Monthly Portfolio Investments Report on Form N-port (public) (nport-p)
30 Mai 2023 - 3:52PM
Edgar (US Regulatory)
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM NPORT-P
Monthly Portfolio Investments Report
|
NPORT-P: Filer Information
Confidential
| ☐ |
Filer CIK
| 0000884394 |
Filer CCC
| ******** |
Filer Investment Company Type
| |
Is this a LIVE or TEST Filing?
| ☐ LIVE
☐ TEST
|
Would you like a Return Copy?
| ☐ |
Is this an electronic copy of an official filing submitted in paper format?
| ☐ |
Submission Contact Information
Name
| |
Phone
| |
E-Mail Address
| |
Notification Information
Notify via Filing Website only?
| ☐ |
Notification E-mail Address
| |
Series ID
| |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant
| SPDR S&P 500 ETF TRUST |
b. Investment Company Act file number for Registrant: (e.g., 811-______)
| 811-06125 |
c. CIK number of Registrant
| 0000884394 |
d. LEI of Registrant
| 549300NZAMSJ8FXPQQ63 |
e. Address and telephone number of Registrant:
| |
i. Street Address 1
| 11 WALL STREET |
ii. Street Address 2
| PDR SERVICES LLC C/O NYSE EURONEXT |
iii. City
| New York |
iv. State, if applicable
| |
v. Foreign country, if applicable
| |
vi. Zip / Postal Code
| 10005 |
vii. Telephone number
| 212-656-4440 |
Item A.2. Information about the Series.
a. Name of Series.
| N/A |
b. EDGAR series identifier (if any).
| |
c. LEI of Series.
| 549300NZAMSJ8FXPQQ63 |
Item A.3. Reporting period.
a. Date of fiscal year-end.
| 2023-09-30 |
b. Date as of which information is reported.
| 2023-03-31 |
Item A.4. Final filing
a. Does the Fund anticipate that this will be its final filing on Form N PORT?
| ☐ Yes
☒ No
|
NPORT-P: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
| 380111227649.47 |
b. Total liabilities.
| 5283370869.74 |
c. Net assets.
| 374827856779.73 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D.
| 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
| 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
|
Amounts payable within one year. |
Banks or other financial institutions for borrowings.
| 0.00000000 |
Controlled companies.
| 0.00000000 |
Other affiliates.
| 0.00000000 |
Others.
| 0.00000000 |
Amounts payable after one year. |
Banks or other financial institutions for borrowings.
| 0.00000000 |
Controlled companies.
| 0.00000000 |
Other affiliates.
| 0.00000000 |
Others.
| 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
|
(i) On a delayed delivery, when-issued, or other firm commitment basis:
| 0.00000000 |
(ii) On a standby commitment basis:
| 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund.
| 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D.
| 1291194823.64000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate,
exceeds 25% or more of the Fund's net asset value, provide:
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value,
provide the change in value of the portfolio resulting from a 1 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
|
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value,
provide the change in value of the portfolio resulting from a 100 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
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Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years |
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—
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—
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—
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—
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—
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—
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—
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c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point
change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment
grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
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Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years |
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—
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—
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—
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—
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—
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—
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For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
|
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
| |
Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
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—
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—
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—
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—
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b. Did any securities lending counterparty provide any non-cash collateral?
| ☐ Yes
☒ No
|
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund,
report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item
26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
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Monthly Total Return Record
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Monthly total returns of the Fund for each of the preceding three months
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Class identification number(s) (if any) of the Class(es) for which returns are reported
|
Month 1
|
Month 2
|
Month 3
|
#1 | 6.27000000 | -2.44000000 | 3.67000000 | |
b. For each of the preceding three months, monthly net realized gain
(loss) and net change in unrealized appreciation (or depreciation)
attributable to derivatives for each of the following categories:
commodity contracts, credit contracts, equity contracts, foreign
exchange contracts, interest rate contracts, and other contracts.
Within each such asset category, further report the same information
for each of the following types of derivatives instrument: forward,
future, option, swaption, swap, warrant, and other. Report in U.S.
dollars. Losses and depreciation shall be reported as negative
numbers.
|
Asset category
|
Instrument type
|
Month 1
|
Month 2
|
Month 3
|
Monthly net realized gain(loss)
|
Monthly net change in unrealized appreciation (or depreciation)
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Monthly net realized gain(loss)
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Monthly net change in unrealized appreciation (or depreciation)
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Monthly net realized gain(loss)
|
Monthly net change in unrealized appreciation (or depreciation)
|
Commodity Contracts | |
—
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—
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—
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—
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—
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—
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Credit Contracts | |
—
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—
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—
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—
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—
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—
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Equity Contracts | | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
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Forward
|
—
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—
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—
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—
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—
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—
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Future
|
—
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—
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—
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—
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—
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—
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Option
|
—
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—
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—
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—
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—
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—
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Swaption
|
—
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—
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—
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—
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—
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—
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Swap
|
—
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—
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—
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—
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—
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—
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Warrant
| 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
|
Other
| 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
Foreign Exchange Contracts | |
—
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—
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—
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—
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—
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—
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Interest Rate Contracts | |
—
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—
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—
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—
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—
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—
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Other Contracts | |
—
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—
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—
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—
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—
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—
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c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
|
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
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Month 1
| 1007693142.75000000 | 21058106548.65000000 |
Month 2
| 1234247764.78000000 | -10830876078.84000000 |
Month 3
| -379032028.97000000 | 12922174107.34000000 |
Item B.6. Flow information.
