Shares
|
|
|
Value
|
|
|
COMMON STOCKS—97.9%
|
|
|
|
Communication Services—3.0%
|
|
217,094
|
1
|
AMC Networks, Inc.
|
$2,305,538
|
34,296
|
1
|
Bumble, Inc.
|
346,390
|
451,068
|
1
|
Cinemark Holdings, Inc.
|
7,731,306
|
329,640
|
1
|
E.W. Scripps Co.
|
1,239,446
|
178,225
|
1
|
iHeartMedia, Inc.
|
374,272
|
1,305,157
|
1
|
Lumen Technologies, Inc.
|
1,553,137
|
385,940
|
1
|
Madison Square Garden Spinco
|
15,109,551
|
95,716
|
1
|
MediaAlpha, Inc.
|
1,938,249
|
97,009
|
|
Shutterstock, Inc.
|
4,143,254
|
432,252
|
1
|
Vimeo Holdings, Inc.
|
1,551,785
|
|
|
TOTAL
|
36,292,928
|
|
|
Consumer Discretionary—10.4%
|
|
109,207
|
1
|
Abercrombie & Fitch Co., Class A
|
13,270,835
|
57,408
|
1
|
Adient PLC
|
1,714,777
|
502,325
|
2
|
Big Lots, Inc.
|
1,768,184
|
25,189
|
1
|
Brinker International, Inc.
|
1,350,130
|
51,531
|
1
|
Carvana Co.
|
4,272,950
|
737,010
|
1
|
Chegg, Inc.
|
3,810,342
|
131,795
|
|
Clarus Corp.
|
834,262
|
390,031
|
1
|
Coursera, Inc.
|
3,986,117
|
39,484
|
1
|
Duolingo, Inc.
|
8,913,513
|
113,267
|
1
|
Frontdoor, Inc.
|
3,476,164
|
291,016
|
1,2
|
Groupon, Inc.
|
3,364,145
|
2,460
|
|
Installed Building Products, Inc.
|
579,896
|
581,660
|
1,2
|
iRobot Corp.
|
4,979,010
|
164,447
|
1
|
Leslie’s, Inc.
|
646,277
|
45,866
|
|
Murphy USA, Inc.
|
18,980,268
|
411,221
|
1
|
National Vision Holdings, Inc.
|
7,163,470
|
10,593
|
1
|
ODP Corp./The
|
539,290
|
396,498
|
2
|
PetMed Express, Inc.
|
1,566,167
|
381,412
|
1
|
PlayAGS, Inc.
|
3,371,682
|
26,485
|
1
|
Potbelly Corp.
|
269,882
|
664,859
|
1
|
Rush Street Interactive, Inc.
|
4,248,449
|
52,930
|
1
|
Sally Beauty Holdings, Inc.
|
574,290
|
146,914
|
1
|
Taylor Morrison Home Corp.
|
8,228,653
|
55,740
|
|
Texas Roadhouse, Inc.
|
8,961,877
|
200,015
|
|
Upbound Group, Inc.
|
6,202,465
|
6,282
|
1
|
Visteon Corp.
|
694,978
|
17,307
|
|
Wingstop, Inc.
|
6,659,561
|
12,734
|
|
Winnebago Industries, Inc.
|
784,160
|
337,734
|
|
Wolverine World Wide, Inc.
|
3,627,263
|
|
|
TOTAL
|
124,839,057
|
|
|
Consumer Staples—4.2%
|
|
204,987
|
1,2
|
Beauty Health Co./The
|
662,108
|
170,607
|
1
|
Bellring Brands, Inc.
|
9,412,388
|
9,623
|
|
Coca-Cola Bottling Co.
|
7,948,598
|
12,753
|
1
|
elf Beauty, Inc.
|
2,072,745
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Staples—continued
|
|
56,637
|
|
Energizer Holdings, Inc.
|
$1,626,615
|
715,734
|
1
|
Hain Celestial Group, Inc.
|
4,394,607
|
88,937
|
|
Medifast, Inc.
|
2,448,436
|
777,233
|
|
Nu Skin Enterprises, Inc., Class A
|
9,140,260
|
127,648
|
1
|
Sprouts Farmers Market, Inc.
