|
Shares
|
Description
|
Value (†)
|
|
Common Stocks — 63.2% of Net Assets
|
||
|
|
Aerospace & Defense — 1.3%
|
|
|
210
|
AAR Corp.(a)
|
$12,466
|
|
526
|
Boeing Co.(a)
|
98,267
|
|
40
|
L3Harris Technologies, Inc.
|
7,176
|
|
36
|
Lockheed Martin Corp.
|
16,367
|
|
86
|
Moog, Inc., Class A
|
9,980
|
|
133
|
RTX Corp.
|
10,825
|
|
|
|
155,081
|
|
|
Air Freight & Logistics — 0.5%
|
|
|
290
|
Expeditors International of Washington, Inc.
|
31,682
|
|
30
|
FedEx Corp.
|
7,203
|
|
170
|
GXO Logistics, Inc.(a)
|
8,587
|
|
83
|
United Parcel Service, Inc., Class B
|
11,724
|
|
|
|
59,196
|
|
|
Automobile Components — 0.7%
|
|
|
42
|
Aptiv PLC(a)
|
3,662
|
|
712
|
BorgWarner, Inc.
|
26,273
|
|
581
|
Dana, Inc.
|
6,670
|
|
500
|
Magna International, Inc.
|
24,045
|
|
499
|
Mobileye Global, Inc., Class A(a)
|
17,799
|
|
144
|
Phinia, Inc.
|
3,727
|
|
78
|
Visteon Corp.(a)
|
8,980
|
|
|
|
91,156
|
|
|
Automobiles — 1.2%
|
|
|
1,647
|
General Motors Co.
|
46,445
|
|
465
|
Tesla, Inc.(a)
|
93,391
|
|
81
|
Thor Industries, Inc.
|
7,122
|
|
|
|
146,958
|
|
|
Banks — 3.1%
|
|
|
352
|
Ameris Bancorp
|
13,130
|
|
1,444
|
Banc of California, Inc.
|
16,187
|
|
1,966
|
Bank of America Corp.
|
51,784
|
|
967
|
Citigroup, Inc.
|
38,187
|
|
134
|
Citizens Financial Group, Inc.
|
3,140
|
|
251
|
East West Bancorp, Inc.
|
13,459
|
|
22
|
First Citizens BancShares, Inc., Class A
|
30,376
|
|
637
|
First Financial Bancorp
|
11,785
|
|
1,639
|
FNB Corp.
|
17,521
|
|
1,056
|
Fulton Financial Corp.
|
13,717
|
|
357
|
International Bancshares Corp.
|
15,647
|
|
322
|
JPMorgan Chase & Co.
|
44,777
|
|
97
|
PNC Financial Services Group, Inc.
|
11,104
|
|
170
|
Regions Financial Corp.
|
2,470
|
|
1,103
|
Truist Financial Corp.
|
31,281
|
|
155
|
U.S. Bancorp
|
4,941
|
|
336
|
Webster Financial Corp.
|
12,758
|
|
1,318
|
Wells Fargo & Co.
|
52,417
|
|
|
|
384,681
|
|
|
Beverages — 1.0%
|
|
|
63
|
Boston Beer Co., Inc., Class A(a)
|
21,039
|
|
215
|
Coca-Cola Co.
|
12,145
|
|
190
|
Keurig Dr Pepper, Inc.
|
5,763
|
|
1,505
|
Monster Beverage Corp.(a)
|
76,906
|
|
40
|
PepsiCo, Inc.
|
6,531
|
|
|
|
122,384
|
|
|
Biotechnology — 1.4%
|
|
|
63
|
AbbVie, Inc.
|
8,894
|
|
266
|
Alnylam Pharmaceuticals, Inc.(a)
|
40,379
|
|
16
|
Biogen, Inc.(a)
|
3,801
|
|
308
|
CRISPR Therapeutics AG(a)
|
11,990
|
|
Shares
|
Description
|
Value (†)
|
|
|
Biotechnology — continued
|
|
|
254
|
Cytokinetics, Inc.(a)
|
$8,854
|
|
101
|
Gilead Sciences, Inc.
|
7,933
|
|
177
|
Halozyme Therapeutics, Inc.(a)
|
5,995
|
|
69
|
Incyte Corp.(a)
|
3,721
|
|
100
|
Neurocrine Biosciences, Inc.(a)
|
11,094
|
|
67
|
Regeneron Pharmaceuticals, Inc.(a)
|
52,253
|
|
29
|
United Therapeutics Corp.(a)
|
6,463
|
|
12
|
Vertex Pharmaceuticals, Inc.(a)
|
4,345
|
|
|
|
165,722
|
|
|
Broadline Retail — 2.5%
|
|
|
241
|
Alibaba Group Holding Ltd., ADR(a)
|
19,892
|
|
1,920
|
Amazon.com, Inc.(a)
|
255,533
|
|
623
|
eBay, Inc.
|
24,440
|
|
|
|
299,865
|
|
|
Building Products — 1.0%
|
|
|
92
|
Builders FirstSource, Inc.(a)
|
9,984
|
|
69
|
Carlisle Cos., Inc.
|
17,532
|
|
96
|
Carrier Global Corp.
|
4,575
|
|
433
|
Fortune Brands Innovations, Inc.
|
24,161
|
|
36
|
Lennox International, Inc.
|
13,340
|
|
602
|
Masco Corp.
|
31,358
|
|
134
|
Owens Corning
|
15,192
|
|
112
|
Trex Co., Inc.(a)
|
6,296
|
|
|
|
122,438
|
|
|
Capital Markets — 3.9%
|
|
|
939
|
Bank of New York Mellon Corp.
|
39,907
|
|
45
|
BlackRock, Inc.
|
27,553
|
|
40
|
Cboe Global Markets, Inc.
|
6,556
|
|
905
|
Charles Schwab Corp.
|
47,096
|
|
71
|
CME Group, Inc.
|
15,156
|
|
74
|
FactSet Research Systems, Inc.
|
31,960
|
|
126
|
Goldman Sachs Group, Inc.
|
38,255
|
|
594
|
Intercontinental Exchange, Inc.
|
63,819
|
|
277
|
Janus Henderson Group PLC
|
6,390
|
|
914
|
KKR & Co., Inc.
|
50,636
|
|
56
|
Moody's Corp.
|
17,248
|
|
94
|
Morgan Stanley
|
6,657
|
|
60
|
MSCI, Inc.
|
28,293
|
|
29
|
Northern Trust Corp.
|
1,911
|
|
46
|
S&P Global, Inc.
|
16,068
|
|
458
|
SEI Investments Co.
|
24,576
|
|
598
|
State Street Corp.
|
38,649
|
|
30
|
T. Rowe Price Group, Inc.
|
2,715
|
|
56
|
Virtus Investment Partners, Inc.
|
10,317
|
|
|
|
473,762
|
|
|
Chemicals — 0.9%
|
|
|
13
|
Air Products & Chemicals, Inc.
|
3,672
|
|
177
|
Celanese Corp.
|
20,268
|
|
461
|
Corteva, Inc.
|
22,193
|
|
46
|
DuPont de Nemours, Inc.
|
3,353
|
|
29
|
Ecolab, Inc.
|
4,864
|
|
156
|
HB Fuller Co.
|
10,319
|
|
111
|
Innospec, Inc.