a. Provide the aggregate dollar amounts for sales and
redemptions/repurchases of Fund shares during each of the preceding
three months. If shares of the Fund are held in omnibus accounts,
for purposes of calculating the Fund's sales, redemptions, and
repurchases, use net sales or redemptions/repurchases from such
omnibus accounts. The amounts to be reported under this Item should
be after any front-end sales load has been deducted and before any
deferred or contingent deferred sales load or charge has been
deducted. Shares sold shall include shares sold by the Fund to a
registered unit investment trust. For mergers and other
acquisitions, include in the value of shares sold any transaction in
which the Fund acquired the assets of another investment company or
of a personal holding company in exchange for its own shares. For
liquidations, include in the value of shares redeemed any
transaction in which the Fund liquidated all or part of its assets.
Exchanges are defined as the redemption or repurchase of shares of
one Fund or series and the investment of all or part of the proceeds
in shares of another Fund or series in the same family of investment
companies.
|
Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
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Month 1
| 39171179852.95000000 | 0.00000000 | 38303066698.95000000 |
Month 2
| 31714894058.70000000 | 0.00000000 | 43077454647.80000000 |
Month 3
| 78157116217.75000000 | 0.00000000 | 74670686767.20000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
|
—
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b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
|
—
|
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?
| ☐ Yes
☐ No
☐ N/A
|
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral
in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
|
(1) Moderately Liquid Investments |
(2) Less Liquid Investments |
(3) Illiquid Investments |
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
Item B.9. Derivatives Exposure for limited derivatives users.
If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the
following information:
|
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
|
—
|
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
|
—
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c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
|
—
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d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets
during the reporting period.
|
—
|
Item B.10. VaR information.
For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine
the fund’s compliance with the applicable VaR test at least once each business day:
|
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
|
—
|
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
| |
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
|
—
|
ii. As applicable, the index identifier for the Fund’s Designated Index.
|
—
|
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
|
—
|
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during
the reporting period.
|
—
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NPORT-P: Part C: Schedule of Portfolio Investments
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Schedule of Portfolio Investments Record: 1 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Honeywell International Inc |
b. LEI (if any) of issuer.
(1) | ISRPG12PN4EIEOEMW547 |
c. Title of the issue or description of the investment.
| Honeywell International Inc |
d. CUSIP (if any).
| 438516106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 7289042.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1393081707.04000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.371659064779 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 2 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Discover Financial Services |
b. LEI (if any) of issuer.
(1) | Z1YLO2USPORE63VVUL20 |
c. Title of the issue or description of the investment.
| Discover Financial Services |
d. CUSIP (if any).
| 254709108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2912782.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 287899372.88000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.076808424900 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 3 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| FMC Corp |
b. LEI (if any) of issuer.
(1) | CKDHZ2X64EEBQCSP7013 |
c. Title of the issue or description of the investment.
| FMC Corp |
d. CUSIP (if any).
| 302491303 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1367253.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 166982608.89000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.044549145926 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 4 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| EQT Corp |
b. LEI (if any) of issuer.
(1) | 4NT01YGM4X7ZX86ISY52 |
c. Title of the issue or description of the investment.
| EQT Corp |
d. CUSIP (if any).
| 26884L109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3961434.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 126409358.94000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.033724643634 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 5 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Nordson Corp |
b. LEI (if any) of issuer.
(1) | 14OS6Q5N55N95WM84M53 |
c. Title of the issue or description of the investment.
| Nordson Corp |
d. CUSIP (if any).
| 655663102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 585560.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 130146565.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.034721689769 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 6 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Charles River Laboratories International Inc |
b. LEI (if any) of issuer.
(1) | 549300BSQ0R4UZ5KX287 |
c. Title of the issue or description of the investment.
| Charles River Laboratories International Inc |
d. CUSIP (if any).
| 159864107 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 555021.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 112014338.22000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.029884208495 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 7 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| EPAM Systems Inc |
b. LEI (if any) of issuer.
(1) | 549300XCR4R530HJP604 |
c. Title of the issue or description of the investment.
| EPAM Systems Inc |
d. CUSIP (if any).
| 29414B104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 622685.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 186182815.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.049671552322 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 8 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Cisco Systems Inc |
b. LEI (if any) of issuer.
(1) | 549300LKFJ962MZ46593 |
c. Title of the issue or description of the investment.
| Cisco Systems Inc |
d. CUSIP (if any).
| 17275R102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 44817304.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 2342824566.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.625040141554 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 9 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Albemarle Corp |
b. LEI (if any) of issuer.
(1) | HDBLS2Q6GV1LSKQPBS54 |
c. Title of the issue or description of the investment.
| Albemarle Corp |
d. CUSIP (if any).
| 012653101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1275826.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 282008579.04000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.075236825102 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 10 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Assurant Inc |
b. LEI (if any) of issuer.
