Shares
|
|
|
Value
|
|
|
COMMON STOCKS—98.2%
|
|
|
|
Communication Services—2.9%
|
|
211,059
|
1
|
AMC Networks, Inc.
|
$ 2,490,496
|
142,302
|
1
|
CarGurus, Inc.
|
2,451,864
|
309,231
|
1
|
Cinemark Holdings, Inc.
|
5,099,219
|
399,440
|
1
|
Eventbrite, Inc.
|
3,307,363
|
352,066
|
|
Gray Television, Inc.
|
2,295,470
|
1,005,361
|
1
|
iHeartMedia, Inc.
|
2,362,599
|
539,709
|
1
|
Lumen Technologies, Inc.
|
787,975
|
25,646
|
|
Shutterstock, Inc.
|
1,043,279
|
213,066
|
1
|
TechTarget, Inc.
|
5,365,002
|
413,520
|
1
|
Vimeo Holdings, Inc.
|
1,273,642
|
|
|
TOTAL
|
26,476,909
|
|
|
Consumer Discretionary—10.6%
|
|
193,300
|
1
|
2U, Inc.
|
409,796
|
220,063
|
1
|
Abercrombie & Fitch Co., Class A
|
13,384,232
|
78,996
|
1
|
Adient PLC
|
2,661,375
|
219,976
|
2
|
Big Lots, Inc.
|
1,003,091
|
480,746
|
1
|
Chegg, Inc.
|
3,620,017
|
988,668
|
|
Clarus Corp.
|
5,724,388
|
177,459
|
1,2
|
ContextLogic, Inc.
|
695,639
|
227,362
|
1
|
Coursera, Inc.
|
3,942,457
|
38,073
|
1
|
Duolingo, Inc.
|
5,560,562
|
9,742
|
1
|
Frontdoor, Inc.
|
281,836
|
293,468
|
1
|
GoPro, Inc.
|
736,605
|
238,098
|
1,2
|
Groupon, Inc.
|
3,045,273
|
131,854
|
1
|
Inspired Entertainment, Inc.
|
1,315,903
|
2,363
|
|
Installed Building Products, Inc.
|
263,876
|
84,933
|
|
International Game Technology PLC
|
2,158,997
|
80,118
|
1
|
Lumber Liquidators, Inc.
|
259,582
|
31,413
|
1
|
MCBC Holdings, Inc.
|
642,082
|
55,153
|
|
Murphy USA, Inc.
|
20,003,442
|
10,070
|
1
|
ODP Corp./The
|
452,344
|
208,457
|
1,2
|
Red Robin Gourmet Burgers
|
1,686,417
|
712,124
|
1
|
Rush Street Interactive, Inc.
|
2,542,283
|
50,940
|
1
|
Sally Beauty Holdings, Inc.
|
432,990
|
140,664
|
1
|
Taylor Morrison Home Corp.
|
5,390,245
|
88,784
|
|
Texas Roadhouse, Inc.
|
9,015,127
|
194,080
|
|
Upbound Group, Inc.
|
5,057,725
|
9,122
|
1
|
Visteon Corp.
|
1,050,216
|
16,521
|
|
Wingstop, Inc.
|
3,019,543
|
12,301
|
|
Winnebago Industries, Inc.
|
712,843
|
408,620
|
1,2
|
WW International, Inc.
|
3,195,408
|
|
|
TOTAL
|
98,264,294
|
|
|
Consumer Staples—3.9%
|
|
110,115
|
2
|
B&G Foods, Inc., Class A
|
888,628
|
144,965
|
1
|
Bellring Brands, Inc.
|
6,339,319
|
9,274
|
|
Coca-Cola Bottling Co.
|
5,902,066
|
67,335
|
1
|
elf Beauty, Inc.
|
6,237,241
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Staples—continued
|
|
72,403
|
|
Energizer Holdings, Inc.
|
$ 2,286,487
|
211,611
|
1
|
Herbalife Ltd.
|
3,015,457
|
79,936
|
|
Nu Skin Enterprises, Inc., Class A
|
1,517,985
|
80,643
|
|
Primo Water Corp.
|
1,053,198
|
39,372
|
|
SpartanNash Co.
