Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 5.1% | ||||||
1,777 | Comcast Corp, Class A | $88,832 | ||||
475 | Interpublic Group of Cos Inc | 16,881 | ||||
1,135 | Lumen Technologies Inc | 14,029 | ||||
256 | Omnicom Group Inc | 19,292 | ||||
1,222 | Sirius XM Holdings Inc | 7,772 | ||||
1,761 | Verizon Communications Inc | 93,738 | ||||
731 | ViacomCBS Inc, Class B | 24,452 | ||||
Total Communication Services | 264,996 | |||||
Consumer Discretionary – 5.5% | ||||||
272 | Best Buy Co Inc | 27,004 | ||||
287 | Home Depot Inc | 105,323 | ||||
345 | Lowe's Cos Inc | 81,886 | ||||
318 | Target Corp | 70,097 | ||||
Total Consumer Discretionary | 284,310 | |||||
Consumer Staples – 11.0% | ||||||
675 | Archer-Daniels-Midland Co | 50,625 | ||||
174 | Bunge Ltd | 17,202 | ||||
296 | Church & Dwight Co Inc | 30,384 | ||||
148 | Clorox Co | 24,843 | ||||
1,662 | Coca-Cola Co | 101,399 | ||||
855 | Keurig Dr Pepper Inc | 32,447 | ||||
203 | Kimberly-Clark Corp | 27,943 | ||||
856 | Kroger Co | 37,313 | ||||
301 | McCormick & Co Inc | 30,193 | ||||
562 | PepsiCo Inc | 97,518 | ||||
732 | Procter & Gamble Co | 117,450 | ||||
Total Consumer Staples | 567,317 | |||||
Energy – 3.4% | ||||||
1,000 | Baker Hughes Co | 27,440 | ||||
291 | Cheniere Energy Inc | 32,563 | ||||
538 | ONEOK Inc | 32,646 | ||||
493 | Valero Energy Corp | 40,904 | ||||
1,466 | Williams Cos Inc | 43,892 | ||||
Total Energy | 177,445 |
Shares | Description (1) | Value | ||||
Financials – 16.3% | ||||||
989 | Bank of New York Mellon Corp | $58,608 | ||||
89 | BlackRock Inc | 73,242 | ||||
129 | Cboe Global Markets Inc | 15,290 | ||||
329 | CME Group Inc | 75,505 | ||||
361 | Discover Financial Services | 41,786 | ||||
206 | Goldman Sachs Group Inc | 73,064 | ||||
1,778 | Huntington Bancshares Inc | 26,777 | ||||
417 | Invesco Ltd | 9,449 | ||||
757 | JPMorgan Chase & Co | 112,490 | ||||
447 | Marsh & McLennan Cos Inc, Class A | 68,677 | ||||
877 | MetLife Inc | 58,812 | ||||
827 | Morgan Stanley | 84,801 | ||||
239 | Northern Trust Corp | 27,877 | ||||
440 | State Street Corp | 41,580 | ||||
687 | Synchrony Financial | 29,259 | ||||
274 | T Rowe Price Group Inc | 42,314 | ||||
Total Financials | 839,531 | |||||
Health Care – 14.6% | ||||||
385 | Amgen Inc | 87,449 | ||||
603 | Baxter International Inc | 51,520 | ||||
1,363 | Bristol-Myers Squibb Co | 88,445 | ||||
355 | Cardinal Health Inc | 18,307 | ||||
357 | Cerner Corp | 32,558 | ||||
337 | Cigna Corp | 77,665 | ||||
837 | CVS Health Corp | 89,149 | ||||
348 | Eli Lilly & Co | 85,396 | ||||
1,105 | Gilead Sciences Inc | 75,892 | ||||
1,084 | Merck & Co Inc | 88,324 | ||||
147 | Quest Diagnostics Inc | 19,848 | ||||
412 | Royalty Pharma PLC, Class A | 16,484 | ||||
1,480 | Viatris Inc | 22,156 | ||||
Total Health Care | 753,193 | |||||
Industrials – 16.2% | ||||||
431 | 3M Co | 71,555 | ||||
159 | A O Smith Corp | 12,151 | ||||
387 | Caterpillar Inc | 78,004 | ||||
159 | CH Robinson Worldwide Inc | 16,639 | ||||
152 | Cummins Inc | 33,574 | ||||
217 | Deere & Co | 81,679 | ||||
174 | Dover Corp | 29,564 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
421 | Eaton Corp PLC | $66,699 | ||||
721 | Emerson Electric Co | 66,296 | ||||
693 | Fastenal Co | 39,279 | ||||
859 | Johnson Controls International plc | 62,423 | ||||
40 | Lennox International Inc | 11,345 | ||||
125 | Owens Corning | 11,087 | ||||
269 | Republic Services Inc | 34,341 | ||||
135 | Robert Half International Inc | 15,290 | ||||
140 | Rockwell Automation Inc | 40,491 | ||||
267 | Rollins Inc | 8,237 | ||||
66 | Snap-on Inc | 13,744 | ||||
287 | Trane Technologies PLC | 49,680 | ||||
444 | Waste Management Inc | 66,795 | ||||
54 | WW Grainger Inc | 26,736 | ||||
Total Industrials | 835,609 | |||||
Information Technology – 11.8% | ||||||
323 | Automatic Data Processing Inc | 66,593 | ||||
1,714 | Cisco Systems Inc | 95,418 | ||||
150 | Citrix Systems Inc | 15,291 | ||||
1,576 | Hewlett Packard Enterprise Co | 25,736 | ||||
1,449 | HP Inc | 53,222 | ||||
1,791 | Intel Corp | 87,437 | ||||
662 | International Business Machines Corp | 88,423 | ||||
392 | Juniper Networks Inc | 13,649 | ||||
711 | NortonLifeLock Inc | 18,493 | ||||
247 | Seagate Technology Holdings PLC | 26,466 | ||||
199 | Skyworks Solutions Inc | 29,158 | ||||
446 | Texas Instruments Inc | 80,053 | ||||
519 | Western Union Co | 9,814 | ||||
Total Information Technology | 609,753 | |||||
Materials – 2.8% | ||||||
1,856 | Amcor PLC | 22,291 | ||||
300 | International Flavors & Fragrances Inc | 39,576 | ||||
448 | International Paper Co | 21,616 | ||||
286 | PPG Industries Inc | 44,673 | ||||
246 | Steel Dynamics Inc | 13,658 | ||||
Total Materials | 141,814 | |||||
Real Estate – 8.4% | ||||||
305 | American Tower Corp | 76,707 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
405 | Crown Castle International Corp | $73,917 | ||||
456 | Duke Realty Corp | 26,348 | ||||
93 | Equinix Inc | 67,416 | ||||
621 | Healthpeak Properties Inc | 21,965 | ||||
350 | Iron Mountain Inc | 16,072 | ||||
518 | Prologis Inc | 81,233 | ||||
474 | Ventas Inc | 25,131 | ||||
510 | Welltower Inc | 44,181 | ||||
Total Real Estate | 432,970 | |||||
Utilities – 4.7% | ||||||
219 | American Water Works Co Inc | 35,215 | ||||
158 | Atmos Energy Corp | 16,941 | ||||
349 | CMS Energy Corp | 22,469 | ||||
429 | Consolidated Edison Inc | 37,087 | ||||
285 | Essential Utilities Inc | 13,891 | ||||
415 | Eversource Energy | 37,138 | ||||
474 | NiSource Inc | 13,831 | ||||
385 | Sempra Energy | 53,192 | ||||
252 | UGI Corp | 11,428 | ||||
Total Utilities | 241,192 | |||||
Total Long-Term Investments (cost $4,979,883) | 5,148,130 | |||||
Other Assets Less Liabilities – 0.2% | 12,161 | |||||
Net Assets – 100% | $5,160,291 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $5,148,130 | $ — | $ — | $5,148,130 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 12.4% | ||||||
527,352 | Axiata Group Bhd | $468,701 | ||||
52,491 | Emirates Telecommunications Group Co PJSC | 473,027 | ||||
94 | HYBE Co Ltd, (2) | 18,480 | ||||
14,779 | Info Edge India Ltd | 973,219 | ||||
19,674 | Kakao Corp | 1,387,217 | ||||
71,537 | MTN Group Ltd, (2) | 888,409 | ||||
807 | NCSoft Corp, (2) | 358,815 | ||||
78,773 | NetEase Inc | 1,562,822 | ||||
147,873 | Ooredoo QPSC | 295,259 | ||||
5,053 | SK Telecom Co Ltd | 236,407 | ||||
97,571 | Telefonica Brasil SA | 912,868 | ||||
5,822,984 | Telkom Indonesia Persero Tbk PT | 1,696,447 | ||||
141,341 | Tencent Holdings Ltd | 8,555,630 | ||||
81,100 | TIM SA/Brazil | 202,674 | ||||
73,905 | Turkcell Iletisim Hizmetleri AS | 102,962 | ||||
Total Communication Services | 18,132,937 | |||||
Consumer Discretionary – 13.5% | ||||||
68,960 | Allegro.eu SA, 144A, (2) | 633,341 | ||||
33,369 | Americanas SA, (2) | 199,271 | ||||
47,926 | BYD Co Ltd | 1,360,789 | ||||
16,599 | BYD Co Ltd | 590,187 | ||||
95,915 | China Education Group Holdings Ltd | 83,644 | ||||
10,647 | Coway Co Ltd, (2) | 613,825 | ||||
11,298 | Dada Nexus Ltd, ADR, (2) | 123,374 | ||||
521,430 | Dongfeng Motor Group Co Ltd | 458,066 | ||||
117,842 | Falabella SA | 420,548 | ||||
460 | FF Group, (2), (3) | 619 | ||||
58,965 | Geely Automobile Holdings Ltd | 125,832 | ||||
477,074 | Guangzhou Automobile Group Co Ltd | 464,987 | ||||
10,178 | Hangzhou Robam Appliances Co Ltd | 55,001 | ||||
533,346 | HengTen Networks Group Ltd, (2) | 162,790 | ||||
3,051 | Hero MotoCorp Ltd | 110,964 | ||||
67,545 | JD Health International Inc, 144A, (2) | 540,097 | ||||
6,730 | JD.com Inc, Class A, (2) | 241,320 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
20,446 | LG Electronics Inc | $2,162,476 | ||||
25,994 | Li Auto Inc, ADR, (2) | 678,183 | ||||
369,978 | Magazine Luiza SA | 487,730 | ||||
12,099 | Mahindra & Mahindra Ltd | 143,328 | ||||
131,861 | Meituan., Class B, 144A, (2) | 3,713,561 | ||||
59,401 | Motherson Sumi Systems Ltd | 143,284 | ||||
59,401 | Motherson Sumi Wiring India Lt, (2) | 27,702 | ||||
9,974 | Naspers Ltd | 1,587,368 | ||||
35,226 | NIO Inc, ADR, (2) | 863,389 | ||||
589,382 | PTT Oil & Retail Business PCL, (4) | 435,465 | ||||
1,956 | Shenzhou International Group Holdings Ltd | 35,896 | ||||
109,300 | Suning.com Co Ltd, (2) | 66,998 | ||||
161,916 | TCL Technology Group Corp, Class A | 142,402 | ||||
1,268 | Titan Co Ltd | 40,068 | ||||
298,062 | Topsports International Holdings Ltd, 144A | 267,576 | ||||
86,537 | Vipshop Holdings Ltd, ADR, (2) | 805,659 | ||||
58,800 | Wuchan Zhongda Group Co Ltd | 48,579 | ||||
7,665 | XPeng Inc, ADR, (2) | 268,965 | ||||
27,099 | Yum China Holdings Inc | 1,305,359 | ||||
6,000 | Zhejiang Supor Co Ltd | 48,630 | ||||
19,965 | Zhongsheng Group Holdings Ltd | 152,729 | ||||
Total Consumer Discretionary | 19,610,002 | |||||
Consumer Staples – 6.8% | ||||||
48,169 | Almarai Co JSC | 630,373 | ||||
793 | AMOREPACIFIC Group, (2) | 26,839 | ||||
617 | BGF retail Co Ltd, (2) | 82,915 | ||||
1,165 | Britannia Industries Ltd | 55,332 | ||||
343,764 | China Feihe Ltd, 144A | 475,249 | ||||
84,665 | China Mengniu Dairy Co Ltd | 499,463 | ||||
93,855 | Coca-Cola Femsa SAB de CV | 494,479 | ||||
250,864 | Fomento Economico Mexicano SAB de CV | 1,887,099 | ||||
30,100 | Henan Shuanghui Investment & Development Co Ltd | 140,620 | ||||
57,322 | Hindustan Unilever Ltd | 1,748,447 | ||||
70,204 | Inner Mongolia Yili Industrial Group Co Ltd | 418,995 | ||||
7,400 | Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd | 37,123 | ||||
3,180 | Kuala Lumpur Kepong Bhd | 16,411 | ||||
250 | LG Household & Health Care Ltd | 202,198 | ||||
395 | LG Household & Health Care Ltd | 179,560 | ||||
42,243 | Magnit PJSC, GDR | 553,383 | ||||
3,020 | Nestle India Ltd | 747,911 |
Shares | Description (1) | Value | ||||
Consumer Staples (continued) | ||||||
39,566 | PPB Group Bhd | $150,116 | ||||
50,335 | Savola Group | 457,481 | ||||
1,469,824 | Unilever Indonesia Tbk PT | 411,861 | ||||
73,200 | Wens Foodstuffs Group Co Ltd | 231,233 | ||||
23,570 | X5 Retail Group NV, GDR | 528,911 | ||||
Total Consumer Staples | 9,975,999 | |||||
Energy – 2.6% | ||||||
198,700 | Cosan SA | 889,472 | ||||
761,170 | Dialog Group Bhd | 465,559 | ||||
52,051 | Offshore Oil Engineering Co Ltd | 36,312 | ||||
57,345 | Petronas Dagangan Bhd | 265,797 | ||||
93,851 | Qatar Fuel QSC | 489,747 | ||||
481,115 | Qatar Gas Transport Co Ltd | 477,019 | ||||
212,588 | Thai Oil PCL, (4) | 335,212 | ||||
24,135 | Turkiye Petrol Rafinerileri AS, (2) | 307,995 | ||||
139,750 | Ultrapar Participacoes SA | 397,669 | ||||
10,502 | Yantai Jereh Oilfield Services Group Co Ltd | 68,194 | ||||
Total Energy | 3,732,976 | |||||
Financials – 18.9% | ||||||
5,018,143 | Agricultural Bank of China Ltd | 1,904,919 | ||||
857,500 | Agricultural Bank of China Ltd | 397,915 | ||||
160,922 | Alpha Services and Holdings SA, (2) | 239,923 | ||||
246,224 | Axis Bank Ltd, (2) | 2,547,287 | ||||
68,198 | B3 SA - Brasil Bolsa Balcao | 187,769 | ||||
192,336 | Banco Bradesco SA | 825,850 | ||||
48,039 | Banco Bradesco SA | 170,082 | ||||
124,224 | Bandhan Bank Ltd, 144A | 525,046 | ||||
592,577 | Bank Central Asia Tbk PT | 314,170 | ||||
438,572 | Cathay Financial Holding Co Ltd | 998,116 | ||||
4,622,143 | China Construction Bank Corp | 3,532,901 | ||||
113,400 | China Construction Bank Corp | 106,489 | ||||
470,600 | China Everbright Bank Co Ltd | 246,413 | ||||
152,959 | China Merchants Bank Co Ltd | 1,273,097 | ||||
29,500 | China Merchants Bank Co Ltd | 227,583 | ||||
1,853 | Credicorp Ltd | 265,387 | ||||
216,823 | First Abu Dhabi Bank PJSC | 1,180,616 | ||||
239,927 | FirstRand Ltd | 957,071 | ||||
385,185 | Fubon Financial Holding Co Ltd | 1,046,954 | ||||
84,899 | Huatai Securities Co Ltd | 227,329 | ||||
297,160 | Huatai Securities Co Ltd, 144A | 525,910 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
240,086 | Industrial Bank Co Ltd | $785,890 | ||||