(1) | H3F39CAXWQRVWURFXL38 |
c. Title of the issue or description of the investment.
| Assurant Inc |
d. CUSIP (if any).
| 04621X108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 578256.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 69431197.92000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.018523489293 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 11 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Salesforce Inc |
b. LEI (if any) of issuer.
(1) | RCGZFPDMRW58VJ54VR07 |
c. Title of the issue or description of the investment.
| Salesforce Inc |
d. CUSIP (if any).
| 79466L302 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 10909467.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 2179493317.26000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.581465138686 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 12 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Intuit Inc |
b. LEI (if any) of issuer.
(1) | VI90HBPH7XSFMB9E4M29 |
c. Title of the issue or description of the investment.
| Intuit Inc |
d. CUSIP (if any).
| 461202103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3069929.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1368666446.07000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.365145338403 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 13 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Dow Inc |
b. LEI (if any) of issuer.
(1) | 5493003S21INSLK2IP73 |
c. Title of the issue or description of the investment.
| Dow Inc |
d. CUSIP (if any).
| 260557103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 7664376.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 420161092.32000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.112094414734 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 14 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| L3Harris Technologies Inc |
b. LEI (if any) of issuer.
(1) | 549300UTE50ZMDBG8A20 |
c. Title of the issue or description of the investment.
| L3Harris Technologies Inc |
d. CUSIP (if any).
| 502431109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2075202.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 407237640.48000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.108646578186 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 15 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| BlackRock Inc |
b. LEI (if any) of issuer.
(1) | 549300LRIF3NWCU26A80 |
c. Title of the issue or description of the investment.
| BlackRock Inc |
d. CUSIP (if any).
| 09247X101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1636476.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1094998821.12000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.292133789235 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 16 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Zebra Technologies Corp |
b. LEI (if any) of issuer.
(1) | PO0I32GKZ3HZMMDPZZ08 |
c. Title of the issue or description of the investment.
| Zebra Technologies Corp |
d. CUSIP (if any).
| 989207105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 561890.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 178681020.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.047670154917 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 17 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Warner Bros Discovery Inc |
b. LEI (if any) of issuer.
(1) | 5493006ZCRFWKF6B1K26 |
c. Title of the issue or description of the investment.
| Warner Bros Discovery Inc |
d. CUSIP (if any).
| 934423104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 24108186.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 364033608.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.097120211856 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 18 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| United Parcel Service Inc |
b. LEI (if any) of issuer.
(1) | D01LMJZU09ULLNCY6Z23 |
c. Title of the issue or description of the investment.
| United Parcel Service Inc |
d. CUSIP (if any).
| 911312106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 7961965.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1544541590.35000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.412066916162 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 19 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Dollar General Corp |
b. LEI (if any) of issuer.
(1) | OPX52SQVOZI8IVSWYU66 |
c. Title of the issue or description of the investment.
| Dollar General Corp |
d. CUSIP (if any).
| 256677105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2439044.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 513321200.24000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.136948519421 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 20 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| DISH Network Corp |
b. LEI (if any) of issuer.
(1) | 529900U350CWHH15G169 |
c. Title of the issue or description of the investment.
| DISH Network Corp |
d. CUSIP (if any).
| 25470M109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2678787.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 24993082.71000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.006667882938 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 21 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Accenture PLC |
b. LEI (if any) of issuer.
(1) | N/A |
c. Title of the issue or description of the investment.
| Accenture PLC |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6870141.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1963554999.21000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.523855141418 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
IRELAND
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 22 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| DENTSPLY SIRONA Inc |
b. LEI (if any) of issuer.
(1) | 9NHEHR1SOZCYXDO8HO28 |
c. Title of the issue or description of the investment.
| DENTSPLY SIRONA Inc |
d. CUSIP (if any).
| 24906P109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2349417.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 92285099.76000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.024620662016 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 23 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Equity Residential |
b. LEI (if any) of issuer.
(1) | 5493008RACSH5EP3PI59 |
c. Title of the issue or description of the investment.
| Equity Residential |
d. CUSIP (if any).
| 29476L107 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3715624.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 222937440.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.059477286964 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 24 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| AMETEK Inc |
b. LEI (if any) of issuer.
(1) | 549300WZDEF9KKE40E98 |
c. Title of the issue or description of the investment.
| AMETEK Inc |
d. CUSIP (if any).
| 031100100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2505430.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 364114141.90000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.097141697265 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 25 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| American Electric Power Co Inc |
b. LEI (if any) of issuer.
(1) | 1B4S6S7G0TW5EE83BO58 |
c. Title of the issue or description of the investment.
| American Electric Power Co Inc |
d. CUSIP (if any).
| 025537101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 5596438.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 509219893.62000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.135854335372 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 26 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| General Motors Co |
b. LEI (if any) of issuer.
(1) | 54930070NSV60J38I987 |
c. Title of the issue or description of the investment.
| General Motors Co |
d. CUSIP (if any).
| 37045V100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 15214737.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 558076553.16000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.148888761351 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 27 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Western Digital Corp |
b. LEI (if any) of issuer.
