |
Coupang,
Inc. (a) |
132,076 | |||
1,910 |
Etsy,
Inc. (a) |
127,130 | |||
|
|
259,206 | |||
|
Building
Products — 3.7%
|
| |||
2,816 |
A.O.
Smith Corp. |
218,550 | |||
5,238 |
AAON,
Inc. |
367,498 | |||
2,201 |
Advanced
Drainage Systems,
Inc. |
287,054 | |||
2,443 |
Allegion
PLC |
302,663 | |||
8,093 |
AZEK
(The) Co., Inc. (a) |
312,066 | |||
4,698 |
Builders
FirstSource, Inc. (a) |
816,184 | |||
861 |
CSW
Industrials, Inc. |
182,162 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Building
Products (Continued)
|
| |||
2,827 |
Gibraltar
Industries, Inc. (a) |
$228,761 | |||
3,662 |
Griffon
Corp. |
213,348 | |||
3,221 |
Hayward
Holdings, Inc. (a) |
40,327 | |||
17,106 |
Janus
International Group,
Inc.
(a) |
242,050 | |||
1,753 |
Lennox
International, Inc. |
750,564 | |||
9,368 |
Masco
Corp. |
630,373 | |||
2,088 |
Owens
Corning |
316,395 | |||
1,954 |
Simpson
Manufacturing Co., Inc. |
353,654 | |||
3,216 |
Trane
Technologies PLC |
810,593 | |||
3,739 |
Trex
Co., Inc. (a) |
304,654 | |||
|
|
6,376,896 | |||
|
Capital
Markets — 3.5%
|
| |||
1,652 |
Ameriprise
Financial, Inc. |
639,043 | |||
3,853 |
Ares
Management Corp.,
Class
A |
468,063 | |||
4,388 |
AssetMark
Financial Holdings,
Inc.
(a) |
134,580 | |||
15,069 |
Bank
of New York Mellon (The)
Corp. |
835,727 | |||
2,566 |
Cboe
Global Markets, Inc. |
471,759 | |||
725 |
CME
Group, Inc. |
149,234 | |||
1,179 |
Cohen
& Steers, Inc. |
83,025 | |||
658 |
FactSet
Research Systems, Inc. |
313,155 | |||
1,158 |
Hamilton
Lane, Inc., Class A |
134,259 | |||
1,867 |
Interactive
Brokers Group, Inc.,
Class
A |
165,696 | |||
1,378 |
LPL
Financial Holdings, Inc. |
329,604 | |||
264 |
MarketAxess
Holdings, Inc. |
59,535 | |||
803 |
Moody’s
Corp. |
314,808 | |||
555 |
MSCI,
Inc. |
332,234 | |||
9,295 |
Northern
Trust Corp. |
740,254 | |||
30,372 |
Robinhood
Markets, Inc.,
Class
A (a) |
326,195 | |||
1,040 |
S&P
Global, Inc. |
466,284 | |||
1,703 |
Tradeweb
Markets, Inc., Class A |
162,449 | |||
|
|
6,125,904 | |||
|
Chemicals
— 1.1%
|
| |||
1,057 |
Albemarle
Corp. |
121,280 | |||
1,041 |
Balchem
Corp. |
145,907 | |||
2,310 |
Ecolab,
Inc. |
457,888 | |||
372 |
Linde
PLC |
150,597 | |||
709 |
NewMarket
Corp. |
395,487 | |||
2,012 |
Sherwin-Williams
(The) Co. |
612,413 | |||
|
|
1,883,572 | |||
|
Commercial
Services & Supplies
— 2.1%
|
| |||
2,891 |
ACV
Auctions, Inc., Class A (a) |
37,496 | |||
2,538 |
Brink’s
(The) Co. |
205,172 | |||
2,789 |
Cimpress
PLC (a) |
209,789 |
Shares |
Description |
Value | |||
| |||||
|
Commercial
Services &
Supplies
(Continued)
|
| |||
1,041 |
Cintas
Corp. |
$629,357 | |||
1,330 |
Clean
Harbors, Inc. (a) |
223,387 | |||
9,351 |
Copart,
Inc. (a) |
449,222 | |||
10,854 |
Driven
Brands Holdings, Inc. (a) |
142,296 | |||
2,436 |
Matthews
International Corp.,
Class
A |
80,144 | |||
1,363 |
Montrose
Environmental Group,
Inc.
(a) |
39,813 | |||
3,805 |
Republic
Services, Inc. |
651,112 | |||
10,493 |
Rollins,
Inc. |
454,452 | |||
1,391 |
Tetra
Tech, Inc. |
220,028 | |||
1,752 |
Waste
Management, Inc. |
325,224 | |||
|
|
3,667,492 | |||
|
Communications
Equipment —
1.0%
|
| |||
3,330 |
Arista
Networks, Inc. (a) |
861,404 | |||
3,023 |
Cisco
Systems, Inc. |
151,694 | |||
2,483 |
Extreme
Networks, Inc. (a) |
33,545 | |||
6,848 |
Harmonic,
Inc. (a) |
80,122 | |||
2,625 |
Juniper
Networks, Inc. |
97,020 | |||
1,463 |
Motorola
Solutions, Inc. |
467,429 | |||
|
|
1,691,214 | |||
|
Construction
& Engineering —
2.1%
|
| |||
2,512 |
AECOM |
221,533 | |||
11,183 |
API
Group Corp. (a) |
352,488 | |||
3,746 |
Arcosa,
Inc. |
293,237 | |||
1,881 |
Comfort
Systems USA, Inc. |
409,061 | |||
5,129 |
Construction
Partners, Inc.,
Class
A (a) |
233,370 | |||
1,552 |
Dycom
Industries, Inc. (a) |
173,358 | |||
1,437 |
EMCOR
Group, Inc. |
327,794 | |||
2,818 |
IES
Holdings, Inc. (a) |
230,963 | |||
2,044 |
MasTec,
Inc. (a) |
134,229 | |||
1,543 |
MYR
Group, Inc. (a) |
221,961 | |||
3,635 |
Quanta
Services, Inc. |
705,372 | |||
2,539 |
Sterling
Infrastructure, Inc. (a) |
190,679 | |||
1,739 |
WillScot
Mobile Mini Holdings
Corp.
(a) |
82,255 | |||
|
|
3,576,300 | |||
|
Construction
Materials — 0.9%
|
| |||
1,526 |
Eagle
Materials, Inc. |
345,303 | |||
1,258 |
Martin
Marietta Materials, Inc. |
639,593 | |||
775 |
United
States Lime & Minerals,
Inc. |
200,469 | |||
1,382 |
Vulcan
Materials Co. |
312,346 | |||
|
|
1,497,711 | |||
|
Consumer
Finance — 0.5%
|
| |||
2,856 |
FirstCash
Holdings, Inc. |
327,783 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Consumer
Finance
(Continued)
|
| |||
38,888 |
SoFi
Technologies, Inc. (a) |
$304,493 | |||
7,576 |
Upstart
Holdings, Inc. (a) (b) |
240,614 | |||
|
|
872,890 | |||
|
Consumer
Staples Distribution &
Retail — 0.3%
|
| |||
6,068 |
Chefs’
Warehouse (The), Inc. (a) |
193,084 | |||
4,476 |
Performance
Food Group Co. (a) |
325,315 | |||
|
|
518,399 | |||
|
Containers
& Packaging — 0.1%
|
| |||
9,418 |
Graphic
Packaging Holding Co. |
240,253 | |||
|
Diversified
Consumer Services —
0.9%
|
| |||
3,285 |
Bright
Horizons Family
Solutions,
Inc. (a) |
322,751 | |||
9,220 |
Coursera,
Inc. (a) |
176,471 | |||
1,706 |
Duolingo,
Inc. (a) |
305,186 | |||
5,071 |
Frontdoor,
Inc. (a) |
166,126 | |||
995 |
Grand
Canyon Education,
Inc.
(a) |
129,937 | |||
13,026 |
Laureate
Education, Inc. |
164,388 | |||
10,335 |
Mister
Car Wash, Inc. (a) |
85,781 | |||
15,155 |
Udemy,
Inc. (a) |
205,956 | |||
|
|
1,556,596 | |||
|
Diversified
REITs — 0.2%
|
| |||
18,430 |
Empire
State Realty Trust, Inc.,
Class
A |
175,454 | |||
6,055 |
Essential
Properties Realty Trust,
Inc. |
150,830 | |||
|
|
326,284 | |||
|
Diversified
Telecommunication Services
— 0.2%
|
| |||
2,348 |
Cogent
Communications
Holdings,
Inc. |
181,266 | |||
115,068 |
Globalstar,
Inc. (a) |
182,958 | |||
|
|
364,224 | |||
|
Electric
Utilities — 0.5%
|
| |||
606 |
MGE
Energy, Inc. |
39,081 | |||
7,484 |
NRG
Energy, Inc. |
396,951 | |||
1,051 |
Otter
Tail Corp. |
95,032 | |||
17,401 |
PG&E
Corp. |
293,555 | |||
|
|
824,619 | |||
|
Electrical
Equipment — 1.3%
|
| |||
926 |
AMETEK,
Inc. |
150,058 | |||
2,607 |
Array
Technologies, Inc. (a) |
34,517 | |||
967 |
Atkore,
Inc. (a) |
147,496 | |||
6,033 |
Bloom
Energy Corp., Class A (a) |
68,294 | |||
2,606 |
Eaton
Corp. PLC |
641,284 |
Shares |
Description |
Value | |||
| |||||
|
Electrical
Equipment
(Continued)
|
| |||
1,533 |
EnerSys |
$146,509 | |||
5,510 |
Fluence
Energy, Inc. (a) |
109,484 | |||
954 |
Hubbell,
Inc. |
320,134 | |||
1,010 |
Rockwell
Automation, Inc. |
255,813 | |||
8,056 |
Vertiv
Holdings Co., Class A |
453,794 | |||
|
|
2,327,383 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.9%
|
| |||
710 |
Advanced
Energy Industries,
Inc. |
73,968 | |||
4,622 |
Amphenol
Corp., Class A |
467,284 | |||
1,504 |
Badger
Meter, Inc. |
216,561 | |||
1,002 |
CTS
Corp. |
41,142 | |||
2,184 |
Insight
Enterprises, Inc. (a) |
403,472 | |||
5,124 |
Itron,
Inc. (a) |
369,645 | |||
4,925 |
Jabil,
Inc. |
617,053 | |||
960 |
Keysight
Technologies, Inc. (a) |
147,130 | |||
289 |
Littelfuse,
Inc. |
69,909 | |||
21,779 |
Mirion
Technologies, Inc. (a) |
205,812 | |||
2,607 |
Napco
Security Technologies,
Inc. |
90,593 | |||
1,384 |
OSI
Systems, Inc. (a) |
177,193 | |||
342 |
Teledyne
Technologies, Inc. (a) |
143,117 | |||
8,959 |
Vontier
Corp. |
309,892 | |||
|
|
3,332,771 | |||
|
Energy
Equipment & Services —
1.2%
|
| |||
14,496 |
Archrock,
Inc. |
236,865 | |||
1,967 |
Cactus,
Inc., Class A |
83,479 | |||
6,869 |
Diamond
Offshore Drilling,
Inc.
(a) |
83,802 | |||
5,609 |
Expro
Group Holdings N.V. (a) |
98,718 | |||
8,679 |
Halliburton
Co. |
309,406 | |||
21,715 |
Helix
Energy Solutions Group,
Inc.
(a) |
204,121 | |||
537 |
Nabors
Industries Ltd. (a) |
45,419 | |||
6,175 |
Oceaneering
International,
Inc.
(a) |
128,317 | |||
6,029 |
Schlumberger
N.V. |
293,612 | |||
2,477 |
Tidewater,
Inc. (a) |
166,430 | |||
2,257 |
Valaris
Ltd. (a) |
139,641 | |||
3,955 |
Weatherford
International
PLC (a) |
354,170 | |||
|
|
2,143,980 | |||
|
Entertainment
— 2.2%
|
| |||
9,327 |
Cinemark
Holdings, Inc. (a) |
128,992 | |||
1,116 |
Electronic
Arts, Inc. |
153,539 | |||
3,261 |
Endeavor
Group Holdings, Inc.,
Class
A |
80,710 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Entertainment
(Continued)
|
| |||
6,704 |
Live
Nation Entertainment,
Inc.
(a) |
$595,650 | |||
1,289 |
Netflix,
Inc. (a) |
727,138 | |||
13,724 |
ROBLOX
Corp., Class A (a) |
532,629 | |||
4,221 |
Roku,
Inc. (a) |
371,701 | |||
3,899 |
Take-Two
Interactive Software,
Inc.
(a) |
643,062 | |||
40,265 |
Warner
Bros Discovery, Inc. (a) |
403,455 | |||
6,487 |
Warner
Music Group Corp.,
Class
A |
236,711 | |||
|
|
3,873,587 | |||
|
Financial
Services — 2.7%
|
| |||
7,874 |
Affirm
Holdings, Inc. (a) |
318,976 | |||
8,417 |
Apollo
Global Management, Inc. |
845,067 | |||
14,414 |
AvidXchange
Holdings, Inc. (a) |
157,977 | |||
6,972 |
Equitable
Holdings, Inc. |
227,915 | |||
2,288 |
Euronet
Worldwide, Inc. (a) |
227,999 | |||
2,181 |
EVERTEC,
Inc. |
87,589 | |||
1,167 |
Federal
Agricultural Mortgage
Corp.,
Class C |
217,400 | |||
4,723 |
Fiserv,
Inc. (a) |
670,052 | |||
2,220 |
FleetCor
Technologies, Inc. (a) |
643,645 | |||
358 |
Mastercard,
Inc., Class A |
160,824 | |||
17,139 |
Payoneer
Global, Inc. (a) |
80,211 | |||
6,767 |
Remitly
Global, Inc. (a) |
115,986 | |||
5,205 |
Shift4
Payments, Inc.,
Class
A (a) |
373,771 | |||
4,238 |
Toast,
Inc., Class A (a) |
75,309 | |||
1,205 |
Visa,
Inc., Class A |
329,278 | |||
796 |
WEX,
Inc. (a) |
162,695 | |||
|
|
4,694,694 | |||
|
Food
Products — 0.9%
|
| |||
4,460 |
Freshpet,
Inc. (a) |
384,006 | |||
2,139 |
Ingredion,
Inc. |
230,092 | |||
534 |
J
& J Snack Foods Corp. |
85,029 | |||
4,239 |
Lamb
Weston Holdings, Inc. |
434,243 | |||
3,909 |
Simply
Good Foods (The)
Co.
(a) |
147,760 | |||
2,686 |
Tootsie
Roll Industries, Inc. |
87,537 | |||
8,092 |
Utz
Brands, Inc. |
143,229 | |||
|
|
1,511,896 | |||
|
Gas
Utilities — 0.0%
|
| |||
415 |
Chesapeake
Utilities Corp. |
42,031 | |||
|
Ground
Transportation — 1.3%
|
| |||
873 |
Avis
Budget Group, Inc. |
142,919 | |||
4,405 |
CSX
Corp. |
157,259 | |||
799 |
Landstar
System, Inc. |
153,184 | |||
25,813 |
Lyft,
Inc., Class A (a) |
322,404 | |||
530 |
Saia,
Inc. (a) |
238,807 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation
(Continued)
|
| |||
12,739 |
Uber
Technologies, Inc. (a) |
$831,475 | |||
1,866 |
Union
Pacific Corp. |
455,173 | |||
|
|
2,301,221 | |||
|
Health
Care Equipment & Supplies
— 2.0%
|
| |||
5,910 |
Alphatec
Holdings, Inc. (a) |
95,092 | |||
2,112 |
Axonics,
Inc. (a) |
143,363 | |||
5,427 |
Boston
Scientific Corp. (a) |
343,312 | |||
707 |
CONMED
Corp. |
67,589 | |||
2,528 |
Dexcom,
Inc. (a) |
306,773 | |||
4,717 |
Embecta
Corp. |
80,849 | |||
1,947 |
Glaukos
Corp. (a) |
173,341 | |||
905 |
Haemonetics
Corp. (a) |
69,196 | |||
826 |
IDEXX
Laboratories, Inc. (a) |
425,456 | |||
1,375 |
Inari
Medical, Inc. (a) |
78,306 | |||
704 |
Insulet
Corp. (a) |
134,372 | |||
453 |
Intuitive
Surgical, Inc. (a) |
171,334 | |||
834 |
iRhythm
Technologies, Inc. (a) |
99,896 | |||
1,248 |
Lantheus
Holdings, Inc. (a) |
64,809 | |||
772 |
LeMaitre
Vascular, Inc. |
44,807 | |||
1,321 |
Masimo
Corp. (a) |
170,330 | |||
1,019 |
Merit
Medical Systems, Inc. (a) |
79,788 | |||
3,136 |
PROCEPT
BioRobotics
Corp.
(a) |
145,197 | |||
5,537 |
RxSight,
Inc. (a) |
251,989 | |||
510 |
Stryker
Corp. |
171,095 | |||
2,263 |
TransMedics
Group, Inc. (a) |
194,097 | |||
519 |
UFP
Technologies, Inc. (a) |
87,457 | |||
|
|
3,398,448 | |||
|
Health
Care Providers & Services
— 1.6%
|
| |||
7,435 |
Accolade,
Inc. (a) |
84,164 | |||
5,531 |
Agiliti,
Inc. (a) |
39,215 | |||
6,166 |
agilon
health, Inc. (a) |
36,318 | |||
265 |
Chemed
Corp. |
157,089 | |||
1,252 |
CorVel
Corp. (a) |
294,646 | |||
3,448 |
Ensign
Group (The), Inc. |
390,382 | |||
1,159 |
HCA
Healthcare, Inc. |
353,379 | |||
1,167 |
HealthEquity,
Inc. (a) |
88,202 | |||
25,082 |
Hims
& Hers Health, Inc. (a) |
215,204 | |||
29,650 |
LifeStance
Health Group,
Inc.
(a) (b) |
177,307 | |||
11,037 |
NeoGenomics,
Inc. (a) |
163,899 | |||
4,594 |
Option
Care Health, Inc. (a) |
143,517 | |||
3,877 |
Privia
Health Group, Inc. (a) |
78,160 | |||
6,244 |
Progyny,
Inc. (a) |
237,834 | |||
5,136 |
RadNet,
Inc. (a) |
189,878 | |||
470 |
US
Physical Therapy, Inc. |
43,362 | |||
|
|
2,692,556 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care REITs — 0.1%
|
| |||
1,694 |
Welltower,
Inc. |
$146,548 | |||
|
Health
Care Technology — 0.3%
|
| |||
2,490 |
Certara,
Inc. (a) |
40,239 | |||
2,760 |
Doximity,
Inc., Class A (a) |
74,382 | |||
5,407 |
Evolent
Health, Inc., Class A (a) |
159,020 | |||
3,857 |
Phreesia,
Inc. (a) |
98,276 | |||
2,494 |
Schrodinger,
Inc. (a) |
65,966 | |||
3,591 |
Teladoc
Health, Inc. (a) |
69,773 | |||
|
|
507,656 | |||
|
Hotel
& Resort REITs — 1.0%
|
| |||
19,019 |
DiamondRock
Hospitality Co. |
173,834 | |||
40,284 |
Host
Hotels & Resorts, Inc. |
774,258 | |||
14,590 |
Park
Hotels & Resorts, Inc. |
220,017 | |||
3,516 |
Ryman
Hospitality Properties,
Inc. |
386,408 | |||
15,388 |
Service
Properties Trust |
118,949 | |||
12,247 |
Sunstone
Hotel Investors, Inc. |
130,676 | |||
|
|
1,804,142 | |||
|
Hotels,
Restaurants & Leisure —
8.7%
|
| |||
2,304 |
Airbnb,
Inc., Class A (a) |
332,099 | |||
5,508 |
Aramark |
160,173 | |||
6,344 |
Bloomin’
Brands, Inc. |
168,877 | |||
221 |
Booking
Holdings, Inc. (a) |
775,151 | |||
15,765 |
Bowlero
Corp., Class A (a) (b) |
170,420 | |||
1,236 |
Boyd
Gaming Corp. |
78,474 | |||
5,170 |
Brinker
International, Inc. (a) |
221,224 | |||
42,305 |
Carnival
Corp. (a) |
701,417 | |||
3,754 |
Cheesecake
Factory (The), Inc. |
129,025 | |||
274 |
Chipotle
Mexican Grill, Inc. (a) |
660,003 | |||
683 |
Choice
Hotels International, Inc. |
82,725 | |||
1,721 |
Churchill
Downs, Inc. |
208,189 | |||
2,789 |
Darden
Restaurants, Inc. |
453,436 | |||
4,145 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
221,882 | |||
1,112 |
Domino’s
Pizza, Inc. |
473,957 | |||
7,931 |
DoorDash,
Inc., Class A (a) |
826,410 | |||
22,250 |
DraftKings,
Inc., Class A (a) |
868,862 | |||
3,887 |
Everi
Holdings, Inc. (a) |
40,464 | |||
5,167 |
Expedia
Group, Inc. (a) |
766,421 | |||
11,106 |
First
Watch Restaurant Group,
Inc.
(a) |
238,335 | |||
1,926 |
Hilton
Grand Vacations, Inc. (a) |
80,314 | |||
4,307 |
Hilton
Worldwide Holdings, Inc. |
822,465 | |||
2,967 |
Hyatt
Hotels Corp., Class A |
380,874 | |||
1,610 |
Jack
in the Box, Inc. |
125,532 | |||
11,835 |
Krispy
Kreme, Inc. |
157,287 | |||
6,375 |
Las
Vegas Sands Corp. |
311,865 |
Shares |
Description |
Value | |||
| |||||
|
Hotels,
Restaurants & Leisure
(Continued)
|
| |||
10,264 |
Life
Time Group Holdings,
Inc.
(a) |
$136,511 | |||
4,712 |
Light
& Wonder, Inc. (a) |
378,750 | |||
3,478 |
Marriott
International, Inc.,
Class
A |
833,781 | |||
515 |
McDonald’s
Corp. |
150,751 | |||
17,554 |
MGM
Resorts International (a) |
761,317 | |||
633 |
Monarch
Casino & Resort, Inc. |
43,633 | |||
19,308 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
343,682 | |||
1,171 |
Papa
John’s International, Inc. |
86,045 | |||
3,180 |
Planet
Fitness, Inc., Class A (a) |
215,477 | |||
2,464 |
Red
Rock Resorts, Inc., Class A |
134,731 | |||
6,057 |
Royal
Caribbean Cruises Ltd. (a) |
772,267 | |||
20,294 |
Sabre
Corp. (a) |
83,205 | |||
1,465 |
SeaWorld
Entertainment, Inc. (a) |
72,371 | |||
2,409 |
Shake
Shack, Inc., Class A (a) |
182,024 | |||
1,591 |
Starbucks
Corp. |
148,011 | |||
7,902 |
Sweetgreen,
Inc., Class A (a) |
84,393 | |||
4,502 |
Target
Hospitality Corp. (a) |
43,534 | |||
3,166 |
Texas
Roadhouse, Inc. |
398,029 | |||
3,362 |
Travel
+
Leisure Co. |
135,892 | |||
1,508 |
Wingstop,
Inc. |
423,914 | |||
1,699 |
Wynn
Resorts Ltd. |
160,437 | |||
|
|
15,044,636 | |||
|
Household
Durables — 1.6%
|
| |||
515 |
Cavco
Industries, Inc. (a) |
170,939 | |||
3,438 |
Green
Brick Partners, Inc. (a) |
179,361 | |||
2,116 |
Installed
Building Products, Inc. |
412,303 | |||
65 |
NVR,
Inc. (a) |
459,894 | |||
7,599 |
PulteGroup,
Inc. |
794,551 | |||
6,073 |
Tempur
Sealy International, Inc. |
302,982 | |||
1,034 |
TopBuild
Corp. (a) |
381,680 | |||
|
|
2,701,710 | |||
|
Household
Products — 0.1%
|
| |||
1,383 |
Energizer
Holdings, Inc. |
43,730 | |||
550 |
WD-40
Co. |
142,439 | |||
|
|
186,169 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.1%
|
| |||
8,617 |
Sunnova
Energy International,
Inc.
