Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 100.0%
|
|||||
|
Aerospace & Defense — 1.7%
|
|
|||
36,351
|
Ducommun, Inc. (a)
|
$1,581,632
|
|||
14,049
|
National Presto Industries, Inc.
|
1,017,991
|
|||
|
|
2,599,623
|
|||
|
Air Freight & Logistics —
0.4%
|
|
|||
97,009
|
Radiant Logistics, Inc. (a)
|
548,101
|
|||
|
Banks — 19.3%
|
|
|||
47,639
|
Amalgamated Financial Corp.
|
820,344
|
|||
40,659
|
Bar Harbor Bankshares
|
960,772
|
|||
29,690
|
BayCom Corp.
|
570,345
|
|||
63,231
|
Business First Bancshares, Inc.
|
1,186,214
|
|||
36,012
|
Capital City Bank Group, Inc.
|
1,074,238
|
|||
28,905
|
Coastal Financial Corp. (a)
|
1,240,313
|
|||
24,494
|
Codorus Valley Bancorp, Inc.
|
456,568
|
|||
115,044
|
CrossFirst Bankshares, Inc. (a)
|
1,160,794
|
|||
18,045
|
Esquire Financial Holdings, Inc.
|
824,476
|
|||
28,915
|
First Financial Corp.
|
977,616
|
|||
31,481
|
Five Star Bancorp
|
631,509
|
|||
18,722
|
FS Bancorp, Inc.
|
552,299
|
|||
23,729
|
Great Southern Bancorp, Inc.
|
1,137,094
|
|||
35,028
|
HBT Financial, Inc.
|
638,911
|
|||
163,890
|
Heritage Commerce Corp.
|
1,388,148
|
|||
41,932
|
HomeTrust Bancshares, Inc.
|
908,666
|
|||
56,187
|
Independent Bank Corp.
|
1,030,470
|
|||
176,695
|
Kearny Financial Corp.
|
1,224,496
|
|||
16,756
|
MainStreet Bancshares, Inc.
|
344,168
|
|||
39,534
|
Mercantile Bank Corp.
|
1,221,996
|
|||
38,291
|
MidWestOne Financial Group,
Inc.
|
778,456
|
|||
31,394
|
MVB Financial Corp.
|
708,876
|
|||
17,488
|
Northeast Bank
|
771,221
|
|||
40,160
|
Northeast Community Bancorp,
Inc.
|
592,762
|
|||
14,994
|
Northrim BanCorp, Inc.
|
594,062
|
|||
17,775
|
Oak Valley Bancorp (b)
|
445,797
|
|||
107,865
|
Old Second Bancorp, Inc.
|
1,468,043
|
|||
11,509
|
Orange County Bancorp, Inc. (b)
|
496,843
|
|||
13,062
|
Plumas Bancorp
|
445,937
|
|||
35,287
|
Sierra Bancorp
|
669,041
|
|||
32,670
|
South Plains Financial, Inc.
|
863,795
|
|||
25,532
|
Southern Missouri Bancorp, Inc.
|
987,833
|
|||
21,717
|
Timberland Bancorp, Inc.
|
588,531
|
|||
79,062
|
Univest Financial Corp.
|
1,374,098
|
|||
|
|
29,134,732
|
|||
|
Biotechnology — 1.0%
|
|
|||
90,570
|
Cullinan Oncology, Inc. (a)
|
819,658
|
|||
83,620
|
Voyager Therapeutics, Inc. (a)
|
648,055
|
|||
|
|
1,467,713
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Capital Markets — 1.5%
|
|
|||
79,620
|
Bridge Investment Group
Holdings, Inc., Class A
|
$732,504
|
|||
7,901
|
Diamond Hill Investment Group,
Inc.
|
1,331,872
|
|||
82,709
|
Heritage Global, Inc. (a)
|
258,052
|
|||
|
|
2,322,428
|
|||
|
Chemicals — 1.6%
|
|
|||
73,094
|
American Vanguard Corp.
|
798,918
|
|||
19,618
|
Core Molding Technologies,
Inc. (a)
|
558,917
|
|||
70,442
|
FutureFuel Corp.
|
505,069
|
|||
25,070
|
Intrepid Potash, Inc. (a)
|
630,761
|
|||
|
|
2,493,665
|
|||
|
Commercial Services &
Supplies — 3.9%
|
|
|||
78,342
|
CECO Environmental Corp. (a)
|
1,251,122
|
|||
60,105
|
Liquidity Services, Inc. (a)
|
1,059,050
|
|||
82,481
|
Quad Graphics, Inc. (a)
|
414,880
|
|||
56,012
|
Viad Corp. (a)
|
1,467,514
|
|||
35,055
|
VSE Corp.
|
1,768,174
|
|||
|
|
5,960,740
|
|||
|
Communications Equipment
— 0.8%
|
|
|||
30,693
|
Aviat Networks, Inc. (a)
|
957,622
|
|||
32,586
|
Cambium Networks Corp. (a)
|
238,855
|
|||
|
|
1,196,477
|
|||
|
Construction & Engineering
— 1.1%
|
|
|||
26,566
|
Limbach Holdings, Inc. (a)
|
842,939
|
|||
26,865
|
Northwest Pipe Co. (a)
|
810,517
|
|||
|
|
1,653,456
|
|||
|
Consumer Finance — 1.4%
|
|
|||
12,389
|
Atlanticus Holdings Corp. (a)
|
375,511
|
|||
139,775
|
EZCORP, Inc., Class A (a)
|
1,153,144
|
|||
24,015
|
Regional Management Corp.
|
664,735
|
|||
|
|
2,193,390
|
|||
|
Containers & Packaging —
1.2%
|
|
|||
98,751
|
Myers Industries, Inc.
|
1,770,605
|
|||
|
Diversified Consumer Services
— 1.1%
|
|
|||
35,733
|
Carriage Services, Inc.
|
1,009,457
|
|||
76,556
|
Lincoln Educational Services
Corp. (a)
|
646,898
|
|||
|
|
1,656,355
|
|||
|
Diversified REITs — 0.5%
|
|
|||
42,875
|
One Liberty Properties, Inc.
|
809,051
|
|||
|
Diversified Telecommunication
Services — 0.8%
|
|
|||
53,908
|
IDT Corp., Class B (a)
|
1,188,671
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Electric Utilities — 0.6%
|
|
|||
58,331
|
Genie Energy Ltd., Class B
|
$859,216
|
|||
|
Electrical Equipment — 2.9%
|
|
|||
37,764
|
Allient, Inc.
|
1,167,663
|
|||
71,537
|
LSI Industries, Inc.
|
1,136,007
|
|||
24,501
|
Powell Industries, Inc.
|
2,031,133
|
|||
|
|
4,334,803
|
|||
|
Electronic Equipment,
Instruments & Components
— 4.4%
|
|
|||
26,826
|
Bel Fuse, Inc., Class B
|
1,280,137
|
|||
10,664
|
Climb Global Solutions, Inc.
|
458,659
|
|||
66,328
|
Kimball Electronics, Inc. (a)
|
1,816,061
|
|||
66,800
|
ScanSource, Inc. (a)
|
2,024,708
|
|||
33,751
|
Vishay Precision Group, Inc. (a)
|
1,133,358
|
|||
|
|
6,712,923
|
|||
|
Energy Equipment & Services
— 4.0%
|
|
|||
53,021
|
DMC Global, Inc. (a)
|
1,297,424
|
|||
25,591
|
Forum Energy Technologies,
Inc. (a)
|
614,696
|
|||
36,533
|
KLX Energy Services Holdings,
Inc. (a) (b)
|
432,916
|
|||
61,735
|
Mammoth Energy Services,
Inc. (a)
|
286,450
|
|||
37,602
|
Ranger Energy Services, Inc.
|
533,196
|
|||
77,673
|
Solaris Oilfield Infrastructure,
Inc., Class A
|
827,994
|
|||
312,809
|
TETRA Technologies, Inc. (a)
|
1,995,722
|
|||
|
|
5,988,398
|
|||
|
Entertainment — 1.3%
|
|
|||
56,925
|
Sciplay Corp., Class A (a)
|
1,296,182
|
|||
98,257
|
Vivid Seats, Inc., Class A (a)
|
630,810
|
|||
|
|
1,926,992
|
|||
|
Financial Services — 1.7%
|
|
|||
62,876
|
NewtekOne, Inc. (b)
|
927,421
|
|||
14,829
|
Ocwen Financial Corp. (a)
|
383,774
|
|||
249,801
|
UWM Holdings Corp. (b)
|
1,211,535
|
|||
|
|
2,522,730
|
|||
|
Ground Transportation —
0.4%
|
|
|||
113,170
|
Daseke, Inc. (a)
|
580,562
|
|||
|
Health Care Equipment &
Supplies — 0.8%
|
|
|||
196,952
|
OraSure Technologies, Inc. (a)
|
1,167,925
|
|||
|
Health Care Providers &
Services — 0.7%
|
|
|||
341,291
|
Community Health Systems,
Inc. (a)
|
989,744
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Hotels, Restaurants & Leisure
— 4.2%
|
|
|||
24,756
|
Bluegreen Vacations Holding
Corp.
|
$908,050
|
|||
148,794
|
Denny’s Corp. (a)
|
1,260,285
|
|||
72,515
|
El Pollo Loco Holdings, Inc.
|
649,009
|
|||
65,709
|
Inspired Entertainment, Inc. (a)
|
785,880
|
|||
7,443
|
Nathan’s Famous, Inc.
|
525,923
|
|||
67,018
|
ONE Group Hospitality (The),
Inc. (a)
|
368,599
|
|||
64,495
|
Potbelly Corp. (a)
|
503,061
|
|||
23,250
|
RCI Hospitality Holdings, Inc.
