|
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
| Confidential | ☐ |
| Filer CIK | 0000036405 |
| Filer CCC | ******** |
| Filer Investment Company Type | |
| Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
| Would you like a Return Copy? | ☐ |
| Is this an electronic copy of an official filing submitted in paper format? | ☐ |
| Name | |
| Phone | |
| E-Mail Address |
| Notify via Filing Website only? | ☐ |
| Notification E-mail Address | |
| Series ID | S000002847 |
| Class (Contract) ID | C000007802 C000007803 C000007804 C000105305 |
| a. Name of Registrant | VANGUARD INDEX FUNDS |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-02652 |
| c. CIK number of Registrant | 0000036405 |
| d. LEI of Registrant | 549300G6KNDK44WUN559 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | 100 Vanguard Boulevard |
| ii. Street Address 2 | |
| iii. City | Malvern |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 19355 |
| vii. Telephone number | 610-669-1000 |
| a. Name of Series. | VANGUARD SMALL-CAP VALUE INDEX FUND |
| b. EDGAR series identifier (if any). | S000002847 |
| c. LEI of Series. | IYAYRN9IGNRICDXDWU21 |
| a. Date of fiscal year-end. | 2025-12-31 |
| b. Date as of which information is reported. | 2025-09-30 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 59292000895.57 |
| b. Total liabilities. | 141139109.69 |
| c. Net assets. | 59150861785.88 |
| a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
| b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
| c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
| Amounts payable within one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
| (i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
| (ii) On a standby commitment basis: | 0.00000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 151285667.70000000 |
| If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
| a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
|---|
| c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
|---|
|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
| a. For each borrower in any securities lending transaction, provide the following information: |
| Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
|---|---|---|---|
| #1 | BMO Capital Markets Corp. | RUC0QBLBRPRCU4W1NE59 | 1882221.00000000 |
| #2 | BNP Paribas Securities Corp. | RCNB6OTYUAMMP879YW96 | 2514351.08000000 |
| #3 | Barclays Capital Inc | AC28XWWI3WIBK2824319 | 74886041.45000000 |
| #4 | BofA Securities Inc | 549300HN4UKV1E2R3U73 | 70048405.88000000 |
| #5 | CANTOR FITZGERALD | 5493004J7H4GCPG6OB62 | 982150.99000000 |
| #6 | CIBCI | 549300TDJKVQJ41VN031 | 3578920.00000000 |
| #7 | Canadian Imperial Bank of Commerce New York Branch | 549300H8L46OOZOFHU82 | 6777144.00000000 |
| #8 | Citigroup Global Markets Inc | MBNUM2BPBDO7JBLYG310 | 22334950.64000000 |
| #9 | Clear Street LLC | 549300KNQS43Y7TO3X67 | 1070265.66000000 |
| #10 | Goldman Sachs & Co. LLC | FOR8UP27PHTHYVLBNG30 | 50464863.31000000 |
| #11 | JP Morgan Securities LLC | ZBUT11V806EZRVTWT807 | 16869644.42000000 |
| #12 | Jefferies LLC | 58PU97L1C0WSRCWADL48 | 3366972.00000000 |
| #13 | Marex Capital Markets Inc | 5493006BWPDUCYG6EQ34 | 1115994.00000000 |
| #14 | Mizuho Securities USA, LLC | 5493004GRDTUI7EMIZ82 | 181975.00000000 |
| #15 | Morgan Stanley & Co. LLC | 9R7GPTSO7KV3UQJZQ078 | 47481536.20000000 |
| #16 | National Bank of Canada Financial Inc | 549300K66TF1ST7A3V76 | 2860704.00000000 |
| #17 | National Financial Services LLC | 549300JRHF1MHHWUAW04 | 13473673.53000000 |
| #18 | Pershing LLC | ZI8Q1A8EI8LQFJNM0D94 | 107432.00000000 |
| #19 | RBC Dominion Securities Inc | 549300QJJX6CVVUXLE15 | 3574332.00000000 |
| #20 | Scotia Capital (USA) Inc | 549300BLWPABP1VNME36 | 6639574.00000000 |
| #21 | State Street Bank and Trust Company | 571474TGEMMWANRLN572 | 3434820.00000000 |
| #22 | TD Prime Services, Inc. | 549300ZBQI1JB1844X09 | 4259572.00000000 |
| #23 | The Bank of Nova Scotia Houston Branch | L3I9ZG2KFGXZ61BMYR72 | 1177920.00000000 |
| #24 | UBS Securities LLC | T6FIZBDPKLYJKFCRVK44 | 10645459.00000000 |
| #25 | Velocity Clearing LLC | 984500T997U2DFD6C761 | 435660.00000000 |
| #26 | Wells Fargo Securities LLC | VYVVCKR63DVZZN70PB21 | 2997662.00000000 |
| b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
| a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
| Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
| Month 1 | Month 2 | Month 3 | ||
| #1 | 1.73188000 | 5.19126000 | 0.39496711 | C000007802 |
| #2 | 1.75101000 | 5.20462000 | 0.40819384 | C000007803 |
| #3 | 1.73846000 | 5.21196000 | 0.39785467 | C000007804 |
| #4 | 1.74245000 | 5.20821000 | 0.40117619 | C000105305 |
| b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
| Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
| Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
| Commodity Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Credit Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Equity Contracts | 1415522.59000000 | -2957800.29000000 | -914617.08000000 | 10411120.66000000 | 4512774.05000000 | -16779274.77000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 1427352.81000000 | -1661880.95000000 | 196416.11000000 | 2436681.87000000 | 2903634.44000000 | -2364348.45000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | -11830.22000000 | -1295919.34000000 | -1111033.19000000 | 7974438.79000000 | 1609139.61000000 | -14414926.32000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Foreign Exchange Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Interest Rate Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
| Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
|---|---|---|
| Month 1 | 133008775.23000000 | 788535954.82000000 |
| Month 2 | 23572822.54000000 | 2785324173.81000000 |
| Month 3 | 428436870.73000000 | -315546126.38000000 |
| a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
| Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
|---|---|---|---|
| Month 1 | 367837429.32000700 | 109437349.02000000 | 518506776.95000000 |
| Month 2 | 247132645.13000500 | 80.45000000 | 402309621.17000000 |
| Month 3 | 1309363866.50998000 | 110271814.50000000 | 1467540312.59000000 |
| a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
| b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
| c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
| For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
| For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
| Classification |
—
|
| If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information: |
| a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value. |
—
|
| b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period. |
—
|
| For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day: |
| a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value. |
—
|
| b. For Funds that were subject to the Relative VaR Test during the reporting period, provide: | |
| i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio. |
—
|
| ii. As applicable, the index identifier for the Fund’s Designated Index. |
—
|
| iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
| Schedule of Portfolio Investments Record: 1 |
| a. Name of issuer (if any). | AAR Corp |
| b. LEI (if any) of issuer. (1) | MP76T5YQX3YK5VVAQ802 |
| c. Title of the issue or description of the investment. | AAR CORP |
| d. CUSIP (if any). | 000361105 |
| At least one of the following other identifiers: |
| - ISIN | US0003611052 |
| Balance. (2) |
| a. Balance | 518310.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46476857.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078573424455 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 2 |
| a. Name of issuer (if any). | ADT Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADT INC |
| d. CUSIP (if any). | 00090Q103 |
| At least one of the following other identifiers: |
| - ISIN | US00090Q1031 |
| Balance. (2) |
| a. Balance | 8246024.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 71822869.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.121423199715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 3 |
| a. Name of issuer (if any). | ABM Industries Inc |
| b. LEI (if any) of issuer. (1) | QF02R89VEIOROM77J447 |
| c. Title of the issue or description of the investment. | ABM INDUSTRIES |
| d. CUSIP (if any). | 000957100 |
| At least one of the following other identifiers: |
| - ISIN | US0009571003 |
| Balance. (2) |
| a. Balance | 944491.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43559924.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073642079937 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 4 |
| a. Name of issuer (if any). | AGCO Corp |
| b. LEI (if any) of issuer. (1) | LYOM0B2GCF1JWXK5ZG04 |
| c. Title of the issue or description of the investment. | AGCO CORP |
| d. CUSIP (if any). | 001084102 |
| At least one of the following other identifiers: |
| - ISIN | US0010841023 |
| Balance. (2) |
| a. Balance | 962211.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 103023931.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.174171480616 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 5 |
| a. Name of issuer (if any). | AGNC Investment Corp |
| b. LEI (if any) of issuer. (1) | 5TRACI5HRMELWV32OF39 |
| c. Title of the issue or description of the investment. | AGNC INVESTMENT |
| d. CUSIP (if any). | 00123Q104 |
| At least one of the following other identifiers: |
| - ISIN | US00123Q1040 |
| Balance. (2) |
| a. Balance | 15803220.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 154713523.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.261557514343 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 31299609.00000000 |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | AES Corp/The |
| b. LEI (if any) of issuer. (1) | 2NUNNB7D43COUIRE5295 |
| c. Title of the issue or description of the investment. | AES CORP |
| d. CUSIP (if any). | 00130H105 |
| At least one of the following other identifiers: |
| - ISIN | US00130H1059 |
| Balance. (2) |
| a. Balance | 9696935.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127611664.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.215739315957 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 7 |
| a. Name of issuer (if any). | AMN Healthcare Services Inc |
| b. LEI (if any) of issuer. (1) | 529900W3ARRTCNFH2I39 |
| c. Title of the issue or description of the investment. | AMN HEALTHCARE |
| d. CUSIP (if any). | 001744101 |
| At least one of the following other identifiers: |
| - ISIN | US0017441017 |
| Balance. (2) |
| a. Balance | 581393.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11255768.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.019028917145 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 8 |
| a. Name of issuer (if any). | Angi Inc |
| b. LEI (if any) of issuer. (1) | 5493003ENY577E6SZL06 |
| c. Title of the issue or description of the investment. | ANGI INC |
| d. CUSIP (if any). | 00183L201 |
| At least one of the following other identifiers: |
| - ISIN | US00183L2016 |
| Balance. (2) |
| a. Balance | 571769.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9296963.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.015717376990 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | API Group Corp |
| b. LEI (if any) of issuer. (1) | 213800NZT1VX6PZ7BT53 |
| c. Title of the issue or description of the investment. | API GROUP CORP |
| d. CUSIP (if any). | 00187Y100 |
| At least one of the following other identifiers: |
| - ISIN | US00187Y1001 |
| Balance. (2) |
| a. Balance | 5678237.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 195161005.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.329937721611 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | ASGN Inc |
| b. LEI (if any) of issuer. (1) | LZBNYYCBUKY537072438 |
| c. Title of the issue or description of the investment. | ASGN INC |
| d. CUSIP (if any). | 00191U102 |
| At least one of the following other identifiers: |
| - ISIN | US00191U1025 |
| Balance. (2) |
| a. Balance | 631238.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29889119.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.050530319250 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | AST SpaceMobile Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AST SPACEMOBILE |
| d. CUSIP (if any). | 00217D100 |
| At least one of the following other identifiers: |
| - ISIN | US00217D1000 |
| Balance. (2) |
| a. Balance | 1531028.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75142854.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.127035941609 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 45124152.00000000 |
| Schedule of Portfolio Investments Record: 12 |
| a. Name of issuer (if any). | AZZ Inc |
| b. LEI (if any) of issuer. (1) | 549300HD1X2NFLWPYC83 |
| c. Title of the issue or description of the investment. | AZZ INC |
| d. CUSIP (if any). | 002474104 |
| At least one of the following other identifiers: |
| - ISIN | US0024741045 |
| Balance. (2) |
| a. Balance | 432572.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47206582.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.079807091451 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 13 |
| a. Name of issuer (if any). | Abercrombie & Fitch Co |
| b. LEI (if any) of issuer. (1) | 5493000J7LL72TOGT983 |
| c. Title of the issue or description of the investment. | ABERCROMBIE & FI |
| d. CUSIP (if any). | 002896207 |
| At least one of the following other identifiers: |
| - ISIN | US0028962076 |
| Balance. (2) |
| a. Balance | 686622.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58740512.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.099306265921 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 14 |
| a. Name of issuer (if any). | Academy Sports & Outdoors Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACADEMY SPORTS & |
| d. CUSIP (if any). | 00402L107 |
| At least one of the following other identifiers: |
| - ISIN | US00402L1070 |
| Balance. (2) |
| a. Balance | 1008460.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50443169.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.085278840708 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 15 |
| a. Name of issuer (if any). | Acadia Healthcare Co Inc |
| b. LEI (if any) of issuer. (1) | 5493005CW985Y9D0NC11 |
| c. Title of the issue or description of the investment. | ACADIA HEALTHCAR |
| d. CUSIP (if any). | 00404A109 |
| At least one of the following other identifiers: |
| - ISIN | US00404A1097 |
| Balance. (2) |
| a. Balance | 1330878.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32952539.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055709313922 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 16 |
| a. Name of issuer (if any). | Acadia Realty Trust |
| b. LEI (if any) of issuer. (1) | 254900C5XLB1YYJQSH07 |
| c. Title of the issue or description of the investment. | ACADIA REALTY |
| d. CUSIP (if any). | 004239109 |
| At least one of the following other identifiers: |
| - ISIN | US0042391096 |
| Balance. (2) |
| a. Balance | 1987494.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40048004.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.067704853134 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 17 |
| a. Name of issuer (if any). | Acuity Brands Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACUITY INC |
| d. CUSIP (if any). | 00508Y102 |
| At least one of the following other identifiers: |
| - ISIN | US00508Y1029 |
| Balance. (2) |
| a. Balance | 464891.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 160103811.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.270670293984 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 18 |
| a. Name of issuer (if any). | Acushnet Holdings Corp |
| b. LEI (if any) of issuer. (1) | 529900W5FI106H543E43 |
| c. Title of the issue or description of the investment. | ACUSHNET HOLDING |
| d. CUSIP (if any). | 005098108 |
| At least one of the following other identifiers: |
| - ISIN | US0050981085 |
| Balance. (2) |
| a. Balance | 400421.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31429044.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.053133704803 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 19 |
| a. Name of issuer (if any). | AdaptHealth Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADAPTHEALTH CORP |
| d. CUSIP (if any). | 00653Q102 |
| At least one of the following other identifiers: |
| - ISIN | US00653Q1022 |
| Balance. (2) |
| a. Balance | 769717.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6888967.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011646435811 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | Adeia Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADEIA INC |
| d. CUSIP (if any). | 00676P107 |
| At least one of the following other identifiers: |
| - ISIN | US00676P1075 |
| Balance. (2) |
| a. Balance | 1576230.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26480664.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044768010474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 21 |
| a. Name of issuer (if any). | Adtalem Global Education Inc |
| b. LEI (if any) of issuer. (1) | 549300Z467EZLMODV621 |
| c. Title of the issue or description of the investment. | ADTALEM GLOBAL E |
| d. CUSIP (if any). | 00737L103 |
| At least one of the following other identifiers: |
| - ISIN | US00737L1035 |
| Balance. (2) |
| a. Balance | 518186.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80033827.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.135304584385 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 22 |
| a. Name of issuer (if any). | Advance Auto Parts Inc |
| b. LEI (if any) of issuer. (1) | 529900UCNQ5H9FSL0Y70 |
| c. Title of the issue or description of the investment. | ADVANCE AUTO PAR |
| d. CUSIP (if any). | 00751Y106 |
| At least one of the following other identifiers: |
| - ISIN | US00751Y1064 |
| Balance. (2) |
| a. Balance | 909988.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55873263.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094458916595 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 23 |
| a. Name of issuer (if any). | AECOM |
| b. LEI (if any) of issuer. (1) | 0EEB8GF0W0NPCIHZX097 |
| c. Title of the issue or description of the investment. | AECOM |
| d. CUSIP (if any). | 00766T100 |
| At least one of the following other identifiers: |
| - ISIN | US00766T1007 |
| Balance. (2) |
| a. Balance | 2009246.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 262146325.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.443182597354 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 24 |
| a. Name of issuer (if any). | Affiliated Managers Group Inc |
| b. LEI (if any) of issuer. (1) | 2JE75BUE3T1BLCYYGK54 |
| c. Title of the issue or description of the investment. | AFFIL MANAGERS |
| d. CUSIP (if any). | 008252108 |
| At least one of the following other identifiers: |
| - ISIN | US0082521081 |
| Balance. (2) |
| a. Balance | 409466.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97628978.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.165050813179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 25 |
| a. Name of issuer (if any). | Agree Realty Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AGREE REALTY |
| d. CUSIP (if any). | 008492100 |
| At least one of the following other identifiers: |
| - ISIN | US0084921008 |
| Balance. (2) |
| a. Balance | 1678821.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119263443.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.201625877018 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 26 |
| a. Name of issuer (if any). | Air Lease Corp |
| b. LEI (if any) of issuer. (1) | 5493004NW4M4P8TMMK63 |
| c. Title of the issue or description of the investment. | AIR LEASE C |
| d. CUSIP (if any). | 00912X302 |
| At least one of the following other identifiers: |
| - ISIN | US00912X3026 |
| Balance. (2) |
| a. Balance | 1526084.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97135246.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164216113962 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 27 |
| a. Name of issuer (if any). | Akamai Technologies Inc |
| b. LEI (if any) of issuer. (1) | OC1LZNN2LF5WTJ5RIL89 |
| c. Title of the issue or description of the investment. | AKAMAI TECHNOLOG |
| d. CUSIP (if any). | 00971T101 |
| At least one of the following other identifiers: |
| - ISIN | US00971T1016 |
| Balance. (2) |
| a. Balance | 2175194.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 164792697.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.278597289142 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | Alaska Air Group Inc |
| b. LEI (if any) of issuer. (1) | 529900G48RT4KWLC6C27 |
| c. Title of the issue or description of the investment. | ALASKA AIR GROUP |
| d. CUSIP (if any). | 011659109 |
| At least one of the following other identifiers: |
| - ISIN | US0116591092 |
| Balance. (2) |
| a. Balance | 1749283.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87079307.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.147215619706 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 29 |
| a. Name of issuer (if any). | Albany International Corp |
| b. LEI (if any) of issuer. (1) | L73WCPNCZIRSQGZTW097 |
| c. Title of the issue or description of the investment. | ALBANY INTL CORP |
| d. CUSIP (if any). | 012348108 |
| At least one of the following other identifiers: |
| - ISIN | US0123481089 |
| Balance. (2) |
| a. Balance | 447539.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23853828.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.040327102564 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 30 |
| a. Name of issuer (if any). | Albemarle Corp |
| b. LEI (if any) of issuer. (1) | HDBLS2Q6GV1LSKQPBS54 |
| c. Title of the issue or description of the investment. | ALBEMARLE CORP |
| d. CUSIP (if any). | 012653101 |
| At least one of the following other identifiers: |
| - ISIN | US0126531013 |
| Balance. (2) |
| a. Balance | 1650278.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133804540.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.226208944722 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 31 |
| a. Name of issuer (if any). | Albertsons Cos Inc |
| b. LEI (if any) of issuer. (1) | 549300YKWOC0AOR16R51 |
| c. Title of the issue or description of the investment. | ALBERTSONS COS-A |
| d. CUSIP (if any). | 013091103 |
| At least one of the following other identifiers: |
| - ISIN | US0130911037 |
| Balance. (2) |
| a. Balance | 4671150.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81791836.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.138276660779 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 32 |
| a. Name of issuer (if any). | Alcoa Corp |
| b. LEI (if any) of issuer. (1) | 549300T12EZ1F6PWWU29 |
| c. Title of the issue or description of the investment. | ALCOA CORP |
| d. CUSIP (if any). | 013872106 |
| At least one of the following other identifiers: |
| - ISIN | US0138721065 |
| Balance. (2) |
| a. Balance | 3927811.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129185703.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.218400374719 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 33 |
| a. Name of issuer (if any). | Alexander & Baldwin Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALEXANDER & BALD |
| d. CUSIP (if any). | 014491104 |
| At least one of the following other identifiers: |
| - ISIN | US0144911049 |
| Balance. (2) |
| a. Balance | 1103724.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20076739.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033941584203 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 34 |
| a. Name of issuer (if any). | Alexander's Inc |
| b. LEI (if any) of issuer. (1) | 549300TZM28P04U5R635 |
| c. Title of the issue or description of the investment. | ALEXANDER'S INC |
| d. CUSIP (if any). | 014752109 |
| At least one of the following other identifiers: |
| - ISIN | US0147521092 |
| Balance. (2) |
| a. Balance | 15493.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3632953.57000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006141843855 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | Align Technology Inc |
| b. LEI (if any) of issuer. (1) | 549300N5YSE0U3LCP840 |
| c. Title of the issue or description of the investment. | ALIGN TECHNOLOGY |
| d. CUSIP (if any). | 016255101 |
| At least one of the following other identifiers: |
| - ISIN | US0162551016 |
| Balance. (2) |
| a. Balance | 1044649.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 130810947.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.221147999928 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 36 |
| a. Name of issuer (if any). | Alight Inc |
| b. LEI (if any) of issuer. (1) | 549300600ESCO1HTVN74 |
| c. Title of the issue or description of the investment. | ALIGHT INC-CL A |
| d. CUSIP (if any). | 01626W101 |
| At least one of the following other identifiers: |
| - ISIN | US01626W1018 |
| Balance. (2) |
| a. Balance | 6418427.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20924072.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.035374078057 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | ALLETE Inc |
| b. LEI (if any) of issuer. (1) | 549300NNLSIMY6Z8OT86 |
| c. Title of the issue or description of the investment. | ALLETE INC |
| d. CUSIP (if any). | 018522300 |
| At least one of the following other identifiers: |
| - ISIN | US0185223007 |
| Balance. (2) |
| a. Balance | 880407.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58459024.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098830385619 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 38 |
| a. Name of issuer (if any). | Bread Financial Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300G8S4PO686J7H97 |
| c. Title of the issue or description of the investment. | BREAD FINANCIAL |
| d. CUSIP (if any). | 018581108 |
| At least one of the following other identifiers: |
| - ISIN | US0185811082 |
| Balance. (2) |
| a. Balance | 672209.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37489095.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063378782317 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 39 |
| a. Name of issuer (if any). | Allison Transmission Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900RP7DJ882LI9T83 |
| c. Title of the issue or description of the investment. | ALLISON TRANSMIS |
| d. CUSIP (if any). | 01973R101 |
| At least one of the following other identifiers: |
| - ISIN | US01973R1014 |
| Balance. (2) |
| a. Balance | 1268496.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107669940.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.182025987837 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 40 |
| a. Name of issuer (if any). | Ally Financial Inc |
| b. LEI (if any) of issuer. (1) | 549300JBN1OSM8YNAI90 |
| c. Title of the issue or description of the investment. | ALLY FINANCIAL I |
| d. CUSIP (if any). | 02005N100 |
| At least one of the following other identifiers: |
| - ISIN | US02005N1000 |
| Balance. (2) |
| a. Balance | 4202584.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 164741292.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.278510384846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 41 |
| a. Name of issuer (if any). | Alpha Metallurgical Resources Inc |
| b. LEI (if any) of issuer. (1) | 254900VEBGZO2PY8R678 |
| c. Title of the issue or description of the investment. | ALPHA METALLURGI |
| d. CUSIP (if any). | 020764106 |
| At least one of the following other identifiers: |
| - ISIN | US0207641061 |
| Balance. (2) |
| a. Balance | 79213.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12998061.17000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021974424002 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 42 |
| a. Name of issuer (if any). | Altice USA Inc |
| b. LEI (if any) of issuer. (1) | 54930064K3612MGCER95 |
| c. Title of the issue or description of the investment. | ALTICE USA INC-A |
| d. CUSIP (if any). | 02156K103 |
| At least one of the following other identifiers: |
| - ISIN | US02156K1034 |
| Balance. (2) |
| a. Balance | 3883295.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9358740.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.015821816736 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 43 |
| a. Name of issuer (if any). | U-Haul Holding Co |
| b. LEI (if any) of issuer. (1) | 5493003WIDMLDHYC6Y24 |
| c. Title of the issue or description of the investment. | U-HAUL HOLDING C |
| d. CUSIP (if any). | 023586100 |
| At least one of the following other identifiers: |
| - ISIN | US0235861004 |
| Balance. (2) |
| a. Balance | 136538.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7792223.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013173474442 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | U-Haul Holding Co |
| b. LEI (if any) of issuer. (1) | 5493003WIDMLDHYC6Y24 |
| c. Title of the issue or description of the investment. | U-HAUL HOLDING C |
| d. CUSIP (if any). | 023586506 |
| At least one of the following other identifiers: |
| - ISIN | US0235865062 |
| Balance. (2) |
| a. Balance | 1469479.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74796481.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126450365796 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 45 |
| a. Name of issuer (if any). | Ameresco Inc |
| b. LEI (if any) of issuer. (1) | 529900NZXZGBCBXYY327 |
| c. Title of the issue or description of the investment. | AMERESCO INC-A |
| d. CUSIP (if any). | 02361E108 |
| At least one of the following other identifiers: |
| - ISIN | US02361E1082 |
| Balance. (2) |
| a. Balance | 236912.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7955504.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013449516574 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 46 |
| a. Name of issuer (if any). | American Airlines Group Inc |
| b. LEI (if any) of issuer. (1) | IWUQB36BXD6OWD6X4T14 |
| c. Title of the issue or description of the investment. | AMERICAN AIRLINE |
| d. CUSIP (if any). | 02376R102 |
| At least one of the following other identifiers: |
| - ISIN | US02376R1023 |
| Balance. (2) |
| a. Balance | 10009676.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112508758.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.190206456580 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 47 |
| a. Name of issuer (if any). | Amentum Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMENTUM HOLDINGS |
| d. CUSIP (if any). | 023939101 |
| At least one of the following other identifiers: |
| - ISIN | US0239391016 |
| Balance. (2) |
| a. Balance | 2214822.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53044986.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.089677454053 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 48 |
| a. Name of issuer (if any). | American Assets Trust Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMERICAN ASSETS |
| d. CUSIP (if any). | 024013104 |
| At least one of the following other identifiers: |
| - ISIN | US0240131047 |
| Balance. (2) |
| a. Balance | 695788.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14138412.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.023902292769 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 49 |
| a. Name of issuer (if any). | American Eagle Outfitters Inc |
| b. LEI (if any) of issuer. (1) | 5299001Z9HXK01DHW793 |
| c. Title of the issue or description of the investment. | AMER EAGLE OUTF |
| d. CUSIP (if any). | 02553E106 |
| At least one of the following other identifiers: |
| - ISIN | US02553E1064 |
| Balance. (2) |
| a. Balance | 2365673.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40476665.03000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.068429544063 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 50 |
| a. Name of issuer (if any). | American Financial Group Inc/OH |
| b. LEI (if any) of issuer. (1) | 549300AFOM7IVKIU1G39 |
| c. Title of the issue or description of the investment. | AMER FINL GROUP |
| d. CUSIP (if any). | 025932104 |
| At least one of the following other identifiers: |
| - ISIN | US0259321042 |
| Balance. (2) |
| a. Balance | 1075346.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 156699419.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.264914853966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 51 |
| a. Name of issuer (if any). | American Homes 4 Rent |
| b. LEI (if any) of issuer. (1) | 549300ZJUO7A58PNUW40 |
| c. Title of the issue or description of the investment. | AMERICAN HOMES-A |
| d. CUSIP (if any). | 02665T306 |
| At least one of the following other identifiers: |
| - ISIN | US02665T3068 |
| Balance. (2) |
| a. Balance | 2387264.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79376528.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.134193358479 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 52 |
| a. Name of issuer (if any). | American States Water Co |
| b. LEI (if any) of issuer. (1) | 529900L26LIS2V8PWM23 |
| c. Title of the issue or description of the investment. | AMER STATES WATE |
| d. CUSIP (if any). | 029899101 |
| At least one of the following other identifiers: |
| - ISIN | US0298991011 |
| Balance. (2) |
| a. Balance | 584207.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42834057.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072414933522 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 53 |
| a. Name of issuer (if any). | American Woodmark Corp |
| b. LEI (if any) of issuer. (1) | 5299007PFSDWMA74RB56 |
| c. Title of the issue or description of the investment. | AMER WOODMARK CO |
| d. CUSIP (if any). | 030506109 |
| At least one of the following other identifiers: |
| - ISIN | US0305061097 |
| Balance. (2) |
| a. Balance | 105005.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7010133.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011851279234 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 54 |
| a. Name of issuer (if any). | Americold Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | 894500O3S3W62PQPO460 |
| c. Title of the issue or description of the investment. | Americold Realty Trust Inc |
| d. CUSIP (if any). | 03064D108 |
| At least one of the following other identifiers: |
| - ISIN | US03064D1081 |
| Balance. (2) |
| a. Balance | 4320442.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52882210.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.089402264791 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 55 |
| a. Name of issuer (if any). | Ameris Bancorp |
| b. LEI (if any) of issuer. (1) | PBJHNT51T5V6G5UQFV42 |
| c. Title of the issue or description of the investment. | AMERIS BANCORP |
| d. CUSIP (if any). | 03076K108 |
| At least one of the following other identifiers: |
| - ISIN | US03076K1088 |
| Balance. (2) |
| a. Balance | 988462.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72464149.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.122507343142 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 56 |
| a. Name of issuer (if any). | Amkor Technology Inc |
| b. LEI (if any) of issuer. (1) | 529900VHLRTKPWZJBM84 |
| c. Title of the issue or description of the investment. | AMKOR TECH INC |
| d. CUSIP (if any). | 031652100 |
| At least one of the following other identifiers: |
| - ISIN | US0316521006 |
| Balance. (2) |
| a. Balance | 1874586.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53238242.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.090004170341 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 57 |
| a. Name of issuer (if any). | Amneal Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMNEAL PHARM INC |
| d. CUSIP (if any). | 03168L105 |
| At least one of the following other identifiers: |
| - ISIN | US03168L1052 |
| Balance. (2) |
| a. Balance | 2620597.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26232175.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044347918488 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 58 |
| a. Name of issuer (if any). | Andersons Inc/The |
| b. LEI (if any) of issuer. (1) | L38MWB8MVRFV7HVJPU11 |
| c. Title of the issue or description of the investment. | ANDERSONS INC |
| d. CUSIP (if any). | 034164103 |
| At least one of the following other identifiers: |
| - ISIN | US0341641035 |
| Balance. (2) |
| a. Balance | 493037.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19627802.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033182615396 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 59 |
| a. Name of issuer (if any). | Annaly Capital Management Inc |
| b. LEI (if any) of issuer. (1) | 2DTL0G3FPRYUT58TI025 |
| c. Title of the issue or description of the investment. | ANNALY CAPITAL M |
| d. CUSIP (if any). | 035710839 |
| At least one of the following other identifiers: |
| - ISIN | US0357108390 |
| Balance. (2) |
| a. Balance | 9740391.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 196853302.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.332798705152 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 60 |
| a. Name of issuer (if any). | Antero Resources Corp |
| b. LEI (if any) of issuer. (1) | APVBKPOULHUX7YZLKU17 |
| c. Title of the issue or description of the investment. | ANTERO RESOURCES |
| d. CUSIP (if any). | 03674X106 |
| At least one of the following other identifiers: |
| - ISIN | US03674X1063 |
| Balance. (2) |
| a. Balance | 2226102.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74707983.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126300751780 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 61 |
| a. Name of issuer (if any). | Antero Midstream Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANTERO MIDSTREAM |
| d. CUSIP (if any). | 03676B102 |
| At least one of the following other identifiers: |
| - ISIN | US03676B1026 |
| Balance. (2) |
| a. Balance | 5081272.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98779927.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.166996599369 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 62 |
| a. Name of issuer (if any). | APA Corp |
| b. LEI (if any) of issuer. (1) | 549300VCIWLRHYVSHC79 |
| c. Title of the issue or description of the investment. | APA CORP |
| d. CUSIP (if any). | 03743Q108 |
| At least one of the following other identifiers: |
| - ISIN | US03743Q1085 |
| Balance. (2) |
| a. Balance | 5427693.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 131784386.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.222793687295 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 63 |
| a. Name of issuer (if any). | Apartment Investment and Management Co |
| b. LEI (if any) of issuer. (1) | 549300O8FT5GJ4RU1D57 |
| c. Title of the issue or description of the investment. | APARTMENT INVEST |
| d. CUSIP (if any). | 03748R747 |
| At least one of the following other identifiers: |
| - ISIN | US03748R7474 |
| Balance. (2) |
| a. Balance | 2051216.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16266142.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027499418248 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 64 |
| a. Name of issuer (if any). | Apogee Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 549300579S7QW8V4IJ60 |
| c. Title of the issue or description of the investment. | APOGEE ENTERPR |
| d. CUSIP (if any). | 037598109 |
| At least one of the following other identifiers: |
| - ISIN | US0375981091 |
| Balance. (2) |
| a. Balance | 310311.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13520250.27000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022857232949 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 65 |
| a. Name of issuer (if any). | Apollo Commercial Real Estate Finance Inc |
| b. LEI (if any) of issuer. (1) | 549300E0AN7M2AQHSY29 |
| c. Title of the issue or description of the investment. | APOLLO COMMERCIA |
| d. CUSIP (if any). | 03762U105 |
| At least one of the following other identifiers: |
| - ISIN | US03762U1051 |
| Balance. (2) |
| a. Balance | 2107884.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21352864.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.036098992094 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 66 |
| a. Name of issuer (if any). | Apple Hospitality REIT Inc |
| b. LEI (if any) of issuer. (1) | 549300EVZAR0FBZO4F16 |
| c. Title of the issue or description of the investment. | APPLE HOSPITALIT |
| d. CUSIP (if any). | 03784Y200 |
| At least one of the following other identifiers: |
| - ISIN | US03784Y2000 |
| Balance. (2) |
| a. Balance | 3235664.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38860324.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.065696971213 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 67 |
| a. Name of issuer (if any). | Applied Industrial Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300NU173IJRC6PO38 |
| c. Title of the issue or description of the investment. | APPLIED INDU TEC |
| d. CUSIP (if any). | 03820C105 |
| At least one of the following other identifiers: |
| - ISIN | US03820C1053 |
| Balance. (2) |
| a. Balance | 572776.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 149523174.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.252782749541 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 68 |
| a. Name of issuer (if any). | AptarGroup Inc |
| b. LEI (if any) of issuer. (1) | VNPEQDQFAA7IY1T2PX43 |
| c. Title of the issue or description of the investment. | APTARGROUP INC |
| d. CUSIP (if any). | 038336103 |
| At least one of the following other identifiers: |
| - ISIN | US0383361039 |
| Balance. (2) |
| a. Balance | 999428.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133583546.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.225835334341 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 69 |
| a. Name of issuer (if any). | Aramark |
| b. LEI (if any) of issuer. (1) | 549300MR6PG2DWZUIL39 |
| c. Title of the issue or description of the investment. | ARAMARK |
| d. CUSIP (if any). | 03852U106 |
| At least one of the following other identifiers: |
| - ISIN | US03852U1060 |
| Balance. (2) |
| a. Balance | 3987523.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 153120883.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.258865008179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 70 |
| a. Name of issuer (if any). | Arbor Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | 549300ASFUWYQO0RW077 |
| c. Title of the issue or description of the investment. | ARBOR REALTY TRU |
| d. CUSIP (if any). | 038923108 |
| At least one of the following other identifiers: |
| - ISIN | US0389231087 |
| Balance. (2) |
| a. Balance | 2771406.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33838867.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.057207733308 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 21889074.57000000 |
| Schedule of Portfolio Investments Record: 71 |
| a. Name of issuer (if any). | ArcBest Corp |
| b. LEI (if any) of issuer. (1) | 5493006S3KBNE8ZS3J23 |
| c. Title of the issue or description of the investment. | ARCBEST CORP |
| d. CUSIP (if any). | 03937C105 |
| At least one of the following other identifiers: |
| - ISIN | US03937C1053 |
| Balance. (2) |
| a. Balance | 327541.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22885289.67000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038689697798 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 72 |
| a. Name of issuer (if any). | Archrock Inc |
| b. LEI (if any) of issuer. (1) | 549300K3RIHMHDVFTL28 |
| c. Title of the issue or description of the investment. | ARCHROCK INC |
| d. CUSIP (if any). | 03957W106 |
| At least one of the following other identifiers: |
| - ISIN | US03957W1062 |
| Balance. (2) |
| a. Balance | 2533910.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66667172.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.112707017424 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 73 |
| a. Name of issuer (if any). | Arcosa Inc |
| b. LEI (if any) of issuer. (1) | 549300WFHLTCZV7D6V29 |
| c. Title of the issue or description of the investment. | ARCOSA INC |
| d. CUSIP (if any). | 039653100 |
| At least one of the following other identifiers: |
| - ISIN | US0396531008 |
| Balance. (2) |
| a. Balance | 744032.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69723238.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117873580561 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 74 |
| a. Name of issuer (if any). | ARMOUR Residential REIT Inc |
| b. LEI (if any) of issuer. (1) | 549300K0WA0EJUX74V72 |
| c. Title of the issue or description of the investment. | ARMOUR RESIDENTI |
| d. CUSIP (if any). | 042315705 |
| At least one of the following other identifiers: |
| - ISIN | US0423157058 |
| Balance. (2) |
| a. Balance | 1707616.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25511783.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.043130027644 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 2583126.00000000 |
| Schedule of Portfolio Investments Record: 75 |
| a. Name of issuer (if any). | Array Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300JM5FECYJQ85V37 |
| c. Title of the issue or description of the investment. | ARRAY TECHNOLOGI |
| d. CUSIP (if any). | 04271T100 |
| At least one of the following other identifiers: |
| - ISIN | US04271T1007 |
| Balance. (2) |
| a. Balance | 2316878.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18882555.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031922705992 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 76 |
| a. Name of issuer (if any). | Arrow Electronics Inc |
| b. LEI (if any) of issuer. (1) | 549300YNNLBXT8N8R512 |
| c. Title of the issue or description of the investment. | ARROW ELECTRONIC |
| d. CUSIP (if any). | 042735100 |
| At least one of the following other identifiers: |
| - ISIN | US0427351004 |
| Balance. (2) |
| a. Balance | 781299.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94537179.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.159823840508 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 77 |
| a. Name of issuer (if any). | Artisan Partners Asset Management Inc |
| b. LEI (if any) of issuer. (1) | 549300T1FUI6JF63XU51 |
| c. Title of the issue or description of the investment. | ARTISAN PARTNE-A |
| d. CUSIP (if any). | 04316A108 |
| At least one of the following other identifiers: |
| - ISIN | US04316A1088 |
| Balance. (2) |
| a. Balance | 1015623.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44078038.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.074517998333 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 78 |
| a. Name of issuer (if any). | Asbury Automotive Group Inc |
| b. LEI (if any) of issuer. (1) | 549300JH4DTA7U42GL91 |
| c. Title of the issue or description of the investment. | ASBURY AUTO GRP |
| d. CUSIP (if any). | 043436104 |
| At least one of the following other identifiers: |
| - ISIN | US0434361046 |
| Balance. (2) |
| a. Balance | 298260.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72909657.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.123260515229 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 79 |
| a. Name of issuer (if any). | Ashland Inc |
| b. LEI (if any) of issuer. (1) | 529900E4L9R04SB8HB11 |
| c. Title of the issue or description of the investment. | ASHLAND INC |
| d. CUSIP (if any). | 044186104 |
| At least one of the following other identifiers: |
| - ISIN | US0441861046 |
| Balance. (2) |
| a. Balance | 693368.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33219260.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056160231443 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 80 |
| a. Name of issuer (if any). | Associated Banc-Corp |
| b. LEI (if any) of issuer. (1) | 549300N3CIN473IW5094 |
| c. Title of the issue or description of the investment. | ASSOC BANC-CORP |
| d. CUSIP (if any). | 045487105 |
| At least one of the following other identifiers: |
| - ISIN | US0454871056 |
| Balance. (2) |
| a. Balance | 2390158.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61450962.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103888532347 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | Assurant Inc |
| b. LEI (if any) of issuer. (1) | H3F39CAXWQRVWURFXL38 |
| c. Title of the issue or description of the investment. | ASSURANT INC |
| d. CUSIP (if any). | 04621X108 |
| At least one of the following other identifiers: |
| - ISIN | US04621X1081 |
| Balance. (2) |
| a. Balance | 765476.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 165802101.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.280303780188 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | Astec Industries Inc |
| b. LEI (if any) of issuer. (1) | 5493002DO2QKHLKB2A48 |
| c. Title of the issue or description of the investment. | ASTEC INDUSTRIES |
| d. CUSIP (if any). | 046224101 |
| At least one of the following other identifiers: |
| - ISIN | US0462241011 |
| Balance. (2) |
| a. Balance | 347042.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16703131.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028238187839 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | Atkore Inc |
| b. LEI (if any) of issuer. (1) | 52990002TI38AM4RPV48 |
| c. Title of the issue or description of the investment. | ATKORE INC |
| d. CUSIP (if any). | 047649108 |
| At least one of the following other identifiers: |
| - ISIN | US0476491081 |
| Balance. (2) |
| a. Balance | 510573.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32033350.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.054155339504 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 84 |
| a. Name of issuer (if any). | Atlantic Union Bankshares Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLANTIC UNION B |
| d. CUSIP (if any). | 04911A107 |
| At least one of the following other identifiers: |
| - ISIN | US04911A1079 |
| Balance. (2) |
| a. Balance | 2161927.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76294403.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.128982742645 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Atmos Energy Corp |
| b. LEI (if any) of issuer. (1) | QVLWEGTD2S8GJMO8D383 |
| c. Title of the issue or description of the investment. | ATMOS ENERGY |
| d. CUSIP (if any). | 049560105 |
| At least one of the following other identifiers: |
| - ISIN | US0495601058 |
| Balance. (2) |
| a. Balance | 2308196.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 394124467.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.666303845963 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 86 |
| a. Name of issuer (if any). | Atmus Filtration Technologies Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATMUS FILTRATION |
| d. CUSIP (if any). | 04956D107 |
| At least one of the following other identifiers: |
| - ISIN | US04956D1072 |
| Balance. (2) |
| a. Balance | 1246290.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56195216.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.095003207735 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 87 |
| a. Name of issuer (if any). | AutoNation Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AUTONATION INC |
| d. CUSIP (if any). | 05329W102 |
| At least one of the following other identifiers: |
| - ISIN | US05329W1027 |
| Balance. (2) |
| a. Balance | 514812.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112625421.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.190403686167 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 88 |
| a. Name of issuer (if any). | Avantor Inc |
| b. LEI (if any) of issuer. (1) | 5493003VM0XB4U8YD238 |
| c. Title of the issue or description of the investment. | AVANTOR INC |
| d. CUSIP (if any). | 05352A100 |
| At least one of the following other identifiers: |
| - ISIN | US05352A1007 |
| Balance. (2) |
| a. Balance | 10342152.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129070056.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.218204863062 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 89 |
| a. Name of issuer (if any). | Avery Dennison Corp |
| b. LEI (if any) of issuer. (1) | 549300PW7VPFCYKLIV37 |
| c. Title of the issue or description of the investment. | AVERY DENNISON |
| d. CUSIP (if any). | 053611109 |
| At least one of the following other identifiers: |
| - ISIN | US0536111091 |
| Balance. (2) |
| a. Balance | 1183002.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 191847434.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.324335822924 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 90 |
| a. Name of issuer (if any). | Avient Corp |
| b. LEI (if any) of issuer. (1) | SM8L9RZYIB34LNTWO040 |
| c. Title of the issue or description of the investment. | AVIENT CORP |
| d. CUSIP (if any). | 05368V106 |
| At least one of the following other identifiers: |
| - ISIN | US05368V1061 |
| Balance. (2) |
| a. Balance | 1388701.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45757697.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.077357618415 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 91 |
| a. Name of issuer (if any). | Avidity Biosciences Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AVIDITY BIOSCIEN |
| d. CUSIP (if any). | 05370A108 |
| At least one of the following other identifiers: |
| - ISIN | US05370A1088 |
| Balance. (2) |
| a. Balance | 2070296.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90202796.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.152496166575 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 92 |
| a. Name of issuer (if any). | Avis Budget Group Inc |
| b. LEI (if any) of issuer. (1) | 529900E95812SYWMCE44 |
| c. Title of the issue or description of the investment. | AVIS BUDGET GROU |
| d. CUSIP (if any). | 053774105 |
| At least one of the following other identifiers: |
| - ISIN | US0537741052 |
| Balance. (2) |
| a. Balance | 240253.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38578625.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.065220732742 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 20425140.49000000 |
| Schedule of Portfolio Investments Record: 93 |
| a. Name of issuer (if any). | Avista Corp |
| b. LEI (if any) of issuer. (1) | Q0IK63NITJD6RJ47SW96 |
| c. Title of the issue or description of the investment. | AVISTA CORP |
| d. CUSIP (if any). | 05379B107 |
| At least one of the following other identifiers: |
| - ISIN | US05379B1070 |
| Balance. (2) |
| a. Balance | 1230460.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46523692.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078652603183 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 94 |
| a. Name of issuer (if any). | Avnet Inc |
| b. LEI (if any) of issuer. (1) | XJI53DCPL7QABOWK4Z75 |
| c. Title of the issue or description of the investment. | AVNET INC |
| d. CUSIP (if any). | 053807103 |
| At least one of the following other identifiers: |
| - ISIN | US0538071038 |
| Balance. (2) |
| a. Balance | 1266167.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66195210.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.111909123149 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | Axcelis Technologies Inc |
| b. LEI (if any) of issuer. (1) | 529900HF9B6NL1QG9F05 |
| c. Title of the issue or description of the investment. | AXCELIS TECH INC |
| d. CUSIP (if any). | 054540208 |
| At least one of the following other identifiers: |
| - ISIN | US0545402085 |
| Balance. (2) |
| a. Balance | 476631.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46538250.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078677215233 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| a. Name of issuer (if any). | Axos Financial Inc |
| b. LEI (if any) of issuer. (1) | 529900D8M56422GK9O25 |
| c. Title of the issue or description of the investment. | AXOS FINANCIAL I |
| d. CUSIP (if any). | 05465C100 |
| At least one of the following other identifiers: |
| - ISIN | US05465C1009 |
| Balance. (2) |
| a. Balance | 814067.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68910771.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.116500029702 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 97 |
| a. Name of issuer (if any). | BJ's Wholesale Club Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300UCIWH1C93V0J03 |
| c. Title of the issue or description of the investment. | BJ'S WHOLESALE C |
| d. CUSIP (if any). | 05550J101 |
| At least one of the following other identifiers: |
| - ISIN | US05550J1016 |
| Balance. (2) |
| a. Balance | 2003241.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 186802223.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.315806427176 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 98 |
| a. Name of issuer (if any). | BOK Financial Corp |
| b. LEI (if any) of issuer. (1) | GRI2NT5QHYW751NMR949 |
| c. Title of the issue or description of the investment. | BOK FINL CORP |
| d. CUSIP (if any). | 05561Q201 |
| At least one of the following other identifiers: |
| - ISIN | US05561Q2012 |
| Balance. (2) |
| a. Balance | 337748.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37638637.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063631595523 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 99 |
| a. Name of issuer (if any). | Ball Corp |
| b. LEI (if any) of issuer. (1) | 0BGI85ALH27ZJP15DY16 |
| c. Title of the issue or description of the investment. | BALL CORP |
| d. CUSIP (if any). | 058498106 |
| At least one of the following other identifiers: |
| - ISIN | US0584981064 |
| Balance. (2) |
| a. Balance | 4128569.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 208162448.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.351917863400 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | BancFirst Corp |
| b. LEI (if any) of issuer. (1) | 549300EJEHGBP4IO2J30 |
| c. Title of the issue or description of the investment. | BANCFIRST CORP |
| d. CUSIP (if any). | 05945F103 |
| At least one of the following other identifiers: |
| - ISIN | US05945F1030 |
| Balance. (2) |
| a. Balance | 277927.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35143869.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.059413959643 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 101 |
| a. Name of issuer (if any). | Bank of Hawaii Corp |
| b. LEI (if any) of issuer. (1) | 5493006Q8BQ8AD8M2U33 |
| c. Title of the issue or description of the investment. | BANK OF HAWAII |
| d. CUSIP (if any). | 062540109 |
| At least one of the following other identifiers: |
| - ISIN | US0625401098 |
| Balance. (2) |
| a. Balance | 603287.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39599758.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066947052814 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 102 |
| a. Name of issuer (if any). | Bank OZK |
| b. LEI (if any) of issuer. (1) | 549300VYK2WBD7SST478 |
| c. Title of the issue or description of the investment. | BANK OZK |
| d. CUSIP (if any). | 06417N103 |
| At least one of the following other identifiers: |
| - ISIN | US06417N1037 |
| Balance. (2) |
| a. Balance | 1634790.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83341594.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.140896669437 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 103 |
| a. Name of issuer (if any). | BankUnited Inc |
| b. LEI (if any) of issuer. (1) | 96OVUWEW5D4YX6PFXD91 |
| c. Title of the issue or description of the investment. | BANKUNITED INC |
| d. CUSIP (if any). | 06652K103 |
| At least one of the following other identifiers: |
| - ISIN | US06652K1034 |
| Balance. (2) |
| a. Balance | 1141006.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43540788.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073609728827 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 104 |
| a. Name of issuer (if any). | Banner Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BANNER CORPORATI |
| d. CUSIP (if any). | 06652V208 |
| At least one of the following other identifiers: |
| - ISIN | US06652V2088 |
| Balance. (2) |
| a. Balance | 498432.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32647296.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055193271939 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 105 |
| a. Name of issuer (if any). | Bath & Body Works Inc |
| b. LEI (if any) of issuer. (1) | GR3KVMWVCR54YWQNXU90 |
| c. Title of the issue or description of the investment. | Bath & Body Works Inc |
| d. CUSIP (if any). | 070830104 |
| At least one of the following other identifiers: |
| - ISIN | US0708301041 |
| Balance. (2) |
| a. Balance | 3210205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82694880.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.139803340650 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 106 |
| a. Name of issuer (if any). | Baxter International Inc |
| b. LEI (if any) of issuer. (1) | J5OIVXX3P24RJRW5CK77 |
| c. Title of the issue or description of the investment. | BAXTER INTL INC |
| d. CUSIP (if any). | 071813109 |
| At least one of the following other identifiers: |
| - ISIN | US0718131099 |
| Balance. (2) |
| a. Balance | 3895859.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 88708709.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.149970273892 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 107 |
| a. Name of issuer (if any). | Belden Inc |
| b. LEI (if any) of issuer. (1) | 68BKYO1JC791TTJHUE82 |
| c. Title of the issue or description of the investment. | BELDEN INC |
| d. CUSIP (if any). | 077454106 |
| At least one of the following other identifiers: |
| - ISIN | US0774541066 |
| Balance. (2) |
| a. Balance | 601049.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72288163.23000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.122209822557 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 108 |
