The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential ☐
Filer CIK
0001760588
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? ☐ LIVE ☐ TEST
Would you like a Return Copy? ☐
Is this an electronic copy of an official filing submitted in paper format? ☐

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only? ☐
Notification E-mail Address
Series ID
S000081339
Class (Contract) ID
C000244046

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Zacks Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-23435
c. CIK number of Registrant
0001760588
d. LEI of Registrant
549300OYEV0F3420ER30
e. Address and telephone number of Registrant:
i. Street Address 1
227 West Monroe Street
ii. Street Address 2
iii. City
Chicago
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
60606
vii. Telephone number
312-265-9359

Item A.2. Information about the Series.

a. Name of Series.
Zacks All-Cap Core Fund
b. EDGAR series identifier (if any).
S000081339
c. LEI of Series.
529900NI7TLWD8ZJ8E57

Item A.3. Reporting period.

a. Date of fiscal year-end.
2026-11-30
b. Date as of which information is reported.
2026-02-28

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? ☐ Yes ☒ No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
35423273.08
b. Total liabilities.
304745.56
c. Net assets.
35118527.52

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
0.00000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric RecordISO Currency code3 month1 year5 years10 years30 years
— — — — — — —

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk3 month1 year5 years10 years30 years
— — — — — —

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information RecordName of borrowerLEI (if any) of borrowerAggregate value of all securities on loan to the borrower
— — — —

b. Did any securities lending counterparty provide any non-cash collateral? ☐ Yes ☒ No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#1-0.440000002.24000000-0.20000000C000244046

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
i. Asset category.
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

MonthMonthly net realized gain(loss)Monthly net change in unrealized appreciation (or depreciation)
Month 1 125123.84000000-290337.20000000
Month 2 41341.21000000751461.88000000
Month 3 386687.71000000-475942.61000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

MonthTotal net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions)Total net asset value of shares sold in connection with reinvestments of dividends and distributionsTotal net asset value of shares redeemed or repurchased, including exchanges
Month 1 409618.95000000637586.59000000470290.21000000
Month 2 111642.590000000.00000000610047.08000000
Month 3 408432.460000000.000000001088284.46000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
—
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
—
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? ☐ Yes ☐ No ☐ N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.
Classification
—

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
—
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
—
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
—
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.
—

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
—
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
—
ii. As applicable, the index identifier for the Fund’s Designated Index.
—
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
—
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.
—

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fastenal Co.
b. LEI (if any) of issuer. (1)
529900PP0C7H2HHPSJ32
c. Title of the issue or description of the investment.
FASTENAL CO
d. CUSIP (if any).
311900104
At least one of the following other identifiers:
- ISIN
US3119001044

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2065.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
95072.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.270719209243

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
Broadcom Inc
b. LEI (if any) of issuer. (1)
549300WV6GIDOZJTV909
c. Title of the issue or description of the investment.
BROADCOM INC
d. CUSIP (if any).
11135F101
At least one of the following other identifiers:
- ISIN
US11135F1012

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1725.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
551223.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.569609516475

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of America Corp.
b. LEI (if any) of issuer. (1)
9DJT3UXIJIZJI4WXO774
c. Title of the issue or description of the investment.
BANK OF AMERICA
d. CUSIP (if any).
060505104
At least one of the following other identifiers:
- ISIN
US0605051046

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5852.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
291605.16000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.830345634035

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
Prologis Inc.
b. LEI (if any) of issuer. (1)
529900DFH19P073LZ636
c. Title of the issue or description of the investment.
PROLOGIS INC
d. CUSIP (if any).
74340W103
At least one of the following other identifiers:
- ISIN
US74340W1036

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1006.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
143425.42000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.408403854399

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
Robinhood Markets Inc
b. LEI (if any) of issuer. (1)
213800FS5AO3YWIE6F63
c. Title of the issue or description of the investment.
ROBINHOOD MARK-A
d. CUSIP (if any).
770700102
At least one of the following other identifiers:
- ISIN
US7707001027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1965.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
149045.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.424406319186

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
Emerson Electric Co.
b. LEI (if any) of issuer. (1)
FGLT0EWZSUIRRITFOA30
c. Title of the issue or description of the investment.
EMERSON ELEC CO
d. CUSIP (if any).
291011104
At least one of the following other identifiers:
- ISIN
US2910111044

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1482.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
223411.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.636164200998

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eli Lilly & Co.
b. LEI (if any) of issuer. (1)
FRDRIPF3EKNDJ2CQJL29
c. Title of the issue or description of the investment.
ELI LILLY & CO
d. CUSIP (if any).
532457108
At least one of the following other identifiers:
- ISIN
US5324571083

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
483.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
508111.17000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.446846453657

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
Vertiv Holdings Co
b. LEI (if any) of issuer. (1)
549300KTTIRAOGXCRV69
c. Title of the issue or description of the investment.
VERTIV HOLDING-A
d. CUSIP (if any).
92537N108
At least one of the following other identifiers:
- ISIN
US92537N1081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
960.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
244694.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.696767254437

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Express Company
b. LEI (if any) of issuer. (1)
R4PP93JZOLY261QX3811
c. Title of the issue or description of the investment.
AMERICAN EXPRESS
d. CUSIP (if any).
025816109
At least one of the following other identifiers:
- ISIN
US0258161092

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1664.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
514009.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.463642231888

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
Truist Financial Corp.
b. LEI (if any) of issuer. (1)
549300DRQQI75D2JP341
c. Title of the issue or description of the investment.
TRUIST FINANCIAL
d. CUSIP (if any).
89832Q109
At least one of the following other identifiers:
- ISIN
US89832Q1094

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5741.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
283088.71000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.806095044385

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
Caterpillar Inc
b. LEI (if any) of issuer. (1)
WRJR7GS4GTRECRRTVX92
c. Title of the issue or description of the investment.
CATERPILLAR INC
d. CUSIP (if any).
149123101
At least one of the following other identifiers:
- ISIN
US1491231015

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1257.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
933737.31000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.658816801098

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Water Works Company, Inc.
b. LEI (if any) of issuer. (1)
549300DXHIJQMD5WFW18
c. Title of the issue or description of the investment.
AMERICAN WATER W
d. CUSIP (if any).
030420103
At least one of the following other identifiers:
- ISIN
US0304201033

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1239.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
168541.17000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.479920947437

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
Intel Corporation
b. LEI (if any) of issuer. (1)
KNX4USFCNGPY45LOCE31
c. Title of the issue or description of the investment.
INTEL CORP
d. CUSIP (if any).
458140100
At least one of the following other identifiers:
- ISIN
US4581401001

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4345.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
198175.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.564304553734

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
Cadence Design Systems, Inc.
b. LEI (if any) of issuer. (1)
GCT7RXJOGLXPV0NXZY22
c. Title of the issue or description of the investment.
CADENCE DESIGN
d. CUSIP (if any).
127387108
At least one of the following other identifiers:
- ISIN
US1273871087

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
865.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
260711.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.742374519693

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
Capital One Financial Corp.
b. LEI (if any) of issuer. (1)
ZUE8T73ROZOF6FLBAR73
c. Title of the issue or description of the investment.
CAPITAL ONE FINA
d. CUSIP (if any).
14040H105
At least one of the following other identifiers:
- ISIN
US14040H1059

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
878.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
171771.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.489120507407

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amgen Inc.
b. LEI (if any) of issuer. (1)
62QBXGPJ34PQ72Z12S66
c. Title of the issue or description of the investment.
AMGEN INC
d. CUSIP (if any).
031162100
At least one of the following other identifiers:
- ISIN
US0311621009

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
823.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
319455.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.909649984094

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amphenol Corporation
b. LEI (if any) of issuer. (1)
549300D3L3G0R4U4VT04
c. Title of the issue or description of the investment.
AMPHENOL CORP-A
d. CUSIP (if any).
032095101
At least one of the following other identifiers:
- ISIN
US0320951017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
950.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
138757.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.395110529394

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amazon.com, Inc.
b. LEI (if any) of issuer. (1)
ZXTILKJKG63JELOEG630
c. Title of the issue or description of the investment.
AMAZON.COM INC
d. CUSIP (if any).
023135106
At least one of the following other identifiers:
- ISIN
US0231351067

