Shares | Market Value ($000) | ||
Common Stocks (99.5%) | |||
Basic Materials (3.3%) | |||
Freeport-McMoRan Inc. | 20,301 | 832 | |
Mueller Industries Inc. | 10,374 | 767 | |
Fastenal Co. | 12,412 | 640 | |
UFP Industries Inc. | 7,154 | 612 | |
CF Industries Holdings Inc. | 5,755 | 494 | |
US Steel Corp. | 15,660 | 480 | |
Olin Corp. | 7,315 | 422 | |
Ryerson Holding Corp. | 10,540 | 379 | |
Steel Dynamics Inc. | 2,504 | 316 | |
Nucor Corp. | 1,750 | 293 | |
Innospec Inc. | 2,644 | 289 | |
Boise Cascade Co. | 4,158 | 287 | |
Sylvamo Corp. | 5,811 | 287 | |
* | TimkenSteel Corp. | 12,264 | 224 |
Reliance Steel & Aluminum Co. | 817 | 202 | |
* | Ingevity Corp. | 1,520 | 126 |
* | Clearwater Paper Corp. | 3,251 | 125 |
American Vanguard Corp. | 5,455 | 114 | |
AdvanSix Inc. | 2,089 | 86 | |
Alcoa Corp. | 1,485 | 73 | |
Commercial Metals Co. | 245 | 13 | |
Orion Engineered Carbons SA | 379 | 10 | |
7,071 | |||
Consumer Discretionary (15.3%) | |||
* | Booking Holdings Inc. | 1,030 | 2,600 |
Costco Wholesale Corp. | 4,149 | 2,009 | |
* | Airbnb Inc. Class A | 15,184 | 1,872 |
Walmart Inc. | 12,674 | 1,801 | |
* | Lululemon Athletica Inc. | 5,622 | 1,738 |
Estee Lauder Cos. Inc. Class A | 7,115 | 1,729 | |
* | Tesla Inc. | 5,803 | 1,194 |
* | PROG Holdings Inc. | 31,721 | 784 |
* | Grand Canyon Education Inc. | 6,849 | 776 |
TJX Cos. Inc. | 9,241 | 708 | |
Oxford Industries Inc. | 5,760 | 677 | |
* | Ulta Beauty Inc. | 1,181 | 613 |
* | Deckers Outdoor Corp. | 1,468 | 611 |
* | Expedia Group Inc. | 4,944 | 539 |
Tapestry Inc. | 12,258 | 533 | |
* | Perdoceo Education Corp. | 34,779 | 479 |
* | Capri Holdings Ltd. | 9,387 | 465 |
Movado Group Inc. | 12,286 | 425 |
Shares | Market Value ($000) | ||
Genuine Parts Co. | 2,364 | 418 | |
H&R Block Inc. | 11,230 | 413 | |
Rollins Inc. | 11,476 | 404 | |
* | Master Craft Boat Holdings Inc. | 11,842 | 400 |
Upbound Group Inc. | 14,553 | 391 | |
* | Skyline Champion Corp. | 5,609 | 384 |
Lennar Corp. Class B | 4,678 | 382 | |
Monarch Casino & Resort Inc. | 5,103 | 376 | |
Signet Jewelers Ltd. | 5,246 | 376 | |
Macy's Inc. | 18,234 | 373 | |
Ethan Allen Interiors Inc. | 12,017 | 355 | |
Ralph Lauren Corp. Class A | 2,978 | 352 | |
* | frontdoor Inc. | 10,390 | 294 |
Target Corp. | 1,638 | 276 | |
Caleres Inc. | 10,487 | 274 | |
* | Knowles Corp. | 15,856 | 269 |
* | Sonos Inc. | 13,554 | 263 |
* | Under Armour Inc. Class A | 26,497 | 263 |
* | Thryv Holdings Inc. | 11,043 | 263 |
* | Chico's FAS Inc. | 45,030 | 259 |
* | NVR Inc. | 49 | 254 |
* | BJ's Wholesale Club Holdings Inc. | 3,372 | 242 |
Omnicom Group Inc. | 2,661 | 241 | |
Buckle Inc. | 5,848 | 239 | |
* | Figs Inc. Class A | 24,848 | 229 |
Red Rock Resorts Inc. Class A | 5,227 | 228 | |
Scholastic Corp. | 4,644 | 212 | |
Inter Parfums Inc. | 1,666 | 201 | |
Garmin Ltd. | 2,017 | 198 | |
* | ODP Corp. | 4,343 | 197 |
Hibbett Inc. | 2,692 | 194 | |
* | Abercrombie & Fitch Co. Class A | 6,454 | 190 |
* | Children's Place Inc. | 4,287 | 179 |
Best Buy Co. Inc. | 2,143 | 178 | |
