Domini Impact Equity Fund – Schedule of Portfolio Holdings
| Security Name | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|
| APPLE INC | 482,696 | 62,716,691 | 8.14 |
| MICROSOFT CORP | 239,761 | 57,499,483 | 7.47 |
| ALPHABET INC CL A | 361,000 | 31,851,030 | 4.14 |
| AMAZON.COM INC | 286,180 | 24,039,120 | 3.12 |
| PROCTER + GAMBLE CO/THE | 76,125 | 11,537,505 | 1.50 |
| NVIDIA CORP | 76,808 | 11,224,721 | 1.46 |
| VISA INC CLASS A SHARES | 52,300 | 10,865,848 | 1.41 |
| TESLA INC | 85,599 | 10,544,085 | 1.37 |
| HOME DEPOT INC | 32,851 | 10,376,317 | 1.35 |
| MASTERCARD INC A | 27,252 | 9,476,338 | 1.23 |
| PFIZER INC | 180,770 | 9,262,655 | 1.20 |
| ABBVIE INC | 56,752 | 9,171,691 | 1.19 |
| MERCK + CO. INC. | 81,135 | 9,001,928 | 1.17 |
| ENPHASE ENERGY INC | 32,803 | 8,691,483 | 1.13 |
| PEPSICO INC | 44,331 | 8,008,838 | 1.04 |
| BANK OF AMERICA CORP | 225,054 | 7,453,788 | 0.97 |
| ASML HOLDING NV NY REG SHS | 13,200 | 7,212,480 | 0.94 |
| BROADCOM INC | 12,613 | 7,052,307 | 0.92 |
| NOVO NORDISK A/S SPONS ADR | 51,978 | 7,034,703 | 0.91 |
| THERMO FISHER SCIENTIFIC INC | 12,588 | 6,932,086 | 0.90 |
| ASTRAZENECA PLC SPONS ADR | 96,100 | 6,515,580 | 0.85 |
| COSTCO WHOLESALE CORP | 14,203 | 6,483,670 | 0.84 |
| CISCO SYSTEMS INC | 120,991 | 5,764,011 | 0.75 |
| DANAHER CORP | 21,215 | 5,630,885 | 0.73 |
| ACCENTURE PLC CL A | 20,300 | 5,416,852 | 0.70 |
| LINDE PLC | 15,830 | 5,163,429 | 0.67 |
| WALT DISNEY CO/THE | 58,593 | 5,090,560 | 0.66 |
| ADOBE INC | 14,961 | 5,034,825 | 0.65 |
| PALO ALTO NETWORKS INC | 36,054 | 5,030,975 | 0.65 |
| VERIZON COMMUNICATIONS INC | 125,395 | 4,940,563 | 0.64 |
| BRISTOL MYERS SQUIBB CO | 68,401 | 4,921,452 | 0.64 |
| COMCAST CORP CLASS A | 138,121 | 4,830,091 | 0.63 |
| TEXAS INSTRUMENTS INC | 29,152 | 4,816,493 | 0.63 |
| NIKE INC CL B | 40,449 | 4,732,937 | 0.61 |
| AMGEN INC | 17,219 | 4,522,398 | 0.59 |
| AT+T INC | 229,985 | 4,234,024 | 0.55 |
| NETFLIX INC | 14,138 | 4,169,013 | 0.54 |
| SALESFORCE INC | 31,134 | 4,128,057 | 0.54 |
| INTL BUSINESS MACHINES CORP | 29,066 | 4,095,109 | 0.53 |
| SCHWAB (CHARLES) CORP | 48,878 | 4,069,582 | 0.53 |
| UNITED PARCEL SERVICE CL B | 23,393 | 4,066,639 | 0.53 |
| HOLOGIC INC | 53,882 | 4,030,912 | 0.52 |
| UNILEVER PLC SPONSORED ADR | 79,585 | 4,007,105 | 0.52 |
| LOWE S COS INC | 19,841 | 3,953,121 | 0.51 |
| QUALCOMM INC | 35,900 | 3,946,846 | 0.51 |
| DEERE + CO | 8,945 | 3,835,258 | 0.50 |