25,625 | KB Financial Group Inc | 1,264,776 | ||||
22,757 | Kotak Mahindra Bank Ltd | 566,741 | ||||
435,682 | Kuwait Finance House KSCP | 1,303,162 | ||||
3,940 | Nedbank Group Ltd | 48,523 | ||||
839,165 | Old Mutual Ltd | 748,034 | ||||
3,183 | OTP Bank Nyrt, (2) | 183,455 | ||||
20,073 | Piramal Enterprises Ltd | 641,591 | ||||
585,968 | Public Bank Bhd | 589,398 | ||||
21,551 | Qatar National Bank QPSC | 129,270 | ||||
5,927 | Samsung Fire & Marine Insurance Co Ltd | 985,785 | ||||
36,646 | Shinhan Financial Group Co Ltd | 1,159,722 | ||||
2,411 | Standard Bank Group Ltd | 23,286 | ||||
204,034 | State Bank of India | 1,471,008 | ||||
Total Financials | 27,601,468 | |||||
Health Care – 3.4% | ||||||
245,431 | 3SBio Inc, 144A, (2) | 193,574 | ||||
54,295 | Akeso Inc, 144A, (2) | 146,225 | ||||
779,807 | Alibaba Health Information Technology Ltd, (2) | 583,039 | ||||
21,466 | Biocon Ltd, (2) | 105,644 | ||||
67,091 | CSPC Pharmaceutical Group Ltd | 81,309 | ||||
10,110 | Dr Sulaiman Al Habib Medical Services Group Co | 444,615 | ||||
13,540 | Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd | 61,770 | ||||
1,336 | Hangzhou Tigermed Consulting Co Ltd, 144A | 13,904 | ||||
129,012 | Hansoh Pharmaceutical Group Co Ltd, 144A | 265,385 | ||||
28,107 | Hartalega Holdings Bhd | 39,486 | ||||
2,832,638 | Kalbe Farma Tbk PT | 323,010 | ||||
2,406 | Oneness Biotech Co Ltd, (2) | 20,674 | ||||
39,080 | Shanghai Fosun Pharmaceutical Group Co Ltd | 156,369 | ||||
6,668 | Shanghai Fosun Pharmaceutical Group Co Ltd | 44,458 | ||||
10,200 | Shenzhen Mindray Bio-Medical Electronics Co Ltd | 516,944 | ||||
48,177 | WuXi AppTec Co Ltd, 144A | 687,665 | ||||
15,862 | WuXi AppTec Co Ltd | 260,605 | ||||
86,763 | Wuxi Biologics Cayman Inc, 144A, (2) | 845,092 | ||||
14,520 | Yunnan Baiyao Group Co Ltd | 205,505 | ||||
Total Health Care | 4,995,273 | |||||
Industrials – 5.0% | ||||||
550,699 | Airports of Thailand PCL, (4) | 1,054,424 | ||||
10,000 | China Baoan Group Co Ltd | 20,082 | ||||
209,071 | China Lesso Group Holdings Ltd | 361,431 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
395 | CJ Corp, (2) | $26,017 | ||||
12,317 | Contemporary Amperex Technology Co Ltd | 1,144,277 | ||||
58,518 | DiDi Global Inc, (2) | 211,250 | ||||
54,522 | Evergreen Marine Corp Taiwan Ltd | 221,507 | ||||
35,653 | Grupo Aeroportuario del Pacifico SAB de CV | 490,585 | ||||
1,297 | Grupo Aeroportuario del Sureste SAB de CV | 26,239 | ||||
11,662 | GS Engineering & Construction Corp, (2) | 379,704 | ||||
9,134 | Hyundai Heavy Industries Holdings Co Ltd | 362,557 | ||||
16,631 | LG Corp, (2) | 1,020,899 | ||||
2,335 | Localiza Rent a Car SA | 25,769 | ||||
100,364 | Rumo SA, (2) | 295,233 | ||||
139,300 | Shanghai Electric Group Co Ltd | 93,467 | ||||
14,800 | Shenzhen Inovance Technology Co Ltd | 139,189 | ||||
238,697 | Shenzhen International Holdings Ltd | 241,527 | ||||
129,463 | Sinotruk Hong Kong Ltd | 191,599 | ||||
13,003 | SM Investments Corp | 242,076 | ||||
31,915 | WEG SA | 193,293 | ||||
148,918 | Xinjiang Goldwind Science & Technology Co Ltd | 257,824 | ||||
8,400 | Xinjiang Goldwind Science & Technology Co Ltd | 19,661 | ||||
8,100 | Zhejiang Weixing New Building Materials Co Ltd | 28,698 | ||||
80,202 | Zoomlion Heavy Industry Science and Technology Co Ltd | 88,642 | ||||
258,907 | Zoomlion Heavy Industry Science and Technology Co Ltd | 168,674 | ||||
Total Industrials | 7,304,624 | |||||
Information Technology – 22.3% | ||||||
81,100 | 360 Security Technology Inc, (2) | 132,735 | ||||
139,801 | AAC Technologies Holdings Inc | 422,224 | ||||
558,044 | Acer Inc | 568,798 | ||||
135,429 | Asustek Computer Inc | 1,750,439 | ||||
346,572 | Compal Electronics Inc | 314,001 | ||||
245,930 | Delta Electronics Inc | 2,369,643 | ||||
33,688 | Delta Electronics Thailand PCL, (4) | 351,096 | ||||
1,312 | HCL Technologies Ltd | 19,321 | ||||
104,607 | Infosys Ltd | 2,434,674 | ||||
783,625 | Lenovo Group Ltd | 841,154 | ||||
44,855 | LG Display Co Ltd | 733,010 | ||||
407,687 | Lite-On Technology Corp | 930,759 | ||||
4,072 | Samsung SDI Co Ltd | 1,972,665 | ||||
6,330 | Samsung SDS Co Ltd | 737,756 | ||||
562,095 | Taiwan Semiconductor Manufacturing Co Ltd | 12,852,967 | ||||
46,619 | Tata Consultancy Services Ltd | 2,338,306 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
32,821 | Unisplendour Corp Ltd | $108,413 | ||||
48,509 | Wipro Ltd | 372,061 | ||||
530,749 | Wistron Corp | 598,223 | ||||
909,571 | Xinyi Solar Holdings Ltd | 1,446,439 | ||||
71,730 | Yageo Corp | 1,183,723 | ||||
Total Information Technology | 32,478,407 | |||||
Materials – 10.7% | ||||||
206 | Anglo American Platinum Ltd | 24,705 | ||||
38,717 | Asian Paints Ltd | 1,639,529 | ||||
675,349 | Barito Pacific Tbk PT | 41,793 | ||||
1,712 | Berger Paints India Ltd | 16,609 | ||||
46,181 | China Jushi Co Ltd | 117,502 | ||||
642,553 | China Molybdenum Co Ltd | 326,322 | ||||
203,865 | China Molybdenum Co Ltd | 165,233 | ||||
13,052 | Ganfeng Lithium Co Ltd | 274,084 | ||||
2,024 | Ganfeng Lithium Co Ltd, 144A | 31,771 | ||||
220,968 | Gerdau SA | 1,158,521 | ||||
43,185 | Grasim Industries Ltd | 999,321 | ||||
23,972 | Hanwha Solutions Corp, (2) | 641,308 | ||||
27,980 | Impala Platinum Holdings Ltd | 423,462 | ||||
11,426 | KGHM Polska Miedz SA | 389,472 | ||||
24,165 | Kingfa Sci & Tech Co Ltd | 42,960 | ||||
81,067 | Klabin SA | 379,839 | ||||
12,402 | Kumba Iron Ore Ltd | 433,461 | ||||
604 | Kumho Petrochemical Co Ltd, (2) | 72,901 | ||||
3,297 | Lotte Chemical Corp, (2) | 533,318 | ||||
673,690 | Nan Ya Plastics Corp | 2,092,716 | ||||
4,946 | Polymetal International PLC | 70,406 | ||||
13,131 | Polyus PJSC, GDR | 1,024,218 | ||||
175,064 | PTT Global Chemical PCL, (4) | 297,075 | ||||
35,113 | SABIC Agri-Nutrients Co | 1,581,625 | ||||
83,067 | Saudi Arabian Mining Co, (2) | 2,034,664 | ||||
33,404 | Shandong Nanshan Aluminum Co Ltd | 22,466 | ||||
1,515 | Shanghai Putailai New Energy Technology Co Ltd | 33,797 | ||||
71,600 | Sinopec Shanghai Petrochemical Co Ltd | 43,328 | ||||
37,882 | UPL Ltd | 396,017 | ||||
14,025 | Zhejiang Huayou Cobalt Co Ltd | 216,287 | ||||
Total Materials | 15,524,710 | |||||
Real Estate – 1.9% | ||||||
13,052 | A-Living Smart City Services Co Ltd, 144A | 25,309 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
5,404 | China Resources Land Ltd | $26,024 | ||||
329,841 | China Vanke Co Ltd | 850,242 | ||||
112,000 | China Vanke Co Ltd | 356,960 | ||||
21,921 | Country Garden Services Holdings Co Ltd | 128,897 | ||||
16,425 | Greentown Service Group Co Ltd | 18,031 | ||||
326,811 | Guangzhou R&F Properties Co Ltd | 145,015 | ||||
1,543,949 | SM Prime Holdings Inc | 1,063,121 | ||||
122,350 | Sunac Services Holdings Ltd, 144A | 138,236 | ||||
Total Real Estate | 2,751,835 | |||||
Utilities – 2.4% | ||||||
4,059,748 | Enel Americas SA | 479,026 | ||||
122,302 | ENN Energy Holdings Ltd | 1,938,625 | ||||
63,804 | Interconexion Electrica SA ESP | 381,983 | ||||
243,233 | Power Grid Corp of India Ltd | 703,077 | ||||
Total Utilities | 3,502,711 | |||||
Total Common Stocks (cost $136,402,238) | 145,610,942 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (5) | Value | |
CORPORATE BONDS – 0.0% | ||||||
Food Products – 0.0% | ||||||
$25 | Britannia Industries Ltd | 5.500% | 6/03/24 | N/R | $333 | |
25 | Total Corporate Bonds (cost $0) | 333 | ||||
Total Long-Term Investments (cost $136,402,238) | 145,611,275 | |||||
Other Assets Less Liabilities – 0.1% | 96,366 | |||||
Net Assets – 100% | $145,707,641 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $143,137,051 | $2,473,272 | $619 | $145,610,942 |
Corporate Bonds | — | 333 | — | 333 |
Total | $143,137,051 | $2,473,605 | $619 | $145,611,275 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
(4) | For fair value measurement disclosure purposes, investment classified as Level 2. | |
(5) | For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies. | |
144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.6% | ||||||
COMMON STOCKS – 99.6% | ||||||
Communication Services – 5.3% | ||||||
393,684 | HKT Trust & HKT Ltd | $536,184 | ||||
51,947 | KDDI Corp | 1,643,279 | ||||
5,262 | Publicis Groupe SA | 352,153 | ||||
940 | Schibsted ASA | 24,459 | ||||
5,549 | Schibsted ASA, Class A | 162,747 | ||||
854,697 | Singapore Telecommunications Ltd | 1,536,009 | ||||
53,983 | SoftBank Corp | 671,830 | ||||
72,520 | Telenor ASA | 1,192,799 | ||||
53,955 | Telia Co AB | 211,621 | ||||
31,168 | Vivendi SE | 405,296 | ||||
755,750 | Vodafone Group PLC | 1,318,340 | ||||
348 | Vodafone Group PLC, Sponsored ADR | 6,094 | ||||
29,962 | WPP PLC | 462,886 | ||||
112,415 | Z Holdings Corp | 563,026 | ||||
Total Communication Services | 9,086,723 | |||||
Consumer Discretionary – 12.5% | ||||||
6,231 | Bayerische Motoren Werke AG | 531,555 | ||||
15,239 | Bayerische Motoren Werke AG | 1,587,857 | ||||
19,146 | Cie Financiere Richemont SA | 2,733,968 | ||||
30,741 | Daimler AG | 2,409,834 | ||||
9,009 | EssilorLuxottica SA | 1,684,730 | ||||
3,074 | Fiverr International Ltd, (2) | 262,243 | ||||
16,437 | IDP Education Ltd | 339,198 | ||||
25,608 | Industria de Diseno Textil SA | 767,614 | ||||
58,123 | Mazda Motor Corp, (2) | 445,917 | ||||
12,620 | Oriental Land Co Ltd/Japan | 2,177,354 | ||||
124,617 | Panasonic Corp | 1,354,591 | ||||
3,875 | Prosus NV | 319,014 | ||||
31,182 | Sony Group Corp | 3,442,265 | ||||
7,416 | Valeo | 204,674 | ||||
64,402 | Wesfarmers Ltd | 2,391,686 | ||||
1,039 | Whitbread PLC, (2) | 42,126 | ||||
29,218 | Yamaha Motor Co Ltd | 687,945 | ||||
Total Consumer Discretionary | 21,382,571 |
Shares | Description (1) | Value | ||||
Consumer Staples – 11.6% | ||||||
36,865 | Associated British Foods PLC | $960,017 | ||||
21,353 | Coca-Cola Europacific Partners PLC, (2) | 1,220,324 | ||||
15,393 | Coca-Cola HBC AG | 504,116 | ||||
41,865 | Danone SA | 2,592,919 | ||||
182,630 | J Sainsbury PLC | 712,289 | ||||
28,771 | Jeronimo Martins SGPS SA | 688,909 | ||||
12,965 | Kao Corp | 644,959 | ||||
2,797 | Kerry Group PLC | 351,169 | ||||
11,261 | Koninklijke Ahold Delhaize NV | 362,991 | ||||
6,909 | L'Oreal SA | 2,918,699 | ||||
45,787 | Mowi ASA | 1,116,424 | ||||
46,299 | Nestle SA | 5,921,578 | ||||
77,839 | Orkla ASA | 740,322 | ||||
13,410 | Reckitt Benckiser Group PLC | 1,081,471 | ||||
Total Consumer Staples | 19,816,187 | |||||
Energy – 1.5% | ||||||
24,950 | Ampol Ltd | 522,609 | ||||
43,973 | Neste Oyj | 1,960,412 | ||||
Total Energy | 2,483,021 | |||||
Financials – 19.3% | ||||||
101,139 | 3i Group PLC | 1,858,996 | ||||
190,768 | AIA Group Ltd | 1,973,112 | ||||
10,095 | Allianz SE | 2,572,805 | ||||
88,920 | Assicurazioni Generali SpA | 1,852,042 | ||||
40,931 | Australia & New Zealand Banking Group Ltd | 765,070 | ||||
98,405 | AXA SA | 3,083,772 | ||||
310,232 | Banco Bilbao Vizcaya Argentaria SA | 1,959,337 | ||||
118,257 | Bank Hapoalim BM | 1,215,784 | ||||
385,039 | BOC Hong Kong Holdings Ltd | 1,481,384 | ||||
259,707 | CaixaBank SA | 828,560 | ||||
17,773 | CNP Assurances | 434,333 | ||||
14,103 | DBS Group Holdings Ltd | 367,138 | ||||
21,386 | EQT AB | 823,904 | ||||
2,812 | Erste Group Bank AG | 129,967 | ||||
171,870 | HSBC Holdings PLC | 1,216,590 | ||||
85,931 | ING Groep NV | 1,258,245 | ||||
977,737 | Intesa Sanpaolo SpA | 2,871,085 | ||||
1 | Isracard Ltd | 5 | ||||
1,957,335 | Lloyds Banking Group PLC | 1,340,603 | ||||
46,238 | MS&AD Insurance Group Holdings Inc | 1,575,443 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
20,870 | NatWest Group PLC | $67,873 | ||||
319,609 | Nomura Holdings Inc, (2) | 1,400,482 | ||||
5,213 | Oversea-Chinese Banking Corp Ltd | 48,076 | ||||
214,845 | Resona Holdings Inc | 916,063 | ||||
25,018 | Societe Generale SA | 916,657 | ||||
35,002 | Sumitomo Mitsui Trust Holdings Inc | 1,204,452 | ||||
5,168 | Swiss Re AG | 556,737 | ||||