* | Coursera Inc. | 15,652 | 176 |
* | Golden Entertainment Inc. | 4,246 | 175 |
HNI Corp. | 5,386 | 168 | |
* | Cars.com Inc. | 8,675 | 167 |
* | Tilly's Inc. Class A | 18,913 | 164 |
* | Build-A-Bear Workshop Inc. | 7,533 | 158 |
Acushnet Holdings Corp. | 3,212 | 155 | |
* | Malibu Boats Inc. Class A | 2,472 | 148 |
Designer Brands Inc. Class A | 13,466 | 132 | |
John Wiley & Sons Inc. Class A | 2,966 | 132 | |
* | Zumiez Inc. | 5,433 | 126 |
Gentex Corp. | 4,084 | 117 | |
Advance Auto Parts Inc. | 773 | 112 | |
* | Liquidity Services Inc. | 8,826 | 112 |
Steven Madden Ltd. | 3,013 | 109 | |
* | Victoria's Secret & Co. | 2,599 | 103 |
Pool Corp. | 270 | 96 | |
* | Destination XL Group Inc. | 15,279 | 91 |
Entravision Communications Corp. Class A | 13,379 | 88 | |
Rush Enterprises Inc. Class A | 1,449 | 82 | |
Columbia Sportswear Co. | 885 | 77 | |
* | MarineMax Inc. | 2,137 | 72 |
* | Duluth Holdings Inc. Class B | 11,319 | 68 |
* | Cavco Industries Inc. | 233 | 66 |
Shares | Market Value ($000) | ||
* | Mattel Inc. | 3,582 | 64 |
Tempur Sealy International Inc. | 1,445 | 62 | |
Electronic Arts Inc. | 543 | 60 | |
* | Visteon Corp. | 336 | 56 |
* | Dorman Products Inc. | 574 | 53 |
Matthews International Corp. Class A | 1,350 | 52 | |
* | Gentherm Inc. | 790 | 50 |
La-Z-Boy Inc. | 1,551 | 50 | |
LKQ Corp. | 767 | 44 | |
Murphy USA Inc. | 174 | 44 | |
Interface Inc. Class A | 4,799 | 42 | |
* | AutoNation Inc. | 298 | 41 |
Group 1 Automotive Inc. | 181 | 40 | |
* | Universal Electronics Inc. | 2,954 | 38 |
* | Accel Entertainment Inc. Class A | 4,080 | 37 |
Tractor Supply Co. | 134 | 31 | |
NIKE Inc. Class B | 249 | 30 | |
* | American Axle & Manufacturing Holdings Inc. | 2,821 | 25 |
* | elf Beauty Inc. | 181 | 14 |
Kontoor Brands Inc. | 216 | 11 | |
* | Dollar Tree Inc. | 68 | 10 |
33,068 | |||
Consumer Staples (5.4%) | |||
Colgate-Palmolive Co. | 37,445 | 2,745 | |
Kimberly-Clark Corp. | 12,888 | 1,612 | |
PepsiCo Inc. | 5,055 | 877 | |
AmerisourceBergen Corp. | 3,761 | 585 | |
Procter & Gamble Co. | 4,056 | 558 | |
Clorox Co. | 3,015 | 469 | |
Nu Skin Enterprises Inc. Class A | 11,628 | 463 | |
John B Sanfilippo & Son Inc. | 4,817 | 432 | |
Kroger Co. | 9,808 | 423 | |
Cal-Maine Foods Inc. | 6,937 | 394 | |
Flowers Foods Inc. | 13,168 | 367 | |
Coca-Cola Consolidated Inc. | 656 | 365 | |
* | National Beverage Corp. | 6,274 | 293 |
* | Monster Beverage Corp. | 2,823 | 287 |
* | Boston Beer Co. Inc. Class A | 879 | 285 |
* | USANA Health Sciences Inc. | 4,494 | 273 |
SpartanNash Co. | 10,052 | 269 | |
Weis Markets Inc. | 2,899 | 221 | |
Lancaster Colony Corp. | 1,115 | 214 | |
Brown-Forman Corp. Class B | 3,237 | 210 | |
Ingles Markets Inc. Class A | 1,899 | 170 | |
Casey's General Stores Inc. | 369 | 77 | |
Tyson Foods Inc. Class A | 1,130 | 67 | |
Medifast Inc. | 517 | 58 | |
* | United Natural Foods Inc. | 194 | 8 |
11,722 | |||
Energy (9.9%) | |||
EOG Resources Inc. | 22,979 | 2,597 | |
Pioneer Natural Resources Co. | 9,743 | 1,953 | |
ConocoPhillips | 18,556 | 1,918 | |