|
10,878
|
|
55
|
Linde PLC
|
21,019
|
|
134
|
Minerals Technologies, Inc.
|
7,244
|
|
20
|
Sherwin-Williams Co.
|
4,764
|
|
76
|
Stepan Co.
|
5,685
|
|
|
|
114,259
|
|
|
Commercial Services & Supplies — 0.2%
|
|
|
80
|
MSA Safety, Inc.
|
12,631
|
|
Shares
|
Description
|
Value (†)
|
|
|
Commercial Services & Supplies — continued
|
|
|
153
|
Vestis Corp.(a)
|
$2,339
|
|
27
|
Waste Management, Inc.
|
4,437
|
|
|
|
19,407
|
|
|
Communications Equipment — 0.3%
|
|
|
192
|
Ciena Corp.(a)
|
8,102
|
|
401
|
Cisco Systems, Inc.
|
20,904
|
|
56
|
F5, Inc.(a)
|
8,489
|
|
19
|
Motorola Solutions, Inc.
|
5,291
|
|
|
|
42,786
|
|
|
Construction & Engineering — 0.2%
|
|
|
272
|
AECOM
|
20,822
|
|
|
Construction Materials — 0.2%
|
|
|
29
|
Martin Marietta Materials, Inc.
|
11,859
|
|
69
|
Vulcan Materials Co.
|
13,558
|
|
|
|
25,417
|
|
|
Consumer Finance — 1.2%
|
|
|
1,587
|
Ally Financial, Inc.
|
38,389
|
|
338
|
American Express Co.
|
49,358
|
|
602
|
Capital One Financial Corp.
|
60,977
|
|
99
|
Synchrony Financial
|
2,777
|
|
|
|
151,501
|
|
|
Consumer Staples Distribution & Retail — 1.2%
|
|
|
157
|
BJ's Wholesale Club Holdings, Inc.(a)
|
10,695
|
|
36
|
Casey's General Stores, Inc.
|
9,789
|
|
30
|
Costco Wholesale Corp.
|
16,573
|
|
1,496
|
Kroger Co.
|
67,874
|
|
262
|
Sprouts Farmers Market, Inc.(a)
|
11,009
|
|
34
|
Target Corp.
|
3,767
|
|
150
|
Walmart, Inc.
|
24,511
|
|
|
|
144,218
|
|
|
Containers & Packaging — 0.2%
|
|
|
36
|
Ball Corp.
|
1,733
|
|
160
|
Crown Holdings, Inc.
|
12,896
|
|
258
|
Sonoco Products Co.
|
13,367
|
|
|
|
27,996
|
|
|
Distributors — 0.0%
|
|
|
36
|
Genuine Parts Co.
|
4,639
|
|
|
Diversified Consumer Services — 0.2%
|
|
|
94
|
Grand Canyon Education, Inc.(a)
|
11,123
|
|
193
|
Service Corp. International
|
10,503
|
|
|
|
21,626
|
|
|
Diversified REITs — 0.1%
|
|
|
626
|
American Assets Trust, Inc.
|
11,112
|
|
23
|
Digital Realty Trust, Inc.
|
2,860
|
|
|
|
13,972
|
|
|
Diversified Telecommunication Services — 0.4%
|
|
|
940
|
AT&T, Inc.
|
14,476
|
|
152
|
Iridium Communications, Inc.
|
5,631
|
|
698
|
Verizon Communications, Inc.
|
24,521
|
|
|
|
44,628
|
|
|
Electric Utilities — 0.4%
|
|
|
193
|
American Electric Power Co., Inc.
|
14,579
|
|
226
|
Eversource Energy
|
12,157
|
|
118
|
Exelon Corp.
|
4,595
|
|
137
|
FirstEnergy Corp.
|
4,877
|
|
107
|
IDACORP, Inc.
|
10,134
|
|
|
|
46,342
|
|
|
Electrical Equipment — 0.6%
|
|
|
99
|
Eaton Corp. PLC
|
20,583
|
|
Shares
|
Description
|
Value (†)
|
|
|
Electrical Equipment — continued
|
|
|
133
|
Emerson Electric Co.
|
$11,833
|
|
62
|
Hubbell, Inc.
|
16,746
|
|
241
|
nVent Electric PLC
|
11,599
|
|
87
|
Regal Rexnord Corp.
|
10,302
|
|
23
|
Rockwell Automation, Inc.
|
6,045
|
|
|
|
77,108
|
|
|
Electronic Equipment, Instruments & Components — 0.9%
|
|
|
122
|
Advanced Energy Industries, Inc.
|
10,646
|
|
65
|
Amphenol Corp., Class A
|
5,236
|
|
254
|
Avnet, Inc.
|
11,768
|
|
204
|
Cognex Corp.
|
7,342
|
|
60
|
Corning, Inc.
|
1,606
|
|
175
|
Jabil, Inc.
|
21,490
|
|
653
|
Knowles Corp.(a)
|
8,482
|
|
41
|
Littelfuse, Inc.
|
8,883
|
|
202
|
TE Connectivity Ltd.
|
23,806
|
|
14
|
Teledyne Technologies, Inc.(a)
|
5,244
|
|
14
|
Zebra Technologies Corp., Class A(a)
|
2,932
|
|
|
|
107,435
|
|
|
Energy Equipment & Services — 0.3%
|
|
|
341
|
ChampionX Corp.
|
10,503
|
|
731
|
NOV, Inc.
|
14,591
|
|
103
|
Schlumberger NV
|
5,733
|
|
|
|
30,827
|
|
|
Entertainment — 1.8%
|
|
|
60
|
Electronic Arts, Inc.
|
7,427
|
|
211
|
Netflix, Inc.(a)
|
86,866
|
|
52
|
Take-Two Interactive Software, Inc.(a)
|
6,955
|
|
1,086
|
Walt Disney Co.(a)
|
88,607
|
|
2,970
|
Warner Bros Discovery, Inc.(a)
|
29,522
|
|
|
|
219,377
|
|
|
Financial Services — 2.2%
|
|
|
355
|
Block, Inc.(a)
|
14,289
|
|
402
|
Fiserv, Inc.(a)
|
45,728
|
|
261
|
Global Payments, Inc.
|
27,723
|
|
25
|
Jack Henry & Associates, Inc.
|
3,525
|
|
26
|
Mastercard, Inc., Class A
|
9,785
|
|
1,051
|
MGIC Investment Corp.
|
17,699
|
|
438
|
PayPal Holdings, Inc.(a)
|
22,688
|
|
443
|
Visa, Inc., Class A
|
104,149
|
|
244
|
Voya Financial, Inc.
|
16,292
|
|
55
|
WEX, Inc.(a)
|
9,156
|
|
|
|
271,034
|
|
|
Food Products — 0.7%
|
|
|
134
|
Campbell Soup Co.
|
5,415
|
|
205
|
Conagra Brands, Inc.
|
5,609
|
|
146
|
Darling Ingredients, Inc.(a)
|
6,466
|
|
103
|
General Mills, Inc.
|
6,720
|
|
35
|
Hershey Co.
|
6,557
|
|
212
|
Hormel Foods Corp.
|
6,900
|
|
107
|
Ingredion, Inc.
|
10,013
|
|
38
|
J.M. Smucker Co.