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5061.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1062810.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.026351259729

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
AT&T Inc
b. LEI (if any) of issuer. (1)
549300Z40J86GGSTL398
c. Title of the issue or description of the investment.
AT&T INC
d. CUSIP (if any).
00206R102
At least one of the following other identifiers:
- ISIN
US00206R1023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4980.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
139489.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.397197177246

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
Microsoft Corp.
b. LEI (if any) of issuer. (1)
INR2EJN1ERAN0W5ZP974
c. Title of the issue or description of the investment.
MICROSOFT CORP
d. CUSIP (if any).
594918104
At least one of the following other identifiers:
- ISIN
US5949181045

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3386.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1329817.64000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.786655460547

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
Johnson & Johnson
b. LEI (if any) of issuer. (1)
549300G0CFPGEF6X2043
c. Title of the issue or description of the investment.
JOHNSON&JOHNSON
d. CUSIP (if any).
478160104
At least one of the following other identifiers:
- ISIN
US4781601046

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1355.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
336622.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.958532927692

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
Royal Caribbean Group
b. LEI (if any) of issuer. (1)
K2NEH8QNVW44JIWK7Z55
c. Title of the issue or description of the investment.
ROYAL CARIBBEAN
d. CUSIP (if any).
V7780T103
At least one of the following other identifiers:
- ISIN
LR0008862868

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
741.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
230421.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.656124775928

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
LIBERIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Electric Power Co, Inc.
b. LEI (if any) of issuer. (1)
1B4S6S7G0TW5EE83BO58
c. Title of the issue or description of the investment.
AMERICAN ELECTRI
d. CUSIP (if any).
025537101
At least one of the following other identifiers:
- ISIN
US0255371017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2771.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
370815.22000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.055896263841

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
Corning Incorporated
b. LEI (if any) of issuer. (1)
549300X2937PB0CJ7I56
c. Title of the issue or description of the investment.
CORNING INC
d. CUSIP (if any).
219350105
At least one of the following other identifiers:
- ISIN
US2193501051

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
375950.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.070517548851

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
Advanced Micro Devices Inc.
b. LEI (if any) of issuer. (1)
R2I72C950HOYXII45366
c. Title of the issue or description of the investment.
ADV MICRO DEVICE
d. CUSIP (if any).
007903107
At least one of the following other identifiers:
- ISIN
US0079031078

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1782.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
356774.22000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.015914519185

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
General Dynamics Corporation
b. LEI (if any) of issuer. (1)
9C1X8XOOTYY2FNYTVH06
c. Title of the issue or description of the investment.
GENERAL DYNAMICS
d. CUSIP (if any).
369550108
At least one of the following other identifiers:
- ISIN
US3695501086

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
551.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
196734.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.560201591276

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
The Hartford Insurance Group Inc.
b. LEI (if any) of issuer. (1)
IU7C3FTM7Y3BQM112U94
c. Title of the issue or description of the investment.
HARTFORD INSURAN
d. CUSIP (if any).
416515104
At least one of the following other identifiers:
- ISIN
US4165151048

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3022.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
425588.26000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.211862484147

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
Exxon Mobil Corp.
b. LEI (if any) of issuer. (1)
J3WHBG0MTS7O8ZVMDC91
c. Title of the issue or description of the investment.
EXXON MOBIL CORP
d. CUSIP (if any).
30231G102
At least one of the following other identifiers:
- ISIN
US30231G1022

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2311.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
352427.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.003537234866

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
Leidos Holdings Inc
b. LEI (if any) of issuer. (1)
549300IUTGTP6EJP8124
c. Title of the issue or description of the investment.
LEIDOS HOLDINGS
d. CUSIP (if any).
525327102
At least one of the following other identifiers:
- ISIN
US5253271028

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
857.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
150060.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.427297812855

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
Netflix, Inc.
b. LEI (if any) of issuer. (1)
549300Y7VHGU0I7CE873
c. Title of the issue or description of the investment.
NETFLIX INC
d. CUSIP (if any).
64110L106
At least one of the following other identifiers:
- ISIN
US64110L1061

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3194.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
307390.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.875294557338

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
Cardinal Health, Inc.
b. LEI (if any) of issuer. (1)
CCU46N3GJMF4OK4N7U60
c. Title of the issue or description of the investment.
CARDINAL HEALTH
d. CUSIP (if any).
14149Y108
At least one of the following other identifiers:
- ISIN
US14149Y1082

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1793.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
411009.39000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.170349154775

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
T-Mobile US Inc
b. LEI (if any) of issuer. (1)
549300QHIJYOHPACPG31
c. Title of the issue or description of the investment.
T-MOBILE US INC
d. CUSIP (if any).
872590104
At least one of the following other identifiers:
- ISIN
US8725901040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1414.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
306965.26000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.874083515674

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arista Networks Inc
b. LEI (if any) of issuer. (1)
635400H1WKBLOQERUU95
c. Title of the issue or description of the investment.
ARISTA NETWORKS
d. CUSIP (if any).
040413205
At least one of the following other identifiers:
- ISIN
US0404132054

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
998.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
133233.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.379380940513

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
Under Armour, Inc.
b. LEI (if any) of issuer. (1)
549300D4549QKWETZ406
c. Title of the issue or description of the investment.
UNDER ARMOUR-A
d. CUSIP (if any).
904311107
At least one of the following other identifiers:
- ISIN
US9043111072

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11317.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
83972.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.239110651641

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
PNC Financial Services Group Inc.
b. LEI (if any) of issuer. (1)
CFGNEKW0P8842LEUIA51
c. Title of the issue or description of the investment.
PNC FINANCIAL SE
d. CUSIP (if any).
693475105
At least one of the following other identifiers:
- ISIN
US6934751057

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1038.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
220419.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.627643912104

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic Services, Inc.
b. LEI (if any) of issuer. (1)
NKNQHM6BLECKVOQP7O46
c. Title of the issue or description of the investment.
REPUBLIC SVCS
d. CUSIP (if any).
760759100
At least one of the following other identifiers:
- ISIN
US7607591002

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1238.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
283502.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.807271887577

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pure Storage Inc
b. LEI (if any) of issuer. (1)
549300NPDB0BZTK3WO90
c. Title of the issue or description of the investment.
PURE STORAGE-A
d. CUSIP (if any).
74624M102
At least one of the following other identifiers:
- ISIN
US74624M1027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1323.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
84963.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.241932296140

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
The TJX Companies Inc.
b. LEI (if any) of issuer. (1)
V167QI9I69W364E2DY52
c. Title of the issue or description of the investment.
TJX COS INC
d. CUSIP (if any).
872540109
At least one of the following other identifiers:
- ISIN
US8725401090

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2216.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
358238.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.020084227039

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc.
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
PFIZER INC
d. CUSIP (if any).
717081103
At least one of the following other identifiers:
- ISIN
US7170811035

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4839.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
133798.35000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.380990774524

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
W.R. Berkley Corporation
b. LEI (if any) of issuer. (1)
SQOAGCLKBDWNVYV1OV80
c. Title of the issue or description of the investment.
WR BERKLEY CORP
d. CUSIP (if any).
084423102
At least one of the following other identifiers:
- ISIN
US0844231029

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2829.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
202839.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.577584865665

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
Blackrock Inc.
b. LEI (if any) of issuer. (1)
529900VBK42Y5HHRMD23
c. Title of the issue or description of the investment.
BLACKROCK INC
d. CUSIP (if any).
09290D101
At least one of the following other identifiers:
- ISIN
US09290D1019

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
151.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
160547.73000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.457159628656

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
Mirion Technologies Inc
b. LEI (if any) of issuer. (1)
549300BNTOWVWFNVTJ65
c. Title of the issue or description of the investment.
MIRION TECHNOLOG
d. CUSIP (if any).
60471A101
At least one of the following other identifiers:
- ISIN
US60471A1016

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3964.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
85662.04000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.243922641549

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
Palantir Technologies Inc
b. LEI (if any) of issuer. (1)
549300UVN46B3BBDHO85
c. Title of the issue or description of the investment.
PALANTIR TECHN-A
d. CUSIP (if any).
69608A108
At least one of the following other identifiers:
- ISIN
US69608A1088