Exxon Mobil Corp. | 15,692 | 1,725 | |
Texas Pacific Land Corp. | 597 | 1,063 | |
Devon Energy Corp. | 16,719 | 901 | |
Valero Energy Corp. | 6,729 | 886 |
Shares | Market Value ($000) | ||
Occidental Petroleum Corp. | 13,750 | 805 | |
* | Denbury Inc. | 7,689 | 641 |
Magnolia Oil & Gas Corp. Class A | 27,890 | 609 | |
ChampionX Corp. | 18,451 | 564 | |
* | ProPetro Holding Corp. | 62,622 | 552 |
PDC Energy Inc. | 6,904 | 463 | |
* | SandRidge Energy Inc. | 30,946 | 451 |
SM Energy Co. | 14,035 | 414 | |
Warrior Met Coal Inc. | 9,943 | 381 | |
Marathon Oil Corp. | 14,514 | 365 | |
* | Talos Energy Inc. | 20,374 | 363 |
Permian resources Corp. Class A | 25,411 | 275 | |
* | Gulfport Energy Corp. | 4,140 | 274 |
Alpha Metallurgical Resources Inc. | 1,543 | 259 | |
Coterra Energy Inc. | 10,224 | 255 | |
CONSOL Energy Inc. | 4,562 | 250 | |
VAALCO Energy Inc. | 52,738 | 247 | |
* | Dril-Quip Inc. | 6,912 | 237 |
SunCoke Energy Inc. | 23,848 | 227 | |
1 | Sitio Royalties Corp. Class A | 9,674 | 227 |
* | Weatherford International plc | 3,340 | 222 |
PBF Energy Inc. Class A | 4,980 | 218 | |
Chord Energy Corp. | 1,586 | 213 | |
Comstock Resources Inc. | 17,069 | 207 | |
RPC Inc. | 22,806 | 200 | |
Arch Resources Inc. | 1,199 | 189 | |
Ovintiv Inc. (XNYS) | 4,374 | 187 | |
* | NexTier Oilfield Solutions Inc. | 17,533 | 160 |
* | Par Pacific Holdings Inc. | 5,653 | 157 |
CVR Energy Inc. | 4,620 | 147 | |
* | NOW Inc. | 9,800 | 126 |
* | Peabody Energy Corp. | 4,418 | 121 |
EQT Corp. | 3,594 | 119 | |
Chevron Corp. | 682 | 110 | |
* | REX American Resources Corp. | 3,279 | 108 |
Ramaco Resources Inc. | 7,526 | 75 | |
* | Vitesse Energy Inc. | 416 | 7 |
21,468 | |||
Financials (15.9%) | |||
Aon plc Class A (XNYS) | 11,011 | 3,348 | |
American International Group Inc. | 35,856 | 2,191 | |
OneMain Holdings Inc. | 23,916 | 1,031 | |
Equitable Holdings Inc. | 30,196 | 949 | |
Ameriprise Financial Inc. | 2,749 | 943 | |
Virtus Investment Partners Inc. | 4,115 | 866 | |
Brightsphere Investment Group Inc. | 32,423 | 813 | |
OFG Bancorp | 24,359 | 741 | |
Evercore Inc. Class A | 5,639 | 740 | |
PennyMac Financial Services Inc. | 12,097 | 731 | |
Ally Financial Inc. | 23,438 | 704 | |
Affiliated Managers Group Inc. | 4,197 | 669 | |
Discover Financial Services | 5,813 | 651 | |
Houlihan Lokey Inc. Class A | 6,694 | 641 | |
Virtu Financial Inc. Class A | 33,304 | 612 | |
Navient Corp. | 33,245 | 600 | |
Popular Inc. | 8,252 | 589 | |
Principal Financial Group Inc. | 6,237 | 559 | |
Federated Hermes Inc. | 14,067 | 554 |
Shares | Market Value ($000) | ||
* | Mr Cooper Group Inc. | 11,937 | 554 |
SLM Corp. | 37,673 | 542 | |
Jackson Financial Inc. Class A | 11,478 | 521 | |
City Holding Co. | 5,005 | 491 | |
* | Enova International Inc. | 9,624 | 469 |
Pathward Financial Inc. | 9,136 | 466 | |
LPL Financial Holdings Inc. | 1,830 | 457 | |
Dime Community Bancshares Inc. | 14,319 | 439 | |
Moody's Corp. | 1,510 | 438 | |
First BanCorp (XNYS) | 28,968 | 420 | |
WesBanco Inc. | 11,568 | 418 | |
