| Shares | | | Value | Percentage
of Net
Assets |
| COMMON STOCK: 99.1% |
| | | Communication Services: 12.0% |
| 634,213 | | Activision Blizzard, Inc. | $ 51,339,542 | 1.8 |
| 86,875 | (1) | Alphabet, Inc. - Class A | 127,324,000 | 4.4 |
| 1,155,622 | | Comcast Corp. – Class A | 53,459,074 | 1.8 |
| 1,644,056 | | Interpublic Group of Cos., Inc. | 27,406,414 | 0.9 |
| 1,187,550 | (2) | ViacomCBS, Inc. - Class B | 33,263,275 | 1.2 |
| 435,769 | | Walt Disney Co. | 54,070,218 | 1.9 |
| | | | 346,862,523 | 12.0 |
| | | | | |
| | | Consumer Discretionary: 10.7% |
| 25,064 | (1) | Amazon.com, Inc. | 78,919,769 | 2.7 |
| 299,304 | | Best Buy Co., Inc. | 33,309,542 | 1.2 |
| 266,475 | | Darden Restaurants, Inc. | 26,844,691 | 0.9 |
| 387,805 | | Hasbro, Inc. | 32,079,230 | 1.1 |
| 760,765 | | Las Vegas Sands Corp. | 35,497,295 | 1.2 |
| 530,497 | | Nike, Inc. - Class B | 66,598,593 | 2.3 |
| 648,106 | | TJX Cos., Inc. | 36,067,099 | 1.3 |
| | | | 309,316,219 | 10.7 |
| | | | | |
| | | Consumer Staples: 7.9% |
| 240,825 | | Constellation Brands, Inc. | 45,638,746 | 1.6 |
| 532,431 | | Philip Morris International, Inc. | 39,927,001 | 1.4 |
| 427,943 | | Procter & Gamble Co. | 59,479,798 | 2.0 |
| 677,720 | | Sysco Corp. | 42,167,738 | 1.4 |
| 309,074 | | Walmart, Inc. | 43,242,543 | 1.5 |
| | | | 230,455,826 | 7.9 |
| | | | | |
| | | Energy: 2.1% |
| 376,442 | | Chevron Corp. | 27,103,824 | 0.9 |
| 490,995 | | Concho Resources, Inc./Midland TX | 21,662,699 | 0.8 |
| 256,946 | | Valero Energy Corp. | 11,130,901 | 0.4 |
| | | | 59,897,424 | 2.1 |
| | | | | |
| | | Financials: 9.7% |
| 1,143,609 | | American International Group, Inc. | 31,483,556 | 1.1 |
| 653,531 | | Apollo Global Management, Inc. | 29,245,512 | 1.0 |
| 664,063 | | Citigroup, Inc. | 28,627,756 | 1.0 |
| 181,206 | | Goldman Sachs Group, Inc. | 36,416,970 | 1.2 |
| 842,233 | | Hartford Financial Services Group, Inc. | 31,044,708 | 1.1 |
| 587,261 | | Intercontinental Exchange, Inc. | 58,755,463 | 2.0 |
| 987,659 | | Truist Financial Corp. | 37,580,425 | 1.3 |
| 811,888 | | US Bancorp | 29,106,185 | 1.0 |
| | | | 282,260,575 | 9.7 |
| | | | | |
| | | Health Care: 13.7% |
| 578,429 | (1) | Alcon, Inc. | 32,941,531 | 1.1 |
| 19,834 | (1) | Biogen, Inc. | 5,626,509 | 0.2 |
| 849,858 | | Bristol-Myers Squibb Co. | 51,237,939 | 1.8 |
| 212,056 | | Cigna Corp. | 35,924,407 | 1.3 |
| 468,283 | | Johnson & Johnson | 69,717,973 | 2.4 |
| 670,178 | | Medtronic PLC | 69,644,898 | 2.4 |
| 377,746 | | Novartis AG ADR | 32,848,792 | 1.1 |
| 138,546 | | Thermo Fisher Scientific, Inc. | 61,170,830 | 2.1 |
| 271,902 | | Zimmer Biomet Holdings, Inc. | 37,016,738 | 1.3 |
| | | | 396,129,617 | 13.7 |
| | | | | |
| | | Industrials: 8.4% |
| 175,421 | | Cummins, Inc. | 37,041,898 | 1.3 |
| 155,664 | | L3Harris Technologies, Inc. | 26,437,974 | 0.9 |
| 240,461 | | Norfolk Southern Corp. | 51,456,250 | 1.8 |
| 187,221 | | Old Dominion Freight Line | 33,872,023 | 1.2 |
| 615,508 | | Raytheon Technologies Corp. | 35,416,330 | 1.2 |
| 511,240 | | Timken Co. | 27,719,433 | 0.9 |
| 182,792 | (1) | United Rentals, Inc. | 31,897,204 | 1.1 |
| | | | 243,841,112 | 8.4 |
| | | | | |
| | | Information Technology: 26.2% |
| 205,325 | (1) | Adobe, Inc. | 100,697,540 | 3.5 |
| 655,334 | | Apple, Inc. | 75,894,230 | 2.6 |
| 197,731 | | Broadcom, Inc. | 72,037,358 | 2.5 |
| 483,081 | (1) | Fiserv, Inc. | 49,781,497 | 1.7 |
| 2,544,329 | | HP, Inc. | 48,316,808 | 1.7 |
| 227,765 | | Intuit, Inc. | 74,299,221 | 2.5 |
| 941,579 | | Microsoft Corp. | 198,042,311 | 6.8 |
| 311,171 | | MKS Instruments, Inc. | 33,989,208 | 1.2 |
| 388,749 | | Motorola Solutions, Inc. | 60,959,731 | 2.1 |
| 369,931 | | NXP Semiconductor NV - NXPI - US | 46,171,088 | 1.6 |
| | | | 760,188,992 | 26.2 |
| | | | | |
| | | Materials: 2.8% |
| 100,807 | | Air Products & Chemicals, Inc. | 30,026,373 | 1.0 |
| 704,835 | | CF Industries Holdings, Inc. | 21,645,483 | 0.8 |
| 382,217 | | Eastman Chemical Co. | 29,858,792 | 1.0 |
| | | | 81,530,648 | 2.8 |
| | | | | |
| | | Real Estate: 2.7% |
| 508,556 | | ProLogis, Inc. | 51,170,905 | 1.8 |
| 4,186,170 | | VEREIT, Inc. | 27,210,105 | 0.9 |
| | | | 78,381,010 | 2.7 |
| | | | | |
| | | Utilities: 2.9% |
| 328,491 | | Entergy Corp. | 32,366,218 | 1.1 |
| 644,483 | | Exelon Corp. | 23,046,712 | 0.8 |