(a) |
90,651 | |||
|
Industrial
Conglomerates — 0.4%
|
| |||
4,916 |
General
Electric Co. |
650,977 | |||
|
Industrial
REITs — 0.4%
|
| |||
843 |
EastGroup
Properties, Inc. |
149,574 | |||
1,469 |
First
Industrial Realty Trust, Inc. |
75,683 | |||
2,354 |
Prologis,
Inc. |
298,228 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Industrial
REITs (Continued)
|
| |||
1,379 |
Rexford
Industrial Realty, Inc. |
$72,522 | |||
3,942 |
STAG
Industrial, Inc. |
145,617 | |||
|
|
741,624 | |||
|
Insurance
— 1.8%
|
| |||
4,224 |
Arch
Capital Group Ltd. (a) |
348,184 | |||
679 |
Arthur
J. Gallagher & Co. |
157,637 | |||
1,687 |
Brighthouse
Financial, Inc. (a) |
87,336 | |||
4,412 |
Brown
& Brown, Inc. |
342,195 | |||
3,717 |
BRP
Group, Inc., Class A (a) |
83,409 | |||
924 |
Erie
Indemnity Co., Class A |
319,547 | |||
1,734 |
Goosehead
Insurance, Inc.,
Class
A (a) |
133,865 | |||
231 |
Kinsale
Capital Group, Inc. |
91,839 | |||
11,072 |
Lemonade,
Inc. (a) (b) |
175,159 | |||
806 |
Marsh
& McLennan Cos., Inc. |
156,235 | |||
24,397 |
Oscar
Health, Inc., Class A (a) |
305,450 | |||
1,609 |
Palomar
Holdings, Inc. (a) |
96,331 | |||
752 |
Primerica,
Inc. |
176,088 | |||
1,185 |
RenaissanceRe
Holdings Ltd. |
271,164 | |||
581 |
RLI
Corp. |
79,231 | |||
19,244 |
SiriusPoint
Ltd. (a) |
227,079 | |||
|
|
3,050,749 | |||
|
Interactive
Media & Services —
2.0%
|
| |||
3,280 |
Alphabet,
Inc., Class A (a) |
459,528 | |||
5,439 |
Cargurus,
Inc. (a) |
126,402 | |||
6,927 |
Cars.com,
Inc. (a) |
120,737 | |||
2,216 |
Meta
Platforms, Inc., Class A (a) |
864,550 | |||
16,940 |
Pinterest,
Inc., Class A (a) |
634,742 | |||
46,328 |
Snap,
Inc., Class A (a) |
736,152 | |||
10,368 |
TripAdvisor,
Inc. (a) |
223,949 | |||
4,716 |
Yelp,
Inc. (a) |
206,231 | |||
3,151 |
ZipRecruiter,
Inc., Class A (a) |
43,862 | |||
|
|
3,416,153 | |||
|
IT
Services — 2.6%
|
| |||
1,306 |
Accenture
PLC, Class A |
475,227 | |||
9,420 |
Cloudflare,
Inc., Class A (a) |
744,651 | |||
8,437 |
DigitalOcean
Holdings, Inc. (a) |
284,496 | |||
7,383 |
Fastly,
Inc., Class A (a) |
148,546 | |||
1,739 |
Gartner,
Inc. (a) |
795,488 | |||
3,645 |
GoDaddy,
Inc., Class A (a) |
388,776 | |||
10,743 |
Kyndryl
Holdings, Inc. (a) |
220,446 | |||
1,121 |
MongoDB,
Inc. (a) |
448,983 | |||
3,419 |
Okta,
Inc. (a) |
282,580 | |||
665 |
Perficient,
Inc. (a) |
45,307 | |||
3,153 |
Snowflake,
Inc., Class A (a) |
616,853 | |||
3,981 |
Squarespace,
Inc., Class A (a) |
123,411 | |||
|
|
4,574,764 |
Shares |
Description |
Value | |||
| |||||
|
Leisure
Products — 0.0%
|
| |||
7,193 |
Peloton
Interactive, Inc.,
Class
A (a) |
$39,993 | |||
|
Life
Sciences Tools & Services —
1.1%
|
| |||
4,149 |
10X
Genomics, Inc., Class A (a) |
172,889 | |||
2,257 |
Agilent
Technologies, Inc. |
293,636 | |||
2,106 |
Bruker
Corp. |
150,600 | |||
14,409 |
Cytek
Biosciences, Inc. (a) |
108,788 | |||
1,356 |
IQVIA
Holdings, Inc. (a) |
282,360 | |||
1,262 |
Medpace
Holdings, Inc. (a) |
367,974 | |||
162 |
OmniAb,
Inc. - 12.5 Earnout
Shares
(a) (c) (d) (e) (f) |
0 | |||
162 |
OmniAb,
Inc. - 15 Earnout
Shares
(a) (c) (d) (e) (f) |
0 | |||
4,465 |
Pacific
Biosciences of
California,
Inc. (a) |
29,067 | |||
9,185 |
Sotera
Health Co. (a) |
135,203 | |||
953 |
Waters
Corp. (a) |
302,777 | |||
|
|
1,843,294 | |||
|
Machinery
— 5.2%
|
| |||
1,062 |
Alamo
Group, Inc. |
225,441 | |||
3,992 |
Allison
Transmission Holdings,
Inc. |
241,676 | |||
2,122 |
Caterpillar,
Inc. |
637,258 | |||
1,135 |
Chart
Industries, Inc. (a) |
132,477 | |||
3,368 |
Columbus
McKinnon Corp. |
131,588 | |||
785 |
Deere
& Co. |
308,960 | |||
2,368 |
Donaldson
Co., Inc. |
152,949 | |||
4,227 |
Enerpac
Tool Group Corp. |
132,009 | |||
838 |
Enpro,
Inc. |
125,181 | |||
3,574 |
Esab
Corp. |
307,328 | |||
1,123 |
ESCO
Technologies, Inc. |
114,400 | |||
5,042 |
Federal
Signal Corp. |
388,133 | |||
801 |
Franklin
Electric Co., Inc. |
75,502 | |||
3,616 |
Graco,
Inc. |
308,445 | |||
5,053 |
Greenbrier
(The) Cos., Inc. |
229,710 | |||
14,268 |
Hillman
Solutions Corp. (a) |
125,416 | |||
1,198 |
Illinois
Tool Works, Inc. |
312,558 | |||
10,141 |
Ingersoll
Rand, Inc. |
809,860 | |||
3,243 |
ITT,
Inc. |
391,690 | |||
637 |
Kadant,
Inc. |
182,182 | |||
1,423 |
Lincoln
Electric Holdings, Inc. |
316,219 | |||
6,201 |
Mueller
Water Products, Inc.,
Class
A |
85,016 | |||
578 |
Nordson
Corp. |
145,494 | |||
1,707 |
Otis
Worldwide Corp. |
150,967 | |||
8,032 |
PACCAR,
Inc. |
806,333 | |||
1,362 |
Parker-Hannifin
Corp. |
632,649 | |||
1,087 |
RBC
Bearings, Inc. (a) |
291,903 | |||
830 |
Standex
International Corp. |
122,558 | |||
2,408 |
Tennant
Co. |
227,604 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued)
|
| |||
4,040 |
Terex
Corp. |
$248,177 | |||
806 |
Toro
(The) Co. |
74,539 | |||
6,716 |
Trinity
Industries, Inc. |
168,840 | |||
6,971 |
Wabash
National Corp. |
176,366 | |||
1,114 |
Watts
Water Technologies, Inc.,
Class
A |
220,583 | |||
|
|
9,000,011 | |||
|
Marine
Transportation — 0.1%
|
| |||
1,972 |
Kirby
Corp. (a) |
155,118 | |||
|
Media
— 0.3%
|
| |||
6,205 |
Integral
Ad Science Holding
Corp.
(a) |
90,283 | |||
4,690 |
Magnite,
Inc. (a) |
41,506 | |||
6,319 |
New
York Times (The) Co.,
Class
A |
306,851 | |||
|
|
438,640 | |||
|
Metals
& Mining — 0.3%
|
| |||
6,808 |
ATI,
Inc. (a) |
278,243 | |||
2,522 |
Carpenter
Technology Corp. |
155,330 | |||
1,372 |
Materion
Corp. |
160,483 | |||
|
|
594,056 | |||
|
Mortgage
REITs — 0.3%
|
| |||
11,986 |
Annaly
Capital Management,
Inc. |
230,011 | |||
11,417 |
Ladder
Capital Corp. |
124,788 | |||
9,434 |
Two
Harbors Investment Corp. |
117,548 | |||
|
|
472,347 | |||
|
Multi-Utilities
— 0.0%
|
| |||
2,915 |
NiSource,
Inc. |
75,703 | |||
|
Office
REITs — 0.0%
|
| |||
1,709 |
COPT
Defense Properties |
40,264 | |||
|
Oil,
Gas & Consumable Fuels —
1.2%
|
| |||
12,352 |
Antero
Midstream Corp. |
151,188 | |||
895 |
Cheniere
Energy, Inc. |
146,771 | |||
2,221 |
CONSOL
Energy, Inc. |
210,107 | |||
5,089 |
Dorian
LPG Ltd. |
190,532 | |||
22,806 |
Equitrans
Midstream Corp. |
232,393 | |||
9,228 |
HighPeak
Energy, Inc. (b) |
125,962 | |||
3,927 |
International
Seaways, Inc. |
210,644 | |||
6,528 |
Kosmos
Energy Ltd. (a) |
39,560 | |||
1,182 |
Northern
Oil and Gas, Inc. |
39,597 | |||
2,175 |
ONEOK,
Inc. |
148,444 | |||
22,761 |
Permian
Resources Corp. |
306,818 | |||
3,611 |
Targa
Resources Corp. |
306,791 | |||
|
|
2,108,807 | |||
|
Passenger
Airlines — 0.6%
|
| |||
1,981 |
Alaska
Air Group, Inc. (a) |
70,979 |
Shares |
Description |
Value | |||
| |||||
|
Passenger
Airlines (Continued)
|
| |||
1,081 |
Allegiant
Travel Co. |
$84,750 | |||
11,265 |
American
Airlines Group,
Inc.
(a) |
160,301 | |||
11,390 |
Delta
Air Lines, Inc. |
445,805 | |||
7,604 |
United
Airlines Holdings,
Inc.
(a) |
314,654 | |||
|
|
1,076,489 | |||
|
Personal
Care Products — 0.8%
|
| |||
6,981 |
BellRing
Brands, Inc. (a) |
385,840 | |||
18,693 |
Coty,
Inc., Class A (a) |
225,811 | |||
2,681 |
elf
Beauty, Inc. (a) |
427,700 | |||
2,150 |
Inter
Parfums, Inc. |
299,173 | |||
|
|
1,338,524 | |||
|
Pharmaceuticals
— 1.1%
|
| |||
3,609 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
192,576 | |||
5,424 |
Arvinas,
Inc. (a) |
225,096 | |||
2,917 |
Axsome
Therapeutics, Inc. (a) |
262,618 | |||
5,498 |
Corcept
Therapeutics, Inc. (a) |
116,008 | |||
786 |
Eli
Lilly & Co. |
507,449 | |||
1,356 |
Harmony
Biosciences Holdings,
Inc.
(a) |
42,768 | |||
4,322 |
Intra-Cellular
Therapies, Inc. (a) |
291,044 | |||
715 |
Prestige
Consumer Healthcare,
Inc.
(a) |
44,001 | |||
1,590 |
Zoetis,
Inc. |
298,618 | |||
|
|
1,980,178 | |||
|
Professional
Services — 1.5%
|
| |||
2,227 |
Broadridge
Financial Solutions,
Inc. |
454,753 | |||
3,567 |
CBIZ,
Inc. (a) |
227,075 | |||
1,153 |
Dayforce,
Inc. (a) |
80,157 | |||
1,269 |
Equifax,
Inc. |
310,067 | |||
5,017 |
ExlService
Holdings, Inc. (a) |
156,932 | |||
7,931 |
First
Advantage Corp. |
129,830 | |||
1,166 |
FTI
Consulting, Inc. (a) |
223,417 | |||
1,737 |
Huron
Consulting Group, Inc. (a) |
179,832 | |||
1,981 |
Insperity,
Inc. |
227,201 | |||
7,902 |
Legalzoom.com,
Inc. (a) |
81,470 | |||
6,170 |
Parsons
Corp. (a) |
401,976 | |||
5,706 |
Verra
Mobility Corp. (a) |
136,430 | |||
|
|
2,609,140 | |||
|
Real
Estate Management & Development
— 0.5%
|
| |||
10,182 |
DigitalBridge
Group, Inc. |
199,974 | |||
49,829 |
Opendoor
Technologies, Inc. (a) |
170,415 | |||
17,305 |
Redfin
Corp. (a) |
141,209 | |||
5,144 |
St.
Joe (The) Co. |
283,949 | |||
|
|
795,547 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Residential
REITs — 0.3%
|
| |||
4,248 |
American
Homes 4 Rent,
Class
A |
$148,892 | |||
2,228 |
Apartment
Income REIT Corp. |
72,833 | |||
5,594 |
Apartment
Investment and
Management
Co., Class A (a) |
41,564 | |||
616 |
Essex
Property Trust, Inc. |
143,694 | |||
4,478 |
Invitation
Homes, Inc. |
147,461 | |||
|
|
554,444 | |||
|
Retail
REITs — 0.6%
|
| |||
3,326 |
Brixmor
Property Group, Inc. |
74,635 | |||
3,385 |
Kite
Realty Group Trust |
72,439 | |||
11,574 |
Macerich
(The) Co. |
182,754 | |||
2,454 |
NETSTREIT
Corp. |
44,589 | |||
2,121 |
Phillips
Edison & Co., Inc. |
73,620 | |||
3,212 |
Simon
Property Group, Inc. |
445,215 | |||
3,214 |
SITE
Centers Corp. |
42,811 | |||
4,741 |
Tanger,
Inc. |
127,533 | |||
|
|
1,063,596 | |||
|
Semiconductors
&
Semiconductor
Equipment —
4.3%
|
| |||
4,257 |
Advanced
Micro Devices,
Inc.
(a) |
713,856 | |||
769 |
Analog
Devices, Inc. |
147,925 | |||
2,827 |
Applied
Materials, Inc. |
464,476 | |||
597 |
Axcelis
Technologies, Inc. (a) |
77,640 | |||
562 |
Broadcom,
Inc. |
663,160 | |||
4,586 |
Credo
Technology Group
Holding
Ltd. (a) |
94,059 | |||
887 |
First
Solar, Inc. (a) |
129,768 | |||
1,460 |
Impinj,
Inc. (a) |
141,591 | |||
16,204 |
indie
Semiconductor, Inc.,
Class
A (a) |
98,358 | |||
788 |
KLA
Corp. |
468,103 | |||
801 |
Lam
Research Corp. |
660,961 | |||
2,498 |
MACOM
Technology Solutions
Holdings,
Inc. (a) |
215,403 | |||
2,533 |
Marvell
Technology, Inc. |
171,484 | |||
5,081 |
Microchip
Technology, Inc. |
432,800 | |||
2,257 |
MKS
Instruments, Inc. |
240,258 | |||
995 |
Monolithic
Power Systems, Inc. |
599,706 | |||
16,284 |
Navitas
Semiconductor Corp. (a) |
93,307 | |||
1,267 |
NVIDIA
Corp. |
779,547 | |||
1,995 |
NXP
Semiconductors N.V. |
420,087 | |||
1,518 |
Onto
Innovation, Inc. (a) |
245,157 | |||
3,402 |
Rambus,
Inc. (a) |
233,139 | |||
2,314 |
SMART
Global Holdings,
Inc.
(a) |
45,470 |
Shares |
Description |
Value | |||
| |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued)
|
| |||
1,214 |
Universal
Display Corp. |
$206,101 | |||
4,235 |
Veeco
Instruments, Inc. (a) |
135,012 | |||
|
|
7,477,368 | |||
|
Software
— 13.5%
|
| |||
1,052 |
Adobe,
Inc. (a) |
649,905 | |||
1,549 |
Agilysys,
Inc. (a) |
129,667 | |||
9,205 |
Alkami
Technology, Inc. (a) |
226,627 | |||
3,678 |
Altair
Engineering, Inc.,
Class
A (a) |
312,704 | |||
1,263 |
ANSYS,
Inc. (a) |
414,049 | |||
893 |
Appfolio,
Inc., Class A (a) |
195,799 | |||
1,163 |
Appian
Corp., Class A (a) |
37,949 | |||
7,768 |
AppLovin
Corp., Class A (a) |
319,498 | |||
4,697 |
Asana,
Inc., Class A (a) |
81,822 | |||
40,866 |
Aurora
Innovation, Inc. (a) |
122,189 | |||
1,882 |
Autodesk,
Inc. (a) |
477,670 | |||
27,190 |
AvePoint,
Inc. (a) |
209,363 | |||
3,570 |
Blackbaud,
Inc. (a) |
288,884 | |||
1,430 |
BlackLine,
Inc. (a) |
83,912 | |||
3,361 |
Braze,
Inc., Class A (a) |
181,662 | |||
2,695 |
C3.ai,
Inc., Class A (a) (b) |
66,782 | |||
1,682 |
Cadence
Design Systems,
Inc.
(a) |
485,190 | |||
2,121 |
Clear
Secure, Inc., Class A |
40,363 | |||
4,458 |
Clearwater
Analytics Holdings,
Inc.,
Class A (a) |
84,033 | |||
1,118 |
CommVault
Systems, Inc. (a) |
102,498 | |||
3,072 |
Crowdstrike
Holdings, Inc.,
Class
A (a) |
898,560 | |||
6,462 |
Datadog,
Inc., Class A (a) |
804,131 | |||
3,905 |
DocuSign,
Inc. (a) |
237,893 | |||
898 |
Dolby
Laboratories, Inc.,
Class
A |
74,696 | |||
6,312 |
DoubleVerify
Holdings, Inc. (a) |
252,543 | |||
7,875 |
Dropbox,
Inc., Class A (a) |
249,480 | |||
8,378 |
Dynatrace,
Inc. (a) |
477,546 | |||
3,433 |
Elastic
N.V. (a) |
401,867 | |||
885 |
Envestnet,
Inc. (a) |
45,223 | |||
1,802 |
Everbridge,
Inc. (a) |
40,293 | |||
674 |
Fair
Isaac Corp. (a) |
808,011 | |||
1,967 |
Five9,
Inc. (a) |
149,217 | |||
7,603 |
Freshworks,
Inc., Class A (a) |
168,787 | |||
13,565 |
Gen
Digital, Inc. |
318,506 | |||
4,917 |
Gitlab,
Inc., Class A (a) |
349,648 | |||
2,839 |
Guidewire
Software, Inc. (a) |
317,060 | |||
1,853 |
HashiCorp,
Inc., Class A (a) |
40,507 | |||
1,081 |
HubSpot,
Inc. (a) |
660,491 | |||
2,349 |
Intapp,
Inc. (a) |
101,195 | |||
2,057 |
InterDigital,
Inc. |
216,088 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued)
|
| |||
1,004 |
Intuit,
Inc. |
$633,855 | |||
2,426 |
Jamf
Holding Corp. (a) |
44,978 | |||
5,893 |
LiveRamp
Holdings, Inc. (a) |
232,656 | |||
1,078 |
Manhattan
Associates, Inc. (a) |
261,480 | |||
9,503 |
Marathon
Digital Holdings,
Inc.
(a) |
168,488 | |||
7,210 |
MeridianLink,
Inc. (a) |
164,027 | |||
1,219 |
Microsoft
Corp. |
484,650 | |||
490 |
MicroStrategy,
Inc., Class A (a) |
245,593 | |||
3,306 |
N-able,
Inc. (a) |
42,912 | |||
6,903 |
nCino,
Inc. (a) |
217,306 | |||
8,114 |
Nutanix,
Inc., Class A (a) |
456,007 | |||
1,892 |
PagerDuty,
Inc. (a) |
44,803 | |||
18,272 |
Palantir
Technologies, Inc.,
Class
A (a) |
293,996 | |||
2,128 |
Palo
Alto Networks, Inc. (a) |
720,349 | |||
4,752 |
Pegasystems,
Inc. |
231,612 | |||
3,285 |
PowerSchool
Holdings, Inc.,
Class
A (a) |
77,329 | |||
3,354 |
Procore
Technologies, Inc. (a) |
239,442 | |||
807 |
Progress
Software Corp. |
45,846 | |||
3,388 |
PROS
Holdings, Inc. (a) |
116,615 | |||
2,619 |
PTC,
Inc. (a) |
473,122 | |||
5,143 |
Q2
Holdings, Inc. (a) |
218,835 | |||
1,971 |
Qualys,
Inc. (a) |
372,854 | |||
3,128 |
Rapid7,
Inc. (a) |
172,134 | |||
6,838 |
RingCentral,
Inc., Class A (a) |
231,740 | |||
11,544 |
Riot
Platforms, Inc. (a) |
125,830 | |||
280 |
Roper
Technologies, Inc. |
150,360 | |||
11,592 |
Samsara,
Inc., Class A (a) |
363,989 | |||
16,342 |
SEMrush
Holdings, Inc.,
Class
A (a) |
188,587 | |||
14,101 |
SentinelOne,
Inc., Class A (a) |
377,907 | |||
1,110 |
ServiceNow,
Inc. (a) |
849,594 | |||
6,473 |
Smartsheet,
Inc., Class A (a) |
291,091 | |||
3,638 |
Sprinklr,
Inc., Class A (a) |
45,402 | |||
2,139 |
Sprout
Social, Inc., Class A (a) |
131,185 | |||
799 |
SPS
Commerce, Inc. (a) |
146,856 | |||
890 |
Synopsys,
Inc. (a) |
474,681 | |||
1,680 |
Tenable
Holdings, Inc. (a) |
79,128 | |||
15,577 |
UiPath,
Inc., Class A (a) |
357,959 | |||
11,206 |
Unity
Software, Inc. (a) |
363,074 | |||
4,930 |
Varonis
Systems, Inc. (a) |
221,258 | |||
6,629 |
Vertex,
Inc., Class A (a) |
160,820 | |||
2,273 |
Workday,
Inc., Class A (a) |
661,602 | |||
762 |
Workiva,
Inc. (a) |
70,820 | |||
10,124 |
Zeta
Global Holdings Corp.,
Class
A (a) |
98,000 |
Shares |
Description |
Value | |||
| |||||
|
Software
(Continued)
|
| |||
3,540 |
Zscaler,
Inc. (a) |
$834,272 | |||
9,499 |
Zuora,
Inc., Class A (a) |
86,821 | |||
|
|
23,392,173 | |||
|
Specialized
REITs — 1.3%
|
| |||
1,326 |
Crown
Castle, Inc. |
143,539 | |||
3,339 |
CubeSmart |
144,311 | |||
1,843 |
EPR
Properties |
81,590 | |||
190 |
Equinix,
Inc. |
157,656 | |||
1,731 |
Four
Corners Property Trust, Inc. |
40,523 | |||
8,966 |
Iron
Mountain, Inc. |
605,384 | |||
1,456 |
Lamar
Advertising Co., Class A |
152,414 | |||
4,306 |
National
Storage Affiliates Trust |
160,829 | |||
6,396 |
Outfront
Media, Inc. |
83,276 | |||
501 |
Public
Storage |
141,878 | |||
2,316 |
Rayonier,
Inc. |
70,175 | |||
602 |
SBA
Communications Corp. |
134,764 | |||
38,622 |
Uniti
Group, Inc. |
203,152 | |||
4,791 |
VICI
Properties, Inc. |
144,305 | |||
|
|
2,263,796 | |||
|
Specialty
Retail — 2.2%
|
| |||
121 |
AutoZone,
Inc. (a) |
334,218 | |||
1,163 |
Boot
Barn Holdings, Inc. (a) |
83,434 | |||
7,309 |
Carvana
Co. (a) |
314,726 | |||
6,550 |
Chewy,
Inc., Class A (a) |
116,721 | |||
1,452 |
Five
Below, Inc. (a) |
260,576 | |||
2,775 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
279,054 | |||
330 |
O’Reilly
Automotive, Inc. (a) |
337,606 | |||
4,534 |
Ross
Stores, Inc. |
636,030 | |||
4,884 |
TJX
(The) Cos., Inc. |
463,540 | |||
710 |
Tractor
Supply Co. |
159,466 | |||
1,280 |
Ulta
Beauty, Inc. (a) |
642,624 | |||
2,509 |
Wayfair,
Inc., Class A (a) |
126,077 | |||
315 |
Winmark
Corp. |
113,611 | |||
|
|
3,867,683 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.3%
|
| |||
793 |
Apple,
Inc. |
146,229 | |||
12,492 |
IonQ,
Inc. (a) (b) |
128,293 | |||
5,198 |
NetApp,
Inc. |
453,266 | |||
2,170 |
Pure
Storage, Inc., Class A (a) |
86,778 | |||
2,759 |
Super
Micro Computer, Inc. (a) |
1,461,194 | |||
|
|
2,275,760 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.9%
|
| |||
828 |
Crocs,
Inc. (a) |
84,025 | |||
1,173 |
Deckers
Outdoor Corp. (a) |
884,125 | |||
12,848 |
Figs,
Inc., Class A (a) |
74,004 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Textiles,
Apparel & Luxury
Goods
(Continued)
|
| |||
2,147 |
Ralph
Lauren Corp. |
$308,460 | |||
4,252 |
Steven
Madden Ltd. |
178,074 | |||
|
|
1,528,688 | |||
|
Tobacco
— 0.0%
|
| |||
3,883 |
Vector
Group Ltd. |
40,655 | |||
|
Trading
Companies & Distributors
— 3.0%
|
| |||
1,793 |
Applied
Industrial Technologies,
Inc. |
316,393 | |||
9,575 |
Core
& Main, Inc., Class A (a) |
395,543 | |||
21,264 |
Custom
Truck One Source,
Inc.
