|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (b) — 100.3%
|
|||||
|
|
Bermuda — 0.2%
|
|
|||
|
580
|
Credicorp Ltd.
|
$86,959
|
|||
|
|
Brazil — 11.2%
|
|
|||
|
57,558
|
Ambev S.A. (BRL)
|
162,688
|
|||
|
20,751
|
Auren Energia S.A. (BRL)
|
56,858
|
|||
|
25,113
|
Banco do Brasil S.A. (BRL)
|
286,357
|
|||
|
45,483
|
Banco Santander Brasil S.A.
(BRL)
|
302,433
|
|||
|
37,964
|
BB Seguridade Participacoes
S.A. (BRL)
|
262,988
|
|||
|
106,169
|
Caixa Seguridade Participacoes
S.A. (BRL)
|
281,946
|
|||
|
32,341
|
CCR S.A. (BRL)
|
94,408
|
|||
|
22,958
|
Cia Energetica de Minas Gerais
(Preference Shares) (BRL)
|
54,257
|
|||
|
6,094
|
Energisa S.A. (BRL)
|
67,531
|
|||
|
23,625
|
Eneva S.A. (BRL) (c)
|
66,192
|
|||
|
6,877
|
Engie Brasil Energia S.A. (BRL)
|
64,175
|
|||
|
8,887
|
Equatorial Energia S.A. (BRL)
|
65,350
|
|||
|
24,251
|
GPS Participacoes e
Empreendimentos S.A.
(BRL) (d)
|
94,106
|
|||
|
19,459
|
Hypera S.A. (BRL)
|
143,210
|
|||
|
43,544
|
Itau Unibanco Holding S.A.
(Preference Shares) (BRL)
|
304,510
|
|||
|
137,468
|
Itausa S.A. (Preference Shares)
(BRL)
|
293,467
|
|||
|
74,513
|
Klabin S.A. (BRL)
|
340,843
|
|||
|
45,068
|
Porto Seguro S.A. (BRL)
|
266,645
|
|||
|
27,320
|
Raia Drogasil S.A. (BRL)
|
165,351
|
|||
|
18,268
|
Rumo S.A. (BRL)
|
86,308
|
|||
|
32,685
|
Suzano S.A. (BRL)
|
374,314
|
|||
|
3,122
|
Telefonica Brasil S.A. (BRL)
|
34,346
|
|||
|
9,053
|
TIM S.A. (BRL)
|
33,416
|
|||
|
8,244
|
Transmissora Alianca de Energia
Eletrica S.A. (BRL)
|
65,136
|
|||
|
11,494
|
WEG S.A. (BRL)
|
87,336
|
|||
|
|
|
4,054,171
|
|||
|
|
Cayman Islands — 3.4%
|
|
|||
|
885,000
|
3SBio, Inc. (HKD) (d) (e)
|
852,302
|
|||
|
41,657
|
Hengan International Group Co.,
Ltd. (HKD)
|
154,977
|
|||
|
117,000
|
Sany Heavy Equipment
International Holdings Co.,
Ltd. (HKD)
|
113,127
|
|||
|
235
|
Tecnoglass, Inc.
|
10,742
|
|||
|
94,143
|
Tingyi Cayman Islands Holding
Corp. (HKD)
|
114,777
|
|||
|
|
|
1,245,925
|
|||
|
|
Chile — 0.9%
|
|
|||
|
508,893
|
Banco de Chile (CLP)
|
59,778
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Chile (Continued)
|
|
|||
|
1,119,070
|
Banco Santander Chile (CLP)
|
$54,619
|
|||
|
18,262
|
Cencosud S.A. (CLP)
|
34,306
|
|||
|
424,596
|
Enel Chile S.A. (CLP)
|
27,466
|
|||
|
15,196
|
Falabella S.A. (CLP) (c)
|
37,947
|
|||
|
1,832
|
Sociedad Quimica y Minera de
Chile S.A., Class B
(Preference Shares) (CLP)
|
109,482
|
|||
|
|
|
323,598
|
|||
|
|
China — 11.6%
|
|
|||
|
626,422
|
Agricultural Bank of China Ltd.,
Class H (HKD)
|
241,472
|
|||
|
667,865
|
Bank of China Ltd., Class H
(HKD)
|
254,881
|
|||
|
386,182
|
Bank of Communications Co.,
Ltd., Class H (HKD)
|
240,854
|
|||
|
1,227,643
|
CGN Power Co., Ltd., Class H,
Series REGS (HKD) (d) (e)
|
320,726
|
|||
|
502,319
|
China CITIC Bank Corp., Ltd.,
Class H (HKD)
|
236,734
|
|||
|
189,000
|
China Coal Energy Co., Ltd.,
Class H (HKD)
|
171,851
|
|||
|
414,059
|
China Construction Bank Corp.,
Class H (HKD)
|
246,574
|
|||
|
271,642
|
China Petroleum & Chemical
Corp., Class H (HKD)
|
142,283
|
|||
|
45,875
|
China Shenhua Energy Co., Ltd.,
Class H (HKD)
|
157,156
|
|||
|
3,678,000
|
China Tower Corp., Ltd.,
Class H (HKD) (d) (e)
|
386,241
|
|||
|
40,400
|
Fuyao Glass Industry Group Co.,
Ltd., Class H, Series REGS
(HKD) (d) (e)
|
196,606
|
|||
|
182,914
|
Huatai Securities Co., Ltd.,
Class H, Series REGS
(HKD) (d) (e)
|
230,970
|
|||
|
485,130
|
Industrial & Commercial Bank
of China Ltd., Class H (HKD)
|
237,331
|
|||
|
23,064
|
Nongfu Spring Co., Ltd.,
Class H, Series REGS
(HKD) (d) (e)
|
133,360
|
|||
|
650,643
|
People’s Insurance Co. Group of
China (The) Ltd., Class H
(HKD)
|
199,980
|
|||
|
198,000
|
PetroChina Co., Ltd., Class H
(HKD)
|
130,842
|
|||
|
181,500
|
PICC Property & Casualty Co.,
Ltd., Class H (HKD)
|
215,703
|
|||
|
462,000
|
Postal Savings Bank of China
Co., Ltd., Class H,
Series REGS (HKD) (d) (e)
|
220,690
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (b) (Continued)
|
|||||
|
|
China (Continued)
|
|
|||
|
45,529
|
Sinopharm Group Co., Ltd.,
Class H (HKD)
|
$119,238
|
|||
|
16,000
|
Tsingtao Brewery Co., Ltd.,
Class H (HKD)
|
107,370
|
|||
|
|
|
4,190,862
|
|||
|
|
Czech Republic — 0.2%
|
|
|||
|
1,657
|
CEZ AS (CZK)
|
71,018
|
|||
|
|
Egypt — 0.1%
|
|
|||
|
19,151
|
Commercial International Bank -
Egypt (EGP) (f)
|
45,170
|
|||
|
|
Hong Kong — 0.6%
|
|
|||
|
85,321
|
BOC Hong Kong Holdings Ltd.
(HKD)
|
231,646
|
|||
|
|
Hungary — 0.3%
|
|
|||
|
2,472
|
OTP Bank Nyrt (HUF)
|
112,586
|
|||
|
|
India — 33.5%
|
|
|||
|
10,424
|
Asian Paints Ltd. (INR)
|
426,211
|
|||
|
15,076
|
Bata India Ltd. (INR)
|
299,188
|
|||
|
31,928
|
Bharti Airtel Ltd. (INR)
|
396,041
|
|||
|
1,275
|
Bosch Ltd. (INR)
|
340,206
|
|||
|
2,813
|
Britannia Industries Ltd. (INR)
|
180,464
|
|||
|
6,365
|
Colgate-Palmolive India Ltd.
(INR)
|
193,496
|
|||
|
23,142
|
Dabur India Ltd. (INR)
|
154,959
|
|||
|
4,909
|
Dr. Reddy’s Laboratories Ltd.
(INR)
|
342,034
|
|||
|
16,964
|
Grasim Industries Ltd. (INR)
|
435,202
|
|||
|
54,436
|
HDFC Bank Ltd. (INR)
|
1,118,141
|
|||
|
5,177
|
Hindustan Unilever Ltd. (INR)
|
165,733
|
|||
|
87,284
|
ICICI Bank Ltd. (INR)
|
1,045,347
|
|||
|
28,725
|
ITC Ltd. (INR)
|
159,515
|
|||
|
47,869
|
Kotak Mahindra Bank Ltd.
(INR)
|
1,097,641
|
|||
|
10,898
|
Larsen & Toubro Ltd. (INR)
|
461,779
|
|||
|
2,285
|
Maruti Suzuki India Ltd. (INR)
|
282,896
|
|||
|
567
|
Nestle India Ltd. (INR)
|
181,112
|
|||
|
17,499
|
Pidilite Industries Ltd. (INR)
|
570,958
|
|||
|
35,431
|
Reliance Industries Ltd. (INR)
|
1,100,628
|
|||
|
23,671
|
Sun Pharmaceutical Industries
Ltd. (INR)
|
358,263
|
|||
|
18,434
|
Tata Consultancy Services Ltd.
(INR)
|
840,336
|
|||
|
14,557
|
Tata Consumer Products Ltd.
(INR)
|
190,119
|
|||
|
7,701
|
Titan Co., Ltd. (INR)
|
340,144
|
|||
|
3,992
|
UltraTech Cement Ltd. (INR)
|
503,861
|
|||
|
160,195
|
Wipro Ltd. (INR)
|
907,301
|
|||
|
|
|
12,091,575
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Indonesia — 3.3%
|
|
|||
|
108,657
|
Adaro Energy Indonesia Tbk PT
(IDR)
|
$16,796
|
|||
|
223,154
|
Astra International Tbk PT
(IDR)
|
81,887
|
|||
|
332,752
|
Bank Central Asia Tbk PT (IDR)
|
203,148
|
|||
|
487,392
|
Bank Mandiri Persero Tbk PT
(IDR)
|
191,513
|
|||
|
568,820
|
Bank Negara Indonesia Persero
Tbk PT (IDR)
|
198,572
|
|||
|
562,016
|
Bank Rakyat Indonesia Persero
Tbk PT (IDR)
|
208,972
|
|||
|
336,396
|
Barito Pacific Tbk PT (IDR)
|
29,058
|
|||
|
203,487
|
Berkah Beton Sadaya Tbk PT
(IDR) (c)
|
661
|
|||
|
2,260,386
|
Bumi Resources Tbk PT
(IDR) (c)
|
12,479
|
|||
|
8,632,269
|
GoTo Gojek Tokopedia Tbk PT
(IDR) (c)
|
48,215
|
|||
|
39,398
|
Indah Kiat Pulp & Paper Tbk PT
(IDR)
|
21,302
|
|||
|
151,846
|
Merdeka Copper Gold Tbk PT
(IDR) (c)
|
26,627
|
|||
|
543,091
|
Telkom Indonesia Persero Tbk
PT (IDR)
|
139,326
|
|||
|
15,480
|
United Tractors Tbk PT (IDR)
|
22,747
|
|||
|
|
|
1,201,303
|
|||
|
|
Luxembourg — 0.1%
|
|
|||
|
4,016
|
Allegro.eu S.A. (PLN) (c) (d) (e)
|
34,013
|
|||
|
|
Malaysia — 1.5%
|
|
|||
|
90,600
|
CIMB Group Holdings Bhd
(MYR)
|
115,345
|
|||
|
25,300
|
Inari Amertron Bhd (MYR)
|
16,573
|
|||
|
11,200
|
Kuala Lumpur Kepong Bhd
(MYR)
|
53,185
|
|||
|
55,900
|
Malayan Banking Bhd (MYR)
|
108,150
|
|||
|
33,400
|
Petronas Chemicals Group Bhd
(MYR)
|
52,044
|
|||
|
121,100
|
Public Bank Bhd (MYR)
|
113,062
|
|||
|
11,800
|
Tenaga Nasional Bhd (MYR)
|
25,783
|
|||
|
77,500
|
YTL Corp. Bhd (MYR)
|
31,877
|
|||
|
57,500
|
YTL Power International Bhd
(MYR)
|
31,785
|
|||
|
|
|
547,804
|
|||
|
|
Mexico — 6.8%
|
|
|||
|
35,641
|
Alsea SAB de C.V. (MXN) (c)
|
134,664
|
|||
|
337,518
|
America Movil S.A.B. de C.V.,
Series B (MXN)
|
312,852
|
|||
|
10,445
|
Arca Continental S.A.B. de C.V.
(MXN)
|
114,046
|
|||
|
30,742
|
Banco del Bajio S.A.,
Series REGS (MXN) (d) (e)
|
102,829
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (b) (Continued)
|
|||||
|
|
Mexico (Continued)
|
|
|||
|
174,390
|
Cemex S.A.B. de C.V.,
Series CPO (MXN) (c)
|
$135,766
|
|||
|
16,400
|
Corp Inmobiliaria Vesta SAB de
CV (MXN)
|
65,123
|
|||
|
32,457
|
Fibra Uno Administracion S.A.
de C.V. (MXN)
|
58,431
|
|||
|
8,687
|
Fomento Economico Mexicano
S.A.B. de C.V., Series UBD
(MXN)
|
113,057
|
|||
|
5,539
|
Gruma S.A.B. de C.V., Class B
(MXN)
|
101,490
|
|||
|
10,483
|
Grupo Aeroportuario del Centro
Norte S.A.B. de C.V. (MXN)
|
110,972
|
|||
|
6,922
|
Grupo Aeroportuario del
Pacifico S.A.B. de C.V.,
Class B (MXN)
|
120,834
|
|||
|
4,766
|
Grupo Aeroportuario del Sureste
S.A.B. de C.V., Class B
(MXN)
|
139,620
|
|||
|
19,678
|
Grupo Bimbo S.A.B. de C.V.,
Series A (MXN)
|
99,601
|
|||
|
11,532
|
Grupo Financiero Banorte
S.A.B. de C.V., Class O
(MXN)
|
115,965
|
|||
|
36,745
|
Grupo Mexico S.A.B. de C.V.,
Series B (MXN)
|
203,795
|
|||
|
47,646
|
Kimberly-Clark de Mexico
S.A.B. de C.V., Class A
(MXN)
|
107,099
|
|||
|
12,867
|
Qualitas Controladora S.A.B. de
C.V. (MXN)
|
130,011
|
|||
|
13,462
|
Regional SAB de CV (MXN)
|
128,643
|
|||
|
34,869
|
Wal-Mart de Mexico S.A.B. de
C.V. (MXN)
|
146,963
|
|||
|
|
|
2,441,761
|
|||
|
|
Netherlands — 0.1%
|
|
|||
|
3,469
|
NEPI Rockcastle N.V. (ZAR)
|
23,967
|
|||
|
247
|
X5 Retail Group N.V.,
GDR (c) (e) (f) (g) (h)
|
0
|
|||
|
|
|
23,967
|
|||
|
|
Philippines — 1.2%
|
|
|||
|
297,810
|
Ayala Land, Inc. (PHP)
|
185,274
|
|||
|
51,314
|
BDO Unibank, Inc. (PHP)
|
120,929
|
|||
|
9,300
|
SM Investments Corp. (PHP)
|
146,449
|
|||
|
|
|
452,652
|
|||
|
|
Poland — 1.5%
|
|
|||
|
1,848
|
Bank Polska Kasa Opieki S.A.
(PLN)
|
71,412
|
|||
|
81
|
Budimex S.A. (PLN)
|
12,887
|
|||
|
1,034
|
CD Projekt S.A. (PLN)
|
30,221
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Poland (Continued)
|
|
|||
|
493
|
Dino Polska S.A.
(PLN) (c) (d) (e)
|
$57,723
|
|||
|
1,150
|
KGHM Polska Miedz S.A.
(PLN)
|
35,861
|
|||
|
10
|
LPP S.A. (PLN)
|
41,146
|
|||
|
5,363
|
ORLEN S.A. (PLN)
|
89,275
|
|||
|
5,373
|
Powszechna Kasa Oszczednosci
Bank Polski S.A. (PLN) (c)
|
68,713
|
|||
|
4,509
|
Powszechny Zaklad
Ubezpieczen S.A. (PLN)
|
54,169
|
|||
|
518
|
Santander Bank Polska S.A
(PLN)
|
64,481
|
|||
|
|
|
525,888
|
|||
|
|
Russia — 0.0%
|
|
|||
|
7,696
|
Alrosa PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
40,399
|
Credit Bank of Moscow PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
172,018
|
Inter RAO UES PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
96
|
Magnit PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
15,021
|
Magnitogorsk Iron & Steel
Works PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
47
|
MMC Norilsk Nickel PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
2,140
|
Mobile TeleSystems PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
1,668
|
Moscow Exchange MICEX-RTS
PJSC (RUB) (c) (f) (g) (h)
|
0
|
|||
|
4,741
|
Novolipetsk Steel PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
85
|
Polyus PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
676
|
Severstal PAO
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
10,776
|
Sistema PJSFC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
3,253
|
Tatneft PJSC
(RUB) (c) (f) (g) (h)
|
0
|
|||
|
|
|
0
|
|||
|
|
South Africa — 3.8%
|
|
|||
|
7,510
|
Absa Group Ltd. (ZAR)
|
67,211
|
|||
|
8,845
|
African Rainbow Minerals Ltd.
(ZAR)
|
96,706
|
|||
|
3,069
|
Aspen Pharmacare Holdings Ltd.
(ZAR)
|
34,142
|
|||
|
2,078
|
Bid Corp., Ltd. (ZAR)
|
48,467
|
|||
|
2,760
|
Bidvest Group (The) Ltd. (ZAR)
|
38,066
|
|||
|
765
|
Capitec Bank Holdings Ltd.