(1) | 549300QQXOOYEF89IC56 |
c. Title of the issue or description of the investment.
| Western Digital Corp |
d. CUSIP (if any).
| 958102105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3483580.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 131226458.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.035009793489 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 28 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Comerica Inc |
b. LEI (if any) of issuer.
(1) | I9Q57JVPWHHZ3ZGBW498 |
c. Title of the issue or description of the investment.
| Comerica Inc |
d. CUSIP (if any).
| 200340107 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1428730.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 62035456.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.016550385857 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 29 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Teledyne Technologies Inc |
b. LEI (if any) of issuer.
(1) | 549300VSMO9KYQWDND94 |
c. Title of the issue or description of the investment.
| Teledyne Technologies Inc |
d. CUSIP (if any).
| 879360105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 511297.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 228733825.92000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.061023699755 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 30 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Welltower Inc |
b. LEI (if any) of issuer.
(1) | T6IZ0MBEG5ACZDTR7D06 |
c. Title of the issue or description of the investment.
| Welltower Inc |
d. CUSIP (if any).
| 95040Q104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 5146941.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 368984200.29000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.098440975934 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 31 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Expeditors International of Washington Inc |
b. LEI (if any) of issuer.
(1) | 984500B055A804AB6E40 |
c. Title of the issue or description of the investment.
| Expeditors International of Washington Inc |
d. CUSIP (if any).
| 302130109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1733356.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 190877162.72000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.050923953294 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 32 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Genuine Parts Co |
b. LEI (if any) of issuer.
(1) | 549300D46DQVEU651W04 |
c. Title of the issue or description of the investment.
| Genuine Parts Co |
d. CUSIP (if any).
| 372460105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1539976.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 257653384.56000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.068739123813 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 33 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| MSCI Inc |
b. LEI (if any) of issuer.
(1) | 549300HTIN2PD78UB763 |
c. Title of the issue or description of the investment.
| MSCI Inc |
d. CUSIP (if any).
| 55354G100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 871068.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 487528048.92000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.130067186870 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 34 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Chipotle Mexican Grill Inc |
b. LEI (if any) of issuer.
(1) | N/A |
c. Title of the issue or description of the investment.
| Chipotle Mexican Grill Inc |
d. CUSIP (if any).
| 169656105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 301288.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 514687277.52000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.137312973998 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 35 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Viatris Inc |
b. LEI (if any) of issuer.
(1) | 254900ZZTSW7NL773X71 |
c. Title of the issue or description of the investment.
| Viatris Inc |
d. CUSIP (if any).
| 92556V106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 13229825.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 127270916.50000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.033954497830 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 36 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Progressive Corp/The |
b. LEI (if any) of issuer.
(1) | 529900TACNVLY9DCR586 |
c. Title of the issue or description of the investment.
| Progressive Corp/The |
d. CUSIP (if any).
| 743315103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6372792.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 911691623.52000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.243229420393 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 37 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Jack Henry & Associates Inc |
b. LEI (if any) of issuer.
(1) | 529900X1QS8C54W0JB21 |
c. Title of the issue or description of the investment.
| Jack Henry & Associates Inc |
d. CUSIP (if any).
| 426281101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 793636.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 119616817.92000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.031912467485 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 38 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Pool Corp |
b. LEI (if any) of issuer.
(1) | 5493005VZK1KMN6CO617 |
c. Title of the issue or description of the investment.
| Pool Corp |
d. CUSIP (if any).
| 73278L105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 425202.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 145606172.88000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.038846145036 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 39 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| American Water Works Co Inc |
b. LEI (if any) of issuer.
(1) | 549300DXHIJQMD5WFW18 |
c. Title of the issue or description of the investment.
| American Water Works Co Inc |
d. CUSIP (if any).
| 030420103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2105195.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 308390015.55000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.082275105751 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 40 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Vertex Pharmaceuticals Inc |
b. LEI (if any) of issuer.
(1) | 54930015RAQRRZ5ZGJ91 |
c. Title of the issue or description of the investment.
| Vertex Pharmaceuticals Inc |
d. CUSIP (if any).
| 92532F100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2804681.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 883670842.67000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.235753780485 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 41 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Dominion Energy Inc |
b. LEI (if any) of issuer.
(1) | ILUL7B6Z54MRYCF6H308 |
c. Title of the issue or description of the investment.
| Dominion Energy Inc |
d. CUSIP (if any).
| 25746U109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 9090679.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 508259862.89000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.135598209603 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 42 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Mondelez International Inc |
b. LEI (if any) of issuer.
(1) | 549300DV9GIB88LZ5P30 |
c. Title of the issue or description of the investment.
| Mondelez International Inc |
d. CUSIP (if any).
| 609207105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 14876239.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1037171383.08000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.276706057012 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 43 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Union Pacific Corp |
b. LEI (if any) of issuer.
(1) | 549300LMMRSZZCZ8CL11 |
c. Title of the issue or description of the investment.
| Union Pacific Corp |
d. CUSIP (if any).
| 907818108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6675290.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1343468865.40000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.358422897631 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 44 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Johnson & Johnson |
b. LEI (if any) of issuer.
