NPORT-EX 2 NPORT_5904040590992551.htm
Investment Portfolio as of September 30, 2020 (Unaudited)

 

 

DWS Small Cap Index VIP

 

 

  Shares   Value ($)
Common Stocks 98.6%
Communication Services 2.3%
Diversified Telecommunication Services 0.8%
Alaska Communications Systems Group, Inc.     9,664   19,328
Anterix, Inc.*     1,751   57,275
ATN International, Inc.     2,052   102,887
Bandwidth, Inc. "A"*     3,387   591,268
Cincinnati Bell, Inc.*     8,969   134,535
Cogent Communications Holdings, Inc.     7,403   444,550
Consolidated Communications Holdings, Inc.*     12,394   70,522
IDT Corp. "B"*     3,076   20,240
Iridium Communications, Inc.*     20,284   518,865
Liberty Latin America Ltd. "A"*     8,472   69,894
Liberty Latin America Ltd. "C"*     27,483   223,712
Ooma, Inc.*     3,608   47,084
Orbcomm, Inc.*     12,899   43,857
Vonage Holdings Corp.*     39,742   406,561
  2,750,578
Entertainment 0.2%
AMC Entertainment Holdings, Inc. "A" (a)   9,254   43,586
Cinemark Holdings, Inc. (a)   19,171   191,710
Eros STX Global Corp* (a)   23,773   52,538
Gaia, Inc.*     2,099   20,633
Glu Mobile, Inc.*     24,816   190,463
IMAX Corp.*     8,860   105,966
Liberty Media Corp.-Liberty Braves "A"*     1,868   39,004
Liberty Media Corp.-Liberty Braves "C"*     6,415   134,779
LiveXLive Media, Inc.*     7,885   20,462
Marcus Corp.     3,616   27,952
  827,093
Interactive Media & Services 0.4%
Cargurus, Inc.*     14,792   319,951
Cars.com, Inc.*     12,057   97,420
DHI Group, Inc.*     9,464   21,389
Eventbrite, Inc. "A"* (a)   11,367   123,332
EverQuote, Inc. "A"*     2,494   96,368
Liberty TripAdvisor Holdings, Inc. "A"*     13,010   22,507
QuinStreet, Inc.*     8,457   133,959
TrueCar, Inc.*     18,952   94,760
Yelp, Inc.*     12,509   251,306
  1,160,992
Media 0.7%
AMC Networks, Inc. "A"* (a)   6,938   171,438
Boston Omaha Corp. "A"*     2,173   34,768
Cardlytics, Inc.*     4,653   328,362
Central European Media Enterprises Ltd. "A"*     15,806   66,227
comScore, Inc.*     10,987   22,413
Daily Journal Corp.*     205   49,610
Emerald Holding, Inc.     4,554   9,290
Entercom Communications Corp. "A"     21,360   34,390
Entravision Communications Corp. "A"     11,617   17,658
Fluent, Inc.*     7,895   19,580
Gannett Co., Inc.     24,749   32,174
Gray Television, Inc.*     14,710   202,557
Hemisphere Media Group, Inc.*     2,832   24,610
iHeartMedia, Inc. "A"*     10,653   86,502
Loral Space & Communications, Inc.     2,284   41,797
Meredith Corp.     7,067   92,719
MSG Networks, Inc. "A"*     6,979   66,789
National CineMedia, Inc.     11,569   31,410
Saga Communications, Inc. "A"     704   13,996
Scholastic Corp.     5,161   108,329
Sinclair Broadcast Group, Inc. "A"     7,396   142,225
TechTarget, Inc.*     4,177   183,621
TEGNA, Inc.     37,739   443,433
The E.W. Scripps Co. "A"     10,255   117,317
Tribune Publishing Co.     2,716   31,669
WideOpenWest, Inc.*     9,801   50,867
  2,423,751
Wireless Telecommunication Services 0.2%
Boingo Wireless, Inc.*     7,811   79,633
Gogo, Inc.* (a)   9,006   83,215
Shenandoah Telecommunications Co.     8,267   367,344
Spok Holdings, Inc.     3,174   30,185
  560,377
Consumer Discretionary 13.3%
Auto Components 1.2%
Adient PLC*     14,960   259,257
American Axle & Manufacturing Holdings, Inc.*     20,159   116,317
Cooper Tire & Rubber Co.     8,979   284,634
Cooper-Standard Holdings, Inc.*     3,051   40,304
Dana, Inc.     24,753   304,957
Dorman Products, Inc.*     4,685   423,430
Fox Factory Holding Corp.*     7,199   535,102
Gentherm, Inc.*     5,562   227,486
Goodyear Tire & Rubber Co.     39,608   303,793
LCI Industries     4,236   450,245
Modine Manufacturing Co.*     8,735   54,594
Motorcar Parts of America, Inc.*     3,501   54,476
Standard Motor Products, Inc.     3,779   168,732
Stoneridge, Inc.*     4,778   87,772
Tenneco, Inc. "A"*     9,329   64,743
Visteon Corp.*     4,745   328,449
Workhorse Group, Inc.* (a)   16,562   418,687
Xpel, Inc.*     2,930   76,414
  4,199,392
Automobiles 0.1%
Winnebago Industries, Inc.     5,558   287,182
Distributors 0.1%
Core-Mark Holding Co., Inc.     7,577   219,203
Funko, Inc. "A"* (a)   4,715   27,300
Greenlane Holdings, Inc. "A"*     2,508   5,618
Weyco Group, Inc.     960   15,523
  267,644
Diversified Consumer Services 0.6%
Adtalem Global Education, Inc.*     9,310   228,467
American Public Education, Inc.*     2,547   71,800
Aspen Group Inc/co* (a)   3,451   38,548
Carriage Services, Inc.     2,914   65,011
Collectors Universe, Inc.     1,598   79,085
Franchise Group, Inc.     3,646   92,463
Houghton Mifflin Harcourt Co.*     18,628   32,226
K12, Inc.*     7,154   188,436
Laureate Education, Inc. "A"*     18,244   242,280
OneSpaWorld Holdings Ltd.     8,097   52,630
Perdoceo Education Corp.*     12,253   149,977
Regis Corp.*     4,169   25,598
Strategic Education, Inc.     4,138   378,503
Universal Technical Institute, Inc.*     5,358   27,219
Vivint Smart Home, Inc.*     12,500   213,500
WW International, Inc.*     8,447   159,395
  2,045,138
Hotels, Restaurants & Leisure 3.6%
Accel Entertainment, Inc.*     7,511   80,443
Biglari Holdings, Inc. "A"*     15   7,317
Biglari Holdings, Inc. "B"*     164   14,598
BJ's Restaurants, Inc.     3,662   107,809
Bloomin' Brands, Inc. (a)   14,862   226,943
Bluegreen Vacations Corp.     1,381   6,767
Bluegreen Vacations Holding Co.     2,407   32,230
Boyd Gaming Corp.     13,945   427,972
Brinker International, Inc.     7,851   335,395
Caesars Entertainment, Inc.*     24,378   1,366,631
Carrols Restaurant Group, Inc.*     6,279   40,499
Century Casinos, Inc.*     4,779   26,189
Churchill Downs, Inc.     6,591   1,079,738
Chuy's Holdings, Inc.*     3,303   64,673
Cracker Barrel Old Country Store, Inc.     4,083   468,157
Dave & Buster's Entertainment, Inc. (a)   7,355   111,502
Del Taco Restaurants, Inc.*     5,634   46,199
Denny's Corp.*     10,323   103,230
Dine Brands Global, Inc.     2,788   152,197
El Pollo Loco Holdings, Inc.*     3,155   51,111
Everi Holdings, Inc.*     14,546   120,004
Fiesta Restaurant Group, Inc.*     3,393   31,792
Gan Ltd.*     1,384   23,390
Golden Entertainment, Inc.*     3,233   44,712
Hilton Grand Vacations, Inc.*     14,556   305,385
International Game Technology PLC     17,537   195,187
Jack in the Box, Inc.     3,870   306,930
Kura Sushi USA, Inc. "A"*     598   7,834
Lindblad Expeditions Holdings, Inc.*     4,795   40,805
Marriott Vacations Worldwide Corp.     6,997   635,397
Monarch Casino & Resort, Inc.*     2,254   100,528
Nathan's Famous, Inc.     536   27,470
Noodles & Co.*     5,453   37,462
Papa John's International, Inc.     5,789   476,319
Penn National Gaming, Inc.*     26,523   1,928,222
PlayAGS, Inc.*     4,708   16,666
RCI Hospitality Holdings, Inc.     1,466   29,906
Red Robin Gourmet Burgers, Inc.*     2,426   31,926
Red Rock Resorts, Inc. "A" (a)   11,806   201,883
Ruth's Hospitality Group, Inc.     5,126   56,693
Scientific Games Corp. "A"*     10,093   352,347
SeaWorld Entertainment, Inc.*     9,119   179,827
Shake Shack, Inc. "A"*     6,027   388,621
Target Hospitality Corp.*     6,100   7,442
Texas Roadhouse, Inc.     11,402   693,128
The Cheesecake Factory, Inc. (a)   7,602   210,879
Twin River Worldwide Holdings, Inc. (a)   3,201   84,090
Wingstop, Inc.     5,183   708,257
  11,992,702
Household Durables 2.4%
Beazer Homes U.S.A., Inc.*     5,109   67,439
Casper Sleep, Inc.*     3,614   25,985
Cavco Industries, Inc.*     1,591   286,873
Century Communities, Inc.*     5,127   217,026
Ethan Allen Interiors, Inc.     4,220   57,139
GoPro, Inc. "A"*     22,961   104,013
Green Brick Partners, Inc.*     4,160   66,976
Hamilton Beach Brands Holding Co. "A"     1,206   23,457
Helen of Troy Ltd.*     4,381   847,811
Hooker Furniture Corp.     2,130   55,018
Installed Building Products, Inc.*     3,920   398,860
iRobot Corp.*     4,731   359,083
KB HOME     15,219   584,257
La-Z-Boy, Inc.     7,567   239,344
Legacy Housing Corp.*     1,580   21,614
LGI Homes, Inc.*     3,830   444,931
Lifetime Brands, Inc.     2,187   20,667
Lovesac Co.*     1,575   43,643
M.D.C. Holdings, Inc.     8,727   411,042
M/I Homes, Inc.*     4,896   225,461
Meritage Homes Corp.*     6,423   709,035
Purple Innovation, Inc.*     3,636   90,391
Skyline Champion Corp.*     8,911   238,547
Sonos, Inc.*     14,267   216,573
Taylor Morrison Home Corp.*     21,763   535,152
TopBuild Corp.*     5,733   978,566
TRI Pointe Group, Inc.*     22,231   403,270
Tupperware Brands Corp.     8,754   176,481
Turtle Beach Corp.*     2,513   45,737
