SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 98.8% OF NET ASSETS
|
||
|
||
Banks 3.0%
|
||
Citizens Financial Group, Inc.
|
171,595
|
5,535,655
|
East West Bancorp, Inc.
|
311,867
|
19,401,246
|
Truist Financial Corp.
|
443,731
|
14,740,744
|
|
|
39,677,645
|
|
||
Capital Goods 4.3%
|
||
A.O. Smith Corp.
|
259,182
|
18,824,389
|
Fastenal Co.
|
122,982
|
7,207,975
|
General Dynamics Corp.
|
45,415
|
10,153,886
|
Lockheed Martin Corp.
|
15,326
|
6,841,067
|
Parker-Hannifin Corp.
|
12,337
|
5,058,293
|
Watsco, Inc.
|
25,796
|
9,755,789
|
|
|
57,841,399
|
|
||
Commercial & Professional Services 1.1%
|
||
Republic Services, Inc., Class A
|
95,577
|
14,442,640
|
|
||
Consumer Discretionary Distribution & Retail 6.6%
|
||
Amazon.com, Inc. *
|
394,176
|
52,693,448
|
The Home Depot, Inc.
|
36,635
|
12,230,228
|
The TJX Cos., Inc.
|
261,519
|
22,629,239
|
|
|
87,552,915
|
|
||
Consumer Services 2.3%
|
||
Starbucks Corp.
|
295,544
|
30,018,404
|
|
||
Consumer Staples Distribution & Retail 2.3%
|
||
Costco Wholesale Corp.
|
26,388
|
14,794,960
|
Walmart, Inc.
|
99,765
|
15,948,433
|
|
|
30,743,393
|
|
||
Energy 6.6%
|
||
EOG Resources, Inc.
|
357,784
|
47,417,114
|
Exxon Mobil Corp.
|
377,413
|
40,473,770
|
|
|
87,890,884
|
|
||
Equity Real Estate Investment Trusts (REITs) 1.0%
|
||
American Tower Corp.
|
67,674
|
12,879,039
|
|
||
Financial Services 11.5%
|
||
Berkshire Hathaway, Inc., Class B *
|
91,198
|
32,098,048
|
CME Group, Inc.
|
113,889
|
22,659,355
|
Fidelity National Information Services,
Inc.
|
525,275
|
31,716,105
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
PayPal Holdings, Inc. *
|
452,716
|
34,324,927
|
Visa, Inc., Class A
|
134,673
|
32,015,812
|
|
|
152,814,247
|
|
||
Food, Beverage & Tobacco 5.0%
|
||
Constellation Brands, Inc., Class A
|
91,600
|
24,988,480
|
Diageo plc, ADR
|
54,716
|
9,626,733
|
The Coca-Cola Co.
|
518,913
|
32,136,282
|
|
|
66,751,495
|
|
||
Health Care Equipment & Services 7.8%
|
||
Abbott Laboratories
|
186,054
|
20,713,392
|
Boston Scientific Corp. *
|
290,769
|
15,076,373
|
CVS Health Corp.
|
350,654
|
26,190,347
|
Intuitive Surgical, Inc. *
|
85,130
|
27,616,172
|
UnitedHealth Group, Inc.
|
27,797
|
14,075,567
|
|
|
103,671,851
|
|
||
Household & Personal Products 1.7%
|
||
L'Oreal S.A., Sponsored ADR
|
141,090
|
13,138,301
|
The Estee Lauder Cos., Inc., Class A
|
54,905
|
9,882,900
|
|
|
23,021,201
|
|
||
Materials 0.7%
|
||
Linde plc
|
23,368
|
9,129,176
|
|
||
Media & Entertainment 10.0%
|
||
Alphabet, Inc., Class A *
|
649,580
|
86,212,257
|
Meta Platforms, Inc., Class A *
|
144,501
|
46,038,019
|
|
|
132,250,276
|
|
||
Pharmaceuticals, Biotechnology & Life Sciences 9.4%
|
||
Eli Lilly & Co.
|
21,268
|
9,667,369
|
Johnson & Johnson
|
177,193
|
29,685,143
|
Pfizer, Inc.
|
633,044
|
22,827,567
|
Roche Holding AG, Sponsored ADR
|
439,715
|
17,016,971
|
Thermo Fisher Scientific, Inc.
|
32,190
|
17,661,365
|
Zoetis, Inc.
|
151,573
|
28,509,366
|
|
|
125,367,781
|
|
||
Semiconductors & Semiconductor Equipment 4.9%
|
||
ASML Holding N.V. NY Registry Shares
|
20,750
|
14,865,508
|
Broadcom, Inc.
|
55,414
|
49,797,791
|
|
|
64,663,299
|
|
||
Software & Services 10.8%
|
||
Accenture plc, Class A
|
37,155
|
11,753,984
|
Adobe, Inc. *
|
21,000
|
11,469,570
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Fortinet, Inc. *
|
128,274
|
9,969,455
|
Microsoft Corp.
|
328,583
|
110,377,602
|
|
|
143,570,611
|
|
||
Technology Hardware & Equipment 8.3%
|
||
Apple Inc.
|
561,309
|
110,269,153
|
|
||
Utilities 1.5%
|
||
Duke Energy Corp.
|
209,354
|
19,599,721
|
Total Common Stocks
(Cost $868,936,570)
|
1,312,155,130
|
|
|
|
SHORT-TERM INVESTMENTS 1.3% OF NET ASSETS
|
||
|
||
Money Market Funds 1.3%
|
||
State Street Institutional
U.S. Government Money Market
Fund, Premier Class 5.19% (a)
|
17,066,194
|
17,066,194
|
Total Short-Term Investments
(Cost $17,066,194)
|
17,066,194
|
|
Total Investments in Securities
(Cost $886,002,764)
|
1,329,221,324
|
*
|
Non-income producing security.
|
(a)
|
The rate shown is the annualized 7-day yield.
|
ADR —
|
American Depositary Receipt
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$1,312,155,130
|
$—
|
$—
|
$1,312,155,130
|
Short-Term Investments1
|
17,066,194
|
—
|
—
|
17,066,194
|
Total
|
$1,329,221,324
|
$—
|
$—
|
$1,329,221,324
|
1
|
As categorized in the Portfolio Holdings.
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 99.9% OF NET ASSETS
|
||
|
||
Banks 7.9%
|
||
Bank of America Corp.
|
300,000
|
9,600,000
|
Huntington Bancshares, Inc.
|
340,000
|
4,161,600
|
JPMorgan Chase & Co.
|
125,000
|
19,745,000
|
Truist Financial Corp.
|
185,000
|
6,145,700
|
|
|
39,652,300
|
|
||
Capital Goods 8.4%
|
||
Fastenal Co.
|
62,000
|
3,633,820
|
General Dynamics Corp.
|
15,000
|
3,353,700
|
Illinois Tool Works, Inc.
|
18,500
|
4,871,420
|
Lockheed Martin Corp.
|
32,000
|
14,283,840
|
Parker-Hannifin Corp.
|
13,000
|
5,330,130
|
RTX Corp.
|
58,000
|
5,099,940
|
Watsco, Inc.
|
15,000
|
5,672,850
|
|
|
42,245,700
|
|
||
Consumer Discretionary Distribution & Retail 5.8%
|
||
Genuine Parts Co.
|
35,000
|
5,450,200
|
The Home Depot, Inc.
|
35,000
|
11,684,400
|
The TJX Cos., Inc.
|
135,000
|
11,681,550
|
|
|
28,816,150
|
|
||
Consumer Services 2.3%
|
||
McDonald’s Corp.
|
39,000
|
11,434,800
|
|
||
Consumer Staples Distribution & Retail 2.4%
|
||
Walmart, Inc.
|
75,000
|
11,989,500
|
|
||
Energy 8.1%
|
||
Chevron Corp.
|
100,000
|
16,366,000
|
Exxon Mobil Corp.
|
180,000
|
19,303,200
|
Kinder Morgan, Inc.
|
290,000
|
5,135,900
|
|
|
40,805,100
|
|
||
Equity Real Estate Investment Trusts (REITs) 2.5%
|
||
Crown Castle, Inc.
|
48,750
|
5,279,137
|
Lamar Advertising Co., Class A
|
40,000
|
3,948,000
|
Public Storage
|
12,000
|
3,381,000
|
|
|
12,608,137
|
|
||
Financial Services 9.0%
|
||
BlackRock, Inc.
|
16,500
|
12,191,025
|
Fidelity National Information Services, Inc.
|
155,000
|
9,358,900
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Morgan Stanley
|
155,000
|
14,191,800
|
Visa, Inc., Class A
|
38,500
|
9,152,605
|
|
|
44,894,330
|
|
||
Food, Beverage & Tobacco 8.2%
|
||
Altria Group, Inc.
