Shares | Value | ||
1 | COMMON STOCKS—96.7% | ||
Communication Services—10.2% | |||
5,910 | Activision Blizzard, Inc. | $345,617 | |
3,259 | 2 | Alphabet, Inc., Class A | 4,669,430 |
3,238 | 2 | Alphabet, Inc., Class C | 4,644,037 |
79,909 | AT&T, Inc. | 3,006,177 | |
10,484 | CenturyLink, Inc. | 143,211 | |
2,008 | 2 | Charter Communications, Inc. | 1,039,060 |
52,653 | Comcast Corp., Class A | 2,274,083 | |
1,278 | 2 | Discovery, Inc., Class A | 37,394 |
3,384 | 2 | Discovery, Inc., Class C | 93,974 |
1,966 | 2 | DISH Network Corp., Class A | 72,270 |
3,024 | 2 | Electronic Arts, Inc. | 326,350 |
26,858 | 2 | Facebook, Inc. | 5,422,899 |
1,904 | Fox Corp | 70,600 | |
5,482 | Interpublic Group of Cos., Inc. | 124,441 | |
1,118 | 2 | Live Nation Entertainment, Inc. | 76,203 |
4,329 | 2 | NetFlix, Inc. | 1,493,895 |
3,371 | News Corp., Inc., Class A | 45,913 | |
315 | News Corp., Inc., Class B | 4,400 | |
2,729 | Omnicom Group, Inc. | 205,521 | |
3,655 | 2 | T-Mobile USA, Inc. | 289,439 |
2,415 | 2 | Take-Two Interactive Software, Inc. | 301,006 |
8,220 | 2 | Twitter, Inc. | 266,986 |
45,430 | Verizon Communications, Inc. | 2,700,359 | |
5,939 | ViacomCBS Inc., Class B | 202,698 | |
19,395 | Walt Disney Co. | 2,682,522 | |
TOTAL | 30,538,485 | ||
Consumer Discretionary—9.5% | |||
806 | Advance Auto Parts, Inc. | 106,191 | |
4,538 | 2 | Amazon.com, Inc. | 9,115,571 |
2,480 | Aptiv PLC | 210,279 | |
236 | 2 | AutoZone, Inc. | 249,679 |
2,347 | Best Buy Co., Inc. | 198,767 | |
3,353 | Block (H&R), Inc. | 77,790 | |
459 | 2 | Booking Holdings, Inc. | 840,223 |
2,060 | BorgWarner, Inc. | 70,637 | |
1,496 | 2 | CarMax, Inc. | 145,172 |
1,261 | Carnival Corp. | 54,891 | |
243 | 2 | Chipotle Mexican Grill, Inc. | 210,623 |
888 | D. R. Horton, Inc. | 52,570 | |
1,464 | Darden Restaurants, Inc. | 170,454 | |
3,686 | Dollar General Corp. | 565,469 | |
2,575 | 2 | Dollar Tree, Inc. | 224,205 |
12,317 | eBay, Inc. | 413,359 | |
1,532 | Expedia Group, Inc. | 166,145 | |
41,944 | Ford Motor Co. | 369,946 | |
1,276 | Garmin Ltd. | 123,708 | |
14,312 | General Motors Co. | 477,878 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Consumer Discretionary—continued | |||
207 | Genuine Parts Co. | $19,369 | |
4,379 | Hanesbrands, Inc. | 60,255 | |
1,531 | Harley-Davidson, Inc. | 51,135 | |
2,765 | Hasbro, Inc. | 281,671 | |
2,805 | Hilton Worldwide Holdings, Inc. | 302,379 | |
11,931 | Home Depot, Inc. | 2,721,461 | |
1,637 | Kohl's Corp. | 69,982 | |
8,871 | L Brands, Inc. | 205,452 | |
1,588 | Las Vegas Sands Corp. | 103,712 | |
4,246 | Leggett and Platt, Inc. | 202,067 | |
2,520 | Lennar Corp., Class A | 167,227 | |
7,368 | 2 | LKQ Corp. | 240,823 |
7,131 | Lowe's Cos., Inc. | 828,907 | |
2,876 | Macy's, Inc. | 45,872 | |
2,905 | Marriott International, Inc., Class A | 406,874 | |
8,333 | McDonald's Corp. | 1,783,012 | |
9,936 | MGM Resorts International | 308,612 | |
1,707 | 2 | Mohawk Industries, Inc. | 224,778 |
4,050 | Newell Brands, Inc. | 79,097 | |
13,689 | Nike, Inc., Class B | 1,318,251 | |
4,920 | 2 | Norwegian Cruise Line Holdings Ltd. | 264,942 |
30 | 2 | NVR, Inc. | 114,509 |