| TORONTO DOMINION BANK | 56,817 | 3,679,469 | 0.48 |
| STARBUCKS CORP | 35,967 | 3,567,926 | 0.46 |
| SIEMENS AG SPONS ADR | 51,736 | 3,558,919 | 0.46 |
| MORGAN STANLEY | 41,759 | 3,550,350 | 0.46 |
| SANOFI ADR | 72,916 | 3,531,322 | 0.46 |
| S+P GLOBAL INC | 10,458 | 3,502,803 | 0.45 |
| INTEL CORP | 132,379 | 3,498,777 | 0.45 |
| GILEAD SCIENCES INC | 40,146 | 3,446,534 | 0.45 |
| INTUIT INC | 8,822 | 3,433,699 | 0.45 |
| ADVANCED MICRO DEVICES | 51,750 | 3,351,848 | 0.44 |
| PROLOGIS INC | 29,722 | 3,350,561 | 0.44 |
| EAST WEST BANCORP INC | 49,344 | 3,251,770 | 0.42 |
| AUTOMATIC DATA PROCESSING | 13,268 | 3,169,194 | 0.41 |
| AMERICAN TOWER CORP | 14,909 | 3,158,621 | 0.41 |
| BLACKROCK INC | 4,434 | 3,142,065 | 0.41 |
| AUTODESK INC | 16,747 | 3,129,512 | 0.41 |
| SONY GROUP CORP SP ADR | 40,155 | 3,063,023 | 0.40 |
| CSL LTD SPONSORED ADR | 31,000 | 3,023,740 | 0.39 |
| INTUITIVE SURGICAL INC | 11,300 | 2,998,455 | 0.39 |
| MONDELEZ INTERNATIONAL INC A | 44,047 | 2,935,733 | 0.38 |
| STMICROELECTRONICS NV NY SHS | 81,036 | 2,882,451 | 0.37 |
| T MOBILE US INC | 19,900 | 2,786,000 | 0.36 |
| TJX COMPANIES INC | 34,700 | 2,762,120 | 0.36 |
| L OREAL UNSPONSORED ADR | 38,500 | 2,742,933 | 0.36 |
| CITIGROUP INC | 60,608 | 2,741,300 | 0.36 |
| CHUBB LTD | 12,387 | 2,732,572 | 0.35 |
| ANALOG DEVICES INC | 16,411 | 2,691,896 | 0.35 |
| APPLIED MATERIALS INC | 27,502 | 2,678,145 | 0.35 |
| MARSH + MCLENNAN COS | 16,030 | 2,652,644 | 0.34 |
| AMERICAN EXPRESS CO | 17,748 | 2,622,267 | 0.34 |
| PAYPAL HOLDINGS INC | 36,600 | 2,606,652 | 0.34 |
| STRYKER CORP | 10,628 | 2,598,440 | 0.34 |
| SERVICENOW INC | 6,500 | 2,523,755 | 0.33 |
| SCHNEIDER ELECT SE UNSP ADR | 89,400 | 2,499,624 | 0.32 |
| PROGRESSIVE CORP | 18,958 | 2,459,042 | 0.32 |
| REGENERON PHARMACEUTICALS | 3,342 | 2,411,220 | 0.31 |
| AIR LIQUIDE UNSPONSORED ADR | 84,810 | 2,398,639 | 0.31 |
| VERTEX PHARMACEUTICALS INC | 8,243 | 2,380,414 | 0.31 |
| BECTON DICKINSON AND CO | 9,251 | 2,352,529 | 0.31 |
| GSK PLC SPON ADR | 64,800 | 2,277,072 | 0.30 |
| AIR PRODUCTS + CHEMICALS INC | 7,159 | 2,206,833 | 0.29 |
| SUNOPTA INC | 260,887 | 2,201,886 | 0.29 |
| TARGET CORP | 14,751 | 2,198,489 | 0.29 |
| AMERESCO INC CL A | 37,626 | 2,149,950 | 0.28 |
| COLGATE PALMOLIVE CO | 26,625 | 2,097,784 | 0.27 |
| PNC FINANCIAL SERVICES GROUP | 12,849 | 2,029,371 | 0.26 |
| NEW YORK TIMES CO A | 62,327 | 2,023,134 | 0.26 |
| CME GROUP INC | 11,598 | 1,950,320 | 0.25 |