|
8,428,597
|
20,629
|
|
Turning Point Brands, Inc.
|
594,940
|
330,760
|
1
|
United Natural Foods, Inc.
|
2,953,687
|
34,672
|
1
|
Vital Farms, Inc.
|
927,823
|
|
|
TOTAL
|
50,610,804
|
|
|
Energy—6.3%
|
|
104,330
|
1
|
Amplify Energy Corp.
|
736,570
|
378,941
|
|
Ardmore Shipping Corp.
|
6,347,262
|
188,710
|
|
California Resources Corp.
|
9,975,210
|
12,002
|
|
Chord Energy Corp.
|
2,124,114
|
72,661
|
|
CONSOL Energy, Inc.
|
6,013,424
|
52,065
|
1
|
Dorian LPG Ltd.
|
2,151,326
|
101,376
|
1
|
Expro Group Holdings NV
|
1,901,814
|
115,811
|
1
|
Gulf Island Fabrication, Inc.
|
799,096
|
54,318
|
|
International Seaways, Inc.
|
3,003,242
|
65,723
|
1
|
Kodiak Gas Services
|
1,786,351
|
424,002
|
|
Liberty Energy, Inc.
|
9,328,044
|
16,160
|
1
|
Nabors Industries Ltd.
|
1,164,005
|
218,873
|
1
|
Oil States International, Inc.
|
873,303
|
181,758
|
|
PBF Energy, Inc.
|
9,682,249
|
37,267
|
|
Permian Resources Corp.
|
624,222
|
13,523
|
|
Scorpio Tankers, Inc.
|
951,478
|
178,740
|
|
SM Energy Co.
|
8,667,102
|
14,318
|
|
Teekay Tankers Ltd., Class A
|
834,310
|
86,320
|
1
|
US Silica Holdings, Inc.
|
1,331,918
|
62,301
|
1
|
Weatherford International PLC
|
7,701,650
|
|
|
TOTAL
|
75,996,690
|
|
|
Financials—16.9%
|
|
128,652
|
|
Amalgamated Financial Corp.
|
3,157,120
|
39,195
|
|
Artisan Partners Asset Management, Inc.
|
1,604,251
|
689,538
|
1
|
AvidXchange Holdings, Inc.
|
8,040,013
|
11,706
|
|
BancFirst Corp.
|
1,043,824
|
70,789
|
|
Banco Latinoamericano de Comercio Exterior S.A., Class E
|
2,011,115
|
28,656
|
1
|
Bancorp, Inc., DE
|
857,961
|
55,246
|
|
BankUnited, Inc.
|
1,476,726
|
26,505
|
|
Bread Financial Holdings, Inc.
|
978,300
|
1,407,719
|
|
BrightSpire Capital, Inc.
|
8,854,553
|
309,108
|
|
Byline Bancorp, Inc.
|
6,698,370
|
183,907
|
1
|
Cantaloupe, Inc.
|
1,064,822
|
369,393
|
|
CNO Financial Group, Inc.
|
9,726,118
|
127,745
|
1
|
Customers Bancorp, Inc.
|
5,834,114
|
56,773
|
|
Employers Holdings, Inc.
|
2,417,962
|
18,123
|
|
Equity Bancshares, Inc.
|
603,677
|
1,938
|
|
Federal Agricultural Mortgage Association, Class C
|
360,720
|
578,841
|
1,2
|
Fidelis Insurance
|
10,754,866
|
69,125
|
|
Financial Institutions, Inc.
|
1,190,332
|
35,085
|
|
First Business Financial Services, Inc.
|
1,160,261
|
419,355
|
|
First Foundation, Inc.
|
2,298,065
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
93,495
|
1
|
Genworth Financial, Inc., Class A
|
$554,425
|
24,047
|
|
HCI Group, Inc.
|
2,745,686
|
24,559
|
|
Heritage Financial Corp.
|
435,677
|
31,294
|
|
Hometrust Bancshares, Inc.
|
804,256
|
113,779
|
|
Independent Bank Corp.- Michigan
|
2,822,857
|
388,519
|
|
Jackson Financial, Inc.
|
26,543,618
|
69,780
|
|
James River Group Holdings Ltd.
|
620,344
|
10,537
|
|
Kinsale Capital Group, Inc.