806 | 2 | O'Reilly Automotive, Inc. | 327,317 |
2,020 | Pulte Group, Inc. | 90,193 | |
693 | PVH Corp. | 60,409 | |
460 | Ralph Lauren Corp. | 52,210 | |
3,797 | Ross Stores, Inc. | 425,985 | |
1,731 | Royal Caribbean Cruises, Ltd. | 202,666 | |
12,511 | Starbucks Corp. | 1,061,308 | |
5,284 | Target Corp. | 585,150 | |
957 | Tiffany & Co. | 128,257 | |
13,424 | TJX Cos., Inc. | 792,553 | |
1,564 | Tractor Supply Co. | 145,374 | |
667 | 2 | Ulta Beauty, Inc. | 178,696 |
1,673 | 2 | Under Armour, Inc., Class A | 33,761 |
2,247 | 2 | Under Armour, Inc., Class C | 40,356 |
2,071 | V.F. Corp. | 171,831 | |
525 | Whirlpool Corp. | 76,739 | |
971 | Wynn Resorts Ltd. | 122,501 | |
3,210 | Yum! Brands, Inc. | 339,522 | |
TOTAL | 28,478,772 | ||
Consumer Staples—7.0% | |||
17,465 | Altria Group, Inc. | 830,112 | |
2,890 | Archer-Daniels-Midland Co. | 129,356 | |
4,188 | Brown-Forman Corp., Class B | 283,276 | |
4,829 | Campbell Soup Co. | 233,675 | |
3,083 | Church and Dwight, Inc. | 228,820 | |
1,555 | Clorox Co. | 244,617 | |
9,739 | Colgate-Palmolive Co. | 718,543 | |
5,699 | Conagra Brands, Inc. | 187,611 | |
1,925 | Constellation Brands, Inc., Class A | 362,478 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Consumer Staples—continued | |||
4,739 | Costco Wholesale Corp. | $1,447,859 | |
1,833 | Coty, Inc. - CL A | 18,807 | |
2,329 | Estee Lauder Cos., Inc., Class A | 454,528 | |
6,533 | General Mills, Inc. | 341,153 | |
2,597 | Hershey Foods Corp. | 402,977 | |
3,669 | Hormel Foods Corp. | 173,397 | |
545 | Kellogg Co. | 37,174 | |
2,672 | Kimberly-Clark Corp. | 382,737 | |
11,294 | Kraft Heinz Co./The | 329,785 | |
7,993 | Kroger Co. | 214,692 | |
1,601 | Lamb Weston Holdings, Inc. | 146,187 | |
1,485 | McCormick & Co., Inc. | 242,604 | |
2,350 | Molson Coors Beverage Company, Class B | 130,613 | |
15,449 | Mondelez International, Inc. | 886,464 | |
4,445 | 2 | Monster Beverage Corp. | 296,037 |
14,100 | PepsiCo, Inc. | 2,002,482 | |
17,248 | Philip Morris International, Inc. | 1,426,410 | |
27,338 | Procter & Gamble Co. | 3,406,862 | |
1,303 | Smucker (J.M.) Co. | 135,004 | |
5,222 | Sysco Corp. | 428,935 | |
42,446 | The Coca-Cola Co. | 2,478,846 | |
2,887 | Tyson Foods, Inc., Class A | 238,553 | |
8,102 | Walgreens Boots Alliance, Inc. | 411,987 | |
15,567 | WalMart Inc. | 1,782,266 | |
TOTAL | 21,034,847 | ||
Energy—3.7% | |||
4,089 | Apache Corp. | 112,202 | |
6,827 | Baker Hughes a GE Co. LLC | 147,873 | |
12,917 | Cabot Oil & Gas Corp., Class A | 182,000 | |
20,798 | Chevron Corp. | 2,228,298 | |
884 | Cimarex Energy Co. | 38,799 | |
435 | Concho Resources, Inc. | 32,964 | |
12,082 | ConocoPhillips | 718,033 | |
102 | Diamondback Energy, Inc. | 7,589 | |
8,100 | EOG Resources, Inc. | 590,571 | |
46,406 | Exxon Mobil Corp. | 2,882,741 | |
3,647 | Halliburton Co. | 79,541 | |
4,504 | Helmerich & Payne, Inc. | 182,637 | |
2,375 | Hess Corp. | 134,354 | |
1,551 | HollyFrontier Corp. | 69,671 | |
28,098 | Kinder Morgan, Inc. | 586,405 | |
8,203 | Marathon Oil Corp. | 93,268 | |
6,901 | Marathon Petroleum Corp. | 376,104 | |
4,388 | National Oilwell Varco, Inc. | 90,437 | |
