Etho Climate Leadership U.S. ETF
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Schedule of Investments
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June 30, 2023 (Unaudited)
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Shares
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Value
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COMMON STOCKS - 99.6%
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Bermuda - 1.1%
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Capital Markets - 0.7%
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Invesco, Ltd.
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40,817
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$
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686,134
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Lazard, Ltd. - Class A
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20,218
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646,976
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Total Capital Markets
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1,333,110
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Insurance - 0.4%
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White Mountains Insurance Group, Ltd.
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486
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675,010
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Total Bermuda
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2,008,120
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Canada - 0.3%
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Food Products - 0.3%
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SunOpta, Inc. (a)
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87,362
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584,452
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Guernsey - 0.4%
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IT Services - 0.4%
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Amdocs, Ltd.
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6,971
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689,083
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Ireland - 0.5%
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Health Care Equipment & Supplies - 0.5%
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STERIS PLC
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3,500
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787,429
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Singapore - 0.5%
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Electronic Equipment, Instruments & Components - 0.5%
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Flex, Ltd. (a)
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29,092
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804,103
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United States - 96.8%
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Air Freight & Logistics - 0.3%
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United Parcel Service, Inc. - Class B
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3,451
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618,592
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Auto Components - 0.4%
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QuantumScape Corp. (a)(b)
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81,834
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653,854
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Automobiles - 0.5%
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Tesla, Inc. (a)
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3,227
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844,732
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Banks - 2.0%
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Amalgamated Financial Corp.
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37,841
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608,862
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Associated Banc-Corp. (b)
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37,231
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604,259
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Bank of Hawaii Corp. (b)
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12,853
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529,929
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Capitol Federal Financial, Inc. (b)
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99,466
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613,705
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Fulton Financial Corp. (b)
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48,437
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577,369
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Washington Federal, Inc. (b)
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22,225
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589,407
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Total Banks
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3,523,531
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Biotechnology - 2.0%
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Agios Pharmaceuticals, Inc. (a)(b)
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29,143
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825,330
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Alnylam Pharmaceuticals, Inc. (a)
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3,342
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634,779
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Ionis Pharmaceuticals, Inc. (a)(b)
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18,730
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768,492
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Myriad Genetics, Inc. (a)
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28,816
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667,955
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Vertex Pharmaceuticals, Inc. (a)
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2,125
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747,809
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Total Biotechnology
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3,644,365
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Broadline Retail - 0.4%
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eBay, Inc.
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15,087
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674,238
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Building Products - 1.8%
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A.O. Smith Corp.
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9,680
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704,510
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AAON, Inc. (b)
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6,923
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656,370
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Advanced Drainage Systems, Inc. (b)
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7,949
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904,438
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Lennox International, Inc. (b)
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2,664
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868,650
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Total Building Products
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3,133,968
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Capital Markets - 4.9%
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Affiliated Managers Group, Inc.
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4,700
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704,483
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Ares Management Corp. - Class A
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8,023
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773,016
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Cboe Global Markets, Inc.
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4,987
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688,256
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Charles Schwab Corp.
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12,780
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724,370
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CME Group, Inc.
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3,495
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647,589
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FactSet Research Systems, Inc.
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1,613
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646,248
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Franklin Resources, Inc. (b)
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24,848
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663,690
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Intercontinental Exchange, Inc.
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6,419
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725,861
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MarketAxess Holdings, Inc.
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1,711
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447,290
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Morningstar, Inc.
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3,297
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646,443
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Nasdaq, Inc.
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12,244
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610,363
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Northern Trust Corp.
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7,596
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563,167
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S&P Global, Inc.
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1,942
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778,528
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Total Capital Markets
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8,619,304
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Chemicals - 1.6%
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Air Products and Chemicals, Inc.
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2,331
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698,204
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Cabot Corp.
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8,734
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584,217
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Ecolab, Inc.
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4,044
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754,974
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Livent Corp. (a)(b)
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30,820
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845,393
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Total Chemicals
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2,882,788
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Commercial Services & Supplies - 1.6%
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Brink’s Co.