|
3,827,565
|
122,551
|
|
Ladder Capital Corp.
|
1,314,972
|
128,520
|
1
|
LendingTree, Inc.
|
6,203,660
|
237,653
|
|
Merchants Bancorp, Inc.
|
9,584,545
|
12,215
|
|
Midland States Bancorp, Inc.
|
267,509
|
20,223
|
1
|
Mr. Cooper Group, Inc.
|
1,561,216
|
30,151
|
1
|
NMI Holdings, Inc.
|
930,460
|
130,306
|
|
OFG Bancorp.
|
4,705,350
|
174,012
|
1
|
Oscar Health, Inc.
|
3,022,588
|
44,758
|
1
|
Paysafe Ltd.
|
636,459
|
39,120
|
|
Peapack-Gladstone Financial Corp.
|
875,506
|
20,893
|
|
Peoples Bancorp, Inc.
|
606,733
|
27,694
|
|
Preferred Bank Los Angeles, CA
|
2,096,159
|
135,085
|
|
PROG Holdings, Inc.
|
4,490,225
|
95,810
|
|
QCR Holdings, Inc.
|
5,265,718
|
65,810
|
|
RLI Corp.
|
9,302,243
|
10,060
|
|
Selective Insurance Group, Inc.
|
1,022,599
|
436,583
|
1
|
Siriuspoint Ltd.
|
5,142,948
|
263,912
|
1
|
Skyward Specialty Insurance Group, Inc.
|
9,215,807
|
689,870
|
1
|
StoneCo Ltd.
|
10,761,972
|
52,911
|
|
Tiptree, Inc.
|
842,872
|
298,142
|
|
Trustmark Corp.
|
8,825,003
|
42,612
|
|
Universal Insurance Holdings, Inc.
|
831,786
|
121,072
|
|
Victory Capital Holdings
|
6,157,722
|
153,420
|
|
Western New England Bancorp, Inc.
|
926,657
|
|
|
TOTAL
|
203,078,307
|
|
|
Health Care—14.2%
|
|
1,098,194
|
1
|
ADMA Biologics, Inc.
|
7,160,225
|
89,126
|
1,2
|
Agenus, Inc.
|
1,080,207
|
277,263
|
1
|
Alkermes, Inc.
|
6,804,034
|
249,033
|
1
|
Amneal Pharmaceuticals, Inc.
|
1,506,650
|
147,437
|
1
|
Arcellx, Inc.
|
7,374,799
|
228,803
|
1,2
|
Arcutis Biotherapeutics, Inc.
|
1,903,641
|
114,213
|
1
|
Arvinas, Inc.
|
3,628,547
|
421,642
|
1
|
Atea Pharmaceuticals, Inc.
|
1,560,075
|
45,082
|
1
|
Biohaven Ltd.
|
1,749,182
|
20,716
|
1
|
Blueprint Medicines Corp.
|
1,892,199
|
31,947
|
1
|
Catalyst Pharmaceutical Partners, Inc.
|
480,802
|
743,230
|
1
|
Codexis, Inc.
|
2,162,799
|
208,255
|
1
|
Collegium Pharmaceutical, Inc.
|
7,690,857
|
753,773
|
1
|
Community Health Systems, Inc.
|
2,487,451
|
29,239
|
1
|
Corcept Therapeutics, Inc.
|
681,853
|
60,701
|
1
|
Dynavax Technologies Corp.
|
690,170
|
21,572
|
1
|
Edgewise Therapeutics, Inc.
|
387,002
|
244,455
|
1,2
|
Emergent BioSolutions, Inc.
|
459,575
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Health Care—continued
|
|
65,490
|
1
|
Enanta Pharmaceuticals, Inc.
|
$899,833
|
367,841
|
1
|
EyePoint Pharmaceuticals, Inc.
|
6,474,002
|
666,781
|
1
|
Fate Therapeutics, Inc.
|
2,633,785
|
18,783
|
1
|
Haemonetics Corp.
|
1,727,097
|
275,867
|
1
|
Halozyme Therapeutics, Inc.
|
10,510,533
|
315,600
|
1
|
Harmony Biosciences Holdings, Inc.