3,904 | Tokyo Century Corp | 190,414 | ||||
Total Financials | 32,908,929 | |||||
Health Care – 11.5% | ||||||
1,249 | Ambu A/S | 26,204 | ||||
3,165 | Argenx SE, (2) | 831,288 | ||||
100,902 | Astellas Pharma Inc | 1,620,474 | ||||
17,819 | AstraZeneca PLC | 2,060,054 | ||||
89 | AstraZeneca PLC, Sponsored ADR | 5,181 | ||||
55,682 | Chugai Pharmaceutical Co Ltd | 1,793,325 | ||||
65,602 | Daiichi Sankyo Co Ltd | 1,460,353 | ||||
19,274 | Eisai Co Ltd | 966,669 | ||||
248 | Genmab A/S, (2) | 83,360 | ||||
159,523 | GlaxoSmithKline PLC | 3,516,415 | ||||
11,645 | Kyowa Kirin Co Ltd | 288,535 | ||||
28 | Lonza Group AG | 19,049 | ||||
7,174 | Merck KGaA | 1,559,354 | ||||
3,701 | NMC Health PLC, (2), (3) | 5 | ||||
10,407 | Novo Nordisk A/S | 1,028,737 | ||||
12,071 | Ramsay Health Care Ltd | 534,005 | ||||
4,648 | Roche Holding AG | 1,781,721 | ||||
27,719 | Ryman Healthcare Ltd | 180,224 | ||||
919 | Sonova Holding AG | 322,768 | ||||
770 | Straumann Holding AG | 1,253,354 | ||||
3,759 | Sysmex Corp | 353,308 | ||||
Total Health Care | 19,684,383 | |||||
Industrials – 17.3% | ||||||
59,951 | ABB Ltd | 2,041,830 | ||||
16,038 | Adecco Group AG | 754,831 | ||||
587 | Alstom SA | 18,852 | ||||
18,050 | Ashtead Group PLC | 1,270,412 | ||||
471 | Atlas Copco AB | 23,762 | ||||
23,561 | Bouygues SA | 823,787 | ||||
138,745 | Brambles Ltd | 945,269 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
47,564 | CNH Industrial NV | $711,012 | ||||
22,993 | Dai Nippon Printing Co Ltd | 548,160 | ||||
7,959 | Daikin Industries Ltd | 1,645,677 | ||||
15,999 | Daimler Truck Holding AG, (2) | 562,797 | ||||
3,472 | DCC PLC | 289,088 | ||||
23,235 | East Japan Railway Co | 1,319,591 | ||||
4,659 | Eiffage SA | 484,461 | ||||
3,779 | Ferguson PLC | 588,131 | ||||
60,604 | Komatsu Ltd | 1,475,850 | ||||
160,391 | MTR Corp Ltd | 865,972 | ||||
5,559 | MTU Aero Engines AG | 1,165,628 | ||||
74,878 | Nibe Industrier AB | 702,405 | ||||
91,809 | RELX PLC | 2,796,085 | ||||
2,923 | Rentokil Initial PLC | 20,322 | ||||
8,831 | Schneider Electric SE | 1,478,597 | ||||
7,435 | Secom Co Ltd | 521,628 | ||||
34 | SGS SA | 95,860 | ||||
13,095 | Siemens AG | 2,053,368 | ||||
41,068 | Smiths Group PLC | 854,308 | ||||
43,891 | Sydney Airport, (2) | 267,797 | ||||
186 | Teleperformance | 69,516 | ||||
227,725 | Transurban Group | 1,997,523 | ||||
649 | VAT Group AG, 144A | 259,447 | ||||
21,193 | Vestas Wind Systems A/S | 565,004 | ||||
73,043 | Volvo AB | 1,629,638 | ||||
11,836 | Volvo AB | 268,063 | ||||
9,331 | West Japan Railway Co | 387,817 | ||||
Total Industrials | 29,502,488 | |||||
Information Technology – 7.9% | ||||||
5,095 | ASML Holding NV | 3,393,770 | ||||
583 | Dassault Systemes SE | 27,743 | ||||
12,384 | Fujitsu Ltd | 1,614,300 | ||||
11,049 | Ibiden Co Ltd | 604,111 | ||||
8,340 | Logitech International SA | 687,588 | ||||
23,891 | Nomura Research Institute Ltd | 821,075 | ||||
1,436 | Omron Corp | 103,502 | ||||
16,663 | SAP SE | 2,062,186 | ||||
24,135 | STMicroelectronics NV | 1,115,762 | ||||
60,077 | Telefonaktiebolaget LM Ericsson | 738,886 | ||||
179 | Temenos AG | 21,158 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
2,553 | Tokyo Electron Ltd | $1,212,633 | ||||
13,905 | Xero Ltd, (2) | 1,106,153 | ||||
Total Information Technology | 13,508,867 | |||||
Materials – 7.7% | ||||||
7,772 | Akzo Nobel NV | 797,708 | ||||
40,767 | Antofagasta PLC | 728,811 | ||||
130,518 | Asahi Kasei Corp | 1,269,782 | ||||
20,895 | Boliden AB | 836,104 | ||||
14,486 | Croda International PLC | 1,549,370 | ||||
82,796 | Fortescue Metals Group Ltd | 1,159,095 | ||||
123 | Givaudan SA | 504,392 | ||||
10,287 | James Hardie Industries PLC | 341,077 | ||||
2,779 | Mitsui Chemicals Inc | 73,319 | ||||
8,433 | Nitto Denko Corp | 647,707 | ||||
37,589 | Northern Star Resources Ltd | 219,547 | ||||
42,159 | Orica Ltd | 411,685 | ||||
25,119 | Smurfit Kappa Group PLC | 1,310,774 | ||||
155,462 | Sumitomo Chemical Co Ltd | 774,443 | ||||
25,755 | Sumitomo Metal Mining Co Ltd | 1,173,029 | ||||
144,565 | Toray Industries Inc | 909,734 | ||||
12,513 | Umicore SA | 468,785 | ||||
Total Materials | 13,175,362 | |||||
Real Estate – 2.5% | ||||||
2,726 | British Land Co PLC | 20,123 | ||||
40,180 | CapitaLand Integrated Commercial Trust | 57,648 | ||||
265,326 | Capitaland Investment Ltd/Singapore, (2) | 676,977 | ||||
42,274 | City Developments Ltd | 220,413 | ||||
39,301 | Hulic Co Ltd | 376,212 | ||||
21,275 | Klepierre SA | 559,504 | ||||
72,031 | Lendlease Corp Ltd | 503,942 | ||||
12,271 | Nomura Real Estate Holdings Inc | 285,622 | ||||
79,305 | Scentre Group | 163,153 | ||||
121,143 | Swire Properties Ltd | 321,596 | ||||
12,694 | Unibail-Rodamco-Westfield, (2) | 957,535 | ||||
22,490 | Vicinity Centres | 25,828 | ||||
902 | Vonovia SE | 50,941 | ||||
Total Real Estate | 4,219,494 | |||||
Utilities – 2.5% | ||||||
7,776 | Endesa SA | 172,987 |
Shares | Description (1) | Value | ||||
Utilities (continued) | ||||||
151,521 | National Grid PLC | $2,194,699 | ||||
11,473 | Orsted AS, 144A | 1,208,266 | ||||
7,048 | Verbund AG | 741,096 | ||||
Total Utilities | 4,317,048 | |||||
Total Long-Term Investments (cost $163,857,899) | 170,085,073 | |||||
Other Assets Less Liabilities – 0.4% | 615,618 | |||||
Net Assets – 100% | $170,700,691 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $170,085,068 | $ — | $5 | $170,085,073 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. | |
ADR | American Depositary Receipt |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 7.2% | ||||||
1 | Cable One Inc | $1,545 | ||||
2 | Discovery Inc, (2) | 56 | ||||
3 | Discovery Inc, (2) | 82 | ||||
34 | Electronic Arts Inc | 4,510 | ||||
1,601 | Liberty Global PLC, (2) | 43,291 | ||||
48 | Liberty Global PLC, (2) | 1,302 | ||||
1,457 | Match Group Inc, (2) | 164,204 | ||||
720 | Netflix Inc, (2) | 307,541 | ||||
3,998 | Pinterest Inc, Class A, (2) | 118,181 | ||||
7,575 | Snap Inc, (2) | 246,490 | ||||
76 | T-Mobile US Inc, (2) | 8,221 | ||||
5,743 | Twitter Inc, (2) | 215,420 | ||||
7,513 | Verizon Communications Inc | 399,917 | ||||
2 | ViacomCBS Inc, Class B | 67 | ||||
3,782 | Walt Disney Co, (2) | 540,712 | ||||
106 | ZoomInfo Technologies Inc, (2) | 5,603 | ||||
Total Communication Services | 2,057,142 | |||||
Consumer Discretionary – 10.4% | ||||||
4 | Aptiv PLC, (2) | 546 | ||||
21 | BorgWarner Inc | 921 | ||||
57 | Darden Restaurants Inc | 7,973 | ||||
24 | Domino's Pizza Inc | 10,912 | ||||
4 | Etsy Inc, (2) | 628 | ||||
711 | Hilton Worldwide Holdings Inc, (2) | 103,173 | ||||
903 | Home Depot Inc | 331,383 | ||||
14 | Lowe's Cos Inc | 3,323 | ||||
72 | Lululemon Athletica Inc, (2) | 24,031 | ||||
2,057 | McDonald's Corp | 533,689 | ||||
240 | MercadoLibre Inc, (2) | 271,694 | ||||
21 | Newell Brands Inc | 487 | ||||
2,397 | NIKE Inc, Class B | 354,924 | ||||
3 | Pool Corp | 1,429 | ||||
9 | Ross Stores Inc | 880 | ||||
1,557 | Target Corp | 343,209 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
798 | Tesla Inc, (2) | $747,503 | ||||
3,497 | TJX Cos Inc | 251,679 | ||||
3 | Vail Resorts Inc | 831 | ||||
15 | Yum! Brands Inc | 1,877 | ||||
Total Consumer Discretionary | 2,991,092 | |||||
Consumer Staples – 7.7% | ||||||
2 | Archer-Daniels-Midland Co | 150 | ||||
9,875 | Coca-Cola Co | 602,474 | ||||
13 | Colgate-Palmolive Co | 1,072 | ||||
17 | General Mills Inc | 1,168 | ||||
29 | Hormel Foods Corp | 1,377 | ||||
3,470 | Keurig Dr Pepper Inc | 131,686 | ||||
4,941 | Kroger Co | 215,378 | ||||
3,289 | PepsiCo Inc | 570,707 | ||||
4,367 | Procter & Gamble Co | 700,685 | ||||
Total Consumer Staples | 2,224,697 | |||||
Energy – 2.6% | ||||||
5,963 | Baker Hughes Co | 163,625 | ||||
1,736 | Cheniere Energy Inc | 194,258 | ||||
6,462 | Halliburton Co | 198,642 | ||||
3,074 | ONEOK Inc | 186,530 | ||||
Total Energy | 743,055 | |||||
Financials – 13.2% | ||||||
1,593 | American Express Co | 286,453 | ||||
475 | Bank of New York Mellon Corp | 28,148 | ||||
233 | BlackRock Inc | 191,745 | ||||
7,056 | Citigroup Inc | 459,487 | ||||
1,078 | CME Group Inc | 247,401 | ||||
186 | Huntington Bancshares Inc | 2,801 | ||||
124 | Intercontinental Exchange Inc | 15,706 | ||||
42 | Invesco Ltd | 952 | ||||
3,079 | JPMorgan Chase & Co | 457,539 | ||||
43 | KeyCorp | 1,078 | ||||
2,668 | Marsh & McLennan Cos Inc, Class A | 409,912 | ||||
3,523 | MetLife Inc | 236,252 | ||||
12 | Moody's Corp | 4,116 | ||||
2,933 | Morgan Stanley | 300,750 | ||||
2,073 | PNC Financial Services Group Inc | 427,017 | ||||
6 | Regions Financial Corp | 138 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
1,005 | S&P Global Inc | $417,296 | ||||
3 | State Street Corp | 283 | ||||
11 | T Rowe Price Group Inc | 1,699 | ||||
1,793 | Travelers Cos Inc | 297,961 | ||||
244 | Truist Financial Corp | 15,328 | ||||
Total Financials | 3,802,062 | |||||
Health Care – 13.1% | ||||||
2 | ABIOMED Inc, (2) | 592 | ||||
2,183 | Agilent Technologies Inc | 304,136 | ||||
488 | Align Technology Inc, (2) | 241,540 | ||||
939 | Amgen Inc | 213,284 | ||||
651 | Anthem Inc | 287,085 | ||||
13 | Baxter International Inc | 1,111 | ||||
123 | Biogen Inc, (2) | 27,798 | ||||
623 | BioMarin Pharmaceutical Inc, (2) | 55,216 | ||||
3,937 | Bristol-Myers Squibb Co | 255,472 | ||||
44 | Cerner Corp | 4,013 | ||||
432 | Cigna Corp | 99,559 | ||||
1,690 | Danaher Corp | 482,985 | ||||
1,025 | DENTSPLY SIRONA Inc | 54,756 | ||||
8 | Dexcom Inc, (2) | 3,444 | ||||
2,841 | Edwards Lifesciences Corp, (2) | 310,237 | ||||
1,072 | Eli Lilly & Co | 263,058 | ||||
502 | Gilead Sciences Inc | 34,477 | ||||
1,055 | HCA Inc | 253,253 | ||||
10 | Hologic Inc, (2) | 702 | ||||
68 | Humana Inc | 26,690 | ||||
128 | IDEXX Laboratories Inc, (2) | 64,934 | ||||
139 | Illumina Inc, (2) | 48,486 | ||||
3 | Insulet Corp, (2) | 744 | ||||
27 | Intuitive Surgical Inc, (2) | 7,673 | ||||
5 | IQVIA Holdings Inc, (2) | 1,225 | ||||
3 | Laboratory Corp of America Holdings, (2) | 814 | ||||
1,053 | Merck & Co Inc | 85,798 | ||||
1 | Mettler-Toledo International Inc, (2) | 1,473 | ||||
3 | Novocure Ltd, (2) | 206 | ||||
6 | Quest Diagnostics Inc | 810 | ||||
16 | Regeneron Pharmaceuticals Inc, (2) | 9,737 | ||||
13 | ResMed Inc | 2,972 | ||||
497 | Teladoc Health Inc, (2) | 38,125 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
1,510 | Vertex Pharmaceuticals Inc, (2) | $367,006 | ||||
2 | West Pharmaceutical Services Inc | 786 | ||||
1,055 | Zoetis Inc | 210,778 | ||||
Total Health Care | 3,760,975 | |||||
Industrials – 9.3% | ||||||
2,093 | 3M Co | 347,480 | ||||
8 | Allegion plc | 982 | ||||
2 | AMERCO | 1,218 | ||||
3,800 | Carrier Global Corp | 181,184 | ||||
937 | Caterpillar Inc | 188,862 | ||||
2 | CH Robinson Worldwide Inc | 209 | ||||
497 | Copart Inc, (2) | 64,237 | ||||
11,899 | CSX Corp | 407,184 | ||||
5 | Cummins Inc | 1,104 | ||||
226 | Deere & Co | 85,067 | ||||
996 | Dover Corp | 169,230 | ||||
4 | Eaton Corp PLC | 634 | ||||
19 | Emerson Electric Co | 1,747 | ||||
21 | Expeditors International of Washington Inc | 2,404 | ||||
2 | Fastenal Co | 113 | ||||
1,272 | Fortive Corp | 89,727 | ||||
983 | Fortune Brands Home & Security Inc | 92,569 | ||||
176 | Generac Holdings Inc, (2) | 49,699 | ||||
1,862 | IHS Markit Ltd | 217,463 | ||||
4 | Illinois Tool Works Inc | 936 | ||||
160 | Johnson Controls International plc | 11,627 | ||||
378 | Nordson Corp | 87,900 | ||||
591 | Old Dominion Freight Line Inc | 178,441 | ||||
11 | Owens Corning | 976 | ||||
13 | Pentair PLC | 828 | ||||
80 | Robert Half International Inc | 9,061 | ||||
836 | Rockwell Automation Inc | 241,788 | ||||
538 | Roper Technologies Inc | 235,192 | ||||
48 | Verisk Analytics Inc | 9,414 | ||||
2 | WW Grainger Inc | 990 | ||||
Total Industrials | 2,678,266 | |||||
Information Technology – 27.9% | ||||||
773 | Adobe Inc, (2) | 413,014 | ||||
1,173 | Akamai Technologies Inc, (2) | 134,367 | ||||
1,956 | Applied Materials Inc | 270,280 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
317 | Autodesk Inc, (2) | $79,184 | ||||
1,395 | Automatic Data Processing Inc | 287,607 | ||||
327 | Cadence Design Systems Inc, (2) | 49,750 | ||||
3,001 | Cisco Systems Inc | 167,066 | ||||
1,274 | Cognex Corp | 84,670 | ||||
2 | Fair Isaac Corp, (2) | 990 | ||||
9,406 | Hewlett Packard Enterprise Co | 153,600 | ||||
8,653 | HP Inc | 317,825 | ||||
10,677 | Intel Corp | 521,251 | ||||
3,015 | International Business Machines Corp | 402,714 | ||||
223 | Intuit Inc | 123,816 | ||||
1,326 | Keysight Technologies Inc, (2) | 223,855 | ||||
6,279 | Microsoft Corp | 1,952,643 | ||||
35 | NortonLifeLock Inc | 910 | ||||
24 | Nuance Communications Inc, (2) | 1,326 | ||||
3,021 | NVIDIA Corp | 739,722 | ||||
84 | NXP Semiconductors NV | 17,257 | ||||
900 | Okta Inc, (2) | 178,101 | ||||
5 | ON Semiconductor Corp, (2) | 295 | ||||
498 | PayPal Holdings Inc, (2) | 85,626 | ||||
1,978 | salesforce.com Inc, (2) | 460,142 | ||||
1,475 | Seagate Technology Holdings PLC | 158,046 | ||||
543 | ServiceNow Inc, (2) | 318,079 | ||||
3 | Synopsys Inc, (2) | 932 | ||||
2,551 | Texas Instruments Inc | 457,879 | ||||
1,813 | Trimble Inc, (2) | 130,826 | ||||
613 | VMware Inc, Class A | 78,758 | ||||
385 | Zebra Technologies Corp, Class A, (2) | 196,011 | ||||
Total Information Technology | 8,006,542 | |||||
Materials – 2.7% | ||||||
1,439 | Amcor PLC | 17,282 | ||||
1,296 | Ball Corp | 125,842 | ||||
247 | DuPont de Nemours Inc | 18,920 | ||||
1,423 | Ecolab Inc | 269,587 | ||||
2,578 | Mosaic Co | 102,991 | ||||
366 | Newmont Corp | 22,388 | ||||
1,202 | PPG Industries Inc | 187,753 | ||||
282 | Steel Dynamics Inc | 15,657 | ||||
Total Materials | 760,420 |
Shares | Description (1) | Value | ||||
Real Estate – 3.4% | ||||||
1,393 | American Tower Corp | $350,340 | ||||
429 | Crown Castle International Corp | 78,297 | ||||
461 | Equinix Inc | 334,179 | ||||
19 | Iron Mountain Inc | 872 | ||||
1,023 | Prologis Inc | 160,427 | ||||
6 | Ventas Inc | 318 | ||||
427 | Welltower Inc | 36,991 | ||||
Total Real Estate | 961,424 | |||||
Utilities – 2.3% | ||||||
2,497 | Consolidated Edison Inc | 215,866 | ||||
820 | Eversource Energy | 73,382 | ||||
2,309 | Sempra Energy | 319,011 | ||||
1,362 | UGI Corp | 61,767 | ||||
Total Utilities | 670,026 | |||||
Total Long-Term Investments (cost $23,838,703) | 28,655,701 | |||||
Other Assets Less Liabilities – 0.2% | 61,370 | |||||
Net Assets – 100% | $28,717,071 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $28,655,701 | $ — | $ — | $28,655,701 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 11.8% | ||||||
1,631 | Cable One Inc | $2,519,455 | ||||
36,097 | Liberty Broadband Corp, (2) | 5,357,156 | ||||
97,333 | Match Group Inc, (2) | 10,969,429 | ||||
32,067 | Netflix Inc, (2) | 13,697,098 | ||||
241,698 | Pinterest Inc, Class A, (2) | 7,144,593 | ||||
5,556 | Roku Inc, (2) | 911,462 | ||||
233,083 | Sirius XM Holdings Inc, (3) | 1,482,408 | ||||
192,999 | Snap Inc, (2) | 6,280,187 | ||||
26,737 | Take-Two Interactive Software Inc, (2) | 4,367,222 | ||||
126,167 | T-Mobile US Inc, (2) | 13,647,484 | ||||
284,662 | Twitter Inc, (2) | 10,677,672 | ||||
149,397 | Walt Disney Co, (2) | 21,359,289 | ||||
82,350 | ZoomInfo Technologies Inc, (2) | 4,353,021 | ||||
Total Communication Services | 102,766,476 | |||||
Consumer Discretionary – 14.2% | ||||||
17,470 | Aptiv PLC, (2) | 2,386,053 | ||||
1,447 | AutoZone Inc, (2) | 2,874,248 | ||||
4,837 | Booking Holdings Inc, (2) | 11,880,301 | ||||
10,505 | Chewy Inc, Class A, (2), (3) | 500,143 | ||||
16,961 | Domino's Pizza Inc | 7,711,319 | ||||
7,813 | DoorDash Inc, (2) | 886,697 | ||||
11,740 | Etsy Inc, (2) | 1,844,119 | ||||
9,916 | Lululemon Athletica Inc, (2) | 3,309,564 | ||||
6,551 | MercadoLibre Inc, (2) | 7,416,125 | ||||
118,163 | NIKE Inc, Class B | 17,496,395 | ||||
8,536 | O'Reilly Automotive Inc, (2) | 5,563,338 | ||||
6,186 | Pool Corp | 2,946,083 | ||||
145,428 | Starbucks Corp | 14,298,481 | ||||
42,343 | Tesla Inc, (2) | 39,663,535 | ||||
15,125 | Tractor Supply Co | 3,301,939 | ||||
577 | Wayfair Inc, Class A, (2) | 89,966 | ||||
4,673 | Yum! Brands Inc | 584,919 | ||||
Total Consumer Discretionary | 122,753,225 |
Shares | Description (1) | Value | ||||
Consumer Staples – 2.2% | ||||||
36,984 | Costco Wholesale Corp | $18,681,728 | ||||
Energy – 0.8% | ||||||
118,769 | Baker Hughes Co | 3,259,022 | ||||
29,058 | Cheniere Energy Inc | 3,251,590 | ||||
Total Energy | 6,510,612 | |||||
Financials – 3.8% | ||||||
5,086 | American Express Co | 914,564 | ||||
8,685 | FactSet Research Systems Inc | 3,664,115 | ||||
30,407 | Moody's Corp | 10,429,601 | ||||
37,745 | S&P Global Inc | 15,672,479 | ||||
4,507 | SVB Financial Group, (2) | 2,631,637 | ||||
Total Financials | 33,312,396 | |||||
Health Care – 12.7% | ||||||
2,107 | ABIOMED Inc, (2) | 623,398 | ||||
79,912 | Agilent Technologies Inc | 11,133,340 | ||||
5,670 | Align Technology Inc, (2) | 2,806,423 | ||||
1,952 | Catalent Inc, (2) | 202,871 | ||||
13,179 | Dexcom Inc, (2) | 5,673,296 | ||||
79,141 | Edwards Lifesciences Corp, (2) | 8,642,197 | ||||
69,308 | Eli Lilly & Co | 17,007,490 | ||||
3,917 | Hologic Inc, (2) | 275,130 | ||||
10,219 | IDEXX Laboratories Inc, (2) | 5,184,099 | ||||
15,330 | Illumina Inc, (2) | 5,347,411 | ||||
17,817 | Insulet Corp, (2) | 4,418,616 | ||||
2,308 | Mettler-Toledo International Inc, (2) | 3,398,945 | ||||
10,000 | Novocure Ltd, (2) | 686,500 | ||||
20,532 | ResMed Inc | 4,693,615 | ||||
79,649 | Vertex Pharmaceuticals Inc, (2) | 19,358,690 | ||||
3,705 | Waters Corp, (2) | 1,186,045 | ||||
17,413 | West Pharmaceutical Services Inc | 6,847,140 | ||||
65,167 | Zoetis Inc | 13,019,715 | ||||
Total Health Care | 110,504,921 | |||||
Industrials – 7.4% | ||||||
16,650 | Caterpillar Inc | 3,355,974 | ||||
21,257 | Copart Inc, (2) | 2,747,467 | ||||
39,525 | Deere & Co | 14,877,210 | ||||
12,606 | Generac Holdings Inc, (2) | 3,559,682 | ||||
74,422 | IHS Markit Ltd | 8,691,745 | ||||
31,176 | Old Dominion Freight Line Inc | 9,412,970 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
26,704 | Rockwell Automation Inc | $7,723,331 | ||||
101,279 | Rollins Inc | 3,124,457 | ||||
16,980 | Roper Technologies Inc | 7,422,977 | ||||
23,190 | Waste Management Inc | 3,488,704 | ||||
1,225 | Xylem Inc/NY | 128,649 | ||||
Total Industrials | 64,533,166 | |||||
Information Technology – 42.5% | ||||||
40,636 | Adobe Inc, (2) | 21,711,815 | ||||
9,525 | ANSYS Inc, (2) | 3,238,595 | ||||
120,777 | Applied Materials Inc | 16,688,966 | ||||
26,962 | Autodesk Inc, (2) | 6,734,838 | ||||
37,039 | Automatic Data Processing Inc | 7,636,331 | ||||
25,225 | Black Knight Inc, (2) | 1,881,785 | ||||
58,464 | Cadence Design Systems Inc, (2) | 8,894,713 | ||||
81,723 | Cognex Corp | 5,431,311 | ||||
1,765 | HubSpot Inc, (2) | 862,732 | ||||
29,583 | Intuit Inc | 16,425,369 | ||||
73,204 | Keysight Technologies Inc, (2) | 12,358,299 | ||||
16,397 | Lam Research Corp | 9,672,918 | ||||
365,699 | Microsoft Corp | 113,725,075 | ||||
23,259 | Motorola Solutions Inc | 5,394,692 | ||||
90,966 | Nuance Communications Inc, (2) | 5,025,871 | ||||
154,817 | NVIDIA Corp | 37,908,491 | ||||
99,083 | ON Semiconductor Corp, (2) | 5,845,897 | ||||
82,178 | PayPal Holdings Inc, (2) | 14,129,685 | ||||
15,720 | RingCentral Inc, Class A, (2) | 2,774,423 | ||||
67,895 | salesforce.com Inc, (2) | 15,794,414 | ||||
27,726 | ServiceNow Inc, (2) | 16,241,336 | ||||
40,227 | Synopsys Inc, (2) | 12,490,483 | ||||
115,831 | Trimble Inc, (2) | 8,358,365 | ||||
30,466 | VMware Inc, Class A | 3,914,272 | ||||
14,176 | Workday Inc, Class A, (2) | 3,586,670 | ||||
23,134 | Zebra Technologies Corp, Class A, (2) | 11,777,982 | ||||
Total Information Technology | 368,505,328 | |||||
Materials – 2.8% | ||||||
49,260 | Ball Corp | 4,783,146 | ||||
29,350 | Ecolab Inc | 5,560,357 | ||||
49,501 | Sherwin-Williams Co | 14,182,532 | ||||
Total Materials | 24,526,035 |
Shares | Description (1) | Value | ||||
Real Estate – 1.7% | ||||||
30,490 | American Tower Corp | $7,668,235 | ||||
10,051 | Equinix Inc | 7,285,970 | ||||
Total Real Estate | 14,954,205 | |||||
Total Long-Term Investments (cost $808,148,381) | 867,048,092 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.1% | ||||||
MONEY MARKET FUNDS – 0.1% | ||||||
883,373 | State Street Navigator Securities Lending Government Money Market Portfolio, (4) | 0.050% (5) | $883,373 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $883,373) | 883,373 | |||||
Total Investments (cost $809,031,754) – 100.0% | 867,931,465 | |||||
Other Assets Less Liabilities – (0.0)% | (86,254) | |||||
Net Assets – 100% | $867,845,211 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $867,048,092 | $ — | $ — | $867,048,092 |
Investments Purchased with Collateral from Securities Lending | 883,373 | — | — | 883,373 |
Total | $867,931,465 | $ — | $ — | $867,931,465 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $892,313. | |
(4) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(5) | The rate shown is the one-day yield as of the end of the reporting period. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 4.5% | ||||||
298,935 | Comcast Corp, Class A | $14,943,761 | ||||
112,439 | Discovery Inc, (2) | 3,075,207 | ||||
215,042 | Interpublic Group of Cos Inc | 7,642,593 | ||||
493,745 | Lumen Technologies Inc | 6,102,688 | ||||
26,326 | Omnicom Group Inc | 1,983,927 | ||||
441,480 | Verizon Communications Inc | 23,499,980 | ||||
26,448 | ViacomCBS Inc, Class B | 884,685 | ||||
Total Communication Services | 58,132,841 | |||||
Consumer Discretionary – 6.2% | ||||||
78,098 | BorgWarner Inc | 3,424,597 | ||||
58,975 | Hasbro Inc | 5,454,008 | ||||
93,162 | Home Depot Inc | 34,188,591 | ||||
13,919 | LKQ Corp | 764,014 | ||||
48,173 | Lowe's Cos Inc | 11,433,861 | ||||
236,551 | Newell Brands Inc | 5,490,349 | ||||
54,292 | Target Corp | 11,967,586 | ||||
102,385 | VF Corp | 6,676,526 | ||||
Total Consumer Discretionary | 79,399,532 | |||||
Consumer Staples – 11.5% | ||||||
9,481 | Archer-Daniels-Midland Co | 711,075 | ||||
49,509 | Bunge Ltd | 4,894,460 | ||||
545,466 | Coca-Cola Co | 33,278,881 | ||||
35,103 | J M Smucker Co | 4,934,780 | ||||
436,069 | Keurig Dr Pepper Inc | 16,548,819 | ||||
314,155 | Kroger Co | 13,694,016 | ||||
184,372 | PepsiCo Inc | 31,992,229 | ||||
259,829 | Procter & Gamble Co | 41,689,563 | ||||
Total Consumer Staples | 147,743,823 | |||||
Energy – 3.3% | ||||||
331,962 | Baker Hughes Co | 9,109,037 | ||||
548,418 | Halliburton Co | 16,858,369 | ||||
274,866 | ONEOK Inc | 16,678,869 | ||||
Total Energy | 42,646,275 |
Shares | Description (1) | Value | ||||
Financials – 19.3% | ||||||
557 | Ameriprise Financial Inc | $169,501 | ||||
104,642 | Bank of New York Mellon Corp | 6,201,085 | ||||
10,455 | BlackRock Inc | 8,603,838 | ||||
17,258 | Cboe Global Markets Inc | 2,045,591 | ||||
366,373 | Citigroup Inc | 23,858,210 | ||||
93,581 | CME Group Inc | 21,476,839 | ||||
1,781 | Discover Financial Services | 206,151 | ||||
739,772 | Huntington Bancshares Inc | 11,140,966 | ||||
283,426 | JPMorgan Chase & Co | 42,117,103 | ||||
127,817 | Marsh & McLennan Cos Inc, Class A | 19,637,804 | ||||
303,138 | MetLife Inc | 20,328,434 | ||||
248,722 | Morgan Stanley | 25,503,954 | ||||
106,852 | PNC Financial Services Group Inc | 22,010,443 | ||||
122,826 | Progressive Corp | 13,346,273 | ||||
171,926 | Prudential Financial Inc | 19,181,784 | ||||
221,684 | Regions Financial Corp | 5,085,431 | ||||
128,378 | Synchrony Financial | 5,467,619 | ||||
9,629 | Travelers Cos Inc | 1,600,147 | ||||
6,180 | Truist Financial Corp | 388,228 | ||||
Total Financials | 248,369,401 | |||||
Health Care – 16.4% | ||||||
88,307 | Amgen Inc | 20,058,052 | ||||
40,389 | Anthem Inc | 17,811,145 | ||||
135,000 | Baxter International Inc | 11,534,400 | ||||
2,632 | Biogen Inc, (2) | 594,832 | ||||
301,285 | Boston Scientific Corp, (2) | 12,925,127 | ||||
375,461 | Bristol-Myers Squibb Co | 24,363,664 | ||||
93,824 | Cigna Corp | 21,622,679 | ||||
62,872 | CVS Health Corp | 6,696,497 | ||||
65,479 | Danaher Corp | 18,713,243 | ||||
123,943 | DENTSPLY SIRONA Inc | 6,621,035 | ||||
257,110 | Elanco Animal Health Inc, (2) | 6,695,144 | ||||
36,927 | Exact Sciences Corp, (2) | 2,819,746 | ||||
67,691 | Gilead Sciences Inc | 4,649,018 | ||||
59,375 | HCA Inc | 14,252,969 | ||||
55,493 | Merck & Co Inc | 4,521,570 | ||||
4,120 | Royalty Pharma PLC, Class A | 164,841 | ||||
50,866 | Stryker Corp | 12,617,311 | ||||
2,462 | Teladoc Health Inc, (2) | 188,860 | ||||
37,312 | Thermo Fisher Scientific Inc | 21,689,466 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
137,989 | Viatris Inc | $2,065,695 | ||||
1,195 | Zimmer Biomet Holdings Inc | 147,009 | ||||
Total Health Care | 210,752,303 | |||||
Industrials – 12.4% | ||||||
114,791 | 3M Co | 19,057,602 | ||||
6,080 | AMERCO | 3,702,416 | ||||
100,048 | Carrier Global Corp | 4,770,289 | ||||
100,230 | Caterpillar Inc | 20,202,359 | ||||
14,994 | CH Robinson Worldwide Inc | 1,569,122 | ||||
585,583 | CSX Corp | 20,038,650 | ||||
22,734 | Eaton Corp PLC | 3,601,747 | ||||
32,123 | Emerson Electric Co | 2,953,710 | ||||
71,353 | Expeditors International of Washington Inc | 8,168,491 | ||||
238,155 | Howmet Aerospace Inc | 7,404,239 | ||||
84,330 | IHS Markit Ltd | 9,848,901 | ||||
48,417 | Illinois Tool Works Inc | 11,325,704 | ||||
207,876 | Johnson Controls International plc | 15,106,349 | ||||
97,381 | Knight-Swift Transportation Holdings Inc | 5,509,817 | ||||
2,056 | Otis Worldwide Corp | 175,644 | ||||
203,553 | Plug Power Inc, (2) | 4,451,704 | ||||
37,218 | Robert Half International Inc | 4,215,311 | ||||
37,538 | Roper Technologies Inc | 16,410,112 | ||||
5,338 | Waste Management Inc | 803,049 | ||||
Total Industrials | 159,315,216 | |||||
Information Technology – 13.0% | ||||||
37,714 | Accenture PLC, Class A | 13,334,916 | ||||
85,134 | Automatic Data Processing Inc | 17,552,077 | ||||
326,741 | Cisco Systems Inc | 18,189,672 | ||||
803,828 | Hewlett Packard Enterprise Co | 13,126,511 | ||||
208,977 | HP Inc | 7,675,725 | ||||
576,409 | Intel Corp | 28,140,288 | ||||
194,162 | International Business Machines Corp | 25,934,218 | ||||
53,889 | NXP Semiconductors NV | 11,070,956 | ||||
698 | Okta Inc, (2) | 138,127 | ||||
44,109 | ON Semiconductor Corp, (2) | 2,602,431 | ||||
24,665 | salesforce.com Inc, (2) | 5,737,819 | ||||
136,837 | Texas Instruments Inc | 24,560,873 | ||||
Total Information Technology | 168,063,613 |
Shares | Description (1) | Value | ||||
Materials – 3.2% | ||||||
252,318 | Amcor PLC | $3,030,339 | ||||
32,998 | DuPont de Nemours Inc | 2,527,647 | ||||
27,573 | Ecolab Inc | 5,223,705 | ||||
34,516 | International Flavors & Fragrances Inc | 4,553,351 | ||||
4,351 | International Paper Co | 209,936 | ||||
207,198 | Mosaic Co | 8,277,560 | ||||
112,576 | PPG Industries Inc | 17,584,371 | ||||
Total Materials | 41,406,909 | |||||
Real Estate – 5.3% | ||||||
13,436 | Alexandria Real Estate Equities Inc | 2,617,870 | ||||
48,393 | American Tower Corp | 12,170,840 | ||||
11,488 | Boston Properties Inc | 1,287,575 | ||||
32,642 | CBRE Group Inc | 3,307,940 | ||||
58,504 | Crown Castle International Corp | 10,677,565 | ||||
19,600 | Iron Mountain Inc | 900,032 | ||||
153,206 | Prologis Inc | 24,025,765 | ||||
155,944 | Welltower Inc | 13,509,429 | ||||
Total Real Estate | 68,497,016 | |||||
Utilities – 4.7% | ||||||
186,765 | Consolidated Edison Inc | 16,145,834 | ||||
195,208 | Eversource Energy | 17,469,164 | ||||
151,169 | Sempra Energy | 20,885,509 | ||||
129,191 | UGI Corp | 5,858,812 | ||||
Total Utilities | 60,359,319 | |||||
Total Long-Term Investments (cost $1,150,268,001) | 1,284,686,248 | |||||
Other Assets Less Liabilities – 0.2% | 2,423,730 | |||||
Net Assets – 100% | $1,287,109,978 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $1,284,686,248 | $ — | $ — | $1,284,686,248 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 6.5% | ||||||
189,801 | AMC Entertainment Holdings Inc, Class A, (2) | $3,048,204 | ||||
3,382 | Cable One Inc | 5,224,277 | ||||
75,663 | Live Nation Entertainment Inc, (2) | 8,285,855 | ||||
107,918 | ZoomInfo Technologies Inc, (2) | 5,704,545 | ||||
Total Communication Services | 22,262,881 | |||||
Consumer Discretionary – 11.0% | ||||||
842 | Domino's Pizza Inc | 382,815 | ||||
40,428 | Etsy Inc, (2) | 6,350,430 | ||||
16,199 | Pool Corp | 7,714,774 | ||||
43,156 | Tractor Supply Co | 9,421,386 | ||||
22,109 | Ulta Beauty Inc, (2) | 8,041,928 | ||||
22,508 | Vail Resorts Inc | 6,236,967 | ||||
Total Consumer Discretionary | 38,148,300 | |||||
Energy – 5.1% | ||||||
271,779 | Baker Hughes Co | 7,457,616 | ||||
91,645 | Cheniere Energy Inc | 10,255,075 | ||||
Total Energy | 17,712,691 | |||||
Financials – 3.3% | ||||||
102,986 | Carlyle Group Inc | 5,257,435 | ||||
161 | MarketAxess Holdings Inc | 55,461 | ||||
10,693 | SVB Financial Group, (2) | 6,243,643 | ||||
Total Financials | 11,556,539 | |||||
Health Care – 20.5% | ||||||
3,179 | ABIOMED Inc, (2) | 940,571 | ||||
95,967 | BioMarin Pharmaceutical Inc, (2) | 8,505,555 | ||||
71,151 | Catalent Inc, (2) | 7,394,724 | ||||
81,862 | Exact Sciences Corp, (2) | 6,250,982 | ||||
86,287 | Hologic Inc, (2) | 6,060,799 | ||||
29,534 | Insulet Corp, (2) | 7,324,432 | ||||
7,113 | Mettler-Toledo International Inc, (2) | 10,475,173 | ||||
13,154 | Molina Healthcare Inc, (2) | 3,820,974 | ||||
64,902 | Novocure Ltd, (2) | 4,455,522 | ||||
19,953 | Waters Corp, (2) | 6,387,354 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
23,431 | West Pharmaceutical Services Inc | $9,213,538 | ||||
Total Health Care | 70,829,624 | |||||
Industrials – 9.6% | ||||||
30,686 | Allegion plc | 3,766,093 | ||||
23,628 | Generac Holdings Inc, (2) | 6,672,075 | ||||
6,779 | Lennox International Inc | 1,922,660 | ||||
33,338 | Masco Corp | 2,111,295 | ||||
25,221 | Old Dominion Freight Line Inc | 7,614,976 | ||||
162,326 | Plug Power Inc, (2) | 3,550,070 | ||||
72,254 | Xylem Inc/NY | 7,588,115 | ||||
Total Industrials | 33,225,284 | |||||
Information Technology – 37.9% | ||||||
23,802 | ANSYS Inc, (2) | 8,092,918 | ||||
25,392 | Bill.com Holdings Inc, (2) | 4,779,028 | ||||
77,074 | Cadence Design Systems Inc, (2) | 11,726,038 | ||||
69,235 | Ceridian HCM Holding Inc, (2) | 5,249,398 | ||||
79,185 | Cognex Corp | 5,262,635 | ||||
32,391 | Coupa Software Inc, (2) | 4,349,140 | ||||
95,314 | Dropbox Inc, Class A, (2) | 2,359,022 | ||||
11,827 | Fair Isaac Corp, (2) | 5,854,247 | ||||
14,147 | HubSpot Inc, (2) | 6,915,054 | ||||
32,760 | Keysight Technologies Inc, (2) | 5,530,543 | ||||
30,940 | Okta Inc, (2) | 6,122,717 | ||||
121,144 | ON Semiconductor Corp, (2) | 7,147,496 | ||||
20,248 | Paycom Software Inc, (2) | 6,789,154 | ||||
58,050 | PTC Inc, (2) | 6,748,893 | ||||
5,435 | RingCentral Inc, Class A, (2) | 959,223 | ||||
49,083 | Splunk Inc, (2) | 6,082,365 | ||||
19,933 | Teledyne Technologies Inc, (2) | 8,400,364 | ||||
104,458 | Trimble Inc, (2) | 7,537,689 | ||||
11,938 | Tyler Technologies Inc, (2) | 5,656,224 | ||||
18,079 | Zebra Technologies Corp, Class A, (2) | 9,204,381 | ||||
61,376 | Zendesk Inc, (2) | 6,046,150 | ||||
Total Information Technology | 130,812,679 | |||||
Materials – 3.5% | ||||||
19,411 | Avery Dennison Corp | 3,987,408 | ||||
82,351 | Ball Corp | 7,996,282 | ||||
Total Materials | 11,983,690 |
Shares | Description (1) | Value | ||||
Real Estate – 2.5% | ||||||
30,887 | Equity LifeStyle Properties Inc | $2,418,143 | ||||
122,032 | Zillow Group Inc, (2) | 6,160,176 | ||||
Total Real Estate | 8,578,319 | |||||
Total Long-Term Investments (cost $349,682,977) | 345,110,007 | |||||
Other Assets Less Liabilities – 0.1% | 245,163 | |||||
Net Assets – 100% | $345,355,170 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $345,110,007 | $ — | $ — | $345,110,007 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 4.4% | ||||||
13,294 | Discovery Inc, (2), (3) | $371,035 | ||||
105,472 | Discovery Inc, (2) | 2,884,659 | ||||
115,094 | Interpublic Group of Cos Inc | 4,090,441 | ||||
278,631 | Lumen Technologies Inc | 3,443,879 | ||||
55,402 | ViacomCBS Inc, Class B | 1,853,197 | ||||
Total Communication Services | 12,643,211 | |||||
Consumer Discretionary – 11.4% | ||||||
11,823 | Best Buy Co Inc | 1,173,788 | ||||
48,146 | BorgWarner Inc | 2,111,202 | ||||
14,814 | CarMax Inc, (2) | 1,646,872 | ||||
36,644 | Darden Restaurants Inc | 5,125,396 | ||||
29,549 | Genuine Parts Co | 3,936,813 | ||||
48,434 | Hasbro Inc | 4,479,176 | ||||
1,695 | Lear Corp | 283,608 | ||||
86,809 | LKQ Corp | 4,764,946 | ||||
197,886 | Newell Brands Inc | 4,592,934 | ||||
94,395 | PulteGroup Inc | 4,973,673 | ||||
Total Consumer Discretionary | 33,088,408 | |||||
Consumer Staples – 5.9% | ||||||
50,995 | Bunge Ltd | 5,041,366 | ||||
27,849 | Clorox Co | 4,674,733 | ||||
20,986 | Kellogg Co | 1,322,118 | ||||
61,171 | McCormick & Co Inc | 6,136,063 | ||||
Total Consumer Staples | 17,174,280 | |||||
Energy – 6.0% | ||||||
201,496 | Baker Hughes Co | 5,529,050 | ||||
191,786 | Halliburton Co | 5,895,502 | ||||
96,169 | ONEOK Inc | 5,835,535 | ||||
Total Energy | 17,260,087 | |||||
Financials – 18.4% | ||||||
100,430 | Ally Financial Inc | 4,792,520 | ||||
145,799 | Annaly Capital Management Inc | 1,151,812 | ||||
40,226 | Arthur J Gallagher & Co | 6,353,294 | ||||
24,781 | Cboe Global Markets Inc | 2,937,292 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
15,593 | Discover Financial Services | $1,804,890 | ||||
5,714 | FactSet Research Systems Inc | 2,410,679 | ||||
31,381 | First Republic Bank | 5,447,428 | ||||
78,007 | Hartford Financial Services Group Inc | 5,606,363 | ||||
12,513 | Huntington Bancshares Inc | 188,446 | ||||
69,848 | Invesco Ltd | 1,582,756 | ||||
208,665 | KeyCorp | 5,229,145 | ||||
67,447 | Lincoln National Corp | 4,719,941 | ||||
75,098 | Principal Financial Group Inc | 5,486,660 | ||||
11,719 | Regions Financial Corp | 268,834 | ||||
8,224 | SVB Financial Group, (2) | 4,801,993 | ||||
10,914 | Synchrony Financial | 464,827 | ||||
Total Financials | 53,246,880 | |||||
Health Care – 6.0% | ||||||
756 | DaVita Inc, (2) | 81,928 | ||||
34,832 | Hologic Inc, (2) | 2,446,600 | ||||
27,072 | Jazz Pharmaceuticals PLC, (2) | 3,760,571 | ||||
6,687 | Laboratory Corp of America Holdings, (2) | 1,814,584 | ||||
9,433 | Quest Diagnostics Inc | 1,273,644 | ||||
20,823 | STERIS PLC | 4,672,681 | ||||
42,313 | Teladoc Health Inc, (2) | 3,245,830 | ||||
Total Health Care | 17,295,838 | |||||
Industrials – 14.1% | ||||||
6,101 | Allegion plc | 748,776 | ||||
115,105 | Carrier Global Corp | 5,488,206 | ||||
16,701 | CH Robinson Worldwide Inc | 1,747,760 | ||||
13,926 | Dover Corp | 2,366,167 | ||||
985 | Expeditors International of Washington Inc | 112,763 | ||||
76,076 | Fastenal Co | 4,311,988 | ||||
37,585 | Fortune Brands Home & Security Inc | 3,539,379 | ||||
21,556 | IDEX Corp | 4,644,025 | ||||
34,630 | Knight-Swift Transportation Holdings Inc | 1,959,365 | ||||
65,742 | Masco Corp | 4,163,441 | ||||
32,477 | Owens Corning | 2,880,710 | ||||
62,080 | Pentair PLC | 3,954,496 | ||||
41,405 | Robert Half International Inc | 4,689,530 | ||||
384 | WW Grainger Inc | 190,122 | ||||
Total Industrials | 40,796,728 |
Shares | Description (1) | Value | ||||
Information Technology – 9.4% | ||||||
6,983 | Akamai Technologies Inc, (2) | $799,903 | ||||
10,030 | Black Knight Inc, (2) | 748,238 | ||||
722 | Guidewire Software Inc, (2) | 72,806 | ||||
338,257 | Hewlett Packard Enterprise Co | 5,523,737 | ||||
121,105 | NortonLifeLock Inc | 3,149,941 | ||||
5,611 | Okta Inc, (2) | 1,110,361 | ||||
77,102 | ON Semiconductor Corp, (2) | 4,549,018 | ||||
36,346 | Seagate Technology Holdings PLC | 3,894,474 | ||||
22,294 | Skyworks Solutions Inc | 3,266,517 | ||||
26,121 | Splunk Inc, (2) | 3,236,914 | ||||
43,369 | Western Union Co | 820,108 | ||||
Total Information Technology | 27,172,017 | |||||
Materials – 5.9% | ||||||
249,320 | Amcor PLC | 2,994,333 | ||||
28,639 | FMC Corp | 3,160,886 | ||||
11,072 | Martin Marietta Materials Inc | 4,308,337 | ||||
63,391 | Mosaic Co | 2,532,471 | ||||
44,998 | Steel Dynamics Inc | 2,498,289 | ||||
33,446 | Westrock Co | 1,543,867 | ||||
Total Materials | 17,038,183 | |||||
Real Estate – 13.0% | ||||||
30,162 | Alexandria Real Estate Equities Inc | 5,876,764 | ||||
43,831 | Boston Properties Inc | 4,912,579 | ||||
9,012 | Camden Property Trust | 1,442,731 | ||||
33,977 | CBRE Group Inc | 3,443,229 | ||||
61,435 | Duke Realty Corp | 3,549,714 | ||||
152,024 | Healthpeak Properties Inc | 5,377,089 | ||||
70,168 | Iron Mountain Inc | 3,222,115 | ||||
96,604 | Ventas Inc | 5,121,944 | ||||
166,355 | VICI Properties Inc | 4,761,080 | ||||
Total Real Estate | 37,707,245 | |||||
Utilities – 5.4% | ||||||
51,563 | Atmos Energy Corp | 5,528,585 | ||||
182,684 | NiSource Inc | 5,330,719 | ||||
102,891 | UGI Corp | 4,666,107 | ||||
Total Utilities | 15,525,411 | |||||
Total Long-Term Investments (cost $246,784,512) | 288,948,288 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.0% | ||||||
MONEY MARKET FUNDS – 0.0% | ||||||
155,960 | State Street Navigator Securities Lending Government Money Market Portfolio, (4) | 0.050% (5) | $155,960 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $155,960) | 155,960 | |||||
Total Investments (cost $246,940,472) – 99.9% | 289,104,248 | |||||
Other Assets Less Liabilities – 0.1% | 253,519 | |||||
Net Assets – 100% | $289,357,767 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $288,948,288 | $ — | $ — | $288,948,288 |
Investments Purchased with Collateral from Securities Lending | 155,960 | — | — | 155,960 |
Total | $289,104,248 | $ — | $ — | $289,104,248 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $156,854. | |
(4) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(5) | The rate shown is the one-day yield as of the end of the reporting period. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 2.2% | ||||||
20,938 | Bandwidth Inc, Class A, (2) | $1,310,928 | ||||
21,205 | Cardlytics Inc, (2) | 1,422,856 | ||||
186,308 | Clear Channel Outdoor Holdings Inc, (2) | 570,102 | ||||
61,239 | Consolidated Communications Holdings Inc, (2) | 440,308 | ||||
153,831 | Gannett Co Inc, (2) | 747,619 | ||||
364,239 | Globalstar Inc, (2), (3) | 389,736 | ||||
22,373 | Gogo Inc, (2), (3) | 278,544 | ||||
85,334 | Gray Television Inc | 1,779,214 | ||||
13,032 | Hemisphere Media Group Inc, (2) | 84,578 | ||||
22,145 | iHeartMedia Inc, Class A, (2) | 446,222 | ||||
50,112 | John Wiley & Sons Inc, Class A | 2,543,184 | ||||
22,483 | New York Times Co | 899,994 | ||||
10,337 | PubMatic Inc, Class A, (2) | 253,773 | ||||
68,128 | Radius Global Infrastructure Inc, (2) | 937,441 | ||||
29,545 | Scholastic Corp | 1,211,936 | ||||
86,845 | TEGNA Inc | 1,681,319 | ||||
14,442 | Vimeo Inc, (2) | 211,575 | ||||
15,188 | WideOpenWest Inc, (2) | 282,649 | ||||
10,755 | Yelp Inc, (2) | 371,478 | ||||
857,671 | Zynga Inc, Class A, (2) | 7,779,076 | ||||
Total Communication Services | 23,642,532 | |||||
Consumer Discretionary – 16.2% | ||||||
14,839 | 1-800-Flowers.com Inc, Class A, (2) | 252,708 | ||||
25,342 | 2U Inc, (2) | 409,020 | ||||
36,402 | Aaron's Co Inc | 770,630 | ||||
84,273 | Academy Sports & Outdoors Inc, (2) | 3,278,220 | ||||
20,584 | American Public Education Inc, (2) | 440,292 | ||||
55,423 | Arko Corp, (2) | 455,577 | ||||
40,878 | Bright Horizons Family Solutions Inc, (2) | 5,249,144 | ||||
30,457 | Caleres Inc | 730,359 | ||||
60,879 | Callaway Golf Co, (2) | 1,452,573 | ||||
21,817 | Camping World Holdings Inc, (3) | 724,324 | ||||
110,895 | Canoo Inc, (2), (3) | 678,677 | ||||
19,231 | Carriage Services Inc | 967,704 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
43,867 | Carter's Inc | $4,084,895 | ||||
2,556 | Children's Place Inc, (2) | 180,837 | ||||
16,879 | Columbia Sportswear Co | 1,567,553 | ||||
22,171 | Crocs Inc, (2) | 2,275,188 | ||||
104,249 | Dana Inc | 2,258,033 | ||||
5,794 | Deckers Outdoor Corp, (2) | 1,855,413 | ||||
3,628 | Dick's Sporting Goods Inc, (3) | 418,671 | ||||
23,766 | Ethan Allen Interiors Inc | 599,141 | ||||
90,639 | Foot Locker Inc | 4,049,750 | ||||
27,293 | Franchise Group Inc | 1,366,560 | ||||
21,408 | GameStop Corp, Class A, (2) | 2,331,973 | ||||
23,018 | Gap Inc | 415,935 | ||||
4,544 | Graham Holdings Co, Class B | 2,704,225 | ||||
9,090 | Group 1 Automotive Inc | 1,543,573 | ||||
201,138 | H&R Block Inc | 4,598,015 | ||||
215,409 | Hanesbrands Inc | 3,468,085 | ||||
123,828 | Harley-Davidson Inc | 4,280,734 | ||||
17,501 | Helen of Troy Ltd, (2) | 3,663,484 | ||||
100,744 | Hilton Grand Vacations Inc, (2) | 4,922,352 | ||||
143,654 | Houghton Mifflin Harcourt Co, (2) | 2,587,209 | ||||
31,594 | iRobot Corp, (2) | 2,070,039 | ||||
6,440 | Johnson Outdoors Inc | 581,017 | ||||
40,558 | Kohl's Corp | 2,421,718 | ||||
38,265 | Kontoor Brands Inc | 1,886,082 | ||||
15,057 | Lands' End Inc, (2) | 275,995 | ||||
16,030 | LCI Industries | 1,974,415 | ||||
44,332 | Leggett & Platt Inc | 1,766,630 | ||||
49,008 | Leslie's Inc, (2) | 1,020,837 | ||||
128,060 | Lordstown Motors Corp, Class A, (2) | 384,180 | ||||
14,693 | Lovesac Co, (2) | 791,218 | ||||
160,579 | Macy's Inc | 4,110,822 | ||||
23,528 | Malibu Boats Inc, (2) | 1,544,848 | ||||
24,305 | MarineMax Inc, (2) | 1,143,793 | ||||
19,308 | Marriott Vacations Worldwide Corp | 3,135,233 | ||||
284,941 | Mattel Inc, (2) | 5,960,966 | ||||
17,565 | Modine Manufacturing Co, (2) | 160,720 | ||||
37,793 | Monro Inc | 1,879,446 | ||||
17,454 | Movado Group Inc | 647,020 | ||||
22,010 | Murphy USA Inc | 4,328,487 | ||||
93,129 | Nordstrom Inc, (2) | 2,095,402 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
60,144 | ODP Corp, (2) | $2,660,169 | ||||
101,899 | Petco Health & Wellness Co Inc, (2) | 1,910,606 | ||||
9,201 | Planet Fitness Inc, Class A, (2) | 815,577 | ||||
25,148 | PVH Corp | 2,389,311 | ||||
88,658 | Quotient Technology Inc, (2) | 630,358 | ||||
39,675 | Ralph Lauren Corp | 4,397,577 | ||||
65,593 | RealReal Inc, (2) | 619,854 | ||||
25,125 | Rent-A-Center Inc/TX | 1,059,019 | ||||
28,235 | Revolve Group Inc, (2) | 1,392,550 | ||||
43,883 | SeaWorld Entertainment Inc, (2) | 2,614,549 | ||||
171,371 | Service Corp International/US | 10,577,018 | ||||
19,959 | Signet Jewelers Ltd | 1,719,069 | ||||
41,790 | Six Flags Entertainment Corp, (2) | 1,650,287 | ||||
5,752 | Sleep Number Corp, (2) | 411,268 | ||||
32,716 | Steven Madden Ltd | 1,345,936 | ||||
109,989 | Tapestry Inc | 4,174,083 | ||||
135,597 | Terminix Global Holdings Inc, (2) | 5,849,655 | ||||
40,714 | Thor Industries Inc | 3,851,137 | ||||
76,880 | Travel + Leisure Co | 4,366,784 | ||||
41,293 | Tupperware Brands Corp, (2) | 636,738 | ||||
55,447 | Victoria's Secret & Co, (2) | 3,095,606 | ||||
90,990 | Wendy's Co | 2,095,500 | ||||
3,614 | Williams-Sonoma Inc | 580,192 | ||||
25,908 | Wingstop Inc | 3,970,401 | ||||
6,187 | Wolverine World Wide Inc | 163,894 | ||||
123,639 | Workhorse Group Inc, (2), (3) | 417,900 | ||||
57,419 | WW International Inc, (2) | 723,479 | ||||
43,514 | Wyndham Hotels & Resorts Inc | 3,653,000 | ||||
81,648 | XL Fleet Corp, (2) | 174,727 | ||||
18,674 | XPEL Inc, (2) | 1,164,511 | ||||
33,034 | YETI Holdings Inc, (2) | 2,166,370 | ||||
Total Consumer Discretionary | 174,036,847 | |||||
Consumer Staples – 4.1% | ||||||
9,738 | Andersons Inc | 371,018 | ||||
7,140 | Casey's General Stores Inc | 1,340,963 | ||||
38,715 | Chefs' Warehouse Inc, (2) | 1,155,256 | ||||
161,113 | Darling Ingredients Inc, (2) | 10,274,176 | ||||
50,246 | Edgewell Personal Care Co | 2,301,267 | ||||
34,653 | Freshpet Inc, (2) | 3,223,769 | ||||
53,278 | Herbalife Nutrition Ltd, (2) | 2,264,848 |
Shares | Description (1) | Value | ||||
Consumer Staples (continued) | ||||||
35,087 | Ingredion Inc | $3,322,739 | ||||
97,340 | Lamb Weston Holdings Inc | 6,250,201 | ||||
12,563 | Medifast Inc | 2,496,394 | ||||
10,258 | MGP Ingredients Inc | 776,120 | ||||
65,859 | Performance Food Group Co, (2) | 2,778,591 | ||||
3,904 | United Natural Foods Inc, (2) | 151,397 | ||||
189,925 | US Foods Holding Corp, (2) | 6,696,755 | ||||
70,760 | Veru Inc, (2) | 367,952 | ||||
19,207 | Vital Farms Inc, (2) | 317,492 | ||||
Total Consumer Staples | 44,088,938 | |||||
Energy – 3.0% | ||||||
149,722 | Archrock Inc | 1,263,654 | ||||
65,535 | Cactus Inc | 3,175,826 | ||||
228,199 | ChampionX Corp, (2) | 5,111,658 | ||||
190,809 | Clean Energy Fuels Corp, (2) | 1,158,211 | ||||
52,417 | Core Laboratories NV | 1,397,961 | ||||
75,422 | Delek US Holdings Inc, (2) | 1,170,549 | ||||
20,916 | DMC Global Inc, (2) | 843,751 | ||||
40,080 | Dril-Quip Inc, (2) | 1,013,623 | ||||
442,078 | NOV Inc | 7,258,921 | ||||
113,339 | Oceaneering International Inc, (2) | 1,476,807 | ||||
56,746 | Renewable Energy Group Inc, (2) | 2,284,594 | ||||
482,712 | TechnipFMC PLC, (2) | 3,132,801 | ||||
79,281 | Weatherford International PLC, (2) | 2,378,430 | ||||
Total Energy | 31,666,786 | |||||
Financials – 14.8% | ||||||
2,560 | Affiliated Managers Group Inc | 374,298 | ||||
15,432 | Amalgamated Financial Corp | 262,498 | ||||
23,980 | Amerant Bancorp Inc | 815,320 | ||||
10,202 | Ameris Bancorp | 503,061 | ||||
27,648 | Artisan Partners Asset Management Inc | 1,194,670 | ||||
58,140 | Bancorp Inc, (2) | 1,733,735 | ||||
7,922 | Bank First Corp | 554,461 | ||||
41,800 | Bank OZK | 1,958,330 | ||||
48,363 | Berkshire Hills Bancorp Inc | 1,431,061 | ||||
34,798 | BOK Financial Corp | 3,568,535 | ||||
27,210 | Byline Bancorp Inc | 707,460 | ||||
5,402 | Cathay General Bancorp | 243,954 | ||||
5,428 | Comerica Inc | 503,610 | ||||
5,457 | Commerce Bancshares Inc/MO | 376,042 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
3,390 | Community Trust Bancorp Inc | $149,804 | ||||
29,764 | Cowen Inc, Class A | 942,923 | ||||
6,669 | Cullen/Frost Bankers Inc | 940,396 | ||||
807 | Diamond Hill Investment Group Inc | 150,707 | ||||
34,229 | Donnelley Financial Solutions Inc, (2) | 1,274,003 | ||||
36,301 | East West Bancorp Inc | 3,134,228 | ||||
4,498 | Employers Holdings Inc | 175,872 | ||||
13,585 | Essent Group Ltd | 620,019 | ||||
10,395 | Federal Agricultural Mortgage Corp | 1,266,111 | ||||
93,541 | First American Financial Corp | 6,969,740 | ||||
59,359 | First Busey Corp | 1,654,929 | ||||
10,838 | First Financial Bancorp | 273,226 | ||||
512,145 | First Horizon Corp | 8,762,801 | ||||
23,030 | First of Long Island Corp | 504,587 | ||||
9,549 | Flagstar Bancorp Inc | 432,092 | ||||
360,886 | FNB Corp/PA | 4,662,647 | ||||
572,214 | Genworth Financial Inc, Class A, (2) | 2,231,635 | ||||
15,573 | Glacier Bancorp Inc | 808,706 | ||||
18,928 | Green Dot Corp, Class A, (2) | 600,207 | ||||
97,865 | Hancock Whitney Corp | 5,159,443 | ||||
83,947 | Hannon Armstrong Sustainable Infrastructure Capital Inc | 3,482,121 | ||||
9,455 | Hanover Insurance Group Inc | 1,304,412 | ||||
54,949 | HarborOne Bancorp Inc | 780,276 | ||||
60,594 | International Bancshares Corp | 2,546,766 | ||||
54,995 | Janus Henderson Group PLC | 2,029,315 | ||||
33,297 | Live Oak Bancshares Inc | 1,959,861 | ||||
26,845 | LPL Financial Holdings Inc | 4,625,930 | ||||
18,797 | Morningstar Inc | 5,402,446 | ||||
77,638 | Mr Cooper Group Inc, (2) | 3,117,166 | ||||
17,915 | Northwest Bancshares Inc | 252,781 | ||||
67,369 | OceanFirst Financial Corp | 1,529,276 | ||||
9,879 | Old National Bancorp/IN | 181,082 | ||||