4,766 | Noble Energy, Inc. | 94,224 | |
9,798 | Occidental Petroleum Corp. | 389,176 | |
2,539 | ONEOK, Inc. | 190,095 | |
4,574 | Phillips 66 | 417,926 | |
1,832 | Pioneer Natural Resources, Inc. | 247,320 | |
15,778 | Schlumberger Ltd. | 528,721 | |
4,009 | TechnipFMC PLC | 66,189 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Energy—continued | |||
4,238 | Valero Energy Corp. | $357,306 | |
19,316 | Williams Cos., Inc. | 399,648 | |
TOTAL | 11,244,092 | ||
Financials—12.1% | |||
7,979 | Aflac, Inc. | 411,477 | |
4,820 | Allstate Corp. | 571,363 | |
7,525 | American Express Co. | 977,272 | |
8,900 | American International Group, Inc. | 447,314 | |
2,240 | Ameriprise Financial, Inc. | 370,518 | |
2,683 | Aon PLC | 590,931 | |
440 | Assurant, Inc. | 57,446 | |
87,511 | Bank of America Corp. | 2,872,986 | |
9,689 | Bank of New York Mellon Corp. | 433,873 | |
1,158 | Berkley, W. R. Corp. | 85,148 | |
20,622 | 2 | Berkshire Hathaway, Inc., Class B | 4,628,196 |
1,304 | BlackRock, Inc. | 687,664 | |
4,784 | Capital One Financial Corp. | 477,443 | |
1,189 | Cboe Global Markets, Inc. | 146,509 | |
12,445 | Charles Schwab Corp. | 566,870 | |
5,113 | Chubb Ltd. | 777,125 | |
1,414 | Cincinnati Financial Corp. | 148,399 | |
25,577 | Citigroup, Inc. | 1,903,185 | |
4,287 | Citizens Financial Group, Inc. | 159,819 | |
3,190 | CME Group, Inc. | 692,581 | |
3,584 | Comerica, Inc. | 219,197 | |
5,079 | Discover Financial Services | 381,585 | |
5,598 | E*Trade Financial Corp. | 238,587 | |
3,059 | Fifth Third Bancorp | 87,029 | |
604 | First Republic Bank | 66,972 | |
4,076 | Franklin Resources, Inc. | 103,123 | |
514 | Gallagher (Arthur J.) & Co. | 52,721 | |
810 | Globe Life, Inc. | 84,451 | |
3,386 | Goldman Sachs Group, Inc. | 805,022 | |
12,554 | Huntington Bancshares, Inc. | 170,358 | |
6,142 | Intercontinental Exchange, Inc. | 612,603 | |
34,100 | JPMorgan Chase & Co. | 4,513,476 | |
10,943 | KeyCorp | 204,744 | |
4,556 | Lincoln National Corp. | 248,211 | |
2,216 | Loews Corp. | 114,013 | |
1,607 | M & T Bank Corp. | 270,812 | |
336 | Marketaxess Holdings, Inc. | 119,005 | |
4,200 | Marsh & McLennan Cos., Inc. | 469,812 | |
11,338 | MetLife, Inc. | 563,612 | |
1,160 | Moody's Corp. | 297,876 | |
13,451 | Morgan Stanley | 702,949 | |
809 | MSCI, Inc., Class A | 231,212 | |
2,487 | Northern Trust Corp. | 243,254 | |
4,664 | PNC Financial Services Group | 692,837 | |
2,598 | Principal Financial Group, Inc. | 137,564 | |
6,761 | Progressive Corp., OH | 545,545 | |
4,167 | Prudential Financial, Inc. | 379,447 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Financials—continued | |||
1,352 | Raymond James Financial, Inc. | $123,613 | |
10,890 | Regions Financial Corp. | 169,557 | |
2,551 | S&P Global, Inc. | 749,305 | |
3,777 | State Street Corp. | 285,655 | |
586 | 2 | SVB Financial Group | 140,833 |
10,422 | Synchrony Financial | 337,777 | |
2,477 | T. Rowe Price Group, Inc. | 330,754 | |
3,443 | The Hartford Financial Services Group, Inc. | 204,101 | |
3,016 | The Travelers Cos., Inc. | 396,966 | |
14,476 | Truist Financial Corp. | 746,527 | |
15,911 | U.S. Bancorp | 846,783 | |