|
120,000
|
5,450,400
|
Philip Morris International, Inc.
|
150,000
|
14,958,000
|
The Coca-Cola Co.
|
335,000
|
20,746,550
|
|
|
41,154,950
|
|
||
Health Care Equipment & Services 7.8%
|
||
Abbott Laboratories
|
77,000
|
8,572,410
|
CVS Health Corp.
|
110,000
|
8,215,900
|
Medtronic plc
|
113,000
|
9,916,880
|
UnitedHealth Group, Inc.
|
24,000
|
12,152,880
|
|
|
38,858,070
|
|
||
Household & Personal Products 3.1%
|
||
The Procter & Gamble Co.
|
100,000
|
15,630,000
|
|
||
Insurance 1.6%
|
||
The Allstate Corp.
|
70,000
|
7,887,600
|
|
||
Materials 0.7%
|
||
PPG Industries, Inc.
|
23,000
|
3,309,700
|
|
||
Media & Entertainment 2.9%
|
||
Comcast Corp., Class A
|
275,000
|
12,446,500
|
Omnicom Group, Inc.
|
26,250
|
2,221,275
|
|
|
14,667,775
|
|
||
Pharmaceuticals, Biotechnology & Life Sciences 9.0%
|
||
Johnson & Johnson
|
103,000
|
17,255,590
|
Pfizer, Inc.
|
295,000
|
10,637,700
|
Roche Holding AG
|
40,663
|
12,607,618
|
Zoetis, Inc.
|
25,000
|
4,702,250
|
|
|
45,203,158
|
|
||
Semiconductors & Semiconductor Equipment 3.0%
|
||
Broadcom, Inc.
|
16,800
|
15,097,320
|
|
||
Software & Services 7.3%
|
||
Accenture plc, Class A
|
36,500
|
11,546,775
|
International Business Machines Corp.
|
75,000
|
10,813,500
|
Microsoft Corp.
|
43,000
|
14,444,560
|
|
|
36,804,835
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Technology Hardware & Equipment 4.0%
|
||
Apple Inc.
|
26,000
|
5,107,700
|
Cisco Systems, Inc.
|
287,500
|
14,961,500
|
|
|
20,069,200
|
|
||
Telecommunication Services 2.2%
|
||
BCE, Inc.
|
165,000
|
7,131,300
|
Verizon Communications, Inc.
|
110,000
|
3,748,800
|
|
|
10,880,100
|
|
||
Transportation 1.1%
|
||
United Parcel Service, Inc., Class B
|
30,000
|
5,613,900
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Utilities 2.6%
|
||
Duke Energy Corp.
|
110,000
|
10,298,200
|
Eversource Energy
|
40,000
|
2,893,200
|
|
|
13,191,400
|
Total Common Stocks
(Cost $413,006,357)
|
500,814,025
|
|
Total Investments in Securities
(Cost $413,006,357)
|
500,814,025
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$455,610,867
|
$—
|
$—
|
$455,610,867
|
Pharmaceuticals, Biotechnology & Life Sciences
|
32,595,540
|
12,607,618
|
—
|
45,203,158
|
Total
|
$488,206,407
|
$12,607,618
|
$—
|
$500,814,025
|
1
|
As categorized in the Portfolio Holdings.
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 93.3% OF NET ASSETS
|
||
|
||
Automobiles & Components 1.5%
|
||
Tesla, Inc. *
|
17,116
|
4,577,332
|
|
||
Capital Goods 4.9%
|
||
Fastenal Co.
|
38,044
|
2,229,759
|
Illinois Tool Works, Inc.
|
4,799
|
1,263,673
|
Lockheed Martin Corp.
|
7,652
|
3,415,623
|
Parker-Hannifin Corp.
|
10,673
|
4,376,037
|
Quanta Services, Inc.
|
9,885
|
1,993,014
|
Watsco, Inc.
|
3,371
|
1,274,878
|
|
|
14,552,984
|
|
||
Commercial & Professional Services 1.5%
|
||
Paychex, Inc.
|
13,902
|
1,744,284
|
Republic Services, Inc., Class A
|
17,758
|
2,683,411
|
|
|
4,427,695
|
|
||
Consumer Discretionary Distribution & Retail 7.9%
|
||
Amazon.com, Inc. *
|
114,359
|
15,287,511
|
O'Reilly Automotive, Inc. *
|
1,888
|
1,747,892
|
The Home Depot, Inc.
|
12,073
|
4,030,450
|
The TJX Cos., Inc.
|
25,285
|
2,187,911
|
|
|
23,253,764
|
|
||
Consumer Durables & Apparel 1.8%
|
||
Deckers Outdoor Corp. *
|
3,962
|
2,154,100
|
NIKE, Inc., Class B
|
28,300
|
3,124,037
|
|
|
5,278,137
|
|
||
Consumer Services 1.7%
|
||
Starbucks Corp.
|
48,462
|
4,922,285
|
|
||
Consumer Staples Distribution & Retail 1.4%
|
||
Costco Wholesale Corp.
|
7,253
|
4,066,540
|
|
||
Energy 0.7%
|
||
EOG Resources, Inc.
|
14,768
|
1,957,203
|
|
||
Equity Real Estate Investment Trusts (REITs) 0.8%
|
||
American Tower Corp.
|
6,424
|
1,222,551
|
Public Storage
|
4,253
|
1,198,283
|
|
|
2,420,834
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Financial Services 5.4%
|
||
Interactive Brokers Group, Inc., Class A
|
18,507
|
1,616,216
|
Mastercard, Inc., Class A
|
11,969
|
4,719,138
|
MSCI, Inc., Class A
|
2,815
|
1,542,845
|
PayPal Holdings, Inc. *
|
28,277
|
2,143,962
|
Visa, Inc., Class A
|
24,440
|
5,810,121
|
|
|
15,832,282
|
|
||
Food, Beverage & Tobacco 3.2%
|
||
Constellation Brands, Inc., Class A
|
10,649
|
2,905,047
|
Diageo plc, ADR
|
12,155
|
2,138,551
|
PepsiCo, Inc.
|
14,805
|
2,775,345
|
Philip Morris International, Inc.
|
14,946
|
1,490,415
|
|
|
9,309,358
|
|
||
Health Care Equipment & Services 5.3%
|
||
Edwards Lifesciences Corp. *
|
27,680
|
2,271,697
|
IDEXX Laboratories, Inc. *
|
3,556
|
1,972,620
|
Intuitive Surgical, Inc. *
|
16,517
|
5,358,115
|
UnitedHealth Group, Inc.
|
11,673
|
5,910,857
|
|
|
15,513,289
|
|
||
Household & Personal Products 0.8%
|
||
The Estee Lauder Cos., Inc., Class A
|
13,741
|
2,473,380
|
|
||
Insurance 1.0%
|
||
Arthur J. Gallagher & Co.
|
13,345
|
2,866,506
|
|
||
Media & Entertainment 9.1%
|
||
Alphabet, Inc., Class A *
|
120,240
|
15,958,253
|
Meta Platforms, Inc., Class A *
|
25,540
|
8,137,044
|
Netflix, Inc. *
|
6,145
|
2,697,471
|
|
|
26,792,768
|
|
||
Pharmaceuticals, Biotechnology & Life Sciences 5.3%
|
||
Eli Lilly & Co.
|
10,599
|
4,817,775
|
Horizon Therapeutics plc *
|
11,420
|
1,145,083
|
Moderna, Inc. *
|
20,760
|
2,442,622
|
Thermo Fisher Scientific, Inc.
|
6,166
|
3,383,038
|
Zoetis, Inc.
|
20,079
|
3,776,659
|
|
|
15,565,177
|
|
||
Semiconductors & Semiconductor Equipment 9.4%
|
||
Advanced Micro Devices, Inc. *
|
21,181
|
2,423,107
|
ASML Holding N.V. NY Registry Shares
|
5,852
|
4,192,431
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Broadcom, Inc.
|
9,252
|
8,314,310
|
NVIDIA Corp.
|
27,403
|
12,805,148
|
|
|
27,734,996
|
|
||
Software & Services 19.2%
|
||
Accenture plc, Class A
|
8,194
|
2,592,172
|
Adobe, Inc. *
|
10,158
|
5,547,995
|
Fortinet, Inc. *
|
27,385
|
2,128,362
|
Gartner, Inc. *
|
10,548
|
3,729,667
|
Intuit, Inc.
|
4,573
|
2,340,004
|
Microsoft Corp.
|
99,364
|
33,378,355
|
Palo Alto Networks, Inc. *
|
11,676
|
2,918,533
|
ServiceNow, Inc. *
|
2,645
|
1,542,035
|
Synopsys, Inc. *
|
5,560
|
2,512,008
|
|
|
56,689,131
|
|
||
Technology Hardware & Equipment 12.4%
|
||
Apple Inc.