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10,021
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679,724
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Cintas Corp.
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1,447
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719,275
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Copart, Inc. (a)
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8,900
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811,770
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Pitney Bowes, Inc. (b)
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172,084
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609,177
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Total Commercial Services & Supplies
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2,819,946
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Communications Equipment - 1.8%
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Arista Networks, Inc. (a)
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3,988
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646,295
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Cisco Systems, Inc.
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12,805
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662,531
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F5 Networks, Inc. (a)
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4,595
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672,065
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Juniper Networks, Inc.
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19,448
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609,306
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Viavi Solutions, Inc. (a)
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61,810
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700,307
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Total Communications Equipment
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3,290,504
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Construction & Engineering - 0.4%
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Ameresco, Inc. - Class A (a)(b)
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13,600
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661,368
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Consumer Finance - 1.2%
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Ally Financial, Inc.
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26,261
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709,310
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American Express Co.
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4,058
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706,904
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Discover Financial Services
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6,773
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791,424
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Total Consumer Finance
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2,207,638
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Consumer Staples Distribution & Retail - 1.2%
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Grocery Outlet Holding Corp. (a)(b)
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23,687
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725,059
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Kroger Co.
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13,559
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637,273
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PriceSmart, Inc.
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9,365
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693,572
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Total Consumer Staples Distribution & Retail
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2,055,904
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Containers & Packaging - 0.4%
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Packaging Corp. of America (b)
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4,822
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637,276
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Distributors - 0.8%
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Genuine Parts Co.
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4,001
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677,089
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LKQ Corp.
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11,794
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|
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687,237
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Total Distributors
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1,364,326
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Diversified Consumer Services - 0.7%
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|
|
Graham Holdings Co. - Class B
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1,123
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641,773
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|
Service Corp. International (b)
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9,733
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|
|
|
628,654
|
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Total Diversified Consumer Services
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1,270,427
|
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Diversified Telecommunication Services - 1.1%
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|
|
|
|
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|
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ATN International, Inc. (b)
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16,359
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|
|
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598,739
|
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EchoStar Corp. (a)
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36,600
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|
|
|
634,644
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|
Verizon Communications, Inc.
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17,213
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|
|
|
640,152
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Total Diversified Telecommunication Services
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1,873,535
|
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Electrical Equipment - 4.7%
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Array Technologies, Inc. (a)(b)
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30,594
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691,424
|
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Babcock & Wilcox Enterprises, Inc. (a)
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110,463
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|
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651,732
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Beam Global (a)(b)
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42,075
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|
|
|
435,476
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Blink Charging Co. (a)(b)
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|
77,388
|
|
|
|
463,554
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Bloom Energy Corp. (a)(b) - Class A
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|
33,588
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|
|
|
549,164
|
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ChargePoint Holdings, Inc. (a)(b)
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|
63,936
|
|
|
|
561,997
|
|
FuelCell Energy, Inc. (a)(b)
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|
|
234,879
|
|
|
|
507,339
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|
Hubbell, Inc. (b)
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|
|
2,751
|
|
|
|
912,121
|
|
Plug Power, Inc. (a)(b)
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|
|
57,116
|
|
|
|
593,435
|
|
Shoals Technologies Group, Inc. - Class A (a)
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|
|
29,373
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|
|
|
750,774
|
|
Stem, Inc. (a)(b)
|
|
|
118,061
|
|
|
|
675,309
|
|
SunPower Corp. (a)(b)
|
|
|
48,367
|
|
|
|
473,997
|
|
Sunrun, Inc. (a)(b)
|
|
|
33,221
|
|
|
|
593,327
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|
TPI Composites, Inc. (a)(b)
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|
|
51,295
|
|
|
|
531,929
|
|
Total Electrical Equipment
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|
|
|
|
|
|
8,391,578
|
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Electronic Equipment, Instruments & Components - 4.6%
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|
|
|
|
|
|
|
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Arrow Electronics, Inc. (a)
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|
|
5,361
|
|
|
|
767,856
|
|
Avnet, Inc.