7,160 | Unum Group | 191,100 | |
44,526 | Wells Fargo & Co. | 2,090,050 | |
690 | Willis Towers Watson PLC | 145,790 | |
1,847 | Zions Bancorporation, N.A. | 84,020 | |
TOTAL | 36,404,967 | ||
Health Care—13.3% | |||
17,559 | Abbott Laboratories | 1,530,091 | |
15,917 | AbbVie, Inc. | 1,289,595 | |
498 | 2 | Abiomed, Inc. | 92,772 |
3,706 | Agilent Technologies, Inc. | 305,967 | |
2,302 | 2 | Alexion Pharmaceuticals, Inc. | 228,796 |
1,307 | 2 | Align Technology, Inc. | 336,030 |
4,329 | Allergan PLC | 807,965 | |
1,775 | AmerisourceBergen Corp. | 151,869 | |
6,348 | Amgen, Inc. | 1,371,485 | |
2,853 | Anthem, Inc. | 756,844 | |
5,642 | Baxter International, Inc. | 503,379 | |
3,048 | Becton Dickinson & Co. | 838,749 | |
1,929 | 2 | Biogen, Inc. | 518,612 |
11,932 | 2 | Boston Scientific Corp. | 499,593 |
27,777 | Bristol-Myers Squibb Co. | 1,748,562 | |
6,031 | Cardinal Health, Inc. | 308,848 | |
3,733 | 2 | Centene Corp. | 234,470 |
3,013 | Cerner Corp. | 216,424 | |
4,040 | CIGNA Corp. | 777,215 | |
449 | Cooper Cos., Inc. | 155,754 | |
14,085 | CVS Health Corp. | 955,245 | |
6,794 | Danaher Corp. | 1,092,951 | |
2,931 | 2 | Davita, Inc. | 234,099 |
1,915 | Dentsply Sirona, Inc. | 107,240 | |
2,886 | 2 | Edwards Lifesciences Corp. | 634,516 |
9,285 | Eli Lilly & Co. | 1,296,557 | |
15,962 | Gilead Sciences, Inc. | 1,008,798 | |
2,912 | HCA Healthcare, Inc. | 404,186 | |
2,014 | 2 | Henry Schein, Inc. | 138,845 |
2,770 | 2 | Hologic, Inc. | 148,250 |
1,834 | Humana, Inc. | 616,664 | |
828 | 2 | IDEXX Laboratories, Inc. | 224,396 |
1,154 | 2 | Illumina, Inc. | 334,741 |
3,527 | 2 | Incyte Genomics, Inc. | 257,718 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Health Care—continued | |||
1,012 | 2 | Intuitive Surgical, Inc. | $566,497 |
1,769 | 2 | IQVIA Holdings, Inc. | 274,637 |
28,807 | Johnson & Johnson | 4,288,498 | |
884 | 2 | Laboratory Corp. of America Holdings | 155,054 |
3,022 | McKesson Corp. | 430,967 | |
14,824 | Medtronic PLC | 1,711,283 | |
27,609 | Merck & Co., Inc. | 2,358,913 | |
232 | 2 | Mettler-Toledo International, Inc. | 175,666 |
4,407 | 2 | Mylan NV | 94,398 |
1,125 | Perrigo Co. PLC | 64,170 | |
56,451 | Pfizer, Inc. | 2,102,235 | |
1,220 | Quest Diagnostics, Inc. | 135,017 | |
804 | 2 | Regeneron Pharmaceuticals, Inc. | 271,704 |
1,460 | ResMed, Inc. | 232,096 | |
750 | STERIS PLC | 113,018 | |
3,599 | Stryker Corp. | 758,309 | |
474 | Teleflex, Inc. | 176,096 | |
4,350 | Thermo Fisher Scientific, Inc. | 1,362,376 | |
9,809 | UnitedHealth Group, Inc. | 2,672,462 | |
848 | Universal Health Services, Inc., Class B | 116,269 | |
2,689 | 2 | Vertex Pharmaceuticals, Inc. | 610,537 |
78 | 2 | Waters Corp. | 17,456 |
2,102 | Zimmer Biomet Holdings, Inc. | 310,886 | |
4,953 | Zoetis, Inc. | 664,742 | |
TOTAL | 39,790,512 | ||
Industrials—8.8% | |||
6,419 | 3M Co. | 1,018,439 | |
1,611 | Alaska Air Group, Inc. | 104,055 | |
777 | Allegion PLC | 100,482 | |
3,934 | Ametek, Inc. | 382,188 | |
3,759 | Arconic, Inc. | 112,582 | |
5,380 | Boeing Co. | 1,712,293 | |
1,456 | C.H. Robinson Worldwide, Inc. | 105,152 | |
5,013 | Caterpillar, Inc. | 658,458 | |