Allstate Corp. | 3,194 | 411 | |
* | Ryan Specialty Holdings Inc. | 9,080 | 382 |
Piper Sandler Cos. | 2,516 | 380 | |
Radian Group Inc. | 17,322 | 370 | |
CNO Financial Group Inc. | 14,242 | 365 | |
Oppenheimer Holdings Inc. Class A | 8,057 | 355 | |
BankUnited Inc. | 8,573 | 304 | |
* | Customers Bancorp Inc. | 9,795 | 302 |
* | Ambac Financial Group Inc. | 18,174 | 301 |
American Equity Investment Life Holding Co. | 7,208 | 300 | |
First Financial Corp. | 6,626 | 291 | |
Central Pacific Financial Corp. | 12,945 | 290 | |
* | Triumph Financial Inc. | 4,752 | 289 |
Fidelity National Financial Inc. | 7,138 | 285 | |
Perella Weinberg Partners Class A | 27,809 | 281 | |
SEI Investments Co. | 4,652 | 280 | |
HomeStreet Inc. | 10,015 | 253 | |
BOK Financial Corp. | 2,260 | 237 | |
Cathay General Bancorp | 5,275 | 226 | |
Banner Corp. | 3,503 | 221 | |
Tompkins Financial Corp. | 2,924 | 219 | |
Lakeland Financial Corp. | 3,041 | 218 | |
* | Bancorp Inc. | 6,269 | 217 |
1st Source Corp. | 3,894 | 194 | |
Primerica Inc. | 1,006 | 193 | |
Bank of NT Butterfield & Son Ltd. | 5,236 | 189 | |
Heritage Financial Corp. | 6,726 | 187 | |
Premier Financial Corp. | 7,430 | 184 | |
Trustmark Corp. | 6,208 | 183 | |
Kearny Financial Corp. | 17,534 | 176 | |
PJT Partners Inc. Class A | 2,168 | 171 | |
Washington Federal Inc. | 4,803 | 168 | |
* | Open Lending Corp. Class A | 23,107 | 164 |
* | PRA Group Inc. | 3,717 | 158 |
Berkshire Hills Bancorp Inc. | 5,301 | 154 | |
Regional Management Corp. | 4,848 | 153 | |
FactSet Research Systems Inc. | 367 | 152 | |
BancFirst Corp. | 1,657 | 150 | |
Hanmi Financial Corp. | 6,321 | 149 | |
Jefferies Financial Group Inc. | 3,531 | 133 | |
Zions Bancorp NA | 2,460 | 125 | |
Byline Bancorp Inc. | 4,504 | 111 | |
HarborOne Bancorp Inc. | 7,824 | 107 | |
Employers Holdings Inc. | 2,260 | 100 | |
Independent Bank Corp. | 4,026 | 89 | |
Southside Bancshares Inc. | 2,273 | 87 | |
Washington Trust Bancorp Inc. | 2,048 | 86 |
Shares | Market Value ($000) | ||
Sandy Spring Bancorp Inc. | 2,126 | 70 | |
Preferred Bank | 847 | 60 | |
Provident Financial Services Inc. | 2,568 | 60 | |
Artisan Partners Asset Management Inc. Class A | 1,789 | 59 | |
First Hawaiian Inc. | 1,977 | 54 | |
First Commonwealth Financial Corp. | 3,332 | 53 | |
Commerce Bancshares Inc. | 770 | 51 | |
Northfield Bancorp Inc. | 3,450 | 51 | |
Hope Bancorp Inc. | 3,871 | 50 | |
Walker & Dunlop Inc. | 548 | 48 | |
Atlantic Union Bankshares Corp. | 1,149 | 43 | |
Assured Guaranty Ltd. | 696 | 43 | |
Associated Banc-Corp. | 1,835 | 42 | |
Wells Fargo & Co. | 841 | 39 | |
Park National Corp. | 300 | 38 | |
* | Axos Financial Inc. | 773 | 37 |
Cohen & Steers Inc. | 440 | 32 | |
Curo Group Holdings Corp. | 11,123 | 32 | |
Federal Agricultural Mortgage Corp. Class C | 178 | 25 | |
Fifth Third Bancorp | 618 | 22 | |
* | Brighthouse Financial Inc. | 283 | 16 |
Ameris Bancorp | 264 | 13 | |
F&G Annuities & Life Inc. | 485 | 10 | |
First Financial Bancorp | 357 | 9 | |
