| Common Stocks — 99.1% |
| Security | Shares | Value | |
| Austria — 0.8% | |||
| Verbund AG | 14,076 | $ 1,020,015 | |
| $ 1,020,015 | |||
| Belgium — 0.9% | |||
| Elia Group SA(1) | 7,694 | $ 591,998 | |
| Umicore SA(1) | 64,890 | 669,789 | |
| $ 1,261,787 | |||
| Brazil — 1.7% | |||
| Energisa SA | 136,900 | $ 807,362 | |
| Engie Brasil Energia SA | 137,000 | 786,328 | |
| Sao Martinho SA | 185,552 | 696,743 | |
| $2,290,433 | |||
| Canada — 6.0% | |||
| Algonquin Power & Utilities Corp.(1) | 216,602 | $961,370 | |
| Boralex, Inc., Class A(1) | 45,677 | 912,301 | |
| Brookfield Asset Management Ltd., Class A | 12,774 | 692,797 | |
| Brookfield Renewable Corp. | 34,187 | 945,612 | |
| Brookfield Renewable Partners LP | 44,386 | 1,011,557 | |
| Cameco Corp.(1) | 15,576 | 800,878 | |
| Canadian Solar, Inc.(1)(2) | 47,411 | 527,210 | |
| Innergex Renewable Energy, Inc.(1) | 144,866 | 811,278 | |
| NFI Group, Inc.(1)(2) | 59,685 | 581,300 | |
| Northland Power, Inc.(1) | 74,014 | 921,667 | |
| $8,165,970 | |||
| Chile — 1.2% | |||
| Enel Americas SA | 10,517,836 | $923,849 | |
| Sociedad Quimica y Minera de Chile SA ADR(1) | 20,511 | 745,780 | |
| $1,669,629 | |||
| China — 5.2% | |||
| BYD Co. Ltd., Class H | 29,500 | $1,003,387 | |
| China Datang Corp. Renewable Power Co. Ltd., Class H | 3,181,000 | 848,557 | |
| China Everbright Environment Group Ltd. | 2,128,037 | 1,055,644 | |
| Flat Glass Group Co. Ltd., Class H(1) | 341,000 | 474,439 | |
| NIO, Inc. ADR(2) | 176,480 | 769,453 | |
| Xinyi Solar Holdings Ltd.(1) | 1,584,000 | 631,835 | |
| XPENG, Inc. ADR(2) | 68,172 | 805,793 | |
| Yadea Group Holdings Ltd.(3) | 436,000 | 720,620 | |
| Zhuzhou CRRC Times Electric Co. Ltd., Class H | 192,300 | 807,421 | |
| $7,117,149 | |||
| Denmark — 2.9% | |||
| NKT AS(2) | 9,911 | $711,016 | |
| Novonesis (Novozymes), Class B | 12,505 | 708,615 | |
| Orsted AS(2)(3) | 21,752 | 982,184 | |
| Rockwool AS, Class B | 2,010 | 715,231 | |
| Security | Shares | Value | |
| Denmark (continued) | |||
| Vestas Wind Systems AS(2) | 56,898 | $ 780,464 | |
| $ 3,897,510 | |||
| Finland — 0.8% | |||
| Kempower OYJ(1)(2) | 49,057 | $ 492,134 | |
| Neste OYJ(1) | 48,156 | 609,425 | |
| $ 1,101,559 | |||
| France — 5.6% | |||
| Alstom SA(1)(2) | 32,583 | $ 727,027 | |
| Cie de Saint-Gobain SA | 10,685 | 949,487 | |
| Danone SA | 10,728 | 724,995 | |
| Dassault Systemes SE | 21,246 | 735,195 | |
| Engie SA | 45,985 | 729,294 | |
| Legrand SA | 9,277 | 902,386 | |
| Neoen SA(3) | 25,269 | 1,038,106 | |
| Nexans SA | 6,459 | 697,775 | |
| Schneider Electric SE | 4,218 | 1,050,095 | |
| $7,554,360 | |||
| Germany — 6.8% | |||
| Bayerische Motoren Werke AG | 9,907 | $810,292 | |
| Daimler Truck Holding AG | 19,377 | 742,179 | |
| Deutsche Post AG | 19,951 | 704,317 | |
| Evonik Industries AG | 41,557 | 722,345 | |