Universal Electronics, Inc.*     2,371   89,481
VOXX International Corp.*     3,727   28,661
  8,012,533
Internet & Direct Marketing Retail 0.8%
1-800 FLOWERS.COM, Inc. "A"* (a)   4,455   111,108
CarParts.com, Inc.* (a)   3,932   42,505
Duluth Holdings, Inc. "B"*     1,991   24,330
Groupon, Inc.*     4,117   83,987
Lands' End, Inc.*     1,999   26,047
Liquidity Services, Inc.*     4,921   36,711
Magnite, Inc.* (a)   18,456   128,177
Overstock.com, Inc.* (a)   7,402   537,755
PetMed Express, Inc. (a)   3,470   109,721
Quotient Technology, Inc.*     15,281   112,774
RealReal, Inc.*     11,157   161,442
Shutterstock, Inc.     3,688   191,923
Stamps.com, Inc.*     2,962   713,694
Stitch Fix, Inc. "A"* (a)   9,570   259,634
Waitr Holdings, Inc.* (a)   14,195   45,708
  2,585,516
Leisure Products 0.7%
Acushnet Holdings Corp.     6,125   205,861
American Outdoor Brands, Inc.*     2,451   31,937
Callaway Golf Co.     15,947   305,226
Clarus Corp.     4,358   61,535
Escalade, Inc.     1,919   35,099
Johnson Outdoors, Inc. "A"     953   78,041
Malibu Boats, Inc. "A"*     3,671   181,935
Marine Products Corp.     1,244   19,456
MasterCraft Boat Holdings, Inc.*     3,249   56,825
Nautilus, Inc.*     5,224   89,644
Smith & Wesson Brands, Inc.     9,806   152,189
Sturm, Ruger & Co., Inc.     3,034   185,559
Vista Outdoor, Inc.*     10,447   210,820
YETI Holdings, Inc.*     13,817   626,186
  2,240,313
Multiline Retail 0.2%
Big Lots, Inc.     6,704   298,999
Dillard's, Inc. "A" (a)   1,418   51,785
Macy's, Inc.     53,520   305,064
  655,848
Specialty Retail 2.7%
Aaron's, Inc.     11,647   659,803
Abercrombie & Fitch Co. "A"     11,058   154,038
America's Car-Mart, Inc.*     1,097   93,113
American Eagle Outfitters, Inc.     25,875   383,209
Asbury Automotive Group, Inc.*     3,296   321,195
At Home Group, Inc.* (a)   9,026   134,126
Bed Bath & Beyond, Inc. (a)   21,602   323,598
Boot Barn Holdings, Inc.*     5,116   143,964
Caleres, Inc.     6,719   64,234
Camping World Holdings, Inc. "A"     5,868   174,573
Cato Corp. "A"     3,675   28,739
Chico's FAS, Inc.     21,424   20,835
Citi Trends, Inc.     1,884   47,062
Conn's, Inc.* (a)   3,031   32,068
Designer Brands, Inc. "A"     10,961   59,518
Envela Corp.*     1,440   6,178
Express, Inc.*     12,075   7,366
GameStop Corp. "A"* (a)   10,094   102,959
Genesco, Inc.*     2,548   54,884
Group 1 Automotive, Inc.     3,084   272,595
Growgeneration Corp.*     6,137   98,069
Guess?, Inc.     7,829   90,973
Haverty Furniture Companies, Inc.     3,107   65,061
Hibbett Sports, Inc.*     3,037   119,111
Hudson Ltd. "A"*     7,067   53,709
Lithia Motors, Inc. "A"     3,865   880,988
Lumber Liquidators Holdings, Inc.*     5,184   114,307
MarineMax, Inc.*     3,762   96,571
Monro, Inc.     5,598   227,111
Murphy USA, Inc.*     4,764   611,078
National Vision Holdings, Inc.*     13,860   530,006
Odp Corp.     9,364   182,130
OneWater Marine, Inc. "A"*     817   16,740
Rent-A-Center, Inc.     8,221   245,726
RH*     2,696   1,031,544
Sally Beauty Holdings, Inc.*     20,197   175,512
Shoe Carnival, Inc.     1,661   55,776
Signet Jewelers Ltd.     9,365   175,126
Sleep Number Corp.*     4,851   237,262
Sonic Automotive, Inc. "A"     4,278   171,804
Sportsman's Warehouse Holdings, Inc.*     7,659   109,600
The Buckle, Inc.     5,198   105,987
The Children's Place, Inc. (a)   2,646   75,014
The Container Store Group, Inc.*     2,885   17,916
The Michaels Companies, Inc.* (a)   13,367   129,058
Tilly's, Inc. "A"     3,823   23,053
Urban Outfitters, Inc.*     11,746   244,434
Winmark Corp.     519   89,361
Zumiez, Inc.*     3,736   103,936
  9,161,020
Textiles, Apparel & Luxury Goods 0.9%
Crocs, Inc.*     11,496   491,224
Deckers Outdoor Corp.*     4,853   1,067,709
Fossil Group, Inc.*     8,665   49,737
G-III Apparel Group Ltd.*     7,880   103,307
Kontoor Brands, Inc.* (a)   9,234   223,463
Lakeland Industries, Inc.*     1,429   28,294
Movado Group, Inc.     2,656   26,401
Oxford Industries, Inc.     2,940   118,658
Rocky Brands, Inc.     1,238   30,740
Steven Madden Ltd.     14,055   274,072
Superior Group of Company, Inc.     1,996   46,367
Unifi, Inc.*     2,631   33,782
Vera Bradley, Inc.*     3,753   22,931
Wolverine World Wide, Inc.     13,675   353,362
  2,870,047
Consumer Staples 3.4%
Beverages 0.3%
Celsius Holdings, Inc.*     6,161   139,916
Coca-Cola Bottling Co. Consolidated     845   203,375
Craft Brew Alliance, Inc.* (b)   2,104   34,716
MGP Ingredients, Inc. (a)   2,310   91,799
National Beverage Corp.* (a)   2,127   144,657
NewAge, Inc.* (a)   16,576   28,677
Primo Water Corp.     26,794   380,475
  1,023,615
Food & Staples Retailing 0.9%
BJ's Wholesale Club Holdings, Inc.*     23,977   996,244
HF Foods Group, Inc.* (a)   6,673   44,109
Ingles Markets, Inc. "A"     2,625   99,855
Natural Grocers by Vitamin Cottage, Inc.     1,700   16,762
Performance Food Group Co.*     22,683   785,285
PriceSmart, Inc.     3,871   257,228
Rite Aid Corp.* (a)   9,664   91,711
SpartanNash Co.     6,276   102,613
The Andersons, Inc.     5,596   107,275
The Chefs' Warehouse, Inc.*     4,894   71,159
United Natural Foods, Inc.*     9,568   142,276
Village Super Market, Inc. "A"     1,509   37,137
Weis Markets, Inc.     1,754   84,192
  2,835,846
Food Products 1.5%
Alico, Inc.     961   27,504
B&G Foods, Inc. (a)   11,383   316,106
Bridgford Foods Corp.*     322   5,896
Cal-Maine Foods, Inc.*     5,299   203,323
Calavo Growers, Inc.     2,956   195,894
Darling Ingredients, Inc.*     27,883   1,004,625
Farmer Brothers Co.*     3,038   13,428
Fresh Del Monte Produce, Inc. (a)   5,575   127,779
Freshpet, Inc.*     6,820   761,453
Hostess Brands, Inc.*     21,843   269,324
J & J Snack Foods Corp.     2,562   334,059
John B. Sanfilippo & Son, Inc.     1,575   118,724
Lancaster Colony Corp.     3,345   598,086
Landec Corp.*     4,455   43,303
Limoneira Co.     2,997   42,857
Sanderson Farms, Inc.     3,463   408,530
Seneca Foods Corp. "A"*     1,117   39,910
Simply Good Foods Co.*     14,567   321,202
Tootsie Roll Industries, Inc. (a)   2,837   87,663
Vital Farms, Inc.* (a)   1,610   65,253
  4,984,919
Household Products 0.2%
Central Garden & Pet Co.*     1,786   71,315
Central Garden & Pet Co. "A"*     7,066   255,365
Oil-Dri Corp. of America     930   33,266
WD-40 Co.     2,411   456,427
  816,373
Personal Products 0.4%
Bellring Brands, Inc. "A"*     7,104   147,337
Edgewell Personal Care Co.*     9,286   258,894
elf Beauty, Inc.*     7,507   137,903
Inter Parfums, Inc.     3,182   118,848
Lifevantage Corp.*     2,581   31,153
Medifast, Inc.     1,960   322,322
Nature's Sunshine Products, Inc.*     1,427   16,510
Revlon, Inc. "A"* (a)   1,271   8,033
USANA Health Sciences, Inc.*     2,070   152,455
Veru, Inc.*     9,244   24,219
  1,217,674
Tobacco 0.1%
Turning Point Brands, Inc.     2,057   57,390
Universal Corp.     4,379   183,392
Vector Group Ltd.     24,220   234,692
  475,474
Energy 1.9%
Energy Equipment & Services 0.5%
Archrock, Inc.     22,742   122,352
Aspen Aerogels, Inc.*     3,815   41,774
Bristow Group, Inc.*     1,144   24,310
Cactus, Inc. "A" (a)   8,545   163,978
Championx Corp.*     31,732   253,539
DMC Global, Inc.     2,580   84,985
Dril-Quip, Inc.*     6,266   155,146
Exterran Corp.*     4,890   20,342
Frank's International NV*     26,927   41,468
Helix Energy Solutions Group, Inc.*     25,200   60,732
Liberty Oilfield Services, Inc. "A"     11,198   89,472
Matrix Service Co.*     4,505   37,617
Nabors Industries Ltd. (a)   1,271   31,063
National Energy Services Reunited Corp.*     3,528   22,509
Newpark Resources, Inc.*     15,711   16,497
NexTier Oilfield Solutions, Inc.*     28,634   52,973
Oceaneering International, Inc.*     17,758   62,508
Oil States International, Inc.*     10,756   29,364
Patterson-UTI Energy, Inc.     32,865   93,665
ProPetro Holding Corp.*     14,296   58,042
RPC, Inc.*     10,105   26,677
SEACOR Holdings, Inc.*     3,425   99,599
Select Energy Services, Inc. "A"*     10,567   40,577
Solaris Oilfield Infrastructure, Inc. "A"     5,366   34,020
Tidewater, Inc.*     7,121   47,782
Transocean Ltd.* (a)   103,409   83,441
U.S. Silica Holdings, Inc.     13,188   39,564
  1,833,996
Oil, Gas & Consumable Fuels 1.4%
Adams Resources & Energy, Inc.     404   8,040
Antero Resources Corp.* (a)   43,386   119,312
Arch Resources, Inc.     2,717   115,418
Ardmore Shipping Corp.     5,725   20,381
Berry Corp.     12,653   40,110
Bonanza Creek Energy, Inc.*     3,342   62,830
Brigham Minerals, Inc. "A"     6,410   57,177