|
9,755,196
|
526,681
|
1
|
Hims & Hers Health, Inc.
|
6,599,313
|
441,111
|
1
|
Inmode Ltd.
|
7,582,698
|
317,847
|
1
|
Inogen, Inc.
|
2,161,360
|
16,549
|
1
|
Ligand Pharmaceuticals, Inc., Class B
|
1,156,610
|
69,084
|
1
|
Liquidia Technologies, Inc.
|
887,729
|
69,674
|
1
|
Livanova PLC
|
3,884,326
|
106,643
|
1
|
MacroGenics, Inc.
|
1,576,184
|
467,175
|
1
|
MiMedx Group, Inc.
|
2,877,798
|
247,530
|
1
|
Nevro Corp.
|
2,618,867
|
359,671
|
1
|
Nuvation Bio, Inc.
|
1,075,416
|
84,885
|
1
|
OptimizeRX Corp
|
865,827
|
111,487
|
|
Owens & Minor, Inc.
|
2,758,188
|
126,746
|
1,2
|
Pacific Biosciences of California, Inc.
|
209,131
|
27,232
|
1
|
Pacira BioSciences, Inc.
|
714,840
|
184,133
|
1
|
Pediatrix Medical Group
|
1,633,260
|
7,066
|
1
|
PROCEPT BioRobotics Corp.
|
374,357
|
164,742
|
1
|
RAPT Therapeutics, Inc.
|
1,268,513
|
612,710
|
1
|
Relay Therapeutics, Inc.
|
3,994,869
|
1,428,879
|
1
|
Revance Therapeutics, Inc.
|
5,158,253
|
212,904
|
1
|
RxSight, Inc.
|
11,098,686
|
870,061
|
1
|
Siga Technologies, Inc.
|
7,639,136
|
219,051
|
1
|
Silk Road Medical, Inc.
|
4,258,351
|
27,130
|
1
|
Supernus Pharmaceuticals, Inc.
|
816,613
|
180,580
|
1
|
Tactile Systems Technology, Inc.
|
2,486,587
|
62,214
|
1
|
Tango Therapeutics, Inc.
|
479,048
|
22,412
|
1
|
Tarsus Pharmaceuticals, Inc.
|
704,409
|
62,049
|
1
|
Travere Therapeutics, Inc.
|
343,131
|
491,179
|
1
|
TruBridge, Inc.
|
3,880,314
|
624,548
|
1
|
Vanda Pharmaceuticals, Inc.
|
2,972,848
|
15,153
|
1
|
Vericel Corp
|
695,068
|
313,167
|
1
|
Vir Biotechnology, Inc.
|
2,649,393
|
270,353
|
1
|
Voyager Therapeutics, Inc.
|
2,114,160
|
171,954
|
1
|
Zymeworks, Inc.
|
1,475,365
|
|
|
TOTAL
|
170,711,162
|
|
|
Industrials—18.2%
|
|
37,070
|
1
|
Atkore, Inc.
|
6,498,371
|
102,683
|
1
|
Atmus Filtration Technologies, Inc.
|
3,110,268
|
59,682
|
1
|
Beacon Roofing Supply, Inc.
|
5,880,467
|
174,056
|
1
|
Blue Bird Corp.
|
5,736,015
|
74,422
|
|
Boise Cascade Co.
|
9,843,798
|
329,259
|
1
|
BrightView Holdings, Inc.
|
3,704,164
|
59,331
|
1
|
Cimpress PLC
|
5,059,154
|
96,294
|
1
|
Concrete Pumping Holdings, Inc.
|
640,355
|
9,660
|
1
|
Construction Partners, Inc.
|
498,842
|
39,586
|
1
|
DNOW, Inc.
|
558,558
|
29,096
|
|
Emcor Group, Inc.
|
10,392,218
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Industrials—continued
|
|
307,839
|
1
|
Enviri Corp.
|
$2,394,987
|
106,155
|
1
|
Exlservice Holding, Inc.
|
3,078,495
|
37,828
|
1
|
Forrester Research, Inc.
|
688,091
|
287,198
|
|
Forward Air Corp.
|
6,324,100
|
106,672
|
1
|
Franklin Covey Co.
|
4,153,808
|
292,634
|
1
|
GMS, Inc.