(a) |
139,067 | |||
7,075 |
Fastenal
Co. |
482,727 | |||
4,811 |
FTAI
Aviation Ltd. |
259,553 | |||
644 |
GATX
Corp. |
78,987 | |||
2,708 |
GMS,
Inc. (a) |
227,905 | |||
4,267 |
H&E
Equipment Services, Inc. |
229,522 | |||
2,599 |
Herc
Holdings, Inc. |
383,327 | |||
1,493 |
McGrath
RentCorp |
187,595 | |||
2,293 |
MSC
Industrial Direct Co., Inc.,
Class
A |
226,273 | |||
952 |
SiteOne
Landscape Supply,
Inc.
(a) |
147,132 | |||
1,368 |
United
Rentals, Inc. |
855,547 | |||
757 |
W.W.
Grainger, Inc. |
677,999 | |||
1,464 |
Watsco,
Inc. |
572,395 | |||
|
|
5,179,965 | |||
|
Water
Utilities — 0.0%
|
| |||
545 |
American
States Water Co. |
40,657 | |||
670 |
SJW
Group |
39,892 | |||
|
|
80,549 | |||
|
Total
Common Stocks |
173,251,957 | |||
|
(Cost
$140,705,927) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
88,945 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(g) (h) |
88,945 | |||
274,123 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.18%
(g) |
274,123 | |||
|
Total
Money Market Funds |
363,068 | |||
|
(Cost
$363,068) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.6% | |||||
$1,013,146 |
BNP
Paribas S.A., 5.21% (g),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$1,013,293.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $1,048,199. (h) |
$1,013,146 | |||
|
(Cost
$1,013,146) |
| |||
| |||||
| |||||
|
Total
Investments — 100.7% |
174,628,171 | |||
|
(Cost
$142,082,141) |
| |||
|
Net
Other Assets and
Liabilities
— (0.7)% |
(1,189,564
) | |||
|
Net
Assets — 100.0% |
$173,438,607 |
(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 $1,026,387 and the total value of the collateral
held
by the Fund is $1,102,091. |
(c) |
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. |
(d) |
Restricted
security as to resale, excluding Rule 144A
securities
(see Note
2F
- Restricted Securities in the Notes to
Financial
Statements). |
(e) |
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 January 31, 2024, securities
noted
as such are valued at $0 or 0.0% of net assets. |
(f) |
This
security’s value was determined using significant
unobservable
inputs (see Note
2A
- Portfolio Valuation in the
Notes
to Financial Statements). |
(g) |
Rate
shown reflects yield as of January 31, 2024. |
(h) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment
Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks: |
|
|
|
|
Life
Sciences
Tools
&
Services |
$ 1,843,294 |
$ 1,843,294 |
$ — |
$ —** |
Other
Industry
Categories* |
171,408,663 |
171,408,663 |
— |
— |
Money
Market
Funds |
363,068 |
363,068 |
— |
— |
Repurchase
Agreements |
1,013,146 |
— |
1,013,146 |
— |
Total
Investments |
$174,628,171 |
$173,615,025 |
$1,013,146 |
$—** |
* |
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)
|
$1,026,387 |
Non-cash
Collateral(2)
|
(1,026,387
) |
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
January 31, 2024, 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)
|
$1,013,146 |
Non-cash
Collateral(4)
|
(1,013,146
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 — 0.1%
|
| |||
1,349 |
Huntington
Ingalls Industries,
Inc. |
$349,283 | |||
|
Automobile
Components — 2.3%
|
| |||
28,897 |
Adient
PLC (a) |
1,003,015 | |||
39,077 |
BorgWarner,
Inc. |
1,324,710 | |||
21,447 |
Gentex
Corp. |
710,539 | |||
73,372 |
Goodyear
Tire & Rubber (The)
Co.
(a) |
1,022,806 | |||
9,921 |
Lear
Corp. |
1,318,501 | |||
|
|
5,379,571 | |||
|
Automobiles
— 0.8%
|
| |||
38,027 |
Harley-Davidson,
Inc. |
1,233,976 | |||
5,924 |
Thor
Industries, Inc. |
669,531 | |||
|
|
1,903,507 | |||
|
Banks
— 10.5%
|
| |||
21,085 |
Bank
OZK |
951,144 | |||
12,267 |
BOK
Financial Corp. |
1,028,465 | |||
23,672 |
Cadence
Bank |
630,149 | |||
26,254 |
Columbia
Banking System, Inc. |
529,281 | |||
18,826 |
Comerica,
Inc. |
989,871 | |||
3,228 |
Cullen/Frost
Bankers, Inc. |
342,555 | |||
14,603 |
East
West Bancorp, Inc. |
1,063,244 | |||
101,736 |
F.N.B.
Corp. |
1,340,881 | |||
98,934 |
First
Horizon Corp. |
1,408,820 | |||
21,623 |
Hancock
Whitney Corp. |
975,414 | |||
27,653 |
Home
BancShares, Inc. |
648,186 | |||
48,643 |
KeyCorp |
706,783 | |||
171,177 |
New
York Community Bancorp,
Inc. |
1,107,515 | |||
82,943 |
Old
National Bancorp |
1,366,071 | |||
12,046 |
Pinnacle
Financial Partners, Inc. |
1,064,626 | |||
12,802 |
Popular,
Inc. |
1,093,931 | |||
10,342 |
Prosperity
Bancshares, Inc. |
660,957 | |||
8,294 |
SouthState
Corp. |
689,231 | |||
27,906 |
Synovus
Financial Corp. |
1,050,940 | |||
18,654 |
United
Bankshares, Inc. |
668,746 | |||
128,997 |
Valley
National Bancorp |
1,240,951 | |||
20,699 |
Webster
Financial Corp. |
1,024,187 | |||
15,970 |
Western
Alliance Bancorp |
1,021,441 | |||
15,104 |
Wintrust
Financial Corp. |
1,464,786 | |||
23,950 |
Zions
Bancorp N.A. |
1,003,505 | |||
|
|
24,071,680 | |||
|
Broadline
Retail — 1.7%
|
| |||
3,471 |
Dillard’s,
Inc., Class A |
1,344,214 | |||
87,035 |
Macy’s,
Inc. |
1,591,870 |
Shares |
Description |
Value | |||
| |||||
|
Broadline
Retail (Continued)
|
| |||
37,965 |
Nordstrom,
Inc. |
$689,065 | |||
4,615 |
Ollie’s
Bargain Outlet Holdings,
Inc.
(a) |
331,957 | |||
|
|
3,957,106 | |||
|
Building
Products — 0.6%
|
| |||
4,600 |
Fortune
Brands Innovations, Inc. |
356,914 | |||
8,369 |
UFP
Industries, Inc. |
949,463 | |||
|
|
1,306,377 | |||
|
Capital
Markets — 2.4%
|
| |||
11,565 |
Affiliated
Managers Group, Inc. |
1,721,335 | |||
2,047 |
Evercore,
Inc., Class A |
351,531 | |||
2,921 |
Houlihan
Lokey, Inc. |
349,877 | |||
78,526 |
Invesco
Ltd. |
1,243,067 | |||
17,334 |
Jefferies
Financial Group, Inc. |
706,534 | |||
11,022 |
SEI
Investments Co. |
697,031 | |||
5,065 |
Stifel
Financial Corp. |
369,492 | |||
|
|
5,438,867 | |||
|
Chemicals
— 2.5%
|
| |||
12,462 |
Ashland,
Inc. |
1,166,692 | |||
12,583 |
Cabot
Corp. |
907,234 | |||
7,798 |
Eastman
Chemical Co. |
651,523 | |||
11,110 |
FMC
Corp. |
624,382 | |||
4,302 |
H.B.
Fuller Co. |
325,963 | |||
27,873 |
Huntsman
Corp. |
684,003 | |||
25,967 |
Olin
Corp. |
1,352,102 | |||
|
|
5,711,899 | |||
|
Communications
Equipment —
0.3%
|
| |||
7,781 |
Ciena
Corp. (a) |
412,393 | |||
1,957 |
F5,
Inc. (a) |
359,501 | |||
|
|
771,894 | |||
|
Construction
& Engineering —
0.6%
|
| |||
70,753 |
MDU
Resources Group, Inc. |
1,380,391 | |||
|
Construction
Materials — 0.6%
|
| |||
36,425 |
Summit
Materials, Inc.,
Class
A (a) |
1,317,856 | |||
|
Consumer
Finance — 1.1%
|
| |||
40,118 |
Ally
Financial, Inc. |
1,471,528 | |||
21,355 |
OneMain
Holdings, Inc. |
1,016,498 | |||
|
|
2,488,026 | |||
|
Consumer
Staples Distribution &
Retail — 0.9%
|
| |||
5,254 |
BJ’s
Wholesale Club Holdings,
Inc.
(a) |
338,042 | |||
2,550 |
Casey’s
General Stores, Inc. |
691,968 | |||
14,559 |
Sprouts
Farmers Market, Inc. (a) |
733,337 | |||
7,713 |
US
Foods Holding Corp. (a) |
354,875 | |||
|
|
2,118,222 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Containers
& Packaging — 3.7%
|
| |||
2,833 |
AptarGroup,
Inc. |
$367,950 | |||
15,591 |
Berry
Global Group, Inc. |
1,020,587 | |||
26,698 |
Greif,
Inc., Class A |
1,671,562 | |||
38,753 |
International
Paper Co. |
1,388,520 | |||
106,907 |
O-I
Glass, Inc. (a) |
1,556,566 | |||
9,590 |
Sealed
Air Corp. |
331,334 | |||
15,480 |
Silgan
Holdings, Inc. |
711,151 | |||
25,074 |
Sonoco
Products Co. |
1,426,711 | |||
|
|
8,474,381 | |||
|
Diversified
Consumer Services —
0.4%
|
| |||
154,059 |
ADT,
Inc. |
1,006,005 | |||
|
Diversified
Telecommunication Services
— 0.6%
|
| |||
55,285 |
Frontier
Communications Parent,
Inc.
(a) |
1,361,670 | |||
|
Electric
Utilities — 2.6%
|
| |||
123,406 |
Hawaiian
Electric Industries, Inc. |
1,600,576 | |||
7,124 |
IDACORP,
Inc. |
659,540 | |||
30,080 |
OGE
Energy Corp. |
999,859 | |||
19,500 |
Pinnacle
West Capital Corp. |
1,343,550 | |||
32,324 |
Portland
General Electric Co. |
1,323,021 | |||
|
|
5,926,546 | |||
|
Electrical
Equipment — 0.4%
|
| |||
3,420 |
Acuity
Brands, Inc. |
814,507 | |||
|
Electronic
Equipment,
Instruments
& Components —
3.4%
|
| |||
14,324 |
Arrow
Electronics, Inc. (a) |
1,592,113 | |||
34,745 |
Avnet,
Inc. |
1,573,948 | |||
34,089 |
Sanmina
Corp. (a) |
2,039,204 | |||
9,764 |
TD
SYNNEX Corp. |
976,205 | |||
73,055 |
Vishay
Intertechnology, Inc. |
1,587,485 | |||
|
|
7,768,955 | |||
|
Energy
Equipment & Services —
1.3%
|
| |||
48,347 |
Helmerich
& Payne, Inc. |
1,946,450 | |||
51,809 |
NOV,
Inc. |
1,010,794 | |||
|
|
2,957,244 | |||
|
Financial
Services — 4.0%
|
| |||
32,339 |
Corebridge
Financial, Inc. |
781,634 | |||
33,203 |
Essent
Group Ltd. |
1,831,477 | |||
90,779 |
MGIC
Investment Corp. |
1,801,055 | |||
21,513 |
Mr.
Cooper Group, Inc. (a) |
1,449,116 | |||
3,963 |
PennyMac
Financial Services,
Inc. |
345,653 |
Shares |
Description |
Value | |||
| |||||
|
Financial
Services (Continued)
|
| |||
61,336 |
Radian
Group, Inc. |
$1,777,517 | |||
88,144 |
Western
Union (The) Co. |
1,107,970 | |||
|
|
9,094,422 | |||
|
Food
Products — 1.8%
|
| |||
28,108 |
Darling
Ingredients, Inc. (a) |
1,217,076 | |||
11,932 |
Post
Holdings, Inc. (a) |
1,108,125 | |||
491 |
Seaboard
Corp. |
1,769,073 | |||
|
|
4,094,274 | |||
|
Gas
Utilities — 1.6%
|
| |||
34,904 |
National
Fuel Gas Co. |
1,646,073 | |||
15,712 |
New
Jersey Resources Corp. |
641,521 | |||
21,985 |
ONE
Gas, Inc. |
1,349,219 | |||
|
|
3,636,813 | |||
|
Ground
Transportation — 2.2%
|
| |||
168,541 |
Hertz
Global Holdings, Inc. (a) |
1,407,317 | |||
24,300 |
Knight-Swift
Transportation
Holdings,
Inc. |
1,394,334 | |||
12,175 |
Ryder
System, Inc. |
1,382,715 | |||
14,916 |
U-Haul
Holding Co. |
952,685 | |||
|
|
5,137,051 | |||
|
Health
Care Equipment & Supplies
— 1.6%
|
| |||
43,669 |
Envista
Holdings Corp. (a) |
1,026,222 | |||
6,572 |
Globus
Medical, Inc.,
Class
A (a) |
346,936 | |||
10,534 |
ICU
Medical, Inc. (a) |
964,177 | |||
8,042 |
Integra
LifeSciences Holdings
Corp.
(a) |
322,886 | |||
9,504 |
QuidelOrtho
Corp. (a) |
651,119 | |||
1,405 |
Teleflex,
Inc. |
341,176 | |||
|
|
3,652,516 | |||
|
Health
Care Providers & Services
— 1.6%
|
| |||
3,343 |
DaVita,
Inc. (a) |
361,579 | |||
5,249 |
Encompass
Health Corp. |
372,889 | |||
4,626 |
Henry
Schein, Inc. (a) |
346,210 | |||
29,807 |
Select
Medical Holdings Corp. |
774,684 | |||
4,634 |
Tenet
Healthcare Corp. (a) |
383,417 | |||
9,190 |
Universal
Health Services, Inc.,
Class
B |
1,459,464 | |||
|
|
3,698,243 | |||
|
Health
Care REITs — 0.7%
|
| |||
20,327 |
Healthcare
Realty Trust, Inc. |
327,468 | |||
17,688 |
Healthpeak
Properties, Inc. |
327,228 | |||
285,318 |
Medical
Properties Trust, Inc. (b) |
884,486 | |||
|
|
1,539,182 | |||
|
Hotel
& Resort REITs — 0.4%
|
| |||
63,256 |
Apple
Hospitality REIT, Inc. |
1,015,891 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Hotels,
Restaurants & Leisure —
1.0%
|
| |||
16,503 |
Marriott
Vacations Worldwide
Corp. |
$1,384,437 | |||
40,380 |
Penn
Entertainment, Inc. (a) |
910,569 | |||
|
|
2,295,006 | |||
|
Household
Durables — 4.8%
|
| |||
28,036 |
KB
Home |
1,670,665 | |||
26,766 |
Leggett
& Platt, Inc. |
621,239 | |||
25,356 |
M.D.C.
Holdings, Inc. |
1,586,778 | |||
10,052 |
Meritage
Homes Corp. |
1,664,712 | |||
9,433 |
Skyline
Champion Corp. (a) |
645,972 | |||
32,823 |
Taylor
Morrison Home Corp. (a) |
1,711,391 | |||
17,036 |
Toll
Brothers, Inc. |
1,692,527 | |||
24,342 |
Worthington
Enterprises, Inc. |
1,388,468 | |||
|
|
10,981,752 | |||
|
Household
Products — 0.1%
|
| |||
13,049 |
Reynolds
Consumer Products,
Inc. |
354,541 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.5%
|
| |||
27,276 |
Vistra
Corp. |
1,119,134 | |||
|
Insurance
— 5.0%
|
| |||
2,946 |
American
Financial Group, Inc. |
354,698 | |||
2,079 |
Assurant,
Inc. |
349,168 | |||
18,721 |
Assured
Guaranty Ltd. |
1,518,835 | |||
25,301 |
Axis
Capital Holdings Ltd. |
1,505,916 | |||
5,949 |
Enstar
Group Ltd. (a) |
1,587,729 | |||
5,435 |
First
American Financial Corp. |
328,002 | |||
2,877 |
Globe
Life, Inc. |
353,353 | |||
12,986 |
Lincoln
National Corp. |
356,466 | |||
47,650 |
Old
Republic International Corp. |
1,336,106 | |||
4,330 |
Reinsurance
Group of America,
Inc. |
752,944 | |||
38,725 |
Unum
Group |
1,871,966 | |||
698 |
White
Mountains Insurance
Group
Ltd. |
1,100,027 | |||
|
|
11,415,210 | |||
|
Interactive
Media & Services —
0.3%
|
| |||
13,373 |
IAC,
Inc. (a) |
671,458 | |||
|
IT
Services — 0.4%
|
| |||
45,941 |
DXC
Technology Co. (a) |
1,001,514 | |||
|
Leisure
Products — 1.7%
|
| |||
5,544 |
Acushnet
Holdings Corp. |
351,157 | |||
10,860 |
Brunswick
Corp. |
876,185 |
Shares |
Description |
Value | |||
| |||||
|
Leisure
Products (Continued)
|
| |||
14,782 |
Polaris,
Inc. |
$1,329,789 | |||
97,692 |
Topgolf
Callaway Brands
Corp.
(a) |
1,286,603 | |||
|
|
3,843,734 | |||
|
Life
Sciences Tools & Services —
0.1%
|
| |||
1,482 |
Charles
River Laboratories
International,
Inc. (a) |
320,527 | |||
|
Machinery
— 3.7%
|
| |||
14,423 |
AGCO
Corp. |
1,764,366 | |||
8,497 |
Flowserve
Corp. |
339,285 | |||
7,319 |
Hillenbrand,
Inc. |
340,846 | |||
17,608 |
John
Bean Technologies Corp. |
1,738,966 | |||
4,760 |
Middleby
(The) Corp. (a) |
671,493 | |||
29,712 |
Mueller
Industries, Inc. |
1,426,176 | |||
9,692 |
Oshkosh
Corp. |
1,067,089 | |||
13,109 |
Timken
(The) Co. |
1,073,758 | |||
|
|
8,421,979 | |||
|
Media
— 1.9%
|
| |||
1,258 |
Cable
One, Inc. |
690,554 | |||
8,937 |
Nexstar
Media Group, Inc. |
1,588,194 | |||
23,680 |
Paramount
Global, Class B |
345,491 | |||
114,453 |
TEGNA,
Inc. |
1,784,323 | |||
|
|
4,408,562 | |||
|
Metals
& Mining — 1.2%
|
| |||
51,454 |
Cleveland-Cliffs,
Inc. (a) |
1,031,653 | |||
34,995 |
Commercial
Metals Co. |
1,827,439 | |||
|
|
2,859,092 | |||
|
Mortgage
REITs — 1.3%
|
| |||
35,701 |
AGNC
Investment Corp. |
338,446 | |||
32,931 |
Blackstone
Mortgage Trust, Inc.,
Class
A (b) |
650,058 | |||
163,964 |
Rithm
Capital Corp. |
1,754,415 | |||
16,662 |
Starwood
Property Trust, Inc. |
338,738 | |||
|
|
3,081,657 | |||
|
Multi-Utilities
— 0.6%
|
| |||
25,967 |
Black
Hills Corp. |
1,344,052 | |||
|
Office
REITs — 1.0%
|
| |||
43,149 |
Cousins
Properties, Inc. |
988,543 | |||
35,163 |
Kilroy
Realty Corp. |
1,257,429 | |||
|
|
2,245,972 | |||
|
Oil,
Gas & Consumable Fuels —
10.3%
|
| |||
77,211 |
Antero
Resources Corp. (a) |
1,724,894 | |||
32,025 |
California
Resources Corp. |
1,526,952 | |||
22,760 |
Chesapeake
Energy Corp. |
1,755,023 | |||
10,534 |
Chord
Energy Corp. |
1,619,708 | |||
197,869 |
Comstock
Resources, Inc. |
1,545,357 | |||
57,793 |
CVR
Energy, Inc. |
1,949,358 | |||
25,564 |
DT
Midstream, Inc. |
1,372,531 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Oil,
Gas & Consumable Fuels
(Continued)
|
| |||
31,512 |
HF
Sinclair Corp. |
$1,780,113 | |||
41,049 |
Murphy
Oil Corp. |
1,588,596 | |||
39,871 |
Ovintiv,
Inc. |
1,691,328 | |||
39,835 |
PBF
Energy, Inc., Class A |
2,012,066 | |||
57,528 |
Range
Resources Corp. |
1,670,613 | |||
45,226 |
SM
Energy Co. |
1,676,980 | |||
267,349 |
Southwestern
Energy Co. (a) |
1,724,401 | |||
|
|
23,637,920 | |||
|
Pharmaceuticals
— 1.7%
|
| |||
72,863 |
Organon
& Co. |
1,213,169 | |||
21,767 |
Perrigo
Co. PLC |
698,285 | |||
161,693 |
Viatris,
Inc. |
1,903,127 | |||
|
|
3,814,581 | |||
|
Professional
Services — 2.1%
|
| |||
7,284 |
ASGN,
Inc. (a) |
676,101 | |||
2,163 |
CACI
International, Inc.,
Class
A (a) |
743,488 | |||
7,132 |
Concentrix
Corp. |
633,821 | |||
29,934 |
Dun
& Bradstreet Holdings, Inc. |
346,935 | |||
20,180 |
Genpact
Ltd. |
724,462 | |||
4,407 |
ManpowerGroup,
Inc. |
326,735 | |||
3,983 |
Robert
Half, Inc. |
316,808 | |||
5,634 |
Science
Applications
International
Corp. |
719,236 | |||
2,945 |
TriNet
Group, Inc. (a) |
334,847 | |||
|
|
4,822,433 | |||
|
Real
Estate Management & Development
— 0.1%
|
| |||
1,854 |
Jones
Lang LaSalle, Inc. (a) |
328,269 | |||
|
Retail
REITs — 0.3%
|
| |||
32,870 |
Kimco
Realty Corp. |
663,974 | |||
|
Semiconductors
&
Semiconductor
Equipment —
0.6%
|
| |||
31,580 |
Amkor
Technology, Inc. |
999,823 | |||
4,210 |
Cirrus
Logic, Inc. (a) |
325,012 | |||
|
|
1,324,835 | |||
|
Software
— 0.4%
|
| |||
1,591 |
Aspen
Technology, Inc. (a) |
305,456 | |||
41,423 |
NCR
Voyix Corp. (a) |
608,918 | |||
|
|
914,374 | |||
|
Specialty
Retail — 5.6%
|
| |||
21,226 |
Academy
Sports & Outdoors,
Inc. |
1,331,507 | |||
17,216 |
Advance
Auto Parts, Inc. |
1,150,889 | |||
7,784 |
Asbury
Automotive Group,
Inc.