Clean Energy Fuels Corp.*     23,448   58,151
CNX Resources Corp.*     38,809   366,357
Comstock Resources, Inc.*     3,872   16,959
CONSOL Energy, Inc.*     4,697   20,808
Contango Oil & Gas Co.*     16,741   22,433
CVR Energy, Inc.     5,521   68,350
Delek U.S. Holdings, Inc.     11,041   122,886
DHT Holdings, Inc.     20,415   105,341
Diamond S Shipping, Inc.*     5,184   35,614
Dorian LPG Ltd.*     6,439   51,576
Earthstone Energy, Inc. "A"*     5,119   13,258
Energy Fuels, Inc.*     21,828   36,671
Evolution Petroleum Corp.     5,348   11,980
Falcon Minerals Corp.     7,120   17,373
Frontline Ltd. (a)   21,118   137,267
Golar LNG Ltd.*     16,320   98,818
Goodrich Petroleum Corp.*     1,605   12,342
Green Plains, Inc.*     6,037   93,453
Gulfport Energy Corp.*     28,635   15,094
International Seaways, Inc.     4,416   64,518
Kosmos Energy Ltd.     71,696   69,947
Magnolia Oil & Gas Corp. "A"*     22,378   115,694
Matador Resources Co.*     19,775   163,341
Montage Resources Corp.*     3,954   17,358
NACCO Industries, Inc. "A"     660   12,019
NextDecade Corp* (a)   4,427   13,192
Nordic American Tankers Ltd. (a)   24,782   86,489
Overseas Shipholding Group, Inc. "A"*     10,824   23,163
Ovintiv, Inc.     45,015   367,322
Par Pacific Holdings, Inc.*     7,462   50,518
PBF Energy, Inc. "A"     16,980   96,616
PDC Energy, Inc.* (a)   17,789   220,495
Peabody Energy Corp.     11,159   25,666
Penn Virginia Corp.*     2,508   24,704
PrimeEnergy Resources Corp.*     96   6,355
Range Resources Corp.     36,499   241,623
Renewable Energy Group, Inc.*     6,526   348,619
REX American Resources Corp.*     1,050   68,891
Scorpio Tankers, Inc. (a)   9,106   100,803
SFL Corp. Ltd.     16,669   124,851
SM Energy Co.     20,698   32,910
Southwestern Energy Co.*     101,797   239,223
Talos Energy, Inc.*     2,061   13,293
Tellurian, Inc.*     27,289   21,744
Uranium Energy Corp.*     34,451   34,341
W&T Offshore, Inc.*     16,020   28,836
Whiting Petroleum Corp.*     222   3,838
World Fuel Services Corp.     10,635   225,356
  4,569,724
Financials 14.6%
Banks 7.0%
1st Constitution Bancorp.     1,722   20,492
1st Source Corp.     2,879   88,788
ACNB Corp.     1,442   29,994
Allegiance Bancshares, Inc.     3,500   81,795
Altabancorp.     2,964   59,636
Amalgamated Bank "A"     2,558   27,064
Amerant Bancorp, Inc.*     4,236   39,437
American National Bankshares, Inc.     1,839   38,472
Ameris Bancorp.     11,834   269,579
Ames National Corp.     1,514   25,571
Arrow Financial Corp.     2,190   54,947
Atlantic Capital Bancshares, Inc.*     3,831   43,482
Atlantic Union Bankshares Corp.     13,236   282,853
Auburn National Bancorporation, Inc.     436   15,809
Banc of California, Inc.     7,527   76,173
BancFirst Corp.     3,263   133,261
BancorpSouth Bank     16,893   327,386
Bank First Corp.     1,094   64,218
Bank of Commerce Holdings     2,999   20,903
Bank of Marin Bancorp.     2,309   66,869
Bank of NT Butterfield & Son Ltd.     8,541   190,293
Bank of Princeton     1,156   21,005
Bank7 Corp.     588   5,527
BankFinancial Corp.     2,654   19,162
BankUnited, Inc.     15,664   343,198
Bankwell Financial Group, Inc.     1,267   17,928
Banner Corp.     6,204   200,141
Bar Harbor Bankshares     2,785   57,232
BayCom Corp.*     2,189   22,547
BCB Bancorp., Inc.     2,455   19,640
Berkshire Hills Bancorp., Inc.     7,855   79,414
Boston Private Financial Holdings, Inc.     14,608   80,636
Bridge Bancorp., Inc.     3,098   53,998
Brookline Bancorp., Inc.     13,781   119,137
Bryn Mawr Bank Corp.     3,657   90,950
Business First Bancshares, Inc.     2,761   41,415
Byline Bancorp., Inc.     4,537   51,177
C&F Financial Corp.     613   18,206
Cadence BanCorp.     22,213   190,810
California Bancorp, Inc.*     1,410   15,975
Cambridge Bancorp. (a)   1,120   59,539
Camden National Corp.     2,617   79,099
Capital Bancorp. Inc*     1,557   14,729
Capital City Bank Group, Inc.     2,530   47,539
Capstar Financial Holdings, Inc.     3,129   30,695
Carter Bank & Trust     3,961   26,341
Cathay General Bancorp.     12,895   279,564
CB Financial Services, Inc.     920   17,554
CBTX, Inc.     3,224   52,680
Central Pacific Financial Corp.     5,057   68,623
Central Valley Community Bancorp.     1,861   22,983
Century Bancorp., Inc. "A"     520   34,185
Chemung Financial Corp.     703   20,296
Choiceone Financial Services, Inc.     1,275   33,175
CIT Group, Inc.     17,574   311,236
Citizens & Northern Corp.     2,374   38,554
Citizens Holdings Co.     871   19,528
City Holding Co.     2,820   162,460
Civista Bancshares, Inc.     2,895   36,245
CNB Financial Corp.     2,541   37,785
Coastal Financial Corp.*     1,827   22,381
Codorus Valley Bancorp., Inc.     1,585   20,763
Colony Bankcorp, Inc.     1,369   14,717
Columbia Banking System, Inc.     12,224   291,542
Community Bank System, Inc.     9,208   501,468
Community Bankers Trust Corp.     3,937   20,000
Community Financial Corp.     915   19,535
Community Trust Bancorp., Inc.     2,719   76,839
ConnectOne Bancorp., Inc.     6,601   92,876
County Bancorp., Inc.     931   17,503
CrossFirst Bankshares, Inc.*     8,847   76,880
Customers Bancorp., Inc.*     5,382   60,278
CVB Financial Corp.     22,110   367,689
Dime Community Bancshares     5,347   60,475
Eagle Bancorp. Montana, Inc.     1,167   20,563
Eagle Bancorp., Inc.     5,639   151,069
Enterprise Bancorp., Inc.     1,527   32,098
Enterprise Financial Services Corp.     4,255   116,034
Equity Bancshares, Inc. "A"*     2,609   40,439
Esquire Financial Holdings, Inc.*     1,121   16,815
Evans Bancorp., Inc.     846   18,824
Farmers & Merchants Bancorp., Inc.     1,921   38,439
Farmers National Banc Corp.     4,549   49,675
FB Financial Corp.     5,554   139,516
Fidelity D&D Bancorp, Inc.     736   35,851
Financial Institutions, Inc.     2,920   44,968
First BanCorp.     38,150   199,143
First BanCorp. - North Carolina     5,020   105,069
First Bancorp., Inc.     1,840   38,787
First Bancshares, Inc.     3,627   76,058
First Bank     3,074   19,059
First Busey Corp.     8,849   140,611
First Business Financial Services, Inc.     1,434   20,492
First Capital, Inc.     597   33,462
First Choice Bancorp.     1,780   23,656
First Commonwealth Financial Corp.     17,379   134,513
First Community Bancshares, Inc.     3,068   55,377
First Community Corp.     1,338   18,237
First Financial Bancorp.     17,350   208,287
First Financial Bankshares, Inc.     22,271   621,584
First Financial Corp. - Indiana     2,272   71,341
First Foundation, Inc.     6,916   90,392
First Guaranty Bancshares, Inc.     514   6,225
First Internet Bancorp.     1,676   24,687
First Interstate BancSystem, Inc. "A"     7,074   225,307
First Merchants Corp.     9,618   222,753
First Mid-Illinois Bancshares, Inc.     2,680   66,866
First Midwest Bancorp., Inc.     20,338   219,244
First Northwest Bancorp.     1,649   16,325
First of Long Island Corp.     4,264   63,150
First Savings Financial Group, Inc.     348   18,910
First United Corp.     1,254   14,684
First Western Financial, Inc.*     1,163   15,061
Flushing Financial Corp.     4,988   52,474
FNCB Bancorp, Inc.     3,161   16,817
Franklin Financial Services Corp.     769   16,441
Fulton Financial Corp.     26,887   250,856
FVCBankcorp, Inc.*     2,234   22,340
German American Bancorp., Inc.     4,353   118,140
Glacier Bancorp., Inc.     16,493   528,601
Great Southern Bancorp., Inc.     2,071   75,012
Great Western Bancorp., Inc.     9,911   123,392
Guaranty Bancshares, Inc.     1,309   32,581
Hancock Whitney Corp.     14,547   273,629
Hanmi Financial Corp.     5,734   47,076
Harborone Bancorp, Inc.*     9,227   74,462
Hawthorn Bancshares, Inc.     1,084   20,531
HBT Financial, Inc.     1,956   21,946
Heartland Financial U.S.A., Inc.     6,205   186,119
Heritage Commerce Corp.     10,779   71,734
Heritage Financial Corp.     6,448   118,579
Hilltop Holdings, Inc.     12,923   265,955
Home Bancshares, Inc.     26,208   397,313
HomeTrust Bancshares, Inc.     2,976   40,414
Hope Bancorp., Inc.     20,718   157,146
Horizon Bancorp, Inc.     7,556   76,240
Howard Bancorp., Inc.*     2,502   22,468
Independent Bank Corp.     5,595   293,066
Independent Bank Corp./Michigan     3,955   49,714
Independent Bank Group, Inc.     6,293   278,025
International Bancshares Corp.     9,039   235,556
Investar Holding Corp.     1,915   24,550
Investors Bancorp., Inc.     39,219   284,730
Lakeland Bancorp., Inc.     8,533   84,903
Lakeland Financial Corp.     4,345   179,014
