Fund Name | Listing Exchange | Ticker Symbol | |||
Nuveen ESG Dividend ETF | Cboe BZX Exchange, Inc. | NUDV | |||
Nuveen ESG Emerging Markets Equity ETF | Cboe BZX Exchange, Inc. | NUEM | |||
Nuveen ESG International Developed Markets Equity ETF | Cboe BZX Exchange, Inc. | NUDM | |||
Nuveen ESG Large-Cap ETF | Cboe BZX Exchange, Inc. | NULC | |||
Nuveen ESG Large-Cap Growth ETF | Cboe BZX Exchange, Inc. | NULG | |||
Nuveen ESG Large-Cap Value ETF | Cboe BZX Exchange, Inc. | NULV | |||
Nuveen ESG Mid-Cap Growth ETF | Cboe BZX Exchange, Inc. | NUMG | |||
Nuveen ESG Mid-Cap Value ETF | Cboe BZX Exchange, Inc. | NUMV | |||
Nuveen ESG Small-Cap ETF | Cboe BZX Exchange, Inc. | NUSC |
Total Returns as of October 31, 2021 | |||
Cumulative | |||
Inception
Date |
Since
Inception |
Expense
Ratios | |
NUDV at NAV | 9/27/21 | 2.74% | 0.25% |
NUDV at Market Price | 9/27/21 | 2.85% | - |
MSCI USA Index | - | 3.69% | - |
TIAA ESG USA High Dividend Yield Index1 | - | 2.78% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NUEM at NAV | 6/06/17 | 18.45% | 8.84% | 0.35% |
NUEM at Market Price | 6/06/17 | 17.77% | 8.83% | - |
MSCI Emerging Markets Index | - | 16.96% | 7.63% | - |
TIAA ESG Emerging Markets Equity Index1 | - | 19.69% | 9.72% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NUDM at NAV | 6/06/17 | 34.83% | 8.01% | 0.30% |
NUDM at Market Price | 6/06/17 | 34.73% | 8.16% | - |
MSCI EAFE Index | - | 34.18% | 7.41% | - |
TIAA ESG International Developed Markets Equity Index1 | - | 35.26% | 8.32% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NULC at NAV | 6/03/19 | 45.28% | 28.23% | 0.20% |
NULC at Market Price | 6/03/19 | 45.91% | 28.29% | - |
MSCI USA Index | - | 43.34% | 27.10% | - |
TIAA ESG USA Large-Cap Index1 | - | 45.69% | 28.57% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NULG at NAV | 12/31/16 | 49.04% | 26.05% | 0.25% |
NULG at Market Price | 12/31/16 | 49.29% | 26.06% | - |
MSCI USA Growth Index | - | 43.85% | 25.53% | - |
TIAA ESG USA Large-Cap Growth Index1 | - | 49.68% | 26.55% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NULV at NAV | 12/31/16 | 39.68% | 11.46% | 0.25% |
NULV at Market Price | 12/31/16 | 39.63% | 11.47% | - |
MSCI USA Value Index | - | 42.72% | 10.71% | - |
TIAA ESG USA Large-Cap Value Index1 | - | 40.28% | 11.87% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NUMG at NAV | 12/31/16 | 39.51% | 20.96% | 0.30% |
NUMG at Market Price | 12/31/16 | 39.92% | 20.97% | - |
MSCI USA Mid-Cap Growth Index | - | 44.51% | 20.76% | - |
TIAA ESG USA Mid-Cap Growth Index1 | - | 40.15% | 21.49% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NUMV at NAV | 12/31/16 | 51.97% | 11.10% | 0.30% |
NUMV at Market Price | 12/31/16 | 52.06% | 11.14% | - |
MSCI USA Mid-Cap Value Index | - | 51.31% | 10.81% | - |
TIAA ESG USA Mid-Cap Value Index1 | - | 52.72% | 11.57% | - |
Total Returns as of October 31, 2021 | ||||
Average Annual | ||||
Inception
Date |
1-Year | Since
Inception |
Expense
Ratios | |
NUSC at NAV | 12/31/16 | 48.28% | 14.38% | 0.30% |
NUSC at Market Price | 12/31/16 | 48.03% | 14.38% | - |
MSCI USA Small-Cap Index | - | 52.01% | 14.10% | - |
TIAA ESG USA Small-Cap Index1 | - | 48.95% | 14.86% | - |
1 | Includes 100.0% (as a percentage of net assets) in emerging market countries. |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,027.40 |
Expenses Incurred During Period | $ 0.24 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,004.55 |
Expenses Incurred During the Period | $ 0.24 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $ 960.90 |
Expenses Incurred During Period | $ 2.13 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.04 |
Expenses Incurred During the Period | $ 2.19 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,047.30 |
Expenses Incurred During Period | $ 1.96 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.29 |
Expenses Incurred During the Period | $ 1.94 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,114.20 |
Expenses Incurred During Period | $ 1.07 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,024.20 |
Expenses Incurred During the Period | $ 1.02 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,172.20 |
Expenses Incurred During Period | $ 1.81 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.54 |
Expenses Incurred During the Period | $ 1.68 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,056.40 |
Expenses Incurred During Period | $ 1.71 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.54 |
Expenses Incurred During the Period | $ 1.68 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,094.90 |
Expenses Incurred During Period | $ 2.01 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.29 |
Expenses Incurred During the Period | $ 1.94 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,059.00 |
Expenses Incurred During Period | $ 1.97 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.29 |
Expenses Incurred During the Period | $ 1.94 |
Actual Performance | |
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,014.90 |
Expenses Incurred During Period | $ 1.93 |
Hypothetical
Performance (5% annualized return before expenses) |
|
Beginning Account Value | $1,000.00 |
Ending Account Value | $1,023.29 |
Expenses Incurred During the Period | $ 1.94 |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.6% | ||||||
COMMON STOCKS – 99.6% | ||||||
Communication Services – 4.8% | ||||||
3,201 | AT&T Inc | $80,857 | ||||
491 | Interpublic Group of Cos Inc | 17,956 | ||||
1,171 | Lumen Technologies Inc | 13,888 | ||||
272 | Omnicom Group Inc | 18,518 | ||||
1,671 | Verizon Communications Inc | 88,546 | ||||
767 | ViacomCBS Inc, Class B | 27,781 | ||||
Total Communication Services | 247,546 | |||||
Consumer Discretionary – 7.0% | ||||||
285 | Best Buy Co Inc | 34,838 | ||||
164 | Hasbro Inc | 15,705 | ||||
330 | Home Depot Inc | 122,674 | ||||
402 | Lowe's Cos Inc | 93,996 | ||||
491 | Newell Brands Inc | 11,239 | ||||
320 | Target Corp | 83,078 | ||||
Total Consumer Discretionary | 361,530 | |||||
Consumer Staples – 12.3% | ||||||
706 | Archer-Daniels-Midland Co | 45,353 | ||||
180 | Bunge Ltd | 16,675 | ||||
156 | Clorox Co | 25,430 | ||||
1,631 | Coca-Cola Co | 91,939 | ||||
903 | Colgate-Palmolive Co | 68,800 | ||||
375 | Hormel Foods Corp | 15,870 | ||||
140 | J M Smucker Co | 17,200 | ||||
896 | Keurig Dr Pepper Inc | 32,337 | ||||
376 | Kimberly-Clark Corp | 48,688 | ||||
915 | Kroger Co | 36,618 | ||||
184 | Lamb Weston Holdings Inc | 10,387 | ||||
316 | McCormick & Co Inc | 25,353 | ||||
572 | PepsiCo Inc | 92,435 | ||||
746 | Procter & Gamble Co | 106,671 | ||||
Total Consumer Staples | 633,756 | |||||
Energy – 2.0% | ||||||
923 | Baker Hughes Co | 23,149 | ||||
563 | ONEOK Inc | 35,818 |
Shares | Description (1) | Value | ||||
Energy (continued) | ||||||
1,543 | Williams Cos Inc | $ 43,343 | ||||
Total Energy | 102,310 | |||||
Financials – 20.0% | ||||||
469 | Ally Financial Inc | 22,390 | ||||
935 | American International Group Inc | 55,249 | ||||
147 | Ameriprise Financial Inc | 44,413 | ||||
260 | Arthur J Gallagher & Co | 43,594 | ||||
76 | Assurant Inc | 12,260 | ||||
1,055 | Bank of New York Mellon Corp | 62,456 | ||||
89 | BlackRock Inc | 83,968 | ||||
204 | Carlyle Group Inc | 11,455 | ||||
366 | CME Group Inc | 80,721 | ||||
483 | Equitable Holdings Inc | 16,180 | ||||
379 | Franklin Resources Inc | 11,935 | ||||
435 | Invesco Ltd | 11,053 | ||||
224 | Lincoln National Corp | 16,162 | ||||
472 | Marsh & McLennan Cos Inc | 78,730 | ||||
811 | Morgan Stanley | 83,355 | ||||
144 | Nasdaq Inc | 30,221 | ||||
252 | Northern Trust Corp | 31,006 | ||||
731 | Progressive Corp | 69,357 | ||||
496 | Prudential Financial Inc | 54,585 | ||||
232 | Raymond James Financial Inc | 22,873 | ||||
440 | State Street Corp | 43,362 | ||||
288 | T Rowe Price Group Inc | 62,461 | ||||
1,315 | US Bancorp | 79,386 | ||||
Total Financials | 1,027,172 | |||||
Health Care – 11.3% | ||||||
356 | Amgen Inc | 73,681 | ||||
199 | Anthem Inc | 86,591 | ||||
635 | Baxter International Inc | 50,140 | ||||
1,206 | Bristol-Myers Squibb Co | 70,430 | ||||
367 | Cardinal Health Inc | 17,546 | ||||
348 | Cigna Corp | 74,336 | ||||
337 | Eli Lilly & Co | 85,854 | ||||
1,041 | Gilead Sciences Inc | 67,540 | ||||
164 | Quest Diagnostics Inc | 24,072 | ||||
223 | Royalty Pharma PLC, Class A | 8,815 | ||||
1,527 | Viatris Inc | 20,386 | ||||
Total Health Care | 579,391 |
Shares | Description (1) | Value | ||||
Industrials – 14.7% | ||||||
397 | 3M Co | $70,936 | ||||
172 | A O Smith Corp | 12,568 | ||||
172 | Booz Allen Hamilton Holding Corp | 14,940 | ||||
380 | Caterpillar Inc | 77,524 | ||||
429 | Eaton Corp PLC | 70,682 | ||||
701 | Emerson Electric Co | 68,004 | ||||
723 | Fastenal Co | 41,269 | ||||
906 | Johnson Controls International plc | 66,473 | ||||
132 | Owens Corning | 12,330 | ||||
164 | Parker-Hannifin Corp | 48,641 | ||||
284 | Republic Services Inc | 38,226 | ||||
144 | Robert Half International Inc | 16,282 | ||||
148 | Rockwell Automation Inc | 47,271 | ||||
68 | Snap-on Inc | 13,820 | ||||
302 | Trane Technologies PLC | 54,641 | ||||
468 | Waste Management Inc | 74,988 | ||||
56 | WW Grainger Inc | 25,934 | ||||
Total Industrials | 754,529 | |||||
Information Technology – 11.0% | ||||||
352 | Automatic Data Processing Inc | 79,021 | ||||
1,639 | Cisco Systems Inc | 91,735 | ||||
1,651 | Hewlett Packard Enterprise Co | 24,187 | ||||
1,591 | HP Inc | 48,255 | ||||
1,715 | Intel Corp | 84,035 | ||||
568 | International Business Machines Corp | 71,057 | ||||
216 | Motorola Solutions Inc | 53,695 | ||||
731 | NortonLifeLock Inc | 18,604 | ||||
459 | Texas Instruments Inc | 86,053 | ||||
519 | Western Union Co | 9,456 | ||||
Total Information Technology | 566,098 | |||||
Materials – 4.1% | ||||||
1,959 | Amcor PLC | 23,645 | ||||
944 | Dow Inc | 52,836 | ||||
316 | International Flavors & Fragrances Inc | 46,594 | ||||
471 | International Paper Co | 23,395 | ||||
300 | PPG Industries Inc | 48,171 | ||||
264 | Steel Dynamics Inc | 17,445 | ||||
Total Materials | 212,086 | |||||
Real Estate – 7.8% | ||||||
277 | American Tower Corp | 78,106 | ||||
374 | Crown Castle International Corp | 67,432 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
87 | Equinix Inc | $72,825 | ||||
371 | Iron Mountain Inc | 16,933 | ||||
569 | Prologis Inc | 82,482 | ||||
192 | Regency Centers Corp | 13,519 | ||||
474 | Ventas Inc | 25,297 | ||||
530 | Welltower Inc | 42,612 | ||||
Total Real Estate | 399,206 | |||||
Utilities – 4.6% | ||||||
229 | American Water Works Co Inc | 39,887 | ||||
164 | Atmos Energy Corp | 15,108 | ||||
367 | CMS Energy Corp | 22,148 | ||||
435 | Consolidated Edison Inc | 32,799 | ||||
295 | Essential Utilities Inc | 13,886 | ||||
435 | Eversource Energy | 36,931 | ||||
495 | NiSource Inc | 12,212 | ||||
400 | Sempra Energy | 51,052 | ||||
263 | UGI Corp | 11,417 | ||||
Total Utilities | 235,440 | |||||
Total Long-Term Investments (cost $4,991,077) | 5,119,064 | |||||
Other Assets Less Liabilities – 0.4% | 18,002 | |||||
Net Assets – 100% | $ 5,137,066 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 100.1% | ||||||
COMMON STOCKS – 100.1% | ||||||
Communication Services – 11.0% | ||||||
432,780 | Axiata Group Bhd | $412,818 | ||||
387 | CD Projekt SA | 16,879 | ||||
28,486 | Emirates Telecommunications Group Co PJSC | 198,533 | ||||
381 | Globe Telecom Inc | 22,644 | ||||
12,159 | Info Edge India Ltd | 986,498 | ||||
56,269 | MTN Group Ltd, (2) | 507,087 | ||||
4,849 | NAVER Corp | 1,688,882 | ||||
171 | NCSoft Corp | 91,752 | ||||
5,621 | NetEase Inc, ADR | 548,553 | ||||
119,201 | Ooredoo QPSC | 226,551 | ||||
8,869 | Orange Polska SA, (2) | 17,319 | ||||
1,359 | SK Telecom Co Ltd, (3) | 354,684 | ||||
79,934 | Telefonica Brasil SA | 645,484 | ||||
118,994 | Tencent Holdings Ltd | 7,357,726 | ||||
69,633 | TIM SA/Brazil | 138,599 | ||||
190,651 | Turkcell Iletisim Hizmetleri AS | 303,173 | ||||
Total Communication Services | 13,517,182 | |||||
Consumer Discretionary – 16.5% | ||||||
281,200 | Alibaba Group Holding Ltd, (2) | 5,892,185 | ||||
12,871 | Allegro.eu SA, 144A, (2) | 145,671 | ||||
18,543 | Americanas SA, (2) | 97,699 | ||||
299 | Bajaj Auto Ltd | 14,819 | ||||
6,602 | Baozun Inc, Sponsored ADR, (2) | 114,215 | ||||
38,140 | BYD Co Ltd | 1,454,204 | ||||
16,530 | BYD Co Ltd | 803,716 | ||||
77,548 | China Education Group Holdings Ltd | 133,184 | ||||
59,420 | Chongqing Changan Automobile Co Ltd | 180,969 | ||||
8,690 | Coway Co Ltd | 590,463 | ||||
426,035 | Dongfeng Motor Group Co Ltd | 398,156 | ||||
4,402 | Falabella SA | 12,206 | ||||
460 | FF Group, (2), (3) | 639 | ||||
3,800 | Guangdong Xinbao Electrical Appliances Holdings Co Ltd | 13,312 | ||||
328,145 | Guangzhou Automobile Group Co Ltd | 310,468 | ||||
4,078 | Hangzhou Robam Appliances Co Ltd | 19,955 | ||||
403 | Hankook Tire & Technology Co Ltd | 14,260 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
171,519 | HengTen Networks Group Ltd, (2) | $58,870 | ||||
3,014 | Hero MotoCorp Ltd | 106,949 | ||||
45,207 | JD Health International Inc, 144A, (2) | 400,404 | ||||
5,500 | Joyoung Co Ltd | 20,058 | ||||
5,719 | JUMBO SA | 84,979 | ||||
13,574 | LG Electronics Inc | 1,399,741 | ||||
21,155 | Li Auto Inc, ADR, (2) | 690,288 | ||||
6,400 | Liaoning Cheng Da Co Ltd | 20,341 | ||||
7 | LPP SA | 25,161 | ||||
9,551 | Mahindra & Mahindra Ltd | 112,785 | ||||
96,567 | Meituan., Class B, 144A, (2) | 3,346,741 | ||||
4,690 | Naspers Ltd | 799,194 | ||||
30,144 | NIO Inc., ADR, (2) | 1,187,975 | ||||
77,700 | Shenzhen Overseas Chinese Town Co Ltd | 75,968 | ||||
859 | Shenzhou International Group Holdings Ltd | 18,529 | ||||
25,200 | Songcheng Performance Development Co Ltd | 55,102 | ||||
130,716 | TCL Technology Group Corp | 123,720 | ||||
5,698 | Vipshop Holdings Ltd, ADR, (2) | 63,590 | ||||
19,900 | Wuchan Zhongda Group Co Ltd | 19,488 | ||||
6,686 | XPeng Inc, ADR, (2) | 311,768 | ||||
21,426 | Yum China Holdings Inc | 1,222,996 | ||||
Total Consumer Discretionary | 20,340,768 | |||||
Consumer Staples – 6.4% | ||||||
9,715 | Adecoagro SA, (2) | 85,103 | ||||
39,393 | Almarai Co JSC | 555,571 | ||||
1,224 | BGF retail Co Ltd | 169,163 | ||||
987 | Britannia Industries Ltd | 48,374 | ||||
15,303 | Charoen Pokphand Foods PCL, (4) | 11,645 | ||||
25,088 | China Feihe Ltd, 144A | 41,797 | ||||
66,832 | China Mengniu Dairy Co Ltd | 425,698 | ||||
77,091 | Coca-Cola Femsa SAB de CV | 415,307 | ||||
314,289 | Dali Foods Group Co Ltd, 144A | 174,941 | ||||
188,373 | Fomento Economico Mexicano SAB de CV | 1,554,905 | ||||
1,200 | Fu Jian Anjoy Foods Co Ltd | 37,979 | ||||
45,381 | Hindustan Unilever Ltd | 1,450,344 | ||||
57,380 | Inner Mongolia Yili Industrial Group Co Ltd | 385,359 | ||||
2,436 | Kuala Lumpur Kepong Bhd | 12,718 | ||||
10 | LG Household & Health Care Ltd | 10,021 | ||||
261 | LG Household & Health Care Ltd | 133,789 | ||||
26,463 | Magnit PJSC, GDR | 490,095 | ||||
524 | Nestle India Ltd | 132,712 |
Shares | Description (1) | Value | ||||
Consumer Staples (continued) | ||||||
32,246 | PPB Group Bhd | $141,568 | ||||
41,229 | Savola Group | 402,298 | ||||
1,199,532 | Unilever Indonesia Tbk PT | 374,232 | ||||
185,739 | Uni-President China Holdings Ltd | 158,542 | ||||
28,947 | Want Want China Holdings Ltd | 22,439 | ||||
19,383 | X5 Retail Group NV, GDR | 659,797 | ||||
Total Consumer Staples | 7,894,397 | |||||
Energy – 2.6% | ||||||
162,416 | Cosan SA | 570,199 | ||||
622,462 | Dialog Group Bhd | 425,397 | ||||
40,951 | Offshore Oil Engineering Co Ltd | 29,741 | ||||
46,934 | Petronas Dagangan Bhd | 230,760 | ||||
76,765 | Qatar Fuel QSC | 387,725 | ||||
392,840 | Qatar Gas Transport Co Ltd | 350,654 | ||||
7,096 | S-Oil Corp | 622,429 | ||||
176,813 | Thai Oil PCL, (4) | 297,064 | ||||
114,202 | Ultrapar Participacoes SA | 264,385 | ||||
Total Energy | 3,178,354 | |||||
Financials – 16.7% | ||||||
2,738,295 | Agricultural Bank of China Ltd | 932,824 | ||||
95,514 | Alpha Services and Holdings SA, (2) | 121,421 | ||||
135,760 | Axis Bank Ltd, (2) | 1,345,249 | ||||
202,263 | B3 SA - Brasil Bolsa Balcao | 427,346 | ||||
152,184 | Banco Bradesco SA | 537,247 | ||||
53,606 | Banco Bradesco SA | 161,664 | ||||
4,937 | Bancolombia SA | 43,815 | ||||
1,604 | Bancolombia SA | 14,286 | ||||
101,503 | Bandhan Bank Ltd, 144A | 395,066 | ||||
1,279,385 | Bank Central Asia Tbk PT | 675,024 | ||||
13,543 | Bank Polska Kasa Opieki SA | 447,566 | ||||
344,917 | Cathay Financial Holding Co Ltd | 720,631 | ||||
3,422,108 | China Construction Bank Corp | 2,327,142 | ||||
88,900 | China Construction Bank Corp | 82,337 | ||||
68,741 | China Merchants Bank Co Ltd | 579,245 | ||||
1,850 | Credicorp Ltd | 239,871 | ||||
171,695 | First Abu Dhabi Bank PJSC | 832,965 | ||||
189,545 | FirstRand Ltd | 723,388 | ||||
317,916 | Fubon Financial Holding Co Ltd | 841,420 | ||||
18,497 | Grupo Financiero Banorte SAB de CV | 117,179 | ||||
270,809 | Haitong Securities Co Ltd | 241,251 | ||||
69,099 | Huatai Securities Co Ltd | 171,272 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
243,096 | Huatai Securities Co Ltd, 144A | $362,501 | ||||
196,065 | Industrial Bank Co Ltd | 570,492 | ||||
23,633 | KB Financial Group Inc | 1,144,690 | ||||
17,406 | Kotak Mahindra Bank Ltd | 472,137 | ||||
348,456 | Kuwait Finance House KSCP | 961,736 | ||||
8,657 | Malayan Banking Bhd, WI/DD | 16,829 | ||||
732,214 | Old Mutual Ltd | 751,001 | ||||
3,009 | OTP Bank Nyrt, (2) | 180,889 | ||||
15,848 | Piramal Enterprises Ltd | 551,327 | ||||
467,311 | Public Bank Bhd | 470,584 | ||||
16,871 | Qatar National Bank QPSC | 94,989 | ||||
4,849 | Samsung Fire & Marine Insurance Co Ltd | 958,555 | ||||
58,664 | Sanlam Ltd | 242,182 | ||||
32,278 | Shinhan Financial Group Co Ltd | 1,056,552 | ||||
2,664 | Standard Bank Group Ltd | 23,736 | ||||
95,422 | State Bank of India | 639,895 | ||||
Total Financials | 20,476,304 | |||||
Health Care – 4.5% | ||||||
58,996 | 3SBio Inc, 144A, (2) | 53,998 | ||||
536,431 | Alibaba Health Information Technology Ltd, (2) | 677,861 | ||||
2,174 | BeiGene Ltd, ADR, (2) | 777,683 | ||||
49,090 | CSPC Pharmaceutical Group Ltd | 51,368 | ||||
8,269 | Dr Sulaiman Al Habib Medical Services Group Co | 365,512 | ||||
1,046 | Hangzhou Tigermed Consulting Co Ltd, 144A | 20,398 | ||||
30,439 | Hartalega Holdings Bhd | 43,075 | ||||
4,693 | Hutchison China MediTech Ltd., ADR, (2) | 138,068 | ||||
3,255,176 | Kalbe Farma Tbk PT | 367,622 | ||||
11,996 | Notre Dame Intermedica Participacoes SA | 136,580 | ||||
2,216 | Oneness Biotech Co Ltd, (2) | 20,878 | ||||
7,840 | Ovctek China Inc | 83,743 | ||||
6,000 | Pharmaron Beijing Co Ltd | 179,315 | ||||
5,400 | Shanghai Fosun Pharmaceutical Group Co Ltd | 42,170 | ||||
123,049 | Supermax Corp Bhd | 57,052 | ||||
38,685 | WuXi AppTec Co Ltd, 144A | 827,005 | ||||
24,184 | WuXi AppTec Co Ltd | 521,285 | ||||
68,488 | Wuxi Biologics Cayman Inc, 144A, (2) | 1,042,413 | ||||
12,020 | Yunnan Baiyao Group Co Ltd | 168,209 | ||||
Total Health Care | 5,574,235 | |||||
Industrials – 6.7% | ||||||
512,898 | Airports of Thailand PCL, (4) | 996,969 | ||||
16,135 | Aselsan Elektronik Sanayi Ve Ticaret AS | 27,571 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
66,492 | CCR SA | $134,824 | ||||
171,030 | China Lesso Group Holdings Ltd | 265,591 | ||||
186 | CJ Corp | 15,249 | ||||
16,229 | Contemporary Amperex Technology Co Ltd | 1,620,239 | ||||
7,539 | Evergreen Marine Corp Taiwan Ltd | 26,975 | ||||
27,916 | Grupo Aeroportuario del Pacifico SAB de CV | 353,316 | ||||
1,017 | Grupo Aeroportuario del Sureste SAB de CV | 20,589 | ||||