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
859.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
117846.21000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.335567059105

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
Home Depot Inc.
b. LEI (if any) of issuer. (1)
QEKMOTMBBKA8I816DO57
c. Title of the issue or description of the investment.
HOME DEPOT INC
d. CUSIP (if any).
437076102
At least one of the following other identifiers:
- ISIN
US4370761029

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1026.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
390618.72000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.112286726080

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
Assurant Inc.
b. LEI (if any) of issuer. (1)
H3F39CAXWQRVWURFXL38
c. Title of the issue or description of the investment.
ASSURANT INC
d. CUSIP (if any).
04621X108
At least one of the following other identifiers:
- ISIN
US04621X1081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
512.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
117550.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.334723828990

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
Thermo Fisher Scientific Inc
b. LEI (if any) of issuer. (1)
HCHV7422L5HDJZCRFL38
c. Title of the issue or description of the investment.
THERMO FISHER
d. CUSIP (if any).
883556102
At least one of the following other identifiers:
- ISIN
US8835561023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
373.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
194374.03000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.553480011054

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
Servicenow Inc
b. LEI (if any) of issuer. (1)
549300HJTQM36M0E1G39
c. Title of the issue or description of the investment.
SERVICENOW INC
d. CUSIP (if any).
81762P102
At least one of the following other identifiers:
- ISIN
US81762P1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1058.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
114274.58000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.325396843403

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
Apple Inc.
b. LEI (if any) of issuer. (1)
HWUPKR0MPOU8FGXBT394
c. Title of the issue or description of the investment.
APPLE INC
d. CUSIP (if any).
037833100
At least one of the following other identifiers:
- ISIN
US0378331005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5577.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1473331.86000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.195312172929

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zoom Communications Inc.
b. LEI (if any) of issuer. (1)
549300T9GCHU0ODOM055
c. Title of the issue or description of the investment.
ZOOM COMMUNICATI
d. CUSIP (if any).
98980L101
At least one of the following other identifiers:
- ISIN
US98980L1017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1271.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
93977.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.267601595614

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
JPMorgan Chase & Co.
b. LEI (if any) of issuer. (1)
8I5DZWZKVSZI1NUHU748
c. Title of the issue or description of the investment.
JPMORGAN CHASE
d. CUSIP (if any).
46625H100
At least one of the following other identifiers:
- ISIN
US46625H1005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2160.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
648648.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.847025048617

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
Uber Technologies Inc
b. LEI (if any) of issuer. (1)
549300B2FTG34FILDR98
c. Title of the issue or description of the investment.
UBER TECHNOLOGIE
d. CUSIP (if any).
90353T100
At least one of the following other identifiers:
- ISIN
US90353T1007

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2076.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
156571.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.445838510486

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
Cintas Corporation
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CINTAS CORP
d. CUSIP (if any).
172908105
At least one of the following other identifiers:
- ISIN
US1729081059

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1873.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
376716.49000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.072700128971

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
Stryker Corporation
b. LEI (if any) of issuer. (1)
5493002F0SC4JTBU5137
c. Title of the issue or description of the investment.
STRYKER CORP
d. CUSIP (if any).
863667101
At least one of the following other identifiers:
- ISIN
US8636671013

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
530.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
205353.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.584744903905

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pulte Group Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
PULTEGROUP INC
d. CUSIP (if any).
745867101
At least one of the following other identifiers:
- ISIN
US7458671010

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1801.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
247097.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.703609226950

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
The Procter & Gamble Co.
b. LEI (if any) of issuer. (1)
2572IBTT8CCZW6AU4141
c. Title of the issue or description of the investment.
PROCTER & GAMBLE
d. CUSIP (if any).
742718109
At least one of the following other identifiers:
- ISIN
US7427181091

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2880.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
481536.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.371173662465

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pepsico Inc
b. LEI (if any) of issuer. (1)
FJSUNZKFNQ5YPJ5OT455
c. Title of the issue or description of the investment.
PEPSICO INC
d. CUSIP (if any).
713448108
At least one of the following other identifiers:
- ISIN
US7134481081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1506.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
255628.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.727901931122

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alphabet Inc.
b. LEI (if any) of issuer. (1)
5493006MHB84DD0ZWV18
c. Title of the issue or description of the investment.
ALPHABET INC-C
d. CUSIP (if any).
02079K107
At least one of the following other identifiers:
- ISIN
US02079K1079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1244.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
387418.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.103175296228

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
Twilio Inc
b. LEI (if any) of issuer. (1)
5493004W8TRGD63APX93
c. Title of the issue or description of the investment.
TWILIO INC - A
d. CUSIP (if any).
90138F102
At least one of the following other identifiers:
- ISIN
US90138F1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
993.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
120113.28000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.342022540471

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
McDonald's Corp.
b. LEI (if any) of issuer. (1)
UE2136O97NLB5BYP9H04
c. Title of the issue or description of the investment.
MCDONALDS CORP
d. CUSIP (if any).
580135101
At least one of the following other identifiers:
- ISIN
US5801351017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
613.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
209069.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.595326156203

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chevron Corp.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CHEVRON CORP
d. CUSIP (if any).
166764100
At least one of the following other identifiers:
- ISIN
US1667641005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2550.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
476238.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.356087608538

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
Halliburton Company
b. LEI (if any) of issuer. (1)
ENYF8GB5SMQZ25S06U51
c. Title of the issue or description of the investment.
HALLIBURTON CO
d. CUSIP (if any).
406216101
At least one of the following other identifiers:
- ISIN
US4062161017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5220.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
187920.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.535102161937

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
RTX Corp.
b. LEI (if any) of issuer. (1)
I07WOS4YJ0N7YRFE7309
c. Title of the issue or description of the investment.
RTX CORP
d. CUSIP (if any).
75513E101
At least one of the following other identifiers:
- ISIN
US75513E1010

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2020.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
409292.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.165460026098

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
Analog Devices Inc.
b. LEI (if any) of issuer. (1)
GYVOE5EZ4GDAVTU4CQ61
c. Title of the issue or description of the investment.
ANALOG DEVICES
d. CUSIP (if any).
032654105
At least one of the following other identifiers:
- ISIN
US0326541051

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
911.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
324124.69000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.922944989124

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
UnitedHealth Group Inc.
b. LEI (if any) of issuer. (1)
549300GHBMY8T5GXDE41
c. Title of the issue or description of the investment.
UNITEDHEALTH GRP
d. CUSIP (if any).
91324P102
At least one of the following other identifiers:
- ISIN
US91324P1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
803.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
235495.81000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.670574271275

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
Gilead Sciences Inc.
b. LEI (if any) of issuer. (1)
549300WTZWR07K8MNV44
c. Title of the issue or description of the investment.
GILEAD SCIENCES
d. CUSIP (if any).
375558103
At least one of the following other identifiers:
- ISIN
US3755581036

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2136.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
318157.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.905952562557

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
International Business Machines Corp.
b. LEI (if any) of issuer. (1)
VGRQXHF3J8VDLUA7XE92
c. Title of the issue or description of the investment.
IBM
d. CUSIP (if any).
459200101
At least one of the following other identifiers:
- ISIN
US4592001014

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
713.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
171269.73000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.487690521484

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
MetLife Inc.
b. LEI (if any) of issuer. (1)
C4BXATY60WC6XEOZDX54
c. Title of the issue or description of the investment.
METLIFE INC
d. CUSIP (if any).
59156R108
At least one of the following other identifiers:
- ISIN
US59156R1086

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3218.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
231921.26000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.660395740874

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
Vertex Pharmaceuticals Incorporated
b. LEI (if any) of issuer. (1)
54930015RAQRRZ5ZGJ91
c. Title of the issue or description of the investment.
VERTEX PHARM
d. CUSIP (if any).
92532F100
At least one of the following other identifiers:
- ISIN
US92532F1003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
543.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
269778.69000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.768194765131

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
Applied Materials Inc.
b. LEI (if any) of issuer. (1)
41BNNE1AFPNAZELZ6K07
c. Title of the issue or description of the investment.
APPLIED MATERIAL
d. CUSIP (if any).
038222105
At least one of the following other identifiers:
- ISIN
US0382221051

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1014.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
377512.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.074965913035

