Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.2% | ||||||
COMMON STOCKS – 99.2% | ||||||
Aerospace & Defense – 2.0% | ||||||
948,063 | Raytheon Technologies Corp | $82,434,078 | ||||
Automobiles – 0.5% | ||||||
610,901 | Volkswagen AG, Sponsored ADR | 20,275,621 | ||||
Banks – 10.0% | ||||||
3,152,715 | Bank of America Corp | 120,938,147 | ||||
1,517,795 | Citigroup Inc | 102,633,298 | ||||
609,405 | Fifth Third Bancorp | 22,115,308 | ||||
3,787,176 | Huntington Bancshares Inc/OH | 53,323,438 | ||||
1,038,753 | Truist Financial Corp | 56,539,326 | ||||
1,434,533 | Wells Fargo & Co | 65,902,446 | ||||
Total Banks | 421,451,963 | |||||
Beverages – 1.0% | ||||||
1,198,034 | Keurig Dr Pepper Inc | 42,182,777 | ||||
Biotechnology – 3.8% | ||||||
661,547 | AbbVie Inc | 76,937,916 | ||||
1,195,485 | Gilead Sciences Inc | 81,639,671 | ||||
Total Biotechnology | 158,577,587 | |||||
Building Products – 4.0% | ||||||
1,162,940 | Carrier Global Corp | 64,252,435 | ||||
1,027,947 | Johnson Controls International plc | 73,415,975 | ||||
332,576 | Owens Corning | 31,980,508 | ||||
Total Building Products | 169,648,918 | |||||
Capital Markets – 5.1% | ||||||
1,095,366 | Charles Schwab Corp | 74,430,119 | ||||
1,448,964 | Morgan Stanley | 139,071,565 | ||||
Total Capital Markets | 213,501,684 | |||||
Chemicals – 4.0% | ||||||
698,783 | CF Industries Holdings Inc | 33,017,497 | ||||
613,099 | DuPont de Nemours Inc | 46,013,080 | ||||
365,185 | International Flavors & Fragrances Inc | 55,011,468 | ||||
569,188 | Nutrien Ltd | 33,809,767 | ||||
Total Chemicals | 167,851,812 |
Shares | Description (1) | Value | ||||
Commercial Services & Supplies – 2.0% | ||||||
569,122 | Waste Management Inc | $84,378,028 | ||||
Communications Equipment – 2.8% | ||||||
2,135,123 | Cisco Systems Inc | 118,221,760 | ||||
Consumer Finance – 2.5% | ||||||
129,568 | American Express Co | 22,095,231 | ||||
334,690 | Discover Financial Services | 41,608,661 | ||||
929,394 | Synchrony Financial | 43,700,106 | ||||
Total Consumer Finance | 107,403,998 | |||||
Diversified Financial Services – 1.2% | ||||||
769,799 | Voya Financial Inc | 49,575,056 | ||||
Electric Utilities – 4.0% | ||||||
846,379 | Alliant Energy Corp | 49,538,563 | ||||
597,924 | American Electric Power Co Inc | 52,689,063 | ||||
517,953 | Evergy Inc | 33,780,895 | ||||
418,186 | NextEra Energy Inc | 32,576,689 | ||||
Total Electric Utilities | 168,585,210 | |||||
Electrical Equipment – 3.0% | ||||||
434,178 | Eaton Corp PLC | 68,621,833 | ||||
290,307 | Hubbell Inc | 58,194,941 | ||||
Total Electrical Equipment | 126,816,774 | |||||
Entertainment – 0.3% | ||||||
144,991 | Activision Blizzard Inc | 12,124,147 | ||||
Equity Real Estate Investment Trust – 4.2% | ||||||
202,981 | AvalonBay Communities Inc | 46,245,161 | ||||
290,613 | Crown Castle International Corp | 56,114,464 | ||||
604,720 | Regency Centers Corp | 39,554,735 | ||||
291,607 | Simon Property Group Inc | 36,894,118 | ||||
Total Equity Real Estate Investment Trust | 178,808,478 | |||||
Food & Staples Retailing – 1.0% | ||||||
294,280 | Walmart Inc | 41,949,614 | ||||
Health Care Equipment & Supplies – 3.9% | ||||||
750,151 | Medtronic PLC | 98,502,328 | ||||
392,426 | Zimmer Biomet Holdings Inc | 64,130,257 | ||||
Total Health Care Equipment & Supplies | 162,632,585 | |||||
Health Care Providers & Services – 7.2% | ||||||
217,405 | Anthem Inc | 83,485,694 |
Shares | Description (1) | Value | ||||
Health Care Providers & Services (continued) | ||||||
413,134 | Cigna Corp | $94,810,122 | ||||
95,717 | Humana Inc | 40,762,042 | ||||
201,256 | UnitedHealth Group Inc | 82,961,748 | ||||
Total Health Care Providers & Services | 302,019,606 | |||||
Hotels, Restaurants & Leisure – 4.4% | ||||||
337,648 | McDonald's Corp | 81,950,546 | ||||
299,817 | Travel + Leisure Co | 15,530,521 | ||||
388,404 | Wyndham Hotels & Resorts Inc | 27,988,392 | ||||
443,545 | Yum! Brands Inc | 58,277,377 | ||||
Total Hotels, Restaurants & Leisure | 183,746,836 | |||||
Household Durables – 1.8% | ||||||
1,632,352 | Newell Brands Inc | 40,400,712 | ||||
168,004 | Whirlpool Corp | 37,219,606 | ||||
Total Household Durables | 77,620,318 | |||||
Independent Power & Renewable Electricity Producers – 0.5% | ||||||
525,449 | Brookfield Renewable Corp | 22,300,056 | ||||
Insurance – 2.7% | ||||||
401,575 | Marsh & McLennan Cos Inc | 59,119,872 | ||||
546,090 | Prudential Financial Inc | 54,761,905 | ||||
Total Insurance | 113,881,777 | |||||
IT Services – 4.7% | ||||||
734,371 | Fidelity National Information Services Inc | 109,457,997 | ||||
360,858 | Visa Inc, Class A | 88,911,803 | ||||
Total IT Services | 198,369,800 | |||||
Machinery – 3.2% | ||||||
93,156 | Deere & Co | 33,684,278 | ||||
328,346 | Stanley Black & Decker Inc | 64,700,579 | ||||
444,710 | Westinghouse Air Brake Technologies Corp | 37,742,538 | ||||
Total Machinery | 136,127,395 | |||||
Media – 2.7% | ||||||
1,950,834 | Comcast Corp | 114,767,564 | ||||
Metals & Mining – 2.7% | ||||||
1,696,633 | Freeport-McMoRan Inc | 64,641,717 | ||||
813,350 | Newmont Corp | 51,094,647 | ||||
Total Metals & Mining | 115,736,364 | |||||
Mortgage Real Estate Investment Trust – 1.8% | ||||||
2,807,966 | AGNC Investment Corp | 44,562,420 |
Shares | Description (1) | Value | ||||
Mortgage Real Estate Investment Trust (continued) | ||||||
3,662,520 | Annaly Capital Management Inc | $31,094,795 | ||||
Total Mortgage Real Estate Investment Trust | 75,657,215 | |||||
Oil, Gas & Consumable Fuels – 2.5% | ||||||
429,795 | Pioneer Natural Resources Co | 62,479,299 | ||||
630,934 | Valero Energy Corp | 42,253,650 | ||||
Total Oil, Gas & Consumable Fuels | 104,732,949 | |||||
Pharmaceuticals – 1.7% | ||||||
1,240,244 | AstraZeneca PLC, Sponsored ADR | 70,991,567 | ||||
Road & Rail – 1.5% | ||||||
299,105 | Union Pacific Corp | 65,432,210 | ||||
Semiconductors & Semiconductor Equipment – 3.8% | ||||||
480,418 | Applied Materials Inc | 67,224,891 | ||||
82,435 | Broadcom Inc | 40,013,949 | ||||
250,948 | NXP Semiconductors NV | 51,793,157 | ||||
Total Semiconductors & Semiconductor Equipment | 159,031,997 | |||||
Tobacco – 2.7% | ||||||
1,158,511 | Philip Morris International Inc | 115,955,366 | ||||
Total Long-Term Investments (cost $3,371,889,534) | 4,182,791,110 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 0.2% | ||||||
REPURCHASE AGREEMENTS – 0.2% | ||||||
$7,505 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $7,504,843, collateralized by $8,586,700 U.S. Treasury Bond, 1.125%, due 8/15/40, value $7,654,998 | 0.000% | 8/02/21 | $7,504,843 | ||
Total Short-Term Investments (cost $7,504,843) | 7,504,843 | |||||
Total Investments (cost $3,379,394,377) – 99.4% | 4,190,295,953 | |||||
Other Assets Less Liabilities – 0.6% | 26,110,373 | |||||