| ILLINOIS TOOL WORKS | 8,852 | 1,950,096 | 0.25 |
| MODERNA INC | 10,700 | 1,921,934 | 0.25 |
| EQUINIX INC | 2,931 | 1,919,893 | 0.25 |
| CROWN CASTLE INC | 14,022 | 1,901,944 | 0.25 |
| US BANCORP | 43,416 | 1,893,372 | 0.25 |
| AON PLC CLASS A | 6,300 | 1,890,882 | 0.25 |
| FISERV INC | 18,700 | 1,890,009 | 0.25 |
| BANK OF MONTREAL | 20,831 | 1,887,289 | 0.25 |
| LAM RESEARCH CORP | 4,400 | 1,849,320 | 0.24 |
| INTERCONTINENTAL EXCHANGE IN | 17,995 | 1,846,107 | 0.24 |
| EMERSON ELECTRIC CO | 19,026 | 1,827,638 | 0.24 |
| SHERWIN WILLIAMS CO/THE | 7,692 | 1,825,542 | 0.24 |
| TRUIST FINANCIAL CORP | 42,202 | 1,815,952 | 0.24 |
| BANK OF NOVA SCOTIA | 36,266 | 1,776,309 | 0.23 |
| DOLLAR GENERAL CORP | 7,200 | 1,773,000 | 0.23 |
| DEXCOM INC | 15,510 | 1,756,352 | 0.23 |
| MICRON TECHNOLOGY INC | 34,700 | 1,734,306 | 0.23 |
| RELX PLC SPON ADR | 62,300 | 1,726,956 | 0.22 |
| KLA CORP | 4,510 | 1,700,405 | 0.22 |
| ESTEE LAUDER COMPANIES CL A | 6,777 | 1,681,441 | 0.22 |
| GENERAL MILLS INC | 18,899 | 1,584,681 | 0.21 |
| SYNOPSYS INC | 4,943 | 1,578,250 | 0.20 |
| ABB LTD SPON ADR | 51,300 | 1,562,598 | 0.20 |
| SEAGEN INC | 12,149 | 1,561,268 | 0.20 |
| TAKEDA PHARMACEUTIC SP ADR | 99,600 | 1,553,760 | 0.20 |
| KIMBERLY CLARK CORP | 10,918 | 1,482,119 | 0.19 |
| EDWARDS LIFESCIENCES CORP | 19,572 | 1,460,267 | 0.19 |
| ROPER TECHNOLOGIES INC | 3,357 | 1,450,526 | 0.19 |
| AGILENT TECHNOLOGIES INC | 9,600 | 1,436,640 | 0.19 |
| MOODY S CORP | 5,114 | 1,424,863 | 0.19 |
| NATIONAL GRID PLC SP ADR | 23,519 | 1,418,666 | 0.18 |
| RECRUIT HOLDINGS CO LTD ADR | 228,100 | 1,411,939 | 0.18 |
| CADENCE DESIGN SYS INC | 8,784 | 1,411,062 | 0.18 |
| TRAVELERS COS INC/THE | 7,416 | 1,390,426 | 0.18 |
| PUBLIC STORAGE | 4,877 | 1,366,487 | 0.18 |
| METLIFE INC | 18,600 | 1,346,082 | 0.17 |
| AFLAC INC | 18,415 | 1,324,775 | 0.17 |
| SOFTBANK GROUP CORP UNSP ADR | 62,164 | 1,315,079 | 0.17 |
| MERCADOLIBRE INC | 1,550 | 1,311,672 | 0.17 |
| INSPIRE MEDICAL SYSTEMS INC | 5,173 | 1,302,975 | 0.17 |
| BIOGEN INC | 4,667 | 1,292,386 | 0.17 |
| CHIPOTLE MEXICAN GRILL INC | 917 | 1,272,328 | 0.17 |
| CINTAS CORP | 2,800 | 1,264,536 | 0.16 |
| SNOWFLAKE INC CLASS A | 8,800 | 1,263,152 | 0.16 |
| SYSCO CORP | 16,403 | 1,254,009 | 0.16 |
| SIMON PROPERTY GROUP INC | 10,600 | 1,245,288 | 0.16 |
| TRANE TECHNOLOGIES PLC | 7,407 | 1,245,043 | 0.16 |
| PAYCHEX INC | 10,431 | 1,205,406 | 0.16 |