| a. Name of issuer (if any). | Benchmark Electronics Inc |
| b. LEI (if any) of issuer. (1) | 549300W18RHYZOZKOP53 |
| c. Title of the issue or description of the investment. | BENCHMARK ELECTR |
| d. CUSIP (if any). | 08160H101 |
| At least one of the following other identifiers: |
| - ISIN | US08160H1014 |
| Balance. (2) |
| a. Balance | 517560.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19951938.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033730595628 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 109 |
| a. Name of issuer (if any). | Beacon Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300AS2OC6UMMBNO37 |
| c. Title of the issue or description of the investment. | BEACON FINANCIAL |
| d. CUSIP (if any). | 084680107 |
| At least one of the following other identifiers: |
| - ISIN | US0846801076 |
| Balance. (2) |
| a. Balance | 1271483.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30146861.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.050966056993 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 110 |
| a. Name of issuer (if any). | Best Buy Co Inc |
| b. LEI (if any) of issuer. (1) | HL5XPTVRV0O8TUN5LL90 |
| c. Title of the issue or description of the investment. | BEST BUY CO INC |
| d. CUSIP (if any). | 086516101 |
| At least one of the following other identifiers: |
| - ISIN | US0865161014 |
| Balance. (2) |
| a. Balance | 1442783.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109103250.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.184449130859 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 111 |
| a. Name of issuer (if any). | BGC Group Inc |
| b. LEI (if any) of issuer. (1) | 2549001IGRCG4F0RLD36 |
| c. Title of the issue or description of the investment. | BGC GROUP INC-A |
| d. CUSIP (if any). | 088929104 |
| At least one of the following other identifiers: |
| - ISIN | US0889291045 |
| Balance. (2) |
| a. Balance | 5535068.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52361743.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.088522367551 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 112 |
| a. Name of issuer (if any). | Bio-Rad Laboratories Inc |
| b. LEI (if any) of issuer. (1) | 549300ZC1GPV35XYDK53 |
| c. Title of the issue or description of the investment. | BIO-RAD LABS-A |
| d. CUSIP (if any). | 090572207 |
| At least one of the following other identifiers: |
| - ISIN | US0905722072 |
| Balance. (2) |
| a. Balance | 283585.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79514398.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.134426440713 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | BJ's Restaurants Inc |
| b. LEI (if any) of issuer. (1) | 5299000EOW66I1OJNQ23 |
| c. Title of the issue or description of the investment. | BJ'S RESTAURANTS |
| d. CUSIP (if any). | 09180C106 |
| At least one of the following other identifiers: |
| - ISIN | US09180C1062 |
| Balance. (2) |
| a. Balance | 159433.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4867489.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.008228940953 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | Black Hills Corp |
| b. LEI (if any) of issuer. (1) | 3MGELCRSTNSAMJ962671 |
| c. Title of the issue or description of the investment. | BLACK HILLS CORP |
| d. CUSIP (if any). | 092113109 |
| At least one of the following other identifiers: |
| - ISIN | US0921131092 |
| Balance. (2) |
| a. Balance | 1105168.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68067297.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.115074058204 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 115 |
| a. Name of issuer (if any). | Blackbaud Inc |
| b. LEI (if any) of issuer. (1) | 54930056X3HKFMNG3754 |
| c. Title of the issue or description of the investment. | BLACKBAUD INC |
| d. CUSIP (if any). | 09227Q100 |
| At least one of the following other identifiers: |
| - ISIN | US09227Q1004 |
| Balance. (2) |
| a. Balance | 735904.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47325986.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.080008954749 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 116 |
| a. Name of issuer (if any). | Blackstone Mortgage Trust Inc |
| b. LEI (if any) of issuer. (1) | 549300OLDJ20R2Y2UW20 |
| c. Title of the issue or description of the investment. | BLACKSTONE MOR-A |
| d. CUSIP (if any). | 09257W100 |
| At least one of the following other identifiers: |
| - ISIN | US09257W1009 |
| Balance. (2) |
| a. Balance | 1992775.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36686987.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.062022744288 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 557823.00000000 |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | H&R Block Inc |
| b. LEI (if any) of issuer. (1) | 549300CE3KUCWLZBG404 |
| c. Title of the issue or description of the investment. | H&R BLOCK INC |
| d. CUSIP (if any). | 093671105 |
| At least one of the following other identifiers: |
| - ISIN | US0936711052 |
| Balance. (2) |
| a. Balance | 2032011.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 102758796.27000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.173723244543 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 118 |
| a. Name of issuer (if any). | Bloomin' Brands Inc |
| b. LEI (if any) of issuer. (1) | E1UJ2GO305B5FXGV7N04 |
| c. Title of the issue or description of the investment. | BLOOMIN' BRANDS |
| d. CUSIP (if any). | 094235108 |
| At least one of the following other identifiers: |
| - ISIN | US0942351083 |
| Balance. (2) |
| a. Balance | 548105.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3929912.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006643880970 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 119 |
| a. Name of issuer (if any). | Boise Cascade Co |
| b. LEI (if any) of issuer. (1) | 549300Z8B8LSRHC7XA55 |
| c. Title of the issue or description of the investment. | BOISE CASCADE CO |
| d. CUSIP (if any). | 09739D100 |
| At least one of the following other identifiers: |
| - ISIN | US09739D1000 |
| Balance. (2) |
| a. Balance | 566560.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43806419.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.074058801304 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 120 |
| a. Name of issuer (if any). | Booz Allen Hamilton Holding Corp |
| b. LEI (if any) of issuer. (1) | 529900JPV47PIUWMA015 |
| c. Title of the issue or description of the investment. | BOOZ ALLEN HAMIL |
| d. CUSIP (if any). | 099502106 |
| At least one of the following other identifiers: |
| - ISIN | US0995021062 |
| Balance. (2) |
| a. Balance | 1869713.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 186877814.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.315934220918 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 121 |
| a. Name of issuer (if any). | BorgWarner Inc |
| b. LEI (if any) of issuer. (1) | 549300DSFX2IE88NSX47 |
| c. Title of the issue or description of the investment. | BORGWARNER INC |
| d. CUSIP (if any). | 099724106 |
| At least one of the following other identifiers: |
| - ISIN | US0997241064 |
| Balance. (2) |
| a. Balance | 3282731.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144308854.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.243967459480 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 122 |
| a. Name of issuer (if any). | Boston Beer Co Inc/The |
| b. LEI (if any) of issuer. (1) | 529900Q02MQ0DCQNRM58 |
| c. Title of the issue or description of the investment. | BOSTON BEER-A |
| d. CUSIP (if any). | 100557107 |
| At least one of the following other identifiers: |
| - ISIN | US1005571070 |
| Balance. (2) |
| a. Balance | 60214.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12730443.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021521992234 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 123 |
| a. Name of issuer (if any). | BXP Inc |
| b. LEI (if any) of issuer. (1) | 549300OF70FSEUQBT254 |
| c. Title of the issue or description of the investment. | BXP INC |
| d. CUSIP (if any). | 101121101 |
| At least one of the following other identifiers: |
| - ISIN | US1011211018 |
| Balance. (2) |
| a. Balance | 2402587.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 178608317.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.301953872162 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 124 |
| a. Name of issuer (if any). | Boyd Gaming Corp |
| b. LEI (if any) of issuer. (1) | 254900787YGRYS2A1Z35 |
| c. Title of the issue or description of the investment. | BOYD GAMING CORP |
| d. CUSIP (if any). | 103304101 |
| At least one of the following other identifiers: |
| - ISIN | US1033041013 |
| Balance. (2) |
| a. Balance | 851495.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73611742.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124447456093 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 125 |
| a. Name of issuer (if any). | Brady Corp |
| b. LEI (if any) of issuer. (1) | 549300G2LEQOFQC8GY34 |
| c. Title of the issue or description of the investment. | BRADY CORP - A |
| d. CUSIP (if any). | 104674106 |
| At least one of the following other identifiers: |
| - ISIN | US1046741062 |
| Balance. (2) |
| a. Balance | 630920.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49230687.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083229028476 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 126 |
| a. Name of issuer (if any). | Brandywine Realty Trust |
| b. LEI (if any) of issuer. (1) | 5UZ46ZCYUFYYAC0DS831 |
| c. Title of the issue or description of the investment. | BRANDYWINE RLTY |
| d. CUSIP (if any). | 105368203 |
| At least one of the following other identifiers: |
| - ISIN | US1053682035 |
| Balance. (2) |
| a. Balance | 2503257.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10438581.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.017647387332 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 127 |
| a. Name of issuer (if any). | Brighthouse Financial Inc |
| b. LEI (if any) of issuer. (1) | 5493003T8SZSHOGGAW52 |
| c. Title of the issue or description of the investment. | BRIGHTHOUSE FINA |
| d. CUSIP (if any). | 10922N103 |
| At least one of the following other identifiers: |
| - ISIN | US10922N1037 |
| Balance. (2) |
| a. Balance | 867015.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46021156.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.077803018942 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 128 |
| a. Name of issuer (if any). | BrightView Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300F8QN8YHVI7L866 |
| c. Title of the issue or description of the investment. | BRIGHTVIEW HOLDI |
| d. CUSIP (if any). | 10948C107 |
| At least one of the following other identifiers: |
| - ISIN | US10948C1071 |
| Balance. (2) |
| a. Balance | 1079789.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14469172.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024461473870 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 129 |
| a. Name of issuer (if any). | BrightSpire Capital Inc |
| b. LEI (if any) of issuer. (1) | 549300BOIFLLMVU37752 |
| c. Title of the issue or description of the investment. | BRIGHTSPIRE CAPI |
| d. CUSIP (if any). | 10949T109 |
| At least one of the following other identifiers: |
| - ISIN | US10949T1097 |
| Balance. (2) |
| a. Balance | 1873543.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10173338.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.017198969182 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 130 |
| a. Name of issuer (if any). | BrightSpring Health Services Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BRIGHTSPRING HEA |
| d. CUSIP (if any). | 10950A106 |
| At least one of the following other identifiers: |
| - ISIN | US10950A1060 |
| Balance. (2) |
| a. Balance | 1478075.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43691897.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073865190938 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 131 |
| a. Name of issuer (if any). | Brink's Co/The |
| b. LEI (if any) of issuer. (1) | XFP140TFNOQMIVFTVQ13 |
| c. Title of the issue or description of the investment. | BRINK'S CO/THE |
| d. CUSIP (if any). | 109696104 |
| At least one of the following other identifiers: |
| - ISIN | US1096961040 |
| Balance. (2) |
| a. Balance | 600432.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70166483.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118622926871 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 132 |
| a. Name of issuer (if any). | Brixmor Property Group Inc |
| b. LEI (if any) of issuer. (1) | 5299007UXW6Y0W2EGZ95 |
| c. Title of the issue or description of the investment. | BRIXMOR PROPERTY |
| d. CUSIP (if any). | 11120U105 |
| At least one of the following other identifiers: |
| - ISIN | US11120U1051 |
| Balance. (2) |
| a. Balance | 4643584.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128534405.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.217299294108 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 133 |
| a. Name of issuer (if any). | Broadstone Net Lease Inc |
| b. LEI (if any) of issuer. (1) | 549300U8D7PT70B49V21 |
| c. Title of the issue or description of the investment. | BROADSTONE NET |
| d. CUSIP (if any). | 11135E203 |
| At least one of the following other identifiers: |
| - ISIN | US11135E2037 |
| Balance. (2) |
| a. Balance | 2725711.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48708455.57000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.082346146952 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 134 |
| a. Name of issuer (if any). | Azenta Inc |
| b. LEI (if any) of issuer. (1) | 35ZN6X1ANPH25YN32Y17 |
| c. Title of the issue or description of the investment. | AZENTA INC |
| d. CUSIP (if any). | 114340102 |
| At least one of the following other identifiers: |
| - ISIN | US1143401024 |
| Balance. (2) |
| a. Balance | 591096.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16976277.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028699965828 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 135 |
| a. Name of issuer (if any). | Brown-Forman Corp |
| b. LEI (if any) of issuer. (1) | 549300873K3LXF7ARU34 |
| c. Title of the issue or description of the investment. | BROWN-FORMAN -A |
| d. CUSIP (if any). | 115637100 |
| At least one of the following other identifiers: |
| - ISIN | US1156371007 |
| Balance. (2) |
| a. Balance | 640569.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17237711.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029141945306 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 136 |
| a. Name of issuer (if any). | Brown-Forman Corp |
| b. LEI (if any) of issuer. (1) | 549300873K3LXF7ARU34 |
| c. Title of the issue or description of the investment. | BROWN-FORMAN -B |
| d. CUSIP (if any). | 115637209 |
| At least one of the following other identifiers: |
| - ISIN | US1156372096 |
| Balance. (2) |
| a. Balance | 4376433.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 118513805.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.200358544342 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 137 |
| a. Name of issuer (if any). | Bruker Corp |
| b. LEI (if any) of issuer. (1) | LEBZ6VLQ6I8XB1NHVY15 |
| c. Title of the issue or description of the investment. | BRUKER CORP |
| d. CUSIP (if any). | 116794108 |
| At least one of the following other identifiers: |
| - ISIN | US1167941087 |
| Balance. (2) |
| a. Balance | 805566.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26172839.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044247604430 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 138 |
| a. Name of issuer (if any). | Brunswick Corp/DE |
| b. LEI (if any) of issuer. (1) | YM4O38W15AX4YLLQKU27 |
| c. Title of the issue or description of the investment. | BRUNSWICK CORP |
| d. CUSIP (if any). | 117043109 |
| At least one of the following other identifiers: |
| - ISIN | US1170431092 |
| Balance. (2) |
| a. Balance | 991070.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62675266.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.105958332486 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 139 |
| a. Name of issuer (if any). | Buckle Inc/The |
| b. LEI (if any) of issuer. (1) | 5299007IU0461T3GDL34 |
| c. Title of the issue or description of the investment. | THE BUCKLE INC |
| d. CUSIP (if any). | 118440106 |
| At least one of the following other identifiers: |
| - ISIN | US1184401065 |
| Balance. (2) |
| a. Balance | 465655.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27315322.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046179077489 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 140 |
| a. Name of issuer (if any). | Builders FirstSource Inc |
| b. LEI (if any) of issuer. (1) | 549300W0SKP6L3H7DP63 |
| c. Title of the issue or description of the investment. | BUILDERS FIRSTSO |
| d. CUSIP (if any). | 12008R107 |
| At least one of the following other identifiers: |
| - ISIN | US12008R1077 |
| Balance. (2) |
| a. Balance | 1593182.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 193173317.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.326577350976 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 141 |
| a. Name of issuer (if any). | Bumble Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BUMBLE INC-A |
| d. CUSIP (if any). | 12047B105 |
| At least one of the following other identifiers: |
| - ISIN | US12047B1052 |
| Balance. (2) |
| a. Balance | 1104476.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6726258.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011371362372 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 142 |
| a. Name of issuer (if any). | CCC Intelligent Solutions Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCC INTELLIGENT |
| d. CUSIP (if any). | 12510Q100 |
| At least one of the following other identifiers: |
| - ISIN | US12510Q1004 |
| Balance. (2) |
| a. Balance | 8873869.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80840946.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.136669093482 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 143 |
| a. Name of issuer (if any). | CF Industries Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900CG8YAQFZ2JMV97 |
| c. Title of the issue or description of the investment. | CF INDUSTRIES HO |
| d. CUSIP (if any). | 125269100 |
| At least one of the following other identifiers: |
| - ISIN | US1252691001 |
| Balance. (2) |
| a. Balance | 2457167.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 220407879.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.372619896389 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 144 |
| a. Name of issuer (if any). | CH Robinson Worldwide Inc |
| b. LEI (if any) of issuer. (1) | 529900WNWN5L0OVDHA79 |
| c. Title of the issue or description of the investment. | CH ROBINSON |
| d. CUSIP (if any). | 12541W209 |
| At least one of the following other identifiers: |
| - ISIN | US12541W2098 |
| Balance. (2) |
| a. Balance | 1701896.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 225331030.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.380942937426 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 145 |
| a. Name of issuer (if any). | CNO Financial Group Inc |
| b. LEI (if any) of issuer. (1) | 11XPYHB76MPM4Y4P2897 |
| c. Title of the issue or description of the investment. | CNO FINANCIAL GR |
| d. CUSIP (if any). | 12621E103 |
| At least one of the following other identifiers: |
| - ISIN | US12621E1038 |
| Balance. (2) |
| a. Balance | 1396966.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55250005.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093405241499 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 146 |
| a. Name of issuer (if any). | CSG Systems International Inc |
| b. LEI (if any) of issuer. (1) | 549300D7FJZUOHHXUA81 |
| c. Title of the issue or description of the investment. | CSG SYSTEMS INTL |
| d. CUSIP (if any). | 126349109 |
| At least one of the following other identifiers: |
| - ISIN | US1263491094 |
| Balance. (2) |
| a. Balance | 414612.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26692720.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.045126511692 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 147 |
| a. Name of issuer (if any). | CNX Resources Corp |
| b. LEI (if any) of issuer. (1) | 549300JK3KH8PWM3B226 |
| c. Title of the issue or description of the investment. | CNX RESOURCES CO |
| d. CUSIP (if any). | 12653C108 |
| At least one of the following other identifiers: |
| - ISIN | US12653C1080 |
| Balance. (2) |
| a. Balance | 2038082.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 65463193.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.110671580875 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 148 |
| a. Name of issuer (if any). | CVB Financial Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CVB FINANCIAL |
| d. CUSIP (if any). | 126600105 |
| At least one of the following other identifiers: |
| - ISIN | US1266001056 |
| Balance. (2) |
| a. Balance | 1986219.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37559401.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063497640027 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 149 |
| a. Name of issuer (if any). | CVR Energy Inc |
| b. LEI (if any) of issuer. (1) | 529900SOYZIXZBTXB558 |
| c. Title of the issue or description of the investment. | CVR ENERGY INC |
| d. CUSIP (if any). | 12662P108 |
| At least one of the following other identifiers: |
| - ISIN | US12662P1084 |
| Balance. (2) |
| a. Balance | 457520.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16690329.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028216545112 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 150 |
| a. Name of issuer (if any). | Cable One Inc |
| b. LEI (if any) of issuer. (1) | 549300648QS85T0XSH18 |
| c. Title of the issue or description of the investment. | CABLE ONE INC |
| d. CUSIP (if any). | 12685J105 |
| At least one of the following other identifiers: |
| - ISIN | US12685J1051 |
| Balance. (2) |
| a. Balance | 68314.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12094993.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.020447704961 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 151 |
| a. Name of issuer (if any). | Cabot Corp |
| b. LEI (if any) of issuer. (1) | K05C0SER542GQ6VLRO68 |
| c. Title of the issue or description of the investment. | CABOT CORP |
| d. CUSIP (if any). | 127055101 |
| At least one of the following other identifiers: |
| - ISIN | US1270551013 |
| Balance. (2) |
| a. Balance | 807116.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61381171.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103770545257 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 152 |
| a. Name of issuer (if any). | CACI International Inc |
| b. LEI (if any) of issuer. (1) | SYRPI2D1O9WRTS2WX210 |
| c. Title of the issue or description of the investment. | CACI INTL-A |
| d. CUSIP (if any). | 127190304 |
| At least one of the following other identifiers: |
| - ISIN | US1271903049 |
| Balance. (2) |
| a. Balance | 333646.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166415951.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.281341550833 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 153 |
| a. Name of issuer (if any). | Cadence Bank |
| b. LEI (if any) of issuer. (1) | Q7C315HKI8VX0SSKBS64 |
| c. Title of the issue or description of the investment. | CADENCE BANK |
| d. CUSIP (if any). | 12740C103 |
| At least one of the following other identifiers: |
| - ISIN | US12740C1036 |
| Balance. (2) |
| a. Balance | 2784103.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 104515226.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.176692652422 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 154 |
| a. Name of issuer (if any). | Caesars Entertainment Inc |
| b. LEI (if any) of issuer. (1) | 549300FA4CTCW903Y781 |
| c. Title of the issue or description of the investment. | CAESARS ENTERTAI |
| d. CUSIP (if any). | 12769G100 |
| At least one of the following other identifiers: |
| - ISIN | US12769G1004 |
| Balance. (2) |
| a. Balance | 2997516.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81007869.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.136951292769 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 155 |
| a. Name of issuer (if any). | California Resources Corp |
| b. LEI (if any) of issuer. (1) | 5493003Q8F0T4F4YMR48 |
| c. Title of the issue or description of the investment. | CALIFORNIA RESOU |
| d. CUSIP (if any). | 13057Q305 |
| At least one of the following other identifiers: |
| - ISIN | US13057Q3056 |
| Balance. (2) |
| a. Balance | 1079025.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57382549.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.097010504610 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 156 |
| a. Name of issuer (if any). | Topgolf Callaway Brands Corp |
| b. LEI (if any) of issuer. (1) | 5493005UB0KFRKBPCU72 |
| c. Title of the issue or description of the investment. | TOPGOLF CALLAWAY |
| d. CUSIP (if any). | 131193104 |
| At least one of the following other identifiers: |
| - ISIN | US1311931042 |
| Balance. (2) |
| a. Balance | 1813013.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17223623.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029118127749 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 157 |
| a. Name of issuer (if any). | Camden Property Trust |
| b. LEI (if any) of issuer. (1) | 5493002MYX22OHYJBD89 |
| c. Title of the issue or description of the investment. | CAMDEN PROP TR |
| d. CUSIP (if any). | 133131102 |
| At least one of the following other identifiers: |
| - ISIN | US1331311027 |
| Balance. (2) |
| a. Balance | 1620969.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 173087069.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.292619692417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 158 |
| a. Name of issuer (if any). | Campbell's Company/The |
| b. LEI (if any) of issuer. (1) | 5493007JDSMX8Z5Z1902 |
| c. Title of the issue or description of the investment. | THE CAMPBELL'S C |
| d. CUSIP (if any). | 134429109 |
| At least one of the following other identifiers: |
| - ISIN | US1344291091 |
| Balance. (2) |
| a. Balance | 2939753.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92837399.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156950206534 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 159 |
| a. Name of issuer (if any). | Camping World Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300E828QQI7MWI432 |
| c. Title of the issue or description of the investment. | CAMPING WORLD-A |
| d. CUSIP (if any). | 13462K109 |
| At least one of the following other identifiers: |
| - ISIN | US13462K1097 |
| Balance. (2) |
| a. Balance | 855368.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13506260.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022833582321 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 160 |
| a. Name of issuer (if any). | Cannae Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300OGRF1ICI7D2V77 |
| c. Title of the issue or description of the investment. | CANNAE HOLDINGS |
| d. CUSIP (if any). | 13765N107 |
| At least one of the following other identifiers: |
| - ISIN | US13765N1072 |
| Balance. (2) |
| a. Balance | 722308.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13225459.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022358861867 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 161 |
| a. Name of issuer (if any). | Capitol Federal Financial Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CAPITOL FEDERAL |
| d. CUSIP (if any). | 14057J101 |
| At least one of the following other identifiers: |
| - ISIN | US14057J1016 |
| Balance. (2) |
| a. Balance | 1712830.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10876470.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.018387678846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 162 |
| a. Name of issuer (if any). | Caris Life Sciences Inc |
| b. LEI (if any) of issuer. (1) | 549300LX5LO78M5VPY43 |
| c. Title of the issue or description of the investment. | CARIS LIFE SCIEN |
| d. CUSIP (if any). | 142152107 |
| At least one of the following other identifiers: |
| - ISIN | US1421521071 |
| Balance. (2) |
| a. Balance | 11933.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 360973.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000610258648 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 163 |
| a. Name of issuer (if any). | Carlisle Cos Inc |
| b. LEI (if any) of issuer. (1) | XR64VGX1ZPX6G7ZN7Z11 |
| c. Title of the issue or description of the investment. | CARLISLE COS INC |
| d. CUSIP (if any). | 142339100 |
| At least one of the following other identifiers: |
| - ISIN | US1423391002 |
| Balance. (2) |
| a. Balance | 648544.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 213345034.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.360679502882 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 164 |
| a. Name of issuer (if any). | CarMax Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CARMAX INC |
| d. CUSIP (if any). | 143130102 |
| At least one of the following other identifiers: |
| - ISIN | US1431301027 |
| Balance. (2) |
| a. Balance | 1846634.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82858467.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.140079899224 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 165 |
| a. Name of issuer (if any). | Carlyle Group Inc/The |
| b. LEI (if any) of issuer. (1) | 529900NGGVF94UK6PG95 |
| c. Title of the issue or description of the investment. | CARLYLE GROUP IN |
| d. CUSIP (if any). | 14316J108 |
| At least one of the following other identifiers: |
| - ISIN | US14316J1088 |
| Balance. (2) |
| a. Balance | 3841005.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 240831013.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.407147091739 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 166 |
| a. Name of issuer (if any). | Cars.com Inc |
| b. LEI (if any) of issuer. (1) | 5493002G6J07LNGX4M98 |
| c. Title of the issue or description of the investment. | CARS.COM INC |
| d. CUSIP (if any). | 14575E105 |
| At least one of the following other identifiers: |
| - ISIN | US14575E1055 |
| Balance. (2) |
| a. Balance | 885518.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10821029.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.018293951488 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 167 |
| a. Name of issuer (if any). | Carter's Inc |
| b. LEI (if any) of issuer. (1) | 5299003WAQK4R3L3ZU36 |
| c. Title of the issue or description of the investment. | CARTER'S INC |
| d. CUSIP (if any). | 146229109 |
| At least one of the following other identifiers: |
| - ISIN | US1462291097 |
| Balance. (2) |
| a. Balance | 525045.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14816769.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025049119239 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 168 |
| a. Name of issuer (if any). | Cathay General Bancorp |
| b. LEI (if any) of issuer. (1) | 549300K1SLJ8C97H5L68 |
| c. Title of the issue or description of the investment. | CATHAY GENERAL B |
| d. CUSIP (if any). | 149150104 |
| At least one of the following other identifiers: |
| - ISIN | US1491501045 |
| Balance. (2) |
| a. Balance | 995773.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47807061.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.080822257337 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 169 |
| a. Name of issuer (if any). | Celanese Corp |
| b. LEI (if any) of issuer. (1) | 549300FHJQTDPPN41627 |
| c. Title of the issue or description of the investment. | CELANESE CORP |
| d. CUSIP (if any). | 150870103 |
| At least one of the following other identifiers: |
| - ISIN | US1508701034 |
| Balance. (2) |
| a. Balance | 1661195.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69903085.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118177628337 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 170 |
| a. Name of issuer (if any). | Centene Corp |
| b. LEI (if any) of issuer. (1) | 549300Z7JJ4TQSQGT333 |
| c. Title of the issue or description of the investment. | CENTENE CORP |
| d. CUSIP (if any). | 15135B101 |
| At least one of the following other identifiers: |
| - ISIN | US15135B1017 |
| Balance. (2) |
| a. Balance | 3725304.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 132918846.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.224711597949 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 171 |
| a. Name of issuer (if any). | Centerspace |
| b. LEI (if any) of issuer. (1) | 5493002LG2SH9EEHT720 |
| c. Title of the issue or description of the investment. | CENTERSPACE |
| d. CUSIP (if any). | 15202L107 |
| At least one of the following other identifiers: |
| - ISIN | US15202L1070 |
| Balance. (2) |
| a. Balance | 254205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14972674.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025312690378 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 172 |
| a. Name of issuer (if any). | Central Garden & Pet Co |
| b. LEI (if any) of issuer. (1) | 5493004DVZLD37DJ0H83 |
| c. Title of the issue or description of the investment. | CENTRAL GARDEN |
| d. CUSIP (if any). | 153527106 |
| At least one of the following other identifiers: |
| - ISIN | US1535271068 |
| Balance. (2) |
| a. Balance | 106811.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3487379.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.005895736840 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 173 |
| a. Name of issuer (if any). | Central Garden & Pet Co |
| b. LEI (if any) of issuer. (1) | 5493004DVZLD37DJ0H83 |
| c. Title of the issue or description of the investment. | CENTRAL GARDEN-A |
| d. CUSIP (if any). | 153527205 |
| At least one of the following other identifiers: |
| - ISIN | US1535272058 |
| Balance. (2) |
| a. Balance | 755166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22300051.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037700299381 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 174 |
| a. Name of issuer (if any). | CG oncology Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CG ONCOLOGY INC |
| d. CUSIP (if any). | 156944100 |
| At least one of the following other identifiers: |
| - ISIN | US1569441009 |
| Balance. (2) |
| a. Balance | 1041032.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41932768.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.070891222365 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 175 |
| a. Name of issuer (if any). | Charles River Laboratories International Inc |
| b. LEI (if any) of issuer. (1) | 549300BSQ0R4UZ5KX287 |
| c. Title of the issue or description of the investment. | CHARLES RIVER LA |
| d. CUSIP (if any). | 159864107 |
| At least one of the following other identifiers: |
| - ISIN | US1598641074 |
| Balance. (2) |
| a. Balance | 746591.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116811627.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.197480855448 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 176 |
| a. Name of issuer (if any). | Cheesecake Factory Inc/The |
| b. LEI (if any) of issuer. (1) | 529900872XMLK10SY247 |
| c. Title of the issue or description of the investment. | CHEESECAKE FACTO |
| d. CUSIP (if any). | 163072101 |
| At least one of the following other identifiers: |
| - ISIN | US1630721017 |
| Balance. (2) |
| a. Balance | 680079.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37159516.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.062821597924 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 9458184.00000000 |
| Schedule of Portfolio Investments Record: 177 |
| a. Name of issuer (if any). | Chemours Co/The |
| b. LEI (if any) of issuer. (1) | 549300M1BOLNXL8DOV14 |
| c. Title of the issue or description of the investment. | CHEMOURS CO |
| d. CUSIP (if any). | 163851108 |
| At least one of the following other identifiers: |
| - ISIN | US1638511089 |
| Balance. (2) |
| a. Balance | 2270963.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35972053.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.060814082557 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 178 |
| a. Name of issuer (if any). | Expand Energy Corp |
| b. LEI (if any) of issuer. (1) | X2MT1W32SPAZ9WSKLE78 |
| c. Title of the issue or description of the investment. | EXPAND ENERGY CO |
| d. CUSIP (if any). | 165167735 |
| At least one of the following other identifiers: |
| - ISIN | US1651677353 |
| Balance. (2) |
| a. Balance | 1716043.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 182312408.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.308215979980 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 179 |
| a. Name of issuer (if any). | Chimera Investment Corp |
| b. LEI (if any) of issuer. (1) | 2JBBQFJOL123LOUBE657 |
| c. Title of the issue or description of the investment. | CHIMERA INV CORP |
| d. CUSIP (if any). | 16934Q802 |
| At least one of the following other identifiers: |
| - ISIN | US16934Q8024 |
| Balance. (2) |
| a. Balance | 1168430.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15446644.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.026113980648 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 180 |
| a. Name of issuer (if any). | Chime Financial Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CHIME FINANCI-A |
| d. CUSIP (if any). | 16935C109 |
| At least one of the following other identifiers: |
| - ISIN | US16935C1099 |
| Balance. (2) |
| a. Balance | 24166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 487428.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000824042465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 482063.00000000 |
| Schedule of Portfolio Investments Record: 181 |
| a. Name of issuer (if any). | Cinemark Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300LL2QMPTYIE0K55 |
| c. Title of the issue or description of the investment. | CINEMARK HOLDING |
| d. CUSIP (if any). | 17243V102 |
| At least one of the following other identifiers: |
| - ISIN | US17243V1026 |
| Balance. (2) |
| a. Balance | 785136.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21999510.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037192206598 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 182 |
| a. Name of issuer (if any). | Cirrus Logic Inc |
| b. LEI (if any) of issuer. (1) | 549300NKSJEM5ZZSSV18 |
| c. Title of the issue or description of the investment. | CIRRUS LOGIC INC |
| d. CUSIP (if any). | 172755100 |
| At least one of the following other identifiers: |
| - ISIN | US1727551004 |
| Balance. (2) |
| a. Balance | 778717.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97565452.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164943417533 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 183 |
| a. Name of issuer (if any). | City Holding Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CITY HOLDING CO |
| d. CUSIP (if any). | 177835105 |
| At least one of the following other identifiers: |
| - ISIN | US1778351056 |
| Balance. (2) |
| a. Balance | 208899.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25876319.13000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.043746309603 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 184 |
| a. Name of issuer (if any). | Civitas Resources Inc |
| b. LEI (if any) of issuer. (1) | IIVIHPH28S64K95M2381 |
| c. Title of the issue or description of the investment. | CIVITAS RESOURCE |
| d. CUSIP (if any). | 17888H103 |
| At least one of the following other identifiers: |
| - ISIN | US17888H1032 |
| Balance. (2) |
| a. Balance | 702831.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22842007.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038616525288 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 185 |
| a. Name of issuer (if any). | Clearway Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300LHAZ9HA9G3XC48 |
| c. Title of the issue or description of the investment. | CLEARWAY ENERG-A |
| d. CUSIP (if any). | 18539C105 |
| At least one of the following other identifiers: |
| - ISIN | US18539C1053 |
| Balance. (2) |
| a. Balance | 521838.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14053097.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.023758060179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 186 |
| a. Name of issuer (if any). | Clearway Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300LHAZ9HA9G3XC48 |
| c. Title of the issue or description of the investment. | CLEARWAY ENERG-C |
| d. CUSIP (if any). | 18539C204 |
| At least one of the following other identifiers: |
| - ISIN | US18539C2044 |
| Balance. (2) |
| a. Balance | 1266182.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35769641.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.060471885649 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 187 |
| a. Name of issuer (if any). | Cleveland-Cliffs Inc |
| b. LEI (if any) of issuer. (1) | 549300TM2WLI2BJMDD86 |
| c. Title of the issue or description of the investment. | CLEVELAND-CLIFFS |
| d. CUSIP (if any). | 185899101 |
| At least one of the following other identifiers: |
| - ISIN | US1858991011 |
| Balance. (2) |
| a. Balance | 7504653.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91556766.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.154785177824 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 188 |
| a. Name of issuer (if any). | Clorox Co/The |
| b. LEI (if any) of issuer. (1) | 54930044KVSC06Z79I06 |
| c. Title of the issue or description of the investment. | CLOROX CO |
| d. CUSIP (if any). | 189054109 |
| At least one of the following other identifiers: |
| - ISIN | US1890541097 |
| Balance. (2) |
| a. Balance | 927732.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114389355.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.193385780268 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 189 |
| a. Name of issuer (if any). | Coeur Mining Inc |
| b. LEI (if any) of issuer. (1) | 5493003AVK173D48DR70 |
| c. Title of the issue or description of the investment. | COEUR MINING INC |
| d. CUSIP (if any). | 192108504 |
| At least one of the following other identifiers: |
| - ISIN | US1921085049 |
| Balance. (2) |
| a. Balance | 4631338.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86883900.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.146885266345 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 190 |
| a. Name of issuer (if any). | Enovis Corp |
| b. LEI (if any) of issuer. (1) | 635400OP2DYYYMOIYL17 |
| c. Title of the issue or description of the investment. | ENOVIS CORP |
| d. CUSIP (if any). | 194014502 |
| At least one of the following other identifiers: |
| - ISIN | US1940145022 |
| Balance. (2) |
| a. Balance | 867119.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26308390.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044476766129 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 191 |
| a. Name of issuer (if any). | Columbia Banking System Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | COLUMBIA BANKING |
| d. CUSIP (if any). | 197236102 |
| At least one of the following other identifiers: |
| - ISIN | US1972361026 |
| Balance. (2) |
| a. Balance | 4536619.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116772573.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.197414829698 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 192 |
| a. Name of issuer (if any). | Columbia Sportswear Co |
| b. LEI (if any) of issuer. (1) | 549300OTMCIEUXAH5Z60 |
| c. Title of the issue or description of the investment. | COLUMBIA SPORTSW |
| d. CUSIP (if any). | 198516106 |
| At least one of the following other identifiers: |
| - ISIN | US1985161066 |
| Balance. (2) |
| a. Balance | 373890.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19554447.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033058600347 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 193 |
| a. Name of issuer (if any). | Comerica Inc |
| b. LEI (if any) of issuer. (1) | I9Q57JVPWHHZ3ZGBW498 |
| c. Title of the issue or description of the investment. | COMERICA INC |
| d. CUSIP (if any). | 200340107 |
| At least one of the following other identifiers: |
| - ISIN | US2003401070 |
| Balance. (2) |
| a. Balance | 1949752.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133597007.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.225858090662 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 194 |
| a. Name of issuer (if any). | Commerce Bancshares Inc/MO |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | COMMERCE BCSHS |
| d. CUSIP (if any). | 200525103 |
| At least one of the following other identifiers: |
| - ISIN | US2005251036 |
| Balance. (2) |
| a. Balance | 1923074.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114922902.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.194287790186 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 195 |
| a. Name of issuer (if any). | Commercial Metals Co |
| b. LEI (if any) of issuer. (1) | 549300OQS2LO07ZJ7N73 |
| c. Title of the issue or description of the investment. | COMMERCIAL METAL |
| d. CUSIP (if any). | 201723103 |
| At least one of the following other identifiers: |
| - ISIN | US2017231034 |
| Balance. (2) |
| a. Balance | 1698026.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97262929.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164431973336 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 196 |
| a. Name of issuer (if any). | Community Financial System Inc |
| b. LEI (if any) of issuer. (1) | 5299008N6YHE6GCP1E80 |
| c. Title of the issue or description of the investment. | COMMUNITY FINANC |
| d. CUSIP (if any). | 203607106 |
| At least one of the following other identifiers: |
| - ISIN | US2036071064 |
| Balance. (2) |
| a. Balance | 801866.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47021422.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.079494061151 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 197 |
| a. Name of issuer (if any). | Compass Inc |
| b. LEI (if any) of issuer. (1) | 254900DMGQSTC3I2IM78 |
| c. Title of the issue or description of the investment. | COMPASS INC - A |
| d. CUSIP (if any). | 20464U100 |
| At least one of the following other identifiers: |
| - ISIN | US20464U1007 |
| Balance. (2) |
| a. Balance | 7977530.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64059565.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.108298618085 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 198 |
| a. Name of issuer (if any). | Conagra Brands Inc |
| b. LEI (if any) of issuer. (1) | 54930035UDEIH090K650 |
| c. Title of the issue or description of the investment. | CONAGRA BRANDS I |
| d. CUSIP (if any). | 205887102 |
| At least one of the following other identifiers: |
| - ISIN | US2058871029 |
| Balance. (2) |
| a. Balance | 7267299.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133064244.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.224957406659 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 199 |
| a. Name of issuer (if any). | Concentrix Corp |
| b. LEI (if any) of issuer. (1) | 5493000EAJN1KMPVA737 |
| c. Title of the issue or description of the investment. | CONCENTRIX CORP |
| d. CUSIP (if any). | 20602D101 |
| At least one of the following other identifiers: |
| - ISIN | US20602D1019 |
| Balance. (2) |
| a. Balance | 812696.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37505920.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063407225639 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 200 |
| a. Name of issuer (if any). | Concentra Group Holdings Parent Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CONCENTRA GROUP |
| d. CUSIP (if any). | 20603L102 |
| At least one of the following other identifiers: |
| - ISIN | US20603L1026 |
| Balance. (2) |
| a. Balance | 1847202.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38661937.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.065361580022 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 201 |
| a. Name of issuer (if any). | CONMED Corp |
| b. LEI (if any) of issuer. (1) | Z6C0YCECH9DCU5ZIQW84 |
| c. Title of the issue or description of the investment. | CONMED CORP |
| d. CUSIP (if any). | 207410101 |
| At least one of the following other identifiers: |
| - ISIN | US2074101013 |
| Balance. (2) |
| a. Balance | 469594.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22085005.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037336743968 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 202 |
| a. Name of issuer (if any). | Cooper Cos Inc/The |
| b. LEI (if any) of issuer. (1) | QJKMVPIGLH7530PCUE20 |
| c. Title of the issue or description of the investment. | COOPER COS INC |
| d. CUSIP (if any). | 216648501 |
| At least one of the following other identifiers: |
| - ISIN | US2166485019 |
| Balance. (2) |
| a. Balance | 3026644.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 207506712.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.350809280498 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 203 |
| a. Name of issuer (if any). | CoreCivic Inc |
| b. LEI (if any) of issuer. (1) | 529900JFA3K6PTLT8B15 |
| c. Title of the issue or description of the investment. | CORECIVIC INC |
| d. CUSIP (if any). | 21871N101 |
| At least one of the following other identifiers: |
| - ISIN | US21871N1019 |
| Balance. (2) |
| a. Balance | 1542940.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31398829.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.053082623062 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 204 |
| a. Name of issuer (if any). | QuidelOrtho Corp |
| b. LEI (if any) of issuer. (1) | 549300YU8CMO9HF53113 |
| c. Title of the issue or description of the investment. | QUIDELORTHO CORP |
| d. CUSIP (if any). | 219798105 |
| At least one of the following other identifiers: |
| - ISIN | US2197981051 |
| Balance. (2) |
| a. Balance | 1030063.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30335355.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.051284722545 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 205 |
| a. Name of issuer (if any). | COPT Defense Properties |
| b. LEI (if any) of issuer. (1) | YY1J47X6LF9TYY8JY420 |
| c. Title of the issue or description of the investment. | COPT DEFENSE PRO |
| d. CUSIP (if any). | 22002T108 |
| At least one of the following other identifiers: |
| - ISIN | US22002T1088 |
| Balance. (2) |
| a. Balance | 1713141.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49783877.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.084164247074 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 206 |
| a. Name of issuer (if any). | Coty Inc |
| b. LEI (if any) of issuer. (1) | 549300BO9IWPF3S48F93 |
| c. Title of the issue or description of the investment. | COTY INC-CL A |
| d. CUSIP (if any). | 222070203 |
| At least one of the following other identifiers: |
| - ISIN | US2220702037 |
| Balance. (2) |
| a. Balance | 5293187.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21384475.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.036152432668 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 207 |
| a. Name of issuer (if any). | Cousins Properties Inc |
| b. LEI (if any) of issuer. (1) | 5493007XPYD5EJABN062 |
| c. Title of the issue or description of the investment. | COUSINS PROP |
| d. CUSIP (if any). | 222795502 |
| At least one of the following other identifiers: |
| - ISIN | US2227955026 |
| Balance. (2) |
| a. Balance | 2548098.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73741956.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124667593833 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 208 |
| a. Name of issuer (if any). | Cracker Barrel Old Country Store Inc |
| b. LEI (if any) of issuer. (1) | 8P4PHQIUWPIECBFBW745 |
| c. Title of the issue or description of the investment. | CRACKER BARREL |
| d. CUSIP (if any). | 22410J106 |
| At least one of the following other identifiers: |
| - ISIN | US22410J1060 |
| Balance. (2) |
| a. Balance | 337797.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14883335.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025161655080 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1061846.00000000 |
| Schedule of Portfolio Investments Record: 209 |
| a. Name of issuer (if any). | Crane Co |
| b. LEI (if any) of issuer. (1) | 5493000CQRQOTHUODL75 |
| c. Title of the issue or description of the investment. | CRANE CO |
| d. CUSIP (if any). | 224408104 |
| At least one of the following other identifiers: |
| - ISIN | US2244081046 |
| Balance. (2) |
| a. Balance | 742057.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136642375.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231006568382 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 210 |
| a. Name of issuer (if any). | Crane NXT Co |
| b. LEI (if any) of issuer. (1) | 549300EXNPSXEWUD3N21 |
| c. Title of the issue or description of the investment. | CRANE NXT CO |
| d. CUSIP (if any). | 224441105 |
| At least one of the following other identifiers: |
| - ISIN | US2244411052 |
| Balance. (2) |
| a. Balance | 740398.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49658493.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083952274507 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 211 |
| a. Name of issuer (if any). | Cricut Inc |
| b. LEI (if any) of issuer. (1) | 254900R3DKAJ28MC0Q39 |
| c. Title of the issue or description of the investment. | CRICUT INC- A |
| d. CUSIP (if any). | 22658D100 |
| At least one of the following other identifiers: |
| - ISIN | US22658D1000 |
| Balance. (2) |
| a. Balance | 695895.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4377179.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007400026673 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 212 |
| a. Name of issuer (if any). | Crocs Inc |
| b. LEI (if any) of issuer. (1) | 549300B0J6YCXD63OG72 |
| c. Title of the issue or description of the investment. | CROCS INC |
| d. CUSIP (if any). | 227046109 |
| At least one of the following other identifiers: |
| - ISIN | US2270461096 |
| Balance. (2) |
| a. Balance | 393560.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32881938.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055589955931 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 213 |
| a. Name of issuer (if any). | Crown Holdings Inc |
| b. LEI (if any) of issuer. (1) | NYLWZIOY8PUNIT4JOE22 |
| c. Title of the issue or description of the investment. | CROWN HOLDINGS I |
| d. CUSIP (if any). | 228368106 |
| At least one of the following other identifiers: |
| - ISIN | US2283681060 |
| Balance. (2) |
| a. Balance | 1765450.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170524815.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.288287964623 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 214 |
| a. Name of issuer (if any). | CubeSmart |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CUBESMART |
| d. CUSIP (if any). | 229663109 |
| At least one of the following other identifiers: |
| - ISIN | US2296631094 |
| Balance. (2) |
| a. Balance | 1729664.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70328138.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118896219119 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 215 |
| a. Name of issuer (if any). | Cullen/Frost Bankers Inc |
| b. LEI (if any) of issuer. (1) | 529900V2E9G9AY665O34 |
| c. Title of the issue or description of the investment. | CULLEN/FROST |
| d. CUSIP (if any). | 229899109 |
| At least one of the following other identifiers: |
| - ISIN | US2298991090 |
| Balance. (2) |
| a. Balance | 927033.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117519973.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.198678379083 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 216 |
| a. Name of issuer (if any). | Curbline Properties Corp |
| b. LEI (if any) of issuer. (1) | 529900PGR41LH0I81I15 |
| c. Title of the issue or description of the investment. | CURBLINE PROPERT |
| d. CUSIP (if any). | 23128Q101 |
| At least one of the following other identifiers: |
| - ISIN | US23128Q1013 |
| Balance. (2) |
| a. Balance | 718273.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16017487.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027079044017 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 217 |
| a. Name of issuer (if any). | DT Midstream Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DT MIDSTREAM |
| d. CUSIP (if any). | 23345M107 |
| At least one of the following other identifiers: |
| - ISIN | US23345M1071 |
| Balance. (2) |
| a. Balance | 1541180.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174245810.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.294578651162 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 218 |
| a. Name of issuer (if any). | DXC Technology Co |
| b. LEI (if any) of issuer. (1) | 549300DOVZ3EDJB7O259 |
| c. Title of the issue or description of the investment. | DXC TECHNOLOGY C |
| d. CUSIP (if any). | 23355L106 |
| At least one of the following other identifiers: |
| - ISIN | US23355L1061 |
| Balance. (2) |
| a. Balance | 2715475.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37011924.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.062572079480 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 219 |
| a. Name of issuer (if any). | Dana Inc |
| b. LEI (if any) of issuer. (1) | KVWHW7YLZPFJM8QYNJ51 |
| c. Title of the issue or description of the investment. | DANA INC |
| d. CUSIP (if any). | 235825205 |
| At least one of the following other identifiers: |
| - ISIN | US2358252052 |
| Balance. (2) |
| a. Balance | 1989642.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39872425.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.067408021584 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 220 |
| a. Name of issuer (if any). | DaVita Inc |
| b. LEI (if any) of issuer. (1) | M2XHYMU3TZNEZURC6H66 |
| c. Title of the issue or description of the investment. | DAVITA INC |
| d. CUSIP (if any). | 23918K108 |
| At least one of the following other identifiers: |
| - ISIN | US23918K1088 |
| Balance. (2) |
| a. Balance | 542338.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72060450.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.121824852393 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 221 |
| a. Name of issuer (if any). | Day One Biopharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DAY ONE BIOPHARM |
| d. CUSIP (if any). | 23954D109 |
| At least one of the following other identifiers: |
| - ISIN | US23954D1090 |
| Balance. (2) |
| a. Balance | 582664.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4107781.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006944583858 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 222 |
| a. Name of issuer (if any). | Delek US Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493003O53JMENV1N385 |
| c. Title of the issue or description of the investment. | DELEK US HOLDING |
| d. CUSIP (if any). | 24665A103 |
| At least one of the following other identifiers: |
| - ISIN | US24665A1034 |
| Balance. (2) |
| a. Balance | 866896.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27974733.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047293873792 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 223 |
| a. Name of issuer (if any). | Deluxe Corp |
| b. LEI (if any) of issuer. (1) | KWGNKB8TX9LE5TV29231 |
| c. Title of the issue or description of the investment. | DELUXE CORP |
| d. CUSIP (if any). | 248019101 |
| At least one of the following other identifiers: |
| - ISIN | US2480191012 |
| Balance. (2) |
| a. Balance | 680952.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13183230.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022287470244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 224 |
| a. Name of issuer (if any). | DENTSPLY SIRONA Inc |
| b. LEI (if any) of issuer. (1) | 9NHEHR1SOZCYXDO8HO28 |
| c. Title of the issue or description of the investment. | DENTSPLY SIRONA |
| d. CUSIP (if any). | 24906P109 |
| At least one of the following other identifiers: |
| - ISIN | US24906P1093 |
| Balance. (2) |
| a. Balance | 3026189.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38402338.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064922703153 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 225 |
| a. Name of issuer (if any). | DiamondRock Hospitality Co |
| b. LEI (if any) of issuer. (1) | 529900KKD4BPVBUAQ734 |
| c. Title of the issue or description of the investment. | DIAMONDROCK HOSP |
| d. CUSIP (if any). | 252784301 |
| At least one of the following other identifiers: |
| - ISIN | US2527843013 |
| Balance. (2) |
| a. Balance | 3109218.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24749375.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041841106845 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 226 |
| a. Name of issuer (if any). | Dick's Sporting Goods Inc |
| b. LEI (if any) of issuer. (1) | 529900SSBV5I4LWSK313 |
| c. Title of the issue or description of the investment. | DICK'S SPORTING |
| d. CUSIP (if any). | 253393102 |
| At least one of the following other identifiers: |
| - ISIN | US2533931026 |
| Balance. (2) |
| a. Balance | 963617.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214134969.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.362014961870 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 227 |
| a. Name of issuer (if any). | Trump Media & Technology Group Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRUMP MEDIA & TE |
| d. CUSIP (if any). | 25400Q105 |