1,449 | Cintas Corp. | 404,228 | |
1,901 | 2 | Copart, Inc. | 192,875 |
10,441 | CSX Corp. | 797,066 | |
1,745 | Cummins, Inc. | 279,148 | |
2,588 | Deere & Co. | 410,405 | |
6,745 | Delta Air Lines, Inc. | 375,966 | |
1,325 | Dover Corp. | 150,851 | |
4,244 | Eaton Corp. PLC | 400,931 | |
6,740 | Emerson Electric Co. | 482,786 | |
269 | Equifax, Inc. | 40,323 | |
1,602 | Expeditors International Washington, Inc. | 117,010 | |
2,313 | Fastenal Co. | 80,677 | |
2,442 | FedEx Corp. | 353,211 | |
1,649 | Flowserve Corp. | 76,975 | |
3,588 | Fortive Corp. | 268,849 | |
3,724 | Fortune Brands Home & Security, Inc. | 255,876 | |
2,709 | General Dynamics Corp. | 475,267 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Industrials—continued | |||
92,318 | General Electric Co. | $1,149,359 | |
7,723 | Honeywell International, Inc. | 1,337,778 | |
677 | Hunt (J.B.) Transportation Services, Inc. | 73,069 | |
1,013 | Huntington Ingalls Industries, Inc. | 264,393 | |
999 | IDEX Corp. | 163,686 | |
3,973 | 2 | IHS Markit Ltd. | 313,311 |
3,341 | Illinois Tool Works, Inc. | 584,608 | |
2,572 | Ingersoll-Rand PLC | 342,668 | |
7,898 | Johnson Controls International PLC | 311,576 | |
889 | Kansas City Southern Industries, Inc. | 149,965 | |
2,279 | L3Harris Technologies Inc. | 504,411 | |
3,075 | Lockheed Martin Corp. | 1,316,469 | |
6,147 | Masco Corp. | 292,105 | |
11,050 | Nielsen Holdings PLC | 225,420 | |
2,083 | Norfolk Southern Corp. | 433,701 | |
2,126 | Northrop Grumman Corp. | 796,336 | |
1,470 | Old Dominion Freight Lines, Inc. | 288,458 | |
3,398 | PACCAR, Inc. | 252,166 | |
1,536 | Parker-Hannifin Corp. | 300,580 | |
2,894 | Raytheon Co. | 639,400 | |
2,614 | Republic Services, Inc. | 248,461 | |
1,205 | Rockwell Automation, Inc. | 230,950 | |
2,412 | Rollins, Inc. | 91,535 | |
1,158 | Roper Technologies, Inc. | 441,962 | |
1,544 | Smith (A.O.) Corp. | 65,913 | |
768 | Snap-On, Inc. | 122,596 | |
5,616 | Southwest Airlines Co. | 308,768 | |
1,478 | Stanley Black & Decker Inc. | 235,490 | |
491 | Transdigm Group, Inc. | 315,850 | |
7,410 | Union Pacific Corp. | 1,329,502 | |
2,645 | 2 | United Airlines Holdings, Inc. | 197,846 |
7,595 | United Parcel Service, Inc. | 786,234 | |
1,688 | 2 | United Rentals, Inc. | 229,045 |
8,625 | United Technologies Corp. | 1,295,475 | |
1,900 | Verisk Analytics, Inc. | 308,693 | |
511 | W.W. Grainger, Inc. | 154,664 | |
3,875 | Wabtec Corp. | 286,208 | |
4,498 | Waste Management, Inc. | 547,407 | |
2,330 | Xylem, Inc. | 190,268 | |
TOTAL | 26,482,419 | ||
Information Technology—23.3% | |||
6,211 | Accenture PLC | 1,274,559 | |
5,226 | 2 | Adobe, Inc. | 1,835,058 |
8,736 | 2 | Advanced Micro Devices, Inc. | 410,592 |
1,568 | 2 | Akamai Technologies, Inc. | 146,373 |
499 | Alliance Data Systems Corp. | 51,292 | |
3,493 | Amphenol Corp., Class A | 347,449 | |
4,150 | Analog Devices, Inc. | 455,463 | |
366 | 2 | Ansys, Inc. | 100,405 |
45,298 | Apple, Inc. | 14,020,184 | |
9,565 | Applied Materials, Inc. | 554,674 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Information Technology—continued | |||
569 | 2 | Arista Networks, Inc. | $127,080 |