99,536 | Open Lending Corp, Class A, (2) | 1,890,189 | ||||
24,792 | Origin Bancorp Inc | 1,059,114 | ||||
52,335 | PennyMac Financial Services Inc | 3,281,404 | ||||
235,394 | People's United Financial Inc | 4,561,936 | ||||
49,808 | Pinnacle Financial Partners Inc | 4,816,932 | ||||
91,187 | Popular Inc | 8,131,145 | ||||
36,821 | Premier Financial Corp | 1,099,107 | ||||
32,708 | Primerica Inc | 5,048,153 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
40,281 | ProAssurance Corp | $965,133 | ||||
4,705 | PROG Holdings Inc, (2) | 187,306 | ||||
6,839 | QCR Holdings Inc | 390,097 | ||||
19,419 | Reinsurance Group of America Inc, Class A | 2,229,884 | ||||
4,947 | S&T Bancorp Inc | 152,417 | ||||
13,953 | Seacoast Banking Corp of Florida | 509,284 | ||||
17,165 | Silvergate Capital Corp, Class A, (2) | 1,849,357 | ||||
278,559 | SLM Corp | 5,108,772 | ||||
2,116 | SouthState Corp | 178,612 | ||||
190,041 | Starwood Property Trust Inc | 4,703,515 | ||||
20,214 | State Auto Financial Corp | 1,045,064 | ||||
18,990 | StoneX Group Inc, (2) | 1,245,934 | ||||
146,980 | Synovus Financial Corp | 7,313,725 | ||||
56,662 | TFS Financial Corp | 984,785 | ||||
31,769 | TriState Capital Holdings Inc, (2) | 1,003,583 | ||||
35,297 | Trupanion Inc, (2) | 3,362,039 | ||||
213,693 | Valley National Bancorp | 2,974,606 | ||||
17,762 | Victory Capital Holdings Inc | 580,284 | ||||
14,444 | Voya Financial Inc | 981,614 | ||||
75 | Webster Financial Corp | 4,261 | ||||
28,641 | Western Alliance Bancorp | 2,840,901 | ||||
54,182 | Wintrust Financial Corp | 5,313,629 | ||||
46,963 | Zions Bancorp NA | 3,185,031 | ||||
Total Financials | 159,150,356 | |||||
Health Care – 11.6% | ||||||
49,644 | 1Life Healthcare Inc, (2) | 554,027 | ||||
38,830 | Accelerate Diagnostics Inc, (2), (3) | 129,304 | ||||
40,320 | Accolade Inc, (2) | 770,112 | ||||
18,959 | Achillion Pharmaceuticals Inc, (4) | 8,721 | ||||
51,067 | Aclaris Therapeutics Inc, (2) | 557,652 | ||||
88,693 | AdaptHealth Corp, (2) | 1,676,298 | ||||
49,073 | Aerie Pharmaceuticals Inc, (2) | 361,177 | ||||
40,572 | Agios Pharmaceuticals Inc, (2) | 1,253,269 | ||||
13,184 | Alder Biopharmaceuticals Inc, (2), (4) | 11,602 | ||||
59,467 | Alector Inc, (2) | 943,147 | ||||
27,934 | Aligos Therapeutics Inc, (2) | 89,109 | ||||
79,246 | Allogene Therapeutics Inc, (2) | 907,367 | ||||
44,904 | Allscripts Healthcare Solutions Inc, (2) | 907,959 | ||||
36,946 | Alphatec Holdings Inc, (2) | 382,022 | ||||
9,708 | ALX Oncology Holdings Inc, (2) | 155,328 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
806 | Amedisys Inc, (2) | $108,891 | ||||
35,813 | AMN Healthcare Services Inc, (2) | 3,629,289 | ||||
18,300 | AnaptysBio Inc, (2) | 585,051 | ||||
64,200 | Anavex Life Sciences Corp, (2) | 839,736 | ||||
43,081 | AngioDynamics Inc, (2) | 931,842 | ||||
167,805 | Antares Pharma Inc, (2) | 565,503 | ||||
20,294 | Applied Therapeutics Inc, (2) | 62,506 | ||||
18,528 | Apria Inc, (2) | 693,132 | ||||
15,156 | Arcturus Therapeutics Holdings Inc, (2) | 396,026 | ||||
27,835 | Arcutis Biotherapeutics Inc, (2) | 420,587 | ||||
65,404 | Arena Pharmaceuticals Inc, (2) | 6,015,860 | ||||
30,167 | Arrowhead Pharmaceuticals Inc, (2) | 1,591,611 | ||||
7,399 | Artivion Inc, (2) | 131,702 | ||||
18,344 | Arvinas Inc, (2) | 1,311,413 | ||||
56,174 | Aspira Women's Health Inc, (2), (3) | 67,971 | ||||
51,023 | Atara Biotherapeutics Inc, (2) | 783,713 | ||||
18,343 | Atea Pharmaceuticals Inc, (2) | 130,969 | ||||
7,676 | AtriCure Inc, (2) | 503,853 | ||||
17,180 | Avanos Medical Inc, (2) | 519,867 | ||||
41,299 | Axogen Inc, (2) | 359,714 | ||||
20,017 | Axsome Therapeutics Inc, (2), (3) | 549,266 | ||||
21,657 | Beam Therapeutics Inc, (2) | 1,498,881 | ||||
21,269 | BioAtla Inc, (2) | 203,332 | ||||
114,222 | BioCryst Pharmaceuticals Inc, (2) | 1,764,730 | ||||
84,530 | BioDelivery Sciences International Inc, (2) | 309,380 | ||||
220,748 | Bionano Genomics Inc, (2), (3) | 490,061 | ||||
21,581 | Bioxcel Therapeutics Inc, (2) | 364,719 | ||||
74,961 | Bluebird Bio Inc, (2) | 591,442 | ||||
14,952 | Bolt Biotherapeutics Inc, (2), (3) | 57,416 | ||||
33,790 | Bridgebio Pharma Inc, (2) | 333,507 | ||||
97,899 | Brookdale Senior Living Inc, (2) | 517,886 | ||||
18,539 | Cassava Sciences Inc, (2), (3) | 820,351 | ||||
49,495 | Cerevel Therapeutics Holdings Inc, (2) | 1,288,850 | ||||
50,019 | ChemoCentryx Inc, (2) | 1,345,011 | ||||
66,615 | Chimerix Inc, (2) | 380,372 | ||||
35,027 | Collegium Pharmaceutical Inc, (2) | 625,232 | ||||
7,330 | Computer Programs and Systems Inc, (2) | 207,586 | ||||
1,658 | CONMED Corp | 228,108 | ||||
17,898 | Cortexyme Inc, (2) | 108,820 | ||||
11,033 | CorVel Corp, (2) | 1,943,132 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
85,227 | Covetrus Inc, (2) | $1,540,052 | ||||
31,777 | CryoPort Inc, (2) | 1,327,325 | ||||
18,053 | Cullinan Oncology Inc, (2) | 243,354 | ||||
79,171 | Curis Inc, (2) | 252,555 | ||||
41,567 | Denali Therapeutics Inc, (2) | 1,422,423 | ||||
88,370 | Dynavax Technologies Corp, (2) | 1,146,159 | ||||
26,733 | Dyne Therapeutics Inc, (2) | 198,359 | ||||
27,258 | Ensign Group Inc | 2,056,071 | ||||
32,343 | Envista Holdings Corp, (2) | 1,398,511 | ||||
28,196 | Essa Pharma Inc, (2) | 262,505 | ||||
21,408 | Establishment Labs Holdings Inc, (2) | 1,120,495 | ||||
90,304 | FibroGen Inc, (2) | 1,362,687 | ||||
12,829 | Fulgent Genetics Inc, (2), (3) | 819,388 | ||||
32,329 | G1 Therapeutics Inc, (2) | 325,876 | ||||
9,099 | Glaukos Corp, (2) | 484,431 | ||||
30,493 | Globus Medical Inc, (2) | 2,034,798 | ||||
29,655 | Haemonetics Corp, (2) | 1,433,819 | ||||
18,954 | Harmony Biosciences Holdings Inc, (2) | 679,690 | ||||
11,371 | Heska Corp, (2) | 1,564,422 | ||||
86,773 | Hims & Hers Health Inc, (2) | 423,452 | ||||
36,162 | Homology Medicines Inc, (2) | 134,523 | ||||
55,754 | Humanigen Inc, (2), (3) | 143,845 | ||||
5,845 | IGM Biosciences Inc, (2) | 103,456 | ||||
46,897 | Immunovant Inc, (2) | 327,810 | ||||
7,821 | Inari Medical Inc, (2) | 575,313 | ||||
10,115 | Inogen Inc, (2) | 300,719 | ||||
85,574 | Inovio Pharmaceuticals Inc, (2) | 354,276 | ||||
28,189 | Intersect ENT Inc, (2) | 772,379 | ||||
22,550 | iRhythm Technologies Inc, (2) | 2,814,916 | ||||
15,973 | Joint Corp, (2) | 863,181 | ||||
14,710 | Kiniksa Pharmaceuticals Ltd, (2) | 165,193 | ||||
12,737 | Kinnate Biopharma Inc, (2) | 139,852 | ||||
19,806 | Kronos Bio Inc, (2) | 180,235 | ||||
16,187 | Krystal Biotech Inc, (2) | 955,033 | ||||
62,488 | Kura Oncology Inc, (2) | 880,456 | ||||
1,857 | LivaNova PLC, (2) | 139,479 | ||||
30,000 | MacroGenics Inc, (2) | 370,500 | ||||
5,556 | MEDNAX Inc, (2) | 135,844 | ||||
23,666 | Meridian Bioscience Inc, (2) | 493,436 | ||||
37,254 | Merit Medical Systems Inc, (2) | 2,065,734 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
58,938 | Mersana Therapeutics Inc, (2) | $281,134 | ||||
30,815 | Merus NV, (2) | 758,357 | ||||
24,393 | Mirati Therapeutics Inc, (2) | 2,910,085 | ||||
5,891 | ModivCare Inc, (2) | 682,944 | ||||
14,290 | National Research Corp | 594,464 | ||||
33,783 | Natus Medical Inc, (2) | 778,360 | ||||
77,792 | NeoGenomics Inc, (2) | 1,753,432 | ||||
7,673 | NGM Biopharmaceuticals Inc, (2) | 121,310 | ||||
116,710 | Nuvation Bio Inc, (2) | 711,931 | ||||
188,170 | Ocugen Inc, (2), (3) | 668,003 | ||||
476,791 | OPKO Health Inc, (2) | 1,492,356 | ||||
83,298 | Ortho Clinical Diagnostics Holdings PLC, (2) | 1,446,053 | ||||
30,782 | Owens & Minor Inc | 1,295,614 | ||||
31,955 | Passage Bio Inc, (2) | 160,734 | ||||
38,908 | Patterson Cos Inc | 1,116,271 | ||||
22,992 | Pennant Group Inc, (2) | 382,127 | ||||
6,716 | Penumbra Inc, (2) | 1,517,883 | ||||
56,779 | Perrigo Co PLC | 2,161,577 | ||||
27,298 | PetIQ Inc, (2), (3) | 557,971 | ||||
15,805 | Phathom Pharmaceuticals Inc, (2), (3) | 265,524 | ||||
14,082 | Pliant Therapeutics Inc, (2) | 165,182 | ||||
13,180 | PMV Pharmaceuticals Inc, (2), (3) | 211,671 | ||||
24,893 | Praxis Precision Medicines Inc, (2) | 369,910 | ||||
24,656 | Precision BioSciences Inc, (2) | 117,609 | ||||
14,178 | Prelude Therapeutics Inc, (2) | 140,788 | ||||
48,485 | Progyny Inc, (2) | 1,963,642 | ||||
23,942 | Prothena Corp PLC, (2) | 815,943 | ||||
31,024 | Provention Bio Inc, (2) | 166,289 | ||||
21,875 | Pulmonx Corp, (2) | 532,656 | ||||
17,135 | Quidel Corp, (2) | 1,771,074 | ||||
141,321 | R1 RCM Inc, (2) | 3,360,613 | ||||
13,087 | Reata Pharmaceuticals Inc, (2) | 368,006 | ||||
7,949 | Relmada Therapeutics Inc, (2) | 146,182 | ||||
15,948 | Repligen Corp, (2) | 3,163,126 | ||||
13,459 | Revance Therapeutics Inc, (2) | 179,408 | ||||
38,140 | Rhythm Pharmaceuticals Inc, (2) | 282,617 | ||||
34,843 | Rocket Pharmaceuticals Inc, (2) | 579,788 | ||||
43,636 | Rubius Therapeutics Inc, (2) | 294,543 | ||||
18,012 | Scholar Rock Holding Corp, (2) | 320,794 | ||||
34,525 | Seer Inc, (2), (3) | 543,078 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
422,149 | Senseonics Holdings Inc, (2), (3) | $1,131,359 | ||||
16,549 | Shattuck Labs Inc, (2) | 114,354 | ||||
11,381 | Shockwave Medical Inc, (2) | 1,649,904 | ||||
27,242 | Signify Health Inc, Class A, (2) | 363,136 | ||||
10,496 | Simulations Plus Inc | 446,290 | ||||
1,439 | STAAR Surgical Co, (2) | 104,644 | ||||
8,872 | Surgery Partners Inc, (2) | 378,568 | ||||
27,542 | Sutro Biopharma Inc, (2) | 294,149 | ||||
20,012 | Taysha Gene Therapies Inc, (2) | 159,095 | ||||
15,710 | Tivity Health Inc, (2) | 399,662 | ||||
27,717 | TransMedics Group Inc, (2) | 439,869 | ||||
15,778 | Ultragenyx Pharmaceutical Inc, (2) | 1,103,356 | ||||
32,473 | uniQure NV, (2) | 586,138 | ||||
44,349 | Varex Imaging Corp, (2) | 1,157,509 | ||||
56,675 | Vir Biotechnology Inc, (2) | 1,945,653 | ||||
35,944 | Vocera Communications Inc, (2) | 2,839,935 | ||||
23,246 | XBiotech Inc | 250,359 | ||||
44,600 | Xenon Pharmaceuticals Inc, (2) | 1,209,552 | ||||
1,102,836 | Zomedica Corp, (2) | 343,313 | ||||
35,042 | Zymeworks Inc, (2) | 311,874 | ||||
Total Health Care | 124,374,732 | |||||
Industrials – 17.1% | ||||||
24,526 | AAON Inc | 1,575,795 | ||||
24,103 | Acuity Brands Inc | 4,616,448 | ||||
173,944 | ADT Inc | 1,320,235 | ||||
22,897 | Advanced Drainage Systems Inc | 2,589,422 | ||||
34,831 | AECOM | 2,407,867 | ||||
91,212 | Allison Transmission Holdings Inc | 3,465,144 | ||||
11,295 | ArcBest Corp | 998,930 | ||||
2,536 | Armstrong World Industries Inc | 251,115 | ||||
26,793 | ASGN Inc, (2) | 3,077,712 | ||||
26,108 | Atkore Inc, (2) | 2,813,920 | ||||
41,920 | Axon Enterprise Inc, (2) | 5,865,866 | ||||
43,037 | Blink Charging Co, (2), (3) | 899,904 | ||||
44,366 | Boise Cascade Co | 3,115,381 | ||||
38,084 | Builders FirstSource Inc, (2) | 2,589,331 | ||||
23,673 | Carlisle Cos Inc | 5,289,495 | ||||
32,134 | Columbus McKinnon Corp/NY | 1,390,760 | ||||
22,635 | Comfort Systems USA Inc | 2,032,170 | ||||
54,831 | Cornerstone Building Brands Inc, (2) | 808,757 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
14,915 | Curtiss-Wright Corp | $1,980,563 | ||||
6,258 | EMCOR Group Inc | 746,016 | ||||
41,043 | Energy Recovery Inc, (2) | 803,622 | ||||
21,781 | EnPro Industries Inc | 2,287,441 | ||||
68,149 | Evoqua Water Technologies Corp, (2) | 2,760,034 | ||||
97,898 | Flowserve Corp | 3,193,433 | ||||
1,805 | Franklin Electric Co Inc | 156,674 | ||||
34,953 | FTI Consulting Inc, (2) | 5,096,497 | ||||
36,851 | GATX Corp | 3,849,087 | ||||
43,660 | GMS Inc, (2) | 2,234,519 | ||||
71,107 | Great Lakes Dredge & Dock Corp, (2) | 973,455 | ||||
54,906 | GXO Logistics Inc, (2) | 4,458,916 | ||||
84,133 | Healthcare Services Group Inc | 1,530,379 | ||||
15,506 | Hexcel Corp, (2) | 808,948 | ||||
9,263 | Hubbell Inc | 1,734,867 | ||||
106,056 | Hyliion Holdings Corp, (2) | 471,949 | ||||
7,794 | Hyster-Yale Materials Handling Inc | 349,873 | ||||
8,332 | IAA Inc, (2) | 382,689 | ||||
3,172 | ICF International Inc | 299,405 | ||||
36,507 | Kelly Services Inc | 623,540 | ||||
28,809 | Korn Ferry | 1,912,341 | ||||
15,236 | Kratos Defense & Security Solutions Inc, (2) | 255,355 | ||||
5,180 | Landstar System Inc | 828,800 | ||||
8,522 | Lindsay Corp | 1,075,902 | ||||
30,837 | Luxfer Holdings PLC | 526,696 | ||||
38,467 | Manitowoc Co Inc, (2) | 702,023 | ||||
16,744 | ManpowerGroup Inc | 1,755,943 | ||||
32,079 | MasTec Inc, (2) | 2,762,964 | ||||
35,679 | Matthews International Corp, Class A | 1,253,046 | ||||
70,987 | Maxar Technologies Inc | 1,846,372 | ||||
27,363 | McGrath RentCorp | 2,085,334 | ||||
54,353 | Mercury Systems Inc, (2) | 3,093,773 | ||||
71,625 | MillerKnoll Inc | 2,766,157 | ||||
23,532 | Montrose Environmental Group Inc, (2) | 1,077,060 | ||||
5,025 | Moog Inc, Class A | 383,106 | ||||
87,444 | MRC Global Inc, (2) | 647,960 | ||||
13,160 | MSA Safety Inc | 1,808,184 | ||||
106,713 | Mueller Water Products Inc | 1,371,262 | ||||
18,957 | MYR Group Inc, (2) | 1,782,527 | ||||
384,650 | Nielsen Holdings PLC | 7,254,499 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
1,645 | Oshkosh Corp | $187,217 | ||||
72,514 | PAE Inc, (2) | 725,865 | ||||
192,576 | Pitney Bowes Inc | 1,186,268 | ||||
59,169 | Primoris Services Corp | 1,521,827 | ||||
24,428 | Proto Labs Inc, (2) | 1,225,797 | ||||
9,915 | Quanta Services Inc | 1,018,469 | ||||
40,559 | Rekor Systems Inc, (2) | 188,599 | ||||
75,642 | Resideo Technologies Inc, (2) | 1,874,409 | ||||
60,699 | Ryder System Inc | 4,442,560 | ||||
9,270 | Saia Inc, (2) | 2,635,276 | ||||
8,934 | Schneider National Inc, Class B | 228,710 | ||||
40,289 | SiteOne Landscape Supply Inc, (2) | 7,256,855 | ||||
95,517 | Steelcase Inc, Class A | 1,178,680 | ||||
8,620 | Sterling Construction Co Inc, (2) | 219,034 | ||||
21,037 | Tennant Co | 1,623,425 | ||||
70,157 | Toro Co | 6,775,763 | ||||
56,568 | Trex Co Inc, (2) | 5,174,275 | ||||
21,471 | TriNet Group Inc, (2) | 1,829,329 | ||||
76,112 | Triton International Ltd | 4,598,687 | ||||
39,970 | TrueBlue Inc, (2) | 1,063,202 | ||||
8,382 | Valmont Industries Inc | 1,820,822 | ||||
11,070 | Vectrus Inc, (2) | 509,331 | ||||
15,736 | Veritiv Corp, (2) | 1,464,707 | ||||
129,154 | Virgin Galactic Holdings Inc, (2), (3) | 1,188,217 | ||||
10,850 | Watts Water Technologies Inc | 1,662,328 | ||||
152,571 | Welbilt Inc, (2) | 3,623,561 | ||||
40,172 | WESCO International Inc, (2) | 4,896,565 | ||||
191,760 | WillScot Mobile Mini Holdings Corp, (2) | 7,102,790 | ||||
26,081 | Zurn Water Solutions Corp | 796,514 | ||||
Total Industrials | 183,058,545 | |||||
Information Technology – 14.6% | ||||||
118,989 | ACI Worldwide Inc, (2) | 4,089,652 | ||||
18,042 | ADTRAN Inc | 346,587 | ||||
52,306 | Altair Engineering Inc, (2) | 3,291,094 | ||||
5,847 | Appian Corp, (2) | 329,595 | ||||
14,249 | Aspen Technology Inc, (2) | 2,139,630 | ||||
49,277 | Avaya Holdings Corp, (2) | 897,827 | ||||
6,397 | Avnet Inc | 258,183 | ||||
15,699 | Badger Meter Inc | 1,588,268 | ||||
5,938 | Benchmark Electronics Inc | 143,343 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
50,588 | Bottomline Technologies DE Inc, (2) | $2,852,657 | ||||
41,052 | Box Inc, Class A, (2) | 1,072,689 | ||||
74,738 | BTRS Holdings Inc, (2) | 478,323 | ||||
111,979 | CDK Global Inc | 4,811,738 | ||||
23,461 | Cerence Inc, (2) | 1,489,539 | ||||
6,548 | Ciena Corp, (2) | 434,198 | ||||
7,129 | Cirrus Logic Inc, (2) | 637,618 | ||||
5,487 | Coherent Inc, (2) | 1,418,280 | ||||
84,638 | CommScope Holding Co Inc, (2) | 794,751 | ||||
10,872 | CommVault Systems Inc, (2) | 733,425 | ||||
48,481 | Concentrix Corp | 9,744,196 | ||||
35,848 | CSG Systems International Inc | 2,035,091 | ||||
19,372 | CTS Corp | 649,931 | ||||
80,227 | Diebold Nixdorf Inc, (2) | 749,320 | ||||
57,314 | Dolby Laboratories Inc, Class A | 5,035,035 | ||||
1,805 | Domo Inc, Class B, (2) | 84,763 | ||||
34,638 | Duck Creek Technologies Inc, (2) | 885,001 | ||||
169,397 | E2open Parent Holdings Inc, (2) | 1,575,392 | ||||
6,900 | Elastic NV, (2) | 643,425 | ||||
30,490 | ePlus Inc, (2) | 1,401,625 | ||||
68,923 | EVERTEC Inc | 3,007,800 | ||||
37,803 | ExlService Holdings Inc, (2) | 4,556,018 | ||||
2,112 | FARO Technologies Inc, (2) | 114,703 | ||||
59,878 | First Solar Inc, (2) | 4,693,238 | ||||
26,115 | Five9 Inc, (2) | 3,282,655 | ||||
64,030 | Flex Ltd, (2) | 1,036,005 | ||||
60,129 | Harmonic Inc, (2) | 646,988 | ||||
11,695 | Ichor Holdings Ltd, (2) | 496,102 | ||||
39,380 | Insight Enterprises Inc, (2) | 3,707,627 | ||||
34,577 | InterDigital Inc | 2,386,850 | ||||
48,377 | Itron Inc, (2) | 2,999,374 | ||||
39,964 | Jamf Holding Corp, (2) | 1,321,210 | ||||
27,798 | Kimball Electronics Inc, (2) | 550,122 | ||||
47,736 | Kulicke & Soffa Industries Inc | 2,610,682 | ||||
9,947 | LivePerson Inc, (2) | 297,117 | ||||
34,636 | Lumentum Holdings Inc, (2) | 3,514,861 | ||||
4,816 | Manhattan Associates Inc, (2) | 644,718 | ||||
42,847 | Methode Electronics Inc | 1,886,553 | ||||
42,808 | MicroVision Inc, (2) | 145,975 | ||||
20,712 | Mimecast Ltd, (2) | 1,650,954 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
16,133 | Model N Inc, (2) | $446,239 | ||||
49,376 | N-able Inc, (2) | 551,036 | ||||
34,123 | National Instruments Corp | 1,406,550 | ||||
2,256 | nCino OpCo Inc, (2) | 103,392 | ||||
20,920 | New Relic Inc, (2) | 2,199,529 | ||||
7,470 | Novanta Inc, (2) | 1,031,607 | ||||
61,367 | Nutanix Inc, (2) | 1,677,774 | ||||
51,366 | Onto Innovation Inc, (2) | 4,702,044 | ||||
12,751 | OSI Systems Inc, (2) | 1,057,568 | ||||
27,729 | PAR Technology Corp, (2) | 1,039,837 | ||||
4,965 | Paylocity Holding Corp, (2) | 1,012,761 | ||||
44,851 | Plantronics Inc, (2) | 1,195,279 | ||||
6,506 | Plexus Corp, (2) | 504,345 | ||||
47,137 | Progress Software Corp | 2,145,205 | ||||
25,183 | PROS Holdings Inc, (2) | 697,821 | ||||
12,500 | Rackspace Technology Inc, (2) | 156,375 | ||||
122,356 | Rambus Inc, (2) | 3,089,489 | ||||
107,155 | Ribbon Communications Inc, (2) | 482,197 | ||||
4,035 | Rogers Corp, (2) | 1,101,353 | ||||
9,373 | ShotSpotter Inc, (2) | 247,166 | ||||
19,249 | Sprout Social Inc, Class A, (2) | 1,325,294 | ||||
38,015 | SPS Commerce Inc, (2) | 4,708,158 | ||||
18,146 | Synaptics Inc, (2) | 3,817,011 | ||||
18,472 | Telos Corp, (2) | 215,938 | ||||
87,365 | Teradata Corp, (2) | 3,524,304 | ||||
21,228 | TTEC Holdings Inc | 1,700,151 | ||||
20,071 | Universal Display Corp | 3,081,099 | ||||
75,567 | Upwork Inc, (2) | 2,055,422 | ||||
33,426 | Veeco Instruments Inc, (2) | 918,881 | ||||
22,979 | Viavi Solutions Inc, (2) | 378,234 | ||||
4,944 | Vishay Precision Group Inc, (2) | 158,356 | ||||
106,231 | Vontier Corp | 2,986,153 | ||||
47,526 | WEX Inc, (2) | 7,650,735 | ||||
58,237 | Wolfspeed Inc, (2) | 5,488,255 | ||||
171,521 | Xerox Holdings Corp | 3,620,808 | ||||
Total Information Technology | 156,637,094 | |||||
Materials – 4.7% | ||||||
6,393 | AptarGroup Inc | 749,899 | ||||
102,790 | Avient Corp | 5,115,858 | ||||
154,451 | Axalta Coating Systems Ltd, (2) | 4,573,294 |
Shares | Description (1) | Value | ||||
Materials (continued) | ||||||
1,205 | Balchem Corp | $177,063 | ||||
18,403 | Clearwater Paper Corp, (2) | 581,903 | ||||
81,716 | Coeur Mining Inc, (2) | 383,248 | ||||
22,538 | Commercial Metals Co | 753,671 | ||||
38,455 | Compass Minerals International Inc | 2,053,497 | ||||
2,759 | HB Fuller Co | 198,013 | ||||
16,492 | Ingevity Corporation, (2) | 1,086,988 | ||||
27,760 | Innospec Inc | 2,580,570 | ||||
23,733 | Koppers Holdings Inc, (2) | 709,142 | ||||
70,195 | Louisiana-Pacific Corp | 4,663,756 | ||||
23,084 | Materion Corp | 1,912,509 | ||||
37,647 | Minerals Technologies Inc | 2,634,160 | ||||
32,608 | Ranpak Holdings Corp, (2) | 875,851 | ||||
47,036 | Reliance Steel & Aluminum Co | 7,190,864 | ||||
10,625 | Royal Gold Inc | 1,078,969 | ||||
9,856 | Ryerson Holding Corp | 202,048 | ||||
22,127 | Schnitzer Steel Industries Inc | 866,051 | ||||
33,334 | Sensient Technologies Corp | 2,824,723 | ||||
9,869 | Stepan Co | 1,087,169 | ||||
33,149 | Trinseo PLC | 1,774,797 | ||||
204,197 | Valvoline Inc | 6,726,249 | ||||
Total Materials | 50,800,292 | |||||
Real Estate – 9.7% | ||||||
62,042 | Acadia Realty Trust | 1,227,811 | ||||
79,299 | Alexander & Baldwin Inc | 1,819,912 | ||||
109,796 | Brandywine Realty Trust | 1,411,977 | ||||
70,932 | Brixmor Property Group Inc | 1,798,835 | ||||
54,296 | CatchMark Timber Trust Inc | 445,227 | ||||
90,414 | Cousins Properties Inc | 3,486,364 | ||||
89,060 | CyrusOne Inc | 8,002,041 | ||||
72,433 | Douglas Emmett Inc | 2,261,358 | ||||
101,750 | Easterly Government Properties Inc | 2,133,697 | ||||
165,179 | Empire State Realty Trust Inc | 1,473,397 | ||||
16,720 | Federal Realty Investment Trust | 2,131,633 | ||||
64,802 | Five Point Holdings LLC, Class A, (2) | 375,204 | ||||
5,561 | Healthcare Realty Trust Inc | 172,502 | ||||
5,285 | Highwoods Properties Inc | 227,889 | ||||
6,368 | Howard Hughes Corp, (2) | 613,302 | ||||
63,034 | Hudson Pacific Properties Inc | 1,489,493 | ||||
5,644 | iStar Inc | 121,177 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
134,189 | JBG SMITH Properties | $3,676,779 | ||||
142,037 | Kennedy-Wilson Holdings Inc | 3,190,151 | ||||
118,118 | Kilroy Realty Corp | 7,559,552 | ||||
205,649 | Kimco Realty Corp | 4,989,045 | ||||
89,325 | Kite Realty Group Trust | 1,865,106 | ||||
14,000 | Life Storage Inc | 1,889,300 | ||||
276,580 | LXP Industrial Trust | 4,118,276 | ||||
133,886 | Macerich Co | 2,214,474 | ||||
17,484 | Marcus & Millichap Inc, (2) | 818,426 | ||||
137,917 | MGM Growth Properties LLC | 5,362,213 | ||||
72,071 | Outfront Media Inc | 1,790,244 | ||||
266,580 | Park Hotels & Resorts Inc, (2) | 4,851,756 | ||||
98,957 | Piedmont Office Realty Trust Inc | 1,757,476 | ||||
75,763 | PotlatchDeltic Corp | 4,075,292 | ||||
159,796 | Rayonier Inc | 5,838,946 | ||||
91,532 | Realogy Holdings Corp, (2) | 1,510,278 | ||||
59,706 | Rexford Industrial Realty Inc | 4,368,688 | ||||
27,245 | SITE Centers Corp | 403,498 | ||||
65,070 | SL Green Realty Corp | 4,718,876 | ||||
36,590 | St Joe Co | 1,774,981 | ||||
23,414 | Tejon Ranch Co, (2) | 407,638 | ||||
262,433 | Uniti Group Inc | 3,164,942 | ||||
95,072 | Washington Real Estate Investment Trust | 2,340,673 | ||||
128,682 | Xenia Hotels & Resorts Inc, (2) | 2,231,346 | ||||
Total Real Estate | 104,109,775 | |||||
Utilities – 1.9% | ||||||
87,574 | Clearway Energy Inc | 2,949,492 | ||||
37,286 | Clearway Energy Inc | 1,150,273 | ||||
108,587 | New Jersey Resources Corp | 4,366,283 | ||||
86,552 | NextEra Energy Partners LP | 6,510,442 | ||||
39,401 | ONE Gas Inc | 3,068,944 | ||||
94,784 | Sunnova Energy International Inc, (2) | 1,863,454 | ||||
Total Utilities | 19,908,888 | |||||
Total Long-Term Investments (cost $1,002,841,107) | 1,071,474,785 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.7% | ||||||
MONEY MARKET FUNDS – 0.7% | ||||||
7,037,767 | State Street Navigator Securities Lending Government Money Market Portfolio, (5) | 0.050% (6) | $7,037,767 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $7,037,767) | 7,037,767 | |||||
Total Investments (cost $1,009,878,874) – 100.6% | 1,078,512,552 | |||||
Other Assets Less Liabilities – (0.6)% | (6,226,860) | |||||
Net Assets – 100% | $1,072,285,692 |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $1,071,454,462 | $ — | $20,323 | $1,071,474,785 |
Investments Purchased with Collateral from Securities Lending | 7,037,767 | — | — | 7,037,767 |
Total | $1,078,492,229 | $ — | $20,323 | $1,078,512,552 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $7,436,968. | |
(4) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
(5) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(6) | The rate shown is the one-day yield as of the end of the reporting period. |