Landmark Bancorp. Inc/manhattan Ks     694   14,817
LCNB Corp.     2,332   31,832
Level One Bancorp, Inc.     921   14,368
Limestone Bancorp, Inc.*     940   9,889
Live Oak Bancshares, Inc.     5,032   127,461
Macatawa Bank Corp.     4,755   31,050
Mackinac Financial Corp.     1,700   16,405
MainStreet Bancshares, Inc.*     1,307   15,998
Mercantile Bank Corp.     2,942   53,015
Meridian Corp.     999   16,114
Metrocity Bankshares, Inc.     3,232   42,565
Metropolitan Bank Holding Corp.*     1,295   36,260
Mid Penn Bancorp, Inc.     1,273   22,036
Middlefield Banc Corp.     1,114   21,500
Midland States Bancorp., Inc.     4,132   53,096
MidWestOne Financial Group, Inc.     2,752   49,178
MVB Financial Corp.     1,707   27,261
National Bank Holdings Corp. "A"     5,233   137,366
National Bankshares, Inc.     1,117   28,294
NBT Bancorp., Inc.     7,608   204,047
Nicolet Bankshares, Inc.*     1,653   90,270
Northeast Bank*     1,409   25,926
Northrim BanCorp., Inc.     1,086   27,682
Norwood Financial Corp.     1,066   25,925
Oak Valley Bancorp.     1,299   14,887
OceanFirst Financial Corp.     10,242   140,213
OFG Bancorp.     9,014   112,314
Ohio Valley Banc Corp.     758   15,660
Old National Bancorp.     28,039   352,170
Old Second Bancorp., Inc.     5,377   40,301
Origin Bancorp, Inc.     3,893   83,154
Orrstown Financial Services, Inc.     1,832   23,450
Pacific Premier Bancorp., Inc.     13,600   273,904
Park National Corp. (a)   2,573   210,883
Parke Bancorp., Inc.     1,830   21,850
Partners Bancorp.     1,827   10,286
PCB Bancorp.     2,369   20,824
Peapack-Gladstone Financial Corp.     3,300   49,995
Penns Woods Bancorp., Inc.     1,246   24,733
Peoples Bancorp. of North Carolina, Inc.     847   13,069
Peoples Bancorp., Inc.     3,058   58,377
Peoples Financial Services Corp.     1,193   41,469
Plumas Bancorp.     862   16,964
Preferred Bank     2,539   81,553
Premier Financial Bancorp., Inc.     2,273   24,548
Professional Holding Corp. "A"*     1,301   17,446
QCR Holdings, Inc.     2,695   73,870
RBB Bancorp.     2,922   33,135
Red River Bancshares, Inc.     923   39,689
Reliant Bancorp., Inc.     2,868   41,586
Renasant Corp.     9,679   219,907
Republic Bancorp., Inc. "A"     1,700   47,872
Republic First Bancorp., Inc.*     8,082   16,002
Richmond Mutual Bancorp., Inc.     2,083   22,038
S&T Bancorp., Inc.     6,774   119,832
Salisbury Bancorp, Inc.     472   14,920
Sandy Spring Bancorp., Inc.     8,148   188,056
Sb Financial Group, Inc.     1,324   17,861
Seacoast Banking Corp. of Florida*     9,112   164,289
Select Bancorp, Inc.*     2,954   21,239
ServisFirst Bancshares, Inc.     8,287   282,007
Shore Bancshares, Inc.     2,489   27,329
Sierra Bancorp.     2,586   43,419
Silvergate Capital Corp. "A"*     2,879   41,458
Simmons First National Corp. "A"     18,387   291,526
SmartFinancial, Inc.     2,699   36,679
South Plains Financial, Inc.     2,062   25,589
South State Corp.     12,069   581,122
Southern First Bancshares, Inc.*     1,312   31,685
Southern National Bancorp. of Virginia, Inc.     3,587   31,135
Southside Bancshares, Inc.     5,636   137,687
Spirit of Texas Bancshares, Inc.*     2,479   27,666
Stock Yards Bancorp., Inc.     3,578   121,795
Summit Financial Group, Inc.     1,936   28,672
Texas Capital Bancshares, Inc.*     8,547   266,068
The Bancorp., Inc.*     9,106   78,676
Tompkins Financial Corp. (a)   2,557   145,263
TowneBank     11,879   194,816
TriCo Bancshares     4,689   114,834
TriState Capital Holdings, Inc.*     4,876   64,558
Triumph Bancorp., Inc.*     3,741   116,495
Trustmark Corp.     10,646   227,931
UMB Financial Corp.     7,459   365,566
United Bankshares, Inc.     21,288   457,053
United Community Banks, Inc.     13,935   235,920
United Securities Bancshares     2,548   15,568
Unity Bancorp., Inc.     1,412   16,351
Univest Corp. of Pennsylvania     5,377   77,267
Valley National Bancorp.     68,431   468,752
Veritex Holdings, Inc.     8,593   146,339
Washington Trust Bancorp., Inc.     3,024   92,716
WesBanco, Inc.     11,589   247,541
West Bancorp.     3,031   48,011
Westamerica Bancorp.     4,424   240,444
  23,452,910
Capital Markets 1.5%
Artisan Partners Asset Management, Inc. "A"     9,714   378,749
Assetmark Financial Holdings, Inc.*     2,856   62,089
Associated Capital Group, Inc. "A"     276   9,972
B. Riley Financial, Inc.     3,457   86,632
BGC Partners, Inc. "A"     54,574   130,978
Blucora, Inc.*     8,257   77,781
Brightsphere Investment Group, Inc.     11,117   143,409
Cohen & Steers, Inc.     4,139   230,708
Cowen, Inc. "A"     4,730   76,957
Diamond Hill Investment Group     564   71,245
Donnelley Financial Solutions, Inc.*     5,454   72,865
Federated Hermes, Inc.     16,522   355,388
Focus Financial Partners, Inc. "A"*     5,580   182,968
GAMCO Investors, Inc. "A"     957   11,073
Greenhill & Co., Inc.     2,454   27,853
Hamilton Lane, Inc. "A"     5,135   331,670
Houlihan Lokey, Inc.     8,799   519,581
Moelis & Co. "A"     8,999   316,225
Oppenheimer Holdings, Inc. "A"     1,751   39,082
Piper Sandler Companies     3,074   224,402
PJT Partners, Inc. "A" (a)   3,984   241,470
Pzena Investment Management, Inc. "A"     3,077   16,493
Safeguard Scientifics, Inc.     3,490   19,125
Sculptor Capital Management, Inc.     3,113   36,547
Siebert Financial Corp.*     2,244   7,248
Silvercrest Asset Management Group, Inc. "A"     1,608   16,820
Stifel Financial Corp.     11,487   580,783
StoneX Group, Inc.*     2,938   150,308
Value Line, Inc.     187   4,619
Virtus Investment Partners, Inc.     1,318   182,741
Waddell & Reed Financial, Inc. "A"     11,604   172,319
Westwood Holdings Group, Inc.     1,479   16,476
WisdomTree Investments, Inc.     25,847   82,710
  4,877,286
Consumer Finance 0.7%
Atlanticus Holdings Corp.*     928   11,043
Curo Group Holdings Corp.     3,408   24,027
Encore Capital Group, Inc.*     5,579   215,294
Enova International, Inc.*     5,206   85,326
EZCORP, Inc. "A"*     8,528   42,896
FirstCash, Inc.     6,978   399,212
Green Dot Corp. "A"*     8,733   441,977
Lendingclub Corp.*     12,322   58,037
Navient Corp.     34,063   287,832
Nelnet, Inc. "A"     2,889   174,062
Oportun Financial Corp.*     3,632   42,821
PRA Group, Inc.*     7,695   307,415
Regional Management Corp.*     1,560   25,990
World Acceptance Corp.* (a)   746   78,740
  2,194,672
Diversified Financial Services 0.2%
A-mark Precious Metals, Inc.     916   30,888
Alerus Financial Corp.     2,780   54,488
Banco Latinoamericano de Comercio Exterior SA "E"     5,536   67,262
Cannae Holdings, Inc.*     15,158   564,787
GWG Holdings, Inc.*     642   5,521
Marlin Business Services Corp.     1,586   11,181
Swk Holdings Corp.*     653   9,142
  743,269
Insurance 2.3%
Ambac Financial Group, Inc.*     8,051   102,811
American Equity Investment Life Holding Co.     15,468   340,141
AMERISAFE, Inc.     3,436   197,089
Argo Group International Holdings Ltd.     5,813   200,142
BRP Group, Inc. "A"*     5,598   139,446
Citizens, Inc.* (a)   9,311   51,583
CNO Financial Group, Inc.     24,237   388,761
Crawford & Co. "A"     3,038   19,869
Donegal Group, Inc. "A"     1,923   27,057
eHealth, Inc.*     4,352   343,808
Employers Holdings, Inc.     4,771   144,323
Enstar Group Ltd.*     2,050   331,075
FBL Financial Group, Inc. "A"     1,723   83,049
FedNat Holding, Co.     2,451   15,490
Genworth Financial, Inc. "A"*     85,780   287,363
Goosehead Insurance, Inc. "A"     2,312   200,196
Greenlight Capital Re Ltd. "A"*     5,111   34,397
HCI Group, Inc.     1,086   53,529
Heritage Insurance Holdings, Inc.     4,636   46,916
Horace Mann Educators Corp.     7,014   234,268
Independence Holding Co.     889   33,524
Investors Title Co.     242   31,474
James River Group Holdings Ltd.     5,052   224,966
Kinsale Capital Group, Inc.     3,653   694,728
MBIA, Inc.* (a)   7,982   48,371
National General Holdings Corp.     11,681   394,234
National Western Life Group, Inc. "A"     456   83,343
NI Holdings, Inc.*     1,683   28,426
Palomar Holdings, Inc.*     3,504   365,257
ProAssurance Corp.     9,547   149,315
ProSight Global, Inc.*     1,658   18,802
Protective Insurance Corp. "B"     1,579   20,732
RLI Corp.     6,823   571,290
Safety Insurance Group, Inc.     2,417   166,991
Selective Insurance Group, Inc.     10,179   524,117
Selectquote, Inc.*     5,205   105,401
State Auto Financial Corp.     3,257   44,816
Stewart Information Services Corp.     4,412   192,937
Third Point Reinsurance Ltd.*     14,390   100,010
Tiptree, Inc.     4,324   21,404