| At least one of the following other identifiers: |
| - ISIN | US25400Q1058 |
| Balance. (2) |
| a. Balance | 2311740.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37958770.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064172811103 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 5113188.00000000 |
| Schedule of Portfolio Investments Record: 228 |
| a. Name of issuer (if any). | DigitalBridge Group Inc |
| b. LEI (if any) of issuer. (1) | 549300XG87L902AGBO89 |
| c. Title of the issue or description of the investment. | DIGITALBRIDGE GR |
| d. CUSIP (if any). | 25401T603 |
| At least one of the following other identifiers: |
| - ISIN | US25401T6038 |
| Balance. (2) |
| a. Balance | 2762857.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32325426.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.054649122470 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 229 |
| a. Name of issuer (if any). | Dillard's Inc |
| b. LEI (if any) of issuer. (1) | 529900FGYKMWL6019P91 |
| c. Title of the issue or description of the investment. | DILLARDS INC-A |
| d. CUSIP (if any). | 254067101 |
| At least one of the following other identifiers: |
| - ISIN | US2540671011 |
| Balance. (2) |
| a. Balance | 44096.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27096110.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.045808478967 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 230 |
| a. Name of issuer (if any). | Donaldson Co Inc |
| b. LEI (if any) of issuer. (1) | OZE6KXY9QQPR8EJ8WL20 |
| c. Title of the issue or description of the investment. | DONALDSON CO INC |
| d. CUSIP (if any). | 257651109 |
| At least one of the following other identifiers: |
| - ISIN | US2576511099 |
| Balance. (2) |
| a. Balance | 1767677.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144684362.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.244602289944 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 231 |
| a. Name of issuer (if any). | Douglas Emmett Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DOUGLAS EMMETT |
| d. CUSIP (if any). | 25960P109 |
| At least one of the following other identifiers: |
| - ISIN | US25960P1093 |
| Balance. (2) |
| a. Balance | 2413192.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37573399.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063521305194 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 232 |
| a. Name of issuer (if any). | Driven Brands Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DRIVEN BRANDS HO |
| d. CUSIP (if any). | 26210V102 |
| At least one of the following other identifiers: |
| - ISIN | US26210V1026 |
| Balance. (2) |
| a. Balance | 436166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7026634.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011879174787 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 233 |
| a. Name of issuer (if any). | Dyne Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNE THERAPEUTIC |
| d. CUSIP (if any). | 26818M108 |
| At least one of the following other identifiers: |
| - ISIN | US26818M1080 |
| Balance. (2) |
| a. Balance | 971183.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12285464.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.020769714217 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 234 |
| a. Name of issuer (if any). | EPR Properties |
| b. LEI (if any) of issuer. (1) | 549300YSSXFHMPOWZ492 |
| c. Title of the issue or description of the investment. | EPR PROPERTIES |
| d. CUSIP (if any). | 26884U109 |
| At least one of the following other identifiers: |
| - ISIN | US26884U1097 |
| Balance. (2) |
| a. Balance | 1154711.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66984785.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.113243971579 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 235 |
| a. Name of issuer (if any). | East West Bancorp Inc |
| b. LEI (if any) of issuer. (1) | 254900O4X656YXFOYB11 |
| c. Title of the issue or description of the investment. | EAST WEST BNCRP |
| d. CUSIP (if any). | 27579R104 |
| At least one of the following other identifiers: |
| - ISIN | US27579R1041 |
| Balance. (2) |
| a. Balance | 2090786.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 222564169.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.376265303632 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 236 |
| a. Name of issuer (if any). | Eastern Bankshares Inc |
| b. LEI (if any) of issuer. (1) | 549300J245MBQU3DO403 |
| c. Title of the issue or description of the investment. | EASTERN BANKSHAR |
| d. CUSIP (if any). | 27627N105 |
| At least one of the following other identifiers: |
| - ISIN | US27627N1054 |
| Balance. (2) |
| a. Balance | 2887350.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52405402.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.088596177498 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 237 |
| a. Name of issuer (if any). | EastGroup Properties Inc |
| b. LEI (if any) of issuer. (1) | 31TIGQQZC4P6JMHKSW85 |
| c. Title of the issue or description of the investment. | EASTGROUP PROP |
| d. CUSIP (if any). | 277276101 |
| At least one of the following other identifiers: |
| - ISIN | US2772761019 |
| Balance. (2) |
| a. Balance | 809092.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136946911.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231521414541 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 238 |
| a. Name of issuer (if any). | Eastman Chemical Co |
| b. LEI (if any) of issuer. (1) | FDPVHDGJ1IQZFK9KH630 |
| c. Title of the issue or description of the investment. | EASTMAN CHEMICAL |
| d. CUSIP (if any). | 277432100 |
| At least one of the following other identifiers: |
| - ISIN | US2774321002 |
| Balance. (2) |
| a. Balance | 1742031.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109835054.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.185686313324 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 239 |
| a. Name of issuer (if any). | EchoStar Corp |
| b. LEI (if any) of issuer. (1) | 549300EE20907QZ9GT38 |
| c. Title of the issue or description of the investment. | ECHOSTAR CORP-A |
| d. CUSIP (if any). | 278768106 |
| At least one of the following other identifiers: |
| - ISIN | US2787681061 |
| Balance. (2) |
| a. Balance | 1008161.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76983173.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.130147172223 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 240 |
| a. Name of issuer (if any). | Ecovyst Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ECOVYST INC |
| d. CUSIP (if any). | 27923Q109 |
| At least one of the following other identifiers: |
| - ISIN | US27923Q1094 |
| Balance. (2) |
| a. Balance | 1648973.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14445003.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024420613738 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 241 |
| a. Name of issuer (if any). | Edgewell Personal Care Co |
| b. LEI (if any) of issuer. (1) | 549300CY8QZDL4Z3RU59 |
| c. Title of the issue or description of the investment. | EDGEWELL PERSONA |
| d. CUSIP (if any). | 28035Q102 |
| At least one of the following other identifiers: |
| - ISIN | US28035Q1022 |
| Balance. (2) |
| a. Balance | 704874.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14351234.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024262088846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 242 |
| a. Name of issuer (if any). | Elanco Animal Health Inc |
| b. LEI (if any) of issuer. (1) | 549300SHPNDCE059M934 |
| c. Title of the issue or description of the investment. | ELANCO ANIMAL HE |
| d. CUSIP (if any). | 28414H103 |
| At least one of the following other identifiers: |
| - ISIN | US28414H1032 |
| Balance. (2) |
| a. Balance | 7536785.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 151790849.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.256616463931 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 243 |
| a. Name of issuer (if any). | Element Solutions Inc |
| b. LEI (if any) of issuer. (1) | 549300FLGN6P5CU20J91 |
| c. Title of the issue or description of the investment. | ELEMENT SOLUTION |
| d. CUSIP (if any). | 28618M106 |
| At least one of the following other identifiers: |
| - ISIN | US28618M1062 |
| Balance. (2) |
| a. Balance | 3494896.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87966532.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.148715554878 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 244 |
| a. Name of issuer (if any). | Embecta Corp |
| b. LEI (if any) of issuer. (1) | 549300RPG8GXVDHNXZ62 |
| c. Title of the issue or description of the investment. | EMBECTA CORP |
| d. CUSIP (if any). | 29082K105 |
| At least one of the following other identifiers: |
| - ISIN | US29082K1051 |
| Balance. (2) |
| a. Balance | 443621.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6259492.31000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.010582250403 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 245 |
| a. Name of issuer (if any). | EMCOR Group Inc |
| b. LEI (if any) of issuer. (1) | 529900X0SQJB2J7YDU43 |
| c. Title of the issue or description of the investment. | EMCOR GROUP INC |
| d. CUSIP (if any). | 29084Q100 |
| At least one of the following other identifiers: |
| - ISIN | US29084Q1004 |
| Balance. (2) |
| a. Balance | 679086.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 441093520.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.745709372818 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 246 |
| a. Name of issuer (if any). | Empire State Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | 549300VOKY1DUEQSB456 |
| c. Title of the issue or description of the investment. | EMPIRE STATE REA |
| d. CUSIP (if any). | 292104106 |
| At least one of the following other identifiers: |
| - ISIN | US2921041065 |
| Balance. (2) |
| a. Balance | 2046645.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15677300.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.026503926108 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 247 |
| a. Name of issuer (if any). | Employers Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EMPLOYERS HOLDIN |
| d. CUSIP (if any). | 292218104 |
| At least one of the following other identifiers: |
| - ISIN | US2922181043 |
| Balance. (2) |
| a. Balance | 356682.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15151851.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025615605424 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 248 |
| a. Name of issuer (if any). | Enact Holdings Inc |
| b. LEI (if any) of issuer. (1) | 9845003CA5664B741N19 |
| c. Title of the issue or description of the investment. | ENACT HOLDINGS I |
| d. CUSIP (if any). | 29249E109 |
| At least one of the following other identifiers: |
| - ISIN | US29249E1091 |
| Balance. (2) |
| a. Balance | 447576.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17160063.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029010674268 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 249 |
| a. Name of issuer (if any). | Encore Capital Group Inc |
| b. LEI (if any) of issuer. (1) | 5493000UVC6H49CIH830 |
| c. Title of the issue or description of the investment. | ENCORE CAPITAL G |
| d. CUSIP (if any). | 292554102 |
| At least one of the following other identifiers: |
| - ISIN | US2925541029 |
| Balance. (2) |
| a. Balance | 331646.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13842904.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.023402708975 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 250 |
| a. Name of issuer (if any). | Encompass Health Corp |
| b. LEI (if any) of issuer. (1) | 549300FVRPM9DRQZRG64 |
| c. Title of the issue or description of the investment. | ENCOMPASS HEALTH |
| d. CUSIP (if any). | 29261A100 |
| At least one of the following other identifiers: |
| - ISIN | US29261A1007 |
| Balance. (2) |
| a. Balance | 1528012.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 194088084.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.328123848715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 251 |
| a. Name of issuer (if any). | Energizer Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493000D6NN0V57UME20 |
| c. Title of the issue or description of the investment. | ENERGIZER HOLDIN |
| d. CUSIP (if any). | 29272W109 |
| At least one of the following other identifiers: |
| - ISIN | US29272W1099 |
| Balance. (2) |
| a. Balance | 1035664.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25777676.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.043579545896 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 252 |
| a. Name of issuer (if any). | EnerSys |
| b. LEI (if any) of issuer. (1) | 7ZS3DE5PN30BYUJFWP05 |
| c. Title of the issue or description of the investment. | ENERSYS |
| d. CUSIP (if any). | 29275Y102 |
| At least one of the following other identifiers: |
| - ISIN | US29275Y1029 |
| Balance. (2) |
| a. Balance | 568391.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64205447.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.108545244179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 253 |
| a. Name of issuer (if any). | Enphase Energy Inc |
| b. LEI (if any) of issuer. (1) | 5493008U7KIGMI59Z314 |
| c. Title of the issue or description of the investment. | ENPHASE ENERGY |
| d. CUSIP (if any). | 29355A107 |
| At least one of the following other identifiers: |
| - ISIN | US29355A1079 |
| Balance. (2) |
| a. Balance | 942170.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33343396.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056370093846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 254 |
| a. Name of issuer (if any). | Enpro Inc |
| b. LEI (if any) of issuer. (1) | 549300Y5CFT2LKCFDN54 |
| c. Title of the issue or description of the investment. | ENPRO INC |
| d. CUSIP (if any). | 29355X107 |
| At least one of the following other identifiers: |
| - ISIN | US29355X1072 |
| Balance. (2) |
| a. Balance | 319393.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72182818.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.122031726708 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 255 |
| a. Name of issuer (if any). | EPAM Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300XCR4R530HJP604 |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| d. CUSIP (if any). | 29414B104 |
| At least one of the following other identifiers: |
| - ISIN | US29414B1044 |
| Balance. (2) |
| a. Balance | 802689.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 121037474.31000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.204625039527 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 256 |
| a. Name of issuer (if any). | Envista Holdings Corp |
| b. LEI (if any) of issuer. (1) | 549300BX623VURJZ5269 |
| c. Title of the issue or description of the investment. | ENVISTA HOLDINGS |
| d. CUSIP (if any). | 29415F104 |
| At least one of the following other identifiers: |
| - ISIN | US29415F1049 |
| Balance. (2) |
| a. Balance | 2521010.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51352973.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.086816949321 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 257 |
| a. Name of issuer (if any). | Vestis Corp |
| b. LEI (if any) of issuer. (1) | 254900QDW0TA2TMFAP59 |
| c. Title of the issue or description of the investment. | VESTIS CORP |
| d. CUSIP (if any). | 29430C102 |
| At least one of the following other identifiers: |
| - ISIN | US29430C1027 |
| Balance. (2) |
| a. Balance | 849270.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3847193.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006504035586 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 258 |
| a. Name of issuer (if any). | Equitable Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300FIBAKMNHPZ4009 |
| c. Title of the issue or description of the investment. | EQUITABLE HOLDIN |
| d. CUSIP (if any). | 29452E101 |
| At least one of the following other identifiers: |
| - ISIN | US29452E1010 |
| Balance. (2) |
| a. Balance | 4544049.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 230746808.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.390098810487 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 259 |
| a. Name of issuer (if any). | Esab Corp |
| b. LEI (if any) of issuer. (1) | 549300ZNV0SWBXEIWT04 |
| c. Title of the issue or description of the investment. | ESAB CORP |
| d. CUSIP (if any). | 29605J106 |
| At least one of the following other identifiers: |
| - ISIN | US29605J1060 |
| Balance. (2) |
| a. Balance | 874783.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97748252.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.165252456969 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 260 |
| a. Name of issuer (if any). | Essential Utilities Inc |
| b. LEI (if any) of issuer. (1) | 549300ILTEOF3E3QY357 |
| c. Title of the issue or description of the investment. | ESSENTIAL UTILIT |
| d. CUSIP (if any). | 29670G102 |
| At least one of the following other identifiers: |
| - ISIN | US29670G1022 |
| Balance. (2) |
| a. Balance | 4254776.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 169765562.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.287004377069 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 261 |
| a. Name of issuer (if any). | Evercore Inc |
| b. LEI (if any) of issuer. (1) | 529900P6KLPT95DW3W58 |
| c. Title of the issue or description of the investment. | EVERCORE INC |
| d. CUSIP (if any). | 29977A105 |
| At least one of the following other identifiers: |
| - ISIN | US29977A1051 |
| Balance. (2) |
| a. Balance | 556261.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 187637960.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.317219318290 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 262 |
| a. Name of issuer (if any). | Evergy Inc |
| b. LEI (if any) of issuer. (1) | 549300PGTHDQY6PSUI61 |
| c. Title of the issue or description of the investment. | EVERGY INC |
| d. CUSIP (if any). | 30034W106 |
| At least one of the following other identifiers: |
| - ISIN | US30034W1062 |
| Balance. (2) |
| a. Balance | 1742627.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 132474504.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.223960396417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 263 |
| a. Name of issuer (if any). | EVERTEC Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EVERTEC INC |
| d. CUSIP (if any). | 30040P103 |
| At least one of the following other identifiers: |
| - ISIN | PR30040P1032 |
| Balance. (2) |
| a. Balance | 970652.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32788624.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055432200935 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 264 |
| a. Name of issuer (if any). | Everus Construction Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EVERUS CONSTRUCT |
| d. CUSIP (if any). | 300426103 |
| At least one of the following other identifiers: |
| - ISIN | US3004261034 |
| Balance. (2) |
| a. Balance | 386894.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33176160.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056087366267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 265 |
| a. Name of issuer (if any). | Excelerate Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXCELERATE ENE-A |
| d. CUSIP (if any). | 30069T101 |
| At least one of the following other identifiers: |
| - ISIN | US30069T1016 |
| Balance. (2) |
| a. Balance | 339825.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8560191.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014471795493 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 266 |
| a. Name of issuer (if any). | F&G Annuities & Life Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | F&G ANNUITIES |
| d. CUSIP (if any). | 30190A104 |
| At least one of the following other identifiers: |
| - ISIN | US30190A1043 |
| Balance. (2) |
| a. Balance | 306410.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9581440.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.016198311251 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 267 |
| a. Name of issuer (if any). | eXp World Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300TWVVZC283VEC32 |
| c. Title of the issue or description of the investment. | EXP WORLD HOLDIN |
| d. CUSIP (if any). | 30212W100 |
| At least one of the following other identifiers: |
| - ISIN | US30212W1009 |
| Balance. (2) |
| a. Balance | 1311922.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13985088.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.023643084982 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 268 |
| a. Name of issuer (if any). | FMC Corp |
| b. LEI (if any) of issuer. (1) | CKDHZ2X64EEBQCSP7013 |
| c. Title of the issue or description of the investment. | FMC CORP |
| d. CUSIP (if any). | 302491303 |
| At least one of the following other identifiers: |
| - ISIN | US3024913036 |
| Balance. (2) |
| a. Balance | 1894943.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63726933.09000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.107736271570 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 269 |
| a. Name of issuer (if any). | FNB Corp/PA |
| b. LEI (if any) of issuer. (1) | PCYSKIGYNYFDTBLVZU83 |
| c. Title of the issue or description of the investment. | FNB CORP |
| d. CUSIP (if any). | 302520101 |
| At least one of the following other identifiers: |
| - ISIN | US3025201019 |
| Balance. (2) |
| a. Balance | 5448161.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87769873.71000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.148383085317 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 270 |
| a. Name of issuer (if any). | FTI Consulting Inc |
| b. LEI (if any) of issuer. (1) | 549300K17GM8EQD0FQ48 |
| c. Title of the issue or description of the investment. | FTI CONSULTING |
| d. CUSIP (if any). | 302941109 |
| At least one of the following other identifiers: |
| - ISIN | US3029411093 |
| Balance. (2) |
| a. Balance | 490882.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79351075.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.134150328337 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 271 |
| a. Name of issuer (if any). | Federal Realty Investment Trust |
| b. LEI (if any) of issuer. (1) | 549300FHEI1SLVZ0RB48 |
| c. Title of the issue or description of the investment. | FED REALTY INVS |
| d. CUSIP (if any). | 313745101 |
| At least one of the following other identifiers: |
| - ISIN | US3137451015 |
| Balance. (2) |
| a. Balance | 1308666.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 132580952.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.224140356466 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 272 |
| a. Name of issuer (if any). | Federated Hermes Inc |
| b. LEI (if any) of issuer. (1) | R05X5UQ874RGFF7HHD84 |
| c. Title of the issue or description of the investment. | FEDERATED HERMES |
| d. CUSIP (if any). | 314211103 |
| At least one of the following other identifiers: |
| - ISIN | US3142111034 |
| Balance. (2) |
| a. Balance | 1139888.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59194383.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.100073578055 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 273 |
| a. Name of issuer (if any). | F5 Inc |
| b. LEI (if any) of issuer. (1) | 54930015FPK9KT966303 |
| c. Title of the issue or description of the investment. | F5 INC |
| d. CUSIP (if any). | 315616102 |
| At least one of the following other identifiers: |
| - ISIN | US3156161024 |
| Balance. (2) |
| a. Balance | 871482.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 281654267.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.476162576632 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 274 |
| a. Name of issuer (if any). | Fidelity National Financial Inc |
| b. LEI (if any) of issuer. (1) | 549300CAZYIH39SYQ287 |
| c. Title of the issue or description of the investment. | FIDELITY NATIONA |
| d. CUSIP (if any). | 31620R303 |
| At least one of the following other identifiers: |
| - ISIN | US31620R3030 |
| Balance. (2) |
| a. Balance | 1957994.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 118439057.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.200232174957 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 275 |
| a. Name of issuer (if any). | First Advantage Corp |
| b. LEI (if any) of issuer. (1) | 549300RNJ0PXU8FP7D06 |
| c. Title of the issue or description of the investment. | FIRST ADVANTAGE |
| d. CUSIP (if any). | 31846B108 |
| At least one of the following other identifiers: |
| - ISIN | US31846B1089 |
| Balance. (2) |
| a. Balance | 1187785.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18280011.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030904048729 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 276 |
| a. Name of issuer (if any). | First American Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300B6VEZK3N0A1P55 |
| c. Title of the issue or description of the investment. | FIRST AMERICAN F |
| d. CUSIP (if any). | 31847R102 |
| At least one of the following other identifiers: |
| - ISIN | US31847R1023 |
| Balance. (2) |
| a. Balance | 1467112.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94247274.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.159333730793 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 277 |
| a. Name of issuer (if any). | First BanCorp/Puerto Rico |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FIRST BANCORP PR |
| d. CUSIP (if any). | 318672706 |
| At least one of the following other identifiers: |
| - ISIN | PR3186727065 |
| Balance. (2) |
| a. Balance | 2434392.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53678343.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.090748202104 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 278 |
| a. Name of issuer (if any). | First Citizens BancShares Inc/NC |
| b. LEI (if any) of issuer. (1) | 549300N3Z00ZHE2XC526 |
| c. Title of the issue or description of the investment. | FIRST CITIZENS-A |
| d. CUSIP (if any). | 31946M103 |
| At least one of the following other identifiers: |
| - ISIN | US31946M1036 |
| Balance. (2) |
| a. Balance | 135576.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 242567156.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.410082201402 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 279 |
| a. Name of issuer (if any). | First Commonwealth Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300ZHLQ42NXDETL24 |
| c. Title of the issue or description of the investment. | FIRST COMMON FIN |
| d. CUSIP (if any). | 319829107 |
| At least one of the following other identifiers: |
| - ISIN | US3198291078 |
| Balance. (2) |
| a. Balance | 1506632.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25688075.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.043428066514 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 280 |
| a. Name of issuer (if any). | First Financial Bancorp |
| b. LEI (if any) of issuer. (1) | 549300D3F5B3EZMY7P77 |
| c. Title of the issue or description of the investment. | FIRST FIN BANCRP |
| d. CUSIP (if any). | 320209109 |
| At least one of the following other identifiers: |
| - ISIN | US3202091092 |
| Balance. (2) |
| a. Balance | 1380013.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34845328.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058909248653 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 281 |
| a. Name of issuer (if any). | First Financial Bankshares Inc |
| b. LEI (if any) of issuer. (1) | 549300XN3GTGOENGNV49 |
| c. Title of the issue or description of the investment. | FIRST FIN BANKSH |
| d. CUSIP (if any). | 32020R109 |
| At least one of the following other identifiers: |
| - ISIN | US32020R1095 |
| Balance. (2) |
| a. Balance | 1845287.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62093907.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.104975490931 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 282 |
| a. Name of issuer (if any). | First Horizon Corp |
| b. LEI (if any) of issuer. (1) | TF3RXI1ZB1TQ30H9JV10 |
| c. Title of the issue or description of the investment. | FIRST HORIZON CO |
| d. CUSIP (if any). | 320517105 |
| At least one of the following other identifiers: |
| - ISIN | US3205171057 |
| Balance. (2) |
| a. Balance | 7702596.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174155695.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.294426303018 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 283 |
| a. Name of issuer (if any). | First Hawaiian Inc |
| b. LEI (if any) of issuer. (1) | 5493002DJSH46F5OLV06 |
| c. Title of the issue or description of the investment. | FIRST HAWAIIA |
| d. CUSIP (if any). | 32051X108 |
| At least one of the following other identifiers: |
| - ISIN | US32051X1081 |
| Balance. (2) |
| a. Balance | 1890644.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46944690.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.079364339085 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 284 |
| a. Name of issuer (if any). | First Industrial Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FIRST IND REALTY |
| d. CUSIP (if any). | 32054K103 |
| At least one of the following other identifiers: |
| - ISIN | US32054K1034 |
| Balance. (2) |
| a. Balance | 2008603.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 103382796.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.174778174465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 285 |
| a. Name of issuer (if any). | First Interstate BancSystem Inc |
| b. LEI (if any) of issuer. (1) | 549300WRWYTYX0RCNJ43 |
| c. Title of the issue or description of the investment. | FIRST INTER/MT-A |
| d. CUSIP (if any). | 32055Y201 |
| At least one of the following other identifiers: |
| - ISIN | US32055Y2019 |
| Balance. (2) |
| a. Balance | 1272578.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40557060.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.068565460646 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 286 |
| a. Name of issuer (if any). | First Merchants Corp |
| b. LEI (if any) of issuer. (1) | TZTBT0OTGQ2FEK6XMX94 |
| c. Title of the issue or description of the investment. | FIRST MERCHANTS |
| d. CUSIP (if any). | 320817109 |
| At least one of the following other identifiers: |
| - ISIN | US3208171096 |
| Balance. (2) |
| a. Balance | 832039.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31367870.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.053030284518 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 287 |
| a. Name of issuer (if any). | FirstCash Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FIRSTCASH HOLDIN |
| d. CUSIP (if any). | 33768G107 |
| At least one of the following other identifiers: |
| - ISIN | US33768G1076 |
| Balance. (2) |
| a. Balance | 572071.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90627487.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.153214146140 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 288 |
| a. Name of issuer (if any). | Fluor Corp |
| b. LEI (if any) of issuer. (1) | CQ7WZ4NOFWT7FAE6Q943 |
| c. Title of the issue or description of the investment. | FLUOR CORP |
| d. CUSIP (if any). | 343412102 |
| At least one of the following other identifiers: |
| - ISIN | US3434121022 |
| Balance. (2) |
| a. Balance | 2452491.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 103176296.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.174429067058 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 289 |
| a. Name of issuer (if any). | Flowers Foods Inc |
| b. LEI (if any) of issuer. (1) | 7YNCQQNDK8FBM9BBTK25 |
| c. Title of the issue or description of the investment. | FLOWERS FOODS |
| d. CUSIP (if any). | 343498101 |
| At least one of the following other identifiers: |
| - ISIN | US3434981011 |
| Balance. (2) |
| a. Balance | 2883302.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37627091.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063612075908 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 290 |
| a. Name of issuer (if any). | Flowserve Corp |
| b. LEI (if any) of issuer. (1) | 6Y0GK87T6V7NJKZJVM41 |
| c. Title of the issue or description of the investment. | FLOWSERVE CORP |
| d. CUSIP (if any). | 34354P105 |
| At least one of the following other identifiers: |
| - ISIN | US34354P1057 |
| Balance. (2) |
| a. Balance | 1984008.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 105430185.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.178239474348 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 291 |
| a. Name of issuer (if any). | Forestar Group Inc |
| b. LEI (if any) of issuer. (1) | 549300BC2UB0GHV60V70 |
| c. Title of the issue or description of the investment. | FORESTAR GROUP |
| d. CUSIP (if any). | 346232101 |
| At least one of the following other identifiers: |
| - ISIN | US3462321015 |
| Balance. (2) |
| a. Balance | 308494.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8202855.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013867685461 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 292 |
| a. Name of issuer (if any). | Figure Technology Solutions Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FIGURE TECHNOL-A |
| d. CUSIP (if any). | 349381103 |
| At least one of the following other identifiers: |
| - ISIN | US3493811034 |
| Balance. (2) |
| a. Balance | 263604.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9587277.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.016208178867 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 992901.00000000 |
| Schedule of Portfolio Investments Record: 293 |
| a. Name of issuer (if any). | Fortune Brands Innovations Inc |
| b. LEI (if any) of issuer. (1) | 54930032LHW54PQUJD44 |
| c. Title of the issue or description of the investment. | FORTUNE BRANDS I |
| d. CUSIP (if any). | 34964C106 |
| At least one of the following other identifiers: |
| - ISIN | US34964C1062 |
| Balance. (2) |
| a. Balance | 1821058.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97226286.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164370025532 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 294 |
| a. Name of issuer (if any). | Fortrea Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493000FIVFABOVCDU97 |
| c. Title of the issue or description of the investment. | FORTREA HOLDINGS |
| d. CUSIP (if any). | 34965K107 |
| At least one of the following other identifiers: |
| - ISIN | US34965K1079 |
| Balance. (2) |
| a. Balance | 688734.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5799140.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009803982739 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 295 |
| a. Name of issuer (if any). | Forward Air Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FORWARD AIR CORP |
| d. CUSIP (if any). | 34986A104 |
| At least one of the following other identifiers: |
| - ISIN | US34986A1043 |
| Balance. (2) |
| a. Balance | 221881.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5689028.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009617829171 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 296 |
| a. Name of issuer (if any). | Fox Factory Holding Corp |
| b. LEI (if any) of issuer. (1) | 529900GE1HSV0617R721 |
| c. Title of the issue or description of the investment. | FOX FACTORY HOLD |
| d. CUSIP (if any). | 35138V102 |
| At least one of the following other identifiers: |
| - ISIN | US35138V1026 |
| Balance. (2) |
| a. Balance | 285351.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6931175.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011717793419 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 297 |
| a. Name of issuer (if any). | Franklin BSP Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | 549300LH3QNZK9Y1KC93 |
| c. Title of the issue or description of the investment. | FRANKLIN BSP REA |
| d. CUSIP (if any). | 35243J101 |
| At least one of the following other identifiers: |
| - ISIN | US35243J1016 |
| Balance. (2) |
| a. Balance | 1248185.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13555289.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022916469330 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 298 |
| a. Name of issuer (if any). | Franklin Resources Inc |
| b. LEI (if any) of issuer. (1) | RIFQSET379FOGTEFKS80 |
| c. Title of the issue or description of the investment. | FRANKLIN RES INC |
| d. CUSIP (if any). | 354613101 |
| At least one of the following other identifiers: |
| - ISIN | US3546131018 |
| Balance. (2) |
| a. Balance | 4725792.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109307568.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.184794550171 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 299 |
| a. Name of issuer (if any). | Frontier Communications Parent Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FRONTIER COMMUNI |
| d. CUSIP (if any). | 35909D109 |
| At least one of the following other identifiers: |
| - ISIN | US35909D1090 |
| Balance. (2) |
| a. Balance | 3797341.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141830686.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.239777886691 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 300 |
| a. Name of issuer (if any). | HB Fuller Co |
| b. LEI (if any) of issuer. (1) | JSMX3Z5FOYM8V0Q52357 |
| c. Title of the issue or description of the investment. | HB FULLER CO |
| d. CUSIP (if any). | 359694106 |
| At least one of the following other identifiers: |
| - ISIN | US3596941068 |
| Balance. (2) |
| a. Balance | 818653.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48529749.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.082044028395 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 301 |
| a. Name of issuer (if any). | Fulton Financial Corp |
| b. LEI (if any) of issuer. (1) | 5493005QLZ6O1BNC0C11 |
| c. Title of the issue or description of the investment. | FULTON FINANCIAL |
| d. CUSIP (if any). | 360271100 |
| At least one of the following other identifiers: |
| - ISIN | US3602711000 |
| Balance. (2) |
| a. Balance | 2762580.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51466865.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.087009493769 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 302 |
| a. Name of issuer (if any). | GATX Corp |
| b. LEI (if any) of issuer. (1) | 549300IHYHCQP2PIR591 |
| c. Title of the issue or description of the investment. | GATX CORP |
| d. CUSIP (if any). | 361448103 |
| At least one of the following other identifiers: |
| - ISIN | US3614481030 |
| Balance. (2) |
| a. Balance | 540132.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94415073.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.159617410041 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 303 |
| a. Name of issuer (if any). | GEO Group Inc/The |
| b. LEI (if any) of issuer. (1) | 54930024XOXET7NQVZ63 |
| c. Title of the issue or description of the investment. | GEO GROUP INC/TH |
| d. CUSIP (if any). | 36162J106 |
| At least one of the following other identifiers: |
| - ISIN | US36162J1060 |
| Balance. (2) |
| a. Balance | 2039762.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41794723.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.070657843551 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 304 |
| a. Name of issuer (if any). | G-III Apparel Group Ltd |
| b. LEI (if any) of issuer. (1) | 529900O5KABM3R3SFM87 |
| c. Title of the issue or description of the investment. | G III APPAREL |
| d. CUSIP (if any). | 36237H101 |
| At least one of the following other identifiers: |
| - ISIN | US36237H1014 |
| Balance. (2) |
| a. Balance | 558411.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14859316.71000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025121048555 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 305 |
| a. Name of issuer (if any). | GXO Logistics Inc |
| b. LEI (if any) of issuer. (1) | 5493007CNWMXN78JRN66 |
| c. Title of the issue or description of the investment. | GXO LOGISTIC |
| d. CUSIP (if any). | 36262G101 |
| At least one of the following other identifiers: |
| - ISIN | US36262G1013 |
| Balance. (2) |
| a. Balance | 1736584.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91847927.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.155277412681 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 306 |
| a. Name of issuer (if any). | Gaming and Leisure Properties Inc |
| b. LEI (if any) of issuer. (1) | 5493006GWRDBCZYWTM57 |
| c. Title of the issue or description of the investment. | GAMING AND LEISU |
| d. CUSIP (if any). | 36467J108 |
| At least one of the following other identifiers: |
| - ISIN | US36467J1088 |
| Balance. (2) |
| a. Balance | 4078623.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 190104618.03000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.321389430838 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 307 |
| a. Name of issuer (if any). | GameStop Corp |
| b. LEI (if any) of issuer. (1) | 549300505KLOET039L77 |
| c. Title of the issue or description of the investment. | GAMESTOP CORP-A |
| d. CUSIP (if any). | 36467W109 |
| At least one of the following other identifiers: |
| - ISIN | US36467W1099 |
| Balance. (2) |
| a. Balance | 6107588.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166615000.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.281678061163 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 14463856.00000000 |
| Schedule of Portfolio Investments Record: 308 |
| a. Name of issuer (if any). | Gap Inc/The |
| b. LEI (if any) of issuer. (1) | T2ZG1WRWZ4BUCMQL9224 |
| c. Title of the issue or description of the investment. | GAP INC/THE |
| d. CUSIP (if any). | 364760108 |
| At least one of the following other identifiers: |
| - ISIN | US3647601083 |
| Balance. (2) |
| a. Balance | 3678688.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78687136.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.133027878114 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 309 |
| a. Name of issuer (if any). | GCM Grosvenor Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GCM GROSVENOR-A |
| d. CUSIP (if any). | 36831E108 |
| At least one of the following other identifiers: |
| - ISIN | US36831E1082 |
| Balance. (2) |
| a. Balance | 766983.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9257484.81000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.015650633871 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 310 |
| a. Name of issuer (if any). | Gemini Space Station Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GEMINI SPACE -A |
| d. CUSIP (if any). | 36866J105 |
| At least one of the following other identifiers: |
| - ISIN | US36866J1051 |
| Balance. (2) |
| a. Balance | 111297.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2666676.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.004508262499 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 2616432.00000000 |
| Schedule of Portfolio Investments Record: 311 |
| a. Name of issuer (if any). | Genworth Financial Inc |
| b. LEI (if any) of issuer. (1) | 549300EMCG286BDNKJ33 |
| c. Title of the issue or description of the investment. | GENWORTH FINANCI |
| d. CUSIP (if any). | 37247D106 |
| At least one of the following other identifiers: |
| - ISIN | US37247D1063 |
| Balance. (2) |
| a. Balance | 6226383.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55414808.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093683856882 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 312 |
| a. Name of issuer (if any). | Getty Images Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GETTY IMAGES HOL |
| d. CUSIP (if any). | 374275105 |
| At least one of the following other identifiers: |
| - ISIN | US3742751056 |
| Balance. (2) |
| a. Balance | 1887359.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3736970.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006317694632 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1743449.40000000 |
| Schedule of Portfolio Investments Record: 313 |
| a. Name of issuer (if any). | Getty Realty Corp |
| b. LEI (if any) of issuer. (1) | 2549000P1W5SFJWCNP90 |
| c. Title of the issue or description of the investment. | GETTY REALTY |
| d. CUSIP (if any). | 374297109 |
| At least one of the following other identifiers: |
| - ISIN | US3742971092 |
| Balance. (2) |
| a. Balance | 858540.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23034628.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038942168388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 314 |
| a. Name of issuer (if any). | Glacier Bancorp Inc |
| b. LEI (if any) of issuer. (1) | 549300SMJAUKZB5D7V74 |
| c. Title of the issue or description of the investment. | GLACIER BANCORP |
| d. CUSIP (if any). | 37637Q105 |
| At least one of the following other identifiers: |
| - ISIN | US37637Q1058 |
| Balance. (2) |
| a. Balance | 1798451.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87530610.17000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.147978588184 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 315 |
| a. Name of issuer (if any). | Global Net Lease Inc |
| b. LEI (if any) of issuer. (1) | 549300NUYANCT5SU8Z65 |
| c. Title of the issue or description of the investment. | GLOBAL NET LEASE |
| d. CUSIP (if any). | 379378201 |
| At least one of the following other identifiers: |
| - ISIN | US3793782018 |
| Balance. (2) |
| a. Balance | 1676102.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13626709.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.023037211713 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 316 |
| a. Name of issuer (if any). | Globe Life Inc |
| b. LEI (if any) of issuer. (1) | 5493001JFHKQOPP6XA71 |
| c. Title of the issue or description of the investment. | GLOBE LIFE INC |
| d. CUSIP (if any). | 37959E102 |
| At least one of the following other identifiers: |
| - ISIN | US37959E1029 |
| Balance. (2) |
| a. Balance | 1167400.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166903178.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.282165251630 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 317 |
| a. Name of issuer (if any). | GoodRx Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GOODRX HOLDIN-A |
| d. CUSIP (if any). | 38246G108 |
| At least one of the following other identifiers: |
| - ISIN | US38246G1085 |
| Balance. (2) |
| a. Balance | 1271250.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5377387.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009090970676 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 318 |
| a. Name of issuer (if any). | Goodyear Tire & Rubber Co/The |
| b. LEI (if any) of issuer. (1) | 5493002BI0S2ZQUY3437 |
| c. Title of the issue or description of the investment. | GOODYEAR TIRE |
| d. CUSIP (if any). | 382550101 |
| At least one of the following other identifiers: |
| - ISIN | US3825501014 |
| Balance. (2) |
| a. Balance | 4122430.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30835776.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.052130730591 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 319 |
| a. Name of issuer (if any). | Gorman-Rupp Co/The |
| b. LEI (if any) of issuer. (1) | 254900WVLPOIWPGJPA07 |
| c. Title of the issue or description of the investment. | GORMAN-RUPP CO |
| d. CUSIP (if any). | 383082104 |
| At least one of the following other identifiers: |
| - ISIN | US3830821043 |
| Balance. (2) |
| a. Balance | 169697.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7875637.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013314493706 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 320 |
| a. Name of issuer (if any). | Graham Holdings Co |
| b. LEI (if any) of issuer. (1) | 529900BOSCEEEMAFQJ29 |
| c. Title of the issue or description of the investment. | GRAHAM HOLDING-B |
| d. CUSIP (if any). | 384637104 |
| At least one of the following other identifiers: |
| - ISIN | US3846371041 |
| Balance. (2) |
| a. Balance | 46365.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54585978.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.092282642216 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 321 |
| a. Name of issuer (if any). | Granite Construction Inc |
| b. LEI (if any) of issuer. (1) | 549300OM4BWMCIXVCZ39 |
| c. Title of the issue or description of the investment. | GRANITE CONSTR |
| d. CUSIP (if any). | 387328107 |
| At least one of the following other identifiers: |
| - ISIN | US3873281071 |
| Balance. (2) |
| a. Balance | 332131.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36418164.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.061568273141 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 322 |
| a. Name of issuer (if any). | Graphic Packaging Holding Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GRAPHIC PACKAGIN |
| d. CUSIP (if any). | 388689101 |
| At least one of the following other identifiers: |
| - ISIN | US3886891015 |
| Balance. (2) |
| a. Balance | 4494173.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87950965.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.148689237915 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 323 |
| a. Name of issuer (if any). | Greenbrier Cos Inc/The |
| b. LEI (if any) of issuer. (1) | 5493001GAGGFR30BP390 |
| c. Title of the issue or description of the investment. | GREENBRIER COS |
| d. CUSIP (if any). | 393657101 |
| At least one of the following other identifiers: |
| - ISIN | US3936571013 |
| Balance. (2) |
| a. Balance | 445105.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20550497.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034742516388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 324 |
| a. Name of issuer (if any). | Greif Inc |
| b. LEI (if any) of issuer. (1) | 54930070FVGKR0Z1FI24 |
| c. Title of the issue or description of the investment. | GREIF INC-CL A |
| d. CUSIP (if any). | 397624107 |
| At least one of the following other identifiers: |
| - ISIN | US3976241071 |
| Balance. (2) |
| a. Balance | 378314.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22608044.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038220989445 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 325 |
| a. Name of issuer (if any). | Greif Inc |
| b. LEI (if any) of issuer. (1) | 54930070FVGKR0Z1FI24 |
| c. Title of the issue or description of the investment. | GREIF INC-CL B |
| d. CUSIP (if any). | 397624206 |
| At least one of the following other identifiers: |
| - ISIN | US3976242061 |
| Balance. (2) |
| a. Balance | 30706.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1891796.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.003198257139 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 326 |
| a. Name of issuer (if any). | American Healthcare REIT Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMERICAN HEALTHC |
| d. CUSIP (if any). | 398182303 |
| At least one of the following other identifiers: |
| - ISIN | US3981823038 |
| Balance. (2) |
| a. Balance | 2557328.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107433349.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.181626008542 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 327 |
| a. Name of issuer (if any). | Griffon Corp |
| b. LEI (if any) of issuer. (1) | 5493000C2SGNC7ZN3242 |
| c. Title of the issue or description of the investment. | GRIFFON CORP |
| d. CUSIP (if any). | 398433102 |
| At least one of the following other identifiers: |
| - ISIN | US3984331021 |
| Balance. (2) |
| a. Balance | 635703.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48408783.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.081839523530 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 328 |
| a. Name of issuer (if any). | Grocery Outlet Holding Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GROCERY OUTLET |
| d. CUSIP (if any). | 39874R101 |
| At least one of the following other identifiers: |
| - ISIN | US39874R1014 |
| Balance. (2) |
| a. Balance | 1413841.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22692148.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038363174034 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 329 |
| a. Name of issuer (if any). | Group 1 Automotive Inc |
| b. LEI (if any) of issuer. (1) | 549300US8QAZJLWYAF63 |
| c. Title of the issue or description of the investment. | GROUP 1 AUTOMOTI |
| d. CUSIP (if any). | 398905109 |
| At least one of the following other identifiers: |
| - ISIN | US3989051095 |
| Balance. (2) |
| a. Balance | 196299.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85882775.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.145192771325 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 330 |
| a. Name of issuer (if any). | HF Sinclair Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HF SINCLAIR CORP |
| d. CUSIP (if any). | 403949100 |
| At least one of the following other identifiers: |
| - ISIN | US4039491000 |
| Balance. (2) |
| a. Balance | 2412339.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126261823.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.213457284387 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 331 |
| a. Name of issuer (if any). | HNI Corp |
| b. LEI (if any) of issuer. (1) | 549300SKRADLC4O5HV93 |
| c. Title of the issue or description of the investment. | HNI CORP |
| d. CUSIP (if any). | 404251100 |
| At least one of the following other identifiers: |
| - ISIN | US4042511000 |
| Balance. (2) |
| a. Balance | 660132.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30927184.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.052285263927 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 332 |
| a. Name of issuer (if any). | Hancock Whitney Corp |
| b. LEI (if any) of issuer. (1) | 549300GRNBWY8HIICT41 |
| c. Title of the issue or description of the investment. | HANCOCK WHITNEY |
| d. CUSIP (if any). | 410120109 |
| At least one of the following other identifiers: |
| - ISIN | US4101201097 |
| Balance. (2) |
| a. Balance | 1221458.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76475485.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.129288877745 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 333 |
| a. Name of issuer (if any). | Hanesbrands Inc |
| b. LEI (if any) of issuer. (1) | GX5LWVWZLL5S4W1L2F20 |
| c. Title of the issue or description of the investment. | HANESBRANDS INC |
| d. CUSIP (if any). | 410345102 |
| At least one of the following other identifiers: |
| - ISIN | US4103451021 |
| Balance. (2) |
| a. Balance | 5097845.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33594798.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056795112591 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 334 |
| a. Name of issuer (if any). | HA Sustainable Infrastructure Capital Inc |
| b. LEI (if any) of issuer. (1) | 254900ZZRL7MWL1X8E92 |
| c. Title of the issue or description of the investment. | HA SUSTAINABLE I |
| d. CUSIP (if any). | 41068X100 |
| At least one of the following other identifiers: |
| - ISIN | US41068X1000 |
| Balance. (2) |
| a. Balance | 1886390.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57912173.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.097905882097 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 335 |
| a. Name of issuer (if any). | Hanover Insurance Group Inc/The |
| b. LEI (if any) of issuer. (1) | JJYR6MFKFF6CF8DBZ078 |
| c. Title of the issue or description of the investment. | HANOVER INSURANC |
| d. CUSIP (if any). | 410867105 |
| At least one of the following other identifiers: |
| - ISIN | US4108671052 |
| Balance. (2) |
| a. Balance | 488393.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 88706820.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.149967080633 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 336 |
| a. Name of issuer (if any). | Harley-Davidson Inc |
| b. LEI (if any) of issuer. (1) | ZDNAWZWXIKMWI51R2A08 |
| c. Title of the issue or description of the investment. | HARLEY-DAVIDSON |
| d. CUSIP (if any). | 412822108 |
| At least one of the following other identifiers: |
| - ISIN | US4128221086 |
| Balance. (2) |
| a. Balance | 1844031.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51448464.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.086978386022 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 337 |
| a. Name of issuer (if any). | Hasbro Inc |
| b. LEI (if any) of issuer. (1) | 549300NUB6D2R1ITYR45 |
| c. Title of the issue or description of the investment. | HASBRO INC |
| d. CUSIP (if any). | 418056107 |
| At least one of the following other identifiers: |
| - ISIN | US4180561072 |
| Balance. (2) |
| a. Balance | 2020977.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 153291105.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.259152784628 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 338 |
| a. Name of issuer (if any). | Hawaiian Electric Industries Inc |
| b. LEI (if any) of issuer. (1) | JJ8FWOCWCV22X7GUPJ23 |
| c. Title of the issue or description of the investment. | HAWAIIAN ELEC |
| d. CUSIP (if any). | 419870100 |
| At least one of the following other identifiers: |
| - ISIN | US4198701009 |
| Balance. (2) |
| a. Balance | 2618577.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28909090.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048873489256 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 339 |
| a. Name of issuer (if any). | Hayward Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HAYWARD HOLDINGS |
| d. CUSIP (if any). | 421298100 |
| At least one of the following other identifiers: |
| - ISIN | US4212981009 |
| Balance. (2) |
| a. Balance | 3123284.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47224054.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.079836629009 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 340 |
| a. Name of issuer (if any). | Healthcare Services Group Inc |
| b. LEI (if any) of issuer. (1) | 529900GVZ1D2FBYMS719 |
| c. Title of the issue or description of the investment. | HEALTHCARE SERVS |
| d. CUSIP (if any). | 421906108 |
| At least one of the following other identifiers: |
| - ISIN | US4219061086 |
| Balance. (2) |
| a. Balance | 1098553.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18488646.99000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031256766903 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 341 |
| a. Name of issuer (if any). | Heartland Express Inc |
| b. LEI (if any) of issuer. (1) | 5299005V45FZIQGLOG39 |
| c. Title of the issue or description of the investment. | HEARTLAND EXPRES |
| d. CUSIP (if any). | 422347104 |
| At least one of the following other identifiers: |
| - ISIN | US4223471040 |
| Balance. (2) |
| a. Balance | 323579.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2711592.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.004584196980 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 342 |
| a. Name of issuer (if any). | HeartFlow Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HEARTFLOW INC |
| d. CUSIP (if any). | 42238D107 |
| At least one of the following other identifiers: |
| - ISIN | US42238D1072 |
| Balance. (2) |
| a. Balance | 246276.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8289650.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014014419925 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 343 |
| a. Name of issuer (if any). | Healthpeak Properties Inc |
| b. LEI (if any) of issuer. (1) | 254900M6MTMZM0I22L81 |
| c. Title of the issue or description of the investment. | HEALTHPEAK PROPE |
| d. CUSIP (if any). | 42250P103 |
| At least one of the following other identifiers: |
| - ISIN | US42250P1030 |
| Balance. (2) |
| a. Balance | 10542121.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 201881617.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.341299536565 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 344 |
| a. Name of issuer (if any). | Hecla Mining Co |
| b. LEI (if any) of issuer. (1) | 5493009Y6HOBZD1QD537 |
| c. Title of the issue or description of the investment. | HECLA MINING CO |
| d. CUSIP (if any). | 422704106 |
| At least one of the following other identifiers: |
| - ISIN | US4227041062 |
| Balance. (2) |
| a. Balance | 4827835.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58416803.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098759006608 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 345 |
| a. Name of issuer (if any). | Helios Technologies Inc |
| b. LEI (if any) of issuer. (1) | 5493000BCJSMIDRNTI78 |
| c. Title of the issue or description of the investment. | HELIOS TECHNOLOG |
| d. CUSIP (if any). | 42328H109 |
| At least one of the following other identifiers: |
| - ISIN | US42328H1095 |
| Balance. (2) |
| a. Balance | 502965.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26219565.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044326599238 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 346 |
| a. Name of issuer (if any). | Helmerich & Payne Inc |
| b. LEI (if any) of issuer. (1) | 254900NAOGHJ88RZ4C73 |
| c. Title of the issue or description of the investment. | HELMERICH & PAYN |
| d. CUSIP (if any). | 423452101 |
| At least one of the following other identifiers: |
| - ISIN | US4234521015 |
| Balance. (2) |
| a. Balance | 678844.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14995663.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025351556185 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 347 |
| a. Name of issuer (if any). | Hertz Global Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300NBK3K85MH1EX16 |
| c. Title of the issue or description of the investment. | HERTZ GLOBAL HLD |
| d. CUSIP (if any). | 42806J700 |
| At least one of the following other identifiers: |
| - ISIN | US42806J7000 |
| Balance. (2) |