Synovus Financial Corp. | 118 | 5 | |
34,449 | |||
Health Care (13.7%) | |||
Johnson & Johnson | 10,852 | 1,663 | |
* | Vertex Pharmaceuticals Inc. | 5,287 | 1,535 |
* | Moderna Inc. | 10,813 | 1,501 |
UnitedHealth Group Inc. | 2,926 | 1,393 | |
Gilead Sciences Inc. | 16,125 | 1,299 | |
AbbVie Inc. | 8,071 | 1,242 | |
* | Regeneron Pharmaceuticals Inc. | 1,548 | 1,177 |
* | Biogen Inc. | 4,259 | 1,149 |
Chemed Corp. | 2,097 | 1,094 | |
* | Lantheus Holdings Inc. | 12,840 | 950 |
Abbott Laboratories | 9,324 | 948 | |
Amgen Inc. | 4,020 | 931 | |
* | Hologic Inc. | 11,193 | 891 |
Bristol-Myers Squibb Co. | 11,838 | 816 | |
Humana Inc. | 1,546 | 765 | |
* | Maravai LifeSciences Holdings Inc. Class A | 47,721 | 704 |
Merck & Co. Inc. | 6,428 | 683 | |
* | CorVel Corp. | 2,899 | 523 |
Pfizer Inc. | 12,739 | 517 | |
* | Molina Healthcare Inc. | 1,809 | 498 |
* | Exelixis Inc. | 26,889 | 459 |
Atrion Corp. | 782 | 444 | |
* | Corcept Therapeutics Inc. | 21,079 | 439 |
* | Medpace Holdings Inc. | 2,201 | 427 |
* | Vir Biotechnology Inc. | 17,815 | 406 |
* | iTeos Therapeutics Inc. | 21,701 | 384 |
* | Masimo Corp. | 2,148 | 359 |
* | Veeva Systems Inc. Class A | 2,056 | 341 |
* | Henry Schein Inc. | 4,340 | 340 |
Bruker Corp. | 4,794 | 330 | |
Eli Lilly & Co. | 1,057 | 329 |
Shares | Market Value ($000) | ||
* | Edwards Lifesciences Corp. | 3,980 | 320 |
* | NextGen Healthcare Inc. | 16,512 | 299 |
* | Amphastar Pharmaceuticals Inc. | 8,949 | 285 |
* | Incyte Corp. | 3,251 | 250 |
Cardinal Health Inc. | 3,194 | 242 | |
Patterson Cos. Inc. | 8,974 | 238 | |
* | Align Technology Inc. | 747 | 231 |
ResMed Inc. | 1,048 | 223 | |
* | Catalyst Pharmaceuticals Inc. | 14,180 | 216 |
* | Intuitive Surgical Inc. | 884 | 203 |
* | Shockwave Medical Inc. | 1,069 | 203 |
Agilent Technologies Inc. | 1,407 | 200 | |
Quest Diagnostics Inc. | 1,436 | 199 | |
1 | SIGA Technologies Inc. | 26,521 | 182 |
* | United Therapeutics Corp. | 700 | 172 |
* | Orthofix Medical Inc. | 7,231 | 149 |
* | ACADIA Pharmaceuticals Inc. | 6,459 | 134 |
* | Haemonetics Corp. | 1,698 | 132 |
* | Merit Medical Systems Inc. | 1,770 | 125 |
LeMaitre Vascular Inc. | 2,211 | 111 | |
* | AbCellera Biologics Inc. | 13,113 | 110 |
* | Joint Corp. | 6,829 | 107 |
* | Emergent BioSolutions Inc. | 8,018 | 99 |
* | Alkermes plc | 3,639 | 97 |
* | Seagen Inc. | 479 | 86 |
* | Vanda Pharmaceuticals Inc. | 10,979 | 71 |
iRadimed Corp. | 1,651 | 63 | |
West Pharmaceutical Services Inc. | 196 | 62 | |
* | Globus Medical Inc. Class A | 1,021 | 60 |
* | HealthStream Inc. | 1,780 | 46 |
* | QuidelOrtho Corp. | 447 | 39 |
* | LivaNova plc | 795 | 38 |
* | Innoviva Inc. | 3,037 | 37 |
29,566 | |||
Industrials (17.0%) | |||
American Express Co. | 12,768 | 2,221 | |
Paychex Inc. | 17,823 | 1,968 | |
Automatic Data Processing Inc. | 8,252 | 1,814 | |
Landstar System Inc. | 6,527 | 1,180 | |
Accenture plc Class A | 4,409 | 1,171 | |
* | Trex Co. Inc. | 21,153 | 1,082 |
Synchrony Financial | 28,186 | 1,006 | |
Badger Meter Inc. | 7,256 | 882 | |