| 104,277 | | NextEra Energy, Inc. | 28,943,124 | 1.0 |
| | | | 84,356,054 | 2.9 |
| | | | | |
| | Total Common Stock | | |
| | (Cost $2,347,306,151) | 2,873,220,000 | 99.1 |
| Shares | | | Value | Percentage
of Net
Assets |
| OTHER(3): –% |
| | | Utilities: –% |
| 10,000,000 | (4),(5) | Southern Energy (Escrow) | $ – | – |
| | | | | |
| | Total Other | | |
| | (Cost $–) | – | – |
| | | | |
| | Total Long-Term Investments | | |
| | (Cost $2,347,306,151) | 2,873,220,000 | 99.1 |
| | | | |
| Principal Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: 1.8% |
| | | Repurchase Agreements: 1.0% |
| 1,265,465 | (6) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $1,265,470, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $1,290,774, due 09/01/29-02/20/69) | 1,265,465 | 0.1 |
| 2,241,289 | (6) | BNP Paribas S.A., Repurchase Agreement dated 09/30/20, 0.24%, due 10/01/20 (Repurchase Amount $2,241,304, collateralized by various U.S. Government Securities, 0.750%-7.875%, Market Value plus accrued interest $2,353,353, due 08/10/21-08/21/40) | 2,241,289 | 0.1 |
| 2,447,266 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $2,447,273, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $2,496,211, due 10/25/20-06/20/69) | 2,447,266 | 0.1 |
| 2,392,350 | (6) | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $2,392,358, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $2,440,207, due 10/08/20-08/15/50) | 2,392,350 | 0.1 |
| 1,700,781 | (6) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $1,700,787, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.875%, Market Value plus accrued interest $1,734,803, due 02/15/21-07/20/70) | 1,700,781 | 0.1 |
| 6,807,121 | (6) | National Bank Financial, Repurchase Agreement dated 09/30/20, 0.14%, due 10/01/20 (Repurchase Amount $6,807,147, collateralized by various U.S. Government Securities, 0.000%-6.750%, Market Value plus accrued interest $6,943,263, due 10/01/20-09/09/49) | 6,807,121 | 0.2 |
| 6,452,132 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $6,452,146, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $6,581,175, due 10/27/20-07/15/61) | 6,452,132 | 0.2 |
| Principal Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: (continued) |
| | | Repurchase Agreements (continued) |
| 1,156,481 | (6) | South Street Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,156,485, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,179,611, due 06/01/26-02/15/60) | $ 1,156,481 | 0.0 |
| 3,088,502 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $3,088,520, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,158,728, due 04/15/22-02/15/46) | 3,088,502 | 0.1 |
| | | | |
| | Total Repurchase Agreements | | |
| | (Cost $27,551,387) | 27,551,387 | 1.0 |
| Shares | | | Value | | Percentage
of Net
Assets |
| | | Mutual Funds(6): 0.8% |
| 565,000 | (6),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 565,000 | | 0.0 |
| 22,953,000 | (6),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 22,953,000 | | 0.8 |
| 565,000 | (6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.020% | 565,000 | | 0.0 |
| | Total Mutual Funds | | | |
| | (Cost $24,083,000) | 24,083,000 | | 0.8 |
| | | | | |
| | Total Short-Term Investments | | | |
| | (Cost $51,634,387) | 51,634,387 | | 1.8 |
| | | | | |
| | Total Investments in Securities
(Cost $2,398,940,538) | $ 2,924,854,387 | | 100.9 |
| | Liabilities in Excess of Other Assets | (26,972,479) | | (0.9) |
| | Net Assets | $ 2,897,881,908 | | 100.0 |
| † | Unless otherwise indicated, principal amount is shown in USD. |
| ADR | American Depositary Receipt |
| (1) | Non-income producing security. |
| (2) | Security, or a portion of the security, is on loan. |
| (3) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing. |
| (4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
| (5) | Restricted security as to resale, excluding Rule 144A securities. As of September 30, 2020, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
| (6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
| (7) | Rate shown is the 7-day yield as of September 30, 2020. |
The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 in valuing the assets and liabilities:
At September 30, 2020, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