| a. Balance | 934196.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6352532.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.010739543952 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 2956640.00000000 |
| Schedule of Portfolio Investments Record: 348 |
| a. Name of issuer (if any). | HighPeak Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300J4RNCV140DUY76 |
| c. Title of the issue or description of the investment. | HIGHPEAK ENERGY |
| d. CUSIP (if any). | 43114Q105 |
| At least one of the following other identifiers: |
| - ISIN | US43114Q1058 |
| Balance. (2) |
| a. Balance | 191917.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1356853.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.002293885750 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1035295.45000000 |
| Schedule of Portfolio Investments Record: 349 |
| a. Name of issuer (if any). | Highwoods Properties Inc |
| b. LEI (if any) of issuer. (1) | ZIIGTYKL9T0X3HLTDX53 |
| c. Title of the issue or description of the investment. | HIGHWOODS PROP |
| d. CUSIP (if any). | 431284108 |
| At least one of the following other identifiers: |
| - ISIN | US4312841087 |
| Balance. (2) |
| a. Balance | 1639496.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52168762.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.088196116074 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 350 |
| a. Name of issuer (if any). | Hillenbrand Inc |
| b. LEI (if any) of issuer. (1) | U246OE781574J2BUD366 |
| c. Title of the issue or description of the investment. | HILLENBRAND INC |
| d. CUSIP (if any). | 431571108 |
| At least one of the following other identifiers: |
| - ISIN | US4315711089 |
| Balance. (2) |
| a. Balance | 1069249.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28912492.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048879242139 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 351 |
| a. Name of issuer (if any). | Hillman Solutions Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HILLMAN SOLUTION |
| d. CUSIP (if any). | 431636109 |
| At least one of the following other identifiers: |
| - ISIN | US4316361090 |
| Balance. (2) |
| a. Balance | 2998320.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27524577.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046532842918 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 352 |
| a. Name of issuer (if any). | Hilltop Holdings Inc |
| b. LEI (if any) of issuer. (1) | 54930010TA543US0PM65 |
| c. Title of the issue or description of the investment. | HILLTOP HOLDINGS |
| d. CUSIP (if any). | 432748101 |
| At least one of the following other identifiers: |
| - ISIN | US4327481010 |
| Balance. (2) |
| a. Balance | 669043.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22359417.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037800661537 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 353 |
| a. Name of issuer (if any). | New Issuer: BB Company ID:54419104 |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HINGE HEALTH-A |
| d. CUSIP (if any). | 433313103 |
| At least one of the following other identifiers: |
| - ISIN | US4333131039 |
| Balance. (2) |
| a. Balance | 206427.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10131437.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.017128131111 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 354 |
| a. Name of issuer (if any). | Hologic Inc |
| b. LEI (if any) of issuer. (1) | 549300DYP6F5ZJL0LB74 |
| c. Title of the issue or description of the investment. | HOLOGIC INC |
| d. CUSIP (if any). | 436440101 |
| At least one of the following other identifiers: |
| - ISIN | US4364401012 |
| Balance. (2) |
| a. Balance | 3374148.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 227721248.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.384983822119 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 355 |
| a. Name of issuer (if any). | Home BancShares Inc/AR |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HOME BANCSHARES |
| d. CUSIP (if any). | 436893200 |
| At least one of the following other identifiers: |
| - ISIN | US4368932004 |
| Balance. (2) |
| a. Balance | 2690751.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76148253.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.128735661663 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 356 |
| a. Name of issuer (if any). | Hope Bancorp Inc |
| b. LEI (if any) of issuer. (1) | 549300UTF4QGMBHIZ219 |
| c. Title of the issue or description of the investment. | HOPE BANCORP INC |
| d. CUSIP (if any). | 43940T109 |
| At least one of the following other identifiers: |
| - ISIN | US43940T1097 |
| Balance. (2) |
| a. Balance | 1847335.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19895797.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033635685684 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 357 |
| a. Name of issuer (if any). | Horace Mann Educators Corp |
| b. LEI (if any) of issuer. (1) | 254900G5YAV3A2YK8T32 |
| c. Title of the issue or description of the investment. | HORACE MANN EDUC |
| d. CUSIP (if any). | 440327104 |
| At least one of the following other identifiers: |
| - ISIN | US4403271046 |
| Balance. (2) |
| a. Balance | 617375.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27886828.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047145261975 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 358 |
| a. Name of issuer (if any). | Hormel Foods Corp |
| b. LEI (if any) of issuer. (1) | MSD54751OJP1FS2ND863 |
| c. Title of the issue or description of the investment. | HORMEL FOODS CRP |
| d. CUSIP (if any). | 440452100 |
| At least one of the following other identifiers: |
| - ISIN | US4404521001 |
| Balance. (2) |
| a. Balance | 2294079.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56755514.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.095950443909 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 359 |
| a. Name of issuer (if any). | Howard Hughes Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HOWARD HUGHES HO |
| d. CUSIP (if any). | 44267T102 |
| At least one of the following other identifiers: |
| - ISIN | US44267T1025 |
| Balance. (2) |
| a. Balance | 225281.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18511339.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031295131146 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 360 |
| a. Name of issuer (if any). | Hub Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUB GROUP-A |
| d. CUSIP (if any). | 443320106 |
| At least one of the following other identifiers: |
| - ISIN | US4433201062 |
| Balance. (2) |
| a. Balance | 873997.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30100456.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.050887604628 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 361 |
| a. Name of issuer (if any). | Hubbell Inc |
| b. LEI (if any) of issuer. (1) | 54930088VDQ6840Y6597 |
| c. Title of the issue or description of the investment. | HUBBELL INC |
| d. CUSIP (if any). | 443510607 |
| At least one of the following other identifiers: |
| - ISIN | US4435106079 |
| Balance. (2) |
| a. Balance | 403076.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 173447633.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.293229258751 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 362 |
| a. Name of issuer (if any). | JB Hunt Transport Services Inc |
| b. LEI (if any) of issuer. (1) | 549300XCD1MPI1C5GK90 |
| c. Title of the issue or description of the investment. | HUNT (JB) TRANS |
| d. CUSIP (if any). | 445658107 |
| At least one of the following other identifiers: |
| - ISIN | US4456581077 |
| Balance. (2) |
| a. Balance | 1174780.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 157620232.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.266471574278 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 363 |
| a. Name of issuer (if any). | Huntington Ingalls Industries Inc |
| b. LEI (if any) of issuer. (1) | 5TZLZ6WJTBVJ0QWBG121 |
| c. Title of the issue or description of the investment. | HUNTINGTON INGAL |
| d. CUSIP (if any). | 446413106 |
| At least one of the following other identifiers: |
| - ISIN | US4464131063 |
| Balance. (2) |
| a. Balance | 595292.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 171390519.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.289751517637 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 364 |
| a. Name of issuer (if any). | Huntsman Corp |
| b. LEI (if any) of issuer. (1) | 5299000V56320A7RIQ67 |
| c. Title of the issue or description of the investment. | HUNTSMAN CORP |
| d. CUSIP (if any). | 447011107 |
| At least one of the following other identifiers: |
| - ISIN | US4470111075 |
| Balance. (2) |
| a. Balance | 2503991.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22485839.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038014389818 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 365 |
| a. Name of issuer (if any). | Huron Consulting Group Inc |
| b. LEI (if any) of issuer. (1) | 549300NGVB9H6TKTLE36 |
| c. Title of the issue or description of the investment. | HURON CONSULTING |
| d. CUSIP (if any). | 447462102 |
| At least one of the following other identifiers: |
| - ISIN | US4474621020 |
| Balance. (2) |
| a. Balance | 131278.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19267672.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.032573780800 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 366 |
| a. Name of issuer (if any). | IAC Inc |
| b. LEI (if any) of issuer. (1) | 549300TO56L57RP6P031 |
| c. Title of the issue or description of the investment. | IAC INC |
| d. CUSIP (if any). | 44891N208 |
| At least one of the following other identifiers: |
| - ISIN | US44891N2080 |
| Balance. (2) |
| a. Balance | 1015345.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34592804.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058482333317 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 367 |
| a. Name of issuer (if any). | Hyster-Yale Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HYSTER-YALE INC |
| d. CUSIP (if any). | 449172105 |
| At least one of the following other identifiers: |
| - ISIN | US4491721050 |
| Balance. (2) |
| a. Balance | 75656.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2788680.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.004714521607 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 368 |
| a. Name of issuer (if any). | ICU Medical Inc |
| b. LEI (if any) of issuer. (1) | 5493003NRW7LS2QZRH60 |
| c. Title of the issue or description of the investment. | ICU MEDICAL |
| d. CUSIP (if any). | 44930G107 |
| At least one of the following other identifiers: |
| - ISIN | US44930G1076 |
| Balance. (2) |
| a. Balance | 355763.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42677329.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072149970755 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 369 |
| a. Name of issuer (if any). | Crescent Energy Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CRESCENT ENERG-A |
| d. CUSIP (if any). | 44952J104 |
| At least one of the following other identifiers: |
| - ISIN | US44952J1043 |
| Balance. (2) |
| a. Balance | 2703777.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24117690.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.040773185904 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 370 |
| a. Name of issuer (if any). | IPG Photonics Corp |
| b. LEI (if any) of issuer. (1) | 5493002KZ51CADQ94G15 |
| c. Title of the issue or description of the investment. | IPG PHOTONICS |
| d. CUSIP (if any). | 44980X109 |
| At least one of the following other identifiers: |
| - ISIN | US44980X1090 |
| Balance. (2) |
| a. Balance | 352275.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27896657.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047161877963 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 371 |
| a. Name of issuer (if any). | ITT Inc |
| b. LEI (if any) of issuer. (1) | 549300KDSERHTJOXUS80 |
| c. Title of the issue or description of the investment. | ITT INC |
| d. CUSIP (if any). | 45073V108 |
| At least one of the following other identifiers: |
| - ISIN | US45073V1089 |
| Balance. (2) |
| a. Balance | 1183293.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 211525456.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.357603338807 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 372 |
| a. Name of issuer (if any). | IDACORP Inc |
| b. LEI (if any) of issuer. (1) | N134NUJDWN8UEFA8B673 |
| c. Title of the issue or description of the investment. | IDACORP INC |
| d. CUSIP (if any). | 451107106 |
| At least one of the following other identifiers: |
| - ISIN | US4511071064 |
| Balance. (2) |
| a. Balance | 819686.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 108321504.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.183127517722 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 373 |
| a. Name of issuer (if any). | IDEX Corp |
| b. LEI (if any) of issuer. (1) | 549300U5Y5EL6PHYLF13 |
| c. Title of the issue or description of the investment. | IDEX CORP |
| d. CUSIP (if any). | 45167R104 |
| At least one of the following other identifiers: |
| - ISIN | US45167R1041 |
| Balance. (2) |
| a. Balance | 1142134.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 185893729.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.314270535081 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 374 |
| a. Name of issuer (if any). | Illumina Inc |
| b. LEI (if any) of issuer. (1) | SQ95QG8SR5Q56LSNF682 |
| c. Title of the issue or description of the investment. | ILLUMINA INC |
| d. CUSIP (if any). | 452327109 |
| At least one of the following other identifiers: |
| - ISIN | US4523271090 |
| Balance. (2) |
| a. Balance | 2215084.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 210366527.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.355644061859 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 375 |
| a. Name of issuer (if any). | Immunovant Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | IMMUNOVANT INC |
| d. CUSIP (if any). | 45258J102 |
| At least one of the following other identifiers: |
| - ISIN | US45258J1025 |
| Balance. (2) |
| a. Balance | 1057791.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17051590.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028827290770 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 376 |
| a. Name of issuer (if any). | Independent Bank Corp |
| b. LEI (if any) of issuer. (1) | 549300C5K3W8THR3GE10 |
| c. Title of the issue or description of the investment. | INDEP BANK/MA |
| d. CUSIP (if any). | 453836108 |
| At least one of the following other identifiers: |
| - ISIN | US4538361084 |
| Balance. (2) |
| a. Balance | 757242.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52378429.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.088550576540 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 377 |
| a. Name of issuer (if any). | Informatica Inc |
| b. LEI (if any) of issuer. (1) | 984500E0DEFFE6DE9588 |
| c. Title of the issue or description of the investment. | INFORMATICA IN-A |
| d. CUSIP (if any). | 45674M101 |
| At least one of the following other identifiers: |
| - ISIN | US45674M1018 |
| Balance. (2) |
| a. Balance | 1581819.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39292383.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066427407435 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 378 |
| a. Name of issuer (if any). | Ingevity Corp |
| b. LEI (if any) of issuer. (1) | 5493009UTFC4B5IMGF87 |
| c. Title of the issue or description of the investment. | INGEVITY CORP |
| d. CUSIP (if any). | 45688C107 |
| At least one of the following other identifiers: |
| - ISIN | US45688C1071 |
| Balance. (2) |
| a. Balance | 553208.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30531549.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.051616406926 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 379 |
| a. Name of issuer (if any). | Ingredion Inc |
| b. LEI (if any) of issuer. (1) | PKSTQ48QDN0XSVS7YK88 |
| c. Title of the issue or description of the investment. | INGREDION INC |
| d. CUSIP (if any). | 457187102 |
| At least one of the following other identifiers: |
| - ISIN | US4571871023 |
| Balance. (2) |
| a. Balance | 973645.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 118891790.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.200997563451 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 380 |
| a. Name of issuer (if any). | Insight Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 529900S8991TYW6YP792 |
| c. Title of the issue or description of the investment. | INSIGHT ENTERPRI |
| d. CUSIP (if any). | 45765U103 |
| At least one of the following other identifiers: |
| - ISIN | US45765U1034 |
| Balance. (2) |
| a. Balance | 477422.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54144429.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.091536162593 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 381 |
| a. Name of issuer (if any). | Innospec Inc |
| b. LEI (if any) of issuer. (1) | 213800SQBACNY5IWJO68 |
| c. Title of the issue or description of the investment. | INNOSPEC INC |
| d. CUSIP (if any). | 45768S105 |
| At least one of the following other identifiers: |
| - ISIN | US45768S1050 |
| Balance. (2) |
| a. Balance | 376729.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29068409.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049142833700 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 382 |
| a. Name of issuer (if any). | Insperity Inc |
| b. LEI (if any) of issuer. (1) | 5299000Q0KW7HY5DB751 |
| c. Title of the issue or description of the investment. | INSPERITY INC |
| d. CUSIP (if any). | 45778Q107 |
| At least one of the following other identifiers: |
| - ISIN | US45778Q1076 |
| Balance. (2) |
| a. Balance | 514371.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25307053.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042783912923 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 383 |
| a. Name of issuer (if any). | Innoviva Inc |
| b. LEI (if any) of issuer. (1) | 549300ACOX4QTBES6535 |
| c. Title of the issue or description of the investment. | INNOVIVA INC |
| d. CUSIP (if any). | 45781M101 |
| At least one of the following other identifiers: |
| - ISIN | US45781M1018 |
| Balance. (2) |
| a. Balance | 908245.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16575471.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028022366453 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 384 |
| a. Name of issuer (if any). | Innovative Industrial Properties Inc |
| b. LEI (if any) of issuer. (1) | 5493008BQ0545EZXRR30 |
| c. Title of the issue or description of the investment. | INNOVATIVE INDUS |
| d. CUSIP (if any). | 45781V101 |
| At least one of the following other identifiers: |
| - ISIN | US45781V1017 |
| Balance. (2) |
| a. Balance | 425113.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22777554.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038507561601 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 385 |
| a. Name of issuer (if any). | Integra LifeSciences Holdings Corp |
| b. LEI (if any) of issuer. (1) | WB7IJCYY8YFTENS4O147 |
| c. Title of the issue or description of the investment. | INTEGRA LIFESCIE |
| d. CUSIP (if any). | 457985208 |
| At least one of the following other identifiers: |
| - ISIN | US4579852082 |
| Balance. (2) |
| a. Balance | 1004626.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14396290.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024338260078 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 386 |
| a. Name of issuer (if any). | Integer Holdings Corp |
| b. LEI (if any) of issuer. (1) | 549300SUD2ED5XG6X569 |
| c. Title of the issue or description of the investment. | INTEGER HOLDINGS |
| d. CUSIP (if any). | 45826H109 |
| At least one of the following other identifiers: |
| - ISIN | US45826H1095 |
| Balance. (2) |
| a. Balance | 531484.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54918241.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.092844364497 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 387 |
| a. Name of issuer (if any). | Interface Inc |
| b. LEI (if any) of issuer. (1) | 549300VXZWQOIDFPU355 |
| c. Title of the issue or description of the investment. | INTERFACE INC |
| d. CUSIP (if any). | 458665304 |
| At least one of the following other identifiers: |
| - ISIN | US4586653044 |
| Balance. (2) |
| a. Balance | 420572.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12171353.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.020576798566 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 388 |
| a. Name of issuer (if any). | International Bancshares Corp |
| b. LEI (if any) of issuer. (1) | 549300Y16R531AU8TX77 |
| c. Title of the issue or description of the investment. | INTL BANCSHARES |
| d. CUSIP (if any). | 459044103 |
| At least one of the following other identifiers: |
| - ISIN | US4590441030 |
| Balance. (2) |
| a. Balance | 848650.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58344687.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098637087843 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 389 |
| a. Name of issuer (if any). | Interpublic Group of Cos Inc/The |
| b. LEI (if any) of issuer. (1) | 5493008IUOJ5VWTRC333 |
| c. Title of the issue or description of the investment. | INTERPUBLIC GRP |
| d. CUSIP (if any). | 460690100 |
| At least one of the following other identifiers: |
| - ISIN | US4606901001 |
| Balance. (2) |
| a. Balance | 5556345.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 155077588.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.262173000135 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 390 |
| a. Name of issuer (if any). | InvenTrust Properties Corp |
| b. LEI (if any) of issuer. (1) | 5493006BQYSOBYVUFA03 |
| c. Title of the issue or description of the investment. | INVENTRUST PROPE |
| d. CUSIP (if any). | 46124J201 |
| At least one of the following other identifiers: |
| - ISIN | US46124J2015 |
| Balance. (2) |
| a. Balance | 588661.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16847477.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028482218705 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 391 |
| a. Name of issuer (if any). | Iovance Biotherapeutics Inc |
| b. LEI (if any) of issuer. (1) | 2549002L8WT2ACU5Q878 |
| c. Title of the issue or description of the investment. | IOVANCE BIOTHERA |
| d. CUSIP (if any). | 462260100 |
| At least one of the following other identifiers: |
| - ISIN | US4622601007 |
| Balance. (2) |
| a. Balance | 2470264.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5360472.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009062374947 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1843415.00000000 |
| Schedule of Portfolio Investments Record: 392 |
| a. Name of issuer (if any). | JBG SMITH Properties |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JBG SMITH PROPER |
| d. CUSIP (if any). | 46590V100 |
| At least one of the following other identifiers: |
| - ISIN | US46590V1008 |
| Balance. (2) |
| a. Balance | 936373.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20834299.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.035222308891 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1412875.00000000 |
| Schedule of Portfolio Investments Record: 393 |
| a. Name of issuer (if any). | Jabil Inc |
| b. LEI (if any) of issuer. (1) | 5493000CGCQY2OQU7669 |
| c. Title of the issue or description of the investment. | JABIL INC |
| d. CUSIP (if any). | 466313103 |
| At least one of the following other identifiers: |
| - ISIN | US4663131039 |
| Balance. (2) |
| a. Balance | 1546653.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 335886632.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.567847402166 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 394 |
| a. Name of issuer (if any). | Jackson Financial Inc |
| b. LEI (if any) of issuer. (1) | 213800WXW2KG1N4CO374 |
| c. Title of the issue or description of the investment. | JACKSON FI-A |
| d. CUSIP (if any). | 46817M107 |
| At least one of the following other identifiers: |
| - ISIN | US46817M1071 |
| Balance. (2) |
| a. Balance | 1056632.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 106962857.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.180830598457 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 395 |
| a. Name of issuer (if any). | Janus International Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JANUS INTERNATIO |
| d. CUSIP (if any). | 47103N106 |
| At least one of the following other identifiers: |
| - ISIN | US47103N1063 |
| Balance. (2) |
| a. Balance | 2001774.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19757509.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033401896072 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 396 |
| a. Name of issuer (if any). | Jefferies Financial Group Inc |
| b. LEI (if any) of issuer. (1) | 549300HOF34RGOJ5YL07 |
| c. Title of the issue or description of the investment. | JEFFERIES FINANC |
| d. CUSIP (if any). | 47233W109 |
| At least one of the following other identifiers: |
| - ISIN | US47233W1099 |
| Balance. (2) |
| a. Balance | 2190517.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 143303622.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.242268020808 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 397 |
| a. Name of issuer (if any). | JetBlue Airways Corp |
| b. LEI (if any) of issuer. (1) | 54930070J9H97ZO93T57 |
| c. Title of the issue or description of the investment. | JETBLUE AIRWAYS |
| d. CUSIP (if any). | 477143101 |
| At least one of the following other identifiers: |
| - ISIN | US4771431016 |
| Balance. (2) |
| a. Balance | 2206719.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10857057.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.018354859341 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 398 |
| a. Name of issuer (if any). | Jones Lang LaSalle Inc |
| b. LEI (if any) of issuer. (1) | 6SYKCME112RT8TQUO411 |
| c. Title of the issue or description of the investment. | JONES LANG LASAL |
| d. CUSIP (if any). | 48020Q107 |
| At least one of the following other identifiers: |
| - ISIN | US48020Q1076 |
| Balance. (2) |
| a. Balance | 718787.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214399786.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.362462658846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 399 |
| a. Name of issuer (if any). | Ziff Davis Inc |
| b. LEI (if any) of issuer. (1) | 5493008OJYGLHD7MXA18 |
| c. Title of the issue or description of the investment. | ZIFF DAVIS INC |
| d. CUSIP (if any). | 48123V102 |
| At least one of the following other identifiers: |
| - ISIN | US48123V1026 |
| Balance. (2) |
| a. Balance | 622015.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23698771.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.040064964033 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 400 |
| a. Name of issuer (if any). | OPENLANE Inc |
| b. LEI (if any) of issuer. (1) | 5493004HKD20LBSG7D03 |
| c. Title of the issue or description of the investment. | OPENLANE INC |
| d. CUSIP (if any). | 48238T109 |
| At least one of the following other identifiers: |
| - ISIN | US48238T1097 |
| Balance. (2) |
| a. Balance | 1612680.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46412930.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078465349444 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 401 |
| a. Name of issuer (if any). | KBR Inc |
| b. LEI (if any) of issuer. (1) | 254900OFQDXZRKRCV808 |
| c. Title of the issue or description of the investment. | KBR INC |
| d. CUSIP (if any). | 48242W106 |
| At least one of the following other identifiers: |
| - ISIN | US48242W1062 |
| Balance. (2) |
| a. Balance | 1954560.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92431142.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156263390945 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 402 |
| a. Name of issuer (if any). | Kaiser Aluminum Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KAISER ALUMINUM |
| d. CUSIP (if any). | 483007704 |
| At least one of the following other identifiers: |
| - ISIN | US4830077040 |
| Balance. (2) |
| a. Balance | 233164.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17990934.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030415337489 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 403 |
| a. Name of issuer (if any). | Karman Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KARMAN HOLDINGS |
| d. CUSIP (if any). | 485924104 |
| At least one of the following other identifiers: |
| - ISIN | US4859241048 |
| Balance. (2) |
| a. Balance | 250923.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18116640.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030627855711 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 404 |
| a. Name of issuer (if any). | KB Home |
| b. LEI (if any) of issuer. (1) | 549300LGUCWQURMWLG09 |
| c. Title of the issue or description of the investment. | KB HOME |
| d. CUSIP (if any). | 48666K109 |
| At least one of the following other identifiers: |
| - ISIN | US48666K1097 |
| Balance. (2) |
| a. Balance | 877502.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55844227.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094409828688 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 405 |
| a. Name of issuer (if any). | Kemper Corp |
| b. LEI (if any) of issuer. (1) | 549300FNI1JKTRY2PV09 |
| c. Title of the issue or description of the investment. | KEMPER CORP |
| d. CUSIP (if any). | 488401100 |
| At least one of the following other identifiers: |
| - ISIN | US4884011002 |
| Balance. (2) |
| a. Balance | 904225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46612798.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078803245367 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 406 |
| a. Name of issuer (if any). | Kennametal Inc |
| b. LEI (if any) of issuer. (1) | 549300GZDSG25XUV0Y08 |
| c. Title of the issue or description of the investment. | KENNAMETAL INC |
| d. CUSIP (if any). | 489170100 |
| At least one of the following other identifiers: |
| - ISIN | US4891701009 |
| Balance. (2) |
| a. Balance | 1153325.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24139092.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.040809366966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 407 |
| a. Name of issuer (if any). | Kforce Inc |
| b. LEI (if any) of issuer. (1) | 5493003RDQQDVXY2SK46 |
| c. Title of the issue or description of the investment. | KFORCE INC |
| d. CUSIP (if any). | 493732101 |
| At least one of the following other identifiers: |
| - ISIN | US4937321010 |
| Balance. (2) |
| a. Balance | 133942.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4015581.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006788711167 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 408 |
| a. Name of issuer (if any). | Kilroy Realty Corp |
| b. LEI (if any) of issuer. (1) | 549300CXXI18B214UN80 |
| c. Title of the issue or description of the investment. | KILROY REALTY |
| d. CUSIP (if any). | 49427F108 |
| At least one of the following other identifiers: |
| - ISIN | US49427F1084 |
| Balance. (2) |
| a. Balance | 1794551.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75819779.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.128180346762 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 409 |
| a. Name of issuer (if any). | Kimco Realty Corp |
| b. LEI (if any) of issuer. (1) | 254900ARY41P4V1JL861 |
| c. Title of the issue or description of the investment. | KIMCO REALTY |
| d. CUSIP (if any). | 49446R109 |
| At least one of the following other identifiers: |
| - ISIN | US49446R1095 |
| Balance. (2) |
| a. Balance | 10308143.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 225232924.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.380777080417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 410 |
| a. Name of issuer (if any). | Kirby Corp |
| b. LEI (if any) of issuer. (1) | I7NO6FZO5GUCG585T325 |
| c. Title of the issue or description of the investment. | KIRBY CORP |
| d. CUSIP (if any). | 497266106 |
| At least one of the following other identifiers: |
| - ISIN | US4972661064 |
| Balance. (2) |
| a. Balance | 846496.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70640091.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.119423604436 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 411 |
| a. Name of issuer (if any). | Knife River Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KNIFE RIVER |
| d. CUSIP (if any). | 498894104 |
| At least one of the following other identifiers: |
| - ISIN | US4988941047 |
| Balance. (2) |
| a. Balance | 429830.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33041032.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055858919215 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 412 |
| a. Name of issuer (if any). | Knight-Swift Transportation Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KNIGHT-SWIFT TRA |
| d. CUSIP (if any). | 499049104 |
| At least one of the following other identifiers: |
| - ISIN | US4990491049 |
| Balance. (2) |
| a. Balance | 2339061.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92416300.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156238298681 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 413 |
| a. Name of issuer (if any). | Knowles Corp |
| b. LEI (if any) of issuer. (1) | 5493003EO323TDZQU148 |
| c. Title of the issue or description of the investment. | KNOWLES CORP |
| d. CUSIP (if any). | 49926D109 |
| At least one of the following other identifiers: |
| - ISIN | US49926D1090 |
| Balance. (2) |
| a. Balance | 1237837.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28853980.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048780321366 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 414 |
| a. Name of issuer (if any). | Kohl's Corp |
| b. LEI (if any) of issuer. (1) | 549300JF6LPRTRJ0FH50 |
| c. Title of the issue or description of the investment. | KOHLS CORP |
| d. CUSIP (if any). | 500255104 |
| At least one of the following other identifiers: |
| - ISIN | US5002551043 |
| Balance. (2) |
| a. Balance | 1614720.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24818246.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041957539840 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 6987202.00000000 |
| Schedule of Portfolio Investments Record: 415 |
| a. Name of issuer (if any). | Kontoor Brands Inc |
| b. LEI (if any) of issuer. (1) | 549300M0CPXV65RFF271 |
| c. Title of the issue or description of the investment. | KONTOOR BRAND |
| d. CUSIP (if any). | 50050N103 |
| At least one of the following other identifiers: |
| - ISIN | US50050N1037 |
| Balance. (2) |
| a. Balance | 843074.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67252012.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.113695744997 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 416 |
| a. Name of issuer (if any). | Korn Ferry |
| b. LEI (if any) of issuer. (1) | 549300FOD20OM0GT5G40 |
| c. Title of the issue or description of the investment. | KORN FERRY |
| d. CUSIP (if any). | 500643200 |
| At least one of the following other identifiers: |
| - ISIN | US5006432000 |
| Balance. (2) |
| a. Balance | 793837.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55552713.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093916997289 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 417 |
| a. Name of issuer (if any). | Kronos Worldwide Inc |
| b. LEI (if any) of issuer. (1) | 549300OBZ34C65APL277 |
| c. Title of the issue or description of the investment. | KRONOS WORLDWIDE |
| d. CUSIP (if any). | 50105F105 |
| At least one of the following other identifiers: |
| - ISIN | US50105F1057 |
| Balance. (2) |
| a. Balance | 349968.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2008816.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.003396089692 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 418 |
| a. Name of issuer (if any). | Kyndryl Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300LQ4LWX2R8ZV130 |
| c. Title of the issue or description of the investment. | KYNDRYL HOLDINGS |
| d. CUSIP (if any). | 50155Q100 |
| At least one of the following other identifiers: |
| - ISIN | US50155Q1004 |
| Balance. (2) |
| a. Balance | 1753252.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52650157.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.089009958554 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 419 |
| a. Name of issuer (if any). | LGI Homes Inc |
| b. LEI (if any) of issuer. (1) | 549300W02B4WNV8CV109 |
| c. Title of the issue or description of the investment. | LGI HOMES INC |
| d. CUSIP (if any). | 50187T106 |
| At least one of the following other identifiers: |
| - ISIN | US50187T1060 |
| Balance. (2) |
| a. Balance | 297318.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15374313.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025991698710 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 420 |
| a. Name of issuer (if any). | LKQ Corp |
| b. LEI (if any) of issuer. (1) | DS830JTTZQN6GK0I2E41 |
| c. Title of the issue or description of the investment. | LKQ CORP |
| d. CUSIP (if any). | 501889208 |
| At least one of the following other identifiers: |
| - ISIN | US5018892084 |
| Balance. (2) |
| a. Balance | 3903275.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119206018.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.201528794172 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 421 |
| a. Name of issuer (if any). | LCI Industries |
| b. LEI (if any) of issuer. (1) | 549300E1B98YNJ1WIQ04 |
| c. Title of the issue or description of the investment. | LCI INDUSTRIES |
| d. CUSIP (if any). | 50189K103 |
| At least one of the following other identifiers: |
| - ISIN | US50189K1034 |
| Balance. (2) |
| a. Balance | 349402.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32546796.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055023367905 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 422 |
| a. Name of issuer (if any). | LTC Properties Inc |
| b. LEI (if any) of issuer. (1) | 549300NRZP8IJG2KY677 |
| c. Title of the issue or description of the investment. | LTC PROPERTIES |
| d. CUSIP (if any). | 502175102 |
| At least one of the following other identifiers: |
| - ISIN | US5021751020 |
| Balance. (2) |
| a. Balance | 698832.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25758947.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.043547882046 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 423 |
| a. Name of issuer (if any). | La-Z-Boy Inc |
| b. LEI (if any) of issuer. (1) | 549300WNO1WMN9ZG2519 |
| c. Title of the issue or description of the investment. | LA-Z-BOY INC |
| d. CUSIP (if any). | 505336107 |
| At least one of the following other identifiers: |
| - ISIN | US5053361078 |
| Balance. (2) |
| a. Balance | 625134.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21454598.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.036270982758 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 424 |
| a. Name of issuer (if any). | Ladder Capital Corp |
| b. LEI (if any) of issuer. (1) | 549300Q6LLV2QCV67C06 |
| c. Title of the issue or description of the investment. | LADDER CAPITAL |
| d. CUSIP (if any). | 505743104 |
| At least one of the following other identifiers: |
| - ISIN | US5057431042 |
| Balance. (2) |
| a. Balance | 1749017.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19081775.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.032259505430 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 425 |
| a. Name of issuer (if any). | Lamar Advertising Co |
| b. LEI (if any) of issuer. (1) | 529900Y8WW4MKVPTB543 |
| c. Title of the issue or description of the investment. | LAMAR ADVERTIS-A |
| d. CUSIP (if any). | 512816109 |
| At least one of the following other identifiers: |
| - ISIN | US5128161099 |
| Balance. (2) |
| a. Balance | 658376.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80598389.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.136259029009 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 426 |
| a. Name of issuer (if any). | Lamb Weston Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493005SMYID1D2OY946 |
| c. Title of the issue or description of the investment. | LAMB WESTON |
| d. CUSIP (if any). | 513272104 |
| At least one of the following other identifiers: |
| - ISIN | US5132721045 |
| Balance. (2) |
| a. Balance | 1057023.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61391895.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103788675238 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 427 |
| a. Name of issuer (if any). | Landstar System Inc |
| b. LEI (if any) of issuer. (1) | 254900CUQXQRL09MEI52 |
| c. Title of the issue or description of the investment. | LANDSTAR SYSTEM |
| d. CUSIP (if any). | 515098101 |
| At least one of the following other identifiers: |
| - ISIN | US5150981018 |
| Balance. (2) |
| a. Balance | 262859.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32215999.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.054464124557 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 428 |
| a. Name of issuer (if any). | Laureate Education Inc |
| b. LEI (if any) of issuer. (1) | 5JL7TMOH5TY3IUYSUP91 |
| c. Title of the issue or description of the investment. | LAUREATE EDUCATI |
| d. CUSIP (if any). | 518613203 |
| At least one of the following other identifiers: |
| - ISIN | US5186132032 |
| Balance. (2) |
| a. Balance | 1900218.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59932875.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.101322066848 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 429 |
| a. Name of issuer (if any). | Lazard Inc |
| b. LEI (if any) of issuer. (1) | 254900RIBCDJSUFG1A11 |
| c. Title of the issue or description of the investment. | LAZARD INC |
| d. CUSIP (if any). | 52110M109 |
| At least one of the following other identifiers: |
| - ISIN | US52110M1099 |
| Balance. (2) |
| a. Balance | 1710687.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90290059.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.152643692980 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 430 |
| a. Name of issuer (if any). | Lear Corp |
| b. LEI (if any) of issuer. (1) | 549300UPNBTXA1SYTQ33 |
| c. Title of the issue or description of the investment. | LEAR CORP |
| d. CUSIP (if any). | 521865204 |
| At least one of the following other identifiers: |
| - ISIN | US5218652049 |
| Balance. (2) |
| a. Balance | 807147.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81207059.67000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.137288041489 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 431 |
| a. Name of issuer (if any). | Leggett & Platt Inc |
| b. LEI (if any) of issuer. (1) | DKOVQUCDW4ZLYCUD4T55 |
| c. Title of the issue or description of the investment. | LEGGETT & PLATT |
| d. CUSIP (if any). | 524660107 |
| At least one of the following other identifiers: |
| - ISIN | US5246601075 |
| Balance. (2) |
| a. Balance | 1950688.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17322109.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029284627335 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 432 |
| a. Name of issuer (if any). | Legence Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LEGENCE CORP-A |
| d. CUSIP (if any). | 52476L109 |
| At least one of the following other identifiers: |
| - ISIN | US52476L1098 |
| Balance. (2) |
| a. Balance | 187735.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5784115.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009778581706 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 465231.00000000 |
| Schedule of Portfolio Investments Record: 433 |
| a. Name of issuer (if any). | Leidos Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300IUTGTP6EJP8124 |
| c. Title of the issue or description of the investment. | LEIDOS HOLDINGS |
| d. CUSIP (if any). | 525327102 |
| At least one of the following other identifiers: |
| - ISIN | US5253271028 |
| Balance. (2) |
| a. Balance | 973155.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 183887368.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.310878596267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 434 |
| a. Name of issuer (if any). | LendingClub Corp |
| b. LEI (if any) of issuer. (1) | 549300YC50YO7Y1OJR92 |
| c. Title of the issue or description of the investment. | LENDINGCLUB CORP |
| d. CUSIP (if any). | 52603A208 |
| At least one of the following other identifiers: |
| - ISIN | US52603A2087 |
| Balance. (2) |
| a. Balance | 1653633.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25118685.27000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042465459524 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 435 |
| a. Name of issuer (if any). | Levi Strauss & Co |
| b. LEI (if any) of issuer. (1) | MB0UERO0RDFKU8258G77 |
| c. Title of the issue or description of the investment. | LEVI STRAUSS-A |
| d. CUSIP (if any). | 52736R102 |
| At least one of the following other identifiers: |
| - ISIN | US52736R1023 |
| Balance. (2) |
| a. Balance | 1463711.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34104466.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.057656753038 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 436 |
| a. Name of issuer (if any). | LXP Industrial Trust |
| b. LEI (if any) of issuer. (1) | 549300S4MH2ICXDBFV43 |
| c. Title of the issue or description of the investment. | LXP INDUSTRIAL T |
| d. CUSIP (if any). | 529043101 |
| At least one of the following other identifiers: |
| - ISIN | US5290431015 |
| Balance. (2) |
| a. Balance | 4262801.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38194696.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064571666087 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 437 |
| a. Name of issuer (if any). | Liberty Broadband Corp |
| b. LEI (if any) of issuer. (1) | 549300MIX43II8JLN536 |
| c. Title of the issue or description of the investment. | LIBERTY BR-A |
| d. CUSIP (if any). | 530307107 |
| At least one of the following other identifiers: |
| - ISIN | US5303071071 |
| Balance. (2) |
| a. Balance | 124275.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7870335.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013305530151 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 438 |
| a. Name of issuer (if any). | Liberty Broadband Corp |
| b. LEI (if any) of issuer. (1) | 549300MIX43II8JLN536 |
| c. Title of the issue or description of the investment. | LIBERTY BR-C |
| d. CUSIP (if any). | 530307305 |
| At least one of the following other identifiers: |
| - ISIN | US5303073051 |
| Balance. (2) |
| a. Balance | 899975.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57184411.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.096675534004 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 439 |
| a. Name of issuer (if any). | Liberty Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LIBERTY ENERGY I |
| d. CUSIP (if any). | 53115L104 |
| At least one of the following other identifiers: |
| - ISIN | US53115L1044 |
| Balance. (2) |
| a. Balance | 2334073.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28802460.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048693222635 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 440 |
| a. Name of issuer (if any). | Liberty Media Corp-Liberty Live |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LIBERTY MEDIA CO |
| d. CUSIP (if any). | 531229722 |
| At least one of the following other identifiers: |
| - ISIN | US5312297220 |
| Balance. (2) |
| a. Balance | 725704.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70371516.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118969554720 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 441 |
| a. Name of issuer (if any). | Liberty Media Corp-Liberty Live |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LIBERTY MEDIA CO |
| d. CUSIP (if any). | 531229748 |
| At least one of the following other identifiers: |
| - ISIN | US5312297485 |
| Balance. (2) |
| a. Balance | 310294.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29260724.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049467959242 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 442 |
| a. Name of issuer (if any). | Ligand Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 5493008K7TB0IKP37H79 |
| c. Title of the issue or description of the investment. | LIGAND PHARM |
| d. CUSIP (if any). | 53220K504 |
| At least one of the following other identifiers: |
| - ISIN | US53220K5048 |
| Balance. (2) |
| a. Balance | 282421.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50028055.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.084577053367 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 443 |
| a. Name of issuer (if any). | Lincoln National Corp |
| b. LEI (if any) of issuer. (1) | EFQMQROEDSNBRIP7LE47 |
| c. Title of the issue or description of the investment. | LINCOLN NATL CRP |
| d. CUSIP (if any). | 534187109 |
| At least one of the following other identifiers: |
| - ISIN | US5341871094 |
| Balance. (2) |
| a. Balance | 2875980.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 115988273.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.196088898619 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 444 |
| a. Name of issuer (if any). | Lionsgate Studios Holding Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LIONSGATE STUDIO |
| d. CUSIP (if any). | 53626N102 |
| At least one of the following other identifiers: |
| - ISIN | CA53626N1024 |
| Balance. (2) |
| a. Balance | 3681394.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25401618.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042943784474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 445 |
| a. Name of issuer (if any). | Lithia Motors Inc |
| b. LEI (if any) of issuer. (1) | SE8N1EZEHPZQBCBVKD53 |
| c. Title of the issue or description of the investment. | LITHIA MOTORS |
| d. CUSIP (if any). | 536797103 |
| At least one of the following other identifiers: |
| - ISIN | US5367971034 |
| Balance. (2) |
| a. Balance | 388913.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 122896508.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.207767907836 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 446 |
| a. Name of issuer (if any). | Louisiana-Pacific Corp |
| b. LEI (if any) of issuer. (1) | 549300C7E2UAO5BVRR75 |
| c. Title of the issue or description of the investment. | LOUISIANA-PACIFI |
| d. CUSIP (if any). | 546347105 |
| At least one of the following other identifiers: |
| - ISIN | US5463471053 |
| Balance. (2) |
| a. Balance | 950836.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 84472270.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.142808181807 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 447 |
| a. Name of issuer (if any). | Lumen Technologies Inc |
| b. LEI (if any) of issuer. (1) | 8M3THTGWLTYZVE6BBY25 |
| c. Title of the issue or description of the investment. | LUMEN TECHNOLOGI |
| d. CUSIP (if any). | 550241103 |
| At least one of the following other identifiers: |
| - ISIN | US5502411037 |
| Balance. (2) |
| a. Balance | 14010169.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85742234.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144955173418 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 448 |
| a. Name of issuer (if any). | Lyft Inc |
| b. LEI (if any) of issuer. (1) | 549300H7I5VN334XVZ52 |
| c. Title of the issue or description of the investment. | LYFT INC-A |
| d. CUSIP (if any). | 55087P104 |
| At least one of the following other identifiers: |
| - ISIN | US55087P1049 |
| Balance. (2) |
| a. Balance | 5734589.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126218303.89000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.213383710869 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 449 |
| a. Name of issuer (if any). | MDU Resources Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MDU RES GROUP |
| d. CUSIP (if any). | 552690109 |
| At least one of the following other identifiers: |
| - ISIN | US5526901096 |
| Balance. (2) |
| a. Balance | 3099777.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55207028.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093332585026 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 450 |
| a. Name of issuer (if any). | MFA Financial Inc |
| b. LEI (if any) of issuer. (1) | YW72IMH2RRC8Z1TGLG58 |
| c. Title of the issue or description of the investment. | MFA FINANCIAL |
| d. CUSIP (if any). | 55272X607 |
| At least one of the following other identifiers: |
| - ISIN | US55272X6076 |
| Balance. (2) |
| a. Balance | 1557539.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14313783.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024198774080 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 451 |
| a. Name of issuer (if any). | MGE Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MGE ENERGY INC |
| d. CUSIP (if any). | 55277P104 |
| At least one of the following other identifiers: |
| - ISIN | US55277P1049 |
| Balance. (2) |
| a. Balance | 554354.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46665519.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078892375040 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 452 |
| a. Name of issuer (if any). | MGIC Investment Corp |
| b. LEI (if any) of issuer. (1) | 254900S8483WM4M98R28 |
| c. Title of the issue or description of the investment. | MGIC INVT CORP |
| d. CUSIP (if any). | 552848103 |
| At least one of the following other identifiers: |
| - ISIN | US5528481030 |
| Balance. (2) |
| a. Balance | 3497112.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 99213067.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.167728862174 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 453 |
| a. Name of issuer (if any). | MGM Resorts International |
| b. LEI (if any) of issuer. (1) | 54930066VBP7DZEGGJ87 |
| c. Title of the issue or description of the investment. | MGM RESORTS INTE |
| d. CUSIP (if any). | 552953101 |
| At least one of the following other identifiers: |
| - ISIN | US5529531015 |
| Balance. (2) |
| a. Balance | 2890446.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100182858.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.169368383376 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 454 |
| a. Name of issuer (if any). | M/I Homes Inc |
| b. LEI (if any) of issuer. (1) | 5299005M71FH9CCSFB69 |
| c. Title of the issue or description of the investment. | M/I HOMES INC |
| d. CUSIP (if any). | 55305B101 |
| At least one of the following other identifiers: |
| - ISIN | US55305B1017 |
| Balance. (2) |
| a. Balance | 190178.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27469310.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046439408472 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 455 |
| a. Name of issuer (if any). | MKS Instruments Inc |
| b. LEI (if any) of issuer. (1) | 549300KEQATBHAGVF505 |
| c. Title of the issue or description of the investment. | MKS INC |
| d. CUSIP (if any). | 55306N104 |
| At least one of the following other identifiers: |
| - ISIN | US55306N1046 |
| Balance. (2) |
| a. Balance | 1018813.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126098485.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.213181145976 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 456 |
| a. Name of issuer (if any). | MRC Global Inc |
| b. LEI (if any) of issuer. (1) | 529900TSBPOLCLI2L582 |
| c. Title of the issue or description of the investment. | MRC GLOBAL INC |
| d. CUSIP (if any). | 55345K103 |
| At least one of the following other identifiers: |
| - ISIN | US55345K1034 |
| Balance. (2) |
| a. Balance | 1226590.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17687427.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029902231795 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 457 |
| a. Name of issuer (if any). | MSA Safety Inc |
| b. LEI (if any) of issuer. (1) | 529900DVA3258XK11O39 |
| c. Title of the issue or description of the investment. | MSA SAFETY INC |
| d. CUSIP (if any). | 553498106 |
| At least one of the following other identifiers: |
| - ISIN | US5534981064 |
| Balance. (2) |
| a. Balance | 564127.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97069332.89000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164104680742 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 458 |
| a. Name of issuer (if any). | MSC Industrial Direct Co Inc |
| b. LEI (if any) of issuer. (1) | 0XVKH0LN6YGOWO2EGO17 |
| c. Title of the issue or description of the investment. | MSC INDL DIRECT |
| d. CUSIP (if any). | 553530106 |
| At least one of the following other identifiers: |
| - ISIN | US5535301064 |
| Balance. (2) |
| a. Balance | 675847.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62272542.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.105277489963 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 459 |
| a. Name of issuer (if any). | Macerich Co/The |
| b. LEI (if any) of issuer. (1) | 529900PSWCB5KI0JYU46 |
| c. Title of the issue or description of the investment. | MACERICH CO |
| d. CUSIP (if any). | 554382101 |
| At least one of the following other identifiers: |
| - ISIN | US5543821012 |
| Balance. (2) |
| a. Balance | 3834303.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69784314.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117976834982 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 460 |
| a. Name of issuer (if any). | Veris Residential Inc |
| b. LEI (if any) of issuer. (1) | 254900KTVBRYJCQU2J23 |
| c. Title of the issue or description of the investment. | VERIS RESIDENTIA |
| d. CUSIP (if any). | 554489104 |
| At least one of the following other identifiers: |
| - ISIN | US5544891048 |
| Balance. (2) |
| a. Balance | 1062931.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16156551.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027314143382 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 461 |
| a. Name of issuer (if any). | Macy's Inc |
| b. LEI (if any) of issuer. (1) | 529900NZQ81TIOW3CW52 |
| c. Title of the issue or description of the investment. | MACY'S INC |
| d. CUSIP (if any). | 55616P104 |
| At least one of the following other identifiers: |
| - ISIN | US55616P1049 |
| Balance. (2) |
| a. Balance | 3913378.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70166867.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118623576092 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 462 |
| a. Name of issuer (if any). | Steven Madden Ltd |
| b. LEI (if any) of issuer. (1) | 549300Z9GZ7GYJWSGF43 |
| c. Title of the issue or description of the investment. | STEVEN MADDEN |
| d. CUSIP (if any). | 556269108 |
| At least one of the following other identifiers: |
| - ISIN | US5562691080 |
| Balance. (2) |
| a. Balance | 1102148.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36899915.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.062382717556 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 463 |
| a. Name of issuer (if any). | Sphere Entertainment Co |
| b. LEI (if any) of issuer. (1) | 254900ZW4JWKYRZZ9A91 |
| c. Title of the issue or description of the investment. | SPHERE ENTERTAIN |
| d. CUSIP (if any). | 55826T102 |
| At least one of the following other identifiers: |
| - ISIN | US55826T1025 |
| Balance. (2) |
| a. Balance | 397753.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24708416.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041771862005 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 464 |
| a. Name of issuer (if any). | Madrigal Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300CHIMT2EUSNJB60 |
| c. Title of the issue or description of the investment. | MADRIGAL PHARMAC |
| d. CUSIP (if any). | 558868105 |
| At least one of the following other identifiers: |
| - ISIN | US5588681057 |
| Balance. (2) |
| a. Balance | 270505.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 124069823.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.209751505817 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 465 |
| a. Name of issuer (if any). | ManpowerGroup Inc |
| b. LEI (if any) of issuer. (1) | ERO1WSFOSR0JJ6CRQ987 |
| c. Title of the issue or description of the investment. | MANPOWERGROUP IN |
| d. CUSIP (if any). | 56418H100 |
| At least one of the following other identifiers: |
| - ISIN | US56418H1005 |
| Balance. (2) |
| a. Balance | 702253.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26615388.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044995775034 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 466 |
| a. Name of issuer (if any). | Marcus & Millichap Inc |
| b. LEI (if any) of issuer. (1) | 549300B2HE8ULXNB1N48 |
| c. Title of the issue or description of the investment. | MARCUS & MILLICH |
| d. CUSIP (if any). | 566324109 |
| At least one of the following other identifiers: |
| - ISIN | US5663241090 |
| Balance. (2) |
| a. Balance | 354990.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10418956.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.017614209134 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 467 |
| a. Name of issuer (if any). | Marriott Vacations Worldwide Corp |
| b. LEI (if any) of issuer. (1) | 549300WA6BT5H4F7IO94 |
| c. Title of the issue or description of the investment. | MARRIOTT VACATIO |
| d. CUSIP (if any). | 57164Y107 |
| At least one of the following other identifiers: |
| - ISIN | US57164Y1073 |
| Balance. (2) |