|
|
|
14,810
|
|
|
|
747,165
|
|
Badger Meter, Inc. (b)
|
|
|
5,495
|
|
|
|
810,842
|
|
Belden, Inc.
|
|
|
7,715
|
|
|
|
737,940
|
|
Corning, Inc.
|
|
|
18,974
|
|
|
|
664,849
|
|
Itron, Inc. (a)
|
|
|
12,072
|
|
|
|
870,390
|
|
National Instruments Corp.
|
|
|
12,772
|
|
|
|
733,113
|
|
OSI Systems, Inc. (a)
|
|
|
6,540
|
|
|
|
770,608
|
|
Trimble, Inc. (a)
|
|
|
12,770
|
|
|
|
676,044
|
|
Vishay Intertechnology, Inc.
|
|
|
29,594
|
|
|
|
870,064
|
|
Zebra Technologies Corp. - Class A (a)
|
|
|
2,105
|
|
|
|
622,722
|
|
Total Electronic Equipment, Instruments & Components
|
|
|
|
|
|
|
8,271,593
|
|
Entertainment - 1.7%
|
|
|
|
|
|
|
|
|
Electronic Arts, Inc.
|
|
|
5,558
|
|
|
|
720,873
|
|
Liberty Media Corp-Liberty Formula One - Class C (a)
|
|
|
8,946
|
|
|
|
673,455
|
|
Netflix, Inc. (a)
|
|
|
1,938
|
|
|
|
853,669
|
|
Take-Two Interactive Software, Inc. (a)(b)
|
|
|
5,611
|
|
|
|
825,715
|
|
Total Entertainment
|
|
|
|
|
|
|
3,073,712
|
|
Financial Services - 1.6%
|
|
|
|
|
|
|
|
|
Fiserv, Inc. (a)(b)
|
|
|
5,922
|
|
|
|
747,060
|
|
MasterCard, Inc. - Class A
|
|
|
1,842
|
|
|
|
724,459
|
|
PayPal Holdings, Inc. (a)
|
|
|
8,815
|
|
|
|
588,225
|
|
Visa, Inc. - Class A (b)
|
|
|
2,969
|
|
|
|
705,078
|
|
Total Financial Services
|
|
|
|
|
|
|
2,764,822
|
|
Food Products - 0.4%
|
|
|
|
|
|
|
|
|
Ingredion, Inc.
|
|
|
6,580
|
|
|
|
697,151
|
|
Ground Transportation - 1.2%
|
|
|
|
|
|
|
|
|
JB Hunt Transport Services, Inc.
|
|
|
3,815
|
|
|
|
690,629
|
|
Landstar System, Inc. (b)
|
|
|
3,734
|
|
|
|
718,944
|
|
Old Dominion Freight Line, Inc.
|
|
|
1,964
|
|
|
|
726,190
|
|
Total Ground Transportation
|
|
|
|
|
|
|
2,135,763
|
|
Health Care Equipment & Supplies - 4.3%
|
|
|
|
|
|
|
|
|
Align Technology, Inc. (a)
|
|
|
2,003
|
|
|
|
708,341
|
|
Avanos Medical, Inc. (a)
|
|
|
22,509
|
|
|
|
575,330
|
|
Baxter International, Inc.
|
|
|
16,504
|
|
|
|
751,922
|
|
Becton Dickinson & Co.
|
|
|
2,704
|
|
|
|
713,883
|
|
DENTSPLY SIRONA, Inc.
|
|
|
17,042
|
|
|
|
682,021
|
|
DexCom, Inc. (a)
|
|
|
5,762
|
|
|
|
740,475
|
|
Edwards Lifesciences Corp. (a)
|
|
|
8,091
|
|
|
|
763,224
|
|
Hologic, Inc. (a)
|
|
|
8,295
|
|
|
|
671,646
|
|
IDEXX Laboratories, Inc. (a)
|
|
|
1,339
|
|
|
|
672,486
|
|
ResMed, Inc.