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
Palo Alto Networks Inc
b. LEI (if any) of issuer. (1)
549300QXR2YVZV231H43
c. Title of the issue or description of the investment.
PALO ALTO NETWOR
d. CUSIP (if any).
697435105
At least one of the following other identifiers:
- ISIN
US6974351057

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1099.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
163663.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.466030587150

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
Moodys Corp.
b. LEI (if any) of issuer. (1)
549300GCEDD8YCF5WU84
c. Title of the issue or description of the investment.
MOODY'S CORP
d. CUSIP (if any).
615369105
At least one of the following other identifiers:
- ISIN
US6153691059

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
549.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
262196.91000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.746605648117

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
Toast Inc
b. LEI (if any) of issuer. (1)
549300TN1PZNLCD4I551
c. Title of the issue or description of the investment.
TOAST INC-A
d. CUSIP (if any).
888787108
At least one of the following other identifiers:
- ISIN
US8887871080

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2987.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
81574.97000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.232284710552

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
Oracle Corp.
b. LEI (if any) of issuer. (1)
1Z4GXXU7ZHVWFCD8TV52
c. Title of the issue or description of the investment.
ORACLE CORP
d. CUSIP (if any).
68389X105
At least one of the following other identifiers:
- ISIN
US68389X1054

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
752.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
109340.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.311347905853

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
Marriott International, Inc.
b. LEI (if any) of issuer. (1)
225YDZ14ZO8E1TXUSU86
c. Title of the issue or description of the investment.
MARRIOTT INTL-A
d. CUSIP (if any).
571903202
At least one of the following other identifiers:
- ISIN
US5719032022

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
900.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
307557.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.875768495204

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
Merck & Co., Inc
b. LEI (if any) of issuer. (1)
4YV9Y5M8S0BRK1RP0397
c. Title of the issue or description of the investment.
MERCK & CO
d. CUSIP (if any).
58933Y105
At least one of the following other identifiers:
- ISIN
US58933Y1055

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2215.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
274261.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.780958996198

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
Hershey Co. (The)
b. LEI (if any) of issuer. (1)
21X2CX66SU2BR6QTAD08
c. Title of the issue or description of the investment.
HERSHEY CO/THE
d. CUSIP (if any).
427866108
At least one of the following other identifiers:
- ISIN
US4278661081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1350.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
318978.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.908289790391

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
Lam Research Corporation
b. LEI (if any) of issuer. (1)
549300I4GMO6D34U1T02
c. Title of the issue or description of the investment.
LAM RESEARCH
d. CUSIP (if any).
512807306
At least one of the following other identifiers:
- ISIN
US5128073062

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1162.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
271780.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.773894007501

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fabrinet
b. LEI (if any) of issuer. (1)
5493004TETZ6IYF7CV44
c. Title of the issue or description of the investment.
FABRINET
d. CUSIP (if any).
G3323L100
At least one of the following other identifiers:
- ISIN
KYG3323L1005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
539.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
294094.57000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.837434228506

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
Mueller Water Products, Inc.
b. LEI (if any) of issuer. (1)
549300F7ZU4P1F8V8L60
c. Title of the issue or description of the investment.
MUELLER WATER-A
d. CUSIP (if any).
624758108
At least one of the following other identifiers:
- ISIN
US6247581084

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3737.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
111848.41000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.318488324820

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
Walmart Inc
b. LEI (if any) of issuer. (1)
Y87794H0US1R65VBXU25
c. Title of the issue or description of the investment.
WALMART INC
d. CUSIP (if any).
931142103
At least one of the following other identifiers:
- ISIN
US9311421039

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5511.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
705132.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.007864508551

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
Salesforce Inc.
b. LEI (if any) of issuer. (1)
RCGZFPDMRW58VJ54VR07
c. Title of the issue or description of the investment.
SALESFORCE INC
d. CUSIP (if any).
79466L302
At least one of the following other identifiers:
- ISIN
US79466L3024

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
740.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
144144.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.410451719303

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
Boston Scientific Corporation
b. LEI (if any) of issuer. (1)
Y6ZDD9FP4P8JSSJMW954
c. Title of the issue or description of the investment.
BOSTON SCIENTIFC
d. CUSIP (if any).
101137107
At least one of the following other identifiers:
- ISIN
US1011371077

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2140.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
164459.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.468296969189

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alphabet Inc.
b. LEI (if any) of issuer. (1)
5493006MHB84DD0ZWV18
c. Title of the issue or description of the investment.
ALPHABET INC-A
d. CUSIP (if any).
02079K305
At least one of the following other identifiers:
- ISIN
US02079K3059

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4850.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1512036.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.305522203739

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
Omega Healthcare Investors, Inc.
b. LEI (if any) of issuer. (1)
549300OJ7ENK42CZ8E73
c. Title of the issue or description of the investment.
OMEGA HEALTHCARE
d. CUSIP (if any).
681936100
At least one of the following other identifiers:
- ISIN
US6819361006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1890.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
91230.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.259778260771

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
The Estee Lauder Companies Inc.
b. LEI (if any) of issuer. (1)
549300VFZ8XJ9NUPU221
c. Title of the issue or description of the investment.
ESTEE LAUDER
d. CUSIP (if any).
518439104
At least one of the following other identifiers:
- ISIN
US5184391044

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
999.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
109360.53000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.311404087024

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
Emcor Group Inc
b. LEI (if any) of issuer. (1)
529900X0SQJB2J7YDU43
c. Title of the issue or description of the investment.
EMCOR GROUP INC
d. CUSIP (if any).
29084Q100
At least one of the following other identifiers:
- ISIN
US29084Q1004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
755.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
547088.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.557833253938

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
NVIDIA Corp.
b. LEI (if any) of issuer. (1)
549300S4KLFTLO7GSQ80
c. Title of the issue or description of the investment.
NVIDIA CORP
d. CUSIP (if any).
67066G104
At least one of the following other identifiers:
- ISIN
US67066G1040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12375.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2192726.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
6.243787552741

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
Wintrust Financial Corporation
b. LEI (if any) of issuer. (1)
Q774KI4AW80FHFW33O61
c. Title of the issue or description of the investment.
WINTRUST FINL
d. CUSIP (if any).
97650W108
At least one of the following other identifiers:
- ISIN
US97650W1080

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1017.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
146509.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.417184404774

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
NiSource Inc.
b. LEI (if any) of issuer. (1)
549300D8GOWWH0SJB189
c. Title of the issue or description of the investment.
NISOURCE INC
d. CUSIP (if any).
65473P105
At least one of the following other identifiers:
- ISIN
US65473P1057

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2361.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
111675.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.317995394130

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
BJ Wholesale Club Holdings Inc
b. LEI (if any) of issuer. (1)
549300UCIWH1C93V0J03
c. Title of the issue or description of the investment.
BJ'S WHOLESALE C
d. CUSIP (if any).
05550J101
At least one of the following other identifiers:
- ISIN
US05550J1016

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1070.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
105705.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.300995820339

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
Money Market Obligations Trust
b. LEI (if any) of issuer. (1)
25490005VWJDWX717014
c. Title of the issue or description of the investment.
FH-TR OBL-INS
d. CUSIP (if any).
60934N500
At least one of the following other identifiers:
- ISIN
US60934N5005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
580004.78000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
580004.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.651563493570

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
Cisco Systems, Inc.
b. LEI (if any) of issuer. (1)
549300LKFJ962MZ46593
c. Title of the issue or description of the investment.
CISCO SYSTEMS
d. CUSIP (if any).
17275R102
At least one of the following other identifiers:
- ISIN
US17275R1023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3887.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
308861.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.879481691890

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).
Labcorp Holdings Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
LABCORP HOLDINGS
d. CUSIP (if any).
504922105
At least one of the following other identifiers:
- ISIN
US5049221055

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
695.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
200938.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.572172053300

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
Okta Inc.
b. LEI (if any) of issuer. (1)
549300N8J06I8MRHU620
c. Title of the issue or description of the investment.
OKTA INC
d. CUSIP (if any).
679295105
At least one of the following other identifiers:
- ISIN
US6792951054

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
848.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
61480.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.175064287547