9,207 | GS Engineering & Construction Corp | 325,796 | ||||
7,466 | Hyundai Heavy Industries Holdings Co Ltd | 403,792 | ||||
381,594 | JG Summit Holdings Inc | 455,702 | ||||
13,630 | LG Corp | 1,063,759 | ||||
34,854 | Localiza Rent a Car SA | 280,093 | ||||
79,719 | Rumo SA, (2) | 226,132 | ||||
190,159 | Shenzhen International Holdings Ltd | 229,539 | ||||
1,490 | Siemens Ltd | 43,744 | ||||
40,172 | Sinotrans Ltd | 28,360 | ||||
181,470 | WEG SA | 1,191,128 | ||||
118,933 | Xinjiang Goldwind Science & Technology Co Ltd | 266,638 | ||||
20,225 | Yutong Bus Co Ltd | 35,821 | ||||
65,902 | Zoomlion Heavy Industry Science and Technology Co Ltd | 75,035 | ||||
211,264 | Zoomlion Heavy Industry Science and Technology Co Ltd | 152,628 | ||||
Total Industrials | 8,239,490 | |||||
Information Technology – 20.6% | ||||||
28,100 | 360 Security Technology Inc, (2) | 52,841 | ||||
114,257 | AAC Technologies Holdings Inc | 498,650 | ||||
456,112 | Acer Inc | 426,449 | ||||
108,516 | Asustek Computer Inc | 1,377,498 | ||||
657,894 | Compal Electronics Inc | 578,439 | ||||
189,299 | Delta Electronics Inc | 1,667,773 | ||||
21,328 | Delta Electronics Thailand PCL, (4) | 267,383 | ||||
1,273 | HCL Technologies Ltd | 19,444 | ||||
108,483 | Infosys Ltd | 2,416,126 | ||||
132,666 | Inventec Corp | 126,662 | ||||
616,081 | Lenovo Group Ltd | 670,010 | ||||
36,649 | LG Display Co Ltd, (2) | 617,847 | ||||
333,304 | Lite-On Technology Corp | 734,723 | ||||
3,175 | Samsung SDI Co Ltd | 1,994,309 | ||||
905 | Samsung SDS Co Ltd | 118,493 | ||||
464,779 | Taiwan Semiconductor Manufacturing Co Ltd | 9,861,000 | ||||
36,928 | Tata Consultancy Services Ltd | 1,675,615 | ||||
26,821 | Unisplendour Corp Ltd | 116,119 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
84,667 | Wipro Ltd | $731,270 | ||||
434,563 | Wistron Corp | 456,308 | ||||
58,957 | Yageo Corp | 920,126 | ||||
Total Information Technology | 25,327,085 | |||||
Materials – 10.1% | ||||||
196 | Anglo American Platinum Ltd | 19,902 | ||||
6,468 | Asian Paints Ltd | 267,777 | ||||
4,414,432 | Barito Pacific Tbk PT | 291,335 | ||||
1,342 | Berger Paints India Ltd | 13,289 | ||||
38,150 | China Jushi Co Ltd | 114,044 | ||||
526,590 | China Molybdenum Co Ltd | 326,959 | ||||
164,065 | China Molybdenum Co Ltd | 153,490 | ||||
92,321 | Empresas CMPC SA | 170,801 | ||||
10,552 | Ganfeng Lithium Co Ltd | 275,884 | ||||
1,591 | Ganfeng Lithium Co Ltd, 144A | 29,840 | ||||
34,159 | Grasim Industries Ltd | 785,124 | ||||
19,590 | Hanwha Solutions Corp, (2) | 684,824 | ||||
33,376 | Impala Platinum Holdings Ltd | 434,744 | ||||
9,077 | KGHM Polska Miedz SA | 349,269 | ||||
6,000 | Kingfa Sci & Tech Co Ltd | 10,992 | ||||
64,908 | Klabin SA, (2) | 264,146 | ||||
1,204 | Korea Zinc Co Ltd | 553,291 | ||||
10,147 | Kumba Iron Ore Ltd | 309,884 | ||||
641 | Kumho Petrochemical Co Ltd | 94,349 | ||||
1,265 | Lotte Chemical Corp | 243,030 | ||||
703,171 | Merdeka Copper Gold Tbk PT, (2) | 156,839 | ||||
365,226 | Nan Ya Plastics Corp | 1,117,670 | ||||
7,419 | Polymetal International PLC | 137,798 | ||||
10,760 | Polyus PJSC, GDR | 1,066,316 | ||||
306,775 | PTT Global Chemical PCL, (4) | 580,129 | ||||
33,754 | SABIC Agri-Nutrients Co | 1,475,821 | ||||
67,870 | Saudi Arabian Mining Co, (2) | 1,476,497 | ||||
108,900 | Shandong Nanshan Aluminum Co Ltd | 73,477 | ||||
6,240 | Shanghai Putailai New Energy Technology Co Ltd | 173,272 | ||||
11,379 | Taiwan Cement Corp | 19,743 | ||||
49,284 | UPL Ltd | 487,172 | ||||
11,325 | Zhejiang Huayou Cobalt Co Ltd | 196,424 | ||||
Total Materials | 12,354,132 | |||||
Real Estate – 2.2% | ||||||
36,456 | A-Living Smart City Services Co Ltd, 144A | 122,316 | ||||
23,346 | Ayala Land Inc | 16,256 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
77,950 | Cencosud Shopping SA | $75,646 | ||||
73,115 | China Merchants Shekou Industrial Zone Holdings Co Ltd | 119,104 | ||||
323,647 | China Overseas Land & Investment Ltd | 713,941 | ||||
18,346 | China Overseas Property Holdings Ltd | 16,509 | ||||
132,062 | China Vanke Co Ltd | 309,314 | ||||
35,500 | China Vanke Co Ltd | 100,966 | ||||
17,225 | Country Garden Services Holdings Co Ltd | 133,964 | ||||
97,174 | DLF Ltd | 517,266 | ||||
12,855 | Greentown Service Group Co Ltd | 12,774 | ||||
215,360 | Guangzhou R&F Properties Co Ltd | 135,101 | ||||
410,376 | Shenzhen Investment Ltd | 100,760 | ||||
420,204 | SM Prime Holdings Inc | 275,912 | ||||
Total Real Estate | 2,649,829 | |||||
Utilities – 2.8% | ||||||
2,486 | CPFL Energia SA | 11,603 | ||||
3,227,199 | Enel Americas SA | 367,941 | ||||
84,429 | ENN Energy Holdings Ltd | 1,461,950 | ||||
69,722 | Interconexion Electrica SA ESP | 415,394 | ||||
470,745 | Power Grid Corp of India Ltd | 1,167,413 | ||||
Total Utilities | 3,424,301 | |||||
Total Common Stocks (cost $110,685,236) | 122,976,077 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (5) | Value | |
CORPORATE BONDS – 0.0% | ||||||
Food Products – 0.0% | ||||||
$ 25 | Britannia Industries Ltd | 5.500% | 6/03/24 | N/R | $ 333 | |
25 | Total Corporate Bonds (cost $0) | 333 |
Shares | Description (1) | Value | ||||
COMMON STOCK RIGHTS – 0.0% | ||||||
Energy – 0.0% | ||||||
7,275 | Ultrapar Participacoes SA, (3) | $ 1 | ||||
Total Common Stock Rights (cost $40) | 1 | |||||
Total Long-Term Investments (cost $110,685,276) | 122,976,411 | |||||
Other Assets Less Liabilities – (0.1)% | (80,859) | |||||
Net Assets – 100% | $ 122,895,552 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
(4) | For fair value measurement disclosure purposes, investment classified as Level 2. | |
(5) | For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies. Ratings are not covered by the report of independent registered public accounting firm. | |
144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt | |
WI/DD | Purchased on a when-issued or delayed delivery basis. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.4% | ||||||
COMMON STOCKS – 99.4% | ||||||
Communication Services – 4.7% | ||||||
29,046 | KDDI Corp | $898,700 | ||||
4,703 | Publicis Groupe SA | 315,341 | ||||
812 | Schibsted ASA | 36,610 | ||||
1,735 | SEEK Ltd | 42,613 | ||||
768,271 | Singapore Telecommunications Ltd | 1,424,307 | ||||
47,693 | SoftBank Corp | 650,198 | ||||
65,023 | Telenor ASA | 1,025,004 | ||||
149,277 | Telia Co AB | 587,392 | ||||
26,742 | Universal Music Group NV | 777,239 | ||||
27,831 | Vivendi SE | 358,630 | ||||
600,608 | Vodafone Group PLC | 889,475 | ||||
85,873 | Z Holdings Corp | 531,693 | ||||
Total Communication Services | 7,537,202 | |||||
Consumer Discretionary – 14.0% | ||||||
5,375 | Bayerische Motoren Werke AG | 457,808 | ||||
20,793 | Bayerische Motoren Werke AG | 2,099,230 | ||||
19,586 | Cie Financiere Richemont SA | 2,424,270 | ||||
61,434 | Compass Group PLC, (2) | 1,305,265 | ||||
12,028 | Delivery Hero SE, 144A, (2) | 1,497,032 | ||||
19,160 | Denso Corp | 1,381,738 | ||||
8,060 | EssilorLuxottica SA | 1,668,678 | ||||
2,074 | HelloFresh SE, (2) | 168,010 | ||||
22,608 | Industria de Diseno Textil SA | 817,335 | ||||
342 | Kering SA | 256,544 | ||||
52,667 | Mazda Motor Corp, (2) | 470,666 | ||||
9,475 | Mercari Inc, (2) | 511,039 | ||||
7,166 | Oriental Land Co Ltd/Japan | 1,127,455 | ||||
159,807 | Panasonic Corp | 1,951,601 | ||||
32,262 | Sony Group Corp | 3,717,805 | ||||
6,895 | Valeo | 202,114 | ||||
52,533 | Wesfarmers Ltd | 2,258,944 | ||||
531 | Whitbread PLC, (2) | 23,801 | ||||
10,357 | Yamaha Motor Co Ltd | 287,480 | ||||
Total Consumer Discretionary | 22,626,815 |
Shares | Description (1) | Value | ||||
Consumer Staples – 11.7% | ||||||
33,058 | Associated British Foods PLC | $810,219 | ||||
960 | Carrefour SA | 17,392 | ||||
19,042 | Coca-Cola Europacific Partners PLC | 1,002,561 | ||||
13,452 | Coca-Cola HBC AG | 467,068 | ||||
30,200 | Danone SA | 1,969,373 | ||||
3,830 | Henkel AG & Co KGaA | 319,566 | ||||
13,754 | Jeronimo Martins SGPS SA | 311,970 | ||||
16,536 | Kao Corp | 932,629 | ||||
2,470 | Kerry Group PLC | 331,861 | ||||
6,184 | L'Oreal SA | 2,826,434 | ||||
36,992 | Mowi ASA | 1,069,621 | ||||
42,500 | Nestle SA | 5,619,535 | ||||
50,722 | Orkla ASA | 492,632 | ||||
8,788 | Reckitt Benckiser Group PLC | 713,734 | ||||
549,892 | Tesco PLC | 2,034,410 | ||||
Total Consumer Staples | 18,919,005 | |||||
Energy – 1.8% | ||||||
22,089 | Ampol Ltd | 506,857 | ||||
6,687 | Koninklijke Vopak NV | 266,205 | ||||
38,961 | Neste Oyj | 2,172,772 | ||||
Total Energy | 2,945,834 | |||||
Financials – 18.3% | ||||||
90,627 | 3i Group PLC | 1,694,456 | ||||
4,423 | Aegon NV | 22,445 | ||||
9,043 | Allianz SE | 2,105,037 | ||||
59,850 | Assicurazioni Generali SpA | 1,305,578 | ||||
194,534 | Aviva PLC | 1,052,497 | ||||
88,596 | AXA SA | 2,579,597 | ||||
279,244 | Banco Bilbao Vizcaya Argentaria SA | 1,958,966 | ||||
105,723 | Bank Hapoalim BM | 1,041,540 | ||||
7,317 | BNP Paribas SA | 490,274 | ||||
342,854 | BOC Hong Kong Holdings Ltd | 1,088,628 | ||||
231,785 | CaixaBank SA | 666,559 | ||||
12,156 | Commonwealth Bank of Australia | 955,767 | ||||
12,690 | DBS Group Holdings Ltd | 296,712 | ||||
14,069 | Erste Group Bank AG | 604,038 | ||||
43,738 | Hong Kong Exchanges & Clearing Ltd | 2,647,091 | ||||
45,337 | HSBC Holdings PLC | 274,373 | ||||
90,596 | ING Groep NV | 1,375,530 | ||||
821,215 | Intesa Sanpaolo SpA | 2,335,488 | ||||
1 | Isracard Ltd | 3 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
560 | KBC Group NV | $52,208 | ||||
864,368 | Lloyds Banking Group PLC | 595,023 | ||||
41,225 | MS&AD Insurance Group Holdings Inc | 1,332,649 | ||||
286,176 | Nomura Holdings Inc, (2) | 1,380,371 | ||||
2,338 | ORIX Corp | 46,237 | ||||
109,906 | QBE Insurance Group Ltd | 976,571 | ||||
197,967 | Resona Holdings Inc | 743,082 | ||||
31,283 | Sumitomo Mitsui Trust Holdings Inc | 1,029,918 | ||||
7,576 | Swiss Re AG | 734,924 | ||||
3,466 | Tokyo Century Corp | 197,579 | ||||
Total Financials | 29,583,141 | |||||
Health Care – 12.4% | ||||||
817 | Argenx SE, (2) | 244,783 | ||||
89,453 | Astellas Pharma Inc | 1,503,893 | ||||
17,918 | AstraZeneca PLC | 2,233,586 | ||||
49,872 | Chugai Pharmaceutical Co Ltd | 1,857,543 | ||||
4,459 | Cochlear Ltd | 738,288 | ||||
14,277 | Daiichi Sankyo Co Ltd | 358,975 | ||||
6,002 | Demant A/S, (2) | 291,027 | ||||
17,221 | Eisai Co Ltd | 1,212,304 | ||||
934 | Fisher & Paykel Healthcare Corp Ltd | 20,861 | ||||
64 | Genmab A/S, (2) | 28,713 | ||||
142,763 | GlaxoSmithKline PLC | 2,952,215 | ||||
10,411 | Kyowa Kirin Co Ltd | 341,479 | ||||
6,416 | Merck KGaA | 1,516,168 | ||||
3,701 | NMC Health PLC, (2), (3) | 5 | ||||
9,406 | Novo Nordisk A/S | 1,030,536 | ||||
10,939 | Ramsay Health Care Ltd | 578,591 | ||||
7,165 | Roche Holding AG | 2,776,217 | ||||
19,351 | Ryman Healthcare Ltd | 200,111 | ||||
831 | Sonova Holding AG | 344,041 | ||||
686 | Straumann Holding AG | 1,427,931 | ||||
3,375 | Sysmex Corp | 416,455 | ||||
Total Health Care | 20,073,722 | |||||
Industrials – 15.9% | ||||||
53,866 | ABB Ltd | 1,785,610 | ||||
9,190 | Adecco Group AG | 463,347 | ||||
380 | Alstom SA | 13,536 | ||||
14,810 | Ashtead Group PLC | 1,243,222 | ||||
2,383 | Assa Abloy AB | 69,782 | ||||
20,976 | Atlas Copco AB | 1,134,465 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
11,715 | Auckland International Airport Ltd, (2) | $66,987 | ||||
21,167 | Bouygues SA | 857,343 | ||||
47,427 | Brambles Ltd | 357,649 | ||||
85,021 | CNH Industrial NV | 1,468,971 | ||||
20,708 | Dai Nippon Printing Co Ltd | 510,322 | ||||
9,824 | Daikin Industries Ltd | 2,144,436 | ||||
3,115 | DCC PLC | 260,719 | ||||
18,831 | Deutsche Post AG | 1,166,317 | ||||
9,983 | East Japan Railway Co | 620,561 | ||||
4,165 | Eiffage SA | 428,782 | ||||
3,385 | Ferguson PLC | 510,167 | ||||
54,554 | Komatsu Ltd | 1,419,289 | ||||
144,583 | MTR Corp Ltd | 788,055 | ||||
4,985 | MTU Aero Engines AG | 1,109,646 | ||||
60,464 | Nibe Industrier AB | 900,078 | ||||
84,814 | RELX PLC | 2,632,099 | ||||
7,972 | Schneider Electric SE | 1,373,691 | ||||
6,665 | Secom Co Ltd | 452,361 | ||||
28 | SGS SA | 82,981 | ||||
36,705 | Smiths Group PLC | 681,998 | ||||
39,832 | Sydney Airport, (2) | 245,027 | ||||
204,053 | Transurban Group | 2,059,871 | ||||
12,252 | Vestas Wind Systems A/S | 530,421 | ||||
10,757 | Volvo AB | 254,005 | ||||
Total Industrials | 25,631,738 | |||||
Information Technology – 8.2% | ||||||
4,565 | ASML Holding NV | 3,700,634 | ||||
1,509 | Atos SE | 78,548 | ||||
1,292 | Azbil Corp | 54,955 | ||||
503 | Dassault Systemes SE | 29,326 | ||||
8,904 | Fujitsu Ltd | 1,532,480 | ||||
9,852 | Ibiden Co Ltd | 588,398 | ||||
2,379 | Nomura Research Institute Ltd | 94,722 | ||||
1,284 | Omron Corp | 122,404 | ||||
23,204 | SAP SE | 3,365,196 | ||||
33,381 | Sinch AB, 144A, (2) | 632,951 | ||||
20,885 | STMicroelectronics NV | 988,881 | ||||
14,915 | TeamViewer AG, 144A, (2) | 222,659 | ||||
53,734 | Telefonaktiebolaget LM Ericsson | 588,111 | ||||
2,592 | Tokyo Electron Ltd | 1,201,379 | ||||
Total Information Technology | 13,200,644 |
Shares | Description (1) | Value | ||||
Materials – 7.4% | ||||||
9,425 | Akzo Nobel NV | $1,084,382 | ||||
36,571 | Antofagasta PLC | 714,599 | ||||
116,753 | Asahi Kasei Corp | 1,225,126 | ||||
17,687 | Boliden AB | 623,787 | ||||
68,311 | Fortescue Metals Group Ltd | 714,726 | ||||
19,854 | Hitachi Metals Ltd, (2) | 375,576 | ||||
1,318 | LANXESS AG | 88,861 | ||||
1,442 | Mitsui Chemicals Inc | 42,745 | ||||
7,538 | Nitto Denko Corp | 587,042 | ||||
33,164 | Northern Star Resources Ltd | 230,164 | ||||
37,879 | Orica Ltd | 430,462 | ||||
3,336 | Sika AG | 1,131,776 | ||||
22,902 | Smurfit Kappa Group PLC | 1,200,336 | ||||
138,175 | Sumitomo Chemical Co Ltd | 678,605 | ||||
23,127 | Sumitomo Metal Mining Co Ltd | 897,090 | ||||
30,737 | Svenska Cellulosa AB SCA | 479,209 | ||||
128,527 | Toray Industries Inc | 799,060 | ||||
11,954 | Umicore SA | 685,878 | ||||
Total Materials | 11,989,424 | |||||
Real Estate – 2.7% | ||||||
2,350 | British Land Co PLC | 15,923 | ||||
36,399 | CapitaLand Integrated Commercial Trust | 58,033 | ||||
234,920 | Capitaland Investment Ltd/Singapore, (2) | 599,277 | ||||
25,019 | Hulic Co Ltd | 239,822 | ||||
19,125 | Klepierre SA | 455,042 | ||||
64,010 | Lendlease Corp Ltd | 502,895 | ||||
42,047 | Mitsui Fudosan Co Ltd | 958,203 | ||||
11,418 | Scentre Group | 25,900 | ||||
108,659 | Swire Properties Ltd | 291,236 | ||||
10,830 | Unibail-Rodamco-Westfield, (2) | 774,666 | ||||
329,726 | Vicinity Centres | 427,209 | ||||
Total Real Estate | 4,348,206 | |||||
Utilities – 2.3% | ||||||
170,197 | National Grid PLC | 2,182,265 | ||||
10,277 | Orsted AS, 144A | 1,451,619 | ||||
Total Utilities | 3,633,884 | |||||
Total Long-Term Investments (cost $146,173,364) | 160,489,615 | |||||
Other Assets Less Liabilities – 0.6% | 1,013,296 | |||||
Net Assets – 100% | $ 161,502,911 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 9.6% | ||||||
1,728 | Activision Blizzard Inc | $135,112 | ||||
342 | Alphabet Inc, Class A, (2) | 1,012,635 | ||||
216 | Alphabet Inc, Class C, (2) | 640,529 | ||||
33 | Cable One Inc | 56,470 | ||||
204 | Discovery Inc, (2) | 4,782 | ||||
2,195 | Discovery Inc, (2) | 49,519 | ||||
2 | Electronic Arts Inc | 280 | ||||
7,431 | Verizon Communications Inc | 393,769 | ||||
1,850 | ViacomCBS Inc, Class B | 67,007 | ||||
3,315 | Walt Disney Co, (2) | 560,467 | ||||
Total Communication Services | 2,920,570 | |||||
Consumer Discretionary – 12.2% | ||||||
4 | Aptiv PLC, (2) | 691 | ||||
182 | Booking Holdings Inc, (2) | 440,582 | ||||
3 | Burlington Stores Inc, (2) | 829 | ||||
72 | Darden Restaurants Inc | 10,378 | ||||
103 | Domino's Pizza Inc | 50,364 | ||||
4 | Etsy Inc, (2) | 1,003 | ||||
8 | Genuine Parts Co | 1,049 | ||||
18 | Hasbro Inc | 1,724 | ||||
18 | Hilton Worldwide Holdings Inc, (2) | 2,591 | ||||
827 | Home Depot Inc | 307,429 | ||||
3 | Lowe's Cos Inc | 701 | ||||
71 | Lululemon Athletica Inc, (2) | 33,087 | ||||
1,538 | McDonald's Corp | 377,656 | ||||
237 | MercadoLibre Inc, (2) | 351,002 | ||||
2,740 | Newell Brands Inc | 62,718 | ||||
2,390 | NIKE Inc, Class B | 399,823 | ||||
1,535 | Target Corp | 398,517 | ||||
919 | Tesla Inc, (2) | 1,023,766 | ||||
3,446 | TJX Cos Inc | 225,678 | ||||
3 | Vail Resorts Inc | 1,034 | ||||
5 | Yum! Brands Inc | 625 | ||||
Total Consumer Discretionary | 3,691,247 |
Shares | Description (1) | Value | ||||
Consumer Staples – 6.2% | ||||||
2 | Archer-Daniels-Midland Co | $128 | ||||
9,160 | Coca-Cola Co | 516,349 | ||||
12 | Colgate-Palmolive Co | 914 | ||||
16 | General Mills Inc | 989 | ||||
2 | Hormel Foods Corp | 85 | ||||
3,412 | Keurig Dr Pepper Inc | 123,139 | ||||
4,474 | Kroger Co | 179,050 | ||||
2 | Lamb Weston Holdings Inc | 113 | ||||
3,242 | PepsiCo Inc | 523,907 | ||||
3,726 | Procter & Gamble Co | 532,781 | ||||
Total Consumer Staples | 1,877,455 | |||||
Energy – 2.0% | ||||||
5,252 | Baker Hughes Co | 131,720 | ||||
1,731 | Cheniere Energy Inc, (2) | 178,985 | ||||
5,450 | Halliburton Co | 136,196 | ||||
2,658 | ONEOK Inc | 169,102 | ||||
Total Energy | 616,003 | |||||
Financials – 12.3% | ||||||
16 | Aflac Inc | 859 | ||||
1,457 | American Express Co | 253,198 | ||||
5,969 | American International Group Inc | 352,708 | ||||
1,285 | Annaly Capital Management Inc | 10,871 | ||||
6 | Arthur J Gallagher & Co | 1,006 | ||||
588 | Bank of New York Mellon Corp | 34,810 | ||||
1 | BlackRock Inc | 943 | ||||
15 | Carlyle Group Inc | 842 | ||||
2,447 | Charles Schwab Corp | 200,727 | ||||
598 | Chubb Ltd | 116,837 | ||||
6,609 | Citigroup Inc | 457,078 | ||||
1,063 | CME Group Inc | 234,445 | ||||
7,126 | Huntington Bancshares Inc | 112,163 | ||||
1,404 | Loews Corp | 78,722 | ||||
272 | MarketAxess Holdings Inc | 111,158 | ||||
2,707 | Marsh & McLennan Cos Inc | 451,528 | ||||
2 | Moody's Corp | 808 | ||||
2,926 | Morgan Stanley | 300,734 | ||||
1,965 | PNC Financial Services Group Inc | 414,674 | ||||
657 | Progressive Corp | 62,336 | ||||
6 | Regions Financial Corp | 142 | ||||
1,004 | S&P Global Inc | 476,057 | ||||
3 | State Street Corp | 296 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
4 | T Rowe Price Group Inc | $868 | ||||
4 | Truist Financial Corp | 254 | ||||
830 | US Bancorp | 50,107 | ||||
Total Financials | 3,724,171 | |||||
Health Care – 12.7% | ||||||
52 | ABIOMED Inc, (2) | 17,266 | ||||
1,570 | Agilent Technologies Inc | 247,259 | ||||
482 | Align Technology Inc, (2) | 300,946 | ||||
12 | Alnylam Pharmaceuticals Inc, (2) | 1,915 | ||||
925 | Amgen Inc | 191,447 | ||||
641 | Anthem Inc | 278,918 | ||||
23 | Avantor Inc, (2) | 929 | ||||
12 | Baxter International Inc | 948 | ||||
126 | Biogen Inc, (2) | 33,602 | ||||
592 | BioMarin Pharmaceutical Inc, (2) | 46,904 | ||||
3,881 | Bristol-Myers Squibb Co | 226,650 | ||||
41 | Cerner Corp | 3,046 | ||||
423 | Cigna Corp | 90,357 | ||||
1,493 | Danaher Corp | 465,473 | ||||
1,053 | DENTSPLY SIRONA Inc | 60,242 | ||||
65 | Dexcom Inc, (2) | 40,509 | ||||
1,662 | Edwards Lifesciences Corp, (2) | 199,141 | ||||
254 | Elanco Animal Health Inc, (2) | 8,352 | ||||
1,058 | Eli Lilly & Co | 269,536 | ||||
1,566 | Gilead Sciences Inc | 101,602 | ||||
1,048 | HCA Inc | 262,482 | ||||
36 | Hologic Inc, (2) | 2,639 | ||||
1,530 | Horizon Therapeutics Plc, (2) | 183,462 | ||||
8 | Humana Inc | 3,705 | ||||
132 | IDEXX Laboratories Inc, (2) | 87,931 | ||||
2 | Illumina Inc, (2) | 830 | ||||
3 | Insulet Corp, (2) | 930 | ||||
3 | Intuitive Surgical Inc, (2) | 1,083 | ||||
3 | Laboratory Corp of America Holdings, (2) | 861 | ||||
4 | Molina Healthcare Inc, (2) | 1,183 | ||||
50 | Novavax Inc, (2) | 7,442 | ||||