(ZAR)
|
84,743
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (b) (Continued)
|
|||||
|
|
South Africa (Continued)
|
|
|||
|
3,392
|
Clicks Group Ltd. (ZAR)
|
$60,397
|
|||
|
9,573
|
Discovery Ltd. (ZAR)
|
75,192
|
|||
|
1,721
|
Exxaro Resources Ltd. (ZAR)
|
19,238
|
|||
|
20,561
|
FirstRand Ltd. (ZAR)
|
82,626
|
|||
|
34,225
|
Growthpoint Properties Ltd.
(ZAR)
|
21,853
|
|||
|
15,218
|
Impala Platinum Holdings Ltd.
(ZAR)
|
75,930
|
|||
|
2,363
|
Mr Price Group Ltd. (ZAR)
|
20,257
|
|||
|
14,121
|
MTN Group Ltd. (ZAR)
|
89,161
|
|||
|
6,489
|
Nedbank Group Ltd. (ZAR)
|
76,704
|
|||
|
108,873
|
Old Mutual Ltd. (ZAR)
|
77,730
|
|||
|
19,034
|
Pepkor Holdings Ltd.
(ZAR) (d) (e)
|
20,426
|
|||
|
8,842
|
Remgro Ltd. (ZAR)
|
78,538
|
|||
|
19,994
|
Sanlam Ltd. (ZAR)
|
79,572
|
|||
|
5,764
|
Sasol Ltd. (ZAR)
|
58,385
|
|||
|
3,658
|
Shoprite Holdings Ltd. (ZAR)
|
55,002
|
|||
|
7,147
|
Standard Bank Group Ltd.
(ZAR)
|
81,306
|
|||
|
4,841
|
Woolworths Holdings Ltd.
(ZAR)
|
19,107
|
|||
|
|
|
1,360,759
|
|||
|
|
Taiwan — 13.7%
|
|
|||
|
237,239
|
Asia Cement Corp. (TWD)
|
320,410
|
|||
|
230,734
|
Chang Hwa Commercial Bank
Ltd. (TWD)
|
134,574
|
|||
|
337,301
|
China Development Financial
Holding Corp. (TWD) (c)
|
137,930
|
|||
|
172,476
|
China Steel Corp. (TWD)
|
151,736
|
|||
|
33,245
|
Chunghwa Telecom Co., Ltd.
(TWD)
|
129,988
|
|||
|
164,130
|
E.Sun Financial Holding Co.,
Ltd. (TWD)
|
137,976
|
|||
|
328,008
|
Far Eastern New Century Corp.
(TWD)
|
333,453
|
|||
|
53,046
|
Far EasTone
Telecommunications Co., Ltd.
(TWD)
|
137,928
|
|||
|
149,912
|
First Financial Holding Co., Ltd.
(TWD)
|
133,839
|
|||
|
70,813
|
Formosa Chemicals & Fibre
Corp. (TWD)
|
143,746
|
|||
|
118,173
|
Formosa Plastics Corp. (TWD)
|
304,958
|
|||
|
65,571
|
Fubon Financial Holding Co.,
Ltd. (TWD)
|
138,447
|
|||
|
194,154
|
Hua Nan Financial Holdings Co.,
Ltd. (TWD)
|
141,390
|
|||
|
105,907
|
Mega Financial Holding Co.,
Ltd. (TWD)
|
135,272
|
|||
|
65,391
|
Nan Ya Plastics Corp. (TWD)
|
141,689
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Taiwan (Continued)
|
|
|||
|
11,900
|
President Chain Store Corp.
(TWD)
|
$104,496
|
|||
|
429,358
|
Shin Kong Financial Holding
Co., Ltd. (TWD) (c)
|
123,811
|
|||
|
228,745
|
SinoPac Financial Holdings Co.,
Ltd. (TWD)
|
146,830
|
|||
|
503,863
|
Synnex Technology International
Corp. (TWD)
|
1,152,512
|
|||
|
222,355
|
Taishin Financial Holding Co.,
Ltd. (TWD)
|
131,136
|
|||
|
301,527
|
Taiwan Business Bank (TWD)
|
134,599
|
|||
|
155,475
|
Taiwan Cooperative Financial
Holding Co., Ltd. (TWD)
|
135,260
|
|||
|
40,766
|
Taiwan Mobile Co., Ltd. (TWD)
|
130,970
|
|||
|
44,560
|
Uni-President Enterprises Corp.
(TWD)
|
108,168
|
|||
|
158,888
|
Yuanta Financial Holding Co.,
Ltd. (TWD)
|
142,888
|
|||
|
|
|
4,934,006
|
|||
|
|
Thailand — 4.5%
|
|
|||
|
9,700
|
Advanced Info Service PCL
(THB)
|
61,669
|
|||
|
26,800
|
Airports of Thailand PCL (THB)
|
46,914
|
|||
|
9,800
|
Bangkok Bank PCL (THB)
|
44,934
|
|||
|
100,800
|
Bangkok Dusit Medical Services
PCL (THB)
|
81,951
|
|||
|
224,900
|
Bangkok Expressway & Metro
PCL (THB)
|
52,383
|
|||
|
248,900
|
BTS Group Holdings PCL
(THB)
|
52,868
|
|||
|
10,100
|
Bumrungrad Hospital PCL
(THB)
|
65,691
|
|||
|
25,100
|
Central Pattana PCL (THB)
|
51,476
|
|||
|
108,000
|
Charoen Pokphand Foods PCL
(THB)
|
62,017
|
|||
|
37,000
|
CP ALL PCL (THB)
|
60,705
|
|||
|
116,800
|
Gulf Energy Development PCL
(THB) (e)
|
152,277
|
|||
|
174,100
|
Home Product Center PCL
(THB)
|
59,678
|
|||
|
30,000
|
Intouch Holdings PCL (THB)
|
62,843
|
|||
|
13,000
|
Kasikornbank PCL (THB)
|
51,417
|
|||
|
86,000
|
Krung Thai Bank PCL (THB)
|
46,361
|
|||
|
37,100
|
Krungthai Card PCL (THB)
|
47,282
|
|||
|
203,400
|
Land & Houses PCL (THB)
|
48,567
|
|||
|
69,600
|
Minor International PCL (THB)
|
60,154
|
|||
|
213,600
|
PTT Oil & Retail Business PCL
(THB) (d) (e)
|
119,527
|
|||
|
119,200
|
PTT PCL (THB)
|
124,849
|
|||
|
15,900
|
SCB X PCL (THB)
|
49,378
|
|||
|
6,200
|
Siam Cement (The) PCL (THB)
|
55,583
|
|||
|
145,700
|
Thai Beverage PCL (SGD)
|
57,960
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (a) (b) (Continued)
|
|||||
|
|
Thailand (Continued)
|
|
|||
|
16,500
|
Tisco Financial Group PCL
(THB)
|
$48,220
|
|||
|
950,200
|
TMBThanachart Bank PCL
(THB)
|
46,490
|
|||
|
|
|
1,611,194
|
|||
|
|
Turkey — 1.5%
|
|
|||
|
25,325
|
Akbank T.A.S. (TRY)
|
31,385
|
|||
|
4,388
|
Arcelik A.S. (TRY)
|
19,134
|
|||
|
12,856
|
Aselsan Elektronik Sanayi Ve
Ticaret A.S. (TRY)
|
19,623
|
|||
|
2,838
|
BIM Birlesik Magazalar A.S.
(TRY)
|
28,964
|
|||
|
1,975
|
Coca-Cola Icecek A.S. (TRY)
|
35,219
|
|||
|
2,425
|
Enerjisa Enerji A.S.
(TRY) (d) (e)
|
3,748
|
|||
|
15,064
|
Enka Insaat ve Sanayi A.S.
(TRY)
|
17,380
|
|||
|
11,096
|
Eregli Demir ve Celik
Fabrikalari T.A.S. (TRY) (c)
|
15,438
|
|||
|
846
|
Ford Otomotiv Sanayi A.S.
(TRY)
|
21,230
|
|||
|
14,194
|
Haci Omer Sabanci Holding A.S.
(TRY)
|
29,116
|
|||
|
18,363
|
Hektas Ticaret T.A.S. (TRY) (c)
|
12,525
|
|||
|
10,636
|
KOC Holding A.S. (TRY)
|
51,179
|
|||
|
17,164
|
Koza Altin Isletmeleri A.S.
(TRY)
|
11,375
|
|||
|
6,556
|
Oyak Cimento Fabrikalari AS
(TRY) (c)
|
12,336
|
|||
|
868
|
Pegasus Hava Tasimaciligi A.S.
(TRY) (c)
|
19,131
|
|||
|
10,044
|
Sasa Polyester Sanayi AS
(TRY) (c)
|
12,420
|
|||
|
2,420
|
Tofas Turk Otomobil Fabrikasi
A.S. (TRY)
|
17,245
|
|||
|
2,949
|
Turk Hava Yollari AO (TRY) (c)
|
22,876
|
|||
|
595
|
Turk Traktor ve Ziraat
Makineleri A.S. (TRY)
|
14,376
|
|||
|
12,196
|
Turkcell Iletisim Hizmetleri A.S.
(TRY)
|
23,218
|
|||
|
32,921
|
Turkiye Is Bankasi A.S., Class C
(TRY)
|
26,097
|
|||
|
9,813
|
Turkiye Petrol Rafinerileri A.S.
(TRY)
|
47,619
|
|||
|
9,598
|
Turkiye Sise ve Cam Fabrikalari
A.S. (TRY)
|
14,924
|
|||
|
45,903
|
Yapi ve Kredi Bankasi A.S.
(TRY)
|
30,437
|
|||
|
|
|
536,995
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
United Kingdom — 0.3%
|
|
|||
|
4,937
|
Anglogold Ashanti PLC (ZAR)
|
$95,383
|
|||
|
|
Total Common Stocks
|
36,219,235
|
|||
|
|
(Cost $33,318,584)
|
|
|||
|
RIGHTS (a) (b) — 0.0%
|
|||||
|
|
Taiwan — 0.0%
|
|
|||
|
2,200
|
Mega Financial Holding Co.,
Ltd., expiring 01/19/24
(TWD) (c) (f) (g)
|
444
|
|||
|
|
(Cost $0)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 100.3%
|
36,219,679
|
|||
|
|
(Cost $33,318,584)
|
|
|||
|
|
Net Other Assets and
Liabilities — (0.3)%
|
(111,457
)
|
|||
|
|
Net Assets — 100.0%
|
$36,108,222
|
|||
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Sector Allocation table.
|
|
(b)
|
Securities are issued in U.S. dollars unless otherwise
indicated in the security description.
|
|
(c)
|
Non-income producing security.
|
|
(d)
|
This security is exempt from registration upon resale under
Rule 144A of the Securities Act of 1933, as amended (the
“1933 Act”) and may be resold in transactions exempt from
registration, normally to qualified institutional buyers. This
security is not restricted on the foreign exchange where it
trades freely without any additional registration. As such, it
does not require the additional disclosure required of
restricted securities.
|
|
(e)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
|
(f)
|
Pursuant to procedures adopted by the Trust’s Board of
Trustees, this security has been determined to be illiquid by
First Trust Advisors L.P., the Fund’s advisor.
|
|
(g)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At December 31, 2023, securities
noted as such are valued at $444 or 0.0% of net assets.
|
|
(h)
|
This security’s value was determined using significant
unobservable inputs (see Valuation Inputs in the Additional
Information section).
|
|
Abbreviations throughout the Portfolio of Investments:
|
|
|
BRL
|
– Brazilian Real
|
|
CLP
|
– Chilean Peso
|
|
CZK
|
– Czech Koruna
|
|
EGP
|
– Egyptian Pound
|
|
GDR
|
– Global Depositary Receipt
|
|
HKD
|
– Hong Kong Dollar
|
|
HUF
|
– Hungarian Forint
|
|
IDR
|
– Indonesian Rupiah
|
|
INR
|
– Indian Rupee
|
|
MXN
|
– Mexican Peso
|
|
MYR
|
– Malaysian Ringgit
|
|
PHP
|
– Philippine Peso
|
|
PLN
|
– Polish Zloty
|
|
RUB
|
– Russian Ruble
|
|
SGD
|
– Singapore Dollar
|
|
THB
|
– Thai Baht
|
|
TRY
|
– Turkish Lira
|
|
TWD
|
– New Taiwan Dollar
|
|
USD
|
– United States Dollar
|
|
ZAR
|
– South African Rand
|
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
|
Financials
|
36.2%
|
|
Materials
|
12.9
|
|
Consumer Staples
|
9.7
|
|
Information Technology
|
8.1
|
|
Industrials
|
6.5
|
|
Consumer Discretionary
|
5.8
|
|
Energy
|
5.6
|
|
Health Care
|
5.5
|
|
Communication Services
|
5.4
|
|
Utilities
|
3.0
|
|
Real Estate
|
1.3
|
|
Total
|
100.0%
|
|
Currency Exposure Diversification
|
% of Total
Investments
|
|
INR
|
33.4%
|
|
HKD
|
15.6
|
|
TWD
|
13.6
|
|
BRL
|
11.2
|
|
MXN
|
6.7
|
|
THB
|
4.3
|
|
ZAR
|
4.1
|
|
IDR
|
3.3
|
|
PLN
|
1.5
|
|
MYR
|
1.5
|
|
TRY
|
1.5
|
|
PHP
|
1.3
|
|
CLP
|
0.9
|
|
HUF
|
0.3
|
|
USD
|
0.3
|
|
CZK
|
0.2
|
|
SGD
|
0.2
|
|
EGP
|
0.1
|
|
RUB
|
0.0‡
|
|
Total
|
100.0%
|
|
‡
|
Investments are valued at $0.
|
|
|
Total
Value at
12/31/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks:
|
|
|
|
|
|
Netherlands
|
$ 23,967
|
$ 23,967
|
$ —
|
$ —**
|
|
Russia
|
—**
|
—
|
—
|
—**
|
|
Thailand
|
1,611,194
|
57,960
|
1,553,234
|
—
|
|
Other Country
Categories*
|
34,584,074
|
34,584,074
|
—
|
—
|
|
Rights*
|
444
|
—
|
444
|
—
|
|
Total Investments
|
$36,219,679
|
$34,666,001
|
$1,553,678
|
$—**
|
|
*
|
See Portfolio of Investments for country breakout.
|
|
**
|
Investments are valued at $0.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS — 99.8%
|
|||||
|
|
Aerospace & Defense — 1.3%
|
|
|||
|
126
|
General Dynamics Corp.
|
$32,718
|
|||
|
172
|
HEICO Corp.
|
30,766
|
|||
|
601
|
Howmet Aerospace, Inc.
|
32,526
|
|||
|
160
|
L3Harris Technologies, Inc.
|
33,699
|
|||
|
68
|
Lockheed Martin Corp.
|
30,820
|
|||
|
63
|
Northrop Grumman Corp.
|
29,493
|
|||
|
386
|
RTX Corp.
|
32,478
|
|||
|
356
|
Textron, Inc.
|
28,630
|
|||
|
|
|
251,130
|
|||
|
|
Air Freight & Logistics —
0.4%
|
|
|||
|
242
|
Expeditors International of
Washington, Inc.
|
30,782
|
|||
|
105
|
FedEx Corp.
|
26,562
|
|||
|
178
|
United Parcel Service, Inc.,
Class B
|
27,987
|
|||
|
|
|
85,331
|
|||
|
|
Automobiles — 0.7%
|
|
|||
|
5,252
|
Ford Motor Co.
|
64,022
|
|||
|
1,979
|
General Motors Co.
|
71,086
|
|||
|
|
|
135,108
|
|||
|
|
Banks — 2.4%
|
|
|||
|
1,049
|
Bank of America Corp.
|
35,320
|
|||
|
698
|
Citigroup, Inc.
|
35,905
|
|||
|
1,072
|
Citizens Financial Group, Inc.
|
35,526
|
|||
|
1,134
|
Fifth Third Bancorp
|
39,112
|
|||
|
21
|
First Citizens BancShares, Inc.,
Class A
|
29,798
|
|||
|
2,762
|
Huntington Bancshares, Inc.
|
35,133
|
|||
|
198
|
JPMorgan Chase & Co.
|
33,680
|
|||
|
227
|
M&T Bank Corp.
|
31,117
|
|||
|
234
|
PNC Financial Services Group
(The), Inc.
|
36,235
|
|||
|
1,670
|
Regions Financial Corp.
|
32,364
|
|||
|
1,004
|
Truist Financial Corp.
|
37,068
|
|||
|
869
|
U.S. Bancorp
|
37,610
|
|||
|
703
|
Wells Fargo & Co.
|
34,602
|
|||
|
|
|
453,470
|
|||
|
|
Beverages — 0.9%
|
|
|||
|
469
|
Brown-Forman Corp., Class B
|
26,780
|
|||
|
483
|
Coca-Cola (The) Co.
|
28,463
|
|||
|
108
|
Constellation Brands, Inc.,
Class A
|
26,109
|
|||
|
856
|
Keurig Dr Pepper, Inc.
|
28,522
|
|||
|
425
|
Molson Coors Beverage Co.,
Class B
|
26,014
|
|||
|
160
|
PepsiCo, Inc.
|
27,175
|
|||
|
|
|
163,063
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Biotechnology — 1.1%
|
|
|||
|
439
|
AbbVie, Inc.
|
$68,032
|
|||
|
243
|
Amgen, Inc.
|
69,989
|
|||
|
873
|
Gilead Sciences, Inc.
|
70,721
|
|||
|
|
|
208,742
|
|||
|
|
Broadline Retail — 0.3%
|
|
|||
|
1,480
|
eBay, Inc.
|
64,558
|
|||
|
|
Building Products — 1.0%
|
|
|||
|
107
|
Carlisle Cos., Inc.