|
186,176
|
36,574,275
|
Total Common Stocks
(Cost $131,755,286)
|
274,807,936
|
|
|
||
INVESTMENT COMPANIES 2.0% OF NET ASSETS
|
||
|
||
Equity Funds 2.0%
|
||
Invesco QQQ Trust, Series 1
|
15,475
|
5,937,448
|
Total Investment Companies
(Cost $5,919,480)
|
5,937,448
|
|
Total Investments in Securities
(Cost $137,674,766)
|
280,745,384
|
|
NUMBER OF
CONTRACTS
|
NOTIONAL
AMOUNT
($)
|
CURRENT VALUE/
UNREALIZED
APPRECIATION
($)
|
FUTURES CONTRACTS
|
|||
Long
|
|
|
|
S&P 500 Index, e-mini, expires
09/15/23
|
20
|
4,614,500
|
287,721
|
*
|
Non-income producing security.
|
ADR —
|
American Depositary Receipt
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$274,807,936
|
$—
|
$—
|
$274,807,936
|
Investment Companies1
|
5,937,448
|
—
|
—
|
5,937,448
|
Futures Contracts2
|
287,721
|
—
|
—
|
287,721
|
Total
|
$281,033,105
|
$—
|
$—
|
$281,033,105
|
1
|
As categorized in the Portfolio Holdings.
|
2
|
Futures contracts are reported at cumulative unrealized appreciation or depreciation.
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 97.2% OF NET ASSETS
|
||
|
||
Automobiles & Components 2.7%
|
||
American Axle & Manufacturing Holdings,
Inc. *
|
282,501
|
2,669,634
|
Fox Factory Holding Corp. *
|
4,917
|
550,212
|
LCI Industries
|
6,404
|
872,673
|
Modine Manufacturing Co. *
|
108,894
|
4,090,059
|
Patrick Industries, Inc.
|
30,416
|
2,632,505
|
The Goodyear Tire & Rubber Co. *
|
63,926
|
1,027,930
|
Visteon Corp. *
|
9,566
|
1,474,025
|
Winnebago Industries, Inc.
|
26,971
|
1,855,605
|
|
|
15,172,643
|
|
||
Banks 7.7%
|
||
Associated Banc-Corp.
|
283,604
|
5,374,296
|
Axos Financial, Inc. *
|
12,857
|
604,279
|
Banner Corp.
|
5,220
|
248,524
|
Cathay General Bancorp
|
32,982
|
1,254,635
|
Eagle Bancorp, Inc.
|
33,074
|
916,150
|
Enterprise Financial Services Corp.
|
49,137
|
2,014,617
|
First BanCorp
|
151,531
|
2,250,235
|
Great Southern Bancorp, Inc.
|
37,856
|
2,094,573
|
Hancock Whitney Corp.
|
85,526
|
3,763,999
|
Hanmi Financial Corp.
|
55,564
|
1,055,716
|
HomeTrust Bancshares, Inc.
|
19,033
|
462,692
|
International Bancshares Corp.
|
95,606
|
4,745,882
|
Mercantile Bank Corp.
|
80,576
|
2,829,829
|
Metropolitan Bank Holding Corp. *
|
7,720
|
349,639
|
OceanFirst Financial Corp.
|
44,229
|
823,986
|
OFG Bancorp
|
19,210
|
643,343
|
Old Second Bancorp, Inc.
|
47,966
|
766,976
|
Peapack-Gladstone Financial Corp.
|
72,272
|
2,112,511
|
Renasant Corp.
|
66,293
|
2,051,105
|
Republic Bancorp, Inc., Class A
|
29,304
|
1,343,002
|
SouthState Corp.
|
31,944
|
2,481,091
|
Trustmark Corp.
|
31,562
|
828,818
|
UMB Financial Corp.
|
29,827
|
2,117,717
|
Univest Financial Corp.
|
28,441
|
554,600
|
Washington Federal, Inc.
|
53,428
|
1,658,405
|
Western New England Bancorp, Inc.
|
39,105
|
261,613
|
|
|
43,608,233
|
|
||
Capital Goods 12.3%
|
||
AAR Corp. *
|
39,962
|
2,389,728
|
AeroVironment, Inc. *
|
17,419
|
1,659,334
|
Alamo Group, Inc.
|
2,096
|
406,121
|
Applied Industrial Technologies, Inc.
|
6,332
|
918,077
|
Array Technologies, Inc. *
|
49,143
|
936,174
|
Atkore, Inc. *
|
51,723
|
8,206,888
|
AZZ, Inc.
|
23,139
|
1,025,752
|
Boise Cascade Co.
|
14,013
|
1,450,205
|
Ducommun, Inc. *
|
23,955
|
1,201,104
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
EMCOR Group, Inc.
|
28,471
|
6,122,404
|
Encore Wire Corp.
|
9,166
|
1,564,545
|
EnerSys
|
37,771
|
4,091,355
|
Helios Technologies, Inc.
|
27,806
|
1,757,339
|
Herc Holdings, Inc.
|
7,806
|
1,044,677
|
Hillenbrand, Inc.
|
23,780
|
1,235,133
|
IES Holdings, Inc. *
|
13,986
|
801,678
|
JELD-WEN Holding, Inc. *
|
73,662
|
1,311,920
|
Moog, Inc., Class A
|
49,544
|
5,223,919
|
Mueller Industries, Inc.
|
74,621
|
6,048,778
|
MYR Group, Inc. *
|
11,863
|
1,691,189
|
Preformed Line Products Co.
|
9,869
|
1,712,370
|
Proto Labs, Inc. *
|
13,625
|
451,669
|
Shoals Technologies Group, Inc., Class A *
|
29,734
|
771,895
|
Simpson Manufacturing Co., Inc.
|
16,487
|
2,604,946
|
SPX Technologies, Inc. *
|
9,150
|
774,181
|
Standex International Corp.
|
1,861
|
276,489
|
Sterling Infrastructure, Inc. *
|
51,440
|
3,085,886
|
Terex Corp.
|
40,650
|
2,383,309
|
Titan International, Inc. *
|
103,699
|
1,295,200
|
UFP Industries, Inc.
|
21,676
|
2,227,426
|
V2X, Inc. *
|
21,753
|
1,119,409
|
Veritiv Corp.
|
13,063
|
1,830,518
|
Wabash National Corp.
|
42,901
|
1,015,896
|
Watts Water Technologies, Inc., Class A
|
5,805
|
1,082,807
|
|
|
69,718,321
|
|
||
Commercial & Professional Services 2.7%
|
||
Casella Waste Systems, Inc., Class A *
|
32,699
|
2,638,482
|
Cimpress plc *
|
28,148
|
1,956,286
|
Conduent, Inc. *
|
201,790
|
698,193
|
ExlService Holdings, Inc. *
|
20,944
|
2,952,057
|
Insperity, Inc.
|
7,628
|
897,434
|
Kforce, Inc.
|
38,447
|
2,439,078
|
Mastech Digital, Inc. *
|
20,611
|
220,126
|
NV5 Global, Inc. *
|
7,237
|
792,813
|
SP Plus Corp. *
|
45,402
|
1,745,707
|
TriNet Group, Inc. *
|
7,290
|
767,127
|
Verra Mobility Corp., Class A *
|
10,204
|
214,182
|
|
|
15,321,485
|
|
||
Consumer Discretionary Distribution & Retail 2.1%
|
||
AutoNation, Inc. *
|
1,762
|
283,647
|
Build-A-Bear Workshop, Inc.
|
54,997
|
1,350,176
|
Caleres, Inc.
|
20,191
|
545,965
|
CarParts.com, Inc. *
|
263,613
|
1,323,337
|
Chico's FAS, Inc. *
|
221,362
|
1,350,308
|
Group 1 Automotive, Inc.
|
7,928
|
2,049,626
|
Macy's, Inc.
|
165,881
|
2,751,966
|
Signet Jewelers Ltd.
|
14,784
|
1,189,964
|
The Buckle, Inc.
|
19,762
|
722,499
|
The Children's Place, Inc. *
|
15,685
|
493,136
|
|
|
12,060,624
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Consumer Durables & Apparel 1.7%
|
||
Crocs, Inc. *
|
13,283
|
1,439,213
|
La-Z-Boy, Inc.
|
14,013
|
439,588
|
Malibu Boats, Inc., Class A *
|
23,703
|
1,420,995
|
MasterCraft Boat Holdings, Inc. *
|
81,836
|
2,508,273
|
Oxford Industries, Inc.
|
9,747
|
1,051,214
|
Skyline Champion Corp. *
|
23,702
|
1,651,081
|
Solo Brands, Inc., Class A *
|
87,447
|
512,440
|
Vista Outdoor, Inc. *
|
15,854
|
480,376
|
|
|
9,503,180
|
|
||
Consumer Services 3.5%
|
||
Bloomin' Brands, Inc.