Net Assets – 100% | $4,216,406,326 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $4,182,791,110 | $ — | $ — | $4,182,791,110 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 7,504,843 | — | 7,504,843 |
Total | $4,182,791,110 | $7,504,843 | $ — | $4,190,295,953 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
ADR | American Depositary Receipt |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.0% | ||||||
COMMON STOCKS – 99.0% | ||||||
Airlines – 1.5% | ||||||
99,856 | Alaska Air Group Inc, (2) | $5,794,644 | ||||
Banks – 5.8% | ||||||
61,275 | East West Bancorp Inc | 4,359,716 | ||||
133,904 | Fifth Third Bancorp | 4,859,376 | ||||
19,829 | First Republic Bank/CA | 3,867,052 | ||||
24,642 | Signature Bank/New York NY | 5,592,995 | ||||
44,249 | Western Alliance Bancorp | 4,107,192 | ||||
Total Banks | 22,786,331 | |||||
Biotechnology – 2.3% | ||||||
143,017 | Alkermes PLC, (2) | 3,699,850 | ||||
29,128 | United Therapeutics Corp, (2) | 5,299,257 | ||||
Total Biotechnology | 8,999,107 | |||||
Building Products – 3.5% | ||||||
121,774 | Carrier Global Corp | 6,728,014 | ||||
71,857 | Owens Corning | 6,909,769 | ||||
Total Building Products | 13,637,783 | |||||
Capital Markets – 3.1% | ||||||
38,913 | Evercore Inc | 5,144,299 | ||||
53,698 | Raymond James Financial Inc | 6,952,817 | ||||
Total Capital Markets | 12,097,116 | |||||
Chemicals – 4.1% | ||||||
31,165 | Celanese Corp | 4,854,572 | ||||
184,883 | Huntsman Corp | 4,882,760 | ||||
39,105 | PPG Industries Inc | 6,394,450 | ||||
Total Chemicals | 16,131,782 | |||||
Communications Equipment – 1.7% | ||||||
116,167 | Ciena Corp, (2) | 6,753,949 | ||||
Construction Materials – 1.8% | ||||||
206,730 | Summit Materials Inc, Class A, (2) | 6,946,128 | ||||
Consumer Finance – 1.8% | ||||||
117,041 | OneMain Holdings Inc | 7,139,501 |
Shares | Description (1) | Value | ||||
Diversified Financial Services – 1.7% | ||||||
103,522 | Voya Financial Inc | $6,666,817 | ||||
Electric Utilities – 1.4% | ||||||
51,764 | Entergy Corp | 5,327,551 | ||||
Electrical Equipment – 1.4% | ||||||
27,174 | Hubbell Inc | 5,447,300 | ||||
Electronic Equipment, Instruments & Components – 1.6% | ||||||
151,176 | Avnet Inc | 6,246,592 | ||||
Equity Real Estate Investment Trust – 9.2% | ||||||
256,528 | Apple Hospitality REIT Inc | 3,835,093 | ||||
279,195 | Brandywine Realty Trust | 3,897,562 | ||||
74,072 | EPR Properties | 3,725,821 | ||||
118,965 | First Industrial Realty Trust Inc | 6,516,903 | ||||
88,772 | Highwoods Properties Inc | 4,233,537 | ||||
117,103 | Invitation Homes Inc | 4,763,750 | ||||
18,797 | Mid-America Apartment Communities Inc | 3,629,701 | ||||
80,326 | Regency Centers Corp | 5,254,124 | ||||
Total Equity Real Estate Investment Trust | 35,856,491 | |||||
Food Products – 0.9% | ||||||
27,281 | J M Smucker Co | 3,576,812 | ||||
Health Care Equipment & Supplies – 3.2% | ||||||
92,477 | Envista Holdings Corp, (2) | 3,983,909 | ||||
18,707 | Hill-Rom Holdings Inc | 2,590,171 | ||||
36,785 | Zimmer Biomet Holdings Inc | 6,011,405 | ||||
Total Health Care Equipment & Supplies | 12,585,485 | |||||
Health Care Providers & Services – 3.1% | ||||||
99,020 | Centene Corp, (2) | 6,793,762 | ||||
250,023 | Option Care Health Inc, (2) | 5,180,477 | ||||
Total Health Care Providers & Services | 11,974,239 | |||||
Hotels, Restaurants & Leisure – 4.0% | ||||||
35,234 | Darden Restaurants Inc | 5,139,936 | ||||
124,899 | MGM Resorts International | 4,687,460 | ||||
109,388 | Travel + Leisure Co | 5,666,298 | ||||
Total Hotels, Restaurants & Leisure | 15,493,694 | |||||
Household Durables – 3.0% | ||||||
71,990 | DR Horton Inc | 6,870,005 | ||||
22,372 | Whirlpool Corp | 4,956,293 | ||||
Total Household Durables | 11,826,298 |
Shares | Description (1) | Value | ||||
Household Products – 2.3% | ||||||
88,371 | Energizer Holdings Inc | $3,786,697 | ||||
58,628 | Spectrum Brands Holdings Inc | 5,121,156 | ||||
Total Household Products | 8,907,853 | |||||
Insurance – 2.7% | ||||||
102,150 | Hartford Financial Services Group Inc | 6,498,783 | ||||
37,788 | Reinsurance Group of America Inc | 4,163,482 | ||||
Total Insurance | 10,662,265 | |||||
IT Services – 1.1% | ||||||
19,099 | VeriSign Inc, (2) | 4,132,451 | ||||
Leisure Products – 2.1% | ||||||
77,239 | Brunswick Corp/DE | 8,063,751 | ||||
Machinery – 7.3% | ||||||
32,548 | AGCO Corp | 4,299,916 | ||||
64,766 | Crane Co | 6,297,198 | ||||
63,637 | PACCAR Inc | 5,281,235 | ||||
19,083 | Parker-Hannifin Corp | 5,954,468 | ||||
34,370 | Stanley Black & Decker Inc | 6,772,609 | ||||
Total Machinery | 28,605,426 | |||||
Media – 1.4% | ||||||
309,803 | TEGNA Inc | 5,489,709 | ||||
Metals & Mining – 1.6% | ||||||
100,191 | Steel Dynamics Inc | 6,457,310 | ||||
Mortgage Real Estate Investment Trust – 1.8% | ||||||
125,061 | AGNC Investment Corp | 1,984,718 | ||||
200,562 | Starwood Property Trust Inc | 5,220,629 | ||||
Total Mortgage Real Estate Investment Trust | 7,205,347 | |||||
Multiline Retail – 0.8% | ||||||
13,875 | Dollar General Corp | 3,227,880 | ||||
Multi-Utilities – 4.5% | ||||||
53,225 | Ameren Corp | 4,466,642 | ||||
290,369 | CenterPoint Energy Inc | 7,392,795 | ||||
93,075 | Public Service Enterprise Group Inc | 5,792,057 | ||||
Total Multi-Utilities | 17,651,494 | |||||
Oil, Gas & Consumable Fuels – 4.2% | ||||||
261,656 | Devon Energy Corp | 6,761,191 | ||||
44,388 | Pioneer Natural Resources Co | 6,452,684 |
Shares | Description (1) | Value | ||||
Oil, Gas & Consumable Fuels (continued) | ||||||
131,204 | Williams Cos Inc | $3,286,660 | ||||
Total Oil, Gas & Consumable Fuels | 16,500,535 | |||||
Pharmaceuticals – 1.0% | ||||||
23,020 | Jazz Pharmaceuticals PLC, (2) | 3,902,350 | ||||
Road & Rail – 1.8% | ||||||
64,744 | TFI International Inc | 7,252,623 | ||||
Semiconductors & Semiconductor Equipment – 3.5% | ||||||
50,808 | Cree Inc, (2) | 4,712,950 | ||||
145,564 | Marvell Technology Inc | 8,808,078 | ||||
Total Semiconductors & Semiconductor Equipment | 13,521,028 | |||||
Software – 2.8% | ||||||
30,611 | Check Point Software Technologies Ltd, (2) | 3,890,658 | ||||
24,229 | Synopsys Inc, (2) | 6,977,710 | ||||
Total Software | 10,868,368 | |||||
Specialty Retail – 2.7% | ||||||
49,897 | AutoNation Inc, (2) | 6,054,003 | ||||
42,027 | Best Buy Co Inc | 4,721,733 | ||||
Total Specialty Retail | 10,775,736 | |||||
Thrifts & Mortgage Finance – 1.1% | ||||||
182,848 | Radian Group Inc | 4,128,708 | ||||
Trading Companies & Distributors – 1.2% | ||||||
43,319 | WESCO International Inc, (2) | 4,611,307 | ||||
Total Long-Term Investments (cost $269,205,786) | 387,251,761 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 0.1% | ||||||
REPURCHASE AGREEMENTS – 0.1% | ||||||
$437 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $437,376, collateralized by $312,600 U.S. Treasury Bond, 4.500%, due 5/15/38, value $446,224 | 0.000% | 8/02/21 | $437,376 | ||