Trean Insurance Group, Inc.*     1,465   22,341
Trupanion, Inc.* (a)   5,086   401,285
United Fire Group, Inc.     3,717   75,529
United Insurance Holdings Corp.     3,590   21,755
Universal Insurance Holdings, Inc.     4,992   69,089
Vericity, Inc.     465   4,743
Watford Holdings Ltd.*     3,139   72,009
  7,728,202
Mortgage Real Estate Investment Trusts (REITs) 1.3%
Anworth Mortgage Asset Corp.      18,024   29,559
Apollo Commercial Real Estate Finance, Inc.      25,034   225,556
Arbor Realty Trust, Inc.      18,491   212,092
Ares Commercial Real Estate Corp.      5,546   50,691
Arlington Asset Investment Corp. "A"     6,671   18,946
ARMOUR Residential REIT, Inc.      11,483   109,203
Blackstone Mortgage Trust, Inc. ,"A"     23,714   520,997
Broadmark Realty Capital, Inc.      22,958   226,366
Capstead Mortgage Corp.      17,366   97,597
Cherry Hill Mortgage Investment Corp.      2,848   25,575
Chimera Investment Corp.      32,632   267,582
Colony Credit Real Estate, Inc.      14,864   72,982
Dynex Capital, Inc.      3,953   60,125
Ellington Financial, Inc.      7,301   89,510
Ellington Residential Mortgage REIT      1,675   18,593
Granite Point Mortgage Trust, Inc.      9,605   68,100
Great Ajax Corp.      3,849   31,908
Hannon Armstrong Sustainable Infrastructure Capital, Inc.      12,655   534,927
Invesco Mortgage Capital, Inc.  (a)   29,366   79,582
KKR Real Estate Finance Trust, Inc.      5,057   83,592
Ladder Capital Corp.      18,902   134,582
MFA Financial, Inc.      80,774   216,474
New York Mortgage Trust, Inc.      68,051   173,530
Orchid Island Capital, Inc.  (a)   12,414   62,194
PennyMac Mortgage Investment Trust      16,859   270,924
Ready Capital Corp.      6,945   77,784
Redwood Trust, Inc.      20,492   154,100
TPG RE Finance Trust, Inc.      10,644   90,048
Two Harbors Investment Corp.      48,742   248,097
Western Asset Mortgage Capital Corp.      9,007   18,374
  4,269,590
Thrifts & Mortgage Finance 1.6%
Axos Financial, Inc.*     10,263   239,231
Bogota Financial Corp.*     1,088   8,291
Bridgewater Bancshares, Inc.*     4,096   38,871
Capitol Federal Financial, Inc.     23,662   219,228
Columbia Financial, Inc.*     8,632   95,815
ESSA Bancorp., Inc.     1,656   20,418
Essent Group Ltd.     19,035   704,485
Federal Agricultural Mortgage Corp. "C"     1,631   103,829
Flagstar Bancorp., Inc.     7,181   212,773
FS Bancorp, Inc.     707   28,987
Greene County Bancorp., Inc.     571   12,385
Hingham Institution for Savings     247   45,448
Home Bancorp., Inc.     1,408   34,003
HomeStreet, Inc.     4,081   105,127
Kearny Financial Corp.     14,638   105,540
Luther Burbank Corp.     3,158   26,369
Merchants Bancorp.     1,599   31,516
Meridian Bancorp., Inc.     7,968   82,469
Meta Financial Group, Inc.     5,946   114,282
MMA Capital Holdings, Inc.*     909   20,462
Mr Cooper Group, Inc.*     13,018   290,562
NMI Holdings, Inc. "A"*     13,920   247,776
Northfield Bancorp., Inc.     8,059   73,498
Northwest Bancshares, Inc.     20,768   191,066
Oconee Federal Financial Corp.     194   4,229
OP Bancorp.     2,318   13,259
PCSB Financial Corp.     2,806   33,868
PennyMac Financial Services, Inc.     7,279   423,056
Pioneer Bancorp. Inc.*     1,979   17,574
Ponce de Leon Federal Bank*     1,616   14,253
Premier Financial Corp.     6,385   99,446
Provident Bancorp, Inc.     1,687   13,142
Provident Financial Holdings, Inc.     1,084   12,900
Provident Financial Services, Inc.     12,844   156,697
Prudential Bancorp., Inc.     1,575   16,601
Radian Group, Inc.     32,877   480,333
Riverview Bancorp., Inc.     3,700   15,355
Security National Financial Corp. "A"*     1,737   11,117
Southern Missouri Bancorp., Inc.     1,308   30,843
Standard Avb Financial Corp.     719   23,475
Sterling Bancorp., Inc.     3,148   9,475
Territorial Bancorp., Inc.     1,316   26,623
Timberland Bancorp., Inc.     1,398   25,164
TrustCo Bank Corp.     17,561   91,668
Walker & Dunlop, Inc.     4,792   253,976
Washington Federal, Inc.     12,826   267,550
Waterstone Financial, Inc.     3,946   61,124
Western New England Bancorp, Inc.     4,291   24,158
WSFS Financial Corp.     8,937   241,031
  5,419,348
Health Care 21.2%
Biotechnology 10.9%
89bio, Inc.*     1,023   26,250
Abeona Therapeutics, Inc.*     11,128   11,351
ADMA Biologics, Inc.* (a)   11,244   26,873
Aduro Biotech, Inc.*     11,642   28,290
Adverum Biotechnologies, Inc.* (a)   14,748   151,904
Aeglea BioTherapeutics, Inc.*     7,841   55,593
Affimed NV*     13,800   46,782
Agenus, Inc.* (a)   27,081   108,324
Aimmune Therapeutics, Inc.* (a)   7,915   272,672
Akcea Therapeutics, Inc.*     3,081   55,889
Akebia Therapeutics, Inc.*     23,330   58,558
Akero Therapeutics, Inc.*     2,282   70,263
Akouos, Inc.* (a)   2,251   51,480
Albireo Pharma, Inc.*     2,307   76,985
Alector, Inc.*     8,237   86,777
Allakos, Inc.*     4,243   345,592
Allogene Therapeutics, Inc.*     9,447   356,246
Allovir, Inc.*     2,899   79,723
ALX Oncology Holdings, Inc.*     1,724   65,064
Amicus Therapeutics, Inc.*     44,534   628,820
AnaptysBio, Inc.*     3,710   54,723
Anavex Life Sciences Corp.*     8,836   40,204
Anika Therapeutics, Inc.*     2,478   87,696
Annexon, Inc.*     2,340   70,738
Apellis Pharmaceuticals, Inc.*     10,451   315,307
Applied Genetic Technologies Corp.*     4,364   21,209
Applied Molecular Transport, Inc.* (a)   2,085   66,345
Applied Therapeutics, Inc.*     2,489   51,672
Aprea Therapeutics, Inc.*     1,342   32,289
Aptinyx, Inc.*     4,594   15,528
Aravive, Inc.*     2,270   10,669
Arcturus Therapeutics Holdings, Inc.* (a)   2,915   125,054
Arcus Biosciences, Inc.*     7,040   120,666
Arcutis Biotherapeutics, Inc.* (a)   3,030   88,779
Ardelyx, Inc.*     12,750   66,938
Arena Pharmaceuticals, Inc.*     10,094   754,930
Arrowhead Pharmaceuticals, Inc.* (a)   17,455   751,612
Assembly Biosciences, Inc.*     5,478   90,058
Atara Biotherapeutics, Inc.*     12,195   158,047
Athenex, Inc.*     10,295   124,570
Athersys, Inc.* (a)   30,069   58,635
Atreca, Inc. "A"*     4,466   62,390
Aveo Pharmaceuticals, Inc.*     3,690   21,919
Avid Bioservices, Inc.*     10,374   79,050
Avidity Biosciences, Inc.*     2,767   77,891
Avrobio, Inc.*     5,453   70,998
Axcella Health, Inc.*     1,369   6,325
Beam Therapeutics, Inc.* (a)   6,142   151,216
Beyondspring, Inc.* (a)   2,517   33,501
BioCryst Pharmaceuticals, Inc.* (a)   29,113   100,003
Biohaven Pharmaceutical Holding Co., Ltd.*     8,449   549,270
BioSpecifics Technologies Corp.*     1,039   54,890
Bioxcel Therapeutics, Inc.* (a)   2,050   88,888
Black Diamond Therapeutics, Inc.*     2,928   88,513
Blueprint Medicines Corp.*     9,718   900,859
Brainstorm Cell Therapeutics, Inc.* (a)   4,968   84,059
Bridgebio Pharma, Inc.*     12,709   476,842
Cabaletta Bio, Inc.*     2,416   26,189
Calithera Biosciences, Inc.*     12,297   42,425
Calyxt, Inc.* (a)   1,724   9,465
CareDx, Inc.*     8,355   316,989
CASI Pharmaceuticals, Inc.*     9,558   14,624
Castle Biosciences, Inc.*     2,045   105,215
Catabasis Pharmaceuticals, Inc.*     3,373   20,879
Catalyst Biosciences, Inc.*     3,253   13,988
Catalyst Pharmaceuticals, Inc.* (a)   16,764   49,789
CEL-SCI Corp* (a)   5,867   74,804
Cellular Biomedicine Group, Inc.*     2,152   39,468
Centogene NV*     1,413   13,367
Checkmate Pharmaceuticals, Inc.*     609   7,010
Checkpoint Therapeutics, Inc.*     8,015   21,480
ChemoCentryx, Inc.*     8,773   480,760
Chimerix, Inc.*     7,890   19,646
Cidara Therapeutics, Inc.*     6,224   17,738
Clovis Oncology, Inc.* (a)   13,590   79,230
Cohbar, Inc.*     4,570   4,340
Coherus Biosciences, Inc.*     10,233   187,673
Concert Pharmaceuticals, Inc.*     5,344   52,478
Constellation Pharmaceuticals, Inc.*     5,205   105,453
Contrafect Corp.*     3,791   20,017
Corbus Pharmaceuticals Holdings, Inc.* (a)   11,734   21,121
Cortexyme, Inc.* (a)   2,817   140,850
Crinetics Pharmaceuticals, Inc.*     4,739   74,260
Cue Biopharma, Inc.*     4,881   73,459
Cyclerion Therapeutics, Inc.*     3,714   22,581
Cytokinetics, Inc.*     11,476   248,455
CytomX Therapeutics, Inc.*     7,907   52,582
Deciphera Pharmaceuticals, Inc.*     6,596   338,375
Denali Therapeutics, Inc.*     11,090   397,355
DermTech, Inc.*     1,520   18,164
Dicerna Pharmaceuticals, Inc.*     11,624   209,116
Dyadic International, Inc.*     3,593   27,199
Dynavax Technologies Corp.*     17,284   74,667
Eagle Pharmaceuticals, Inc.*     1,908   81,052
Editas Medicine, Inc.* (a)   10,867   304,928