| a. Balance | 472444.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31445872.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.053162154684 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 468 |
| a. Name of issuer (if any). | Masco Corp |
| b. LEI (if any) of issuer. (1) | 5GCSNMQXHEYA1JO8QN11 |
| c. Title of the issue or description of the investment. | MASCO CORP |
| d. CUSIP (if any). | 574599106 |
| At least one of the following other identifiers: |
| - ISIN | US5745991068 |
| Balance. (2) |
| a. Balance | 3176145.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 223568846.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.377963802724 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 469 |
| a. Name of issuer (if any). | Matador Resources Co |
| b. LEI (if any) of issuer. (1) | 549300CI3Q2UUK5R4G79 |
| c. Title of the issue or description of the investment. | MATADOR RESOURCE |
| d. CUSIP (if any). | 576485205 |
| At least one of the following other identifiers: |
| - ISIN | US5764852050 |
| Balance. (2) |
| a. Balance | 849856.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38184030.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064553632740 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 470 |
| a. Name of issuer (if any). | Materion Corp |
| b. LEI (if any) of issuer. (1) | 549300CJ5RI351SUYT02 |
| c. Title of the issue or description of the investment. | MATERION CORP |
| d. CUSIP (if any). | 576690101 |
| At least one of the following other identifiers: |
| - ISIN | US5766901012 |
| Balance. (2) |
| a. Balance | 298715.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36087759.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.061009692945 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 471 |
| a. Name of issuer (if any). | Matson Inc |
| b. LEI (if any) of issuer. (1) | 549300OI5H3Y0I9I4I12 |
| c. Title of the issue or description of the investment. | MATSON INC |
| d. CUSIP (if any). | 57686G105 |
| At least one of the following other identifiers: |
| - ISIN | US57686G1058 |
| Balance. (2) |
| a. Balance | 458135.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45167529.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.076359884347 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 472 |
| a. Name of issuer (if any). | Mattel Inc |
| b. LEI (if any) of issuer. (1) | 549300VELLG24KHTJ564 |
| c. Title of the issue or description of the investment. | MATTEL INC |
| d. CUSIP (if any). | 577081102 |
| At least one of the following other identifiers: |
| - ISIN | US5770811025 |
| Balance. (2) |
| a. Balance | 4887789.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82261488.87000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.139070651527 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 473 |
| a. Name of issuer (if any). | Matthews International Corp |
| b. LEI (if any) of issuer. (1) | 549300ZVC5O0ATML6U61 |
| c. Title of the issue or description of the investment. | MATTHEWS INTL-A |
| d. CUSIP (if any). | 577128101 |
| At least one of the following other identifiers: |
| - ISIN | US5771281012 |
| Balance. (2) |
| a. Balance | 443758.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10774444.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.018215194022 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 474 |
| a. Name of issuer (if any). | MaxLinear Inc |
| b. LEI (if any) of issuer. (1) | 549300EMOI0SM2IY4F64 |
| c. Title of the issue or description of the investment. | MAXLINEAR |
| d. CUSIP (if any). | 57776J100 |
| At least one of the following other identifiers: |
| - ISIN | US57776J1007 |
| Balance. (2) |
| a. Balance | 594460.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9558916.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.016160232516 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 475 |
| a. Name of issuer (if any). | Maximus Inc |
| b. LEI (if any) of issuer. (1) | 549300DQCDS8HJ7QF202 |
| c. Title of the issue or description of the investment. | MAXIMUS INC |
| d. CUSIP (if any). | 577933104 |
| At least one of the following other identifiers: |
| - ISIN | US5779331041 |
| Balance. (2) |
| a. Balance | 854845.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78107187.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.132047421274 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 476 |
| a. Name of issuer (if any). | McGrath RentCorp |
| b. LEI (if any) of issuer. (1) | 254900EUH6IPWFQ83445 |
| c. Title of the issue or description of the investment. | MCGRATH RENTCORP |
| d. CUSIP (if any). | 580589109 |
| At least one of the following other identifiers: |
| - ISIN | US5805891091 |
| Balance. (2) |
| a. Balance | 373442.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43804746.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.074055973619 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 477 |
| a. Name of issuer (if any). | McGraw Hill Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MCGRAW HILL INC |
| d. CUSIP (if any). | 580907103 |
| At least one of the following other identifiers: |
| - ISIN | US5809071039 |
| Balance. (2) |
| a. Balance | 434638.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5454706.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009221686270 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 181975.00000000 |
| Schedule of Portfolio Investments Record: 478 |
| a. Name of issuer (if any). | Medical Properties Trust Inc |
| b. LEI (if any) of issuer. (1) | 254900U6E39J1MQCCY14 |
| c. Title of the issue or description of the investment. | MEDICAL PROPERTI |
| d. CUSIP (if any). | 58463J304 |
| At least one of the following other identifiers: |
| - ISIN | US58463J3041 |
| Balance. (2) |
| a. Balance | 6839118.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34674328.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058620157362 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 21224216.52000000 |
| Schedule of Portfolio Investments Record: 479 |
| a. Name of issuer (if any). | Pediatrix Medical Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PEDIATRIX MEDICA |
| d. CUSIP (if any). | 58502B106 |
| At least one of the following other identifiers: |
| - ISIN | US58502B1061 |
| Balance. (2) |
| a. Balance | 1321114.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22128659.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037410544549 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 480 |
| a. Name of issuer (if any). | Mercury General Corp |
| b. LEI (if any) of issuer. (1) | 5493001Q9EXPCEL4W527 |
| c. Title of the issue or description of the investment. | MERCURY GEN CORP |
| d. CUSIP (if any). | 589400100 |
| At least one of the following other identifiers: |
| - ISIN | US5894001008 |
| Balance. (2) |
| a. Balance | 420133.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35618875.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.060217002195 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 481 |
| a. Name of issuer (if any). | Meritage Homes Corp |
| b. LEI (if any) of issuer. (1) | 52990044W9UMFJO2FB97 |
| c. Title of the issue or description of the investment. | MERITAGE HOMES C |
| d. CUSIP (if any). | 59001A102 |
| At least one of the following other identifiers: |
| - ISIN | US59001A1025 |
| Balance. (2) |
| a. Balance | 1025493.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74276457.99000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.125571218655 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 482 |
| a. Name of issuer (if any). | Miami International Holdings Inc |
| b. LEI (if any) of issuer. (1) | 254900TREUDBWGLAP788 |
| c. Title of the issue or description of the investment. | MIAMI INTERNATIO |
| d. CUSIP (if any). | 59356Q108 |
| At least one of the following other identifiers: |
| - ISIN | US59356Q1085 |
| Balance. (2) |
| a. Balance | 120507.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4851611.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.008202098284 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1364814.00000000 |
| Schedule of Portfolio Investments Record: 483 |
| a. Name of issuer (if any). | Middleby Corp/The |
| b. LEI (if any) of issuer. (1) | JDFO86U9VQRBKW5KYA35 |
| c. Title of the issue or description of the investment. | MIDDLEBY CORP |
| d. CUSIP (if any). | 596278101 |
| At least one of the following other identifiers: |
| - ISIN | US5962781010 |
| Balance. (2) |
| a. Balance | 691983.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91985300.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.155509653473 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 484 |
| a. Name of issuer (if any). | MillerKnoll Inc |
| b. LEI (if any) of issuer. (1) | U98HXD3PNK7HYU2MU887 |
| c. Title of the issue or description of the investment. | MILLERKNOLL INC |
| d. CUSIP (if any). | 600544100 |
| At least one of the following other identifiers: |
| - ISIN | US6005441000 |
| Balance. (2) |
| a. Balance | 1028669.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18248588.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030850925090 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 485 |
| a. Name of issuer (if any). | Millrose Properties Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MILLROSE PROPERT |
| d. CUSIP (if any). | 601137102 |
| At least one of the following other identifiers: |
| - ISIN | US6011371027 |
| Balance. (2) |
| a. Balance | 1871203.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62891132.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.106323273966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 486 |
| a. Name of issuer (if any). | Minerals Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300D3I1QU67GP6403 |
| c. Title of the issue or description of the investment. | MINERALS TECH |
| d. CUSIP (if any). | 603158106 |
| At least one of the following other identifiers: |
| - ISIN | US6031581068 |
| Balance. (2) |
| a. Balance | 475988.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29568374.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049988070616 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 487 |
| a. Name of issuer (if any). | Mirion Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300BNTOWVWFNVTJ65 |
| c. Title of the issue or description of the investment. | MIRION TECHNOLOG |
| d. CUSIP (if any). | 60471A101 |
| At least one of the following other identifiers: |
| - ISIN | US60471A1016 |
| Balance. (2) |
| a. Balance | 3533784.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82195815.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.138959625199 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 488 |
| a. Name of issuer (if any). | Moderna Inc |
| b. LEI (if any) of issuer. (1) | 549300EI6OKH5K5Q2G38 |
| c. Title of the issue or description of the investment. | MODERNA INC |
| d. CUSIP (if any). | 60770K107 |
| At least one of the following other identifiers: |
| - ISIN | US60770K1079 |
| Balance. (2) |
| a. Balance | 5312198.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 137214074.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231973077309 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 489 |
| a. Name of issuer (if any). | Mohawk Industries Inc |
| b. LEI (if any) of issuer. (1) | 549300JI1115MG3Q6322 |
| c. Title of the issue or description of the investment. | MOHAWK INDS |
| d. CUSIP (if any). | 608190104 |
| At least one of the following other identifiers: |
| - ISIN | US6081901042 |
| Balance. (2) |
| a. Balance | 801175.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 103287481.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.174617034953 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 490 |
| a. Name of issuer (if any). | Molina Healthcare Inc |
| b. LEI (if any) of issuer. (1) | 549300NQQCEQ46YHZ591 |
| c. Title of the issue or description of the investment. | MOLINA HEALTHCAR |
| d. CUSIP (if any). | 60855R100 |
| At least one of the following other identifiers: |
| - ISIN | US60855R1005 |
| Balance. (2) |
| a. Balance | 411114.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78670775.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.133000217857 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 491 |
| a. Name of issuer (if any). | Molson Coors Beverage Co |
| b. LEI (if any) of issuer. (1) | 54930073LBBH6ZCBE225 |
| c. Title of the issue or description of the investment. | MOLSON COORS-B |
| d. CUSIP (if any). | 60871R209 |
| At least one of the following other identifiers: |
| - ISIN | US60871R2094 |
| Balance. (2) |
| a. Balance | 2531129.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114533587.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.193629617205 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 492 |
| a. Name of issuer (if any). | Moog Inc |
| b. LEI (if any) of issuer. (1) | 549300WM2I4U7OBAHG07 |
| c. Title of the issue or description of the investment. | MOOG INC-CLASS A |
| d. CUSIP (if any). | 615394202 |
| At least one of the following other identifiers: |
| - ISIN | US6153942023 |
| Balance. (2) |
| a. Balance | 431201.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 89547511.67000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.151388346621 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 493 |
| a. Name of issuer (if any). | Mosaic Co/The |
| b. LEI (if any) of issuer. (1) | 2YD5STGSJNMUB7H76907 |
| c. Title of the issue or description of the investment. | MOSAIC CO/THE |
| d. CUSIP (if any). | 61945C103 |
| At least one of the following other identifiers: |
| - ISIN | US61945C1036 |
| Balance. (2) |
| a. Balance | 4814707.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166974038.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.282285048296 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 494 |
| a. Name of issuer (if any). | Mueller Industries Inc |
| b. LEI (if any) of issuer. (1) | 5493005IZFE4VJLLYG84 |
| c. Title of the issue or description of the investment. | MUELLER INDS |
| d. CUSIP (if any). | 624756102 |
| At least one of the following other identifiers: |
| - ISIN | US6247561029 |
| Balance. (2) |
| a. Balance | 1595401.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 161310995.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.272711149490 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 495 |
| a. Name of issuer (if any). | Mr Cooper Group Inc |
| b. LEI (if any) of issuer. (1) | 549300KD8C6DPXYC2M26 |
| c. Title of the issue or description of the investment. | MR COOPER GROUP |
| d. CUSIP (if any). | 62482R107 |
| At least one of the following other identifiers: |
| - ISIN | US62482R1077 |
| Balance. (2) |
| a. Balance | 970795.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 204633878.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.345952488047 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 496 |
| a. Name of issuer (if any). | Murphy Oil Corp |
| b. LEI (if any) of issuer. (1) | QBKYQD0ODE7DC7PDIN91 |
| c. Title of the issue or description of the investment. | MURPHY OIL CORP |
| d. CUSIP (if any). | 626717102 |
| At least one of the following other identifiers: |
| - ISIN | US6267171022 |
| Balance. (2) |
| a. Balance | 2057003.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58439455.23000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098797301451 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 497 |
| a. Name of issuer (if any). | Murphy USA Inc |
| b. LEI (if any) of issuer. (1) | 549300Y081F8XIKQIO72 |
| c. Title of the issue or description of the investment. | MURPHY USA INC |
| d. CUSIP (if any). | 626755102 |
| At least one of the following other identifiers: |
| - ISIN | US6267551025 |
| Balance. (2) |
| a. Balance | 263403.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 102268848.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.172894943019 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 498 |
| a. Name of issuer (if any). | NBT Bancorp Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NBT BANCORP INC |
| d. CUSIP (if any). | 628778102 |
| At least one of the following other identifiers: |
| - ISIN | US6287781024 |
| Balance. (2) |
| a. Balance | 755111.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31533435.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.053310187557 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 499 |
| a. Name of issuer (if any). | N-able Inc/US |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | N-ABLE INC |
| d. CUSIP (if any). | 62878D100 |
| At least one of the following other identifiers: |
| - ISIN | US62878D1000 |
| Balance. (2) |
| a. Balance | 1135384.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8855995.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014971878570 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 500 |
| a. Name of issuer (if any). | NCR Voyix Corp |
| b. LEI (if any) of issuer. (1) | 549300YKTY8JX1DV2R67 |
| c. Title of the issue or description of the investment. | NCR VOYIX CORP |
| d. CUSIP (if any). | 62886E108 |
| At least one of the following other identifiers: |
| - ISIN | US62886E1082 |
| Balance. (2) |
| a. Balance | 1992231.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25002499.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042269035978 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 501 |
| a. Name of issuer (if any). | NRG Energy Inc |
| b. LEI (if any) of issuer. (1) | 5E2UPK5SW04M13XY7I38 |
| c. Title of the issue or description of the investment. | NRG ENERGY |
| d. CUSIP (if any). | 629377508 |
| At least one of the following other identifiers: |
| - ISIN | US6293775085 |
| Balance. (2) |
| a. Balance | 2934393.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 475224946.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.803411703569 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 502 |
| a. Name of issuer (if any). | NOV Inc |
| b. LEI (if any) of issuer. (1) | 549300EHF3IW1AR6U008 |
| c. Title of the issue or description of the investment. | NOV INC |
| d. CUSIP (if any). | 62955J103 |
| At least one of the following other identifiers: |
| - ISIN | US62955J1034 |
| Balance. (2) |
| a. Balance | 5633741.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74647068.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126197769561 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 503 |
| a. Name of issuer (if any). | NCR Atleos Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NCR ATLEOS CORP |
| d. CUSIP (if any). | 63001N106 |
| At least one of the following other identifiers: |
| - ISIN | US63001N1063 |
| Balance. (2) |
| a. Balance | 1116324.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43882696.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.074187755030 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 504 |
| a. Name of issuer (if any). | National Bank Holdings Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NATIONAL-CL A |
| d. CUSIP (if any). | 633707104 |
| At least one of the following other identifiers: |
| - ISIN | US6337071046 |
| Balance. (2) |
| a. Balance | 577166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22301694.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.037703075773 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 505 |
| a. Name of issuer (if any). | National HealthCare Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NATL HEALTHCARE |
| d. CUSIP (if any). | 635906100 |
| At least one of the following other identifiers: |
| - ISIN | US6359061008 |
| Balance. (2) |
| a. Balance | 188129.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22859554.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038646190604 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 506 |
| a. Name of issuer (if any). | National Fuel Gas Co |
| b. LEI (if any) of issuer. (1) | 8JB38FFW1Y3C1HM8E841 |
| c. Title of the issue or description of the investment. | NATL FUEL GAS CO |
| d. CUSIP (if any). | 636180101 |
| At least one of the following other identifiers: |
| - ISIN | US6361801011 |
| Balance. (2) |
| a. Balance | 1370843.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126624767.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.214070875870 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 507 |
| a. Name of issuer (if any). | National Health Investors Inc |
| b. LEI (if any) of issuer. (1) | 549300ZPKZIG6DKDEC02 |
| c. Title of the issue or description of the investment. | NATL HEALTH INV |
| d. CUSIP (if any). | 63633D104 |
| At least one of the following other identifiers: |
| - ISIN | US63633D1046 |
| Balance. (2) |
| a. Balance | 684180.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54392310.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.091955228305 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 508 |
| a. Name of issuer (if any). | NNN REIT Inc |
| b. LEI (if any) of issuer. (1) | 5493008JKH5SOTI0JS97 |
| c. Title of the issue or description of the investment. | NNN REIT INC |
| d. CUSIP (if any). | 637417106 |
| At least one of the following other identifiers: |
| - ISIN | US6374171063 |
| Balance. (2) |
| a. Balance | 2863858.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 121914435.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.206107622744 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 509 |
| a. Name of issuer (if any). | National Vision Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300JHURCBLI5ROA42 |
| c. Title of the issue or description of the investment. | NATIONAL VISION |
| d. CUSIP (if any). | 63845R107 |
| At least one of the following other identifiers: |
| - ISIN | US63845R1077 |
| Balance. (2) |
| a. Balance | 1141366.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33316473.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056324578432 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 510 |
| a. Name of issuer (if any). | Navient Corp |
| b. LEI (if any) of issuer. (1) | 54930067J0ZNOEBRW338 |
| c. Title of the issue or description of the investment. | NAVIENT CORP |
| d. CUSIP (if any). | 63938C108 |
| At least one of the following other identifiers: |
| - ISIN | US63938C1080 |
| Balance. (2) |
| a. Balance | 980486.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12893390.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021797469234 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 511 |
| a. Name of issuer (if any). | Nelnet Inc |
| b. LEI (if any) of issuer. (1) | 549300T6B0Q52I6OM558 |
| c. Title of the issue or description of the investment. | NELNET INC-CL A |
| d. CUSIP (if any). | 64031N108 |
| At least one of the following other identifiers: |
| - ISIN | US64031N1081 |
| Balance. (2) |
| a. Balance | 232253.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29119881.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049229851029 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 512 |
| a. Name of issuer (if any). | Neogen Corp |
| b. LEI (if any) of issuer. (1) | 549300HJT9FC36N4UW43 |
| c. Title of the issue or description of the investment. | NEOGEN CORP |
| d. CUSIP (if any). | 640491106 |
| At least one of the following other identifiers: |
| - ISIN | US6404911066 |
| Balance. (2) |
| a. Balance | 3295024.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18814587.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031807798689 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 513 |
| a. Name of issuer (if any). | NetScout Systems Inc |
| b. LEI (if any) of issuer. (1) | 5493005HZXZ3SPNVCV76 |
| c. Title of the issue or description of the investment. | NETSCOUT SYSTEMS |
| d. CUSIP (if any). | 64115T104 |
| At least one of the following other identifiers: |
| - ISIN | US64115T1043 |
| Balance. (2) |
| a. Balance | 1035818.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26755178.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.045232103357 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 514 |
| a. Name of issuer (if any). | Netskope Inc |
| b. LEI (if any) of issuer. (1) | 254900CS525VJG6KO570 |
| c. Title of the issue or description of the investment. | NETSKOPE INC-A |
| d. CUSIP (if any). | 64119N608 |
| At least one of the following other identifiers: |
| - ISIN | US64119N6085 |
| Balance. (2) |
| a. Balance | 362579.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8241420.67000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013932883513 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 515 |
| a. Name of issuer (if any). | New Fortress Energy Inc |
| b. LEI (if any) of issuer. (1) | 254900EICTYTCHA5X705 |
| c. Title of the issue or description of the investment. | NEW FORTRESS ENE |
| d. CUSIP (if any). | 644393100 |
| At least one of the following other identifiers: |
| - ISIN | US6443931000 |
| Balance. (2) |
| a. Balance | 677924.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1498212.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.002532865954 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1361072.70000000 |
| Schedule of Portfolio Investments Record: 516 |
| a. Name of issuer (if any). | New Jersey Resources Corp |
| b. LEI (if any) of issuer. (1) | 549300QKBSQBIX4DQ583 |
| c. Title of the issue or description of the investment. | NEW JERSEY RES |
| d. CUSIP (if any). | 646025106 |
| At least one of the following other identifiers: |
| - ISIN | US6460251068 |
| Balance. (2) |
| a. Balance | 1523910.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73376266.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124049361724 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 517 |
| a. Name of issuer (if any). | Rithm Capital Corp |
| b. LEI (if any) of issuer. (1) | 549300WNTHGEO5LP2G31 |
| c. Title of the issue or description of the investment. | RITHM CAPITAL CO |
| d. CUSIP (if any). | 64828T201 |
| At least one of the following other identifiers: |
| - ISIN | US64828T2015 |
| Balance. (2) |
| a. Balance | 8044615.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91628164.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.154905883166 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 518 |
| a. Name of issuer (if any). | Flagstar Financial Inc |
| b. LEI (if any) of issuer. (1) | 529900HVXOTLY61GL030 |
| c. Title of the issue or description of the investment. | FLAGSTAR FINANCI |
| d. CUSIP (if any). | 649445400 |
| At least one of the following other identifiers: |
| - ISIN | US6494454001 |
| Balance. (2) |
| a. Balance | 5043318.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58250322.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098477555763 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 519 |
| a. Name of issuer (if any). | New York Times Co/The |
| b. LEI (if any) of issuer. (1) | 529900J1WEMMIW7BOH57 |
| c. Title of the issue or description of the investment. | NEW YORK TIMES-A |
| d. CUSIP (if any). | 650111107 |
| At least one of the following other identifiers: |
| - ISIN | US6501111073 |
| Balance. (2) |
| a. Balance | 2335248.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 134043235.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.226612480618 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 520 |
| a. Name of issuer (if any). | Newell Brands Inc |
| b. LEI (if any) of issuer. (1) | 549300LWGYFM1TVO1Z12 |
| c. Title of the issue or description of the investment. | NEWELL BRANDS IN |
| d. CUSIP (if any). | 651229106 |
| At least one of the following other identifiers: |
| - ISIN | US6512291062 |
| Balance. (2) |
| a. Balance | 6357882.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33315301.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.056322597294 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 521 |
| a. Name of issuer (if any). | Newmark Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NEWMARK GROUP-A |
| d. CUSIP (if any). | 65158N102 |
| At least one of the following other identifiers: |
| - ISIN | US65158N1028 |
| Balance. (2) |
| a. Balance | 2122057.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39576363.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066907500339 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 522 |
| a. Name of issuer (if any). | Nexstar Media Group Inc |
| b. LEI (if any) of issuer. (1) | 52990083ZRR5UT591988 |
| c. Title of the issue or description of the investment. | NEXSTAR MEDIA |
| d. CUSIP (if any). | 65336K103 |
| At least one of the following other identifiers: |
| - ISIN | US65336K1034 |
| Balance. (2) |
| a. Balance | 436903.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86393199.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.146055689827 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 523 |
| a. Name of issuer (if any). | NiSource Inc |
| b. LEI (if any) of issuer. (1) | 549300D8GOWWH0SJB189 |
| c. Title of the issue or description of the investment. | NISOURCE INC |
| d. CUSIP (if any). | 65473P105 |
| At least one of the following other identifiers: |
| - ISIN | US65473P1057 |
| Balance. (2) |
| a. Balance | 3571432.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 154643005.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.261438296807 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 524 |
| a. Name of issuer (if any). | Northwest Bancshares Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NORTHWEST BANCSH |
| d. CUSIP (if any). | 667340103 |
| At least one of the following other identifiers: |
| - ISIN | US6673401039 |
| Balance. (2) |
| a. Balance | 2218126.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27482581.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046461844020 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 525 |
| a. Name of issuer (if any). | Northwest Natural Holding Co |
| b. LEI (if any) of issuer. (1) | 254900PSJL6ZEC8FR782 |
| c. Title of the issue or description of the investment. | NORTHWEST NATURA |
| d. CUSIP (if any). | 66765N105 |
| At least one of the following other identifiers: |
| - ISIN | US66765N1054 |
| Balance. (2) |
| a. Balance | 611548.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27476851.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046452157771 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 526 |
| a. Name of issuer (if any). | Northwestern Energy Group Inc |
| b. LEI (if any) of issuer. (1) | 254900N1WG46G1VMDM34 |
| c. Title of the issue or description of the investment. | NORTHWESTERN ENE |
| d. CUSIP (if any). | 668074305 |
| At least one of the following other identifiers: |
| - ISIN | US6680743050 |
| Balance. (2) |
| a. Balance | 931348.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54586306.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.092283196950 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 527 |
| a. Name of issuer (if any). | Novavax Inc |
| b. LEI (if any) of issuer. (1) | 529900J4GJHPEPQ23205 |
| c. Title of the issue or description of the investment. | NOVAVAX INC |
| d. CUSIP (if any). | 670002401 |
| At least one of the following other identifiers: |
| - ISIN | US6700024010 |
| Balance. (2) |
| a. Balance | 2340789.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20294640.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034309966105 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 9384381.99000000 |
| Schedule of Portfolio Investments Record: 528 |
| a. Name of issuer (if any). | DNOW Inc |
| b. LEI (if any) of issuer. (1) | 549300AVH5SOCFVVDW91 |
| c. Title of the issue or description of the investment. | DNOW INC |
| d. CUSIP (if any). | 67011P100 |
| At least one of the following other identifiers: |
| - ISIN | US67011P1003 |
| Balance. (2) |
| a. Balance | 1593358.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24298709.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041079214683 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 529 |
| a. Name of issuer (if any). | Nuvalent Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NUVALENT INC-A |
| d. CUSIP (if any). | 670703107 |
| At least one of the following other identifiers: |
| - ISIN | US6707031075 |
| Balance. (2) |
| a. Balance | 707982.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61226283.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103508692031 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 530 |
| a. Name of issuer (if any). | NuScale Power Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NUSCALE POWER CO |
| d. CUSIP (if any). | 67079K100 |
| At least one of the following other identifiers: |
| - ISIN | US67079K1007 |
| Balance. (2) |
| a. Balance | 812480.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29249280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049448611764 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 15688800.00000000 |
| Schedule of Portfolio Investments Record: 531 |
| a. Name of issuer (if any). | OGE Energy Corp |
| b. LEI (if any) of issuer. (1) | CE5OG6JPOZMDSA0LAQ19 |
| c. Title of the issue or description of the investment. | OGE ENERGY CORP |
| d. CUSIP (if any). | 670837103 |
| At least one of the following other identifiers: |
| - ISIN | US6708371033 |
| Balance. (2) |
| a. Balance | 3055193.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141363780.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.238988538530 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 532 |
| a. Name of issuer (if any). | O-I Glass Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | O-I GLASS INC |
| d. CUSIP (if any). | 67098H104 |
| At least one of the following other identifiers: |
| - ISIN | US67098H1041 |
| Balance. (2) |
| a. Balance | 2337356.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30315507.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.051251167615 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 533 |
| a. Name of issuer (if any). | OFG Bancorp |
| b. LEI (if any) of issuer. (1) | 549300Q4QEXJ37LEXQ06 |
| c. Title of the issue or description of the investment. | OFG BANCORP |
| d. CUSIP (if any). | 67103X102 |
| At least one of the following other identifiers: |
| - ISIN | PR67103X1020 |
| Balance. (2) |
| a. Balance | 675384.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29372450.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049656842306 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 534 |
| a. Name of issuer (if any). | OSI Systems Inc |
| b. LEI (if any) of issuer. (1) | DDX3MPX1Y8YD30050X33 |
| c. Title of the issue or description of the investment. | OSI SYSTEMS INC |
| d. CUSIP (if any). | 671044105 |
| At least one of the following other identifiers: |
| - ISIN | US6710441055 |
| Balance. (2) |
| a. Balance | 242493.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60438955.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.102177641196 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 535 |
| a. Name of issuer (if any). | Chord Energy Corp |
| b. LEI (if any) of issuer. (1) | 529900FA4V2YNIKZ0M71 |
| c. Title of the issue or description of the investment. | CHORD ENERGY COR |
| d. CUSIP (if any). | 674215207 |
| At least one of the following other identifiers: |
| - ISIN | US6742152076 |
| Balance. (2) |
| a. Balance | 868608.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86313576.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.145921081035 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 536 |
| a. Name of issuer (if any). | Olaplex Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OLAPLEX HOLDINGS |
| d. CUSIP (if any). | 679369108 |
| At least one of the following other identifiers: |
| - ISIN | US6793691089 |
| Balance. (2) |
| a. Balance | 1514227.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1983637.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.003353522349 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 537 |
| a. Name of issuer (if any). | Old National Bancorp/IN |
| b. LEI (if any) of issuer. (1) | 549300MMK90CL5KMVX16 |
| c. Title of the issue or description of the investment. | OLD NATL BANCORP |
| d. CUSIP (if any). | 680033107 |
| At least one of the following other identifiers: |
| - ISIN | US6800331075 |
| Balance. (2) |
| a. Balance | 5350061.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117433838.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.198532760816 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 538 |
| a. Name of issuer (if any). | Old Republic International Corp |
| b. LEI (if any) of issuer. (1) | 549300IV6O2YY2A1KH37 |
| c. Title of the issue or description of the investment. | OLD REPUB INTL |
| d. CUSIP (if any). | 680223104 |
| At least one of the following other identifiers: |
| - ISIN | US6802231042 |
| Balance. (2) |
| a. Balance | 3392407.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144075525.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.243572994441 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 539 |
| a. Name of issuer (if any). | Olin Corp |
| b. LEI (if any) of issuer. (1) | 549300GKK294V7W57P06 |
| c. Title of the issue or description of the investment. | OLIN CORP |
| d. CUSIP (if any). | 680665205 |
| At least one of the following other identifiers: |
| - ISIN | US6806652052 |
| Balance. (2) |
| a. Balance | 1739143.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43461183.57000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073475148557 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 540 |
| a. Name of issuer (if any). | Omnicom Group Inc |
| b. LEI (if any) of issuer. (1) | HKUPACFHSSASQK8HLS17 |
| c. Title of the issue or description of the investment. | OMNICOM GROUP |
| d. CUSIP (if any). | 681919106 |
| At least one of the following other identifiers: |
| - ISIN | US6819191064 |
| Balance. (2) |
| a. Balance | 2938820.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 239601994.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.405069321673 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 541 |
| a. Name of issuer (if any). | Omega Healthcare Investors Inc |
| b. LEI (if any) of issuer. (1) | 549300OJ7ENK42CZ8E73 |
| c. Title of the issue or description of the investment. | OMEGA HEALTHCARE |
| d. CUSIP (if any). | 681936100 |
| At least one of the following other identifiers: |
| - ISIN | US6819361006 |
| Balance. (2) |
| a. Balance | 4475212.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 188943450.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.319426370023 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 542 |
| a. Name of issuer (if any). | Omnicell Inc |
| b. LEI (if any) of issuer. (1) | 5493008RH0GTKHHPZI77 |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| d. CUSIP (if any). | 68213N109 |
| At least one of the following other identifiers: |
| - ISIN | US68213N1090 |
| Balance. (2) |
| a. Balance | 661992.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20157656.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034078381601 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 543 |
| a. Name of issuer (if any). | OmniAb Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNIAB INC - 12.5 |
| d. CUSIP (if any). | 68218J202 |
| At least one of the following other identifiers: |
| - ISIN | US68218J2024 |
| Balance. (2) |
| a. Balance | 53581.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000000912 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 544 |
| a. Name of issuer (if any). | OmniAb Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNIAB INC - 15 |
| d. CUSIP (if any). | 68218J301 |
| At least one of the following other identifiers: |
| - ISIN | US68218J3014 |
| Balance. (2) |
| a. Balance | 53581.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000000912 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 545 |
| a. Name of issuer (if any). | ONE Gas Inc |
| b. LEI (if any) of issuer. (1) | 549300HXDWI0LATTX840 |
| c. Title of the issue or description of the investment. | ONE GAS INC |
| d. CUSIP (if any). | 68235P108 |
| At least one of the following other identifiers: |
| - ISIN | US68235P1084 |
| Balance. (2) |
| a. Balance | 910205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73671992.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124549314203 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 546 |
| a. Name of issuer (if any). | OneMain Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300E3VEW8SMS5XW09 |
| c. Title of the issue or description of the investment. | ONEMAIN HOLDINGS |
| d. CUSIP (if any). | 68268W103 |
| At least one of the following other identifiers: |
| - ISIN | US68268W1036 |
| Balance. (2) |
| a. Balance | 1806480.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 101993860.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.172430050417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 547 |
| a. Name of issuer (if any). | OPKO Health Inc |
| b. LEI (if any) of issuer. (1) | 529900A4S2D4OGOJLL02 |
| c. Title of the issue or description of the investment. | OPKO HEALTH |
| d. CUSIP (if any). | 68375N103 |
| At least one of the following other identifiers: |
| - ISIN | US68375N1037 |
| Balance. (2) |
| a. Balance | 2709202.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4199263.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007099242467 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 548 |
| a. Name of issuer (if any). | Organon & Co |
| b. LEI (if any) of issuer. (1) | 549300AMCKY57OK2CO56 |
| c. Title of the issue or description of the investment. | ORGANON & CO |
| d. CUSIP (if any). | 68622V106 |
| At least one of the following other identifiers: |
| - ISIN | US68622V1061 |
| Balance. (2) |
| a. Balance | 3943748.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42119228.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.071206449692 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 549 |
| a. Name of issuer (if any). | Oshkosh Corp |
| b. LEI (if any) of issuer. (1) | 549300FEKNPCFSA2B506 |
| c. Title of the issue or description of the investment. | OSHKOSH CORP |
| d. CUSIP (if any). | 688239201 |
| At least one of the following other identifiers: |
| - ISIN | US6882392011 |
| Balance. (2) |
| a. Balance | 970908.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125926767.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.212890841820 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 550 |
| a. Name of issuer (if any). | Otter Tail Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OTTER TAIL CORP |
| d. CUSIP (if any). | 689648103 |
| At least one of the following other identifiers: |
| - ISIN | US6896481032 |
| Balance. (2) |
| a. Balance | 635722.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52110132.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.088096995997 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 551 |
| a. Name of issuer (if any). | Outfront Media Inc |
| b. LEI (if any) of issuer. (1) | 549300RZWDYU5722I639 |
| c. Title of the issue or description of the investment. | OUTFRONT MEDIA I |
| d. CUSIP (if any). | 69007J304 |
| At least one of the following other identifiers: |
| - ISIN | US69007J3041 |
| Balance. (2) |
| a. Balance | 2156322.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39503819.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066784857983 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 552 |
| a. Name of issuer (if any). | Ovintiv Inc |
| b. LEI (if any) of issuer. (1) | 2549003MEX7YMKLGI239 |
| c. Title of the issue or description of the investment. | OVINTIV INC |
| d. CUSIP (if any). | 69047Q102 |
| At least one of the following other identifiers: |
| - ISIN | US69047Q1022 |
| Balance. (2) |
| a. Balance | 3899297.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 157453612.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.266189888204 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 553 |
| a. Name of issuer (if any). | Owens Corning |
| b. LEI (if any) of issuer. (1) | JO5M6676RDJIZ2U8X907 |
| c. Title of the issue or description of the investment. | OWENS CORNING |
| d. CUSIP (if any). | 690742101 |
| At least one of the following other identifiers: |
| - ISIN | US6907421019 |
| Balance. (2) |
| a. Balance | 1268668.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 179465775.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.303403483671 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 554 |
| a. Name of issuer (if any). | Oxford Industries Inc |
| b. LEI (if any) of issuer. (1) | IDZ20O0XD3GS4UOI2L88 |
| c. Title of the issue or description of the investment. | OXFORD INDS INC |
| d. CUSIP (if any). | 691497309 |
| At least one of the following other identifiers: |
| - ISIN | US6914973093 |
| Balance. (2) |
| a. Balance | 107580.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4361293.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007373169330 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 555 |
| a. Name of issuer (if any). | PBF Energy Inc |
| b. LEI (if any) of issuer. (1) | 2549003PBEDCSZMZIY02 |
| c. Title of the issue or description of the investment. | PBF ENERGY INC-A |
| d. CUSIP (if any). | 69318G106 |
| At least one of the following other identifiers: |
| - ISIN | US69318G1067 |
| Balance. (2) |
| a. Balance | 1228617.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37067374.89000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.062665823913 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 556 |
| a. Name of issuer (if any). | TXNM Energy Inc |
| b. LEI (if any) of issuer. (1) | 5493003JOBJGLZSDDQ28 |
| c. Title of the issue or description of the investment. | TXNM ENERGY INC |
| d. CUSIP (if any). | 69349H107 |
| At least one of the following other identifiers: |
| - ISIN | US69349H1077 |
| Balance. (2) |
| a. Balance | 1598612.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90401508.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.152832107378 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 557 |
| a. Name of issuer (if any). | PVH Corp |
| b. LEI (if any) of issuer. (1) | 123WALMHY1GZXG2YDL90 |
| c. Title of the issue or description of the investment. | PVH CORP |
| d. CUSIP (if any). | 693656100 |
| At least one of the following other identifiers: |
| - ISIN | US6936561009 |
| Balance. (2) |
| a. Balance | 729279.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61091701.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103281169513 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 558 |
| a. Name of issuer (if any). | Pacira BioSciences Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PACIRA BIOSCIENC |
| d. CUSIP (if any). | 695127100 |
| At least one of the following other identifiers: |
| - ISIN | US6951271005 |
| Balance. (2) |
| a. Balance | 647562.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16687672.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028212053444 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 559 |
| a. Name of issuer (if any). | Papa John's International Inc |
| b. LEI (if any) of issuer. (1) | HZYLD3DK5XOX0WBVNB56 |
| c. Title of the issue or description of the investment. | PAPA JOHN'S INTL |
| d. CUSIP (if any). | 698813102 |
| At least one of the following other identifiers: |
| - ISIN | US6988131024 |
| Balance. (2) |
| a. Balance | 472103.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22731759.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038430140768 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 560 |
| a. Name of issuer (if any). | Paramount Skydance Corp |
| b. LEI (if any) of issuer. (1) | 529900B6VAJG54Y9QF02 |
| c. Title of the issue or description of the investment. | PARAMOUNT SKYDAN |
| d. CUSIP (if any). | 69932A204 |
| At least one of the following other identifiers: |
| - ISIN | US69932A2042 |
| Balance. (2) |
| a. Balance | 4781006.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90456633.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.152925301151 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 10086252.00000000 |
| Schedule of Portfolio Investments Record: 561 |
| a. Name of issuer (if any). | Park Hotels & Resorts Inc |
| b. LEI (if any) of issuer. (1) | 5493005UZ5TQN0H6HS73 |
| c. Title of the issue or description of the investment. | PARK H&R INC |
| d. CUSIP (if any). | 700517105 |
| At least one of the following other identifiers: |
| - ISIN | US7005171050 |
| Balance. (2) |
| a. Balance | 2577823.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28562278.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048287172794 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 562 |
| a. Name of issuer (if any). | Park National Corp |
| b. LEI (if any) of issuer. (1) | 984500Q3E941TDF87712 |
| c. Title of the issue or description of the investment. | PARK NATL CORP |
| d. CUSIP (if any). | 700658107 |
| At least one of the following other identifiers: |
| - ISIN | US7006581075 |
| Balance. (2) |
| a. Balance | 219430.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35663957.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.060293217754 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 563 |
| a. Name of issuer (if any). | Parsons Corp |
| b. LEI (if any) of issuer. (1) | 549300ZXH0VRBSEPX752 |
| c. Title of the issue or description of the investment. | PARSONS CORP |
| d. CUSIP (if any). | 70202L102 |
| At least one of the following other identifiers: |
| - ISIN | US70202L1026 |
| Balance. (2) |
| a. Balance | 810046.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67169014.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.113555428090 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 564 |
| a. Name of issuer (if any). | Pattern Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PATTERN GROUP-A |
| d. CUSIP (if any). | 70339W104 |
| At least one of the following other identifiers: |
| - ISIN | US70339W1045 |
| Balance. (2) |
| a. Balance | 158953.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2177656.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.003681528948 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 435660.00000000 |
| Schedule of Portfolio Investments Record: 565 |
| a. Name of issuer (if any). | Patterson-UTI Energy Inc |
| b. LEI (if any) of issuer. (1) | 254900XGFBKIXD6G0697 |
| c. Title of the issue or description of the investment. | PATTERSON-UTI |
| d. CUSIP (if any). | 703481101 |
| At least one of the following other identifiers: |
| - ISIN | US7034811015 |
| Balance. (2) |
| a. Balance | 5550928.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28753807.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048610968922 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 566 |
| a. Name of issuer (if any). | Peabody Energy Corp |
| b. LEI (if any) of issuer. (1) | EJCO258LNNVSKAR2JX59 |
| c. Title of the issue or description of the investment. | PEABODY ENERGY |
| d. CUSIP (if any). | 704551100 |
| At least one of the following other identifiers: |
| - ISIN | US7045511000 |
| Balance. (2) |
| a. Balance | 1752463.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46475318.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078570822734 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 567 |
| a. Name of issuer (if any). | Penn Entertainment Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PENN ENTERTAINME |
| d. CUSIP (if any). | 707569109 |
| At least one of the following other identifiers: |
| - ISIN | US7075691094 |
| Balance. (2) |
| a. Balance | 2214938.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42659705.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072120176430 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 568 |
| a. Name of issuer (if any). | PennyMac Mortgage Investment Trust |
| b. LEI (if any) of issuer. (1) | 549300BSSOQO1ZWDUJ97 |
| c. Title of the issue or description of the investment. | PENNYMAC MORTGAG |
| d. CUSIP (if any). | 70931T103 |
| At least one of the following other identifiers: |
| - ISIN | US70931T1034 |
| Balance. (2) |
| a. Balance | 1320103.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16184462.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027361330488 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 569 |
| a. Name of issuer (if any). | PennyMac Financial Services Inc |
| b. LEI (if any) of issuer. (1) | 549300W1D516HBDEU871 |
| c. Title of the issue or description of the investment. | PENNYMAC FINANCI |
| d. CUSIP (if any). | 70932M107 |
| At least one of the following other identifiers: |
| - ISIN | US70932M1071 |
| Balance. (2) |
| a. Balance | 431453.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53448397.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.090359457201 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 570 |
| a. Name of issuer (if any). | Penske Automotive Group Inc |
| b. LEI (if any) of issuer. (1) | 549300W7UTQ0M4C7LB15 |
| c. Title of the issue or description of the investment. | PENSKE AUTOMOTIV |
| d. CUSIP (if any). | 70959W103 |
| At least one of the following other identifiers: |
| - ISIN | US70959W1036 |
| Balance. (2) |
| a. Balance | 250485.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43561846.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073645328292 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 571 |
| a. Name of issuer (if any). | Performance Food Group Co |
| b. LEI (if any) of issuer. (1) | 549300EUK8GR9IT1YK57 |
| c. Title of the issue or description of the investment. | PERFORMANCE FOOD |
| d. CUSIP (if any). | 71377A103 |
| At least one of the following other identifiers: |
| - ISIN | US71377A1034 |
| Balance. (2) |
| a. Balance | 2374432.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 247035905.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.417637034899 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 572 |
| a. Name of issuer (if any). | Revvity Inc |
| b. LEI (if any) of issuer. (1) | 549300IKL1SDPFI7N655 |
| c. Title of the issue or description of the investment. | REVVITY INC |
| d. CUSIP (if any). | 714046109 |
| At least one of the following other identifiers: |
| - ISIN | US7140461093 |
| Balance. (2) |
| a. Balance | 1760855.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 154338940.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.260924247069 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 573 |
| a. Name of issuer (if any). | Permian Resources Corp |
| b. LEI (if any) of issuer. (1) | 529900NXUJPOKU7OJ511 |
| c. Title of the issue or description of the investment. | PERMIAN RESOURCE |
| d. CUSIP (if any). | 71424F105 |
| At least one of the following other identifiers: |
| - ISIN | US71424F1057 |
| Balance. (2) |
| a. Balance | 5363267.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68649817.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.116058862926 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 574 |
| a. Name of issuer (if any). | Petco Health & Wellness Co Inc |
| b. LEI (if any) of issuer. (1) | 2549007TYGV6RVSE9M61 |
| c. Title of the issue or description of the investment. | PETCO HEALTH AND |
| d. CUSIP (if any). | 71601V105 |
| At least one of the following other identifiers: |
| - ISIN | US71601V1052 |
| Balance. (2) |
| a. Balance | 1097489.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4247282.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007180423584 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 575 |
| a. Name of issuer (if any). | Phillips Edison & Co Inc |
| b. LEI (if any) of issuer. (1) | 549300JPN4YHYPXTJQ85 |
| c. Title of the issue or description of the investment. | PHILLIPS EDISON |
| d. CUSIP (if any). | 71844V201 |
| At least one of the following other identifiers: |
| - ISIN | US71844V2016 |
| Balance. (2) |
| a. Balance | 952695.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32706019.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055292549191 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 576 |
| a. Name of issuer (if any). | Phinia Inc |
| b. LEI (if any) of issuer. (1) | 254900HG6MORZE1FFM18 |
| c. Title of the issue or description of the investment. | PHINIA INC |
| d. CUSIP (if any). | 71880K101 |
| At least one of the following other identifiers: |
| - ISIN | US71880K1016 |
| Balance. (2) |
| a. Balance | 560683.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32228058.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.054484512764 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 577 |
| a. Name of issuer (if any). | Piedmont Realty Trust Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PIEDMONT REALTY |
| d. CUSIP (if any). | 720190206 |
| At least one of the following other identifiers: |
| - ISIN | US7201902068 |
| Balance. (2) |
| a. Balance | 1888769.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16998921.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028738247401 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 578 |
| a. Name of issuer (if any). | Pilgrim's Pride Corp |
| b. LEI (if any) of issuer. (1) | 549300ZSLGV64ZL3HD75 |
| c. Title of the issue or description of the investment. | PILGRIM'S PRIDE |
| d. CUSIP (if any). | 72147K108 |
| At least one of the following other identifiers: |
| - ISIN | US72147K1088 |
| Balance. (2) |
| a. Balance | 720737.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29348410.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049616201275 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 579 |
| a. Name of issuer (if any). | Pinnacle Financial Partners Inc |
| b. LEI (if any) of issuer. (1) | 54930098EZ8JMSAZGS24 |
| c. Title of the issue or description of the investment. | PINNACLE FINL |
| d. CUSIP (if any). | 72346Q104 |
| At least one of the following other identifiers: |
| - ISIN | US72346Q1040 |
| Balance. (2) |
| a. Balance | 588323.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55178814.17000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093284886312 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 580 |
| a. Name of issuer (if any). | Pinnacle West Capital Corp |
| b. LEI (if any) of issuer. (1) | TWSEY0NEDUDCKS27AH81 |
| c. Title of the issue or description of the investment. | PINNACLE WEST |
| d. CUSIP (if any). | 723484101 |
| At least one of the following other identifiers: |
| - ISIN | US7234841010 |
| Balance. (2) |
| a. Balance | 1811722.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 162438994.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.274618136770 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 581 |
| a. Name of issuer (if any). | Piper Sandler Cos |
| b. LEI (if any) of issuer. (1) | QUQDBTUSOAKFEVMRMF78 |
| c. Title of the issue or description of the investment. | PIPER SANDLER CO |
| d. CUSIP (if any). | 724078100 |
| At least one of the following other identifiers: |
| - ISIN | US7240781002 |
| Balance. (2) |
| a. Balance | 254950.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 88465100.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.149558430476 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 582 |
| a. Name of issuer (if any). | Pitney Bowes Inc |
| b. LEI (if any) of issuer. (1) | 549300N2O26NW4ST6W55 |
| c. Title of the issue or description of the investment. | PITNEY BOWES INC |
| d. CUSIP (if any). | 724479100 |
| At least one of the following other identifiers: |
| - ISIN | US7244791007 |
| Balance. (2) |
| a. Balance | 2350069.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26814287.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.045332031487 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 583 |
| a. Name of issuer (if any). | Pivotal Software Inc |
| b. LEI (if any) of issuer. (1) | 549300ICCDQMMPQZNY30 |
| c. Title of the issue or description of the investment. | PIVOTAL SOFTWARE INC - TempLine |
| d. CUSIP (if any). | 725ESC016 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1047508101 |
| Description of other unique identifier. | VID |
| Balance. (2) |
| a. Balance | 1217861.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000020591 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 584 |
| a. Name of issuer (if any). | Plexus Corp |
| b. LEI (if any) of issuer. (1) | 549300W7HCBI5YT25I79 |
| c. Title of the issue or description of the investment. | PLEXUS CORP |
| d. CUSIP (if any). | 729132100 |
| At least one of the following other identifiers: |
| - ISIN | US7291321005 |
| Balance. (2) |
| a. Balance | 409401.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59236230.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.100144324024 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 585 |
| a. Name of issuer (if any). | Polaris Inc |
| b. LEI (if any) of issuer. (1) | 549300QJSN8UVWN1EI78 |
| c. Title of the issue or description of the investment. | POLARIS INC |
| d. CUSIP (if any). | 731068102 |
| At least one of the following other identifiers: |
| - ISIN | US7310681025 |
| Balance. (2) |
| a. Balance | 810286.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47101925.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.079630158814 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 586 |
| a. Name of issuer (if any). | Popular Inc |
| b. LEI (if any) of issuer. (1) | 5493008CARDZMVQ3LO89 |
| c. Title of the issue or description of the investment. | POPULAR INC |
| d. CUSIP (if any). | 733174700 |
| At least one of the following other identifiers: |
| - ISIN | PR7331747001 |
| Balance. (2) |
| a. Balance | 973983.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 123705580.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.209135720250 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 587 |
| a. Name of issuer (if any). | Portillo's Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PORTILLO'S-CL A |
| d. CUSIP (if any). | 73642K106 |
| At least one of the following other identifiers: |
| - ISIN | US73642K1060 |
| Balance. (2) |