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
Howmet Aerospace Inc
b. LEI (if any) of issuer. (1)
549300HO5WFZUT5N2T22
c. Title of the issue or description of the investment.
HOWMET AEROSPACE
d. CUSIP (if any).
443201108
At least one of the following other identifiers:
- ISIN
US4432011082

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
848.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
222625.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.633925895307

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
Tesla Inc
b. LEI (if any) of issuer. (1)
54930043XZGB27CTOV49
c. Title of the issue or description of the investment.
TESLA INC
d. CUSIP (if any).
88160R101
At least one of the following other identifiers:
- ISIN
US88160R1014

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
763.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
307115.13000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.874510270469

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 97

Item C.1. Identification of investment.

a. Name of issuer (if any).
Marsh & McLennan Companies, Inc.
b. LEI (if any) of issuer. (1)
549300XMP3KDCKJXIU47
c. Title of the issue or description of the investment.
MARSH & MCLENNAN
d. CUSIP (if any).
571748102
At least one of the following other identifiers:
- ISIN
US5717481023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1780.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
332397.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.946500959673

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 98

Item C.1. Identification of investment.

a. Name of issuer (if any).
Omnicom Group Inc
b. LEI (if any) of issuer. (1)
HKUPACFHSSASQK8HLS17
c. Title of the issue or description of the investment.
OMNICOM GROUP
d. CUSIP (if any).
681919106
At least one of the following other identifiers:
- ISIN
US6819191064

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1360.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
115994.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.330294030505

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 99

Item C.1. Identification of investment.

a. Name of issuer (if any).
Southern Co.
b. LEI (if any) of issuer. (1)
549300FC3G3YU2FBZD92
c. Title of the issue or description of the investment.
SOUTHERN CO
d. CUSIP (if any).
842587107
At least one of the following other identifiers:
- ISIN
US8425871071

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2161.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
210438.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.599222674926

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 100

Item C.1. Identification of investment.

a. Name of issuer (if any).
Nasdaq Inc
b. LEI (if any) of issuer. (1)
549300L8X1Q78ERXFD06
c. Title of the issue or description of the investment.
NASDAQ INC
d. CUSIP (if any).
631103108
At least one of the following other identifiers:
- ISIN
US6311031081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1853.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
162285.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.462108611779

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 101

Item C.1. Identification of investment.

a. Name of issuer (if any).
Mid-America Apartment Communities, Inc.
b. LEI (if any) of issuer. (1)
549300FQZKFR5YNSHZ21
c. Title of the issue or description of the investment.
MID-AMERICA APAR
d. CUSIP (if any).
59522J103
At least one of the following other identifiers:
- ISIN
US59522J1034

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
943.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
126229.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.359439842482

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 102

Item C.1. Identification of investment.

a. Name of issuer (if any).
Citizens Financial Group Inc
b. LEI (if any) of issuer. (1)
2138004JDDA4ZQUPFW65
c. Title of the issue or description of the investment.
CITIZENS FINANCI
d. CUSIP (if any).
174610105
At least one of the following other identifiers:
- ISIN
US1746101054

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1578.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
94979.82000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.270455018211

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 103

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bristol-Myers Squibb Company
b. LEI (if any) of issuer. (1)
HLYYNH7UQUORYSJQCN42
c. Title of the issue or description of the investment.
BRISTOL-MYER SQB
d. CUSIP (if any).
110122108
At least one of the following other identifiers:
- ISIN
US1101221083

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2990.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
186486.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.531019701477

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 104

Item C.1. Identification of investment.

a. Name of issuer (if any).
Spotify Technology S.A.
b. LEI (if any) of issuer. (1)
549300B4X0JHWV0DTD60
c. Title of the issue or description of the investment.
SPOTIFY TECHNOLO
d. CUSIP (if any).
L8681T102
At least one of the following other identifiers:
- ISIN
LU1778762911

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
643.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
331106.42000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.942825463884

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 105

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alcoa Corporation
b. LEI (if any) of issuer. (1)
549300T12EZ1F6PWWU29
c. Title of the issue or description of the investment.
ALCOA CORP
d. CUSIP (if any).
013872106
At least one of the following other identifiers:
- ISIN
US0138721065

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2453.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
152282.24000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.433623647555

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 106

Item C.1. Identification of investment.

a. Name of issuer (if any).
ConocoPhillips
b. LEI (if any) of issuer. (1)
WPTL2Z3FIYTHSP5V2253
c. Title of the issue or description of the investment.
CONOCOPHILLIPS
d. CUSIP (if any).
20825C104
At least one of the following other identifiers:
- ISIN
US20825C1045

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2786.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
316099.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.900093433074

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 107

Item C.1. Identification of investment.

a. Name of issuer (if any).
Meta Platforms Inc
b. LEI (if any) of issuer. (1)
BQ4BKCS1HXDV9HN80Z93
c. Title of the issue or description of the investment.
META PLATFORMS-A
d. CUSIP (if any).
30303M102
At least one of the following other identifiers:
- ISIN
US30303M1027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1737.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1125888.66000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.205967731303

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No
Schedule of Portfolio Investments Record: 108

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc.
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
ABBVIE INC
d. CUSIP (if any).
00287Y109
At least one of the following other identifiers:
- ISIN
US00287Y1091

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1573.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
365061.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.039513515457

Item C.3. Payoff profile.

a. Payoff profile. (5)☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? ☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? ☐ Yes ☒ No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? ☐ Yes ☒ No
c. Is any portion of this investment on loan by the Fund? ☐ Yes ☒ No

NPORT-P: Part E: Explanatory Notes (if any)

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

Explanatory Note RecordNote ItemExplanatory Notes
#1B.5.aReturns are reported without deducting sales loads and redemption fees, if any.

NPORT-P: Additional notes

IdentifierNote
(1) LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(2) Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
(3) Currency. Indicate the currency in which the investment is denominated.
(4) Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
(5) Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
(6) Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other” provide a brief description.
(7) Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other” provide a brief description.
(8) Report the ISO country code that corresponds to the country where the issuer is organized.
(9) If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
(10) Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments, Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
(11) Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
(12) Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
(13) Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
(14) Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
(15) Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
(16) Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
(17) Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
(18) Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.
(19) If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated.
(20) Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If "other instrument", include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt
(21) Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
(22) In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(23) Description and terms of payments necessary for a user of financial information to understand the terms of payments to be paid and received, including, as applicable, description of the reference instrument, obligation, or index, financing rate, floating coupon rate, fixed coupon rate, and payment frequency.
(24) Depreciation shall be reported as a negative number.
(25) If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all information required to be reported on this Form for that category.
(26) If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
(27) If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
(28) If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
(29) If the Fund is required to adopt a policy as described in rule 35d-1(a)(2)(i) or (a)(3)(i) [17 CFR 270.35d-1(a)(2)(i) or (3)(i)], is the investment included in the Fund’s 80% basket, as defined in rule 35d-1(g), as applicable?

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant:
Zacks Trust
By (Signature):
Edward Kelly
Name:
Edward Kelly
Title:
Assistant Treasurer
Date:
2026-03-27

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3%      
    ADVERTISING & MARKETING - 0.3%      
1,360   Omnicom Group, Inc.       $ 115,994
             
    AEROSPACE & DEFENSE - 2.4%      
551   General Dynamics Corporation         196,735
848   Howmet Aerospace, Inc.         222,625
2,020   RTX Corporation         409,292
             

828,652

    APPAREL & TEXTILE PRODUCTS - 0.2%      
11,317   Under Armour, Inc., Class A(a)         83,972
             
    ASSET MANAGEMENT - 0.9%      
151   Blackrock, Inc.         160,548
1,965   Robinhood Markets, Inc., Class A(a)         149,045
             

309,593

    AUTOMOTIVE - 0.9%      
763   Tesla, Inc.(a)         307,115
             
    BANKING - 4.8%      
5,852   Bank of America Corporation         291,605
1,578   Citizens Financial Group, Inc.         94,980
2,160   JPMorgan Chase & Company         648,647
1,038   PNC Financial Services Group, Inc. (The)         220,419
5,741   Truist Financial Corporation         283,089
1,017   Wintrust Financial Corporation         146,509
             