| Infineon Technologies AG | 29,990 | 978,926 | |
| KION Group AG | 20,098 | 663,584 | |
| Mercedes-Benz Group AG | 13,098 | 730,236 | |
| Nordex SE(2) | 53,132 | 622,170 | |
| Siemens AG | 5,624 | 1,096,650 | |
| Siemens Energy AG(2) | 17,764 | 942,764 | |
| SMA Solar Technology AG | 34,461 | 481,271 | |
| Verbio SE | 57,499 | 707,522 | |
| $9,202,256 | |||
| Greece — 0.7% | |||
| Terna Energy SA | 43,716 | $902,532 | |
| $902,532 | |||
| Hong Kong — 0.6% | |||
| MTR Corp. Ltd. | 225,500 | $783,354 | |
| $783,354 | |||
| India — 2.0% | |||
| Exide Industries Ltd. | 130,514 | $633,819 | |
| Olectra Greentech Ltd. | 31,954 | 537,623 | |
| Siemens Ltd. | 9,185 | 699,495 | |
| Suzlon Energy Ltd.(2) | 1,105,402 | 800,457 | |
| $2,671,394 | |||
| Security | Shares | Value | |
| Ireland — 0.6% | |||
| Kingspan Group PLC | 11,391 | $ 828,097 | |
| $ 828,097 | |||
| Italy — 2.7% | |||
| Enel SpA | 100,419 | $ 716,607 | |
| ERG SpA(1) | 41,902 | 853,279 | |
| Prysmian SpA | 11,113 | 711,191 | |
| Snam SpA(1) | 157,228 | 696,953 | |
| Terna - Rete Elettrica Nazionale | 87,697 | 692,966 | |
| $3,670,996 | |||
| Japan — 5.6% | |||
| Azbil Corp. | 93,900 | $723,579 | |
| Central Japan Railway Co. | 43,100 | 808,795 | |
| Daikin Industries Ltd. | 7,800 | 910,110 | |
| East Japan Railway Co. | 45,900 | 812,930 | |
| Fuji Electric Co. Ltd. | 14,500 | 775,195 | |
| GS Yuasa Corp. | 42,700 | 709,423 | |
| Mitsubishi Electric Corp. | 55,900 | 943,913 | |
| Nidec Corp. | 39,900 | 716,670 | |
| Toyota Motor Corp.(1) | 64,500 | 1,259,378 | |
| $7,659,993 | |||
| Netherlands — 0.9% | |||
| Alfen NV(1)(2)(3) | 42,414 | $527,812 | |
| Signify NV(3) | 32,495 | 725,702 | |
| $1,253,514 | |||
| New Zealand — 2.2% | |||
| Contact Energy Ltd. | 204,247 | $1,084,302 | |
| Mercury NZ Ltd.(1) | 262,512 | 858,963 | |
| Meridian Energy Ltd. | 300,358 | 992,326 | |
| $2,935,591 | |||
| Norway — 1.1% | |||
| Norsk Hydro ASA | 118,586 | $652,303 | |
| Scatec ASA(2)(3) | 121,661 | 850,994 | |
| $1,503,297 | |||
| Portugal — 0.8% | |||
| EDP SA | 335,206 | $1,072,329 | |
| $1,072,329 | |||
| Singapore — 0.5% | |||
| City Developments Ltd. | 187,600 | $701,540 | |
| $701,540 | |||
| South Korea — 3.2% | |||
| CS Wind Corp. | 20,859 | $585,334 | |
| Doosan Fuel Cell Co. Ltd.(2) | 44,328 | 474,686 | |
| LG Chem Ltd. | 4,175 | 699,445 | |
| LG Display Co. Ltd.(2) | 102,360 | 624,679 | |
| Security | Shares | Value | |
| South Korea (continued) | |||
| LG Energy Solution Ltd.(2) | 3,119 | $ 728,399 | |
| LS Electric Co. Ltd. | 6,520 | 705,699 | |
| SK IE Technology Co. Ltd.(2)(3) | 30,507 | 460,296 | |
| $ 4,278,538 | |||
| Spain — 4.6% | |||
| Acciona SA(1) | 8,214 | $ 924,331 | |
| Construcciones y Auxiliar de Ferrocarriles SA | 16,803 | 608,361 | |
| Corp. ACCIONA Energias Renovables SA | 42,750 | 787,410 | |
| EDP Renovaveis SA(1) | 90,921 | 944,343 | |