Total Short-Term Investments (cost $437,376) | 437,376 | |||||
Total Investments (cost $269,643,162) – 99.1% | 387,689,137 | |||||
Other Assets Less Liabilities – 0.9% | 3,378,024 | |||||
Net Assets – 100% | $391,067,161 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $387,251,761 | $ — | $ — | $387,251,761 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 437,376 | — | 437,376 |
Total | $387,251,761 | $437,376 | $ — | $387,689,137 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
REIT | Real Estate Investment Trust |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.3% | ||||||
COMMON STOCKS – 99.3% | ||||||
Aerospace & Defense – 0.6% | ||||||
115,409 | Parsons Corp, (2) | $4,457,096 | ||||
Air Freight & Logistics – 1.3% | ||||||
409,490 | Air Transport Services Group Inc, (2) | 9,909,658 | ||||
Auto Components – 1.6% | ||||||
487,358 | Dana Inc | 11,774,569 | ||||
Automobiles – 1.4% | ||||||
87,482 | Thor Industries Inc | 10,354,370 | ||||
Banks – 13.9% | ||||||
195,046 | Ameris Bancorp | 9,481,186 | ||||
242,553 | Banner Corp | 12,865,011 | ||||
257,762 | Cathay General Bancorp | 9,761,447 | ||||
220,695 | ConnectOne Bancorp Inc | 5,804,279 | ||||
248,799 | First Interstate BancSystem Inc | 10,429,654 | ||||
212,139 | Heartland Financial USA Inc | 9,677,781 | ||||
856,376 | Investors Bancorp Inc | 11,835,116 | ||||
156,088 | Pinnacle Financial Partners Inc | 13,987,046 | ||||
172,945 | Preferred Bank/Los Angeles CA | 10,200,296 | ||||
133,460 | Wintrust Financial Corp | 9,529,044 | ||||
Total Banks | 103,570,860 | |||||
Biotechnology – 1.6% | ||||||
43,135 | United Therapeutics Corp, (2) | 7,847,550 | ||||
233,654 | Vanda Pharmaceuticals Inc, (2) | 3,810,897 | ||||
Total Biotechnology | 11,658,447 | |||||
Building Products – 3.5% | ||||||
90,590 | Gibraltar Industries Inc, (2) | 6,765,261 | ||||
262,519 | Quanex Building Products Corp | 6,520,972 | ||||
441,562 | Resideo Technologies Inc, (2) | 13,026,079 | ||||
Total Building Products | 26,312,312 | |||||
Capital Markets – 2.5% | ||||||
56,330 | Evercore Inc | 7,446,826 | ||||
91,536 | Piper Sandler Cos | 11,230,552 | ||||
Total Capital Markets | 18,677,378 |
Shares | Description (1) | Value | ||||
Chemicals – 3.4% | ||||||
68,398 | Cabot Corp | $3,765,994 | ||||
146,552 | Minerals Technologies Inc | 11,756,402 | ||||
542,187 | Tronox Holdings PLC | 9,992,506 | ||||
Total Chemicals | 25,514,902 | |||||
Commercial Services & Supplies – 4.1% | ||||||
253,119 | Deluxe Corp | 11,111,924 | ||||
178,826 | Herman Miller Inc | 7,716,342 | ||||
365,728 | SP Plus Corp, (2) | 11,992,221 | ||||
Total Commercial Services & Supplies | 30,820,487 | |||||
Communications Equipment – 1.2% | ||||||
63,594 | NETGEAR Inc, (2) | 2,178,095 | ||||
213,361 | Radware Ltd, (2) | 6,876,625 | ||||
Total Communications Equipment | 9,054,720 | |||||
Construction & Engineering – 1.2% | ||||||
74,222 | EMCOR Group Inc | 9,040,982 | ||||
Construction Materials – 1.5% | ||||||
334,906 | Summit Materials Inc, Class A, (2) | 11,252,842 | ||||
Consumer Finance – 2.0% | ||||||
112,022 | OneMain Holdings Inc | 6,833,342 | ||||
186,121 | PROG Holdings Inc | 8,146,516 | ||||
Total Consumer Finance | 14,979,858 | |||||
Electric Utilities – 0.9% | ||||||
133,242 | Otter Tail Corp | 6,767,361 | ||||
Electrical Equipment – 0.9% | ||||||
214,837 | nVent Electric PLC | 6,790,998 | ||||
Electronic Equipment, Instruments & Components – 2.4% | ||||||
258,022 | Avnet Inc | 10,661,469 | ||||
503,813 | TTM Technologies Inc, (2) | 7,048,344 | ||||
Total Electronic Equipment, Instruments & Components | 17,709,813 | |||||
Equity Real Estate Investment Trust – 8.7% | ||||||
583,095 | Brandywine Realty Trust | 8,140,006 | ||||
62,948 | Centerspace | 5,665,320 | ||||
609,579 | Global Medical REIT Inc | 9,485,049 | ||||
846,298 | Lexington Realty Trust | 11,128,819 | ||||
494,913 | Retail Opportunity Investments Corp | 8,745,113 | ||||
565,186 | RLJ Lodging Trust | 8,110,419 | ||||
210,808 | STAG Industrial Inc | 8,710,587 |
Shares | Description (1) | Value | ||||
Equity Real Estate Investment Trust (continued) | ||||||
518,055 | Summit Hotel Properties Inc, (2) | $4,667,675 | ||||
Total Equity Real Estate Investment Trust | 64,652,988 | |||||
Food Products – 1.2% | ||||||
570,703 | Hostess Brands Inc, (2) | 9,182,611 | ||||
Gas Utilities – 1.9% | ||||||
80,372 | ONE Gas Inc | 5,929,846 | ||||
114,962 | Spire Inc | 8,156,554 | ||||
Total Gas Utilities | 14,086,400 | |||||
Health Care Equipment & Supplies – 1.8% | ||||||
364,459 | Natus Medical Inc, (2) | 9,731,055 | ||||
57,223 | NuVasive Inc, (2) | 3,659,411 | ||||
Total Health Care Equipment & Supplies | 13,390,466 | |||||
Health Care Providers & Services – 3.0% | ||||||
115,949 | AMN Healthcare Services Inc, (2) | 11,659,831 | ||||
522,919 | Option Care Health Inc, (2) | 10,834,882 | ||||
Total Health Care Providers & Services | 22,494,713 | |||||
Hotels, Restaurants & Leisure – 3.6% | ||||||
107,759 | Dine Brands Global Inc, (2) | 8,348,090 | ||||
47,881 | Jack in the Box Inc | 5,212,326 | ||||
58,544 | Marriott Vacations Worldwide Corp, (2) | 8,627,629 | ||||
108,858 | Six Flags Entertainment Corp, (2) | 4,523,050 | ||||
Total Hotels, Restaurants & Leisure | 26,711,095 | |||||
Household Durables – 2.6% | ||||||
247,528 | La-Z-Boy Inc | 8,311,990 | ||||
168,733 | M/I Homes Inc, (2) | 10,918,713 | ||||
Total Household Durables | 19,230,703 | |||||
Household Products – 1.0% | ||||||
81,232 | Spectrum Brands Holdings Inc | 7,095,615 | ||||
Insurance – 2.8% | ||||||
186,014 | American Equity Investment Life Holding Co | 5,969,189 | ||||
135,835 | Argo Group International Holdings Ltd | 7,081,079 | ||||
203,554 | James River Group Holdings Ltd | 7,405,294 | ||||
Total Insurance | 20,455,562 | |||||
IT Services – 0.5% | ||||||
23,190 | Concentrix Corp, (2) | 3,796,899 | ||||
Leisure Products – 1.1% | ||||||
77,616 | Brunswick Corp/DE | 8,103,110 |
Shares | Description (1) | Value | ||||
Machinery – 1.3% | ||||||
274,552 | Kennametal Inc | $9,952,510 | ||||
Media – 0.7% | ||||||
307,513 | TEGNA Inc | 5,449,130 | ||||
Metals & Mining – 2.4% | ||||||
174,842 | Alcoa Corp, (2) | 7,019,906 | ||||
319,061 | Commercial Metals Co | 10,465,201 | ||||
Total Metals & Mining | 17,485,107 | |||||
Mortgage Real Estate Investment Trust – 1.1% | ||||||
705,072 | Ladder Capital Corp | 8,051,922 | ||||
Multi-Utilities – 1.2% | ||||||
127,410 | Black Hills Corp | 8,619,287 | ||||
Oil, Gas & Consumable Fuels – 5.6% | ||||||
440,096 | Brigham Minerals Inc | 8,643,485 | ||||
604,715 | CNX Resources Corp, (2) | 7,317,052 | ||||
917,627 | Magnolia Oil & Gas Corp, (2) | 12,846,778 | ||||
408,149 | Matador Resources Co | 12,611,804 | ||||