3,176 | 2 | Autodesk, Inc. | 625,196 |
4,824 | Automatic Data Processing, Inc. | 826,785 | |
4,223 | Broadcom, Inc. | 1,288,691 | |
1,149 | Broadridge Financial Solutions | 136,903 | |
2,636 | 2 | Cadence Design Systems, Inc. | 190,082 |
1,359 | CDW Corp. | 177,282 | |
46,340 | Cisco Systems, Inc. | 2,130,250 | |
41 | Citrix Systems, Inc. | 4,970 | |
3,651 | Cognizant Technology Solutions Corp. | 224,098 | |
3,371 | Corning, Inc. | 89,972 | |
2,400 | DXC Technology Co. | 76,512 | |
1,665 | 2 | F5 Networks, Inc. | 203,330 |
6,472 | Fidelity National Information Services, Inc. | 929,768 | |
5,961 | 2 | Fiserv, Inc. | 707,034 |
1,443 | 2 | FleetCor Technologies Inc. | 454,877 |
2,861 | 2 | Fortinet Inc. | 330,045 |
1,018 | 2 | Gartner, Inc., Class A | 163,674 |
4,054 | Global Payments, Inc. | 792,354 | |
1,029 | Henry Jack & Associates, Inc. | 153,877 | |
12,232 | Hewlett Packard Enterprise Co. | 170,392 | |
15,319 | HP, Inc. | 326,601 | |
9,806 | IBM Corp. | 1,409,416 | |
47,782 | Intel Corp. | 3,054,703 | |
2,749 | Intuit, Inc. | 770,765 | |
4,820 | Juniper Networks, Inc. | 110,571 | |
1,761 | 2 | Keysight Technologies, Inc. | 163,755 |
1,550 | KLA Corp. | 256,897 | |
1,479 | Lam Research Corp. | 441,053 | |
1,147 | Leidos Holdings, Inc. | 115,239 | |
9,164 | Mastercard, Inc. | 2,895,274 | |
587 | Maxim Integrated Products, Inc. | 35,290 | |
2,580 | Microchip Technology, Inc. | 251,498 | |
11,941 | 2 | Micron Technology, Inc. | 633,948 |
82,797 | Microsoft Corp. | 14,094,533 | |
2,758 | Motorola, Inc. | 488,166 | |
199 | NetApp, Inc. | 10,627 | |
6,107 | NortonLifeLock, Inc. | 173,561 | |
6,633 | NVIDIA Corp. | 1,568,240 | |
24,092 | Oracle Corp. | 1,263,625 | |
3,802 | Paychex, Inc. | 326,098 | |
533 | 2 | Paycom Software, Inc. | 169,579 |
12,498 | 2 | PayPal Holdings, Inc. | 1,423,397 |
2,494 | 2 | Qorvo, Inc. | 264,015 |
14,043 | Qualcomm, Inc. | 1,198,008 | |
9,723 | 2 | Salesforce.com, Inc. | 1,772,600 |
2,179 | Seagate Technology PLC | 124,181 | |
2,569 | 2 | ServiceNow, Inc. | 868,913 |
1,731 | Skyworks Solutions, Inc. | 195,863 | |
1,427 | 2 | Synopsys, Inc. | 210,497 |
3,409 | TE Connectivity Ltd. | 314,242 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Information Technology—continued | |||
10,389 | Texas Instruments, Inc. | $1,253,433 | |
1,881 | 2 | Verisign, Inc. | 391,511 |
17,834 | Visa, Inc., Class A | 3,548,431 | |
2,776 | Western Digital Corp. | 181,828 | |
3,496 | Western Union Co. | 94,042 | |
5,918 | Xerox Holdings Corp. | 210,503 | |
2,899 | Xilinx, Inc. | 244,908 | |
520 | 2 | Zebra Technologies Corp., Class A | 124,290 |
TOTAL | 69,979,322 | ||
Materials—2.4% | |||
2,272 | Air Products & Chemicals, Inc. | 542,349 | |
19,808 | Amcor PLC | 209,767 | |
689 | Avery Dennison Corp. | 90,424 | |
3,102 | Ball Corp. | 223,902 | |
2,493 | Celanese Corp. | 258,025 | |
2,392 | CF Industries Holdings, Inc. | 96,350 | |
7,589 | Corteva, Inc. | 219,474 | |
8,194 | Dow, Inc. | 377,498 | |
8,037 | DuPont de Nemours, Inc. | 411,334 | |
3,283 | Eastman Chemical Co. | 233,979 | |
3,479 | Ecolab, Inc. | 682,267 | |
4,671 | Freeport-McMoRan, Inc. | 51,848 | |
1,224 | International Flavors & Fragrances, Inc. | 160,479 | |