|
885,476
|
123,916
|
1
|
Sprouts Farmers Market, Inc.
|
5,206,950
|
19,380
|
|
Turning Point Brands, Inc.
|
388,569
|
190,921
|
1
|
United Natural Foods, Inc.
|
2,783,628
|
|
|
TOTAL
|
36,505,004
|
|
|
Energy—9.4%
|
|
101,102
|
1,2
|
Amplify Energy Corp.
|
702,659
|
362,997
|
|
Ardmore Shipping Corp.
|
4,824,230
|
181,687
|
|
California Resources Corp.
|
9,554,919
|
34,407
|
1
|
Callon Petroleum Corp.
|
1,285,101
|
70,374
|
|
Civitas Resources, Inc.
|
5,308,311
|
65,304
|
|
CONSOL Energy, Inc.
|
6,000,785
|
51,482
|
1
|
Dorian LPG Ltd.
|
1,645,879
|
235,469
|
|
Enviva, Inc.
|
852,398
|
280,971
|
|
Equitrans Midstream Corp.
|
2,492,213
|
115,811
|
1
|
Gulf Island Fabrication, Inc.
|
456,295
|
51,596
|
|
International Seaways, Inc.
|
2,481,252
|
11,964
|
1
|
Nabors Industries Ltd.
|
1,168,165
|
67,404
|
1
|
Oceaneering International, Inc.
|
1,482,214
|
158,398
|
|
PBF Energy, Inc.
|
7,528,657
|
36,902
|
|
Permian Resources Corp.
|
537,662
|
43,562
|
|
Scorpio Tankers, Inc.
|
2,446,006
|
81,459
|
|
SM Energy Co.
|
3,284,427
|
7,727
|
|
Teekay Tankers Ltd., Class A
|
384,032
|
396,826
|
1
|
US Silica Holdings, Inc.
|
4,789,690
|
45,670
|
1
|
Vital Energy, Inc.
|
2,285,327
|
290,990
|
1
|
Weatherford International PLC
|
27,088,259
|
|
|
TOTAL
|
86,598,481
|
|
|
Financials—15.2%
|
|
11,504
|
|
1st Source Corp.
|
524,812
|
58,874
|
|
Amalgamated Financial Corp.
|
1,073,862
|
73,623
|
|
Artisan Partners Asset Management, Inc.
|
2,429,559
|
11,653
|
1
|
AssetMark Financial Holdings, Inc.
|
278,623
|
827,215
|
1
|
AvidXchange Holdings, Inc.
|
7,147,138
|
11,476
|
|
BancFirst Corp.
|
930,818
|
68,205
|
|
Banco Latinoamericano de Comercio Exterior S.A., Class E
|
1,540,069
|
37,419
|
1
|
Bancorp, Inc., DE
|
1,333,987
|
25,243
|
|
Bread Financial Holdings, Inc.
|
682,318
|
1,355,854
|
|
Brightspire Capital, Inc.
|
7,674,134
|
301,177
|
|
Byline Bancorp, Inc.
|
5,713,328
|
174,421
|
1
|
Cantaloupe, Inc.
|
1,147,690
|
342,732
|
|
CNO Financial Group, Inc.
|
7,944,528
|
15,724
|
1
|
Coastal Financial Corp.
|
584,461
|
53,050
|
|
Employers Holdings, Inc.
|
2,015,900
|
30,638
|
|
Enact Holdings, Inc.
|
844,383
|
18,123
|
|
Equity Bancshares, Inc.
|
438,577
|
69,125
|
|
Financial Institutions, Inc.
|
1,094,940
|
30,437
|
|
First Business Financial Services, Inc.
|
934,416
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
674,827
|
|
First Foundation, Inc.
|
$ 3,063,715
|
731,175
|
1
|
Genworth Financial, Inc., Class A
|
4,379,738
|
537,997
|
1
|
Green Dot Corp.
|
6,014,806
|
39,243
|
|
Heritage Commerce Corp.
|
321,008
|
24,559
|
|
Heritage Financial Corp.
|
399,575
|
52,768
|
|
Hometrust Bancshares, Inc.