Total Oil, Gas & Consumable Fuels | 41,419,119 | |||||
Professional Services – 1.6% | ||||||
171,510 | Korn Ferry | 11,789,598 | ||||
Road & Rail – 1.2% | ||||||
77,120 | TFI International Inc | 8,638,982 | ||||
Semiconductors & Semiconductor Equipment – 2.6% | ||||||
68,579 | Diodes Inc, (2) | 5,623,478 | ||||
16,971 | Synaptics Inc, (2) | 2,578,234 | ||||
145,432 | Ultra Clean Holdings Inc, (2) | 7,854,782 | ||||
137,677 | Veeco Instruments Inc, (2) | 3,194,107 | ||||
Total Semiconductors & Semiconductor Equipment | 19,250,601 | |||||
Software – 1.9% | ||||||
52,082 | J2 Global Inc, (2) | 7,357,624 | ||||
481,039 | Vonage Holdings Corp, (2) | 6,859,616 | ||||
Total Software | 14,217,240 | |||||
Specialty Retail – 1.1% | ||||||
48,114 | Group 1 Automotive Inc | 8,359,326 | ||||
Textiles, Apparel & Luxury Goods – 1.2% | ||||||
269,156 | Wolverine World Wide Inc | 9,027,492 |
Shares | Description (1) | Value | ||||
Thrifts & Mortgage Finance – 3.4% | ||||||
212,075 | Flagstar Bancorp Inc | $9,704,552 | ||||
486,646 | Radian Group Inc | 10,988,467 | ||||
103,125 | WSFS Financial Corp | 4,514,812 | ||||
Total Thrifts & Mortgage Finance | 25,207,831 | |||||
Trading Companies & Distributors – 1.8% | ||||||
126,995 | WESCO International Inc, (2) | 13,518,618 | ||||
Total Long-Term Investments (cost $536,588,128) | 738,833,578 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 1.2% | ||||||
REPURCHASE AGREEMENTS – 1.2% | ||||||
$8,690 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $8,690,419, collateralized by $6,209,800 U.S. Treasury Bond, 4.500%, due 5/15/38, value $8,864,247 | 0.000% | 8/02/21 | $8,690,419 | ||
Total Short-Term Investments (cost $8,690,419) | 8,690,419 | |||||
Total Investments (cost $545,278,547) – 100.5% | 747,523,997 | |||||
Other Assets Less Liabilities – (0.5)% | (3,692,883) | |||||
Net Assets – 100% | $743,831,114 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $738,833,578 | $ — | $ — | $738,833,578 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 8,690,419 | — | 8,690,419 |
Total | $738,833,578 | $8,690,419 | $ — | $747,523,997 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
REIT | Real Estate Investment Trust |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 98.9% | ||||||
COMMON STOCKS – 98.9% | ||||||
Aerospace & Defense – 2.7% | ||||||
32,758 | Axon Enterprise Inc, (2) | $6,093,643 | ||||
49,597 | HEICO Corp., Class A | 6,015,620 | ||||
Total Aerospace & Defense | 12,109,263 | |||||
Auto Components – 1.4% | ||||||
36,870 | Aptiv PLC, (2) | 6,151,759 | ||||
Banks – 1.1% | ||||||
22,616 | Signature Bank/New York NY | 5,133,153 | ||||
Beverages – 1.2% | ||||||
56,017 | Monster Beverage Corp, (2) | 5,283,523 | ||||
Biotechnology – 4.2% | ||||||
94,241 | Horizon Therapeutics Plc, (2) | 9,425,985 | ||||
76,307 | Maravai LifeSciences Holdings Inc, (2) | 3,355,219 | ||||
20,747 | Seagen Inc, (2) | 3,182,382 | ||||
15,371 | United Therapeutics Corp, (2) | 2,796,446 | ||||
Total Biotechnology | 18,760,032 | |||||
Building Products – 1.1% | ||||||
52,196 | Trex Co Inc, (2) | 5,068,232 | ||||
Capital Markets – 2.3% | ||||||
17,407 | MSCI Inc | 10,373,876 | ||||
Chemicals – 1.5% | ||||||
94,819 | Avient Corp | 4,600,618 | ||||
47,516 | CF Industries Holdings Inc | 2,245,131 | ||||
Total Chemicals | 6,845,749 | |||||
Commercial Services & Supplies – 1.5% | ||||||
51,652 | Waste Connections Inc | 6,543,792 | ||||
Communications Equipment – 1.1% | ||||||
85,305 | Ciena Corp, (2) | 4,959,633 | ||||
Consumer Finance – 0.9% | ||||||
82,199 | Synchrony Financial | 3,864,997 |
Shares | Description (1) | Value | ||||
Diversified Consumer Services – 1.0% | ||||||
100,522 | 2U Inc, (2) | $4,362,655 | ||||
Electrical Equipment – 1.9% | ||||||
19,951 | Generac Holdings Inc, (2) | 8,366,651 | ||||
Electronic Equipment, Instruments & Components – 2.9% | ||||||
35,502 | Advanced Energy Industries Inc | 3,683,332 | ||||
102,112 | Cognex Corp | 9,231,946 | ||||
Total Electronic Equipment, Instruments & Components | 12,915,278 | |||||
Entertainment – 3.5% | ||||||
22,253 | Roku Inc, (2) | 9,531,182 | ||||
35,050 | Take-Two Interactive Software Inc, (2) | 6,078,371 | ||||
Total Entertainment | 15,609,553 | |||||
Food Products – 1.1% | ||||||
32,504 | Freshpet Inc, (2) | 4,760,211 | ||||
Health Care Equipment & Supplies – 6.5% | ||||||
7,041 | Align Technology Inc, (2) | 4,899,128 | ||||
18,256 | Dexcom Inc, (2) | 9,411,151 | ||||
26,351 | Insulet Corp, (2) | 7,370,111 | ||||
19,500 | Nevro Corp, (2) | 3,022,500 | ||||
15,915 | Penumbra Inc, (2) | 4,237,050 | ||||
Total Health Care Equipment & Supplies | 28,939,940 | |||||
Health Care Providers & Services – 2.1% | ||||||
16,499 | Molina Healthcare Inc, (2) | 4,504,392 | ||||
75,672 | Oak Street Health Inc, (2) | 4,770,363 | ||||
Total Health Care Providers & Services | 9,274,755 | |||||
Health Care Technology – 2.7% | ||||||
89,653 | Privia Health Group Inc, (2) | 3,720,599 | ||||
25,425 | Veeva Systems Inc, (2) | 8,459,152 | ||||
Total Health Care Technology | 12,179,751 | |||||
Hotels, Restaurants & Leisure – 6.6% | ||||||
42,458 | Caesars Entertainment Inc, (2) | 3,709,131 | ||||
5,507 | Chipotle Mexican Grill Inc, (2) | 10,261,964 | ||||
42,444 | Darden Restaurants Inc | 6,191,731 | ||||
36,337 | Expedia Group Inc, (2) | 5,845,533 | ||||
20,453 | Wingstop Inc | 3,503,803 | ||||
Total Hotels, Restaurants & Leisure | 29,512,162 | |||||
Household Durables – 1.1% | ||||||
214,735 | Traeger Inc, (2) | 4,769,264 |
Shares | Description (1) | Value | ||||
Interactive Media & Services – 2.2% | ||||||
61,302 | Match Group Inc, (2) | $9,763,570 | ||||
Internet & Direct Marketing Retail – 0.7% | ||||||
37,511 | Chewy Inc, (2) | 3,139,671 | ||||
IT Services – 4.8% | ||||||
49,175 | BigCommerce Holdings Inc, (2) | 3,184,573 | ||||
22,603 | FleetCor Technologies Inc, (2) | 5,836,546 | ||||
35,412 | MAXIMUS Inc | 3,151,668 | ||||
45,538 | nCino Inc, (2) | 2,894,851 | ||||
29,130 | VeriSign Inc, (2) | 6,302,858 | ||||
Total IT Services | 21,370,496 | |||||
Leisure Products – 1.7% | ||||||
62,854 | Peloton Interactive Inc, (2) | 7,419,915 | ||||
Life Sciences Tools & Services – 4.6% | ||||||
15,092 | Charles River Laboratories International Inc, (2) | 6,141,237 | ||||
33,033 | IQVIA Holdings Inc, (2) | 8,182,274 | ||||
25,574 | Repligen Corp, (2) | 6,283,532 | ||||
Total Life Sciences Tools & Services | 20,607,043 | |||||
Machinery – 2.5% | ||||||
125,753 | Colfax Corp, (2) | 5,769,548 | ||||
78,954 | Donaldson Co Inc | 5,225,965 | ||||
Total Machinery | 10,995,513 | |||||
Oil, Gas & Consumable Fuels – 0.9% | ||||||
26,834 | Pioneer Natural Resources Co | 3,900,859 | ||||
Road & Rail – 2.9% | ||||||
43,649 | JB Hunt Transport Services Inc | 7,352,674 | ||||
25,074 | Saia Inc, (2) | 5,666,724 | ||||
Total Road & Rail | 13,019,398 | |||||