| Ence Energia y Celulosa SA(1) | 269,679 | 865,396 | |
| Iberdrola SA | 51,422 | 708,606 | |
| Redeia Corp. SA(1) | 41,046 | 700,914 | |
| Solaria Energia y Medio Ambiente SA(1)(2) | 89,987 | 729,775 | |
| $6,269,136 | |||
| Sweden — 2.7% | |||
| AddTech AB, Class B | 29,431 | $801,932 | |
| Castellum AB(2) | 62,015 | 677,278 | |
| Fabege AB | 94,228 | 706,486 | |
| Munters Group AB(3) | 44,156 | 741,362 | |
| Nibe Industrier AB, Class B(1) | 191,441 | 748,144 | |
| $3,675,202 | |||
| Switzerland — 1.7% | |||
| ABB Ltd. | 18,373 | $992,114 | |
| Accelleron Industries AG | 13,961 | 720,026 | |
| Landis & Gyr Group AG | 9,501 | 602,122 | |
| $2,314,262 | |||
| Taiwan — 4.5% | |||
| Advanced Energy Solution Holding Co. Ltd. | 23,000 | $798,213 | |
| Chroma ATE, Inc. | 58,000 | 721,656 | |
| Chung-Hsin Electric & Machinery Manufacturing Corp. | 145,000 | 679,239 | |
| Delta Electronics, Inc. | 78,000 | 1,020,961 | |
| Everlight Electronics Co. Ltd. | 261,000 | 675,987 | |
| Simplo Technology Co. Ltd. | 61,000 | 738,463 | |
| Taiwan High Speed Rail Corp. | 795,000 | 673,807 | |
| Voltronic Power Technology Corp. | 13,000 | 735,866 | |
| $6,044,192 | |||
| Thailand — 0.3% | |||
| Energy Absolute PCL NVDR | 3,860,500 | $444,318 | |
| $444,318 | |||
| United Kingdom — 4.3% | |||
| Croda International PLC | 16,708 | $706,703 | |
| Drax Group PLC | 123,810 | 1,002,839 | |
| Johnson Matthey PLC | 42,223 | 708,366 | |
| Linde PLC | 1,580 | 661,499 | |
| National Grid PLC | 79,957 | 949,909 | |
| SSE PLC | 58,419 | 1,170,979 | |
| Security | Shares | Value | |
| United Kingdom (continued) | |||
| United Utilities Group PLC | 51,490 | $ 677,338 | |
| $ 5,877,633 | |||
| United States — 28.2% | |||
| AAON, Inc. | 6,128 | $ 721,143 | |
| Acuity Brands, Inc. | 2,627 | 767,426 | |
| AECOM | 6,264 | 669,120 | |
| AES Corp. | 56,186 | 723,114 | |
| Alaska Air Group, Inc.(2) | 13,929 | 901,903 | |
| Alphabet, Inc., Class A | 4,337 | 820,994 | |
| Ameresco, Inc., Class A(2) | 22,123 | 519,448 | |
| Applied Materials, Inc. | 4,194 | 682,070 | |
| Aptiv PLC(2) | 15,875 | 960,120 | |
| Arcadium Lithium PLC(2) | 150,312 | 771,101 | |
| Array Technologies, Inc.(1)(2) | 93,687 | 565,869 | |
| Autodesk, Inc.(2) | 2,510 | 741,881 | |
| Bloom Energy Corp., Class A(1)(2) | 28,675 | 636,872 | |
| BorgWarner, Inc. | 23,845 | 758,033 | |
| ChargePoint Holdings, Inc.(1)(2) | 463,451 | 495,893 | |
| Clearway Energy, Inc., Class C | 35,537 | 923,962 | |
| CRH PLC | 7,164 | 662,813 | |
| Cummins, Inc. | 1,954 | 681,164 | |
| Eaton Corp. PLC | 2,905 | 964,082 | |
| EnerSys | 7,779 | 719,013 | |
| Enphase Energy, Inc.(2) | 11,747 | 806,784 | |
| Equinix, Inc. | 746 | 703,396 | |
| FedEx Corp. | 2,421 | 681,100 | |
| First Solar, Inc.(2) | 4,566 | 804,712 | |
| General Mills, Inc. | 11,057 | 705,105 | |
| HA Sustainable Infrastructure Capital, Inc. | 23,137 | 620,766 | |