|
33,430
|
|||
|
503
|
Carrier Global Corp.
|
28,897
|
|||
|
522
|
Johnson Controls
International PLC
|
30,088
|
|||
|
74
|
Lennox International, Inc.
|
33,117
|
|||
|
520
|
Masco Corp.
|
34,830
|
|||
|
137
|
Trane Technologies PLC
|
33,414
|
|||
|
|
|
193,776
|
|||
|
|
Capital Markets — 4.3%
|
|
|||
|
87
|
Ameriprise Financial, Inc.
|
33,045
|
|||
|
279
|
Ares Management Corp.,
Class A
|
33,179
|
|||
|
673
|
Bank of New York Mellon (The)
Corp.
|
35,030
|
|||
|
44
|
BlackRock, Inc.
|
35,719
|
|||
|
268
|
Blackstone, Inc.
|
35,087
|
|||
|
952
|
Carlyle Group (The), Inc.
|
38,737
|
|||
|
184
|
Cboe Global Markets, Inc.
|
32,855
|
|||
|
523
|
Charles Schwab (The) Corp.
|
35,982
|
|||
|
143
|
CME Group, Inc.
|
30,116
|
|||
|
66
|
FactSet Research Systems, Inc.
|
31,485
|
|||
|
1,169
|
Franklin Resources, Inc.
|
34,825
|
|||
|
89
|
Goldman Sachs Group (The),
Inc.
|
34,334
|
|||
|
261
|
Intercontinental Exchange, Inc.
|
33,520
|
|||
|
466
|
KKR & Co., Inc.
|
38,608
|
|||
|
121
|
LPL Financial Holdings, Inc.
|
27,542
|
|||
|
91
|
Moody’s Corp.
|
35,541
|
|||
|
352
|
Morgan Stanley
|
32,824
|
|||
|
56
|
MSCI, Inc.
|
31,676
|
|||
|
591
|
Nasdaq, Inc.
|
34,361
|
|||
|
413
|
Northern Trust Corp.
|
34,849
|
|||
|
286
|
Raymond James Financial, Inc.
|
31,889
|
|||
|
79
|
S&P Global, Inc.
|
34,801
|
|||
|
429
|
State Street Corp.
|
33,230
|
|||
|
274
|
T. Rowe Price Group, Inc.
|
29,507
|
|||
|
|
|
808,742
|
|||
|
|
Chemicals — 1.8%
|
|
|||
|
58
|
Air Products and Chemicals, Inc.
|
15,880
|
|||
|
97
|
Albemarle Corp.
|
14,014
|
|||
|
131
|
Celanese Corp.
|
20,353
|
|||
|
192
|
CF Industries Holdings, Inc.
|
15,264
|
|||
|
528
|
Corteva, Inc.
|
25,302
|
|||
|
319
|
Dow, Inc.
|
17,494
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Chemicals (Continued)
|
|
|||
|
373
|
DuPont de Nemours, Inc.
|
$28,695
|
|||
|
97
|
Ecolab, Inc.
|
19,240
|
|||
|
241
|
International Flavors &
Fragrances, Inc.
|
19,514
|
|||
|
44
|
Linde PLC
|
18,071
|
|||
|
174
|
LyondellBasell Industries N.V.,
Class A
|
16,544
|
|||
|
463
|
Mosaic (The) Co.
|
16,543
|
|||
|
214
|
PPG Industries, Inc.
|
32,004
|
|||
|
293
|
RPM International, Inc.
|
32,708
|
|||
|
109
|
Sherwin-Williams (The) Co.
|
33,997
|
|||
|
132
|
Westlake Corp.
|
18,475
|
|||
|
|
|
344,098
|
|||
|
|
Commercial Services &
Supplies — 0.8%
|
|
|||
|
58
|
Cintas Corp.
|
34,954
|
|||
|
106
|
Republic Services, Inc.
|
17,481
|
|||
|
1,748
|
Rollins, Inc.
|
76,335
|
|||
|
99
|
Waste Management, Inc.
|
17,731
|
|||
|
|
|
146,501
|
|||
|
|
Communications Equipment
— 0.9%
|
|
|||
|
1,554
|
Cisco Systems, Inc.
|
78,508
|
|||
|
307
|
Motorola Solutions, Inc.
|
96,119
|
|||
|
|
|
174,627
|
|||
|
|
Construction & Engineering
— 0.2%
|
|
|||
|
149
|
Quanta Services, Inc.
|
32,154
|
|||
|
|
Construction Materials —
0.3%
|
|
|||
|
68
|
Martin Marietta Materials, Inc.
|
33,926
|
|||
|
138
|
Vulcan Materials Co.
|
31,327
|
|||
|
|
|
65,253
|
|||
|
|
Consumer Finance — 0.8%
|
|
|||
|
186
|
American Express Co.
|
34,845
|
|||
|
286
|
Capital One Financial Corp.
|
37,500
|
|||
|
332
|
Discover Financial Services
|
37,317
|
|||
|
909
|
Synchrony Financial
|
34,715
|
|||
|
|
|
144,377
|
|||
|
|
Consumer Staples Distribution
& Retail — 2.1%
|
|
|||
|
115
|
Costco Wholesale Corp.
|
75,909
|
|||
|
617
|
Dollar General Corp.
|
83,881
|
|||
|
604
|
Kroger (The) Co.
|
27,609
|
|||
|
409
|
Sysco Corp.
|
29,910
|
|||
|
590
|
Target Corp.
|
84,028
|
|||
|
1,216
|
Walgreens Boots Alliance, Inc.
|
31,750
|
|||
|
408
|
Walmart, Inc.
|
64,321
|
|||
|
|
|
397,408
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Containers & Packaging —
0.4%
|
|
|||
|
90
|
Avery Dennison Corp.
|
$18,194
|
|||
|
558
|
Ball Corp.
|
32,096
|
|||
|
181
|
Packaging Corp. of America
|
29,487
|
|||
|
|
|
79,777
|
|||
|
|
Distributors — 1.0%
|
|
|||
|
452
|
Genuine Parts Co.
|
62,602
|
|||
|
1,318
|
LKQ Corp.
|
62,987
|
|||
|
183
|
Pool Corp.
|
72,964
|
|||
|
|
|
198,553
|
|||
|
|
Diversified REITs — 0.1%
|
|
|||
|
267
|
WP Carey, Inc.
|
17,304
|
|||
|
|
Diversified Telecommunication
Services — 1.0%
|
|
|||
|
5,561
|
AT&T, Inc.
|
93,313
|
|||
|
2,577
|
Verizon Communications, Inc.
|
97,153
|
|||
|
|
|
190,466
|
|||
|
|
Electric Utilities — 1.2%
|
|
|||
|
311
|
Alliant Energy Corp.
|
15,954
|
|||
|
200
|
American Electric Power Co.,
Inc.
|
16,244
|
|||
|
138
|
Constellation Energy Corp.
|
16,131
|
|||
|
171
|
Duke Energy Corp.
|
16,594
|
|||
|
238
|
Edison International
|
17,015
|
|||
|
163
|
Entergy Corp.
|
16,494
|
|||
|
297
|
Evergy, Inc.
|
15,503
|
|||
|
259
|
Eversource Energy
|
15,985
|
|||
|
398
|
Exelon Corp.
|
14,288
|
|||
|
442
|
FirstEnergy Corp.
|
16,204
|
|||
|
263
|
NextEra Energy, Inc.
|
15,975
|
|||
|
639
|
PPL Corp.
|
17,317
|
|||
|
233
|
Southern (The) Co.
|
16,338
|
|||
|
263
|
Xcel Energy, Inc.
|
16,282
|
|||
|
|
|
226,324
|
|||
|
|
Electrical Equipment — 0.8%
|
|
|||
|
188
|
AMETEK, Inc.
|
30,999
|
|||
|
130
|
Eaton Corp. PLC
|
31,307
|
|||
|
288
|
Emerson Electric Co.
|
28,031
|
|||
|
89
|
Hubbell, Inc.
|
29,275
|
|||
|
97
|
Rockwell Automation, Inc.
|
30,116
|
|||
|
|
|
149,728
|
|||
|
|
Electronic Equipment,
Instruments & Components
— 4.0%
|
|
|||
|
1,671
|
Amphenol Corp., Class A
|
165,646
|
|||
|
696
|
CDW Corp.
|
158,215
|
|||
|
4,606
|
Corning, Inc.
|
140,253
|
|||
|
1,106
|
Jabil, Inc.
|
140,904
|
|||
|
1,136
|
TE Connectivity Ltd.
|
159,608
|
|||
|
|
|
764,626
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Energy Equipment & Services
— 0.5%
|
|
|||
|
1,017
|
Baker Hughes Co.
|
$34,761
|
|||
|
887
|
Halliburton Co.
|
32,065
|
|||
|
616
|
Schlumberger N.V.
|
32,057
|
|||
|
|
|
98,883
|
|||
|
|
Entertainment — 0.4%
|
|
|||
|
542
|
Electronic Arts, Inc.
|
74,151
|
|||
|
|
Financial Services — 0.8%
|
|
|||
|
320
|
Apollo Global Management, Inc.
|
29,821
|
|||
|
503
|
Fidelity National Information
Services, Inc.
|
30,215
|
|||
|
241
|
Global Payments, Inc.
|
30,607
|
|||
|
70
|
Mastercard, Inc., Class A
|
29,856
|
|||
|
121
|
Visa, Inc., Class A
|
31,502
|
|||
|
|
|
152,001
|
|||
|
|
Food Products — 2.0%
|
|
|||
|
358
|
Archer-Daniels-Midland Co.
|
25,855
|
|||
|
250
|
Bunge Global S.A.
|
25,238
|
|||
|
658
|
Campbell Soup Co.
|
28,445
|
|||
|
986
|
Conagra Brands, Inc.
|
28,259
|
|||
|
422
|
General Mills, Inc.
|
27,489
|
|||
|
135
|
Hershey (The) Co.
|
25,169
|
|||
|
711
|
Hormel Foods Corp.
|
22,830
|
|||
|
220
|
J.M. Smucker (The) Co.
|
27,804
|
|||
|
454
|
Kellanova
|
25,383
|
|||
|
804
|
Kraft Heinz (The) Co.
|
29,732
|
|||
|
292
|
Lamb Weston Holdings, Inc.
|
31,562
|
|||
|
357
|
McCormick & Co., Inc.
|
24,426
|
|||
|
390
|
Mondelez International, Inc.,
Class A
|
28,248
|
|||
|
535
|
Tyson Foods, Inc., Class A
|
28,756
|
|||
|
|
|
379,196
|
|||
|
|
Gas Utilities — 0.1%
|
|
|||
|
142
|
Atmos Energy Corp.
|
16,458
|
|||
|
|
Ground Transportation —
0.8%
|
|
|||
|
904
|
CSX Corp.
|
31,342
|
|||
|
147
|
J.B. Hunt Transport Services,
Inc.
|
29,362
|
|||
|
141
|
Norfolk Southern Corp.
|
33,330
|
|||
|
68
|
Old Dominion Freight Line, Inc.
|
27,562
|
|||
|
136
|
Union Pacific Corp.
|
33,404
|
|||
|
|
|
155,000
|
|||
|
|
Health Care Equipment &
Supplies — 3.7%
|
|
|||
|
676
|
Abbott Laboratories
|
74,407
|
|||
|
1,734
|
Baxter International, Inc.
|
67,037
|
|||
|
253
|
Becton Dickinson & Co.
|
61,689
|
|||
|
206
|
Cooper (The) Cos., Inc.
|
77,959
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Health Care Equipment &
Supplies (Continued)
|
|
|||
|
962
|
GE HealthCare Technologies,
Inc.
|
$74,382
|
|||
|
835
|
Medtronic PLC
|
68,787
|
|||
|
443
|
ResMed, Inc.
|
76,205
|
|||
|
298
|
STERIS PLC
|
65,515
|
|||
|
239
|
Stryker Corp.
|
71,571
|
|||
|
583
|
Zimmer Biomet Holdings, Inc.
|
70,951
|
|||
|
|
|
708,503
|
|||
|
|
Health Care Providers &
Services — 3.5%
|
|
|||
|
754
|
Cardinal Health, Inc.
|
76,003
|
|||
|
150
|
Cencora, Inc.
|
30,807
|
|||
|
229
|
Cigna Group (The)
|
68,574
|
|||
|
387
|
CVS Health Corp.
|
30,557
|
|||
|
150
|
Elevance Health, Inc.
|
70,734
|
|||
|
266
|
HCA Healthcare, Inc.
|
72,001
|
|||
|
135
|
Humana, Inc.
|
61,804
|
|||
|
326
|
Laboratory Corp. of America
Holdings
|
74,097
|
|||
|
62
|
McKesson Corp.
|
28,705
|
|||
|
537
|
Quest Diagnostics, Inc.
|
74,042
|
|||
|
130
|
UnitedHealth Group, Inc.
|
68,441
|
|||
|
|
|
655,765
|
|||
|
|
Health Care REITs — 0.2%
|
|
|||
|
342
|
Ventas, Inc.
|
17,045
|
|||
|
176
|
Welltower, Inc.
|
15,870
|
|||
|
|
|
32,915
|
|||
|
|
Hotel & Resort REITs — 0.1%
|
|
|||
|
899
|
Host Hotels & Resorts, Inc.
|
17,504
|
|||
|
|
Hotels, Restaurants & Leisure
— 3.5%
|
|
|||
|
456
|
Darden Restaurants, Inc.
|
74,921
|
|||
|
172
|
Domino’s Pizza, Inc.
|
70,904
|
|||
|
434
|
Hilton Worldwide Holdings, Inc.
|
79,027
|
|||
|
1,423
|
Las Vegas Sands Corp.
|
70,026
|
|||
|
332
|
Marriott International, Inc.,
Class A
|
74,869
|
|||
|
248
|
McDonald’s Corp.
|
73,534
|
|||
|
1,775
|
MGM Resorts International (a)
|
79,307
|
|||
|
715
|
Starbucks Corp.
|
68,647
|
|||
|
522
|
Yum! Brands, Inc.
|
68,205
|
|||
|
|
|
659,440
|
|||
|
|
Household Durables — 1.8%
|
|
|||
|
607
|
D.R. Horton, Inc.
|
92,252
|
|||
|
620
|
Garmin Ltd.
|
79,695
|
|||
|
581
|
Lennar Corp., Class A
|
86,592
|
|||
|
881
|
PulteGroup, Inc.
|
90,937
|
|||
|
|
|
349,476
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Household Products — 0.7%
|
|
|||
|
295
|
Church & Dwight Co., Inc.
|
$27,895
|
|||
|
206
|
Clorox (The) Co.
|
29,374
|
|||
|
380
|
Colgate-Palmolive Co.
|
30,290
|
|||
|
224
|
Kimberly-Clark Corp.
|
27,218
|
|||
|
185
|
Procter & Gamble (The) Co.
|
27,110
|
|||
|
|
|
141,887
|
|||
|
|
Independent Power and
Renewable Electricity
Producers — 0.1%
|
|
|||
|
991
|
AES (The) Corp.
|
19,077
|
|||
|
|
Industrial Conglomerates —
0.5%
|
|
|||
|
297
|
3M Co.
|
32,468
|
|||
|
251
|
General Electric Co.
|
32,035
|
|||
|
150
|
Honeywell International, Inc.
|
31,457
|
|||
|
|
|
95,960
|
|||
|
|
Industrial REITs — 0.1%
|
|
|||
|
128
|
Prologis, Inc.
|
17,062
|
|||
|
|
Insurance — 2.9%
|
|
|||
|
374
|
Aflac, Inc.
|
30,855
|
|||
|
258
|
Allstate (The) Corp.
|
36,115
|
|||
|
474
|
American International Group,
Inc.
|
32,113
|
|||
|
89
|
Aon PLC, Class A
|
25,901
|
|||
|
126
|
Arthur J. Gallagher & Co.
|
28,335
|
|||
|
411
|
Brown & Brown, Inc.
|
29,226
|
|||
|
138
|
Chubb Ltd.
|
31,188
|
|||
|
281
|
Cincinnati Financial Corp.
|
29,072
|
|||
|
77
|
Everest Group Ltd.
|
27,226
|
|||
|
405
|
Hartford Financial Services
Group (The), Inc.
|
32,554
|
|||
|
454
|
Loews Corp.
|
31,594
|
|||
|
151
|
Marsh & McLennan Cos., Inc.
|
28,610
|
|||
|
457
|
MetLife, Inc.
|
30,221
|
|||
|
399
|
Principal Financial Group, Inc.
|
31,389
|
|||
|
206
|
Progressive (The) Corp.
|
32,812
|
|||
|
303
|
Prudential Financial, Inc.
|
31,424
|
|||
|
176
|
Travelers (The) Cos., Inc.
|
33,526
|
|||
|
454
|
W.R. Berkley Corp.
|
32,107
|
|||
|
|
|
554,268
|
|||
|
|
IT Services — 1.9%
|
|
|||
|
90
|
Accenture PLC, Class A
|
31,582
|
|||
|
2,072
|
Cognizant Technology Solutions
Corp., Class A
|
156,498
|
|||
|
1,000
|
International Business Machines
Corp.
|
163,550
|
|||
|
|
|
351,630
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Life Sciences Tools & Services
— 2.2%
|
|
|||
|
585
|
Agilent Technologies, Inc.
|
$81,332
|
|||
|
961
|
Bio-Techne Corp.
|
74,151
|
|||
|
264
|
Danaher Corp.
|
61,074
|
|||
|
591
|
Revvity, Inc.
|
64,602
|
|||
|
129
|
Thermo Fisher Scientific, Inc.
|
68,472
|
|||
|
174
|
West Pharmaceutical Services,
Inc.