Insperity Inc. | 6,863 | 852 | |
Jack Henry & Associates Inc. | 5,001 | 821 | |
Bread Financial Holdings Inc. | 19,336 | 794 | |
Robert Half International Inc. | 8,549 | 689 | |
Louisiana-Pacific Corp. | 10,440 | 611 | |
Cognex Corp. | 12,683 | 601 | |
Expeditors International of Washington Inc. | 5,737 | 600 | |
A O Smith Corp. | 8,203 | 538 | |
Acuity Brands Inc. | 2,707 | 525 | |
ManpowerGroup Inc. | 5,913 | 502 | |
Mastercard Inc. Class A | 1,383 | 491 | |
Toro Co. | 4,398 | 486 | |
Old Dominion Freight Line Inc. | 1,346 | 457 | |
* | Donnelley Financial Solutions Inc. | 10,426 | 441 |
* | AMN Healthcare Services Inc. | 4,828 | 435 |
Shares | Market Value ($000) | ||
* | Franklin Covey Co. | 9,156 | 429 |
Visa Inc. Class A | 1,877 | 413 | |
Kforce Inc. | 6,464 | 404 | |
Western Union Co. | 30,158 | 391 | |
Watts Water Technologies Inc. Class A | 2,198 | 385 | |
* | Aersale Corp. | 18,976 | 377 |
Capital One Financial Corp. | 3,351 | 366 | |
3M Co. | 3,389 | 365 | |
WW Grainger Inc. | 536 | 358 | |
Barrett Business Services Inc. | 3,712 | 356 | |
* | ZipRecruiter Inc. Class A | 20,312 | 347 |
Marten Transport Ltd. | 15,570 | 344 | |
Apogee Enterprises Inc. | 7,262 | 332 | |
Veritiv Corp. | 2,166 | 328 | |
Brady Corp. Class A | 5,848 | 323 | |
Lincoln Electric Holdings Inc. | 1,910 | 321 | |
Graco Inc. | 4,580 | 318 | |
Donaldson Co. Inc. | 5,016 | 317 | |
Encore Wire Corp. | 1,631 | 315 | |
Kadant Inc. | 1,450 | 311 | |
* | MYR Group Inc. | 2,402 | 290 |
* | Forrester Research Inc. | 8,586 | 282 |
Crane Holdings Co. | 2,331 | 279 | |
Heidrick & Struggles International Inc. | 7,905 | 271 | |
Resources Connection Inc. | 13,946 | 252 | |
Allison Transmission Holdings Inc. | 5,107 | 243 | |
* | TrueBlue Inc. | 12,620 | 236 |
Nordson Corp. | 1,063 | 233 | |
Covenant Logistics Group Inc. Class A | 6,449 | 223 | |
Myers Industries Inc. | 8,207 | 212 | |
CRA International Inc. | 1,692 | 211 | |
Illinois Tool Works Inc. | 894 | 208 | |
* | Builders FirstSource Inc. | 2,348 | 199 |
Exponent Inc. | 1,892 | 195 | |
Insteel Industries Inc. | 6,447 | 192 | |
Quanex Building Products Corp. | 7,279 | 189 | |
* | Titan Machinery Inc. | 4,031 | 185 |
* | Proto Labs Inc. | 5,620 | 177 |
Snap-on Inc. | 707 | 176 | |
JB Hunt Transport Services Inc. | 933 | 169 | |
* | Napco Security Technologies Inc. | 5,333 | 169 |
Albany International Corp. Class A | 1,588 | 160 | |
EMCOR Group Inc. | 945 | 158 | |
Deluxe Corp. | 8,339 | 154 | |
Owens Corning | 1,566 | 153 | |
Watsco Inc. | 495 | 151 | |
* | BlueLinx Holdings Inc. | 1,777 | 150 |
Cintas Corp. | 337 | 148 | |
* | Mettler-Toledo International Inc. | 103 | 148 |
* | NV5 Global Inc. | 1,404 | 148 |
* | Atkore Inc. | 993 | 145 |
* | FARO Technologies Inc. | 5,342 | 145 |
Sherwin-Williams Co. | 647 | 143 | |
UniFirst Corp. | 730 | 143 | |
Hillenbrand Inc. | 3,019 | 142 | |
* | Gibraltar Industries Inc. | 2,605 | 139 |
* | ExlService Holdings Inc. | 838 | 138 |
* | Saia Inc. | 502 | 136 |
Shares | Market Value ($000) | ||
Matson Inc. | 1,970 | 131 | |