(a) |
1,627,323 | |||
9,328 |
AutoNation,
Inc. (a) |
1,302,748 |
Shares |
Description |
Value | |||
| |||||
|
Specialty
Retail (Continued)
|
| |||
16,229 |
Bath
& Body Works, Inc. |
$692,329 | |||
4,767 |
Dick’s
Sporting Goods, Inc. |
710,617 | |||
5,746 |
Group
1 Automotive, Inc. |
1,494,305 | |||
4,255 |
Lithia
Motors, Inc. |
1,254,587 | |||
1,965 |
Murphy
USA, Inc. |
692,702 | |||
6,546 |
Penske
Automotive Group, Inc. |
971,230 | |||
9,796 |
Signet
Jewelers Ltd. |
974,506 | |||
3,471 |
Williams-Sonoma,
Inc. |
671,257 | |||
|
|
12,874,000 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.8%
|
| |||
13,210 |
Columbia
Sportswear Co. |
1,047,025 | |||
11,471 |
PVH
Corp. |
1,379,502 | |||
11,236 |
Skechers
U.S.A., Inc.,
Class
A (a) |
701,576 | |||
28,543 |
Tapestry,
Inc. |
1,107,183 | |||
|
|
4,235,286 | |||
|
Trading
Companies & Distributors
— 2.7%
|
| |||
41,753 |
Air
Lease Corp. |
1,745,693 | |||
8,049 |
Beacon
Roofing Supply, Inc. (a) |
667,182 | |||
10,830 |
Boise
Cascade Co. |
1,467,032 | |||
27,851 |
Rush
Enterprises, Inc., Class A |
1,250,788 | |||
6,042 |
WESCO
International, Inc. |
1,048,408 | |||
|
|
6,179,103 | |||
|
Water
Utilities — 0.1%
|
| |||
9,377 |
Essential
Utilities, Inc. |
336,259 | |||
|
Total
Common Stocks |
229,867,603 | |||
|
(Cost
$216,794,905) |
| |||
MONEY
MARKET FUNDS — 0.0% | |||||
93,288 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
93,288 | |||
|
(Cost
$93,288) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.5% | |||||
$1,062,622 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$1,062,776.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $1,099,387. (d) |
$1,062,622 | |||
|
(Cost
$1,062,622) |
| |||
| |||||
| |||||
|
Total
Investments — 100.5% |
231,023,513 | |||
|
(Cost
$217,950,815) |
| |||
|
Net
Other Assets and
Liabilities
— (0.5)% |
(1,085,607
) | |||
|
Net
Assets — 100.0% |
$229,937,906 |
(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 $1,095,533 and the total value of the collateral
held
by the Fund is $1,155,910. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 229,867,603 |
$ 229,867,603 |
$ — |
$ — |
Money
Market
Funds |
93,288 |
93,288 |
— |
— |
Repurchase
Agreements |
1,062,622 |
— |
1,062,622 |
— |
Total
Investments |
$231,023,513 |
$229,960,891 |
$1,062,622 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$1,095,533 |
Non-cash
Collateral(2)
|
(1,095,533
) |
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
January 31, 2024, 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)
|
$1,062,622 |
Non-cash
Collateral(4)
|
(1,062,622
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 — 2.2%
|
| |||
11,710 |
BWX
Technologies, Inc. |
$954,131 | |||
8,066 |
Curtiss-Wright
Corp. |
1,795,250 | |||
12,184 |
Hexcel
Corp. |
808,896 | |||
243,739 |
Rocket
Lab USA, Inc. (a) |
1,182,134 | |||
13,202 |
Woodward,
Inc. |
1,818,839 | |||
|
|
6,559,250 | |||
|
Air
Freight & Logistics — 0.4%
|
| |||
22,038 |
GXO
Logistics, Inc. (a) |
1,198,426 | |||
|
Automobile
Components — 0.1%
|
| |||
3,598 |
Visteon
Corp. (a) |
414,813 | |||
|
Beverages
— 1.1%
|
| |||
24,723 |
Celsius
Holdings, Inc. (a) |
1,233,677 | |||
2,420 |
Coca-Cola
Consolidated, Inc. |
2,084,564 | |||
|
|
3,318,241 | |||
|
Biotechnology
— 4.7%
|
| |||
71,749 |
ACADIA
Pharmaceuticals,
Inc.
(a) |
1,859,016 | |||
48,590 |
Alkermes
PLC (a) |
1,314,359 | |||
63,325 |
Amicus
Therapeutics, Inc. (a) |
787,130 | |||
14,613 |
Blueprint
Medicines Corp. (a) |
1,162,172 | |||
44,518 |
Bridgebio
Pharma, Inc. (a) |
1,526,522 | |||
74,913 |
Exelixis,
Inc. (a) |
1,630,107 | |||
12,156 |
Halozyme
Therapeutics, Inc. (a) |
411,481 | |||
8,881 |
Ionis
Pharmaceuticals, Inc. (a) |
456,395 | |||
28,691 |
Natera,
Inc. (a) |
1,891,884 | |||
13,640 |
Neurocrine
Biosciences, Inc. (a) |
1,906,463 | |||
80,017 |
Roivant
Sciences Ltd. (a) |
800,170 | |||
|
|
13,745,699 | |||
|
Broadline
Retail — 0.2%
|
| |||
11,086 |
Etsy,
Inc. (a) |
737,884 | |||
|
Building
Products — 4.8%
|
| |||
16,349 |
A.O.
Smith Corp. |
1,268,846 | |||
30,411 |
AAON,
Inc. |
2,133,636 | |||
12,778 |
Advanced
Drainage Systems,
Inc. |
1,666,507 | |||
14,186 |
Allegion
PLC |
1,757,503 | |||
46,985 |
AZEK
(The) Co., Inc. (a) |
1,811,742 | |||
12,124 |
Owens
Corning |
1,837,150 | |||
11,347 |
Simpson
Manufacturing Co., Inc. |
2,053,693 | |||
21,708 |
Trex
Co., Inc. (a) |
1,768,768 | |||
|
|
14,297,845 | |||
|
Capital
Markets — 1.4%
|
| |||
10,839 |
Interactive
Brokers Group, Inc.,
Class
A |
961,961 | |||
1,534 |
MarketAxess
Holdings, Inc. |
345,933 |
Shares |
Description |
Value | |||
| |||||
|
Capital
Markets (Continued)
|
| |||
176,332 |
Robinhood
Markets, Inc.,
Class
A (a) |
$1,893,806 | |||
9,888 |
Tradeweb
Markets, Inc., Class A |
943,216 | |||
|
|
4,144,916 | |||
|
Chemicals
— 1.1%
|
| |||
6,041 |
Balchem
Corp. |
846,706 | |||
4,116 |
NewMarket
Corp. |
2,295,946 | |||
|
|
3,142,652 | |||
|
Commercial
Services & Supplies
— 1.2%
|
| |||
7,724 |
Clean
Harbors, Inc. (a) |
1,297,323 | |||
63,014 |
Driven
Brands Holdings, Inc. (a) |
826,114 | |||
8,074 |
Tetra
Tech, Inc. |
1,277,145 | |||
|
|
3,400,582 | |||
|
Communications
Equipment —
0.2%
|
| |||
15,241 |
Juniper
Networks, Inc. |
563,307 | |||
|
Construction
& Engineering —
3.6%
|
| |||
14,582 |
AECOM |
1,285,987 | |||
64,926 |
API
Group Corp. (a) |
2,046,467 | |||
21,747 |
Arcosa,
Inc. |
1,702,355 | |||
10,922 |
Comfort
Systems USA, Inc. |
2,375,207 | |||
8,342 |
EMCOR
Group, Inc. |
1,902,894 | |||
11,868 |
MasTec,
Inc. (a) |
779,372 | |||
10,097 |
WillScot
Mobile Mini Holdings
Corp.
(a) |
477,588 | |||
|
|
10,569,870 | |||
|
Construction
Materials — 0.7%
|
| |||
8,860 |
Eagle
Materials, Inc. |
2,004,841 | |||
|
Consumer
Finance — 1.7%
|
| |||
16,581 |
FirstCash
Holdings, Inc. |
1,903,001 | |||
225,775 |
SoFi
Technologies, Inc. (a) |
1,767,818 | |||
43,984 |
Upstart
Holdings, Inc. (a) (b) |
1,396,932 | |||
|
|
5,067,751 | |||
|
Consumer
Staples Distribution &
Retail — 0.6%
|
| |||
25,990 |
Performance
Food Group Co. (a) |
1,888,953 | |||
|
Containers
& Packaging — 0.5%
|
| |||
54,681 |
Graphic
Packaging Holding Co. |
1,394,912 | |||
|
Diversified
Consumer Services —
1.2%
|
| |||
19,070 |
Bright
Horizons Family
Solutions,
Inc. (a) |
1,873,627 | |||
9,903 |
Duolingo,
Inc. (a) |
1,771,548 | |||
|
|
3,645,175 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
REITs — 0.3%
|
| |||
35,156 |
Essential
Properties Realty Trust,
Inc. |
$875,736 | |||
|
Electric
Utilities — 0.8%
|
| |||
43,452 |
NRG
Energy, Inc. |
2,304,694 | |||
|
Electrical
Equipment — 1.5%
|
| |||
5,616 |
Atkore,
Inc. (a) |
856,608 | |||
8,900 |
EnerSys |
850,573 | |||
46,772 |
Vertiv
Holdings Co., Class A |
2,634,667 | |||
|
|
4,341,848 | |||
|
Electronic
Equipment,
Instruments
& Components —
2.8%
|
| |||
4,125 |
Advanced
Energy Industries,
Inc. |
429,743 | |||
8,732 |
Badger
Meter, Inc. |
1,257,321 | |||
12,679 |
Insight
Enterprises, Inc. (a) |
2,342,318 | |||
29,751 |
Itron,
Inc. (a) |
2,146,237 | |||
1,679 |
Littelfuse,
Inc. |
406,150 | |||
52,017 |
Vontier
Corp. |
1,799,268 | |||
|
|
8,381,037 | |||
|
Energy
Equipment & Services —
1.0%
|
| |||
13,105 |
Valaris
Ltd. (a) |
810,806 | |||
22,963 |
Weatherford
International
PLC (a) |
2,056,337 | |||
|
|
2,867,143 | |||
|
Entertainment
— 1.4%
|
| |||
18,933 |
Endeavor
Group Holdings, Inc.,
Class
A |
468,592 | |||
24,509 |
Roku,
Inc. (a) |
2,158,262 | |||
37,661 |
Warner
Music Group Corp.,
Class
A |
1,374,250 | |||
|
|
4,001,104 | |||
|
Financial
Services — 2.7%
|
| |||
45,715 |
Affirm
Holdings, Inc. (a) |
1,851,915 | |||
40,477 |
Equitable
Holdings, Inc. |
1,323,193 | |||
13,281 |
Euronet
Worldwide, Inc. (a) |
1,323,452 | |||
30,218 |
Shift4
Payments, Inc.,
Class
A (a) |
2,169,954 | |||
24,606 |
Toast,
Inc., Class A (a) |
437,249 | |||
4,619 |
WEX,
Inc. (a) |
944,077 | |||
|
|
8,049,840 | |||
|
Food
Products — 1.5%
|
| |||
25,893 |
Freshpet,
Inc. (a) |
2,229,387 | |||
12,419 |
Ingredion,
Inc. |
1,335,912 | |||
22,691 |
Simply
Good Foods (The)
Co.
(a) |
857,720 | |||
|
|
4,423,019 |
Shares |
Description |
Value | |||
| |||||
|
Ground
Transportation — 1.7%
|
| |||
5,069 |
Avis
Budget Group, Inc. |
$829,846 | |||
4,641 |
Landstar
System, Inc. |
889,773 | |||
149,864 |
Lyft,
Inc., Class A (a) |
1,871,801 | |||
3,075 |
Saia,
Inc. (a) |
1,385,533 | |||
|
|
4,976,953 | |||
|
Health
Care Equipment & Supplies
— 1.2%
|
| |||
4,103 |
CONMED
Corp. |
392,247 | |||
11,305 |
Glaukos
Corp. (a) |
1,006,484 | |||
5,254 |
Haemonetics
Corp. (a) |
401,721 | |||
7,247 |
Lantheus
Holdings, Inc. (a) |
376,337 | |||
7,667 |
Masimo
Corp. (a) |
988,583 | |||
5,915 |
Merit
Medical Systems, Inc. (a) |
463,144 | |||
|
|
3,628,516 | |||
|
Health
Care Providers & Services
— 3.0%
|
| |||
35,800 |
agilon
health, Inc. (a) |
210,862 | |||
1,537 |
Chemed
Corp. |
911,118 | |||
7,269 |
CorVel
Corp. (a) |
1,710,687 | |||
20,020 |
Ensign
Group (The), Inc. |
2,266,664 | |||
6,777 |
HealthEquity,
Inc. (a) |
512,206 | |||
172,143 |
LifeStance
Health Group,
Inc.
(a) (b) |
1,029,415 | |||
26,672 |
Option
Care Health, Inc. (a) |
833,233 | |||
36,253 |
Progyny,
Inc. (a) |
1,380,877 | |||
|
|
8,855,062 | |||
|
Health
Care Technology — 0.3%
|
| |||
16,023 |
Doximity,
Inc., Class A (a) |
431,820 | |||
20,849 |
Teladoc
Health, Inc. (a) |
405,096 | |||
|
|
836,916 | |||
|
Hotel
& Resort REITs — 0.8%
|
| |||
20,412 |
Ryman
Hospitality Properties,
Inc. |
2,243,279 | |||
|
Hotels,
Restaurants & Leisure —
6.1%
|
| |||
31,979 |
Aramark |
929,949 | |||
7,176 |
Boyd
Gaming Corp. |
455,604 | |||
3,965 |
Choice
Hotels International, Inc. |
480,241 | |||
9,990 |
Churchill
Downs, Inc. |
1,208,490 | |||
11,182 |
Hilton
Grand Vacations, Inc. (a) |
466,289 | |||
17,226 |
Hyatt
Hotels Corp., Class A |
2,211,302 | |||
59,588 |
Life
Time Group Holdings,
Inc.
(a) |
792,520 | |||
27,360 |
Light
& Wonder, Inc. (a) |
2,199,197 | |||
112,099 |
Norwegian
Cruise Line Holdings
Ltd.
(a) |
1,995,362 | |||
18,465 |
Planet
Fitness, Inc., Class A (a) |
1,251,189 | |||
8,504 |
SeaWorld
Entertainment, Inc. (a) |
420,098 | |||
18,379 |
Texas
Roadhouse, Inc. |
2,310,608 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Hotels,
Restaurants & Leisure
(Continued)
|
| |||
8,756 |
Wingstop,
Inc. |
$2,461,399 | |||
9,863 |
Wynn
Resorts Ltd. |
931,363 | |||
|
|
18,113,611 | |||
|
Household
Durables — 2.2%
|
| |||
12,288 |
Installed
Building Products, Inc. |
2,394,317 | |||
35,260 |
Tempur
Sealy International, Inc. |
1,759,122 | |||
6,003 |
TopBuild
Corp. (a) |
2,215,887 | |||
|
|
6,369,326 | |||
|
Industrial
REITs — 0.9%
|
| |||
4,896 |
EastGroup
Properties, Inc. |
868,697 | |||
8,530 |
First
Industrial Realty Trust, Inc. |
439,466 | |||
8,009 |
Rexford
Industrial Realty, Inc. |
421,193 | |||
22,888 |
STAG
Industrial, Inc. |
845,483 | |||
|
|
2,574,839 | |||
|
Insurance
— 1.8%
|
| |||
5,366 |
Erie
Indemnity Co., Class A |
1,855,724 | |||
1,342 |
Kinsale
Capital Group, Inc. |
533,539 | |||
4,367 |
Primerica,
Inc. |
1,022,576 | |||
6,877 |
RenaissanceRe
Holdings Ltd. |
1,573,664 | |||
3,375 |
RLI
Corp. |
460,249 | |||
|
|
5,445,752 | |||
|
IT
Services — 1.9%
|
| |||
48,983 |
DigitalOcean
Holdings, Inc. (a) |
1,651,707 | |||
21,161 |
GoDaddy,
Inc., Class A (a) |
2,257,032 | |||
19,852 |
Okta,
Inc. (a) |
1,640,768 | |||
|
|
5,549,507 | |||
|
Life
Sciences Tools & Services —
1.6%
|
| |||
24,086 |
10X
Genomics, Inc., Class A (a) |
1,003,663 | |||
12,229 |
Bruker
Corp. |
874,496 | |||
7,329 |
Medpace
Holdings, Inc. (a) |
2,136,990 | |||
53,329 |
Sotera
Health Co. (a) |
785,003 | |||
|
|
4,800,152 | |||
|
Machinery
— 5.6%
|
| |||
23,180 |
Allison
Transmission Holdings,
Inc. |
1,403,317 | |||
6,591 |
Chart
Industries, Inc. (a) |
769,302 | |||
13,751 |
Donaldson
Co., Inc. |
888,177 | |||
20,748 |
Esab
Corp. |
1,784,121 | |||
29,274 |
Federal
Signal Corp. |
2,253,513 | |||
4,649 |
Franklin
Electric Co., Inc. |
438,215 | |||
18,827 |
ITT,
Inc. |
2,273,925 | |||
8,264 |
Lincoln
Electric Holdings, Inc. |
1,836,426 | |||
6,308 |
RBC
Bearings, Inc. (a) |
1,693,950 | |||
23,457 |
Terex
Corp. |
1,440,963 |
Shares |
Description |
Value | |||
| |||||
|
Machinery
(Continued)
|
| |||
4,680 |
Toro
(The) Co. |
$432,806 | |||
6,469 |
Watts
Water Technologies, Inc.,
Class
A |
1,280,927 | |||
|
|
16,495,642 | |||
|
Marine
Transportation — 0.3%
|
| |||
11,449 |
Kirby
Corp. (a) |
900,578 | |||
|
Media
— 0.6%
|
| |||
36,685 |
New
York Times (The) Co.,
Class
A |
1,781,424 | |||
|
Metals
& Mining — 0.5%
|
| |||
39,524 |
ATI,
Inc. (a) |
1,615,346 | |||
|
Mortgage
REITs — 0.5%
|
| |||
69,586 |
Annaly
Capital Management,
Inc. |
1,335,355 | |||
|
Multi-Utilities
— 0.1%
|
| |||
16,923 |
NiSource,
Inc. |
439,490 | |||
|
Oil,
Gas & Consumable Fuels —
1.4%
|
| |||
71,715 |
Antero
Midstream Corp. |
877,792 | |||
132,404 |
Equitrans
Midstream Corp. |
1,349,197 | |||
132,145 |
Permian
Resources Corp. |
1,781,314 | |||
|
|
4,008,303 | |||
|
Passenger
Airlines — 0.5%
|
| |||
11,500 |
Alaska
Air Group, Inc. (a) |
412,045 | |||
65,399 |
American
Airlines Group,
Inc.
(a) |
930,628 | |||
|
|
1,342,673 | |||
|
Personal
Care Products — 2.6%
|
| |||
40,528 |
BellRing
Brands, Inc. (a) |
2,239,982 | |||
108,525 |
Coty,
Inc., Class A (a) |
1,310,982 | |||
15,564 |
elf
Beauty, Inc. (a) |
2,482,925 | |||
12,480 |
Inter
Parfums, Inc. |
1,736,592 | |||
|
|
7,770,481 | |||
|
Pharmaceuticals
— 1.1%
|
| |||
16,936 |
Axsome
Therapeutics, Inc. (a) |
1,524,748 | |||
25,093 |
Intra-Cellular
Therapies, Inc. (a) |
1,689,763 | |||
|
|
3,214,511 | |||
|
Professional
Services — 2.1%
|
| |||
6,694 |
Dayforce,
Inc. (a) |
465,367 | |||
29,128 |
ExlService
Holdings, Inc. (a) |
911,124 | |||
6,768 |
FTI
Consulting, Inc. (a) |
1,296,817 | |||
11,499 |
Insperity,
Inc. |
1,318,820 | |||
35,823 |
Parsons
Corp. (a) |
2,333,868 | |||
|
|
6,325,996 | |||
|
Real
Estate Management & Development
— 0.6%
|
| |||
29,863 |
St.
Joe (The) Co. |
1,648,438 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Residential
REITs — 0.1%
|
| |||
12,937 |
Apartment
Income REIT Corp. |
$422,911 | |||
|
Retail
REITs — 0.4%
|
| |||
19,308 |
Brixmor
Property Group, Inc. |
433,271 | |||
19,654 |
Kite
Realty Group Trust |
420,596 | |||
12,317 |
Phillips
Edison & Co., Inc. |
427,523 | |||
|
|
1,281,390 | |||
|
Semiconductors
&
Semiconductor
Equipment —
2.4%
|
| |||
3,464 |
Axcelis
Technologies, Inc. (a) |
450,493 | |||
14,501 |
MACOM
Technology Solutions
Holdings,
Inc. (a) |
1,250,421 | |||
13,103 |
MKS
Instruments, Inc. |
1,394,815 | |||
8,816 |
Onto
Innovation, Inc. (a) |
1,423,784 | |||
19,749 |
Rambus,
Inc. (a) |
1,353,399 | |||
7,048 |
Universal
Display Corp. |
1,196,539 | |||
|
|
7,069,451 | |||
|
Software
— 14.8%
|
| |||
21,357 |
Altair
Engineering, Inc.,
Class
A (a) |
1,815,772 | |||
5,187 |
Appfolio,
Inc., Class A (a) |
1,137,302 | |||
45,098 |
AppLovin
Corp., Class A (a) |
1,854,881 | |||
20,729 |
Blackbaud,
Inc. (a) |
1,677,391 | |||
15,649 |
C3.ai,
Inc., Class A (a) (b) |
387,782 | |||
22,672 |
DocuSign,
Inc. (a) |
1,381,178 | |||
5,213 |
Dolby
Laboratories, Inc.,
Class
A |
433,617 | |||
36,647 |
DoubleVerify
Holdings, Inc. (a) |
1,466,247 | |||
45,721 |
Dropbox,
Inc., Class A (a) |
1,448,441 | |||
19,933 |
Elastic
N.V. (a) |
2,333,357 | |||
11,420 |
Five9,
Inc. (a) |
866,321 | |||
78,754 |
Gen
Digital, Inc. |
1,849,144 | |||
28,544 |
Gitlab,
Inc., Class A (a) |
2,029,764 | |||
16,482 |
Guidewire
Software, Inc. (a) |
1,840,710 | |||
6,260 |
Manhattan
Associates, Inc. (a) |
1,518,426 | |||
2,845 |
MicroStrategy,
Inc., Class A (a) |
1,425,942 | |||
40,080 |
nCino,
Inc. (a) |
1,261,718 | |||
47,106 |
Nutanix,
Inc., Class A (a) |
2,647,357 | |||
27,587 |
Pegasystems,
Inc. |
1,344,590 | |||
19,070 |
PowerSchool
Holdings, Inc.,
Class
A (a) |
448,908 | |||
19,472 |
Procore
Technologies, Inc. (a) |
1,390,106 | |||
11,445 |
Qualys,
Inc. (a) |
2,165,051 | |||
39,702 |
RingCentral,
Inc., Class A (a) |
1,345,501 | |||
67,300 |
Samsara,
Inc., Class A (a) |
2,113,220 | |||
81,868 |
SentinelOne,
Inc., Class A (a) |
2,194,062 | |||
37,582 |
Smartsheet,
Inc., Class A (a) |
1,690,063 | |||
4,636 |
SPS
Commerce, Inc. (a) |
852,097 | |||
9,754 |
Tenable
Holdings, Inc. (a) |
459,413 |
Shares |
Description |
Value | |||
| |||||
|
Software
(Continued)
|
| |||
90,438 |
UiPath,
Inc., Class A (a) |
$2,078,265 | |||
4,425 |
Workiva,
Inc. (a) |
411,260 | |||
|
|
43,867,886 | |||
|
Specialized
REITs — 0.7%
|
| |||
19,387 |
CubeSmart |
837,906 | |||
8,455 |
Lamar
Advertising Co., Class A |
885,070 | |||
13,448 |
Rayonier,
Inc. |
407,474 | |||
|
|
2,130,450 | |||
|
Specialty
Retail — 2.2%
|
| |||
42,434 |
Carvana
Co. (a) |
1,827,208 | |||
38,028 |
Chewy,
Inc., Class A (a) |
677,659 | |||
8,431 |
Five
Below, Inc. (a) |
1,513,027 | |||
16,110 |
Floor
& Decor Holdings, Inc.,
Class
A (a) |
1,620,022 | |||
14,563 |
Wayfair,
Inc., Class A (a) |
731,791 | |||
|
|
6,369,707 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.4%
|
| |||
72,525 |
IonQ,
Inc. (a) (b) |
744,832 | |||
12,599 |
Pure
Storage, Inc., Class A (a) |
503,834 | |||
|
|
1,248,666 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.8%
|
| |||
4,810 |
Crocs,
Inc. (a) |
488,119 | |||
12,463 |
Ralph
Lauren Corp. |
1,790,559 | |||
|
|
2,278,678 | |||
|
Trading
Companies & Distributors
— 3.0%
|
| |||
10,407 |
Applied
Industrial Technologies,
Inc. |
1,836,419 | |||
55,591 |
Core
& Main, Inc., Class A (a) |
2,296,464 | |||
3,737 |
GATX
Corp. |
458,343 | |||
15,088 |
Herc
Holdings, Inc. |
2,225,329 | |||
13,311 |
MSC
Industrial Direct Co., Inc.,
Class
A |
1,313,530 | |||
5,530 |
SiteOne
Landscape Supply,
Inc.