|
119,304
|
3,205,699
|
Boyd Gaming Corp.
|
34,708
|
2,371,251
|
Dave & Buster's Entertainment, Inc. *
|
31,481
|
1,441,830
|
Everi Holdings, Inc. *
|
57,797
|
857,707
|
Hilton Grand Vacations, Inc. *
|
64,028
|
2,977,302
|
Inspired Entertainment, Inc. *
|
76,732
|
966,056
|
International Game Technology plc
|
19,494
|
659,482
|
Light & Wonder, Inc. *
|
17,371
|
1,221,181
|
PlayAGS, Inc. *
|
93,766
|
620,731
|
SeaWorld Entertainment, Inc. *
|
40,447
|
2,239,550
|
Stride, Inc. *
|
35,619
|
1,361,002
|
Texas Roadhouse, Inc., Class A
|
19,033
|
2,123,131
|
|
|
20,044,922
|
|
||
Consumer Staples Distribution & Retail 0.6%
|
||
BJ's Wholesale Club Holdings, Inc. *
|
6,582
|
436,452
|
The Andersons, Inc.
|
64,286
|
3,138,443
|
|
|
3,574,895
|
|
||
Energy 7.0%
|
||
Arch Resources, Inc.
|
8,548
|
1,097,905
|
California Resources Corp.
|
12,333
|
657,965
|
ChampionX Corp.
|
42,027
|
1,496,161
|
Chord Energy Corp.
|
3,318
|
520,395
|
Civitas Resources, Inc.
|
15,706
|
1,175,751
|
CONSOL Energy, Inc.
|
37,286
|
2,778,553
|
CVR Energy, Inc.
|
84,855
|
3,117,573
|
Delek US Holdings, Inc.
|
8,756
|
241,578
|
Equitrans Midstream Corp.
|
45,997
|
476,989
|
Liberty Energy, Inc., Class A
|
286,522
|
4,719,017
|
Magnolia Oil & Gas Corp., Class A
|
56,907
|
1,260,490
|
Matador Resources Co.
|
39,715
|
2,209,345
|
Murphy Oil Corp.
|
12,860
|
556,452
|
NexTier Oilfield Solutions, Inc. *
|
289,317
|
3,448,659
|
Ovintiv, Inc.
|
9,840
|
453,526
|
Par Pacific Holdings, Inc. *
|
17,646
|
555,496
|
Patterson-UTI Energy, Inc.
|
109,152
|
1,728,968
|
PBF Energy, Inc., Class A
|
66,393
|
3,149,684
|
Peabody Energy Corp.
|
27,391
|
614,654
|
RPC, Inc.
|
117,353
|
976,377
|
SM Energy Co.
|
53,225
|
1,931,535
|
Southwestern Energy Co. *
|
274,016
|
1,775,624
|
Teekay Corp. *
|
116,886
|
778,461
|
Teekay Tankers Ltd., Class A
|
14,659
|
639,279
|
US Silica Holdings, Inc. *
|
178,439
|
2,321,491
|
W&T Offshore, Inc. *
|
151,384
|
663,062
|
World Kinect Corp.
|
13,272
|
299,151
|
|
|
39,644,141
|
|
||
Equity Real Estate Investment Trusts (REITs) 4.9%
|
||
Apple Hospitality REIT, Inc.
|
382,634
|
5,930,827
|
Armada Hoffler Properties, Inc.
|
244,009
|
3,030,592
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
BRT Apartments Corp.
|
75,106
|
1,462,314
|
CareTrust REIT, Inc.
|
27,704
|
575,966
|
DiamondRock Hospitality Co.
|
319,793
|
2,718,240
|
EastGroup Properties, Inc.
|
17,948
|
3,180,027
|
Paramount Group, Inc.
|
172,415
|
903,455
|
Piedmont Office Realty Trust, Inc., Class A
|
91,234
|
678,781
|
RPT Realty
|
45,684
|
496,585
|
Ryman Hospitality Properties, Inc.
|
59,375
|
5,657,844
|
Sabra Health Care REIT, Inc.
|
48,950
|
635,860
|
SITE Centers Corp.
|
78,628
|
1,104,723
|
Uniti Group, Inc.
|
115,959
|
647,051
|
Urban Edge Properties
|
64,162
|
1,091,396
|
|
|
28,113,661
|
|
||
Financial Services 5.1%
|
||
Donnelley Financial Solutions, Inc. *
|
18,902
|
894,065
|
Enact Holdings, Inc.
|
46,559
|
1,266,405
|
Enova International, Inc. *
|
67,277
|
3,706,290
|
Essent Group Ltd.
|
27,018
|
1,340,093
|
EVERTEC, Inc.
|
13,758
|
541,102
|
Federal Agricultural Mortgage Corp.,
Class C
|
15,930
|
2,560,748
|
Jackson Financial, Inc., Class A
|
31,507
|
1,040,361
|
Merchants Bancorp
|
9,966
|
315,025
|
MGIC Investment Corp.
|
95,345
|
1,596,075
|
NMI Holdings, Inc., Class A *
|
25,925
|
692,457
|
OneMain Holdings, Inc.
|
56,956
|
2,590,359
|
Oportun Financial Corp. *
|
64,300
|
395,445
|
Piper Sandler Cos.
|
2,995
|
438,348
|
Radian Group, Inc.
|
58,696
|
1,580,683
|
Regional Management Corp.
|
48,480
|
1,575,115
|
StepStone Group, Inc., Class A
|
38,659
|
1,085,158
|
Stifel Financial Corp.
|
42,385
|
2,693,143
|
StoneX Group, Inc. *
|
17,191
|
1,581,744
|
Victory Capital Holdings, Inc., Class A
|
11,263
|
373,481
|
Virtus Investment Partners, Inc.
|
12,939
|
2,661,940
|
|
|
28,928,037
|
|
||
Food, Beverage & Tobacco 2.8%
|
||
Coca-Cola Consolidated, Inc.
|
8,347
|
5,287,073
|
John B. Sanfilippo & Son, Inc.
|
982
|
106,950
|
MGP Ingredients, Inc.
|
7,560
|
861,916
|
National Beverage Corp. *
|
36,784
|
1,944,034
|
Primo Water Corp.
|
189,849
|
2,690,160
|
The Simply Good Foods Co. *
|
16,772
|
649,244
|
Vector Group Ltd.
|
337,447
|
4,427,305
|
|
|
15,966,682
|
|
||
Health Care Equipment & Services 5.3%
|
||
Addus HomeCare Corp. *
|
5,252
|
480,926
|
AirSculpt Technologies, Inc. (a)
|
44,104
|
400,023
|
AMN Healthcare Services, Inc. *
|
15,098
|
1,617,751
|
Avanos Medical, Inc. *
|
36,623
|
896,165
|
Axonics, Inc. *
|
8,943
|
539,889
|
Cerus Corp. *
|
270,093
|
829,185
|
Haemonetics Corp. *
|
12,962
|
1,195,615
|
Hims & Hers Health, Inc. *
|
121,790
|
1,092,456
|
Inmode Ltd. *
|
16,776
|
719,858
|
Inspire Medical Systems, Inc. *
|
1,777
|
511,438
|
Lantheus Holdings, Inc. *
|
58,525
|
5,061,827
|
LivaNova plc *
|
15,145
|
885,225
|
Merit Medical Systems, Inc. *
|
58,683
|
4,381,860
|
ModivCare, Inc. *
|
4,961
|
216,994
|
NeoGenomics, Inc. *
|
17,832
|
309,029
|
NextGen Healthcare, Inc. *
|
45,238
|
752,308
|
OmniAb, Inc., Class A *(b)
|
5,508
|
0
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
OmniAb, Inc., Class B *(b)
|
5,508
|
0
|
Option Care Health, Inc. *
|
39,310
|
1,327,892
|
OraSure Technologies, Inc. *
|
125,881
|
594,158
|
Shockwave Medical, Inc. *
|
3,348
|
872,489
|
STAAR Surgical Co. *
|
15,370
|
841,815
|
Tenet Healthcare Corp. *
|
7,942
|
593,506
|
The Ensign Group, Inc.
|
28,849
|
2,794,603
|
Utah Medical Products, Inc.
|
4,981
|
489,782
|
Veradigm, Inc. *
|
107,604
|
1,454,806
|
Zimvie, Inc. *
|
49,870
|
684,216
|
Zynex, Inc. *(a)
|
75,538
|
737,251
|
|
|
30,281,067
|
|
||
Household & Personal Products 0.6%
|
||
elf Beauty, Inc. *
|
10,984
|
1,282,053
|
Herbalife Ltd. *
|
9,730
|
158,015
|
Medifast, Inc.