662 | Novocure Ltd, (2) | 67,901 | ||||
18 | Oak Street Health Inc, (2) | 850 | ||||
6 | Quest Diagnostics Inc | 881 | ||||
15 | Regeneron Pharmaceuticals Inc, (2) | 9,599 | ||||
12 | ResMed Inc | 3,155 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
975 | Teladoc Health Inc, (2) | $145,850 | ||||
776 | Thermo Fisher Scientific Inc | 491,262 | ||||
17 | Vertex Pharmaceuticals Inc, (2) | 3,144 | ||||
2 | West Pharmaceutical Services Inc | 860 | ||||
Total Health Care | 3,861,092 | |||||
Industrials – 8.3% | ||||||
2,067 | 3M Co | 369,332 | ||||
2 | AMERCO | 1,474 | ||||
11 | Booz Allen Hamilton Holding Corp | 955 | ||||
5,175 | Carrier Global Corp | 270,290 | ||||
929 | Caterpillar Inc | 189,525 | ||||
2 | CH Robinson Worldwide Inc | 194 | ||||
11,732 | CSX Corp | 424,346 | ||||
223 | Deere & Co | 76,335 | ||||
4 | Eaton Corp PLC | 659 | ||||
18 | Emerson Electric Co | 1,746 | ||||
2 | Expeditors International of Washington Inc | 247 | ||||
2 | Fastenal Co | 114 | ||||
1,004 | Fortive Corp | 76,013 | ||||
994 | Fortune Brands Home & Security Inc | 100,792 | ||||
452 | Generac Holdings Inc, (2) | 225,349 | ||||
414 | IHS Markit Ltd | 54,118 | ||||
149 | Johnson Controls International plc | 10,932 | ||||
288 | Kansas City Southern | 89,352 | ||||
377 | Nordson Corp | 95,837 | ||||
188 | Old Dominion Freight Line Inc | 64,174 | ||||
4 | Otis Worldwide Corp | 321 | ||||
10 | Owens Corning | 934 | ||||
12 | Pentair PLC | 888 | ||||
83 | Robert Half International Inc | 9,385 | ||||
835 | Rockwell Automation Inc | 266,699 | ||||
174 | Roper Technologies Inc | 84,889 | ||||
50 | Verisk Analytics Inc | 10,514 | ||||
649 | Waste Connections Inc | 88,271 | ||||
Total Industrials | 2,513,685 | |||||
Information Technology – 28.5% | ||||||
755 | Adobe Inc, (2) | 491,022 | ||||
1,164 | Akamai Technologies Inc, (2) | 122,755 | ||||
1,965 | Applied Materials Inc | 268,517 | ||||
316 | Autodesk Inc, (2) | 100,365 | ||||
1,065 | Automatic Data Processing Inc | 239,082 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
6 | Cadence Design Systems Inc, (2) | $1,039 | ||||
2,962 | Cisco Systems Inc | 165,783 | ||||
1,269 | Cognex Corp | 111,152 | ||||
2 | Fair Isaac Corp, (2) | 796 | ||||
9,371 | Hewlett Packard Enterprise Co | 137,285 | ||||
9,003 | HP Inc | 273,061 | ||||
4 | HubSpot Inc, (2) | 3,241 | ||||
9,062 | Intel Corp | 444,038 | ||||
2,977 | International Business Machines Corp | 372,423 | ||||
6 | Intuit Inc | 3,756 | ||||
1,326 | Keysight Technologies Inc, (2) | 238,706 | ||||
11 | Lam Research Corp | 6,199 | ||||
5,883 | Microsoft Corp | 1,950,920 | ||||
33 | NortonLifeLock Inc | 840 | ||||
3,436 | NVIDIA Corp | 878,482 | ||||
899 | Okta Inc, (2) | 222,215 | ||||
23 | ON Semiconductor Corp, (2) | 1,106 | ||||
495 | PayPal Holdings Inc, (2) | 115,132 | ||||
2,123 | salesforce.com Inc, (2) | 636,242 | ||||
536 | ServiceNow Inc, (2) | 373,999 | ||||
3 | Synopsys Inc, (2) | 1,000 | ||||
2,495 | Texas Instruments Inc | 467,763 | ||||
1,803 | Trimble Inc, (2) | 157,528 | ||||
2,724 | Visa Inc, Class A | 576,861 | ||||
601 | VMware Inc, Class A, (2) | 91,172 | ||||
387 | Zebra Technologies Corp, Class A, (2) | 206,639 | ||||
Total Information Technology | 8,659,119 | |||||
Materials – 2.6% | ||||||
2,411 | Amcor PLC | 29,101 | ||||
1,274 | Ball Corp | 116,545 | ||||
253 | DuPont de Nemours Inc | 17,609 | ||||
1,090 | Ecolab Inc | 242,220 | ||||
719 | LyondellBasell Industries NV, Class A | 66,737 | ||||
2,146 | Mosaic Co | 89,209 | ||||
1,184 | PPG Industries Inc | 190,115 | ||||
448 | Steel Dynamics Inc | 29,604 | ||||
Total Materials | 781,140 | |||||
Real Estate – 3.5% | ||||||
1,431 | American Tower Corp | 403,499 | ||||
438 | Crown Castle International Corp | 78,971 | ||||
454 | Equinix Inc | 380,030 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
4,681 | Host Hotels & Resorts Inc, (2) | $78,781 | ||||
18 | Iron Mountain Inc | 822 | ||||
244 | Prologis Inc | 35,370 | ||||
185 | Ventas Inc | 9,874 | ||||
806 | Welltower Inc | 64,802 | ||||
Total Real Estate | 1,052,149 | |||||
Utilities – 1.9% | ||||||
2,475 | Consolidated Edison Inc | 186,615 | ||||
324 | Eversource Energy | 27,508 | ||||
2,284 | Sempra Energy | 291,507 | ||||
1,339 | UGI Corp | 58,126 | ||||
Total Utilities | 563,756 | |||||
Total Long-Term Investments (cost $22,670,044) | 30,260,387 | |||||
Other Assets Less Liabilities – 0.2% | 74,540 | |||||
Net Assets – 100% | $ 30,334,927 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 14.2% | ||||||
133,369 | Activision Blizzard Inc | $10,428,122 | ||||
16,954 | Alphabet Inc, Class A, (2) | 50,199,438 | ||||
12,794 | Alphabet Inc, Class C, (2) | 37,939,456 | ||||
2,350 | Cable One Inc | 4,021,343 | ||||
33,104 | Electronic Arts Inc | 4,642,836 | ||||
439,586 | Sirius XM Holdings Inc, (3) | 2,677,079 | ||||
143,048 | Walt Disney Co, (2) | 24,185,125 | ||||
Total Communication Services | 134,093,399 | |||||
Consumer Discretionary – 17.0% | ||||||
16,621 | Aptiv PLC, (2) | 2,873,605 | ||||
5,683 | Booking Holdings Inc, (2) | 13,757,293 | ||||
25,985 | Dollar General Corp | 5,756,197 | ||||
16,798 | Domino's Pizza Inc | 8,213,718 | ||||
27,247 | Etsy Inc, (2) | 6,830,550 | ||||
32,020 | Lowe's Cos Inc | 7,486,916 | ||||
9,257 | Lululemon Athletica Inc, (2) | 4,313,854 | ||||
8,287 | MercadoLibre Inc, (2) | 12,273,213 | ||||
113,086 | NIKE Inc, Class B | 18,918,157 | ||||
4,964 | Ross Stores Inc | 561,925 | ||||
139,242 | Starbucks Corp | 14,769,399 | ||||
50,271 | Tesla Inc, (2) | 56,001,894 | ||||
127,869 | TJX Cos Inc | 8,374,141 | ||||
Total Consumer Discretionary | 160,130,862 | |||||
Consumer Staples – 3.0% | ||||||
34,568 | Church & Dwight Co Inc | 3,019,861 | ||||
28,543 | Clorox Co | 4,652,794 | ||||
37,019 | Costco Wholesale Corp | 18,196,319 | ||||
38,398 | Lamb Weston Holdings Inc | 2,167,567 | ||||
Total Consumer Staples | 28,036,541 | |||||
Energy – 0.4% | ||||||
159,748 | Baker Hughes Co | 4,006,480 | ||||
Financials – 4.3% | ||||||
77,002 | Marsh & McLennan Cos Inc | 12,843,934 | ||||
17,955 | Moody's Corp | 7,256,513 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
36,118 | S&P Global Inc | $17,125,711 | ||||
4,310 | SVB Financial Group, (2) | 3,091,994 | ||||
Total Financials | 40,318,152 | |||||
Health Care – 11.2% | ||||||
1,348 | ABIOMED Inc, (2) | 447,590 | ||||
69,331 | Agilent Technologies Inc | 10,918,939 | ||||
5,424 | Align Technology Inc, (2) | 3,386,583 | ||||
18,153 | Dexcom Inc, (2) | 11,313,131 | ||||
75,706 | Edwards Lifesciences Corp, (2) | 9,071,093 | ||||
76,550 | Eli Lilly & Co | 19,501,878 | ||||
6,743 | IDEXX Laboratories Inc, (2) | 4,491,782 | ||||
14,677 | Illumina Inc, (2) | 6,091,836 | ||||
19,492 | Insulet Corp, (2) | 6,042,910 | ||||
29,809 | Novocure Ltd, (2) | 3,057,509 | ||||
7,439 | ResMed Inc | 1,955,788 | ||||
48,049 | Teladoc Health Inc, (2) | 7,187,650 | ||||
68,442 | Vertex Pharmaceuticals Inc, (2) | 12,656,979 | ||||
1,388 | West Pharmaceutical Services Inc | 596,673 | ||||
41,921 | Zoetis Inc | 9,063,320 | ||||
Total Health Care | 105,783,661 | |||||
Industrials – 5.0% | ||||||
38,392 | Deere & Co | 13,141,965 | ||||
10,674 | Expeditors International of Washington Inc | 1,315,677 | ||||
7,357 | Fastenal Co | 419,938 | ||||
17,798 | Generac Holdings Inc, (2) | 8,873,371 | ||||
4,282 | IHS Markit Ltd | 559,743 | ||||
21,465 | Old Dominion Freight Line Inc | 7,327,078 | ||||
25,111 | Rockwell Automation Inc | 8,020,453 | ||||
15,954 | Roper Technologies Inc | 7,783,478 | ||||
Total Industrials | 47,441,703 | |||||
Information Technology – 41.0% | ||||||
38,189 | Adobe Inc, (2) | 24,836,598 | ||||
45,835 | Akamai Technologies Inc, (2) | 4,833,759 | ||||
125,677 | Applied Materials Inc | 17,173,762 | ||||
25,825 | Autodesk Inc, (2) | 8,202,278 | ||||
5,722 | Cadence Design Systems Inc, (2) | 990,535 | ||||
76,418 | Cognex Corp | 6,693,453 | ||||
1,689 | HubSpot Inc, (2) | 1,368,479 | ||||
12,869 | Intuit Inc | 8,055,865 | ||||
74,811 | Keysight Technologies Inc, (2) | 13,467,476 | ||||
11,752 | Lam Research Corp | 6,623,075 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
347,402 | Microsoft Corp | $115,205,451 | ||||
164,223 | NVIDIA Corp | 41,986,894 | ||||
35,169 | Okta Inc, (2) | 8,693,073 | ||||
92,386 | ON Semiconductor Corp, (2) | 4,440,995 | ||||
78,798 | PayPal Holdings Inc, (2) | 18,327,627 | ||||
15,050 | RingCentral Inc, Class A, (2) | 3,668,889 | ||||
65,128 | salesforce.com Inc, (2) | 19,518,210 | ||||
27,551 | ServiceNow Inc, (2) | 19,223,986 | ||||
38,517 | Synopsys Inc, (2) | 12,833,094 | ||||
108,588 | Trimble Inc, (2) | 9,487,334 | ||||
116,697 | Visa Inc, Class A | 24,712,924 | ||||
29,043 | VMware Inc, Class A, (2) | 4,405,823 | ||||
22,166 | Zebra Technologies Corp, Class A, (2) | 11,835,536 | ||||
Total Information Technology | 386,585,116 | |||||
Materials – 2.1% | ||||||
878 | Ball Corp | 80,319 | ||||
21,516 | Ecolab Inc | 4,781,286 | ||||
45,478 | Sherwin-Williams Co | 14,398,790 | ||||
Total Materials | 19,260,395 | |||||
Real Estate – 1.7% | ||||||
29,274 | American Tower Corp | 8,254,390 | ||||
9,618 | Equinix Inc | 8,050,939 | ||||
Total Real Estate | 16,305,329 | |||||
Total Long-Term Investments (cost $735,327,403) | 941,961,638 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.2% | ||||||
MONEY MARKET FUNDS – 0.2% | ||||||
2,000,613 | State Street Navigator Securities Lending Government Money Market Portfolio, (4) | 0.030% (5) | $ 2,000,613 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $2,000,613) | 2,000,613 | |||||
Total Investments (cost $737,328,016) – 100.1% | 943,962,251 | |||||
Other Assets Less Liabilities – (0.1)% | (1,086,403) | |||||
Net Assets – 100% | $ 942,875,848 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $1,949,354. | |
(4) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(5) | The rate shown is the one-day yield as of the end of the reporting period. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 5.5% | ||||||
880,741 | AT&T Inc | $22,247,518 | ||||
116,844 | Discovery Inc, (2) | 2,636,000 | ||||
193,868 | Interpublic Group of Cos Inc | 7,089,753 | ||||
48,091 | Live Nation Entertainment Inc, (2) | 4,864,404 | ||||
69,051 | Omnicom Group Inc | 4,700,992 | ||||
400,110 | Verizon Communications Inc | 21,201,829 | ||||
46,904 | ViacomCBS Inc, Class B | 1,698,863 | ||||
Total Communication Services | 64,439,359 | |||||
Consumer Discretionary – 5.5% | ||||||
3,933 | BorgWarner Inc | 177,260 | ||||
53,052 | Hasbro Inc | 5,080,259 | ||||
84,397 | Home Depot Inc | 31,373,741 | ||||
225,694 | Newell Brands Inc | 5,166,136 | ||||
49,235 | Target Corp | 12,782,391 | ||||
136,568 | VF Corp | 9,953,076 | ||||
Total Consumer Discretionary | 64,532,863 | |||||
Consumer Staples – 10.6% | ||||||
2,562 | Archer-Daniels-Midland Co | 164,583 | ||||
44,871 | Bunge Ltd | 4,156,849 | ||||
492,564 | Coca-Cola Co | 27,765,833 | ||||
3,449 | Colgate-Palmolive Co | 262,779 | ||||
44,043 | General Mills Inc | 2,721,857 | ||||
837 | J M Smucker Co | 102,834 | ||||
399,311 | Keurig Dr Pepper Inc | 14,411,134 | ||||
331,306 | Kroger Co | 13,258,866 | ||||
171,316 | PepsiCo Inc | 27,684,666 | ||||
242,656 | Procter & Gamble Co | 34,697,382 | ||||
Total Consumer Staples | 125,226,783 | |||||
Energy – 3.0% | ||||||
217,050 | Baker Hughes Co | 5,443,614 | ||||
522,943 | Halliburton Co | 13,068,346 | ||||
262,144 | ONEOK Inc | 16,677,601 | ||||
Total Energy | 35,189,561 | |||||
Financials – 22.1% | ||||||
2,350 | Aflac Inc | 126,124 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
2,286 | Allstate Corp | $282,710 | ||||
130,123 | American Express Co | 22,612,775 | ||||
190,556 | American International Group Inc | 11,259,954 | ||||
474 | Ameriprise Financial Inc | 143,210 | ||||
95,198 | Bank of New York Mellon Corp | 5,635,722 | ||||
24,706 | BlackRock Inc | 23,309,123 | ||||
3,039 | Carlyle Group Inc | 170,640 | ||||
45,236 | Charles Schwab Corp | 3,710,709 | ||||
98,934 | Chubb Ltd | 19,329,725 | ||||
326,051 | Citigroup Inc | 22,549,687 | ||||
87,298 | CME Group Inc | 19,253,574 | ||||
204,959 | Equitable Holdings Inc | 6,866,126 | ||||
588,311 | Huntington Bancshares Inc | 9,260,015 | ||||
131,922 | Loews Corp | 7,396,866 | ||||
112,295 | Marsh & McLennan Cos Inc | 18,730,806 | ||||
1,852 | MetLife Inc | 116,306 | ||||
225,521 | Morgan Stanley | 23,179,048 | ||||
99,103 | PNC Financial Services Group Inc | 20,913,706 | ||||
29,246 | Progressive Corp | 2,774,860 | ||||
156,100 | Prudential Financial Inc | 17,178,805 | ||||
202,217 | Regions Financial Corp | 4,788,499 | ||||
1,316 | State Street Corp | 129,692 | ||||
2,978 | Truist Financial Corp | 189,014 | ||||
341,560 | US Bancorp | 20,619,977 | ||||
Total Financials | 260,527,673 | |||||
Health Care – 16.2% | ||||||
79,974 | Amgen Inc | 16,552,219 | ||||
45,813 | Anthem Inc | 19,934,611 | ||||
122,603 | Baxter International Inc | 9,680,733 | ||||
2,223 | Biogen Inc, (2) | 592,830 | ||||
239,557 | Boston Scientific Corp, (2) | 10,332,093 | ||||
339,792 | Bristol-Myers Squibb Co | 19,843,853 | ||||
84,968 | Cigna Corp | 18,150,014 | ||||
63,594 | Danaher Corp | 19,826,701 | ||||
91,891 | DENTSPLY SIRONA Inc | 5,257,084 | ||||
233,112 | Elanco Animal Health Inc, (2) | 7,664,723 | ||||
34,817 | Exact Sciences Corp, (2) | 3,315,275 | ||||
61,418 | Gilead Sciences Inc | 3,984,800 | ||||
73,819 | HCA Inc | 18,488,707 | ||||
363 | Humana Inc | 168,127 | ||||
9,443 | Laboratory Corp of America Holdings, (2) | 2,710,330 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
770 | PerkinElmer Inc | $136,205 | ||||
3,670 | Royalty Pharma PLC, Class A | 145,075 | ||||
46,120 | Stryker Corp | 12,271,148 | ||||
34,037 | Thermo Fisher Scientific Inc | 21,547,804 | ||||
9,218 | Viatris Inc | 123,060 | ||||
1,019 | Zimmer Biomet Holdings Inc | 145,839 | ||||
Total Health Care | 190,871,231 | |||||
Industrials – 13.6% | ||||||
104,069 | 3M Co | 18,595,049 | ||||
5,802 | AMERCO | 4,276,016 | ||||
162,780 | Carrier Global Corp | 8,501,999 | ||||
90,671 | Caterpillar Inc | 18,497,791 | ||||
76,274 | CH Robinson Worldwide Inc | 7,397,815 | ||||
20,836 | Eaton Corp PLC | 3,432,939 | ||||
29,133 | Emerson Electric Co | 2,826,192 | ||||
64,646 | Expeditors International of Washington Inc | 7,968,266 | ||||
88,816 | Fortive Corp | 6,724,259 | ||||
76,158 | IHS Markit Ltd | 9,955,374 | ||||
70,543 | Illinois Tool Works Inc | 16,074,634 | ||||
188,500 | Johnson Controls International plc | 13,830,245 | ||||
53,492 | Kansas City Southern | 16,595,893 | ||||
570 | Nordson Corp | 144,900 | ||||
2,432 | Otis Worldwide Corp | 195,314 | ||||
1,590 | Owens Corning | 148,522 | ||||
1,655 | PACCAR Inc | 148,321 | ||||
33,985 | Roper Technologies Inc | 16,580,262 | ||||
654 | Trane Technologies PLC | 118,328 | ||||
55,273 | Waste Connections Inc | 7,517,681 | ||||
1,054 | Xylem Inc/NY | 137,642 | ||||
Total Industrials | 159,667,442 | |||||
Information Technology – 10.9% | ||||||
92,696 | Automatic Data Processing Inc | 20,809,325 | ||||
306,864 | Cisco Systems Inc | 17,175,178 | ||||
744,144 | Hewlett Packard Enterprise Co | 10,901,710 | ||||
171,856 | HP Inc | 5,212,392 | ||||
510,237 | Intel Corp | 25,001,613 | ||||
156,167 | International Business Machines Corp | 19,536,492 | ||||
22,449 | salesforce.com Inc, (2) | 6,727,741 | ||||
124,075 | Texas Instruments Inc | 23,261,581 | ||||
Total Information Technology | 128,626,032 |
Shares | Description (1) | Value | ||||
Materials – 3.0% | ||||||
376,663 | Amcor PLC | $4,546,322 | ||||
59,818 | DuPont de Nemours Inc | 4,163,333 | ||||
18,335 | International Flavors & Fragrances Inc | 2,703,496 | ||||
3,859 | International Paper Co | 191,677 | ||||
159,006 | Mosaic Co | 6,609,879 | ||||
102,517 | PPG Industries Inc | 16,461,155 | ||||
2,140 | Steel Dynamics Inc | 141,411 | ||||
Total Materials | 34,817,273 | |||||
Real Estate – 5.2% | ||||||
22,949 | CBRE Group Inc, (2) | 2,388,532 | ||||
43,604 | Crown Castle International Corp | 7,861,801 | ||||
146,132 | Equity Residential | 12,625,805 | ||||
279,744 | Host Hotels & Resorts Inc, (2) | 4,708,091 | ||||
150,930 | Prologis Inc | 21,878,813 | ||||
141,328 | Welltower Inc | 11,362,771 | ||||
Total Real Estate | 60,825,813 | |||||
Utilities – 4.2% | ||||||
172,285 | Consolidated Edison Inc | 12,990,289 | ||||
176,966 | Eversource Energy | 15,024,413 | ||||
126,955 | Sempra Energy | 16,203,267 | ||||
123,150 | UGI Corp | 5,345,941 | ||||
Total Utilities | 49,563,910 | |||||
Total Long-Term Investments (cost $1,012,493,622) | 1,174,287,940 | |||||
Other Assets Less Liabilities – 0.2% | 2,324,923 | |||||
Net Assets – 100% | $ 1,176,612,863 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 9.1% | ||||||
25,946 | Altice USA Inc, (2) | $422,920 | ||||
135,967 | AMC Entertainment Holdings Inc, Class A, (2) | 4,809,153 | ||||
3,250 | Cable One Inc | 5,561,432 | ||||
73,725 | Live Nation Entertainment Inc, (2) | 7,457,284 | ||||
77,181 | Match Group Inc, (2) | 11,637,351 | ||||
36,699 | Take-Two Interactive Software Inc, (2) | 6,642,519 | ||||
Total Communication Services | 36,530,659 | |||||
Consumer Discretionary – 12.7% | ||||||
811 | Domino's Pizza Inc | 396,555 | ||||
45,395 | Etsy Inc, (2) | 11,380,072 | ||||
31,023 | Lear Corp | 5,331,303 | ||||
16,368 | Pool Corp | 8,432,139 | ||||
42,721 | Tractor Supply Co | 9,277,720 | ||||
21,679 | Ulta Beauty Inc, (2) | 7,963,997 | ||||
23,335 | Vail Resorts Inc | 8,043,808 | ||||
Total Consumer Discretionary | 50,825,594 | |||||
Consumer Staples – 1.3% | ||||||
90,128 | Lamb Weston Holdings Inc | 5,087,726 | ||||
Energy – 1.9% | ||||||
297,543 | Baker Hughes Co | 7,462,378 | ||||
Financials – 3.3% | ||||||
141 | MarketAxess Holdings Inc | 57,623 | ||||
12,007 | SVB Financial Group, (2) | 8,613,822 | ||||
67,890 | Voya Financial Inc | 4,736,685 | ||||
Total Financials | 13,408,130 | |||||
Health Care – 18.3% | ||||||
3,036 | ABIOMED Inc, (2) | 1,008,073 | ||||
93,684 | BioMarin Pharmaceutical Inc, (2) | 7,422,583 | ||||
67,115 | Catalent Inc, (2) | 9,252,474 | ||||
83,013 | Hologic Inc, (2) | 6,085,683 | ||||
26,949 | Insulet Corp, (2) | 8,354,729 | ||||
6,848 | Mettler-Toledo International Inc, (2) | 10,141,066 | ||||
33,407 | Novavax Inc, (2) | 4,971,964 | ||||
52,291 | Novocure Ltd, (2) | 5,363,488 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
18,101 | STERIS PLC | $4,230,928 | ||||
19,218 | Waters Corp, (2) | 7,063,576 | ||||
22,521 | West Pharmaceutical Services Inc | 9,681,328 | ||||
Total Health Care | 73,575,892 | |||||
Industrials – 12.0% | ||||||
29,559 | Allegion plc | 3,792,419 | ||||
69,093 | Copart Inc, (2) | 10,729,452 | ||||
19,649 | Expeditors International of Washington Inc | 2,421,936 | ||||
22,373 | Generac Holdings Inc, (2) | 11,154,283 | ||||
25,996 | IDEX Corp | 5,785,930 | ||||
6,536 | Lennox International Inc | 1,956,094 | ||||
32,131 | Masco Corp | 2,106,187 | ||||
11,550 | Old Dominion Freight Line Inc | 3,942,592 | ||||
47,081 | Xylem Inc/NY | 6,148,308 | ||||
Total Industrials | 48,037,201 | |||||
Information Technology – 39.5% | ||||||
26,336 | ANSYS Inc, (2) | 9,996,619 | ||||
75,958 | Cadence Design Systems Inc, (2) | 13,149,089 | ||||
65,605 | Cognex Corp | 5,746,342 | ||||
34,574 | Coupa Software Inc, (2) | 7,872,500 | ||||
91,440 | Dropbox Inc, Class A, (2) | 2,788,006 | ||||
15,100 | Fair Isaac Corp, (2) | 6,012,820 | ||||
14,545 | HubSpot Inc, (2) | 11,784,795 | ||||
13,069 | Keysight Technologies Inc, (2) | 2,352,681 | ||||
212,800 | Marvell Technology Inc | 14,576,800 | ||||
33,878 | Okta Inc, (2) | 8,373,964 | ||||
18,729 | Paycom Software Inc, (2) | 10,260,683 | ||||
55,932 | PTC Inc, (2) | 7,122,940 | ||||