|
61,269
|
|||
|
|
|
410,900
|
|||
|
|
Machinery — 2.8%
|
|
|||
|
102
|
Caterpillar, Inc.
|
30,158
|
|||
|
122
|
Cummins, Inc.
|
29,227
|
|||
|
74
|
Deere & Co.
|
29,590
|
|||
|
199
|
Dover Corp.
|
30,608
|
|||
|
375
|
Fortive Corp.
|
27,611
|
|||
|
381
|
Graco, Inc.
|
33,056
|
|||
|
134
|
IDEX Corp.
|
29,093
|
|||
|
121
|
Illinois Tool Works, Inc.
|
31,695
|
|||
|
436
|
Ingersoll Rand, Inc.
|
33,720
|
|||
|
125
|
Nordson Corp.
|
33,020
|
|||
|
346
|
Otis Worldwide Corp.
|
30,957
|
|||
|
328
|
PACCAR, Inc.
|
32,029
|
|||
|
71
|
Parker-Hannifin Corp.
|
32,710
|
|||
|
109
|
Snap-on, Inc.
|
31,484
|
|||
|
333
|
Stanley Black & Decker, Inc.
|
32,667
|
|||
|
262
|
Westinghouse Air Brake
Technologies Corp.
|
33,248
|
|||
|
305
|
Xylem, Inc.
|
34,880
|
|||
|
|
|
535,753
|
|||
|
|
Media — 1.6%
|
|
|||
|
1,884
|
Comcast Corp., Class A
|
82,613
|
|||
|
2,091
|
Fox Corp., Class A
|
62,040
|
|||
|
2,276
|
Interpublic Group of (The) Cos.,
Inc.
|
74,289
|
|||
|
876
|
Omnicom Group, Inc.
|
75,783
|
|||
|
|
|
294,725
|
|||
|
|
Metals & Mining — 0.5%
|
|
|||
|
441
|
Freeport-McMoRan, Inc.
|
18,773
|
|||
|
445
|
Newmont Corp.
|
18,419
|
|||
|
105
|
Nucor Corp.
|
18,274
|
|||
|
63
|
Reliance Steel & Aluminum Co.
|
17,620
|
|||
|
153
|
Steel Dynamics, Inc.
|
18,069
|
|||
|
|
|
91,155
|
|||
|
|
Multi-Utilities — 0.8%
|
|
|||
|
201
|
Ameren Corp.
|
14,540
|
|||
|
561
|
CenterPoint Energy, Inc.
|
16,028
|
|||
|
284
|
CMS Energy Corp.
|
16,492
|
|||
|
176
|
Consolidated Edison, Inc.
|
16,011
|
|||
|
337
|
Dominion Energy, Inc.
|
15,839
|
|||
|
152
|
DTE Energy Co.
|
16,759
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Multi-Utilities (Continued)
|
|
|||
|
265
|
Public Service Enterprise Group,
Inc.
|
$16,205
|
|||
|
221
|
Sempra
|
16,515
|
|||
|
187
|
WEC Energy Group, Inc.
|
15,740
|
|||
|
|
|
144,129
|
|||
|
|
Office REITs — 0.1%
|
|
|||
|
144
|
Alexandria Real Estate Equities,
Inc.
|
18,255
|
|||
|
|
Oil, Gas & Consumable Fuels
— 3.7%
|
|
|||
|
216
|
Cheniere Energy, Inc.
|
36,873
|
|||
|
213
|
Chevron Corp.
|
31,771
|
|||
|
300
|
ConocoPhillips
|
34,821
|
|||
|
1,328
|
Coterra Energy, Inc.
|
33,891
|
|||
|
753
|
Devon Energy Corp.
|
34,111
|
|||
|
232
|
Diamondback Energy, Inc.
|
35,979
|
|||
|
284
|
EOG Resources, Inc.
|
34,350
|
|||
|
885
|
EQT Corp.
|
34,214
|
|||
|
306
|
Exxon Mobil Corp.
|
30,594
|
|||
|
235
|
Hess Corp.
|
33,878
|
|||
|
2,167
|
Kinder Morgan, Inc.
|
38,226
|
|||
|
1,343
|
Marathon Oil Corp.
|
32,447
|
|||
|
237
|
Marathon Petroleum Corp.
|
35,161
|
|||
|
554
|
Occidental Petroleum Corp.
|
33,079
|
|||
|
566
|
ONEOK, Inc.
|
39,744
|
|||
|
299
|
Phillips 66
|
39,809
|
|||
|
157
|
Pioneer Natural Resources Co.
|
35,306
|
|||
|
419
|
Targa Resources Corp.
|
36,398
|
|||
|
254
|
Valero Energy Corp.
|
33,020
|
|||
|
1,066
|
Williams (The) Cos., Inc.
|
37,129
|
|||
|
|
|
700,801
|
|||
|
|
Passenger Airlines — 0.7%
|
|
|||
|
1,763
|
Delta Air Lines, Inc.
|
70,925
|
|||
|
2,410
|
Southwest Airlines Co.
|
69,601
|
|||
|
|
|
140,526
|
|||
|
|
Personal Care Products —
0.3%
|
|
|||
|
451
|
Estee Lauder (The) Cos., Inc.,
Class A
|
65,959
|
|||
|
|
Pharmaceuticals — 2.1%
|
|
|||
|
1,128
|
Bristol-Myers Squibb Co.
|
57,878
|
|||
|
122
|
Eli Lilly & Co.
|
71,116
|
|||
|
420
|
Johnson & Johnson
|
65,831
|
|||
|
636
|
Merck & Co., Inc.
|
69,337
|
|||
|
1,973
|
Pfizer, Inc.
|
56,802
|
|||
|
376
|
Zoetis, Inc.
|
74,211
|
|||
|
|
|
395,175
|
|||
|
|
Professional Services — 3.6%
|
|
|||
|
116
|
Automatic Data Processing, Inc.
|
27,025
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Professional Services
(Continued)
|
|
|||
|
254
|
Booz Allen Hamilton Holding
Corp.
|
$32,489
|
|||
|
160
|
Broadridge Financial Solutions,
Inc.
|
32,920
|
|||
|
152
|
Equifax, Inc.
|
37,588
|
|||
|
204
|
Jacobs Solutions, Inc.
|
26,479
|
|||
|
1,523
|
Leidos Holdings, Inc.
|
164,850
|
|||
|
241
|
Paychex, Inc.
|
28,705
|
|||
|
541
|
Paycom Software, Inc.
|
111,836
|
|||
|
2,671
|
SS&C Technologies Holdings,
Inc.
|
163,225
|
|||
|
387
|
TransUnion
|
26,591
|
|||
|
118
|
Verisk Analytics, Inc.
|
28,185
|
|||
|
|
|
679,893
|
|||
|
|
Residential REITs — 0.7%
|
|
|||
|
429
|
American Homes 4 Rent,
Class A
|
15,427
|
|||
|
84
|
AvalonBay Communities, Inc.
|
15,727
|
|||
|
226
|
Equity LifeStyle Properties, Inc.
|
15,942
|
|||
|
245
|
Equity Residential
|
14,984
|
|||
|
68
|
Essex Property Trust, Inc.
|
16,860
|
|||
|
456
|
Invitation Homes, Inc.
|
15,554
|
|||
|
112
|
Mid-America Apartment
Communities, Inc.
|
15,060
|
|||
|
122
|
Sun Communities, Inc.
|
16,305
|
|||
|
405
|
UDR, Inc.
|
15,507
|
|||
|
|
|
141,366
|
|||
|
|
Retail REITs — 0.2%
|
|
|||
|
289
|
Realty Income Corp.
|
16,594
|
|||
|
133
|
Simon Property Group, Inc.
|
18,971
|
|||
|
|
|
35,565
|
|||
|
|
Semiconductors &
Semiconductor Equipment
— 15.3%
|
|
|||
|
802
|
Analog Devices, Inc.
|
159,245
|
|||
|
1,014
|
Applied Materials, Inc.
|
164,339
|
|||
|
169
|
Broadcom, Inc.
|
188,646
|
|||
|
1,495
|
Entegris, Inc.
|
179,131
|
|||
|
3,948
|
Intel Corp.
|
198,387
|
|||
|
306
|
KLA Corp.
|
177,878
|
|||
|
224
|
Lam Research Corp.
|
175,450
|
|||
|
2,593
|
Marvell Technology, Inc.
|
156,384
|
|||
|
1,798
|
Microchip Technology, Inc.
|
162,144
|
|||
|
2,063
|
Micron Technology, Inc.
|
176,057
|
|||
|
304
|
Monolithic Power Systems, Inc.
|
191,757
|
|||
|
323
|
NVIDIA Corp.
|
159,956
|
|||
|
702
|
NXP Semiconductors N.V.
|
161,235
|
|||
|
1,264
|
QUALCOMM, Inc.
|
182,812
|
|||
|
1,424
|
Skyworks Solutions, Inc.
|
160,086
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Semiconductors &
Semiconductor Equipment
(Continued)
|
|
|||
|
1,397
|
Teradyne, Inc.
|
$151,603
|
|||
|
883
|
Texas Instruments, Inc.
|
150,516
|
|||
|
|
|
2,895,626
|
|||
|
|
Software — 4.1%
|
|
|||
|
2,798
|
Bentley Systems, Inc., Class B
|
146,000
|
|||
|
275
|
Intuit, Inc.
|
171,883
|
|||
|
445
|
Microsoft Corp.
|
167,338
|
|||
|
1,325
|
Oracle Corp.
|
139,695
|
|||
|
290
|
Roper Technologies, Inc.
|
158,099
|
|||
|
|
|
783,015
|
|||
|
|
Specialized REITs — 0.9%
|
|
|||
|
88
|
American Tower Corp.
|
18,997
|
|||
|
157
|
Crown Castle, Inc.
|
18,085
|
|||
|
119
|
Digital Realty Trust, Inc.
|
16,015
|
|||
|
20
|
Equinix, Inc.
|
16,108
|
|||
|
119
|
Extra Space Storage, Inc.
|
19,079
|
|||
|
242
|
Iron Mountain, Inc.
|
16,935
|
|||
|
55
|
Public Storage
|
16,775
|
|||
|
72
|
SBA Communications Corp.
|
18,266
|
|||
|
495
|
VICI Properties, Inc.
|
15,780
|
|||
|
471
|
Weyerhaeuser Co.
|
16,377
|
|||
|
|
|
172,417
|
|||
|
|
Specialty Retail — 2.3%
|
|
|||
|
939
|
Best Buy Co., Inc.
|
73,505
|
|||
|
216
|
Home Depot (The), Inc.
|
74,855
|
|||
|
314
|
Lowe’s Cos., Inc.
|
69,881
|
|||
|
578
|
Ross Stores, Inc.
|
79,989
|
|||
|
734
|
TJX (The) Cos., Inc.
|
68,856
|
|||
|
321
|
Tractor Supply Co.
|
69,025
|
|||
|
|
|
436,111
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 5.1%
|
|
|||
|
820
|
Apple, Inc.
|
157,875
|
|||
|
2,037
|
Dell Technologies, Inc., Class C
|
155,831
|
|||
|
8,080
|
Hewlett Packard Enterprise Co.
|
137,198
|
|||
|
5,461
|
HP, Inc.
|
164,321
|
|||
|
1,850
|
NetApp, Inc.
|
163,096
|
|||
|
2,128
|
Seagate Technology
Holdings PLC
|
181,667
|
|||
|
|
|
959,988
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 0.4%
|
|
|||
|
682
|
NIKE, Inc., Class B
|
74,045
|
|||
|
|
Tobacco — 0.3%
|
|
|||
|
643
|
Altria Group, Inc.
|
25,939
|
|||
|
292
|
Philip Morris International, Inc.
|
27,471
|
|||
|
|
|
53,410
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Trading Companies &
Distributors — 0.6%
|
|
|||
|
302
|
Fastenal Co.
|
$19,560
|
|||
|
62
|
United Rentals, Inc.
|
35,552
|
|||
|
40
|
W.W. Grainger, Inc.
|
33,148
|
|||
|
73
|
Watsco, Inc.
|
31,278
|
|||
|
|
|
119,538
|
|||
|
|
Water Utilities — 0.1%
|
|
|||
|
122
|
American Water Works Co., Inc.
|
16,103
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.8%
|
18,938,747
|
|||
|
|
(Cost $16,902,364)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.2%
|
32,887
|
|||
|
|
Net Assets — 100.0%
|
$18,971,634
|
|||
|
(a)
|
Non-income producing security.
|
|
|
Total
Value at
12/31/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 18,938,747
|
$ 18,938,747
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS — 99.8%
|
|||||
|
|
Aerospace & Defense — 1.2%
|
|
|||
|
660
|
BWX Technologies, Inc.
|
$50,642
|
|||
|
253
|
Curtiss-Wright Corp.
|
56,366
|
|||
|
529
|
Hexcel Corp.
|
39,014
|
|||
|
242
|
Huntington Ingalls Industries,
Inc.
|
62,833
|
|||
|
398
|
Woodward, Inc.
|
54,179
|
|||
|
|
|
263,034
|
|||
|
|
Air Freight & Logistics —
0.2%
|
|
|||
|
574
|
C.H. Robinson Worldwide, Inc.
|
49,588
|
|||
|
|
Automobile Components —
0.7%
|
|
|||
|
1,299
|
BorgWarner, Inc.
|
46,569
|
|||
|
1,611
|
Gentex Corp.
|
52,616
|
|||
|
391
|
Lear Corp.
|
55,213
|
|||
|
|
|
154,398
|
|||
|
|
Automobiles — 0.6%
|
|
|||
|
1,586
|
Harley-Davidson, Inc.
|
58,428
|
|||
|
551
|
Thor Industries, Inc.
|
65,156
|
|||
|
|
|
123,584
|
|||
|
|
Banks — 6.1%
|
|
|||
|
1,002
|
Bank OZK
|
49,930
|
|||
|
464
|
BOK Financial Corp.
|
39,742
|
|||
|
1,751
|
Cadence Bank
|
51,812
|
|||
|
1,830
|
Columbia Banking System, Inc.
|
48,824
|
|||
|
894
|
Comerica, Inc.
|
49,894
|
|||
|
813
|
Commerce Bancshares, Inc.
|
43,422
|
|||
|
407
|
Cullen/Frost Bankers, Inc.
|
44,156
|
|||
|
705
|
East West Bancorp, Inc.
|
50,725
|
|||
|
1,479
|
First Financial Bankshares, Inc.
|
44,814
|
|||
|
3,371
|
First Horizon Corp.
|
47,733
|
|||
|
3,443
|
FNB Corp.
|
47,410
|
|||
|
1,304
|
Glacier Bancorp, Inc.
|
53,881
|
|||
|
1,004
|
Hancock Whitney Corp.
|
48,784
|
|||
|
1,774
|
Home BancShares, Inc.
|
44,936
|
|||
|
3,453
|
KeyCorp
|
49,723
|
|||
|
3,276
|
New York Community Bancorp,
Inc.
|
33,514
|
|||
|
2,555
|
Old National Bancorp
|
43,154
|
|||
|
554
|
Pinnacle Financial Partners, Inc.
|
48,320
|
|||
|
590
|
Popular, Inc.
|
48,421
|
|||
|
681
|
Prosperity Bancshares, Inc.
|
46,124
|
|||
|
552
|
SouthState Corp.
|
46,616
|
|||
|
1,336
|
Synovus Financial Corp.
|
50,300
|
|||
|
1,347
|
United Bankshares, Inc.
|
50,580
|
|||
|
4,340
|
Valley National Bancorp
|
47,132
|
|||
|
922
|
Webster Financial Corp.
|
46,801
|
|||
|
808
|
Western Alliance Bancorp
|
53,158
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Banks (Continued)
|
|
|||
|
492
|
Wintrust Financial Corp.
|
$45,633
|
|||
|
1,065
|
Zions Bancorp N.A.
|
46,722
|
|||
|
|
|
1,322,261
|
|||
|
|
Beverages — 0.5%
|
|
|||
|
117
|
Coca-Cola Consolidated, Inc.
|
108,623
|
|||
|
|
Broadline Retail — 1.0%
|
|
|||
|
167
|
Dillard’s, Inc., Class A
|
67,410
|
|||
|
4,516
|
Macy’s, Inc.
|
90,862
|
|||
|
3,509
|
Nordstrom, Inc.
|
64,741
|
|||
|
|
|
223,013
|
|||
|
|
Building Products — 2.4%
|
|
|||
|
748
|
A.O. Smith Corp.
|
61,665
|
|||
|
870
|
AAON, Inc.
|
64,267
|
|||
|
435
|
Advanced Drainage Systems,
Inc.
|
61,178
|
|||
|
475
|
Allegion PLC
|
60,178
|
|||
|
796
|
Fortune Brands Innovations, Inc.
|
60,607
|
|||
|
363
|
Owens Corning
|
53,808
|
|||
|
330
|
Simpson Manufacturing Co., Inc.
|
65,333
|
|||
|
336
|
UFP Industries, Inc.
|
42,185
|
|||
|
1,766
|
Zurn Elkay Water Solutions
Corp.
|
51,938
|
|||
|
|
|
521,159
|
|||
|
|
Capital Markets — 2.4%
|
|
|||
|
285
|
Affiliated Managers Group, Inc.
|
43,155
|
|||
|
269
|
Evercore, Inc., Class A
|
46,012
|
|||
|
347
|
Houlihan Lokey, Inc.
|
41,609
|
|||
|
429
|
Interactive Brokers Group, Inc.,
Class A
|
35,564
|
|||
|
2,559
|
Invesco Ltd.
|
45,653
|
|||
|
1,014
|
Jefferies Financial Group, Inc.