4,891 | International Paper Co. | 199,162 | |
5,742 | Linde PLC | 1,166,372 | |
3,047 | LyondellBasell Industries N.V. | 237,239 | |
1,207 | Martin Marietta Materials | 318,407 | |
9,539 | Newmont Corp. | 429,827 | |
743 | Nucor Corp. | 35,285 | |
1,023 | Packaging Corp. of America | 97,952 | |
2,628 | PPG Industries, Inc. | 314,940 | |
1,481 | Sealed Air Corp. | 52,575 | |
843 | Sherwin-Williams Co. | 469,543 | |
2,457 | Vulcan Materials Co. | 347,985 | |
2,719 | WestRock Co. | 106,041 | |
TOTAL | 7,333,024 | ||
Real Estate—2.9% | |||
1,071 | Alexandria Real Estate Equities, Inc. | 174,787 | |
4,800 | American Tower Corp. | 1,112,352 | |
1,386 | Apartment Investment & Management Co., Class A | 73,056 | |
1,545 | Avalonbay Communities, Inc. | 334,786 | |
1,648 | Boston Properties, Inc. | 236,241 | |
1,227 | 2 | CBRE Group, Inc. | 74,908 |
4,615 | Crown Castle International Corp. | 691,512 | |
2,196 | Digital Realty Trust, Inc. | 270,086 | |
8,204 | Duke Realty Corp. | 297,887 | |
876 | Equinix, Inc. | 516,604 | |
5,590 | Equity Residential Properties Trust | 464,417 | |
621 | Essex Property Trust, Inc. | 192,361 | |
1,337 | Extra Space Storage, Inc. | 147,979 | |
989 | Federal Realty Investment Trust | 123,645 |
Shares | Value | ||
1 | COMMON STOCKS—continued | ||
Real Estate—continued | |||
993 | Healthpeak Properties, Inc. | $35,738 | |
15,538 | Host Hotels & Resorts, Inc. | 253,891 | |
11,615 | Kimco Realty Corp. | 221,266 | |
2,355 | Mid-American Apartment Communities, Inc. | 323,130 | |
6,536 | ProLogis Inc. | 607,064 | |
1,758 | Public Storage | 393,370 | |
3,263 | Realty Income Corp. | 255,852 | |
1,883 | Regency Centers Corp. | 116,821 | |
1,831 | SBA Communications, Corp. | 456,944 | |
3,534 | Simon Property Group, Inc. | 470,552 | |
920 | SL Green Realty Corp. | 84,677 | |
2,722 | UDR, Inc. | 130,411 | |
4,443 | Ventas, Inc. | 257,072 | |
2,585 | Welltower, Inc. | 219,492 | |
7,138 | Weyerhaeuser Co. | 206,645 | |
TOTAL | 8,743,546 | ||
Utilities—3.5% | |||
5,826 | AES Corp. | 115,704 | |
3,038 | Alliant Energy Corp. | 180,336 | |
3,029 | Ameren Corp. | 248,529 | |
5,503 | American Electric Power Co., Inc. | 573,523 | |
1,866 | American Water Works Co., Inc. | 254,149 | |
71 | CenterPoint Energy, Inc. | 1,880 | |
3,007 | CMS Energy Corp. | 206,010 | |
3,910 | Consolidated Edison Co. | 367,540 | |
9,245 | Dominion Energy, Inc. | 792,759 | |
2,311 | DTE Energy Co. | 306,462 | |
6,320 | Duke Energy Corp. | 617,022 | |
1,933 | Edison International | 147,971 | |
1,923 | Entergy Corp. | 252,913 | |
4,742 | Evergy, Inc. | 342,183 | |
3,724 | EverSource Energy | 344,247 | |
11,208 | Exelon Corp. | 533,389 | |
8,836 | FirstEnergy Corp. | 448,780 | |
5,912 | NextEra Energy, Inc. | 1,585,598 | |
6,314 | NRG Energy, Inc. | 232,924 | |
1,545 | Pinnacle West Capital Corp. | 150,931 | |
8,668 | PPL Corp. | 313,695 | |
7,957 | Public Service Enterprises Group, Inc. | 471,054 | |
2,902 | Sempra Energy | 466,177 | |
11,171 | Southern Co. | 786,438 | |
3,118 | WEC Energy Group, Inc. | 311,457 | |
5,800 | Xcel Energy, Inc. | 401,302 | |
TOTAL | 10,452,973 | ||