Eidos Therapeutics, Inc.*     1,997   100,908
Eiger BioPharmaceuticals, Inc.*     4,323   35,189
Emergent BioSolutions, Inc.*     7,792   805,147
Enanta Pharmaceuticals, Inc.*     3,352   153,455
Enochian Biosciences, Inc.* (a)   2,438   8,728
Epizyme, Inc.*     15,949   190,272
Esperion Therapeutics, Inc.* (a)   4,629   172,060
Evelo Biosciences, Inc.* (a)   2,496   13,154
Exicure, Inc.*     11,084   19,397
Fate Therapeutics, Inc.*     12,681   506,860
Fennec Pharmaceuticals, Inc.* (a)   4,015   24,331
FibroGen, Inc.*     14,559   598,666
Five Prime Therapeutics, Inc.*     5,021   23,599
Flexion Therapeutics, Inc.* (a)   7,097   73,880
Forma Therapeutics Holdings, Inc.*     2,662   132,674
Fortress Biotech, Inc.*     10,826   43,737
Frequency Therapeutics, Inc.* (a)   4,276   82,142
G1 Therapeutics, Inc.*     6,059   69,981
Galectin Therapeutics, Inc.* (a)   5,841   15,595
Galera Therapeutics, Inc.*     1,632   14,753
Generation Bio Co.*     1,942   60,027
Genprex, Inc.* (a)   5,341   17,946
Geron Corp.* (a)   46,692   81,244
GlycoMimetics, Inc.*     5,874   18,033
Gossamer Bio, Inc.*     9,395   116,592
Gritstone Oncology, Inc.*     5,566   14,750
Halozyme Therapeutics, Inc.*     23,939   629,117
Harpoon Therapeutics, Inc.*     1,969   33,453
Heron Therapeutics, Inc.*     15,604   231,251
Homology Medicines, Inc.*     5,877   62,884
Hookipa Pharma, Inc.*     2,322   21,989
Ibio, Inc.* (a)   8,971   18,211
Ideaya Biosciences, Inc.*     2,782   34,942
IGM Biosciences, Inc.* (a)   1,324   97,724
Immunic, Inc.*     641   11,903
ImmunoGen, Inc.*     30,090   108,324
Immunovant, Inc.*     6,265   220,465
Inovio Pharmaceuticals, Inc.* (a)   27,621   320,404
Inozyme Pharma, Inc.*     1,118   29,392
Insmed, Inc.*     17,711   569,232
Intellia Therapeutics, Inc.* (a)   8,684   172,638
Intercept Pharmaceuticals, Inc.* (a)   4,603   190,840
Invitae Corp.* (a)   20,155   873,719
Ironwood Pharmaceuticals, Inc.*     27,163   244,331
iTeos Therapeutics, Inc.*     1,717   42,358
Iveric Bio, Inc.*     12,854   72,497
Jounce Therapeutics, Inc.*     2,818   22,995
Kadmon Holdings, Inc.* (a)   28,647   112,296
KalVista Pharmaceuticals, Inc.*     2,557   32,193
Karuna Therapeutics, Inc.*     2,793   215,955
Karyopharm Therapeutics, Inc.*     12,542   183,113
Keros Therapeutics, Inc.*     1,209   46,631
Kezar Life Sciences, Inc.*     4,843   23,440
Kindred Biosciences, Inc.*     6,249   26,808
Kiniksa Pharmaceuticals Ltd. "A"*     4,289   65,708
Kodiak Sciences, Inc.*     5,043   298,596
Krystal Biotech, Inc.*     2,300   99,015
Kura Oncology, Inc.*     9,238   283,052
La Jolla Pharmaceutical Co.* (a)   2,986   12,034
Lexicon Pharmaceuticals, Inc.*     7,485   10,778
Ligand Pharmaceuticals, Inc.*     2,579   245,830
LogicBio Therapeutics, Inc.*     2,256   20,485
MacroGenics, Inc.*     9,047   227,894
Madrigal Pharmaceuticals, Inc.* (a)   1,566   185,931
Magenta Therapeutics, Inc.*     3,113   21,168
MannKind Corp.*     39,697   74,630
Marker Therapeutics, Inc.* (a)   5,003   7,505
MediciNova, Inc.* (a)   7,646   40,065
MEI Pharma, Inc.*     19,295   60,200
MeiraGTx Holdings PLC*     3,839   50,828
Mersana Therapeutics, Inc.*     9,307   173,296
Minerva Neurosciences, Inc.* (a)   5,484   17,439
Mirati Therapeutics, Inc.*     6,588   1,093,937
Mirum Pharmaceuticals, Inc.*     837   16,129
Molecular Templates, Inc.*     4,525   49,413
Momenta Pharmaceuticals, Inc.*     20,666   1,084,552
Morphic Holding, Inc.*     2,369   64,768
Mustang Bio, Inc.*     5,138   16,185
Myriad Genetics, Inc.*     12,757   166,351
NantKwest, Inc.* (a)   5,363   37,192
Natera, Inc.*     12,385   894,692
Neoleukin Therapeutics, Inc.*     5,152   61,824
Neubase Therapeutics, Inc.*     3,214   24,394
Neurobo Pharmaceuticals, Inc.* (a)   815   4,580
NextCure, Inc.*     3,079   27,095
Nkarta, Inc.* (a)   2,626   78,938
Novavax, Inc.* (a)   10,811   1,171,372
Nurix Therapeutics, Inc.*     1,880   65,631
Nymox Pharmaceutical Corp.* (a)   7,333   18,039
Oncocyte Corp.*     8,099   11,258
OPKO Health, Inc.*     71,191   262,695
Organogenesis Holdings, Inc.*     3,792   14,561
Orgenesis, Inc.*     3,376   17,015
Oric Pharmaceuticals, Inc.* (a)   1,625   40,641
Ovid therapeutics, Inc.*     7,983   45,822
Oyster Point Pharma, Inc.*     875   18,471
Pandion Therapeutics, Inc.*     890   10,199
Passage Bio, Inc.*     2,536   33,247
PDL BioPharma, Inc.* (a)   20,026   63,082
PhaseBio Pharmaceuticals, Inc.* (a)   2,535   8,898
Pieris Pharmaceuticals, Inc.*     8,549   17,696
Poseida Therapeutics, Inc.*     1,789   15,868
Precigen, Inc.* (a)   11,852   41,482
Precision BioSciences, Inc.*     8,537   52,588
Prevail Therapeutics, Inc.*     2,689   27,374
Protagonist Therapeutics, Inc.*     5,268   102,989
Protara Therapeutics, Inc.*     374   6,294
Prothena Corp. PLC*     5,361   53,556
PTC Therapeutics, Inc.*     10,877   508,500
Puma Biotechnology, Inc.*     5,319   53,669
Radius Health, Inc.*     8,034   91,106
RAPT Therapeutics, Inc.* (a)   2,048   65,946
REGENXBIO, Inc.*     6,056   166,661
Relay Therapeutics, Inc.*     5,632   239,867
Replimune Group, Inc.*     3,710   85,404
Retrophin, Inc.*     8,363   154,381
Revolution Medicines, Inc.*     6,552   228,010
Rhythm Pharmaceuticals, Inc.*     6,026   130,583
Rigel Pharmaceuticals, Inc.*     27,703   66,487
Rocket Pharmaceuticals, Inc.*     6,091   139,240
Rubius Therapeutics, Inc.*     6,925   34,694
Sangamo Therapeutics, Inc.*     20,587   194,547
Savara, Inc.*     8,661   9,441
Scholar Rock Holding Corp.*     3,924   69,416
Selecta Biosciences, Inc.*     12,686   31,461
Seres Therapeutics, Inc.*     9,303   263,368
Soleno Therapeutics, Inc.*     9,839   24,696
Solid Biosciences, Inc.*     4,969   10,087
Sorrento Therapeutics, Inc.* (a)   37,885   422,418
Spectrum Pharmaceuticals, Inc.*     23,544   96,060
Spero Therapeutics, Inc.*     2,690   30,020
SpringWorks Therapeutics* (a)   3,791   180,717
Stoke Therapeutics, Inc.*     2,283   76,458
Sutro Biopharma, Inc.*     3,968   39,878
Syndax Pharmaceuticals, Inc.*     4,714   69,579
Syros Pharmaceuticals, Inc.*     7,392   65,345
TCR2 Therapeutics, Inc.*     4,082   82,946
TG Therapeutics, Inc.*     19,538   522,837
Translate Bio, Inc.*     11,990   163,184
Turning Point Therapeutics, Inc.*     6,039   527,567
Twist Bioscience Corp.*     5,815   441,766
Tyme Technologies, Inc.*     10,890   10,672
Ultragenyx Pharmaceutical, Inc.* (a)   10,074   827,982
UNITY Biotechnology, Inc.*     6,145   21,262
UroGen Pharma Ltd.* (a)   3,379   65,181
Vanda Pharmaceuticals, Inc.*     9,282   89,664
Vaxart, Inc.* (a)   8,292   55,142
Vaxcyte, Inc.*     3,164   156,238
VBI Vaccines, Inc.* (a)   30,670   87,716
Veracyte, Inc.*     9,902   321,716
Verastem, Inc.* (a)   30,530   36,941
Vericel Corp.*     8,038   148,944
Viela Bio, Inc.* (a)   3,779   106,114
Viking Therapeutics, Inc.* (a)   11,475   66,785
Vir Biotechnology, Inc.*     9,418   323,320
Voyager Therapeutics, Inc.*     4,837   51,611
vTv Therapeutics, Inc. "A"* (a)   2,058   3,643
X4 Pharmaceuticals, Inc.*     2,761   18,692
XBiotech, Inc.*     2,658   50,741
Xencor, Inc.*     9,626   373,393
XOMA Corp.* (a)   1,133   21,346
Y-mAbs Therapeutics, Inc.*     5,320   204,235
Zentalis Pharmaceuticals, Inc.*     1,927   62,994
ZIOPHARM Oncology, Inc.* (a)   37,809   95,279
  36,504,367
Health Care Equipment & Supplies 3.7%
Accelerate Diagnostics, Inc.* (a)   5,301   56,509
Accuray, Inc.*     16,213   38,911
Acutus Medical, Inc.*     1,614   48,097
Alphatec Holdings, Inc.*     8,327   55,291
AngioDynamics, Inc.*     6,642   80,103
Antares Pharma, Inc.*     29,185   78,799
Apyx Medical Corp.*     6,141   28,924
Aspira Women's Health, Inc.* (a)   13,894   42,863
AtriCure, Inc.*     7,671   306,073
Atrion Corp.     253   158,378
Avanos Medical, Inc.*     8,108   269,348
AxoGen, Inc.*     6,396   74,385
Axonics Modulation Technologies, Inc.*     5,240   267,450
Bellerophon Therapeutics, Inc.*     642   6,536
Beyond Air, Inc.* (a)   2,449   12,710
BioLife Solutions, Inc.*     2,209   63,928
BioSig Technologies, Inc.*     3,966   19,552
Cantel Medical Corp.     6,481   284,775
Cardiovascular Systems, Inc.*     6,555   257,939
Cerus Corp.*     28,669   179,468
Chembio Diagnostics, Inc.* (a)   3,628   17,632
Co-diagnostics, Inc.* (a)   4,846   65,857
CONMED Corp.     4,662   366,760
CryoLife, Inc.*     6,530   120,609
CryoPort, Inc.*     6,011   284,921
Cutera, Inc.*     3,145   59,661
CytoSorbents Corp.*     6,442   51,375
Electromed, Inc.*     1,301   13,543
FONAR Corp.*     1,185   24,743