* | Keysight Technologies Inc. | 787 | 126 |
Schneider National Inc. Class B | 4,387 | 123 | |
* | Beacon Roofing Supply Inc. | 1,878 | 122 |
Forward Air Corp. | 1,168 | 121 | |
* | Cross Country Healthcare Inc. | 4,252 | 112 |
Standex International Corp. | 935 | 108 | |
MSC Industrial Direct Co. Inc. Class A | 1,251 | 106 | |
Enerpac Tool Group Corp. Class A | 3,895 | 105 | |
Ryder System Inc. | 1,048 | 103 | |
National Presto Industries Inc. | 1,400 | 96 | |
Tennant Co. | 1,154 | 82 | |
* | TriNet Group Inc. | 973 | 81 |
* | XPO Inc. | 2,243 | 75 |
* | Modine Manufacturing Co. | 2,949 | 72 |
REV Group Inc. | 6,180 | 72 | |
Simpson Manufacturing Co. Inc. | 659 | 71 | |
Cummins Inc. | 271 | 66 | |
CH Robinson Worldwide Inc. | 641 | 64 | |
* | Hub Group Inc. Class A | 660 | 61 |
Emerson Electric Co. | 652 | 54 | |
* | Zebra Technologies Corp. Class A | 181 | 54 |
Applied Industrial Technologies Inc. | 355 | 51 | |
* | Waters Corp. | 162 | 50 |
* | Dycom Industries Inc. | 573 | 48 |
* | Mohawk Industries Inc. | 413 | 42 |
* | Conduent Inc. | 10,421 | 41 |
* | FTI Consulting Inc. | 198 | 36 |
* | GMS Inc. | 577 | 35 |
H&E Equipment Services Inc. | 581 | 32 | |
Comfort Systems USA Inc. | 213 | 31 | |
Franklin Electric Co. Inc. | 306 | 29 | |
Hubbell Inc. Class B | 112 | 28 | |
AGCO Corp. | 97 | 14 | |
CSW Industrials Inc. | 79 | 11 | |
* | Vicor Corp. | 187 | 9 |
36,821 | |||
Real Estate (0.5%) | |||
Newmark Group Inc. Class A | 75,253 | 603 | |
* | Anywhere Real Estate Inc. | 44,824 | 260 |
Marcus & Millichap Inc. | 6,715 | 231 | |
1,094 | |||
Technology (17.0%) | |||
* | Cadence Design Systems Inc. | 12,939 | 2,496 |
* | Autodesk Inc. | 11,244 | 2,234 |
* | Adobe Inc. | 6,688 | 2,167 |
Apple Inc. | 13,873 | 2,045 | |
Teradyne Inc. | 18,218 | 1,843 | |
* | Fortinet Inc. | 29,388 | 1,747 |
* | Palo Alto Networks Inc. | 8,996 | 1,695 |
Cognizant Technology Solutions Corp. Class A | 18,256 | 1,143 | |
* | Teradata Corp. | 26,122 | 1,065 |
* | Manhattan Associates Inc. | 7,222 | 1,038 |
* | Qualys Inc. | 7,450 | 880 |
* | Cargurus Inc. | 50,099 | 854 |
* | MaxLinear Inc. | 23,463 | 803 |
* | Smartsheet Inc. Class A | 17,891 | 788 |
Shares | Market Value ($000) | ||
* | Cirrus Logic Inc. | 7,108 | 730 |
* | ON Semiconductor Corp. | 8,738 | 676 |
Power Integrations Inc. | 7,862 | 647 | |
KLA Corp. | 1,674 | 635 | |
* | Synopsys Inc. | 1,587 | 577 |
* | Gartner Inc. | 1,717 | 563 |
* | Axcelis Technologies Inc. | 3,988 | 513 |
* | Photronics Inc. | 27,160 | 479 |
* | EPAM Systems Inc. | 1,499 | 461 |
* | Sprout Social Inc. Class A | 7,210 | 440 |
A10 Networks Inc. | 28,186 | 429 | |
Texas Instruments Inc. | 2,488 | 427 | |
NetApp Inc. | 6,439 | 416 | |
* | CommVault Systems Inc. | 6,900 | 406 |
* | F5 Inc. | 2,785 | 398 |
* | Pure Storage Inc. Class A | 13,568 | 387 |
* | Alphabet Inc. Class A | 4,051 | 365 |
National Instruments Corp. | 7,125 | 360 | |
* | SPS Commerce Inc. | 2,313 | 348 |
Hackett Group Inc. | 17,709 | 330 | |
* | ePlus Inc. | 5,875 | 318 |