|
4,326
|
|
141
|
Kellanova
|
7,116
|
|
130
|
Kraft Heinz Co.
|
4,090
|
|
94
|
McCormick & Co., Inc.
|
6,007
|
|
266
|
Mondelez International, Inc., Class A
|
17,612
|
|
35
|
WK Kellogg Co.(a)
|
351
|
|
|
|
87,182
|
|
|
Gas Utilities — 0.2%
|
|
|
82
|
Atmos Energy Corp.
|
8,828
|
|
Shares
|
Description
|
Value (†)
|
|
|
Gas Utilities — continued
|
|
|
291
|
New Jersey Resources Corp.
|
$11,809
|
|
121
|
ONE Gas, Inc.
|
7,308
|
|
|
|
27,945
|
|
|
Ground Transportation — 0.5%
|
|
|
353
|
CSX Corp.
|
10,537
|
|
26
|
J.B. Hunt Transport Services, Inc.
|
4,469
|
|
51
|
Norfolk Southern Corp.
|
9,730
|
|
77
|
Ryder System, Inc.
|
7,511
|
|
30
|
Saia, Inc.(a)
|
10,755
|
|
33
|
Union Pacific Corp.
|
6,851
|
|
125
|
XPO, Inc.(a)
|
9,476
|
|
|
|
59,329
|
|
|
Health Care Equipment & Supplies — 1.1%
|
|
|
123
|
Abbott Laboratories
|
11,630
|
|
13
|
Align Technology, Inc.(a)
|
2,400
|
|
535
|
Baxter International, Inc.
|
17,350
|
|
48
|
Becton Dickinson & Co.
|
12,134
|
|
12
|
Cooper Cos., Inc.
|
3,741
|
|
60
|
Edwards Lifesciences Corp.(a)
|
3,823
|
|
28
|
GE HealthCare Technologies, Inc.
|
1,864
|
|
107
|
Globus Medical, Inc., Class A(a)
|
4,891
|
|
86
|
Haemonetics Corp.(a)
|
7,330
|
|
107
|
Intuitive Surgical, Inc.(a)
|
28,058
|
|
130
|
LeMaitre Vascular, Inc.
|
6,315
|
|
172
|
Medtronic PLC
|
12,136
|
|
42
|
Penumbra, Inc.(a)
|
8,028
|
|
32
|
Shockwave Medical, Inc.(a)
|
6,600
|
|
23
|
Stryker Corp.
|
6,215
|
|
|
|
132,515
|
|
|
Health Care Providers & Services — 1.6%
|
|
|
162
|
Acadia Healthcare Co., Inc.(a)
|
11,909
|
|
80
|
Cardinal Health, Inc.
|
7,280
|
|
337
|
Centene Corp.(a)
|
23,246
|
|
26
|
Chemed Corp.
|
14,629
|
|
51
|
Cigna Group
|
15,769
|
|
433
|
CVS Health Corp.
|
29,881
|
|
16
|
Elevance Health, Inc.
|
7,201
|
|
98
|
Encompass Health Corp.
|
6,131
|
|
92
|
HCA Healthcare, Inc.
|
20,805
|
|
81
|
Henry Schein, Inc.(a)
|
5,263
|
|
8
|
Humana, Inc.
|
4,190
|
|
22
|
Laboratory Corp. of America Holdings
|
4,394
|
|
12
|
McKesson Corp.
|
5,464
|
|
283
|
Select Medical Holdings Corp.
|
6,433
|
|
154
|
Tenet Healthcare Corp.(a)
|
8,270
|
|
39
|
UnitedHealth Group, Inc.
|
20,887
|
|
|
|
191,752
|
|
|
Health Care REITs — 0.1%
|
|
|
742
|
Physicians Realty Trust
|
8,058
|
|
|
Health Care Technology — 0.5%
|
|
|
1,119
|
Doximity, Inc., Class A(a)
|
22,861
|
|
170
|
Veeva Systems, Inc., Class A(a)
|
32,761
|
|
|
|
55,622
|
|
|
Hotel & Resort REITs — 0.0%
|
|
|
161
|
Host Hotels & Resorts, Inc.
|
2,492
|
|
|
Hotels, Restaurants & Leisure — 1.7%
|
|
|
320
|
Aramark
|
8,618
|
|
8
|
Booking Holdings, Inc.(a)
|
22,316
|
|
3
|
Chipotle Mexican Grill, Inc.(a)
|
5,827
|
|
121
|
Hilton Worldwide Holdings, Inc.
|
18,335
|
|
Shares
|
Description
|
Value (†)
|
|
|
Hotels, Restaurants & Leisure — continued
|
|
|
116
|
Marriott Vacations Worldwide Corp.
|
$10,424
|
|
73
|
McDonald's Corp.
|
19,138
|
|
156
|
Norwegian Cruise Line Holdings Ltd.(a)
|
2,122
|
|
523
|
Starbucks Corp.
|
48,241
|
|
267
|
Travel & Leisure Co.
|
9,086
|
|
43
|
Wingstop, Inc.
|
7,859
|
|
496
|
Yum China Holdings, Inc.
|
26,070
|
|
202
|
Yum! Brands, Inc.
|
24,414
|
|
|
|
202,450
|
|
|
Household Durables — 0.4%
|
|
|
50
|
DR Horton, Inc.
|
5,220
|
|
257
|
KB Home
|
11,359
|
|
101
|
Meritage Homes Corp.
|
11,516
|
|
140
|
PulteGroup, Inc.
|
10,303
|
|
331
|
Taylor Morrison Home Corp.(a)
|
12,684
|
|
|
|
51,082
|
|
|
Household Products — 0.5%
|
|
|
114
|
Church & Dwight Co., Inc.
|
10,367
|
|
64
|
Colgate-Palmolive Co.
|
4,808
|
|
387
|
Energizer Holdings, Inc.
|
12,221
|
|
255
|
Procter & Gamble Co.
|
38,258
|
|
|
|
65,654
|
|
|
Independent Power & Renewable Electricity
Producers — 0.0%
|
|
|
379
|
AES Corp.
|
5,647
|
|
|
Industrial Conglomerates — 0.4%
|
|
|
42
|
3M Co.
|
3,820
|
|
209
|
General Electric Co.
|
22,703
|
|
119
|
Honeywell International, Inc.
|
21,808
|
|
|
|
48,331
|
|
|
Industrial REITs — 0.2%
|
|
|
75
|
Prologis, Inc.
|
7,556
|
|
363
|
Rexford Industrial Realty, Inc.
|
15,696
|
|
|
|
23,252
|
|
|
Insurance — 2.1%
|
|
|
33
|
Allstate Corp.
|
4,228
|
|
806
|
American International Group, Inc.
|
49,416
|
|
108
|
Arch Capital Group Ltd.(a)
|
9,361
|
|
67
|
Arthur J Gallagher & Co.
|
15,778
|
|
36
|
Assurant, Inc.
|
5,360
|
|
51
|
Chubb Ltd.
|
10,946
|
|
188
|
First American Financial Corp.
|
9,671
|
|
112
|
Hanover Insurance Group, Inc.
|
13,128
|
|
111
|
Hartford Financial Services Group, Inc.
|
8,153
|
|
48
|
Marsh & McLennan Cos., Inc.
|
9,103
|
|
85
|
Prudential Financial, Inc.
|
7,772
|
|
218
|
Reinsurance Group of America, Inc.