| Hubbell, Inc. | 2,017 | 844,901 | |
| International Business Machines Corp. | 3,222 | 708,292 | |
| Itron, Inc.(2) | 6,626 | 719,451 | |
| Johnson Controls International PLC | 11,931 | 941,714 | |
| Microsoft Corp. | 1,730 | 729,195 | |
| MYR Group, Inc.(2) | 4,546 | 676,308 | |
| NextEra Energy Partners LP | 55,023 | 979,409 | |
| NextEra Energy, Inc. | 9,308 | 667,291 | |
| NEXTracker, Inc., Class A(2) | 20,631 | 753,650 | |
| ON Semiconductor Corp.(2) | 13,307 | 839,006 | |
| Ormat Technologies, Inc. | 13,392 | 906,906 | |
| Owens Corning | 4,352 | 741,233 | |
| Power Integrations, Inc. | 11,615 | 716,646 | |
| Quanta Services, Inc. | 2,127 | 672,238 | |
| Rockwell Automation, Inc. | 2,482 | 709,331 | |
| Shoals Technologies Group, Inc., Class A(2) | 117,643 | 650,566 | |
| SolarEdge Technologies, Inc.(1)(2) | 39,526 | 537,554 | |
| Stanley Black & Decker, Inc. | 8,191 | 657,655 | |
| Sunrun, Inc.(1)(2) | 88,558 | 819,161 | |
| Tesla, Inc.(2) | 3,658 | 1,477,247 | |
| Trane Technologies PLC | 2,519 | 930,393 | |
| Security | Shares | Value | |
| United States (continued) | |||
| Universal Display Corp. | 4,956 | $ 724,567 | |
| Waste Management, Inc. | 3,210 | 647,746 | |
| Whirlpool Corp. | 6,576 | 752,820 | |
| Wolfspeed, Inc.(1)(2) | 67,363 | 448,638 | |
| $ 38,259,802 | |||
| Total Common Stocks (identified cost $173,620,566) | $134,426,388 | ||
| Rights — 0.2% |
| Security | Shares | Value | |
| Thailand — 0.2% | |||
| Electronic Arts, Inc., Exp. 1/21/25(2) | 3,860,500 | $ 221,926 | |
| Total Rights (identified cost $726,641) | $ 221,926 | ||
| Short-Term Investments — 6.0% |
| Affiliated Fund — 0.0%(4) | |||
| Security | Shares | Value | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.43%(5) | 2,530 | $ 2,530 | |
| Total Affiliated Fund (identified cost $2,530) | $ 2,530 | ||
| Securities Lending Collateral — 6.0% | |||
| Security | Shares | Value | |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.46%(6) | 8,171,820 | $ 8,171,820 | |
| Total Securities Lending Collateral (identified cost $8,171,820) | $ 8,171,820 | ||
| Total Short-Term Investments (identified cost $8,174,350) | $ 8,174,350 | ||
| Total Investments — 105.3% (identified cost $182,521,557) | $142,822,664 | |
| Other Assets, Less Liabilities — (5.3)% | $ (7,166,439) | |
| Net Assets — 100.0% | $135,656,225 |
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | |
| (1) | All or a portion of this security was on loan at December 31, 2024. The aggregate market value of securities on loan at December 31, 2024 was $15,868,532 and the total market value of the collateral received by the Fund was $16,734,734, comprised of cash of $8,171,820 and U.S. government and/or agencies securities of $8,562,914. |
| (2) | Non-income producing security. |
| (3) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2024, the aggregate value of these securities is $6,047,076 or 4.5% of the Fund's net assets. |
| (4) | Amount is less than 0.05%. |
| (5) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2024. |
| (6) | Represents investment of cash collateral received in connection with securities lending. |
| Economic Sectors | % of Net Assets |
| Industrials | 39.3% |
| Utilities | 26.1 |
| Information Technology | 12.8 |
| Consumer Discretionary | 7.9 |
| Materials | 6.3 |
| Real Estate | 2.1 |
| Consumer Staples | 1.6 |
| Energy | 1.6 |
| Financials | 1.0 |
| Communication Services | 0.6 |
| Total | 99.3% |
| Abbreviations: | |
| ADR | – American Depositary Receipt |
| NVDR | – Non-Voting Depository Receipt |
| PCL | – Public Company Limited |
| Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
| Short-Term Investments | ||||||||
| Liquidity Fund, Institutional Class(1) | $100,183 | $8,417,576 | $(8,515,229) | $ — | $ — | $2,530 | $2,979 | 2,530 |
| (1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
| Asset Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks: | ||||
| Austria | $ — | $1,020,015 | $ — | $1,020,015 |
| Belgium | — | 1,261,787 | — | 1,261,787 |
| Brazil | — | 2,290,433 | — | 2,290,433 |
| Canada | 8,165,970 | — | — | 8,165,970 |
| Chile | 745,780 | 923,849 | — | 1,669,629 |
| China | 1,575,246 | 5,541,903 | — | 7,117,149 |
| Denmark | — | 3,897,510 | — | 3,897,510 |
| Finland | — | 1,101,559 | — | 1,101,559 |
| France | — | 7,554,360 | — | 7,554,360 |
| Germany | — | 9,202,256 | — | 9,202,256 |
| Greece | — | 902,532 | — | 902,532 |
| Hong Kong | — | 783,354 | — | 783,354 |
| India | — | 2,671,394 | — | 2,671,394 |
| Ireland | — | 828,097 | — | 828,097 |
| Italy | — | 3,670,996 | — | 3,670,996 |
| Japan | — | 7,659,993 | — | 7,659,993 |
| Netherlands | — | 1,253,514 | — | 1,253,514 |
| New Zealand | — | 2,935,591 | — | 2,935,591 |
| Norway | — | 1,503,297 | — | 1,503,297 |
| Portugal | — | 1,072,329 | — | 1,072,329 |
| Singapore | — | 701,540 | — | 701,540 |
| South Korea | — | 4,278,538 | — | 4,278,538 |
| Spain | — | 6,269,136 | — | 6,269,136 |
| Sweden | — | 3,675,202 | — | 3,675,202 |
| Switzerland | — | 2,314,262 | — | 2,314,262 |
| Taiwan | — | 6,044,192 | — | 6,044,192 |
| Thailand | — | 444,318 | — | 444,318 |
| United Kingdom | 661,499 | 5,216,134 | — | 5,877,633 |
| United States | 38,259,802 | — | — | 38,259,802 |
| Total Common Stocks | $49,408,297 | $85,018,091(1) | $ — | $134,426,388 |
| Rights | $ — | $221,926 | $ — | $221,926 |
| Short-Term Investments: | ||||
| Affiliated Fund | 2,530 | — | — | 2,530 |
| Asset Description (continued) | Level 1 | Level 2 | Level 3 | Total |
| Securities Lending Collateral | $8,171,820 | $ — | $ — | $8,171,820 |
| Total Investments | $57,582,647 | $85,240,017 | $ — | $142,822,664 |
| (1) | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