| a. Balance | 246178.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1587848.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.002684404000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 588 |
| a. Name of issuer (if any). | Portland General Electric Co |
| b. LEI (if any) of issuer. (1) | GJOUP9M7C39GLSK9R870 |
| c. Title of the issue or description of the investment. | PORTLAND GENERAL |
| d. CUSIP (if any). | 736508847 |
| At least one of the following other identifiers: |
| - ISIN | US7365088472 |
| Balance. (2) |
| a. Balance | 1662083.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73131652.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.123635818299 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 589 |
| a. Name of issuer (if any). | Post Holdings Inc |
| b. LEI (if any) of issuer. (1) | JM1I5YUAURL6DC8N1468 |
| c. Title of the issue or description of the investment. | POST HOLDINGS IN |
| d. CUSIP (if any). | 737446104 |
| At least one of the following other identifiers: |
| - ISIN | US7374461041 |
| Balance. (2) |
| a. Balance | 350222.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37641860.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063637045046 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 590 |
| a. Name of issuer (if any). | PotlatchDeltic Corp |
| b. LEI (if any) of issuer. (1) | 54930084YA8UJOTXDM59 |
| c. Title of the issue or description of the investment. | POTLATCHDELTIC C |
| d. CUSIP (if any). | 737630103 |
| At least one of the following other identifiers: |
| - ISIN | US7376301039 |
| Balance. (2) |
| a. Balance | 556919.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22694449.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038367064426 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 591 |
| a. Name of issuer (if any). | Premier Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PREMIER INC-CL A |
| d. CUSIP (if any). | 74051N102 |
| At least one of the following other identifiers: |
| - ISIN | US74051N1028 |
| Balance. (2) |
| a. Balance | 1252314.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34814329.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058856841893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 592 |
| a. Name of issuer (if any). | Prestige Consumer Healthcare Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PRESTIGE CONSUME |
| d. CUSIP (if any). | 74112D101 |
| At least one of the following other identifiers: |
| - ISIN | US74112D1019 |
| Balance. (2) |
| a. Balance | 746591.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46587278.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078760100856 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 593 |
| a. Name of issuer (if any). | PriceSmart Inc |
| b. LEI (if any) of issuer. (1) | 549300JVYOSTGVSDZS46 |
| c. Title of the issue or description of the investment. | PRICESMART INC |
| d. CUSIP (if any). | 741511109 |
| At least one of the following other identifiers: |
| - ISIN | US7415111092 |
| Balance. (2) |
| a. Balance | 396567.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48059954.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.081249796332 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 594 |
| a. Name of issuer (if any). | Primoris Services Corp |
| b. LEI (if any) of issuer. (1) | 549300UF3OLBJ8D5K349 |
| c. Title of the issue or description of the investment. | PRIMORIS SERVICE |
| d. CUSIP (if any). | 74164F103 |
| At least one of the following other identifiers: |
| - ISIN | US74164F1030 |
| Balance. (2) |
| a. Balance | 778421.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 106900555.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.180725272130 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 595 |
| a. Name of issuer (if any). | Primerica Inc |
| b. LEI (if any) of issuer. (1) | 254900621R686KJR7022 |
| c. Title of the issue or description of the investment. | PRIMERICA INC |
| d. CUSIP (if any). | 74164M108 |
| At least one of the following other identifiers: |
| - ISIN | US74164M1080 |
| Balance. (2) |
| a. Balance | 491382.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136402729.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.230601423650 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 596 |
| a. Name of issuer (if any). | ProAssurance Corp |
| b. LEI (if any) of issuer. (1) | 54930015E5J57R675E89 |
| c. Title of the issue or description of the investment. | PROASSURANCE COR |
| d. CUSIP (if any). | 74267C106 |
| At least one of the following other identifiers: |
| - ISIN | US74267C1062 |
| Balance. (2) |
| a. Balance | 779965.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18711360.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031633284427 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 597 |
| a. Name of issuer (if any). | PROG Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300DHYTLBOVRXIG52 |
| c. Title of the issue or description of the investment. | PROG HOLDINGS IN |
| d. CUSIP (if any). | 74319R101 |
| At least one of the following other identifiers: |
| - ISIN | US74319R1014 |
| Balance. (2) |
| a. Balance | 569907.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18442190.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031178227946 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 598 |
| a. Name of issuer (if any). | Progress Software Corp |
| b. LEI (if any) of issuer. (1) | 549300R65B3JG6972S24 |
| c. Title of the issue or description of the investment. | PROGRESS SOFTWAR |
| d. CUSIP (if any). | 743312100 |
| At least one of the following other identifiers: |
| - ISIN | US7433121008 |
| Balance. (2) |
| a. Balance | 653973.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28729033.89000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048569087622 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 599 |
| a. Name of issuer (if any). | Prosperity Bancshares Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PROSPERITY BNCSH |
| d. CUSIP (if any). | 743606105 |
| At least one of the following other identifiers: |
| - ISIN | US7436061052 |
| Balance. (2) |
| a. Balance | 1369102.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90839917.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.153573278490 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 600 |
| a. Name of issuer (if any). | Proto Labs Inc |
| b. LEI (if any) of issuer. (1) | 529900QHG5MGWT2WQQ09 |
| c. Title of the issue or description of the investment. | PROTO LABS INC |
| d. CUSIP (if any). | 743713109 |
| At least one of the following other identifiers: |
| - ISIN | US7437131094 |
| Balance. (2) |
| a. Balance | 362211.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18121416.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030635929524 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 601 |
| a. Name of issuer (if any). | Provident Financial Services Inc |
| b. LEI (if any) of issuer. (1) | 529900JOSO3SXEDVE477 |
| c. Title of the issue or description of the investment. | PROVIDENT FINANC |
| d. CUSIP (if any). | 74386T105 |
| At least one of the following other identifiers: |
| - ISIN | US74386T1051 |
| Balance. (2) |
| a. Balance | 1882566.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36295872.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.061361527768 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 602 |
| a. Name of issuer (if any). | Quaker Chemical Corp |
| b. LEI (if any) of issuer. (1) | 549300PJQ1R3WCWCPS54 |
| c. Title of the issue or description of the investment. | QUAKER CHEMICAL |
| d. CUSIP (if any). | 747316107 |
| At least one of the following other identifiers: |
| - ISIN | US7473161070 |
| Balance. (2) |
| a. Balance | 211107.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27813347.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047021034707 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 603 |
| a. Name of issuer (if any). | Qorvo Inc |
| b. LEI (if any) of issuer. (1) | 254900YAUJV2EUEVBR11 |
| c. Title of the issue or description of the investment. | QORVO INC |
| d. CUSIP (if any). | 74736K101 |
| At least one of the following other identifiers: |
| - ISIN | US74736K1016 |
| Balance. (2) |
| a. Balance | 1405580.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128020226.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.216430027449 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 604 |
| a. Name of issuer (if any). | Quanex Building Products Corp |
| b. LEI (if any) of issuer. (1) | 5493000TL30VL5WOAW87 |
| c. Title of the issue or description of the investment. | QUANEX BUILDING |
| d. CUSIP (if any). | 747619104 |
| At least one of the following other identifiers: |
| - ISIN | US7476191041 |
| Balance. (2) |
| a. Balance | 697470.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9918023.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.016767335420 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 605 |
| a. Name of issuer (if any). | REV Group Inc |
| b. LEI (if any) of issuer. (1) | 549300SRD0SIG5ZZ3X20 |
| c. Title of the issue or description of the investment. | REV GROUP INC |
| d. CUSIP (if any). | 749527107 |
| At least one of the following other identifiers: |
| - ISIN | US7495271071 |
| Balance. (2) |
| a. Balance | 703264.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39853970.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.067376822038 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 606 |
| a. Name of issuer (if any). | RLI Corp |
| b. LEI (if any) of issuer. (1) | 529900AMTJE5ECN9PS55 |
| c. Title of the issue or description of the investment. | RLI CORP |
| d. CUSIP (if any). | 749607107 |
| At least one of the following other identifiers: |
| - ISIN | US7496071074 |
| Balance. (2) |
| a. Balance | 661696.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43155813.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072958891581 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 607 |
| a. Name of issuer (if any). | RLJ Lodging Trust |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RLJ LODGING TRUS |
| d. CUSIP (if any). | 74965L101 |
| At least one of the following other identifiers: |
| - ISIN | US74965L1017 |
| Balance. (2) |
| a. Balance | 2178546.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15685531.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.026517840529 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 608 |
| a. Name of issuer (if any). | RPC Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RPC INC |
| d. CUSIP (if any). | 749660106 |
| At least one of the following other identifiers: |
| - ISIN | US7496601060 |
| Balance. (2) |
| a. Balance | 753216.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3585308.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006061294885 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 609 |
| a. Name of issuer (if any). | RPM International Inc |
| b. LEI (if any) of issuer. (1) | 549300TJCKW4BRXPJ474 |
| c. Title of the issue or description of the investment. | RPM INTL INC |
| d. CUSIP (if any). | 749685103 |
| At least one of the following other identifiers: |
| - ISIN | US7496851038 |
| Balance. (2) |
| a. Balance | 1946225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 229421003.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.387857414200 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 610 |
| a. Name of issuer (if any). | Radian Group Inc |
| b. LEI (if any) of issuer. (1) | 54930005OUP720S5U385 |
| c. Title of the issue or description of the investment. | RADIAN GROUP INC |
| d. CUSIP (if any). | 750236101 |
| At least one of the following other identifiers: |
| - ISIN | US7502361014 |
| Balance. (2) |
| a. Balance | 2054842.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74426377.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.125824671007 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 611 |
| a. Name of issuer (if any). | Ralliant Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RALLIANT CORP |
| d. CUSIP (if any). | 750940108 |
| At least one of the following other identifiers: |
| - ISIN | US7509401086 |
| Balance. (2) |
| a. Balance | 1710284.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74790719.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126440624974 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 612 |
| a. Name of issuer (if any). | Ralph Lauren Corp |
| b. LEI (if any) of issuer. (1) | HO1QNWM0IXBZ0QSMMO20 |
| c. Title of the issue or description of the investment. | RALPH LAUREN COR |
| d. CUSIP (if any). | 751212101 |
| At least one of the following other identifiers: |
| - ISIN | US7512121010 |
| Balance. (2) |
| a. Balance | 557632.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174851089.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.295601931469 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 613 |
| a. Name of issuer (if any). | Range Resources Corp |
| b. LEI (if any) of issuer. (1) | H3Y3WLYCX0BTO1TRW162 |
| c. Title of the issue or description of the investment. | RANGE RESOURCES |
| d. CUSIP (if any). | 75281A109 |
| At least one of the following other identifiers: |
| - ISIN | US75281A1097 |
| Balance. (2) |
| a. Balance | 3432733.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129208070.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.218438187067 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 614 |
| a. Name of issuer (if any). | Rapid7 Inc |
| b. LEI (if any) of issuer. (1) | 549300GNVG5D60KEYN14 |
| c. Title of the issue or description of the investment. | RAPID7 INC |
| d. CUSIP (if any). | 753422104 |
| At least one of the following other identifiers: |
| - ISIN | US7534221046 |
| Balance. (2) |
| a. Balance | 466566.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8748112.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014789492893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 615 |
| a. Name of issuer (if any). | Rayonier Inc |
| b. LEI (if any) of issuer. (1) | HGV8VDVNL0W6SF2U9C50 |
| c. Title of the issue or description of the investment. | RAYONIER INC |
| d. CUSIP (if any). | 754907103 |
| At least one of the following other identifiers: |
| - ISIN | US7549071030 |
| Balance. (2) |
| a. Balance | 2338696.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62068991.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.104933368620 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 616 |
| a. Name of issuer (if any). | Red Rock Resorts Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RED ROCK RESOR-A |
| d. CUSIP (if any). | 75700L108 |
| At least one of the following other identifiers: |
| - ISIN | US75700L1089 |
| Balance. (2) |
| a. Balance | 383659.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23426218.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.039604188058 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 617 |
| a. Name of issuer (if any). | Redwood Trust Inc |
| b. LEI (if any) of issuer. (1) | DRBV4N1ERQLEMIF11G78 |
| c. Title of the issue or description of the investment. | REDWOOD TRUST |
| d. CUSIP (if any). | 758075402 |
| At least one of the following other identifiers: |
| - ISIN | US7580754023 |
| Balance. (2) |
| a. Balance | 1960416.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11350808.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.019189591321 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 618 |
| a. Name of issuer (if any). | Regal Rexnord Corp |
| b. LEI (if any) of issuer. (1) | QH78R09VCJGQKPBPYU33 |
| c. Title of the issue or description of the investment. | REGAL REXNORD CO |
| d. CUSIP (if any). | 758750103 |
| At least one of the following other identifiers: |
| - ISIN | US7587501039 |
| Balance. (2) |
| a. Balance | 1006914.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144431744.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.244175215371 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 619 |
| a. Name of issuer (if any). | Regency Centers Corp |
| b. LEI (if any) of issuer. (1) | 529900053A7X7FJ97S58 |
| c. Title of the issue or description of the investment. | REGENCY CENTERS |
| d. CUSIP (if any). | 758849103 |
| At least one of the following other identifiers: |
| - ISIN | US7588491032 |
| Balance. (2) |
| a. Balance | 2754195.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 200780815.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.339438529613 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 620 |
| a. Name of issuer (if any). | Reinsurance Group of America Inc |
| b. LEI (if any) of issuer. (1) | LORM1GNEU1DKEW527V90 |
| c. Title of the issue or description of the investment. | REINSURANCE GROU |
| d. CUSIP (if any). | 759351604 |
| At least one of the following other identifiers: |
| - ISIN | US7593516047 |
| Balance. (2) |
| a. Balance | 1002654.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 192639913.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.325675581392 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 621 |
| a. Name of issuer (if any). | Reliance Inc |
| b. LEI (if any) of issuer. (1) | 549300E287ZOFT3C5Z56 |
| c. Title of the issue or description of the investment. | RELIANCE INC |
| d. CUSIP (if any). | 759509102 |
| At least one of the following other identifiers: |
| - ISIN | US7595091023 |
| Balance. (2) |
| a. Balance | 797860.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 224063023.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.378799255049 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 622 |
| a. Name of issuer (if any). | Renasant Corp |
| b. LEI (if any) of issuer. (1) | 549300OVE6OZHW2UUH81 |
| c. Title of the issue or description of the investment. | RENASANT CORP |
| d. CUSIP (if any). | 75970E107 |
| At least one of the following other identifiers: |
| - ISIN | US75970E1073 |
| Balance. (2) |
| a. Balance | 1441477.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53176086.53000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.089899090096 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 623 |
| a. Name of issuer (if any). | Upbound Group Inc |
| b. LEI (if any) of issuer. (1) | 529900QUHE15UQNCCJ63 |
| c. Title of the issue or description of the investment. | UPBOUND GROUP IN |
| d. CUSIP (if any). | 76009N100 |
| At least one of the following other identifiers: |
| - ISIN | US76009N1000 |
| Balance. (2) |
| a. Balance | 746568.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17641401.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029824420654 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 624 |
| a. Name of issuer (if any). | Resideo Technologies Inc |
| b. LEI (if any) of issuer. (1) | 5493006TKFPYISY2DS54 |
| c. Title of the issue or description of the investment. | RESIDEO TECHN |
| d. CUSIP (if any). | 76118Y104 |
| At least one of the following other identifiers: |
| - ISIN | US76118Y1047 |
| Balance. (2) |
| a. Balance | 2031124.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87703934.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.148271608683 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 625 |
| a. Name of issuer (if any). | Reynolds Consumer Products Inc |
| b. LEI (if any) of issuer. (1) | 894500ZQLNYY77S80A06 |
| c. Title of the issue or description of the investment. | REYNOLDS CONSUME |
| d. CUSIP (if any). | 76171L106 |
| At least one of the following other identifiers: |
| - ISIN | US76171L1061 |
| Balance. (2) |
| a. Balance | 797716.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19520110.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033000551354 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 626 |
| a. Name of issuer (if any). | Rigetti Computing Inc |
| b. LEI (if any) of issuer. (1) | 52990024JHY459DH8W71 |
| c. Title of the issue or description of the investment. | RIGETTI COMPUTIN |
| d. CUSIP (if any). | 76655K103 |
| At least one of the following other identifiers: |
| - ISIN | US76655K1034 |
| Balance. (2) |
| a. Balance | 2335892.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69586222.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117641942279 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 6696792.00000000 |
| Schedule of Portfolio Investments Record: 627 |
| a. Name of issuer (if any). | RingCentral Inc |
| b. LEI (if any) of issuer. (1) | 549300C8EH0H1614VE84 |
| c. Title of the issue or description of the investment. | RINGCENTRAL IN-A |
| d. CUSIP (if any). | 76680R206 |
| At least one of the following other identifiers: |
| - ISIN | US76680R2067 |
| Balance. (2) |
| a. Balance | 1224833.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34711767.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058683451385 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 628 |
| a. Name of issuer (if any). | Robert Half Inc |
| b. LEI (if any) of issuer. (1) | 529900VPCUY9H3HLIC08 |
| c. Title of the issue or description of the investment. | ROBERT HALF INC |
| d. CUSIP (if any). | 770323103 |
| At least one of the following other identifiers: |
| - ISIN | US7703231032 |
| Balance. (2) |
| a. Balance | 1466235.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49822665.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.084229821503 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 629 |
| a. Name of issuer (if any). | Rubrik Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RUBRIK INC-A |
| d. CUSIP (if any). | 781154109 |
| At least one of the following other identifiers: |
| - ISIN | US7811541090 |
| Balance. (2) |
| a. Balance | 1780764.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 146467839.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.247617421923 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 630 |
| a. Name of issuer (if any). | Rush Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 529900V3XHTN7A6DFT17 |
| c. Title of the issue or description of the investment. | RUSH ENTER-CL A |
| d. CUSIP (if any). | 781846209 |
| At least one of the following other identifiers: |
| - ISIN | US7818462092 |
| Balance. (2) |
| a. Balance | 971814.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51962894.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.087848076952 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 631 |
| a. Name of issuer (if any). | Rush Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 529900V3XHTN7A6DFT17 |
| c. Title of the issue or description of the investment. | RUSH ENTER-CL B |
| d. CUSIP (if any). | 781846308 |
| At least one of the following other identifiers: |
| - ISIN | US7818463082 |
| Balance. (2) |
| a. Balance | 55406.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3181412.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.005378471968 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 632 |
| a. Name of issuer (if any). | Ryder System Inc |
| b. LEI (if any) of issuer. (1) | ZXJ6Y2OSPZXIVGRILD15 |
| c. Title of the issue or description of the investment. | RYDER SYSTEM INC |
| d. CUSIP (if any). | 783549108 |
| At least one of the following other identifiers: |
| - ISIN | US7835491082 |
| Balance. (2) |
| a. Balance | 587869.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 110895608.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.187479277244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 633 |
| a. Name of issuer (if any). | S&T Bancorp Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | S & T BANCORP |
| d. CUSIP (if any). | 783859101 |
| At least one of the following other identifiers: |
| - ISIN | US7838591011 |
| Balance. (2) |
| a. Balance | 581754.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21868132.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.036970100180 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 634 |
| a. Name of issuer (if any). | SEI Investments Co |
| b. LEI (if any) of issuer. (1) | 5LJTIFADGZ6XH1RVOC11 |
| c. Title of the issue or description of the investment. | SEI INVESTMENTS |
| d. CUSIP (if any). | 784117103 |
| At least one of the following other identifiers: |
| - ISIN | US7841171033 |
| Balance. (2) |
| a. Balance | 1687875.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 143216193.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.242120215033 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 635 |
| a. Name of issuer (if any). | SL Green Realty Corp |
| b. LEI (if any) of issuer. (1) | 549300VQZPJU97H3GT17 |
| c. Title of the issue or description of the investment. | SL GREEN REALTY |
| d. CUSIP (if any). | 78440X887 |
| At least one of the following other identifiers: |
| - ISIN | US78440X8873 |
| Balance. (2) |
| a. Balance | 1077421.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64440550.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.108942706943 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 636 |
| a. Name of issuer (if any). | SLM Corp |
| b. LEI (if any) of issuer. (1) | 4K8SLPBF5DXXGPW03H93 |
| c. Title of the issue or description of the investment. | SLM CORP |
| d. CUSIP (if any). | 78442P106 |
| At least one of the following other identifiers: |
| - ISIN | US78442P1066 |
| Balance. (2) |
| a. Balance | 3004587.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83166968.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.140601447973 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 637 |
| a. Name of issuer (if any). | SM Energy Co |
| b. LEI (if any) of issuer. (1) | 84BUTVXV5ODI6BXNMH43 |
| c. Title of the issue or description of the investment. | SM ENERGY CO |
| d. CUSIP (if any). | 78454L100 |
| At least one of the following other identifiers: |
| - ISIN | US78454L1008 |
| Balance. (2) |
| a. Balance | 1743868.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43544383.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073615806507 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 638 |
| a. Name of issuer (if any). | Sabra Health Care REIT Inc |
| b. LEI (if any) of issuer. (1) | 549300E3BC7GU7TAZ621 |
| c. Title of the issue or description of the investment. | SABRA HEALTH CAR |
| d. CUSIP (if any). | 78573L106 |
| At least one of the following other identifiers: |
| - ISIN | US78573L1061 |
| Balance. (2) |
| a. Balance | 3637712.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67806951.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.114633920170 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 639 |
| a. Name of issuer (if any). | Safehold Inc |
| b. LEI (if any) of issuer. (1) | QFFLKWYYS3UPWD86E794 |
| c. Title of the issue or description of the investment. | SAFEHOLD INC |
| d. CUSIP (if any). | 78646V107 |
| At least one of the following other identifiers: |
| - ISIN | US78646V1070 |
| Balance. (2) |
| a. Balance | 816435.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12646578.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021380209464 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 640 |
| a. Name of issuer (if any). | Safety Insurance Group Inc |
| b. LEI (if any) of issuer. (1) | 254900LDCFLA3J746840 |
| c. Title of the issue or description of the investment. | SAFETY INSURANCE |
| d. CUSIP (if any). | 78648T100 |
| At least one of the following other identifiers: |
| - ISIN | US78648T1007 |
| Balance. (2) |
| a. Balance | 214657.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15174103.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025653224436 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 641 |
| a. Name of issuer (if any). | SailPoint Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SAILPOINT INC |
| d. CUSIP (if any). | 78781J109 |
| At least one of the following other identifiers: |
| - ISIN | US78781J1097 |
| Balance. (2) |
| a. Balance | 844369.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18643667.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031518843440 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 9986784.00000000 |
| Schedule of Portfolio Investments Record: 642 |
| a. Name of issuer (if any). | Sally Beauty Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900VXW6E8ONDIQ271 |
| c. Title of the issue or description of the investment. | SALLY BEAUTY HOL |
| d. CUSIP (if any). | 79546E104 |
| At least one of the following other identifiers: |
| - ISIN | US79546E1047 |
| Balance. (2) |
| a. Balance | 1501040.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24436931.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041312891244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 643 |
| a. Name of issuer (if any). | Sandisk Corp/DE |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SANDISK CORP |
| d. CUSIP (if any). | 80004C200 |
| At least one of the following other identifiers: |
| - ISIN | US80004C2008 |
| Balance. (2) |
| a. Balance | 2101312.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 235767206.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.398586257717 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 644 |
| a. Name of issuer (if any). | Sanmina Corp |
| b. LEI (if any) of issuer. (1) | X5K24XLM8QYRXF00EB42 |
| c. Title of the issue or description of the investment. | SANMINA CORP |
| d. CUSIP (if any). | 801056102 |
| At least one of the following other identifiers: |
| - ISIN | US8010561020 |
| Balance. (2) |
| a. Balance | 767925.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 88395846.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.149441350609 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 645 |
| a. Name of issuer (if any). | Saul Centers Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SAUL CENTERS INC |
| d. CUSIP (if any). | 804395101 |
| At least one of the following other identifiers: |
| - ISIN | US8043951016 |
| Balance. (2) |
| a. Balance | 184852.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5891233.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.009959674402 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 646 |
| a. Name of issuer (if any). | Savers Value Village Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SAVERS VALUE VIL |
| d. CUSIP (if any). | 80517M109 |
| At least one of the following other identifiers: |
| - ISIN | US80517M1099 |
| Balance. (2) |
| a. Balance | 589976.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7817182.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013215668823 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 647 |
| a. Name of issuer (if any). | ScanSource Inc |
| b. LEI (if any) of issuer. (1) | 7FHBAN017QDY4K2KP156 |
| c. Title of the issue or description of the investment. | SCANSOURCE INC |
| d. CUSIP (if any). | 806037107 |
| At least one of the following other identifiers: |
| - ISIN | US8060371072 |
| Balance. (2) |
| a. Balance | 298806.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13144475.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022221951706 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 648 |
| a. Name of issuer (if any). | Henry Schein Inc |
| b. LEI (if any) of issuer. (1) | VGO3WGL8H45T73F4RR92 |
| c. Title of the issue or description of the investment. | HENRY SCHEIN INC |
| d. CUSIP (if any). | 806407102 |
| At least one of the following other identifiers: |
| - ISIN | US8064071025 |
| Balance. (2) |
| a. Balance | 1563724.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 103784361.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.175457058014 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 649 |
| a. Name of issuer (if any). | Schneider National Inc |
| b. LEI (if any) of issuer. (1) | 529900V6GZ6G6E3BLV72 |
| c. Title of the issue or description of the investment. | SCHNEIDER NATL-B |
| d. CUSIP (if any). | 80689H102 |
| At least one of the following other identifiers: |
| - ISIN | US80689H1023 |
| Balance. (2) |
| a. Balance | 629693.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13324303.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022525967463 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 650 |
| a. Name of issuer (if any). | Science Applications International Corp |
| b. LEI (if any) of issuer. (1) | 549300LZPNZIXQGZPZ48 |
| c. Title of the issue or description of the investment. | SCIENCE APPLICAT |
| d. CUSIP (if any). | 808625107 |
| At least one of the following other identifiers: |
| - ISIN | US8086251076 |
| Balance. (2) |
| a. Balance | 711074.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70659423.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.119456287274 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 651 |
| a. Name of issuer (if any). | Scotts Miracle-Gro Co/The |
| b. LEI (if any) of issuer. (1) | 2TH9E0JTOUXOEGI2R879 |
| c. Title of the issue or description of the investment. | SCOTTS MIRACLE |
| d. CUSIP (if any). | 810186106 |
| At least one of the following other identifiers: |
| - ISIN | US8101861065 |
| Balance. (2) |
| a. Balance | 656933.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37412334.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063249009770 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 652 |
| a. Name of issuer (if any). | Seaboard Corp |
| b. LEI (if any) of issuer. (1) | 87Q3KOXT29OW9W9YPT70 |
| c. Title of the issue or description of the investment. | SEABOARD CORP |
| d. CUSIP (if any). | 811543107 |
| At least one of the following other identifiers: |
| - ISIN | US8115431079 |
| Balance. (2) |
| a. Balance | 3638.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13267786.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022430418762 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 653 |
| a. Name of issuer (if any). | Sealed Air Corp |
| b. LEI (if any) of issuer. (1) | Q0M0CZB4YN6JZ65WXI09 |
| c. Title of the issue or description of the investment. | SEALED AIR CORP |
| d. CUSIP (if any). | 81211K100 |
| At least one of the following other identifiers: |
| - ISIN | US81211K1007 |
| Balance. (2) |
| a. Balance | 2231483.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78882924.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.133358875371 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 654 |
| a. Name of issuer (if any). | Select Medical Holdings Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SELECT MEDICAL |
| d. CUSIP (if any). | 81619Q105 |
| At least one of the following other identifiers: |
| - ISIN | US81619Q1058 |
| Balance. (2) |
| a. Balance | 1598843.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20529144.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034706415934 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 655 |
| a. Name of issuer (if any). | Selective Insurance Group Inc |
| b. LEI (if any) of issuer. (1) | 549300R3WGJWLE40R258 |
| c. Title of the issue or description of the investment. | SELECT INS GRP |
| d. CUSIP (if any). | 816300107 |
| At least one of the following other identifiers: |
| - ISIN | US8163001071 |
| Balance. (2) |
| a. Balance | 923109.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74836446.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126517931219 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 656 |
| a. Name of issuer (if any). | Sensient Technologies Corp |
| b. LEI (if any) of issuer. (1) | CMMZHMFZQG86EI7WZU92 |
| c. Title of the issue or description of the investment. | SENSIENT TECHNOL |
| d. CUSIP (if any). | 81725T100 |
| At least one of the following other identifiers: |
| - ISIN | US81725T1007 |
| Balance. (2) |
| a. Balance | 644225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60460516.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.102214091941 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 657 |
| a. Name of issuer (if any). | Service Corp International/US |
| b. LEI (if any) of issuer. (1) | 549300RKVM2ME20JHZ15 |
| c. Title of the issue or description of the investment. | SERVICE CORP INT |
| d. CUSIP (if any). | 817565104 |
| At least one of the following other identifiers: |
| - ISIN | US8175651046 |
| Balance. (2) |
| a. Balance | 2029262.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 168875183.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.285499109465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 658 |
| a. Name of issuer (if any). | ServisFirst Bancshares Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVISFIRST BANC |
| d. CUSIP (if any). | 81768T108 |
| At least one of the following other identifiers: |
| - ISIN | US81768T1088 |
| Balance. (2) |
| a. Balance | 372881.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30028106.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.050765290687 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 659 |
| a. Name of issuer (if any). | Shoals Technologies Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SHOALS TECHNOL-A |
| d. CUSIP (if any). | 82489W107 |
| At least one of the following other identifiers: |
| - ISIN | US82489W1071 |
| Balance. (2) |
| a. Balance | 633833.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4696702.53000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007940209809 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 660 |
| a. Name of issuer (if any). | Shutterstock Inc |
| b. LEI (if any) of issuer. (1) | 529900G2TDIS56V0LO22 |
| c. Title of the issue or description of the investment. | SHUTTERSTOCK INC |
| d. CUSIP (if any). | 825690100 |
| At least one of the following other identifiers: |
| - ISIN | US8256901005 |
| Balance. (2) |
| a. Balance | 188320.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3926472.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006638063895 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 661 |
| a. Name of issuer (if any). | Silgan Holdings Inc |
| b. LEI (if any) of issuer. (1) | KAF673KJXD92C8KSLU49 |
| c. Title of the issue or description of the investment. | SILGAN HOLDINGS |
| d. CUSIP (if any). | 827048109 |
| At least one of the following other identifiers: |
| - ISIN | US8270481091 |
| Balance. (2) |
| a. Balance | 1298500.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55848485.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094417026758 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 662 |
| a. Name of issuer (if any). | Simmons First National Corp |
| b. LEI (if any) of issuer. (1) | 549300IVR5AJKUVOGN05 |
| c. Title of the issue or description of the investment. | SIMMONS FIRST -A |
| d. CUSIP (if any). | 828730200 |
| At least one of the following other identifiers: |
| - ISIN | US8287302009 |
| Balance. (2) |
| a. Balance | 2195160.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42081217.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.071142187838 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 663 |
| a. Name of issuer (if any). | Simply Good Foods Co/The |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SIMPLY GOOD FOOD |
| d. CUSIP (if any). | 82900L102 |
| At least one of the following other identifiers: |
| - ISIN | US82900L1026 |
| Balance. (2) |
| a. Balance | 686375.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17035827.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028800641251 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 664 |
| a. Name of issuer (if any). | Sinclair Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SINCLAIR INC |
| d. CUSIP (if any). | 829242106 |
| At least one of the following other identifiers: |
| - ISIN | US8292421067 |
| Balance. (2) |
| a. Balance | 556715.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8406396.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014211790405 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 665 |
| a. Name of issuer (if any). | Sirius XM Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SIRIUS XM HOLDIN |
| d. CUSIP (if any). | 829933100 |
| At least one of the following other identifiers: |
| - ISIN | US8299331004 |
| Balance. (2) |
| a. Balance | 2809640.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 65394371.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.110555229502 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 666 |
| a. Name of issuer (if any). | SkyWest Inc |
| b. LEI (if any) of issuer. (1) | 529900UYS2KGS6Z42P09 |
| c. Title of the issue or description of the investment. | SKYWEST INC |
| d. CUSIP (if any). | 830879102 |
| At least one of the following other identifiers: |
| - ISIN | US8308791024 |
| Balance. (2) |
| a. Balance | 581923.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58553092.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098989415356 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 667 |
| a. Name of issuer (if any). | Skyworks Solutions Inc |
| b. LEI (if any) of issuer. (1) | 549300WZ3ORQ2BVKBD96 |
| c. Title of the issue or description of the investment. | SKYWORKS SOLUTIO |
| d. CUSIP (if any). | 83088M102 |
| At least one of the following other identifiers: |
| - ISIN | US83088M1027 |
| Balance. (2) |
| a. Balance | 2251672.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 173333710.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.293036661388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 668 |
| a. Name of issuer (if any). | Slide Insurance Holdings Inc |
| b. LEI (if any) of issuer. (1) | 2549004LDWZTPC69SX47 |
| c. Title of the issue or description of the investment. | SLIDE INSURANCE |
| d. CUSIP (if any). | 831349105 |
| At least one of the following other identifiers: |
| - ISIN | US8313491057 |
| Balance. (2) |
| a. Balance | 391197.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6175044.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.010439483827 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 669 |
| a. Name of issuer (if any). | J M Smucker Co/The |
| b. LEI (if any) of issuer. (1) | 5493000WDH6A0LHDJD55 |
| c. Title of the issue or description of the investment. | JM SMUCKER CO |
| d. CUSIP (if any). | 832696405 |
| At least one of the following other identifiers: |
| - ISIN | US8326964058 |
| Balance. (2) |
| a. Balance | 1537519.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166974563.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.282285935248 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 670 |
| a. Name of issuer (if any). | Snap Inc |
| b. LEI (if any) of issuer. (1) | 549300JNC0L6VP8A2Q35 |
| c. Title of the issue or description of the investment. | SNAP INC - A |
| d. CUSIP (if any). | 83304A106 |
| At least one of the following other identifiers: |
| - ISIN | US83304A1060 |
| Balance. (2) |
| a. Balance | 16334742.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125940860.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.212914667711 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 671 |
| a. Name of issuer (if any). | Solventum Corp |
| b. LEI (if any) of issuer. (1) | 254900I70403OSGY4M28 |
| c. Title of the issue or description of the investment. | SOLVENTUM |
| d. CUSIP (if any). | 83444M101 |
| At least one of the following other identifiers: |
| - ISIN | US83444M1018 |
| Balance. (2) |
| a. Balance | 2235779.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 163211867.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.275924749145 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 672 |
| a. Name of issuer (if any). | Sonic Automotive Inc |
| b. LEI (if any) of issuer. (1) | 549300NTLRGJ2JCBZU03 |
| c. Title of the issue or description of the investment. | SONIC AUTOMOTI-A |
| d. CUSIP (if any). | 83545G102 |
| At least one of the following other identifiers: |
| - ISIN | US83545G1022 |
| Balance. (2) |
| a. Balance | 218136.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16597968.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.028060399694 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 673 |
| a. Name of issuer (if any). | Sonoco Products Co |
| b. LEI (if any) of issuer. (1) | GKOMIK4RDJGHEF0VNP11 |
| c. Title of the issue or description of the investment. | SONOCO PRODUCTS |
| d. CUSIP (if any). | 835495102 |
| At least one of the following other identifiers: |
| - ISIN | US8354951027 |
| Balance. (2) |
| a. Balance | 1496276.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64474532.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.109000158059 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 674 |
| a. Name of issuer (if any). | SoundHound AI Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SOUNDHOUND AI-A |
| d. CUSIP (if any). | 836100107 |
| At least one of the following other identifiers: |
| - ISIN | US8361001071 |
| Balance. (2) |
| a. Balance | 2703291.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43468919.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073488226490 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 36538584.00000000 |
| Schedule of Portfolio Investments Record: 675 |
| a. Name of issuer (if any). | SOUTHSTATE BANK CORP |
| b. LEI (if any) of issuer. (1) | 549300JZUANXM0YQ4W53 |
| c. Title of the issue or description of the investment. | SOUTHSTATE BANK |
| d. CUSIP (if any). | 84472E102 |
| At least one of the following other identifiers: |
| - ISIN | US84472E1029 |
| Balance. (2) |
| a. Balance | 1535358.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 151800845.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.256633362349 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 676 |
| a. Name of issuer (if any). | Southwest Gas Holdings Inc |
| b. LEI (if any) of issuer. (1) | 254900LKF9EV0CUKNE09 |
| c. Title of the issue or description of the investment. | SOUTHWEST GAS HO |
| d. CUSIP (if any). | 844895102 |
| At least one of the following other identifiers: |
| - ISIN | US8448951025 |
| Balance. (2) |
| a. Balance | 978038.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76619496.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.129532342567 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 677 |
| a. Name of issuer (if any). | Spectrum Brands Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300JM0MJETDD30O20 |
| c. Title of the issue or description of the investment. | SPECTRUM BRANDS |
| d. CUSIP (if any). | 84790A105 |
| At least one of the following other identifiers: |
| - ISIN | US84790A1051 |
| Balance. (2) |
| a. Balance | 348873.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18326298.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030982302094 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 678 |
| a. Name of issuer (if any). | Spire Inc |
| b. LEI (if any) of issuer. (1) | 549300NXSY15DRY2R511 |
| c. Title of the issue or description of the investment. | SPIRE INC |
| d. CUSIP (if any). | 84857L101 |
| At least one of the following other identifiers: |
| - ISIN | US84857L1017 |
| Balance. (2) |
| a. Balance | 850671.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69346699.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117237006911 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 679 |
| a. Name of issuer (if any). | Spirit MTA REIT |
| b. LEI (if any) of issuer. (1) | 5493001XMVHW4G48PP41 |
| c. Title of the issue or description of the investment. | SPIRIT MTA REIT RTS |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9013463 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 334911.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30141.99000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000050957820 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 680 |
| a. Name of issuer (if any). | STAG Industrial Inc |
| b. LEI (if any) of issuer. (1) | 549300QWYX2W6FASVQ07 |
| c. Title of the issue or description of the investment. | STAG INDUSTRIAL |
| d. CUSIP (if any). | 85254J102 |
| At least one of the following other identifiers: |
| - ISIN | US85254J1025 |
| Balance. (2) |
| a. Balance | 2832220.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 99949043.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.168973098248 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 681 |
| a. Name of issuer (if any). | Standex International Corp |
| b. LEI (if any) of issuer. (1) | RCX52GR0JW2LRRMH9Z54 |
| c. Title of the issue or description of the investment. | STANDEX INTL CO |
| d. CUSIP (if any). | 854231107 |
| At least one of the following other identifiers: |
| - ISIN | US8542311076 |
| Balance. (2) |
| a. Balance | 183083.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38795287.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.065587020254 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 682 |
| a. Name of issuer (if any). | Stanley Black & Decker Inc |
| b. LEI (if any) of issuer. (1) | 549300DJ09SMTO561131 |
| c. Title of the issue or description of the investment. | STANLEY BLACK & |
| d. CUSIP (if any). | 854502101 |
| At least one of the following other identifiers: |
| - ISIN | US8545021011 |
| Balance. (2) |
| a. Balance | 2348246.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174545125.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.295084669792 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 683 |
| a. Name of issuer (if any). | Starwood Property Trust Inc |
| b. LEI (if any) of issuer. (1) | BUGSFQZERKRBFWIG5267 |
| c. Title of the issue or description of the investment. | STARWOOD PROPERT |
| d. CUSIP (if any). | 85571B105 |
| At least one of the following other identifiers: |
| - ISIN | US85571B1052 |
| Balance. (2) |
| a. Balance | 5291080.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 102488219.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.173265809669 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 684 |
| a. Name of issuer (if any). | Steel Dynamics Inc |
| b. LEI (if any) of issuer. (1) | 549300HGGKEL4FYTTQ83 |
| c. Title of the issue or description of the investment. | STEEL DYNAMICS |
| d. CUSIP (if any). | 858119100 |
| At least one of the following other identifiers: |
| - ISIN | US8581191009 |
| Balance. (2) |
| a. Balance | 1060741.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 147899117.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.250037130761 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 685 |
| a. Name of issuer (if any). | Steelcase Inc |
| b. LEI (if any) of issuer. (1) | GIE4CCPBJDI8SMV1OX95 |
| c. Title of the issue or description of the investment. | STEELCASE INC-A |
| d. CUSIP (if any). | 858155203 |
| At least one of the following other identifiers: |
| - ISIN | US8581552036 |
| Balance. (2) |
| a. Balance | 1566315.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26940618.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.045545605231 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 686 |
| a. Name of issuer (if any). | Stepan Co |
| b. LEI (if any) of issuer. (1) | IZU1EW9GB3WC7CYCSR17 |
| c. Title of the issue or description of the investment. | STEPAN CO |
| d. CUSIP (if any). | 858586100 |
| At least one of the following other identifiers: |
| - ISIN | US8585861003 |
| Balance. (2) |
| a. Balance | 325950.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15547815.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.026285018561 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 687 |
| a. Name of issuer (if any). | StepStone Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | STEPSTONE GROU-A |
| d. CUSIP (if any). | 85914M107 |
| At least one of the following other identifiers: |
| - ISIN | US85914M1071 |
| Balance. (2) |
| a. Balance | 506458.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33076771.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055919340786 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 688 |
| a. Name of issuer (if any). | Stifel Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300E5F07FE5GHJX84 |
| c. Title of the issue or description of the investment. | STIFEL FINANCIAL |
| d. CUSIP (if any). | 860630102 |
| At least one of the following other identifiers: |
| - ISIN | US8606301021 |
| Balance. (2) |
| a. Balance | 1472490.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 167083440.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.282470001713 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 689 |
| a. Name of issuer (if any). | Strategic Education Inc |
| b. LEI (if any) of issuer. (1) | 2549002UYIM8Q5EC8H36 |
| c. Title of the issue or description of the investment. | STRATEGIC EDUCAT |
| d. CUSIP (if any). | 86272C103 |
| At least one of the following other identifiers: |
| - ISIN | US86272C1036 |
| Balance. (2) |
| a. Balance | 326320.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28066783.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047449491609 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 690 |
| a. Name of issuer (if any). | Stubhub Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | STUBHUB HOLDIN-A |
| d. CUSIP (if any). | 86384P109 |
| At least one of the following other identifiers: |
| - ISIN | US86384P1093 |
| Balance. (2) |
| a. Balance | 27628.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 465255.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000786557466 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 436156.00000000 |
| Schedule of Portfolio Investments Record: 691 |
| a. Name of issuer (if any). | Summit Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SUMMIT THERAPEUT |
| d. CUSIP (if any). | 86627T108 |
| At least one of the following other identifiers: |
| - ISIN | US86627T1088 |
| Balance. (2) |
| a. Balance | 1690380.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34923250.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.059040983927 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 32871010.36000000 |
| Schedule of Portfolio Investments Record: 692 |
| a. Name of issuer (if any). | Sunrun Inc |
| b. LEI (if any) of issuer. (1) | 54930007SJ77CI66U531 |
| c. Title of the issue or description of the investment. | SUNRUN INC |
| d. CUSIP (if any). | 86771W105 |
| At least one of the following other identifiers: |
| - ISIN | US86771W1053 |
| Balance. (2) |
| a. Balance | 3325260.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57493745.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.097198491558 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 693 |
| a. Name of issuer (if any). | Sunstone Hotel Investors Inc |
| b. LEI (if any) of issuer. (1) | 529900ZQ2V52V96ATF67 |
| c. Title of the issue or description of the investment. | SUNSTONE HOTEL |
| d. CUSIP (if any). | 867892101 |
| At least one of the following other identifiers: |
| - ISIN | US8678921011 |
| Balance. (2) |
| a. Balance | 1440945.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13501654.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022825795334 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 694 |
| a. Name of issuer (if any). | Supernus Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300GRM36VBKISYJ58 |
| c. Title of the issue or description of the investment. | SUPERNUS PHARMAC |
| d. CUSIP (if any). | 868459108 |
| At least one of the following other identifiers: |
| - ISIN | US8684591089 |
| Balance. (2) |
| a. Balance | 808111.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38619624.69000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.065290045696 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 695 |
| a. Name of issuer (if any). | Surgery Partners Inc |
| b. LEI (if any) of issuer. (1) | 549300LC82HG33S19I03 |
| c. Title of the issue or description of the investment. | SURGERY PARTNERS |
| d. CUSIP (if any). | 86881A100 |
| At least one of the following other identifiers: |
| - ISIN | US86881A1007 |
| Balance. (2) |
| a. Balance | 1166998.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25253836.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042693945544 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 696 |
| a. Name of issuer (if any). | Synaptics Inc |
| b. LEI (if any) of issuer. (1) | 549300AJ3LI4FWNRQX29 |
| c. Title of the issue or description of the investment. | SYNAPTICS INC |
| d. CUSIP (if any). | 87157D109 |
| At least one of the following other identifiers: |
| - ISIN | US87157D1090 |
| Balance. (2) |
| a. Balance | 557104.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38072487.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064365059460 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 697 |
| a. Name of issuer (if any). | Synovus Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300EIUS8UN5JTLE54 |
| c. Title of the issue or description of the investment. | SYNOVUS FINL |
| d. CUSIP (if any). | 87161C501 |
| At least one of the following other identifiers: |
| - ISIN | US87161C5013 |
| Balance. (2) |
| a. Balance | 2000395.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98179386.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.165981329156 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 698 |
| a. Name of issuer (if any). | TD SYNNEX Corp |
| b. LEI (if any) of issuer. (1) | 5493004HI6PFLF46NS53 |
| c. Title of the issue or description of the investment. | TD SYNNEX CORP |
| d. CUSIP (if any). | 87162W100 |
| At least one of the following other identifiers: |
| - ISIN | US87162W1009 |
| Balance. (2) |
| a. Balance | 1125944.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 184373330.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.311700158600 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 699 |
| a. Name of issuer (if any). | TPG Inc |
| b. LEI (if any) of issuer. (1) | 549300NLO4R8MX77XJ02 |
| c. Title of the issue or description of the investment. | TPG INC |
| d. CUSIP (if any). | 872657101 |
| At least one of the following other identifiers: |
| - ISIN | US8726571016 |
| Balance. (2) |
| a. Balance | 1925577.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 110624398.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.187020772496 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 700 |
| a. Name of issuer (if any). | Tri Pointe Homes Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRI POINTE HOMES |
| d. CUSIP (if any). | 87265H109 |
| At least one of the following other identifiers: |
| - ISIN | US87265H1095 |
| Balance. (2) |
| a. Balance | 1261148.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42841197.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072427004893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 701 |
| a. Name of issuer (if any). | TTM Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300SC4BDOIS008048 |
| c. Title of the issue or description of the investment. | TTM TECHNOLOGIES |
| d. CUSIP (if any). | 87305R109 |
| At least one of the following other identifiers: |
| - ISIN | US87305R1095 |
| Balance. (2) |
| a. Balance | 1488930.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85762368.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144989211332 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 702 |
| a. Name of issuer (if any). | Talen Energy Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TALEN ENERGY COR |
| d. CUSIP (if any). | 87422Q109 |
| At least one of the following other identifiers: |
| - ISIN | US87422Q1094 |
| Balance. (2) |
| a. Balance | 346527.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 147405655.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.249202887007 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 703 |
| a. Name of issuer (if any). | Tanger Inc |
| b. LEI (if any) of issuer. (1) | UKEW8YSXE4Y581KYOL30 |
| c. Title of the issue or description of the investment. | TANGER INC |
| d. CUSIP (if any). | 875465106 |
| At least one of the following other identifiers: |
| - ISIN | US8754651060 |
| Balance. (2) |
| a. Balance | 1631034.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55194190.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093310881521 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 704 |
| a. Name of issuer (if any). | Tapestry Inc |
| b. LEI (if any) of issuer. (1) | 549300LJNVY5SW3VTN33 |
| c. Title of the issue or description of the investment. | TAPESTRY INC |
| d. CUSIP (if any). | 876030107 |
| At least one of the following other identifiers: |
| - ISIN | US8760301072 |
| Balance. (2) |
| a. Balance | 3157285.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 357467807.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.604332374723 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 705 |
| a. Name of issuer (if any). | TaskUS Inc |
| b. LEI (if any) of issuer. (1) | 549300VFPOK2Y6GLWE32 |
| c. Title of the issue or description of the investment. | TASKUS INC-A |
| d. CUSIP (if any). | 87652V109 |
| At least one of the following other identifiers: |
| - ISIN | US87652V1098 |
| Balance. (2) |
| a. Balance | 264309.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4717915.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007976072550 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 706 |
| a. Name of issuer (if any). | Taylor Morrison Home Corp |
| b. LEI (if any) of issuer. (1) | 5299009UDLLGLKOOJE30 |
| c. Title of the issue or description of the investment. | TAYLOR MORRISON |
| d. CUSIP (if any). | 87724P106 |
| At least one of the following other identifiers: |
| - ISIN | US87724P1066 |
| Balance. (2) |
| a. Balance | 1424514.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94032169.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.158970074654 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 707 |
| a. Name of issuer (if any). | TEGNA Inc |
| b. LEI (if any) of issuer. (1) | 549300YC5EDBGX85AO10 |
| c. Title of the issue or description of the investment. | TEGNA INC |
| d. CUSIP (if any). | 87901J105 |
| At least one of the following other identifiers: |
| - ISIN | US87901J1051 |
| Balance. (2) |
| a. Balance | 2440554.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49616462.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083881217148 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 708 |
| a. Name of issuer (if any). | Teleflex Inc |
| b. LEI (if any) of issuer. (1) | UUL85LWXB4NGSWWXIQ25 |
| c. Title of the issue or description of the investment. | TELEFLEX INC |