|
27,074,498
|
60,278
|
|
Griffon Corp.
|
3,949,415
|
56,589
|
|
Heidrick & Struggles International, Inc.
|
1,668,244
|
74,039
|
|
Hurco Co., Inc.
|
1,340,106
|
53,181
|
1
|
Huron Consulting Group, Inc.
|
4,958,596
|
140,780
|
|
Hyster-Yale Materials Handling, Inc.
|
8,245,485
|
235,926
|
1
|
JELD-WEN Holding, Inc.
|
4,836,483
|
93,670
|
1
|
Legalzoom.com, Inc.
|
1,119,356
|
364,046
|
1
|
Manitowoc, Inc.
|
4,404,957
|
515,285
|
1
|
Mistras Group, Inc.
|
4,508,744
|
61,335
|
1
|
MRC Global, Inc.
|
688,792
|
241,238
|
1
|
NEXTracker, Inc.
|
10,322,574
|
301,705
|
1
|
Parsons Corp.
|
23,686,860
|
22,977
|
|
Primoris Services Corp.
|
1,070,728
|
30,701
|
|
Resources Connection, Inc.
|
339,246
|
402,732
|
|
REV Group, Inc.
|
8,803,722
|
269,215
|
1
|
SkyWest, Inc.
|
19,660,771
|
185,566
|
1,2
|
Spirit Airlines, Inc.
|
655,048
|
1,508,376
|
1,2
|
SunPower Corp.
|
3,107,255
|
7,942
|
|
Tennant Co.
|
925,084
|
111,166
|
|
Terex Corp.
|
6,230,854
|
384,335
|
|
The Shyft Group, Inc.
|
4,181,565
|
45,806
|
1
|
Thermon Group Holdings, Inc.
|
1,462,586
|
215,216
|
1
|
Triumph Group, Inc.
|
2,875,286
|
355,721
|
|
TTEC Holdings, Inc.
|
2,589,649
|
8,114
|
|
Universal Truckload Services, Inc.
|
362,534
|
121,793
|
1
|
Upwork, Inc.
|
1,424,978
|
|
|
TOTAL
|
219,055,107
|
|
|
Information Technology—13.6%
|
|
489,718
|
1
|
8x8, Inc.
|
1,082,277
|
1,592,849
|
|
Adtran Holdings, Inc.
|
6,976,679
|
405,999
|
1,2
|
Aehr Test Systems
|
4,863,868
|
138,106
|
1
|
Alkami Technology, Inc.
|
3,324,211
|
24,709
|
1
|
AppFolio, Inc.
|
5,603,507
|
516,923
|
1
|
Arlo Technologies, Inc.
|
6,399,507
|
593,776
|
1
|
AvePoint, Inc.
|
4,613,640
|
53,709
|
1
|
Box, Inc.
|
1,397,508
|
61,998
|
1
|
Braze, Inc.
|
2,597,716
|
327,197
|
1
|
Clear Secure, Inc.
|
5,716,132
|
101,493
|
1
|
Clearfield, Inc.
|
3,056,969
|
361,831
|
1
|
CommScope Holdings Co., Inc.
|
323,477
|
30,852
|
1
|
Commvault Systems, Inc.
|
3,161,405
|
131,832
|
2
|
Comtech Telecommunications Corp.
|
247,844
|
251,534
|
1
|
Couchbase, Inc.
|
6,072,031
|
265,435
|
1
|
Digital Turbine, Inc.
|
506,981
|
178,590
|
1
|
Extreme Networks, Inc.
|
2,000,208
|
383,471
|
1
|
Freshworks, Inc.
|
6,844,957
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Information Technology—continued
|
|
39,127
|
1
|
Harmonic Lightwaves, Inc.
|
$420,224
|
42,235
|
|
InterDigital, Inc.
|
4,169,862
|
291,222
|
1
|
LiveRamp Holdings, Inc.
|
9,351,138
|
1,245,334
|
1,2
|
Maxeon Solar Technologies Ltd.
|
2,428,401
|
75,401
|
1
|
MaxLinear, Inc.
|
1,567,587
|
980,669
|
|
Methode Electronics, Inc., Class A
|
11,954,355
|
1,307
|
1,2
|
MicroStrategy, Inc., Class A
|
1,391,994
|
150,212
|
1
|
NetScout Systems, Inc.