|
32,585
|
|
160
|
Selective Insurance Group, Inc.
|
16,658
|
|
85
|
Travelers Cos., Inc.
|
14,232
|
|
227
|
Willis Towers Watson PLC
|
53,547
|
|
|
|
259,938
|
|
|
Interactive Media & Services — 3.5%
|
|
|
754
|
Alphabet, Inc., Class A(a)
|
93,556
|
|
1,124
|
Alphabet, Inc., Class C(a)
|
140,837
|
|
551
|
Meta Platforms, Inc., Class A(a)
|
166,000
|
|
361
|
Pinterest, Inc., Class A(a)
|
10,787
|
|
302
|
Yelp, Inc.(a)
|
12,741
|
|
309
|
ZoomInfo Technologies, Inc.(a)
|
4,005
|
|
|
|
427,926
|
|
Shares
|
Description
|
Value (†)
|
|
|
IT Services — 0.6%
|
|
|
59
|
Accenture PLC, Class A
|
$17,528
|
|
165
|
Cognizant Technology Solutions Corp., Class A
|
10,638
|
|
104
|
International Business Machines Corp.
|
15,043
|
|
484
|
Shopify, Inc., Class A(a)
|
22,840
|
|
17
|
VeriSign, Inc.(a)
|
3,394
|
|
|
|
69,443
|
|
|
Leisure Products — 0.1%
|
|
|
561
|
Mattel, Inc.(a)
|
10,704
|
|
127
|
YETI Holdings, Inc.(a)
|
5,400
|
|
|
|
16,104
|
|
|
Life Sciences Tools & Services — 0.8%
|
|
|
34
|
Agilent Technologies, Inc.
|
3,514
|
|
81
|
Danaher Corp.
|
15,554
|
|
215
|
Illumina, Inc.(a)
|
23,525
|
|
228
|
IQVIA Holdings, Inc.(a)
|
41,229
|
|
59
|
Repligen Corp.(a)
|
7,939
|
|
19
|
Thermo Fisher Scientific, Inc.
|
8,451
|
|
10
|
West Pharmaceutical Services, Inc.
|
3,183
|
|
|
|
103,395
|
|
|
Machinery — 1.2%
|
|
|
81
|
AGCO Corp.
|
9,287
|
|
27
|
Caterpillar, Inc.
|
6,103
|
|
48
|
Chart Industries, Inc.(a)
|
5,579
|
|
11
|
Cummins, Inc.
|
2,379
|
|
37
|
Deere & Co.
|
13,518
|
|
65
|
Dover Corp.
|
8,447
|
|
97
|
Fortive Corp.
|
6,332
|
|
259
|
Graco, Inc.
|
19,257
|
|
21
|
Illinois Tool Works, Inc.
|
4,707
|
|
179
|
ITT, Inc.
|
16,710
|
|
109
|
Oshkosh Corp.
|
9,563
|
|
49
|
Parker-Hannifin Corp.
|
18,077
|
|
128
|
SPX Technologies, Inc.(a)
|
10,255
|
|
180
|
Terex Corp.
|
8,244
|
|
156
|
Toro Co.
|
12,611
|
|
|
|
151,069
|
|
|
Media — 1.2%
|
|
|
122
|
Charter Communications, Inc., Class A(a)
|
49,142
|
|
1,073
|
Comcast Corp., Class A
|
44,304
|
|
353
|
Interpublic Group of Cos., Inc.
|
10,025
|
|
233
|
Liberty Broadband Corp., Class C(a)
|
19,411
|
|
197
|
New York Times Co., Class A
|
7,941
|
|
151
|
Omnicom Group, Inc.
|
11,311
|
|
177
|
Paramount Global, Class B
|
1,926
|
|
|
|
144,060
|
|
|
Metals & Mining — 0.4%
|
|
|
481
|
Alcoa Corp.
|
12,333
|
|
607
|
Cleveland-Cliffs, Inc.(a)
|
10,185
|
|
177
|
Commercial Metals Co.
|
7,485
|
|
72
|
Newmont Corp.
|
2,698
|
|
55
|
Reliance Steel & Aluminum Co.
|
13,991
|
|
|
|
46,692
|
|
|
Mortgage Real Estate Investment Trusts (REITs) — 0.1%
|
|
|
603
|
Invesco Mortgage Capital, Inc.
|
4,119
|
|
512
|
KKR Real Estate Finance Trust, Inc.
|
5,345
|
|
|
|
9,464
|
|
|
Multi-Utilities — 0.1%
|
|
|
126
|
Consolidated Edison, Inc.
|
11,062
|
|
Shares
|
Description
|
Value (†)
|
|
|
Multi-Utilities — continued
|
|
|
48
|
DTE Energy Co.
|
$4,626
|
|
33
|
WEC Energy Group, Inc.
|
2,686
|
|
|
|
18,374
|
|
|
Office REITs — 0.5%
|
|
|
1,250
|
Brandywine Realty Trust
|
4,675
|
|
641
|
COPT Defense Properties
|
14,615
|
|
445
|
Douglas Emmett, Inc.
|
4,988
|
|
601
|
Easterly Government Properties, Inc.
|
6,467
|
|
704
|
Highwoods Properties, Inc.
|
12,595
|
|
482
|
Kilroy Realty Corp.
|
13,775
|
|
|
|
57,115
|
|
|
Oil, Gas & Consumable Fuels — 2.7%
|
|
|
890
|
Antero Midstream Corp.
|
10,983
|
|
242
|
Antero Resources Corp.(a)
|
7,124
|
|
958
|
APA Corp.
|
38,052
|
|
81
|
Chevron Corp.
|
11,804
|
|
414
|
CNX Resources Corp.(a)
|
8,992
|
|
542
|
ConocoPhillips
|
64,390
|
|
417
|
EOG Resources, Inc.
|
52,646
|
|
176
|
Exxon Mobil Corp.
|
18,630
|
|
40
|
Hess Corp.
|
5,776
|
|
179
|
HF Sinclair Corp.
|
9,913
|
|
580
|
Kinder Morgan, Inc.
|
9,396
|
|
106
|
ONEOK, Inc.
|
6,911
|
|
281
|
Ovintiv, Inc.
|
13,488
|
|
339
|
Phillips 66
|
38,670
|
|
311
|
Range Resources Corp.
|
11,146
|
|
1,178
|
Southwestern Energy Co.(a)
|
8,399
|
|
42
|
Valero Energy Corp.
|
5,334
|
|
212
|
Williams Cos., Inc.
|
7,293
|
|
|
|
328,947
|
|
|
Passenger Airlines — 0.1%
|
|
|
186
|
Alaska Air Group, Inc.(a)
|
5,883
|
|
261
|
Delta Air Lines, Inc.
|
8,156
|
|
|
|
14,039
|
|
|
Personal Care Products — 0.0%
|
|
|
20
|
Estee Lauder Cos., Inc., Class A
|
2,577
|
|
|
Pharmaceuticals — 1.5%
|
|
|
155
|
Bristol-Myers Squibb Co.
|
7,987
|
|
32
|
Eli Lilly & Co.
|
17,726
|
|
77
|
Jazz Pharmaceuticals PLC(a)
|
9,781
|
|
220
|
Johnson & Johnson
|
32,635
|
|
168
|
Merck & Co., Inc.
|
17,254
|
|
187
|
Novartis AG, ADR
|
17,499
|
|
379
|
Novo Nordisk AS, ADR
|
36,600
|
|
168
|
Perrigo Co. PLC
|
4,643
|
|
271
|
Pfizer, Inc.
|
8,282
|
|
563
|
Roche Holding AG, ADR
|
18,202
|
|
37
|
Sandoz Group AG, ADR(a)
|
955
|
|
79
|
Zoetis, Inc.
|
12,403
|
|
|
|
183,967
|
|
|
Professional Services — 0.5%
|
|
|
26
|
Automatic Data Processing, Inc.
|
5,674
|
|
38
|
Ceridian HCM Holding, Inc.(a)
|
2,432
|
|
103
|
Equifax, Inc.
|
17,466
|
|
108
|
Exponent, Inc.
|
7,915
|
|
146
|
Korn Ferry
|
6,646
|
|
54
|
Leidos Holdings, Inc.
|
5,353
|
|
Shares
|
Description
|
Value (†)
|
|
|
Professional Services — continued
|
|
|
29
|
Paychex, Inc.
|
$3,220
|
|
59
|
Paylocity Holding Corp.(a)
|
10,585
|
|
|
|
59,291
|
|
|
Real Estate Management & Development — 0.4%
|
|
|
647
|
CBRE Group, Inc., Class A(a)
|
44,863
|
|
73
|
Jones Lang LaSalle, Inc.(a)
|
9,338
|
|
|
|
54,201
|
|
|
Residential REITs — 0.1%
|
|
|
38
|
AvalonBay Communities, Inc.
|
6,298
|
|
57
|
Camden Property Trust
|
4,838
|
|
|
|
11,136
|
|
|
Retail REITs — 0.3%
|
|
|
1,058
|
Brixmor Property Group, Inc.
|
21,996
|
|
360
|
NNN REIT, Inc.
|
13,079
|
|
36
|
Simon Property Group, Inc.
|
3,956
|
|
|
|
39,031
|
|
|
Semiconductors & Semiconductor Equipment — 2.9%
|
|
|
145
|
Advanced Micro Devices, Inc.(a)
|
14,282
|
|
86
|
Analog Devices, Inc.
|
13,530
|
|
478
|
ARM Holdings PLC, ADR(a)
|
23,561
|
|
30
|
Broadcom, Inc.
|
25,241
|
|
17
|
First Solar, Inc.(a)
|
2,422
|
|
518
|
Intel Corp.
|
18,907
|
|
157
|
Lattice Semiconductor Corp.(a)
|
8,731
|
|
82
|
Micron Technology, Inc.
|
5,483
|
|
421
|
NVIDIA Corp.
|
171,684
|
|
50
|
Qorvo, Inc.(a)
|
4,371
|
|
319
|
QUALCOMM, Inc.
|
34,768
|
|
57
|
Silicon Laboratories, Inc.(a)
|
5,254
|
|
103
|
Synaptics, Inc.(a)
|
8,617
|
|
96
|
Texas Instruments, Inc.
|
13,633
|
|
62
|
Universal Display Corp.
|
8,629
|
|
|
|
359,113
|
|
|
Software — 5.7%
|
|
|
49
|
Adobe, Inc.(a)
|
26,071
|
|
43
|
ANSYS, Inc.(a)
|
11,965
|
|
306
|
Autodesk, Inc.(a)
|
60,475
|
|
29
|
Cadence Design Systems, Inc.(a)
|
6,956
|
|
223
|
Dynatrace, Inc.(a)
|
9,970
|
|
30
|
Intuit, Inc.
|
14,849
|
|
84
|
Manhattan Associates, Inc.(a)
|
16,378
|
|
685
|
Microsoft Corp.
|
231,605
|
|
1,012
|
Oracle Corp.
|
104,641
|
|
18
|
Palo Alto Networks, Inc.(a)
|
4,374
|
|
78
|
Qualys, Inc.(a)
|
11,930
|
|
38
|
Roper Technologies, Inc.
|
18,566
|
|
499
|
Salesforce, Inc.(a)
|
100,214
|
|
16
|
ServiceNow, Inc.(a)
|
9,310
|
|
70
|
SPS Commerce, Inc.(a)
|
11,224
|
|
17
|
Synopsys, Inc.(a)
|
7,981
|
|
17
|
Tyler Technologies, Inc.(a)
|
6,339
|
|
185
|
Workday, Inc., Class A(a)
|
39,166
|
|
|
|
692,014
|
|
|
Specialized REITs — 0.2%
|
|
|
21
|
American Tower Corp.
|
3,742
|
|
37
|
Crown Castle, Inc.
|
3,440
|
|
8
|
Equinix, Inc.
|
5,837
|
|
176
|
VICI Properties, Inc.
|
4,911
|
|
103
|
Weyerhaeuser Co.
|
2,955
|
|
|
|
20,885
|
|
Shares
|
Description
|
Value (†)
|
|
|
Specialty Retail — 0.7%
|
|
|
36
|
Asbury Automotive Group, Inc.(a)
|
$6,889
|
|
76
|
Boot Barn Holdings, Inc.(a)
|
5,282
|
|
53
|
Dick's Sporting Goods, Inc.
|
5,668
|
|
56
|
Five Below, Inc.(a)
|
9,743
|
|
64
|
Home Depot, Inc.
|
18,220
|
|
34
|
Lithia Motors, Inc.
|
8,235
|
|
68
|
Ross Stores, Inc.
|
7,886
|
|
148
|
TJX Cos., Inc.
|
13,035
|
|
76
|
Williams-Sonoma, Inc.
|
11,418
|
|
|
|
86,376
|
|
|
Technology Hardware, Storage & Peripherals — 0.8%
|
|
|
547
|
Apple, Inc.
|
93,411
|
|
203
|
Hewlett Packard Enterprise Co.
|
3,122
|
|
131
|
HP, Inc.
|
3,450
|
|
|
|
99,983
|
|
|
Textiles, Apparel & Luxury Goods — 0.5%
|
|
|
68
|
Crocs, Inc.(a)
|
6,074
|
|
29
|
Deckers Outdoor Corp.(a)
|
17,315
|
|
167
|
NIKE, Inc., Class B
|
17,162
|
|
102
|
PVH Corp.
|
7,584
|
|
1,859
|
Under Armour, Inc., Class A(a)
|
12,734
|
|
976
|
Under Armour, Inc., Class C(a)
|
6,276
|
|
|
|
67,145
|
|
|
Trading Companies & Distributors — 0.2%
|
|
|
74
|
GATX Corp.
|
7,739
|
|
47
|
Watsco, Inc.
|
16,398
|
|
|
|
24,137
|
|
|
Water Utilities — 0.2%
|
|
|
115
|
American States Water Co.
|
8,976
|
|
30
|
American Water Works Co., Inc.
|
3,530
|
|
242
|
Essential Utilities, Inc.