Semiconductors & Semiconductor Equipment – 5.1% | ||||||
57,116 | Microchip Technology Inc | 8,174,442 | ||||
41,830 | MKS Instruments Inc | 6,543,885 | ||||
17,991 | Monolithic Power Systems Inc | 8,082,637 | ||||
Total Semiconductors & Semiconductor Equipment | 22,800,964 | |||||
Software – 18.8% | ||||||
111,028 | Anaplan Inc, (2) | 6,350,802 | ||||
32,156 | Avalara Inc, (2) | 5,375,518 | ||||
21,995 | Crowdstrike Holdings Inc, (2) | 5,578,152 | ||||
29,982 | CyberArk Software Ltd, (2) | 4,258,343 |
Shares | Description (1) | Value | ||||
Software (continued) | ||||||
38,110 | DocuSign Inc, (2) | $11,358,304 | ||||
29,946 | Elastic NV, (2) | 4,433,805 | ||||
13,579 | HubSpot Inc, (2) | 8,093,356 | ||||
67,145 | LivePerson Inc, (2) | 4,276,465 | ||||
15,223 | Paycom Software Inc, (2) | 6,089,200 | ||||
19,491 | RingCentral Inc, (2) | 5,209,359 | ||||
25,818 | SentinelOne Inc, (2) | 1,273,086 | ||||
48,144 | Splunk Inc, (2) | 6,835,485 | ||||
39,383 | Sprout Social Inc, (2) | 3,498,786 | ||||
38,408 | Synopsys Inc, (2) | 11,061,120 | ||||
Total Software | 83,691,781 | |||||
Specialty Retail – 2.1% | ||||||
28,591 | Ulta Beauty Inc, (2) | 9,600,858 | ||||
Textiles, Apparel & Luxury Goods – 4.2% | ||||||
140,522 | Levi Strauss & Co | 3,867,165 | ||||
27,550 | Lululemon Athletica Inc, (2) | 11,024,684 | ||||
230,531 | Under Armour Inc, (2) | 4,038,903 | ||||
Total Textiles, Apparel & Luxury Goods | 18,930,752 | |||||
Total Long-Term Investments (cost $327,668,276) | 441,025,049 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 2.1% | ||||||
REPURCHASE AGREEMENTS – 2.1% | ||||||
$9,239 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $9,239,455, collateralized by $10,571,300, U.S. Treasury Bonds, 1.125%, due 8/15/40, value $9,424,259 | 0.000% | 8/02/21 | $9,239,455 | ||
Total Short-Term Investments (cost $9,239,455) | 9,239,455 | |||||
Total Investments (cost $336,907,731) – 101.0% | 450,264,504 | |||||
Other Assets Less Liabilities – (1.0)% | (4,345,556) | |||||
Net Assets – 100% | $445,918,948 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $441,025,049 | $ — | $ — | $441,025,049 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 9,239,455 | — | 9,239,455 |
Total | $441,025,049 | $9,239,455 | $ — | $450,264,504 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.0% | ||||||
COMMON STOCKS – 99.0% | ||||||
Aerospace & Defense – 1.1% | ||||||
144,224 | Kratos Defense & Security Solutions Inc, (2) | $3,922,893 | ||||
Air Freight & Logistics – 1.1% | ||||||
61,974 | Hub Group Inc, Class A, (2) | 4,107,637 | ||||
Auto Components – 1.2% | ||||||
26,327 | Fox Factory Holding Corp, (2) | 4,252,864 | ||||
Banks – 1.9% | ||||||
76,049 | Ameris Bancorp | 3,696,742 | ||||
52,198 | Preferred Bank/Los Angeles CA | 3,078,638 | ||||
Total Banks | 6,775,380 | |||||
Beverages – 1.0% | ||||||
60,584 | MGP Ingredients Inc | 3,613,836 | ||||
Biotechnology – 6.6% | ||||||
189,198 | Affimed NV, (2) | 1,258,167 | ||||
30,449 | Arena Pharmaceuticals Inc, (2) | 1,883,575 | ||||
24,923 | Arrowhead Pharmaceuticals Inc, (2) | 1,726,915 | ||||
26,666 | Blueprint Medicines Corp, (2) | 2,343,141 | ||||
45,880 | Bridgebio Pharma Inc, (2) | 2,452,286 | ||||
24,819 | Fate Therapeutics Inc, (2) | 2,055,013 | ||||
52,832 | Halozyme Therapeutics Inc, (2) | 2,183,547 | ||||
18,358 | Intellia Therapeutics Inc, (2) | 2,604,082 | ||||
83,217 | Iovance Biotherapeutics Inc, (2) | 1,853,243 | ||||
36,335 | Natera Inc, (2) | 4,161,084 | ||||
36,757 | REVOLUTION Medicines Inc, (2) | 1,052,720 | ||||
Total Biotechnology | 23,573,773 | |||||
Building Products – 1.3% | ||||||
127,854 | AZEK Co Inc, (2) | 4,650,050 | ||||
Capital Markets – 1.0% | ||||||
25,980 | Evercore Inc | 3,434,556 | ||||
Chemicals – 2.7% | ||||||
80,555 | Avient Corp | 3,908,529 |
Shares | Description (1) | Value | ||||
Chemicals (continued) | ||||||
69,200 | Ingevity Corporation, (2) | $5,877,848 | ||||
Total Chemicals | 9,786,377 | |||||
Commercial Services & Supplies – 1.4% | ||||||
38,297 | Tetra Tech Inc | 5,113,415 | ||||
Construction Materials – 1.0% | ||||||
102,481 | Summit Materials Inc, Class A, (2) | 3,443,362 | ||||
Diversified Consumer Services – 1.3% | ||||||
109,954 | 2U Inc, (2), (3) | 4,772,004 | ||||
Diversified Telecommunication Services – 1.1% | ||||||
30,455 | Bandwidth Inc, Class A, (2) | 3,948,795 | ||||
Electrical Equipment – 1.0% | ||||||
38,093 | EnerSys | 3,758,255 | ||||
Electronic Equipment, Instruments & Components – 3.0% | ||||||
46,672 | Advanced Energy Industries Inc | 4,842,220 | ||||
82,232 | II-VI Inc, (2) | 5,740,616 | ||||
Total Electronic Equipment, Instruments & Components | 10,582,836 | |||||
Equity Real Estate Investment Trust – 1.9% | ||||||
23,439 | EastGroup Properties Inc | 4,130,420 | ||||
279,966 | Summit Hotel Properties Inc, (2) | 2,522,494 | ||||
Total Equity Real Estate Investment Trust | 6,652,914 | |||||
Food Products – 1.1% | ||||||
26,251 | Freshpet Inc, (2) | 3,844,459 | ||||
Health Care Equipment & Supplies – 10.2% | ||||||
60,200 | AtriCure Inc, (2) | 5,084,492 | ||||
70,736 | Axonics Inc, (2) | 4,806,511 | ||||
104,178 | BioLife Solutions Inc, (2) | 4,885,948 | ||||
65,075 | Establishment Labs Holdings Inc, (2) | 5,159,797 | ||||
34,702 | Nevro Corp, (2) | 5,378,810 | ||||
334,876 | SmileDirectClub Inc, (2), (3) | 2,364,225 | ||||
80,108 | Tactile Systems Technology Inc, (2) | 3,923,690 | ||||
45,257 | Tandem Diabetes Care Inc, (2) | 4,918,078 | ||||
Total Health Care Equipment & Supplies | 36,521,551 | |||||
Health Care Providers & Services – 6.1% | ||||||
70,836 | Acadia Healthcare Co Inc, (2) | 4,371,998 | ||||
48,616 | Addus HomeCare Corp, (2) | 4,219,383 | ||||
36,327 | AMN Healthcare Services Inc, (2) | 3,653,043 |
Shares | Description (1) | Value | ||||
Health Care Providers & Services (continued) | ||||||
62,163 | Ensign Group Inc | $5,288,206 | ||||
57,497 | HealthEquity Inc, (2) | 4,253,628 | ||||
Total Health Care Providers & Services | 21,786,258 | |||||
Health Care Technology – 3.3% | ||||||
19,892 | Inspire Medical Systems Inc, (2) | 3,643,419 | ||||
34,462 | Omnicell Inc, (2) | 5,048,683 | ||||
70,887 | Privia Health Group Inc, (2) | 2,941,810 | ||||
Total Health Care Technology | 11,633,912 | |||||
Hotels, Restaurants & Leisure – 3.5% | ||||||
178,711 | Everi Holdings Inc, (2) | 4,054,953 | ||||
44,017 | Papa John's International Inc | 5,023,220 | ||||
20,719 | Wingstop Inc | 3,549,372 | ||||
Total Hotels, Restaurants & Leisure | 12,627,545 | |||||
Household Durables – 3.2% | ||||||
48,218 | Lovesac Co, (2) | 2,926,833 | ||||
23,458 | TopBuild Corp, (2) | 4,754,702 | ||||
171,924 | Traeger Inc, (2) | 3,818,432 | ||||
Total Household Durables | 11,499,967 | |||||
Insurance – 1.2% | ||||||
23,073 | Kinsale Capital Group Inc | 4,121,876 | ||||