|
13,522
|
1,377,757
|
Nature's Sunshine Products, Inc. *
|
37,813
|
527,491
|
|
|
3,345,316
|
|
||
Insurance 1.6%
|
||
American Equity Investment Life Holding
Co. *
|
39,161
|
2,101,771
|
CNO Financial Group, Inc.
|
201,889
|
5,192,585
|
Genworth Financial, Inc., Class A *
|
105,366
|
617,445
|
Investors Title Co.
|
1,858
|
290,870
|
Kinsale Capital Group, Inc.
|
2,736
|
1,019,515
|
|
|
9,222,186
|
|
||
Materials 4.0%
|
||
AdvanSix, Inc.
|
17,366
|
696,550
|
Alpha Metallurgical Resources, Inc.
|
4,159
|
720,422
|
Avient Corp.
|
71,456
|
2,896,112
|
Cabot Corp.
|
17,523
|
1,244,133
|
Commercial Metals Co.
|
20,853
|
1,193,209
|
Constellium SE, Class A *
|
220,404
|
4,207,512
|
Ecovyst, Inc. *
|
230,004
|
2,826,749
|
H.B. Fuller Co.
|
11,231
|
831,431
|
Ingevity Corp. *
|
14,245
|
911,965
|
LSB Industries, Inc. *
|
39,787
|
444,421
|
O-I Glass, Inc. *
|
56,088
|
1,287,780
|
Orion S.A.
|
26,918
|
590,043
|
Quaker Chemical Corp.
|
2,717
|
544,432
|
Rayonier Advanced Materials, Inc. *
|
105,791
|
500,391
|
Ryerson Holding Corp.
|
55,279
|
2,348,805
|
SunCoke Energy, Inc.
|
174,877
|
1,552,908
|
|
|
22,796,863
|
|
||
Media & Entertainment 2.3%
|
||
AMC Networks, Inc., Class A *
|
68,700
|
866,994
|
Cargurus, Inc. *
|
18,673
|
423,130
|
Cars.com, Inc. *
|
58,592
|
1,336,484
|
Entravision Communications Corp., Class A
|
227,618
|
1,088,014
|
Gaia, Inc., Class A *
|
44,500
|
104,575
|
Gannett Co., Inc. *
|
148,450
|
418,629
|
Gray Television, Inc.
|
114,949
|
1,088,567
|
iHeartMedia, Inc., Class A *
|
97,406
|
460,730
|
IMAX Corp. *
|
48,630
|
895,278
|
Shutterstock, Inc.
|
27,031
|
1,390,745
|
Yelp, Inc., Class A *
|
87,001
|
3,919,395
|
Ziff Davis, Inc. *
|
11,205
|
812,587
|
|
|
12,805,128
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Pharmaceuticals, Biotechnology & Life Sciences 11.6%
|
||
2seventy bio, Inc. *
|
39,172
|
297,315
|
ACADIA Pharmaceuticals, Inc. *
|
85,573
|
2,502,155
|
Agios Pharmaceuticals, Inc. *
|
22,874
|
606,618
|
Alkermes plc *
|
117,209
|
3,431,880
|
Amicus Therapeutics, Inc. *
|
152,254
|
2,073,700
|
Amneal Pharmaceuticals, Inc. *
|
447,489
|
1,431,965
|
Amphastar Pharmaceuticals, Inc. *
|
32,714
|
1,985,413
|
Arcus Biosciences, Inc. *
|
34,756
|
691,644
|
Arrowhead Pharmaceuticals, Inc. *
|
32,572
|
1,124,385
|
Arvinas, Inc. *
|
22,617
|
559,092
|
Assertio Holdings, Inc. *
|
205,923
|
1,171,702
|
Aurinia Pharmaceuticals, Inc. *
|
21,205
|
245,554
|
Beam Therapeutics, Inc. *
|
12,397
|
382,695
|
BioCryst Pharmaceuticals, Inc. *
|
23,543
|
173,983
|
Bridgebio Pharma, Inc. *
|
91,987
|
3,220,465
|
Cara Therapeutics, Inc. *
|
194,145
|
646,503
|
Caribou Biosciences, Inc. *
|
24,887
|
178,938
|
Catalyst Pharmaceuticals, Inc. *
|
131,363
|
1,816,750
|
Codexis, Inc. *
|
106,837
|
384,613
|
Collegium Pharmaceutical, Inc. *
|
32,695
|
744,138
|
Deciphera Pharmaceuticals, Inc. *
|
78,471
|
1,060,928
|
Denali Therapeutics, Inc. *
|
22,087
|
627,933
|
Dynavax Technologies Corp. *
|
42,203
|
590,420
|
Dyne Therapeutics, Inc. *
|
25,035
|
304,926
|
Eagle Pharmaceuticals, Inc. *
|
29,281
|
607,874
|
Editas Medicine, Inc. *
|
58,785
|
516,132
|
Fate Therapeutics, Inc. *
|
331,124
|
1,367,542
|
Halozyme Therapeutics, Inc. *
|
29,341
|
1,260,489
|
Harmony Biosciences Holdings, Inc. *
|
22,922
|
810,751
|
Harvard Bioscience, Inc. *
|
126,539
|
588,406
|
Horizon Therapeutics plc *
|
13,976
|
1,401,374
|
IGM Biosciences, Inc. *(a)
|
23,025
|
244,986
|
ImmunoGen, Inc. *
|
46,972
|
837,041
|
Intercept Pharmaceuticals, Inc. *
|
72,218
|
779,954
|
Ironwood Pharmaceuticals, Inc., Class A *
|
155,237
|
1,721,578
|
Karuna Therapeutics, Inc. *
|
4,784
|
955,700
|
Kiniksa Pharmaceuticals Ltd., Class A *
|
133,519
|
2,515,498
|
Kymera Therapeutics, Inc. *
|
11,109
|
243,065
|
Ligand Pharmaceuticals, Inc. *
|
28,305
|
1,894,454
|
MacroGenics, Inc. *
|
344,941
|
1,645,369
|
Medpace Holdings, Inc. *
|
25,005
|
6,330,516
|
Mersana Therapeutics, Inc. *
|
57,116
|
69,967
|
MiMedx Group, Inc. *
|
133,074
|
1,073,907
|
Morphic Holding, Inc. *
|
9,921
|
562,818
|
Myriad Genetics, Inc. *
|
18,320
|
409,452
|
Nurix Therapeutics, Inc. *
|
39,694
|
385,429
|
Organogenesis Holdings, Inc., Class A *
|
265,465
|
1,133,536
|
Phibro Animal Health Corp., Class A
|
79,718
|
1,154,317
|
Prestige Consumer Healthcare, Inc. *
|
42,530
|
2,773,381
|
PTC Therapeutics, Inc. *
|
27,076
|
1,092,246
|
Repligen Corp. *
|
77
|
13,210
|
Rigel Pharmaceuticals, Inc. *
|
407,364
|
562,162
|
TG Therapeutics, Inc. *
|
30,413
|
629,245
|
Travere Therapeutics, Inc. *
|
33,522
|
576,243
|
Vanda Pharmaceuticals, Inc. *
|
196,999
|
1,138,654
|
Veracyte, Inc. *
|
84,876
|
2,329,846
|
Vericel Corp. *
|
18,406
|
661,144
|
Vir Biotechnology, Inc. *
|
36,407
|
512,611
|
Xencor, Inc. *
|
23,893
|
580,361
|
|
|
65,632,973
|
|
||
Real Estate Management & Development 0.2%
|
||
eXp World Holdings, Inc.
|
50,819
|
1,267,426
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Semiconductors & Semiconductor Equipment 3.0%
|
||
Ambarella, Inc. *
|
5,097
|
425,192
|
Amkor Technology, Inc.
|
29,727
|
864,758
|
Axcelis Technologies, Inc. *
|
21,381
|
4,286,463
|
Diodes, Inc. *
|
18,066
|
1,707,056
|
Lattice Semiconductor Corp. *
|
64,917
|
5,903,552
|
MaxLinear, Inc. *
|
41,976
|
1,035,548
|
Onto Innovation, Inc. *
|
5,610
|
697,435
|
Photronics, Inc. *
|
45,125
|
1,193,556
|
Synaptics, Inc. *
|
8,663
|
782,356
|
|
|
16,895,916
|
|
||
Software & Services 6.6%
|
||
8x8, Inc. *
|
315,131
|
1,493,721
|
A10 Networks, Inc.