1,685,249

    BEVERAGES - 0.7%      
1,506   PepsiCo, Inc.         255,628
             
    BIOTECH & PHARMA - 7.7%      
1,573   AbbVie, Inc.         365,062
823   Amgen, Inc.         319,456
2,990   Bristol-Myers Squibb Company         186,486
483   Eli Lilly & Company         508,111
2,136   Gilead Sciences, Inc.         318,157
 
 

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3% (Continued)      
    BIOTECH & PHARMA - 7.7% (Continued)      
1,355   Johnson & Johnson       $ 336,623
2,215   Merck & Company, Inc.         274,261
4,839   Pfizer, Inc.         133,798
543   Vertex Pharmaceuticals, Inc.(a)         269,779
             

2,711,733

    COMMERCIAL SUPPORT SERVICES - 1.9%      
1,873   Cintas Corporation         376,716
1,238   Republic Services, Inc.         283,502
             

660,218

    DIVERSIFIED INDUSTRIALS - 0.6%      
1,482   Emerson Electric Company         223,412
             
    E-COMMERCE DISCRETIONARY - 3.1%      
5,061   Amazon.com, Inc.(a)         1,062,811
             
    ELECTRIC UTILITIES - 1.7%      
2,771   American Electric Power Company, Inc.         370,816
2,161   Southern Company (The)         210,438
             

581,254

    ELECTRICAL EQUIPMENT - 1.3%      
950   Amphenol Corporation, Class A         138,757
3,964   Mirion Technologies, Inc.(a)         85,662
960   Vertiv Holdings Company, Class A         244,694
             

469,113

    ENGINEERING & CONSTRUCTION - 1.6%      
755   EMCOR Group, Inc.         547,088
             
    FOOD - 0.9%      
1,350   Hershey Company (The)         318,978
             
    GAS & WATER UTILITIES - 0.8%      
1,239   American Water Works Company, Inc.         168,541
2,361   NiSource, Inc.         111,675
             

280,216
 
 

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3% (Continued)      
    HEALTH CARE FACILITIES & SERVICES - 2.4%      
1,793   Cardinal Health, Inc.       $ 411,010
695   Labcorp Holdings, Inc.         200,938
803   UnitedHealth Group, Inc.         235,496
             

847,444

    HEALTH CARE REIT - 0.3%      
1,890   Omega Healthcare Investors, Inc.         91,230
             
    HOME CONSTRUCTION - 0.7%      
1,801   PulteGroup, Inc.         247,097
             
    HOUSEHOLD PRODUCTS - 1.7%      
999   Estee Lauder Companies, Inc. (The), Class A         109,361
2,880   Procter & Gamble Company (The)         481,536
             

590,897

    INDUSTRIAL REIT - 0.3%      
1,006   Prologis, Inc.         143,426
             
    INDUSTRIAL SUPPORT SERVICES - 0.3%      
2,065   Fastenal Company         95,073
             
    INSTITUTIONAL FINANCIAL SERVICES - 0.5%      
1,853   Nasdaq, Inc.         162,286
             
    INSURANCE - 3.7%      
512   Assurant, Inc.         117,550
3,022   Hartford Insurance Group, Inc. (The)         425,589
1,780   Marsh & McLennan Companies, Inc.         332,397
3,218   MetLife, Inc.         231,921
2,829   W R Berkley Corporation         202,839
             

1,310,296

    INTERNET MEDIA & SERVICES - 10.9%      
4,850   Alphabet, Inc., Class A         1,512,036
1,244   Alphabet, Inc., Class C         387,419
1,737   Meta Platforms, Inc., Class A         1,125,889
 
 

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3% (Continued)      
    INTERNET MEDIA & SERVICES - 10.9% (Continued)      
3,194   Netflix, Inc.(a)       $ 307,391
643   Spotify Technology S.A.(a)         331,106
2,076   Uber Technologies, Inc.(a)         156,572
             

3,820,413

    LEISURE FACILITIES & SERVICES - 2.1%      
900   Marriott International Inc, Class A         307,557
613   McDonald's Corporation         209,070
741   Royal Caribbean Cruises Ltd.         230,421
             

747,048

    MACHINERY - 2.9%      
1,257   Caterpillar, Inc.         933,738
3,737   Mueller Water Products, Inc., Class A         111,848
             

1,045,586

    MEDICAL EQUIPMENT & DEVICES - 1.6%      
2,140   Boston Scientific Corporation(a)         164,459
530   Stryker Corporation         205,354
373   Thermo Fisher Scientific, Inc.         194,374
             

564,187

    METALS & MINING - 0.4%      
2,453   Alcoa Corporation         152,282
             
    OIL & GAS PRODUCERS - 3.3%      
2,550   Chevron Corporation         476,237
2,786   ConocoPhillips         316,100
2,311   Exxon Mobil Corporation         352,428
             

1,144,765

    OIL & GAS SERVICES & EQUIPMENT - 0.5%      
5,220   Halliburton Company         187,920
             
    RESIDENTIAL REIT - 0.4%      
943   Mid-America Apartment Communities, Inc.         126,230
             
    RETAIL - CONSUMER STAPLES - 2.3%      
1,070   BJ's Wholesale Club Holdings, Inc.(a)         105,705
 
 

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3% (Continued)      
    RETAIL - CONSUMER STAPLES - 2.3% (Continued)      
5,511   Walmart, Inc.       $ 705,133
             

810,838

    RETAIL - DISCRETIONARY - 2.1%      
1,026   Home Depot, Inc. (The)         390,618
2,216   TJX Companies, Inc. (The)         358,239
             

748,857

    SEMICONDUCTORS - 12.1%      
1,782   Advanced Micro Devices, Inc.(a)         356,774
911   Analog Devices, Inc.         324,125
1,014   Applied Materials, Inc.         377,512
1,725   Broadcom, Inc.         551,224
4,345   Intel Corporation(a)         198,175
1,162   Lam Research Corporation         271,780
12,375   NVIDIA Corporation         2,192,726
             

4,272,316

    SOFTWARE - 7.2%      
865   Cadence Design Systems, Inc.(a)         260,711
3,386   Microsoft Corporation         1,329,817
848   Okta, Inc.(a)         61,480
752   Oracle Corporation         109,341
859   Palantir Technologies, Inc., Class A(a)         117,846
1,099   Palo Alto Networks, Inc.(a)         163,663
740   Salesforce, Inc.         144,145
1,058   ServiceNow, Inc.(a)         114,275
993   Twilio, Inc., Class A(a)         120,113
1,271   Zoom Video Communications, Inc.(a)         93,978
             

2,515,369

    SPECIALTY FINANCE - 2.0%      
1,664   American Express Company         514,010
878   Capital One Financial Corporation         171,772
             

685,782

    TECHNOLOGY HARDWARE - 7.6%      
5,577   Apple, Inc.         1,473,332
998   Arista Networks, Inc.(a)         133,233
 
 

 

ZACKS ALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.3% (Continued)      
    TECHNOLOGY HARDWARE - 7.6% (Continued)      
3,887   Cisco Systems, Inc.       $ 308,861
2,500   Corning, Inc.         375,950
539   Fabrinet(a)         294,095
1,323   Pure Storage, Inc., CLASS A(a)         84,963
             

2,670,434

    TECHNOLOGY SERVICES - 1.9%      
713   International Business Machines Corporation         171,270
857   Leidos Holdings, Inc.         150,061
549   Moody's Corporation         262,196
2,987   Toast, Inc., Class A(a)         81,575
             

665,102

    TELECOMMUNICATIONS - 1.3%      
4,980   AT&T, Inc.         139,490
1,414   T-Mobile US, Inc.         306,965
             

446,455

               
    TOTAL COMMON STOCKS (Cost $18,153,025)    

  34,532,359

               
Shares             Fair Value
    SHORT-TERM INVESTMENT — 1.7%      
    MONEY MARKET FUND - 1.7%      
580,005   Federated Hermes Treasury Obligations Fund, Institutional Class, 3.55% (Cost $580,005)(b)         580,005
             
    TOTAL INVESTMENTS - 100.0% (Cost $18,733,030)     $ 35,112,364
    OTHER ASSETS IN EXCESS OF LIABILITIES- 0.0%    

6,164

    NET ASSETS - 100.0%        

$ 35,118,528

           
               
 

 

 

 

(a) Non-income producing security.
(b) Rate disclosed is the seven day effective yield as of February 28, 2026.