|
8,097
|
|
|
|
20,603
|
|
|
Total Common Stocks
(Identified Cost $7,857,387)
|
7,732,973
|
|
Principal
Amount
|
|
|
|
Bonds and Notes — 4.4%
|
||
|
|
Apartment REITs — 0.0%
|
|
|
$2,000
|
Essex Portfolio LP, 3.000%, 1/15/2030
|
1,632
|
|
|
Automotive — 0.1%
|
|
|
5,000
|
General Motors Financial Co., Inc., 4.350%, 1/17/2027
|
4,697
|
|
4,000
|
Lear Corp., 4.250%, 5/15/2029
|
3,576
|
|
4,000
|
Toyota Motor Credit Corp., MTN, 2.150%, 2/13/2030
|
3,243
|
|
|
|
11,516
|
|
|
Banking — 0.7%
|
|
|
6,000
|
Bank of America Corp., MTN, 3.248%, 10/21/2027
|
5,422
|
|
4,000
|
Bank of New York Mellon Corp., Series 12,
3.650%, 2/04/2024
|
3,974
|
|
4,000
|
Bank of Nova Scotia, 3.400%, 2/11/2024
|
3,969
|
|
7,000
|
Canadian Imperial Bank of Commerce,
1.250%, 6/22/2026
|
6,200
|
|
6,000
|
Citigroup, Inc., 4.600%, 3/09/2026
|
5,751
|
|
5,000
|
Goldman Sachs Group, Inc., 3.750%, 5/22/2025
|
4,819
|
|
5,000
|
JPMorgan Chase & Co., (fixed rate to 3/01/2024,
variable rate thereafter), 3.220%, 3/01/2025
|
4,946
|
|
6,000
|
KeyCorp, MTN, 2.550%, 10/01/2029
|
4,483
|
|
Principal
Amount
|
Description
|
Value (†)
|
|
|
Banking — continued
|
|
|
$3,000
|
Macquarie Group Ltd., (fixed rate to 11/28/2027,
variable rate thereafter), 3.763%, 11/28/2028(b)
|
$2,692
|
|
4,000
|
Morgan Stanley, GMTN, (fixed rate to 7/20/2026,
variable rate thereafter), 1.512%, 7/20/2027
|
3,511
|
|
2,000
|
Morgan Stanley, GMTN, (fixed rate to 1/23/2029,
variable rate thereafter), 4.431%, 1/23/2030
|
1,821
|
|
7,000
|
PNC Financial Services Group, Inc., 2.600%, 7/23/2026
|
6,434
|
|
6,000
|
PNC Financial Services Group, Inc., (fixed rate to
1/26/2026, variable rate thereafter), 4.758%, 1/26/2027
|
5,775
|
|
4,000
|
Royal Bank of Canada, GMTN, 2.550%, 7/16/2024
|
3,906
|
|
2,000
|
Santander Holdings USA, Inc., 3.500%, 6/07/2024
|
1,960
|
|
4,000
|
State Street Corp., 2.400%, 1/24/2030
|
3,258
|
|
4,000
|
Toronto-Dominion Bank, GMTN, 2.450%, 1/12/2032
|
3,010
|
|
6,000
|
Truist Bank, 3.200%, 4/01/2024
|
5,929
|
|
5,000
|
Westpac Banking Corp., 2.350%, 2/19/2025
|
4,796
|
|
|
|
82,656
|
|
|
Brokerage — 0.1%
|
|
|
5,000
|
BlackRock, Inc., 2.400%, 4/30/2030
|
4,102
|
|
7,000
|
Intercontinental Exchange, Inc., 3.000%, 6/15/2050
|
4,067
|
|
|
|
8,169
|
|
|
Building Materials — 0.1%
|
|
|
4,000
|
Fortune Brands Innovations, Inc., 4.000%, 3/25/2032
|
3,315
|
|
7,000
|
Owens Corning, 3.950%, 8/15/2029
|
6,207
|
|
|
|
9,522
|
|
|
Chemicals — 0.0%
|
|
|
2,000
|
LYB International Finance BV, 5.250%, 7/15/2043
|
1,610
|
|
|
Consumer Products — 0.0%
|
|
|
3,000
|
Procter & Gamble Co., 3.000%, 3/25/2030
|
2,611
|
|
|
Diversified Manufacturing — 0.1%
|
|
|
5,000
|
Eaton Corp., 4.150%, 3/15/2033
|
4,399
|
|
3,000
|
Emerson Electric Co., 2.000%, 12/21/2028
|
2,542
|
|
|
|
6,941
|
|
|
Electric — 0.2%
|
|
|
3,000
|
DTE Electric Co., Series A, 1.900%, 4/01/2028
|
2,574
|
|
5,000
|
Duke Energy Corp., 3.750%, 4/15/2024
|
4,951
|
|
6,000
|
Entergy Corp., 0.900%, 9/15/2025
|
5,461
|
|
4,000
|
Exelon Corp., 4.050%, 4/15/2030
|
3,533
|
|
6,000
|
NextEra Energy Capital Holdings, Inc.,
2.250%, 6/01/2030
|
4,675
|
|
2,000
|
Southern California Edison Co., Series C,
4.125%, 3/01/2048
|
1,387
|
|
6,000
|
Virginia Electric & Power Co., Series A,
3.150%, 1/15/2026
|
5,689
|
|
|
|
28,270
|
|
|
Environmental — 0.1%
|
|
|
4,000
|
Republic Services, Inc., 1.450%, 2/15/2031
|
2,941
|
|
6,000
|
Waste Management, Inc., 2.950%, 6/01/2041
|
3,922
|
|
|
|
6,863
|
|
|
Finance Companies — 0.1%
|
|
|
4,000
|
Ares Capital Corp., 3.250%, 7/15/2025
|
3,751
|
|
4,000
|
Oaktree Specialty Lending Corp., 2.700%, 1/15/2027
|
3,418
|
|
|
|
7,169
|
|
|
Food & Beverage — 0.1%
|
|
|
6,000
|
Coca-Cola Co., 1.450%, 6/01/2027
|
5,272
|
|
5,000
|
General Mills, Inc., 4.000%, 4/17/2025
|
4,866
|
|
2,000
|
Mondelez International, Inc., 2.750%, 4/13/2030
|
1,647
|
|
5,000
|
PepsiCo, Inc., 2.750%, 3/19/2030
|
4,259
|
|
|
|
16,044
|
|
Principal
Amount
|
Description
|
Value (†)
|
|
|
Government Owned - No Guarantee — 0.1%
|
|
|
$3,000
|
Equinor ASA, 3.625%, 4/06/2040
|
$2,223
|
|
8,000
|
Federal National Mortgage Association,
6.625%, 11/15/2030
|
8,675
|
|
|
|
10,898
|
|
|
Health Care REITs — 0.0%
|
|
|
4,000
|
Welltower OP LLC, 2.800%, 6/01/2031
|
3,132
|
|
|
Health Insurance — 0.1%
|
|
|
5,000
|
Elevance Health, Inc., 4.101%, 3/01/2028
|
4,671
|
|
4,000
|
UnitedHealth Group, Inc., 5.800%, 3/15/2036
|
3,934
|
|
|
|
8,605
|
|
|
Healthcare — 0.1%
|
|
|
1,000
|
CHRISTUS Health, Series C, 4.341%, 7/01/2028
|
940
|
|
1,000
|
CVS Health Corp., 4.300%, 3/25/2028
|
937
|
|
4,000
|
DH Europe Finance II SARL, 2.200%, 11/15/2024
|
3,855
|
|
2,000
|
Kaiser Foundation Hospitals, 3.150%, 5/01/2027
|
1,853
|
|
2,000
|
Quest Diagnostics, Inc., 2.950%, 6/30/2030
|
1,642
|
|
|
|
9,227
|
|
|
Integrated Energy — 0.1%
|
|
|
7,000
|
Exxon Mobil Corp., 2.992%, 3/19/2025
|
6,771
|
|
4,000
|
Shell International Finance BV, 6.375%, 12/15/2038
|
4,089
|
|
|
|
10,860
|
|
|
Life Insurance — 0.1%
|
|
|
2,000
|
Athene Holding Ltd., 6.150%, 4/03/2030
|
1,944
|
|
5,000
|
Manulife Financial Corp., 3.703%, 3/16/2032
|
4,262
|
|
|
|
6,206
|
|
|
Media Entertainment — 0.0%
|
|
|
3,000
|
Netflix, Inc., 3.625%, 6/15/2025(b)
|
2,892
|
|
|
Metals & Mining — 0.0%
|
|
|
3,000
|
Nucor Corp., 3.125%, 4/01/2032
|
2,424
|
|
|
Mortgage Related — 1.2%
|
|
|
10,104
|
Federal Home Loan Mortgage Corp., 2.000%, 3/01/2052
|
7,423
|
|
17,169
|
Federal Home Loan Mortgage Corp., 2.500%, with
various maturities from 2051 to 2052(c)
|
13,192
|
|
20,192
|
Federal Home Loan Mortgage Corp., 3.000%, with
various maturities in 2052(c)
|
16,176