(a) |
854,662 | |||
|
|
8,984,747 | |||
|
Total
Common Stocks |
295,265,574 | |||
|
(Cost
$254,965,580) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
262,206 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
262,206 | |||
|
(Cost
$262,206) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 1.0% | |||||
$2,986,731 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$2,987,163.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $3,090,066. (d) |
$2,986,731 | |||
|
(Cost
$2,986,731) |
| |||
| |||||
| |||||
|
Total
Investments — 101.0% |
298,514,511 | |||
|
(Cost
$258,214,517) |
| |||
|
Net
Other Assets and
Liabilities
— (1.0)% |
(2,892,131
) | |||
|
Net
Assets — 100.0% |
$295,622,380 |
(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 $3,044,943 and the total value of the collateral
held
by the Fund is $3,248,937. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 295,265,574 |
$ 295,265,574 |
$ — |
$ — |
Money
Market
Funds |
262,206 |
262,206 |
— |
— |
Repurchase
Agreements |
2,986,731 |
— |
2,986,731 |
— |
Total
Investments |
$298,514,511 |
$295,527,780 |
$2,986,731 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$3,044,943 |
Non-cash
Collateral(2)
|
(3,044,943
) |
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
January 31, 2024, 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)
|
$2,986,731 |
Non-cash
Collateral(4)
|
(2,986,731
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Air
Freight & Logistics — 1.1%
|
| |||
73,062 |
Air
Transport Services Group,
Inc.
(a) |
$1,131,730 | |||
22,388 |
Hub
Group, Inc., Class A (a) |
1,013,729 | |||
|
|
2,145,459 | |||
|
Automobile
Components — 1.1%
|
| |||
85,974 |
American
Axle & Manufacturing
Holdings,
Inc. (a) |
695,530 | |||
35,226 |
Dana,
Inc. |
477,664 | |||
3,027 |
Dorman
Products, Inc. (a) |
246,428 | |||
7,548 |
Patrick
Industries, Inc. |
757,744 | |||
|
|
2,177,366 | |||
|
Automobiles
— 0.5%
|
| |||
14,124 |
Winnebago
Industries, Inc. |
928,229 | |||
|
Banks
— 18.8%
|
| |||
9,368 |
1st
Source Corp. |
489,665 | |||
14,278 |
Ameris
Bancorp |
708,760 | |||
48,120 |
Associated
Banc-Corp. |
1,011,001 | |||
14,083 |
Atlantic
Union Bankshares Corp. |
481,075 | |||
13,870 |
Axos
Financial, Inc. (a) |
768,814 | |||
23,357 |
BankUnited,
Inc. |
660,069 | |||
14,141 |
Banner
Corp. |
658,688 | |||
16,995 |
Cathay
General Bancorp |
699,684 | |||
4,843 |
Community
Bank System, Inc. |
221,664 | |||
13,147 |
Customers
Bancorp, Inc. (a) |
702,576 | |||
25,489 |
CVB
Financial Corp. |
427,451 | |||
17,779 |
Eastern
Bankshares, Inc. |
248,195 | |||
23,055 |
Enterprise
Financial Services
Corp. |
959,780 | |||
6,337 |
FB
Financial Corp. |
236,053 | |||
13,906 |
First
Bancorp |
480,591 | |||
31,287 |
First
BanCorp |
521,867 | |||
30,515 |
First
Busey Corp. |
718,323 | |||
49,056 |
First
Commonwealth Financial
Corp. |
687,275 | |||
54,174 |
First
Financial Bancorp |
1,214,581 | |||
22,512 |
First
Hawaiian, Inc. |
488,285 | |||
24,632 |
First
Interstate BancSystem, Inc.,
Class
A |
677,873 | |||
27,759 |
First
Merchants Corp. |
938,532 | |||
46,017 |
Fulton
Financial Corp. |
717,405 | |||
27,369 |
Heartland
Financial USA, Inc. |
970,778 | |||
7,171 |
Hilltop
Holdings, Inc. |
225,815 | |||
62,699 |
Hope
Bancorp, Inc. |
694,705 | |||
11,511 |
Independent
Bank Corp. |
645,652 | |||
4,962 |
Independent
Bank Group, Inc. |
239,913 | |||
18,949 |
International
Bancshares Corp. |
1,001,644 | |||
20,365 |
National
Bank Holdings Corp.,
Class
A |
712,775 |
Shares |
Description |
Value | |||
| |||||
|
Banks
(Continued)
|
| |||
6,022 |
NBT
Bancorp, Inc. |
$214,203 | |||
3,135 |
Nicolet
Bankshares, Inc. |
243,809 | |||
60,690 |
Northwest
Bancshares, Inc. |
750,735 | |||
74,117 |
OceanFirst
Financial Corp. |
1,277,036 | |||
20,208 |
OFG
Bancorp |
743,048 | |||
26,021 |
Pacific
Premier Bancorp, Inc. |
660,153 | |||
1,902 |
Park
National Corp. |
248,553 | |||
14,308 |
Pathward
Financial, Inc. |
740,868 | |||
57,087 |
Provident
Financial Services,
Inc. |
944,790 | |||
22,489 |
Renasant
Corp. |
711,327 | |||
30,799 |
S&T
Bancorp, Inc. |
1,026,839 | |||
8,872 |
Seacoast
Banking Corp. of
Florida |
217,896 | |||
3,788 |
ServisFirst
Bancshares, Inc. |
254,326 | |||
51,880 |
Simmons
First National Corp.,
Class
A |
986,239 | |||
27,208 |
Stellar
Bancorp, Inc. |
681,016 | |||
4,902 |
Stock
Yards Bancorp, Inc. |
243,728 | |||
15,925 |
Texas
Capital Bancshares,
Inc.
(a) |
971,425 | |||
17,295 |
TowneBank |
486,163 | |||
11,978 |
TriCo
Bancshares |
435,400 | |||
18,458 |
Trustmark
Corp. |
498,181 | |||
6,159 |
UMB
Financial Corp. |
508,118 | |||
17,590 |
United
Community Banks, Inc. |
480,911 | |||
44,235 |
Veritex
Holdings, Inc. |
929,377 | |||
31,229 |
WaFd,
Inc. |
906,890 | |||
24,144 |
WesBanco,
Inc. |
708,385 | |||
9,122 |
Westamerica
BanCorp |
435,302 | |||
16,491 |
WSFS
Financial Corp. |
734,014 | |||
|
|
36,248,221 | |||
|
Beverages
— 0.5%
|
| |||
104,498 |
Duckhorn
Portfolio (The),
Inc.
(a) |
901,818 | |||
|
Broadline
Retail — 0.5%
|
| |||
35,890 |
Kohl’s
Corp. |
924,526 | |||
|
Building
Products — 2.9%
|
| |||
13,856 |
American
Woodmark Corp. (a) |
1,264,776 | |||
5,236 |
Armstrong
World Industries, Inc. |
519,463 | |||
13,038 |
AZZ,
Inc. |
814,223 | |||
54,520 |
JELD-WEN
Holding, Inc. (a) |
1,014,072 | |||
69,316 |
Masterbrand,
Inc. (a) |
975,276 | |||
54,692 |
Resideo
Technologies, Inc. (a) |
917,185 | |||
|
|
5,504,995 | |||
|
Capital
Markets — 2.6%
|
| |||
5,714 |
Artisan
Partners Asset
Management,
Inc., Class A |
239,417 | |||
8,254 |
Donnelley
Financial Solutions,
Inc.
(a) |
512,738 | |||
22,368 |
Federated
Hermes, Inc. |
781,985 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Capital
Markets (Continued)
|
| |||
68,166 |
Golub
Capital BDC, Inc. |
$1,040,213 | |||
2,476 |
PJT
Partners, Inc., Class A |
238,117 | |||
6,970 |
StoneX
Group, Inc. (a) |
458,278 | |||
21,992 |
Victory
Capital Holdings, Inc.,
Class
A |
741,790 | |||
12,460 |
Virtu
Financial, Inc., Class A |
209,203 | |||
3,132 |
Virtus
Investment Partners, Inc. |
739,497 | |||
|
|
4,961,238 | |||
|
Chemicals
— 2.5%
|
| |||
42,944 |
AdvanSix,
Inc. |
1,089,919 | |||
77,527 |
Ecovyst,
Inc. (a) |
717,900 | |||
16,041 |
Ingevity
Corp. (a) |
698,746 | |||
2,050 |
Innospec,
Inc. |
238,025 | |||
7,219 |
Minerals
Technologies, Inc. |
471,762 | |||
27,314 |
Orion
S.A. |
611,834 | |||
7,796 |
Sensient
Technologies Corp. |
483,586 | |||
5,445 |
Stepan
Co. |
486,075 | |||
|
|
4,797,847 | |||
|
Commercial
Services & Supplies
— 1.4%
|
| |||
22,959 |
ABM
Industries, Inc. |
936,497 | |||
8,767 |
Brady
Corp., Class A |
528,036 | |||
6,037 |
HNI
Corp. |
245,827 | |||
19,291 |
MillerKnoll,
Inc. |
512,948 | |||
2,814 |
UniFirst
Corp. |
476,748 | |||
|
|
2,700,056 | |||
|
Communications
Equipment —
0.5%
|
| |||
46,895 |
NetScout
Systems, Inc. (a) |
1,008,711 | |||
|
Construction
& Engineering —
0.7%
|
| |||
7,973 |
Ameresco,
Inc., Class A (a) |
162,888 | |||
4,964 |
Granite
Construction, Inc. |
223,926 | |||
30,995 |
Primoris
Services Corp. |
1,016,636 | |||
|
|
1,403,450 | |||
|
Construction
Materials — 0.1%
|
| |||
3,817 |
Knife
River Corp. (a) |
249,975 | |||
|
Consumer
Finance — 2.8%
|
| |||
39,061 |
Bread
Financial Holdings, Inc. |
1,416,742 | |||
4,974 |
Encore
Capital Group, Inc. (a) |
249,098 | |||
23,241 |
Enova
International, Inc. (a) |
1,265,008 | |||
55,280 |
Navient
Corp. |
951,922 | |||
5,834 |
Nelnet,
Inc., Class A |
508,316 | |||
33,300 |
PROG
Holdings, Inc. (a) |
1,020,312 | |||
|
|
5,411,398 | |||
|
Consumer
Staples Distribution &
Retail — 2.1%
|
| |||
8,945 |
Andersons
(The), Inc. |
471,491 |
Shares |
Description |
Value | |||
| |||||
|
Consumer
Staples Distribution
&
Retail (Continued)
|
| |||
9,367 |
Grocery
Outlet Holding
Corp.
(a) |
$232,114 | |||
14,896 |
Ingles
Markets, Inc., Class A |
1,254,988 | |||
63,420 |
United
Natural Foods, Inc. (a) |
945,592 | |||
20,117 |
Weis
Markets, Inc. |
1,222,108 | |||
|
|
4,126,293 | |||
|
Containers
& Packaging — 0.1%
|
| |||
18,416 |
Pactiv
Evergreen, Inc. |
268,874 | |||
|
Diversified
Consumer Services —
1.8%
|
| |||
12,850 |
Adtalem
Global Education,
Inc.
(a) |
648,668 | |||
45,303 |
Chegg,
Inc. (a) |
446,235 | |||
1,478 |
Graham
Holdings Co., Class B |
1,064,751 | |||
5,571 |
Strategic
Education, Inc. |
524,008 | |||
12,756 |
Stride,
Inc. (a) |
764,722 | |||
|
|
3,448,384 | |||
|
Diversified
REITs — 1.0%
|
| |||
45,727 |
American
Assets Trust, Inc. |
1,025,657 | |||
59,775 |
Broadstone
Net Lease, Inc. |
960,584 | |||
|
|
1,986,241 | |||
|
Diversified
Telecommunication Services
— 0.7%
|
| |||
175,293 |
Liberty
Latin America Ltd.,
Class
C (a) |
1,248,086 | |||
|
Electric
Utilities — 0.7%
|
| |||
21,036 |
ALLETE,
Inc. |
1,243,438 | |||
|
Electrical
Equipment — 0.9%
|
| |||
6,022 |
Encore
Wire Corp. |
1,357,961 | |||
115,285 |
GrafTech
International Ltd. |
153,329 | |||
5,618 |
Vicor
Corp. (a) |
211,630 | |||
|
|
1,722,920 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.5%
|
| |||
13,319 |
Crane
NXT Co. |
776,231 | |||
6,446 |
ePlus,
Inc. (a) |
486,931 | |||
11,107 |
Methode
Electronics, Inc. |
230,581 | |||
7,656 |
PC
Connection, Inc. |
493,889 | |||
2,337 |
Plexus
Corp. (a) |
221,361 | |||
3,898 |
Rogers
Corp. (a) |
449,322 | |||
15,970 |
TTM
Technologies, Inc. (a) |
222,143 | |||
|
|
2,880,458 | |||
|
Energy
Equipment & Services —
2.8%
|
| |||
70,927 |
Liberty
Energy, Inc. |
1,474,572 | |||
119,134 |
Patterson-UTI
Energy, Inc. |
1,321,196 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Energy
Equipment & Services
(Continued)
|
| |||
153,538 |
ProPetro
Holding Corp. (a) |
$1,298,932 | |||
176,736 |
RPC,
Inc. |
1,291,940 | |||
|
|
5,386,640 | |||
|
Entertainment
— 0.7%
|
| |||
37,887 |
Sphere
Entertainment Co. (a) |
1,340,442 | |||
|
Financial
Services — 2.0%
|
| |||
25,131 |
Jackson
Financial, Inc., Class A |
1,258,309 | |||
17,787 |
Merchants
Bancorp |
778,003 | |||
43,351 |
NMI
Holdings, Inc., Class A (a) |
1,383,764 | |||
4,638 |
Walker
& Dunlop, Inc. |
447,985 | |||
|
|
3,868,061 | |||
|
Food
Products — 1.7%
|
| |||
22,419 |
Cal-Maine
Foods, Inc. |
1,242,461 | |||
49,014 |
Fresh
Del Monte Produce, Inc. |
1,204,764 | |||
18,273 |
TreeHouse
Foods, Inc. (a) |
769,293 | |||
|
|
3,216,518 | |||
|
Gas
Utilities — 1.1%
|
| |||
33,044 |
Northwest
Natural Holding Co. |
1,218,002 | |||
16,511 |
Spire,
Inc. |
937,329 | |||
|
|
2,155,331 | |||
|
Ground
Transportation — 2.2%
|
| |||
4,282 |
ArcBest
Corp. |
510,115 | |||
72,180 |
Heartland
Express, Inc. |
934,731 | |||
36,103 |
Marten
Transport Ltd. |
667,905 | |||
50,555 |
Schneider
National, Inc., Class B |
1,239,608 | |||
24,292 |
Werner
Enterprises, Inc. |
960,749 | |||
|
|
4,313,108 | |||
|
Health
Care Equipment & Supplies
— 0.3%
|
| |||
4,507 |
Enovis
Corp. (a) |
264,561 | |||
2,546 |
Integer
Holdings Corp. (a) |
257,961 | |||
|
|
522,522 | |||
|
Health
Care Providers & Services
— 2.2%
|
| |||
34,633 |
AdaptHealth
Corp. (a) |
250,050 | |||
2,720 |
Addus
HomeCare Corp. (a) |
235,552 | |||
8,733 |
Fulgent
Genetics, Inc. (a) |
214,745 | |||
13,102 |
Owens
& Minor, Inc. (a) |
258,240 | |||
26,624 |
Patterson
Cos., Inc. |
794,993 | |||
138,351 |
Pediatrix
Medical Group, Inc. (a) |
1,294,965 | |||
57,544 |
Premier,
Inc., Class A |
1,244,101 | |||
|
|
4,292,646 | |||
|
Health
Care REITs — 0.5%
|
| |||
16,025 |
LTC
Properties, Inc. |
499,499 | |||
9,217 |
National
Health Investors, Inc. |
490,160 | |||
|
|
989,659 |
Shares |
Description |
Value | |||
| |||||
|
Hotel
& Resort REITs — 1.4%
|
| |||
32,205 |
Pebblebrook
Hotel Trust |
$490,160 | |||
109,784 |
RLJ
Lodging Trust |
1,271,299 | |||
75,573 |
Xenia
Hotels & Resorts, Inc. |
1,007,388 | |||
|
|
2,768,847 | |||
|
Hotels,
Restaurants & Leisure —
0.9%
|
| |||
6,676 |
Cracker
Barrel Old Country
Store,
Inc. |
516,389 | |||
32,221 |
Golden
Entertainment, Inc. |
1,236,642 | |||
|
|
1,753,031 | |||
|
Household
Durables — 2.9%
|
| |||
11,295 |
Century
Communities, Inc. |
979,276 | |||
4,262 |
Helen
of Troy Ltd. (a) |
487,999 | |||
34,850 |
La-Z-Boy,
Inc. |
1,213,128 | |||
3,864 |
LGI
Homes, Inc. (a) |
455,991 | |||
9,340 |
M/I
Homes, Inc. (a) |
1,190,103 | |||
36,345 |
Tri
Pointe Homes, Inc. (a) |
1,254,993 | |||
|
|
5,581,490 | |||
|
Household
Products — 1.0%
|
| |||
17,197 |
Central
Garden & Pet Co.,
Class
A (a) |
709,892 | |||
16,130 |
Spectrum
Brands Holdings, Inc. |
1,268,141 | |||
|
|
1,978,033 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.1%
|
| |||
9,203 |
Clearway
Energy, Inc., Class C |
223,081 | |||
|
Industrial
REITs — 0.6%
|
| |||
7,515 |
Innovative
Industrial Properties,
Inc. |
700,624 | |||
51,880 |
LXP
Industrial Trust |
471,589 | |||
|
|
1,172,213 | |||
|
Insurance
— 1.2%
|
| |||
27,148 |
CNO
Financial Group, Inc. |
737,883 | |||
154,088 |
Genworth
Financial, Inc.,
Class
A (a) |
950,723 | |||
8,759 |
Stewart
Information Services
Corp. |
540,080 | |||
|
|
2,228,686 | |||
|
Interactive
Media & Services —
0.7%
|
| |||
15,688 |
Shutterstock,
Inc. |
736,865 | |||
7,662 |
Ziff
Davis, Inc. (a) |
516,419 | |||
|
|
1,253,284 | |||
|
Leisure
Products — 0.4%
|
| |||
18,777 |
Malibu
Boats, Inc., Class A (a) |
783,940 | |||
|
Machinery
— 1.7%
|
| |||
2,572 |
Albany
International Corp.,
Class
A |
228,677 | |||
13,835 |
Astec
Industries, Inc. |
492,526 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Machinery
(Continued)
|
| |||
15,772 |
Barnes
Group, Inc. |
$522,211 | |||
11,347 |
Helios
Technologies, Inc. |
468,177 | |||
39,910 |
Kennametal,
Inc. |
978,593 | |||
3,985 |
Lindsay
Corp. |
518,488 | |||
|
|
3,208,672 | |||
|
Marine
Transportation — 0.7%
|
| |||
11,741 |
Matson,
Inc. |
1,315,344 | |||
|
Media
— 0.7%
|
| |||
34,128 |
Scholastic
Corp. |
1,311,880 | |||
|
Metals
& Mining — 2.8%
|
| |||
3,037 |
Alpha
Metallurgical Resources,
Inc. |
1,212,492 | |||
7,755 |
Arch
Resources, Inc. |
1,372,325 | |||
9,972 |
Compass
Minerals International,
Inc. |
224,270 | |||
3,547 |
Kaiser
Aluminum Corp. |
230,200 | |||
29,680 |
Ryerson
Holding Corp. |
1,018,618 | |||
21,102 |
Warrior
Met Coal, Inc. |
1,354,115 | |||
|
|
5,412,020 | |||
|
Mortgage
REITs — 2.7%
|
| |||
21,507 |
Apollo
Commercial Real Estate
Finance,
Inc. |
240,018 | |||
67,806 |
Arbor
Realty Trust, Inc. (b) |
901,820 | |||
257,843 |
Chimera
Investment Corp. |
1,237,647 | |||
18,522 |
Claros
Mortgage Trust, Inc. |
217,448 | |||
18,690 |
Franklin
BSP Realty Trust, Inc. |
239,606 | |||
22,403 |
MFA
Financial, Inc. |
248,001 | |||
68,849 |
PennyMac
Mortgage Investment
Trust |
987,295 | |||
125,525 |
Ready
Capital Corp. |
1,176,169 | |||
|
|
5,248,004 | |||
|
Multi-Utilities
— 1.1%
|
| |||
35,998 |
Avista
Corp. |
1,224,292 | |||
20,225 |
Northwestern
Energy Group,
Inc. |
973,227 | |||
|
|
2,197,519 | |||
|
Office
REITs — 2.3%
|
| |||
52,236 |
Douglas
Emmett, Inc. |
707,798 | |||
38,291 |
Easterly
Government Properties,
Inc. |
470,214 | |||
39,449 |
Equity
Commonwealth |
753,870 | |||
56,037 |
Highwoods
Properties, Inc. |
1,287,170 | |||
30,257 |
JBG
SMITH Properties |
484,112 | |||
146,504 |
Paramount
Group, Inc. |
695,894 | |||
|
|
4,399,058 | |||
|
Oil,
Gas & Consumable Fuels —
5.1%
|
| |||
39,713 |
Callon
Petroleum Co. (a) |
1,275,582 |
Shares |
Description |
Value | |||
| |||||
|
Oil,
Gas & Consumable Fuels
(Continued)
|
| |||
64,331 |
CNX
Resources Corp. (a) |
$1,299,486 | |||
29,359 |
Delek
US Holdings, Inc. |
793,574 | |||
9,661 |
Gulfport
Energy Corp. (a) |
1,225,981 | |||
35,376 |
Par
Pacific Holdings, Inc. (a) |
1,294,408 | |||
52,905 |
Peabody
Energy Corp. |
1,412,563 | |||
90,418 |
Talos
Energy, Inc. (a) |
1,172,721 | |||
56,480 |
World
Kinect Corp. |
1,274,754 | |||
|
|
9,749,069 | |||
|
Paper
& Forest Products — 0.5%
|
| |||
20,958 |
Sylvamo
Corp. |
973,080 | |||
|
Passenger
Airlines — 1.5%
|
| |||
185,461 |
JetBlue
Airways Corp. (a) |
984,798 | |||
14,510 |
SkyWest,
Inc. (a) |
772,803 | |||
81,794 |
Sun
Country Airlines Holdings,
Inc.
(a) |
1,113,216 | |||
|
|
2,870,817 | |||
|
Personal
Care Products — 2.3%
|
| |||
28,101 |
Edgewell
Personal Care Co. |
1,041,142 | |||
49,635 |
Herbalife
Ltd. (a) |
598,102 | |||
15,313 |
Medifast,
Inc. |
836,856 | |||
66,252 |
Nu
Skin Enterprises, Inc.,
Class
A |
1,229,637 | |||
14,131 |
USANA
Health Sciences,
Inc.
(a) |
661,613 | |||
|
|
4,367,350 | |||
|
Pharmaceuticals
— 0.3%
|
| |||
3,536 |
Ligand
Pharmaceuticals, Inc. (a) |
258,482 | |||
8,724 |
Supernus
Pharmaceuticals,
Inc.