|
|
|
3,057
|
|
|
|
667,955
|
|
Teleflex, Inc. (b)
|
|
|
2,643
|
|
|
|
639,685
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
7,586,968
|
|
Health Care Providers & Services - 2.1%
|
|
|
|
|
|
|
|
|
AMN Healthcare Services, Inc. (a)(b)
|
|
|
8,069
|
|
|
|
880,489
|
|
Cigna Group
|
|
|
2,620
|
|
|
|
735,172
|
|
Humana, Inc.
|
|
|
1,379
|
|
|
|
616,592
|
|
Patterson Cos., Inc.
|
|
|
25,006
|
|
|
|
831,700
|
|
Pediatrix Medical Group, Inc. (a)
|
|
|
44,896
|
|
|
|
637,972
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
3,701,925
|
|
Hotels, Restaurants & Leisure - 2.7%
|
|
|
|
|
|
|
|
|
Booking Holdings, Inc. (a)
|
|
|
252
|
|
|
|
680,483
|
|
Chipotle Mexican Grill, Inc. (a)
|
|
|
392
|
|
|
|
838,487
|
|
Darden Restaurants, Inc. (b)
|
|
|
4,314
|
|
|
|
720,783
|
|
Expedia Group, Inc. (a)
|
|
|
6,899
|
|
|
|
754,682
|
|
Hilton Worldwide Holdings, Inc.
|
|
|
4,752
|
|
|
|
691,654
|
|
Hyatt Hotels Corp. (b)
|
|
|
5,988
|
|
|
|
686,105
|
|
Sabre Corp. (a)(b)
|
|
|
156,039
|
|
|
|
497,764
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
4,869,958
|
|
Household Durables - 1.8%
|
|
|
|
|
|
|
|
|
KB Home
|
|
|
16,660
|
|
|
|
861,489
|
|
Lennar Corp. - Class A
|
|
|
6,369
|
|
|
|
798,099
|
|
Tempur Sealy International, Inc. (b)
|
|
|
16,951
|
|
|
|
679,227
|
|
Toll Brothers, Inc.
|
|
|
11,151
|
|
|
|
881,709
|
|
Total Household Durables
|
|
|
|
|
|
|
3,220,524
|
|
Household Products - 1.6%
|
|
|
|
|
|
|
|
|
Church & Dwight Co., Inc.
|
|
|
7,572
|
|
|
|
758,942
|
|
Energizer Holdings, Inc. (b)
|
|
|
19,291
|
|
|
|
647,792
|
|
Kimberly-Clark Corp.
|
|
|
4,987
|
|
|
|
688,505
|
|
Spectrum Brands Holdings, Inc. (b)
|
|
|
10,109
|
|
|
|
789,006
|
|
Total Household Products
|
|
|
|
|
|
|
2,884,245
|
|
Independent Power and Renewable Electricity Producers - 1.1%
|
|
|
|
|
|
|
|
|
Montauk Renewables, Inc. (a)(b)
|
|
|
85,058
|
|
|
|
632,832
|
|
Ormat Technologies, Inc. (b)
|
|
|
7,897
|
|
|
|
635,393
|
|
Sunnova Energy International, Inc. (a)(b)
|
|
|
42,856
|
|
|
|
784,692
|
|
Total Independent Power and Renewable Electricity Producers
|
|
|
|
|
|
|
2,052,917
|
|
Insurance - 6.2%
|
|
|
|
|
|
|
|
|
Allstate Corp.
|
|
|
6,041
|
|
|
|
658,711
|
|
Arthur J Gallagher & Co.
|
|
|
3,499
|
|
|
|
768,275
|
|
CNA Financial Corp.
|
|
|
17,151
|
|
|
|
662,372
|
|
Erie Indemnity Co. - Class A
|
|
|
2,890
|
|
|
|
606,929
|
|
Fidelity National Financial, Inc.
|
|
|
19,164
|
|
|
|
689,904
|
|
First American Financial Corp.