27,186 | RingCentral Inc, Class A, (2) | 6,627,403 | ||||
36,435 | Skyworks Solutions Inc | 6,089,381 | ||||
47,232 | Splunk Inc, (2) | 7,784,778 | ||||
18,248 | Teledyne Technologies Inc, (2) | 8,197,367 | ||||
94,359 | Trimble Inc, (2) | 8,244,146 | ||||
11,500 | Tyler Technologies Inc, (2) | 6,247,030 | ||||
17,125 | Zebra Technologies Corp, Class A, (2) | 9,143,894 | ||||
59,149 | Zendesk Inc, (2) | 6,021,368 | ||||
Total Information Technology | 158,392,606 |
Shares | Description (1) | Value | ||||
Materials – 1.8% | ||||||
79,235 | Ball Corp | $ 7,248,418 | ||||
Total Long-Term Investments (cost $331,808,444) | 400,568,604 | |||||
Other Assets Less Liabilities – 0.1% | 308,114 | |||||
Net Assets – 100% | $ 400,876,718 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.8% | ||||||
COMMON STOCKS – 99.8% | ||||||
Communication Services – 4.7% | ||||||
8,176 | Discovery Inc, (2), (3) | $191,645 | ||||
98,286 | Discovery Inc, (2) | 2,217,332 | ||||
107,259 | Interpublic Group of Cos Inc | 3,922,462 | ||||
210,112 | Lumen Technologies Inc | 2,491,928 | ||||
34,244 | Omnicom Group Inc | 2,331,332 | ||||
51,502 | ViacomCBS Inc, Class B | 1,865,402 | ||||
Total Communication Services | 13,020,101 | |||||
Consumer Discretionary – 11.2% | ||||||
14,611 | Autoliv Inc | 1,415,075 | ||||
18,604 | Best Buy Co Inc | 2,274,153 | ||||
44,994 | BorgWarner Inc | 2,027,880 | ||||
13,798 | CarMax Inc, (2) | 1,889,222 | ||||
28,978 | DR Horton Inc | 2,586,866 | ||||
27,537 | Genuine Parts Co | 3,610,376 | ||||
45,048 | Hasbro Inc | 4,313,797 | ||||
87,484 | LKQ Corp, (2) | 4,818,619 | ||||
133,136 | Newell Brands Inc | 3,047,483 | ||||
229 | NVR Inc, (2) | 1,120,909 | ||||
79,638 | PulteGroup Inc | 3,828,995 | ||||
Total Consumer Discretionary | 30,933,375 | |||||
Consumer Staples – 3.2% | ||||||
47,737 | Bunge Ltd | 4,422,356 | ||||
63,202 | Campbell Soup Co | 2,524,920 | ||||
62,212 | Conagra Brands Inc | 2,003,226 | ||||
Total Consumer Staples | 8,950,502 | |||||
Energy – 4.6% | ||||||
157,874 | Baker Hughes Co | 3,959,480 | ||||
111,282 | Halliburton Co | 2,780,937 | ||||
94,342 | ONEOK Inc | 6,002,038 | ||||
Total Energy | 12,742,455 | |||||
Financials – 22.1% | ||||||
93,718 | Ally Financial Inc | 4,474,097 | ||||
136,396 | Annaly Capital Management Inc | 1,153,910 | ||||
39,630 | Arthur J Gallagher & Co | 6,644,762 | ||||
31,254 | Citizens Financial Group Inc | 1,480,815 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
138,651 | Equitable Holdings Inc | $4,644,808 | ||||
10,484 | FactSet Research Systems Inc | 4,653,743 | ||||
11,956 | First Republic Bank | 2,586,441 | ||||
7,388 | Franklin Resources Inc | 232,648 | ||||
72,716 | Hartford Financial Services Group Inc | 5,303,178 | ||||
194,692 | KeyCorp | 4,530,483 | ||||
62,879 | Lincoln National Corp | 4,536,720 | ||||
76,196 | Loews Corp | 4,272,310 | ||||
5,985 | Nasdaq Inc | 1,256,072 | ||||
72,488 | Principal Financial Group Inc | 4,863,220 | ||||
10,801 | Regions Financial Corp | 255,768 | ||||
8,957 | SVB Financial Group, (2) | 6,425,752 | ||||
55,617 | Voya Financial Inc | 3,880,398 | ||||
Total Financials | 61,195,125 | |||||
Health Care – 5.4% | ||||||
8,752 | Cardinal Health Inc | 418,433 | ||||
673 | DaVita Inc, (2) | 69,481 | ||||
27,360 | Hologic Inc, (2) | 2,005,762 | ||||
13,976 | Jazz Pharmaceuticals PLC, (2) | 1,859,367 | ||||
6,267 | Laboratory Corp of America Holdings, (2) | 1,798,754 | ||||
32,091 | Quest Diagnostics Inc | 4,710,317 | ||||
17,684 | STERIS PLC | 4,133,458 | ||||
Total Health Care | 14,995,572 | |||||
Industrials – 16.9% | ||||||
6,013 | Allegion plc | 771,468 | ||||
3,720 | AMERCO | 2,741,603 | ||||
125,740 | Carrier Global Corp | 6,567,400 | ||||
15,641 | CH Robinson Worldwide Inc | 1,517,021 | ||||
877 | Expeditors International of Washington Inc | 108,099 | ||||
70,816 | Fastenal Co | 4,042,177 | ||||
35,179 | Fortune Brands Home & Security Inc | 3,567,151 | ||||
17,852 | IDEX Corp | 3,973,320 | ||||
18,575 | Kansas City Southern | 5,762,894 | ||||
63,071 | Masco Corp | 4,134,304 | ||||
30,430 | Owens Corning | 2,842,466 | ||||
20,927 | Pentair PLC | 1,547,970 | ||||
41,276 | Robert Half International Inc | 4,667,077 | ||||
34,549 | Xylem Inc/NY | 4,511,754 | ||||
Total Industrials | 46,754,704 | |||||
Information Technology – 7.9% | ||||||
1,394 | F5 Networks Inc, (2) | 294,343 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
725 | Guidewire Software Inc, (2) | $91,154 | ||||
162,498 | Hewlett Packard Enterprise Co | 2,380,596 | ||||
112,959 | NortonLifeLock Inc | 2,874,806 | ||||
14,494 | Okta Inc, (2) | 3,582,627 | ||||
96,980 | ON Semiconductor Corp, (2) | 4,661,829 | ||||
22,711 | Skyworks Solutions Inc | 3,795,689 | ||||
24,574 | Splunk Inc, (2) | 4,050,287 | ||||
Total Information Technology | 21,731,331 | |||||
Materials – 5.1% | ||||||
388,113 | Amcor PLC | 4,684,524 | ||||
10,309 | Martin Marietta Materials Inc | 4,049,788 | ||||
87,911 | Mosaic Co | 3,654,460 | ||||
26,269 | Steel Dynamics Inc | 1,735,855 | ||||
Total Materials | 14,124,627 | |||||
Real Estate – 14.3% | ||||||
27,233 | Alexandria Real Estate Equities Inc | 5,559,345 | ||||
40,958 | Boston Properties Inc | 4,654,467 | ||||
5,393 | Camden Property Trust | 879,598 | ||||
39,656 | CBRE Group Inc, (2) | 4,127,396 | ||||
114,745 | Healthpeak Properties Inc | 4,074,595 | ||||
276,868 | Host Hotels & Resorts Inc, (2) | 4,659,688 | ||||
40,079 | Iron Mountain Inc | 1,829,206 | ||||
63,150 | Regency Centers Corp | 4,446,392 | ||||
90,165 | Ventas Inc | 4,812,106 | ||||
155,063 | VICI Properties Inc | 4,551,099 | ||||
Total Real Estate | 39,593,892 | |||||
Utilities – 4.4% | ||||||
74,448 | CMS Energy Corp | 4,492,937 | ||||
160,021 | NiSource Inc | 3,947,718 | ||||
87,619 | UGI Corp | 3,803,541 | ||||
Total Utilities | 12,244,196 | |||||
Total Long-Term Investments (cost $224,047,280) | 276,285,880 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.1% | ||||||
MONEY MARKET FUNDS – 0.1% | ||||||
135,178 | State Street Navigator Securities Lending Government Money Market Portfolio, (4) | 0.030% (5) | $ 135,178 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $135,178) | 135,178 | |||||
Total Investments (cost $224,182,458) – 99.9% | 276,421,058 | |||||
Other Assets Less Liabilities – 0.1% | 330,250 | |||||
Net Assets – 100% | $ 276,751,308 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $126,740. | |
(4) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(5) | The rate shown is the one-day yield as of the end of the reporting period. |
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 99.9% | ||||||
COMMON STOCKS – 99.9% | ||||||
Communication Services – 1.5% | ||||||
12,534 | Bandwidth Inc, Class A, (2) | $1,068,900 | ||||
19,875 | Cardlytics Inc, (2) | 1,563,368 | ||||
67,267 | Clear Channel Outdoor Holdings Inc, (2) | 195,074 | ||||
16,149 | Gogo Inc, (2), (3) | 262,583 | ||||
84,992 | Gray Television Inc | 1,992,212 | ||||
11,562 | Hemisphere Media Group Inc, (2) | 127,760 | ||||
21,712 | iHeartMedia Inc, Class A, (2) | 420,779 | ||||
47,691 | John Wiley & Sons Inc, Class A | 2,583,421 | ||||
26,422 | New York Times Co | 1,442,377 | ||||
28,238 | Scholastic Corp | 1,021,933 | ||||
79,660 | TEGNA Inc | 1,566,116 | ||||
37,154 | Vimeo Inc, (2) | 1,253,204 | ||||
16,263 | WideOpenWest Inc, (2) | 309,810 | ||||
3,281 | World Wrestling Entertainment Inc | 200,436 | ||||
33,537 | ZoomInfo Technologies Inc, (2) | 2,254,357 | ||||
Total Communication Services | 16,262,330 | |||||
Consumer Discretionary – 15.1% | ||||||
19,232 | 1-800-Flowers.com Inc, Class A, (2) | 617,732 | ||||
19,551 | 2U Inc, (2) | 577,537 | ||||
37,225 | Aaron's Co Inc | 870,693 | ||||
39,485 | Academy Sports & Outdoors Inc, (2) | 1,689,168 | ||||
52,925 | American Axle & Manufacturing Holdings Inc, (2) | 480,559 | ||||
19,554 | American Public Education Inc, (2) | 488,655 | ||||
53,304 | Arko Corp, (2) | 511,185 | ||||
21,853 | Big Lots Inc | 966,995 | ||||
3,814 | Boot Barn Holdings Inc, (2) | 398,525 | ||||
43,625 | Bright Horizons Family Solutions Inc, (2) | 7,241,750 | ||||
18,583 | Caleres Inc | 428,524 | ||||
46,984 | Callaway Golf Co, (2) | 1,270,917 | ||||
24,578 | Camping World Holdings Inc | 915,531 | ||||
52,289 | Canoo Inc, (2), (3) | 419,358 | ||||
35,070 | Carter's Inc | 3,455,096 | ||||
2,357 | Century Communities Inc | 158,060 | ||||
1,517 | Children's Place Inc, (2) | 125,744 | ||||
11,606 | Columbia Sportswear Co | 1,205,167 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
20,941 | Crocs Inc, (2) | $3,380,925 | ||||
54,304 | Dana Inc | 1,205,006 | ||||
6,823 | Deckers Outdoor Corp, (2) | 2,697,200 | ||||
17,998 | Dorman Products Inc, (2) | 1,878,631 | ||||
18,290 | Ethan Allen Interiors Inc | 424,511 | ||||
71,926 | Foot Locker Inc | 3,428,712 | ||||
26,411 | Franchise Group Inc | 971,925 | ||||
18,693 | GameStop Corp, Class A, (2) | 3,430,352 | ||||
43,183 | Gap Inc | 979,822 | ||||
127,638 | GoPro Inc, Class A, (2) | 1,098,963 | ||||
4,345 | Graham Holdings Co, Class B | 2,545,518 | ||||
29,686 | Green Brick Partners Inc, (2) | 773,320 | ||||
6,777 | Group 1 Automotive Inc | 1,218,505 | ||||
194,889 | H&R Block Inc | 4,496,089 | ||||
254,399 | Hanesbrands Inc | 4,334,959 | ||||
86,292 | Harley-Davidson Inc | 3,148,795 | ||||
15,445 | Helen of Troy Ltd, (2) | 3,474,353 | ||||
3,969 | Hibbett Inc | 307,359 | ||||
92,044 | Hilton Grand Vacations Inc, (2) | 4,627,972 | ||||
103,362 | Houghton Mifflin Harcourt Co, (2) | 1,466,707 | ||||
30,053 | iRobot Corp, (2) | 2,507,021 | ||||
6,261 | Johnson Outdoors Inc | 664,793 | ||||
22,130 | Kohl's Corp | 1,073,969 | ||||
35,819 | Kontoor Brands Inc | 1,898,407 | ||||
14,255 | Lands' End Inc, (2) | 374,621 | ||||
15,042 | LCI Industries | 2,100,465 | ||||
46,461 | Leggett & Platt Inc | 2,176,698 | ||||
43,054 | Leslie's Inc, (2) | 890,357 | ||||
69,580 | Levi Strauss & Co, Class A | 1,821,604 | ||||
1,053 | LGI Homes Inc, (2) | 157,213 | ||||
7,723 | Lithia Motors Inc | 2,465,336 | ||||
13,830 | Lovesac Co, (2) | 1,078,878 | ||||
167,510 | Macy's Inc | 4,433,990 | ||||
22,498 | Malibu Boats Inc, (2) | 1,588,584 | ||||
23,984 | MarineMax Inc, (2) | 1,242,131 | ||||
5,022 | Meritage Homes Corp, (2) | 545,942 | ||||
35,953 | Monro Inc | 2,220,457 | ||||
20,106 | Murphy USA Inc | 3,276,273 | ||||
3,036 | National Vision Holdings Inc, (2) | 187,139 | ||||
86,495 | Nordstrom Inc, (2) | 2,485,001 | ||||
31,204 | ODP Corp, (2) | 1,351,133 |
Shares | Description (1) | Value | ||||
Consumer Discretionary (continued) | ||||||
15,728 | Overstock.com Inc, (2) | $1,497,777 | ||||
69,669 | Petco Health & Wellness Co Inc, (2) | 1,722,914 | ||||
37,121 | Planet Fitness Inc, Class A, (2) | 2,952,976 | ||||
20,754 | PVH Corp, (2) | 2,269,035 | ||||
19,074 | Ralph Lauren Corp | 2,425,641 | ||||
74,669 | RealReal Inc, (2) | 972,937 | ||||
15,991 | Rent-A-Center Inc/TX | 851,681 | ||||
21,116 | Revolve Group Inc, (2) | 1,584,545 | ||||
63,270 | Sally Beauty Holdings Inc, (2) | 965,500 | ||||
48,672 | SeaWorld Entertainment Inc, (2) | 3,090,672 | ||||
39,187 | Shake Shack Inc, Class A, (2) | 2,710,565 | ||||
18,453 | Signet Jewelers Ltd | 1,645,639 | ||||
31,927 | Six Flags Entertainment Corp, (2) | 1,313,158 | ||||
13,621 | Sleep Number Corp, (2) | 1,203,279 | ||||
85,043 | Sonos Inc, (2) | 2,774,103 | ||||
14,223 | Steven Madden Ltd | 641,457 | ||||
106,795 | Tapestry Inc | 4,162,869 | ||||
36,198 | Taylor Morrison Home Corp, (2) | 1,105,125 | ||||
126,184 | Terminix Global Holdings Inc, (2) | 5,107,928 | ||||
28,697 | Thor Industries Inc | 2,925,946 | ||||
71,463 | Travel + Leisure Co | 3,883,299 | ||||
43,528 | Tupperware Brands Corp, (2) | 968,063 | ||||
99,149 | Wendy's Co | 2,211,023 | ||||
9,686 | Williams-Sonoma Inc | 1,798,981 | ||||
24,551 | Wingstop Inc | 4,234,311 | ||||
4,520 | Wolverine World Wide Inc | 149,928 | ||||
87,737 | Workhorse Group Inc, (2), (3) | 590,470 | ||||
55,586 | WW International Inc, (2) | 964,973 | ||||
40,738 | Wyndham Hotels & Resorts Inc | 3,441,139 | ||||
9,110 | XPEL Inc, (2) | 691,449 | ||||
33,464 | YETI Holdings Inc, (2) | 3,290,515 | ||||
7,351 | Zumiez Inc, (2) | 299,186 | ||||
Total Consumer Discretionary | 166,697,916 | |||||
Consumer Staples – 3.3% | ||||||
14,685 | BJ's Wholesale Club Holdings Inc, (2) | 858,191 | ||||
14,771 | Chefs' Warehouse Inc, (2) | 515,065 | ||||
133,239 | Darling Ingredients Inc, (2) | 11,261,360 | ||||
32,749 | Edgewell Personal Care Co | 1,145,888 | ||||
66,152 | Energizer Holdings Inc | 2,412,564 | ||||
30,910 | Freshpet Inc, (2) | 4,819,178 | ||||
31,491 | Herbalife Nutrition Ltd, (2) | 1,461,183 |
Shares | Description (1) | Value | ||||
Consumer Staples (continued) | ||||||
23,388 | Landec Corp, (2) | $227,331 | ||||
11,997 | Medifast Inc | 2,354,651 | ||||
103,301 | Performance Food Group Co, (2) | 4,672,304 | ||||
12,462 | United Natural Foods Inc, (2) | 540,726 | ||||
153,899 | US Foods Holding Corp, (2) | 5,335,678 | ||||
34,557 | Veru Inc, (2) | 282,331 | ||||
17,070 | Vital Farms Inc, (2) | 280,289 | ||||
Total Consumer Staples | 36,166,739 | |||||
Energy – 3.4% | ||||||
142,454 | Archrock Inc | 1,166,698 | ||||
58,559 | Cactus Inc | 2,547,317 | ||||
127,585 | ChampionX Corp, (2) | 3,346,555 | ||||
162,853 | Clean Energy Fuels Corp, (2) | 1,501,505 | ||||
48,422 | Core Laboratories NV | 1,259,456 | ||||
70,681 | Delek US Holdings Inc, (2) | 1,374,745 | ||||
19,741 | DMC Global Inc, (2) | 824,779 | ||||
104,222 | DT Midstream Inc | 4,998,487 | ||||
57,284 | Green Plains Inc, (2) | 2,173,928 | ||||
166,029 | HollyFrontier Corp | 5,611,780 | ||||
101,504 | Liberty Oilfield Services Inc, (2) | 1,311,432 | ||||
288,310 | NOV Inc, (2) | 4,042,106 | ||||
105,456 | Oceaneering International Inc, (2) | 1,434,202 | ||||
51,372 | Renewable Energy Group Inc, (2) | 3,287,808 | ||||
459,782 | TechnipFMC PLC, (2) | 3,388,593 | ||||
Total Energy | 38,269,391 | |||||
Financials – 14.6% | ||||||
859 | Affiliated Managers Group Inc | 144,209 | ||||
15,535 | Amalgamated Financial Corp | 285,223 | ||||
23,112 | Amerant Bancorp Inc, (2) | 613,624 | ||||
41,990 | Ameris Bancorp | 2,199,856 | ||||
30,862 | Artisan Partners Asset Management Inc | 1,528,904 | ||||
6,847 | Associated Banc-Corp | 152,551 | ||||
21,975 | Banc of California Inc | 446,752 | ||||
55,714 | Bancorp Inc, (2) | 1,702,063 | ||||
48,194 | Bank OZK | 2,152,826 | ||||
2,343 | Banner Corp | 135,332 | ||||
44,463 | Berkshire Hills Bancorp Inc | 1,207,170 | ||||
21,283 | BOK Financial Corp | 2,153,201 | ||||
3,374 | Bryn Mawr Bank Corp | 156,351 | ||||
27,377 | Byline Bancorp Inc | 705,232 | ||||
57,166 | CNO Financial Group Inc | 1,379,987 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
5,477 | Commerce Bancshares Inc/MO | $386,183 | ||||
3,423 | Community Trust Bancorp Inc | 149,517 | ||||
25,640 | Cowen Inc, Class A | 967,397 | ||||
18,070 | Crawford & Co, Class A | 156,125 | ||||
8,959 | Cullen/Frost Bankers Inc | 1,160,191 | ||||
2,937 | Diamond Hill Investment Group Inc | 636,918 | ||||
32,691 | Donnelley Financial Solutions Inc, (2) | 1,252,719 | ||||
25,703 | East West Bancorp Inc | 2,042,874 | ||||
14,287 | eHealth Inc, (2) | 633,628 | ||||
3,473 | Employers Holdings Inc | 134,058 | ||||
26,852 | Encore Capital Group Inc, (2) | 1,450,545 | ||||
15,214 | Essent Group Ltd | 730,272 | ||||
9,668 | Federal Agricultural Mortgage Corp, Class C | 1,219,038 | ||||
85,691 | First American Financial Corp | 6,267,440 | ||||
55,234 | First Busey Corp | 1,407,915 | ||||
1,243 | First Eagle Private Credit LLC, (2), (4) | 104 | ||||
26,557 | First Financial Bancorp | 631,525 | ||||
478,904 | First Horizon Corp | 8,127,001 | ||||
3,707 | First Interstate BancSystem Inc | 154,100 | ||||
14,303 | First of Long Island Corp | 287,919 | ||||
5,691 | Flagstar Bancorp Inc | 268,558 | ||||
341,749 | FNB Corp/PA | 3,981,376 | ||||
7,694 | Fulton Financial Corp | 123,873 | ||||
545,877 | Genworth Financial Inc, Class A, (2) | 2,243,554 | ||||
14,819 | Glacier Bancorp Inc | 819,343 | ||||
29,676 | Green Dot Corp, Class A, (2) | 1,257,075 | ||||
92,844 | Hancock Whitney Corp | 4,593,921 | ||||
78,249 | Hannon Armstrong Sustainable Infrastructure Capital Inc | 4,726,240 | ||||
9,797 | Hanover Insurance Group Inc | 1,234,422 | ||||
55,374 | HarborOne Bancorp Inc | 795,724 | ||||
2,950 | Independent Bank Corp | 249,275 | ||||
57,880 | International Bancshares Corp | 2,454,112 | ||||
51,924 | Janus Henderson Group PLC | 2,414,466 | ||||
31,513 | KKR Real Estate Finance Trust Inc | 684,147 | ||||
34,231 | Live Oak Bancshares Inc | 3,052,721 | ||||
19,617 | LPL Financial Holdings Inc | 3,217,580 | ||||
21,062 | Morningstar Inc | 6,671,389 | ||||
74,023 | Mr Cooper Group Inc, (2) | 3,245,168 | ||||
2,961 | National Bank Holdings Corp, Class A | 128,419 | ||||
5,930 | NMI Holdings Inc, Class A, (2) | 143,980 | ||||
63,894 | OceanFirst Financial Corp | 1,416,530 |
Shares | Description (1) | Value | ||||
Financials (continued) | ||||||
54,749 | OFG Bancorp | $1,417,999 | ||||
28,396 | Old National Bancorp/IN | 485,004 | ||||
94,644 | Open Lending Corp, Class A, (2) | 2,983,179 | ||||
23,606 | Origin Bancorp Inc | 1,052,828 | ||||
51,060 | PennyMac Financial Services Inc | 3,168,784 | ||||
295,924 | People's United Financial Inc | 5,072,137 | ||||
46,188 | Pinnacle Financial Partners Inc | 4,460,375 | ||||
86,819 | Popular Inc | 7,070,539 | ||||
49,266 | PRA Group Inc, (2) | 2,112,526 | ||||
24,053 | Premier Financial Corp | 766,810 | ||||
22,113 | Primerica Inc | 3,720,291 | ||||
45,092 | ProAssurance Corp | 1,033,058 | ||||
20,825 | PROG Holdings Inc | 842,371 | ||||
14,200 | Reinsurance Group of America Inc, Class A | 1,676,736 | ||||
146,346 | Rocket Cos Inc, Class A, (3) | 2,411,782 | ||||
4,398 | S&T Bancorp Inc | 134,403 | ||||
14,603 | Seacoast Banking Corp of Florida | 531,987 | ||||
10,331 | Silvergate Capital Corp, Class A, (2) | 1,618,041 | ||||
3,051 | Southside Bancshares Inc | 126,067 | ||||
19,822 | SouthState Corp | 1,547,900 | ||||
157,392 | Starwood Property Trust Inc | 4,008,774 | ||||
17,880 | State Auto Financial Corp | 917,423 | ||||
18,270 | StoneX Group Inc, (2) | 1,262,640 | ||||
136,810 | Synovus Financial Corp | 6,373,978 | ||||
30,183 | TriState Capital Holdings Inc, (2) | 906,999 | ||||
35,910 | Trupanion Inc, (2) | 3,677,184 | ||||
201,644 | Valley National Bancorp | 2,673,799 | ||||
16,990 | Victory Capital Holdings Inc | 643,921 | ||||
760 | Virtus Investment Partners Inc | 243,200 | ||||
2,354 | Washington Trust Bancorp Inc | 128,670 | ||||
38,557 | Webster Financial Corp | 2,157,650 | ||||
26,868 | Western Alliance Bancorp | 3,119,106 | ||||
50,561 | Wintrust Financial Corp | 4,474,649 | ||||
29,256 | Zions Bancorp NA | 1,842,835 | ||||
Total Financials | 161,144,268 | |||||
Health Care – 14.0% | ||||||
44,633 | 1Life Healthcare Inc, (2) | 966,751 | ||||
2,111 | Acadia Healthcare Co Inc, (2) | 130,882 | ||||
35,778 | Accelerate Diagnostics Inc, (2) | 211,090 | ||||
29,293 | Acceleron Pharma Inc, (2) | 5,102,255 | ||||
34,921 | Accolade Inc, (2) | 1,389,507 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
18,959 | Achillion Pharmaceuticals Inc, (4) | $8,721 | ||||
41,830 | AdaptHealth Corp, (2) | 1,139,867 | ||||
3,863 | Adaptive Biotechnologies Corp, (2) | 129,063 | ||||
1,197 | Addus HomeCare Corp, (2) | 111,920 | ||||
33,211 | Aerie Pharmaceuticals Inc, (2) | 353,033 | ||||
40,942 | Agios Pharmaceuticals Inc, (2) | 1,924,274 | ||||
13,184 | Alder Biopharmaceuticals Inc, (2), (4) | 11,602 | ||||
42,656 | Alector Inc, (2) | 927,341 | ||||
25,638 | Aligos Therapeutics Inc, (2) | 408,413 | ||||