|
40,976
|
|||
|
1,198
|
Lazard Ltd.
|
41,690
|
|||
|
174
|
MarketAxess Holdings, Inc.
|
50,956
|
|||
|
159
|
Morningstar, Inc.
|
45,512
|
|||
|
617
|
SEI Investments Co.
|
39,210
|
|||
|
605
|
Stifel Financial Corp.
|
41,836
|
|||
|
463
|
Tradeweb Markets, Inc., Class A
|
42,077
|
|||
|
|
|
514,250
|
|||
|
|
Chemicals — 2.6%
|
|
|||
|
423
|
Ashland, Inc.
|
35,663
|
|||
|
975
|
Avient Corp.
|
40,531
|
|||
|
278
|
Balchem Corp.
|
41,353
|
|||
|
497
|
Cabot Corp.
|
41,500
|
|||
|
1,228
|
Chemours (The) Co.
|
38,731
|
|||
|
450
|
Eastman Chemical Co.
|
40,419
|
|||
|
1,756
|
Element Solutions, Inc.
|
40,634
|
|||
|
514
|
FMC Corp.
|
32,408
|
|||
|
721
|
H.B. Fuller Co.
|
58,697
|
|||
|
1,411
|
Huntsman Corp.
|
35,458
|
|||
|
76
|
NewMarket Corp.
|
41,483
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Chemicals (Continued)
|
|
|||
|
691
|
Olin Corp.
|
$37,279
|
|||
|
215
|
Quaker Chemical Corp.
|
45,885
|
|||
|
666
|
Scotts Miracle-Gro (The) Co.
|
42,457
|
|||
|
|
|
572,498
|
|||
|
|
Commercial Services &
Supplies — 0.5%
|
|
|||
|
314
|
MSA Safety, Inc.
|
53,013
|
|||
|
325
|
Tetra Tech, Inc.
|
54,252
|
|||
|
|
|
107,265
|
|||
|
|
Communications Equipment
— 0.4%
|
|
|||
|
2,922
|
Juniper Networks, Inc.
|
86,141
|
|||
|
|
Construction & Engineering
— 1.5%
|
|
|||
|
596
|
AECOM
|
55,088
|
|||
|
658
|
Arcosa, Inc.
|
54,377
|
|||
|
290
|
Comfort Systems USA, Inc.
|
59,644
|
|||
|
235
|
EMCOR Group, Inc.
|
50,626
|
|||
|
2,527
|
MDU Resources Group, Inc.
|
50,035
|
|||
|
206
|
Valmont Industries, Inc.
|
48,103
|
|||
|
|
|
317,873
|
|||
|
|
Construction Materials —
0.3%
|
|
|||
|
297
|
Eagle Materials, Inc.
|
60,243
|
|||
|
|
Consumer Finance — 0.9%
|
|
|||
|
1,392
|
Ally Financial, Inc.
|
48,609
|
|||
|
370
|
FirstCash Holdings, Inc.
|
40,104
|
|||
|
927
|
OneMain Holdings, Inc.
|
45,609
|
|||
|
2,728
|
SLM Corp.
|
52,159
|
|||
|
|
|
186,481
|
|||
|
|
Consumer Staples Distribution
& Retail — 0.3%
|
|
|||
|
275
|
Casey’s General Stores, Inc.
|
75,554
|
|||
|
|
Containers & Packaging —
2.1%
|
|
|||
|
396
|
AptarGroup, Inc.
|
48,953
|
|||
|
799
|
Berry Global Group, Inc.
|
53,845
|
|||
|
559
|
Crown Holdings, Inc.
|
51,478
|
|||
|
2,221
|
Graphic Packaging Holding Co.
|
54,748
|
|||
|
741
|
Greif, Inc., Class A
|
48,602
|
|||
|
971
|
International Paper Co.
|
35,102
|
|||
|
1,506
|
Sealed Air Corp.
|
54,999
|
|||
|
1,148
|
Silgan Holdings, Inc.
|
51,947
|
|||
|
910
|
Sonoco Products Co.
|
50,842
|
|||
|
|
|
450,516
|
|||
|
|
Diversified Consumer Services
— 0.8%
|
|
|||
|
8,246
|
ADT, Inc.
|
56,238
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Diversified Consumer Services
(Continued)
|
|
|||
|
1,218
|
H&R Block, Inc.
|
$58,914
|
|||
|
918
|
Service Corp. International
|
62,837
|
|||
|
|
|
177,989
|
|||
|
|
Diversified REITs — 0.2%
|
|
|||
|
1,716
|
Essential Properties Realty Trust,
Inc.
|
43,861
|
|||
|
|
Diversified Telecommunication
Services — 0.3%
|
|
|||
|
1,785
|
Iridium Communications, Inc.
|
73,471
|
|||
|
|
Electric Utilities — 1.3%
|
|
|||
|
3,436
|
Hawaiian Electric Industries, Inc.
|
48,757
|
|||
|
453
|
IDACORP, Inc.
|
44,539
|
|||
|
1,098
|
NRG Energy, Inc.
|
56,767
|
|||
|
1,269
|
OGE Energy Corp.
|
44,326
|
|||
|
574
|
Pinnacle West Capital Corp.
|
41,236
|
|||
|
1,045
|
Portland General Electric Co.
|
45,290
|
|||
|
|
|
280,915
|
|||
|
|
Electrical Equipment — 1.8%
|
|
|||
|
290
|
Acuity Brands, Inc.
|
59,401
|
|||
|
524
|
EnerSys
|
52,903
|
|||
|
346
|
Regal Rexnord Corp.
|
51,215
|
|||
|
4,706
|
Vertiv Holdings Co., Class A
|
226,029
|
|||
|
|
|
389,548
|
|||
|
|
Electronic Equipment,
Instruments & Components
— 4.5%
|
|
|||
|
1,698
|
Advanced Energy Industries,
Inc.
|
184,946
|
|||
|
3,633
|
Avnet, Inc.
|
183,103
|
|||
|
344
|
Badger Meter, Inc.
|
53,103
|
|||
|
512
|
Belden, Inc.
|
39,552
|
|||
|
1,166
|
Cognex Corp.
|
48,669
|
|||
|
200
|
Littelfuse, Inc.
|
53,512
|
|||
|
1,753
|
TD SYNNEX Corp.
|
188,640
|
|||
|
7,082
|
Vishay Intertechnology, Inc.
|
169,756
|
|||
|
1,600
|
Vontier Corp.
|
55,280
|
|||
|
|
|
976,561
|
|||
|
|
Energy Equipment & Services
— 0.6%
|
|
|||
|
1,329
|
ChampionX Corp.
|
38,820
|
|||
|
1,123
|
Helmerich & Payne, Inc.
|
40,675
|
|||
|
2,265
|
NOV, Inc.
|
45,934
|
|||
|
|
|
125,429
|
|||
|
|
Entertainment — 0.6%
|
|
|||
|
2,635
|
Endeavor Group Holdings, Inc.,
Class A
|
62,529
|
|||
|
1,670
|
Warner Music Group Corp.,
Class A
|
59,769
|
|||
|
|
|
122,298
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Financial Services — 1.8%
|
|
|||
|
1,997
|
Corebridge Financial, Inc.
|
$43,255
|
|||
|
1,309
|
Equitable Holdings, Inc.
|
43,590
|
|||
|
788
|
Essent Group Ltd.
|
41,559
|
|||
|
327
|
Jack Henry & Associates, Inc.
|
53,435
|
|||
|
2,226
|
MGIC Investment Corp.
|
42,939
|
|||
|
558
|
PennyMac Financial Services,
Inc.
|
49,310
|
|||
|
1,480
|
Radian Group, Inc.
|
42,254
|
|||
|
559
|
Voya Financial, Inc.
|
40,785
|
|||
|
3,754
|
Western Union (The) Co.
|
44,748
|
|||
|
|
|
401,875
|
|||
|
|
Food Products — 1.4%
|
|
|||
|
3,369
|
Flowers Foods, Inc.
|
75,836
|
|||
|
759
|
Ingredion, Inc.
|
82,374
|
|||
|
453
|
Lancaster Colony Corp.
|
75,375
|
|||
|
20
|
Seaboard Corp.
|
71,402
|
|||
|
|
|
304,987
|
|||
|
|
Gas Utilities — 1.0%
|
|
|||
|
817
|
National Fuel Gas Co.
|
40,989
|
|||
|
1,041
|
New Jersey Resources Corp.
|
46,408
|
|||
|
619
|
ONE Gas, Inc.
|
39,443
|
|||
|
700
|
Southwest Gas Holdings, Inc.
|
44,345
|
|||
|
1,839
|
UGI Corp.
|
45,239
|
|||
|
|
|
216,424
|
|||
|
|
Ground Transportation —
1.1%
|
|
|||
|
986
|
Knight-Swift Transportation
Holdings, Inc.
|
56,843
|
|||
|
280
|
Landstar System, Inc.
|
54,222
|
|||
|
463
|
Ryder System, Inc.
|
53,273
|
|||
|
1,001
|
U-Haul Holding Co.
|
70,510
|
|||
|
|
|
234,848
|
|||
|
|
Health Care Equipment &
Supplies — 2.9%
|
|
|||
|
1,862
|
CONMED Corp.
|
203,908
|
|||
|
5,498
|
DENTSPLY SIRONA, Inc.
|
195,674
|
|||
|
956
|
Teleflex, Inc.
|
238,369
|
|||
|
|
|
637,951
|
|||
|
|
Health Care Providers &
Services — 4.7%
|
|
|||
|
361
|
Chemed Corp.
|
211,095
|
|||
|
2,796
|
Encompass Health Corp.
|
186,549
|
|||
|
2,021
|
Ensign Group (The), Inc.
|
226,777
|
|||
|
7,432
|
Select Medical Holdings Corp.
|
174,652
|
|||
|
1,494
|
Universal Health Services, Inc.,
Class B
|
227,745
|
|||
|
|
|
1,026,818
|
|||
|
|
Health Care REITs — 0.9%
|
|
|||
|
2,430
|
Healthcare Realty Trust, Inc.
|
41,869
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Health Care REITs
(Continued)
|
|
|||
|
2,021
|
Healthpeak Properties, Inc.
|
$40,016
|
|||
|
6,809
|
Medical Properties Trust, Inc.
|
33,432
|
|||
|
1,119
|
Omega Healthcare Investors, Inc.
|
34,308
|
|||
|
3,044
|
Physicians Realty Trust
|
40,516
|
|||
|
|
|
190,141
|
|||
|
|
Hotel & Resort REITs — 0.4%
|
|
|||
|
2,419
|
Apple Hospitality REIT, Inc.
|
40,179
|
|||
|
446
|
Ryman Hospitality Properties,
Inc.
|
49,087
|
|||
|
|
|
89,266
|
|||
|
|
Hotels, Restaurants & Leisure
— 3.1%
|
|
|||
|
1,511
|
Aramark
|
42,459
|
|||
|
862
|
Boyd Gaming Corp.
|
53,970
|
|||
|
428
|
Choice Hotels International, Inc.
|
48,492
|
|||
|
452
|
Churchill Downs, Inc.
|
60,988
|
|||
|
494
|
Hyatt Hotels Corp., Class A
|
64,423
|
|||
|
521
|
Marriott Vacations Worldwide
Corp.
|
44,228
|
|||
|
546
|
Texas Roadhouse, Inc.
|
66,738
|
|||
|
236
|
Vail Resorts, Inc.
|
50,379
|
|||
|
2,569
|
Wendy’s (The) Co.
|
50,044
|
|||
|
292
|
Wingstop, Inc.
|
74,921
|
|||
|
754
|
Wyndham Hotels & Resorts, Inc.
|
60,629
|
|||
|
567
|
Wynn Resorts Ltd.
|
51,659
|
|||
|
|
|
668,930
|
|||
|
|
Household Durables — 2.9%
|
|
|||
|
396
|
Installed Building Products, Inc.
|
72,397
|
|||
|
1,133
|
KB Home
|
70,767
|
|||
|
2,063
|
Leggett & Platt, Inc.
|
53,989
|
|||
|
1,272
|
MDC Holdings, Inc.
|
70,278
|
|||
|
428
|
Meritage Homes Corp.
|
74,557
|
|||
|
5,806
|
Newell Brands, Inc.
|
50,396
|
|||
|
1,210
|
Tempur Sealy International, Inc.
|
61,674
|
|||
|
709
|
Toll Brothers, Inc.
|
72,878
|
|||
|
392
|
Whirlpool Corp.
|
47,734
|
|||
|
831
|
Worthington Enterprises, Inc.
|
47,824
|
|||
|
|
|
622,494
|
|||
|
|
Household Products — 0.4%
|
|
|||
|
2,915
|
Reynolds Consumer Products,
Inc.
|
78,239
|
|||
|
|
Independent Power and
Renewable Electricity
Producers — 0.4%
|
|
|||
|
605
|
Ormat Technologies, Inc.
|
45,853
|
|||
|
1,275
|
Vistra Corp.
|
49,113
|
|||
|
|
|
94,966
|
|||
|
|
Industrial REITs — 1.1%
|
|
|||
|
1,220
|
Americold Realty Trust, Inc.
|
36,929
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Industrial REITs (Continued)
|
|
|||
|
223
|
EastGroup Properties, Inc.
|
$40,929
|
|||
|
780
|
First Industrial Realty Trust, Inc.
|
41,083
|
|||
|
752
|
Rexford Industrial Realty, Inc.
|
42,187
|
|||
|
1,075
|
STAG Industrial, Inc.
|
42,205
|
|||
|
653
|
Terreno Realty Corp.
|
40,924
|
|||
|
|
|
244,257
|
|||
|
|
Insurance — 3.4%
|
|
|||
|
334
|
American Financial Group, Inc.
|
39,709
|
|||
|
259
|
Assurant, Inc.
|
43,639
|
|||
|
614
|
Assured Guaranty Ltd.
|
45,946
|
|||
|
659
|
Axis Capital Holdings Ltd.
|
36,489
|
|||
|
126
|
Erie Indemnity Co., Class A
|
42,200
|
|||
|
902
|
Fidelity National Financial, Inc.
|
46,020
|
|||
|
658
|
First American Financial Corp.
|
42,401
|
|||
|
342
|
Globe Life, Inc.
|
41,628
|
|||
|
335
|
Hanover Insurance Group (The),
Inc.
|
40,676
|
|||
|
90
|
Kinsale Capital Group, Inc.
|
30,142
|
|||
|
1,505
|
Lincoln National Corp.
|
40,590
|
|||
|
1,379
|
Old Republic International Corp.
|
40,542
|
|||
|
191
|
Primerica, Inc.
|
39,300
|
|||
|
256
|
Reinsurance Group of America,
Inc.
|
41,416
|
|||
|
188
|
RenaissanceRe Holdings Ltd.
|
36,848
|
|||
|
275
|
RLI Corp.
|
36,608
|
|||
|
360
|
Selective Insurance Group, Inc.
|
35,813
|
|||
|
755
|
Unum Group
|
34,141
|
|||
|
25
|
White Mountains Insurance
Group Ltd.
|
37,625
|
|||
|
|
|
751,733
|
|||
|
|
Leisure Products — 1.0%
|
|
|||
|
988
|
Acushnet Holdings Corp.
|
62,412
|
|||
|
626
|
Brunswick Corp.
|
60,565
|
|||
|
793
|
Hasbro, Inc.
|
40,491
|
|||
|
503
|
Polaris, Inc.
|
47,669
|
|||
|
|
|
211,137
|
|||
|
|
Life Sciences Tools & Services
— 1.0%
|
|
|||
|
3,014
|
Bruker Corp.
|
221,469
|
|||
|
|
Machinery — 4.5%
|
|
|||
|
418
|
AGCO Corp.
|
50,749
|
|||
|
838
|
Allison Transmission Holdings,
Inc.
|
48,730
|
|||
|
557
|
Crane Co.
|
65,804
|
|||
|
830
|
Donaldson Co., Inc.
|
54,241
|
|||
|
705
|
Esab Corp.
|
61,067
|
|||
|
828
|
Federal Signal Corp.
|
63,541
|
|||
|
1,244
|
Flowserve Corp.
|
51,278
|
|||
|
554
|
Franklin Electric Co., Inc.
|
53,544
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Machinery (Continued)
|
|
|||
|
1,169
|
Hillenbrand, Inc.
|
$55,937
|
|||
|
505
|
ITT, Inc.
|
60,257
|
|||
|
471
|
John Bean Technologies Corp.
|
46,841
|
|||
|
272
|
Lincoln Electric Holdings, Inc.
|
59,149
|
|||
|
916
|
Mueller Industries, Inc.
|
43,189
|
|||
|
518
|
Oshkosh Corp.
|
56,156
|
|||
|
859
|
Terex Corp.
|
49,358
|
|||
|
469
|
Timken (The) Co.
|
37,590
|
|||
|
595
|
Toro (The) Co.
|
57,114
|
|||
|
286
|
Watts Water Technologies, Inc.,
Class A
|
59,585
|
|||
|
|
|
974,130
|
|||
|
|
Media — 1.7%
|
|
|||
|
132
|
Cable One, Inc.
|
73,470
|
|||
|
1,273
|
New York Times (The) Co.,
Class A
|
62,364
|
|||
|
2,614
|
News Corp., Class A
|
64,174
|
|||
|
366
|
Nexstar Media Group, Inc.
|
57,370
|
|||
|
4,064
|
Paramount Global, Class B
|
60,107
|
|||
|
3,598
|
TEGNA, Inc.
|
55,049
|
|||
|
|
|
372,534
|
|||
|
|
Metals & Mining — 1.0%
|
|
|||
|
1,185
|
Alcoa Corp.
|
40,290
|
|||
|
697
|
Commercial Metals Co.