|
|
|
12,027
|
|
|
|
685,780
|
|
Hanover Insurance Group, Inc.
|
|
|
5,209
|
|
|
|
588,773
|
|
Hartford Financial Services Group, Inc.
|
|
|
9,605
|
|
|
|
691,752
|
|
Marsh & McLennan Cos., Inc.
|
|
|
4,019
|
|
|
|
755,894
|
|
MBIA, Inc. (a)
|
|
|
72,290
|
|
|
|
624,586
|
|
Old Republic International Corp. (b)
|
|
|
26,808
|
|
|
|
674,757
|
|
Principal Financial Group, Inc.
|
|
|
9,007
|
|
|
|
683,091
|
|
Progressive Corp.
|
|
|
4,679
|
|
|
|
619,359
|
|
Prudential Financial, Inc. (b)
|
|
|
8,090
|
|
|
|
713,700
|
|
Reinsurance Group of America, Inc.
|
|
|
5,042
|
|
|
|
699,275
|
|
Unum Group
|
|
|
16,921
|
|
|
|
807,132
|
|
Total Insurance
|
|
|
|
|
|
|
10,930,290
|
|
Interactive Media & Services - 0.3%
|
|
|
|
|
|
|
|
|
TripAdvisor, Inc. (a)
|
|
|
33,706
|
|
|
|
555,812
|
|
IT Services - 2.0%
|
|
|
|
|
|
|
|
|
Akamai Technologies, Inc. (a)
|
|
|
8,549
|
|
|
|
768,299
|
|
DXC Technology Co. (a)
|
|
|
26,190
|
|
|
|
699,797
|
|
Gartner, Inc. (a)
|
|
|
2,055
|
|
|
|
719,887
|
|
International Business Machines Corp.
|
|
|
5,106
|
|
|
|
683,234
|
|
VeriSign, Inc. (a)
|
|
|
3,168
|
|
|
|
715,873
|
|
Total IT Services
|
|
|
|
|
|
|
3,587,090
|
|
Leisure Products - 1.2%
|
|
|
|
|
|
|
|
|
Brunswick Corp. (b)
|
|
|
8,163
|
|
|
|
707,242
|
|
Hasbro, Inc.
|
|
|
12,468
|
|
|
|
807,553
|
|
Mattel, Inc. (a)
|
|
|
36,361
|
|
|
|
710,494
|
|
Total Leisure Products
|
|
|
|
|
|
|
2,225,289
|
|
Life Sciences Tools & Services - 2.7%
|
|
|
|
|
|
|
|
|
Agilent Technologies, Inc.
|
|
|
4,839
|
|
|
|
581,890
|
|
Bio-Rad Laboratories, Inc. - Class A (a)
|
|
|
1,397
|
|
|
|
529,631
|
|
Bio-Techne Corp.
|
|
|
9,023
|
|
|
|
736,547
|
|
Illumina, Inc. (a)
|
|
|
2,879
|
|
|
|
539,784
|
|
IQVIA Holdings, Inc. (a)
|
|
|
3,366
|
|
|
|
756,576
|
|
Mettler-Toledo International, Inc. (a)
|
|
|
437
|
|
|
|
573,187
|
|
Revvity, Inc.
|
|
|
5,023
|
|
|
|
596,682
|
|
Waters Corp. (a)(b)
|
|
|
2,162
|
|
|
|
576,259
|
|
Total Life Sciences Tools & Services
|
|
|
|
|
|
|
4,890,556
|
|
Machinery - 1.1%
|
|
|
|
|
|
|
|
|
3D Systems Corp. (a)(b)
|
|
|
62,445
|
|
|
|
620,079
|
|
Deere & Co.
|
|
|
1,621
|
|
|
|
656,813
|
|
Westinghouse Air Brake Technologies Corp.