|
1,087,549
|
113,779
|
|
Independent Bank Corp.- Michigan
|
2,269,891
|
59,706
|
|
Invesco Mortgage Capital, Inc.
|
407,792
|
193,580
|
|
Jackson Financial, Inc.
|
7,106,322
|
32,203
|
|
Kinsale Capital Group, Inc.
|
10,752,904
|
117,701
|
|
Ladder Capital Corp.
|
1,189,957
|
124,412
|
1
|
LendingTree, Inc.
|
1,645,971
|
22,064
|
|
Live Oak Bancshares, Inc.
|
636,546
|
20,223
|
1
|
Mr. Cooper Group, Inc.
|
1,143,206
|
125,074
|
|
OFG Bancorp.
|
3,704,692
|
164,498
|
1
|
Oscar Health, Inc.
|
842,230
|
176,922
|
1
|
Paysafe Ltd.
|
1,719,682
|
37,112
|
|
Peapack-Gladstone Financial Corp.
|
867,307
|
27,127
|
|
Preferred Bank Los Angeles, CA
|
1,615,955
|
314,026
|
1
|
PROG Holdings, Inc.
|
8,601,172
|
95,810
|
|
QCR Holdings, Inc.
|
4,546,185
|
228,383
|
1
|
Remitly Global, Inc.
|
6,150,354
|
63,665
|
|
RLI Corp.
|
8,482,725
|
6,623
|
|
Selective Insurance Group, Inc.
|
689,521
|
207,554
|
1
|
Siriuspoint Ltd.
|
2,044,407
|
195,362
|
1
|
Skyward Specialty Insurance Group, Inc.
|
5,499,440
|
521,130
|
1
|
StoneCo Ltd.
|
5,167,004
|
52,911
|
|
Tiptree, Inc.
|
799,485
|
90,013
|
|
Trustmark Corp.
|
1,810,161
|
28,385
|
|
Victory Capital Holdings
|
836,222
|
101,503
|
|
Waterstone Financial, Inc.
|
1,096,232
|
148,707
|
|
Western New England Bancorp, Inc.
|
1,066,229
|
|
|
TOTAL
|
140,291,526
|
|
|
Health Care—15.3%
|
|
69,668
|
1
|
Acadia Pharmaceuticals, Inc.
|
1,572,407
|
59,867
|
1
|
Aclaris Therapeutics, Inc.
|
298,138
|
39,904
|
1
|
AdaptHealth Corp.
|
292,496
|
197,959
|
1
|
Agiliti, Inc.
|
1,114,509
|
265,404
|
1
|
Alkermes, Inc.
|
6,420,123
|
196,084
|
1,2
|
Alx Oncology Holdings, Inc.
|
1,411,805
|
12,816
|
1
|
AMN Healthcare Services, Inc.
|
972,222
|
70,701
|
1
|
Amneal Pharmaceuticals, Inc.
|
273,613
|
156,632
|
1
|
Amphastar Pharmaceuticals, Inc.
|
7,090,731
|
66,189
|
1
|
Arcellx, Inc.
|
2,333,162
|
345,135
|
1
|
Arvinas, Inc.
|
5,563,576
|
409,237
|
1
|
Atea Pharmaceuticals, Inc.
|
1,330,020
|
187,847
|
1
|
Bridgebio Pharma, Inc.
|
4,891,536
|
758,956
|
1
|
Cara Therapeutics, Inc.
|
979,053
|
108,284
|
1
|
CareDx, Inc.
|
585,816
|
51,009
|
1
|
Catalyst Pharmaceutical Partners, Inc.
|
633,022
|
718,620
|
1
|
Codexis, Inc.
|
1,192,909
|
58,920
|
1
|
Collegium Pharmaceutical, Inc.
|
1,282,099
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Health Care—continued
|
|
1,031,712
|
1
|
Community Health Systems, Inc.
|
$ 2,207,864
|
28,193
|
1
|
Corcept Therapeutics, Inc.
|
791,659
|
237,367
|
1
|
Cross Country Healthcare, Inc.
|
5,497,420
|
36,151
|
1
|
Cryoport, Inc.
|
350,665
|
167,832
|
1,2
|
Emergent BioSolutions, Inc.
|
350,769
|
31,404
|
1
|
Enanta Pharmaceuticals, Inc.