GenMark Diagnostics, Inc.*     11,981   170,130
Glaukos Corp.* (a)   7,561   374,421
Heska Corp.* (a)   1,232   121,709
Inari Medical, Inc.*     1,387   95,731
Inogen, Inc.*     3,388   98,252
Integer Holdings Corp.*     5,594   330,102
IntriCon, Corp.*     1,565   19,062
Invacare Corp.     6,078   45,707
iRadimed Corp.*     1,111   23,753
iRhythm Technologies, Inc.*     4,814   1,146,262
Lantheus Holdings, Inc.*     11,692   148,138
LeMaitre Vascular, Inc.     2,930   95,313
LivaNova PLC*     8,374   378,589
Meridian Bioscience, Inc.*     7,487   127,129
Merit Medical Systems, Inc.*     9,295   404,332
Mesa Laboratories, Inc.     799   203,553
Milestone Scientific, Inc.*     6,529   9,075
Misonix, Inc.*     1,568   18,393
Natus Medical, Inc.*     5,857   100,330
Nemaura Medical, Inc.*     1,260   4,473
Neogen Corp.*     9,294   727,255
Nevro Corp.*     5,905   822,566
NuVasive, Inc.*     8,842   429,456
OraSure Technologies, Inc.*     11,960   145,553
Orthofix Medical, Inc.*     3,444   107,246
OrthoPediatrics Corp.*     2,291   105,203
Pavmed, Inc.* (a)   6,705   11,935
Pulse Biosciences, Inc.*     2,600   30,654
Quotient Ltd.*     8,829   45,381
Repro-med Systems, Inc.*     4,551   32,858
Retractable Technologies, Inc.* (a)   2,470   16,450
Rockwell Medical, Inc.*     12,932   13,837
SeaSpine Holdings Corp.*     4,521   64,650
Shockwave Medical, Inc.*     5,024   380,819
SI-BONE, Inc.*     4,525   107,333
Sientra, Inc.*     8,714   29,628
Silk Road Medical, Inc.*     4,732   318,038
Soliton, Inc.*     1,120   8,557
STAAR Surgical Co.*     8,078   456,892
Stereotaxis, Inc.*     8,252   29,542
Surgalign Holdings, Inc.*     10,287   18,619
SurModics, Inc.*     2,432   94,629
Tactile Systems Technology, Inc.*     3,269   119,613
Tela Bio, Inc.*     1,016   16,805
TransMedics Group, Inc.*     3,990   54,982
Utah Medical Products, Inc. (a)   603   48,162
Vapotherm, Inc.*     3,418   99,122
Varex Imaging Corp.*     6,601   83,965
Venus Concept, Inc.*     3,480   8,074
ViewRay, Inc.*     19,819   69,367
Volitionrx Ltd.*     4,390   14,092
Wright Medical Group NV* (a)   22,652   691,792
Zynex, Inc.* (a)   3,097   54,043
  12,506,712
Health Care Providers & Services 2.7%
1Life Healthcare, Inc.*     13,623   386,348
Adapthealth Corp.*     4,358   95,048
Addus HomeCare Corp.*     2,474   233,818
American Renal Associates Holdings, Inc.*     2,554   17,623
AMN Healthcare Services, Inc.*     8,022   468,966
Apollo Medical Holdings, Inc.*     3,063   54,950
Avalon GloboCare Corp.* (a)   4,006   5,008
BioTelemetry, Inc.*     5,994   273,207
Brookdale Senior Living, Inc.*     32,789   83,284
Community Health Systems, Inc.*     15,204   64,161
CorVel Corp.*     1,584   135,321
Covetrus, Inc.*     16,818   410,359
Cross Country Healthcare, Inc.*     6,108   39,641
Enzo Biochem, Inc.*     8,562   18,066
Exagen, Inc.*     991   10,742
Five Star Senior Living, Inc.*     3,564   18,070
Fulgent Genetics, Inc.* (a)   1,806   72,312
Hanger, Inc.*     6,650   105,203
HealthEquity, Inc.*     13,014   668,529
InfuSystems Holdings, Inc.*     2,700   34,614
LHC Group, Inc.*     5,330   1,132,945
Magellan Health, Inc.*     4,189   317,442
MEDNAX, Inc.*     12,648   205,909
National Healthcare Corp.     2,192   136,584
National Research Corp.     2,420   119,088
Ontrack, Inc.* (a)   1,408   84,480
Option Care Health, Inc.*     7,051   94,272
Owens & Minor, Inc. (a)   11,160   280,228
Patterson Companies, Inc.     14,522   350,053
Pennant Group, Inc.*     4,256   164,111
PetIQ, Inc.*     3,674   120,948
Progyny, Inc.*     4,722   138,968
Providence Service Corp.*     2,174   201,986
R1 RCM, Inc.*     19,010   326,022
RadNet, Inc.*     7,647   117,381
Select Medical Holdings Corp.*     18,616   387,585
Sharps Compliance Corp.*     2,666   16,716
Surgery Partners, Inc.*     3,999   87,578
Tenet Healthcare Corp.*     17,998   441,131
The Ensign Group, Inc.     8,803   502,299
The Joint Corp.*     2,412   41,945
Tivity Health, Inc.*     7,767   108,893
Triple-S Management Corp. "B"*     4,060   72,552
U.S. Physical Therapy, Inc.     2,274   197,565
Viemed Healthcare, Inc.*     5,962   51,512
  8,893,463
Health Care Technology 1.2%
Accolade, Inc.* (a)   1,929   74,980
Allscripts Healthcare Solutions, Inc.*     28,955   235,694
Computer Programs & Systems, Inc.     2,408   66,485
Evolent Health, Inc. "A"*     13,516   167,734
Health Catalyst, Inc.* (a)   5,761   210,853
HealthStream, Inc.*     4,568   91,680
HMS Holdings Corp.* (a)   15,107   361,813
Icad, Inc.*     3,756   33,090
Inovalon Holdings, Inc. "A"*     12,999   343,823
Inspire Medical Systems, Inc.*     4,622   596,469
NantHealth, Inc.*     5,014   11,733
NextGen Healthcare, Inc.*     9,807   124,941
Omnicell, Inc.*     7,350   548,751
OptimizeRx Corp.*     2,692   56,128
Phreesia, Inc.*     5,095   163,702
Schrodinger, Inc.*     5,130   243,726
Simulations Plus, Inc.     2,556   192,620
Tabula Rasa HealthCare, Inc.*     3,658   149,137
Vocera Communications, Inc.*     5,677   165,087
  3,838,446
Life Sciences Tools & Services 0.7%
Champions Oncology, Inc.*     1,345   12,441
ChromaDex Corp.*     7,218   28,944
Codexis, Inc.* (a)   9,494   111,460
Fluidigm Corp.*     12,599   93,611
Harvard Bioscience, Inc.*     7,061   21,254
Luminex Corp.     7,632   200,340
Medpace Holdings, Inc.*     4,822   538,858
NanoString Technologies, Inc.*     6,535   292,114
NeoGenomics, Inc.*     18,267   673,870
Pacific Biosciences of California, Inc.*     28,484   281,137
Personalis, Inc.*     3,848   83,386
Quanterix Corp.*     3,599   121,430
  2,458,845
Pharmaceuticals 2.0%
AcelRx Pharmaceuticals, Inc.*     14,440   20,505
Aerie Pharmaceuticals, Inc.* (a)   6,410   75,446
Agile Therapeutics, Inc.*     12,679   38,544
AMAG Pharmaceuticals, Inc.* (a)   5,407   50,826
Amneal Pharmaceuticals, Inc.*     17,240   66,891
Amphastar Pharmaceuticals, Inc.*     6,192   116,100
ANI Pharmaceuticals, Inc.*     1,635   46,123
Aquestive Therapeutics, Inc.*     3,711   18,017
Arvinas, Inc.*     5,216   123,150
Avenue Therapeutics, Inc.*     1,234   13,364
Axsome Therapeutics, Inc.* (a)   4,853   345,776
Aytu Bioscience, Inc.* (a)   4,291   5,106
BioDelivery Sciences International, Inc.*     16,597   61,907
Cara Therapeutics, Inc.*     7,308   92,994
Cassava Sciences, Inc.* (a)   4,311   49,620
Cerecor, Inc.*     5,898   13,418
Chiasma, Inc.*     8,051   34,619
Collegium Pharmaceutical, Inc.* (a)   6,144   127,918
Corcept Therapeutics, Inc.*     16,365   284,833
CorMedix, Inc.*     5,114   30,837
Cymabay Therapeutics, Inc.*     12,712   92,035
Durect Corp.*     36,901   63,101
Eloxx Pharmaceuticals, Inc.*     5,606   14,744
Endo International PLC*     40,130   132,429
Eton Pharmaceuticals, Inc.* (a)   2,754   21,757
Evofem Biosciences, Inc.* (a)   11,939   28,176
Evolus, Inc.* (a)   4,155   16,246
Fulcrum Therapeutics, Inc.*     2,397   19,008
Harrow Health, Inc.*     4,165   23,282
Imara, Inc.*     920   18,713
Innoviva, Inc.*     11,262   117,688
Intersect ENT, Inc.*     5,814   94,826
Intra-Cellular Therapies, Inc.*     11,396   292,421
Kala Pharmaceuticals, Inc.* (a)   7,385   55,388
Kaleido Biosciences, Inc.* (a)   1,622   17,956
Lannett Co., Inc.*     5,888   35,976
Liquidia Technologies, Inc.*     3,806   18,726
Lyra Therapeutics, Inc.*     769   8,597
Mallinckrodt PLC* (a)   15,017   14,616
Marinus Pharmaceuticals, Inc.* (a)   4,291   55,139
MyoKardia, Inc.*     8,852   1,206,793
NGM Biopharmaceuticals, Inc.*     4,089   65,056
Ocular Therapeutix, Inc.* (a)   10,192   77,561
Odonate Therapeutics, Inc.*     2,440   32,769
Omeros Corp.*     9,894   99,979
Optinose, Inc.*     5,767   22,491
Osmotica Pharmaceuticals PLC*     2,489   13,465
Pacira BioSciences, Inc.*     7,207   433,285
Paratek Pharmaceuticals, Inc.*     7,610   41,170
Phathom Pharmaceuticals, Inc.*     1,889   69,270
Phibro Animal Health Corp. "A"     3,568   62,083
Pliant Therapeutics, Inc.* (a)   1,570   35,561
Prestige Consumer Healthcare, Inc.*     8,590   312,848
Provention Bio, Inc.* (a)   8,008   102,743
Recro Pharma, Inc.*     3,553   7,461
Relmada Therapeutics, Inc.*     2,487   93,561
Revance Therapeutics, Inc.*     11,177   280,990
Satsuma Pharmaceuticals, Inc.*     1,715   6,671
scPharmaceuticals, Inc.*     1,016   7,569
SIGA Technologies, Inc.*     10,026   68,879
Strongbridge Biopharma PLC*     6,681   14,030
Supernus Pharmaceuticals, Inc.*     8,645   180,162
TherapeuticsMD, Inc.* (a)   44,157   69,768
Theravance Biopharma, Inc.*     8,095   119,685
Tricida, Inc.*     5,284   47,873
Verrica Pharmaceuticals, Inc.*     2,378   18,406