TOTAL COMMON STOCKS (IDENTIFIED COST $75,270,861) | 290,482,959 |
Shares | Value | ||
INVESTMENT COMPANY—3.2% | |||
9,543,839 | Federated Institutional Prime Value Obligations Fund, Institutional Shares, 1.71%3 (IDENTIFIED COST $9,546,407) | $9,546,702 | |
TOTAL INVESTMENT IN SECURITIES—99.9% (IDENTIFIED COST $84,817,268) | 300,029,661 | ||
OTHER ASSETS AND LIABILITIES - NET—0.1%4 | 280,832 | ||
TOTAL NET ASSETS—100% | $300,310,493 |
Description | Number of Contracts | Notional Value | Expiration Date | Value and Unrealized Appreciation (Depreciation) |
2S&P 500 E-Mini Index, Long Futures | 1 | $161,200 | March 2020 | $59 |
2S&P 500 Index, Long Futures | 12 | $9,672,000 | March 2020 | $(120,539) |
NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | $(120,480) |
Federated Institutional Prime Value Obligations Fund, Institutional Shares | |
Balance of Shares Held 10/31/2019 | 5,039,404 |
Purchases/Additions | 39,735,362 |
Sales/Reductions | (35,230,927) |
Balance of Shares Held 1/31/2020 | 9,543,839 |
Value | $9,546,702 |
Change in Unrealized Appreciation/Depreciation | $(413) |
Net Realized Gain/(Loss) | $(654) |
Dividend Income | $41,835 |
1 | The Fund purchases index futures contracts to efficiently manage cash flows resulting from shareholder purchases and redemptions, dividend and capital gain payments to shareholders and corporate actions while maintaining exposure to the S&P 500 Index and minimizing trading costs. The underlying face amount, at value, of open index futures contracts is $9,833,200 at January 31, 2020, which represents 3.3% of total net assets. Taking into consideration these open index futures contracts, the Fund's effective total exposure to the S&P 500 Index is 100.0%. |
2 | Non-income-producing security. |
3 | 7-day net yield. |
4 | Assets, other than investments in securities, less liabilities. |
■ | Equity securities listed on an exchange or traded through a regulated market system are valued at their last reported sale price or official closing price in their principal exchange or market. |
■ | Fixed-income securities are fair valued using price evaluations provided by a pricing service approved by the Fund's Board of Trustees (the “Trustees”). |
■ | Shares of other mutual funds or non-exchange-traded investment companies are valued based upon their reported NAVs. |
■ | Derivative contracts listed on exchanges are valued at their reported settlement or closing price, except that options are valued at the mean of closing bid and asked quotations. |
■ | Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Trustees. |
■ | For securities that are fair valued in accordance with procedures established by and under the general supervision of the Trustees, certain factors may be considered such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions. |
■ | With respect to securities traded principally in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts; |
■ | Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded; |
■ | Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, or a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the issuer's industry. |