|
283,264
|
325,913
|
1
|
EyePoint Pharmaceuticals, Inc.
|
1,961,996
|
1,404,661
|
1
|
Fate Therapeutics, Inc.
|
2,542,436
|
492,968
|
1,2
|
Gossamer Bio, Inc.
|
246,484
|
18,216
|
1
|
Haemonetics Corp.
|
1,552,550
|
59,953
|
1
|
Halozyme Therapeutics, Inc.
|
2,030,608
|
314,865
|
1
|
Harmony Biosciences Holdings, Inc.
|
7,411,922
|
561,461
|
1
|
Hims & Hers Health, Inc.
|
3,357,537
|
15,460
|
1
|
Immunovant, Inc.
|
510,953
|
392,968
|
1
|
Inmode Ltd.
|
7,505,689
|
37,900
|
1,2
|
Innovage Holding Corp.
|
205,797
|
109,533
|
1
|
Inogen, Inc.
|
489,612
|
16,291
|
1
|
Ligand Pharmaceuticals, Inc., Class B
|
851,856
|
66,589
|
1
|
Livanova PLC
|
3,266,190
|
584,466
|
1
|
MacroGenics, Inc.
|
3,050,913
|
357,061
|
1
|
MiMedx Group, Inc.
|
2,342,320
|
101,909
|
1
|
Nevro Corp.
|
1,470,547
|
196,166
|
1
|
NGM Biopharmaceuticals, Inc.
|
166,721
|
203,115
|
1,2
|
Novavax, Inc.
|
1,352,746
|
359,671
|
1
|
Nuvation Bio, Inc.
|
346,579
|
200,897
|
1
|
Omnicell, Inc.
|
7,139,879
|
90,226
|
1
|
OptimizeRX Corp
|
727,222
|
224,279
|
1
|
OraSure Technologies, Inc.
|
1,157,280
|
257,725
|
|
Owens & Minor, Inc.
|
3,693,199
|
212,409
|
1
|
Pacira BioSciences, Inc.
|
6,002,678
|
202,986
|
1
|
Pediatrix Medical Group
|
2,326,220
|
761,784
|
1
|
PMV Pharmaceuticals, Inc.
|
1,150,294
|
27,453
|
1
|
Protagonist Therapeutics, Inc.
|
399,167
|
173,971
|
1
|
RxSight, Inc.
|
3,851,718
|
80,355
|
1
|
SAGE Therapeutics, Inc.
|
1,505,049
|
182,238
|
1
|
SI-BONE, Inc.
|
3,099,868
|
2,606,607
|
1,2
|
Siga Technologies, Inc.
|
13,293,696
|
144,838
|
1
|
Silk Road Medical, Inc.
|
1,087,733
|
37,183
|
1
|
Supernus Pharmaceuticals, Inc.
|
886,815
|
199,079
|
1
|
Tactile Systems Technology, Inc.
|
2,173,943
|
727,623
|
1
|
Vanda Pharmaceuticals, Inc.
|
3,186,989
|
34,874
|
1
|
Vir Biotechnology, Inc.
|
276,551
|
270,353
|
1
|
Voyager Therapeutics, Inc.
|
1,776,219
|
|
|
TOTAL
|
142,116,854
|
|
|
Industrials—17.7%
|
|
136,446
|
1
|
ACV Auctions, Inc.
|
1,818,825
|
7,787
|
|
Allegiant Travel Co.
|
518,770
|
62,401
|
1
|
Atkore, Inc.
|
7,755,196
|
57,674
|
1
|
Beacon Roofing Supply, Inc.
|
4,104,659
|
96,736
|
|
Boise Cascade Co.
|
9,069,000
|
315,822
|
1
|
BrightView Holdings, Inc.
|
2,128,640
|
145,558
|
1
|
CECO Environmental Corp.
|
2,355,128
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Industrials—continued
|
|
57,194
|
1
|
Cimpress PLC
|
$ 3,412,766
|
91,857
|
1
|
Concrete Pumping Holdings, Inc.
|
645,755
|
459,236
|
1
|
Conduent, Inc.
|
1,464,963
|
14,058
|
2
|
Eagle Bulk Shipping, Inc.