20,211 | Allakos Inc, (2) | 2,032,822 | ||||
57,516 | Allogene Therapeutics Inc, (2) | 991,576 | ||||
68,493 | Allscripts Healthcare Solutions Inc, (2) | 943,834 | ||||
39,089 | Alphatec Holdings Inc, (2) | 458,514 | ||||
8,782 | ALX Oncology Holdings Inc, (2) | 492,143 | ||||
539 | Amedisys Inc, (2) | 91,274 | ||||
33,341 | AMN Healthcare Services Inc, (2) | 3,290,757 | ||||
19,137 | AnaptysBio Inc, (2) | 629,607 | ||||
26,470 | Anavex Life Sciences Corp, (2) | 496,048 | ||||
27,529 | AngioDynamics Inc, (2) | 787,329 | ||||
165,976 | Antares Pharma Inc, (2) | 620,750 | ||||
18,574 | Applied Therapeutics Inc, (2) | 272,481 | ||||
61,390 | Arena Pharmaceuticals Inc, (2) | 3,523,172 | ||||
17,072 | Arvinas Inc, (2) | 1,478,094 | ||||
75,108 | Atara Biotherapeutics Inc, (2) | 1,162,672 | ||||
12,618 | Atea Pharmaceuticals Inc, (2) | 146,874 | ||||
7,344 | AtriCure Inc, (2) | 551,241 | ||||
16,322 | Avanos Medical Inc, (2) | 514,796 | ||||
41,544 | Axogen Inc, (2) | 631,053 | ||||
19,214 | BioAtla Inc, (2) | 561,625 | ||||
94,563 | BioCryst Pharmaceuticals Inc, (2) | 1,411,826 | ||||
23,645 | Bionano Genomics Inc, (2), (3) | 120,117 | ||||
72,766 | Bluebird Bio Inc, (2) | 1,703,452 | ||||
13,303 | Bolt Biotherapeutics Inc, (2), (3) | 174,136 | ||||
46,035 | Bridgebio Pharma Inc, (2) | 2,273,208 | ||||
131,534 | Brookdale Senior Living Inc, (2) | 854,971 | ||||
6,211 | Cassava Sciences Inc, (2) | 267,880 | ||||
45,467 | Cerevel Therapeutics Holdings Inc, (2) | 1,848,234 | ||||
3,447 | Chemed Corp | 1,662,316 | ||||
37,158 | Chimerix Inc, (2) | 194,708 | ||||
34,586 | Collegium Pharmaceutical Inc, (2) | 678,923 | ||||
3,940 | Computer Programs and Systems Inc, (2) | 142,234 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
25,517 | Corcept Therapeutics Inc, (2) | $459,306 | ||||
16,802 | Cortexyme Inc, (2) | 221,786 | ||||
10,607 | CorVel Corp, (2) | 1,943,415 | ||||
50,874 | Covetrus Inc, (2) | 1,027,146 | ||||
5,432 | CryoLife Inc, (2) | 112,116 | ||||
31,700 | CryoPort Inc, (2) | 2,584,818 | ||||
13,699 | Cullinan Oncology Inc, (2), (3) | 304,392 | ||||
35,538 | Curis Inc, (2) | 230,997 | ||||
74,952 | Dicerna Pharmaceuticals Inc, (2) | 1,559,751 | ||||
113,997 | Dynavax Technologies Corp, (2) | 2,276,520 | ||||
23,742 | Dyne Therapeutics Inc, (2) | 344,496 | ||||
3,081 | Eagle Pharmaceuticals Inc/DE, (2) | 161,352 | ||||
5,809 | Eargo Inc, (2), (3) | 51,119 | ||||
2,005 | Encompass Health Corp | 127,438 | ||||
25,923 | Ensign Group Inc | 2,022,253 | ||||
33,610 | Envista Holdings Corp, (2) | 1,314,151 | ||||
23,362 | Essa Pharma Inc, (2) | 212,594 | ||||
2,453 | Establishment Labs Holdings Inc, (2) | 200,018 | ||||
68,962 | FibroGen Inc, (2) | 766,857 | ||||
11,871 | Fulgent Genetics Inc, (2), (3) | 984,343 | ||||
31,495 | G1 Therapeutics Inc, (2) | 456,363 | ||||
13,810 | Glaukos Corp, (2) | 631,255 | ||||
28,364 | Globus Medical Inc, (2) | 2,188,850 | ||||
27,918 | Haemonetics Corp, (2) | 1,918,246 | ||||
40,454 | Hanger Inc, (2) | 755,681 | ||||
14,398 | Harmony Biosciences Holdings Inc, (2) | 597,085 | ||||
9,624 | Heska Corp, (2) | 2,151,253 | ||||
11,544 | Hill-Rom Holdings Inc | 1,788,166 | ||||
70,544 | Hims & Hers Health Inc, (2) | 550,243 | ||||
39,189 | Homology Medicines Inc, (2) | 224,553 | ||||
34,247 | Humanigen Inc, (2), (3) | 245,893 | ||||
7,671 | IGM Biosciences Inc, (2) | 359,923 | ||||
37,998 | Immunovant Inc, (2) | 305,504 | ||||
18,352 | Inari Medical Inc, (2) | 1,661,223 | ||||
7,188 | Inogen Inc, (2) | 285,004 | ||||
119,917 | Inovio Pharmaceuticals Inc, (2), (3) | 856,207 | ||||
1,518 | Integra LifeSciences Holdings Corp, (2) | 100,886 | ||||
24,126 | Intersect ENT Inc, (2) | 650,678 | ||||
4,270 | Intra-Cellular Therapies Inc, (2) | 183,909 | ||||
18,418 | iRhythm Technologies Inc, (2) | 1,291,839 | ||||
2,779 | Joint Corp, (2) | 243,107 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
11,334 | Kinnate Biopharma Inc, (2) | $269,409 | ||||
17,604 | Kronos Bio Inc, (2) | 289,762 | ||||
15,049 | Krystal Biotech Inc, (2) | 753,804 | ||||
61,218 | Kura Oncology Inc, (2) | 1,005,200 | ||||
3,744 | LeMaitre Vascular Inc | 194,725 | ||||
4,983 | LHC Group Inc, (2) | 670,662 | ||||
1,500 | LivaNova PLC, (2) | 115,080 | ||||
21,067 | MacroGenics Inc, (2) | 411,439 | ||||
4,329 | MEDNAX Inc, (2) | 117,879 | ||||
33,201 | Meridian Bioscience Inc, (2) | 624,511 | ||||
35,757 | Merit Medical Systems Inc, (2) | 2,405,016 | ||||
18,493 | Mersana Therapeutics Inc, (2) | 158,300 | ||||
27,875 | Mirati Therapeutics Inc, (2) | 5,268,932 | ||||
5,998 | ModivCare Inc, (2) | 976,294 | ||||
37,315 | Molecular Templates Inc, (2) | 194,784 | ||||
13,608 | National Research Corp | 589,226 | ||||
31,610 | Natus Medical Inc, (2) | 791,830 | ||||
71,924 | NeoGenomics Inc, (2) | 3,308,504 | ||||
22,709 | Nuvation Bio Inc, (2) | 208,242 | ||||
78,612 | Ocugen Inc, (2) | 930,766 | ||||
457,014 | OPKO Health Inc, (2) | 1,732,083 | ||||
26,467 | Ortho Clinical Diagnostics Holdings PLC, (2) | 523,253 | ||||
2,853 | Orthofix Medical Inc, (2) | 102,651 | ||||
14,679 | OrthoPediatrics Corp, (2) | 1,044,704 | ||||
36,314 | Owens & Minor Inc | 1,302,946 | ||||
26,245 | Passage Bio Inc, (2) | 228,856 | ||||
41,865 | Patterson Cos Inc | 1,308,700 | ||||
29,236 | Pennant Group Inc, (2) | 747,565 | ||||
6,461 | Penumbra Inc, (2) | 1,786,790 | ||||
49,010 | Perrigo Co PLC | 2,212,801 | ||||
23,947 | PetIQ Inc, (2), (3) | 599,872 | ||||
11,144 | Phathom Pharmaceuticals Inc, (2), (3) | 262,218 | ||||
13,363 | Pliant Therapeutics Inc, (2), (3) | 212,873 | ||||
11,714 | PMV Pharmaceuticals Inc, (2) | 276,685 | ||||
22,965 | Praxis Precision Medicines Inc, (2) | 477,672 | ||||
46,004 | Precision BioSciences Inc, (2) | 436,578 | ||||
9,811 | Prelude Therapeutics Inc, (2) | 172,477 | ||||
38,232 | Progyny Inc, (2) | 2,348,592 | ||||
24,536 | Prothena Corp PLC, (2) | 1,358,068 | ||||
3,574 | Pulmonx Corp, (2) | 139,136 | ||||
23,209 | Quidel Corp, (2) | 3,081,459 |
Shares | Description (1) | Value | ||||
Health Care (continued) | ||||||
54,937 | Quotient Ltd, (2) | $138,991 | ||||
126,835 | R1 RCM Inc, (2) | 2,752,319 | ||||
13,055 | Reata Pharmaceuticals Inc, (2) | 1,253,411 | ||||
5,873 | Relmada Therapeutics Inc, (2) | 137,839 | ||||
21,371 | Repligen Corp, (2) | 6,208,275 | ||||
4,588 | Revance Therapeutics Inc, (2) | 63,085 | ||||
36,753 | Rhythm Pharmaceuticals Inc, (2) | 423,027 | ||||
41,006 | Rocket Pharmaceuticals Inc, (2) | 1,218,288 | ||||
60,892 | Sarepta Therapeutics Inc, (2) | 4,818,384 | ||||
4,111 | Seer Inc, (2), (3) | 151,778 | ||||
5,448 | Select Medical Holdings Corp | 180,983 | ||||
89,704 | Senseonics Holdings Inc, (2), (3) | 313,964 | ||||
15,235 | Shattuck Labs Inc, (2) | 294,036 | ||||
11,990 | Shockwave Medical Inc, (2) | 2,562,263 | ||||
35,338 | Signify Health Inc, Class A, (2) | 567,882 | ||||
10,926 | Silverback Therapeutics Inc, (2) | 94,291 | ||||
2,923 | Simulations Plus Inc | 147,612 | ||||
6,999 | STAAR Surgical Co, (2) | 829,102 | ||||
14,871 | Surgery Partners Inc, (2) | 611,793 | ||||
24,341 | Sutro Biopharma Inc, (2) | 490,715 | ||||
17,762 | Taysha Gene Therapies Inc, (2), (3) | 277,798 | ||||
149,641 | Tilray Inc, (2), (3) | 1,541,302 | ||||
23,349 | Tivity Health Inc, (2) | 584,192 | ||||
11,534 | TransMedics Group Inc, (2) | 316,378 | ||||
40,245 | Ultragenyx Pharmaceutical Inc, (2) | 3,377,360 | ||||
36,285 | uniQure NV, (2) | 1,105,604 | ||||
1,266 | US Physical Therapy Inc | 136,551 | ||||
8,160 | Vapotherm Inc, (2) | 186,619 | ||||
41,237 | Varex Imaging Corp, (2) | 1,107,213 | ||||
32,335 | Vir Biotechnology Inc, (2) | 1,220,000 | ||||
34,864 | Vocera Communications Inc, (2) | 1,972,605 | ||||
31,018 | Xenon Pharmaceuticals Inc, (2) | 966,211 | ||||
27,552 | Y-mAbs Therapeutics Inc, (2) | 676,677 | ||||
262,030 | Zomedica Corp, (2), (3) | 133,740 | ||||
Total Health Care | 154,674,754 | |||||
Industrials – 16.4% | ||||||
20,121 | AAON Inc | 1,441,670 | ||||
22,335 | Acuity Brands Inc | 4,588,279 | ||||
165,892 | ADT Inc | 1,385,198 | ||||
29,989 | Advanced Drainage Systems Inc | 3,382,759 | ||||
32,015 | AECOM, (2) | 2,188,866 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
82,680 | Allison Transmission Holdings Inc | $2,758,205 | ||||
12,067 | ArcBest Corp | 1,084,220 | ||||
1,936 | Armstrong World Industries Inc | 204,538 | ||||
25,219 | ASGN Inc, (2) | 3,017,706 | ||||
22,225 | Atkore Inc, (2) | 2,100,929 | ||||
36,708 | Axon Enterprise Inc, (2) | 6,605,972 | ||||
99,443 | AZEK Co Inc, (2) | 3,648,564 | ||||
59,674 | Beacon Roofing Supply Inc, (2) | 3,154,964 | ||||
15,847 | Blink Charging Co, (2), (3) | 503,935 | ||||
42,133 | Boise Cascade Co | 2,385,571 | ||||
64,592 | Builders FirstSource Inc, (2) | 3,763,776 | ||||
22,232 | Carlisle Cos Inc | 4,955,957 | ||||
28,190 | Columbus McKinnon Corp/NY | 1,332,541 | ||||
22,543 | Comfort Systems USA Inc | 2,062,008 | ||||
52,009 | Cornerstone Building Brands Inc, (2) | 744,249 | ||||
14,169 | Curtiss-Wright Corp | 1,809,098 | ||||
41,927 | Donaldson Co Inc | 2,516,039 | ||||
14,075 | Echo Global Logistics Inc, (2) | 678,837 | ||||
5,184 | EMCOR Group Inc | 629,804 | ||||
33,598 | Energy Recovery Inc, (2) | 682,711 | ||||
1,487 | EnPro Industries Inc | 133,324 | ||||
54,249 | Flowserve Corp | 1,823,851 | ||||
2,056 | Franklin Electric Co Inc | 177,597 | ||||
30,085 | FTI Consulting Inc, (2) | 4,329,833 | ||||
34,044 | GATX Corp | 3,229,073 | ||||
41,500 | GMS Inc, (2) | 2,055,495 | ||||
58,273 | Great Lakes Dredge & Dock Corp, (2) | 886,915 | ||||
76,344 | Healthcare Services Group Inc | 1,465,041 | ||||
31,925 | Herman Miller Inc | 1,242,521 | ||||
31,165 | Hexcel Corp, (2) | 1,768,302 | ||||
10,264 | Hub Group Inc, Class A, (2) | 806,443 | ||||
19,818 | Hubbell Inc | 3,951,115 | ||||
91,879 | Hyliion Holdings Corp, (2), (3) | 743,301 | ||||
7,646 | Hyster-Yale Materials Handling Inc | 367,314 | ||||
22,846 | IAA Inc, (2) | 1,362,764 | ||||
5,206 | ICF International Inc | 523,151 | ||||
24,967 | Korn Ferry | 1,927,702 | ||||
11,386 | Landstar System Inc | 2,001,773 | ||||
7,264 | Lindsay Corp | 1,058,147 | ||||
31,508 | Luxfer Holdings PLC | 633,626 | ||||
15,494 | ManpowerGroup Inc | 1,497,495 |
Shares | Description (1) | Value | ||||
Industrials (continued) | ||||||
34,273 | Matthews International Corp, Class A | $1,177,963 | ||||
66,049 | Maxar Technologies Inc | 1,753,601 | ||||
26,057 | McGrath RentCorp | 1,879,752 | ||||
49,548 | Mercury Systems Inc, (2) | 2,553,704 | ||||
23,162 | Montrose Environmental Group Inc, (2) | 1,587,755 | ||||
4,832 | Moog Inc, Class A | 364,961 | ||||
74,668 | MRC Global Inc, (2) | 619,744 | ||||
11,906 | MSA Safety Inc | 1,821,975 | ||||
10,441 | Mueller Water Products Inc | 171,337 | ||||
17,927 | MYR Group Inc, (2) | 1,831,243 | ||||
255,626 | Nielsen Holdings PLC | 5,176,427 | ||||
1,462 | Oshkosh Corp | 156,434 | ||||
70,950 | PAE Inc, (2) | 703,824 | ||||
149,966 | Pitney Bowes Inc | 1,040,764 | ||||
13,349 | Proto Labs Inc, (2) | 798,404 | ||||
23,332 | Quanta Services Inc | 2,829,705 | ||||
38,508 | Raven Industries Inc, (2) | 2,226,533 | ||||
5,506 | Regal Rexnord Corp | 838,729 | ||||
71,611 | Resideo Technologies Inc, (2) | 1,765,927 | ||||
57,959 | Ryder System Inc | 4,923,617 | ||||
28,449 | Schneider National Inc, Class B | 709,518 | ||||
38,677 | SiteOne Landscape Supply Inc, (2) | 9,087,548 | ||||
8,177 | SPX FLOW Inc | 610,904 | ||||
27,862 | Steelcase Inc, Class A | 331,558 | ||||
23,296 | Sterling Construction Co Inc, (2) | 560,036 | ||||
19,582 | Tennant Co | 1,555,986 | ||||
68,369 | Toro Co | 6,527,188 | ||||
57,890 | Trex Co Inc, (2) | 6,159,496 | ||||
23,340 | TriNet Group Inc, (2) | 2,363,175 | ||||
72,665 | Triton International Ltd | 4,519,036 | ||||
38,297 | TrueBlue Inc, (2) | 1,066,571 | ||||
10,942 | Valmont Industries Inc | 2,614,700 | ||||
11,266 | Vectrus Inc, (2) | 545,612 | ||||
8,790 | Veritiv Corp, (2) | 942,903 | ||||
49,788 | Virgin Galactic Holdings Inc, (2) | 933,525 | ||||
10,330 | Watts Water Technologies Inc | 1,962,907 | ||||
143,804 | Welbilt Inc, (2) | 3,402,403 | ||||
46,599 | WESCO International Inc, (2) | 6,037,366 | ||||
185,316 | WillScot Mobile Mini Holdings Corp, (2) | 6,439,731 | ||||
24,716 | Zurn Water Solutions Corp | 896,697 | ||||
Total Industrials | 181,100,438 |
Shares | Description (1) | Value | ||||
Information Technology – 15.3% | ||||||
90,935 | ACI Worldwide Inc, (2) | $2,789,886 | ||||
5,060 | ADTRAN Inc | 93,509 | ||||
38,492 | Altair Engineering Inc, (2) | 2,994,293 | ||||
8,464 | Appian Corp, (2) | 841,406 | ||||
17,790 | Asana Inc, Class A, (2) | 2,415,882 | ||||
13,302 | Aspen Technology Inc, (2) | 2,084,290 | ||||
48,383 | Avaya Holdings Corp, (2) | 900,891 | ||||
20,129 | Avid Technology Inc, (2) | 576,495 | ||||
5,844 | Avnet Inc | 222,715 | ||||
14,477 | Badger Meter Inc | 1,480,273 | ||||
5,265 | Benchmark Electronics Inc | 122,727 | ||||
8,540 | BigCommerce Holdings Inc, (2) | 394,633 | ||||
21,307 | Bill.com Holdings Inc, (2) | 6,270,863 | ||||
7,680 | Blackline Inc, (2) | 974,362 | ||||
45,159 | Bottomline Technologies DE Inc, (2) | 2,090,862 | ||||
13,727 | BTRS Holdings Inc, (2) | 117,915 | ||||
79,220 | CDK Global Inc | 3,447,654 | ||||
9,022 | Cerence Inc, (2) | 948,483 | ||||
16,511 | Ciena Corp, (2) | 896,382 | ||||
6,631 | Cirrus Logic Inc, (2) | 535,851 | ||||
1,021 | Coherent Inc, (2) | 259,742 | ||||
73,860 | CommScope Holding Co Inc, (2) | 791,041 | ||||
1,844 | CommVault Systems Inc, (2) | 113,406 | ||||
32,199 | Concentrix Corp | 5,721,118 | ||||
15,738 | CTS Corp | 560,588 | ||||
46,748 | Diebold Nixdorf Inc, (2) | 420,732 | ||||
52,777 | Dolby Laboratories Inc, Class A | 4,662,848 | ||||
3,016 | Domo Inc, Class B, (2) | 266,464 | ||||
28,068 | Duck Creek Technologies Inc, (2) | 884,142 | ||||
66,085 | E2open Parent Holdings Inc, (2) | 826,062 | ||||
16,354 | Elastic NV, (2) | 2,837,583 | ||||
14,541 | ePlus Inc, (2) | 1,607,798 | ||||
36,012 | ExlService Holdings Inc, (2) | 4,416,152 | ||||
1,868 | FARO Technologies Inc, (2) | 137,429 | ||||
55,586 | First Solar Inc, (2) | 6,647,530 | ||||
27,174 | Five9 Inc, (2) | 4,293,764 | ||||
117,148 | Flex Ltd, (2) | 1,979,801 | ||||
27,080 | Harmonic Inc, (2) | 245,616 | ||||
30,212 | Ichor Holdings Ltd, (2) | 1,320,869 | ||||
37,823 | Insight Enterprises Inc, (2) | 3,581,838 | ||||
31,494 | Itron Inc, (2) | 2,449,288 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
28,453 | Jamf Holding Corp, (2) | $1,355,785 | ||||
27,423 | Kimball Electronics Inc, (2) | 788,411 | ||||
66,818 | Kulicke & Soffa Industries Inc | 3,808,626 | ||||
12,919 | LivePerson Inc, (2) | 665,458 | ||||
32,942 | Lumentum Holdings Inc, (2) | 2,720,350 | ||||
102,091 | Mandiant Inc, (2) | 1,780,467 | ||||
9,104 | Manhattan Associates Inc, (2) | 1,652,740 | ||||
28,466 | Methode Electronics Inc | 1,197,565 | ||||
14,762 | MicroVision Inc, (2), (3) | 112,339 | ||||
21,548 | Mimecast Ltd, (2) | 1,625,581 | ||||
14,170 | Model N Inc, (2) | 459,250 | ||||
77,349 | National Instruments Corp | 3,285,012 | ||||
2,527 | nCino Inc, (2) | 183,612 | ||||
129,158 | NCR Corp, (2) | 5,106,907 | ||||
31,632 | New Relic Inc, (2) | 2,567,253 | ||||
3,745 | Novanta Inc, (2) | 646,237 | ||||
56,989 | Nutanix Inc, (2) | 1,955,293 | ||||
52,813 | Onto Innovation Inc, (2) | 4,183,318 | ||||
16,324 | OSI Systems Inc, (2) | 1,519,928 | ||||
23,852 | PAR Technology Corp, (2), (3) | 1,498,383 | ||||
12,325 | Paylocity Holding Corp, (2) | 3,760,850 | ||||
36,609 | Plantronics Inc, (2) | 979,657 | ||||
1,384 | Plexus Corp, (2) | 120,851 | ||||
21,605 | Progress Software Corp | 1,110,713 | ||||
32,771 | PROS Holdings Inc, (2) | 983,130 | ||||
2,937 | Qualys Inc, (2) | 365,598 | ||||
37,474 | Rackspace Technology Inc, (2), (3) | 498,029 | ||||
117,888 | Rambus Inc, (2) | 2,743,254 | ||||
1,791 | Rapid7 Inc, (2) | 230,591 | ||||
102,080 | Ribbon Communications Inc, (2) | 558,378 | ||||
4,110 | Rogers Corp, (2) | 826,603 | ||||
27,834 | ScanSource Inc, (2) | 995,900 | ||||
8,619 | ShotSpotter Inc, (2) | 335,365 | ||||
23,524 | Smartsheet Inc, Class A, (2) | 1,623,391 | ||||
23,570 | Sprout Social Inc, Class A, (2) | 3,009,418 | ||||
38,507 | SPS Commerce Inc, (2) | 5,881,174 | ||||
10,071 | Synaptics Inc, (2) | 1,959,514 | ||||
5,530 | Telos Corp, (2) | 143,282 | ||||
72,924 | Teradata Corp, (2) | 4,124,581 | ||||
20,189 | TTEC Holdings Inc | 1,905,640 | ||||
23,595 | Universal Display Corp | 4,322,604 |
Shares | Description (1) | Value | ||||
Information Technology (continued) | ||||||
38,857 | Upwork Inc, (2) | $1,830,942 | ||||
6,306 | Viavi Solutions Inc, (2) | 97,112 | ||||
4,395 | Vishay Precision Group Inc, (2) | 149,826 | ||||
68,246 | Vontier Corp | 2,308,762 | ||||
44,875 | WEX Inc, (2) | 6,717,787 | ||||
50,094 | Wolfspeed Inc, (2) | 6,016,790 | ||||
9,701 | Workiva Inc, (2) | 1,450,785 | ||||
174,347 | Xerox Holdings Corp | 3,103,377 | ||||
Total Information Technology | 169,489,602 | |||||
Materials – 4.5% | ||||||
27,792 | AptarGroup Inc | 3,356,718 | ||||
98,138 | Avient Corp | 5,287,676 | ||||
136,612 | Axalta Coating Systems Ltd, (2) | 4,260,928 | ||||
17,641 | Clearwater Paper Corp, (2) | 737,923 | ||||
26,983 | Coeur Mining Inc, (2) | 170,802 | ||||
27,394 | Commercial Metals Co | 881,539 | ||||
29,147 | Compass Minerals International Inc | 1,912,043 | ||||
24,975 | Domtar Corp, (2) | 1,363,385 | ||||
2,625 | Greif Inc, Class A | 169,785 | ||||
4,605 | Greif Inc, Class B | 300,522 | ||||
14,328 | Ingevity Corporation, (2) | 1,116,295 | ||||
26,417 | Innospec Inc | 2,393,644 | ||||
23,378 | Koppers Holdings Inc, (2) | 820,334 | ||||
65,801 | Louisiana-Pacific Corp | 3,877,653 | ||||
6,417 | Materion Corp | 463,179 | ||||
28,921 | Minerals Technologies Inc | 2,051,656 | ||||
19,839 | Myers Industries Inc | 408,287 | ||||
2,066 | Neenah Inc | 104,416 | ||||
50,864 | Reliance Steel & Aluminum Co | 7,434,282 | ||||
16,776 | Royal Gold Inc | 1,661,160 | ||||
26,138 | Schnitzer Steel Industries Inc | 1,406,224 | ||||
2,604 | Sonoco Products Co | 150,902 | ||||
13,032 | Stepan Co | 1,564,101 | ||||
23,738 | Trinseo PLC | 1,330,752 | ||||
194,516 | Valvoline Inc | 6,605,763 | ||||
Total Materials | 49,829,969 | |||||
Real Estate – 9.8% | ||||||
70,685 | Alexander & Baldwin Inc | 1,733,903 | ||||
38,786 | Brandywine Realty Trust | 513,915 | ||||
71,736 | Brixmor Property Group Inc | 1,681,492 | ||||
54,169 | CatchMark Timber Trust Inc | 463,687 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
14,101 | Centerspace | $1,427,585 | ||||
7,438 | Columbia Property Trust Inc | 142,586 | ||||
42,559 | CoreSite Realty Corp | 6,062,955 | ||||
17,008 | Cushman & Wakefield PLC, (2) | 312,777 | ||||
83,649 | CyrusOne Inc | 6,860,891 | ||||
165,682 | DiamondRock Hospitality Co, (2) | 1,497,765 | ||||
67,353 | Douglas Emmett Inc | 2,201,096 | ||||
90,112 | Easterly Government Properties Inc | 1,895,055 | ||||
155,024 | Empire State Realty Trust Inc | 1,500,632 | ||||
131,200 | Equity Commonwealth, (2) | 3,402,016 | ||||
16,088 | Federal Realty Investment Trust | 1,936,191 | ||||
85,850 | First Industrial Realty Trust Inc | 4,999,046 | ||||
63,194 | Five Point Holdings LLC, Class A, (2) | 465,108 | ||||
110,045 | Franklin Street Properties Corp | 495,203 | ||||
2,808 | Howard Hughes Corp, (2) | 244,661 | ||||
13,879 | Hudson Pacific Properties Inc | 357,384 | ||||
107,549 | Independence Realty Trust Inc | 2,541,383 | ||||
19,230 | iStar Inc | 485,365 | ||||
126,755 | JBG SMITH Properties | 3,658,149 | ||||
2,552 | Jones Lang LaSalle Inc, (2) | 659,003 | ||||
121,653 | Kennedy-Wilson Holdings Inc | 2,721,378 | ||||
70,609 | Kilroy Realty Corp | 4,757,634 | ||||