|
67,754
|
1,051,542
|
Agilysys, Inc. *
|
16,724
|
1,231,388
|
Alarm.com Holdings, Inc. *
|
10,732
|
592,514
|
Asana, Inc., Class A *
|
25,116
|
609,816
|
Blackline, Inc. *
|
28,412
|
1,650,169
|
Box, Inc., Class A *
|
167,928
|
5,247,750
|
CommVault Systems, Inc. *
|
10,126
|
789,119
|
Domo, Inc., Class B *
|
72,801
|
1,300,954
|
eGain Corp. *
|
188,200
|
1,387,034
|
EngageSmart, Inc. *
|
9,786
|
185,543
|
Everbridge, Inc. *
|
35,938
|
1,108,328
|
PagerDuty, Inc. *
|
107,748
|
2,792,828
|
Qualys, Inc. *
|
40,501
|
5,621,539
|
Sprinklr, Inc., Class A *
|
75,428
|
1,059,009
|
Sprout Social, Inc., Class A *
|
27,507
|
1,571,750
|
Tenable Holdings, Inc. *
|
16,251
|
790,774
|
The Hackett Group, Inc.
|
64,409
|
1,497,509
|
Unisys Corp. *
|
285,306
|
1,552,065
|
Workiva, Inc., Class A *
|
27,481
|
2,893,474
|
Yext, Inc. *
|
92,483
|
898,935
|
Zeta Global Holdings Corp., Class A *
|
92,943
|
856,934
|
Zuora, Inc., Class A *
|
117,441
|
1,377,583
|
|
|
37,560,278
|
|
||
Technology Hardware & Equipment 4.5%
|
||
Arlo Technologies, Inc. *
|
39,333
|
446,823
|
Avid Technology, Inc. *
|
58,166
|
1,386,677
|
Belden, Inc.
|
31,827
|
3,075,761
|
Calix, Inc. *
|
7,357
|
331,874
|
CommScope Holding Co., Inc. *
|
220,768
|
993,456
|
Extreme Networks, Inc. *
|
147,042
|
3,909,847
|
Fabrinet *
|
15,169
|
1,875,495
|
OSI Systems, Inc. *
|
14,083
|
1,679,116
|
Rogers Corp. *
|
3,982
|
671,405
|
Sanmina Corp. *
|
8,821
|
542,139
|
Super Micro Computer, Inc. *
|
15,635
|
5,163,771
|
Vishay Intertechnology, Inc.
|
145,525
|
4,096,529
|
Xerox Holdings Corp.
|
85,124
|
1,360,282
|
|
|
25,533,175
|
|
||
Telecommunication Services 1.0%
|
||
Cogent Communications Holdings, Inc.
|
7,872
|
482,081
|
Iridium Communications, Inc.
|
32,245
|
1,694,475
|
Liberty Latin America Ltd., Class A *
|
353,075
|
2,965,830
|
Ooma, Inc. *
|
32,459
|
486,885
|
|
|
5,629,271
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Transportation 1.4%
|
||
ArcBest Corp.
|
4,717
|
548,681
|
Daseke, Inc. *
|
248,260
|
1,931,463
|
Forward Air Corp.
|
18,967
|
2,254,038
|
Hub Group, Inc., Class A *
|
11,981
|
1,079,848
|
Matson, Inc.
|
16,791
|
1,569,287
|
Radiant Logistics, Inc. *
|
69,136
|
532,347
|
|
|
7,915,664
|
|
||
Utilities 2.0%
|
||
Chesapeake Utilities Corp.
|
6,681
|
789,961
|
Clearway Energy, Inc., Class A
|
105,973
|
2,614,354
|
Consolidated Water Co., Ltd.
|
35,962
|
703,417
|
Genie Energy Ltd., Class B
|
66,550
|
892,435
|
MGE Energy, Inc.
|
5,556
|
445,813
|
New Jersey Resources Corp.
|
14,851
|
663,840
|
Otter Tail Corp.
|
60,856
|
4,929,945
|
Via Renewables, Inc., Class A
|
21,017
|
171,709
|
|
|
11,211,474
|
Total Common Stocks
(Cost $469,730,637)
|
551,753,561
|
|
|
|
SHORT-TERM INVESTMENTS 0.2% OF NET ASSETS
|
||
|
||
Money Market Funds 0.2%
|
||
State Street Institutional U.S. Government
Money Market Fund, Premier Class
5.19% (c)(d)
|
1,215,578
|
1,215,578
|
Total Short-Term Investments
(Cost $1,215,578)
|
1,215,578
|
|
Total Investments in Securities
(Cost $470,946,215)
|
552,969,139
|
|
NUMBER OF
CONTRACTS
|
NOTIONAL
AMOUNT
($)
|
CURRENT VALUE/
UNREALIZED
APPRECIATION
($)
|
FUTURES CONTRACTS
|
|||
Long
|
|
|
|
Russell 2000 Index, e-mini,
expires 09/15/23
|
150
|
15,102,000
|
967,101
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is on loan. Securities on loan were valued at
$1,179,963.
|
(b)
|
Fair valued using significant unobservable inputs (see Notes for additional
information).
|
(c)
|
The rate shown is the annualized 7-day yield.
|
(d)
|
Security purchased with cash collateral received for securities on loan.
|
REIT —
|
Real Estate Investment Trust
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$521,472,494
|
$—
|
$—
|
$521,472,494
|
Health Care Equipment & Services
|
30,281,067
|
—
|
0
*
|
30,281,067
|
Short-Term Investments1
|
1,215,578
|
—
|
—
|
1,215,578
|
Futures Contracts2
|
967,101
|
—
|
—
|
967,101
|
Total
|
$553,936,240
|
$—
|
$—
|
$553,936,240
|
*
|
Level 3 amount shown includes securities determined to have no value at July 31, 2023.
|
1
|
As categorized in the Portfolio Holdings.
|
2
|
Futures contracts are reported at cumulative unrealized appreciation or depreciation.
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 99.8% OF NET ASSETS
|
||
|
||
Australia 0.7%
|
||
Ansell Ltd.
|
57,028
|
926,117
|
Cochlear Ltd.
|
6,544
|
1,052,748
|
CSL Ltd.
|
6,623
|
1,192,909
|
Pro Medicus Ltd.
|
29,011
|
1,343,590
|
Sonic Healthcare Ltd.
|
58,796
|
1,389,220
|
|
|
5,904,584
|
|
||
Denmark 3.9%
|
||
Demant A/S *
|
31,535
|
1,254,928
|
Novo Nordisk A/S, Class B
|
187,506
|
30,235,754
|
|
|
31,490,682
|
|
||
France 2.2%
|
||
EssilorLuxottica S.A.
|
24,831
|
4,995,381
|
Ipsen S.A.
|
56,414
|
7,109,677
|
Sanofi
|
52,677
|
5,619,820
|
|
|
17,724,878
|
|
||
Germany 0.3%
|
||
Fresenius SE & Co. KGaA
|
78,478
|
2,462,808
|
|
||
Hong Kong 0.1%
|
||
The United Laboratories International
Holdings Ltd.
|
752,000
|
603,170
|
|
||
Ireland 2.6%
|
||
Medtronic plc
|
236,283
|
20,736,196
|
|
||
Japan 2.2%
|
||
Astellas Pharma, Inc.
|
431,400
|
6,308,081
|
Hoya Corp.
|
49,000
|
5,706,506
|
Ono Pharmaceutical Co., Ltd.
|
168,000
|
3,078,654
|
Shionogi & Co., Ltd.
|
62,800
|
2,631,824
|
|
|
17,725,065
|
|
||
Republic of Korea 0.1%
|
||
Dentium Co., Ltd.
|
6,793
|
766,088
|
|
||
Sweden 0.3%
|
||
Elekta AB, B Shares
|
317,112
|
2,568,995
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Switzerland 5.7%
|
||
Novartis AG
|
164,655
|
17,238,906
|
Roche Holding AG
|
77,606
|
24,061,844
|
Sonova Holding AG
|
14,456
|
4,029,538
|
|
|
45,330,288
|
|
||
Taiwan 0.2%
|
||
Universal Vision Biotechnology Co., Ltd. *
|
120,000
|
1,497,344
|
|
||
United Kingdom 3.1%
|
||
AstraZeneca plc
|
124,258
|
17,852,917
|
GSK plc
|
383,303
|
6,823,235
|
|
|
24,676,152
|
|
||
United States 78.4%
|
||
Abbott Laboratories
|
226,284
|
25,192,198
|
AbbVie, Inc.
|
108,560
|
16,238,405
|
Agilent Technologies, Inc.
|
126,206
|
15,368,105
|
Alkermes plc *
|
82,000
|
2,400,960
|
Amgen, Inc.
|
115,984
|
27,157,653
|
Becton, Dickinson & Co.
|
30,898
|
8,608,801
|
Biogen, Inc. *
|
36,226
|
9,787,903
|
BioMarin Pharmaceutical, Inc. *
|
56,532
|
4,970,859
|
Bio-Techne Corp.