|
573,566
|
40,289
|
|
Emcor Group, Inc.
|
8,325,722
|
19,446
|
1
|
Energy Recovery, Inc.
|
295,579
|
926,369
|
1
|
Enviri Corp.
|
5,317,358
|
275,161
|
1
|
Exlservice Holding, Inc.
|
7,184,454
|
37,095
|
1,2
|
Fluence Energy, Inc.
|
642,485
|
142,804
|
1
|
Forrester Research, Inc.
|
3,313,053
|
106,672
|
1
|
Franklin Covey Co.
|
4,203,944
|
282,789
|
1
|
GMS, Inc.
|
16,537,501
|
72,239
|
|
Griffon Corp.
|
2,885,226
|
420,620
|
1
|
Hawaiian Holdings, Inc.
|
1,770,810
|
65,492
|
|
Heidrick & Struggles International, Inc.
|
1,594,075
|
82,546
|
|
Hurco Co., Inc.
|
1,650,920
|
51,744
|
1
|
Huron Consulting Group, Inc.
|
5,141,284
|
86,469
|
|
Hyster-Yale Materials Handling, Inc.
|
3,459,625
|
225,037
|
1
|
JELD-WEN Holding, Inc.
|
2,549,669
|
90,767
|
1
|
Legalzoom.com, Inc.
|
904,947
|
246,620
|
1
|
Manitowoc, Inc.
|
3,156,736
|
515,285
|
1
|
Mistras Group, Inc.
|
2,818,609
|
85,230
|
1
|
MRC Global, Inc.
|
895,767
|
41,026
|
1
|
NEXTracker, Inc.
|
1,426,064
|
33,321
|
1
|
Now, Inc.
|
367,197
|
304,339
|
1
|
Parsons Corp.
|
17,210,371
|
30,701
|
|
Resources Connection, Inc.
|
413,543
|
367,988
|
|
REV Group, Inc.
|
5,240,149
|
306,694
|
1
|
SkyWest, Inc.
|
12,933,286
|
949,173
|
1,2
|
SunPower Corp.
|
4,052,969
|
7,165
|
|
Tennant Co.
|
531,786
|
138,015
|
|
Terex Corp.
|
6,321,087
|
236,641
|
1
|
Thermon Group Holdings, Inc.
|
6,315,948
|
52,305
|
1
|
TrueBlue, Inc.
|
579,016
|
21,415
|
|
Universal Truckload Services, Inc.
|
479,268
|
114,626
|
1
|
Upwork, Inc.
|
1,197,842
|
2,345
|
|
Watts Industries, Inc., Class A
|
405,708
|
|
|
TOTAL
|
163,969,266
|
|
|
Information Technology—13.0%
|
|
476,931
|
1
|
8x8, Inc.
|
1,135,096
|
23,305
|
1
|
Alarm.com Holdings, Inc.
|
1,191,585
|
44,934
|
1
|
AppFolio, Inc.
|
8,428,270
|
495,975
|
1
|
Arlo Technologies, Inc.
|
4,210,828
|
573,549
|
1
|
AvePoint, Inc.
|
4,295,882
|
51,849
|
1
|
Box, Inc.
|
1,288,966
|
153,446
|
1
|
Braze, Inc.
|
6,533,731
|
176,802
|
1
|
Brightcove, Inc.
|
544,550
|
26,113
|
1
|
Ceva, Inc.
|
448,360
|
20,370
|
1,2
|
Clearfield, Inc.
|
489,287
|
343,485
|
1
|
CommScope Holdings Co., Inc.
|
508,358
|
18,213
|
1
|
Commvault Systems, Inc.
|
1,190,219
|
106,406
|
|
Comtech Telecommunications Corp.
|
1,298,153
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Information Technology—continued
|
|
48,072
|
1
|
Digital Turbine, Inc.
|
$ 227,861
|
100,000
|
1
|
Extreme Networks, Inc.
|
2,062,000
|
279,517
|
1
|
Freshworks, Inc.
|
5,014,535
|
35,615
|
1
|
Intapp, Inc.
|
1,218,033
|
349,636
|
1
|
LivePerson, Inc.