|
2,893,083
|
762,021
|
1
|
ON24, Inc.
|
5,021,718
|
109,945
|
1
|
Perficient, Inc.
|
5,196,001
|
16,540
|
1
|
Qualys, Inc.
|
2,711,071
|
732,729
|
1,2
|
Rackspace Technology, Inc.
|
1,260,294
|
408,683
|
1
|
Ribbon Communications, Inc.
|
1,295,525
|
127,613
|
|
Sapiens International Corp. NV
|
3,930,480
|
27,482
|
1
|
Semrush Holdings, Inc.
|
336,380
|
10,184
|
1
|
Semtech Corp.
|
383,122
|
23,459
|
1
|
SMART Global Holdings, Inc.
|
428,596
|
414,835
|
1
|
SolarWinds Corp.
|
4,571,482
|
1,889
|
1
|
SPS Commerce, Inc.
|
328,440
|
312,464
|
1
|
Squarespace, Inc.
|
10,892,495
|
1,066
|
1
|
Super Micro Computer, Inc.
|
915,481
|
8,077
|
1
|
Synaptics, Inc.
|
726,607
|
247,787
|
1
|
Telos Corp.
|
852,387
|
21,959
|
1
|
Tenable Holdings, Inc.
|
987,496
|
668,306
|
1
|
Unisys Corp.
|
3,628,902
|
160,764
|
1
|
Varonis Systems, Inc.
|
7,033,425
|
52,046
|
1
|
Verint Systems, Inc.
|
1,575,953
|
8,286
|
1
|
Viant Technology, Inc.
|
72,834
|
12,861
|
1
|
Vishay Precision Group, Inc.
|
424,413
|
409,899
|
1
|
Weave Communications, Inc.
|
4,381,820
|
189,235
|
|
Xerox Holdings Corp.
|
2,514,933
|
800,452
|
1
|
Yext, Inc.
|
4,394,482
|
|
|
TOTAL
|
162,829,898
|
|
|
Materials—5.3%
|
|
88,001
|
|
Commercial Metals Corp.
|
4,729,174
|
376,874
|
1
|
Constellium SE
|
7,420,649
|
184,229
|
1
|
Knife River Corp.
|
14,404,866
|
14,411
|
|
Koppers Holdings, Inc.
|
738,996
|
99,914
|
|
Myers Industries, Inc.
|
2,188,117
|
1,035,464
|
1
|
Rayonier Advanced Materials, Inc.
|
3,862,281
|
362,895
|
1
|
Summit Materials, Inc.
|
14,116,615
|
770,710
|
|
SunCoke Energy, Inc.
|
7,946,020
|
116,001
|
|
Warrior Met Coal, Inc.
|
7,928,668
|
|
|
TOTAL
|
63,335,386
|
|
|
Real Estate—4.5%
|
|
607,485
|
1
|
Anywhere Real Estate, Inc.
|
2,952,377
|
2,538,810
|
|
Brandywine Realty Trust
|
11,526,197
|
304,137
|
|
Empire State Realty Trust, Inc.
|
2,767,647
|
75,685
|
|
Essential Properties Realty Trust, Inc.
|
1,993,543
|
26,001
|
1
|
Forestar Group, Inc.
|
805,771
|
482,799
|
|
Macerich Co. (The)
|
6,643,314
|
294,964
|
|
Newmark Group, Inc.
|
2,822,805
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Real Estate—continued
|
|
561,183
|
2
|
Office Properties Income Trust
|
$1,133,590
|
979,085
|
1,2
|
Redfin Corp.
|
5,492,667
|
315,535
|
|
RMR Group, Inc./The
|
7,484,490
|
14,645
|
2
|
SL Green Realty Corp.
|
729,760
|
155,006
|
|
Tanger, Inc.
|
4,394,420
|
824,318
|
|
Uniti Group, Inc.
|
4,739,829
|
|
|
TOTAL
|
53,486,410
|
|
|
Utilities—1.3%
|
|
8,309
|
|
Chesapeake Utilities Corp.
|
879,674
|
91,077
|
|
Genie Energy Ltd.