(a) |
241,480 | |||
|
|
499,962 | |||
|
Professional
Services — 1.0%
|
| |||
4,744 |
CSG
Systems International, Inc. |
238,671 | |||
1,881 |
ICF
International, Inc. |
261,534 | |||
3,735 |
Kforce,
Inc. |
255,287 | |||
4,252 |
Korn
Ferry |
249,465 | |||
2,273 |
NV5
Global, Inc. (a) |
238,415 | |||
34,951 |
TTEC
Holdings, Inc. |
712,301 | |||
|
|
1,955,673 | |||
|
Real
Estate Management & Development
— 0.5%
|
| |||
31,127 |
Forestar
Group, Inc. (a) |
973,030 | |||
|
Retail
REITs — 0.4%
|
| |||
30,290 |
Acadia
Realty Trust |
516,747 | |||
9,965 |
InvenTrust
Properties Corp. |
247,431 | |||
|
|
764,178 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Semiconductors
&
Semiconductor
Equipment —
0.6%
|
| |||
14,544 |
Cohu,
Inc. (a) |
$463,372 | |||
24,144 |
Photronics,
Inc. (a) |
705,488 | |||
|
|
1,168,860 | |||
|
Software
— 0.7%
|
| |||
8,249 |
ACI
Worldwide, Inc. (a) |
248,047 | |||
83,078 |
Adeia,
Inc. |
1,008,567 | |||
|
|
1,256,614 | |||
|
Specialty
Retail — 4.0%
|
| |||
2,863 |
Abercrombie
& Fitch Co.,
Class
A (a) |
291,740 | |||
35,796 |
American
Eagle Outfitters, Inc. |
709,477 | |||
10,829 |
Buckle
(The), Inc. |
402,730 | |||
24,317 |
Foot
Locker, Inc. |
684,767 | |||
44,636 |
Guess?,
Inc. |
997,168 | |||
25,816 |
Monro,
Inc. |
822,498 | |||
18,282 |
ODP
(The) Corp. (a) |
934,941 | |||
77,507 |
Sally
Beauty Holdings, Inc. (a) |
954,886 | |||
36,050 |
Urban
Outfitters, Inc. (a) |
1,369,900 | |||
19,392 |
Victoria’s
Secret & Co. (a) |
505,162 | |||
|
|
7,673,269 | |||
|
Technology
Hardware, Storage &
Peripherals — 0.7%
|
| |||
70,195 |
Xerox
Holdings Corp. |
1,295,800 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.7%
|
| |||
6,873 |
Carter’s,
Inc. |
519,874 | |||
8,243 |
Kontoor
Brands, Inc. |
483,205 | |||
15,263 |
Levi
Strauss & Co., Class A |
248,482 | |||
10,293 |
Oxford
Industries, Inc. |
977,114 | |||
146,376 |
Under
Armour, Inc., Class A (a) |
1,115,385 | |||
|
|
3,344,060 | |||
|
Tobacco
— 0.5%
|
| |||
15,292 |
Universal
Corp. |
886,171 | |||
|
Trading
Companies & Distributors
— 0.6%
|
| |||
113,661 |
DNOW,
Inc. (a) |
1,146,840 | |||
|
Total
Common Stocks |
192,132,785 | |||
|
(Cost
$182,052,759) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
73,333 |
Goldman
Sachs Financial Square
Treasury
Obligations Fund -
Institutional
Class -
5.14%
(c) (d) |
73,333 | |||
|
(Cost
$73,333) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 0.4% | |||||
$835,324 |
BNP
Paribas S.A., 5.21% (c),
dated
01/31/24, due 02/01/24,
with
a maturity value of
$835,445.
Collateralized by
U.S.
Treasury Floating Rate
Note,
interest rate of 5.45%,
due
04/30/25. The value of the
collateral
including accrued
interest
is $864,224. (d) |
$835,324 | |||
|
(Cost
$835,324) |
| |||
| |||||
| |||||
|
Total
Investments — 100.4% |
193,041,442 | |||
|
(Cost
$182,961,416) |
| |||
|
Net
Other Assets and
Liabilities
— (0.4)% |
(706,977
) | |||
|
Net
Assets — 100.0% |
$192,334,465 |
(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 $833,458 and the total value of the collateral
held
by the Fund is $908,657. |
(c) |
Rate
shown reflects yield as of January 31, 2024. |
(d) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 192,132,785 |
$ 192,132,785 |
$ — |
$ — |
Money
Market
Funds |
73,333 |
73,333 |
— |
— |
Repurchase
Agreements |
835,324 |
— |
835,324 |
— |
Total
Investments |
$193,041,442 |
$192,206,118 |
$835,324 |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Securities
Lending Agency Agreement | |
Total
gross amount presented on the Statements
of
Assets and Liabilities(1)
|
$833,458 |
Non-cash
Collateral(2)
|
(833,458
) |
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
January 31, 2024, 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)
|
$835,324 |
Non-cash
Collateral(4)
|
(835,324
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, the value of the collateral received from
each
seller exceeded the value of the repurchase
agreements. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.8% | |||||
|
Aerospace
& Defense — 2.7%
|
| |||
20,538 |
AAR
Corp. (a) |
$1,249,121 | |||
10,167 |
AeroVironment,
Inc. (a) |
1,226,547 | |||
11,062 |
Moog,
Inc., Class A |
1,546,468 | |||
50,404 |
Spirit
AeroSystems Holdings,
Inc.,
Class A (a) |
1,384,094 | |||
20,306 |
V2X,
Inc. (a) |
789,700 | |||
128,298 |
Virgin
Galactic Holdings,
Inc.
(a) (b) |
228,370 | |||
|
|
6,424,300 | |||
|
Automobile
Components — 1.2%
|
| |||
132,524 |
Garrett
Motion, Inc. (a) |
1,138,381 | |||
26,829 |
Modine
Manufacturing Co. (a) |
1,853,616 | |||
|
|
2,991,997 | |||
|
Banks
— 1.5%
|
| |||
9,688 |
BancFirst
Corp. |
857,485 | |||
33,231 |
Bancorp
(The), Inc. (a) |
1,450,201 | |||
11,621 |
City
Holding Co. |
1,187,782 | |||
|
|
3,495,468 | |||
|
Beverages
— 0.3%
|
| |||
3,191 |
MGP
Ingredients, Inc. |
271,075 | |||
24,979 |
Vita
Coco (The) Co., Inc. (a) |
491,837 | |||
|
|
762,912 | |||
|
Biotechnology
— 6.9%
|
| |||
10,705 |
Apellis
Pharmaceuticals, Inc. (a) |
677,519 | |||
76,234 |
Catalyst
Pharmaceuticals,
Inc.
(a) |
1,097,770 | |||
23,775 |
Celldex
Therapeutics, Inc. (a) |
837,355 | |||
15,350 |
Cytokinetics,
Inc. (a) |
1,199,295 | |||
22,484 |
Dynavax
Technologies Corp. (a) |
290,493 | |||
26,501 |
Ideaya
Biosciences, Inc. (a) |
1,153,589 | |||
30,426 |
Insmed,
Inc. (a) |
845,843 | |||
27,473 |
Ironwood
Pharmaceuticals,
Inc.
(a) |
389,842 | |||
25,169 |
Kymera
Therapeutics, Inc. (a) |
825,040 | |||
86,351 |
MannKind
Corp. (a) |
288,412 | |||
23,298 |
Merus
N.V. (a) |
831,273 | |||
49,268 |
Myriad
Genetics, Inc. (a) |
1,053,843 | |||
13,706 |
Protagonist
Therapeutics, Inc. (a) |
342,787 | |||
11,408 |
PTC
Therapeutics, Inc. (a) |
297,635 | |||
129,970 |
Recursion
Pharmaceuticals, Inc.,
Class
A (a) (b) |
1,223,018 | |||
58,194 |
Relay
Therapeutics, Inc. (a) |
538,294 | |||
14,546 |
Syndax
Pharmaceuticals, Inc. (a) |
298,048 | |||
55,209 |
TG
Therapeutics, Inc. (a) |
896,594 | |||
43,456 |
Twist
Bioscience Corp. (a) |
1,407,974 | |||
13,396 |
Ultragenyx
Pharmaceutical,
Inc.
(a) |
590,898 |
Shares |
Description |
Value | |||
| |||||
|
Biotechnology
(Continued)
|
| |||
34,275 |
Veracyte,
Inc. (a) |
$857,560 | |||
17,994 |
Vericel
Corp. (a) |
773,382 | |||
|
|
16,716,464 | |||
|
Building
Products — 2.7%
|
| |||
6,177 |
CSW
Industrials, Inc. |
1,306,868 | |||
20,285 |
Gibraltar
Industries, Inc. (a) |
1,641,462 | |||
26,284 |
Griffon
Corp. |
1,531,306 | |||
23,113 |
Hayward
Holdings, Inc. (a) |
289,375 | |||
122,745 |
Janus
International Group,
Inc.
(a) |
1,736,841 | |||
|
|
6,505,852 | |||
|
Capital
Markets — 1.1%
|
| |||
31,488 |
AssetMark
Financial Holdings,
Inc.
(a) |
965,737 | |||
8,462 |
Cohen
& Steers, Inc. |
595,894 | |||
8,313 |
Hamilton
Lane, Inc., Class A |
963,809 | |||
|
|
2,525,440 | |||
|
Commercial
Services & Supplies
— 1.7%
|
| |||
20,745 |
ACV
Auctions, Inc., Class A (a) |
269,063 | |||
18,215 |
Brink’s
(The) Co. |
1,472,501 | |||
20,010 |
Cimpress
PLC (a) |
1,505,152 | |||
17,486 |
Matthews
International Corp.,
Class
A |
575,289 | |||
9,781 |
Montrose
Environmental Group,
Inc.
(a) |
285,703 | |||
|
|
4,107,708 | |||
|
Communications
Equipment —
0.3%
|
| |||
17,820 |
Extreme
Networks, Inc. (a) |
240,748 | |||
49,135 |
Harmonic,
Inc. (a) |
574,880 | |||
|
|
815,628 | |||
|
Construction
& Engineering —
3.1%
|
| |||
36,807 |
Construction
Partners, Inc.,
Class
A (a) |
1,674,719 | |||
11,133 |
Dycom
Industries, Inc. (a) |
1,243,556 | |||
20,222 |
IES
Holdings, Inc. (a) |
1,657,395 | |||
11,073 |
MYR
Group, Inc. (a) |
1,592,851 | |||
18,219 |
Sterling
Infrastructure, Inc. (a) |
1,368,247 | |||
|
|
7,536,768 | |||
|
Construction
Materials — 0.6%
|
| |||
5,566 |
United
States Lime & Minerals,
Inc. |
1,439,757 | |||
|
Consumer
Staples Distribution &
Retail — 0.6%
|
| |||
43,542 |
Chefs’
Warehouse (The), Inc. (a) |
1,385,506 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Diversified
Consumer Services —
2.8%
|
| |||
66,158 |
Coursera,
Inc. (a) |
$1,266,264 | |||
36,386 |
Frontdoor,
Inc. (a) |
1,192,005 | |||
7,140 |
Grand
Canyon Education,
Inc.
(a) |
932,413 | |||
93,468 |
Laureate
Education, Inc. |
1,179,566 | |||
74,160 |
Mister
Car Wash, Inc. (a) (b) |
615,528 | |||
108,746 |
Udemy,
Inc. (a) |
1,477,858 | |||
|
|
6,663,634 | |||
|
Diversified
REITs — 0.5%
|
| |||
132,247 |
Empire
State Realty Trust, Inc.,
Class
A |
1,258,991 | |||
|
Diversified
Telecommunication Services
— 1.1%
|
| |||
16,851 |
Cogent
Communications
Holdings,
Inc. |
1,300,897 | |||
825,695 |
Globalstar,
Inc. (a) |
1,312,855 | |||
|
|
2,613,752 | |||
|
Electric
Utilities — 0.4%
|
| |||
4,345 |
MGE
Energy, Inc. |
280,209 | |||
7,539 |
Otter
Tail Corp. |
681,676 | |||
|
|
961,885 | |||
|
Electrical
Equipment — 0.6%
|
| |||
18,711 |
Array
Technologies, Inc. (a) |
247,734 | |||
43,292 |
Bloom
Energy Corp.,
Class
A (a) (b) |
490,065 | |||
39,537 |
Fluence
Energy, Inc. (a) |
785,600 | |||
|
|
1,523,399 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.5%
|
| |||
7,187 |
CTS
Corp. |
295,098 | |||
156,275 |
Mirion
Technologies, Inc. (a) |
1,476,799 | |||
18,709 |
Napco
Security Technologies,
Inc. |
650,138 | |||
9,929 |
OSI
Systems, Inc. (a) |
1,271,210 | |||
|
|
3,693,245 | |||
|
Energy
Equipment & Services —
3.1%
|
| |||
104,015 |
Archrock,
Inc. |
1,699,605 | |||
14,111 |
Cactus,
Inc., Class A |
598,871 | |||
49,287 |
Diamond
Offshore Drilling,
Inc.
(a) |
601,302 | |||
40,247 |
Expro
Group Holdings N.V. (a) |
708,347 | |||
155,824 |
Helix
Energy Solutions Group,
Inc.
(a) |
1,464,746 | |||
3,850 |
Nabors
Industries Ltd. (a) |
325,633 |
Shares |
Description |
Value | |||
| |||||
|
Energy
Equipment & Services
(Continued)
|
| |||
44,313 |
Oceaneering
International,
Inc.
(a) |
$920,824 | |||
17,770 |
Tidewater,
Inc. (a) |
1,193,966 | |||
|
|
7,513,294 | |||
|
Entertainment
— 0.4%
|
| |||
66,928 |
Cinemark
Holdings, Inc. (a) |
925,614 | |||
|
Financial
Services — 2.0%
|
| |||
103,430 |
AvidXchange
Holdings, Inc. (a) |
1,133,593 | |||
15,653 |
EVERTEC,
Inc. |
628,624 | |||
8,379 |
Federal
Agricultural Mortgage
Corp.,
Class C |
1,560,924 | |||
122,981 |
Payoneer
Global, Inc. (a) |
575,551 | |||
48,557 |
Remitly
Global, Inc. (a) |
832,267 | |||
|
|
4,730,959 | |||
|
Food
Products — 0.9%
|
| |||
3,834 |
J
& J Snack Foods Corp. |
610,488 | |||
19,276 |
Tootsie
Roll Industries, Inc. |
628,205 | |||
58,066 |
Utz
Brands, Inc. |
1,027,768 | |||
|
|
2,266,461 | |||
|
Gas
Utilities — 0.1%
|
| |||
2,975 |
Chesapeake
Utilities Corp. |
301,308 | |||
|
Health
Care Equipment & Supplies
— 3.6%
|
| |||
42,405 |
Alphatec
Holdings, Inc. (a) |
682,296 | |||
15,151 |
Axonics,
Inc. (a) |
1,028,450 | |||
33,847 |
Embecta
Corp. |
580,138 | |||
9,867 |
Inari
Medical, Inc. (a) |
561,926 | |||
5,987 |
iRhythm
Technologies, Inc. (a) |
717,123 | |||
5,536 |
LeMaitre
Vascular, Inc. |
321,309 | |||
22,498 |
PROCEPT
BioRobotics
Corp.
(a) |
1,041,657 | |||
39,731 |
RxSight,
Inc. (a) |
1,808,158 | |||
16,236 |
TransMedics
Group, Inc. (a) |
1,392,562 | |||
3,727 |
UFP
Technologies, Inc. (a) |
628,037 | |||
|
|
8,761,656 | |||
|
Health
Care Providers & Services
— 2.4%
|
| |||
53,351 |
Accolade,
Inc. (a) |
603,934 | |||
39,687 |
Agiliti,
Inc. (a) |
281,381 | |||
179,985 |
Hims
& Hers Health, Inc. (a) |
1,544,271 | |||
79,201 |
NeoGenomics,
Inc. (a) |
1,176,135 | |||
27,823 |
Privia
Health Group, Inc. (a) |
560,912 | |||
36,858 |
RadNet,
Inc. (a) |
1,362,640 | |||
3,374 |
US
Physical Therapy, Inc. |
311,285 | |||
|
|
5,840,558 | |||
|
Health
Care Technology — 1.1%
|
| |||
17,867 |
Certara,
Inc. (a) |
288,731 | |||
38,798 |
Evolent
Health, Inc., Class A (a) |
1,141,049 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Health
Care Technology
(Continued)
|
| |||
27,678 |
Phreesia,
Inc. (a) |
$705,235 | |||
17,899 |
Schrodinger,
Inc. (a) |
473,429 | |||
|
|
2,608,444 | |||
|
Hotel
& Resort REITs — 1.9%
|
| |||
136,474 |
DiamondRock
Hospitality Co. |
1,247,372 | |||
104,698 |
Park
Hotels & Resorts, Inc. |
1,578,846 | |||
110,417 |
Service
Properties Trust |
853,524 | |||
87,885 |
Sunstone
Hotel Investors, Inc. |
937,733 | |||
|
|
4,617,475 | |||
|
Hotels,
Restaurants & Leisure —
6.7%
|
| |||
45,523 |
Bloomin’
Brands, Inc. |
1,211,822 | |||
113,125 |
Bowlero
Corp., Class A (a) (b) |
1,222,881 | |||
37,099 |
Brinker
International, Inc. (a) |
1,587,466 | |||
26,936 |
Cheesecake
Factory (The), Inc. |
925,790 | |||
29,748 |
Dave
& Buster’s Entertainment,
Inc.
(a) |
1,592,411 | |||
27,893 |
Everi
Holdings, Inc. (a) |
290,366 | |||
79,693 |
First
Watch Restaurant Group,
Inc.
(a) |
1,710,212 | |||
11,549 |
Jack
in the Box, Inc. |
900,476 | |||
84,925 |
Krispy
Kreme, Inc. |
1,128,653 | |||
4,547 |
Monarch
Casino & Resort, Inc. |
313,425 | |||
8,405 |
Papa
John’s International, Inc. |
617,599 | |||
17,682 |
Red
Rock Resorts, Inc., Class A |
966,852 | |||
145,621 |
Sabre
Corp. (a) |
597,046 | |||
17,289 |
Shake
Shack, Inc., Class A (a) |
1,306,357 | |||
56,704 |
Sweetgreen,
Inc., Class A (a) |
605,599 | |||
32,306 |
Target
Hospitality Corp. (a) (b) |
312,399 | |||
24,126 |
Travel
+
Leisure Co. |
975,173 | |||
|
|
16,264,527 | |||
|
Household
Durables — 1.0%
|
| |||
3,696 |
Cavco
Industries, Inc. (a) |
1,226,776 | |||
24,670 |
Green
Brick Partners, Inc. (a) |
1,287,034 | |||
|
|
2,513,810 | |||
|
Household
Products — 0.6%
|
| |||
9,922 |
Energizer
Holdings, Inc. |
313,734 | |||
3,942 |
WD-40
Co. |
1,020,899 | |||
|
|
1,334,633 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 0.3%
|
| |||
61,835 |
Sunnova
Energy International,
Inc.
(a) |
650,504 | |||
|
Insurance
— 3.3%
|
| |||
12,106 |
Brighthouse
Financial, Inc. (a) |
626,728 | |||
26,673 |
BRP
Group, Inc., Class A (a) |
598,542 |
Shares |
Description |
Value | |||
| |||||
|
Insurance
(Continued)
|
| |||
12,437 |
Goosehead
Insurance, Inc.,
Class
A (a) |
$960,136 | |||
79,447 |
Lemonade,
Inc. (a) (b) |
1,256,852 | |||
175,064 |
Oscar
Health, Inc., Class A (a) |
2,191,801 | |||
11,543 |
Palomar
Holdings, Inc. (a) |
691,079 | |||
138,090 |
SiriusPoint
Ltd. (a) |
1,629,462 | |||
|
|
7,954,600 | |||
|
Interactive
Media & Services —
2.1%
|
| |||
39,031 |
Cargurus,
Inc. (a) |
907,080 | |||
49,707 |
Cars.com,
Inc. (a) |
866,393 | |||
74,401 |
TripAdvisor,
Inc. (a) |
1,607,062 | |||
33,837 |
Yelp,
Inc. (a) |
1,479,692 | |||
22,615 |
ZipRecruiter,
Inc., Class A (a) |
314,801 | |||
|
|
5,175,028 | |||
|
IT
Services — 1.6%
|
| |||
52,975 |
Fastly,
Inc., Class A (a) |
1,065,857 | |||
77,089 |
Kyndryl
Holdings, Inc. (a) |
1,581,866 | |||
4,777 |
Perficient,
Inc. (a) |
325,457 | |||
28,566 |
Squarespace,
Inc., Class A (a) |
885,546 | |||
|
|
3,858,726 | |||
|
Leisure
Products — 0.1%
|
| |||
51,612 |
Peloton
Interactive, Inc.,
Class
A (a) |
286,963 | |||
|
Life
Sciences Tools & Services —
0.4%
|
| |||
103,394 |
Cytek
Biosciences, Inc. (a) |
780,625 | |||
1,080 |
OmniAb,
Inc. - 12.5 Earnout
Shares
(a) (c) (d) (e) (f) |
0 | |||
1,080 |
OmniAb,
Inc. - 15 Earnout
Shares
(a) (c) (d) (e) (f) |
0 | |||
32,044 |
Pacific
Biosciences of
California,
Inc. (a) |
208,606 | |||
|
|
989,231 | |||
|
Machinery
— 6.1%
|
| |||
7,619 |
Alamo
Group, Inc. |
1,617,361 | |||
24,166 |
Columbus
McKinnon Corp. |
944,165 | |||
30,330 |
Enerpac
Tool Group Corp. |
947,206 | |||
6,015 |
Enpro,
Inc. |
898,521 | |||
8,059 |
ESCO
Technologies, Inc. |
820,970 | |||
36,256 |
Greenbrier
(The) Cos., Inc. |
1,648,198 | |||
102,387 |
Hillman
Solutions Corp. (a) |
899,982 | |||
4,571 |
Kadant,
Inc. |
1,307,306 | |||
44,495 |
Mueller
Water Products, Inc.,
Class
A |
610,026 | |||
5,951 |
Standex
International Corp. |
878,725 | |||
17,282 |
Tennant
Co. |
1,633,495 | |||
48,192 |
Trinity
Industries, Inc. |
1,211,547 | |||
50,017 |
Wabash
National Corp. |
1,265,430 | |||
|
|
14,682,932 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Media
— 0.4%
|
| |||
44,529 |
Integral
Ad Science Holding
Corp.
(a) |
$647,897 | |||
33,656 |
Magnite,
Inc. (a) |
297,856 | |||
|
|
945,753 | |||
|
Metals
& Mining — 0.9%
|
| |||
18,098 |
Carpenter
Technology Corp. |
1,114,656 | |||
9,847 |
Materion
Corp. |
1,151,803 | |||
|
|
2,266,459 | |||
|
Mortgage
REITs — 0.7%
|
| |||
81,926 |
Ladder
Capital Corp. |
895,451 | |||
67,693 |
Two
Harbors Investment Corp. |
843,455 | |||
|
|
1,738,906 | |||
|
Office
REITs — 0.1%
|
| |||
12,262 |
COPT
Defense Properties |
288,893 | |||
|
Oil,
Gas & Consumable Fuels —
2.4%
|
| |||
15,933 |
CONSOL
Energy, Inc. |
1,507,262 | |||
36,511 |
Dorian
LPG Ltd. |
1,366,972 | |||
66,222 |
HighPeak
Energy, Inc. (b) |
903,930 | |||
28,175 |
International
Seaways, Inc. |
1,511,307 | |||
46,847 |
Kosmos
Energy Ltd. (a) |
283,893 | |||
8,479 |
Northern
Oil and Gas, Inc. |
284,046 | |||
|
|
5,857,410 | |||
|
Passenger
Airlines — 0.3%
|
| |||
7,757 |
Allegiant
Travel Co. |
608,149 | |||
|
Pharmaceuticals
— 1.9%
|
| |||
25,901 |
Amphastar
Pharmaceuticals,
Inc.
(a) |
1,382,077 | |||
38,915 |
Arvinas,
Inc. (a) |
1,614,973 | |||
39,453 |
Corcept
Therapeutics, Inc. (a) |
832,458 | |||
9,734 |
Harmony
Biosciences Holdings,
Inc.
(a) |
307,010 | |||
5,133 |
Prestige
Consumer Healthcare,
Inc.