|
38,584
|
3,217,906
|
Bristol-Myers Squibb Co.
|
324,302
|
20,168,341
|
Cardinal Health, Inc.
|
33,629
|
3,076,045
|
Cigna Corp.
|
80,169
|
23,657,872
|
CVS Health Corp.
|
40,942
|
3,057,958
|
Danaher Corp.
|
80,806
|
20,610,378
|
DaVita, Inc. *
|
7,934
|
809,189
|
Dentsply Sirona, Inc.
|
149,003
|
6,186,604
|
Edwards Lifesciences Corp. *
|
73,287
|
6,014,664
|
Elanco Animal Health, Inc. *
|
118,200
|
1,426,674
|
Elevance Health, Inc.
|
37,011
|
17,455,498
|
Eli Lilly & Co.
|
85,322
|
38,783,115
|
Gilead Sciences, Inc.
|
276,732
|
21,070,374
|
Halozyme Therapeutics, Inc. *
|
185,956
|
7,988,670
|
Hologic, Inc. *
|
133,346
|
10,590,339
|
Humana, Inc.
|
25,938
|
11,849,256
|
Incyte Corp. *
|
46,447
|
2,959,603
|
Intellia Therapeutics, Inc. *
|
27,272
|
1,154,424
|
Intuitive Surgical, Inc. *
|
17,368
|
5,634,179
|
IQVIA Holdings, Inc. *
|
62,840
|
14,061,078
|
Ironwood Pharmaceuticals, Inc., Class A *
|
33,163
|
367,778
|
Jazz Pharmaceuticals plc *
|
63,510
|
8,282,974
|
Johnson & Johnson
|
227,266
|
38,073,873
|
Lantheus Holdings, Inc. *
|
47,970
|
4,148,925
|
McKesson Corp.
|
18,694
|
7,522,466
|
Medpace Holdings, Inc. *
|
26,555
|
6,722,929
|
Merck & Co., Inc.
|
376,042
|
40,104,879
|
Merit Medical Systems, Inc. *
|
44,501
|
3,322,890
|
Mettler-Toledo International, Inc. *
|
11,210
|
14,096,239
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
NextGen Healthcare, Inc. *
|
111,801
|
1,859,251
|
Pfizer, Inc.
|
451,544
|
16,282,677
|
Prestige Consumer Healthcare, Inc. *
|
129,156
|
8,422,263
|
Regeneron Pharmaceuticals, Inc. *
|
8,131
|
6,032,470
|
Stryker Corp.
|
7,997
|
2,266,430
|
Supernus Pharmaceuticals, Inc. *
|
33,700
|
1,034,253
|
The Cooper Cos., Inc.
|
3,500
|
1,369,410
|
Thermo Fisher Scientific, Inc.
|
37,354
|
20,494,646
|
United Therapeutics Corp. *
|
37,583
|
9,122,146
|
UnitedHealth Group, Inc.
|
91,659
|
46,413,368
|
Veracyte, Inc. *
|
71,378
|
1,959,326
|
Vertex Pharmaceuticals, Inc. *
|
66,246
|
23,341,116
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Waters Corp. *
|
23,288
|
6,432,378
|
Zimmer Biomet Holdings, Inc.
|
103,288
|
14,269,237
|
Zoetis, Inc.
|
87,416
|
16,442,075
|
|
|
627,881,050
|
Total Common Stocks
(Cost $536,919,285)
|
799,367,300
|
|
Total Investments in Securities
(Cost $536,919,285)
|
799,367,300
|
*
|
Non-income producing security.
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$648,617,246
|
$—
|
$—
|
$648,617,246
|
Australia
|
—
|
5,904,584
|
—
|
5,904,584
|
Denmark
|
—
|
31,490,682
|
—
|
31,490,682
|
France
|
—
|
17,724,878
|
—
|
17,724,878
|
Germany
|
—
|
2,462,808
|
—
|
2,462,808
|
Hong Kong
|
—
|
603,170
|
—
|
603,170
|
Japan
|
—
|
17,725,065
|
—
|
17,725,065
|
Republic of Korea
|
—
|
766,088
|
—
|
766,088
|
Sweden
|
—
|
2,568,995
|
—
|
2,568,995
|
Switzerland
|
—
|
45,330,288
|
—
|
45,330,288
|
Taiwan
|
—
|
1,497,344
|
—
|
1,497,344
|
United Kingdom
|
—
|
24,676,152
|
—
|
24,676,152
|
Total
|
$648,617,246
|
$150,750,054
|
$—
|
$799,367,300
|
1
|
As categorized in the Portfolio Holdings.
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
COMMON STOCKS 99.0% OF NET ASSETS
|
||
|
||
Australia 7.6%
|
||
ANZ Group Holdings Ltd.
|
206,416
|
3,581,145
|
Aristocrat Leisure Ltd.
|
153,174
|
4,056,847
|
BHP Group Ltd.
|
341,183
|
10,618,252
|
Iluka Resources Ltd.
|
398,749
|
2,754,145
|
National Australia Bank Ltd.
|
108,648
|
2,081,266
|
Qantas Airways Ltd. *
|
1,327,148
|
5,831,184
|
QBE Insurance Group Ltd.
|
131,885
|
1,400,210
|
Sonic Healthcare Ltd.
|
127,838
|
3,020,530
|
South32 Ltd.
|
1,131,324
|
2,978,997
|
Suncorp Group Ltd.
|
316,867
|
3,036,227
|
Technology One Ltd.
|
335,762
|
3,557,450
|
|
|
42,916,253
|
|
||
Austria 0.9%
|
||
Erste Group Bank AG
|
23,066
|
871,799
|
Wienerberger AG
|
126,459
|
4,153,020
|
|
|
5,024,819
|
|
||
Brazil 0.3%
|
||
Banco do Brasil S.A.
|
177,100
|
1,804,800
|
|
||
Canada 2.0%
|
||
CGI, Inc. *
|
56,109
|
5,701,745
|
Imperial Oil Ltd.
|
31,700
|
1,707,783
|
Loblaw Cos., Ltd.
|
27,460
|
2,436,446
|
Suncor Energy, Inc.
|
45,200
|
1,414,289
|
|
|
11,260,263
|
|
||
China 0.7%
|
||
COSCO SHIPPING Holdings Co., Ltd.,
H Shares
|
1,977,500
|
2,093,010
|
Tencent Holdings Ltd.
|
38,500
|
1,769,503
|
|
|
3,862,513
|
|
||
Denmark 3.7%
|
||
Novo Nordisk A/S, Class B
|
122,442
|
19,744,041
|
Pandora A/S
|
12,369
|
1,237,295
|
|
|
20,981,336
|
|
||
France 15.0%
|
||
BNP Paribas S.A.
|
35,323
|
2,329,474
|
Cie de Saint-Gobain
|
118,432
|
8,009,716
|
Dassault Aviation S.A.
|
13,667
|
2,654,969
|
Eiffage S.A.
|
75,938
|
7,900,402
|
Engie S.A.
|
321,374
|
5,272,245
|
Hermes International
|
1,695
|
3,751,484
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Ipsen S.A.
|
40,575
|
5,113,538
|
L'Oreal S.A.
|
25,318
|
11,775,640
|
LVMH Moet Hennessy Louis Vuitton SE
|
20,873
|
19,386,165
|
Sanofi
|
22,454
|
2,395,494
|
Schneider Electric SE
|
8,546
|
1,524,367
|
Societe Generale S.A.
|
79,877
|
2,172,394
|
TotalEnergies SE
|
193,533
|
11,758,389
|
|
|
84,044,277
|
|
||
Germany 8.6%
|
||
Allianz SE
|
19,821
|
4,737,206
|
Bayerische Motoren Werke AG
|
70,870
|
8,642,594
|
Deutsche Telekom AG
|
259,900
|
5,666,141
|
Heidelberg Materials AG
|
47,944
|
3,885,758
|
Infineon Technologies AG
|
85,787
|
3,769,092
|
Mercedes-Benz Group AG
|
79,477
|
6,347,265
|
SAP SE
|
38,147
|
5,203,692
|
Siemens AG
|
58,481
|
9,967,627
|
|
|
48,219,375
|
|
||
Greece 0.2%
|
||
OPAP SA
|
52,129
|
916,821
|
|
||
Hong Kong 1.4%
|
||
AIA Group Ltd.
|
97,800
|
978,463
|
China CITIC Bank Corp., Ltd., H Shares
|
1,982,000
|
958,484
|
Hong Kong Exchanges & Clearing Ltd.
|
41,600
|
1,753,939
|
NetEase, Inc.
|
57,000
|
1,241,479
|
PetroChina Co., Ltd., H Shares
|
3,586,000
|
2,629,386
|
Sino Land Co., Ltd.