175,819 | Kimco Realty Corp | 3,973,509 | ||||
13,039 | Lexington Realty Trust | 189,978 | ||||
12,883 | Life Storage Inc | 1,723,874 | ||||
126,027 | Macerich Co | 2,279,828 | ||||
25,719 | Marcus & Millichap Inc, (2) | 1,211,365 | ||||
128,697 | MGM Growth Properties LLC | 5,068,088 | ||||
9,850 | Newmark Group Inc, Class A | 146,568 | ||||
69,285 | Outfront Media Inc | 1,724,504 | ||||
199,488 | Park Hotels & Resorts Inc, (2) | 3,696,513 | ||||
10,739 | Physicians Realty Trust | 204,148 | ||||
87,985 | Piedmont Office Realty Trust Inc | 1,562,614 | ||||
72,324 | PotlatchDeltic Corp | 3,780,376 | ||||
149,343 | Rayonier Inc | 5,574,974 | ||||
90,912 | Realogy Holdings Corp, (2) | 1,574,596 | ||||
61,017 | Rexford Industrial Realty Inc | 4,100,342 | ||||
12,330 | RMR Group Inc | 428,961 | ||||
21,711 | Ryman Hospitality Properties Inc, (2) | 1,857,159 | ||||
18,313 | SITE Centers Corp | 290,994 | ||||
53,077 | SL Green Realty Corp | 3,719,105 |
Shares | Description (1) | Value | ||||
Real Estate (continued) | ||||||
35,008 | St Joe Co | $1,646,076 | ||||
231,969 | Sunstone Hotel Investors Inc, (2) | 2,862,498 | ||||
22,625 | Tejon Ranch Co, (2) | 412,001 | ||||
240,319 | Uniti Group Inc | 3,438,965 | ||||
90,532 | Washington Real Estate Investment Trust | 2,294,986 | ||||
122,161 | Xenia Hotels & Resorts Inc, (2) | 2,174,466 | ||||
Total Real Estate | 108,953,348 | |||||
Utilities – 2.0% | ||||||
83,240 | Clearway Energy Inc | 2,953,355 | ||||
6,989 | Clearway Energy Inc | 230,567 | ||||
81,528 | NextEra Energy Partners LP | 7,035,867 | ||||
57,001 | ONE Gas Inc | 3,836,167 | ||||
62,403 | Southwest Gas Holdings Inc | 4,321,408 | ||||
89,877 | Sunnova Energy International Inc, (2) | 4,004,919 | ||||
Total Utilities | 22,382,283 | |||||
Total Long-Term Investments (cost $938,348,624) | 1,104,971,038 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.7% | ||||||
MONEY MARKET FUNDS – 0.7% | ||||||
7,673,457 | State Street Navigator Securities Lending Government Money Market Portfolio, (5) | 0.030% (6) | $ 7,673,457 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $7,673,457) | 7,673,457 | |||||
Total Investments (cost $946,022,081) – 100.6% | 1,112,644,495 | |||||
Other Assets Less Liabilities – (0.6)% | (6,278,870) | |||||
Net Assets – 100% | $ 1,106,365,625 |
For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
(1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
(2) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $7,374,647. | |
(4) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
(5) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(6) | The rate shown is the one-day yield as of the end of the reporting period. |
NUDV | NUEM | NUDM | NULC | NULG | NULV | NUMG | NUMV | NUSC | |
Assets | |||||||||
Long-term investments, at value (cost $4,991,077, $110,685,276, $146,173,364, $22,670,044, $735,327,403, $1,012,493,622, $331,808,444, $224,047,280 and $938,348,624, respectively)(1) | $5,119,064 | $122,976,411 | $160,489,615 | $30,260,387 | $941,961,638 | $1,174,287,940 | $400,568,604 | $276,285,880 | $1,104,971,038 |
Investment purchased with collateral from securities lending, at value (cost approximates value) | — | — | — | — | 2,000,613 | — | — | 135,178 | 7,673,457 |
Cash | 10,753 | 222,083 | 435,854 | 52,620 | 927,737 | 1,842,703 | 409,180 | 533,410 | 1,399,448 |
Cash denominated in foreign currencies (cost $—, $—, $12,620, $—, $—, $—, $—, $—and $—, respectively) | — | — | 12,536 | — | — | — | — | — | — |
Receivable for: | |||||||||
Dividends | 8,351 | 82,783 | 355,818 | 26,838 | 180,670 | 2,241,125 | — | 306,305 | 272,142 |
Reclaims | — | 677 | 249,497 | 246 | 38 | 141 | — | 1,041 | — |
Securities lending income | — | 201 | — | 4 | 582 | — | — | 241 | 6,665 |
Other Assets | — | 623 | — | — | 4,046 | 7,354 | 1,134 | — | 5,096 |
Total assets | 5,138,168 | 123,282,778 | 161,543,320 | 30,340,095 | 945,075,324 | 1,178,379,263 | 400,978,918 | 277,262,055 | 1,114,327,846 |
Liabilities | |||||||||
Payable for: | |||||||||
Capital gains tax | — | 350,116 | — | — | — | — | — | — | — |
Collateral from securities lending program | — | — | — | — | 2,000,613 | — | — | 135,178 | 7,673,457 |
Investments purchased - regular settlement | — | — | — | — | — | 1,508,686 | — | 304,074 | — |
Investments purchased - when-issued/delayed-delivery settlement | — | 206 | — | — | — | — | — | — | — |
Accrued expenses: | |||||||||
Management fees | 1,068 | 35,587 | 38,724 | 4,848 | 186,726 | 241,665 | 97,489 | 68,487 | 274,069 |
Professional fees | 6 | 426 | 536 | 99 | 3,069 | 3,934 | 1,362 | 921 | 3,662 |
Trustees fees | 28 | 891 | 1,149 | 221 | 5,078 | 6,613 | 2,214 | 2,087 | 6,277 |
Other | — | — | — | — | 3,990 | 5,502 | 1,135 | — | 4,756 |
Total liabilities | 1,102 | 387,226 | 40,409 | 5,168 | 2,199,476 | 1,766,400 | 102,200 | 510,747 | 7,962,221 |
Net assets | $5,137,066 | $122,895,552 | $161,502,911 | $30,334,927 | $942,875,848 | $1,176,612,863 | $400,876,718 | $276,751,308 | $1,106,365,625 |
Shares outstanding | 200,000 | 3,600,000 | 5,000,000 | 700,000 | 13,100,000 | 29,850,000 | 6,950,000 | 7,200,000 | 24,450,000 |
Net asset value ("NAV") per share | $ 25.69 | $ 34.14 | $ 32.30 | $ 43.34 | $ 71.98 | $ 39.42 | $ 57.68 | $ 38.44 | $ 45.25 |
Net assets consist of: | |||||||||
Capital paid-in | $5,000,000 | $114,518,265 | $143,438,225 | $20,934,124 | $690,651,435 | $ 962,850,969 | $285,476,184 | $207,236,773 | $ 866,814,734 |
Total distributable earnings | 137,066 | 8,377,287 | 18,064,686 | 9,400,803 | 252,224,413 | 213,761,894 | 115,400,534 | 69,514,535 | 239,550,891 |
Net assets | $5,137,066 | $122,895,552 | $161,502,911 | $30,334,927 | $942,875,848 | $1,176,612,863 | $400,876,718 | $276,751,308 | $1,106,365,625 |
Authorized shares | Unlimited | Unlimited | Unlimited | Unlimited | Unlimited | Unlimited | Unlimited | Unlimited | Unlimited |
Par value per share | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 |
(1) | Includes securities loaned of $1,949,354, $126,740 and $7,374,647 for NULG, NUMV and NUSC, respectively. |
NUDV (1) | NUEM | NUDM | NULC | NULG | NULV | NUMG | NUMV | NUSC | |
Investment Income | |||||||||
Investment Income | $ 11,028 | $2,014,831 | $ 4,387,555 | $ 331,887 | $ 2,914,278 | $ 21,963,667 | $ 1,012,277 | $ 4,043,839 | $ 9,948,048 |
Securities lending income, net | — | 374 | 9 | 278 | 17,571 | 30,587 | — | 10,783 | 81,644 |
Foreign tax withheld on dividend income | — | (246,602) | (448,637) | (19) | — | (1,599) | — | — | (21,693) |
Total investment income | 11,028 | 1,768,603 | 3,938,927 | 332,146 | 2,931,849 | 21,992,655 | 1,012,277 | 4,054,622 | 10,007,999 |
Expenses | |||||||||
Management fees | 1,170 | 399,819 | 428,940 | 47,157 | 2,197,988 | 3,008,674 | 1,179,838 | 802,779 | 3,132,288 |
Professional fees | 6 | 1,165 | 1,387 | 305 | 8,317 | 11,244 | 3,938 | 2,601 | 10,021 |
Trustees fees | 28 | 2,930 | 3,559 | 770 | 19,821 | 27,363 | 9,305 | 6,719 | 25,104 |
Total expenses | 1,204 | 403,914 | 433,886 | 48,232 | 2,226,126 | 3,047,281 | 1,193,081 | 812,099 | 3,167,413 |
Net investment income (loss) | 9,824 | 1,364,689 | 3,505,041 | 283,914 | 705,723 | 18,945,374 | (180,804) | 3,242,523 | 6,840,586 |
Realized and Unrealized Gain (Loss) | |||||||||
Net realized gain (loss) from: | |||||||||
Investments and foreign currency | (745) | 4,176,730 | 5,484,486 | 1,580,986 | 45,147,470 | 42,375,369 | 47,003,207 | 20,277,055 | 71,288,449 |
In-kind redemptions | — | — | — | — | 33,580,463 | 16,717,581 | 3,709,342 | — | 1,716,397 |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 127,987 | 3,168,035 | 15,607,992 | 6,333,223 | 162,316,822 | 170,642,340 | 40,699,813 | 47,745,906 | 134,772,548 |
Net realized and unrealized gain (loss) | 127,242 | 7,344,765 | 21,092,478 | 7,914,209 | 241,044,755 | 229,735,290 | 91,412,362 | 68,022,961 | 207,777,394 |
Net increase (decrease) in net assets from operations | $137,066 | $8,709,454 | $24,597,519 | $8,198,123 | $241,750,478 | $248,680,664 | $91,231,558 | $71,265,484 | $214,617,980 |
(1) | For the period September 27, 2021 (commencement of operations) through October 31, 2021. |
NUDV | NUEM | |||
For
the Period 9/27/21 (commencement of operations) through 10/31/21 |
Year
Ended 10/31/21 |
Year
Ended 10/31/20 | ||
Operations | ||||
Net investment income (loss) | $ 9,824 | $ 1,364,689 | $ 763,309 | |
Net realized gain (loss) from: | ||||
Investments and foreign currency | (745) | 4,176,730 | (5,403,584) | |
In-kind redemptions | — | — | (293,179) | |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 127,987 | 3,168,035 | 8,514,368 | |
Net increase (decrease) in net assets from operations | 137,066 | 8,709,454 | 3,580,914 | |
Distributions to Shareholders | ||||
Dividends | — | (843,800) | (1,191,300) | |
Decrease in net assets from distributions to shareholders | — | (843,800) | (1,191,300) | |
Fund Share Transactions | ||||
Proceeds from shares sold | 5,000,000 | 68,334,486 | 11,165,263 | |
Cost of shares redeemed | — | — | (23,113,970) | |
Net increase (decrease) in net assets from Fund share transactions | 5,000,000 | 68,334,486 | (11,948,707) | |
Net increase (decrease) in net assets | 5,137,066 | 76,200,140 | (9,559,093) | |
Net assets at the beginning of period | — | 46,695,412 | 56,254,505 | |
Net assets at the end of period | $5,137,066 | $122,895,552 | $ 46,695,412 |
NUDM | NULC | ||||
Year
Ended 10/31/21 |
Year
Ended 10/31/20 |
Year
Ended 10/31/21 |
Year
Ended 10/31/20 | ||
Operations | |||||
Net investment income (loss) | $ 3,505,041 | $ 1,156,154 | $ 283,914 | $ 255,435 | |
Net realized gain (loss) from: | |||||
Investments and foreign currency | 5,484,486 | (2,030,056) | 1,580,986 | 509,675 | |
In-kind redemptions | — | 1,935,815 | — | 85,192 | |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 15,607,992 | (5,058,657) | 6,333,223 | 671,696 | |
Net increase (decrease) in net assets from operations | 24,597,519 | (3,996,744) | 8,198,123 | 1,521,998 | |
Distributions to Shareholders | |||||
Dividends | (1,159,650) | (1,843,400) | (781,000) | (91,800) | |
Decrease in net assets from distributions to shareholders | (1,159,650) | (1,843,400) | (781,000) | (91,800) | |
Fund Share Transactions | |||||
Proceeds from shares sold | 84,544,985 | 19,293,749 | 5,838,745 | 13,875,505 | |
Cost of shares redeemed | — | (26,786,180) | — | (6,630,100) | |
Net increase (decrease) in net assets from Fund share transactions | 84,544,985 | (7,492,431) | 5,838,745 | 7,245,405 | |
Net increase (decrease) in net assets | 107,982,854 | (13,332,575) | 13,255,868 | 8,675,603 | |
Net assets at the beginning of period | 53,520,057 | 66,852,632 | 17,079,059 | 8,403,456 | |
Net assets at the end of period | $161,502,911 | $ 53,520,057 | $30,334,927 | $17,079,059 |
NULG | NULV | ||||
Year
Ended 10/31/21 |
Year
Ended 10/31/20 |
Year
Ended 10/31/21 |
Year
Ended 10/31/20 | ||
Operations | |||||
Net investment income (loss) | $ 705,723 | $ 852,764 | $ 18,945,374 | $ 7,466,383 | |
Net realized gain (loss) from: | |||||
Investments and foreign currency | 45,147,470 | 10,491,776 | 42,375,369 | (6,207,055) | |
In-kind redemptions | 33,580,463 | 9,595,121 | 16,717,581 | 2,086,040 | |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 162,316,822 | 39,445,744 | 170,642,340 | (13,711,403) | |
Net increase (decrease) in net assets from operations | 241,750,478 | 60,385,405 | 248,680,664 | (10,366,035) | |
Distributions to Shareholders | |||||
Dividends | (11,336,250) | (1,371,300) | (9,383,400) | (1,925,600) | |
Decrease in net assets from distributions to shareholders | (11,336,250) | (1,371,300) | (9,383,400) | (1,925,600) | |
Fund Share Transactions | |||||
Proceeds from shares sold | 462,008,315 | 240,116,860 | 466,092,655 | 466,973,250 | |
Cost of shares redeemed | (94,249,625) | (38,217,265) | (64,004,845) | (14,023,180) | |
Net increase (decrease) in net assets from Fund share transactions | 367,758,690 | 201,899,595 | 402,087,810 | 452,950,070 | |
Net increase (decrease) in net assets | 598,172,918 | 260,913,700 | 641,385,074 | 440,658,435 | |
Net assets at the beginning of period | 344,702,930 | 83,789,230 | 535,227,789 | 94,569,354 | |
Net assets at the end of period | $942,875,848 | $344,702,930 | $1,176,612,863 | $535,227,789 |
NUMG | NUMV | ||||
Year
Ended 10/31/21 |
Year
Ended 10/31/20 |
Year
Ended 10/31/21 |
Year
Ended 10/31/20 | ||
Operations | |||||
Net investment income (loss) | $ (180,804) | $ 84,917 | $ 3,242,523 | $ 1,808,660 | |
Net realized gain (loss) from: | |||||
Investments and foreign currency | 47,003,207 | 9,721,815 | 20,277,055 | (4,217,352) | |
In-kind redemptions | 3,709,342 | 1,601,784 | — | 2,303,883 | |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 40,699,813 | 24,595,440 | 47,745,906 | 1,901,527 | |
Net increase (decrease) in net assets from operations | 91,231,558 | 36,003,956 | 71,265,484 | 1,796,718 | |
Distributions to Shareholders | |||||
Dividends | (9,360,450) | (158,565) | (2,019,540) | (1,230,460) | |
Decrease in net assets from distributions to shareholders | (9,360,450) | (158,565) | (2,019,540) | (1,230,460) | |
Fund Share Transactions | |||||
Proceeds from shares sold | 135,917,590 | 114,305,485 | 88,264,440 | 79,612,400 | |
Cost of shares redeemed | (10,127,755) | (10,156,730) | — | (15,510,375) | |
Net increase (decrease) in net assets from Fund share transactions | 125,789,835 | 104,148,755 | 88,264,440 | 64,102,025 | |
Net increase (decrease) in net assets | 207,660,943 | 139,994,146 | 157,510,384 | 64,668,283 | |
Net assets at the beginning of period | 193,215,775 | 53,221,629 | 119,240,924 | 54,572,641 | |
Net assets at the end of period | $400,876,718 | $193,215,775 | $276,751,308 | $119,240,924 |
NUSC | ||
Year
Ended 10/31/21 |
Year
Ended 10/31/20 | |
Operations | ||
Net investment income (loss) | $ 6,840,586 | $ 2,446,835 |
Net realized gain (loss) from: | ||
Investments and foreign currency | 71,288,449 | (622,903) |
In-kind redemptions | 1,716,397 | 3,150,948 |
Change in net unrealized appreciation (depreciation) of investments and foreign currency | 134,772,548 | 27,550,720 |
Net increase (decrease) in net assets from operations | 214,617,980 | 32,525,600 |
Distributions to Shareholders | ||
Dividends | (2,657,985) | (1,786,255) |
Decrease in net assets from distributions to shareholders | (2,657,985) | (1,786,255) |
Fund Share Transactions | ||
Proceeds from shares sold | 528,600,519 | 179,693,885 |
Cost of shares redeemed | (3,828,860) | (8,314,620) |
Net increase (decrease) in net assets from Fund share transactions | 524,771,659 | 171,379,265 |
Net increase (decrease) in net assets | 736,731,654 | 202,118,610 |
Net assets at the beginning of period | 369,633,971 | 167,515,361 |
Net assets at the end of period | $1,106,365,625 | $369,633,971 |
Investment Operations | Less Distributions | |||||||||
Year
Ended October 31, |
Beginning
NAV |
Net
Investment Income (Loss)(a) |
Net
Realized/ Unrealized Gain (Loss) |
Total | From
Net Investment Income |
From
Accumulated Net Realized Gains |
Total | Ending
NAV |
Ending
Market Price | |
NUDV | ||||||||||
2021(d) | $25.00 | $0.05 | $ 0.64 | $ 0.69 | $ — | $ — | $ — | $25.69 | $25.71 | |
NUEM | ||||||||||
2021 | 29.18 | 0.52 | 4.86 | 5.38 | (0.42) | — | (0.42) | 34.14 | 34.15 | |
2020 | 25.57 | 0.40 | 3.75 | 4.15 | (0.54) | — | (0.54) | 29.18 | 29.37 | |
2019 | 23.78 | 0.58 | 1.70 | 2.28 | (0.49) | — | (0.49) | 25.57 | 25.71 | |
2018 | 27.69 | 0.59 | (4.31) | (3.72) | (0.18) | (0.01) | (0.19) | 23.78 | 23.92 | |
2017(e) | 24.95 | 0.20 | 2.54 | 2.74 | — | — | — | 27.69 | 28.05 | |
NUDM | ||||||||||
2021 | 24.33 | 0.98 | 7.42 | 8.40 | (0.43) | — | (0.43) | 32.30 | 32.53 | |
2020 | 26.74 | 0.54 | (2.03) | (1.49) | (0.92) | — | (0.92) | 24.33 | 24.50 | |
2019 | 24.10 | 0.75 | 2.44 | 3.19 | (0.55) | — | (0.55) | 26.74 | 26.86 | |
2018 | 26.39 | 0.71 | (2.87) | (2.16) | (0.12) | (0.01) | (0.13) | 24.10 | 24.12 | |
2017(e) | 24.88 | 0.17 | 1.34 | 1.51 | — | — | — | 26.39 | 26.57 | |
NULC | ||||||||||
2021 | 31.05 | 0.46 | 13.25 | 13.71 | (0.48) | (0.94) | (1.42) | 43.34 | 43.39 | |
2020 | 28.01 | 0.53 | 2.74 | 3.27 | (0.21) | (0.02) | (0.23) | 31.05 | 30.95 | |
2019(f) | 24.96 | 0.19 | 2.86 | 3.05 | — | — | — | 28.01 | 27.99 | |
NULG | ||||||||||
2021 | 49.60 | 0.07 | 23.82 | 23.89 | (0.11) | (1.40) | (1.51) | 71.98 | 72.01 | |
2020 | 38.97 | 0.18 | 10.91 | 11.09 | (0.20) | (0.26) | (0.46) | 49.60 | 49.54 | |
2019 | 33.84 | 0.29 | 5.96 | 6.25 | (0.24) | (0.88) | (1.12) | 38.97 | 39.00 | |
2018 | 30.47 | 0.25 | 3.31 | 3.56 | (0.09) | (0.10) | (0.19) | 33.84 | 33.87 | |
2017(g) | 25.21 | 0.24 | 5.02 | 5.26 | — | — | — | 30.47 | 30.53 |
Ratios/Supplemental Data | |||||
Total Return | Ratios to Average Net Assets | ||||
Based
on NAV(b) |
Based
on Market Price(b) |
Ending
Net Assets (000) |
Expenses | Net
Investment Income (Loss) |
Portfolio
Turnover Rate(c) |
2.74% | 2.85% | $ 5,137 | 0.25%* | 2.04%* | 0% |
18.45 | 17.77 | 122,896 | 0.44 | 1.49 | 61 |
16.41 | 16.47 | 46,695 | 0.45 | 1.56 | 81 |
9.68 | 9.70 | 56,255 | 0.45 | 2.30 | 53 |
(13.55) | (14.18) | 35,676 | 0.45 | 2.12 | 65 |
11.03 | 12.42 | 24,917 | 0.45* | 1.86* | 13 |
34.83 | 34.73 | 161,503 | 0.39 | 3.16 | 64 |
(5.91) | (5.67) | 53,520 | 0.40 | 2.17 | 66 |
13.71 | 14.10 | 66,853 | 0.40 | 3.03 | 57 |
(8.25) | (8.79) | 43,384 | 0.40 | 2.71 | 56 |
6.07 | 6.78 | 23,755 | 0.40* | 1.65* | 9 |
45.28 | 45.91 | 30,335 | 0.20 | 1.20 | 49 |
11.71 | 11.43 | 17,079 | 0.20 | 1.81 | 61 |
12.22 | 12.14 | 8,403 | 0.20* | 1.75* | 9 |
49.04 | 49.29 | 942,876 | 0.34 | 0.11 | 66 |
28.66 | 28.42 | 344,703 | 0.35 | 0.39 | 86 |
19.57 | 19.53 | 83,789 | 0.35 | 0.82 | 61 |
11.70 | 11.61 | 59,212 | 0.35 | 0.73 | 65 |
20.88 | 21.10 | 24,380 | 0.35* | 0.98* | 30 |
(a) | Per share Net Investment Income (Loss) is calculated using the average daily shares method. |
(b) | Total Return Based on NAV reflects the change in NAV over the period, including the assumed reinvestment of distributions, if any, at NAV on each ex-dividend payment date during the period. Total Return Based on Market Price reflects the change in the market price per share over the period, including the assumed reinvestment of distributions, if any, at the ending market price per share on each ex-dividend payment date during the period. Total returns are not annualized. |
(c) | Portfolio Turnover Rate is calculated based on the lesser of long-term purchases or sales (as disclosed in Note 4 - Investment Transactions) divided by the average long-term market value during the period. Portfolio Turnover Rate excludes securities received or delivered as a result of processing in-kind creations or redemptions of Fund shares (as disclosed in Note 5 - Fund Shares). |
(d) | For the period September 27, 2021 (commencement of operations) through October 31, 2021. |
(e) | For the period June 6, 2017 (commencement of operations) through October 31, 2017. |
(f) | For the period June 3, 2019 (commencement of operations) through October 31, 2019. |
(g) | For the period December 13, 2016 (commencement of operations) through October 31, 2017. |
* | Annualized. |
Investment Operations | Less Distributions | |||||||||
Year
Ended October 31, |
Beginning
NAV |
Net
Investment Income (Loss)(a) |
Net
Realized/ Unrealized Gain (Loss) |
Total | From
Net Investment Income |
From
Accumulated Net Realized Gains |
Total | Ending
NAV |
Ending
Market Price | |
NULV | ||||||||||
2021 | $28.62 | $ 0.77 | $10.50 | $11.27 | $(0.47) | $ — | $(0.47) | $39.42 | $39.44 | |
2020 | 31.52 | 0.77 | (3.19) | (2.42) | (0.48) | — | (0.48) | 28.62 | 28.65 | |
2019 | 28.75 | 0.74 | 3.00 | 3.74 | (0.57) | (0.40) | (0.97) | 31.52 | 31.52 | |