|
|
|
6,624
|
|
|
|
726,454
|
|
Total Machinery
|
|
|
|
|
|
|
2,003,346
|
|
Media - 2.7%
|
|
|
|
|
|
|
|
|
DISH Network Corp. - Class A (a)(b)
|
|
|
71,748
|
|
|
|
472,819
|
|
Interpublic Group of Cos., Inc. (b)
|
|
|
17,975
|
|
|
|
693,476
|
|
John Wiley & Sons, Inc. - Class A (b)
|
|
|
17,266
|
|
|
|
587,562
|
|
New York Times Co. - Class A (b)
|
|
|
17,217
|
|
|
|
678,005
|
|
Omnicom Group, Inc. (b)
|
|
|
7,096
|
|
|
|
675,184
|
|
Paramount Global - Class B (b)
|
|
|
30,005
|
|
|
|
477,380
|
|
Sirius XM Holdings, Inc. (b)
|
|
|
168,616
|
|
|
|
763,830
|
|
TEGNA, Inc.
|
|
|
39,586
|
|
|
|
642,877
|
|
Total Media
|
|
|
|
|
|
|
4,991,133
|
|
Personal Care Products - 1.0%
|
|
|
|
|
|
|
|
|
Coty, Inc. - Class A (a)(b)
|
|
|
55,506
|
|
|
|
682,169
|
|
Edgewell Personal Care Co. (b)
|
|
|
15,780
|
|
|
|
651,872
|
|
Estee Lauder Cos., Inc. - Class A
|
|
|
2,716
|
|
|
|
533,368
|
|
Total Personal Products
|
|
|
|
|
|
|
1,867,409
|
|
Pharmaceuticals - 0.7%
|
|
|
|
|
|
|
|
|
Merck & Co., Inc.
|
|
|
6,292
|
|
|
|
726,034
|
|
Pfizer, Inc.
|
|
|
16,407
|
|
|
|
601,809
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
1,327,843
|
|
Professional Services - 1.7%
|
|
|
|
|
|
|
|
|
Broadridge Financial Solutions, Inc.
|
|
|
4,567
|
|
|
|
756,432
|
|
ManpowerGroup, Inc.
|
|
|
8,111
|
|
|
|
644,013
|
|
Verisk Analytics, Inc.
|
|
|
3,489
|
|
|
|
788,619
|
|
Willdan Group, Inc. (a)
|
|
|
42,856
|
|
|
|
821,121
|
|
Total Professional Services
|
|
|
|
|
|
|
3,010,185
|
|
Real Estate Investment Trusts (REITs) - 6.2%
|
|
|
|
|
|
|
|
|
American Tower Corp.
|
|
|
3,293
|
|
|
|
638,644
|
|
AvalonBay Communities, Inc.
|
|
|
3,983
|
|
|
|
753,862
|
|
Camden Property Trust
|
|
|
6,385
|
|
|
|
695,135
|
|
Digital Realty Trust, Inc.
|
|
|
6,809
|
|
|
|
775,342
|
|
Equinix, Inc.
|
|
|
928
|
|
|
|
727,496
|
|
Gladstone Land Corp. (b)
|
|
|
40,205
|
|
|
|
654,135
|
|
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (b)
|
|
|
23,406
|
|
|
|
585,150
|
|
Iron Mountain, Inc.
|
|
|
12,652
|
|
|
|
718,888
|
|
Prologis, Inc.
|
|
|
5,365
|
|
|
|
657,910
|
|
Public Storage, Inc.
|
|
|
2,216
|
|
|
|
646,806
|
|
Regency Centers Corp.
|
|
|
10,942
|
|
|
|
675,887
|
|
SBA Communications Corp.
|
|
|
2,564
|
|
|
|
594,233
|
|
UDR, Inc. (b)
|
|
|
16,303
|
|
|
|
700,377
|
|
Ventas, Inc.