Interactive Media & Services – 0.9% | ||||||
181,759 | Eventbrite Inc, (2) | 3,229,857 | ||||
IT Services – 3.7% | ||||||
52,157 | BigCommerce Holdings Inc, (2) | 3,377,687 | ||||
63,810 | MAXIMUS Inc | 5,679,090 | ||||
277,799 | Verra Mobility Corp, (2) | 4,253,103 | ||||
Total IT Services | 13,309,880 | |||||
Life Sciences Tools & Services – 1.0% | ||||||
78,358 | NeoGenomics Inc, (2) | 3,612,304 | ||||
Machinery – 5.4% | ||||||
50,358 | ESCO Technologies Inc | 4,752,285 | ||||
41,666 | John Bean Technologies Corp | 6,107,402 | ||||
107,784 | Shyft Group Inc | 4,251,001 | ||||
61,881 | SPX Corp, (2) | 4,124,987 | ||||
Total Machinery | 19,235,675 | |||||
Media – 0.9% | ||||||
102,577 | Magnite Inc, (2) | 3,108,083 |
Shares | Description (1) | Value | ||||
Oil, Gas & Consumable Fuels – 0.9% | ||||||
88,137 | Bonanza Creek Energy Inc | $3,390,630 | ||||
Personal Products – 1.1% | ||||||
140,007 | elf Beauty Inc, (2) | 3,865,593 | ||||
Pharmaceuticals – 1.4% | ||||||
84,370 | Pacira BioSciences Inc, (2) | 4,973,611 | ||||
Professional Services – 0.9% | ||||||
36,016 | ICF International Inc | 3,297,985 | ||||
Road & Rail – 1.5% | ||||||
23,863 | Saia Inc, (2) | 5,393,038 | ||||
Semiconductors & Semiconductor Equipment – 4.4% | ||||||
88,270 | Lattice Semiconductor Corp, (2) | 5,009,323 | ||||
71,064 | MACOM Technology Solutions Holdings Inc, (2) | 4,386,070 | ||||
42,588 | Silicon Laboratories Inc, (2) | 6,345,186 | ||||
Total Semiconductors & Semiconductor Equipment | 15,740,579 | |||||
Software – 11.9% | ||||||
47,585 | Asana Inc, Class A, (2) | 3,381,390 | ||||
48,145 | Blackline Inc, (2) | 5,507,307 | ||||
57,964 | CommVault Systems Inc, (2) | 4,381,499 | ||||
54,352 | Envestnet Inc, (2) | 4,088,901 | ||||
109,446 | Jamf Holding Corp, (2) | 3,590,923 | ||||
68,909 | LivePerson Inc, (2) | 4,388,814 | ||||
35,872 | Q2 Holdings Inc, (2) | 3,705,936 | ||||
41,573 | Rapid7 Inc, (2) | 4,728,929 | ||||
20,564 | SentinelOne Inc, (2) | 1,014,011 | ||||
41,430 | Sprout Social Inc, (2) | 3,680,641 | ||||
591,081 | Videopropulsion Inc, (2), (4) | 591 | ||||
32,776 | Workiva Inc, (2) | 4,253,342 | ||||
Total Software | 42,722,284 | |||||
Specialty Retail – 2.3% | ||||||
56,397 | Boot Barn Holdings Inc, (2) | 4,873,829 | ||||
91,356 | Urban Outfitters Inc, (2) | 3,396,616 | ||||
Total Specialty Retail | 8,270,445 | |||||
Textiles, Apparel & Luxury Goods – 4.4% | ||||||
52,903 | Crocs Inc, (2) | 7,184,756 | ||||
71,006 | Kontoor Brands Inc | 3,932,312 | ||||
102,440 | Steven Madden Ltd | 4,489,945 | ||||
Total Textiles, Apparel & Luxury Goods | 15,607,013 |
Shares | Description (1) | Value | ||||
Trading Companies & Distributors – 1.1% | ||||||
45,469 | Applied Industrial Technologies Inc | $4,078,569 | ||||
Total Long-Term Investments (cost $286,056,046) | 354,260,061 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 1.1% | ||||||
MONEY MARKET FUNDS – 1.1% | ||||||
4,180,167 | State Street Navigator Securities Lending Government Money Market Portfolio, (5) | 0.050% (6) | $4,180,167 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $4,180,167) | 4,180,167 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 1.8% | ||||||
REPURCHASE AGREEMENTS – 1.8% | ||||||
$6,414 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $6,413,972, collateralized by $7,338,600, U.S. Treasury Bonds, 1.125%, due 8/15/40, value $6,542,323 | 0.000% | 8/02/21 | $6,413,972 | ||
Total Short-Term Investments (cost $6,413,972) | 6,413,972 | |||||
Total Investments (cost $296,650,185) – 101.9% | 364,854,200 | |||||
Other Assets Less Liabilities – (1.9)% | (6,910,812) | |||||
Net Assets – 100% | $357,943,388 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $354,259,470 | $ — | $591 | $354,260,061 |
Investments Purchased with Collateral from Securities Lending | 4,180,167 | — | — | 4,180,167 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 6,413,972 | — | 6,413,972 |
Total | $358,439,637 | $6,413,972 | $591 | $364,854,200 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $3,980,970. | |
(4) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
(5) | The Fund may loan securities representing up to one third of the fair value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The Fund maintains collateral equal to at least 100% of the fair value of the securities loaned. The cash collateral received by the Fund is invested in this money market fund. | |
(6) | The rate shown is the one-day yield as of the end of the reporting period. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.0% | ||||||
COMMON STOCKS – 99.0% | ||||||
Aerospace & Defense – 1.9% | ||||||
8,050 | Airbus SE, Unsponsored ADR, (2) | $276,316 | ||||
8,185 | Raytheon Technologies Corp | 711,686 | ||||
Total Aerospace & Defense | 988,002 | |||||
Auto Components – 1.2% | ||||||
3,599 | Aptiv PLC, (2) | 600,493 | ||||
Automobiles – 1.5% | ||||||
24,698 | Ford Motor Co, (2) | 344,537 | ||||
7,310 | General Motors Co, (2) | 415,501 | ||||
Total Automobiles | 760,038 | |||||
Banks – 4.3% | ||||||
11,473 | Citigroup Inc | 775,804 | ||||
34,106 | Huntington Bancshares Inc/OH | 480,213 | ||||
513 | SVB Financial Group, (2) | 282,129 | ||||
14,383 | Wells Fargo & Co | 660,755 | ||||
Total Banks | 2,198,901 | |||||
Beverages – 0.9% | ||||||
4,656 | Monster Beverage Corp, (2) | 439,154 | ||||
Biotechnology – 4.4% | ||||||
7,012 | AbbVie Inc | 815,496 | ||||
995 | Biogen Inc, (2) | 325,096 | ||||
2,406 | BioNTech SE, ADR, (2) | 790,010 | ||||
1,636 | Vertex Pharmaceuticals Inc, (2) | 329,785 | ||||
Total Biotechnology | 2,260,387 | |||||
Building Products – 2.5% | ||||||
11,871 | Carrier Global Corp | 655,873 | ||||
8,510 | Johnson Controls International plc | 607,784 | ||||
Total Building Products | 1,263,657 | |||||
Capital Markets – 3.7% | ||||||
11,006 | Charles Schwab Corp | 747,857 | ||||
12,311 | Morgan Stanley | 1,181,610 | ||||
Total Capital Markets | 1,929,467 |
Shares | Description (1) | Value | ||||
Chemicals – 3.1% | ||||||
19,000 | Axalta Coating Systems Ltd, (2) | $571,900 | ||||
3,684 | International Flavors & Fragrances Inc | 554,958 | ||||
7,924 | Nutrien Ltd | 470,685 | ||||
Total Chemicals | 1,597,543 | |||||
Commercial Services & Supplies – 1.2% | ||||||
4,108 | Waste Management Inc | 609,052 | ||||
Communications Equipment – 1.6% | ||||||
15,223 | Cisco Systems Inc | 842,898 | ||||
Consumer Finance – 3.1% | ||||||
1,108 | American Express Co | 188,947 | ||||
4,671 | Discover Financial Services | 580,699 | ||||
17,361 | Synchrony Financial | 816,314 | ||||
Total Consumer Finance | 1,585,960 | |||||
Electric Utilities – 1.1% | ||||||
6,675 | American Electric Power Co Inc | 588,201 | ||||
Electrical Equipment – 2.8% | ||||||
3,172 | Eaton Corp PLC | 501,335 | ||||
2,102 | Hubbell Inc | 421,367 | ||||
18,690 | Vertiv Holdings Co | 524,067 | ||||