(1) | 549300G0CFPGEF6X2043 |
c. Title of the issue or description of the investment.
| Johnson & Johnson |
d. CUSIP (if any).
| 478160104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 28522667.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 4421013385.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 1.179478340532 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 45 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Realty Income Corp |
b. LEI (if any) of issuer.
(1) | 549300CUWDAUZSH43859 |
c. Title of the issue or description of the investment.
| Realty Income Corp |
d. CUSIP (if any).
| 756109104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6831198.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 432551457.36000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.115400029516 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 46 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| McDonald's Corp |
b. LEI (if any) of issuer.
(1) | UE2136O97NLB5BYP9H04 |
c. Title of the issue or description of the investment.
| McDonald's Corp |
d. CUSIP (if any).
| 580135101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 7990300.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 2234167783.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.596051692153 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 47 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| NetApp Inc |
b. LEI (if any) of issuer.
(1) | QTX3D84DZDD5JYOCYH15 |
c. Title of the issue or description of the investment.
| NetApp Inc |
d. CUSIP (if any).
| 64110D104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2367137.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 151141697.45000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.040322962852 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 48 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Hess Corp |
b. LEI (if any) of issuer.
(1) | UASVRYNXNK17ULIGK870 |
c. Title of the issue or description of the investment.
| Hess Corp |
d. CUSIP (if any).
| 42809H107 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3027117.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 400608663.78000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.106878039220 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 49 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| UnitedHealth Group Inc |
b. LEI (if any) of issuer.
(1) | 549300GHBMY8T5GXDE41 |
c. Title of the issue or description of the investment.
| UnitedHealth Group Inc |
d. CUSIP (if any).
| 91324P102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 10193235.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 4817220928.65000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 1.285182208717 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 50 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Clorox Co/The |
b. LEI (if any) of issuer.
(1) | 54930044KVSC06Z79I06 |
c. Title of the issue or description of the investment.
| Clorox Co/The |
d. CUSIP (if any).
| 189054109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1347584.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 213241692.16000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.056890566776 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 51 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Molson Coors Beverage Co |
b. LEI (if any) of issuer.
(1) | 54930073LBBH6ZCBE225 |
c. Title of the issue or description of the investment.
| Molson Coors Beverage Co |
d. CUSIP (if any).
| 60871R209 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2038444.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 105346785.92000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.028105377979 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 52 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Philip Morris International Inc |
b. LEI (if any) of issuer.
(1) | HL3H1H2BGXWVG3BSWR90 |
c. Title of the issue or description of the investment.
| Philip Morris International Inc |
d. CUSIP (if any).
| 718172109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 16912255.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1644716798.75000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.438792573444 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 53 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| United Rentals Inc |
b. LEI (if any) of issuer.
(1) | 5323X5O7RN0NKFCDRY08 |
c. Title of the issue or description of the investment.
| United Rentals Inc |
d. CUSIP (if any).
| 911363109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 754706.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 298682446.56000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.079685231809 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 54 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| International Business Machines Corp |
b. LEI (if any) of issuer.
(1) | VGRQXHF3J8VDLUA7XE92 |
c. Title of the issue or description of the investment.
| International Business Machines Corp |
d. CUSIP (if any).
| 459200101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 9863606.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1293020110.54000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.344963717918 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 55 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Pentair PLC |
b. LEI (if any) of issuer.
(1) | 549300EVR9D56WPSRP15 |
c. Title of the issue or description of the investment.
| Pentair PLC |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1782135.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 98498601.45000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.026278356762 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
IRELAND
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 56 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Valero Energy Corp |
b. LEI (if any) of issuer.
(1) | 549300XTO5VR8SKV1V74 |
c. Title of the issue or description of the investment.
| Valero Energy Corp |
d. CUSIP (if any).
| 91913Y100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4199398.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 586235960.80000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.156401385381 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 57 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Amphenol Corp |
b. LEI (if any) of issuer.
(1) | 549300D3L3G0R4U4VT04 |
c. Title of the issue or description of the investment.
| Amphenol Corp |
d. CUSIP (if any).
| 032095101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6481817.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 529694085.24000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.141316627262 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 58 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Wells Fargo & Co |
b. LEI (if any) of issuer.
(1) | PBLD0EJDB5FWOLXP3B76 |
c. Title of the issue or description of the investment.
| Wells Fargo & Co |
d. CUSIP (if any).
| 949746101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 41570552.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1553907233.76000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.414565568074 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 59 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Northern Trust Corp |
b. LEI (if any) of issuer.
(1) | 549300GLF98S992BC502 |
c. Title of the issue or description of the investment.
| Northern Trust Corp |
d. CUSIP (if any).
| 665859104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2273779.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 200388143.27000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.053461379576 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 60 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| News Corp |
b. LEI (if any) of issuer.
(1) | 549300ITS31QK8VRBQ14 |
c. Title of the issue or description of the investment.
| News Corp |
d. CUSIP (if any).
| 65249B109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4234598.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 73131507.46000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.019510691678 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 61 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Marathon Petroleum Corp |
b. LEI (if any) of issuer.