|
34,878
|
|||
|
8,807
|
Hecla Mining Co.
|
42,362
|
|||
|
324
|
Royal Gold, Inc.
|
39,191
|
|||
|
1,060
|
United States Steel Corp.
|
51,569
|
|||
|
|
|
208,290
|
|||
|
|
Mortgage REITs — 0.9%
|
|
|||
|
3,935
|
AGNC Investment Corp.
|
38,602
|
|||
|
1,975
|
Annaly Capital Management,
Inc.
|
38,256
|
|||
|
1,708
|
Blackstone Mortgage Trust, Inc.,
Class A
|
36,329
|
|||
|
3,999
|
Rithm Capital Corp.
|
42,709
|
|||
|
1,920
|
Starwood Property Trust, Inc.
|
40,359
|
|||
|
|
|
196,255
|
|||
|
|
Multi-Utilities — 0.4%
|
|
|||
|
836
|
Black Hills Corp.
|
45,102
|
|||
|
1,714
|
NiSource, Inc.
|
45,507
|
|||
|
|
|
90,609
|
|||
|
|
Office REITs — 0.8%
|
|
|||
|
624
|
Boston Properties, Inc.
|
43,786
|
|||
|
1,822
|
Cousins Properties, Inc.
|
44,366
|
|||
|
1,174
|
Kilroy Realty Corp.
|
46,772
|
|||
|
1,636
|
Vornado Realty Trust
|
46,217
|
|||
|
|
|
181,141
|
|||
|
|
Oil, Gas & Consumable Fuels
— 4.1%
|
|
|||
|
3,952
|
Antero Midstream Corp.
|
49,518
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Oil, Gas & Consumable Fuels
(Continued)
|
|
|||
|
1,152
|
APA Corp.
|
$41,334
|
|||
|
845
|
California Resources Corp.
|
46,205
|
|||
|
549
|
Chesapeake Energy Corp.
|
42,240
|
|||
|
292
|
Chord Energy Corp.
|
48,539
|
|||
|
585
|
Civitas Resources, Inc.
|
40,002
|
|||
|
4,292
|
Comstock Resources, Inc.
|
37,984
|
|||
|
1,462
|
CVR Energy, Inc.
|
44,299
|
|||
|
895
|
DT Midstream, Inc.
|
49,046
|
|||
|
5,053
|
Equitrans Midstream Corp.
|
51,439
|
|||
|
832
|
HF Sinclair Corp.
|
46,234
|
|||
|
2,067
|
Magnolia Oil & Gas Corp.,
Class A
|
44,006
|
|||
|
796
|
Matador Resources Co.
|
45,261
|
|||
|
1,044
|
Murphy Oil Corp.
|
44,537
|
|||
|
995
|
Ovintiv, Inc.
|
43,700
|
|||
|
884
|
PBF Energy, Inc., Class A
|
38,861
|
|||
|
3,391
|
Permian Resources Corp.
|
46,118
|
|||
|
1,461
|
Range Resources Corp.
|
44,473
|
|||
|
1,194
|
SM Energy Co.
|
46,232
|
|||
|
26
|
Texas Pacific Land Corp.
|
40,884
|
|||
|
|
|
890,912
|
|||
|
|
Paper & Forest Products —
0.3%
|
|
|||
|
895
|
Louisiana-Pacific Corp.
|
63,393
|
|||
|
|
Personal Care Products —
0.3%
|
|
|||
|
390
|
Inter Parfums, Inc.
|
56,164
|
|||
|
|
Pharmaceuticals — 2.5%
|
|
|||
|
10,818
|
Organon & Co.
|
155,996
|
|||
|
5,878
|
Perrigo Co. PLC
|
189,154
|
|||
|
19,046
|
Viatris, Inc.
|
206,268
|
|||
|
|
|
551,418
|
|||
|
|
Professional Services — 5.1%
|
|
|||
|
2,185
|
Concentrix Corp.
|
214,589
|
|||
|
17,524
|
Dun & Bradstreet Holdings, Inc.
|
205,031
|
|||
|
578
|
Exponent, Inc.
|
50,887
|
|||
|
1,367
|
Genpact Ltd.
|
47,449
|
|||
|
507
|
Insperity, Inc.
|
59,430
|
|||
|
2,970
|
KBR, Inc.
|
164,568
|
|||
|
675
|
ManpowerGroup, Inc.
|
53,642
|
|||
|
662
|
Maximus, Inc.
|
55,515
|
|||
|
675
|
Robert Half, Inc.
|
59,346
|
|||
|
1,659
|
Science Applications
International Corp.
|
206,247
|
|||
|
|
|
1,116,704
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Real Estate Management &
Development — 0.3%
|
|
|||
|
2,285
|
eXp World Holdings, Inc.
|
$35,463
|
|||
|
683
|
St. Joe (The) Co.
|
41,103
|
|||
|
|
|
76,566
|
|||
|
|
Residential REITs — 0.6%
|
|
|||
|
1,209
|
Apartment Income REIT Corp.
|
41,988
|
|||
|
392
|
Camden Property Trust
|
38,922
|
|||
|
2,637
|
Independence Realty Trust, Inc.
|
40,346
|
|||
|
|
|
121,256
|
|||
|
|
Retail REITs — 1.6%
|
|
|||
|
672
|
Agree Realty Corp.
|
42,302
|
|||
|
1,786
|
Brixmor Property Group, Inc.
|
41,560
|
|||
|
2,117
|
Kimco Realty Corp.
|
45,113
|
|||
|
1,732
|
Kite Realty Group Trust
|
39,594
|
|||
|
1,050
|
NNN REIT, Inc.
|
45,255
|
|||
|
1,106
|
Phillips Edison & Co., Inc.
|
40,347
|
|||
|
624
|
Regency Centers Corp.
|
41,808
|
|||
|
1,107
|
Spirit Realty Capital, Inc.
|
48,365
|
|||
|
|
|
344,344
|
|||
|
|
Semiconductors &
Semiconductor Equipment
— 3.3%
|
|
|||
|
7,746
|
Amkor Technology, Inc.
|
257,709
|
|||
|
572
|
MKS Instruments, Inc.
|
58,842
|
|||
|
2,294
|
Power Integrations, Inc.
|
188,360
|
|||
|
1,115
|
Universal Display Corp.
|
213,255
|
|||
|
|
|
718,166
|
|||
|
|
Software — 2.8%
|
|
|||
|
2,209
|
Dolby Laboratories, Inc.,
Class A
|
190,372
|
|||
|
9,902
|
Gen Digital, Inc.
|
225,964
|
|||
|
4,033
|
Pegasystems, Inc.
|
197,052
|
|||
|
|
|
613,388
|
|||
|
|
Specialized REITs — 1.0%
|
|
|||
|
973
|
CubeSmart
|
45,098
|
|||
|
817
|
Gaming and Leisure Properties,
Inc.
|
40,319
|
|||
|
446
|
Lamar Advertising Co., Class A
|
47,401
|
|||
|
818
|
PotlatchDeltic Corp.
|
40,164
|
|||
|
1,304
|
Rayonier, Inc.
|
43,567
|
|||
|
|
|
216,549
|
|||
|
|
Specialty Retail — 3.6%
|
|
|||
|
1,109
|
Academy Sports & Outdoors,
Inc.
|
73,194
|
|||
|
937
|
Advance Auto Parts, Inc.
|
57,185
|
|||
|
1,551
|
Bath & Body Works, Inc.
|
66,941
|
|||
|
483
|
Dick’s Sporting Goods, Inc.
|
70,977
|
|||
|
4,932
|
Gap (The), Inc.
|
103,128
|
|||
|
195
|
Group 1 Automotive, Inc.
|
59,424
|
|||
|
178
|
Lithia Motors, Inc.
|
58,612
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Specialty Retail (Continued)
|
|
|||
|
153
|
Murphy USA, Inc.
|
$54,554
|
|||
|
314
|
Penske Automotive Group, Inc.
|
50,400
|
|||
|
730
|
Signet Jewelers Ltd.
|
78,300
|
|||
|
1,068
|
Valvoline, Inc. (a)
|
40,135
|
|||
|
337
|
Williams-Sonoma, Inc.
|
68,000
|
|||
|
|
|
780,850
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 1.5%
|
|
|||
|
708
|
Columbia Sportswear Co.
|
56,314
|
|||
|
685
|
PVH Corp.
|
83,652
|
|||
|
452
|
Ralph Lauren Corp.
|
65,178
|
|||
|
1,824
|
Tapestry, Inc.
|
67,142
|
|||
|
2,967
|
VF Corp.
|
55,780
|
|||
|
|
|
328,066
|
|||
|
|
Trading Companies &
Distributors — 2.0%
|
|
|||
|
1,255
|
Air Lease Corp.
|
52,635
|
|||
|
320
|
Applied Industrial Technologies,
Inc.
|
55,261
|
|||
|
335
|
Boise Cascade Co.
|
43,335
|
|||
|
455
|
GATX Corp.
|
54,700
|
|||
|
416
|
Herc Holdings, Inc.
|
61,938
|
|||
|
504
|
MSC Industrial Direct Co., Inc.,
Class A
|
51,035
|
|||
|
1,284
|
Rush Enterprises, Inc., Class A
|
64,585
|
|||
|
344
|
WESCO International, Inc.
|
59,815
|
|||
|
|
|
443,304
|
|||
|
|
Water Utilities — 0.2%
|
|
|||
|
1,232
|
Essential Utilities, Inc.
|
46,015
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.8%
|
21,712,142
|
|||
|
|
(Cost $19,740,468)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.2%
|
45,944
|
|||
|
|
Net Assets — 100.0%
|
$21,758,086
|
|||
|
(a)
|
Non-income producing security.
|
|
|
Total
Value at
12/31/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 21,712,142
|
$ 21,712,142
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS — 99.8%
|
|||||
|
|
Aerospace & Defense — 0.4%
|
|
|||
|
833
|
Moog, Inc., Class A
|
$120,602
|
|||
|
|
Air Freight & Logistics —
0.3%
|
|
|||
|
1,368
|
Forward Air Corp.
|
86,006
|
|||
|
|
Automobile Components —
1.0%
|
|
|||
|
6,964
|
Dana, Inc.
|
101,744
|
|||
|
870
|
LCI Industries
|
109,368
|
|||
|
1,253
|
Patrick Industries, Inc.
|
125,738
|
|||
|
|
|
336,850
|
|||
|
|
Automobiles — 0.4%
|
|
|||
|
1,718
|
Winnebago Industries, Inc.
|
125,208
|
|||
|
|
Banks — 12.0%
|
|
|||
|
1,242
|
1st Source Corp.
|
68,248
|
|||
|
1,362
|
Ameris Bancorp
|
72,254
|
|||
|
3,056
|
Associated Banc-Corp.
|
65,368
|
|||
|
1,817
|
Atlantic Union Bankshares Corp.
|
66,393
|
|||
|
603
|
BancFirst Corp.
|
58,690
|
|||
|
1,052
|
Bank of Hawaii Corp.
|
76,228
|
|||
|
2,303
|
BankUnited, Inc.
|
74,686
|
|||
|
1,234
|
Banner Corp.
|
66,093
|
|||
|
1,504
|
Cathay General Bancorp
|
67,033
|
|||
|
579
|
City Holding Co.
|
63,841
|
|||
|
1,239
|
Community Bank System, Inc.
|
64,564
|
|||
|
3,155
|
CVB Financial Corp.
|
63,699
|
|||
|
4,169
|
Eastern Bankshares, Inc.
|
59,200
|
|||
|
1,394
|
Enterprise Financial Services
Corp.
|
62,242
|
|||
|
1,844
|
FB Financial Corp.
|
73,483
|
|||
|
1,858
|
First Bancorp
|
68,765
|
|||
|
3,884
|
First BanCorp
|
63,892
|
|||
|
2,720
|
First Busey Corp.
|
67,510
|
|||
|
4,282
|
First Commonwealth Financial
Corp.
|
66,114
|
|||
|
2,668
|
First Financial Bancorp
|
63,365
|
|||
|
2,897
|
First Hawaiian, Inc.
|
66,225
|
|||
|
2,096
|
First Interstate BancSystem, Inc.,
Class A
|
64,452
|
|||
|
1,879
|
First Merchants Corp.
|
69,673
|
|||
|
4,317
|
Fulton Financial Corp.
|
71,058
|
|||
|
1,777
|
Heartland Financial USA, Inc.
|
66,833
|
|||
|
1,844
|
Hilltop Holdings, Inc.
|
64,927
|
|||
|
5,908
|
Hope Bancorp, Inc.
|
71,369
|
|||
|
1,065
|
Independent Bank Corp.
|
70,088
|
|||
|
1,322
|
Independent Bank Group, Inc.
|
67,263
|
|||
|
1,206
|
International Bancshares Corp.
|
65,510
|
|||
|
1,102
|
Lakeland Financial Corp.
|
71,806
|
|||
|
1,806
|
Live Oak Bancshares, Inc.
|
82,173
|
|||
|
1,757
|
National Bank Holdings Corp.,
Class A
|
65,343
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Banks (Continued)
|
|
|||
|
1,650
|
NBT Bancorp, Inc.
|
$69,152
|
|||
|
749
|
Nicolet Bankshares, Inc.
|
60,280
|
|||
|
5,111
|
Northwest Bancshares, Inc.
|
63,785
|
|||
|
3,613
|
OceanFirst Financial Corp.
|
62,722
|
|||
|
1,751
|
OFG Bancorp
|
65,627
|
|||
|
2,403
|
Pacific Premier Bancorp, Inc.
|
69,951
|
|||
|
553
|
Park National Corp.
|
73,472
|
|||
|
1,134
|
Pathward Financial, Inc.
|
60,023
|
|||
|
3,420
|
Provident Financial Services,
Inc.
|
61,663
|
|||
|
1,996
|
Renasant Corp.
|
67,225
|
|||
|
1,931
|
S&T Bancorp, Inc.
|
64,534
|
|||
|
2,381
|
Seacoast Banking Corp. of
Florida
|
67,763
|
|||
|
1,002
|
ServisFirst Bancshares, Inc.
|
66,763
|
|||
|
3,083
|
Simmons First National Corp.,
Class A
|
61,167
|
|||
|
2,452
|
Stellar Bancorp, Inc.
|
68,264
|
|||
|
1,331
|
Stock Yards Bancorp, Inc.
|
68,533
|
|||
|
2,280
|
TowneBank
|
67,853
|
|||
|
1,632
|
TriCo Bancshares
|
70,127
|
|||
|
2,406
|
Trustmark Corp.
|
67,079
|
|||
|
843
|
UMB Financial Corp.
|
70,433
|
|||
|
2,058
|
United Community Banks, Inc.
|
60,217
|
|||
|
2,913
|
Veritex Holdings, Inc.
|
67,786
|
|||
|
2,041
|
WaFd, Inc.
|
67,271
|
|||
|
2,141
|
WesBanco, Inc.
|
67,163
|
|||
|
1,209
|
Westamerica BanCorp
|
68,200
|
|||
|
1,432
|
WSFS Financial Corp.
|
65,772
|
|||
|
|
|
3,951,213
|
|||
|
|
Beverages — 0.2%
|
|
|||
|
591
|
MGP Ingredients, Inc.
|
58,225
|
|||
|
|
Broadline Retail — 0.4%
|
|
|||
|
4,874
|
Kohl’s Corp.
|
139,786
|
|||
|
|
Building Products — 1.5%
|
|
|||
|
1,306
|
Armstrong World Industries, Inc.
|
128,406
|
|||
|
2,064
|
AZZ, Inc.
|
119,898
|
|||
|
537
|
CSW Industrials, Inc.
|
111,379
|
|||
|
2,371
|
Griffon Corp.
|
144,512
|
|||
|
|
|
504,195
|
|||
|
|
Capital Markets — 2.7%
|
|
|||
|
1,397
|
Artisan Partners Asset
Management, Inc., Class A
|
61,719
|
|||
|
1,276
|
B. Riley Financial, Inc. (a)
|
26,783
|
|||
|
9,902
|
BGC Group, Inc., Class A
|
71,492
|
|||
|
834
|
Cohen & Steers, Inc.
|
63,159
|
|||
|
1,544
|
Federated Hermes, Inc.
|
52,280
|
|||
|
3,564
|
Golub Capital BDC, Inc.
|
53,816
|
|||
|
578
|
Hamilton Lane, Inc., Class A
|
65,568
|
|||
|
1,159
|
Moelis & Co., Class A
|
65,055
|
|||
|
360
|
Piper Sandler Cos.
|
62,953
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Capital Markets (Continued)
|
|
|||
|
658
|
PJT Partners, Inc., Class A
|
$67,031
|
|||
|
1,656
|
StepStone Group, Inc., Class A
|
52,711
|
|||
|
1,736
|
TPG, Inc.
|
74,943
|
|||
|
1,568
|
Victory Capital Holdings, Inc.,
Class A
|
54,002
|
|||
|
3,027
|
Virtu Financial, Inc., Class A
|
61,327
|
|||
|
259
|
Virtus Investment Partners, Inc.
|
62,616
|
|||
|
|
|
895,455
|
|||
|
|
Chemicals — 1.0%
|
|
|||
|
1,418
|
AdvanSix, Inc.
|
42,483
|
|||
|
431
|
Innospec, Inc.
|
53,117
|
|||
|
805
|
Minerals Technologies, Inc.
|
57,405
|
|||
|
2,071
|
Orion S.A.
|
57,429
|
|||
|
753
|
Sensient Technologies Corp.
|
49,698
|
|||
|
588
|
Stepan Co.
|
55,595
|
|||
|
|
|
315,727
|
|||
|
|
Commercial Services &
Supplies — 2.3%
|
|
|||
|
2,351
|
ABM Industries, Inc.