 

 

 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1%      
    AEROSPACE & DEFENSE - 2.0%      
1,863   Moog, Inc., Class A       $ 628,632
             
    APPAREL & TEXTILE PRODUCTS - 0.5%      
5,653   Movado Group, Inc.         141,042
             
    BANKING - 18.9%      
2,684   Bank of NT Butterfield & Son Ltd. (The)         136,213
4,928   Bank7 Corporation         200,471
1,536   Bar Harbor Bankshares         49,551
2,312   Byline Bancorp, Inc.         72,134
9,943   Capital City Bank Group, Inc.         426,008
25,300   Community West Bancshares         587,719
4,323   FB Financial Corporation         236,425
3,223   Five Star Bancorp         125,471
22,009   HBT Financial, Inc.         593,363
7,139   HomeTrust Bancshares, Inc.         300,837
6,923   Mercantile Bank Corporation         357,642
36,681   Ponce Financial Group, Inc.(a)         596,067
25,613   Shore Bancshares, Inc.         475,890
3,510   Sierra Bancorp         126,290
14,995   SmartFinancial, Inc.         587,954
14,019   South Plains Financial, Inc.         574,218
6,020   Southern Missouri Bancorp, Inc.         372,698
762   Third Coast Bancshares, Inc.(a)         30,183
             

5,849,134

    BIOTECH & PHARMA - 3.3%      
293   Bright Minds Biosciences, Inc.(a)         24,559
6,785   Indivior Pharmaceuticals, Inc.(a)         222,006
10,985   Phibro Animal Health Corporation, Class A         599,671
6,181   Rapport Therapeutics, Inc.(a)         179,434
             

1,025,670

    CABLE & SATELLITE - 1.7%      
67,262   Liberty Latin America Ltd., Class A(a)         527,335
             
 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1% (Continued)      
    CHEMICALS - 3.6%      
2,826   Balchem Corporation       $ 512,721
6,716   Intrepid Potash, Inc.(a)         248,291
2,244   Materion Corporation         365,907
             

1,126,919

    COMMERCIAL SUPPORT SERVICES - 3.9%      
918   CRA International, Inc.         158,502
3,435   Huron Consulting Group, Inc.(a)         485,709
38,165   Quad/Graphics, Inc.         263,720
4,220   V2X, Inc.(a)         294,345
             

1,202,276

    CONSUMER SERVICES - 0.6%      
4,940   Coursera, Inc.(a)         31,665
5,058   Laureate Education, Inc.(a)         163,576
             

195,241

    ELECTRICAL EQUIPMENT - 7.2%      
9,654   Allient, Inc.         635,620
1,936   ESCO Technologies, Inc.         536,833
330   Kimball Electronics, Inc.(a)         8,247
7,005   nLight, Inc.(a)         393,611
2,743   SPX Technologies, Inc.(a)         622,496
             

2,196,807

    ENGINEERING & CONSTRUCTION - 3.7%      
448   Comfort Systems USA, Inc.         640,358
7,330   Frontdoor, Inc.(a)         502,618
             

1,142,976

    FOOD - 0.2%      
701   John B Sanfilippo & Son, Inc.         57,910
             
    HEALTH CARE FACILITIES & SERVICES - 3.3%      
11,348   Guardian Pharmacy Services, Inc.(a)         380,271
35,907   Innovage Holding Corporation(a)         321,727
45,289   LifeStance Health Group, Inc.(a)         327,892
             

1,029,890
 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1% (Continued)      
    HOME CONSTRUCTION - 0.9%      
9,679   Forestar Group, Inc.(a)       $ 277,981
             
    HOUSEHOLD PRODUCTS - 0.4%      
3,655   Central Garden & Pet Company, Class A(a)         126,244
             
    INDUSTRIAL INTERMEDIATE PROD - 3.1%      
4,207   AZZ, Inc.         572,068
6,400   Proto Labs, Inc.(a)         397,312
             

969,380

    INDUSTRIAL SUPPORT SERVICES - 1.7%      
17,862   Newpark Resources, Inc.(a)         257,749
7,075   Resideo Technologies, Inc.(a)         273,802
             

531,551

    INSTITUTIONAL FINANCIAL SERVICES - 1.3%      
3,500   Marex Group plc         152,110
1,854   StoneX Group, Inc.(a)         236,385
             

388,495

    INSURANCE - 2.5%      
10,590   American Coastal Insurance Corporation         120,620
180   Palomar Holdings, Inc.(a)         22,268
15,518   United Fire Group, Inc.         603,030
836   Universal Insurance Holdings, Inc.         29,402
             

775,320

    INTERNET MEDIA & SERVICES - 0.7%      
14,278   EverQuote, Inc.(a)         225,592
             
    LEISURE FACILITIES & SERVICES - 2.9%      
21,500   Accel Entertainment, Inc.(a)         244,240
83,736   Global Business Travel Group I(a)         458,036
15,600   Super Group SGHC Ltd.         166,920
             

869,196

    MACHINERY - 5.1%      
4,706   Federal Signal Corporation         547,919
2,956   Gorman-Rupp Company (The)         189,864
 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1% (Continued)      
    MACHINERY - 5.1% (Continued)      
3,923   Graham Corporation(a)       $ 318,626
1,471   Watts Water Technologies, Inc., Class A         483,577
             

1,539,986

    MEDICAL EQUIPMENT & DEVICES - 1.9%      
5,927   Pulse Biosciences, Inc.(a)         111,013
7,482   SI-BONE, Inc.(a)         116,121
27,701   Varex Imaging Corporation(a)         364,822
             

591,956

    METALS & MINING - 1.9%      
22,969   Hecla Mining Company         572,158
             
    MULTI ASSET CLASS REIT - 1.5%      
19,958   One Liberty Properties, Inc.         468,813
             
    OIL & GAS SERVICES & EQUIPMENT - 1.3%      
30,260   Oil States International, Inc.(a)         396,103
             
    REAL ESTATE SERVICES - 1.5%      
31,394   Newmark Group, Inc., Class A         455,841
             
    RENEWABLE ENERGY - 0.4%      
684   EnerSys         113,647
             
    RETAIL - DISCRETIONARY - 1.5%      
35,270   Envela Corporation(a)         474,734
             
    SEMICONDUCTORS - 3.5%      
4,293   FormFactor, Inc.(a)         424,492
5,645   Kulicke & Soffa Industries, Inc.         393,569
673   SiTime Corporation(a)         267,773
             

1,085,834

    SOFTWARE - 3.6%      
5,730   Adeia, Inc.         118,554
11,700   Appian Corporation, Class A(a)         312,039
 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1% (Continued)      
    SOFTWARE - 3.6% (Continued)      
19,900   Backblaze, Inc., Class A(a)       $ 74,824
37,570   EverCommerce, Inc.(a)         431,303
8,027   Intapp, Inc.(a)         180,046
             

1,116,766

    SPECIALTY FINANCE - 4.0%      
3,293   Atlanticus Holdings Corporation(a)         172,257
1,700   LendingTree, Inc.(a)         63,529
2,562   Nelnet, Inc., Class A         331,677
38,585   OppFi, Inc.         354,209
24,725   Paysign, Inc.(a)         87,774
13,637   PRA Group, Inc.(a)         214,783
             

1,224,229

    STEEL - 3.6%      
1,611   Carpenter Technology Corporation         641,290
5,876   Northwest Pipe Company(a)         455,978
             

1,097,268

    TECHNOLOGY HARDWARE - 4.0%      
4,468   Credo Technology Group Holding Ltd.(a)         501,622
7,078   Sight Sciences, Inc.(a)         36,522
6,059   TTM Technologies, Inc.(a)         631,591
252   Vicor Corporation(a)         50,753
             

1,220,488

    TECHNOLOGY SERVICES - 1.1%      
3,620   LiveRamp Holdings, Inc.(a)         98,355
2,408   MAXIMUS, Inc.         182,069
16,685   Telos Corporation(a)         67,074
             

347,498

    TELECOMMUNICATIONS - 0.2%      
4,360   Spok Holdings, Inc.         52,930
             
    TRANSPORTATION & LOGISTICS - 0.3%      
10,121   Pangaea Logistics Solutions Ltd.         94,631
             
 
 

 

ZACKS SMALL-CAP CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 98.1% (Continued)      
    WHOLESALE - CONSUMER STAPLES - 0.3%      
5,880   Mission Produce, Inc.(a)       $ 83,437
             
               
    TOTAL COMMON STOCKS (Cost $24,432,607)    

  30,223,910

               
    TOTAL INVESTMENTS - 98.1% (Cost $24,432,607)     $ 30,223,910
    OTHER ASSETS IN EXCESS OF LIABILITIES- 1.9%    

575,859

    NET ASSETS - 100.0%        

$ 30,799,769

           
               
 

 

 

 

(a) Non-income producing security.