2018 | 27.83 | 0.71 | 0.56 | 1.27 | (0.27) | (0.08) | (0.35) | 28.75 | 28.80 | |
2017(d) | 25.09 | 0.53 | 2.21 | 2.74 | — | — | — | 27.83 | 27.88 | |
NUMG | ||||||||||
2021 | 42.94 | (0.03) | 16.66 | 16.63 | (0.02) | (1.87) | (1.89) | 57.68 | 57.71 | |
2020 | 33.26 | 0.03 | 9.75 | 9.78 | (0.10) | — | (0.10) | 42.94 | 42.83 | |
2019 | 29.93 | 0.06 | 4.62 | 4.68 | (0.06) | (1.29) | (1.35) | 33.26 | 33.32 | |
2018 | 28.44 | 0.07 | 1.58 | 1.65 | (0.04) | (0.12) | (0.16) | 29.93 | 30.12 | |
2017(d) | 25.10 | 0.09 | 3.25 | 3.34 | — | — | — | 28.44 | 28.46 | |
NUMV | ||||||||||
2021 | 25.64 | 0.54 | 12.68 | 13.22 | (0.42) | — | (0.42) | 38.44 | 38.50 | |
2020 | 29.50 | 0.57 | (3.71) | (3.14) | (0.72) | — | (0.72) | 25.64 | 25.67 | |
2019 | 27.04 | 0.64 | 2.78 | 3.42 | (0.62) | (0.34) | (0.96) | 29.50 | 29.57 | |
2018 | 27.00 | 0.65 | (0.38) | 0.27 | (0.19) | (0.04) | (0.23) | 27.04 | 27.09 | |
2017(d) | 25.04 | 0.48 | 1.48 | 1.96 | — | — | — | 27.00 | 27.01 | |
NUSC | ||||||||||
2021 | 30.68 | 0.36 | 14.41 | 14.77 | (0.20) | — | (0.20) | 45.25 | 45.27 | |
2020 | 29.65 | 0.28 | 1.03 | 1.31 | (0.28) | — | (0.28) | 30.68 | 30.74 | |
2019 | 28.23 | 0.34 | 2.06 | 2.40 | (0.27) | (0.71) | (0.98) | 29.65 | 29.70 | |
2018 | 27.84 | 0.35 | 0.30 | 0.65 | (0.18) | (0.08) | (0.26) | 28.23 | 28.27 | |
2017(d) | 25.01 | 0.27 | 2.56 | 2.83 | — | — | — | 27.84 | 27.89 |
Ratios/Supplemental Data | |||||
Total Return | Ratios to Average Net Assets | ||||
Based
on NAV(b) |
Based
on Market Price(b) |
Ending
Net Assets (000) |
Expenses | Net
Investment Income (Loss) |
Portfolio
Turnover Rate(c) |
39.68% | 39.63% | $1,176,613 | 0.34% | 2.13% | 59% |
(7.87) | (7.78) | 535,228 | 0.35 | 2.63 | 38 |
13.80 | 13.59 | 94,569 | 0.35 | 2.51 | 66 |
4.57 | 4.56 | 45,995 | 0.35 | 2.46 | 59 |
10.90 | 11.11 | 27,828 | 0.35* | 2.30* | 33 |
39.51 | 39.92 | 400,877 | 0.39 | (0.06) | 83 |
29.43 | 28.90 | 193,216 | 0.40 | 0.08 | 94 |
16.93 | 16.41 | 53,222 | 0.40 | 0.19 | 67 |
5.84 | 6.41 | 49,388 | 0.40 | 0.23 | 60 |
13.30 | 13.38 | 21,330 | 0.40* | 0.38* | 53 |
51.97 | 52.06 | 276,751 | 0.39 | 1.57 | 67 |
(10.98) | (11.11) | 119,241 | 0.40 | 2.25 | 72 |
13.51 | 13.57 | 54,573 | 0.40 | 2.31 | 70 |
0.97 | 1.13 | 47,318 | 0.40 | 2.30 | 69 |
7.82 | 7.86 | 22,951 | 0.40* | 2.12* | 46 |
48.28 | 48.03 | 1,106,366 | 0.39 | 0.85 | 60 |
4.40 | 4.44 | 369,634 | 0.40 | 0.98 | 54 |
9.24 | 9.26 | 167,515 | 0.40 | 1.17 | 32 |
2.32 | 2.30 | 80,447 | 0.40 | 1.17 | 54 |
11.34 | 11.54 | 30,629 | 0.40* | 1.17* | 36 |
(a) | Per share Net Investment Income (Loss) is calculated using the average daily shares method. |
(b) | Total Return Based on NAV reflects the change in NAV over the period, including the assumed reinvestment of distributions, if any, at NAV on each ex-dividend payment date during the period. Total Return Based on Market Price reflects the change in the market price per share over the period, including the assumed reinvestment of distributions, if any, at the ending market price per share on each ex-dividend payment date during the period. Total returns are not annualized. |
(c) | Portfolio Turnover Rate is calculated based on the lesser of long-term purchases or sales (as disclosed in Note 4 - Investment Transactions) divided by the average long-term market value during the period. Portfolio Turnover Rate excludes securities received or delivered as a result of processing in-kind creations or redemptions of Fund shares (as disclosed in Note 5 - Fund Shares). |
(d) | For the period December 13, 2016 (commencement of operations) through October 31, 2017. |
* | Annualized. |
NUEM | Value | %
of Net Assets |
Country: | ||
China | $ 44,562,105 | 36.3% |
Taiwan | 18,896,295 | 15.4 |
India | 14,380,726 | 11.7 |
South Korea | 14,349,722 | 11.7 |
Brazil | 5,087,132 | 4.1 |
Saudi Arabia | 4,275,699 | 3.5 |
South Africa | 3,811,119 | 3.1 |
Mexico | 2,461,295 | 2.0 |
Russia | 2,216,208 | 1.8 |
Thailand | 2,153,190 | 1.7 |
Other | 10,782,920 | 8.8 |
Total non-U.S. securities | $122,976,411 | 100.1% |
NUDM | Value | %
of Net Assets |
Country: | ||
Japan | $ 37,426,065 | 23.2% |
United Kingdom | 23,287,119 | 14.4 |
Switzerland | 16,790,631 | 10.4 |
France | 15,684,194 | 9.7 |
Germany | 14,115,531 | 8.7 |
Australia | 11,051,532 | 6.8 |
Netherlands | 8,473,779 | 5.2 |
Sweden | 5,269,780 | 3.3 |
Italy | 5,110,036 | 3.2 |
Hong Kong | 4,815,010 | 3.0 |
Other | 18,465,938 | 11.5 |
Total non-U.S. securities | $160,489,615 | 99.4% |
NUDV | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $5,119,064 | $ — | $ — | $5,119,064 |
NUEM | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $120,467,564 | $2,153,190** | $355,323*** | $122,976,077 |
Corporate Bonds | — | 333 | — | 333 |
Common Stock Rights | — | — | 1*** | 1 |
Total | $120,467,564 | $2,153,523 | $355,324 | $122,976,411 |
NUDM | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $160,489,610 | $ — | $5*** | $160,489,615 |
NULC | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $30,260,387 | $ — | $ — | $30,260,387 |
NULG | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $941,961,638 | $ — | $ — | $941,961,638 |
Investments Purchased with Collateral from Securities Lending | 2,000,613 | — | — | 2,000,613 |
Total | $943,962,251 | $ — | $ — | $943,962,251 |
NULV | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $1,174,287,940 | $ — | $ — | $1,174,287,940 |
NUMG | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $400,568,604 | $ — | $ — | $400,568,604 |
NUMV | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $276,285,880 | $ — | $ — | $276,285,880 |
Investments Purchased with Collateral from Securities Lending | 135,178 | — | — | 135,178 |
Total | $276,421,058 | $ — | $ — | $276,421,058 |
NUSC | Level 1 | Level 2 | Level 3 | Total |
Long-Term Investments*: | ||||
Common Stocks | $1,104,950,611 | $ — | $20,427*** | $1,104,971,038 |
Investments Purchased with Collateral from Securities Lending | 7,673,457 | — | — | 7,673,457 |
Total | $1,112,624,068 | $ — | $20,427 | $1,112,644,495 |
* | Refer to the Fund's Portfolio of Investments for industry classifications. |
** | Refer to the Fund's Portfolio of Investments for securities classified as Level 2. |
*** | Refer to the Fund's Portfolio of Investments for securities classified as Level 3. |
Fund | Asset Class out on Loan | Long-Term
Investments, at Value |
Total
Collateral Received |
NULG | Common Stocks | $1,949,354 | $2,000,613 |
NUMV | Common Stocks | $ 126,740 | $ 135,178 |
NUSC | Common Stocks | $7,374,647 | $7,673,457 |
NUDV | NUEM | NUDM | NULC | NULG | |
Purchases | $ 6,247 | $110,492,442 | $73,531,419 | $11,511,265 | $434,064,067 |
Sales | 22,701 | 54,269,559 | 69,295,102 | 11,985,666 | 440,925,420 |
NULV | NUMG | NUMV | NUSC | |
Purchases | $526,754,911 | $250,650,903 | $139,410,861 | $481,743,341 |
Sales | 516,340,327 | 256,187,711 | 137,612,260 | 476,871,860 |
NUDV | NUEM | NUDM | NULC | NULG | |
In-kind purchases | $5,008,277 | $12,235,367 | $80,852,529 | $5,826,550 | $460,960,419 |
In-kind sales | — | — | — | — | 94,051,993 |
NULV | NUMG | NUMV | NUSC | |
In-kind purchases | $464,927,539 | $135,593,375 | $88,129,960 | $527,405,523 |
In-kind sales | 63,832,391 | 10,114,777 | — | 3,818,928 |
NUDV | NUEM | |||||||
For the Period 9/27/21 (commencement of operations) through 10/31/21 |
Year Ended 10/31/21 |
Year Ended 10/31/20 | ||||||
Shares | Amount | Shares | Amount | Shares | Amount | |||
Shares sold | 200,000 | $5,000,000 | 2,000,000 | $68,334,486 | 500,000 | $ 11,165,263 | ||
Shares redeemed | — | — | — | — | (1,100,000) | (23,113,970) | ||
Net increase (decrease) | 200,000 | $5,000,000 | 2,000,000 | $68,334,486 | (600,000) | $(11,948,707) |
NUDM | NULC | ||||||||||
Year Ended 10/31/21 |
Year Ended 10/31/20 |
Year Ended 10/31/21 |
Year Ended 10/31/20 | ||||||||
Shares | Amount | Shares | Amount | Shares | Amount | Shares | Amount | ||||
Shares sold | 2,800,000 | $84,544,985 | 800,000 | $ 19,293,749 | 150,000 | $5,838,745 | 500,000 | $13,875,505 | |||
Shares redeemed | — | — | (1,100,000) | (26,786,180) | — | — | (250,000) | (6,630,100) | |||
Net increase (decrease) | 2,800,000 | $84,544,985 | (300,000) | $ (7,492,431) | 150,000 | $5,838,745 | 250,000 | $ 7,245,405 |
NULG | NULV | ||||||||||
Year Ended 10/31/21 |
Year Ended 10/31/20 |
Year Ended 10/31/21 |
Year Ended 10/31/20 | ||||||||
Shares | Amount | Shares | Amount | Shares | Amount | Shares | Amount | ||||
Shares sold | 7,600,000 | $462,008,315 | 5,650,000 | $240,116,860 | 12,950,000 | $466,092,655 | 16,200,000 | $466,973,250 | |||
Shares redeemed | (1,450,000) | (94,249,625) | (850,000) | (38,217,265) | (1,800,000) | (64,004,845) | (500,000) | (14,023,180) | |||
Net increase (decrease) | 6,150,000 | $367,758,690 | 4,800,000 | $201,899,595 | 11,150,000 | $402,087,810 | 15,700,000 | $452,950,070 |
NUMG | NUMV | ||||||||||
Year Ended 10/31/21 |
Year Ended 10/31/20 |
Year Ended 10/31/21 |
Year Ended 10/31/20 | ||||||||
Shares | Amount | Shares | Amount | Shares | Amount | Shares | Amount | ||||
Shares sold | 2,650,000 | $135,917,590 | 3,200,000 | $114,305,485 | 2,550,000 | $88,264,440 | 3,350,000 | $ 79,612,400 | |||
Shares redeemed | (200,000) | (10,127,755) | (300,000) | (10,156,730) | — | — | (550,000) | (15,510,375) | |||
Net increase (decrease) | 2,450,000 | $125,789,835 | 2,900,000 | $104,148,755 | 2,550,000 | $88,264,440 | 2,800,000 | $ 64,102,025 |
NUSC | |||||
Year Ended 10/31/21 |
Year Ended 10/31/20 | ||||
Shares | Amount | Shares | Amount | ||
Shares sold | 12,500,000 | $528,600,519 | 6,700,000 | $179,693,885 | |
Shares redeemed | (100,000) | (3,828,860) | (300,000) | (8,314,620) | |
Net increase (decrease) | 12,400,000 | $524,771,659 | 6,400,000 | $171,379,265 |
NUDV | NUEM | NUDM | NULC | NULG | |
Tax cost of investments | $4,991,680 | $112,407,888 | $146,994,999 | $22,682,389 | $737,448,052 |
Gross unrealized: | |||||
Appreciation | $ 204,699 | $ 18,450,212 | $ 18,419,871 | $ 8,012,728 | $218,903,450 |
Depreciation | (77,315) | (7,881,689) | (4,925,255) | (434,730) | (12,389,251) |
Net unrealized appreciation (depreciation) of investments | $ 127,384 | $ 10,568,523 | $ 13,494,616 | $ 7,577,998 | $206,514,199 |
NULV | NUMG | NUMV | NUSC | |
Tax cost of investments | $1,012,909,186 | $331,831,598 | $224,338,419 | $947,128,864 |
Gross unrealized: | ||||
Appreciation | $ 179,482,903 | $ 81,489,921 | $ 55,472,902 | $208,655,402 |
Depreciation | (18,104,149) | (12,752,915) | (3,390,263) | (43,139,771) |
Net unrealized appreciation (depreciation) of investments | $ 161,378,754 | $ 68,737,006 | $ 52,082,639 | $165,515,631 |
NUDV | NUEM | NUDM | NULC | NULG | |
Undistributed net ordinary income1 | $10,326 | $2,482,138 | $6,345,262 | $1,359,952 | $34,262,025 |
Undistributed net long-term capital gains | — | 170,242 | — | 462,853 | 11,448,189 |
NULV | NUMG | NUMV | NUSC | |
Undistributed net ordinary income1 | $49,974,289 | $31,768,184 | $14,280,102 | $54,974,733 |
Undistributed net long-term capital gains | 2,408,851 | 14,895,344 | 3,151,794 | 19,060,527 |
1 | Net ordinary income consists of net taxable income derived from dividends, interest and net short-term capital gains, if any. |
2021 | NUDV 3 | NUEM | NUDM | NULC | NULG |
Distributions from net ordinary income1 | $ — | $843,800 | $1,159,650 | $769,015 | $10,742,287 |
Distributions from net long-term capital gains2 | — | — | — | 11,985 | 593,963 |
2021 | NULV | NUMG | NUMV | NUSC |
Distributions from net ordinary income1 | $9,383,400 | $7,504,878 | $2,019,540 | $2,657,985 |
Distributions from net long-term capital gains2 | — | 1,855,572 | — | — |
2020 | NUEM | NUDM | NULC | NULG |
Distributions from net ordinary income1 | $1,191,300 | $1,843,400 | $91,799 | $586,800 |
Distributions from net long-term capital gains | — | — | 1 | 784,500 |
2020 | NULV | NUMG | NUMV | NUSC |
Distributions from net ordinary income1 | $1,925,600 | $158,565 | $1,230,460 | $1,786,255 |
Distributions from net long-term capital gains | — | — | — | — |
1 | Net ordinary income consists of net taxable income derived from dividends, interest and net short-term capital gains, if any. |
2 | The Funds hereby designate as long-term capital gain dividend, pursuant to the Internal Revenue Code 852(b)(3), the amount necessary to reduce earnings and profits of the Funds related to net capital gain to zero for the tax year ended October 31, 2021. |
3 | For the period September 27, 2021 (commencement of operations) through October 31, 2021. |
NUDV | NUEM 4 | NUDM 4 | |
Not subject to expiration: | |||
Short-term | $ 644 | $2,376,818 | $ 533,409 |
Long-term | — | 2,117,071 | 1,238,586 |
Total | $ 644 | $4,493,889 | $1,771,995 |
4 | A portion of NUEM and NUDM's capital loss carryforwards are subject to an annual limitation under the Internal Revenue Code and related regulations. |
NUEM | NUDM | NULV | NUMV | NUSC | |
Utilized capital loss carryforwards | $2,988,926 | $3,015,096 | $5,732,840 | $5,217,492 | $3,037,346 |
Fund | Management Fee* |
NUDV | 0.25% |
NUEM | 0.45 |
NUDM | 0.40 |
NULC | 0.20 |
NULG | 0.35 |
NULV | 0.35 |
NUMG | 0.40 |
NUMV | 0.40 |
NUSC | 0.40 |
Fund | Management Fee |
NUDV | 0.25% |
NUEM | 0.35 |
NUDM | 0.30 |
NULC | 0.20 |
NULG | 0.25 |
NULV | 0.25 |
NUMG | 0.30 |
NUMV | 0.30 |
NUSC | 0.30 |
Cross-Trades | NULC | NULV | NUMV |
Purchases | $290,165 | $5,999,158 | $1,103,716 |
Sales | — | 632,160 | 337,794 |
Realized gain (loss) | — | 11,722 | (16,839) |
NUDV | ||
September 27, 2021 (commencement of operations) through October 31, 2021 | Number of Days | % of Total Days |
Premium/Discount Range: | ||
0.00% to 0.25% | 23 | 95.8% |
(0.01)% to (0.25)% | 1 | 4.2% |
24 | 100% |
NUEM | NUDM | |||||||
Year Ended October 31, 2021 | Number of Days | % of Total Days | Number of Days | % of Total Days | ||||
Premium/Discount Range: | ||||||||
1.01% to 3.00% | 73 | 29.1% | 25 | 9.9% | ||||
0.51% to 1.00% | 96 | 38.2% | 122 | 48.6% | ||||
0.26% to 0.50% | 36 | 14.3% | 57 | 22.7% | ||||
0.00 to 0.25% | 24 | 9.6% | 21 | 8.4% | ||||
(0.01)% to (0.25)% | 9 | 3.6% | 17 | 6.8% | ||||
(0.26)% to (0.50)% | 7 | 2.8% | 7 | 2.8% | ||||
(0.51)% to (1.00)% | 3 | 1.2% | 2 | 0.8% | ||||
(1.01)% to (3.00)% | 3 | 1.2% | - | - | ||||
251 | 100% | 251 | 100% |
NULC | NULG | NULV | ||||||||
Year Ended October 31, 2021 | Number of Days | % of Total Days | Number of Days | % of Total Days | Number of Days | % of Total Days | ||||
Premium/Discount Range: | ||||||||||
0.26% to 0.50% | – | – | 1 | 0.4% | - | - | ||||
0.00% to 0.25% | 142 | 56.6% | 212 | 84.5% | 243 | 96.8% | ||||
(0.01)% to (0.25)% | 109 | 43.4% | 38 | 15.1% | 8 | 3.2% | ||||
251 | 100% | 251 | 100% | 251 | 100% |
NUMG | NUMV | NUSC | ||||||||
Year Ended October 31, 2021 | Number of Days | % of Total Days | Number of Days | % of Total Days | Number of Days | % of Total Days | ||||
Premium/Discount Range: | ||||||||||
0.00% to 0.25% | 235 | 93.6% | 216 | 86.1% | 229 | 91.2% | ||||
(0.01)% to (0.25)% | 16 | 6.4% | 35 | 13.9% | 22 | 8.8% | ||||
251 | 100% | 251 | 100% | 251 | 100% |
NUDV | NUEM | NUDM | NULC | NULG | NULV | NUMG | NUMV | NUSC | |
% of DRD | 0.0% | 0.0% | 0.0% | 35.1% | 15.7% | 96.4% | 7.8% | 74.6% | 100.0% |
% of QDI | 0.0% | 57.2% | 85.4% | 36.6% | 16.6% | 100.0% | 8.0% | 86.1% | 100.0% |
• | Centralization of Functions – ongoing initiatives to centralize investment leadership, market approach and shared support functions within Nuveen and its affiliates in seeking to operate more effectively the business and enhance the services to the Nuveen funds; |
• | Fund Improvements and Product Management Initiatives – continuing to proactively manage the Nuveen fund complex as a whole and at the individual fund level with an aim to continually improve product platforms and investment strategies to better serve shareholders through, among other things, rationalizing the product line and gaining efficiencies through mergers, repositionings and liquidations; launching new funds; reviewing and updating investment policies and benchmarks; and modifying portfolio management teams for various funds; |
• | Investment Team Integrations – continuing to integrate and adjust the members of certain investment teams, in part, to allow greater access to tools and resources within the Nuveen organization and its affiliates; |
• | Capital Initiatives – continuing to invest capital to support new Nuveen funds with initial capital as well as to support existing funds and facilitate regulatory or logistical changes; |
• | Liquidity Management – continuing to operate the liquidity management program of the applicable Nuveen funds including monitoring daily their liquidity profile and assessing annually the overall liquidity risk of such funds; |
• | Compliance Program Initiatives – continuing efforts to mitigate compliance risk, increase operating efficiencies, implement enhancements to strengthen key compliance program elements and support international business growth and other corporate objectives; |
• | Investment Oversight – preparing reports to the Board addressing, among other things, fund performance; market conditions; investment teams; new products; changes to mandates, policies and benchmarks; and other management proposals; |
• | Risk Management and Valuation Services - continuing to oversee and manage risk including, among other things, conducting daily calculations and monitoring of risk measures across the Nuveen funds, instituting appropriate investment risk controls, providing risk reporting throughout the firm, participating in internal oversight committees, and continuing to implement an operational risk framework that seeks to provide greater transparency of operational risk matters across the complex as well as provide multiple other risk programs that seek to provide a more disciplined and consistent approach to identifying and mitigating Nuveen’s operational risks. Further, the securities valuation team continues, among other things, to oversee the daily valuation process of the portfolio securities of the funds, maintains the valuation policies and procedures, facilitates valuation committee meetings, manages relationships with pricing vendors, and prepares relevant valuation reports and designs methods to simplify and enhance valuation workflow within the organization; |
• | Regulatory Matters – continuing efforts to monitor regulatory trends and advocate on behalf of Nuveen and/or the Nuveen funds, to implement and comply with new or revised rules and mandates and to respond to regulatory inquiries and exams; |
• | Government Relations – continuing efforts of various Nuveen teams and Nuveen’s affiliates to develop policy positions on a broad range of issues that may impact the Nuveen funds, advocate and communicate these positions to lawmakers and other regulatory authorities and work with trade associations to ensure these positions are represented; |
• | Business Continuity, Disaster Recovery and Information Security – continuing efforts of Nuveen to periodically test and update business continuity and disaster recovery plans and, together with its affiliates, to maintain an information security program designed to identify and manage information security risks, and provide reports to the Board, at least annually, addressing, among other things, management’s security risk assessment, cyber risk profile, potential impact of new or revised laws and regulations, incident tracking and other relevant information technology risk-related reports; and |