| d. CUSIP (if any). | 879369106 |
| At least one of the following other identifiers: |
| - ISIN | US8793691069 |
| Balance. (2) |
| a. Balance | 670411.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82031489.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.138681817108 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 709 |
| a. Name of issuer (if any). | Telephone and Data Systems Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TELEPHONE & DATA |
| d. CUSIP (if any). | 879433829 |
| At least one of the following other identifiers: |
| - ISIN | US8794338298 |
| Balance. (2) |
| a. Balance | 1392654.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54647742.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.092387061337 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 710 |
| a. Name of issuer (if any). | Tenet Healthcare Corp |
| b. LEI (if any) of issuer. (1) | 0W9AIBT6U6ADJ2I8HK17 |
| c. Title of the issue or description of the investment. | TENET HEALTHCARE |
| d. CUSIP (if any). | 88033G407 |
| At least one of the following other identifiers: |
| - ISIN | US88033G4073 |
| Balance. (2) |
| a. Balance | 1340308.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 272136136.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.460071295841 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 711 |
| a. Name of issuer (if any). | Teradata Corp |
| b. LEI (if any) of issuer. (1) | 549300JU9SOUHV4U4R71 |
| c. Title of the issue or description of the investment. | TERADATA CORP |
| d. CUSIP (if any). | 88076W103 |
| At least one of the following other identifiers: |
| - ISIN | US88076W1036 |
| Balance. (2) |
| a. Balance | 1361941.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29295350.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049526498897 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 712 |
| a. Name of issuer (if any). | Teradyne Inc |
| b. LEI (if any) of issuer. (1) | C3X4YJ278QNZHRJULN75 |
| c. Title of the issue or description of the investment. | TERADYNE INC |
| d. CUSIP (if any). | 880770102 |
| At least one of the following other identifiers: |
| - ISIN | US8807701029 |
| Balance. (2) |
| a. Balance | 1206587.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166074634.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.280764522554 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 713 |
| a. Name of issuer (if any). | Terex Corp |
| b. LEI (if any) of issuer. (1) | YAWJZJYEQ7M1SYMOS462 |
| c. Title of the issue or description of the investment. | TEREX CORP |
| d. CUSIP (if any). | 880779103 |
| At least one of the following other identifiers: |
| - ISIN | US8807791038 |
| Balance. (2) |
| a. Balance | 945431.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48500610.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.081994765309 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 714 |
| a. Name of issuer (if any). | Terreno Realty Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TERRENO REALTY C |
| d. CUSIP (if any). | 88146M101 |
| At least one of the following other identifiers: |
| - ISIN | US88146M1018 |
| Balance. (2) |
| a. Balance | 783550.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44466462.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.075174665520 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 715 |
| a. Name of issuer (if any). | Tetra Tech Inc |
| b. LEI (if any) of issuer. (1) | 549300UJ1LP7JGJC5P32 |
| c. Title of the issue or description of the investment. | TETRA TECH INC |
| d. CUSIP (if any). | 88162G103 |
| At least one of the following other identifiers: |
| - ISIN | US88162G1031 |
| Balance. (2) |
| a. Balance | 3986352.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133064429.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.224957719537 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 716 |
| a. Name of issuer (if any). | Texas Capital Bancshares Inc |
| b. LEI (if any) of issuer. (1) | 549300466Q2SXRX0YM48 |
| c. Title of the issue or description of the investment. | TEXAS CAPITAL BA |
| d. CUSIP (if any). | 88224Q107 |
| At least one of the following other identifiers: |
| - ISIN | US88224Q1076 |
| Balance. (2) |
| a. Balance | 694115.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58673540.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.099193045001 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 717 |
| a. Name of issuer (if any). | Textron Inc |
| b. LEI (if any) of issuer. (1) | 3PPKBHUG1HD6BO7RNR87 |
| c. Title of the issue or description of the investment. | TEXTRON INC |
| d. CUSIP (if any). | 883203101 |
| At least one of the following other identifiers: |
| - ISIN | US8832031012 |
| Balance. (2) |
| a. Balance | 2703426.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 228412462.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.386152383657 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 718 |
| a. Name of issuer (if any). | Thermon Group Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900ZNZBBLDE77MZ38 |
| c. Title of the issue or description of the investment. | THERMON GROUP HO |
| d. CUSIP (if any). | 88362T103 |
| At least one of the following other identifiers: |
| - ISIN | US88362T1034 |
| Balance. (2) |
| a. Balance | 476550.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12733416.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021527016877 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 719 |
| a. Name of issuer (if any). | Thor Industries Inc |
| b. LEI (if any) of issuer. (1) | 254900XZO1228PDSG060 |
| c. Title of the issue or description of the investment. | THOR INDUSTRIES |
| d. CUSIP (if any). | 885160101 |
| At least one of the following other identifiers: |
| - ISIN | US8851601018 |
| Balance. (2) |
| a. Balance | 766766.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79505966.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.134412186297 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1265018.00000000 |
| Schedule of Portfolio Investments Record: 720 |
| a. Name of issuer (if any). | Timken Co/The |
| b. LEI (if any) of issuer. (1) | B0I35MLPFXZSE70ASS73 |
| c. Title of the issue or description of the investment. | TIMKEN CO |
| d. CUSIP (if any). | 887389104 |
| At least one of the following other identifiers: |
| - ISIN | US8873891043 |
| Balance. (2) |
| a. Balance | 950869.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 71486331.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.120854251758 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 721 |
| a. Name of issuer (if any). | Toll Brothers Inc |
| b. LEI (if any) of issuer. (1) | 529900JB6IS9MSZGVR44 |
| c. Title of the issue or description of the investment. | TOLL BROTHERS |
| d. CUSIP (if any). | 889478103 |
| At least one of the following other identifiers: |
| - ISIN | US8894781033 |
| Balance. (2) |
| a. Balance | 1489434.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 205750412.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.347840093192 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 722 |
| a. Name of issuer (if any). | Tompkins Financial Corp |
| b. LEI (if any) of issuer. (1) | 254900QDQ6V0QJ0Z2348 |
| c. Title of the issue or description of the investment. | TOMPKINS FINANCI |
| d. CUSIP (if any). | 890110109 |
| At least one of the following other identifiers: |
| - ISIN | US8901101092 |
| Balance. (2) |
| a. Balance | 197050.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13046680.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022056619474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 723 |
| a. Name of issuer (if any). | Towne Bank/Portsmouth VA |
| b. LEI (if any) of issuer. (1) | 54930039UO39UJGI7078 |
| c. Title of the issue or description of the investment. | TOWNE BANK |
| d. CUSIP (if any). | 89214P109 |
| At least one of the following other identifiers: |
| - ISIN | US89214P1093 |
| Balance. (2) |
| a. Balance | 1042197.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36028750.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.060909933012 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 724 |
| a. Name of issuer (if any). | Travel + Leisure Co |
| b. LEI (if any) of issuer. (1) | T4VNTWMFQ7JQB65L7T35 |
| c. Title of the issue or description of the investment. | TRAVEL + LEISURE |
| d. CUSIP (if any). | 894164102 |
| At least one of the following other identifiers: |
| - ISIN | US8941641024 |
| Balance. (2) |
| a. Balance | 935635.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55660926.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094099941183 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 725 |
| a. Name of issuer (if any). | TreeHouse Foods Inc |
| b. LEI (if any) of issuer. (1) | 5493007M7EVHE470Q576 |
| c. Title of the issue or description of the investment. | TREEHOUSE FOODS |
| d. CUSIP (if any). | 89469A104 |
| At least one of the following other identifiers: |
| - ISIN | US89469A1043 |
| Balance. (2) |
| a. Balance | 651191.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13160570.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022249160388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 726 |
| a. Name of issuer (if any). | TriMas Corp |
| b. LEI (if any) of issuer. (1) | 75G1WUQ8QK4P5MZOYD78 |
| c. Title of the issue or description of the investment. | TRIMAS CORP |
| d. CUSIP (if any). | 896215209 |
| At least one of the following other identifiers: |
| - ISIN | US8962152091 |
| Balance. (2) |
| a. Balance | 554900.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21441336.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.036248560634 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 727 |
| a. Name of issuer (if any). | TriNet Group Inc |
| b. LEI (if any) of issuer. (1) | 5299003FJVBETSFKE990 |
| c. Title of the issue or description of the investment. | TRINET GROUP INC |
| d. CUSIP (if any). | 896288107 |
| At least one of the following other identifiers: |
| - ISIN | US8962881079 |
| Balance. (2) |
| a. Balance | 442275.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29583774.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.050014106061 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 728 |
| a. Name of issuer (if any). | Trinity Industries Inc |
| b. LEI (if any) of issuer. (1) | R1JB4KXN77XFCXOQKV49 |
| c. Title of the issue or description of the investment. | TRINITY INDUSTRI |
| d. CUSIP (if any). | 896522109 |
| At least one of the following other identifiers: |
| - ISIN | US8965221091 |
| Balance. (2) |
| a. Balance | 1226360.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34387134.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058134629592 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 729 |
| a. Name of issuer (if any). | Trustmark Corp |
| b. LEI (if any) of issuer. (1) | 5493000HPQ4D2RZ79739 |
| c. Title of the issue or description of the investment. | TRUSTMARK CORP |
| d. CUSIP (if any). | 898402102 |
| At least one of the following other identifiers: |
| - ISIN | US8984021027 |
| Balance. (2) |
| a. Balance | 824227.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32639389.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055179904763 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 730 |
| a. Name of issuer (if any). | Two Harbors Investment Corp |
| b. LEI (if any) of issuer. (1) | 549300ZUIBT6KH4HU823 |
| c. Title of the issue or description of the investment. | TWO HARBORS INVE |
| d. CUSIP (if any). | 90187B804 |
| At least one of the following other identifiers: |
| - ISIN | US90187B8046 |
| Balance. (2) |
| a. Balance | 1579683.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15591471.21000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.026358823420 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 731 |
| a. Name of issuer (if any). | UGI Corp |
| b. LEI (if any) of issuer. (1) | DX6GCWD4Q1JO9CRE5I40 |
| c. Title of the issue or description of the investment. | UGI CORP |
| d. CUSIP (if any). | 902681105 |
| At least one of the following other identifiers: |
| - ISIN | US9026811052 |
| Balance. (2) |
| a. Balance | 3260465.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 108443065.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.183333027830 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 732 |
| a. Name of issuer (if any). | UMB Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300MGEH3N3CUCV828 |
| c. Title of the issue or description of the investment. | UMB FINANCIAL |
| d. CUSIP (if any). | 902788108 |
| At least one of the following other identifiers: |
| - ISIN | US9027881088 |
| Balance. (2) |
| a. Balance | 1036662.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 122688947.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.207417007961 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 733 |
| a. Name of issuer (if any). | UFP Industries Inc |
| b. LEI (if any) of issuer. (1) | 5493007KB485C9OV5572 |
| c. Title of the issue or description of the investment. | UFP INDUSTRIES I |
| d. CUSIP (if any). | 90278Q108 |
| At least one of the following other identifiers: |
| - ISIN | US90278Q1085 |
| Balance. (2) |
| a. Balance | 844071.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78912197.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.133408365334 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 734 |
| a. Name of issuer (if any). | Under Armour Inc |
| b. LEI (if any) of issuer. (1) | 549300D4549QKWETZ406 |
| c. Title of the issue or description of the investment. | UNDER ARMOUR-A |
| d. CUSIP (if any). | 904311107 |
| At least one of the following other identifiers: |
| - ISIN | US9043111072 |
| Balance. (2) |
| a. Balance | 2866122.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14301948.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024178766544 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 735 |
| a. Name of issuer (if any). | Under Armour Inc |
| b. LEI (if any) of issuer. (1) | 549300D4549QKWETZ406 |
| c. Title of the issue or description of the investment. | UNDER ARMO-C |
| d. CUSIP (if any). | 904311206 |
| At least one of the following other identifiers: |
| - ISIN | US9043112062 |
| Balance. (2) |
| a. Balance | 1713329.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8275379.07000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013990293328 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 736 |
| a. Name of issuer (if any). | UniFirst Corp/MA |
| b. LEI (if any) of issuer. (1) | 5493003XBTNWBC8UK019 |
| c. Title of the issue or description of the investment. | UNIFIRST CORP/MA |
| d. CUSIP (if any). | 904708104 |
| At least one of the following other identifiers: |
| - ISIN | US9047081040 |
| Balance. (2) |
| a. Balance | 227432.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38024356.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.064283689082 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 737 |
| a. Name of issuer (if any). | United Community Banks Inc/GA |
| b. LEI (if any) of issuer. (1) | 549300GVW0FV66X3U703 |
| c. Title of the issue or description of the investment. | UNITED COMMUNITY |
| d. CUSIP (if any). | 90984P303 |
| At least one of the following other identifiers: |
| - ISIN | US90984P3038 |
| Balance. (2) |
| a. Balance | 1842821.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57772438.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.097669647754 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 738 |
| a. Name of issuer (if any). | United Bankshares Inc/WV |
| b. LEI (if any) of issuer. (1) | 5299005O3BAMJ9Z92V62 |
| c. Title of the issue or description of the investment. | UNITED BANKSHS |
| d. CUSIP (if any). | 909907107 |
| At least one of the following other identifiers: |
| - ISIN | US9099071071 |
| Balance. (2) |
| a. Balance | 2148828.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79957889.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.135176204481 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 739 |
| a. Name of issuer (if any). | United Natural Foods Inc |
| b. LEI (if any) of issuer. (1) | 549300GKGW6WPZ282D40 |
| c. Title of the issue or description of the investment. | UNITED NATURAL |
| d. CUSIP (if any). | 911163103 |
| At least one of the following other identifiers: |
| - ISIN | US9111631035 |
| Balance. (2) |
| a. Balance | 872854.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32836767.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.055513590991 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 740 |
| a. Name of issuer (if any). | Array Digital Infrastructure Inc |
| b. LEI (if any) of issuer. (1) | 549300B164AZXESI6E03 |
| c. Title of the issue or description of the investment. | ARRAY DIGITAL IN |
| d. CUSIP (if any). | 911684108 |
| At least one of the following other identifiers: |
| - ISIN | US9116841084 |
| Balance. (2) |
| a. Balance | 242928.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12148829.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.020538718986 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 741 |
| a. Name of issuer (if any). | US Foods Holding Corp |
| b. LEI (if any) of issuer. (1) | 549300UGOZSO64CFPR97 |
| c. Title of the issue or description of the investment. | US FOODS HOLDING |
| d. CUSIP (if any). | 912008109 |
| At least one of the following other identifiers: |
| - ISIN | US9120081099 |
| Balance. (2) |
| a. Balance | 3415905.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 261726641.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.442473081875 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 742 |
| a. Name of issuer (if any). | Uniti Group Inc |
| b. LEI (if any) of issuer. (1) | 549300V3NU625PJUVA84 |
| c. Title of the issue or description of the investment. | UNITI GROUP INC |
| d. CUSIP (if any). | 912932100 |
| At least one of the following other identifiers: |
| - ISIN | US9129321009 |
| Balance. (2) |
| a. Balance | 2179098.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13336079.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.022545875676 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 743 |
| a. Name of issuer (if any). | United Therapeutics Corp |
| b. LEI (if any) of issuer. (1) | 5299005C4HZL4UWROC14 |
| c. Title of the issue or description of the investment. | UNITED THERAPEUT |
| d. CUSIP (if any). | 91307C102 |
| At least one of the following other identifiers: |
| - ISIN | US91307C1027 |
| Balance. (2) |
| a. Balance | 686094.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 287617465.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.486243914384 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 744 |
| a. Name of issuer (if any). | Universal Corp/VA |
| b. LEI (if any) of issuer. (1) | 549300BZXZ66F6DTIF20 |
| c. Title of the issue or description of the investment. | UNIVERSAL CORP |
| d. CUSIP (if any). | 913456109 |
| At least one of the following other identifiers: |
| - ISIN | US9134561094 |
| Balance. (2) |
| a. Balance | 358649.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20037719.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033875617404 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 745 |
| a. Name of issuer (if any). | Universal Health Services Inc |
| b. LEI (if any) of issuer. (1) | 549300YGMGQDO0NMJD09 |
| c. Title of the issue or description of the investment. | UNIVERSAL HLTH-B |
| d. CUSIP (if any). | 913903100 |
| At least one of the following other identifiers: |
| - ISIN | US9139031002 |
| Balance. (2) |
| a. Balance | 812650.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166138166.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.280871928124 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 746 |
| a. Name of issuer (if any). | Unum Group |
| b. LEI (if any) of issuer. (1) | 549300E32YFDO6TZ8R31 |
| c. Title of the issue or description of the investment. | UNUM GROUP |
| d. CUSIP (if any). | 91529Y106 |
| At least one of the following other identifiers: |
| - ISIN | US91529Y1064 |
| Balance. (2) |
| a. Balance | 2454501.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 190911087.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.322752842504 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 747 |
| a. Name of issuer (if any). | Urban Outfitters Inc |
| b. LEI (if any) of issuer. (1) | 549300N3DUFR5U6NRN38 |
| c. Title of the issue or description of the investment. | URBAN OUTFITTER |
| d. CUSIP (if any). | 917047102 |
| At least one of the following other identifiers: |
| - ISIN | US9170471026 |
| Balance. (2) |
| a. Balance | 951928.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67996217.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.114953890758 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 748 |
| a. Name of issuer (if any). | Urban Edge Properties |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | URBAN EDGE P |
| d. CUSIP (if any). | 91704F104 |
| At least one of the following other identifiers: |
| - ISIN | US91704F1049 |
| Balance. (2) |
| a. Balance | 1908293.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39062757.71000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066039203032 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 749 |
| a. Name of issuer (if any). | Utz Brands Inc |
| b. LEI (if any) of issuer. (1) | 5299009BHBU2NH5HRN16 |
| c. Title of the issue or description of the investment. | UTZ BRANDS INC |
| d. CUSIP (if any). | 918090101 |
| At least one of the following other identifiers: |
| - ISIN | US9180901012 |
| Balance. (2) |
| a. Balance | 523113.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6355822.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.010745106255 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 750 |
| a. Name of issuer (if any). | VF Corp |
| b. LEI (if any) of issuer. (1) | CWAJJ9DJ5Z7P057HV541 |
| c. Title of the issue or description of the investment. | VF CORP |
| d. CUSIP (if any). | 918204108 |
| At least one of the following other identifiers: |
| - ISIN | US9182041080 |
| Balance. (2) |
| a. Balance | 5925729.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85508269.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144559634278 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 751 |
| a. Name of issuer (if any). | Valley National Bancorp |
| b. LEI (if any) of issuer. (1) | 549300ET52S1UBIB9762 |
| c. Title of the issue or description of the investment. | VALLEY NATL BANC |
| d. CUSIP (if any). | 919794107 |
| At least one of the following other identifiers: |
| - ISIN | US9197941076 |
| Balance. (2) |
| a. Balance | 7217376.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76504185.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.129337398120 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 752 |
| a. Name of issuer (if any). | Valmont Industries Inc |
| b. LEI (if any) of issuer. (1) | 5493009ZGZJJ8F77JN08 |
| c. Title of the issue or description of the investment. | VALMONT INDS |
| d. CUSIP (if any). | 920253101 |
| At least one of the following other identifiers: |
| - ISIN | US9202531011 |
| Balance. (2) |
| a. Balance | 299439.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116101483.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.196280290708 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 753 |
| a. Name of issuer (if any). | Valvoline Inc |
| b. LEI (if any) of issuer. (1) | 549300CMHPBEY6VPOT75 |
| c. Title of the issue or description of the investment. | VALVOLINE INC |
| d. CUSIP (if any). | 92047W101 |
| At least one of the following other identifiers: |
| - ISIN | US92047W1018 |
| Balance. (2) |
| a. Balance | 1928374.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69247910.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117069993993 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 754 |
| a. Name of issuer (if any). | Verint Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300KEQJS5FRVUCO94 |
| c. Title of the issue or description of the investment. | VERINT SYSTEMS |
| d. CUSIP (if any). | 92343X100 |
| At least one of the following other identifiers: |
| - ISIN | US92343X1000 |
| Balance. (2) |
| a. Balance | 914912.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18526968.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031321552113 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 755 |
| a. Name of issuer (if any). | Viasat Inc |
| b. LEI (if any) of issuer. (1) | UFC8NYMNFSYIHNSM2I38 |
| c. Title of the issue or description of the investment. | VIASAT INC |
| d. CUSIP (if any). | 92552V100 |
| At least one of the following other identifiers: |
| - ISIN | US92552V1008 |
| Balance. (2) |
| a. Balance | 1934960.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56694328.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.095847002542 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 756 |
| a. Name of issuer (if any). | Viavi Solutions Inc |
| b. LEI (if any) of issuer. (1) | 5493006K3E3N1QOBF092 |
| c. Title of the issue or description of the investment. | VIAVI SOLUTIONS |
| d. CUSIP (if any). | 925550105 |
| At least one of the following other identifiers: |
| - ISIN | US9255501051 |
| Balance. (2) |
| a. Balance | 3386629.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42976322.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.072655445267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 757 |
| a. Name of issuer (if any). | Viatris Inc |
| b. LEI (if any) of issuer. (1) | 254900ZZTSW7NL773X71 |
| c. Title of the issue or description of the investment. | VIATRIS INC |
| d. CUSIP (if any). | 92556V106 |
| At least one of the following other identifiers: |
| - ISIN | US92556V1061 |
| Balance. (2) |
| a. Balance | 17686544.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 175096785.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.296017302729 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 758 |
| a. Name of issuer (if any). | Via Transportation Inc |
| b. LEI (if any) of issuer. (1) | 5493008VI9XI9EV3A861 |
| c. Title of the issue or description of the investment. | VIA TRANSPOR-A |
| d. CUSIP (if any). | 92556W104 |
| At least one of the following other identifiers: |
| - ISIN | US92556W1045 |
| Balance. (2) |
| a. Balance | 86099.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4139639.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006998443970 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 759 |
| a. Name of issuer (if any). | Victoria's Secret & Co |
| b. LEI (if any) of issuer. (1) | 5493006T3O70U3UWVF17 |
| c. Title of the issue or description of the investment. | VICTORIA'S SECRE |
| d. CUSIP (if any). | 926400102 |
| At least one of the following other identifiers: |
| - ISIN | US9264001028 |
| Balance. (2) |
| a. Balance | 1150814.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31233091.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.052802429274 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 760 |
| a. Name of issuer (if any). | Victory Capital Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300BN5LH2CIPPHS71 |
| c. Title of the issue or description of the investment. | VICTORY CAPITA-A |
| d. CUSIP (if any). | 92645B103 |
| At least one of the following other identifiers: |
| - ISIN | US92645B1035 |
| Balance. (2) |
| a. Balance | 405249.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26243925.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.044367781715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 761 |
| a. Name of issuer (if any). | Vimeo Inc |
| b. LEI (if any) of issuer. (1) | 25490061AWYWC90UIJ68 |
| c. Title of the issue or description of the investment. | VIMEO INC |
| d. CUSIP (if any). | 92719V100 |
| At least one of the following other identifiers: |
| - ISIN | US92719V1008 |
| Balance. (2) |
| a. Balance | 1067040.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8269560.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013980455652 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 762 |
| a. Name of issuer (if any). | Virtu Financial Inc |
| b. LEI (if any) of issuer. (1) | 5493001OPW2K42CH3884 |
| c. Title of the issue or description of the investment. | VIRTU FINANCIA-A |
| d. CUSIP (if any). | 928254101 |
| At least one of the following other identifiers: |
| - ISIN | US9282541013 |
| Balance. (2) |
| a. Balance | 1218907.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43271198.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.073153961233 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 763 |
| a. Name of issuer (if any). | Virtus Investment Partners Inc |
| b. LEI (if any) of issuer. (1) | 549300HWF93HB8BDM648 |
| c. Title of the issue or description of the investment. | VIRTUS INVEST |
| d. CUSIP (if any). | 92828Q109 |
| At least one of the following other identifiers: |
| - ISIN | US92828Q1094 |
| Balance. (2) |
| a. Balance | 97252.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18480797.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031243496716 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 764 |
| a. Name of issuer (if any). | Vishay Intertechnology Inc |
| b. LEI (if any) of issuer. (1) | 5493009O8F3QQJTCQR75 |
| c. Title of the issue or description of the investment. | VISHAY INTERTECH |
| d. CUSIP (if any). | 928298108 |
| At least one of the following other identifiers: |
| - ISIN | US9282981086 |
| Balance. (2) |
| a. Balance | 1873379.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28662698.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048456941851 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 765 |
| a. Name of issuer (if any). | Visteon Corp |
| b. LEI (if any) of issuer. (1) | 549300MOVLYHRW4GGW78 |
| c. Title of the issue or description of the investment. | VISTEON CORP |
| d. CUSIP (if any). | 92839U206 |
| At least one of the following other identifiers: |
| - ISIN | US92839U2069 |
| Balance. (2) |
| a. Balance | 413791.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49596989.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083848295295 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 766 |
| a. Name of issuer (if any). | Vitesse Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VITESSE ENERGY |
| d. CUSIP (if any). | 92852X103 |
| At least one of the following other identifiers: |
| - ISIN | US92852X1037 |
| Balance. (2) |
| a. Balance | 439331.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10205659.13000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.017253610212 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 767 |
| a. Name of issuer (if any). | Vontier Corp |
| b. LEI (if any) of issuer. (1) | 549300VVSQLG4P5K4639 |
| c. Title of the issue or description of the investment. | VONTIER CORP |
| d. CUSIP (if any). | 928881101 |
| At least one of the following other identifiers: |
| - ISIN | US9288811014 |
| Balance. (2) |
| a. Balance | 2225485.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 93403605.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.157907429629 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 768 |
| a. Name of issuer (if any). | Vornado Realty Trust |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VORNADO RLTY TST |
| d. CUSIP (if any). | 929042109 |
| At least one of the following other identifiers: |
| - ISIN | US9290421091 |
| Balance. (2) |
| a. Balance | 2621966.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 106268281.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.179656354567 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 769 |
| a. Name of issuer (if any). | Voya Financial Inc |
| b. LEI (if any) of issuer. (1) | 549300T065Z4KJ686G75 |
| c. Title of the issue or description of the investment. | VOYA FINANCIAL I |
| d. CUSIP (if any). | 929089100 |
| At least one of the following other identifiers: |
| - ISIN | US9290891004 |
| Balance. (2) |
| a. Balance | 1462689.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109409137.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.184966260670 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 770 |
| a. Name of issuer (if any). | WSFS Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300SU7VQHD6QRG886 |
| c. Title of the issue or description of the investment. | WSFS FINANCIAL |
| d. CUSIP (if any). | 929328102 |
| At least one of the following other identifiers: |
| - ISIN | US9293281021 |
| Balance. (2) |
| a. Balance | 849082.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45790992.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.077413905524 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 771 |
| a. Name of issuer (if any). | WP Carey Inc |
| b. LEI (if any) of issuer. (1) | 54930042CRNE713E3Q67 |
| c. Title of the issue or description of the investment. | WP CAREY INC |
| d. CUSIP (if any). | 92936U109 |
| At least one of the following other identifiers: |
| - ISIN | US92936U1097 |
| Balance. (2) |
| a. Balance | 3322149.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 224477607.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.379500147846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 772 |
| a. Name of issuer (if any). | Walker & Dunlop Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALKER & DUNLOP |
| d. CUSIP (if any). | 93148P102 |
| At least one of the following other identifiers: |
| - ISIN | US93148P1021 |
| Balance. (2) |
| a. Balance | 491005.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41057838.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.069412070864 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 773 |
| a. Name of issuer (if any). | Warrior Met Coal Inc |
| b. LEI (if any) of issuer. (1) | 549300152B1S9YKBYV79 |
| c. Title of the issue or description of the investment. | WARRIOR MET COAL |
| d. CUSIP (if any). | 93627C101 |
| At least one of the following other identifiers: |
| - ISIN | US93627C1018 |
| Balance. (2) |
| a. Balance | 797495.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50752581.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.085801931312 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 774 |
| a. Name of issuer (if any). | WaFd Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WAFD INC |
| d. CUSIP (if any). | 938824109 |
| At least one of the following other identifiers: |
| - ISIN | US9388241096 |
| Balance. (2) |
| a. Balance | 1195314.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36206061.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.061209693260 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 775 |
| a. Name of issuer (if any). | Elme Communities |
| b. LEI (if any) of issuer. (1) | 549300DI34BGS8LVKW95 |
| c. Title of the issue or description of the investment. | ELME COMMUNITIES |
| d. CUSIP (if any). | 939653101 |
| At least one of the following other identifiers: |
| - ISIN | US9396531017 |
| Balance. (2) |
| a. Balance | 1337431.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22549086.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038121315529 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 776 |
| a. Name of issuer (if any). | WaterBridge Infrastructure LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WATERBRIDGE IN-A |
| d. CUSIP (if any). | 940923105 |
| At least one of the following other identifiers: |
| - ISIN | US9409231050 |
| Balance. (2) |
| a. Balance | 15792.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 398274.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000673319420 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 199238.00000000 |
| Schedule of Portfolio Investments Record: 777 |
| a. Name of issuer (if any). | Watts Water Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300REJOO94ERQN318 |
| c. Title of the issue or description of the investment. | WATTS WATER TE-A |
| d. CUSIP (if any). | 942749102 |
| At least one of the following other identifiers: |
| - ISIN | US9427491025 |
| Balance. (2) |
| a. Balance | 415907.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116154506.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.196369931820 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 778 |
| a. Name of issuer (if any). | Webster Financial Corp |
| b. LEI (if any) of issuer. (1) | KMRURHT0VWKYS6Z5KU67 |
| c. Title of the issue or description of the investment. | WEBSTER FINL |
| d. CUSIP (if any). | 947890109 |
| At least one of the following other identifiers: |
| - ISIN | US9478901096 |
| Balance. (2) |
| a. Balance | 2521110.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 149854778.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.253343356082 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 779 |
| a. Name of issuer (if any). | Weis Markets Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WEIS MARKETS INC |
| d. CUSIP (if any). | 948849104 |
| At least one of the following other identifiers: |
| - ISIN | US9488491047 |
| Balance. (2) |
| a. Balance | 206469.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14838927.03000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.025086577916 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 780 |
| a. Name of issuer (if any). | Wendy's Co/The |
| b. LEI (if any) of issuer. (1) | 529900M0JIUCMWVKHG76 |
| c. Title of the issue or description of the investment. | WENDY'S CO/THE |
| d. CUSIP (if any). | 95058W100 |
| At least one of the following other identifiers: |
| - ISIN | US95058W1009 |
| Balance. (2) |
| a. Balance | 2312749.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21184780.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.035814830419 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 781 |
| a. Name of issuer (if any). | Werner Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 549300P6XRGOCHHJST37 |
| c. Title of the issue or description of the investment. | WERNER ENT |
| d. CUSIP (if any). | 950755108 |
| At least one of the following other identifiers: |
| - ISIN | US9507551086 |
| Balance. (2) |
| a. Balance | 862293.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22695551.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.038368928321 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 782 |
| a. Name of issuer (if any). | WesBanco Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WESBANCO INC |
| d. CUSIP (if any). | 950810101 |
| At least one of the following other identifiers: |
| - ISIN | US9508101014 |
| Balance. (2) |
| a. Balance | 1383400.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44171962.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.074676785200 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 783 |
| a. Name of issuer (if any). | WESCO International Inc |
| b. LEI (if any) of issuer. (1) | 529900TXOGREY3WNJ434 |
| c. Title of the issue or description of the investment. | WESCO INTL |
| d. CUSIP (if any). | 95082P105 |
| At least one of the following other identifiers: |
| - ISIN | US95082P1057 |
| Balance. (2) |
| a. Balance | 738284.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 156147066.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.263981049955 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 784 |
| a. Name of issuer (if any). | Westamerica BanCorp |
| b. LEI (if any) of issuer. (1) | 984500CF4F8115C11D96 |
| c. Title of the issue or description of the investment. | WESTAMERICA BANC |
| d. CUSIP (if any). | 957090103 |
| At least one of the following other identifiers: |
| - ISIN | US9570901036 |
| Balance. (2) |
| a. Balance | 366965.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18344580.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031013208930 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 785 |
| a. Name of issuer (if any). | Western Alliance Bancorp |
| b. LEI (if any) of issuer. (1) | 5493003VJXZ5JXT9S762 |
| c. Title of the issue or description of the investment. | WESTERN ALLIANCE |
| d. CUSIP (if any). | 957638109 |
| At least one of the following other identifiers: |
| - ISIN | US9576381092 |
| Balance. (2) |
| a. Balance | 1590604.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 137937178.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.233195552381 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 786 |
| a. Name of issuer (if any). | Western Union Co/The |
| b. LEI (if any) of issuer. (1) | 28ID94QU1140NC23S047 |
| c. Title of the issue or description of the investment. | WESTERN UNION |
| d. CUSIP (if any). | 959802109 |
| At least one of the following other identifiers: |
| - ISIN | US9598021098 |
| Balance. (2) |
| a. Balance | 4899551.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39147412.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066182319763 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 787 |
| a. Name of issuer (if any). | Westlake Corp |
| b. LEI (if any) of issuer. (1) | GOXNEVUM0LL78B1OS344 |
| c. Title of the issue or description of the investment. | WESTLAKE CORP |
| d. CUSIP (if any). | 960413102 |
| At least one of the following other identifiers: |
| - ISIN | US9604131022 |
| Balance. (2) |
| a. Balance | 486380.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37480442.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.063364153400 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 788 |
| a. Name of issuer (if any). | WEX Inc |
| b. LEI (if any) of issuer. (1) | T9M5IGROL1TL1G5OV478 |
| c. Title of the issue or description of the investment. | WEX INC |
| d. CUSIP (if any). | 96208T104 |
| At least one of the following other identifiers: |
| - ISIN | US96208T1043 |
| Balance. (2) |
| a. Balance | 519799.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81883936.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.138432364293 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 789 |
| a. Name of issuer (if any). | Whirlpool Corp |
| b. LEI (if any) of issuer. (1) | WHENKOULSSK7WUM60H03 |
| c. Title of the issue or description of the investment. | WHIRLPOOL CORP |
| d. CUSIP (if any). | 963320106 |
| At least one of the following other identifiers: |
| - ISIN | US9633201069 |
| Balance. (2) |
| a. Balance | 847932.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66647455.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.112673684182 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 27470700.00000000 |
| Schedule of Portfolio Investments Record: 790 |
| a. Name of issuer (if any). | John Wiley & Sons Inc |
| b. LEI (if any) of issuer. (1) | 5493003XM719UN7E8P64 |
| c. Title of the issue or description of the investment. | WILEY JOHN&SON-A |
| d. CUSIP (if any). | 968223206 |
| At least one of the following other identifiers: |
| - ISIN | US9682232064 |
| Balance. (2) |
| a. Balance | 574584.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23253414.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.039312046820 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 791 |
| a. Name of issuer (if any). | Williams-Sonoma Inc |
| b. LEI (if any) of issuer. (1) | 549300IARG6YWVTZ1I92 |
| c. Title of the issue or description of the investment. | WILLIAMS-SONOMA |
| d. CUSIP (if any). | 969904101 |
| At least one of the following other identifiers: |
| - ISIN | US9699041011 |
| Balance. (2) |
| a. Balance | 1865914.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 364692891.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.616547046465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 792 |
| a. Name of issuer (if any). | Wintrust Financial Corp |
| b. LEI (if any) of issuer. (1) | Q774KI4AW80FHFW33O61 |
| c. Title of the issue or description of the investment. | WINTRUST FINL |
| d. CUSIP (if any). | 97650W108 |
| At least one of the following other identifiers: |
| - ISIN | US97650W1080 |
| Balance. (2) |
| a. Balance | 1015678.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 134516394.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.227412399851 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 793 |
| a. Name of issuer (if any). | WisdomTree Inc |
| b. LEI (if any) of issuer. (1) | 549300WIU8IS7UFO7871 |
| c. Title of the issue or description of the investment. | WISDOMTREE INC |
| d. CUSIP (if any). | 97717P104 |
| At least one of the following other identifiers: |
| - ISIN | US97717P1049 |
| Balance. (2) |
| a. Balance | 2008488.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27917983.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.047197931453 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 794 |
| a. Name of issuer (if any). | Wolverine World Wide Inc |
| b. LEI (if any) of issuer. (1) | 549300OVC7PK14LQ8D87 |
| c. Title of the issue or description of the investment. | WOLVERINE WORLD |
| d. CUSIP (if any). | 978097103 |
| At least one of the following other identifiers: |
| - ISIN | US9780971035 |
| Balance. (2) |
| a. Balance | 1171012.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32132569.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.054323078835 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 795 |
| a. Name of issuer (if any). | World Acceptance Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WORLD ACCEPTANCE |
| d. CUSIP (if any). | 981419104 |
| At least one of the following other identifiers: |
| - ISIN | US9814191048 |
| Balance. (2) |
| a. Balance | 41311.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6987342.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.011812748502 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 796 |
| a. Name of issuer (if any). | World Kinect Corp |
| b. LEI (if any) of issuer. (1) | D3W7PCXCBRQLL17DZ313 |
| c. Title of the issue or description of the investment. | WORLD KINECT COR |
| d. CUSIP (if any). | 981475106 |
| At least one of the following other identifiers: |
| - ISIN | US9814751064 |
| Balance. (2) |
| a. Balance | 800483.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20772533.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.035117888772 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 797 |
| a. Name of issuer (if any). | Worthington Enterprises Inc |
| b. LEI (if any) of issuer. (1) | 1WRCIANKYOIK6KYE5E82 |
| c. Title of the issue or description of the investment. | WORTHINGTON ENTE |
| d. CUSIP (if any). | 981811102 |
| At least one of the following other identifiers: |
| - ISIN | US9818111026 |
| Balance. (2) |
| a. Balance | 453246.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25150620.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.042519449050 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 798 |
| a. Name of issuer (if any). | Worthington Steel Inc |
| b. LEI (if any) of issuer. (1) | 2549009ZUUWL3QLK6G24 |
| c. Title of the issue or description of the investment. | WORTHINGTON STEE |
| d. CUSIP (if any). | 982104101 |
| At least one of the following other identifiers: |
| - ISIN | US9821041012 |
| Balance. (2) |
| a. Balance | 540225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16417437.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027755196212 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 799 |
| a. Name of issuer (if any). | XPO Inc |
| b. LEI (if any) of issuer. (1) | 54930096DB9LCLPN7H13 |
| c. Title of the issue or description of the investment. | XPO INC |
| d. CUSIP (if any). | 983793100 |
| At least one of the following other identifiers: |
| - ISIN | US9837931008 |
| Balance. (2) |
| a. Balance | 848580.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109695936.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.185451121569 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 800 |
| a. Name of issuer (if any). | Xenia Hotels & Resorts Inc |
| b. LEI (if any) of issuer. (1) | 54930075IWIPHF5IQL62 |
| c. Title of the issue or description of the investment. | XENIA HOTELS & R |
| d. CUSIP (if any). | 984017103 |
| At least one of the following other identifiers: |
| - ISIN | US9840171030 |
| Balance. (2) |
| a. Balance | 1453014.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19935352.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033702555597 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 801 |
| a. Name of issuer (if any). | YETI Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300DSQICIGNT5GO63 |
| c. Title of the issue or description of the investment. | YETI HOLDINGS IN |
| d. CUSIP (if any). | 98585X104 |
| At least one of the following other identifiers: |
| - ISIN | US98585X1046 |
| Balance. (2) |
| a. Balance | 1232172.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40883466.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.069117280333 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 802 |
| a. Name of issuer (if any). | Zebra Technologies Corp |
| b. LEI (if any) of issuer. (1) | PO0I32GKZ3HZMMDPZZ08 |
| c. Title of the issue or description of the investment. | ZEBRA TECH CORP |
| d. CUSIP (if any). | 989207105 |
| At least one of the following other identifiers: |
| - ISIN | US9892071054 |
| Balance. (2) |
| a. Balance | 771334.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 229209611.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.387500037226 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 803 |
| a. Name of issuer (if any). | Zions Bancorp NA |
| b. LEI (if any) of issuer. (1) | 8WH0EE09O9V05QJZ3V89 |
| c. Title of the issue or description of the investment. | ZIONS BANCORP NA |
| d. CUSIP (if any). | 989701107 |
| At least one of the following other identifiers: |
| - ISIN | US9897011071 |
| Balance. (2) |
| a. Balance | 2239476.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126709552.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.214214211347 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 804 |
| a. Name of issuer (if any). | ZoomInfo Technologies Inc |
| b. LEI (if any) of issuer. (1) | 2549008GSAHW4UWFEM58 |
| c. Title of the issue or description of the investment. | ZOOMINFO TECH |
| d. CUSIP (if any). | 98980F104 |
| At least one of the following other identifiers: |
| - ISIN | US98980F1049 |
| Balance. (2) |
| a. Balance | 3866947.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42188391.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.071323376357 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 805 |
| a. Name of issuer (if any). | Zurn Elkay Water Solutions Corp |
| b. LEI (if any) of issuer. (1) | 549300AM3633XDFU1Q85 |
| c. Title of the issue or description of the investment. | ZURN ELKAY WATER |
| d. CUSIP (if any). | 98983L108 |
| At least one of the following other identifiers: |
| - ISIN | US98983L1089 |
| Balance. (2) |
| a. Balance | 2414769.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113566586.07000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.191994812317 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 806 |
| a. Name of issuer (if any). | Vanguard Cmt Funds-Vanguard Market Liquidity Fund |
| b. LEI (if any) of issuer. (1) | 1I6HV0TLSTR3A4XQ6L78 |
| c. Title of the issue or description of the investment. | Vanguard Market Liquidity Fund |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CMT001142 |
| Description of other unique identifier. | FAID |
| Balance. (2) |
| a. Balance | 399007.97200000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39900797.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.067455986261 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 807 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | S&P MID 400 EMINI Dec25 |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Ticker (if ISIN is not available). | FAZ5 |
| Balance. (2) |
| a. Balance | 78.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -140733.87000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00023792361 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Future
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | MORGAN STANLEY & CO LLC | 9R7GPTSO7KV3UQJZQ078 |
| c. For futures and forwards (other than forward foreign currency contracts), provide: |
| i. Payoff profile, selected from among the following (long, short). | Long |
| ii. Description of reference instrument, as required by sub-Item C.11.c.iii. |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 400 Index |
| Index identifier, if any. | MID |
| Narrative description. (27) |
| iii. Expiration date. | 2025-12-19 |
| iv. Aggregate notional amount or contract value on trade date. | 25773093.87000000 |
| ISO Currency Code. |
United States Dollar
|
| v. Unrealized appreciation or depreciation. (24) | -140733.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 808 |
| a. Name of issuer (if any). | Allegion plc |
| b. LEI (if any) of issuer. (1) | 984500560CAC2E6FB757 |
| c. Title of the issue or description of the investment. | ALLEGION PLC |
| d. CUSIP (if any). | G0176J109 |
| At least one of the following other identifiers: |
| - ISIN | IE00BFRT3W74 |
| Balance. (2) |
| a. Balance | 1302329.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 230968048.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.390472837041 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 809 |
| a. Name of issuer (if any). | Assured Guaranty Ltd |
| b. LEI (if any) of issuer. (1) | 549300BBOQUJEPH87M14 |
| c. Title of the issue or description of the investment. | ASSURED GUARANTY |
| d. CUSIP (if any). | G0585R106 |
| At least one of the following other identifiers: |
| - ISIN | BMG0585R1060 |
| Balance. (2) |
| a. Balance | 686219.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58088438.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.098203874966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 810 |
| a. Name of issuer (if any). | Axis Capital Holdings Ltd |
| b. LEI (if any) of issuer. (1) | 635400VD2NQBYAHMEM55 |
| c. Title of the issue or description of the investment. | AXIS CAPITAL |
| d. CUSIP (if any). | G0692U109 |
| At least one of the following other identifiers: |
| - ISIN | BMG0692U1099 |
| Balance. (2) |
| a. Balance | 1126615.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107929717.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.182465164059 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 811 |
| a. Name of issuer (if any). | Axalta Coating Systems Ltd |
| b. LEI (if any) of issuer. (1) | 529900AGLPA40GV6H619 |
| c. Title of the issue or description of the investment. | AXALTA COATING S |
| d. CUSIP (if any). | G0750C108 |
| At least one of the following other identifiers: |
| - ISIN | BMG0750C1082 |
| Balance. (2) |
| a. Balance | 3285476.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94030323.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.158966953787 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 812 |
| a. Name of issuer (if any). | Capri Holdings Ltd |
| b. LEI (if any) of issuer. (1) | 549300LPG8W0H1OX3A26 |
| c. Title of the issue or description of the investment. | CAPRI HOLDINGS L |
| d. CUSIP (if any). | G1890L107 |
| At least one of the following other identifiers: |
| - ISIN | VGG1890L1076 |
| Balance. (2) |
| a. Balance | 1715681.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34176365.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.057778305316 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 813 |
| a. Name of issuer (if any). | Cimpress PLC |
| b. LEI (if any) of issuer. (1) | 549300X1IFD75XISOR81 |
| c. Title of the issue or description of the investment. | CIMPRESS PLC |
| d. CUSIP (if any). | G2143T103 |
| At least one of the following other identifiers: |
| - ISIN | IE00BKYC3F77 |
| Balance. (2) |
| a. Balance | 259973.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16388697.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.027706608872 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 814 |
| a. Name of issuer (if any). | Cushman & Wakefield PLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CUSHMAN & WAKEFI |
| d. CUSIP (if any). | G2717B108 |
| At least one of the following other identifiers: |
| - ISIN | GB00BFZ4N465 |
| Balance. (2) |
| a. Balance | 3512429.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55917869.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094534327973 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 815 |
| a. Name of issuer (if any). | Essent Group Ltd |
| b. LEI (if any) of issuer. (1) | 254900QUO860OUT6ZF83 |
| c. Title of the issue or description of the investment. | ESSENT GROUP LTD |
| d. CUSIP (if any). | G3198U102 |
| At least one of the following other identifiers: |
| - ISIN | BMG3198U1027 |
| Balance. (2) |
| a. Balance | 1420054.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90258632.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.152590561683 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 816 |
| a. Name of issuer (if any). | Everest Group Ltd |
| b. LEI (if any) of issuer. (1) | 549300N24XF2VV0B3570 |
| c. Title of the issue or description of the investment. | EVEREST GROUP LT |
| d. CUSIP (if any). | G3223R108 |
| At least one of the following other identifiers: |
| - ISIN | BMG3223R1088 |
| Balance. (2) |
| a. Balance | 636288.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 222847146.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.376743701633 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 817 |
| a. Name of issuer (if any). | Aptiv Holdings Ltd |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APTIV PLC |
| d. CUSIP (if any). | G3265R107 |
| At least one of the following other identifiers: |
| - ISIN | JE00BTDN8H13 |
| Balance. (2) |
| a. Balance | 3303470.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 284825183.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.481523302958 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 818 |
| a. Name of issuer (if any). | Fresh Del Monte Produce Inc |
| b. LEI (if any) of issuer. (1) | 529900I72V9F0FEZR228 |
| c. Title of the issue or description of the investment. | FRESH DEL MONTE |
| d. CUSIP (if any). | G36738105 |
| At least one of the following other identifiers: |
| - ISIN | KYG367381053 |
| Balance. (2) |
| a. Balance | 582255.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20215893.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034176836971 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 819 |
| a. Name of issuer (if any). | Gates Industrial Corp PLC |
| b. LEI (if any) of issuer. (1) | 549300S6K4FWUSB9KM27 |
| c. Title of the issue or description of the investment. | GATES INDUSTRIAL |
| d. CUSIP (if any). | G39108108 |
| At least one of the following other identifiers: |
| - ISIN | GB00BD9G2S12 |
| Balance. (2) |
| a. Balance | 3907668.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 96988319.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.163967720556 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 820 |
| a. Name of issuer (if any). | Genpact Ltd |
| b. LEI (if any) of issuer. (1) | 529900OSEC6Q0L4L5B35 |
| c. Title of the issue or description of the investment. | GENPACT LTD |
| d. CUSIP (if any). | G3922B107 |
| At least one of the following other identifiers: |
| - ISIN | BMG3922B1072 |
| Balance. (2) |
| a. Balance | 2643727.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 110745724.03000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.187225884266 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 821 |
| a. Name of issuer (if any). | Helen of Troy Ltd |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HELEN OF TROY |
| d. CUSIP (if any). | G4388N106 |
| At least one of the following other identifiers: |
| - ISIN | BMG4388N1065 |
| Balance. (2) |
| a. Balance | 174050.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4386060.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007415039895 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 822 |
| a. Name of issuer (if any). | Herbalife Ltd |
| b. LEI (if any) of issuer. (1) | 549300BA7TYPBSZZIA41 |
| c. Title of the issue or description of the investment. | HERBALIFE LTD |
| d. CUSIP (if any). | G4412G101 |
| At least one of the following other identifiers: |
| - ISIN | KYG4412G1010 |
| Balance. (2) |
| a. Balance | 1485944.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12541367.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.021202340898 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 823 |
| a. Name of issuer (if any). | Janus Henderson Group PLC |
| b. LEI (if any) of issuer. (1) | 2138009WPYMWJN3RVF44 |
| c. Title of the issue or description of the investment. | JANUS HENDERSON |
| d. CUSIP (if any). | G4474Y214 |
| At least one of the following other identifiers: |
| - ISIN | JE00BYPZJM29 |
| Balance. (2) |
| a. Balance | 1892976.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 84256361.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.142443168562 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 824 |
| a. Name of issuer (if any). | Weatherford International PLC |
| b. LEI (if any) of issuer. (1) | 529900LPBDSCQDJKHQ39 |
| c. Title of the issue or description of the investment. | WEATHERFORD INTE |
| d. CUSIP (if any). | G48833118 |
| At least one of the following other identifiers: |
| - ISIN | IE00BLNN3691 |
| Balance. (2) |
| a. Balance | 1089761.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74572345.23000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126071443388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 825 |
| a. Name of issuer (if any). | Invesco Ltd |
| b. LEI (if any) of issuer. (1) | ECPGFXU8A2SHKVVGJI15 |
| c. Title of the issue or description of the investment. | INVESCO LTD |
| d. CUSIP (if any). | G491BT108 |
| At least one of the following other identifiers: |
| - ISIN | BMG491BT1088 |
| Balance. (2) |
| a. Balance | 6765364.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 155197450.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.262375636591 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 826 |
| a. Name of issuer (if any). | Jazz Pharmaceuticals PLC |