(1) | 3BNYRYQHD39K4LCKQF12 |
c. Title of the issue or description of the investment.
| Marathon Petroleum Corp |
d. CUSIP (if any).
| 56585A102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4952917.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 667801799.11000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.178162264898 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 62 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| PerkinElmer Inc |
b. LEI (if any) of issuer.
(1) | 549300IKL1SDPFI7N655 |
c. Title of the issue or description of the investment.
| PerkinElmer Inc |
d. CUSIP (if any).
| 714046109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1378019.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 183634811.94000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.048991772788 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 63 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| NextEra Energy Inc |
b. LEI (if any) of issuer.
(1) | N/A |
c. Title of the issue or description of the investment.
| NextEra Energy Inc |
d. CUSIP (if any).
| 65339F101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 21678891.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1671008918.28000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.445807025293 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 64 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Hilton Worldwide Holdings Inc |
b. LEI (if any) of issuer.
(1) | 549300HVGPK36ICB0B89 |
c. Title of the issue or description of the investment.
| Hilton Worldwide Holdings Inc |
d. CUSIP (if any).
| 43300A203 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2906905.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 409495707.35000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.109249005895 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 65 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| UDR Inc |
b. LEI (if any) of issuer.
(1) | P3CH2EG5X6Z1XWU1OO74 |
c. Title of the issue or description of the investment.
| UDR Inc |
d. CUSIP (if any).
| 902653104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3333295.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 136865092.70000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.036514119808 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 66 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| General Mills Inc |
b. LEI (if any) of issuer.
(1) | 2TGYMUGI08PO8X8L6150 |
c. Title of the issue or description of the investment.
| General Mills Inc |
d. CUSIP (if any).
| 370334104 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6467375.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 552701867.50000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.147454853608 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 67 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| DR Horton Inc |
b. LEI (if any) of issuer.
(1) | 529900ZIUEYVSB8QDD25 |
c. Title of the issue or description of the investment.
| DR Horton Inc |
d. CUSIP (if any).
| 23331A109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3408748.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 333000592.12000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.088840940206 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 68 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Paychex Inc |
b. LEI (if any) of issuer.
(1) | 529900K900DW6SUBM174 |
c. Title of the issue or description of the investment.
| Paychex Inc |
d. CUSIP (if any).
| 704326107 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3493608.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 400332540.72000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.106804372588 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 69 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Marathon Oil Corp |
b. LEI (if any) of issuer.
(1) | 1FRVQX2CRLGC1XLP5727 |
c. Title of the issue or description of the investment.
| Marathon Oil Corp |
d. CUSIP (if any).
| 565849106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6916610.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 165721975.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.044212822660 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 70 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| MarketAxess Holdings Inc |
b. LEI (if any) of issuer.
(1) | 5493002U1CA1XJOVID83 |
c. Title of the issue or description of the investment.
| MarketAxess Holdings Inc |
d. CUSIP (if any).
| 57060D108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 408460.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 159826313.40000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.042639924036 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 71 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Schlumberger NV |
b. LEI (if any) of issuer.
(1) | 213800ZUA17OK3QLGM62 |
c. Title of the issue or description of the investment.
| Schlumberger NV |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 15493484.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 760730064.40000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.202954516490 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
CURACAO
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 72 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| AbbVie Inc |
b. LEI (if any) of issuer.
(1) | FR5LCKFTG8054YNNRU85 |
c. Title of the issue or description of the investment.
| AbbVie Inc |
d. CUSIP (if any).
| 00287Y109 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 19293186.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 3074755052.82000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.820311243469 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 73 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Tractor Supply Co |
b. LEI (if any) of issuer.
(1) | 549300OJ9VZHZRO6I137 |
c. Title of the issue or description of the investment.
| Tractor Supply Co |
d. CUSIP (if any).
| 892356106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1204671.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 283145871.84000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.075540242465 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 74 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Universal Health Services Inc |
b. LEI (if any) of issuer.
(1) | 549300YGMGQDO0NMJD09 |
c. Title of the issue or description of the investment.
| Universal Health Services Inc |
d. CUSIP (if any).
| 913903100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 698629.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 88795745.90000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.023689740315 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 75 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Ball Corp |
b. LEI (if any) of issuer.
(1) | 0BGI85ALH27ZJP15DY16 |
c. Title of the issue or description of the investment.
| Ball Corp |
d. CUSIP (if any).
| 058498106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3411028.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 187981753.08000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.050151489458 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 76 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Seagate Technology Holdings PLC |
b. LEI (if any) of issuer.
(1) | 635400RUXIFEZSRU8X70 |
c. Title of the issue or description of the investment.
| Seagate Technology Holdings PLC |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2118111.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 140049499.32000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.037363684898 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
IRELAND
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 77 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Air Products and Chemicals Inc |
b. LEI (if any) of issuer.
(1) | 7QEON6Y1RL5XR3R1W237 |
c. Title of the issue or description of the investment.
| Air Products and Chemicals Inc |
d. CUSIP (if any).
| 009158106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2415825.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 693849098.25000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.185111401327 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 78 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Ventas Inc |
b. LEI (if any) of issuer.
(1) | ORQTRC074CWLT3DKHT41 |
c. Title of the issue or description of the investment.
| Ventas Inc |
d. CUSIP (if any).
| 92276F100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4363685.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 189165744.75000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.050467365572 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 79 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Thermo Fisher Scientific Inc |
b. LEI (if any) of issuer.
(1) | HCHV7422L5HDJZCRFL38 |
c. Title of the issue or description of the investment.
| Thermo Fisher Scientific Inc |
d. CUSIP (if any).
| 883556102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4278689.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 2466107978.93000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.657930816593 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 80 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Costco Wholesale Corp |
b. LEI (if any) of issuer.
(1) | 29DX7H14B9S6O3FD6V18 |
c. Title of the issue or description of the investment.
| Costco Wholesale Corp |
d. CUSIP (if any).
| 22160K105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4840803.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 2405249786.61000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.641694512055 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 81 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Expedia Group Inc |
b. LEI (if any) of issuer.
(1) | N/A |
c. Title of the issue or description of the investment.
| Expedia Group Inc |
d. CUSIP (if any).
| 30212P303 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1621029.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 157288443.87000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.041962848018 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 82 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Everest Re Group Ltd |
b. LEI (if any) of issuer.
(1) | 549300N24XF2VV0B3570 |
c. Title of the issue or description of the investment.
| Everest Re Group Ltd |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 428558.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 153432335.16000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.040934080107 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
BERMUDA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 83 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Brown-Forman Corp |
b. LEI (if any) of issuer.
(1) | 549300873K3LXF7ARU34 |
c. Title of the issue or description of the investment.
| Brown-Forman Corp |
d. CUSIP (if any).
| 115637209 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1963582.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 126199415.14000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.033668632909 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 84 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Teradyne Inc |
b. LEI (if any) of issuer.
(1) | C3X4YJ278QNZHRJULN75 |
c. Title of the issue or description of the investment.
| Teradyne Inc |
d. CUSIP (if any).
| 880770102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1702127.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 182995673.77000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.048821257668 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 85 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Cognizant Technology Solutions Corp |
b. LEI (if any) of issuer.
(1) | 5493006IEVQEFQO40L83 |
c. Title of the issue or description of the investment.
| Cognizant Technology Solutions Corp |
d. CUSIP (if any).
| 192446102 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 5613898.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 342054805.14000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.091256505874 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 86 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Masco Corp |
b. LEI (if any) of issuer.
(1) | 5GCSNMQXHEYA1JO8QN11 |
c. Title of the issue or description of the investment.
| Masco Corp |
d. CUSIP (if any).
| 574599106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2448006.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 121714858.32000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.032472201870 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 87 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| eBay Inc |
b. LEI (if any) of issuer.
(1) | OML71K8X303XQONU6T67 |
c. Title of the issue or description of the investment.
| eBay Inc |
d. CUSIP (if any).
| 278642103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 5910227.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 262236771.99000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.069961921785 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 88 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| WEC Energy Group Inc |
b. LEI (if any) of issuer.
(1) | 549300IGLYTZUK3PVP70 |
c. Title of the issue or description of the investment.
| WEC Energy Group Inc |
d. CUSIP (if any).
| 92939U106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3435559.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 325656637.61000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.086881652929 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 89 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| EOG Resources Inc |
b. LEI (if any) of issuer.
(1) | XWTZDRYZPBUHIQBKDB46 |
c. Title of the issue or description of the investment.
| EOG Resources Inc |
d. CUSIP (if any).
| 26875P101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6397137.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 733303814.31000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.195637490929 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 90 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Arch Capital Group Ltd |
b. LEI (if any) of issuer.
(1) | 549300AYR4P8AFKDCE43 |
c. Title of the issue or description of the investment.
| Arch Capital Group Ltd |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4028726.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 273429633.62000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.072948055667 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
BERMUDA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 91 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| 3M Co |
b. LEI (if any) of issuer.
(1) | LUZQVYP4VS22CLWDAR65 |
c. Title of the issue or description of the investment.
| 3M Co |
d. CUSIP (if any).
| 88579Y101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 6020367.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 632800775.37000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.168824372021 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 92 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| NIKE Inc |
b. LEI (if any) of issuer.
(1) | 787RXPR0UX0O0XUXPZ81 |
c. Title of the issue or description of the investment.
| NIKE Inc |
d. CUSIP (if any).
| 654106103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 13589508.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 1666617261.12000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.444635378874 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 93 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Agilent Technologies Inc |
b. LEI (if any) of issuer.
(1) | QUIX8Y7A2WP0XRMW7G29 |
c. Title of the issue or description of the investment.
| Agilent Technologies Inc |
d. CUSIP (if any).
| 00846U101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3224099.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 446021855.66000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.118993785438 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 94 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Micron Technology Inc |
b. LEI (if any) of issuer.
(1) | B3DXGBC8GAIYWI2Z0172 |
c. Title of the issue or description of the investment.
| Micron Technology Inc |
d. CUSIP (if any).
| 595112103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 11904195.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 718299126.30000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.191634403182 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 95 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Regency Centers Corp |
b. LEI (if any) of issuer.