• | Dividend Management Services – continuing to manage the dividends among the varying types of Nuveen funds within the Nuveen complex to be consistent with the respective fund’s product design and positioning in striving to deliver those earnings to shareholders in a relatively consistent manner over time as well as assisting in the development of new products or the restructuring of existing funds. |
• | the nature, extent and quality of the services expected to be provided by the Fund Adviser; |
• | the organization of the Fund Adviser, including the responsibilities of various departments and key personnel; |
• | the relevant expertise and background of the Fund Adviser with respect to the Fund’s investment strategy; |
• | certain performance-related information (as described below); |
• | certain profitability-related information (as described below); |
• | the Fund’s proposed unitary fee structure, including comparisons of the Fund’s proposed unitary fee with the net expense ratios of comparable funds; and |
• | the soft dollar practices of the Fund Adviser, if any. |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed (1) |
Principal
Occupation(s) Including other Directorships During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee |
Independent Trustees: | ||||
Terence
J. Toth 1959 333 W. Wacker Drive Chicago, IL 60606 |
Chair
and Trustee |
2008 | Formerly, a Co-Founding Partner, Promus Capital (investment advisory firm) (2008-2017); Director, Quality Control Corporation (manufacturing) (since 2012); member: Catalyst Schools of Chicago Board (since 2008) and Mather Foundation Board (philanthropy) (since 2012), and chair of its investment committee; formerly, Director, Fulcrum IT Services LLC (information technology services firm to government entities) (2010-2019); formerly, Director, LogicMark LLC (health services) (2012-2016); formerly, Director, Legal & General Investment Management America, Inc. (asset management) (2008-2013); formerly, CEO and President, Northern Trust Global Investments (financial services) (2004-2007); Executive Vice President, Quantitative Management & Securities Lending (2000-2004); prior thereto, various positions with Northern Trust Company (financial services) (since 1994); formerly, Member, Northern Trust Mutual Funds Board (2005-2007), Northern Trust Global Investments Board (2004-2007), Northern Trust Japan Board (2004-2007), Northern Trust Securities Inc. Board (2003- 2007) and Northern Trust Hong Kong Board (1997-2004). | 142 |
Jack
B. Evans 1948 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 1999 | Chairman (since 2019), formerly, President (1996-2019), The Hall-Perrine Foundation, (private philanthropic corporation); Life Trustee of Coe College; formerly, Member and President Pro-Tem of the Board of Regents for the State of Iowa University System (2007- 2013); Director and Chairman (2009-2021), United Fire Group, a publicly held company; Director, Public Member, American Board of Orthopaedic Surgery (2015-2020); Director (2000-2004), Alliant Energy; Director (1996-2015), The Gazette Company (media and publishing); Director (1997- 2003), Federal Reserve Bank of Chicago; President and Chief Operating Officer (1972-1995), SCI Financial Group, Inc., (regional financial services firm). | 142 |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed (1) |
Principal
Occupation(s) Including other Directorships During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee |
William
C. Hunter 1948 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2003 | Dean Emeritus, formerly, Dean, Tippie College of Business, University of Iowa (2006-2012); Director of Wellmark, Inc. (since 2009); past Director (2005-2015), and past President (2010- 2014) Beta Gamma Sigma, Inc., The International Business Honor Society; formerly, Director (2004-2018) of Xerox Corporation; formerly, Dean and Distinguished Professor of Finance, School of Business at the University of Connecticut (2003-2006); previously, Senior Vice President and Director of Research at the Federal Reserve Bank of Chicago (1995-2003); formerly, Director (1997-2007), Credit Research Center at Georgetown University. | 142 |
Amy
B. R. Lancellotta 1959 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2021 | Formerly, Managing Director, Independent Directors Council (IDC) (supports the fund independent director community and is part of the Investment Company Institute (ICI), which represents regulated investment companies) (2006-2019); formerly, various positions with ICI (1989-2006); Member of the Board of Directors, Jewish Coalition Against Domestic Abuse (JCADA) (since 2020). | 142 |
Joanne
T. Medero 1954 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2021 | Formerly, Managing Director, Government Relations and Public Policy (2009-2020) and Senior Advisor to the Vice Chairman (2018-2020), BlackRock, Inc. (global investment management firm); formerly, Managing Director, Global Head of Government Relations and Public Policy, Barclays Group (IBIM) (investment banking, investment management and wealth management businesses)(2006-2009); formerly, Managing Director, Global General Counsel and Corporate Secretary, Barclays Global Investors (global investment management firm) (1996-2006); formerly, Partner, Orrick, Herrington & Sutcliffe LLP (law firm) (1993-1995); formerly, General Counsel, Commodity Futures Trading Commission (government agency overseeing U.S. derivatives markets) (1989-1993); formerly, Deputy Associate Director/Associate Director for Legal and Financial Affairs, Office of Presidential Personnel, The White House (1986-1989); Member of the Board of Directors, Baltic-American Freedom Foundation (seeks to provide opportunities for citizens of the Baltic states to gain education and professional development through exchanges in the U.S.) (since 2019). | 142 |
Albin
F. Moschner 1952 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2016 | Founder and Chief Executive Officer, Northcroft Partners, LLC, (management consulting) (since 2012); formerly, Chairman (2019), and Director (2012-2019), USA Technologies, Inc., (provider of solutions and services to facilitate electronic payment transactions); formerly, Director, Wintrust Financial Corporation (1996-2016); previously, held positions at Leap Wireless International, Inc. (consumer wireless services), including Consultant (2011-2012), Chief Operating Officer (2008-2011), and Chief Marketing Officer (2004-2008); formerly, President, Verizon Card Services division of Verizon Communications, Inc. (2000-2003); formerly, President, One Point Services at One Point Communications (telecommunication services) (1999-2000); formerly, Vice Chairman of the Board, Diba, Incorporated (internet technology provider) (1996-1997); formerly, various executive positions (1991-1996) including Chief Executive Officer (1995-1996) of Zenith Electronics Corporation (consumer electronics). | 142 |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed (1) |
Principal
Occupation(s) Including other Directorships During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee |
John
K. Nelson 1962 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2013 | Member of Board of Directors of Core12 LLC. (private firm which develops branding, marketing and communications strategies for clients) (since 2008); served The President's Council of Fordham University (2010-2019) and previously a Director of the Curran Center for Catholic American Studies (2009-2018); formerly, senior external advisor to the Financial Services practice of Deloitte Consulting LLP. (2012-2014); former Chair of the Board of Trustees of Marian University (2010-2014 as trustee, 2011-2014 as Chair); formerly Chief Executive Officer of ABN AMRO Bank N.V., North America, and Global Head of the Financial Markets Division (2007-2008), with various executive leadership roles in ABN AMRO Bank N.V. between 1996 and 2007. | 142 |
Judith
M. Stockdale 1947 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 1997 | Board Member, Land Trust Alliance (national public charity addressing natural land and water conservation in the U.S.) (since 2013); formerly, Board Member, U.S. Endowment for Forestry and Communities (national endowment addressing forest health, sustainable forest production and markets, and economic health of forest-reliant communities in the U.S.) (2013-2019); formerly, Executive Director (1994-2012), Gaylord and Dorothy Donnelley Foundation (private foundation endowed to support both natural land conservation and artistic vitality); prior thereto, Executive Director, Great Lakes Protection Fund (endowment created jointly by seven of the eight Great Lakes states' Governors to take a regional approach to improving the health of the Great Lakes) (1990-1994). | 142 |
Carole
E. Stone 1947 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2007 | Former Director, Chicago Board Options Exchange (2006-2017), and C2 Options Exchange, Incorporated (2009-2017); formerly, Director, Cboe Global Markets, Inc., (2010-2020) (formerly named CBOE Holdings, Inc.); formerly, Commissioner, New York State Commission on Public Authority Reform (2005-2010). | 142 |
Matthew
Thornton III 1958 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2020 | Formerly, Executive Vice President and Chief Operating Officer (2018-2019), FedEx Freight Corporation, a subsidiary of FedEx Corporation ("FedEx") (provider of transportation, e-commerce and business services through its portfolio of companies); formerly, Senior Vice President, U.S. Operations (2006-2018), Federal Express Corporation, a subsidiary of FedEx; formerly Member of the Board of Directors (2012-2018), Safe Kids Worldwide® (a non-profit organization dedicated to preventing childhood injuries). Member of the Board of Directors (since 2014), The Sherwin-Williams Company (develops, manufactures, distributes and sells paints, coatings and related products); Director (since 2020), Crown Castle International (provider of communications infrastructure). | 142 |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed (1) |
Principal
Occupation(s) Including other Directorships During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee |
Margaret
L. Wolff 1955 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2016 | Formerly, member of the Board of Directors (2013-2017) of Travelers Insurance Company of Canada and The Dominion of Canada General Insurance Company (each, a part of Travelers Canada, the Canadian operation of The Travelers Companies, Inc.); formerly, Of Counsel, Skadden, Arps, Slate, Meagher & Flom LLP (legal services, Mergers & Acquisitions Group) (2005-2014); Member of the Board of Trustees of New York-Presbyterian Hospital (since 2005); Member (since 2004) and Chair (since 2015) of the Board of Trustees of The John A. Hartford Foundation (a philanthropy dedicated to improving the care of older adults); formerly, Member (2005-2015) and Vice Chair (2011-2015) of the Board of Trustees of Mt. Holyoke College. | 142 |
Robert
L. Young 1963 333 W. Wacker Drive Chicago, IL 60606 |
Trustee | 2017 | Formerly, Chief Operating Officer and Director, J.P. Morgan Investment Management Inc. (financial services) (2010-2016); formerly, President and Principal Executive Officer (2013-2016), and Senior Vice President and Chief Operating Officer (2005-2010), of J.P. Morgan Funds; formerly, Director and various officer positions for J.P. Morgan Investment Management Inc. (formerly, JPMorgan Funds Management, Inc. and formerly, One Group Administrative Services) and JPMorgan Distribution Services, Inc. (financial services) (formerly, One Group Dealer Services, Inc.) (1999-2017). | 142 |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed(2) |
Principal
Occupation(s) During Past 5 Years |
|
Officers of the Funds: | ||||
Jordan
M. Farris 1980 333 W. Wacker Drive Chicago, IL 60606 |
Chief
Administrative Officer |
2019 | Managing Director (since 2017), formerly Vice President (2016-2017), Head of Product Management and Development, ETFs, Nuveen Securities, LLC; Director, Guggenheim Funds Distributors (2013-2016). | |
Mark
J. Czarniecki 1979 901 Marquette Avenue Minneapolis, MN 55402 |
Vice
President and Assistant Secretary |
2013 | Vice President and Assistant Secretary of Nuveen Securities, LLC (since 2016) and Nuveen Fund Advisors, LLC (since 2017); Vice President and Associate General Counsel of Nuveen (since 2013) and Vice President, Assistant Secretary and Associate General Counsel of Nuveen Asset Management, LLC (since 2018). | |
Diana
R. Gonzalez 1978 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Secretary |
2017 | Vice President and Assistant Secretary of Nuveen Fund Advisors, LLC (since 2017); Vice President and Associate General Counsel of Nuveen (since 2017); formerly, Associate General Counsel of Jackson National Asset Management, LLC (2012-2017). | |
Nathaniel
T. Jones 1979 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Treasurer |
2016 | Senior Managing Director (since 2021), formerly, Managing Director (2017-2021), Senior Vice President (2016-2017), Vice President (2011- 2016) of Nuveen; Managing Director (since 2015) of Nuveen Fund Advisors, LLC; Chartered Financial Analyst. | |
Tina
M. Lazar 1961 333 W. Wacker Drive Chicago, IL 60606 |
Vice President | 2002 | Managing Director (since 2017), formerly, Senior Vice President (2014-2017) of Nuveen Securities, LLC. | |
Brian
J. Lockhart 1974 333 W. Wacker Drive Chicago, IL 60606 |
Vice President | 2019 | Managing Director (since 2019) of Nuveen Fund Advisors, LLC; Senior Managing Director (since 2021), formerly, Managing Director (2017-2021), Vice President (2010-2017) of Nuveen; Head of Investment Oversight (since 2017), formerly, Team Leader of Manager Oversight (2015-2017); Chartered Financial Analyst and Certified Financial Risk Manager. |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed(2) |
Principal
Occupation(s) During Past 5 Years |
|
Jacques
M. Longerstaey 1963 8500 Andrew Carnegie Blvd. Charlotte, NC 28262 |
Vice President | 2019 | Senior Managing Director, Chief Risk Officer, Nuveen (since May 2019); Senior Managing Director (since May 2019) of Nuveen Fund Advisors, LLC; formerly, Chief Investment and Model Risk Officer, Wealth & Investment Management Division, Wells Fargo Bank (NA) (2013-2019). | |
Kevin
J. McCarthy 1966 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Assistant Secretary |
2007 | Senior Managing Director (since 2017) and Secretary and General Counsel (since 2016) of Nuveen Investments, Inc., formerly, Executive Vice President (2016-2017) and Managing Director and Assistant Secretary (2008-2016); Senior Managing Director (since 2017) and Assistant Secretary (since 2008) of Nuveen Securities, LLC, formerly Executive Vice President (2016-2017) and Managing Director (2008-2016); Senior Managing Director (since 2017) and Secretary (since 2016) of Nuveen Fund Advisors, LLC, formerly, Co-General Counsel (2011-2020), Executive Vice President (2016-2017), Managing Director (2008-2016) and Assistant Secretary (2007-2016); Senior Managing Director (since 2017), Secretary (since 2016) of Nuveen Asset Management, LLC, formerly, Associate General Counsel (2011-2020), Executive Vice President (2016-2017) and Managing Director and Assistant Secretary (2011-2016); Vice President (since 2007) and Secretary (since 2016), formerly, Assistant Secretary, of NWQ Investment Management Company, LLC, Santa Barbara Asset Management, LLC and Winslow Capital Management, LLC (since 2010). Senior Managing Director (since 2017) and Secretary (since 2016) of Nuveen Alternative Investments, LLC. | |
Jon
Scott Meissner 1973 8500 Andrew Carnegie Blvd. Charlotte, NC 28262 |
Vice
President and Assistant Secretary |
2019 | Managing Director of Mutual Fund Tax and Financial Reporting groups at Nuveen (since 2017); Managing Director of Nuveen Fund Advisors, LLC (since 2019); Senior Director of Teachers Advisors, LLC and TIAA-CREF Investment Management, LLC (since 2016); Senior Director (since 2015) Mutual Fund Taxation to the TIAA-CREF Funds, the TIAA-CREF Life Funds, the TIAA Separate Account VA-1 and the CREF Accounts; has held various positions with TIAA since 2004. | |
Deann
D. Morgan 1969 730 Third Avenue New York, NY 10017 |
Vice President | 2020 | President, Nuveen Fund Advisors, LLC (since 2020); Executive Vice President, Global Head of Product at Nuveen (since 2019); Co-Chief Executive Officer of Nuveen Securities, LLC (since 2020); Managing Member of MDR Collaboratory LLC (since 2018); formerly. Managing Director, Head of Wealth Management Product Structuring & COO Multi Asset Investing. The Blackstone Group (2013-2017). | |
Christopher
M. Rohrbacher 1971 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Assistant Secretary |
2008 | Managing Director and Assistant Secretary (since 2017) of Nuveen Securities, LLC; Managing Director (since 2017), General Counsel (since 2020), and Assistant Secretary (since 2016), formerly, Senior Vice President (2016-2017), of Nuveen Fund Advisors, LLC; Managing Director, Associate General Counsel and Assistant Secretary of Nuveen Asset Management, LLC (since 2020); Managing Director (since 2017) and Associate General Counsel (since 2016), formerly, Senior Vice President (2012-2017) and Assistant General Counsel (2008-2016) of Nuveen. | |
William
A. Siffermann 1975 333 W. Wacker Drive Chicago, IL 60606 |
Vice President | 2017 | Managing Director (since 2017), formerly Senior Vice President (2016-2017) and Vice President (2011-2016) of Nuveen. | |
E.
Scott Wickerham 1973 8500 Andrew Carnegie Blvd. Charlotte, NC 28262 |
Vice
President and Controller |
2019 | Senior Managing Director, Head of Public Investment Finance at Nuveen (since 2019), formerly, Managing Director; Senior Managing Director (since 2019) of Nuveen Fund Advisors, LLC; Principal Financial Officer, Principal Accounting Officer and Treasurer (since 2017) of the TIAA-CREF Funds, the TIAA-CREF Life Funds, the TIAA Separate Account VA-1 and Principal Financial Officer, Principal Accounting Officer (since 2020) and Treasurer (since 2017) of the CREF Accounts; formerly, Senior Director, TIAA-CREF Fund Administration (2014-2015); has held various positions with TIAA since 2006. |
Name,
Year of Birth & Address |
Position(s)
Held with the Funds |
Year
First Elected or Appointed(2) |
Principal
Occupation(s) During Past 5 Years |
|
Mark
L. Winget 1968 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Assistant Secretary |
2008 | Vice President and Assistant Secretary of Nuveen Securities, LLC (since 2008), and Nuveen Fund Advisors, LLC (since 2019); Vice President, Associate General Counsel and Assistant Secretary of Nuveen Asset Management, LLC (since 2020); Vice President (since 2010) and Associate General Counsel (since 2019), formerly, Assistant General Counsel (2008-2016) of Nuveen. | |
Gifford
R. Zimmerman 1956 333 W. Wacker Drive Chicago, IL 60606 |
Vice
President and Chief Compliance Officer |
1988 | Formerly, Managing Director (2002-2020) and Assistant Secretary (2002-2020) of Nuveen Securities, LLC; formerly, Managing Director (2002-2020), Assistant Secretary (1997-2020) and Co-General Counsel (2011-2020) of Nuveen Fund Advisors, LLC; formerly, Managing Director (2004-2020) and Assistant Secretary (1994-2020) of Nuveen Investments, Inc.; formerly, Managing Director, Assistant Secretary and Associate General Counsel of Nuveen Asset Management, LLC (2011-2020); formerly, Vice President and Assistant Secretary of NWQ Investment Management Company, LLC (2002-2020), Santa Barbara Asset Management, LLC (2006-2020) and Winslow Capital Management, LLC (2010-2020); Chartered Financial Analyst. |