|
105,395
|
|||
|
1,713
|
Brady Corp., Class A
|
100,536
|
|||
|
1,295
|
Brink’s (The) Co.
|
113,895
|
|||
|
2,950
|
HNI Corp.
|
123,399
|
|||
|
2,625
|
Matthews International Corp.,
Class A
|
96,206
|
|||
|
4,178
|
MillerKnoll, Inc.
|
111,469
|
|||
|
577
|
UniFirst Corp.
|
105,539
|
|||
|
|
|
756,439
|
|||
|
|
Construction & Engineering
— 0.7%
|
|
|||
|
2,474
|
Granite Construction, Inc.
|
125,828
|
|||
|
2,874
|
Primoris Services Corp.
|
95,445
|
|||
|
|
|
221,273
|
|||
|
|
Construction Materials —
0.3%
|
|
|||
|
468
|
United States Lime & Minerals,
Inc.
|
107,804
|
|||
|
|
Consumer Finance — 0.6%
|
|
|||
|
2,750
|
Bread Financial Holdings, Inc.
|
90,585
|
|||
|
3,036
|
Navient Corp.
|
56,530
|
|||
|
585
|
Nelnet, Inc., Class A
|
51,609
|
|||
|
|
|
198,724
|
|||
|
|
Consumer Staples Distribution
& Retail — 0.6%
|
|
|||
|
1,211
|
Andersons (The), Inc.
|
69,681
|
|||
|
828
|
Ingles Markets, Inc., Class A
|
71,514
|
|||
|
990
|
Weis Markets, Inc.
|
63,321
|
|||
|
|
|
204,516
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Containers & Packaging —
0.5%
|
|
|||
|
11,569
|
Pactiv Evergreen, Inc.
|
$158,611
|
|||
|
|
Diversified Consumer Services
— 0.8%
|
|
|||
|
175
|
Graham Holdings Co., Class B
|
121,891
|
|||
|
1,358
|
Strategic Education, Inc.
|
125,438
|
|||
|
|
|
247,329
|
|||
|
|
Diversified REITs — 0.8%
|
|
|||
|
2,876
|
Alexander & Baldwin, Inc.
|
54,701
|
|||
|
2,474
|
American Assets Trust, Inc.
|
55,690
|
|||
|
3,365
|
Broadstone Net Lease, Inc.
|
57,945
|
|||
|
5,985
|
Empire State Realty Trust, Inc.,
Class A
|
57,995
|
|||
|
5,007
|
Global Net Lease, Inc.
|
49,820
|
|||
|
|
|
276,151
|
|||
|
|
Diversified Telecommunication
Services — 1.0%
|
|
|||
|
4,241
|
Cogent Communications
Holdings, Inc.
|
322,570
|
|||
|
|
Electric Utilities — 0.7%
|
|
|||
|
1,107
|
ALLETE, Inc.
|
67,704
|
|||
|
853
|
MGE Energy, Inc.
|
61,680
|
|||
|
1,239
|
Otter Tail Corp.
|
105,278
|
|||
|
|
|
234,662
|
|||
|
|
Electrical Equipment — 0.4%
|
|
|||
|
515
|
Encore Wire Corp.
|
110,004
|
|||
|
11,505
|
GrafTech International Ltd.
|
25,196
|
|||
|
|
|
135,200
|
|||
|
|
Electronic Equipment,
Instruments & Components
— 4.2%
|
|
|||
|
1,693
|
Crane NXT Co.
|
96,281
|
|||
|
8,271
|
CTS Corp.
|
361,773
|
|||
|
15,109
|
Methode Electronics, Inc.
|
343,428
|
|||
|
4,227
|
Napco Security Technologies,
Inc.
|
144,775
|
|||
|
6,468
|
PC Connection, Inc.
|
434,714
|
|||
|
|
|
1,380,971
|
|||
|
|
Energy Equipment & Services
— 2.3%
|
|
|||
|
9,846
|
Archrock, Inc.
|
151,628
|
|||
|
5,581
|
Atlas Energy Solutions, Inc.
|
96,105
|
|||
|
2,471
|
Cactus, Inc., Class A
|
112,183
|
|||
|
5,167
|
Core Laboratories, Inc.
|
91,249
|
|||
|
6,699
|
Liberty Energy, Inc.
|
121,520
|
|||
|
8,964
|
Patterson-UTI Energy, Inc.
|
96,811
|
|||
|
13,877
|
RPC, Inc.
|
101,025
|
|||
|
|
|
770,521
|
|||
|
|
Financial Services — 1.4%
|
|
|||
|
2,786
|
Compass Diversified Holdings
|
62,546
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Financial Services (Continued)
|
|
|||
|
2,530
|
EVERTEC, Inc.
|
$103,578
|
|||
|
339
|
Federal Agricultural Mortgage
Corp., Class C
|
64,823
|
|||
|
1,368
|
Jackson Financial, Inc., Class A
|
70,042
|
|||
|
1,886
|
Merchants Bancorp
|
80,306
|
|||
|
704
|
Walker & Dunlop, Inc.
|
78,151
|
|||
|
|
|
459,446
|
|||
|
|
Food Products — 1.0%
|
|
|||
|
1,288
|
Cal-Maine Foods, Inc.
|
73,918
|
|||
|
2,414
|
Fresh Del Monte Produce, Inc.
|
63,368
|
|||
|
381
|
J & J Snack Foods Corp.
|
63,680
|
|||
|
2,089
|
Tootsie Roll Industries, Inc.
|
69,438
|
|||
|
4,644
|
Utz Brands, Inc.
|
75,419
|
|||
|
|
|
345,823
|
|||
|
|
Gas Utilities — 0.6%
|
|
|||
|
598
|
Chesapeake Utilities Corp.
|
63,167
|
|||
|
1,532
|
Northwest Natural Holding Co.
|
59,656
|
|||
|
1,033
|
Spire, Inc.
|
64,397
|
|||
|
|
|
187,220
|
|||
|
|
Ground Transportation —
1.5%
|
|
|||
|
925
|
ArcBest Corp.
|
111,194
|
|||
|
6,403
|
Heartland Express, Inc.
|
91,307
|
|||
|
4,772
|
Marten Transport Ltd.
|
100,117
|
|||
|
3,397
|
Schneider National, Inc., Class B
|
86,454
|
|||
|
2,415
|
Werner Enterprises, Inc.
|
102,323
|
|||
|
|
|
491,395
|
|||
|
|
Health Care Equipment &
Supplies — 6.1%
|
|
|||
|
57,690
|
Embecta Corp.
|
1,092,072
|
|||
|
15,937
|
LeMaitre Vascular, Inc.
|
904,584
|
|||
|
|
|
1,996,656
|
|||
|
|
Health Care Providers &
Services — 7.9%
|
|
|||
|
29,292
|
Patterson Cos., Inc.
|
833,357
|
|||
|
40,383
|
Premier, Inc., Class A
|
902,964
|
|||
|
9,465
|
US Physical Therapy, Inc.
|
881,570
|
|||
|
|
|
2,617,891
|
|||
|
|
Health Care REITs — 0.6%
|
|
|||
|
2,347
|
CareTrust REIT, Inc.
|
52,526
|
|||
|
1,498
|
LTC Properties, Inc.
|
48,116
|
|||
|
937
|
National Health Investors, Inc.
|
52,331
|
|||
|
3,452
|
Sabra Health Care REIT, Inc.
|
49,260
|
|||
|
|
|
202,233
|
|||
|
|
Hotel & Resort REITs — 1.2%
|
|
|||
|
5,992
|
DiamondRock Hospitality Co.
|
56,265
|
|||
|
3,906
|
Park Hotels & Resorts, Inc.
|
59,762
|
|||
|
3,541
|
Pebblebrook Hotel Trust
|
56,585
|
|||
|
4,915
|
RLJ Lodging Trust
|
57,604
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Hotel & Resort REITs
(Continued)
|
|
|||
|
6,257
|
Service Properties Trust
|
$53,435
|
|||
|
5,146
|
Sunstone Hotel Investors, Inc.
|
55,216
|
|||
|
4,085
|
Xenia Hotels & Resorts, Inc.
|
55,638
|
|||
|
|
|
394,505
|
|||
|
|
Hotels, Restaurants & Leisure
— 3.2%
|
|
|||
|
4,154
|
Bloomin’ Brands, Inc.
|
116,935
|
|||
|
3,372
|
Cheesecake Factory (The), Inc.
|
118,054
|
|||
|
1,520
|
Cracker Barrel Old Country
Store, Inc.
|
117,162
|
|||
|
1,479
|
Jack in the Box, Inc.
|
120,731
|
|||
|
8,192
|
Krispy Kreme, Inc.
|
123,617
|
|||
|
1,645
|
Monarch Casino & Resort, Inc.
|
113,752
|
|||
|
1,497
|
Papa John’s International, Inc.
|
114,116
|
|||
|
2,492
|
Red Rock Resorts, Inc., Class A
|
132,898
|
|||
|
2,781
|
Travel + Leisure Co.
|
108,709
|
|||
|
|
|
1,065,974
|
|||
|
|
Household Durables — 0.8%
|
|
|||
|
1,530
|
Century Communities, Inc.
|
139,444
|
|||
|
3,308
|
La-Z-Boy, Inc.
|
122,132
|
|||
|
|
|
261,576
|
|||
|
|
Household Products — 0.6%
|
|
|||
|
1,947
|
Energizer Holdings, Inc.
|
61,681
|
|||
|
796
|
Spectrum Brands Holdings, Inc.
|
63,497
|
|||
|
307
|
WD-40 Co.
|
73,394
|
|||
|
|
|
198,572
|
|||
|
|
Independent Power and
Renewable Electricity
Producers — 0.2%
|
|
|||
|
2,762
|
Clearway Energy, Inc., Class C
|
75,762
|
|||
|
|
Industrial REITs — 0.4%
|
|
|||
|
636
|
Innovative Industrial Properties,
Inc.
|
64,121
|
|||
|
5,406
|
LXP Industrial Trust
|
53,628
|
|||
|
|
|
117,749
|
|||
|
|
Insurance — 1.1%
|
|
|||
|
2,203
|
CNO Financial Group, Inc.
|
61,464
|
|||
|
1,780
|
Horace Mann Educators Corp.
|
58,206
|
|||
|
1,244
|
Kemper Corp.
|
60,545
|
|||
|
1,865
|
Mercury General Corp.
|
69,583
|
|||
|
120
|
National Western Life Group,
Inc., Class A
|
57,962
|
|||
|
1,194
|
Stewart Information Services
Corp.
|
70,148
|
|||
|
|
|
377,908
|
|||
|
|
Interactive Media & Services
— 1.3%
|
|
|||
|
9,073
|
Shutterstock, Inc.
|
438,044
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Machinery — 5.7%
|
|
|||
|
544
|
Alamo Group, Inc.
|
$114,344
|
|||
|
1,090
|
Albany International Corp.,
Class A
|
107,060
|
|||
|
1,996
|
Astec Industries, Inc.
|
74,251
|
|||
|
2,769
|
Barnes Group, Inc.
|
90,353
|
|||
|
2,694
|
Columbus McKinnon Corp.
|
105,120
|
|||
|
3,559
|
Enerpac Tool Group Corp.
|
110,649
|
|||
|
776
|
Enpro, Inc.
|
121,630
|
|||
|
901
|
ESCO Technologies, Inc.
|
105,444
|
|||
|
2,351
|
Greenbrier (The) Cos., Inc.
|
103,867
|
|||
|
1,695
|
Helios Technologies, Inc.
|
76,868
|
|||
|
417
|
Kadant, Inc.
|
116,889
|
|||
|
3,780
|
Kennametal, Inc.
|
97,486
|
|||
|
799
|
Lindsay Corp.
|
103,199
|
|||
|
7,418
|
Mueller Water Products, Inc.,
Class A
|
106,819
|
|||
|
646
|
Standex International Corp.
|
102,314
|
|||
|
1,268
|
Tennant Co.
|
117,531
|
|||
|
3,863
|
Trinity Industries, Inc.
|
102,717
|
|||
|
4,453
|
Wabash National Corp.
|
114,086
|
|||
|
|
|
1,870,627
|
|||
|
|
Marine Transportation —
0.4%
|
|
|||
|
1,060
|
Matson, Inc.
|
116,176
|
|||
|
|
Media — 0.6%
|
|
|||
|
2,748
|
John Wiley & Sons, Inc.,
Class A
|
87,221
|
|||
|
2,678
|
Scholastic Corp.
|
100,961
|
|||
|
|
|
188,182
|
|||
|
|
Metals & Mining — 2.0%
|
|
|||
|
478
|
Alpha Metallurgical Resources,
Inc.
|
162,004
|
|||
|
727
|
Arch Resources, Inc.
|
120,639
|
|||
|
656
|
Carpenter Technology Corp.
|
46,445
|
|||
|
1,576
|
Compass Minerals International,
Inc.
|
39,904
|
|||
|
585
|
Kaiser Aluminum Corp.
|
41,646
|
|||
|
432
|
Materion Corp.
|
56,216
|
|||
|
1,515
|
Ryerson Holding Corp.
|
52,540
|
|||
|
2,429
|
Warrior Met Coal, Inc.
|
148,096
|
|||
|
|
|
667,490
|
|||
|
|
Mortgage REITs — 2.1%
|
|
|||
|
5,161
|
Apollo Commercial Real Estate
Finance, Inc.
|
60,590
|
|||
|
3,444
|
Arbor Realty Trust, Inc. (a)
|
52,280
|
|||
|
2,460
|
ARMOUR Residential REIT,
Inc.
|
47,527
|
|||
|
9,576
|
Chimera Investment Corp.
|
47,784
|
|||
|
4,719
|
Claros Mortgage Trust, Inc.
|
64,320
|
|||
|
3,949
|
Franklin BSP Realty Trust, Inc.
|
53,351
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Mortgage REITs (Continued)
|
|
|||
|
2,270
|
Hannon Armstrong Sustainable
Infrastructure Capital, Inc. (a)
|
$62,607
|
|||
|
5,096
|
Ladder Capital Corp.
|
58,655
|
|||
|
5,441
|
MFA Financial, Inc.
|
61,320
|
|||
|
4,216
|
PennyMac Mortgage Investment
Trust
|
63,029
|
|||
|
5,172
|
Ready Capital Corp.
|
53,013
|
|||
|
3,949
|
Two Harbors Investment Corp.
|
55,010
|
|||
|
|
|
679,486
|
|||
|
|
Multi-Utilities — 0.4%
|
|
|||
|
1,806
|
Avista Corp.
|
64,547
|
|||
|
1,216
|
Northwestern Energy Group,
Inc.
|
61,882
|
|||
|
|
|
126,429
|
|||
|
|
Office REITs — 1.2%
|
|
|||
|
2,019
|
COPT Defense Properties
|
51,747
|
|||
|
3,771
|
Douglas Emmett, Inc.
|
54,680
|
|||
|
4,210
|
Easterly Government Properties,
Inc.
|
56,582
|
|||
|
2,335
|
Highwoods Properties, Inc.
|
53,612
|
|||
|
3,328
|
JBG SMITH Properties
|
56,609
|
|||
|
10,415
|
Paramount Group, Inc.
|
53,846
|
|||
|
1,290
|
SL Green Realty Corp.
|
58,269
|
|||
|
|
|
385,345
|
|||
|
|
Oil, Gas & Consumable Fuels
— 3.1%
|
|
|||
|
1,183
|
CONSOL Energy, Inc.
|
118,927
|
|||
|
4,367
|
Delek US Holdings, Inc.
|
112,669
|
|||
|
7,349
|
HighPeak Energy, Inc.
|
104,650
|
|||
|
2,090
|
International Seaways, Inc.
|
95,053
|
|||
|
3,676
|
Kinetik Holdings, Inc.
|
122,779
|
|||
|
3,084
|
Northern Oil and Gas, Inc.
|
114,324
|
|||
|
4,773
|
Peabody Energy Corp.
|
116,079
|
|||
|
5,124
|
Sitio Royalties Corp., Class A
|
120,465
|
|||
|
5,531
|
World Kinect Corp.
|
125,996
|
|||
|
|
|
1,030,942
|
|||
|
|
Paper & Forest Products —
0.1%
|
|
|||
|
1,003
|
Sylvamo Corp.
|
49,257
|
|||
|
|
Passenger Airlines — 0.3%
|
|
|||
|
1,329
|
Allegiant Travel Co.
|
109,789
|
|||
|
|
Personal Care Products —
0.5%
|
|
|||
|
1,687
|
Edgewell Personal Care Co.
|
61,795
|
|||
|
833
|
Medifast, Inc.
|
55,994
|
|||
|
2,941
|
Nu Skin Enterprises, Inc.,
Class A
|
57,114
|
|||
|
|
|
174,903
|
|||
|
|
Professional Services — 2.3%
|
|
|||
|
6,754
|
CSG Systems International, Inc.
|
359,381
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Professional Services
(Continued)
|
|
|||
|
779
|
ICF International, Inc.
|
$104,456
|
|||
|
1,577
|
Kforce, Inc.
|
106,542
|
|||
|
1,983
|
Korn Ferry
|
117,691
|
|||
|
3,587
|
TTEC Holdings, Inc.
|
77,730
|
|||
|
|
|
765,800
|
|||
|
|
Real Estate Management &
Development — 0.5%
|
|
|||
|
2,737
|
DigitalBridge Group, Inc.
|
48,007
|
|||
|
3,264
|
Kennedy-Wilson Holdings, Inc.
|
40,409
|
|||
|
1,640
|
Marcus & Millichap, Inc.