|
1,410,345
|
|||
|
|
6,411,152
|
|||
|
Household Durables — 0.4%
|
|
|||
30,023
|
Landsea Homes Corp. (a)
|
269,907
|
|||
18,977
|
Legacy Housing Corp. (a)
|
368,343
|
|||
|
|
638,250
|
|||
|
Household Products — 1.3%
|
|
|||
25,558
|
Central Garden & Pet Co. (a)
|
1,128,130
|
|||
13,693
|
Oil-Dri Corp. of America
|
845,543
|
|||
|
|
1,973,673
|
|||
|
Insurance — 1.7%
|
|
|||
121,538
|
Ambac Financial Group, Inc. (a)
|
1,465,748
|
|||
72,395
|
Greenlight Capital Re Ltd.,
Class A (a)
|
777,523
|
|||
49,975
|
Kingsway Financial Services,
Inc. (a)
|
377,311
|
|||
|
|
2,620,582
|
|||
|
Interactive Media & Services
— 0.1%
|
|
|||
19,711
|
Travelzoo (a)
|
114,915
|
|||
|
IT Services — 1.3%
|
|
|||
66,444
|
Hackett Group (The), Inc.
|
1,567,414
|
|||
80,766
|
Information Services Group, Inc.
|
353,755
|
|||
|
|
1,921,169
|
|||
|
Leisure Products — 1.5%
|
|
|||
17,782
|
Johnson Outdoors, Inc., Class A
|
972,498
|
|||
32,363
|
Marine Products Corp.
|
459,878
|
|||
40,833
|
MasterCraft Boat Holdings,
Inc. (a)
|
907,309
|
|||
|
|
2,339,685
|
|||
|
Machinery — 2.8%
|
|
|||
61,660
|
Douglas Dynamics, Inc.
|
1,860,899
|
|||
27,806
|
Gencor Industries, Inc. (a)
|
392,899
|
|||
28,449
|
Mayville Engineering Co.,
Inc. (a)
|
312,085
|
|||
30,706
|
Miller Industries, Inc.
|
1,203,982
|
|||
22,088
|
Park-Ohio Holdings Corp.
|
439,772
|
|||
|
|
4,209,637
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Marine Transportation —
1.4%
|
|
|||
114,037
|
Genco Shipping & Trading Ltd.
|
$1,595,378
|
|||
92,247
|
Pangaea Logistics Solutions
Ltd. (b)
|
542,412
|
|||
|
|
2,137,790
|
|||
|
Media — 0.6%
|
|
|||
162,454
|
Entravision Communications
Corp., Class A
|
592,957
|
|||
32,341
|
Townsquare Media, Inc.,
Class A
|
282,014
|
|||
|
|
874,971
|
|||
|
Metals & Mining — 4.7%
|
|
|||
126,169
|
Gatos Silver, Inc. (a)
|
653,555
|
|||
34,156
|
Haynes International, Inc.
|
1,588,937
|
|||
26,283
|
Olympic Steel, Inc.
|
1,477,368
|
|||
95,399
|
Ramaco Resources, Inc., Class A
|
1,048,435
|
|||
224,694
|
SunCoke Energy, Inc.
|
2,280,644
|
|||
|
|
7,048,939
|
|||
|
Mortgage REITs — 0.3%
|
|
|||
42,809
|
AFC Gamma, Inc.
|
502,578
|
|||
|
Oil, Gas & Consumable Fuels
— 9.5%
|
|
|||
96,184
|
Amplify Energy Corp. (a)
|
706,952
|
|||
180,650
|
Berry Corp.
|
1,481,330
|
|||
34,557
|
Centrus Energy Corp.,
Class A (a)
|
1,961,455
|
|||
189,512
|
Crescent Energy, Inc.,
Class A (b)
|
2,395,432
|
|||
81,219
|
Evolution Petroleum Corp.
|
555,538
|
|||
65,794
|
Hallador Energy Co. (a)
|
948,750
|
|||
152,246
|
Overseas Shipholding Group,
Inc., Class A (a)
|
668,360
|
|||
40,588
|
REX American Resources
Corp. (a)
|
1,652,743
|
|||
115,299
|
Ring Energy, Inc. (a)
|
224,833
|
|||
84,294
|
SandRidge Energy, Inc.
|
1,320,044
|
|||
285,645
|
VAALCO Energy, Inc.
|
1,253,982
|
|||
259,358
|
W&T Offshore, Inc. (a)
|
1,135,988
|
|||
|
|
14,305,407
|
|||
|
Paper & Forest Products —
1.1%
|
|
|||
44,836
|
Clearwater Paper Corp. (a)
|
1,625,305
|
|||
|
Pharmaceuticals — 1.6%
|
|
|||
249,793
|
Assertio Holdings, Inc. (a)
|
639,470
|
|||
168,625
|
Omeros Corp. (a) (b)
|
492,385
|
|||
54,561
|
Phibro Animal Health Corp.,
Class A
|
696,744
|
|||
104,883
|
SIGA Technologies, Inc.
|
550,636
|
|||
|
|
2,379,235
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Professional Services — 2.5%
|
|
|||
18,055
|
Barrett Business Services, Inc.
|
$1,629,283
|
|||
18,784
|
CRA International, Inc.
|
1,892,676
|
|||
15,192
|
RCM Technologies, Inc. (a)
|
296,852
|
|||
|
|
3,818,811
|
|||
|
Real Estate Management &
Development — 0.6%
|
|
|||
38,532
|
RMR Group (The), Inc., Class A
|
944,805
|
|||
|
Retail REITs — 0.8%
|
|
|||
126,208
|
Whitestone REIT
|
1,215,383
|
|||
|
Semiconductors &
Semiconductor Equipment
— 1.8%
|
|
|||
123,944
|
ACM Research, Inc., Class A (a)
|
2,244,006
|
|||
30,657
|
inTEST Corp. (a)
|
465,067
|
|||
|
|
2,709,073
|
|||
|
Software — 0.2%
|
|
|||
16,856
|
CoreCard Corp. (a)
|
337,120
|
|||
|
Specialty Retail — 2.8%
|
|
|||
109,827
|
Arhaus, Inc. (a)
|
1,021,391
|
|||
60,232
|
Big 5 Sporting Goods Corp. (b)
|
422,226
|
|||
35,075
|
Build-A-Bear Workshop, Inc.
|
1,031,556
|
|||
36,032
|
Haverty Furniture Cos., Inc.
|
1,037,001
|
|||
27,731
|
OneWater Marine, Inc.,
Class A (a)
|
710,468
|
|||
|
|
4,222,642
|
|||
|
Technology Hardware, Storage
& Peripherals — 0.7%
|
|
|||
43,516
|
CompoSecure, Inc. (a) (b)
|
280,678
|
|||
183,358
|
Eastman Kodak Co. (a)
|
771,937
|
|||
|
|
1,052,615
|
|||
|
Trading Companies &
Distributors — 2.7%
|
|
|||
36,797
|
DXP Enterprises, Inc. (a)
|
1,285,687
|
|||
104,689
|
Hudson Technologies, Inc. (a)
|
1,392,364
|
|||
54,120
|
Titan Machinery, Inc. (a)
|
1,438,509
|
|||
|
|
4,116,560
|
|||
|
Water Utilities — 1.5%
|
|
|||
25,201
|
Artesian Resources Corp.,
Class A
|
1,058,190
|
|||
40,122
|
Consolidated Water Co., Ltd.
|
1,141,070
|
|||
|
|
2,199,260
|
|||
|
Wireless Telecommunication
Services — 0.8%
|
|
|||
53,569
|
Spok Holdings, Inc.
|
764,430
|
|||
382,133
|
Tingo Group, Inc. (a) (b)
|
391,686
|
|||
|
|
1,156,116
|
|||
|
Total Common Stocks
|
150,953,973
|
|||
|
(Cost $155,914,103)
|
|
Shares
|
Description
|
Value
|
|||
MONEY MARKET FUNDS — 0.8%
|
|||||
1,289,194
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (c) (d)
|
$1,289,194
|
|||
|
(Cost $1,289,194)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 2.5%
|
|||||
$3,793,765
|
BNP Paribas S.A., 5.20% (c),
dated 09/29/23, due 10/02/23,
with a maturity value of
$3,795,409. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $3,869,231. (d)
|
3,793,765
|
|||
|
(Cost $3,793,765)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 103.3%
|
156,036,932
|
|||
|
(Cost $160,997,062)
|
|
|||
|
Net Other Assets and
Liabilities — (3.3)%
|
(5,024,043
)
|
|||
|
Net Assets — 100.0%
|
$151,012,889
|
(a)
|
Non-income producing security.
|
(b)
|
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities, including those sold
and pending settlement, is $4,935,892 and the total value of
the collateral held by the Fund is $5,082,959.
|
(c)
|
Rate shown reflects yield as of September 30, 2023.
|
(d)
|
This security serves as collateral for securities on loan.
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 150,953,973
|
$ 150,953,973
|
$ —
|
$ —
|
Money Market
Funds
|
1,289,194
|
1,289,194
|
—
|
—
|
Repurchase
Agreements
|
3,793,765
|
—
|
3,793,765
|
—
|
Total Investments
|
$156,036,932
|
$152,243,167
|
$3,793,765
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.8%
|
|||||
|
Automobiles — 1.9%
|
|
|||
6,365,897
|
Ford Motor Co.
|
$79,064,441
|
|||
|
Banks — 17.1%
|
|
|||
245,119
|
Associated Banc-Corp.
|
4,193,986
|
|||
102,179
|
Atlantic Union Bankshares Corp.
|
2,940,712
|
|||
129,297
|
Bank OZK
|
4,793,040
|
|||
252,199
|
Cadence Bank
|
5,351,663
|
|||
88,070
|
Cathay General Bancorp
|
3,061,313
|
|||
3,250,820
|
Citigroup, Inc.
|
133,706,227
|
|||
957,217
|
Citizens Financial Group, Inc.
|
25,653,416
|
|||
482,806
|
Columbia Banking System, Inc.
|
9,800,962
|
|||
261,714
|
Comerica, Inc.
|
10,874,217
|
|||
196,730
|
CVB Financial Corp.
|
3,259,816
|
|||
166,174
|
East West Bancorp, Inc.
|
8,759,031
|
|||
1,100,756
|
Fifth Third Bancorp
|
27,882,149
|
|||
236,424
|
First Hawaiian, Inc.
|
4,267,453
|
|||
877,721
|
First Horizon Corp.
|
9,672,485
|
|||
217,144
|
First Interstate BancSystem, Inc.,
Class A
|
5,415,571
|
|||
498,900
|
FNB Corp.
|
5,383,131
|
|||
163,823
|
Glacier Bancorp, Inc.
|
4,668,955
|
|||
2,670,869
|
Huntington Bancshares, Inc.
|
27,777,038
|
|||
58,699
|
Independent Bank Corp.
|
2,881,534
|
|||
2,253,453
|
KeyCorp
|
24,247,154
|
|||
230,777
|
M&T Bank Corp.
|
29,181,752
|
|||
1,349,179
|
New York Community Bancorp,
Inc.
|
15,299,690
|
|||
355,959
|
Old National Bancorp
|
5,175,644
|
|||
681,254
|
PNC Financial Services Group
(The), Inc.
|
83,637,554
|
|||
1,620,808
|
Regions Financial Corp.
|
27,877,898
|
|||
193,092
|
Simmons First National Corp.,
Class A
|
3,274,840
|
|||
236,590
|
Synovus Financial Corp.
|
6,577,202
|
|||
3,037,556
|
Truist Financial Corp.
|
86,904,477
|
|||
2,416,277
|
U.S. Bancorp
|
79,882,118
|
|||
217,468
|
United Bankshares, Inc.
|
5,999,942
|
|||
133,653
|
United Community Banks, Inc.
|
3,396,123
|
|||
675,301
|
Valley National Bancorp
|
5,780,576
|
|||
218,747
|
Webster Financial Corp.
|
8,817,691
|
|||
227,302
|
Zions Bancorp N.A.
|
7,930,567
|
|||
|
|
694,325,927
|
|||
|
Biotechnology — 8.6%
|
|
|||
2,337,398
|
AbbVie, Inc.
|
348,412,546
|
|||
|
Capital Markets — 2.0%
|
|
|||
306,681
|
Carlyle Group (The), Inc.
|
9,249,499
|
|||
29,217
|
Cohen & Steers, Inc.
|
1,831,614
|
|||
427,564
|
Franklin Resources, Inc.
|
10,509,523
|
|||
247,136
|
Janus Henderson Group PLC
|
6,381,051
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Capital Markets (Continued)
|
|
|||
266,831
|
Northern Trust Corp.
|
$18,539,418
|
|||
320,283
|
T. Rowe Price Group, Inc.
|
33,588,078
|
|||
|
|
80,099,183
|
|||
|
Chemicals — 2.0%
|
|
|||
148,342
|
Eastman Chemical Co.
|
11,380,798
|
|||
379,381
|
International Flavors &
Fragrances, Inc.
|
25,862,403
|
|||
414,747
|
LyondellBasell Industries N.V.,
Class A
|
39,276,541
|
|||
65,550
|
Scotts Miracle-Gro (The) Co.
|
3,387,624
|
|||
|
|
79,907,366
|
|||
|
Construction & Engineering
— 0.1%
|
|
|||
298,577
|
MDU Resources Group, Inc.
|
5,846,138
|
|||
|
Consumer Finance — 0.3%
|
|
|||
420,111
|
Ally Financial, Inc.
|
11,208,561
|
|||
117,553
|
Navient Corp.
|
2,024,263
|
|||
|
|
13,232,824
|
|||
|
Consumer Staples Distribution
& Retail — 1.1%
|
|
|||
1,978,989
|
Walgreens Boots Alliance, Inc.
|
44,012,715
|
|||
|
Containers & Packaging —
0.4%
|
|
|||
7,296
|
Greif, Inc., Class B
|
485,622
|
|||
101,208
|
Packaging Corp. of America
|
15,540,488
|
|||
|
|
16,026,110
|
|||
|
Diversified Telecommunication
Services — 8.3%
|
|
|||
10,460,738
|
Verizon Communications, Inc.
|
339,032,519
|
|||
|
Electric Utilities — 8.7%
|
|
|||
92,735
|
ALLETE, Inc.
|
4,896,408
|
|||
118,827
|
Avangrid, Inc.
|
3,585,010
|
|||
1,176,837
|
Duke Energy Corp.
|
103,867,634
|
|||
543,565
|
Edison International
|
34,402,229
|
|||
314,226
|
Entergy Corp.
|
29,065,905
|
|||
343,964
|
Evergy, Inc.
|
17,438,975
|
|||
788,366
|
FirstEnergy Corp.
|
26,946,350
|
|||
297,962
|
NRG Energy, Inc.
|
11,477,496
|
|||
324,839
|
OGE Energy Corp.
|
10,826,884
|
|||
169,266
|
Pinnacle West Capital Corp.
|
12,471,519
|
|||
1,501,727
|
Southern (The) Co.
|
97,191,771
|
|||
|
|
352,170,181
|
|||
|
Financial Services — 0.3%
|
|
|||
906,744
|
Western Union (The) Co.
|
11,950,886
|
|||
|
Gas Utilities — 0.5%
|
|
|||
88,072
|
Southwest Gas Holdings, Inc.
|
5,320,430
|
|||
84,437
|
Spire, Inc.
|
4,777,445
|
|||
409,434
|
UGI Corp.
|
9,416,982
|
|||
|
|
19,514,857
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Hotels, Restaurants & Leisure
— 0.1%
|
|
|||
101,029
|
Bloomin’ Brands, Inc.
|
$2,484,303
|
|||
50,100
|
Cracker Barrel Old Country
Store, Inc.
|
3,366,720
|
|||
|
|
5,851,023
|
|||
|
Household Durables — 0.4%
|
|
|||
92,509
|
MDC Holdings, Inc.
|
3,814,146
|
|||
90,392
|
Whirlpool Corp.
|
12,085,410
|
|||
|
|
15,899,556
|
|||
|
Industrial Conglomerates —
2.3%
|
|
|||
1,014,017
|
3M Co.
|
94,932,272
|
|||
|
Insurance — 3.1%
|
|
|||
377,431
|
Fidelity National Financial, Inc.
|
15,587,900
|
|||
354,639
|
Lincoln National Corp.
|
8,756,037
|
|||
689,899
|
MetLife, Inc.
|
43,401,546
|
|||
630,508
|
Prudential Financial, Inc.
|
59,828,904
|
|||
|
|
127,574,387
|
|||
|
IT Services — 4.6%
|
|
|||
1,326,998
|
International Business Machines
Corp.
|
186,177,819
|
|||
|
Leisure Products — 0.3%
|
|
|||
163,028
|
Hasbro, Inc.
|
10,782,672
|
|||
|
Metals & Mining — 0.3%
|
|
|||
70,375
|
Arch Resources, Inc.
|
12,010,197
|
|||
|
Multi-Utilities — 0.3%
|
|
|||
137,993
|
Avista Corp.
|
4,466,834
|
|||
101,505
|
Black Hills Corp.
|
5,135,138
|
|||
100,586
|
Northwestern Energy Group,
Inc.
|
4,834,163
|
|||
|
|
14,436,135
|
|||
|
Oil, Gas & Consumable Fuels
— 17.4%
|
|
|||
2,102,493
|
Chevron Corp.
|
354,522,370
|
|||
54,472
|
CVR Energy, Inc.
|
1,853,682
|
|||
1,125,860
|
Devon Energy Corp.
|
53,703,522
|
|||
132,007
|
HF Sinclair Corp.
|
7,515,158
|
|||
875,055
|
ONEOK, Inc.
|
55,504,739
|
|||
538,413
|
Phillips 66
|
64,690,322
|
|||
421,580
|
Pioneer Natural Resources Co.
|
96,773,689
|
|||
2,099,755
|
Williams (The) Cos., Inc.
|
70,740,746
|
|||
|
|
705,304,228
|
|||
|
Pharmaceuticals — 7.2%
|
|
|||
8,777,768
|
Pfizer, Inc.
|
291,158,565
|
|||
|
Professional Services — 0.1%
|
|
|||
64,028
|
ManpowerGroup, Inc.
|
4,694,533
|
|||
|
Specialty Retail — 0.7%
|
|
|||
28,907
|
Advance Auto Parts, Inc.
|
1,616,768
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Specialty Retail (Continued)
|
|
|||
316,482
|
Best Buy Co., Inc.
|
$21,986,005
|
|||
219,306
|
Foot Locker, Inc.
|
3,804,959
|
|||
|
|
27,407,732
|
|||
|
Technology Hardware, Storage
& Peripherals — 0.1%
|
|
|||
217,130
|
Xerox Holdings Corp.
|
3,406,770
|
|||
|
Textiles, Apparel & Luxury
Goods — 0.1%
|
|
|||
54,983
|
Carter’s, Inc.
|
3,802,074
|
|||
|
Tobacco — 11.5%
|
|
|||
5,024,345
|
Altria Group, Inc.
|
211,273,707
|
|||
2,746,622
|
Philip Morris International, Inc.
|
254,282,265
|
|||
|
|
465,555,972
|
|||
|
|||||
|
|||||
|
Total Investments — 99.8%
|
4,052,589,628
|
|||
|
(Cost $4,354,447,681)
|
|
|||
|
Net Other Assets and
Liabilities — 0.2%
|
9,982,100
|
|||
|
Net Assets — 100.0%
|
$4,062,571,728
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 4,052,589,628
|
$ 4,052,589,628
|
$ —
|
$ —
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 100.0%
|
|||||
|
Aerospace & Defense — 1.0%
|
|
|||
412,612
|
Leonardo DRS, Inc. (a)
|
$6,890,620
|
|||
|
Air Freight & Logistics —
0.2%
|
|
|||
18,733
|
GXO Logistics, Inc. (a)
|
1,098,691
|
|||
|
Automobile Components —
0.7%
|
|
|||
126,882
|
Mobileye Global, Inc.,
Class A (a)
|
5,271,947
|
|||
|
Automobiles — 2.0%
|
|
|||
597,269
|
Rivian Automotive, Inc.,
Class A (a)
|
14,501,691
|
|||
|
Beverages — 0.1%
|
|
|||
26,665
|
Vita Coco (The) Co., Inc. (a)
|
694,357
|
|||
|
Biotechnology — 6.2%
|
|
|||
18,544
|
Apellis Pharmaceuticals, Inc. (a)
|
705,414
|
|||
15,232
|
Arcellx, Inc. (a)
|
546,524
|
|||
53,509
|
Legend Biotech Corp., ADR (a)
|
3,594,199
|
|||
15,095
|
Morphic Holding, Inc. (a)
|
345,826
|
|||
42,743
|
Regeneron Pharmaceuticals,
Inc. (a)
|
35,175,779
|
|||
17,195
|
REVOLUTION Medicines,
Inc. (a)
|
475,958
|
|||
121,538
|
Roivant Sciences Ltd. (a)
|
1,419,564
|
|||
29,562
|
Vaxcyte, Inc. (a)
|
1,507,071
|
|||
|
|
43,770,335
|
|||
|
Building Products — 7.5%
|
|
|||
23,523
|
AZEK (The) Co., Inc. (a)
|
699,574
|
|||
923,398
|
Carrier Global Corp.
|
50,971,569
|
|||
67,126
|
Hayward Holdings, Inc. (a)
|
946,477
|
|||
40,219
|
Masterbrand, Inc. (a)
|
488,661
|
|||
|
|
53,106,281
|
|||
|
Capital Markets — 0.7%
|
|
|||
11,696
|
AssetMark Financial Holdings,
Inc. (a)
|
293,336
|
|||
61,378
|
Blue Owl Capital Corp. (b)
|
850,085
|
|||
34,413
|
StepStone Group, Inc., Class A
|
1,086,762
|
|||
97,388
|
TPG, Inc.
|
2,933,327
|
|||
|
|
5,163,510
|
|||
|
Commercial Services &
Supplies — 0.1%
|
|
|||
50,635
|
ACV Auctions, Inc., Class A (a)
|
768,639
|
|||
|
Communications Equipment
— 0.1%
|
|
|||
20,480
|
Extreme Networks, Inc. (a)
|
495,821
|
|||
|
Construction Materials —
0.1%
|
|
|||
17,818
|
Knife River Corp. (a)
|
870,053
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Consumer Staples Distribution
& Retail — 0.1%
|
|
|||
23,506
|
Maplebear, Inc. (a) (b)
|
$697,893
|
|||
|
Diversified Consumer Services
— 1.5%
|
|
|||
65,415
|
Duolingo, Inc. (a)
|
10,850,386
|
|||
|
Electric Utilities — 3.9%
|
|
|||
253,231
|
Constellation Energy Corp.
|
27,622,438
|
|||
|
Electrical Equipment — 1.5%
|
|
|||
118,958
|
Array Technologies, Inc. (a)
|
2,639,678
|
|||
11,906
|
Atkore, Inc. (a)
|
1,776,256
|
|||
27,890
|
Fluence Energy, Inc. (a)
|
641,191
|
|||
75,685
|
NEXTracker, Inc., Class A (a)
|
3,039,510
|
|||
59,929
|
Vertiv Holdings Co.
|
2,229,359
|
|||
|
|
10,325,994
|
|||
|
Electronic Equipment,
Instruments & Components
— 1.0%
|
|
|||
11,206
|
Insight Enterprises, Inc. (a)
|
1,630,473
|
|||
170,584
|
Vontier Corp.
|
5,274,457
|
|||
|
|
6,904,930
|
|||
|
Energy Equipment & Services
— 4.1%
|
|
|||
31,498
|
Atlas Energy Solutions, Inc.,
Class A
|
700,200
|
|||
795,027
|
Baker Hughes Co.
|
28,080,354
|
|||
|
|
28,780,554
|
|||
|
Entertainment — 2.2%
|
|
|||
111,016
|
Endeavor Group Holdings, Inc.,
Class A
|
2,209,218
|
|||
97,134
|
ROBLOX Corp., Class A (a)
|
2,813,001
|
|||
959,629
|
Warner Bros Discovery, Inc. (a)
|
10,421,571
|
|||
|
|
15,443,790
|
|||
|
Financial Services — 3.0%
|
|
|||
144,119
|
Block, Inc. (a)
|
6,378,707
|
|||
100,155
|
Corebridge Financial, Inc.
|
1,978,061
|
|||
25,197
|
Enact Holdings, Inc.
|
686,114
|
|||
18,943
|
Flywire Corp. (a)
|
604,092
|
|||
28,538
|
Remitly Global, Inc. (a)
|
719,729
|
|||
311,388
|
Rocket Cos., Inc., Class A (a) (b)
|
2,547,154
|
|||
12,925
|
Shift4 Payments, Inc.,
Class A (a)
|
715,657
|
|||
421,772
|
Toast, Inc., Class A (a)
|
7,899,790
|
|||
|
|
21,529,304
|
|||
|
Ground Transportation —
8.3%
|
|
|||
1,287,296
|
Uber Technologies, Inc. (a)
|
59,202,743
|
|||
|
Health Care Equipment &
Supplies — 4.6%
|
|
|||
220,921
|
Bausch + Lomb Corp. (a)
|
3,744,611
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Health Care Equipment &
Supplies (Continued)
|
|
|||
358,151
|
GE HealthCare Technologies,
Inc.
|
$24,368,594
|
|||
15,325
|
Glaukos Corp. (a)
|
1,153,206
|
|||
17,365
|
Shockwave Medical, Inc. (a)
|
3,457,372
|
|||
|
|
32,723,783
|
|||
|
Health Care Providers &
Services — 0.7%
|
|
|||
67,428
|
HealthEquity, Inc. (a)
|
4,925,615
|
|||
|
Hotels, Restaurants & Leisure
— 13.2%
|
|
|||
407,751
|
Airbnb, Inc., Class A (a)
|
55,947,515
|
|||
216,786
|
DoorDash, Inc., Class A (a)
|
17,227,983
|
|||
674,816
|
DraftKings, Inc., Class A (a)
|
19,866,583
|
|||
30,885
|
Life Time Group Holdings,
Inc. (a)
|
469,761
|
|||
|
|
93,511,842
|
|||
|
Insurance — 0.9%
|
|
|||
19,768
|
F&G Annuities & Life, Inc.
|
554,690
|
|||
122,943
|
Ryan Specialty Holdings, Inc. (a)
|
5,950,441
|
|||
|
|
6,505,131
|
|||
|
IT Services — 2.9%
|
|
|||
52,636
|
Cloudflare, Inc., Class A (a)
|
3,318,173
|
|||
72,095
|
Kyndryl Holdings, Inc. (a)
|
1,088,635
|
|||
103,847
|
Snowflake, Inc., Class A (a)
|
15,864,706
|
|||
21,351
|
Squarespace, Inc., Class A (a)
|
618,539
|
|||
|
|
20,890,053
|
|||
|
Machinery — 5.4%
|
|
|||
8,944
|
Crane Co.
|
794,585
|
|||
75,920
|
Esab Corp.
|
5,331,102
|
|||
259,376
|
Otis Worldwide Corp.
|
20,830,487
|
|||
350,153
|
Symbotic, Inc. (a) (b)
|
11,705,615
|
|||
|
|
38,661,789
|
|||
|
Oil, Gas & Consumable Fuels
— 0.7%
|
|
|||
29,534
|
Civitas Resources, Inc.
|
2,388,415
|
|||
178,265
|
Permian Resources Corp.
|
2,488,579
|
|||
|
|
4,876,994
|
|||
|
Personal Care Products —
2.3%
|
|
|||
103,506
|
BellRing Brands, Inc. (a)
|
4,267,552
|
|||
603,136
|
Kenvue, Inc.
|
12,110,971
|
|||
|
|
16,378,523
|
|||
|
Pharmaceuticals — 0.0%
|
|
|||
26,447
|
Neumora Therapeutics,
Inc. (a) (b)
|
373,167
|
|||
|
Professional Services — 0.3%
|
|
|||
37,168
|
Parsons Corp. (a)
|
2,020,081
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Retail REITs — 0.6%
|
|
|||
124,674
|
Phillips Edison & Co., Inc.
|
$4,181,566
|
|||
|
Semiconductors &
Semiconductor Equipment
— 7.0%
|
|
|||
30,297
|
Allegro MicroSystems, Inc. (a)
|
967,686
|
|||
23,629
|
Credo Technology Group
Holding Ltd. (a)
|
360,342
|
|||
174,075
|
GLOBALFOUNDRIES,
Inc. (a) (b)
|
10,129,425
|
|||
407,758
|
ON Semiconductor Corp. (a)
|
37,901,106
|
|||
|
|
49,358,559
|
|||
|
Software — 16.3%
|
|
|||
109,546
|
AppLovin Corp., Class A (a)
|
4,377,458
|
|||
34,598
|
Asana, Inc., Class A (a)
|
633,489
|
|||
468,320
|
Aurora Innovation, Inc. (a)
|
1,100,552
|
|||
307,137
|
Bentley Systems, Inc., Class B
|
15,405,992
|
|||
46,712
|
Braze, Inc., Class A (a)
|
2,182,852
|
|||
38,100
|
Clearwater Analytics Holdings,
Inc., Class A (a)
|
736,854
|
|||
47,629
|
Confluent, Inc., Class A (a)
|
1,410,295
|
|||
28,207
|
Crowdstrike Holdings, Inc.,
Class A (a)
|
4,721,288
|
|||
92,465
|
Freshworks, Inc., Class A (a)
|
1,841,903
|
|||
170,541
|
Gitlab, Inc., Class A (a)
|
7,711,864
|
|||
90,713
|
Informatica, Inc., Class A (a)
|
1,911,323
|
|||
22,677
|
Instructure Holdings, Inc. (a)
|
575,996
|
|||
76,332
|
Intapp, Inc. (a)
|
2,558,648
|
|||
67,759
|
Klaviyo, Inc., Class A (a)
|
2,337,685
|
|||
338,881
|
Palantir Technologies, Inc.,
Class A (a)
|
5,422,096
|
|||
179,389
|
Procore Technologies, Inc. (a)
|
11,717,689
|
|||
1,684,937
|
Samsara, Inc., Class A (a)
|
42,477,262
|
|||
42,596
|
Sprinklr, Inc., Class A (a)
|
589,529
|
|||
120,779
|
Unity Software, Inc. (a)
|
3,791,253
|
|||
167,658
|
Vertex, Inc., Class A (a)
|
3,872,900
|
|||
|
|
115,376,928
|
|||
|
Technology Hardware, Storage
& Peripherals — 0.1%
|
|
|||
63,813
|
IonQ, Inc. (a) (b)
|
949,537
|
|||
|
Trading Companies &
Distributors — 0.7%
|
|
|||
178,133
|
Core & Main, Inc., Class A (a)
|
5,139,137
|
|||
|
Total Common Stocks
|
709,862,682
|
|||
|
(Cost $661,090,763)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 2.3%
|
|||||
$8,249,849
|
Bank of America Corp., 5.29%
(c), dated 09/29/23, due
10/02/23, with a maturity
value of $8,254,698.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.38% to
4.00%, due 11/15/40 to
02/15/53. The value of the
collateral including accrued
interest is $8,414,848. (d)
|
$8,249,849
|
|||
7,926,325
|
JPMorgan Chase & Co., 5.30%
(c), dated 09/29/23, due
10/02/23, with a maturity
value of $7,930,993.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.25% to
4.38%, due 05/15/24 to
08/15/28. The value of the
collateral including accrued
interest is $8,084,852. (d)
|
7,926,325
|
|||
|
Total Repurchase Agreements
|
16,176,174
|
|||
|
(Cost $16,176,174)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 102.3%
|
726,038,856
|
|||
|
(Cost $677,266,937)
|
|
|||
|
Net Other Assets and
Liabilities — (2.3)%
|
(16,355,851
)
|
|||
|
Net Assets — 100.0%
|
$709,683,005
|
(a)
|
Non-income producing security.
|
(b)
|
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities, including those sold
and pending settlement, is $15,804,336 and the total value of
the collateral held by the Fund is $16,176,174.
|
(c)
|
Rate shown reflects yield as of September 30, 2023.
|
(d)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 709,862,682
|
$ 709,862,682
|
$ —
|
$ —
|
Repurchase
Agreements
|
16,176,174
|
—
|
16,176,174
|
—
|
Total Investments
|
$726,038,856
|
$709,862,682
|
$16,176,174
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 100.0%
|
|||||
|
Biotechnology — 82.1%
|
|
|||
1,469,998
|
ACADIA Pharmaceuticals,
Inc. (a)
|
$30,634,758
|
|||
1,645,200
|
Agios Pharmaceuticals, Inc. (a)
|
40,718,700
|
|||
1,418,416
|
Alkermes PLC (a)
|
39,729,832
|
|||
226,299
|
Alnylam Pharmaceuticals,
Inc. (a)
|
40,077,553
|
|||
192,811
|
Amgen, Inc.
|
51,819,884
|
|||
82,555
|
Argenx SE, ADR (a)
|
40,586,515
|
|||
163,605
|
Biogen, Inc. (a)
|
42,048,121
|
|||
516,140
|
BioMarin Pharmaceutical,
Inc. (a)
|
45,668,067
|
|||
416,944
|
BioNTech SE, ADR (a)
|
45,296,796
|
|||
476,438
|
Exact Sciences Corp. (a)
|
32,502,600
|
|||
2,299,435
|
Exelixis, Inc. (a)
|
50,242,655
|
|||
1,088,625
|
Genmab A/S, ADR (a) (b)
|
38,395,804
|
|||
561,458
|
Gilead Sciences, Inc.
|
42,075,663
|
|||
4,357,641
|
Grifols S.A., ADR (a)
|
39,828,839
|
|||
705,783
|
Incyte Corp. (a)
|
40,773,084
|
|||
1,113,796
|
Ionis Pharmaceuticals, Inc. (a)
|
50,521,787
|
|||
358,110
|
Moderna, Inc. (a)
|
36,989,182
|
|||
458,303
|
Neurocrine Biosciences, Inc. (a)
|
51,559,087
|
|||
61,632
|
Regeneron Pharmaceuticals,
Inc. (a)
|
50,720,671
|
|||
427,657
|
Sarepta Therapeutics, Inc. (a)
|
51,840,582
|
|||
232,603
|
Seagen, Inc. (a)
|
49,346,726
|
|||
1,048,054
|
Ultragenyx Pharmaceutical,
Inc. (a)
|
37,363,125
|
|||
182,389
|
United Therapeutics Corp. (a)
|
41,196,203
|
|||
124,914
|
Vertex Pharmaceuticals, Inc. (a)
|
43,437,594
|
|||
|
|
1,033,373,828
|
|||
|
Life Sciences Tools & Services
— 17.9%
|
|
|||
506,327
|
Bio-Techne Corp.
|
34,465,679
|
|||
219,383
|
Charles River Laboratories
International, Inc. (a)
|
42,994,680
|
|||
237,681
|
Illumina, Inc. (a)
|
32,628,848
|
|||
198,353
|
IQVIA Holdings, Inc. (a)
|
39,025,953
|
|||
33,247
|
Mettler-Toledo International,
Inc. (a)
|
36,840,003
|
|||
970,961
|
QIAGEN N.V. (a)
|
39,323,921
|
|||
|
|
225,279,084
|
|||
|
Total Common Stocks
|
1,258,652,912
|
|||
|
(Cost $1,211,853,824)
|
|
|||
MONEY MARKET FUNDS — 0.3%
|
|||||
3,932,658
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (c) (d)
|
3,932,658
|
|||
|
(Cost $3,932,658)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 0.9%
|
|||||
$11,572,798
|
BNP Paribas S.A., 5.20% (c),
dated 09/29/23, due 10/02/23,
with a maturity value of
$11,577,813. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $11,803,007. (d)
|
$11,572,798
|
|||
|
(Cost $11,572,798)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 101.2%
|
1,274,158,368
|
|||
|
(Cost $1,227,359,280)
|
|
|||
|
Net Other Assets and
Liabilities — (1.2)%
|
(15,485,985
)
|
|||
|
Net Assets — 100.0%
|
$1,258,672,383
|
(a)
|
Non-income producing security.
|
(b)
|
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities, including those sold
and pending settlement, is $15,095,560 and the total value of
the collateral held by the Fund is $15,505,456.
|
(c)
|
Rate shown reflects yield as of September 30, 2023.
|
(d)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 1,258,652,912
|
$ 1,258,652,912
|
$ —
|
$ —
|
Money
Market
Funds
|
3,932,658
|
3,932,658
|
—
|
—
|
Repurchase
Agreements
|
11,572,798
|
—
|
11,572,798
|
—
|
Total
Investments
|
$1,274,158,368
|
$1,262,585,570
|
$11,572,798
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 100.0%
|
|||||
|
Broadline Retail — 12.8%
|
|
|||
4,047,171
|
Amazon.com, Inc. (a)
|
$514,476,378
|
|||
2,866,715
|
eBay, Inc.
|
126,393,464
|
|||
1,140,164
|
Etsy, Inc. (a)
|
73,631,791
|
|||
|
|
714,501,633
|
|||
|
Communications Equipment
— 11.3%
|
|
|||
875,647
|
Arista Networks, Inc. (a)
|
161,057,753
|
|||
1,554,211
|
Ciena Corp. (a)
|
73,452,012
|
|||
5,344,750
|
Cisco Systems, Inc.
|
287,333,760
|
|||
9,033,581
|
CommScope Holding Co.,
Inc. (a)
|
30,352,832
|
|||
2,898,717
|
Juniper Networks, Inc.
|
80,555,345
|
|||
|
|
632,751,702
|
|||
|
Entertainment — 4.3%
|
|
|||
636,964
|
Netflix, Inc. (a)
|
240,517,606
|
|||
|
Financial Services — 3.3%
|
|
|||
3,183,540
|
PayPal Holdings, Inc. (a)
|
186,109,748
|
|||
|
Health Care Technology —
3.2%
|
|
|||
2,492,788
|
Teladoc Health, Inc. (a)
|
46,340,929
|
|||
655,407
|
Veeva Systems, Inc., Class A (a)
|
133,342,554
|
|||
|
|
179,683,483
|
|||
|
Hotels, Restaurants & Leisure
— 5.5%
|
|
|||
1,331,090
|
Airbnb, Inc., Class A (a)
|
182,638,859
|
|||
1,568,727
|
DoorDash, Inc., Class A (a)
|
124,666,735
|
|||
|
|
307,305,594
|
|||
|
Interactive Media & Services
— 24.0%
|
|
|||
2,378,635
|
Alphabet, Inc., Class A (a)
|
311,268,176
|
|||
2,023,373
|
Alphabet, Inc., Class C (a)
|
266,781,730
|
|||
2,131,088
|
Match Group, Inc. (a)
|
83,485,372
|
|||
1,449,127
|
Meta Platforms, Inc., Class A (a)
|
435,042,417
|
|||
3,886,399
|
Pinterest, Inc., Class A (a)
|
105,049,365
|
|||
8,951,976
|
Snap, Inc., Class A (a)
|
79,762,106
|
|||
3,746,620
|
ZoomInfo Technologies, Inc. (a)
|
61,444,568
|
|||
|
|
1,342,833,734
|
|||
|
IT Services — 11.0%
|
|
|||
1,026,143
|
Akamai Technologies, Inc. (a)
|
109,325,275
|
|||
1,794,537
|
Cloudflare, Inc., Class A (a)
|
113,127,612
|
|||
2,130,321
|
Fastly, Inc., Class A (a)
|
40,838,254
|
|||
1,219,770
|
GoDaddy, Inc., Class A (a)
|
90,848,470
|
|||
1,139,801
|
Okta, Inc. (a)
|
92,905,180
|
|||
1,116,060
|
Snowflake, Inc., Class A (a)
|
170,500,486
|
|||
|
|
617,545,277
|
|||
|
Real Estate Management &
Development — 2.0%
|
|
|||
12,000,402
|
Opendoor Technologies, Inc. (a)
|
31,681,061
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Real Estate Management &
Development (Continued)
|
|
|||
438,038
|
Zillow Group, Inc., Class A (a)
|
$19,619,722
|
|||
1,313,129
|
Zillow Group, Inc., Class C (a)
|
60,614,035
|
|||
|
|
111,914,818
|
|||
|
Software — 21.6%
|
|
|||
695,825
|
Atlassian Corp., Class A (a)
|
140,215,696
|
|||
2,194,438
|
Box, Inc., Class A (a)
|
53,127,344
|
|||
2,240,658
|
Confluent, Inc., Class A (a)
|
66,345,883
|
|||
1,424,929
|
Datadog, Inc., Class A (a)
|
129,796,783
|
|||
1,700,484
|
DocuSign, Inc. (a)
|
71,420,328
|
|||
2,717,302
|
Dropbox, Inc., Class A (a)
|
73,992,133
|
|||
2,280,228
|
Nutanix, Inc., Class A (a)
|
79,534,353
|
|||
1,332,586
|
Salesforce, Inc. (a)
|
270,221,789
|
|||
1,643,014
|
Smartsheet, Inc., Class A (a)
|
66,476,346
|
|||
706,258
|
Workday, Inc., Class A (a)
|
151,739,531
|
|||
1,545,857
|
Zoom Video Communications,
Inc., Class A (a)
|
108,117,239
|
|||
|
|
1,210,987,425
|
|||
|
Specialty Retail — 1.0%
|
|
|||
1,258,123
|
Carvana Co. (a) (b)
|
52,816,004
|
|||
|
Total Common Stocks
|
5,596,967,024
|
|||
|
(Cost $6,763,644,012)
|
|
|||
MONEY MARKET FUNDS — 0.1%
|
|||||
3,510,305
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (c) (d)
|
3,510,305
|
|||
3,630,752
|
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
5.20% (c)
|
3,630,752
|
|||
|
Total Money Market Funds
|
7,141,057
|
|||
|
(Cost $7,141,057)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 0.2%
|
|||||
$10,329,920
|
BNP Paribas S.A., 5.20% (c),
dated 09/29/23, due 10/02/23,
with a maturity value of
$10,334,397. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $10,535,406. (d)
|
$10,329,920
|
|||
|
(Cost $10,329,920)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 100.3%
|
5,614,438,001
|
|||
|
(Cost $6,781,114,989)
|
|
|||
|
Net Other Assets and
Liabilities — (0.3)%
|
(18,123,655
)
|
|||
|
Net Assets — 100.0%
|
$5,596,314,346
|
(a)
|
Non-income producing security.
|
(b)
|
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities, including those sold
and pending settlement, is $13,756,846 and the total value of
the collateral held by the Fund is $13,840,225.
|
(c)
|
Rate shown reflects yield as of September 30, 2023.
|
(d)
|
This security serves as collateral for securities on loan.
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 5,596,967,024
|
$ 5,596,967,024
|
$ —
|
$ —
|
Money
Market
Funds
|
7,141,057
|
7,141,057
|
—
|
—
|
Repurchase
Agreements
|
10,329,920
|
—
|
10,329,920
|
—
|
Total
Investments
|
$5,614,438,001
|
$5,604,108,081
|
$10,329,920
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.9%
|
|||||
|
Aerospace & Defense — 6.0%
|
|
|||
808,684
|
General Dynamics Corp.
|
$178,694,904
|
|||
383,163
|
Lockheed Martin Corp.
|
156,698,340
|
|||
384,293
|
Northrop Grumman Corp.
|
169,161,936
|
|||
|
|
504,555,180
|
|||
|
Beverages — 5.6%
|
|
|||
2,790,622
|
Coca-Cola (The) Co.
|
156,219,019
|
|||
2,999,083
|
Monster Beverage Corp. (a)
|
158,801,445
|
|||
916,320
|
PepsiCo, Inc.
|
155,261,261
|
|||
|
|
470,281,725
|
|||
|
Biotechnology — 6.1%
|
|
|||
1,212,239
|
AbbVie, Inc.
|
180,696,345
|
|||
2,160,797
|
Gilead Sciences, Inc.
|
161,930,127
|
|||
480,735
|
Vertex Pharmaceuticals, Inc. (a)
|
167,170,789
|
|||
|
|
509,797,261
|
|||
|
Capital Markets — 1.8%
|
|
|||
487,021
|
Moody’s Corp.
|
153,981,430
|
|||
|
Chemicals — 1.9%
|
|
|||
575,563
|
Air Products and Chemicals, Inc.
|
163,114,554
|
|||
|
Commercial Services &
Supplies — 2.0%
|
|
|||
3,823,718
|
Copart, Inc. (a)
|
164,764,009
|
|||
|
Communications Equipment
— 2.1%
|
|
|||
3,310,786
|
Cisco Systems, Inc.
|
177,987,855
|
|||
|
Consumer Staples Distribution
& Retail — 4.2%
|
|
|||
312,349
|
Costco Wholesale Corp.
|
176,464,691
|
|||
1,100,253
|
Walmart, Inc.
|
175,963,462
|
|||
|
|
352,428,153
|
|||
|
Electronic Equipment,
Instruments & Components
— 2.1%
|
|
|||
2,083,794
|
Amphenol Corp., Class A
|
175,017,858
|
|||
|
Financial Services — 4.1%
|
|
|||
438,364
|
Mastercard, Inc., Class A
|
173,552,691
|
|||
728,303
|
Visa, Inc., Class A
|
167,516,973
|
|||
|
|
341,069,664
|
|||
|
Food Products — 1.9%
|
|
|||
2,121,336
|
Archer-Daniels-Midland Co.
|
159,991,161
|
|||
|
Ground Transportation —
3.9%
|
|
|||
5,368,041
|
CSX Corp.
|
165,067,261
|
|||
803,795
|
Union Pacific Corp.
|
163,676,776
|
|||
|
|
328,744,037
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Health Care Equipment &
Supplies — 3.7%
|
|
|||
1,524,598
|
Abbott Laboratories
|
$147,657,317
|
|||
589,486
|
Stryker Corp.
|
161,088,839
|
|||
|
|
308,746,156
|
|||
|
Health Care Providers &
Services — 4.0%
|
|
|||
904,758
|
Cencora, Inc.
|
162,829,297
|
|||
344,002
|
UnitedHealth Group, Inc.
|
173,442,369
|
|||
|
|
336,271,666
|
|||
|
Household Durables — 4.1%
|
|
|||
1,644,303
|
Garmin Ltd.
|
172,980,675
|
|||
27,906
|
NVR, Inc. (a)
|
166,411,850
|
|||
|
|
339,392,525
|
|||
|
Household Products — 3.9%
|
|
|||
2,257,378
|
Colgate-Palmolive Co.
|
160,522,150
|
|||
1,139,391
|
Procter & Gamble (The) Co.
|
166,191,571
|
|||
|
|
326,713,721
|
|||
|
Industrial Conglomerates —
3.9%
|
|
|||
1,579,320
|
General Electric Co.
|
174,593,826
|
|||
835,313
|
Honeywell International, Inc.
|
154,315,724
|
|||
|
|
328,909,550
|
|||
|
Insurance — 10.5%
|
|
|||
2,406,390
|
Aflac, Inc.
|
184,690,433
|
|||
2,117,988
|
Arch Capital Group Ltd. (a)
|
168,824,823
|
|||
2,447,283
|
Brown & Brown, Inc.
|
170,918,245
|
|||
910,235
|
Marsh & McLennan Cos., Inc.
|
173,217,721
|
|||
2,830,058
|
W.R. Berkley Corp.
|
179,680,382
|
|||
|
|
877,331,604
|
|||
|
IT Services — 2.0%
|
|
|||
553,516
|
Accenture PLC, Class A
|
169,990,299
|
|||
|
Machinery — 3.9%
|
|
|||
681,800
|
Illinois Tool Works, Inc.