Total Electrical Equipment | 1,446,769 | |||||
Entertainment – 2.0% | ||||||
1,544 | Activision Blizzard Inc | 129,109 | ||||
5,235 | Walt Disney Co, (2) | 921,465 | ||||
Total Entertainment | 1,050,574 | |||||
Equity Real Estate Investment Trust – 0.9% | ||||||
3,674 | Simon Property Group Inc | 464,834 | ||||
Health Care Equipment & Supplies – 3.6% | ||||||
14,597 | Boston Scientific Corp, (2) | 665,623 | ||||
5,381 | Medtronic PLC | 706,579 | ||||
2,937 | Zimmer Biomet Holdings Inc | 479,965 | ||||
Total Health Care Equipment & Supplies | 1,852,167 | |||||
Health Care Providers & Services – 4.8% | ||||||
1,549 | Anthem Inc | 594,831 | ||||
2,379 | Cigna Corp | 545,957 | ||||
1,296 | Humana Inc | 551,915 | ||||
1,895 | UnitedHealth Group Inc | 781,157 | ||||
Total Health Care Providers & Services | 2,473,860 |
Shares | Description (1) | Value | ||||
Hotels, Restaurants & Leisure – 2.6% | ||||||
3,151 | McDonald's Corp | $764,779 | ||||
3,790 | Travel + Leisure Co | 196,322 | ||||
5,178 | Wyndham Hotels & Resorts Inc | 373,127 | ||||
Total Hotels, Restaurants & Leisure | 1,334,228 | |||||
Household Durables – 0.9% | ||||||
2,048 | Whirlpool Corp | 453,714 | ||||
Insurance – 1.2% | ||||||
6,153 | Prudential Financial Inc | 617,023 | ||||
Interactive Media & Services – 10.3% | ||||||
1,300 | Alphabet Inc, Class C, (2) | 3,515,746 | ||||
4,945 | Facebook Inc, Class A, (2) | 1,761,904 | ||||
Total Interactive Media & Services | 5,277,650 | |||||
Internet & Direct Marketing Retail – 2.7% | ||||||
421 | Amazon.com Inc, (2) | 1,400,915 | ||||
IT Services – 8.7% | ||||||
11,277 | Fiserv Inc, (2) | 1,298,095 | ||||
4,253 | Mastercard Inc, Class A | 1,641,403 | ||||
6,312 | Visa Inc, Class A | 1,555,214 | ||||
Total IT Services | 4,494,712 | |||||
Machinery – 2.1% | ||||||
1,537 | Deere & Co | 555,764 | ||||
2,731 | Stanley Black & Decker Inc | 538,143 | ||||
Total Machinery | 1,093,907 | |||||
Metals & Mining – 2.5% | ||||||
19,594 | Freeport-McMoRan Inc | 746,531 | ||||
8,630 | Newmont Corp | 542,137 | ||||
Total Metals & Mining | 1,288,668 | |||||
Oil, Gas & Consumable Fuels – 1.6% | ||||||
3,358 | Pioneer Natural Resources Co | 488,152 | ||||
4,914 | Valero Energy Corp | 329,091 | ||||
Total Oil, Gas & Consumable Fuels | 817,243 | |||||
Pharmaceuticals – 1.7% | ||||||
15,072 | AstraZeneca PLC, Sponsored ADR | 862,721 | ||||
Road & Rail – 1.3% | ||||||
3,031 | Union Pacific Corp | 663,062 |
Shares | Description (1) | Value | ||||
Semiconductors & Semiconductor Equipment – 5.9% | ||||||
1,547 | Broadcom Inc | $750,914 | ||||
1,564 | Lam Research Corp | 996,909 | ||||
8,647 | Marvell Technology Inc | 523,230 | ||||
3,809 | NXP Semiconductors NV | 786,140 | ||||
Total Semiconductors & Semiconductor Equipment | 3,057,193 | |||||
Software – 10.0% | ||||||
12,221 | Microsoft Corp | 3,481,885 | ||||
3,423 | salesforce.com Inc, (2) | 828,126 | ||||
1,394 | ServiceNow Inc, (2) | 819,519 | ||||
Total Software | 5,129,530 | |||||
Textiles, Apparel & Luxury Goods – 0.5% | ||||||
4,798 | Capri Holdings Ltd, (2) | 270,175 | ||||
Tobacco – 1.7% | ||||||
8,717 | Philip Morris International Inc | 872,485 | ||||
Trading Companies & Distributors – 0.7% | ||||||
3,629 | WESCO International Inc, (2) | 386,307 | ||||
Total Long-Term Investments (cost $36,961,260) | 50,971,490 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 0.3% | ||||||
REPURCHASE AGREEMENTS – 0.3% | ||||||
$129 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $128,991, collateralized by $92,200 U.S. Treasury Bond, 4.500%, due 5/15/38, value $131,612 | 0.000% | 8/02/21 | $128,991 | ||
Total Short-Term Investments (cost $128,991) | 128,991 | |||||
Total Investments (cost $37,090,251) – 99.3% | 51,100,481 | |||||
Other Assets Less Liabilities – 0.7% | 376,143 | |||||
Net Assets – 100% | $51,476,624 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $50,971,490 | $ — | $ — | $50,971,490 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 128,991 | — | 128,991 |
Total | $50,971,490 | $128,991 | $ — | $51,100,481 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
ADR | American Depositary Receipt |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.2% | ||||||
COMMON STOCKS – 99.2% | ||||||
Aerospace & Defense – 0.9% | ||||||
46,237 | Kratos Defense & Security Solutions Inc, (2) | $1,257,646 | ||||
Air Freight & Logistics – 1.1% | ||||||
23,753 | Hub Group Inc, Class A, (2) | 1,574,349 | ||||
Auto Components – 2.4% | ||||||
42,749 | Adient PLC, (2) | 1,801,015 | ||||
10,129 | Fox Factory Holding Corp, (2) | 1,636,239 | ||||
Total Auto Components | 3,437,254 | |||||
Banks – 8.5% | ||||||
26,214 | Ameris Bancorp | 1,274,263 | ||||
35,899 | Banner Corp | 1,904,083 | ||||
67,797 | Home BancShares Inc/AR | 1,435,940 | ||||
38,849 | PacWest Bancorp | 1,546,967 | ||||
18,543 | Pinnacle Financial Partners Inc | 1,661,638 | ||||
22,045 | Preferred Bank/Los Angeles CA | 1,300,214 | ||||
35,483 | Veritex Holdings Inc | 1,190,455 | ||||
25,855 | Wintrust Financial Corp | 1,846,047 | ||||
Total Banks | 12,159,607 | |||||
Beverages – 1.0% | ||||||
23,769 | MGP Ingredients Inc | 1,417,821 | ||||
Biotechnology – 4.2% | ||||||
10,721 | Arena Pharmaceuticals Inc, (2) | 663,201 | ||||
5,713 | Arrowhead Pharmaceuticals Inc, (2) | 395,854 | ||||
6,365 | Blueprint Medicines Corp, (2) | 559,292 | ||||
10,618 | Bridgebio Pharma Inc, (2) | 567,532 | ||||
8,642 | Fate Therapeutics Inc, (2) | 715,558 | ||||
13,417 | Halozyme Therapeutics Inc, (2) | 554,525 | ||||
4,347 | Intellia Therapeutics Inc, (2) | 616,622 | ||||
25,675 | Iovance Biotherapeutics Inc, (2) | 571,782 | ||||
8,269 | Natera Inc, (2) | 946,966 | ||||
13,557 | REVOLUTION Medicines Inc, (2) | 388,272 | ||||
Total Biotechnology | 5,979,604 | |||||
Building Products – 1.3% | ||||||
51,201 | AZEK Co Inc, (2) | 1,862,180 |
Shares | Description (1) | Value | ||||
Capital Markets – 2.7% | ||||||
13,533 | Evercore Inc | $1,789,063 | ||||
16,325 | Piper Sandler Cos | 2,002,914 | ||||
Total Capital Markets | 3,791,977 | |||||
Chemicals – 2.7% | ||||||
45,474 | Avient Corp | 2,206,398 | ||||
24,258 | HB Fuller Co | 1,567,552 | ||||
Total Chemicals | 3,773,950 | |||||
Commercial Services & Supplies – 1.2% | ||||||
40,911 | Herman Miller Inc | 1,765,310 | ||||
Construction Materials – 0.9% | ||||||
39,685 | Summit Materials Inc, Class A, (2) | 1,333,416 | ||||
Consumer Finance – 1.1% | ||||||
31,183 | Regional Management Corp | 1,613,097 | ||||
Diversified Consumer Services – 1.3% | ||||||
41,452 | 2U Inc, (2), (3) | 1,799,017 | ||||
Diversified Telecommunication Services – 1.1% | ||||||
12,285 | Bandwidth Inc, Class A, (2) | 1,592,873 | ||||
Electrical Equipment – 2.7% | ||||||
18,453 | EnerSys | 1,820,573 | ||||
13,269 | Regal Beloit Corp | 1,953,595 | ||||