|
|
13,155
|
Federal Home Loan Mortgage Corp., 3.500%, with
various maturities in 2052(c)
|
10,963
|
|
931
|
Federal Home Loan Mortgage Corp., 4.000%, 7/01/2052
|
804
|
|
20,407
|
Federal National Mortgage Association, 2.000%, with
various maturities from 2051 to 2052(c)
|
15,035
|
|
25,764
|
Federal National Mortgage Association, 2.500%, with
various maturities from 2051 to 2052(c)
|
19,839
|
|
18,616
|
Federal National Mortgage Association, 3.000%, with
various maturities from 2034 to 2052(c)
|
15,030
|
|
12,513
|
Federal National Mortgage Association, 3.500%, with
various maturities from 2049 to 2052(c)
|
10,464
|
|
12,221
|
Federal National Mortgage Association, 4.000%, with
various maturities from 2049 to 2053(c)
|
10,572
|
|
423
|
Federal National Mortgage Association, 4.500%, with
various maturities from 2048 to 2049(c)
|
385
|
|
4,589
|
Government National Mortgage Association,
3.000%, 6/20/2052
|
3,784
|
|
3,978
|
Government National Mortgage Association,
4.000%, 8/20/2053
|
3,498
|
|
2,980
|
Government National Mortgage Association,
5.000%, 7/20/2053
|
2,774
|
|
13,731
|
Government National Mortgage Association,
5.500%, 4/20/2053
|
13,138
|
|
|
|
143,077
|
|
|
Natural Gas — 0.0%
|
|
|
6,000
|
NiSource, Inc., 0.950%, 8/15/2025
|
5,482
|
|
Principal
Amount
|
Description
|
Value (†)
|
|
|
Office REITs — 0.1%
|
|
|
$8,000
|
Alexandria Real Estate Equities, Inc.,
3.800%, 4/15/2026
|
$7,613
|
|
3,000
|
Boston Properties LP, 2.750%, 10/01/2026
|
2,653
|
|
|
|
10,266
|
|
|
Oil Field Services — 0.0%
|
|
|
3,000
|
Baker Hughes Holdings LLC/Baker Hughes
Co-Obligor, Inc., 3.337%, 12/15/2027
|
2,733
|
|
|
Other REITs — 0.0%
|
|
|
4,000
|
Prologis LP, 1.250%, 10/15/2030
|
2,925
|
|
|
Pharmaceuticals — 0.1%
|
|
|
5,000
|
AbbVie, Inc., 3.600%, 5/14/2025
|
4,837
|
|
2,000
|
Biogen, Inc., 2.250%, 5/01/2030
|
1,571
|
|
4,000
|
Bristol-Myers Squibb Co., 3.400%, 7/26/2029
|
3,588
|
|
2,000
|
Merck & Co., Inc., 1.450%, 6/24/2030
|
1,538
|
|
|
|
11,534
|
|
|
Property & Casualty Insurance — 0.0%
|
|
|
2,000
|
Fidelity National Financial, Inc., 3.400%, 6/15/2030
|
1,646
|
|
3,000
|
Marsh & McLennan Cos., Inc., 2.250%, 11/15/2030
|
2,360
|
|
|
|
4,006
|
|
|
Railroads — 0.1%
|
|
|
7,000
|
CSX Corp., 2.600%, 11/01/2026
|
6,411
|
|
|
Restaurants — 0.0%
|
|
|
5,000
|
Starbucks Corp., 2.250%, 3/12/2030
|
4,034
|
|
|
Retail REITs — 0.0%
|
|
|
2,000
|
Realty Income Corp., 3.400%, 1/15/2028
|
1,800
|
|
2,000
|
Spirit Realty LP, 2.700%, 2/15/2032
|
1,481
|
|
|
|
3,281
|
|
|
Retailers — 0.1%
|
|
|
3,000
|
Amazon.com, Inc., 3.875%, 8/22/2037
|
2,457
|
|
8,000
|
TJX Cos., Inc., 1.150%, 5/15/2028
|
6,618
|
|
3,000
|
Walmart, Inc., 4.100%, 4/15/2033
|
2,686
|
|
|
|
11,761
|
|
|
Technology — 0.2%
|
|
|
5,000
|
Apple, Inc., 2.500%, 2/09/2025
|
4,827
|
|
2,000
|
Broadcom, Inc., 4.926%, 5/15/2037(b)
|
1,667
|
|
4,000
|
Intel Corp., 2.450%, 11/15/2029
|
3,357
|
|
5,000
|
International Business Machines Corp.,
4.000%, 6/20/2042
|
3,724
|
|
4,000
|
NVIDIA Corp., 2.850%, 4/01/2030
|
3,419
|
|
5,000
|
Oracle Corp., 2.950%, 5/15/2025
|
4,785
|
|
6,000
|
QUALCOMM, Inc., 1.650%, 5/20/2032
|
4,377
|
|
|
|
26,156
|
|
|
Treasuries — 0.5%
|
|
|
9,000
|
U.S. Treasury Bonds, 1.250%, 5/15/2050
|
3,959
|
|
5,000
|
U.S. Treasury Bonds, 2.250%, 5/15/2041
|
3,279
|
|
5,000
|
U.S. Treasury Bonds, 2.500%, 5/15/2046
|
3,169
|
|
14,000
|
U.S. Treasury Bonds, 2.875%, 11/15/2046
|
9,521
|
|
15,000
|
U.S. Treasury Bonds, 3.000%, 5/15/2045
|
10,603
|
|
8,000
|
U.S. Treasury Bonds, 3.000%, 2/15/2048
|
5,522
|
|
10,000
|
U.S. Treasury Bonds, 3.000%, 2/15/2049
|
6,883
|
|
19,000
|
U.S. Treasury Notes, 0.375%, 11/30/2025
|
17,262
|
|
|
|
60,198
|
|
Principal
Amount
|
Description
|
Value (†)
|
|
|
Utility Other — 0.0%
|
|
|
$4,000
|
Essential Utilities, Inc., 4.276%, 5/01/2049
|
$2,801
|
|
|
Wireless — 0.0%
|
|
|
6,000
|
Vodafone Group PLC, 6.150%, 2/27/2037
|
5,696
|
|
|
Wirelines — 0.0%
|
|
|
2,000
|
AT&T, Inc., 3.650%, 6/01/2051
|
1,231
|
|
|
Total Bonds and Notes
(Identified Cost $613,707)
|
538,839
|
|
Shares
|
|
|
|
Exchange-Traded Funds — 9.8%
|
||
|
17,824
|
iShares® ESG Aware MSCI EAFE ETF
(Identified Cost $1,321,104)
|
1,192,960
|
|
|
||
|
|
||
|
Mutual Funds — 15.5%
|
||
|
60,042
|
WCM Focused Emerging Markets Fund, Institutional
Class
|
717,503
|
|
59,833
|
WCM Focused International Growth Fund,
Institutional Class
|
1,182,304
|
|
|
Total Mutual Funds
(Identified Cost $2,345,976)
|
1,899,807
|
|
|
||
|
|
||
|
Affiliated Mutual Funds — 11.4%
|
||
|
967
|
Loomis Sayles Inflation Protected Securities Fund,
Class N
|
8,868
|
|
24,296
|
Mirova Global Green Bond Fund, Class N
|
197,771
|
|
116,046
|
Mirova International Sustainable Equity Fund, Class N
|
1,182,503
|
|
|
Total Affiliated Mutual Funds
(Identified Cost $1,701,574)
|
1,389,142
|
|
Principal
Amount
|
|
|
|
Short-Term Investments — 3.8%
|
||
|
$463,766
|
Tri-Party Repurchase Agreement with Fixed Income
Clearing Corporation, dated 10/31/2023 at 2.500% to be
repurchased at $463,799 on 11/01/2023 collateralized
by $473,800 U.S. Treasury Note, 5.000% due 10/31/2025
valued at $473,411 including accrued interest(d)
(Identified Cost $463,766)
|
463,766
|
|
|
Total Investments — 108.1%
(Identified Cost $14,303,514)
|
13,217,487
|
|
|
Other assets less liabilities — (8.1)%
|
(988,805
)
|
|
|
Net Assets — 100.0%
|
$12,228,682
|
|
(†)
|
Registered investment companies are required to value portfolio investments using an unadjusted, readily available market
quotation. The Fund obtains
readily available market quotations from independent pricing services. Fund investments for which readily available market