| ECOLAB INC | 8,248 | 1,200,579 | 0.16 |
| LONZA GROUP AG UNSPON ADR | 24,000 | 1,170,000 | 0.15 |
| MSCI INC | 2,505 | 1,165,251 | 0.15 |
| PRUDENTIAL FINANCIAL INC | 11,661 | 1,159,803 | 0.15 |
| INFINEON TECHNOLOGIES ADR | 38,300 | 1,154,745 | 0.15 |
| ALLSTATE CORP | 8,500 | 1,152,600 | 0.15 |
| CAN IMPERIAL BK OF COMMERCE | 28,300 | 1,144,735 | 0.15 |
| CAPITAL ONE FINANCIAL CORP | 12,118 | 1,126,489 | 0.15 |
| CARRIER GLOBAL CORP | 27,300 | 1,126,125 | 0.15 |
| ELECTRONIC ARTS INC | 9,018 | 1,101,819 | 0.14 |
| CUMMINS INC | 4,541 | 1,100,239 | 0.14 |
| CONSOLIDATED EDISON INC | 11,461 | 1,092,348 | 0.14 |
| ALCON INC | 15,762 | 1,080,485 | 0.14 |
| SHOPIFY INC CLASS A | 31,100 | 1,079,481 | 0.14 |
| BANK OF NEW YORK MELLON CORP | 23,600 | 1,074,272 | 0.14 |
| WORKDAY INC CLASS A | 6,400 | 1,070,912 | 0.14 |
| IDEXX LABORATORIES INC | 2,619 | 1,068,447 | 0.14 |
| NUCOR CORP | 8,092 | 1,066,607 | 0.14 |
| CHARTER COMMUNICATIONS INC A | 3,058 | 1,036,968 | 0.13 |
| KRAFT HEINZ CO/THE | 25,423 | 1,034,970 | 0.13 |
| OTIS WORLDWIDE CORP | 13,200 | 1,033,692 | 0.13 |
| ILLUMINA INC | 5,049 | 1,020,908 | 0.13 |
| COSTAR GROUP INC | 12,910 | 997,685 | 0.13 |
| METTLER TOLEDO INTERNATIONAL | 690 | 997,361 | 0.13 |
| WELLTOWER INC | 15,100 | 989,805 | 0.13 |
| KEURIG DR PEPPER INC | 27,600 | 984,216 | 0.13 |
| LONDON STOCK EXCHG UNSP ADR | 45,600 | 977,026 | 0.13 |
| ROCKWELL AUTOMATION INC | 3,772 | 971,554 | 0.13 |
| CRH PLC SPONSORED ADR | 24,400 | 970,876 | 0.13 |
| RESMED INC | 4,646 | 966,972 | 0.13 |
| PPG INDUSTRIES INC | 7,642 | 960,905 | 0.12 |
| SBA COMMUNICATIONS CORP | 3,407 | 955,016 | 0.12 |
| KROGER CO | 21,311 | 950,044 | 0.12 |
| DIGITAL REALTY TRUST INC | 9,192 | 921,682 | 0.12 |
| EVERSOURCE ENERGY | 10,958 | 918,719 | 0.12 |
| FANUC CORP UNSP ADR | 61,200 | 910,044 | 0.12 |
| ZOOM VIDEO COMMUNICATIONS A | 13,431 | 909,816 | 0.12 |
| OLD DOMINION FREIGHT LINE | 3,200 | 908,096 | 0.12 |
| VMWARE INC CLASS A W/I | 7,396 | 907,933 | 0.12 |
| VESTAS WIND SYSTEMS UNSP ADR | 94,100 | 903,407 | 0.12 |
| ALNYLAM PHARMACEUTICALS INC | 3,800 | 903,070 | 0.12 |
| FASTENAL CO | 18,458 | 873,433 | 0.11 |
| WOLTERS KLUWER NV SPONS ADR | 8,300 | 869,425 | 0.11 |
| GENMAB A/S SP ADR | 20,500 | 868,790 | 0.11 |
| TELUS CORP | 44,694 | 863,041 | 0.11 |
| WALGREENS BOOTS ALLIANCE INC | 23,048 | 861,073 | 0.11 |
| DISCOVER FINANCIAL SERVICES | 8,600 | 841,338 | 0.11 |
| SMC CORP SPONSORED ADR | 40,200 | 836,964 | 0.11 |
| COPART INC | 13,500 | 822,015 | 0.11 |
| WW GRAINGER INC | 1,470 | 817,688 | 0.11 |
| NIDEC CORPORATION SPON ADR | 63,156 | 806,502 | 0.10 |
| MERCK KGAA SPONSORED ADR | 20,900 | 806,322 | 0.10 |
| APTIV PLC | 8,600 | 800,918 | 0.10 |
| M + T BANK CORP | 5,500 | 797,830 | 0.10 |
| HARTFORD FINANCIAL SVCS GRP | 10,493 | 795,684 | 0.10 |
| NASDAQ INC | 12,900 | 791,415 | 0.10 |
| UNITED RENTALS INC | 2,200 | 781,924 | 0.10 |
| ALEXANDRIA REAL ESTATE EQUIT | 5,286 | 770,012 | 0.10 |
| T ROWE PRICE GROUP INC | 7,011 | 764,620 | 0.10 |
| ULTA BEAUTY INC | 1,598 | 749,574 | 0.10 |
| EBAY INC | 18,000 | 746,460 | 0.10 |
| VULCAN MATERIALS CO | 4,244 | 743,167 | 0.10 |
| CBRE GROUP INC A | 9,522 | 732,813 | 0.10 |
| MCCORMICK + CO NON VTG SHRS | 8,800 | 729,432 | 0.09 |
| VEEVA SYSTEMS INC CLASS A | 4,506 | 727,178 | 0.09 |
| CROWDSTRIKE HOLDINGS INC A | 6,900 | 726,501 | 0.09 |
| HALEON PLC ADR | 90,325 | 722,600 | 0.09 |
| FIFTH THIRD BANCORP | 21,956 | 720,376 | 0.09 |
| SSE PLC SPN ADR | 34,800 | 715,836 | 0.09 |
| FIRST REPUBLIC BANK/CA | 5,800 | 706,962 | 0.09 |
| RAYMOND JAMES FINANCIAL INC | 6,450 | 689,183 | 0.09 |
| PRINCIPAL FINANCIAL GROUP | 8,100 | 679,752 | 0.09 |
| INSULET CORP | 2,300 | 677,097 | 0.09 |
| WATERS CORP | 1,963 | 672,485 | 0.09 |
| INGERSOLL RAND INC | 12,869 | 672,405 | 0.09 |
| CENTRAL JAPAN RAI UNSPON ADR | 55,200 | 672,336 | 0.09 |
| ASSA ABLOY AB UNSP ADR | 62,342 | 667,059 | 0.09 |
| MICHELIN (CGDE) UNSPON ADR | 47,400 | 658,386 | 0.09 |
| HUNTINGTON BANCSHARES INC | 46,000 | 648,600 | 0.08 |
| XYLEM INC | 5,800 | 641,306 | 0.08 |
| REGIONS FINANCIAL CORP | 29,528 | 636,624 | 0.08 |
| FORTIS INC | 15,700 | 628,628 | 0.08 |
| CHURCH + DWIGHT CO INC | 7,712 | 621,664 | 0.08 |
| EXTRA SPACE STORAGE INC | 4,200 | 618,156 | 0.08 |
| STERIS PLC | 3,300 | 609,477 | 0.08 |
| BIOMARIN PHARMACEUTICAL INC | 5,800 | 600,242 | 0.08 |
| MID AMERICA APARTMENT COMM | 3,800 | 596,562 | 0.08 |
| KONE OYJ B UNSPONSORED ADR | 23,000 | 594,090 | 0.08 |
| ATLASSIAN CORP CL A | 4,600 | 591,928 | 0.08 |
| VENTAS INC | 13,063 | 588,488 | 0.08 |
| NORTHERN TRUST CORP | 6,600 | 584,034 | 0.08 |
| QUEST DIAGNOSTICS INC | 3,715 | 581,175 | 0.08 |
| DNB BANK ASA SPN ADR | 28,740 | 568,190 | 0.07 |
| WABTEC CORP | 5,691 | 568,019 | 0.07 |
| CLOROX COMPANY | 4,000 | 561,320 | 0.07 |
| PERKINELMER INC | 4,000 | 560,880 | 0.07 |
| EXPEDITORS INTL WASH INC | 5,300 | 550,776 | 0.07 |
| IDEX CORP | 2,400 | 547,992 | 0.07 |
| WEST PHARMACEUTICAL SERVICES | 2,300 | 541,305 | 0.07 |
| ORSTED A/S UNSP ADR | 17,900 | 540,401 | 0.07 |
| KEYCORP | 30,900 | 538,278 | 0.07 |
| JM SMUCKER CO/THE | 3,346 | 530,207 | 0.07 |
| COOPER COS INC/THE | 1,600 | 529,072 | 0.07 |
| PAYCOM SOFTWARE INC | 1,700 | 527,527 | 0.07 |
| CINCINNATI FINANCIAL CORP | 5,111 | 523,315 | 0.07 |
| BEST BUY CO INC | 6,349 | 509,253 | 0.07 |
| STEEL DYNAMICS INC | 5,200 | 508,040 | 0.07 |
| WP CAREY INC | 6,300 | 492,345 | 0.06 |
| WR BERKLEY CORP | 6,700 | 486,219 | 0.06 |
| ALIGN TECHNOLOGY INC | 2,300 | 485,070 | 0.06 |
| FACTSET RESEARCH SYSTEMS INC | 1,200 | 481,452 | 0.06 |
| ETSY INC | 4,000 | 479,120 | 0.06 |
| NIO INC ADR | 48,700 | 474,825 | 0.06 |
| HUNT (JB) TRANSPRT SVCS INC | 2,700 | 470,772 | 0.06 |
| AVERY DENNISON CORP | 2,600 | 470,600 | 0.06 |
| INCYTE CORP | 5,800 | 465,856 | 0.06 |
| GARMIN LTD | 5,046 | 465,695 | 0.06 |
| NVR INC | 100 | 461,258 | 0.06 |
| SPLUNK INC | 5,200 | 447,668 | 0.06 |
| SIEMENS HEALTHINEE UNSP ADR | 17,900 | 446,247 | 0.06 |
| ALLIANT ENERGY CORP | 7,900 | 436,159 | 0.06 |
| KONINKLIJKE PHILIPS NVR NY | 29,076 | 435,849 | 0.06 |
| FIRST SOLAR INC | 2,900 | 434,391 | 0.06 |
| BIO TECHNE CORP | 5,200 | 430,976 | 0.06 |
| EVEREST RE GROUP LTD | 1,300 | 430,651 | 0.06 |
| ESSEX PROPERTY TRUST INC | 2,000 | 423,840 | 0.06 |
| HUBBELL INC | 1,800 | 422,424 | 0.05 |
| NETAPP INC | 7,008 | 420,900 | 0.05 |
| RPM INTERNATIONAL INC | 4,300 | 419,035 | 0.05 |
| CBOE GLOBAL MARKETS INC | 3,300 | 414,051 | 0.05 |
| INTERNATIONAL PAPER CO | 11,700 | 405,171 | 0.05 |
| LAMB WESTON HOLDINGS INC | 4,500 | 402,120 | 0.05 |
| UDR INC | 10,169 | 393,845 | 0.05 |
| CLOUDFLARE INC CLASS A | 8,600 | 388,806 | 0.05 |
| SNAP ON INC | 1,700 | 388,433 | 0.05 |
| NORDSON CORP | 1,600 | 380,352 | 0.05 |
| QIAGEN N.V. | 7,600 | 379,012 | 0.05 |
| BRAMBLES LTD SPONSORED ADR | 23,000 | 375,820 | 0.05 |
| TELEFLEX INC | 1,500 | 374,445 | 0.05 |
| NEUROCRINE BIOSCIENCES INC | 3,100 | 370,264 | 0.05 |
| CAMPBELL SOUP CO | 6,491 | 368,364 | 0.05 |
| EQUITY LIFESTYLE PROPERTIES | 5,700 | 368,220 | 0.05 |
| GRACO INC | 5,400 | 363,204 | 0.05 |
| TORO CO | 3,200 | 362,240 | 0.05 |
| STANLEY BLACK + DECKER INC | 4,754 | 357,120 | 0.05 |
| C.H. ROBINSON WORLDWIDE INC | 3,800 | 347,928 | 0.05 |
| OKTA INC | 5,000 | 341,650 | 0.04 |
| HENRY SCHEIN INC | 4,200 | 335,454 | 0.04 |
| EQUITABLE HOLDINGS INC | 11,600 | 332,920 | 0.04 |