|
923,039
|
543,268
|
1
|
LiveRamp Holdings, Inc.
|
15,026,793
|
134,076
|
1
|
MaxLinear, Inc.
|
2,037,955
|
88,190
|
1
|
Model N, Inc.
|
2,125,379
|
739,499
|
1,2
|
ON24, Inc.
|
4,547,919
|
8,343
|
1
|
Qualys, Inc.
|
1,276,062
|
707,443
|
1,2
|
Rackspace Technology, Inc.
|
863,080
|
393,345
|
1
|
Ribbon Communications, Inc.
|
739,489
|
50,820
|
1
|
Rogers Corp.
|
6,245,270
|
7,627
|
1
|
Sanmina Corp.
|
387,985
|
122,698
|
|
Sapiens International Corp. NV
|
3,128,799
|
472,323
|
1
|
SolarWinds Corp.
|
4,350,095
|
518,400
|
1
|
Sprinklr, Inc.
|
7,045,056
|
6,483
|
1
|
SPS Commerce, Inc.
|
1,039,484
|
327,024
|
1
|
Squarespace, Inc.
|
9,290,752
|
29,379
|
1
|
Synaptics, Inc.
|
2,457,847
|
403,378
|
1
|
Telos Corp.
|
935,837
|
6,880
|
1
|
Tenable Holdings, Inc.
|
289,717
|
541,074
|
1
|
Unisys Corp.
|
1,504,186
|
170,540
|
1
|
Varonis Systems, Inc.
|
5,736,966
|
50,681
|
1
|
Verint Systems, Inc.
|
953,310
|
125,976
|
1
|
Viavi Solutions, Inc.
|
980,093
|
20,401
|
1
|
Vishay Precision Group, Inc.
|
610,398
|
279,697
|
1
|
Weave Communications, Inc.
|
2,002,630
|
5,734
|
1
|
Workiva, Inc.
|
499,374
|
161,208
|
|
Xerox Holdings Corp.
|
2,069,911
|
541,397
|
1
|
Yext, Inc.
|
3,264,624
|
|
|
TOTAL
|
120,417,764
|
|
|
Materials—3.8%
|
|
67,711
|
1
|
ATI, Inc.
|
2,557,445
|
84,785
|
|
Commercial Metals Corp.
|
3,585,558
|
363,183
|
1
|
Constellium SE
|
5,738,291
|
169,310
|
1
|
Intrepid Potash, Inc.
|
3,367,576
|
12,663
|
|
Koppers Holdings, Inc.
|
463,086
|
99,138
|
|
Myers Industries, Inc.
|
1,662,544
|
59,683
|
1
|
O-I Glass, Inc.
|
922,102
|
113,747
|
1
|
Summit Materials, Inc.
|
3,742,276
|
712,790
|
|
SunCoke Energy, Inc.
|
6,778,633
|
122,810
|
|
Warrior Met Coal, Inc.
|
5,984,531
|
|
|
TOTAL
|
34,802,042
|
|
|
Real Estate—4.8%
|
|
650,400
|
1
|
Anywhere Real Estate, Inc.
|
3,037,368
|
302,825
|
1
|
Apartment Investment & Management Co., Class A
|
1,774,555
|
181,138
|
|
Armada Hoffler Properties, Inc.
|
1,804,134
|
2,592,879
|
|
Brandywine Realty Trust
|
9,697,367
|
274,745
|
|
City Office REIT, Inc.
|
1,046,778
|
59,547
|
2
|
eXp World Holdings, Inc.
|
790,189
|
38,063
|
|
Gladstone Land Corp.
|
519,941
|
Shares
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Real Estate—continued
|
|
488,771
|
|
Macerich Co. (The)
|
$ 4,750,854
|
559,908
|
|
Newmark Group, Inc.
|
3,174,678
|
1,020,032
|
1,2
|
Redfin Corp.
|
4,753,349
|
304,791
|
|
RMR Group, Inc./The
|
6,863,893
|
54,398
|
|
Service Properties Trust
|
394,386
|
55,469
|
|
Tanger Factory Outlet Centers, Inc.
|
1,250,826
|
984,978
|
|
Uniti Group, Inc.
|
4,530,899
|
|
|
TOTAL
|
44,389,217
|
|
|
Utilities—1.6%
|
|
7,702
|
|
Chesapeake Utilities Corp.
|
682,474
|
306,653
|
|
Clearway Energy, Inc.
|
6,246,522
|
13,991
|
|
Genie Energy Ltd.
|
277,581
|
5,672
|
|
ONE Gas, Inc.
|
342,589
|
55,422
|
|
Otter Tail Corp.
|
4,264,169
|
85,942
|
|
Portland General Electric Co.
|
3,439,399
|
|
|
TOTAL
|
15,252,734
|
|
|
TOTAL COMMON STOCKS
(IDENTIFIED COST $893,140,798)
|
909,084,091
|
|
|
INVESTMENT COMPANIES—4.0%
|
|
19,781,123
|
|
Federated Hermes Government Obligations Fund, Premier Shares, 5.26%3
|
19,781,123
|
17,244,127
|
|
Federated Hermes Institutional Prime Value Obligations Fund, Institutional Shares, 5.45%3
|
17,244,127
|
|
|
TOTAL INVESTMENT COMPANIES
(IDENTIFIED COST $37,025,182)
|
37,025,250
|
|
|
TOTAL INVESTMENT IN SECURITIES—102.2%
(IDENTIFIED COST $930,165,980)
|
946,109,341
|
|
|
OTHER ASSETS AND LIABILITIES - NET—(2.2)%4
|
(20,462,948)
|
|
|
TOTAL NET ASSETS—100%
|
$925,646,393
|
Affiliated
|
Value as of
7/31/2023
|
Purchases
at Cost
|
Proceeds
from Sales
|
Change in
Unrealized
Appreciation/
(Depreciation)
|
Net
Realized Gain/
(Loss)
|
Value as of
10/31/2023
|
Shares
Held as of
10/31/2023
|
Dividend
Income
|
Health Care:
|
|
|
|
|
|
|
|
|
Amphastar Pharmaceuticals, Inc.
|
$8,963,549
|
$708,312
|
$(128,761)
|
$(2,430,184)
|
$(22,185)
|
$7,090,731
|
156,632
|
$—
|
Siga Technologies, Inc.
|
$15,831,626
|
$—
|
$(781,379)
|
$(1,127,276)
|
$(629,275)
|
$13,293,696
|
2,606,607
|
$—
|
TOTAL OF AFFILIATED COMPANIES
TRANSACTIONS
|
$24,795,175
|
$708,312
|
$(910,140)
|
$(3,557,460)
|
$(651,460)
|
$20,384,427
|
2,763,239
|
$—
|
|
Federated
Hermes
Government
Obligations Fund,
Premier Shares*
|
Federated
Hermes
Institutional
Prime Value
Obligations Fund,
Institutional Shares
|
Total of
Affiliated
Transactions
|
Value as of 7/31/2023
|
$29,537,824
|
$8,766,419
|
$38,304,243
|
Purchases at Cost
|
$28,948,280
|
$61,726,823
|
$90,675,103
|
Proceeds from Sales
|
$(38,704,981)
|
$(53,250,288)
|
$(91,955,269)
|
Change in Unrealized Appreciation/Depreciation
|
$—
|
$(804)
|
$(804)
|
Net Realized Gain/(Loss)
|
$—
|
$1,977
|
$1,977
|
Value as of 10/31/2023
|
$19,781,123
|
$17,244,127
|
$37,025,250
|
Shares Held as of 10/31/2023
|
19,781,123
|
17,244,127
|
37,025,250
|
Dividend Income
|
$323,356
|
$225,226
|
$548,582
|
*
|
All or a portion of the balance/activity for the fund relates to cash collateral received on securities lending transactions.
|
1
|
Non-income-producing security.
|
2
|
All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers. As of October 31, 2023, securities
subject to this type of arrangement
and related collateral were as follows:
|
Fair Value of
Securities Loaned
|
Collateral
Received
|
$18,620,873
|
$19,781,123
|
3
|
7-day net yield.
|
4
|
Assets, other than investments in securities, less liabilities.
|
The following acronym(s) are used throughout this portfolio:
|
|
|
REIT
|
—Real Estate Investment Trust
|