|
71,635
|
|||
|
|
|
160,051
|
|||
|
|
Residential REITs — 0.3%
|
|
|||
|
3,528
|
Elme Communities
|
51,509
|
|||
|
2,916
|
Veris Residential, Inc.
|
45,869
|
|||
|
|
|
97,378
|
|||
|
|
Retail REITs — 1.5%
|
|
|||
|
3,353
|
Acadia Realty Trust
|
56,967
|
|||
|
1,735
|
Getty Realty Corp.
|
50,697
|
|||
|
2,021
|
InvenTrust Properties Corp.
|
51,212
|
|||
|
4,410
|
Macerich (The) Co.
|
68,046
|
|||
|
3,088
|
NETSTREIT Corp.
|
55,121
|
|||
|
3,887
|
Retail Opportunity Investments
Corp.
|
54,535
|
|||
|
3,902
|
SITE Centers Corp.
|
53,184
|
|||
|
2,129
|
Tanger, Inc.
|
59,016
|
|||
|
3,153
|
Urban Edge Properties
|
57,700
|
|||
|
|
|
506,478
|
|||
|
|
Software — 5.5%
|
|
|||
|
22,970
|
A10 Networks, Inc.
|
302,515
|
|||
|
32,326
|
Adeia, Inc.
|
400,519
|
|||
|
18,640
|
Clear Secure, Inc., Class A
|
384,916
|
|||
|
3,271
|
InterDigital, Inc.
|
355,034
|
|||
|
6,566
|
Progress Software Corp.
|
356,534
|
|||
|
|
|
1,799,518
|
|||
|
|
Specialized REITs — 1.1%
|
|
|||
|
1,158
|
EPR Properties
|
56,105
|
|||
|
2,168
|
Four Corners Property Trust, Inc.
|
54,850
|
|||
|
1,516
|
National Storage Affiliates Trust
|
62,869
|
|||
|
4,764
|
Outfront Media, Inc.
|
66,506
|
|||
|
2,703
|
Safehold, Inc.
|
63,250
|
|||
|
10,194
|
Uniti Group, Inc.
|
58,921
|
|||
|
|
|
362,501
|
|||
|
|
Specialty Retail — 3.5%
|
|
|||
|
6,150
|
American Eagle Outfitters, Inc.
|
130,134
|
|||
|
3,060
|
Buckle (The), Inc.
|
145,411
|
|||
|
5,005
|
Camping World Holdings, Inc.,
Class A
|
131,432
|
|||
|
5,888
|
Foot Locker, Inc.
|
183,411
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Specialty Retail (Continued)
|
|
|||
|
4,721
|
Guess?, Inc.
|
$108,866
|
|||
|
3,679
|
Monro, Inc.
|
107,942
|
|||
|
2,139
|
Sonic Automotive, Inc., Class A
|
120,233
|
|||
|
3,469
|
Upbound Group, Inc.
|
117,842
|
|||
|
280
|
Winmark Corp.
|
116,914
|
|||
|
|
|
1,162,185
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 1.2%
|
|
|||
|
22,004
|
Xerox Holdings Corp.
|
403,333
|
|||
|
|
Textiles, Apparel & Luxury
Goods — 2.2%
|
|
|||
|
1,477
|
Carter’s, Inc.
|
110,613
|
|||
|
25,797
|
Hanesbrands, Inc. (b)
|
115,055
|
|||
|
2,327
|
Kontoor Brands, Inc.
|
145,251
|
|||
|
7,523
|
Levi Strauss & Co., Class A
|
124,430
|
|||
|
1,063
|
Oxford Industries, Inc.
|
106,300
|
|||
|
3,216
|
Steven Madden Ltd.
|
135,072
|
|||
|
|
|
736,721
|
|||
|
|
Tobacco — 0.5%
|
|
|||
|
1,321
|
Universal Corp.
|
88,930
|
|||
|
5,862
|
Vector Group Ltd.
|
66,123
|
|||
|
|
|
155,053
|
|||
|
|
Trading Companies &
Distributors — 1.1%
|
|
|||
|
2,646
|
FTAI Aviation Ltd.
|
122,774
|
|||
|
2,178
|
H&E Equipment Services, Inc.
|
113,953
|
|||
|
938
|
McGrath RentCorp
|
112,204
|
|||
|
|
|
348,931
|
|||
|
|
Water Utilities — 0.7%
|
|
|||
|
743
|
American States Water Co.
|
59,752
|
|||
|
1,235
|
California Water Service Group
|
64,060
|
|||
|
882
|
Middlesex Water Co.
|
57,877
|
|||
|
972
|
SJW Group
|
63,520
|
|||
|
|
|
245,209
|
|||
|
|
Total Common Stocks
|
32,920,576
|
|||
|
|
(Cost $30,169,190)
|
|
|||
|
Principal
Value
|
Description
|
Value
|
|||
|
REPURCHASE AGREEMENTS — 0.4%
|
|||||
|
$133,629
|
JPMorgan Chase & Co., 5.33%
(c), dated 12/29/23, due
01/02/24, with a maturity
value of $133,728.
Collateralized by
U.S. Treasury Securities,
interest rates of 2.50% to
5.00%, due 02/15/29 to
08/15/53. The value of the
collateral including accrued
interest is $136,302. (d)
|
$133,629
|
|||
|
|
(Cost $133,629)
|
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 100.2%
|
33,054,205
|
|||
|
|
(Cost $30,302,819)
|
|
|||
|
|
Net Other Assets and
Liabilities — (0.2)%
|
(61,735
)
|
|||
|
|
Net Assets — 100.0%
|
$32,992,470
|
|||
|
(a)
|
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities, including those sold
and pending settlement, is $127,486 and the total value of the
collateral held by the Fund is $133,629.
|
|
(b)
|
Non-income producing security.
|
|
(c)
|
Rate shown reflects yield as of December 31, 2023.
|
|
(d)
|
This security serves as collateral for securities on loan.
|
|
|
Total
Value at
12/31/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 32,920,576
|
$ 32,920,576
|
$ —
|
$ —
|
|
Repurchase
Agreements
|
133,629
|
—
|
133,629
|
—
|
|
Total Investments
|
$33,054,205
|
$32,920,576
|
$133,629
|
$—
|
|
*
|
See Portfolio of Investments for industry breakout.
|
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS — 99.7%
|
|||||
|
|
Aerospace & Defense — 0.9%
|
|
|||
|
507
|
L3Harris Technologies, Inc.
|
$106,784
|
|||
|
223
|
Lockheed Martin Corp.
|
101,073
|
|||
|
|
|
207,857
|
|||
|
|
Air Freight & Logistics —
1.4%
|
|
|||
|
1,134
|
C.H. Robinson Worldwide, Inc.
|
97,966
|
|||
|
264
|
FedEx Corp.
|
66,784
|
|||
|
933
|
United Parcel Service, Inc.,
Class B
|
146,696
|
|||
|
|
|
311,446
|
|||
|
|
Banks — 1.3%
|
|
|||
|
2,166
|
M&T Bank Corp.
|
296,915
|
|||
|
|
Beverages — 0.4%
|
|
|||
|
1,455
|
Coca-Cola (The) Co.
|
85,743
|
|||
|
|
Biotechnology — 1.5%
|
|
|||
|
2,122
|
AbbVie, Inc.
|
328,846
|
|||
|
|
Capital Markets — 6.7%
|
|
|||
|
306
|
Ameriprise Financial, Inc.
|
116,228
|
|||
|
296
|
BlackRock, Inc.
|
240,293
|
|||
|
600
|
CME Group, Inc.
|
126,360
|
|||
|
12,664
|
Franklin Resources, Inc.
|
377,260
|
|||
|
3,976
|
Northern Trust Corp.
|
335,495
|
|||
|
2,839
|
T. Rowe Price Group, Inc.
|
305,732
|
|||
|
|
|
1,501,368
|
|||
|
|
Chemicals — 2.1%
|
|
|||
|
269
|
Air Products and Chemicals, Inc.
|
73,652
|
|||
|
623
|
Celanese Corp.
|
96,796
|
|||
|
1,274
|
Eastman Chemical Co.
|
114,431
|
|||
|
1,452
|
International Flavors &
Fragrances, Inc.
|
117,568
|
|||
|
402
|
PPG Industries, Inc.
|
60,119
|
|||
|
|
|
462,566
|
|||
|
|
Consumer Staples Distribution
& Retail — 1.7%
|
|
|||
|
902
|
Target Corp.
|
128,463
|
|||
|
9,948
|
Walgreens Boots Alliance, Inc.
|
259,742
|
|||
|
|
|
388,205
|
|||
|
|
Containers & Packaging —
0.5%
|
|
|||
|
11,767
|
Amcor PLC
|
113,434
|
|||
|
|
Distributors — 1.0%
|
|
|||
|
1,575
|
Genuine Parts Co.
|
218,137
|
|||
|
|
Diversified Telecommunication
Services — 3.9%
|
|
|||
|
23,048
|
Verizon Communications, Inc.
|
868,910
|
|||
|
|
Electric Utilities — 2.3%
|
|
|||
|
894
|
Duke Energy Corp.
|
86,754
|
|||
|
1,254
|
Edison International
|
89,648
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Electric Utilities (Continued)
|
|
|||
|
863
|
Entergy Corp.
|
$87,327
|
|||
|
1,701
|
Evergy, Inc.
|
88,792
|
|||
|
1,088
|
Pinnacle West Capital Corp.
|
78,162
|
|||
|
1,122
|
Southern (The) Co.
|
78,675
|
|||
|
|
|
509,358
|
|||
|
|
Electrical Equipment — 0.3%
|
|
|||
|
796
|
Emerson Electric Co.
|
77,475
|
|||
|
|
Electronic Equipment,
Instruments & Components
— 5.6%
|
|
|||
|
25,913
|
Corning, Inc.
|
789,051
|
|||
|
3,269
|
TE Connectivity Ltd.
|
459,294
|
|||
|
|
|
1,248,345
|
|||
|
|
Energy Equipment & Services
— 0.5%
|
|
|||
|
3,335
|
Baker Hughes Co.
|
113,990
|
|||
|
|
Financial Services — 1.2%
|
|
|||
|
4,361
|
Fidelity National Information
Services, Inc.
|
261,965
|
|||
|
|
Food Products — 1.5%
|
|
|||
|
4,379
|
Conagra Brands, Inc.
|
125,502
|
|||
|
1,943
|
Kellanova
|
108,633
|
|||
|
2,059
|
Tyson Foods, Inc., Class A
|
110,672
|
|||
|
|
|
344,807
|
|||
|
|
Ground Transportation —
0.5%
|
|
|||
|
417
|
Union Pacific Corp.
|
102,424
|
|||
|
|
Health Care Equipment &
Supplies — 3.4%
|
|
|||
|
1,736
|
Abbott Laboratories
|
191,082
|
|||
|
425
|
Becton Dickinson & Co.
|
103,628
|
|||
|
3,924
|
DENTSPLY SIRONA, Inc.
|
139,655
|
|||
|
3,825
|
Medtronic PLC
|
315,103
|
|||
|
|
|
749,468
|
|||
|
|
Health Care Providers &
Services — 4.3%
|
|
|||
|
1,930
|
Cardinal Health, Inc.
|
194,544
|
|||
|
441
|
Cigna Group (The)
|
132,058
|
|||
|
3,928
|
CVS Health Corp.
|
310,155
|
|||
|
1,474
|
Quest Diagnostics, Inc.
|
203,235
|
|||
|
222
|
UnitedHealth Group, Inc.
|
116,876
|
|||
|
|
|
956,868
|
|||
|
|
Hotels, Restaurants & Leisure
— 0.9%
|
|
|||
|
692
|
McDonald’s Corp.
|
205,185
|
|||
|
|
Household Durables — 2.9%
|
|
|||
|
2,091
|
Garmin Ltd.
|
268,777
|
|||
|
3,177
|
Whirlpool Corp.
|
386,863
|
|||
|
|
|
655,640
|
|||
|
Shares
|
Description
|
Value
|
|||
|
COMMON STOCKS (Continued)
|
|||||
|
|
Household Products — 0.9%
|
|
|||
|
729
|
Clorox (The) Co.
|
$103,948
|
|||
|
798
|
Kimberly-Clark Corp.
|
96,965
|
|||
|
|
|
200,913
|
|||
|
|
Industrial Conglomerates —
1.2%
|
|
|||
|
2,384
|
3M Co.
|
260,619
|
|||
|
|
Insurance — 4.2%
|
|
|||
|
1,647
|
Aflac, Inc.
|
135,877
|
|||
|
777
|
Assurant, Inc.
|
130,917
|
|||
|
1,719
|
Cincinnati Financial Corp.
|
177,848
|
|||
|
262
|
Everest Group Ltd.
|
92,638
|
|||
|
3,268
|
MetLife, Inc.
|
216,113
|
|||
|
908
|
Travelers (The) Cos., Inc.
|
172,965
|
|||
|
|
|
926,358
|
|||
|
|
IT Services — 5.8%
|
|
|||
|
1,035
|
Accenture PLC, Class A
|
363,192
|
|||
|
5,737
|
International Business Machines
Corp.
|
938,286
|
|||
|
|
|
1,301,478
|
|||
|
|
Leisure Products — 1.4%
|
|
|||
|
5,934
|
Hasbro, Inc.
|
302,990
|
|||
|
|
Machinery — 2.0%
|
|
|||
|
420
|
Cummins, Inc.
|
100,619
|
|||
|
342
|
Illinois Tool Works, Inc.
|
89,584
|
|||
|
335
|
Snap-on, Inc.
|
96,761
|
|||
|
1,617
|
Stanley Black & Decker, Inc.
|
158,628
|
|||
|
|
|
445,592
|
|||
|
|
Media — 4.7%
|
|
|||
|
9,329
|
Comcast Corp., Class A
|
409,076
|
|||
|
7,476
|
Omnicom Group, Inc.
|
646,749
|
|||
|
|
|
1,055,825
|
|||
|
|
Oil, Gas & Consumable Fuels
— 3.6%
|
|
|||
|
1,222
|
Chevron Corp.
|
182,274
|
|||
|
1,071
|
EOG Resources, Inc.
|
129,537
|
|||
|
1,527
|
Exxon Mobil Corp.
|
152,670
|
|||
|
4,833
|
ONEOK, Inc.
|
339,373
|
|||
|
|
|
803,854
|
|||
|
|
Personal Care Products —
2.0%
|
|
|||
|
20,622
|
Kenvue, Inc.
|
443,992
|
|||
|
|
Pharmaceuticals — 3.4%
|
|
|||
|
5,471
|
Bristol-Myers Squibb Co.
|
280,717
|
|||
|
1,579
|
Johnson & Johnson
|
247,492
|
|||
|
2,152
|
Merck & Co., Inc.
|
234,611
|
|||
|
|
|
762,820
|
|||
|
|
Professional Services — 1.5%
|
|
|||
|
290
|
Automatic Data Processing, Inc.
|
67,561
|
|||
|
Shares
|
Description
|
Value
|
|||
|
|
|||||
|
|
Professional Services
(Continued)
|
|
|||
|
314
|
Broadridge Financial Solutions,
Inc.
|
$64,606
|
|||
|
884
|
Paychex, Inc.
|
105,293
|
|||
|
1,218
|
Robert Half, Inc.
|
107,087
|
|||
|
|
|
344,547
|
|||
|
|
Residential REITs — 1.1%
|
|
|||
|
387
|
AvalonBay Communities, Inc.
|
72,454
|
|||
|
346
|
Essex Property Trust, Inc.
|
85,787
|
|||
|
572
|
Mid-America Apartment
Communities, Inc.
|
76,911
|
|||
|
|
|
235,152
|
|||
|
|
Retail REITs — 1.0%
|
|
|||
|
928
|
Federal Realty Investment Trust
|
95,630
|
|||
|
2,112
|
Realty Income Corp.
|
121,271
|
|||
|
|
|
216,901
|
|||
|
|
Semiconductors &
Semiconductor Equipment
— 10.6%
|
|
|||
|
2,397
|
Analog Devices, Inc.
|
475,949
|
|||
|
5,196
|
Microchip Technology, Inc.
|
468,575
|
|||
|
5,087
|
QUALCOMM, Inc.
|
735,733
|
|||
|
4,072
|
Texas Instruments, Inc.
|
694,113
|
|||
|
|
|
2,374,370
|
|||
|
|
Specialized REITs — 0.3%
|
|
|||
|
576
|
Digital Realty Trust, Inc.
|
77,518
|
|||
|
|
Specialty Retail — 4.2%
|
|
|||
|
6,006
|
Best Buy Co., Inc.
|
470,150
|
|||
|
753
|
Home Depot (The), Inc.
|
260,952
|
|||
|
876
|
Lowe’s Cos., Inc.
|
194,954
|
|||
|
|
|
926,056
|
|||
|
|
Technology Hardware, Storage
& Peripherals — 6.6%
|
|
|||
|
35,038
|
Hewlett Packard Enterprise Co.
|
594,945
|
|||
|
29,359
|
HP, Inc.
|
883,413
|
|||
|
|
|
1,478,358
|
|||
|
|
Trading Companies &
Distributors — 0.4%
|
|
|||
|
1,492
|
Fastenal Co.
|
96,637
|
|||
|
|
|||||
|
|
|||||
|
|
Total Investments — 99.7%
|
22,262,932
|
|||
|
|
(Cost $20,901,546)
|
|
|||
|
|
Net Other Assets and
Liabilities — 0.3%
|
60,641
|
|||
|
|
Net Assets — 100.0%
|
$22,323,573
|
|||
|
|
Total
Value at
12/31/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
|
Common Stocks*
|
$ 22,262,932
|
$ 22,262,932
|
$ —
|
$ —
|
|
*
|
See Portfolio of Investments for industry breakout.
|