|
|
|
15,442
|
|
|
|
729,943
|
|
Veris Residential, Inc. (a)
|
|
|
45,724
|
|
|
|
733,870
|
|
Welltower, Inc. (b)
|
|
|
9,337
|
|
|
|
755,270
|
|
Total Real Estate Investment Trusts (REITs)
|
|
|
|
|
|
|
11,042,948
|
|
Semiconductors & Semiconductor Equipment - 6.4%
|
|
|
|
|
|
|
|
|
Advanced Micro Devices, Inc. (a)
|
|
|
6,830
|
|
|
|
778,005
|
|
Amtech Systems, Inc. (a)
|
|
|
70,168
|
|
|
|
670,806
|
|
Analog Devices, Inc.
|
|
|
3,394
|
|
|
|
661,185
|
|
Applied Materials, Inc.
|
|
|
5,450
|
|
|
|
787,743
|
|
Enphase Energy, Inc. (a)(b)
|
|
|
3,183
|
|
|
|
533,089
|
|
First Solar, Inc. (a)
|
|
|
3,078
|
|
|
|
585,097
|
|
Intel Corp.
|
|
|
20,490
|
|
|
|
685,186
|
|
Micron Technology, Inc.
|
|
|
11,094
|
|
|
|
700,142
|
|
NVIDIA Corp.
|
|
|
2,410
|
|
|
|
1,019,478
|
|
ON Semiconductor Corp. (a)
|
|
|
8,132
|
|
|
|
769,125
|
|
Qorvo, Inc. (a)
|
|
|
6,591
|
|
|
|
672,480
|
|
QUALCOMM, Inc.
|
|
|
5,247
|
|
|
|
624,603
|
|
Rambus, Inc. (a)
|
|
|
13,059
|
|
|
|
837,996
|
|
Teradyne, Inc. (b)
|
|
|
6,226
|
|
|
|
693,141
|
|
Universal Display Corp.
|
|
|
4,315
|
|
|
|
621,921
|
|
Veeco Instruments, Inc. (a)
|
|
|
31,680
|
|
|
|
813,542
|
|
Total Semiconductors & Semiconductor Equipment
|
|
|
|
|
|
|
11,453,539
|
|
Software - 5.0%
|
|
|
|
|
|
|
|
|
Adobe Systems, Inc. (a)
|
|
|
1,737
|
|
|
|
849,376
|
|
Autodesk, Inc. (a)
|
|
|
3,216
|
|
|
|
658,026
|
|
Cadence Design System, Inc. (a)
|
|
|
3,186
|
|
|
|
747,181
|
|
Dolby Laboratories, Inc. - Class A
|
|
|
7,837
|
|
|
|
655,800
|
|
Gen Digital, Inc.
|
|
|
39,010
|
|
|
|
723,636
|
|
Intuit, Inc.
|
|
|
1,501
|
|
|
|
687,743
|
|
Salesforce, Inc. (a)
|
|
|
3,351
|
|
|
|
707,932
|
|
ServiceNow, Inc. (a)
|
|
|
1,440
|
|
|
|
809,237
|
|
Splunk, Inc. (a)
|
|
|
6,982
|
|
|
|
740,720
|
|
Teradata Corp. (a)
|
|
|
16,619
|
|
|
|
887,620
|
|
VMware, Inc. - Class A (a)
|
|
|
5,362
|
|
|
|
770,466
|
|
Zoom Video Communications, Inc. - Class A (a)
|
|
|
9,066
|
|
|
|
615,400
|
|
Total Software
|
|
|
|
|
|
|
8,853,137
|
|
Specialty Retail - 3.0%
|
|
|
|
|
|
|
|
|
Advance Auto Parts, Inc.
|
|
|
5,553
|
|
|
|
390,376
|
|
Chico’s FAS, Inc. (a)(b)
|
|
|
121,710
|
|
|
|
651,149
|
|
EVgo, Inc. (a)(b)
|
|
|
85,931
|
|
|
|
343,724
|
|
Foot Locker, Inc. (b)
|
|
|
16,984
|
|
|
|
460,436
|
|
Lowe’s Cos., Inc.
|
|
|
3,348
|
|
|
|
755,643
|
|
Penske Automotive Group, Inc. (b)
|
|
|
4,720
|
|
|
|
786,493
|
|
Ross Stores, Inc.