Dolby Laboratories Inc. Class A | 3,732 | 307 | |
CTS Corp. | 6,838 | 296 | |
* | Paycom Software Inc. | 959 | 277 |
* | Pinterest Inc. Class A | 10,780 | 271 |
* | OneSpan Inc. | 19,852 | 268 |
* | PubMatic Inc. Class A | 16,489 | 250 |
Amdocs Ltd. | 2,519 | 231 | |
* | Yelp Inc. Class A | 7,525 | 226 |
Kulicke & Soffa Industries Inc. | 4,009 | 214 | |
Advanced Energy Industries Inc. | 2,212 | 206 | |
Monolithic Power Systems Inc. | 410 | 199 | |
* | Cohu Inc. | 4,454 | 166 |
* | Yext Inc. | 22,389 | 164 |
Vishay Intertechnology Inc. | 7,473 | 159 | |
* | Agilysys Inc. | 1,982 | 158 |
* | DXC Technology Co. | 5,464 | 152 |
Amkor Technology Inc. | 5,731 | 148 | |
* | Appfolio Inc. Class A | 1,049 | 139 |
* | Qorvo Inc. | 1,354 | 137 |
* | Veradigm Inc. | 7,840 | 130 |
* | PDF Solutions Inc. | 3,477 | 130 |
* | Onto Innovation Inc. | 1,570 | 129 |
American Software Inc. Class A | 9,324 | 126 | |
PC Connection Inc. | 2,849 | 125 | |
* | Lattice Semiconductor Corp. | 1,377 | 117 |
* | Vimeo Inc. | 29,874 | 114 |
Microsoft Corp. | 445 | 111 | |
Applied Materials Inc. | 950 | 110 | |
Adeia Inc. | 10,272 | 101 | |
CSG Systems International Inc. | 1,713 | 96 | |
Shutterstock Inc. | 1,229 | 92 | |
* | TrueCar Inc. | 31,592 | 74 |
* | Allegro MicroSystems Inc. | 1,687 | 74 |
* | Brightcove Inc. | 13,082 | 70 |
* | SecureWorks Corp. Class A | 8,490 | 64 |
Jabil Inc. | 731 | 61 | |
* | Arrow Electronics Inc. | 449 | 53 |
Shares | Market Value ($000) | ||
* | ScanSource Inc. | 1,645 | 51 |
Avnet Inc. | 1,128 | 50 | |
QUALCOMM Inc. | 317 | 39 | |
Lam Research Corp. | 62 | 30 | |
Intuit Inc. | 37 | 15 | |
* | TechTarget Inc. | 310 | 12 |
*,2 | Yandex NV Class A | 1,459 | — |
36,645 | |||
Telecommunications (1.5%) | |||
Cisco Systems Inc. | 34,704 | 1,680 | |
* | Extreme Networks Inc. | 24,921 | 467 |
* | IDT Corp. Class B | 15,162 | 461 |
Adtran Holdings Inc. | 10,472 | 183 | |
* | Arista Networks Inc. | 789 | 110 |
* | Clearfield Inc. | 1,525 | 96 |
* | Cambium Networks Corp. | 4,350 | 87 |
* | Ciena Corp. | 1,004 | 48 |
* | Calix Inc. | 632 | 32 |
3,164 | |||
Total Common Stocks (Cost $202,648) | 215,068 | ||
Temporary Cash Investments (0.5%) | |||
Money Market Fund (0.5%) | |||
3,4 | Vanguard Market Liquidity Fund, 4.640% (Cost $1,070) | 10,704 | 1,071 |
Total Investments (100.0%) (Cost $203,718) | 216,139 | ||
Other Assets and Liabilities—Net (0.0%) | 33 | ||
Net Assets (100%) | 216,172 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $257,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
4 | Collateral of $292,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2023 | 2 | 398 | 6 |
Micro E-mini S&P 500 Index | March 2023 | 25 | 497 | (4) |
2 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 215,068 | — | — | 215,068 |
Temporary Cash Investments | 1,071 | — | — | 1,071 |
Total | 216,139 | — | — | 216,139 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 6 | — | — | 6 |
Liabilities | ||||
Futures Contracts1 | 4 | — | — | 4 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |