Sustainable Equity - Schedule of Investments | ||
JANUARY 31, 2022 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 98.0% | ||||||||
Aerospace and Defense — 0.9% | ||||||||
Lockheed Martin Corp. | 87,089 | 33,888,943 | ||||||
Air Freight and Logistics — 1.0% | ||||||||
United Parcel Service, Inc., Class B | 171,136 | 34,605,411 | ||||||
Auto Components — 0.9% | ||||||||
Aptiv plc(1) | 240,779 | 32,885,596 | ||||||
Automobiles — 2.0% | ||||||||
Rivian Automotive, Inc., Class A(1) | 112,053 | 7,366,364 | ||||||
Tesla, Inc.(1) | 71,658 | 67,123,482 | ||||||
74,489,846 | ||||||||
Banks — 4.5% | ||||||||
Bank of America Corp. | 1,250,483 | 57,697,286 | ||||||
JPMorgan Chase & Co. | 409,890 | 60,909,654 | ||||||
Regions Financial Corp. | 2,026,117 | 46,479,124 | ||||||
165,086,064 | ||||||||
Beverages — 1.5% | ||||||||
PepsiCo, Inc. | 317,338 | 55,064,490 | ||||||
Biotechnology — 0.7% | ||||||||
Amgen, Inc. | 70,933 | 16,111,722 | ||||||
Vertex Pharmaceuticals, Inc.(1) | 33,050 | 8,032,802 | ||||||
24,144,524 | ||||||||
Building Products — 1.7% | ||||||||
Johnson Controls International plc | 607,005 | 44,111,053 | ||||||
Masco Corp. | 279,689 | 17,712,705 | ||||||
61,823,758 | ||||||||
Capital Markets — 4.6% | ||||||||
Ameriprise Financial, Inc. | 78,720 | 23,955,283 | ||||||
BlackRock, Inc. | 37,550 | 30,901,397 | ||||||
Intercontinental Exchange, Inc. | 126,529 | 16,026,163 | ||||||
Morgan Stanley | 603,105 | 61,842,387 | ||||||
S&P Global, Inc. | 84,549 | 35,106,436 | ||||||
167,831,666 | ||||||||
Chemicals — 2.5% | ||||||||
Air Products and Chemicals, Inc. | 54,868 | 15,479,360 | ||||||
Ecolab, Inc. | 77,852 | 14,749,061 | ||||||
Linde plc | 138,237 | 44,053,367 | ||||||
Sherwin-Williams Co. (The) | 59,905 | 17,163,382 | ||||||
91,445,170 | ||||||||
Communications Equipment — 1.1% | ||||||||
Cisco Systems, Inc. | 718,805 | 40,015,874 | ||||||
Consumer Finance — 0.9% | ||||||||
American Express Co. | 190,042 | 34,173,352 | ||||||
Containers and Packaging — 0.6% | ||||||||
Ball Corp. | 240,444 | 23,347,112 | ||||||
Diversified Telecommunication Services — 0.2% | ||||||||
Verizon Communications, Inc. | 138,318 | 7,362,667 | ||||||
Electric Utilities — 1.7% | ||||||||
NextEra Energy, Inc. | 814,452 | 63,624,990 | ||||||
Electrical Equipment — 1.3% | ||||||||
Eaton Corp. plc | 159,013 | 25,192,430 |
Generac Holdings, Inc.(1) | 11,517 | 3,252,170 | ||||||
Rockwell Automation, Inc. | 71,200 | 20,592,464 | ||||||
49,037,064 | ||||||||
Electronic Equipment, Instruments and Components — 2.0% | ||||||||
CDW Corp. | 154,729 | 29,251,517 | ||||||
Cognex Corp. | 197,001 | 13,092,686 | ||||||
Keysight Technologies, Inc.(1) | 183,719 | 31,015,442 | ||||||
73,359,645 | ||||||||
Energy Equipment and Services — 1.3% | ||||||||
Schlumberger NV | 1,176,988 | 45,984,921 | ||||||
Entertainment — 1.5% | ||||||||
Electronic Arts, Inc. | 105,832 | 14,039,673 | ||||||
Walt Disney Co. (The)(1) | 293,893 | 42,017,882 | ||||||
56,057,555 | ||||||||
Equity Real Estate Investment Trusts (REITs) — 2.3% | ||||||||
Prologis, Inc. | 543,189 | 85,182,899 | ||||||
Food and Staples Retailing — 1.6% | ||||||||
Costco Wholesale Corp. | 42,297 | 21,365,483 | ||||||
Sysco Corp. | 463,232 | 36,201,581 | ||||||
57,567,064 | ||||||||
Food Products — 0.8% | ||||||||
Mondelez International, Inc., Class A | 405,117 | 27,154,993 | ||||||
Vital Farms, Inc.(1) | 122,802 | 2,029,917 | ||||||
29,184,910 | ||||||||
Health Care Equipment and Supplies — 1.8% | ||||||||
Edwards Lifesciences Corp.(1) | 310,185 | 33,872,202 | ||||||
Medtronic plc | 230,321 | 23,835,920 | ||||||
ResMed, Inc. | 30,261 | 6,917,665 | ||||||
64,625,787 | ||||||||
Health Care Providers and Services — 4.1% | ||||||||
Cigna Corp. | 175,783 | 40,510,950 | ||||||
CVS Health Corp. | 378,876 | 40,354,083 | ||||||
Humana, Inc. | 34,923 | 13,707,277 | ||||||
UnitedHealth Group, Inc. | 113,738 | 53,749,167 | ||||||
148,321,477 | ||||||||
Hotels, Restaurants and Leisure — 2.0% | ||||||||
Booking Holdings, Inc.(1) | 11,293 | 27,737,076 | ||||||
Chipotle Mexican Grill, Inc.(1) | 10,106 | 15,013,272 | ||||||
Expedia Group, Inc.(1) | 168,976 | 30,971,611 | ||||||
73,721,959 | ||||||||
Household Products — 1.6% | ||||||||
Colgate-Palmolive Co. | 188,089 | 15,507,938 | ||||||
Procter & Gamble Co. (The) | 262,023 | 42,041,590 | ||||||
57,549,528 | ||||||||
Industrial Conglomerates — 1.1% | ||||||||
Honeywell International, Inc. | 199,784 | 40,851,832 | ||||||
Insurance — 1.6% | ||||||||
Marsh & McLennan Cos., Inc. | 134,086 | 20,600,973 | ||||||
Prudential Financial, Inc. | 156,724 | 17,485,697 | ||||||
Travelers Cos., Inc. (The) | 130,716 | 21,722,385 | ||||||
59,809,055 | ||||||||
Interactive Media and Services — 6.1% | ||||||||
Alphabet, Inc., Class A(1) | 65,370 | 176,895,796 | ||||||
Meta Platforms, Inc., Class A(1) | 145,071 | 45,444,941 | ||||||
222,340,737 | ||||||||
Internet and Direct Marketing Retail — 3.3% | ||||||||
Amazon.com, Inc.(1) | 40,605 | 121,468,639 | ||||||
IT Services — 5.0% | ||||||||
Accenture plc, Class A | 127,937 | 45,235,964 | ||||||
Mastercard, Inc., Class A | 128,820 | 49,773,472 | ||||||
PayPal Holdings, Inc.(1) | 209,497 | 36,020,914 | ||||||
Visa, Inc., Class A | 229,080 | 51,811,024 | ||||||
182,841,374 | ||||||||
Life Sciences Tools and Services — 1.9% | ||||||||
Agilent Technologies, Inc. | 244,241 | 34,027,656 | ||||||
Thermo Fisher Scientific, Inc. | 63,065 | 36,659,685 | ||||||
70,687,341 | ||||||||
Machinery — 2.4% | ||||||||
Cummins, Inc. | 116,666 | 25,769,186 | ||||||
Deere & Co. | 34,660 | 13,046,024 | ||||||
Parker-Hannifin Corp. | 105,803 | 32,799,988 | ||||||
Xylem, Inc. | 152,799 | 16,046,951 | ||||||
87,662,149 | ||||||||
Media — 0.5% | ||||||||
Comcast Corp., Class A | 373,039 | 18,648,220 | ||||||
Multiline Retail — 0.5% | ||||||||
Target Corp. | 73,913 | 16,292,643 | ||||||
Oil, Gas and Consumable Fuels — 1.5% | ||||||||
ConocoPhillips | 632,534 | 56,055,163 | ||||||
Personal Products — 0.5% | ||||||||
Estee Lauder Cos., Inc. (The), Class A | 52,149 | 16,259,537 | ||||||
Pharmaceuticals — 3.2% | ||||||||
Bristol-Myers Squibb Co. | 565,315 | 36,683,290 | ||||||
Merck & Co., Inc. | 357,082 | 29,095,042 | ||||||
Novo Nordisk A/S, B Shares | 183,630 | 18,265,354 | ||||||
Zoetis, Inc. | 163,189 | 32,603,530 | ||||||
116,647,216 | ||||||||
Professional Services — 0.1% | ||||||||
IHS Markit Ltd. | 33,916 | 3,961,050 | ||||||
Road and Rail — 1.1% | ||||||||
Norfolk Southern Corp. | 80,273 | 21,833,453 | ||||||
Union Pacific Corp. | 74,963 | 18,332,202 | ||||||
40,165,655 | ||||||||
Semiconductors and Semiconductor Equipment — 5.5% | ||||||||
Advanced Micro Devices, Inc.(1) | 187,412 | 21,411,821 | ||||||
Applied Materials, Inc. | 243,863 | 33,696,989 | ||||||
ASML Holding NV | 46,291 | 31,352,639 | ||||||
NVIDIA Corp. | 314,606 | 77,034,425 | ||||||
Texas Instruments, Inc. | 203,248 | 36,480,984 | ||||||
199,976,858 | ||||||||
Software — 9.9% | ||||||||
Adobe, Inc.(1) | 56,574 | 30,227,488 | ||||||
Microsoft Corp. | 929,676 | 289,110,643 | ||||||
salesforce.com, Inc.(1) | 96,959 | 22,555,572 | ||||||
ServiceNow, Inc.(1) | 18,827 | 11,028,480 | ||||||
Workday, Inc., Class A(1) | 38,229 | 9,672,319 | ||||||
362,594,502 | ||||||||
Specialty Retail — 2.9% | ||||||||
Home Depot, Inc. (The) | 183,876 | 67,478,814 | ||||||
TJX Cos., Inc. (The) | 370,650 | 26,675,681 |
Tractor Supply Co. | 52,964 | 11,562,571 | ||||||
105,717,066 | ||||||||
Technology Hardware, Storage and Peripherals — 4.6% | ||||||||
Apple, Inc. | 969,312 | 169,416,351 | ||||||
Textiles, Apparel and Luxury Goods — 1.2% | ||||||||
Deckers Outdoor Corp.(1) | 32,948 | 10,550,938 | ||||||
NIKE, Inc., Class B | 233,210 | 34,531,405 | ||||||
45,082,343 | ||||||||
TOTAL COMMON STOCKS (Cost $2,324,307,697) | 3,586,860,003 | |||||||
SHORT-TERM INVESTMENTS — 1.8% | ||||||||
Money Market Funds† | ||||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 290,157 | 290,157 | ||||||
Repurchase Agreements — 1.8% | ||||||||
BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 2.25% - 6.00%, 4/30/24 - 2/15/49, valued at $15,463,429) in a joint trading account at 0.02%, dated 1/31/22, due 2/1/22 (Delivery value $15,194,741) | 15,194,733 | |||||||
Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.875% - 2.5%, 02/15/41 - 02/15/45, valued at $51,667,186) at 0.02%, dated 1/31/22, due 2/1/22 (Delivery value $50,654,028) | 50,654,000 | |||||||
65,848,733 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $66,138,890) | 66,138,890 | |||||||
TOTAL INVESTMENT SECURITIES — 99.8% (Cost $2,390,446,587) | 3,652,998,893 | |||||||
OTHER ASSETS AND LIABILITIES — 0.2% | 7,253,096 | |||||||
TOTAL NET ASSETS — 100.0% | $ | 3,660,251,989 |
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS | ||||||||||||||||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
EUR | 617,054 | USD | 696,689 | Credit Suisse AG | 3/31/22 | $ | (2,543) | |||||||||||||
EUR | 1,165,770 | USD | 1,324,068 | Credit Suisse AG | 3/31/22 | (12,654) | ||||||||||||||
EUR | 1,424,374 | USD | 1,620,288 | Credit Suisse AG | 3/31/22 | (17,961) | ||||||||||||||
EUR | 810,555 | USD | 926,387 | Credit Suisse AG | 3/31/22 | (14,566) | ||||||||||||||
EUR | 1,621,111 | USD | 1,833,886 | Credit Suisse AG | 3/31/22 | (10,244) | ||||||||||||||
EUR | 629,558 | USD | 713,466 | Goldman Sachs & Co. | 3/31/22 | (5,255) | ||||||||||||||
EUR | 743,665 | USD | 835,332 | UBS AG | 3/31/22 | 1,242 | ||||||||||||||
EUR | 897,120 | USD | 1,020,680 | UBS AG | 3/31/22 | (11,479) | ||||||||||||||
USD | 30,268,961 | EUR | 26,731,100 | Credit Suisse AG | 3/31/22 | 198,233 | ||||||||||||||
USD | 1,068,184 | EUR | 941,403 | Credit Suisse AG | 3/31/22 | 9,167 | ||||||||||||||
USD | 1,083,766 | EUR | 944,336 | Credit Suisse AG | 3/31/22 | 21,449 | ||||||||||||||
USD | 1,040,974 | EUR | 917,670 | UBS AG | 3/31/22 | 8,655 | ||||||||||||||
USD | 742,003 | EUR | 649,231 | UBS AG | 3/31/22 | 11,661 | ||||||||||||||
$ | 175,705 |
FUTURES CONTRACTS PURCHASED | ||||||||||||||
Reference Entity | Contracts | Expiration Date | Notional Amount | Unrealized Appreciation (Depreciation)^ | ||||||||||
S&P 500 E-Mini | 262 | March 2022 | $ | 59,005,675 | $ | (1,017,160) |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
EUR | - | Euro | ||||||
USD | - | United States Dollar |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | 3,537,242,010 | 49,617,993 | — | ||||||||
Short-Term Investments | 290,157 | 65,848,733 | — | ||||||||
3,537,532,167 | 115,466,726 | — | |||||||||
Other Financial Instruments | |||||||||||
Forward Foreign Currency Exchange Contracts | — | 250,407 | — | ||||||||
Liabilities | |||||||||||
Other Financial Instruments | |||||||||||
Futures Contracts | 1,017,160 | — | — | ||||||||
Forward Foreign Currency Exchange Contracts | — | 74,702 | — | ||||||||
1,017,160 | 74,702 | — |