|
1,392,568
|
6,262
|
|
ONE Gas, Inc.
|
404,024
|
101,187
|
|
Otter Tail Corp.
|
8,637,322
|
98,114
|
|
Portland General Electric Co.
|
4,241,468
|
|
|
TOTAL
|
15,555,056
|
|
|
TOTAL COMMON STOCKS
(IDENTIFIED COST $985,743,188)
|
1,175,790,805
|
|
|
INVESTMENT COMPANIES—4.4%
|
|
27,386,547
|
|
Federated Hermes Government Obligations Fund, Premier Shares, 5.22%3
|
27,386,547
|
25,510,120
|
|
Federated Hermes Institutional Prime Value Obligations Fund, Institutional Shares,
5.34%3
|
25,510,120
|
|
|
TOTAL INVESTMENT COMPANIES
(IDENTIFIED COST $52,897,472)
|
52,896,667
|
|
|
TOTAL INVESTMENT IN SECURITIES—102.3%
(IDENTIFIED COST $1,038,640,660)
|
1,228,687,472
|
|
|
OTHER ASSETS AND LIABILITIES - NET—(2.3)%4
|
(27,340,482)
|
|
|
TOTAL NET ASSETS—100%
|
$1,201,346,990
|
Affiliated
|
Value as of
7/31/2023
|
Purchases
at Cost*
|
Proceeds
from Sales*
|
Change in
Unrealized
Appreciation/
(Depreciation)*
|
Net
Realized Gain/
(Loss)*
|
Value as of
4/30/2024
|
Shares
Held as of
4/30/2024
|
Dividend
Income*
|
Health Care:
|
|
|
|
|
|
|
|
|
Dynavax Technologies Corp.
|
$—
|
$748,796
|
$—
|
$(58,626)
|
$—
|
$690,170
|
60,701
|
$—
|
Siga Technologies, Inc.**
|
$15,831,626
|
$—
|
$(12,765,289)
|
$4,428,684
|
$144,115
|
$7,639,136
|
870,061
|
$810,871
|
Affiliated issuers no longer in the portfolio at
period end
|
$8,963,549
|
$910,244
|
$(8,267,263)
|
$(4,884,805)
|
$3,278,275
|
$—
|
—
|
$—
|
TOTAL OF AFFILIATED COMPANIES
TRANSACTIONS
|
$24,795,175
|
$1,659,040
|
$(21,032,552)
|
$(514,747)
|
$3,422,390
|
$8,329,306
|
930,762
|
$810,871
|
*
|
A portion of the amount shown may have been recorded when the Fund no longer had ownership
of at least 5% of the voting shares.
|
**
|
At April 30, 2024, the Fund no longer has ownership of at least 5% of the voting shares.
|
|
Federated
Hermes
Government
Obligations Fund,
Premier Shares*
|
Federated
Hermes
Institutional
Prime Value
Obligations Fund,
Institutional Shares
|
Total of
Affiliated
Transactions
|
Value as of 7/31/2023
|
$29,537,824
|
$8,766,419
|
$38,304,243
|
Purchases at Cost
|
$163,706,066
|
$211,559,129
|
$375,265,195
|
Proceeds from Sales
|
$(165,857,343)
|
$(194,811,156)
|
$(360,668,499)
|
Change in Unrealized Appreciation/Depreciation
|
$—
|
$(1,676)
|
$(1,676)
|
Net Realized Gain/(Loss)
|
$—
|
$(2,596)
|
$(2,596)
|
Value as of 4/30/2024
|
$27,386,547
|
$25,510,120
|
$52,896,667
|
Shares Held as of 4/30/2024
|
27,386,547
|
25,510,120
|
52,896,667
|
Dividend Income
|
$835,134
|
$864,743
|
$1,699,877
|
*
|
All or a portion of the balance/activity for the fund relates to cash collateral received
on securities lending transactions.
|
1
|
Non-income-producing security.
|
2
|
All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers.
As of April 30, 2024, securities subject to this type of arrangement and
related collateral were as follows:
|
Fair Value of
Securities Loaned
|
Collateral
Received
|
$25,158,477
|
$27,386,547
|
3
|
7-day net yield.
|
4
|
Assets, other than investments in securities, less liabilities.
|