|
356,585
|
437,716
|
|
|
7,999,467
|
|
||
Ireland 1.1%
|
||
CRH plc
|
102,224
|
6,089,579
|
|
||
Italy 3.0%
|
||
Assicurazioni Generali S.p.A.
|
61,244
|
1,304,529
|
Stellantis N.V.
|
335,309
|
6,879,830
|
UniCredit S.p.A.
|
122,000
|
3,089,070
|
Unipol Gruppo S.p.A.
|
967,764
|
5,388,210
|
|
|
16,661,639
|
|
||
Japan 20.3%
|
||
Advantest Corp.
|
25,100
|
3,471,577
|
BayCurrent Consulting, Inc.
|
21,800
|
704,025
|
Canon, Inc.
|
25,200
|
651,304
|
Dai-ichi Life Holdings, Inc.
|
53,200
|
1,086,967
|
Dexerials Corp.
|
31,100
|
706,024
|
DMG Mori Co., Ltd.
|
83,900
|
1,427,634
|
Fast Retailing Co., Ltd.
|
11,100
|
2,780,691
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Fujikura Ltd.
|
327,800
|
2,740,795
|
Hitachi Ltd.
|
32,000
|
2,094,864
|
Honda Motor Co., Ltd.
|
131,300
|
4,186,026
|
Hoya Corp.
|
52,003
|
6,056,234
|
Inpex Corp.
|
298,100
|
3,849,132
|
Japan Exchange Group, Inc.
|
196,700
|
3,427,142
|
Japan Tobacco, Inc.
|
157,782
|
3,501,119
|
KDDI Corp.
|
137,200
|
4,038,029
|
Keyence Corp.
|
8,800
|
3,948,929
|
Lawson, Inc.
|
107,200
|
5,378,736
|
Marubeni Corp.
|
180,000
|
3,186,899
|
Meitec Corp.
|
51,100
|
931,569
|
Mitsubishi Corp.
|
94,900
|
4,855,697
|
Nexon Co., Ltd.
|
105,400
|
2,010,970
|
Nippon Building Fund, Inc.
|
325
|
1,362,339
|
Nippon Express Holdings, Inc.
|
11,000
|
644,943
|
Obic Co., Ltd.
|
9,530
|
1,559,490
|
Ono Pharmaceutical Co., Ltd.
|
208,100
|
3,813,499
|
ORIX Corp.
|
364,000
|
7,002,093
|
Recruit Holdings Co., Ltd.
|
50,300
|
1,742,173
|
Seino Holdings Co., Ltd.
|
197,000
|
3,100,489
|
Shimamura Co., Ltd.
|
10,600
|
1,049,779
|
Shin-Etsu Chemical Co., Ltd.
|
276,000
|
9,092,777
|
Shinko Electric Industries Co., Ltd.
|
15,400
|
622,635
|
Sompo Holdings, Inc.
|
18,600
|
822,320
|
Sony Group Corp.
|
37,800
|
3,540,583
|
Sumitomo Mitsui Financial Group, Inc.
|
156,100
|
7,313,542
|
Suntory Beverage & Food Ltd.
|
70,600
|
2,513,149
|
Tokyo Electron Ltd.
|
26,400
|
3,962,295
|
Toyo Suisan Kaisha Ltd.
|
17,000
|
703,156
|
Toyota Motor Corp.
|
100,400
|
1,688,100
|
Yakult Honsha Co., Ltd.
|
47,500
|
2,635,577
|
|
|
114,203,302
|
|
||
Netherlands 6.1%
|
||
ABN AMRO Bank N.V., GDR
|
132,464
|
2,252,313
|
ASML Holding N.V.
|
24,397
|
17,474,809
|
Koninklijke Ahold Delhaize N.V.
|
229,725
|
7,918,303
|
OCI N.V. *
|
33,100
|
943,343
|
Wolters Kluwer N.V.
|
46,365
|
5,822,331
|
|
|
34,411,099
|
|
||
Norway 0.7%
|
||
Equinor A.S.A.
|
68,221
|
2,086,776
|
Norsk Hydro A.S.A.
|
298,554
|
1,955,355
|
|
|
4,042,131
|
|
||
Republic of Korea 1.7%
|
||
Doosan Bobcat, Inc.
|
40,330
|
1,849,998
|
Kia Corp.
|
68,647
|
4,455,143
|
Samsung Electro-Mechanics Co., Ltd.
|
6,004
|
684,929
|
Samsung Electronics Co., Ltd.
|
51,704
|
2,830,930
|
|
|
9,821,000
|
|
||
Singapore 0.8%
|
||
Jardine Cycle & Carriage Ltd.
|
104,500
|
2,697,127
|
Jardine Matheson Holdings Ltd.
|
38,800
|
1,916,542
|
|
|
4,613,669
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
Spain 1.4%
|
||
Banco Bilbao Vizcaya Argentaria S.A.
|
300,000
|
2,377,912
|
Banco Santander S.A.
|
1,078,329
|
4,369,693
|
Industria de Diseno Textil S.A.
|
24,116
|
923,108
|
|
|
7,670,713
|
|
||
Sweden 1.3%
|
||
Assa Abloy AB, B Shares
|
26,900
|
646,754
|
Atlas Copco AB, A Shares
|
237,205
|
3,369,707
|
Nordea Bank Abp
|
144,421
|
1,634,605
|
Sandvik AB
|
22,805
|
463,227
|
SSAB AB, A Shares
|
85,965
|
545,486
|
Telefonaktiebolaget LM Ericsson, B Shares
|
126,417
|
635,938
|
|
|
7,295,717
|
|
||
Switzerland 8.4%
|
||
ABB Ltd.
|
57,000
|
2,287,268
|
Cie Financiere Richemont S.A., Class A
|
32,744
|
5,272,858
|
Holcim Ltd. *
|
22,632
|
1,577,381
|
Nestle S.A.
|
95,008
|
11,640,297
|
Novartis AG
|
156,339
|
16,368,245
|
Partners Group Holding AG
|
1,725
|
1,936,543
|
Roche Holding AG
|
23,233
|
7,203,423
|
UBS Group AG
|
30,535
|
677,537
|
|
|
46,963,552
|
|
||
Taiwan 0.8%
|
||
Taiwan Semiconductor Manufacturing Co.,
Ltd.
|
237,000
|
4,279,651
|
|
||
United Kingdom 13.0%
|
||
AstraZeneca plc
|
49,169
|
7,064,415
|
BAE Systems plc
|
265,935
|
3,180,328
|
Burberry Group plc
|
50,263
|
1,434,769
|
Centrica plc
|
1,857,162
|
3,291,170
|
Glencore plc
|
508,625
|
3,093,169
|
GSK plc
|
336,163
|
5,984,088
|
Howden Joinery Group plc
|
292,851
|
2,772,993
|
HSBC Holdings plc
|
1,680,795
|
13,961,377
|
Imperial Brands plc
|
180,648
|
4,267,888
|
Investec plc
|
821,614
|
5,162,430
|
Land Securities Group plc
|
186,207
|
1,546,410
|
Legal & General Group plc
|
830,297
|
2,488,288
|
Man Group plc
|
1,287,933
|
3,948,275
|
NatWest Group plc
|
702,672
|
2,205,714
|
Rio Tinto plc
|
38,893
|
2,570,739
|
Shell plc
|
206,996
|
6,273,583
|
Tesco plc
|
762,547
|
2,525,610
|
Unilever plc
|
28,498
|
1,531,280
|
|
|
73,302,526
|
Total Common Stocks
(Cost $455,449,124)
|
556,384,502
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
SHORT-TERM INVESTMENTS 0.7% OF NET ASSETS
|
||
|
||
Money Market Funds 0.7%
|
||
State Street Institutional U.S. Government
Money Market Fund, Premier Class
5.19% (a)
|
4,065,381
|
4,065,381
|
Total Short-Term Investments
(Cost $4,065,381)
|
4,065,381
|
|
Total Investments in Securities
(Cost $459,514,505)
|
560,449,883
|
*
|
Non-income producing security.
|
(a)
|
The rate shown is the annualized 7-day yield.
|
GDR —
|
Global Depositary Receipt
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
Assets
|
|
|
|
|
Common Stocks1
|
$—
|
$463,927,334
|
$—
|
$463,927,334
|
Brazil
|
1,804,800
|
—
|
—
|
1,804,800
|
Canada
|
11,260,263
|
—
|
—
|
11,260,263
|
Ireland
|
6,089,579
|
—
|
—
|
6,089,579
|
United Kingdom
|
5,162,430
|
68,140,096
|
—
|
73,302,526
|
Short-Term Investments1
|
4,065,381
|
—
|
—
|
4,065,381
|
Total
|
$28,382,453
|
$532,067,430
|
$—
|
$560,449,883
|
1
|
As categorized in the Portfolio Holdings.
|