quotations are not available
are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee
who is subject to the
Board's oversight.
Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of
closed-end investment
companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most
extensively. Shares of open-
end investment companies are valued at net asset value ("NAV") per share.
Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation
as reported by an
independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the
last sale price quoted in the
market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as
reported by an independent
pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair
valued using evaluated bids furnished
by an independent pricing service, if available.
Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by
an independent pricing service or
bid prices obtained from broker-dealers. Broker-dealer bid prices may be used to fair value debt and unlisted equities where
an independent pricing
service is unable to price an investment or where an independent pricing service does not provide a reliable price for the
investment.
The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of
a foreign market, but prior to
the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of
bankruptcy or a delisting of the
issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general
(such as market disruptions
or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation
designee may, among other
things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other
related market activity
and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair
valuation by the Fund's
valuation designee may require subjective determinations about the value of the investment, and fair values used to determine
a Fund's NAV may differ
from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of
fair value pricing may not always
result in adjustments to the prices of investments held by a Fund.
The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and
liabilities denominated in
currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing
at the end of the period.
|
|
(a)
|
Non-income producing security.
|
|
(b)
|
All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities
may be resold in
transactions exempt from registration, normally to qualified institutional buyers. At October 31, 2023, the value of Rule
144A holdings amounted to $7,251 or
0.1% of net assets.
|
|
(c)
|
The Fund’s investment in mortgage related securities of Federal Home Loan Mortgage Corporation and Federal National Mortgage Association are
interests in separate pools of mortgages. All separate investments in securities of each issuer which have the same coupon
rate have been aggregated
for the purpose of presentation in the Portfolio of Investments.
|
|
(d)
|
The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires
securities as
collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy
that the market value of the
collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase
agreements are tri-party
arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty.
Repurchase
agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays
or restrictions upon the Fund's
ability to dispose of the underlying securities. As of October 31, 2023, the Fund had an investment in a repurchase agreement
for which the value of the
related collateral exceeded the value of the repurchase agreement.
|
|
ADR
|
An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of
the foreign issuer described.
The values of ADRs may be significantly influenced by trading on exchanges not located in the United States.
|
|
ETF
|
Exchange-Traded Fund
|
|
GMTN
|
Global Medium Term Note
|
|
MTN
|
Medium Term Note
|
|
REITs
|
Real Estate Investment Trusts
|
|
Fund
|
Beginning
Value
|
Purchase
Cost(1)
|
Sales
Proceeds
|
Realized
Gain
(Loss)
|
Change in
Unrealized
Gain
(Loss)
|
Ending
Value
|
Shares
as of
October 31,
2023
|
Distribution
Received(2)
|
|
Loomis Sayles Inflation Protected Securities Fund, Class N
|
$—
|
$10,859
|
$1,356
|
$(5
)
|
$(630
)
|
$8,868
|
967
|
$297
|
|
Mirova Global Green Bond Fund, Class N
|
163,690
|
71,303
|
34,111
|
(2,838
)
|
(273
)
|
197,771
|
24,296
|
—
|
|
Mirova International Sustainable Equity Fund, Class N
|
985,044
|
406,537
|
59,399
|
2,549
|
(152,228
)
|
1,182,503
|
116,046
|
1,686
|
|
|
$1,148,734
|
$488,699
|
$94,866
|
$(294
)
|
$(153,131
)
|
$1,389,142
|
141,309
|
$1,983
|
|
(1)
|
Purchase cost includes dividend reinvested, if any.
|
|
(2)
|
Distributions received includes distributions from net investment income and from capital gains, if any.
|
|
Asset Valuation Inputs
|
||||
|
Description
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Common Stocks(a)
|
$7,732,973
|
$—
|
$—
|
$7,732,973
|
|
Bonds and Notes(a)
|
—
|
538,839
|
—
|
538,839
|
|
Exchange-Traded Funds
|
1,192,960
|
—
|
—
|
1,192,960
|
|
Mutual Funds
|
1,899,807
|
—
|
—
|
1,899,807
|
|
Affiliated Mutual Funds
|
1,389,142
|
—
|
—
|
1,389,142
|
|
Short-Term Investments
|
—
|
463,766
|
—
|
463,766
|
|
Total Investments
|
$12,214,882
|
$1,002,605
|
$—
|
$13,217,487
|
|
(a)
|
Details of the major categories of the Fund’s investments are reflected within the Portfolio of Investments.
|
|
Asset Allocation Summary at October 31, 2023 (Unaudited)
|
|
|
Equity
|
98.2%
|
|
Fixed Income
|
6.1
|
|
Short-Term Investments
|
3.8
|
|
Total Investments
|
108.1
|
|
Other assets less liabilities
|
(8.1)
|
|
Net Assets
|
100.0%
|