(a) |
315,885 | |||
|
|
4,452,403 | |||
|
Professional
Services — 2.2%
|
| |||
25,593 |
CBIZ,
Inc. (a) |
1,629,250 | |||
56,907 |
First
Advantage Corp. |
931,568 | |||
12,467 |
Huron
Consulting Group, Inc. (a) |
1,290,709 | |||
56,704 |
Legalzoom.com,
Inc. (a) |
584,618 | |||
40,947 |
Verra
Mobility Corp. (a) |
979,043 | |||
|
|
5,415,188 | |||
|
Real
Estate Management & Development
— 1.5%
|
| |||
73,059 |
DigitalBridge
Group, Inc. |
1,434,879 | |||
357,553 |
Opendoor
Technologies, Inc. (a) |
1,222,831 | |||
124,173 |
Redfin
Corp. (a) |
1,013,252 | |||
|
|
3,670,962 |
Shares |
Description |
Value | |||
| |||||
|
Residential
REITs — 0.1%
|
| |||
40,145 |
Apartment
Investment and
Management
Co., Class A (a) |
$298,277 | |||
|
Retail
REITs — 1.2%
|
| |||
83,050 |
Macerich
(The) Co. |
1,311,360 | |||
17,608 |
NETSTREIT
Corp. |
319,937 | |||
23,060 |
SITE
Centers Corp. |
307,159 | |||
34,017 |
Tanger,
Inc. |
915,057 | |||
|
|
2,853,513 | |||
|
Semiconductors
&
Semiconductor
Equipment —
1.8%
|
| |||
32,907 |
Credo
Technology Group
Holding
Ltd. (a) |
674,923 | |||
10,475 |
Impinj,
Inc. (a) |
1,015,865 | |||
116,271 |
indie
Semiconductor, Inc.,
Class
A (a) |
705,765 | |||
116,852 |
Navitas
Semiconductor Corp. (a) |
669,562 | |||
16,607 |
SMART
Global Holdings,
Inc.
(a) |
326,328 | |||
30,390 |
Veeco
Instruments, Inc. (a) |
968,833 | |||
|
|
4,361,276 | |||
|
Software
— 12.5%
|
| |||
11,118 |
Agilysys,
Inc. (a) |
930,688 | |||
66,057 |
Alkami
Technology, Inc. (a) |
1,626,323 | |||
8,344 |
Appian
Corp., Class A (a) |
272,265 | |||
33,704 |
Asana,
Inc., Class A (a) |
587,124 | |||
293,248 |
Aurora
Innovation, Inc. (a) |
876,812 | |||
195,110 |
AvePoint,
Inc. (a) |
1,502,347 | |||
10,260 |
BlackLine,
Inc. (a) |
602,057 | |||
24,117 |
Braze,
Inc., Class A (a) |
1,303,524 | |||
15,220 |
Clear
Secure, Inc., Class A |
289,637 | |||
31,990 |
Clearwater
Analytics Holdings,
Inc.,
Class A (a) |
603,011 | |||
8,022 |
CommVault
Systems, Inc. (a) |
735,457 | |||
6,345 |
Envestnet,
Inc. (a) |
324,229 | |||
12,932 |
Everbridge,
Inc. (a) |
289,160 | |||
54,555 |
Freshworks,
Inc., Class A (a) |
1,211,121 | |||
13,295 |
HashiCorp,
Inc., Class A (a) |
290,629 | |||
16,855 |
Intapp,
Inc. (a) |
726,113 | |||
14,755 |
InterDigital,
Inc. |
1,550,013 | |||
17,407 |
Jamf
Holding Corp. (a) |
322,726 | |||
42,290 |
LiveRamp
Holdings, Inc. (a) |
1,669,609 | |||
68,190 |
Marathon
Digital Holdings,
Inc.
(a) (b) |
1,209,009 | |||
51,737 |
MeridianLink,
Inc. (a) |
1,177,017 | |||
23,725 |
N-able,
Inc. (a) |
307,951 | |||
13,579 |
PagerDuty,
Inc. (a) |
321,551 | |||
5,787 |
Progress
Software Corp. |
328,759 | |||
24,310 |
PROS
Holdings, Inc. (a) |
836,750 | |||
36,899 |
Q2
Holdings, Inc. (a) |
1,570,052 | |||
22,446 |
Rapid7,
Inc. (a) |
1,235,203 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Software
(Continued)
|
| |||
82,834 |
Riot
Platforms, Inc. (a) |
$902,891 | |||
117,267 |
SEMrush
Holdings, Inc.,
Class
A (a) |
1,353,261 | |||
26,105 |
Sprinklr,
Inc., Class A (a) |
325,790 | |||
15,349 |
Sprout
Social, Inc., Class A (a) |
941,354 | |||
35,375 |
Varonis
Systems, Inc. (a) |
1,587,630 | |||
47,570 |
Vertex,
Inc., Class A (a) |
1,154,048 | |||
72,646 |
Zeta
Global Holdings Corp.,
Class
A (a) |
703,213 | |||
68,164 |
Zuora,
Inc., Class A (a) |
623,019 | |||
|
|
30,290,343 | |||
|
Specialized
REITs — 1.7%
|
| |||
13,223 |
EPR
Properties |
585,382 | |||
12,422 |
Four
Corners Property Trust, Inc. |
290,799 | |||
30,900 |
National
Storage Affiliates Trust |
1,154,115 | |||
45,900 |
Outfront
Media, Inc. |
597,618 | |||
277,136 |
Uniti
Group, Inc. |
1,457,736 | |||
|
|
4,085,650 | |||
|
Specialty
Retail — 0.6%
|
| |||
8,345 |
Boot
Barn Holdings, Inc. (a) |
598,671 | |||
2,257 |
Winmark
Corp. |
814,032 | |||
|
|
1,412,703 | |||
|
Textiles,
Apparel & Luxury Goods
— 0.8%
|
| |||
92,191 |
Figs,
Inc., Class A (a) |
531,020 | |||
30,509 |
Steven
Madden Ltd. |
1,277,717 | |||
|
|
1,808,737 | |||
|
Tobacco
— 0.1%
|
| |||
27,864 |
Vector
Group Ltd. |
291,736 | |||
|
Trading
Companies & Distributors
— 3.1%
|
| |||
152,583 |
Custom
Truck One Source,
Inc.
(a) |
997,893 | |||
34,525 |
FTAI
Aviation Ltd. |
1,862,624 | |||
19,433 |
GMS,
Inc. (a) |
1,635,481 | |||
30,618 |
H&E
Equipment Services, Inc. |
1,646,942 | |||
10,714 |
McGrath
RentCorp |
1,346,214 | |||
|
|
7,489,154 | |||
|
Water
Utilities — 0.2%
|
| |||
3,909 |
American
States Water Co. |
291,611 | |||
4,809 |
SJW
Group |
286,328 | |||
|
|
577,939 | |||
|
Total
Common Stocks |
241,412,880 | |||
|
(Cost
$216,767,249) |
|
Principal
Value |
Description |
Value | |||
REPURCHASE
AGREEMENTS — 2.8% | |||||
$3,408,668 |
Citigroup,
Inc., 5.29% (g), dated
01/31/24,
due 02/01/24, with a
maturity
value of $3,409,169.
Collateralized
by
U.S.
Treasury Securities,
interest
rates of 0.25% to
4.50%,
due 10/31/25 to
07/15/26.
The value of the
collateral
including accrued
interest
is $3,476,842. (h) |
$3,408,668 | |||
3,274,996 |
JPMorgan
Chase & Co., 5.31%
(g),
dated 01/31/24, due
02/01/24,
with a maturity
value
of $3,275,479.
Collateralized
by
U.S.
Treasury Securities,
interest
rates of 0.38% to
2.00%,
due 12/31/25 to
02/15/50.
The value of the
collateral
including accrued
interest
is $3,340,496. (h) |
3,274,996 | |||
|
Total
Repurchase Agreements |
6,683,664 | |||
|
(Cost
$6,683,664) |
| |||
| |||||
| |||||
|
Total
Investments — 102.6% |
248,096,544 | |||
|
(Cost
$223,450,913) |
| |||
|
Net
Other Assets and
Liabilities
— (2.6)% |
(6,210,548
) | |||
|
Net
Assets — 100.0% |
$241,885,996 |
(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 $6,250,995 and the total value of the collateral
held
by the Fund is $6,683,664. |
(c) |
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. |
(d) |
Restricted
security as to resale, excluding Rule 144A
securities
(see Note
2F
- Restricted Securities in the Notes to
Financial
Statements). |
(e) |
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 January 31, 2024, securities
noted
as such are valued at $0 or 0.0% of net assets. |
(f) |
This
security’s value was determined using significant
unobservable
inputs (see Note
2A
- Portfolio Valuation in the
Notes
to Financial
Statements). |
(g) |
Rate
shown reflects yield as of January 31, 2024. |
(h) |
This
security serves as collateral for securities on
loan. |
Abbreviations
throughout the Portfolio of Investments: | |
REITs |
–
Real Estate Investment Trusts |
|
Total
Value
at
1/31/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks: |
|
|
|
|
Life
Sciences
Tools
&
Services |
$ 989,231 |
$ 989,231 |
$ — |
$ —** |
Other
Industry
Categories* |
240,423,649 |
240,423,649 |
— |
— |
Repurchase
Agreements |
6,683,664 |
— |
6,683,664 |
— |
Total
Investments |
$248,096,544 |
$241,412,880 |
$6,683,664 |
$—** |
* |
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)
|
$6,250,995 |
Non-cash
Collateral(2)
|
(6,250,995
) |
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
January 31, 2024, 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)
|
$6,683,664 |
Non-cash
Collateral(4)
|
(6,683,664
) |
Net
Amount |
$— |
(3)
|
The
amount is included in “Investments, at value” on the
Statements
of Assets and Liabilities. |
(4)
|
At
January 31, 2024, 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 |
$1,119,096,480 |
$1,105,556,176 |
$858,646,322 |
Cash |
— |
— |
— |
Receivables: |
|
|
|
Dividends |
852,769 |
360,632 |
297,819 |
Investment
securities sold |
— |
— |
— |
Capital
shares sold |
— |
5,084,664 |
— |
Securities
lending income |
— |
4,155 |
36,571 |
Prepaid
expenses |
17,643 |
17,277 |
15,724 |
Total
Assets |
1,119,966,892 |
1,111,022,904 |
858,996,436 |
| |||
LIABILITIES: |
|
|
|
Payables: |
|
|
|
Investment
advisory fees |
468,084 |
462,334 |
362,400 |
Shareholder
reporting fees |
53,688 |
60,416 |
47,256 |
Licensing
fees |
36,025 |
34,701 |
27,716 |
Audit
and tax fees |
19,642 |
19,670 |
19,699 |
Trustees’
fees |
357 |
355 |
375 |
Investment
securities purchased |
— |
5,075,024 |
— |
Capital
shares redeemed |
— |
— |
— |
Collateral
for securities on loan |
— |
6,915,527 |
9,459,949 |
Other
liabilities |
177,199 |
167,215 |
137,800 |
Total
Liabilities |
754,995 |
12,735,242 |
10,055,195 |
NET
ASSETS |
$1,119,211,897 |
$1,098,287,662 |
$848,941,241 |
| |||
NET
ASSETS consist of: |
|
|
|
Paid-in
capital |
$1,220,556,220 |
$1,239,211,867 |
$1,147,943,710 |
Par
value |
123,500 |
108,000 |
97,000 |
Accumulated
distributable earnings (loss) |
(101,467,823
) |
(141,032,205
) |
(299,099,469
) |
NET
ASSETS |
$1,119,211,897 |
$1,098,287,662 |
$848,941,241 |
NET
ASSET VALUE,
per share |
$90.62 |
$101.69 |
$87.52 |
Number
of shares outstanding (unlimited number of shares authorized,
par
value $0.01 per share) |
12,350,002 |
10,800,002 |
9,700,002 |
Investments,
at cost |
$960,196,843 |
$956,454,779 |
$768,618,518 |
Securities
on loan, at value |
$— |
$6,497,371 |
$8,654,737 |
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)
|
|
|
|
|
|
|
$1,142,868,055 |
$1,050,231,280 |
$156,789,110 |
$174,628,171 |
$231,023,513 |
$298,514,511 |
— |
— |
— |
— |
98,103 |
445,883 |
|
|
|
|
|
|
1,366,704 |
316,556 |
125,922 |
49,329 |
80,808 |
84,204 |
3,504,521 |
— |
— |
— |
128,601 |
— |
— |
— |
— |
— |
— |
— |
— |
— |
450 |
2,592 |
1,032 |
3,675 |
17,920 |
17,436 |
11,543 |
11,616 |
— |
— |
1,147,757,200 |
1,050,565,272 |
156,927,025 |
174,691,708 |
231,332,057 |
299,048,273 |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
486,919 |
434,989 |
67,844 |
72,888 |
137,737 |
176,956 |
62,027 |
45,844 |
14,447 |
11,943 |
— |
— |
37,877 |
33,474 |
5,348 |
5,852 |
— |
— |
19,514 |
19,509 |
19,787 |
19,622 |
— |
— |
356 |
353 |
443 |
443 |
— |
— |
1,685,019 |
— |
— |
— |
100,504 |
— |
3,513,129 |
— |
— |
— |
— |
— |
— |
— |
401,808 |
1,102,091 |
1,155,910 |
3,248,937 |
185,458 |
159,088 |
37,667 |
40,262 |
— |
— |
5,990,299 |
693,257 |
547,344 |
1,253,101 |
1,394,151 |
3,425,893 |
$1,141,766,901 |
$1,049,872,015 |
$156,379,681 |
$173,438,607 |
$229,937,906 |
$295,622,380 |
| |||||
|
|
|
|
|
|
$1,316,657,265 |
$1,064,570,390 |
$200,963,278 |
$209,373,241 |
$271,589,684 |
$402,735,846 |
162,500 |
94,000 |
20,500 |
15,500 |
46,500 |
44,500 |
(175,052,864
) |
(14,792,375
) |
(44,604,097
) |
(35,950,134
) |
(41,698,278
) |
(107,157,966
) |
$1,141,766,901 |
$1,049,872,015 |
$156,379,681 |
$173,438,607 |
$229,937,906 |
$295,622,380 |
$70.26 |
$111.69 |
$76.28 |
$111.90 |
$49.45 |
$66.43 |
16,250,002 |
9,400,002 |
2,050,002 |
1,550,002 |
4,650,002 |
4,450,002 |
$1,076,244,814 |
$848,806,851 |
$150,775,100 |
$142,082,141 |
$217,950,815 |
$258,214,517 |
$— |
$— |
$375,155 |
$1,026,387 |
$1,095,533 |
$3,044,943 |
|
First
Trust
Small
Cap
Value
AlphaDEX®
Fund
(FYT)
|
First
Trust
Small
Cap
Growth
AlphaDEX®
Fund
(FYC)
|
ASSETS: |
|
|
Investments,
at value |
$193,041,442 |
$248,096,544 |
Cash |
227,802 |
553,896 |
Receivables: |
|
|
Dividends |
83,165 |
54,900 |
Investment
securities sold |
— |
3,017,078 |
Capital
shares sold |
— |
— |
Securities
lending income |
1,668 |
11,776 |
Prepaid
expenses |
— |
— |
Total
Assets |
193,354,077 |
251,734,194 |
| ||
LIABILITIES: |
|
|
Payables: |
|
|
Investment
advisory fees |
110,955 |
140,961 |
Shareholder
reporting fees |
— |
— |
Licensing
fees |
— |
— |
Audit
and tax fees |
— |
— |
Trustees’
fees |
— |
— |
Investment
securities purchased |
— |
— |
Capital
shares redeemed |
— |
3,023,573 |
Collateral
for securities on loan |
908,657 |
6,683,664 |
Other
liabilities |
— |
— |
Total
Liabilities |
1,019,612 |
9,848,198 |
NET
ASSETS |
$192,334,465 |
$241,885,996 |
| ||
NET
ASSETS consist of: |
|
|
Paid-in
capital |
$257,025,314 |
$404,230,263 |
Par
value |
37,000 |
40,000 |
Accumulated
distributable earnings (loss) |
(64,727,849
) |
(162,384,267
) |
NET
ASSETS |
$192,334,465 |
$241,885,996 |
NET
ASSET VALUE,
per share |
$51.98 |
$60.47 |
Number
of shares outstanding (unlimited number of shares authorized, par value
$0.01 per
share) |
3,700,002 |
4,000,002 |
Investments,
at cost |
$182,961,416 |
$223,450,913 |
Securities
on loan, at value |
$833,458 |
$6,250,995 |
|
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 |
$11,358,011 |
$9,798,842 |
$8,612,853 |
Securities
lending income (net of fees) |
1,733 |
25,426 |
153,136 |
Foreign
withholding tax |
(5,012
) |
(5,672
) |
(6,390
) |
Total
investment income |
11,354,732 |
9,818,596 |
8,759,599 |
| |||
EXPENSES: |
|
|
|
Investment
advisory fees |
2,737,860 |
2,595,316 |
2,040,831 |
Accounting
and administration fees |
271,230 |
259,519 |
206,589 |
Shareholder
reporting fees |
62,543 |
67,685 |
55,586 |
Licensing
fees |
58,512 |
55,661 |
44,571 |
Custodian
fees |
46,868 |
47,612 |
37,128 |
Transfer
agent fees |
26,257 |
25,422 |
20,408 |
Audit
and tax fees |
14,620 |
14,623 |
14,628 |
Legal
fees |
13,144 |
11,633 |
9,493 |
Trustees’
fees and expenses |
4,431 |
4,403 |
4,325 |
Listing
fees |
4,071 |
4,061 |
3,569 |
Other
expenses |
9,715 |
8,407 |
6,907 |
Total
expenses |
3,249,251 |
3,094,342 |
2,444,035 |
NET
INVESTMENT INCOME (LOSS) |
8,105,481 |
6,724,254 |
6,315,564 |
| |||
NET
REALIZED AND UNREALIZED GAIN (LOSS): |
|
|
|
Net
realized gain (loss) on: |
|
|
|
Investments |
11,218,030 |
8,121,112 |
(7,016,461
) |
In-kind
redemptions |
26,301,013 |
4,351,968 |
5,232,679 |
Net
realized gain (loss) |
37,519,043 |
12,473,080 |
(1,783,782
) |
Net
change in unrealized appreciation (depreciation) on
investments |
(5,514,883
) |
(8,515,862
) |
(12,612,440
) |
NET
REALIZED AND UNREALIZED GAIN (LOSS) |
32,004,160 |
3,957,218 |
(14,396,222
) |
NET
INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM
OPERATIONS |
$40,109,641 |
$10,681,472 |
$(8,080,658
) |
(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)
|
|
|
|
|
|
|
$17,185,518 |
$5,692,431 |
$2,288,734 |
$941,042 |
$2,999,615 |
$1,276,520 |
7,937 |
— |
4,082 |
17,287 |
7,926 |
7,358 |
— |
(10,544
) |
(936
) |
(917
) |
(2,397
) |
— |
17,193,455 |
5,681,887 |
2,291,880 |
957,412 |
3,005,144 |
1,283,878 |
| |||||
|
|
|
|
|
|
2,884,245 |
2,511,247 |
405,166 |
419,628 |
776,792
(a) |
969,535
(a) |
282,816 |
252,269 |
42,871 |
44,407 |
— |
— |
73,749 |
58,449 |
16,157 |
15,110 |
— |
— |
61,439 |
53,979 |
11,858 |
12,147 |
— |
— |
48,084 |
40,211 |
22,226 |
24,082 |
— |
— |
26,989 |
24,948 |
4,052 |
4,197 |
— |
— |
14,576 |
14,579 |
14,628 |
14,580 |
— |
— |
14,343 |
10,408 |
2,380 |
1,924 |
— |
— |
4,454 |
4,390 |
4,104 |
4,105 |
— |
— |
4,071 |
4,065 |
5,027 |
5,028 |
— |
— |
9,917 |
7,772 |
1,526 |
1,370 |
— |
— |
3,424,683 |
2,982,317 |
529,995 |
546,578 |
776,792 |
969,535 |
13,768,772 |
2,699,570 |
1,761,885 |
410,834 |
2,228,352 |
314,343 |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
6,621,637 |
17,296,752 |
(1,944,122
) |
2,176,923 |
(5,080,457
) |
(1,791,702
) |
13,692,994 |
26,500,184 |
2,432,886 |
1,521,892 |
2,388,892 |
2,998,068 |
20,314,631 |
43,796,936 |
488,764 |
3,698,815 |
(2,691,565
) |
1,206,366 |
(27,454,758
) |
23,400,874 |
452,103 |
(706,029
) |
3,336,696 |
(2,714,169
) |
(7,140,127
) |
67,197,810 |
940,867 |
2,992,786 |
645,131 |
(1,507,803
) |
$6,628,645 |
$69,897,380 |
$2,702,752 |
$3,403,620 |
$2,873,483 |
$(1,193,460
) |
|
First
Trust
Small
Cap
Value
AlphaDEX®
Fund
(FYT)
|
First
Trust
Small
Cap
Growth
AlphaDEX®
Fund
(FYC)
|
INVESTMENT
INCOME: |
|
|
Dividends |
$2,123,437 |
$1,609,490 |
Securities
lending income (net of fees) |
10,481 |
104,304 |
Foreign
withholding tax |
(2,028
) |
(187
) |
Total
investment income |
2,131,890 |
1,713,607 |
| ||
EXPENSES: |
|
|
Investment
advisory fees |
589,949
(a) |
817,268
(a) |
Accounting
and administration fees |
— |
— |
Shareholder
reporting fees |
— |
— |
Licensing
fees |
— |
— |
Custodian
fees |
— |
— |
Transfer
agent fees |
— |
— |
Audit
and tax fees |
— |
— |
Legal
fees |
— |
— |
Trustees’
fees and expenses |
— |
— |
Listing
fees |
— |
— |
Other
expenses |
— |
— |
Total
expenses |
589,949 |
817,268 |
NET
INVESTMENT INCOME (LOSS) |
1,541,941 |
896,339 |
| ||
NET
REALIZED AND UNREALIZED GAIN (LOSS): |
|
|
Net
realized gain (loss) on: |
|
|
Investments |
(1,250,641
) |
(10,232,481
) |
In-kind
redemptions |
1,102,444 |
5,661,034 |
Net
realized gain (loss) |
(148,197
) |
(4,571,447
) |
Net
change in unrealized appreciation (depreciation) on
investments |
4,171,568 |
(10,525,514
) |
NET
REALIZED AND UNREALIZED GAIN (LOSS) |
4,023,371 |
(15,096,961
) |
NET
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM
OPERATIONS |
$5,565,312 |
$(14,200,622
) |
(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) | ||
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$8,105,481 |
$18,574,613 |
$6,724,254 |
$12,039,036 |
Net
realized gain (loss) |
37,519,043 |
(7,856,401
) |
12,473,080 |
(4,838,017
) |
Net
change in unrealized appreciation (depreciation) |
(5,514,883
) |
83,039,070 |
(8,515,862
) |
96,349,832 |
Net
increase (decrease) in net assets resulting from
operations |
40,109,641 |
93,757,282 |
10,681,472 |
103,550,851 |
| ||||
DISTRIBUTIONS
TO SHAREHOLDERS FROM: |
|
|
|
|
Investment
operations |
(8,971,481
) |
(18,821,067
) |
(7,295,781
) |
(12,566,002
) |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
44,525,662 |
138,119,024 |
45,360,401 |
97,294,441 |
Cost
of shares redeemed |
(138,395,090
) |
(135,841,602
) |
(31,292,345
) |
(82,940,240
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
(93,869,428
) |
2,277,422 |
14,068,056 |
14,354,201 |
Total
increase (decrease) in net assets |
(62,731,268
) |
77,213,637 |
17,453,747 |
105,339,050 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
1,181,943,165 |
1,104,729,528 |
1,080,833,915 |
975,494,865 |
End
of period |
$1,119,211,897 |
$1,181,943,165 |
$1,098,287,662 |
$1,080,833,915 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
13,500,002 |
13,500,002 |
10,700,002 |
10,550,002 |
Shares
sold |
550,000 |
1,700,000 |
450,000 |
1,050,000 |
Shares
redeemed |
(1,700,000
) |
(1,700,000
) |
(350,000
) |
(900,000
) |
Shares
outstanding, end of period |
12,350,002 |
13,500,002 |
10,800,002 |
10,700,002 |
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) | ||||
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
|
|
|
|
|
|
|
|
$6,315,564 |
$9,392,992 |
$13,768,772 |
$27,332,892 |
$2,699,570 |
$9,040,744 |
$1,761,885 |
$3,727,540 |
(1,783,782
) |
(62,906,040
) |
20,314,631 |
822,008 |
43,796,936 |
(46,574,040
) |
488,764 |
(4,984,734
) |
(12,612,440
) |
98,258,637 |
(27,454,758
) |
73,999,374 |
23,400,874 |
119,514,231 |
452,103 |
10,127,010 |
(8,080,658
) |
44,745,589 |
6,628,645 |
102,154,274 |
69,897,380 |
81,980,935 |
2,702,752 |
8,869,816 |
| |||||||
|
|
|
|
|
|
|
|
(5,965,501
) |
(9,564,637
) |
(15,404,602
) |
(26,595,703
) |
(3,118,461
) |
(9,713,938
) |
(1,991,412
) |
(3,751,808
) |
| |||||||
|
|
|
|
|
|
|
|
26,319,903 |
103,154,985 |
14,149,460 |
214,903,371 |
100,100,035 |
117,908,249 |
3,655,311 |
102,313,823 |
(36,035,421
) |
(93,625,840
) |
(116,004,251
) |
(198,103,369
) |
(153,135,558
) |
(83,750,927
) |
(22,071,407
) |
(110,241,298
) |
(9,715,518
) |
9,529,145 |
(101,854,791
) |
16,800,002 |
(53,035,523
) |
34,157,322 |
(18,416,096
) |
(7,927,475
) |
(23,761,677
) |
44,710,097 |
(110,630,748
) |
92,358,573 |
13,743,396 |
106,424,319 |
(17,704,756
) |
(2,809,467
) |
| |||||||
|
|
|
|
|
|
|
|
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 |
$848,941,241 |
$872,702,918 |
$1,141,766,901 |
$1,252,397,649 |
$1,049,872,015 |
$1,036,128,619 |
$156,379,681 |
$174,084,437 |
| |||||||
|
|
|
|
|
|
|
|
9,850,002 |
9,800,002 |
17,800,002 |
17,550,002 |
9,950,002 |
9,600,002 |
2,300,002 |
2,500,002 |
300,000 |
1,250,000 |
200,000 |
3,250,000 |
1,000,000 |
1,250,000 |
50,000 |
1,400,000 |
(450,000
) |
(1,200,000
) |
(1,750,000