| NOVOZYMES A/S UNSPONS ADR | 6,559 | 330,967 | 0.04 |
| VF CORP | 11,800 | 325,798 | 0.04 |
| MASCO CORP | 6,900 | 322,023 | 0.04 |
| SMURFIT KAPPA GROUP PLC ADR | 8,400 | 311,942 | 0.04 |
| ANNALY CAPITAL MANAGEMENT IN | 14,775 | 311,457 | 0.04 |
| MARKETAXESS HOLDINGS INC | 1,100 | 306,779 | 0.04 |
| TAPESTRY INC | 8,000 | 304,640 | 0.04 |
| BOSTON PROPERTIES INC | 4,446 | 300,461 | 0.04 |
| BIO RAD LABORATORIES A | 700 | 294,343 | 0.04 |
| BANCO DO BRASIL SA SPON ADR | 44,600 | 293,468 | 0.04 |
| BORGWARNER INC | 7,200 | 289,800 | 0.04 |
| ALLEGION PLC | 2,700 | 284,202 | 0.04 |
| NITTO DENKO CORP UNSPONS ADR | 9,817 | 282,042 | 0.04 |
| SIEMENS ENERGY AG UNSP ADR | 14,900 | 278,630 | 0.04 |
| COMERICA INC | 4,154 | 277,695 | 0.04 |
| WESTROCK CO | 7,885 | 277,237 | 0.04 |
| MONDI PLC UNSPON ADR | 8,000 | 269,280 | 0.03 |
| OWENS CORNING | 3,133 | 267,245 | 0.03 |
| ROBERT HALF INTL INC | 3,600 | 265,788 | 0.03 |
| COMMERCE BANCSHARES INC | 3,885 | 264,452 | 0.03 |
| WILLIAMS SONOMA INC | 2,200 | 252,824 | 0.03 |
| FEDERAL REALTY INVS TRUST | 2,500 | 252,600 | 0.03 |
| INVESCO LTD | 13,803 | 248,316 | 0.03 |
| WEX INC | 1,516 | 248,093 | 0.03 |
| CATALENT INC | 5,500 | 247,555 | 0.03 |
| PENTAIR PLC | 5,500 | 247,390 | 0.03 |
| ORGANON + CO | 8,823 | 246,426 | 0.03 |
| ZIONS BANCORP NA | 5,000 | 245,800 | 0.03 |
| DENTSPLY SIRONA INC | 7,516 | 239,309 | 0.03 |
| LENNOX INTERNATIONAL INC | 1,000 | 239,230 | 0.03 |
| DONALDSON CO INC | 4,000 | 235,480 | 0.03 |
| PLUG POWER INC | 19,000 | 235,030 | 0.03 |
| SMITH (A.O.) CORP | 4,100 | 234,684 | 0.03 |
| APTARGROUP INC | 2,100 | 230,958 | 0.03 |
| SIGNATURE BANK | 2,000 | 230,440 | 0.03 |
| FORTUNE BRANDS INNOVATIONS I | 4,000 | 228,440 | 0.03 |
| ZILLOW GROUP INC A | 7,100 | 221,591 | 0.03 |
| GENERAC HOLDINGS INC | 2,100 | 211,386 | 0.03 |
| MASIMO CORP | 1,400 | 207,130 | 0.03 |
| AGNC INVESTMENT CORP | 18,200 | 188,370 | 0.02 |
| DROPBOX INC CLASS A | 8,400 | 187,992 | 0.02 |
| IAA INC | 4,400 | 176,000 | 0.02 |
| LUMEN TECHNOLOGIES INC | 33,100 | 172,782 | 0.02 |
| FIVE9 INC | 2,300 | 156,078 | 0.02 |
| TREX COMPANY INC | 3,600 | 152,388 | 0.02 |
| GILDAN ACTIVEWEAR INC | 5,300 | 145,220 | 0.02 |
| BRIGHT HORIZONS FAMILY SOLUT | 2,000 | 126,200 | 0.02 |
| GUARDANT HEALTH INC | 3,300 | 89,760 | 0.01 |
| JETBLUE AIRWAYS CORP | 10,288 | 66,666 | 0.01 |
| MASTERBRAND INC | 4,000 | 30,200 | 0.00 |
The composition of the Fund’s portfolio is subject to change.