Total Electrical Equipment | 3,774,168 | |||||
Electronic Equipment, Instruments & Components – 2.3% | ||||||
17,386 | Advanced Energy Industries Inc | 1,803,798 | ||||
105,385 | TTM Technologies Inc, (2) | 1,474,336 | ||||
Total Electronic Equipment, Instruments & Components | 3,278,134 | |||||
Equity Real Estate Investment Trust – 4.8% | ||||||
99,257 | Brandywine Realty Trust | 1,385,628 | ||||
7,017 | EastGroup Properties Inc | 1,236,536 | ||||
57,162 | Industrial Logistics Properties Trust | 1,549,090 | ||||
37,426 | STAG Industrial Inc | 1,546,442 | ||||
122,486 | Summit Hotel Properties Inc, (2) | 1,103,599 | ||||
Total Equity Real Estate Investment Trust | 6,821,295 | |||||
Gas Utilities – 1.3% | ||||||
26,960 | Spire Inc | 1,912,812 | ||||
Health Care Equipment & Supplies – 7.8% | ||||||
21,338 | AtriCure Inc, (2) | 1,802,207 |
Shares | Description (1) | Value | ||||
Health Care Equipment & Supplies (continued) | ||||||
22,745 | Axonics Inc, (2) | $1,545,523 | ||||
43,859 | BioLife Solutions Inc, (2) | 2,056,987 | ||||
17,542 | Establishment Labs Holdings Inc, (2) | 1,390,905 | ||||
124,830 | SmileDirectClub Inc, (2), (3) | 881,300 | ||||
28,557 | Tactile Systems Technology Inc, (2) | 1,398,722 | ||||
18,279 | Tandem Diabetes Care Inc, (2) | 1,986,379 | ||||
Total Health Care Equipment & Supplies | 11,062,023 | |||||
Health Care Providers & Services – 6.6% | ||||||
26,605 | Acadia Healthcare Co Inc, (2) | 1,642,061 | ||||
13,048 | AMN Healthcare Services Inc, (2) | 1,312,107 | ||||
21,583 | HealthEquity Inc, (2) | 1,596,710 | ||||
74,782 | Option Care Health Inc, (2) | 1,549,483 | ||||
39,458 | Select Medical Holdings Corp | 1,556,618 | ||||
25,051 | Tenet Healthcare Corp, (2) | 1,799,664 | ||||
Total Health Care Providers & Services | 9,456,643 | |||||
Health Care Technology – 1.7% | ||||||
9,740 | Omnicell Inc, (2) | 1,426,910 | ||||
25,324 | Privia Health Group Inc, (2) | 1,050,946 | ||||
Total Health Care Technology | 2,477,856 | |||||
Hotels, Restaurants & Leisure – 3.2% | ||||||
76,334 | Everi Holdings Inc, (2) | 1,732,019 | ||||
90,961 | Noodles & Co, (2) | 1,086,074 | ||||
14,720 | Papa John's International Inc | 1,679,846 | ||||
Total Hotels, Restaurants & Leisure | 4,497,939 | |||||
Household Durables – 2.4% | ||||||
17,001 | Meritage Homes Corp, (2) | 1,845,969 | ||||
68,516 | Traeger Inc, (2) | 1,521,740 | ||||
Total Household Durables | 3,367,709 | |||||
IT Services – 2.5% | ||||||
22,345 | Maximus Inc | 1,988,705 | ||||
105,919 | Verra Mobility Corp, (2) | 1,621,620 | ||||
Total IT Services | 3,610,325 | |||||
Machinery – 5.0% | ||||||
31,655 | Altra Industrial Motion Corp | 1,984,135 | ||||
18,760 | Astec Industries Inc | 1,150,176 | ||||
50,723 | Shyft Group Inc | 2,000,515 | ||||
28,853 | SPX Corp, (2) | 1,923,341 | ||||
Total Machinery | 7,058,167 |
Shares | Description (1) | Value | ||||
Media – 0.9% | ||||||
41,932 | Magnite Inc, (2) | $1,270,540 | ||||
Metals & Mining – 1.1% | ||||||
38,719 | Alcoa Corp, (2) | 1,554,568 | ||||
Mortgage Real Estate Investment Trust – 0.8% | ||||||
99,236 | Ladder Capital Corp | 1,133,275 | ||||
Multi-Utilities – 1.3% | ||||||
27,291 | Black Hills Corp | 1,846,236 | ||||
Oil, Gas & Consumable Fuels – 3.4% | ||||||
40,802 | Bonanza Creek Energy Inc | 1,569,653 | ||||
73,561 | Northern Oil and Gas Inc | 1,270,398 | ||||
49,329 | PDC Energy Inc | 1,950,962 | ||||
Total Oil, Gas & Consumable Fuels | 4,791,013 | |||||
Personal Products – 1.1% | ||||||
56,677 | elf Beauty Inc, (2) | 1,564,852 | ||||
Pharmaceuticals – 1.2% | ||||||
28,269 | Pacira BioSciences Inc, (2) | 1,666,457 | ||||
Professional Services – 0.8% | ||||||
13,101 | ICF International Inc | 1,199,659 | ||||
Road & Rail – 1.5% | ||||||
9,509 | Saia Inc, (2) | 2,149,034 | ||||
Semiconductors & Semiconductor Equipment – 3.6% | ||||||
29,638 | Lattice Semiconductor Corp, (2) | 1,681,956 | ||||
25,551 | MACOM Technology Solutions Holdings Inc, (2) | 1,577,008 | ||||
12,403 | Silicon Laboratories Inc, (2) | 1,847,923 | ||||
Total Semiconductors & Semiconductor Equipment | 5,106,887 | |||||
Software – 5.5% | ||||||
16,620 | Asana Inc, Class A, (2) | 1,181,017 | ||||
25,650 | CommVault Systems Inc, (2) | 1,938,884 | ||||
12,660 | J2 Global Inc, (2) | 1,788,478 | ||||
25,644 | LivePerson Inc, (2) | 1,633,266 | ||||
10,520 | Workiva Inc, (2) | 1,365,181 | ||||
Total Software | 7,906,826 | |||||
Specialty Retail – 2.2% | ||||||
27,792 | Foot Locker Inc | 1,585,812 |
Shares | Description (1) | Value | ||||
Specialty Retail (continued) | ||||||
43,364 | Urban Outfitters Inc, (2) | $1,612,273 | ||||
Total Specialty Retail | 3,198,085 | |||||
Textiles, Apparel & Luxury Goods – 2.3% | ||||||
26,161 | Kontoor Brands Inc | 1,448,796 | ||||
43,134 | Steven Madden Ltd | 1,890,563 | ||||
Total Textiles, Apparel & Luxury Goods | 3,339,359 | |||||
Trading Companies & Distributors – 2.8% | ||||||
22,601 | Applied Industrial Technologies Inc | 2,027,310 | ||||
36,905 | Beacon Roofing Supply Inc, (2) | 1,973,679 | ||||
Total Trading Companies & Distributors | 4,000,989 | |||||
Total Long-Term Investments (cost $110,743,655) | 141,402,952 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 1.9% | ||||||
MONEY MARKET FUNDS – 1.9% | ||||||
2,760,079 | State Street Navigator Securities Lending Government Money Market Portfolio, (4) | 0.050% (5) | $2,760,079 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $2,760,079) | 2,760,079 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||
SHORT-TERM INVESTMENTS – 1.9% | ||||||
REPURCHASE AGREEMENTS – 1.9% | ||||||
$2,689 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 7/30/21, repurchase price $2,688,761, collateralized by $1,921,300 U.S. Treasury Bond, 4.500%, due 5/15/38, value $2,742,581 | 0.000% | 8/02/21 | $2,688,761 | ||
Total Short-Term Investments (cost $2,688,761) | 2,688,761 | |||||
Total Investments (cost $116,192,495) – 103.0% | 146,851,792 | |||||
Other Assets Less Liabilities – (3.0)% | (4,300,966) | |||||
Net Assets – 100% | $142,550,826 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $141,402,952 | $ — | $ — | $141,402,952 |
Investments Purchased with Collateral from Securities Lending | 2,760,079 | — | — | 2,760,079 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 2,688,761 | — | 2,688,761 |
Total | $144,163,031 | $2,688,761 | $ — | $146,851,792 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $2,593,370. | |
(4) | The Fund may loan securities representing up to one third of the fair value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The Fund maintains collateral equal to at least 100% of the fair value of the securities loaned. The cash collateral received by the Fund is invested in this money market fund. | |
(5) | The rate shown is the one-day yield as of the end of the reporting period. |