) |
(3,000,000
) |
(1,550,000
) |
(900,000
) |
(300,000
) |
(1,600,000
) |
9,700,002 |
9,850,002 |
16,250,002 |
17,800,002 |
9,400,002 |
9,950,002 |
2,050,002 |
2,300,002 |
|
First
Trust Multi Cap Growth
AlphaDEX®
Fund (FAD) |
First
Trust Mid Cap Value
AlphaDEX®
Fund (FNK) | ||
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$410,834 |
$1,225,446 |
$2,228,352 |
$4,188,744 |
Net
realized gain (loss) |
3,698,815 |
(10,937,410
) |
(2,691,565
) |
(7,129,474
) |
Net
change in unrealized appreciation (depreciation) |
(706,029
) |
23,050,229 |
3,336,696 |
20,205,737 |
Net
increase (decrease) in net assets resulting from
operations |
3,403,620 |
13,338,265 |
2,873,483 |
17,265,007 |
| ||||
DISTRIBUTIONS
TO SHAREHOLDERS FROM: |
|
|
|
|
Investment
operations |
(410,636
) |
(1,227,461
) |
(2,658,841
) |
(4,162,527
) |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
— |
4,979,045 |
19,416,778 |
147,434,722 |
Cost
of shares redeemed |
(9,899,954
) |
(19,429,951
) |
(27,341,648
) |
(145,782,661
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
(9,899,954
) |
(14,450,906
) |
(7,924,870
) |
1,652,061 |
Total
increase (decrease) in net assets |
(6,906,970
) |
(2,340,102
) |
(7,710,228
) |
14,754,541 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
180,345,577 |
182,685,679 |
237,648,134 |
222,893,593 |
End
of period |
$173,438,607 |
$180,345,577 |
$229,937,906 |
$237,648,134 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
1,650,002 |
1,800,002 |
4,850,002 |
5,000,002 |
Shares
sold |
— |
50,000 |
400,000 |
3,200,000 |
Shares
redeemed |
(100,000
) |
(200,000
) |
(600,000
) |
(3,350,000
) |
Shares
outstanding, end of period |
1,550,002 |
1,650,002 |
4,650,002 |
4,850,002 |
First
Trust Mid Cap Growth
AlphaDEX®
Fund (FNY) |
First
Trust Small Cap Value
AlphaDEX®
Fund (FYT) |
First
Trust Small Cap Growth
AlphaDEX®
Fund (FYC) | |||
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended
7/31/2023 |
|
|
|
|
|
|
$314,343 |
$917,012 |
$1,541,941 |
$2,653,725 |
$896,339 |
$1,304,751 |
1,206,366 |
(16,224,445
) |
(148,197
) |
(24,449,466
) |
(4,571,447
) |
(36,516,249
) |
(2,714,169
) |
35,182,590 |
4,171,568 |
21,066,812 |
(10,525,514
) |
48,228,720 |
(1,193,460
) |
19,875,157 |
5,565,312 |
(728,929
) |
(14,200,622
) |
13,017,222 |
| |||||
|
|
|
|
|
|
(275,455
) |
(1,037,481
) |
(1,482,456
) |
(3,120,867
) |
(934,606
) |
(476,050
) |
| |||||
|
|
|
|
|
|
49,707,737 |
42,824,802 |
25,967,048 |
61,113,503 |
80,366,457 |
52,916,460 |
(29,332,806
) |
(66,575,110
) |
(11,851,854
) |
(106,848,902
) |
(53,463,901
) |
(37,065,594
) |
20,374,931 |
(23,750,308
) |
14,115,194 |
(45,735,399
) |
26,902,556 |
15,850,866 |
18,906,016 |
(4,912,632
) |
18,198,050 |
(49,585,195
) |
11,767,328 |
28,392,038 |
| |||||
|
|
|
|
|
|
276,716,364 |
281,628,996 |
174,136,415 |
223,721,610 |
230,118,668 |
201,726,630 |
$295,622,380 |
$276,716,364 |
$192,334,465 |
$174,136,415 |
$241,885,996 |
$230,118,668 |
| |||||
|
|
|
|
|
|
4,150,002 |
4,600,002 |
3,450,002 |
4,600,002 |
3,600,002 |
3,350,002 |
800,000 |
700,000 |
500,000 |
1,250,000 |
1,350,000 |
900,000 |
(500,000
) |
(1,150,000
) |
(250,000
) |
(2,400,000
) |
(950,000
) |
(650,000
) |
4,450,002 |
4,150,002 |
3,700,002 |
3,450,002 |
4,000,002 |
3,600,002 |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$87.55 |
$81.83 |
$86.85 |
$62.29 |
$62.11 |
$60.79 |
Income
from investment
operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.63
(a) |
1.35
(a) |
1.01 |
0.71 |
0.93 |
0.77 |
Net
realized and unrealized gain
(loss) |
3.14 |
5.74 |
(5.08
) |
24.55 |
0.20 |
1.28 |
Total
from investment operations |
3.77 |
7.09 |
(4.07
) |
25.26 |
1.13 |
2.05 |
Distributions
paid to shareholders
from: |
|
|
|
|
|
|
Net
investment income |
(0.70
) |
(1.37
) |
(0.95
) |
(0.70
) |
(0.95
) |
(0.73
) |
Net
asset value, end of period |
$90.62 |
$87.55 |
$81.83 |
$86.85 |
$62.29 |
$62.11 |
Total
return
(b) |
4.35
% |
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) |
$1,119,212 |
$1,181,943 |
$1,104,730 |
$1,189,909 |
$924,980 |
$1,434,679 |
Ratio
of total expenses to average net
assets |
0.59
% (c) |
0.60
% |
0.59
% |
0.59
% |
0.59
% |
0.60
% |
Ratio
of net investment income (loss)
to
average net assets |
1.48
% (c) |
1.67
% |
1.16
% |
0.94
% |
1.49
% |
1.29
% |
Portfolio
turnover rate (d) |
47
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$101.01 |
$92.46 |
$99.26 |
$64.83 |
$69.86 |
$69.63 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.62
(a) |
1.11
(a) |
1.08 |
0.70 |
0.85 |
0.63 |
Net
realized and unrealized gain (loss) |
0.74 |
8.60 |
(6.74
) |
34.51 |
(4.93
) |
0.16 |
Total
from investment operations |
1.36 |
9.71 |
(5.66
) |
35.21 |
(4.08
) |
0.79 |
Distributions
paid to shareholders
from: |
|
|
|
|
|
|
Net
investment income |
(0.68
) |
(1.16
) |
(1.14
) |
(0.78
) |
(0.95
) |
(0.56
) |
Net
asset value, end of period |
$101.69 |
$101.01 |
$92.46 |
$99.26 |
$64.83 |
$69.86 |
Total
return
(b) |
1.36
% |
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) |
$1,098,288 |
$1,080,834 |
$975,495 |
$1,027,303 |
$589,912 |
$887,176 |
Ratio
of total expenses to average net
assets |
0.60
% (c) |
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.61
% |
Ratio
of net investment income (loss) to
average
net assets |
1.30
% (c) |
1.22
% |
1.12
% |
0.79
% |
1.32
% |
0.94
% |
Portfolio
turnover rate (d) |
56
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$88.60 |
$84.49 |
$91.31 |
$55.98 |
$61.84 |
$66.80 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.65
(a) |
0.95
(a) |
1.05 |
0.61 |
0.51 |
0.60 |
Net
realized and unrealized gain (loss) |
(1.11
) |
4.13 |
(6.92
) |
35.35 |
(5.75
) |
(4.98
) |
Total
from investment operations |
(0.46
) |
5.08 |
(5.87
) |
35.96 |
(5.24
) |
(4.38
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.62
) |
(0.97
) |
(0.95
) |
(0.63
) |
(0.62
) |
(0.58
) |
Net
asset value, end of period |
$87.52 |
$88.60 |
$84.49 |
$91.31 |
$55.98 |
$61.84 |
Total
return
(b) |
(0.51
)% |
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) |
$848,941 |
$872,703 |
$827,993 |
$917,700 |
$397,470 |
$602,918 |
Ratio
of total expenses to average net assets |
0.60
% (c) |
0.60
% |
0.59
% |
0.60
% |
0.61
% |
0.62
% |
Ratio
of net investment income (loss) to
average
net assets |
1.55
% (c) |
1.17
% |
1.18
% |
0.77
% |
0.93
% |
0.96
% |
Portfolio
turnover rate (d) |
56
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$70.36 |
$66.10 |
$65.80 |
$46.39 |
$52.79 |
$54.07 |
Income
from investment
operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.81
(a) |
1.50
(a) |
1.21 |
1.01 |
1.11 |
1.02 |
Net
realized and unrealized gain
(loss) |
(0.01
) |
4.22 |
0.27
(b) |
19.41 |
(6.28
) |
(1.43
) |
Total
from investment operations |
0.80 |
5.72 |
1.48 |
20.42 |
(5.17
) |
(0.41
) |
Distributions
paid to shareholders
from: |
|
|
|
|
|
|
Net
investment income |
(0.90
) |
(1.46
) |
(1.18
) |
(1.01
) |
(1.23
) |
(0.87
) |
Net
asset value, end of period |
$70.26 |
$70.36 |
$66.10 |
$65.80 |
$46.39 |
$52.79 |
Total
return
(c) |
1.19
% |
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) |
$1,141,767 |
$1,252,398 |
$1,160,039 |
$1,065,981 |
$617,016 |
$1,166,569 |
Ratio
of total expenses to average net
assets |
0.59
% (d) |
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.60
% |
Ratio
of net investment income (loss)
to
average net assets |
2.39
% (d) |
2.27
% |
1.79
% |
1.76
% |
2.12
% |
1.99
% |
Portfolio
turnover rate (e) |
42
% |
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) |
Annualized. |
(e) |
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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$104.13 |
$96.84 |
$112.65 |
$82.09 |
$71.35 |
$66.91 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.28
(a) |
0.93
(a) |
0.37 |
(0.07
) |
0.55 |
0.37 |
Net
realized and unrealized gain (loss) |
7.60 |
7.36 |
(15.96
) |
30.67 |
10.80 |
4.39 |
Total
from investment operations |
7.88 |
8.29 |
(15.59
) |
30.60 |
11.35 |
4.76 |
Distributions
paid to shareholders
from: |
|
|
|
|
|
|
Net
investment income |
(0.32
) |
(1.00
) |
(0.22
) |
(0.04
) |
(0.61
) |
(0.32
) |
Net
asset value, end of period |
$111.69 |
$104.13 |
$96.84 |
$112.65 |
$82.09 |
$71.35 |
Total
return
(b) |
7.59
% |
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) |
$1,049,872 |
$1,036,129 |
$929,704 |
$1,194,111 |
$989,147 |
$1,041,726 |
Ratio
of total expenses to average net
assets |
0.59
% (c) |
0.60
% |
0.59
% |
0.59
% |
0.60
% |
0.61
% |
Ratio
of net investment income (loss)
to
average net assets |
0.54
% (c) |
0.98
% |
0.32
% |
(0.07
)% |
0.76
% |
0.56
% |
Portfolio
turnover rate (d) |
64
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$75.69 |
$70.76 |
$71.04 |
$46.72 |
$54.39 |
$57.35 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.79
(a) |
1.38
(a) |
1.20 |
0.84 |
0.95 |
0.92 |
Net
realized and unrealized gain (loss) |
0.71 |
4.94 |
(0.35
) |
24.34 |
(7.54
) |
(3.04
) |
Total
from investment operations |
1.50 |
6.32 |
0.85 |
25.18 |
(6.59
) |
(2.12
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.91
) |
(1.39
) |
(1.13
) |
(0.86
) |
(1.08
) |
(0.84
) |
Net
asset value, end of period |
$76.28 |
$75.69 |
$70.76 |
$71.04 |
$46.72 |
$54.39 |
Total
return
(b) |
2.02
% |
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) |
$156,380 |
$174,084 |
$176,894 |
$166,942 |
$51,387 |
$84,301 |
Ratio
of total expenses to average net assets |
0.65
% (c) |
0.64
% |
0.66
% |
0.69
% |
0.74
% |
0.73
% |
Ratio
of net expenses to average net assets |
0.65
% (c) |
0.64
% |
0.66
% |
0.69
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average
net
assets |
2.17
% (c) |
1.96
% |
1.64
% |
1.43
% |
1.86
% |
1.69
% |
Portfolio
turnover rate (d) |
46
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$109.30 |
$101.49 |
$119.58 |
$83.11 |
$75.90 |
$72.71 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.26
(a) |
0.72
(a) |
0.46 |
(0.11
) |
0.42 |
0.22 |
Net
realized and unrealized gain (loss) |
2.60 |
7.81 |
(18.27
) |
36.71 |
7.27 |
3.14 |
Total
from investment operations |
2.86 |
8.53 |
(17.81
) |
36.60 |
7.69 |
3.36 |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.26
) |
(0.72
) |
(0.28
) |
(0.13
) |
(0.48
) |
(0.17
) |
Net
asset value, end of period |
$111.90 |
$109.30 |
$101.49 |
$119.58 |
$83.11 |
$75.90 |
Total
return
(b) |
2.62
% |
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) |
$173,439 |
$180,346 |
$182,686 |
$221,229 |
$170,367 |
$185,955 |
Ratio
of total expenses to average net assets |
0.65
% (c) |
0.64
% |
0.63
% |
0.63
% |
0.63
% |
0.66
% |
Ratio
of net investment income (loss) to
average
net assets |
0.49
% (c) |
0.72
% |
0.39
% |
(0.09
)% |
0.56
% |
0.31
% |
Portfolio
turnover rate (d) |
64
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$49.00 |
$44.58 |
$44.69 |
$27.71 |
$34.67 |
$36.71 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.47
(a) |
0.78
(a) |
0.74 |
0.54 |
0.63 |
0.51 |
Net
realized and unrealized gain (loss) |
0.54 |
4.42 |
(0.16
) |
16.98 |
(6.86
) |
(2.10
) |
Total
from investment operations |
1.01 |
5.20 |
0.58 |
17.52 |
(6.23
) |
(1.59
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.56
) |
(0.78
) |
(0.69
) |
(0.54
) |
(0.73
) |
(0.45
) |
Net
asset value, end of period |
$49.45 |
$49.00 |
$44.58 |
$44.69 |
$27.71 |
$34.67 |
Total
return
(b) |
2.09
% |
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) |
$229,938 |
$237,648 |
$222,894 |
$140,774 |
$34,636 |
$55,473 |
Ratio
of total expenses to average net assets |
0.70
% (c) |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average
net
assets |
2.01
% (c) |
1.77
% |
1.63
% |
1.33
% |
2.04
% |
1.49
% |
Portfolio
turnover rate (d) |
54
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$66.68 |
$61.22 |
$73.58 |
$51.23 |
$46.59 |
$43.80 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.07
(a) |
0.21
(a) |
0.01 |
(0.18
) |
0.11 |
0.04 |
Net
realized and unrealized gain (loss) |
(0.26
) |
5.49 |
(12.37
) |
22.69 |
4.67 |
2.77 |
Total
from investment operations |
(0.19
) |
5.70 |
(12.36
) |
22.51 |
4.78 |
2.81 |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.06
) |
(0.24
) |
— |
(0.16
) |
(0.14
) |
(0.02
) |
Net
asset value, end of period |
$66.43 |
$66.68 |
$61.22 |
$73.58 |
$51.23 |
$46.59 |
Total
return
(b) |
(0.28
)% |
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) |
$295,622 |
$276,716 |
$281,629 |
$463,572 |
$338,149 |
$309,826 |
Ratio
of total expenses to average net assets |
0.70
% (c) |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to
average
net assets |
0.23
% (c) |
0.35
% |
0.09
% |
(0.24
)% |
0.23
% |
0.09
% |
Portfolio
turnover rate (d) |
72
% |
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) |
Annualized. |
(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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$50.47 |
$48.64 |
$50.28 |
$30.78 |
$34.66 |
$38.98 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.45
(a) |
0.66
(a) |
0.67 |
0.45 |
0.38 |
0.57 |
Net
realized and unrealized gain (loss) |
1.50 |
1.96
(b) |
(1.69
) |
19.52 |
(3.75
) |
(4.36
) |
Total
from investment operations |
1.95 |
2.62 |
(1.02
) |
19.97 |
(3.37
) |
(3.79
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.44
) |
(0.79
) |
(0.62
) |
(0.47
) |
(0.51
) |
(0.53
) |
Net
asset value, end of period |
$51.98 |
$50.47 |
$48.64 |
$50.28 |
$30.78 |
$34.66 |
Total
return
(c) |
3.87
% |
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) |
$192,334 |
$174,136 |
$223,722 |
$268,991 |
$46,176 |
$60,659 |
Ratio
of total expenses to average net assets |
0.70
% (d) |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to average
net
assets |
1.83
% (d) |
1.42
% |
1.29
% |
1.08
% |
1.18
% |
1.58
% |
Portfolio
turnover rate (e) |
58
% |
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) |
Annualized. |
(e) |
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. |
|
Six
Months
Ended
1/31/2024
(Unaudited) |
Year
Ended July
31,
| ||||
|
2023
|
2022
|
2021
|
2020
|
2019
| |
Net
asset value, beginning of period |
$63.92 |
$60.22 |
$71.14 |
$44.46 |
$46.87 |
$48.79 |
Income
from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)
|
0.22
(a) |
0.36
(a) |
0.54 |
0.03 |
0.17 |
0.02 |
Net
realized and unrealized gain (loss) |
(3.44
) |
3.47 |
(10.99
) |
26.72 |
(2.40
) |
(1.93
) |
Total
from investment operations |
(3.22
) |
3.83 |
(10.45
) |
26.75 |
(2.23
) |
(1.91
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
|
Net
investment income |
(0.23
) |
(0.13
) |
(0.47
) |
(0.07
) |
(0.18
) |
(0.01
) |
Net
asset value, end of period |
$60.47 |
$63.92 |
$60.22 |
$71.14 |
$44.46 |
$46.87 |
Total
return
(b) |
(5.03
)% |
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) |
$241,886 |
$230,119 |
$201,727 |
$394,827 |
$146,704 |
$278,851 |
Ratio
of total expenses to average net assets |
0.70
% (c) |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
0.70
% |
Ratio
of net investment income (loss) to
average
net assets |
0.77
% (c) |
0.62
% |
0.88
% |
0.02
% |
0.44
% |
0.04
% |
Portfolio
turnover rate (d) |
72
% |
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) |
Annualized. |
(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. |
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 CoreTM
Index |
First
Trust Mid Cap Core AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap CoreTM
Index |
First
Trust Small Cap Core AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap CoreTM
Index |
First
Trust Large Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Large Cap ValueTM
Index |
First
Trust Large Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Large Cap GrowthTM
Index |
First
Trust Multi Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Multi Cap ValueTM
Index |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Multi Cap GrowthTM
Index |
First
Trust Mid Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap ValueTM
Index |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Mid Cap GrowthTM
Index |
First
Trust Small Cap Value AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap ValueTM
Index |
First
Trust Small Cap Growth AlphaDEX®
Fund |
Nasdaq
AlphaDEX®
Small Cap GrowthTM
Index |
Security |
Acquisition
Date |
Shares |
Current
Price |
Carrying
Cost |
Value |
%
of
Net
Assets |
FAD
|
|
|
|
|
|
|
OmniAb,
Inc. - 12.5 Earnout Shares |
11/02/22 |
162 |
$0.00 |
$0 |
$0 |
0.00
% |
OmniAb,
Inc. - 15 Earnout Shares |
11/02/22 |
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 |
11/02/22 |
1,080 |
$0.00 |
$0 |
$0 |
0.00
% |
OmniAb,
Inc. - 15 Earnout Shares |
11/02/22 |
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 |
— |
— |
|
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 |
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust Large Cap Core AlphaDEX®
Fund |
$960,196,843 |
$181,870,760 |
$(22,971,123
) |
$158,899,637 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
956,454,779 |
177,373,472 |
(28,272,075
) |
149,101,397 |
First
Trust Small Cap Core AlphaDEX®
Fund |
768,618,518 |
124,552,527 |
(34,524,723
) |
90,027,804 |
First
Trust Large Cap Value AlphaDEX®
Fund |
1,076,244,814 |
103,888,032 |
(37,264,791
) |
66,623,241 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
848,806,851 |
210,146,632 |
(8,722,203
) |
201,424,429 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
150,775,100 |
13,721,836 |
(7,707,826
) |
6,014,010 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
142,082,141 |
34,987,236 |
(2,441,206
) |
32,546,030 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
217,950,815 |
23,263,723 |
(10,191,025
) |
13,072,698 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
258,214,517 |
44,590,547 |
(4,290,553
) |
40,299,994 |
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust Small Cap Value AlphaDEX®
Fund |
$182,961,416 |
$18,937,469 |
$(8,857,443
) |
$10,080,026 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
223,450,913 |
31,705,995 |
(7,060,364
) |
24,645,631 |
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 |
$520,814,814 |
$522,470,260 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
581,536,900 |
583,035,433 |
First
Trust Small Cap Core AlphaDEX®
Fund |
455,118,715 |
454,548,873 |
First
Trust Large Cap Value AlphaDEX®
Fund |
488,438,228 |
490,633,023 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
648,330,544 |
649,616,593 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
73,496,748 |
73,843,909 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
107,020,259 |
107,187,821 |
First
Trust Mid Cap Value AlphaDEX®
Fund |
119,803,160 |
120,135,218 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
199,548,746 |
199,829,976 |
First
Trust Small Cap Value AlphaDEX®
Fund |
98,051,873 |
98,088,496 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
166,780,292 |
167,062,237 |
|
Purchases |
Sales |
First
Trust Large Cap Core AlphaDEX®
Fund |
$44,462,831 |
$138,188,444 |
First
Trust Mid Cap Core AlphaDEX®
Fund |
45,289,078 |
31,269,281 |
First
Trust Small Cap Core AlphaDEX®
Fund |
26,299,337 |
35,977,990 |
First
Trust Large Cap Value AlphaDEX®
Fund |
14,123,747 |
115,807,347 |
First
Trust Large Cap Growth AlphaDEX®
Fund |
100,051,689 |
153,055,660 |
First
Trust Multi Cap Value AlphaDEX®
Fund |
3,637,993 |
22,009,361 |
First
Trust Multi Cap Growth AlphaDEX®
Fund |
— |
9,889,504 |
|
Purchases |
Sales |
First
Trust Mid Cap Value AlphaDEX®
Fund |
$19,361,324 |
$27,278,492 |
First
Trust Mid Cap Growth AlphaDEX®
Fund |
49,682,374 |
29,313,551 |
First
Trust Small Cap Value AlphaDEX®
Fund |
25,928,922 |
11,830,671 |
First
Trust Small Cap Growth AlphaDEX®
Fund |
80,240,679 |
53,383,641 |