 

 
 

 

ZACKS DIVIDEND FUND
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 99.4%      
    AEROSPACE & DEFENSE - 3.5%      
5,123   General Dynamics Corporation       $ 1,829,167
3,870   L3Harris Technologies, Inc.         1,410,770
2,457   Lockheed Martin Corporation, Class B         1,616,903
             

4,856,840

    ASSET MANAGEMENT - 2.2%      
2,822   Blackrock, Inc.         3,000,435
             
    BANKING - 11.3%      
33,629   Bank of America Corporation         1,675,733
12,112   Citigroup, Inc.         1,334,621
13,823   Citizens Financial Group, Inc.         832,006
39,074   Fifth Third Bancorp         1,932,991
14,730   JPMorgan Chase & Company         4,423,419
6,498   PNC Financial Services Group, Inc. (The)         1,379,850
33,154   US Bancorp         1,812,198
24,575   Wells Fargo & Company         2,001,634
             

15,392,452

    BEVERAGES - 2.6%      
25,954   Coca-Cola Company (The)         2,116,808
8,819   PepsiCo, Inc.         1,496,937
             

3,613,745

    BIOTECH & PHARMA - 8.4%      
11,940   AbbVie, Inc.         2,771,035
7,600   Gilead Sciences, Inc.         1,132,020
14,953   Johnson & Johnson         3,714,774
19,452   Merck & Company, Inc.         2,408,547
51,899   Pfizer, Inc.         1,435,007
             

11,461,383

    CABLE & SATELLITE - 0.7%      
30,279   Comcast Corporation, Class A         937,438
             
    DIVERSIFIED INDUSTRIALS - 3.4%      
4,609   Parker-Hannifin Corporation         4,651,311
             
 
 

 

ZACKS DIVIDEND FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 99.4% (Continued)      
    ELECTRIC UTILITIES - 3.2%      
9,729   American Electric Power Company, Inc.       $ 1,301,935
16,028   Public Service Enterprise Group, Inc.         1,379,530
18,067   Southern Company (The)         1,759,364
             

4,440,829

    GAMING REITS - 0.4%      
12,029   Gaming and Leisure Properties, Inc.         588,338
             
    HEALTH CARE FACILITIES & SERVICES - 1.3%      
3,663   Cigna Group (The)         1,061,611
2,671   UnitedHealth Group, Inc.         783,324
             

1,844,935

    HEALTH CARE REIT - 0.4%      
30,407   Healthpeak Properties, Inc.         537,596
             
    HOUSEHOLD PRODUCTS - 2.4%      
19,836   Procter & Gamble Company (The)         3,316,579
             
    INDUSTRIAL REIT - 1.7%      
15,785   Prologis, Inc.         2,250,468
             
    INSTITUTIONAL FINANCIAL SERVICES - 2.5%      
20,157   Bank of New York Mellon Corporation (The)         2,400,699
5,788   Morgan Stanley         963,760
             

3,364,459

    INSURANCE - 4.2%      
7,082   Arthur J. Gallagher & Company         1,616,112
30,162   MetLife, Inc.         2,173,775
20,128   Prudential Financial, Inc.         1,980,193
             

5,770,080

    INTERNET MEDIA & SERVICES - 3.3%      
8,376   Alphabet, Inc., Class A         2,611,302
2,838   Meta Platforms, Inc., Class A         1,839,535
             

4,450,837
 
 

 

ZACKS DIVIDEND FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 99.4% (Continued)      
    LEISURE FACILITIES & SERVICES - 1.5%      
6,089   McDonald's Corporation       $ 2,076,714
             
    MACHINERY - 5.5%      
5,833   Caterpillar, Inc.         4,332,927
2,947   Deere & Company         1,855,755
12,691   Pentair PLC         1,258,820
             

7,447,502

    MEDICAL EQUIPMENT & DEVICES - 3.1%      
8,191   Abbott Laboratories         953,023
6,356   Becton Dickinson and Company         1,121,707
3,703   Danaher Corporation         780,000
13,829   Medtronic PLC         1,350,540
             

4,205,270

    MULTI ASSET CLASS REIT - 0.7%      
13,039   WP Carey, Inc.         973,361
             
    OIL & GAS PRODUCERS - 7.5%      
21,979   ConocoPhillips         2,493,737
28,435   Exxon Mobil Corporation         4,336,337
9,555   HF Sinclair Corporation         477,846
70,417   Kinder Morgan, Inc.         2,342,774
12,691   Ovintiv, Inc.         642,038
             

10,292,732

    REAL ESTATE INVESTMENT TRUSTS - 0.8%      
12,436   Crown Castle, Inc.         1,113,519
             
    RETAIL - CONSUMER STAPLES - 2.7%      
28,396   Walmart, Inc.         3,633,268
             
    RETAIL - DISCRETIONARY - 3.6%      
7,169   Ferguson Enterprises, Inc.         1,869,388
7,942   Home Depot, Inc. (The)         3,023,679
             

4,893,067
 
 

 

ZACKS DIVIDEND FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 99.4% (Continued)      
    SEMICONDUCTORS - 2.8%      
6,801   Broadcom, Inc.       $ 2,173,261
11,478   QUALCOMM, Inc.         1,634,008
             

3,807,269

    SOFTWARE - 1.8%      
6,445   Microsoft Corporation         2,531,209
             
    SPECIALTY FINANCE - 0.5%      
14,084   Fidelity National Financial, Inc.         744,762
             
    SPECIALTY REITS - 1.0%      
10,031   Lamar Advertising Company, Class A         1,381,670
             
    TECHNOLOGY HARDWARE - 2.5%      
42,738   Cisco Systems, Inc.         3,395,961
             
    TECHNOLOGY SERVICES - 2.6%      
2,750   Accenture PLC, Class A         573,980
3,311   Automatic Data Processing, Inc.         709,746
3,587   Broadridge Financial Solutions, Inc.         666,716
6,551   International Business Machines Corporation         1,573,615
             

3,524,057

    TELECOMMUNICATIONS - 3.1%      
67,592   AT&T, Inc.         1,893,252
47,624   Verizon Communications, Inc.         2,387,867
             

4,281,119

    TOBACCO & CANNABIS - 3.7%      
22,016   Altria Group, Inc.         1,519,985
18,703   Philip Morris International, Inc.         3,494,282
             

5,014,267

    TRANSPORTATION & LOGISTICS - 3.0%      
40,882   CSX Corporation         1,745,252
26,434   Delta Air Lines, Inc.         1,736,714
4,934   United Parcel Service, Inc., Class B         572,147
             

4,054,113
 
 

 

ZACKS DIVIDEND FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
February 28, 2026
 
Shares             Fair Value
    COMMON STOCKS — 99.4% (Continued)      
    TRANSPORTATION EQUIPMENT - 1.5%      
3,523   Cummins, Inc.       $ 2,056,974
             
               
    TOTAL COMMON STOCKS (Cost $93,702,853)    

  135,904,559

               
Shares             Fair Value
    SHORT-TERM INVESTMENT — 0.6%      
    MONEY MARKET FUND - 0.6%      
869,902   Federated Hermes Treasury Obligations Fund, Institutional Class, 3.55% (Cost $869,902)(a)         869,902
             
    TOTAL INVESTMENTS - 100.0% (Cost $94,572,755)     $ 136,774,461
    OTHER ASSETS IN EXCESS OF LIABILITIES- 0.0%    

49,661

    NET ASSETS - 100.0%        

$ 136,824,122

           
               
 

 

 

 

 

(a) Rate disclosed is the seven day effective yield as of February 28, 2026.