|
|
|
6,307
|
|
|
|
707,204
|
|
Tractor Supply Co. (b)
|
|
|
2,848
|
|
|
|
629,693
|
|
Williams-Sonoma, Inc. (b)
|
|
|
5,502
|
|
|
|
688,520
|
|
Total Specialty Retail
|
|
|
|
|
|
|
5,413,238
|
|
Technology Hardware, Storage & Peripherals - 1.2%
|
|
|
|
|
|
|
|
|
Apple, Inc.
|
|
|
4,059
|
|
|
|
787,323
|
|
HP, Inc.
|
|
|
22,808
|
|
|
|
700,434
|
|
Xerox Holdings Corp. (b)
|
|
|
43,468
|
|
|
|
647,239
|
|
Total Technology Hardware, Storage & Peripherals
|
|
|
|
|
|
|
2,134,996
|
|
Textiles, Apparel & Luxury Goods - 1.4%
|
|
|
|
|
|
|
|
|
PVH Corp.
|
|
|
7,508
|
|
|
|
637,955
|
|
Ralph Lauren Corp. (b)
|
|
|
5,738
|
|
|
|
707,495
|
|
Tapestry, Inc. (b)
|
|
|
15,528
|
|
|
|
664,598
|
|
VF Corp.
|
|
|
29,219
|
|
|
|
557,791
|
|
Total Textiles, Apparel & Luxury Goods
|
|
|
|
|
|
|
2,567,839
|
|
Trading Companies & Distributors - 1.3%
|
|
|
|
|
|
|
|
|
Herc Holdings, Inc. (b)
|
|
|
5,877
|
|
|
|
804,268
|
|
MSC Industrial Direct Co., Inc. - Class A
|
|
|
7,969
|
|
|
|
759,286
|
|
WESCO International, Inc. (b)
|
|
|
4,332
|
|
|
|
775,688
|
|
Total Trading Companies & Distributors
|
|
|
|
|
|
|
2,339,242
|
|
Water Utilities - 1.1%
|
|
|
|
|
|
|
|
|
American States Water Co.
|
|
|
7,531
|
|
|
|
655,197
|
|
American Water Works Co., Inc.
|
|
|
4,570
|
|
|
|
652,368
|
|
California Water Service Group (b)
|
|
|
11,502
|
|
|
|
593,848
|
|
Total Water Utilities
|
|
|
|
|
|
|
1,901,413
|
|
Wireless Telecommunication Services - 0.7%
|
|
|
|
|
|
|
|
|
Telephone and Data Systems, Inc. (b)
|
|
|
63,692
|
|
|
|
524,185
|
|
T-Mobile US, Inc. (a)
|
|
|
4,622
|
|
|
|
641,996
|
|
Total Wireless Telecommunication Services
|
|
|
|
|
|
|
1,166,181
|
|
Total United States
|
|
|
|
|
|
|
172,688,938
|
|
TOTAL COMMON STOCKS (Cost $171,447,124)
|
|
|
|
|
|
|
177,562,125
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING COLLATERAL - 26.9%
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC, 5.22 (c)
|
|
|
47,901,842
|
|
|
|
47,901,842
|
|
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING COLLATERAL (Cost $47,901,842)
|
|
|
|
|
|
|
47,901,842
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 0.3%
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.3%
|
|
|
|
|
|
|
|
|
First American Government Obligations Fund - Class X, 5.01% (c)
|
|
|
609,359
|
|
|
|
609,359
|
|
TOTAL SHORT-TERM INVESTMENTS (Cost $609,359)
|
|
|
|
|
|
|
609,359
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $219,958,325) - 126.8%
|
|
|
|
|
|
|
226,073,326
|
|
Liabilities in Excess of Other Assets - (26.8)%
|
|
|
|
|
|
|
(47,771,238
|
)
|
TOTAL NET ASSETS - 100.0%
|
|
|
|
|
|
$
|
178,302,088
|
|