|
157,025,358
|
|||
1,982,107
|
PACCAR, Inc.
|
168,518,737
|
|||
|
|
325,544,095
|
|||
|
Oil, Gas & Consumable Fuels
— 2.2%
|
|
|||
1,098,034
|
Chevron Corp.
|
185,150,493
|
|||
|
Pharmaceuticals — 10.0%
|
|
|||
2,693,982
|
Bristol-Myers Squibb Co.
|
156,358,715
|
|||
377,121
|
Eli Lilly & Co.
|
202,563,003
|
|||
1,023,834
|
Johnson & Johnson
|
159,462,145
|
|||
1,578,466
|
Merck & Co., Inc.
|
162,503,075
|
|||
4,659,004
|
Pfizer, Inc.
|
154,539,163
|
|||
|
|
835,426,101
|
|||
|
Professional Services — 4.0%
|
|
|||
733,083
|
Automatic Data Processing, Inc.
|
176,365,108
|
|||
1,411,934
|
Paychex, Inc.
|
162,838,348
|
|||
|
|
339,203,456
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Specialty Retail — 4.1%
|
|
|||
543,722
|
Home Depot (The), Inc.
|
$164,291,039
|
|||
2,036,069
|
TJX (The) Cos., Inc.
|
180,965,813
|
|||
|
|
345,256,852
|
|||
|
Technology Hardware, Storage
& Peripherals — 1.9%
|
|
|||
907,816
|
Apple, Inc.
|
155,427,177
|
|||
|
|||||
|
|||||
|
Total Investments — 99.9%
|
8,375,096,582
|
|||
|
(Cost $8,157,434,783)
|
|
|||
|
Net Other Assets and
Liabilities — 0.1%
|
8,924,973
|
|||
|
Net Assets — 100.0%
|
$8,384,021,555
|
(a)
|
Non-income producing security.
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 8,375,096,582
|
$ 8,375,096,582
|
$ —
|
$ —
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.8%
|
|||||
|
Aerospace & Defense — 3.1%
|
|
|||
303,655
|
General Dynamics Corp.
|
$67,098,645
|
|||
382,416
|
L3Harris Technologies, Inc.
|
66,586,274
|
|||
161,300
|
Lockheed Martin Corp.
|
65,965,248
|
|||
156,500
|
Northrop Grumman Corp.
|
68,889,735
|
|||
924,375
|
RTX Corp.
|
66,527,269
|
|||
|
|
335,067,171
|
|||
|
Air Freight & Logistics —
1.2%
|
|
|||
778,142
|
C.H. Robinson Worldwide, Inc.
|
67,021,370
|
|||
431,604
|
United Parcel Service, Inc.,
Class B
|
67,274,116
|
|||
|
|
134,295,486
|
|||
|
Automobiles — 0.6%
|
|
|||
360,322
|
Toyota Motor Corp., ADR
|
64,767,880
|
|||
|
Banks — 3.0%
|
|
|||
774,793
|
Bank of Montreal
|
65,369,285
|
|||
1,658,398
|
Canadian Imperial Bank of
Commerce
|
64,030,747
|
|||
454,771
|
JPMorgan Chase & Co.
|
65,950,891
|
|||
744,232
|
Royal Bank of Canada
|
65,075,646
|
|||
1,087,717
|
Toronto-Dominion (The) Bank
|
65,545,826
|
|||
|
|
325,972,395
|
|||
|
Beverages — 2.4%
|
|
|||
1,168,437
|
Coca-Cola (The) Co.
|
65,409,103
|
|||
435,585
|
Diageo PLC, ADR
|
64,980,570
|
|||
2,050,532
|
Keurig Dr Pepper, Inc.
|
64,735,295
|
|||
382,044
|
PepsiCo, Inc.
|
64,733,536
|
|||
|
|
259,858,504
|
|||
|
Biotechnology — 1.8%
|
|
|||
430,653
|
AbbVie, Inc.
|
64,193,136
|
|||
249,574
|
Amgen, Inc.
|
67,075,508
|
|||
890,037
|
Gilead Sciences, Inc.
|
66,699,373
|
|||
|
|
197,968,017
|
|||
|
Building Products — 1.2%
|
|
|||
1,033,058
|
A.O. Smith Corp.
|
68,316,126
|
|||
1,208,950
|
Johnson Controls
International PLC
|
64,328,229
|
|||
|
|
132,644,355
|
|||
|
Capital Markets — 2.5%
|
|
|||
331,601
|
CME Group, Inc.
|
66,393,152
|
|||
202,536
|
Goldman Sachs Group (The),
Inc.
|
65,534,573
|
|||
1,369,273
|
Nasdaq, Inc.
|
66,532,975
|
|||
628,611
|
T. Rowe Price Group, Inc.
|
65,922,436
|
|||
|
|
264,383,136
|
|||
|
Chemicals — 3.7%
|
|
|||
229,966
|
Air Products and Chemicals, Inc.
|
65,172,364
|
|||
977,277
|
International Flavors &
Fragrances, Inc.
|
66,620,973
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Chemicals (Continued)
|
|
|||
145,025
|
NewMarket Corp.
|
$65,992,176
|
|||
504,366
|
PPG Industries, Inc.
|
65,466,707
|
|||
1,102,122
|
Sensient Technologies Corp.
|
64,452,095
|
|||
887,186
|
Stepan Co.
|
66,512,334
|
|||
|
|
394,216,649
|
|||
|
Commercial Services &
Supplies — 1.2%
|
|
|||
1,184,655
|
Brady Corp., Class A
|
65,061,253
|
|||
423,785
|
Waste Management, Inc.
|
64,601,785
|
|||
|
|
129,663,038
|
|||
|
Communications Equipment
— 1.2%
|
|
|||
1,245,344
|
Cisco Systems, Inc.
|
66,949,694
|
|||
2,387,136
|
Juniper Networks, Inc.
|
66,338,509
|
|||
|
|
133,288,203
|
|||
|
Consumer Finance — 0.6%
|
|
|||
434,651
|
American Express Co.
|
64,845,583
|
|||
|
Consumer Staples Distribution
& Retail — 0.6%
|
|
|||
1,457,031
|
Kroger (The) Co.
|
65,202,137
|
|||
|
Containers & Packaging —
2.5%
|
|
|||
359,914
|
Avery Dennison Corp.
|
65,745,490
|
|||
441,503
|
Packaging Corp. of America
|
67,792,786
|
|||
1,536,360
|
Silgan Holdings, Inc.
|
66,232,480
|
|||
1,225,415
|
Sonoco Products Co.
|
66,601,305
|
|||
|
|
266,372,061
|
|||
|
Diversified Telecommunication
Services — 0.6%
|
|
|||
3,945,568
|
TELUS Corp.
|
64,470,581
|
|||
|
Electric Utilities — 11.7%
|
|
|||
1,196,574
|
ALLETE, Inc.
|
63,179,107
|
|||
1,304,627
|
Alliant Energy Corp.
|
63,209,178
|
|||
846,477
|
American Electric Power Co.,
Inc.
|
63,672,000
|
|||
2,019,440
|
Avangrid, Inc.
|
60,926,505
|
|||
713,759
|
Duke Energy Corp.
|
62,996,369
|
|||
692,606
|
Entergy Corp.
|
64,066,055
|
|||
1,249,782
|
Evergy, Inc.
|
63,363,947
|
|||
1,077,513
|
Eversource Energy
|
62,657,381
|
|||
1,652,637
|
Exelon Corp.
|
62,453,152
|
|||
1,661,705
|
Fortis, Inc.
|
63,128,173
|
|||
682,463
|
IDACORP, Inc.
|
63,912,660
|
|||
906,385
|
MGE Energy, Inc.
|
62,096,436
|
|||
987,126
|
NextEra Energy, Inc.
|
56,552,449
|
|||
1,898,011
|
OGE Energy Corp.
|
63,260,707
|
|||
874,259
|
Otter Tail Corp.
|
66,373,743
|
|||
860,370
|
Pinnacle West Capital Corp.
|
63,392,062
|
|||
1,487,628
|
PNM Resources, Inc.
|
66,363,085
|
|||
1,544,550
|
Portland General Electric Co.
|
62,523,384
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Electric Utilities (Continued)
|
|
|||
961,189
|
Southern (The) Co.
|
$62,208,152
|
|||
1,119,534
|
Xcel Energy, Inc.
|
64,059,736
|
|||
|
|
1,260,394,281
|
|||
|
Electrical Equipment — 0.6%
|
|
|||
678,910
|
Emerson Electric Co.
|
65,562,339
|
|||
|
Electronic Equipment,
Instruments & Components
— 0.6%
|
|
|||
541,340
|
TE Connectivity Ltd.
|
66,871,730
|
|||
|
Food Products — 7.9%
|
|
|||
861,594
|
Archer-Daniels-Midland Co.
|
64,981,420
|
|||
2,354,229
|
Conagra Brands, Inc.
|
64,552,959
|
|||
2,933,968
|
Flowers Foods, Inc.
|
65,075,410
|
|||
1,028,113
|
General Mills, Inc.
|
65,788,951
|
|||
323,355
|
Hershey (The) Co.
|
64,696,868
|
|||
1,710,790
|
Hormel Foods Corp.
|
65,061,344
|
|||
676,362
|
Ingredion, Inc.
|
66,554,021
|
|||
404,700
|
J & J Snack Foods Corp.
|
66,229,155
|
|||
526,495
|
J.M. Smucker (The) Co.
|
64,711,501
|
|||
1,119,534
|
Kellogg Co.
|
66,623,468
|
|||
402,035
|
Lancaster Colony Corp.
|
66,347,836
|
|||
881,430
|
McCormick & Co., Inc.
|
66,671,365
|
|||
955,397
|
Mondelez International, Inc.,
Class A
|
66,304,552
|
|||
|
|
853,598,850
|
|||
|
Gas Utilities — 2.9%
|
|
|||
602,833
|
Atmos Energy Corp.
|
63,858,099
|
|||
619,605
|
Chesapeake Utilities Corp.
|
60,566,389
|
|||
1,571,890
|
New Jersey Resources Corp.
|
63,865,891
|
|||
911,593
|
ONE Gas, Inc.
|
62,243,570
|
|||
1,137,705
|
Spire, Inc.
|
64,371,349
|
|||
|
|
314,905,298
|
|||
|
Ground Transportation —
1.8%
|
|
|||
597,260
|
Canadian National Railway Co.
|
64,701,176
|
|||
328,279
|
Norfolk Southern Corp.
|
64,647,984
|
|||
319,464
|
Union Pacific Corp.
|
65,052,454
|
|||
|
|
194,401,614
|
|||
|
Health Care Equipment &
Supplies — 1.8%
|
|
|||
683,305
|
Abbott Laboratories
|
66,178,090
|
|||
1,776,030
|
Baxter International, Inc.
|
67,027,372
|
|||
832,831
|
Medtronic PLC
|
65,260,637
|
|||
|
|
198,466,099
|
|||
|
Health Care Providers &
Services — 1.2%
|
|
|||
917,752
|
CVS Health Corp.
|
64,077,445
|
|||
535,806
|
Quest Diagnostics, Inc.
|
65,293,319
|
|||
|
|
129,370,764
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Hotels, Restaurants & Leisure
— 1.8%
|
|
|||
246,872
|
McDonald’s Corp.
|
$65,035,960
|
|||
718,155
|
Starbucks Corp.
|
65,546,007
|
|||
532,943
|
Yum! Brands, Inc.
|
66,585,898
|
|||
|
|
197,167,865
|
|||
|
Household Durables — 0.6%
|
|
|||
631,887
|
Garmin Ltd.
|
66,474,512
|
|||
|
Household Products — 3.7%
|
|
|||
504,330
|
Clorox (The) Co.
|
66,097,490
|
|||
922,195
|
Colgate-Palmolive Co.
|
65,577,286
|
|||
539,364
|
Kimberly-Clark Corp.
|
65,182,139
|
|||
442,061
|
Procter & Gamble (The) Co.
|
64,479,018
|
|||
2,564,539
|
Reynolds Consumer Products,
Inc.
|
65,729,135
|
|||
331,487
|
WD-40 Co.
|
67,371,418
|
|||
|
|
394,436,486
|
|||
|
Industrial Conglomerates —
1.2%
|
|
|||
702,614
|
3M Co.
|
65,778,723
|
|||
347,137
|
Honeywell International, Inc.
|
64,130,089
|
|||
|
|
129,908,812
|
|||
|
Insurance — 5.5%
|
|
|||
867,319
|
Aflac, Inc.
|
66,566,733
|
|||
577,935
|
Allstate (The) Corp.
|
64,387,738
|
|||
450,984
|
Assurant, Inc.
|
64,752,283
|
|||
313,822
|
Chubb Ltd.
|
65,331,464
|
|||
225,249
|
Erie Indemnity Co., Class A
|
66,175,904
|
|||
588,817
|
Hanover Insurance Group (The),
Inc.
|
65,346,911
|
|||
1,340,876
|
Sun Life Financial, Inc.
|
65,434,749
|
|||
396,811
|
Travelers (The) Cos., Inc.
|
64,803,204
|
|||
311,363
|
Willis Towers Watson PLC
|
65,062,412
|
|||
|
|
587,861,398
|
|||
|
IT Services — 1.8%
|
|
|||
771,379
|
Amdocs Ltd.
|
65,173,812
|
|||
955,123
|
Cognizant Technology Solutions
Corp., Class A
|
64,700,032
|
|||
3,782,008
|
Infosys Ltd., ADR
|
64,710,157
|
|||
|
|
194,584,001
|
|||
|
Machinery — 3.7%
|
|
|||
242,831
|
Caterpillar, Inc.
|
66,292,863
|
|||
287,679
|
Cummins, Inc.
|
65,723,144
|
|||
1,106,700
|
Donaldson Co., Inc.
|
66,003,588
|
|||
284,051
|
Illinois Tool Works, Inc.
|
65,419,786
|
|||
259,866
|
Snap-on, Inc.
|
66,281,422
|
|||
819,000
|
Toro (The) Co.
|
68,058,900
|
|||
|
|
397,779,703
|
|||
|
Media — 0.6%
|
|
|||
1,484,315
|
Comcast Corp., Class A
|
65,814,527
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Multi-Utilities — 5.9%
|
|
|||
837,223
|
Ameren Corp.
|
$62,649,397
|
|||
1,985,726
|
Avista Corp.
|
64,277,951
|
|||
1,238,627
|
Black Hills Corp.
|
62,662,140
|
|||
1,190,586
|
CMS Energy Corp.
|
63,232,022
|
|||
738,125
|
Consolidated Edison, Inc.
|
63,131,831
|
|||
630,336
|
DTE Energy Co.
|
62,579,758
|
|||
1,321,976
|
Northwestern Energy Group,
Inc.
|
63,534,167
|
|||
1,104,678
|
Public Service Enterprise Group,
Inc.
|
62,867,225
|
|||
929,408
|
Sempra
|
63,227,626
|
|||
786,041
|
WEC Energy Group, Inc.
|
63,315,603
|
|||
|
|
631,477,720
|
|||
|
Personal Care Products —
0.6%
|
|
|||
1,338,717
|
Unilever PLC, ADR
|
66,132,620
|
|||
|
Pharmaceuticals — 4.3%
|
|
|||
966,081
|
AstraZeneca PLC, ADR
|
65,423,005
|
|||
1,125,780
|
Bristol-Myers Squibb Co.
|
65,340,271
|
|||
415,581
|
Johnson & Johnson
|
64,726,741
|
|||
629,262
|
Merck & Co., Inc.
|
64,782,523
|
|||
654,175
|
Novartis AG, ADR
|
66,634,265
|
|||
2,019,440
|
Pfizer, Inc.
|
66,984,825
|
|||
1,225,415
|
Sanofi, ADR
|
65,731,261
|
|||
|
|
459,622,891
|
|||
|
Professional Services — 4.3%
|
|
|||
277,485
|
Automatic Data Processing, Inc.
|
66,757,341
|
|||
616,165
|
Booz Allen Hamilton Holding
Corp.
|
67,328,350
|
|||
359,837
|
Broadridge Financial Solutions,
Inc.
|
64,428,815
|
|||
1,299,284
|
CSG Systems International, Inc.
|
66,419,398
|
|||
582,431
|
Paychex, Inc.
|
67,171,767
|
|||
901,848
|
Robert Half, Inc.
|
66,087,422
|
|||
529,167
|
Thomson Reuters Corp.
|
64,727,707
|
|||
|
|
462,920,800
|
|||
|
Semiconductors &
Semiconductor Equipment
— 1.9%
|
|
|||
379,642
|
Analog Devices, Inc.
|
66,471,518
|
|||
772,277
|
Taiwan Semiconductor
Manufacturing Co., Ltd., ADR
|
67,110,871
|
|||
413,928
|
Texas Instruments, Inc.
|
65,818,691
|
|||
|
|
199,401,080
|
|||
|
Software — 1.2%
|
|
|||
1,871,350
|
Open Text Corp.
|
65,684,385
|
|||
504,742
|
SAP SE, ADR
|
65,273,235
|
|||
|
|
130,957,620
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Specialized REITs — 1.9%
|
|
|||
401,885
|
American Tower Corp.
|
$66,089,988
|
|||
721,493
|
Crown Castle, Inc.
|
66,399,001
|
|||
252,535
|
Public Storage
|
66,548,023
|
|||
|
|
199,037,012
|
|||
|
Specialty Retail — 1.8%
|
|
|||
217,298
|
Home Depot (The), Inc.
|
65,658,763
|
|||
313,419
|
Lowe’s Cos., Inc.
|
65,141,005
|
|||
322,756
|
Tractor Supply Co.
|
65,535,606
|
|||
|
|
196,335,374
|
|||
|
Tobacco — 0.6%
|
|
|||
1,582,354
|
Altria Group, Inc.
|
66,537,986
|
|||
|
Trading Companies &
Distributors — 1.9%
|
|
|||
1,215,568
|
Fastenal Co.
|
66,418,636
|
|||
697,396
|
MSC Industrial Direct Co., Inc.,
Class A
|
68,449,417
|
|||
184,995
|
Watsco, Inc.
|
69,876,311
|
|||
|
|
204,744,364
|
|||
|
Water Utilities — 1.2%
|
|
|||
824,782
|
American States Water Co.
|
64,893,848
|
|||
979,428
|
Middlesex Water Co.
|
64,887,105
|
|||
|
|
129,780,953
|
|||
|
Wireless Telecommunication
Services — 0.6%
|
|
|||
1,655,923
|
Rogers Communications, Inc.,
Class B
|
63,570,884
|
|||
|
|||||
|
|||||
|
Total Investments — 99.8%
|
10,761,132,779
|
|||
|
(Cost $10,605,394,247)
|
|
|||
|
Net Other Assets and
Liabilities — 0.2%
|
22,280,115
|
|||
|
Net Assets — 100.0%
|
$10,783,412,894
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 10,761,132,779
|
$ 10,761,132,779
|
$ —
|
$ —
|
*
|
See Portfolio of Investments for industry breakout.
|