| b. LEI (if any) of issuer. (1) | 635400GAUMJCLEZRRV50 |
| c. Title of the issue or description of the investment. | JAZZ PHARMACEUTI |
| d. CUSIP (if any). | G50871105 |
| At least one of the following other identifiers: |
| - ISIN | IE00B4Q5ZN47 |
| Balance. (2) |
| a. Balance | 874197.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 115219164.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.194788649093 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 827 |
| a. Name of issuer (if any). | NIQ Global Intelligence Plc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NIQ GLOBAL INTEL |
| d. CUSIP (if any). | G63755105 |
| At least one of the following other identifiers: |
| - ISIN | IE000JMT8VI3 |
| Balance. (2) |
| a. Balance | 335645.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5269626.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.008908790744 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 2560670.00000000 |
| Schedule of Portfolio Investments Record: 828 |
| a. Name of issuer (if any). | Joby Aviation Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JOBY AVIATION IN |
| d. CUSIP (if any). | G65163100 |
| At least one of the following other identifiers: |
| - ISIN | KYG651631007 |
| Balance. (2) |
| a. Balance | 7791276.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125751194.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.212594019500 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the securities on loan. | 1262148.00000000 |
| Schedule of Portfolio Investments Record: 829 |
| a. Name of issuer (if any). | nVent Electric PLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVENT ELECTRIC |
| d. CUSIP (if any). | G6700G107 |
| At least one of the following other identifiers: |
| - ISIN | IE00BDVJJQ56 |
| Balance. (2) |
| a. Balance | 2441614.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 240840804.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.407163645107 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 830 |
| a. Name of issuer (if any). | RenaissanceRe Holdings Ltd |
| b. LEI (if any) of issuer. (1) | EK6GB9U3U58PDI411C94 |
| c. Title of the issue or description of the investment. | RENAISSANCERE |
| d. CUSIP (if any). | G7496G103 |
| At least one of the following other identifiers: |
| - ISIN | BMG7496G1033 |
| Balance. (2) |
| a. Balance | 714005.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 181307289.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.306516733951 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 831 |
| a. Name of issuer (if any). | Pentair PLC |
| b. LEI (if any) of issuer. (1) | 549300EVR9D56WPSRP15 |
| c. Title of the issue or description of the investment. | PENTAIR PLC |
| d. CUSIP (if any). | G7S00T104 |
| At least one of the following other identifiers: |
| - ISIN | IE00BLS09M33 |
| Balance. (2) |
| a. Balance | 2486893.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 275448268.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.465670761783 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 832 |
| a. Name of issuer (if any). | Sensata Technologies Holding PLC |
| b. LEI (if any) of issuer. (1) | 529900MS7KFYCY9MS037 |
| c. Title of the issue or description of the investment. | SENSATA TECHNOLO |
| d. CUSIP (if any). | G8060N102 |
| At least one of the following other identifiers: |
| - ISIN | GB00BFMBMT84 |
| Balance. (2) |
| a. Balance | 2209399.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67497139.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.114110153955 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 833 |
| a. Name of issuer (if any). | Signet Jewelers Ltd |
| b. LEI (if any) of issuer. (1) | 549300N3XPGE91WV7M22 |
| c. Title of the issue or description of the investment. | SIGNET JEWELERS |
| d. CUSIP (if any). | G81276100 |
| At least one of the following other identifiers: |
| - ISIN | BMG812761002 |
| Balance. (2) |
| a. Balance | 593049.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56885260.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.096169790874 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 834 |
| a. Name of issuer (if any). | SiriusPoint Ltd |
| b. LEI (if any) of issuer. (1) | 549300OGXFI85N3YZZ51 |
| c. Title of the issue or description of the investment. | SIRIUSPOINT LTD |
| d. CUSIP (if any). | G8192H106 |
| At least one of the following other identifiers: |
| - ISIN | BMG8192H1060 |
| Balance. (2) |
| a. Balance | 1505591.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27236141.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.046045214503 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 835 |
| a. Name of issuer (if any). | Smurfit WestRock PLC |
| b. LEI (if any) of issuer. (1) | 635400EGSEOPDW2EXS14 |
| c. Title of the issue or description of the investment. | SMURFIT WESTROCK |
| d. CUSIP (if any). | G8267P108 |
| At least one of the following other identifiers: |
| - ISIN | IE00028FXN24 |
| Balance. (2) |
| a. Balance | 7920775.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 337187391.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.570046456754 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 836 |
| a. Name of issuer (if any). | Tronox Holdings PLC |
| b. LEI (if any) of issuer. (1) | 549300NRVC84SGJSXV06 |
| c. Title of the issue or description of the investment. | TRONOX HOLDING |
| d. CUSIP (if any). | G9087Q102 |
| At least one of the following other identifiers: |
| - ISIN | GB00BJT16S69 |
| Balance. (2) |
| a. Balance | 900979.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3621935.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.006123216924 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 837 |
| a. Name of issuer (if any). | White Mountains Insurance Group Ltd |
| b. LEI (if any) of issuer. (1) | 549300N3FL068JERBG02 |
| c. Title of the issue or description of the investment. | WHITE MOUNTAINS |
| d. CUSIP (if any). | G9618E107 |
| At least one of the following other identifiers: |
| - ISIN | BMG9618E1075 |
| Balance. (2) |
| a. Balance | 37112.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62033450.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.104873282260 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 838 |
| a. Name of issuer (if any). | Perrigo Co PLC |
| b. LEI (if any) of issuer. (1) | 549300IFOQS6R1QLY196 |
| c. Title of the issue or description of the investment. | PERRIGO CO PLC |
| d. CUSIP (if any). | G97822103 |
| At least one of the following other identifiers: |
| - ISIN | IE00BGH1M568 |
| Balance. (2) |
| a. Balance | 2087166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46481186.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.078580743232 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 839 |
| a. Name of issuer (if any). | Bunge Global SA |
| b. LEI (if any) of issuer. (1) | 254900IVXSV9K0B7PO26 |
| c. Title of the issue or description of the investment. | BUNGE GLOBAL SA |
| d. CUSIP (if any). | H11356104 |
| At least one of the following other identifiers: |
| - ISIN | CH1300646267 |
| Balance. (2) |
| a. Balance | 2124496.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 172615300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.291822121924 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 840 |
| a. Name of issuer (if any). | CNH Industrial NV |
| b. LEI (if any) of issuer. (1) | 549300WGC2HZ5J67V817 |
| c. Title of the issue or description of the investment. | CNH INDUSTRIAL N |
| d. CUSIP (if any). | N20944109 |
| At least one of the following other identifiers: |
| - ISIN | NL0010545661 |
| Balance. (2) |
| a. Balance | 12333986.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133823748.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.226241417385 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 841 |
| a. Name of issuer (if any). | Expro Group Holdings NV |
| b. LEI (if any) of issuer. (1) | 724500LJYA8QIT73H017 |
| c. Title of the issue or description of the investment. | EXPRO GROUP HOLD |
| d. CUSIP (if any). | N3144W105 |
| At least one of the following other identifiers: |
| - ISIN | NL0010556684 |
| Balance. (2) |
| a. Balance | 1578239.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18749479.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.031697728070 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 842 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | E-Mini Russ 2000 Dec25 |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Ticker (if ISIN is not available). | RTYZ5 |
| Balance. (2) |
| a. Balance | 7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8806.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001488887 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Future
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | MORGAN STANLEY & CO LLC | 9R7GPTSO7KV3UQJZQ078 |
| c. For futures and forwards (other than forward foreign currency contracts), provide: |
| i. Payoff profile, selected from among the following (long, short). | Long |
| ii. Description of reference instrument, as required by sub-Item C.11.c.iii. |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | RUSSELL 2000 INDEX |
| Index identifier, if any. | RTY |
| Narrative description. (27) |
| iii. Expiration date. | 2025-12-19 |
| iv. Aggregate notional amount or contract value on trade date. | 868231.90000000 |
| ISO Currency Code. |
United States Dollar
|
| v. Unrealized appreciation or depreciation. (24) | -8806.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 843 |
| a. Name of issuer (if any). | Vanguard Cmt Funds-Vanguard Market Liquidity Fund |
| b. LEI (if any) of issuer. (1) | 1I6HV0TLSTR3A4XQ6L78 |
| c. Title of the issue or description of the investment. | Vanguard Market Liquidity Fund |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | SLCMT1142 |
| Description of other unique identifier. | FAID |
| Balance. (2) |
| a. Balance | 3278068.81000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 327806881.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.554187836158 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☒ Yes ☐ No |
| i. If Yes, provide the value of the investment representing cash collateral. | 327806881.00000000 |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 844 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Receive BLACKSTONE MOR-A Pay Overnight Rate |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1046138501 |
| Description of other unique identifier. | CONTRACT_VANGUARD_ID |
| Balance. (2) |
| a. Balance | 480000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -322290.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00054486171 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Swap
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | GOLDMAN SACHS GROUP, INC. | 784F5XWPLTWKTBV3E584 |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | N/A |
| Title of issue. | BLACKSTONE MOR-A |
| At least one of the following other identifiers: |
| - CUSIP. | 09257W100 |
| Custom swap Flag | ☒ Yes ☐ No |
| 1. Description and terms of payments to be received from another party. |
| Receipts: Reference Asset, Instrument or Index. |
| Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
| Description of Other Receipts | Receive positive return on reference instrument |
| 2. Description and terms of payments to be paid to another party. |
| Payments: Reference Asset, Instrument or Index. |
| Payments: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR01 |
| Payments: Floating rate Spread. | 0.00000000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 122 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-01-30 |
| iii. Upfront payments or receipts | |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Notional amount. | 9369600.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. (24) | -322290.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 845 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Receive AES CORP Pay Overnight Rate |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1047741101 |
| Description of other unique identifier. | CONTRACT_VANGUARD_ID |
| Balance. (2) |
| a. Balance | 1105000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -469249.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00079331003 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Swap
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA, N.A. | B4TYDEB6GKMZO031MB27 |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | N/A |
| Title of issue. | AES CORP |
| At least one of the following other identifiers: |
| - CUSIP. | 00130H105 |
| Custom swap Flag | ☒ Yes ☐ No |
| 1. Description and terms of payments to be received from another party. |
| Receipts: Reference Asset, Instrument or Index. |
| Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
| Description of Other Receipts | Receive positive return on reference instrument |
| 2. Description and terms of payments to be paid to another party. |
| Payments: Reference Asset, Instrument or Index. |
| Payments: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR01 |
| Payments: Floating rate Spread. | 0.00000000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 335 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-08-31 |
| iii. Upfront payments or receipts | |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Notional amount. | 14961700.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. (24) | -469249.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 846 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Receive ALBEMARLE CORP Pay Overnight Rate |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1047741201 |
| Description of other unique identifier. | CONTRACT_VANGUARD_ID |
| Balance. (2) |
| a. Balance | 135000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -501538.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084789729 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Swap
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA, N.A. | B4TYDEB6GKMZO031MB27 |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | N/A |
| Title of issue. | ALBEMARLE CORP |
| At least one of the following other identifiers: |
| - CUSIP. | 012653101 |
| Custom swap Flag | ☒ Yes ☐ No |
| 1. Description and terms of payments to be received from another party. |
| Receipts: Reference Asset, Instrument or Index. |
| Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
| Description of Other Receipts | Receive positive return on reference instrument |
| 2. Description and terms of payments to be paid to another party. |
| Payments: Reference Asset, Instrument or Index. |
| Payments: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR01 |
| Payments: Floating rate Spread. | 0.00000000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 335 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-08-31 |
| iii. Upfront payments or receipts | |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Notional amount. | 11464200.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. (24) | -501538.56000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 847 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Receive ATMOS ENERGY Pay Overnight Rate |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1047741701 |
| Description of other unique identifier. | CONTRACT_VANGUARD_ID |
| Balance. (2) |
| a. Balance | 127000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 517148.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000874287515 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Swap
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA, N.A. | B4TYDEB6GKMZO031MB27 |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | N/A |
| Title of issue. | ATMOS ENERGY |
| At least one of the following other identifiers: |
| - CUSIP. | 049560105 |
| Custom swap Flag | ☒ Yes ☐ No |
| 1. Description and terms of payments to be received from another party. |
| Receipts: Reference Asset, Instrument or Index. |
| Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
| Description of Other Receipts | Receive positive return on reference instrument |
| 2. Description and terms of payments to be paid to another party. |
| Payments: Reference Asset, Instrument or Index. |
| Payments: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR01 |
| Payments: Floating rate Spread. | 0.00000000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 335 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-08-31 |
| iii. Upfront payments or receipts | |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Notional amount. | 21098510.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. (24) | 517148.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 848 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Receive CARMAX INC Pay Overnight Rate |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | V1047744601 |
| Description of other unique identifier. | CONTRACT_VANGUARD_ID |
| Balance. (2) |
| a. Balance | 430000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7173413.53000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01212731871 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) | N/A |
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Swap
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA, N.A. | B4TYDEB6GKMZO031MB27 |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | N/A |
| Title of issue. | CARMAX INC |
| At least one of the following other identifiers: |
| - CUSIP. | 143130102 |
| Custom swap Flag | ☒ Yes ☐ No |
| 1. Description and terms of payments to be received from another party. |
| Receipts: Reference Asset, Instrument or Index. |
| Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
| Description of Other Receipts | Receive positive return on reference instrument |
| 2. Description and terms of payments to be paid to another party. |
| Payments: Reference Asset, Instrument or Index. |
| Payments: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR01 |
| Payments: Floating rate Spread. | 0.00000000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 335 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-08-31 |
| iii. Upfront payments or receipts | |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Notional amount. | 26380500.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. (24) | -7173413.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 849 |
| a. Name of issuer (if any). | International Seaways Inc |
| b. LEI (if any) of issuer. (1) | 549300YUFDGFRNGBWF46 |
| c. Title of the issue or description of the investment. | INTERNATIONAL SE |
| d. CUSIP (if any). | Y41053102 |
| At least one of the following other identifiers: |
| - ISIN | MHY410531021 |
| Balance. (2) |
| a. Balance | 374450.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17254656.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.029170591059 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | VANGUARD INDEX FUNDS |
| By (Signature): | Ashley Grim |
| Name: | Ashley Grim |
| Title: | Treasurer |
| Date: | 2025-11-25 |
| Shares | Market Value ($000) | |||||
| Common Stocks (99.9%) | ||||||
| Basic Materials (4.7%) | ||||||
| Reliance Inc. | 798,248 | 224,172 | ||||
| CF Industries Holdings Inc. | 2,458,414 | 220,520 | ||||
| Avery Dennison Corp. | 1,183,708 | 191,962 | ||||
| Mosaic Co. | 4,817,142 | 167,058 | ||||
| Mueller Industries Inc. | 1,596,159 | 161,388 | ||||
| Steel Dynamics Inc. | 1,061,280 | 147,974 | ||||
| Albemarle Corp. | 1,651,207 | 133,880 | ||||
| Alcoa Corp. | 3,929,856 | 129,253 | ||||
| Eastman Chemical Co. | 1,742,185 | 109,845 | ||||
| Commercial Metals Co. | 1,698,848 | 97,310 | ||||
| * | Cleveland-Cliffs Inc. | 7,508,496 | 91,604 | |||
| Element Solutions Inc. | 3,496,851 | 88,016 | ||||
| * | Coeur Mining Inc. | 4,633,535 | 86,925 | |||
| UFP Industries Inc. | 844,464 | 78,949 | ||||
| Timken Co. | 951,400 | 71,526 | ||||
| Celanese Corp. | 1,661,342 | 69,909 | ||||
| FMC Corp. | 1,896,096 | 63,766 | ||||
| Cabot Corp. | 807,581 | 61,416 | ||||
| Sensient Technologies Corp. | 644,517 | 60,488 | ||||
| Hecla Mining Co. | 4,830,159 | 58,445 | ||||
| Avient Corp. | 1,389,616 | 45,788 | ||||
| Olin Corp. | 1,739,296 | 43,465 | ||||
| Westlake Corp. | 486,742 | 37,508 | ||||
| Scotts Miracle-Gro Co. | 657,314 | 37,434 | ||||
| Materion Corp. | 298,847 | 36,104 | ||||
| Chemours Co. | 2,272,355 | 35,994 | ||||
| Ashland Inc. | 693,899 | 33,245 | ||||
| * | Ingevity Corp. | 553,446 | 30,545 | |||
| Minerals Technologies Inc. | 476,271 | 29,586 | ||||
| Innospec Inc. | 376,962 | 29,086 | ||||
| Quaker Chemical Corp. | 211,233 | 27,830 | ||||
| Huntsman Corp. | 2,504,212 | 22,488 | ||||
| Kaiser Aluminum Corp. | 233,316 | 18,003 | ||||
| Worthington Steel Inc. | 540,273 | 16,419 | ||||
| Stepan Co. | 326,231 | 15,561 | ||||
| * | Ecovyst Inc. | 1,649,119 | 14,446 | |||
| Tronox Holdings plc | 901,059 | 3,622 | ||||
| 2,791,530 | ||||||
| Consumer Discretionary (14.7%) | ||||||
| Williams-Sonoma Inc. | 1,866,846 | 364,875 | ||||
| Tapestry Inc. | 3,158,820 | 357,642 | ||||
| * | Aptiv plc | 3,305,128 | 284,968 | |||
| Omnicom Group Inc. | 2,940,366 | 239,728 | ||||
| Dick's Sporting Goods Inc. | 964,125 | 214,248 | ||||
| Toll Brothers Inc. | 1,490,239 | 205,862 | ||||
| * | BJ's Wholesale Club Holdings Inc. | 2,004,248 | 186,896 | |||
| Ralph Lauren Corp. | 557,912 | 174,939 | ||||
| Service Corp. International | 2,030,274 | 168,959 | ||||
| *,1 | GameStop Corp. Class A | 6,110,632 | 166,698 | |||
| Interpublic Group of Cos. Inc. | 5,559,321 | 155,161 | ||||
| Hasbro Inc. | 2,022,045 | 153,372 | ||||
| Aramark | 3,989,535 | 153,198 | ||||
| BorgWarner Inc. | 3,284,324 | 144,379 | ||||
| New York Times Co. Class A | 2,336,356 | 134,107 | ||||
| * | Lyft Inc. Class A | 5,737,449 | 126,281 | |||
| Lithia Motors Inc. Class A | 389,118 | 122,961 | ||||
| LKQ Corp. | 3,903,619 | 119,217 | ||||
| * | AutoNation Inc. | 515,072 | 112,682 | |||
| * | American Airlines Group Inc. | 10,015,123 | 112,570 | |||
| Best Buy Co. Inc. | 1,443,636 | 109,168 | ||||
| H&R Block Inc. | 2,033,084 | 102,813 | ||||
| Murphy USA Inc. | 263,541 | 102,322 | ||||
| Shares | Market Value ($000) | |||||
| * | MGM Resorts International | 2,892,041 | 100,238 | |||
| * | Taylor Morrison Home Corp. Class A | 1,425,251 | 94,081 | |||
| 1 | Paramount Skydance Corp. Class B | 4,783,362 | 90,501 | |||
| * | Alaska Air Group Inc. | 1,750,142 | 87,122 | |||
| Nexstar Media Group Inc. Class A | 437,122 | 86,437 | ||||
| Group 1 Automotive Inc. | 196,398 | 85,926 | ||||
| VF Corp. | 5,928,980 | 85,555 | ||||
| * | CarMax Inc. | 1,846,835 | 82,867 | |||
| Bath & Body Works Inc. | 3,210,488 | 82,702 | ||||
| * | Mattel Inc. | 4,890,341 | 82,304 | |||
| Lear Corp. | 807,594 | 81,252 | ||||
| * | Caesars Entertainment Inc. | 2,999,253 | 81,055 | |||
| * | Adtalem Global Education Inc. | 518,412 | 80,069 | |||
| 1 | Thor Industries Inc. | 767,118 | 79,542 | |||
| Gap Inc. | 3,680,688 | 78,730 | ||||
| U-Haul Holding Co. (XNYS) | 1,470,176 | 74,832 | ||||
| Meritage Homes Corp. | 1,026,109 | 74,321 | ||||
| Boyd Gaming Corp. | 851,896 | 73,646 | ||||
| * | Asbury Automotive Group Inc. | 298,414 | 72,947 | |||
| * | Liberty Media Corp.-Liberty Live Class C | 726,115 | 70,411 | |||
| Macy's Inc. | 3,915,507 | 70,205 | ||||
| * | Valvoline Inc. | 1,929,382 | 69,284 | |||
| * | Urban Outfitters Inc. | 952,398 | 68,030 | |||
| Kontoor Brands Inc. | 843,520 | 67,288 | ||||
| 1 | Whirlpool Corp. | 848,007 | 66,653 | |||
| Sirius XM Holdings Inc. | 2,811,194 | 65,431 | ||||
| PVH Corp. | 729,686 | 61,126 | ||||
| * | Laureate Education Inc. | 1,900,923 | 59,955 | |||
| * | Abercrombie & Fitch Co. Class A | 687,000 | 58,773 | |||
| * | SkyWest Inc. | 582,173 | 58,578 | |||
| Signet Jewelers Ltd. | 593,370 | 56,916 | ||||
| Atmus Filtration Technologies Inc. | 1,246,839 | 56,220 | ||||
| Advance Auto Parts Inc. | 910,453 | 55,902 | ||||
| KB Home | 878,047 | 55,879 | ||||
| Travel + Leisure Co. | 936,082 | 55,688 | ||||
| Graham Holdings Co. Class B | 46,385 | 54,610 | ||||
| Rush Enterprises Inc. Class A | 971,896 | 51,967 | ||||
| Harley-Davidson Inc. | 1,844,864 | 51,472 | ||||
| Academy Sports & Outdoors Inc. | 1,009,033 | 50,472 | ||||
| TEGNA Inc. | 2,441,704 | 49,640 | ||||
| Visteon Corp. | 413,955 | 49,617 | ||||
| PriceSmart Inc. | 396,750 | 48,082 | ||||
| Polaris Inc. | 810,771 | 47,130 | ||||
| * | OPENLANE Inc. | 1,613,236 | 46,429 | |||
| Penske Automotive Group Inc. | 250,617 | 43,585 | ||||
| * | Tri Pointe Homes Inc. | 1,261,802 | 42,863 | |||
| * | Penn Entertainment Inc. | 2,215,133 | 42,663 | |||
| * | YETI Holdings Inc. | 1,232,863 | 40,906 | |||
| American Eagle Outfitters Inc. | 2,367,056 | 40,500 | ||||
| Dana Inc. | 1,990,518 | 39,890 | ||||
| *,1 | Avis Budget Group Inc. | 240,367 | 38,597 | |||
| 1 | Cheesecake Factory Inc. | 680,412 | 37,178 | |||
| Steven Madden Ltd. | 1,102,850 | 36,923 | ||||
| * | Capri Holdings Ltd. | 1,716,674 | 34,196 | |||
| Levi Strauss & Co. Class A | 1,464,521 | 34,123 | ||||
| * | Hanesbrands Inc. | 5,098,295 | 33,598 | |||
| * | National Vision Holdings Inc. | 1,141,857 | 33,331 | |||
| Newell Brands Inc. | 6,358,443 | 33,318 | ||||
| * | Crocs Inc. | 393,808 | 32,903 | |||
| LCI Industries | 349,616 | 32,567 | ||||
| Phinia Inc. | 560,930 | 32,242 | ||||
| Wolverine World Wide Inc. | 1,171,579 | 32,148 | ||||
| Marriott Vacations Worldwide Corp. | 472,741 | 31,466 | ||||
| Acushnet Holdings Corp. | 400,589 | 31,442 | ||||
| * | Victoria's Secret & Co. | 1,150,916 | 31,236 | |||
| HNI Corp. | 660,490 | 30,944 | ||||
| * | Goodyear Tire & Rubber Co. | 4,124,603 | 30,852 | |||
| * | Liberty Media Corp.-Liberty Live Class A | 310,321 | 29,263 | |||
| * | Knowles Corp. | 1,238,376 | 28,867 | |||
| Strategic Education Inc. | 326,501 | 28,082 | ||||
| Shares | Market Value ($000) | |||||
| * | M/I Homes Inc. | 190,266 | 27,482 | |||
| Buckle Inc. | 465,866 | 27,328 | ||||
| Dillard's Inc. Class A | 44,116 | 27,108 | ||||
| Steelcase Inc. Class A | 1,567,035 | 26,953 | ||||
| * | Lionsgate Studios Corp. | 3,683,163 | 25,414 | |||
| Worthington Enterprises Inc. | 453,286 | 25,153 | ||||
| 1 | Kohl's Corp. | 1,615,701 | 24,833 | |||
| * | Sphere Entertainment Co. | 397,975 | 24,722 | |||
| * | Sally Beauty Holdings Inc. | 1,501,790 | 24,449 | |||
| Red Rock Resorts Inc. Class A | 383,867 | 23,439 | ||||
| John Wiley & Sons Inc. Class A | 574,886 | 23,266 | ||||
| Papa John's International Inc. | 472,356 | 22,744 | ||||
| * | Central Garden & Pet Co. Class A | 755,570 | 22,312 | |||
| Cinemark Holdings Inc. | 785,569 | 22,012 | ||||
| La-Z-Boy Inc. | 625,488 | 21,467 | ||||
| * | Coty Inc. Class A | 5,297,006 | 21,400 | |||
| Wendy's Co. | 2,312,953 | 21,187 | ||||
| Columbia Sportswear Co. | 374,167 | 19,569 | ||||
| PROG Holdings Inc. | 570,261 | 18,454 | ||||
| MillerKnoll Inc. | 1,029,321 | 18,260 | ||||
| Upbound Group Inc. | 747,119 | 17,654 | ||||
| Leggett & Platt Inc. | 1,950,860 | 17,324 | ||||
| * | Topgolf Callaway Brands Corp. | 1,814,228 | 17,235 | |||
| Sonic Automotive Inc. Class A | 218,287 | 16,609 | ||||
| * | LGI Homes Inc. | 297,540 | 15,386 | |||
| 1 | Cracker Barrel Old Country Store Inc. | 338,049 | 14,894 | |||
| * | G-III Apparel Group Ltd. | 558,834 | 14,871 | |||
| Carter's Inc. | 525,475 | 14,829 | ||||
| * | Under Armour Inc. Class A | 2,866,375 | 14,303 | |||
| Camping World Holdings Inc. Class A | 856,051 | 13,517 | ||||
| Interface Inc. Class A | 420,609 | 12,172 | ||||
| * | JetBlue Airways Corp. | 2,208,894 | 10,868 | |||
| * | Cars.com Inc. | 886,410 | 10,832 | |||
| Matthews International Corp. Class A | 443,797 | 10,775 | ||||
| Sinclair Inc. | 556,764 | 8,407 | ||||
| * | Under Armour Inc. Class C | 1,716,084 | 8,289 | |||
| * | Savers Value Village Inc. | 590,028 | 7,818 | |||
| * | U-Haul Holding Co. | 136,550 | 7,793 | |||
| * | Driven Brands Holdings Inc. | 436,204 | 7,027 | |||
| * | Fox Factory Holding Corp. | 285,376 | 6,932 | |||
| *,1 | Hertz Global Holdings Inc. | 934,278 | 6,353 | |||
| *,1 | McGraw Hill Inc. | 434,676 | 5,455 | |||
| * | BJ's Restaurants Inc. | 159,447 | 4,868 | |||
| * | Helen of Troy Ltd. | 174,065 | 4,386 | |||
| Cricut Inc. Class A | 695,956 | 4,378 | ||||
| Oxford Industries Inc. | 107,589 | 4,362 | ||||
| * | Petco Health & Wellness Co. Inc. Class A | 1,097,586 | 4,248 | |||
| Bloomin' Brands Inc. | 548,153 | 3,930 | ||||
| * | Central Garden & Pet Co. | 106,821 | 3,488 | |||
| Rush Enterprises Inc. Class B | 58,580 | 3,364 | ||||
| * | Portillo's Inc. Class A | 246,200 | 1,588 | |||
| 8,698,121 | ||||||
| Consumer Staples (3.6%) | ||||||
| * | US Foods Holding Corp. | 3,417,660 | 261,861 | |||
| * | Performance Food Group Co. | 2,375,646 | 247,162 | |||
| Bunge Global SA | 2,125,591 | 172,704 | ||||
| J M Smucker Co. | 1,538,350 | 167,065 | ||||
| Conagra Brands Inc. | 7,267,940 | 133,076 | ||||
| Ingredion Inc. | 974,146 | 118,953 | ||||
| Brown-Forman Corp. Class B | 4,376,819 | 118,524 | ||||
| Molson Coors Beverage Co. Class B | 2,532,578 | 114,599 | ||||
| Clorox Co. | 928,288 | 114,458 | ||||
| Campbell's Co. | 2,941,628 | 92,897 | ||||
| Albertsons Cos. Inc. Class A | 4,671,562 | 81,799 | ||||
| Lamb Weston Holdings Inc. | 1,057,590 | 61,425 | ||||
| Hormel Foods Corp. | 2,295,544 | 56,792 | ||||
| * | Post Holdings Inc. | 350,403 | 37,661 | |||
| Flowers Foods Inc. | 2,885,516 | 37,656 | ||||
| * | United Natural Foods Inc. | 873,300 | 32,854 | |||
| Shares | Market Value ($000) | |||||
| Pilgrim's Pride Corp. | 721,052 | 29,361 | ||||
| Energizer Holdings Inc. | 1,035,755 | 25,780 | ||||
| * | Grocery Outlet Holding Corp. | 1,414,591 | 22,704 | |||
| Fresh Del Monte Produce Inc. | 582,306 | 20,218 | ||||
| Universal Corp. | 358,862 | 20,050 | ||||
| Andersons Inc. | 493,339 | 19,640 | ||||
| Reynolds Consumer Products Inc. | 798,206 | 19,532 | ||||
| Spectrum Brands Holdings Inc. | 349,176 | 18,342 | ||||
| Brown-Forman Corp. Class A | 642,930 | 17,301 | ||||
| * | Simply Good Foods Co. | 686,843 | 17,047 | |||
| Weis Markets Inc. | 206,487 | 14,840 | ||||
| Edgewell Personal Care Co. | 704,936 | 14,353 | ||||
| Seaboard Corp. | 3,638 | 13,268 | ||||
| * | TreeHouse Foods Inc. | 651,762 | 13,172 | |||
| * | Boston Beer Co. Inc. Class A | 60,265 | 12,741 | |||
| * | Herbalife Ltd. | 1,487,250 | 12,552 | |||
| Utz Brands Inc. | 523,159 | 6,356 | ||||
| * | Olaplex Holdings Inc. | 1,521,880 | 1,994 | |||
| 2,148,737 | ||||||
| Energy (3.7%) | ||||||
| Expand Energy Corp. | 1,716,916 | 182,405 | ||||
| DT Midstream Inc. | 1,541,934 | 174,331 | ||||
| Ovintiv Inc. | 3,901,440 | 157,540 | ||||
| APA Corp. | 5,428,172 | 131,796 | ||||
| Range Resources Corp. | 3,434,443 | 129,272 | ||||
| HF Sinclair Corp. | 2,413,604 | 126,328 | ||||
| Antero Midstream Corp. | 5,083,734 | 98,828 | ||||
| Chord Energy Corp. | 868,685 | 86,321 | ||||
| * | Antero Resources Corp. | 2,227,250 | 74,747 | |||
| NOV Inc. | 5,636,936 | 74,689 | ||||
| Weatherford International plc | 1,090,349 | 74,613 | ||||
| Permian Resources Corp. | 5,366,907 | 68,696 | ||||
| Archrock Inc. | 2,535,141 | 66,700 | ||||
| * | CNX Resources Corp. | 2,039,090 | 65,496 | |||
| Murphy Oil Corp. | 2,058,270 | 58,475 | ||||
| California Resources Corp. | 1,079,595 | 57,413 | ||||
| Warrior Met Coal Inc. | 797,894 | 50,778 | ||||
| Peabody Energy Corp. | 1,753,394 | 46,500 | ||||
| SM Energy Co. | 1,744,983 | 43,572 | ||||
| Matador Resources Co. | 850,445 | 38,211 | ||||
| PBF Energy Inc. Class A | 1,229,327 | 37,089 | ||||
| * | Enphase Energy Inc. | 942,664 | 33,361 | |||
| Liberty Energy Inc. Class A | 2,335,566 | 28,821 | ||||
| Patterson-UTI Energy Inc. | 5,551,418 | 28,756 | ||||
| Delek US Holdings Inc. | 867,340 | 27,989 | ||||
| * | DNOW Inc. | 1,593,499 | 24,301 | |||
| Crescent Energy Co. Class A | 2,705,783 | 24,136 | ||||
| Civitas Resources Inc. | 703,393 | 22,860 | ||||
| World Kinect Corp. | 800,940 | 20,784 | ||||
| * | Array Technologies Inc. | 2,318,321 | 18,894 | |||
| * | Expro Group Holdings NV | 1,579,193 | 18,761 | |||
| * | MRC Global Inc. | 1,226,698 | 17,689 | |||
| * | CVR Energy Inc. | 457,832 | 16,702 | |||
| Helmerich & Payne Inc. | 679,398 | 15,008 | ||||
| * | Alpha Metallurgical Resources Inc. | 79,280 | 13,009 | |||
| Vitesse Energy Inc. | 439,798 | 10,217 | ||||
| * | Ameresco Inc. Class A | 236,933 | 7,956 | |||
| * | Shoals Technologies Group Inc. Class A | 633,889 | 4,697 | |||
| RPC Inc. | 753,282 | 3,586 | ||||
| *,1 | New Fortress Energy Inc. Class A | 677,984 | 1,498 | |||
| 1 | HighPeak Energy Inc. | 191,934 | 1,357 | |||
| *,1 | WaterBridge Infrastructure LLC Class A | 15,792 | 398 | |||
| 2,184,580 | ||||||
| Financials (20.4%) | ||||||
| First Citizens BancShares Inc. Class A | 135,647 | 242,694 | ||||
| Carlyle Group Inc. | 3,842,955 | 240,953 | ||||
| Equitable Holdings Inc. | 4,546,396 | 230,866 | ||||
| Everest Group Ltd. | 636,630 | 222,967 | ||||
| East West Bancorp Inc. | 2,091,819 | 222,674 | ||||
| Shares | Market Value ($000) | |||||
| Mr. Cooper Group Inc. | 971,264 | 204,733 | ||||
| Annaly Capital Management Inc. | 9,746,068 | 196,968 | ||||
| Reinsurance Group of America Inc. | 1,003,201 | 192,745 | ||||
| Unum Group | 2,455,783 | 191,011 | ||||
| Evercore Inc. Class A | 556,550 | 187,735 | ||||
| RenaissanceRe Holdings Ltd. | 714,371 | 181,400 | ||||
| First Horizon Corp. | 7,706,526 | 174,245 | ||||
| Stifel Financial Corp. | 1,473,248 | 167,169 | ||||
| Globe Life Inc. | 1,167,955 | 166,983 | ||||
| Assurant Inc. | 765,868 | 165,887 | ||||
| Ally Financial Inc. | 4,204,780 | 164,827 | ||||
| American Financial Group Inc. | 1,075,877 | 156,777 | ||||
| Invesco Ltd. | 6,768,927 | 155,279 | ||||
| 1 | AGNC Investment Corp. | 15,812,969 | 154,809 | |||
| SOUTHSTATE BANK Corp. | 1,536,143 | 151,878 | ||||
| Webster Financial Corp. | 2,522,393 | 149,931 | ||||
| Old Republic International Corp. | 3,393,944 | 144,141 | ||||
| Jefferies Financial Group Inc. | 2,191,740 | 143,384 | ||||
| SEI Investments Co. | 1,688,614 | 143,279 | ||||
| Western Alliance Bancorp | 1,591,438 | 138,010 | ||||
| Primerica Inc. | 491,634 | 136,473 | ||||
| Wintrust Financial Corp. | 1,016,136 | 134,577 | ||||
| Comerica Inc. | 1,950,797 | 133,669 | ||||
| Zions Bancorp NA | 2,240,633 | 126,775 | ||||
| Popular Inc. | 974,390 | 123,757 | ||||
| UMB Financial Corp. | 1,037,154 | 122,747 | ||||
| Fidelity National Financial Inc. | 1,959,030 | 118,502 | ||||
| Cullen/Frost Bankers Inc. | 927,492 | 117,578 | ||||
| Old National Bancorp | 5,352,803 | 117,494 | ||||
| Columbia Banking System Inc. | 4,537,019 | 116,783 | ||||
| Lincoln National Corp. | 2,877,476 | 116,049 | ||||
| Commerce Bancshares Inc. | 1,923,872 | 114,971 | ||||
| TPG Inc. Class A | 1,926,594 | 110,683 | ||||
| Voya Financial Inc. | 1,463,458 | 109,467 | ||||
| Franklin Resources Inc. | 4,728,331 | 109,366 | ||||
| Axis Capital Holdings Ltd. | 1,127,175 | 107,983 | ||||
| Jackson Financial Inc. Class A | 1,057,200 | 107,020 | ||||
| Cadence Bank | 2,785,545 | 104,569 | ||||
| Starwood Property Trust Inc. | 5,293,578 | 102,537 | ||||
| OneMain Holdings Inc. | 1,807,499 | 102,051 | ||||
| MGIC Investment Corp. | 3,498,798 | 99,261 | ||||
| Synovus Financial Corp. | 2,001,498 | 98,234 | ||||
| Affiliated Managers Group Inc. | 409,637 | 97,670 | ||||
| First American Financial Corp. | 1,467,889 | 94,297 | ||||
| Rithm Capital Corp. | 8,048,252 | 91,670 | ||||
| Glacier Bancorp Inc. | 1,880,054 | 91,502 | ||||
| Prosperity Bancshares Inc. | 1,369,854 | 90,890 | ||||
| FirstCash Holdings Inc. | 572,325 | 90,668 | ||||
| Lazard Inc. | 1,711,614 | 90,339 | ||||
| Essent Group Ltd. | 1,420,730 | 90,302 | ||||
| Hanover Insurance Group Inc. | 488,612 | 88,747 | ||||
| Piper Sandler Cos. | 255,076 | 88,509 | ||||
| FNB Corp. | 5,451,534 | 87,824 | ||||
| Janus Henderson Group plc | 1,893,991 | 84,302 | ||||
| Bank OZK | 1,635,547 | 83,380 | ||||
| SLM Corp. | 3,006,056 | 83,208 | ||||
| United Bankshares Inc. | 2,149,759 | 79,993 | ||||
| Valley National Bancorp | 7,221,361 | 76,546 | ||||
| Hancock Whitney Corp. | 1,221,985 | 76,508 | ||||
| Atlantic Union Bankshares Corp. | 2,163,104 | 76,336 | ||||
| Home BancShares Inc. | 2,691,760 | 76,177 | ||||
| Selective Insurance Group Inc. | 923,605 | 74,877 | ||||
| Radian Group Inc. | 2,055,836 | 74,462 | ||||
| Ameris Bancorp | 988,758 | 72,486 | ||||
| * | Axos Financial Inc. | 814,321 | 68,932 | |||
| First Financial Bankshares Inc. | 1,845,922 | 62,115 | ||||
| White Mountains Insurance Group Ltd. | 37,131 | 62,065 | ||||
| Associated Banc-Corp | 2,391,303 | 61,480 | ||||
| Federated Hermes Inc. Class B | 1,140,192 | 59,210 | ||||
| * | Texas Capital Bancshares Inc. | 694,379 | 58,696 | |||
| Shares | Market Value ($000) | |||||
| International Bancshares Corp. | 848,870 | 58,360 | ||||
| Flagstar Financial Inc. | 5,043,763 | 58,255 | ||||
| Assured Guaranty Ltd. | 686,554 | 58,117 | ||||
| United Community Banks Inc. | 1,843,456 | 57,792 | ||||
| * | Genworth Financial Inc. Class A | 6,229,582 | 55,443 | |||
| CNO Financial Group Inc. | 1,397,594 | 55,275 | ||||
| Pinnacle Financial Partners Inc. | 588,666 | 55,211 | ||||
| First Bancorp | 2,435,267 | 53,698 | ||||
| PennyMac Financial Services Inc. | 431,655 | 53,473 | ||||
| Renasant Corp. | 1,442,040 | 53,197 | ||||
| Eastern Bankshares Inc. | 2,888,659 | 52,429 | ||||
| Independent Bank Corp. | 757,559 | 52,400 | ||||
| BGC Group Inc. Class A | 5,537,695 | 52,387 | ||||
| Fulton Financial Corp. | 2,763,858 | 51,491 | ||||
| Cathay General Bancorp | 996,071 | 47,821 | ||||
| Community Financial System Inc. | 802,160 | 47,039 | ||||
| First Hawaiian Inc. | 1,891,298 | 46,961 | ||||
| Kemper Corp. | 904,788 | 46,642 | ||||
| * | Brighthouse Financial Inc. | 867,484 | 46,046 | |||
| WSFS Financial Corp. | 849,157 | 45,795 | ||||
| WesBanco Inc. | 1,383,977 | 44,190 | ||||
| Artisan Partners Asset Management Inc. Class A | 1,016,130 | 44,100 | ||||
| BankUnited Inc. | 1,141,504 | 43,560 | ||||
| Virtu Financial Inc. Class A | 1,219,500 | 43,292 | ||||
| RLI Corp. | 662,013 | 43,177 | ||||
| Simmons First National Corp. Class A | 2,196,212 | 42,101 | ||||
| Walker & Dunlop Inc. | 491,263 | 41,079 | ||||
| First Interstate BancSystem Inc. Class A | 1,273,274 | 40,579 | ||||
| Bank of Hawaii Corp. | 603,506 | 39,614 | ||||
| BOK Financial Corp. | 337,868 | 37,652 | ||||
| CVB Financial Corp. | 1,986,924 | 37,573 | ||||
| Bread Financial Holdings Inc. | 672,534 | 37,507 | ||||
| 1 | Blackstone Mortgage Trust Inc. Class A | 1,993,701 | 36,704 | |||
| Provident Financial Services Inc. | 1,883,300 | 36,310 | ||||
| WaFd Inc. | 1,195,787 | 36,220 | ||||
| Towne Bank | 1,042,289 | 36,032 | ||||
| Park National Corp. | 219,449 | 35,667 | ||||
| Mercury General Corp. | 420,314 | 35,634 | ||||
| BancFirst Corp. | 277,952 | 35,147 | ||||
| First Financial Bancorp | 1,380,528 | 34,858 | ||||
| 1 | Arbor Realty Trust Inc. | 2,773,188 | 33,861 | |||
| StepStone Group Inc. Class A | 506,756 | 33,096 | ||||
| Banner Corp. | 498,476 | 32,650 | ||||
| Trustmark Corp. | 824,300 | 32,642 | ||||
| NBT Bancorp Inc. | 755,178 | 31,536 | ||||
| First Merchants Corp. | 832,379 | 31,381 | ||||
| Beacon Financial Corp. | 1,271,595 | 30,150 | ||||
| ServisFirst Bancshares Inc. | 372,914 | 30,031 | ||||
| OFG Bancorp | 675,444 | 29,375 | ||||
| Nelnet Inc. Class A | 232,273 | 29,122 | ||||
| WisdomTree Inc. | 2,009,386 | 27,930 | ||||
| Horace Mann Educators Corp. | 617,429 | 27,889 | ||||
| Northwest Bancshares Inc. | 2,219,127 | 27,495 | ||||
| * | SiriusPoint Ltd. | 1,506,283 | 27,249 | |||
| Victory Capital Holdings Inc. Class A | 405,459 | 26,258 | ||||
| City Holding Co. | 208,917 | 25,879 | ||||
| First Commonwealth Financial Corp. | 1,506,765 | 25,690 | ||||
| 1 | ARMOUR Residential REIT Inc. | 1,709,303 | 25,537 | |||
| * | LendingClub Corp. | 1,654,405 | 25,130 | |||
| Hilltop Holdings Inc. | 669,102 | 22,361 | ||||
| National Bank Holdings Corp. Class A | 577,217 | 22,304 | ||||
| S&T Bancorp Inc. | 581,805 | 21,870 | ||||
| Apollo Commercial Real Estate Finance Inc. | 2,108,070 | 21,355 | ||||
| Hope Bancorp Inc. | 1,848,434 | 19,908 | ||||
| Ladder Capital Corp. | 1,749,171 | 19,083 | ||||
| * | ProAssurance Corp. | 780,034 | 18,713 | |||
| Virtus Investment Partners Inc. | 97,315 | 18,493 | ||||
| Westamerica Bancorp | 366,997 | 18,346 | ||||
| Enact Holdings Inc. | 447,615 | 17,162 | ||||
| PennyMac Mortgage Investment Trust | 1,321,048 | 16,196 | ||||
| Shares | Market Value ($000) | |||||
| Two Harbors Investment Corp. | 1,579,822 | 15,593 | ||||
| Chimera Investment Corp. | 1,169,295 | 15,458 | ||||
| Safety Insurance Group Inc. | 214,676 | 15,175 | ||||
| Employers Holdings Inc. | 356,713 | 15,153 | ||||
| MFA Financial Inc. | 1,558,941 | 14,327 | ||||
| * | Encore Capital Group Inc. | 331,904 | 13,854 | |||
| Franklin BSP Realty Trust Inc. | 1,248,295 | 13,557 | ||||
| Cannae Holdings Inc. | 722,911 | 13,237 | ||||
| Tompkins Financial Corp. | 197,067 | 13,048 | ||||
| Navient Corp. | 981,346 | 12,905 | ||||
| Safehold Inc. | 817,157 | 12,658 | ||||
| Redwood Trust Inc. | 1,962,328 | 11,362 | ||||
| Capitol Federal Financial Inc. | 1,712,981 | 10,877 | ||||
| BrightSpire Capital Inc. Class A | 1,873,708 | 10,174 | ||||
| F&G Annuities & Life Inc. | 306,437 | 9,582 | ||||
| GCM Grosvenor Inc. Class A | 767,051 | 9,258 | ||||
| * | World Acceptance Corp. | 41,315 | 6,988 | |||
| * | Slide Insurance Holdings Inc. | 391,232 | 6,176 | |||
| *,1 | Miami International Holdings Inc. | 120,518 | 4,852 | |||
| *,1 | Gemini Space Station Inc. Class A | 111,307 | 2,667 | |||
| *,1 | Chime Financial Inc. Class A | 24,166 | 487 | |||
| *,2 | Neptune Insurance Holdings Inc. Class A | 7,415 | 148 | |||
| Guaranty Bancshares Inc. | 332 | 16 | ||||
| 12,080,154 | ||||||
| Health Care (8.2%) | ||||||
| * | United Therapeutics Corp. | 686,436 | 287,761 | |||
| * | Tenet Healthcare Corp. | 1,340,977 | 272,272 | |||
| * | Hologic Inc. | 3,375,914 | 227,840 | |||
| * | Illumina Inc. | 2,216,311 | 210,483 | |||
| * | Cooper Cos. Inc. | 3,028,320 | 207,622 | |||
| Encompass Health Corp. | 1,528,753 | 194,182 | ||||
| Viatris Inc. | 17,696,284 | 175,193 | ||||
| Universal Health Services Inc. Class B | 813,074 | 166,225 | ||||
| * | Solventum Corp. | 2,236,990 | 163,300 | |||
| Revvity Inc. | 1,761,010 | 154,352 | ||||
| * | Elanco Animal Health Inc. | 7,540,595 | 151,868 | |||
| * | Moderna Inc. | 5,314,943 | 137,285 | |||
| * | Centene Corp. | 3,727,333 | 132,991 | |||
| * | Align Technology Inc. | 1,044,741 | 130,822 | |||
| * | Avantor Inc. | 10,348,147 | 129,145 | |||
| * | Madrigal Pharmaceuticals Inc. | 270,635 | 124,129 | |||
| * | Charles River Laboratories International Inc. | 747,017 | 116,878 | |||
| * | Jazz Pharmaceuticals plc | 874,652 | 115,279 | |||
| * | Henry Schein Inc. | 1,564,527 | 103,838 | |||
| * | Avidity Biosciences Inc. | 2,071,354 | 90,249 | |||
| Baxter International Inc. | 3,898,333 | 88,765 | ||||
| Teleflex Inc. | 670,470 | 82,039 | ||||
| * | Bio-Rad Laboratories Inc. Class A | 283,764 | 79,565 | |||
| * | Molina Healthcare Inc. | 411,334 | 78,713 | |||
| * | DaVita Inc. | 542,631 | 72,099 | |||
| * | Nuvalent Inc. Class A | 708,346 | 61,258 | |||
| * | Integer Holdings Corp. | 531,830 | 54,954 | |||
| * | Envista Holdings Corp. | 2,521,232 | 51,357 | |||
| * | Ligand Pharmaceuticals Inc. | 282,551 | 50,051 | |||
| * | Prestige Consumer Healthcare Inc. | 746,972 | 46,611 | |||
| Perrigo Co. plc | 2,087,350 | 46,485 | ||||
| * | BrightSpring Health Services Inc. | 1,478,822 | 43,714 | |||
| * | ICU Medical Inc. | 355,976 | 42,703 | |||
| Organon & Co. | 3,944,096 | 42,123 | ||||
| * | CG oncology Inc. | 1,041,558 | 41,954 | |||
| Concentra Group Holdings Parent Inc. | 1,848,106 | 38,681 | ||||
| * | Supernus Pharmaceuticals Inc. | 808,470 | 38,637 | |||
| DENTSPLY SIRONA Inc. | 3,026,456 | 38,406 | ||||
| *,1 | Summit Therapeutics Inc. | 1,691,239 | 34,941 | |||
| Premier Inc. Class A | 1,252,881 | 34,830 | ||||
| * | Acadia Healthcare Co. Inc. | 1,330,995 | 32,955 | |||
| * | QuidelOrtho Corp. | 1,030,737 | 30,355 | |||
| * | Enovis Corp. | 867,770 | 26,328 | |||
| * | Amneal Pharmaceuticals Inc. | 2,621,845 | 26,245 | |||
| Shares | Market Value ($000) | |||||
| Bruker Corp. | 806,209 | 26,194 | ||||
| * | Surgery Partners Inc. | 1,167,674 | 25,268 | |||
| National HealthCare Corp. | 188,228 | 22,872 | ||||
| * | Pediatrix Medical Group Inc. | 1,321,848 | 22,141 | |||
| CONMED Corp. | 469,947 | 22,102 | ||||
| Select Medical Holdings Corp. | 1,599,860 | 20,542 | ||||
| *,1 | Novavax Inc. | 2,342,163 | 20,307 | |||
| * | Omnicell Inc. | 662,420 | 20,171 | |||
| * | Neogen Corp. | 3,297,317 | 18,828 | |||
| * | Healthcare Services Group Inc. | 1,098,650 | 18,490 | |||
| * | Immunovant Inc. | 1,058,507 | 17,063 | |||
| * | Azenta Inc. | 591,585 | 16,990 | |||
| * | Pacira BioSciences Inc. | 648,014 | 16,699 | |||
| * | Innoviva Inc. | 908,851 | 16,587 | |||
| * | Integra LifeSciences Holdings Corp. | 1,005,449 | 14,408 | |||
| * | Dyne Therapeutics Inc. | 972,077 | 12,297 | |||
| * | AMN Healthcare Services Inc. | 581,984 | 11,267 | |||
| * | Hinge Health Inc. Class A | 206,445 | 10,132 | |||
| * | HeartFlow Inc. | 246,298 | 8,290 | |||
| * | AdaptHealth Corp. Class A | 769,785 | 6,890 | |||
| Embecta Corp. | 443,660 | 6,260 | ||||
| * | Fortrea Holdings Inc. | 688,795 | 5,800 | |||
| * | GoodRx Holdings Inc. Class A | 1,271,362 | 5,378 | |||
| *,1 | Iovance Biotherapeutics Inc. | 2,470,482 | 5,361 | |||
| * | OPKO Health Inc. | 2,709,441 | 4,200 | |||
| * | Day One Biopharmaceuticals Inc. | 582,715 | 4,108 | |||
| * | Caris Life Sciences Inc. | 11,933 | 361 | |||
| 4,854,489 | ||||||
| Industrials (22.1%) | ||||||
| EMCOR Group Inc. | 679,423 | 441,312 | ||||
| Smurfit WestRock plc | 7,921,474 | 337,217 | ||||
| Pentair plc | 2,488,148 | 275,587 | ||||
| AECOM | 2,010,221 | 262,274 | ||||
| nVent Electric plc | 2,442,884 | 240,966 | ||||
| Allegion plc | 1,302,942 | 231,077 | ||||
| RPM International Inc. | 1,947,255 | 229,542 | ||||
| * | Zebra Technologies Corp. Class A | 771,735 | 229,329 | |||
| Textron Inc. | 2,704,776 | 228,527 | ||||
| CH Robinson Worldwide Inc. | 1,702,743 | 225,443 | ||||
| Masco Corp. | 3,177,757 | 223,682 | ||||
| Carlisle Cos. Inc. | 648,870 | 213,452 | ||||
| ITT Inc. | 1,183,861 | 211,627 | ||||
| Ball Corp. | 4,130,848 | 208,277 | ||||
| * | API Group Corp. | 5,680,912 | 195,253 | |||
| * | Builders FirstSource Inc. | 1,593,994 | 193,272 | |||
| Booz Allen Hamilton Holding Corp. | 1,870,681 | 186,975 | ||||
| IDEX Corp. | 1,142,235 | 185,910 | ||||
| Owens Corning | 1,269,327 | 179,559 | ||||
| Stanley Black & Decker Inc. | 2,349,540 | 174,641 | ||||
| Hubbell Inc. Class B | 403,294 | 173,541 | ||||
| Huntington Ingalls Industries Inc. | 595,585 | 171,475 | ||||
| Crown Holdings Inc. | 1,766,429 | 170,619 | ||||
| Acuity Inc. | 465,125 | 160,184 | ||||
| JB Hunt Transport Services Inc. | 1,175,398 | 157,703 | ||||
| WESCO International Inc. | 738,568 | 156,207 | ||||
| Applied Industrial Technologies Inc. | 572,976 | 149,575 | ||||
| Donaldson Co. Inc. | 1,768,445 | 144,747 | ||||
| Regal Rexnord Corp. | 1,007,456 | 144,510 | ||||
| Crane Co. | 742,406 | 136,707 | ||||
| CNH Industrial NV | 12,340,511 | 133,895 | ||||
| AptarGroup Inc. | 999,999 | 133,660 | ||||
| Tetra Tech Inc. | 3,988,328 | 133,130 | ||||
| MKS Inc. | 1,019,356 | 126,166 | ||||
| Oshkosh Corp. | 971,388 | 125,989 | ||||
| *,1 | Joby Aviation Inc. | 7,795,092 | 125,813 | |||
| Watts Water Technologies Inc. Class A | 416,077 | 116,202 | ||||
| Valmont Industries Inc. | 299,583 | 116,157 | ||||
| Zurn Elkay Water Solutions Corp. | 2,415,830 | 113,616 | ||||
| Ryder System Inc. | 588,141 | 110,947 | ||||
| Shares | Market Value ($000) | |||||
| Genpact Ltd. | 2,645,072 | 110,802 | ||||
| * | XPO Inc. | 849,011 | 109,752 | |||
| Allison Transmission Holdings Inc. | 1,269,174 | 107,728 | ||||
| Primoris Services Corp. | 778,784 | 106,950 | ||||
| Flowserve Corp. | 1,985,103 | 105,488 | ||||
| * | Mohawk Industries Inc. | 801,619 | 103,345 | |||
| * | Fluor Corp. | 2,453,766 | 103,230 | |||
| AGCO Corp. | 962,695 | 103,076 | ||||
| Esab Corp. | 875,210 | 97,796 | ||||
| Fortune Brands Innovations Inc. | 1,822,054 | 97,279 | ||||
| Air Lease Corp. Class A | 1,526,632 | 97,170 | ||||
| MSA Safety Inc. | 564,401 | 97,116 | ||||
| * | Gates Industrial Corp. plc | 3,909,466 | 97,033 | |||
| GATX Corp. | 540,263 | 94,438 | ||||
| * | Axalta Coating Systems Ltd. | 3,287,328 | 94,083 | |||
| Vontier Corp. | 2,226,512 | 93,447 | ||||
| Knight-Swift Transportation Holdings Inc. Class A | 2,340,377 | 92,468 | ||||
| * | Middleby Corp. | 692,343 | 92,033 | |||
| * | GXO Logistics Inc. | 1,737,487 | 91,896 | |||
| Moog Inc. Class A | 431,411 | 89,591 | ||||
| Graphic Packaging Holding Co. | 4,497,088 | 88,008 | ||||
| * | Resideo Technologies Inc. | 2,032,048 | 87,744 | |||
| Louisiana-Pacific Corp. | 951,315 | 84,515 | ||||
| * | Mirion Technologies Inc. Class A | 3,535,498 | 82,236 | |||
| * | WEX Inc. | 520,076 | 81,928 | |||
| * | FTI Consulting Inc. | 491,142 | 79,393 | |||
| Sealed Air Corp. | 2,232,781 | 78,929 | ||||
| Maximus Inc. | 855,261 | 78,145 | ||||
| Ralliant Corp. | 1,711,134 | 74,828 | ||||
| Belden Inc. | 601,343 | 72,324 | ||||
| Enpro Inc. | 319,533 | 72,214 | ||||
| ADT Inc. | 8,250,542 | 71,862 | ||||
| * | Kirby Corp. | 846,958 | 70,679 | |||
| Brink's Co. | 600,714 | 70,199 | ||||
| Arcosa Inc. | 744,390 | 69,757 | ||||
| Sensata Technologies Holding plc | 2,210,602 | 67,534 | ||||
| Sonoco Products Co. | 1,497,347 | 64,521 | ||||
| EnerSys | 568,671 | 64,237 | ||||
| Brunswick Corp. | 991,682 | 62,714 | ||||
| MSC Industrial Direct Co. Inc. Class A | 675,907 | 62,278 | ||||
| * | OSI Systems Inc. | 242,599 | 60,465 | |||
| Silgan Holdings Inc. | 1,299,407 | 55,888 | ||||
| Korn Ferry | 794,249 | 55,582 | ||||
| * | Amentum Holdings Inc. | 2,215,017 | 53,050 | |||
| Otter Tail Corp. | 636,003 | 52,133 | ||||
| Robert Half Inc. | 1,466,364 | 49,827 | ||||
| Crane NXT Co. | 740,750 | 49,682 | ||||
| Brady Corp. Class A | 631,145 | 49,248 | ||||
| HB Fuller Co. | 819,135 | 48,558 | ||||
| Terex Corp. | 945,960 | 48,528 | ||||
| Griffon Corp. | 635,971 | 48,429 | ||||
| * | Hayward Holdings Inc. | 3,124,480 | 47,242 | |||
| AZZ Inc. | 432,733 | 47,224 | ||||
| * | AAR Corp. | 518,550 | 46,498 | |||
| Matson Inc. | 458,382 | 45,192 | ||||
| * | NCR Atleos Corp. | 1,116,849 | 43,903 | |||
| Boise Cascade Co. | 566,610 | 43,810 | ||||
| McGrath RentCorp | 373,475 | 43,809 | ||||
| ABM Industries Inc. | 944,970 | 43,582 | ||||
| * | GEO Group Inc. | 2,040,773 | 41,815 | |||
| REV Group Inc. | 703,537 | 39,869 | ||||
| Western Union Co. | 4,899,983 | 39,151 | ||||
| Standex International Corp. | 183,165 | 38,813 | ||||
| UniFirst Corp. | 227,527 | 38,040 | ||||
| Granite Construction Inc. | 332,261 | 36,432 | ||||
| Trinity Industries Inc. | 1,227,090 | 34,408 | ||||
| * | Everus Construction Group Inc. | 387,071 | 33,191 | |||
| * | Knife River Corp. | 430,019 | 33,056 | |||
| EVERTEC Inc. | 971,029 | 32,801 | ||||
| Landstar System Inc. | 262,983 | 32,231 | ||||
| Shares | Market Value ($000) | |||||
| Atkore Inc. | 510,876 | 32,052 | ||||
| * | CoreCivic Inc. | 1,543,565 | 31,412 | |||
| * | O-I Glass Inc. | 2,338,738 | 30,333 | |||
| Hub Group Inc. Class A | 874,513 | 30,118 | ||||
| * | ASGN Inc. | 631,626 | 29,908 | |||
| TriNet Group Inc. | 442,543 | 29,602 | ||||
| Hillenbrand Inc. | 1,069,848 | 28,929 | ||||
| * | Hillman Solutions Corp. | 2,999,784 | 27,538 | |||
| Pitney Bowes Inc. | 2,351,167 | 26,827 | ||||
| ManpowerGroup Inc. | 702,805 | 26,636 | ||||
| Helios Technologies Inc. | 503,202 | 26,232 | ||||
| Insperity Inc. | 514,689 | 25,323 | ||||
| Kennametal Inc. | 1,154,063 | 24,155 | ||||
| Albany International Corp. Class A | 447,774 | 23,866 | ||||
| ArcBest Corp. | 327,734 | 22,899 | ||||
| Werner Enterprises Inc. | 862,752 | 22,708 | ||||
| Greif Inc. Class A | 378,622 | 22,626 | ||||
| TriMas Corp. | 555,209 | 21,453 | ||||
| Alight Inc. Class A | 6,418,993 | 20,926 | ||||
| Greenbrier Cos. Inc. | 445,369 | 20,563 | ||||
| * | Janus International Group Inc. | 2,001,951 | 19,759 | |||
| * | Huron Consulting Group Inc. | 131,359 | 19,280 | |||
| * | First Advantage Corp. | 1,188,557 | 18,292 | |||
| * | Karman Holdings Inc. | 251,085 | 18,128 | |||
| * | Proto Labs Inc. | 362,243 | 18,123 | |||
| International Seaways Inc. | 374,698 | 17,266 | ||||
| Astec Industries Inc. | 347,073 | 16,705 | ||||
| * | Cimpress plc | 260,157 | 16,400 | |||
| * | BrightView Holdings Inc. | 1,080,641 | 14,481 | |||
| Apogee Enterprises Inc. | 310,338 | 13,521 | ||||
| Schneider National Inc. Class B | 629,749 | 13,326 | ||||
| Deluxe Corp. | 681,530 | 13,194 | ||||
| * | Thermon Group Holdings Inc. | 476,592 | 12,735 | |||
| Quanex Building Products Corp. | 697,532 | 9,919 | ||||
| Gorman-Rupp Co. | 169,712 | 7,876 | ||||
| * | American Woodmark Corp. | 105,014 | 7,011 | |||
| *,1 | Legence Corp. Class A | 187,752 | 5,785 | |||
| * | Forward Air Corp. | 221,901 | 5,690 | |||
| * | TaskUS Inc. Class A | 264,332 | 4,718 | |||
| Kforce Inc. | 134,288 | 4,026 | ||||
| Vestis Corp. | 849,345 | 3,848 | ||||
| Hyster-Yale Inc. | 75,936 | 2,799 | ||||
| Heartland Express Inc. | 323,608 | 2,712 | ||||
| *,1 | Pattern Group Inc. Class A | 159,844 | 2,190 | |||
| Kronos Worldwide Inc. | 349,999 | 2,009 | ||||
| Greif Inc. Class B | 30,709 | 1,892 | ||||
| 13,071,779 | ||||||
| Real Estate (8.5%) | ||||||
| Kimco Realty Corp. | 10,313,606 | 225,352 | ||||
| WP Carey Inc. | 3,323,770 | 224,587 | ||||
| * | Jones Lang LaSalle Inc. | 719,140 | 214,505 | |||
| Healthpeak Properties Inc. | 10,548,010 | 201,994 | ||||
| Regency Centers Corp. | 2,755,567 | 200,881 | ||||
| Gaming & Leisure Properties Inc. | 4,080,809 | 190,207 | ||||
| Omega Healthcare Investors Inc. | 4,477,454 | 189,038 | ||||
| BXP Inc. | 2,403,890 | 178,705 | ||||
| Camden Property Trust | 1,621,840 | 173,180 | ||||
| EastGroup Properties Inc. | 809,509 | 137,017 | ||||
| Federal Realty Investment Trust | 1,309,405 | 132,656 | ||||
| Brixmor Property Group Inc. | 4,645,959 | 128,600 | ||||
| NNN REIT Inc. | 2,865,350 | 121,978 | ||||
| Agree Realty Corp. | 1,679,660 | 119,323 | ||||
| American Healthcare REIT Inc. | 2,558,386 | 107,478 | ||||
| Vornado Realty Trust | 2,623,330 | 106,324 | ||||
| First Industrial Realty Trust Inc. | 2,009,636 | 103,436 | ||||
| STAG Industrial Inc. | 2,833,700 | 100,001 | ||||
| Lamar Advertising Co. Class A | 658,733 | 80,642 | ||||
| American Homes 4 Rent Class A | 2,388,609 | 79,421 | ||||
| Kilroy Realty Corp. | 1,795,530 | 75,861 | ||||
| Shares | Market Value ($000) | |||||
| Cousins Properties Inc. | 2,549,485 | 73,782 | ||||
| CubeSmart | 1,730,710 | 70,371 | ||||
| Macerich Co. | 3,834,641 | 69,790 | ||||
| Sabra Health Care REIT Inc. | 3,639,532 | 67,841 | ||||
| EPR Properties | 1,155,290 | 67,018 | ||||
| SL Green Realty Corp. | 1,078,035 | 64,477 | ||||
| * | Compass Inc. Class A | 7,981,300 | 64,090 | |||
| Millrose Properties Inc. | 1,872,046 | 62,919 | ||||
| Rayonier Inc. | 2,339,787 | 62,098 | ||||
| HA Sustainable Infrastructure Capital Inc. | 1,887,387 | 57,943 | ||||
| * | Cushman & Wakefield plc | 3,514,050 | 55,944 | |||
| Tanger Inc. | 1,631,801 | 55,220 | ||||
| National Health Investors Inc. | 684,406 | 54,410 | ||||
| Americold Realty Trust Inc. | 4,323,138 | 52,915 | ||||
| Highwoods Properties Inc. | 1,640,427 | 52,198 | ||||
| COPT Defense Properties | 1,713,830 | 49,804 | ||||
| Broadstone Net Lease Inc. | 2,726,980 | 48,731 | ||||
| Terreno Realty Corp. | 783,993 | 44,492 | ||||
| Acadia Realty Trust | 1,988,638 | 40,071 | ||||
| Newmark Group Inc. Class A | 2,122,944 | 39,593 | ||||
| Outfront Media Inc. | 2,157,507 | 39,526 | ||||
| Urban Edge Properties | 1,909,111 | 39,079 | ||||
| Apple Hospitality REIT Inc. | 3,238,118 | 38,890 | ||||
| LXP Industrial Trust | 4,265,028 | 38,215 | ||||
| Douglas Emmett Inc. | 2,414,580 | 37,595 | ||||
| 1 | Medical Properties Trust Inc. | 6,839,722 | 34,677 | |||
| Phillips Edison & Co. Inc. | 953,072 | 32,719 | ||||
| DigitalBridge Group Inc. | 2,764,283 | 32,342 | ||||
| Park Hotels & Resorts Inc. | 2,578,051 | 28,565 | ||||
| LTC Properties Inc. | 698,894 | 25,761 | ||||
| DiamondRock Hospitality Co. | 3,110,862 | 24,762 | ||||
| Getty Realty Corp. | 858,616 | 23,037 | ||||
| Innovative Industrial Properties Inc. | 425,410 | 22,793 | ||||
| PotlatchDeltic Corp. | 557,217 | 22,707 | ||||
| Elme Communities | 1,338,148 | 22,561 | ||||
| 1 | JBG SMITH Properties | 936,918 | 20,846 | |||
| Alexander & Baldwin Inc. | 1,103,821 | 20,079 | ||||
| Xenia Hotels & Resorts Inc. | 1,453,879 | 19,947 | ||||
| * | Howard Hughes Holdings Inc. | 225,423 | 18,523 | |||
| Piedmont Realty Trust Inc. | 1,890,060 | 17,011 | ||||
| InvenTrust Properties Corp. | 588,713 | 16,849 | ||||
| Apartment Investment & Management Co. Class A | 2,051,397 | 16,268 | ||||
| Veris Residential Inc. | 1,063,025 | 16,158 | ||||
| Curbline Properties Corp. | 718,336 | 16,019 | ||||
| RLJ Lodging Trust | 2,180,829 | 15,702 | ||||
| Empire State Realty Trust Inc. Class A | 2,048,134 | 15,689 | ||||
| Centerspace | 254,227 | 14,974 | ||||
| American Assets Trust Inc. | 696,345 | 14,150 | ||||
| eXp World Holdings Inc. | 1,312,937 | 13,996 | ||||
| Global Net Lease Inc. | 1,677,496 | 13,638 | ||||
| Sunstone Hotel Investors Inc. | 1,442,129 | 13,513 | ||||
| Brandywine Realty Trust | 2,506,152 | 10,451 | ||||
| Marcus & Millichap Inc. | 355,021 | 10,420 | ||||
| * | Forestar Group Inc. | 308,521 | 8,204 | |||
| Saul Centers Inc. | 184,868 | 5,892 | ||||
| Alexander's Inc. | 15,494 | 3,633 | ||||
| *,2 | Spirit MTA REIT | 334,911 | 30 | |||
| 5,010,114 | ||||||
| Technology (7.3%) | ||||||
| Jabil Inc. | 1,547,404 | 336,050 | ||||
| * | F5 Inc. | 871,917 | 281,795 | |||
| * | Sandisk Corp. | 2,102,347 | 235,883 | |||
| TD SYNNEX Corp. | 1,126,499 | 184,464 | ||||
| Leidos Holdings Inc. | 973,641 | 183,979 | ||||
| Skyworks Solutions Inc. | 2,252,854 | 173,425 | ||||
| * | CACI International Inc. Class A | 333,813 | 166,499 | |||
| Teradyne Inc. | 1,207,206 | 166,160 | ||||
| * | Akamai Technologies Inc. | 2,176,386 | 164,883 | |||
| * | Rubrik Inc. Class A | 1,781,631 | 146,539 | |||
| Shares | Market Value ($000) | |||||
| * | Liberty Broadband Corp. Class A | 124,744 | 7,900 | |||
| 646,321 | ||||||
| Utilities (5.6%) | ||||||
| NRG Energy Inc. | 2,935,852 | 475,461 | ||||
| Atmos Energy Corp. | 2,309,364 | 394,324 | ||||
| Essential Utilities Inc. | 4,256,986 | 169,854 | ||||
| Pinnacle West Capital Corp. | 1,812,796 | 162,535 | ||||
| NiSource Inc. | 3,573,516 | 154,733 | ||||
| * | Talen Energy Corp. | 346,715 | 147,486 | |||
| OGE Energy Corp. | 3,056,809 | 141,439 | ||||
| Evergy Inc. | 1,743,658 | 132,553 | ||||
| AES Corp. | 9,697,888 | 127,624 | ||||
| National Fuel Gas Co. | 1,371,443 | 126,680 | ||||
| UGI Corp. | 3,262,023 | 108,495 | ||||
| IDACORP Inc. | 820,070 | 108,372 | ||||
| TXNM Energy Inc. | 1,599,358 | 90,444 | ||||
| Southwest Gas Holdings Inc. | 978,522 | 76,657 | ||||
| ONE Gas Inc. | 910,639 | 73,707 | ||||
| New Jersey Resources Corp. | 1,524,560 | 73,408 | ||||
| Portland General Electric Co. | 1,663,174 | 73,180 | ||||
| Spire Inc. | 851,051 | 69,378 | ||||
| Black Hills Corp. | 1,105,821 | 68,107 | ||||
| ALLETE Inc. | 880,832 | 58,487 | ||||
| * | Sunrun Inc. | 3,326,921 | 57,522 | |||
| MDU Resources Group Inc. | 3,101,329 | 55,235 | ||||
| Northwestern Energy Group Inc. | 931,846 | 54,615 | ||||
| MGE Energy Inc. | 554,586 | 46,685 | ||||
| Avista Corp. | 1,231,195 | 46,551 | ||||
| American States Water Co. | 584,399 | 42,848 | ||||
| Clearway Energy Inc. Class C | 1,266,293 | 35,773 | ||||
| *,1 | NuScale Power Corp. Class A | 812,883 | 29,264 | |||
| * | Hawaiian Electric Industries Inc. | 2,618,808 | 28,912 | |||
| Northwest Natural Holding Co. | 611,602 | 27,479 | ||||
| Clearway Energy Inc. Class A | 523,276 | 14,092 | ||||
| Excelerate Energy Inc. Class A | 339,855 | 8,561 | ||||
| 3,280,461 | ||||||
| Total Common Stocks (Cost $43,347,326) | 59,053,398 | |||||
| Rights (0.0%) | ||||||
| *,2 | OmniAb Inc. 12.5 Earnout | 53,581 | — | |||
| *,2 | OmniAb Inc. 15 Earnout | 53,581 | — | |||
| Total Rights (Cost $—) | — | |||||
| Coupon | ||||||
| Temporary Cash Investments (0.9%) | ||||||
| Money Market Fund (0.9%) | ||||||
| 3,4 | Vanguard Market Liquidity Fund (Cost $550,430) | 4.180% | 5,507,269 | 550,727 | ||
| Total Investments (100.8%) (Cost $43,897,756) | 59,604,125 | |||||
| Other Assets and Liabilities—Net (-0.8%) | (458,478) | |||||
| Net Assets (100%) | 59,145,647 | |||||
| Cost is in $000. | |
| * | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $353,162. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 4 | Collateral of $374,350 was received for securities on loan. |
| REIT—Real Estate Investment Trust. |
| Over-the-Counter Total Return Swaps | ||||||
| Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid)1 (%) | Value and Unrealized Appreciation ($000) | Value and Unrealized (Depreciation) ($000) |
| AES Corp. | 8/31/2026 | BANA | 14,962 | (4.236) | — | (469) |
| Albemarle Corp. | 8/31/2026 | BANA | 11,464 | (4.236) | — | (502) |
| Atmos Energy Corp. | 8/31/2026 | BANA | 21,099 | (4.236) | 517 | — |
| Blackstone Mortgage Trust Inc. Class A | 1/30/2026 | GSI | 9,370 | (4.122) | — | (322) |
| CarMax Inc. | 8/31/2026 | BANA | 26,381 | (4.236) | — | (7,173) |
| 517 | (8,466) | |||||
| 1 | Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/paid monthly. |
| BANA—Bank of America, N.A. | |
| GSI—Goldman Sachs International. |
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| Common Stocks | 59,053,220 | — | 178 | 59,053,398 |
| Rights | — | — | — | — |
| Temporary Cash Investments | 550,727 | — | — | 550,727 |
| Total | 59,603,947 | — | 178 | 59,604,125 |
| Derivative Financial Instruments | ||||
| Assets | ||||
| Swap Contracts | — | 517 | — | 517 |
| Liabilities | ||||
| Futures Contracts1 | (150) | — | — | (150) |
| Swap Contracts | — | (8,466) | — | (8,466) |
| Total | (150) | (8,466) | — | (8,616) |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. | |||