(1) | 529900053A7X7FJ97S58 |
c. Title of the issue or description of the investment.
| Regency Centers Corp |
d. CUSIP (if any).
| 758849103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 1680188.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 102793901.84000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.027424296241 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) | |
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 96 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Williams Cos Inc/The |
b. LEI (if any) of issuer.
(1) | D71FAKCBLFS2O0RBPG08 |
c. Title of the issue or description of the investment.
| Williams Cos Inc/The |
d. CUSIP (if any).
| 969457100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 13224521.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 394884197.06000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.105350813691 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 97 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Snap-on Inc |
b. LEI (if any) of issuer.
(1) | HHWAT5TDOYZMM26KKQ73 |
c. Title of the issue or description of the investment.
| Snap-on Inc |
d. CUSIP (if any).
| 833034101 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 580118.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 143225333.02000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.038210962827 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 98 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Citigroup Inc |
b. LEI (if any) of issuer.
(1) | 6SHGI4ZSSLCXXQSBB395 |
c. Title of the issue or description of the investment.
| Citigroup Inc |
d. CUSIP (if any).
| 172967424 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 21095072.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 989147926.08000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.263893920419 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 99 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Walgreens Boots Alliance Inc |
b. LEI (if any) of issuer.
(1) | 549300RPTUOIXG4LIH86 |
c. Title of the issue or description of the investment.
| Walgreens Boots Alliance Inc |
d. CUSIP (if any).
| 931427108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 7818292.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 270356537.36000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.072128186971 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 100 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Chubb Ltd |
b. LEI (if any) of issuer.
(1) | E0JAN6VLUDI1HITHT809 |
c. Title of the issue or description of the investment.
| Chubb Ltd |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4520350.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 877761563.00000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.234177248868 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
SWITZERLAND
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 101 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Omnicom Group Inc |
b. LEI (if any) of issuer.
(1) | HKUPACFHSSASQK8HLS17 |
c. Title of the issue or description of the investment.
| Omnicom Group Inc |
d. CUSIP (if any).
| 681919106 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2221415.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 209568291.10000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.055910543282 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 102 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Amcor PLC |
b. LEI (if any) of issuer.
(1) | 549300GSODGFCDQ3DI89 |
c. Title of the issue or description of the investment.
| Amcor PLC |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 16326532.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 185795934.16000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.049568336717 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
JERSEY
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 103 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| PNC Financial Services Group Inc/The |
b. LEI (if any) of issuer.
(1) | CFGNEKW0P8842LEUIA51 |
c. Title of the issue or description of the investment.
| PNC Financial Services Group Inc/The |
d. CUSIP (if any).
| 693475105 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 4392872.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 558334031.20000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.148957453695 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 104 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Caesars Entertainment Inc |
b. LEI (if any) of issuer.
(1) | 549300FA4CTCW903Y781 |
c. Title of the issue or description of the investment.
| Caesars Entertainment Inc |
d. CUSIP (if any).
| 12769G100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2306485.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 112579532.85000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.030034996282 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 105 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| General Dynamics Corp |
b. LEI (if any) of issuer.
(1) | 9C1X8XOOTYY2FNYTVH06 |
c. Title of the issue or description of the investment.
| General Dynamics Corp |
d. CUSIP (if any).
| 369550108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 2455028.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 560261939.88000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.149471798786 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 106 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Xcel Energy Inc |
b. LEI (if any) of issuer.
(1) | LGJNMI9GH8XIDG5RCM61 |
c. Title of the issue or description of the investment.
| Xcel Energy Inc |
d. CUSIP (if any).
| 98389B100 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 5959981.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 401941118.64000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.107233523701 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 107 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| DaVita Inc |
b. LEI (if any) of issuer.
(1) | M2XHYMU3TZNEZURC6H66 |
c. Title of the issue or description of the investment.
| DaVita Inc |
d. CUSIP (if any).
| 23918K108 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 604560.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 49035861.60000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.013082235141 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 108 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Mosaic Co/The |
b. LEI (if any) of issuer.
(1) | 2YD5STGSJNMUB7H76907 |
c. Title of the issue or description of the investment.
| Mosaic Co/The |
d. CUSIP (if any).
| 61945C103 |
At least one of the following other identifiers:
|
Item C.2. Amount of each investment.
a. Balance
| 3707901.00000000 |
b. Units
|
Number of shares
|
c. Description of other units.
| |
d. Currency.
(3) |
United States Dollar
|
e. Value.
(4) | 170118497.88000000 |
f. Exchange rate.
| |
g. Percentage value compared to net assets of the Fund.
| 0.045385767040 |
Item C.3. Payoff profile.
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
a. Asset type.
(6) |
Equity-common
|
b. Issuer type.
(7) |
Corporate
|
Item C.5. Country of investment or issuer.
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
a. Level within the fair value hierarchy
(12) | ☒ 1
☐ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
Schedule of Portfolio Investments Record: 109 |
Item C.1. Identification of investment.
a. Name of issuer (if any).
| Allegion plc |
b. LEI (if any) of issuer.
(1) | 984500560CAC2E6FB757 |
c. Title of the issue or description of the investment.
| Allegion plc |
d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
|