VYNE Therapeutics, Inc.*     24,004   39,847
WaVe Life Sciences Ltd.*     4,315   36,634
Xeris Pharmaceuticals, Inc.* (a)   6,842   40,573
Zogenix, Inc.*     9,940   178,224
  6,542,225
Industrials 15.0%
Aerospace & Defense 0.9%
AAR Corp.     5,966   112,161
Aerojet Rocketdyne Holdings, Inc.*     12,636   504,050
AeroVironment, Inc.*     3,850   231,039
Astronics Corp.*     3,958   30,556
Cubic Corp.     5,332   310,162
Ducommun, Inc.*     1,921   63,239
Kaman Corp.     4,668   181,912
Kratos Defense & Security Solutions, Inc.*     20,868   402,335
Maxar Technologies, Inc. (a)   10,834   270,200
Moog, Inc. "A"     5,081   322,796
National Presto Industries, Inc.     934   76,457
Pae, Inc.*     10,480   89,080
Park Aerospace Corp.     3,539   38,646
Parsons Corp.*     4,021   134,864
Triumph Group, Inc.     8,941   58,206
Vectrus, Inc.*     2,019   76,722
  2,902,425
Air Freight & Logistics 0.4%
Air Transport Services Group, Inc.*     9,989   250,324
Atlas Air Worldwide Holdings, Inc.*     4,380   266,742
Echo Global Logistics, Inc.*     4,802   123,748
Forward Air Corp.     4,738   271,866
Hub Group, Inc. "A"*     5,584   280,289
Radiant Logistics, Inc.*     6,951   35,728
  1,228,697
Airlines 0.3%
Allegiant Travel Co.     2,234   267,633
Hawaiian Holdings, Inc.     8,183   105,479
Mesa Air Group, Inc.*     5,331   15,726
SkyWest, Inc.     8,410   251,123
Spirit Airlines, Inc.*     15,500   249,550
  889,511
Building Products 1.7%
AAON, Inc.     7,048   424,642
Advanced Drainage Systems, Inc.     9,704   605,918
Alpha Pro Tech Ltd.*     2,287   33,802
American Woodmark Corp.*     3,004   235,934
Apogee Enterprises, Inc.     4,420   94,455
Builders FirstSource, Inc.*     19,975   651,584
Caesarstone Ltd.     4,046   39,651
Cornerstone Building Brands, Inc.*     8,050   64,239
CSW Industrials, Inc.     2,367   182,851
Gibraltar Industries, Inc.*     5,582   363,611
Griffon Corp.     7,157   139,848
Insteel Industries, Inc.     3,220   60,214
JELD-WEN Holding, Inc.*     11,555   261,143
Masonite International Corp.*     4,180   411,312
Patrick Industries, Inc.     4,019   231,173
PGT Innovations, Inc.*     9,591   168,034
Quanex Building Products Corp.     5,829   107,487
Resideo Technologies, Inc.*     21,077   231,847
Simpson Manufacturing Co., Inc.     7,656   743,857
Ufp Industries, Inc.     10,317   583,014
  5,634,616
Commercial Services & Supplies 2.1%
ABM Industries, Inc.     11,516   422,177
Acco Brands Corp.     16,532   95,886
Advanced Disposal Services, Inc.*     12,656   382,591
Brady Corp. "A"     8,065   322,761
BrightView Holdings, Inc.*     6,577   74,978
Casella Waste Systems, Inc. "A"*     7,973   445,292
CECO Environmental Corp.*     5,409   39,432
Cimpress PLC*     3,019   226,908
CompX International, Inc.     395   5,905
Covanta Holding Corp. (a)   21,228   164,517
Deluxe Corp.     7,479   192,435
Ennis, Inc.     4,550   79,352
Harsco Corp.*     13,997   194,698
Healthcare Services Group, Inc.     12,711   273,668
Heritage-Crystal Clean, Inc.*     2,615   34,910
Herman Miller, Inc.     10,030   302,505
HNI Corp.     7,611   238,833
IBEX Ltd.*     749   11,520
Interface, Inc.     10,318   63,146
KAR Auction Services, Inc.     22,099   318,226
Kimball International, Inc. "B"     6,551   69,048
Knoll, Inc.     9,009   108,648
Matthews International Corp. "A"     5,422   121,236
McGrath RentCorp.     4,289   255,581
Montrose Environmental Group, Inc.*     1,661   39,565
NL Industries, Inc.     1,487   6,320
PICO Holdings, Inc.*     3,409   30,545
Pitney Bowes, Inc.     31,096   165,120
Quad Graphics, Inc.     5,771   17,486
SP Plus Corp.*     4,080   73,236
Steelcase, Inc. "A"     15,471   156,412
Team, Inc.*     5,479   30,134
Tetra Tech, Inc.     9,474   904,767
The Brink's Co.     8,621   354,237
U.S. Ecology, Inc.     5,502   179,750
UniFirst Corp.     2,596   491,604
Viad Corp.     3,524   73,405
VSE Corp.     1,588   48,656
  7,015,490
Construction & Engineering 1.3%
Aegion Corp.*     5,147   72,727
Ameresco, Inc. "A"*     4,385   146,459
Api Group Corp. 144A*     23,949   340,794
Arcosa, Inc.     8,323   366,961
Argan, Inc.     2,615   109,595
Comfort Systems U.S.A., Inc.     6,140   316,271
Concrete Pumping Holdings, Inc.*     5,036   17,979
Construction Partners, Inc. "A"*     4,231   77,004
Dycom Industries, Inc.* (a)   5,237   276,618
EMCOR Group, Inc.     9,389   635,729
Fluor Corp.     23,851   210,127
Granite Construction, Inc.     8,403   147,977
Great Lakes Dredge & Dock Corp.*     11,387   108,290
HC2 Holdings, Inc.* (a)   8,153   19,730
IES Holdings, Inc.*     1,464   46,511
MasTec, Inc.*     9,739   410,986
MYR Group, Inc.*     2,919   108,529
Northwest Pipe Co.*     1,699   44,956
NV5 Holdings, Inc.*     1,880   99,208
Primoris Services Corp.     8,634   155,757
Sterling Construction Co., Inc.*     5,143   72,825
Tutor Perini Corp.*     7,225   80,414
WillScot Mobile Mini Holdings Corp*     27,589   460,185
  4,325,632
Electrical Equipment 1.4%
Allied Motion Technologies, Inc.     1,304   53,829
American Superconductor Corp.*     3,878   56,154
Atkore International Group, Inc.*     8,480   192,750
AZZ, Inc.     4,568   155,860
Bloom Energy Corp. "A"* (a)   15,242   273,899
Encore Wire Corp.     3,664   170,083
EnerSys     7,323   491,520
Fuelcell Energy, Inc.* (a)   37,909   81,125
LSI Industries, Inc.     4,783   32,285
Orion Energy Systems, Inc.*     4,999   37,843
Plug Power, Inc.* (a)   59,768   801,489
Powell Industries, Inc.     1,560   37,643
Preformed Line Products Co.     538   26,211
Sunrun, Inc.*     20,831   1,605,445
Thermon Group Holdings, Inc.*     6,045   67,885
TPI Composites, Inc.*     5,393   156,181
Ultralife Corp.*     1,701   10,036
Vicor Corp.*     3,447   267,935
Vivint Solar, Inc.*     8,614   364,803
  4,882,976
Industrial Conglomerates 0.0%
Raven Industries, Inc.     6,382   137,341
Machinery 3.6%
Alamo Group, Inc.     1,776   191,861
Albany International Corp. "A"     5,239   259,383
Altra Industrial Motion Corp.     11,089   409,960
Astec Industries, Inc.     4,018   217,977
Barnes Group, Inc.     8,010   286,277
Blue Bird Corp.*     2,885   35,082
Chart Industries, Inc.*     6,204   435,955
CIRCOR International, Inc.*     3,567   97,557
Columbus McKinnon Corp.     4,037   133,625
Douglas Dynamics, Inc.     4,043   138,271
Energy Recovery, Inc.*     7,083   58,081
Enerpac Tool Group Corp.     9,553   179,692
EnPro Industries, Inc.     3,648   205,784
ESCO Technologies, Inc.     4,386   353,336
Evoqua Water Technologies Corp.*     15,802   335,318
Federal Signal Corp.     10,223   299,023
Franklin Electric Co., Inc.     7,920   465,934
Gencor Industries, Inc.*     1,725   19,027
Gorman-Rupp Co.     3,250   95,745
Graham Corp.     1,799   22,973
Greenbrier Companies, Inc.     5,794   170,344
Helios Technologies, Inc.     5,266   191,682
Hillenbrand, Inc.     12,692   359,945
Hurco Companies, Inc.     1,178   33,455
Hyster-Yale Materials Handling, Inc.     1,814   67,390
John Bean Technologies Corp.     5,397   495,930
Kadant, Inc.     2,026   222,090
Kennametal, Inc.     14,285   413,408
L.B. Foster Co. "A"*     1,769   23,740
Lindsay Corp.     1,943   187,849
Luxfer Holdings PLC     5,276   66,214
Lydall, Inc.*     3,147   52,051
Manitowoc Co., Inc.*     6,022   50,645
Mayville Engineering Co., Inc.*     1,165   10,706
Meritor, Inc.*     12,360   258,818
Miller Industries, Inc.     1,943   59,398
Mueller Industries, Inc.     9,521   257,638
Mueller Water Products, Inc. "A"     27,967   290,577
Navistar International Corp.*     8,552   372,354
NN, Inc.     7,174   37,018
Omega Flex, Inc.     530   83,062
Park-Ohio Holdings Corp.     1,505   24,185
Proto Labs, Inc.*     4,652   602,434
RBC Bearings, Inc.*     4,246   514,658
REV Group, Inc.     4,814   37,983
Rexnord Corp.     21,059   628,401
Shyft Group, Inc.     6,117   115,489
SPX Corp.*     7,342   340,522
SPX FLOW, Inc.*     7,274   311,473
Standex International Corp.     2,202   130,358
Tennant Co.     3,250   196,170
Terex Corp.     11,955   231,449
The Eastern Co.     1,014   19,793
The ExOne Co.*     2,091   25,552
TriMas Corp.*     7,773   177,224
Wabash National Corp.     9,488   113,477
Watts Water Technologies, Inc. "A"     4,714   472,107
Welbilt, Inc.*     23,359   143,891
  12,030,341
Marine 0.1%
Costamare, Inc.     9,348   56,742
Eagle Bulk Shipping, Inc.* (a)   1,091   17,860
Genco Shipping & Trading Ltd.     2,769   19,106
Matson, Inc. (a)   7,609   305,045
Pangaea Logistics Solutions Ltd.     2,016   5,221
Safe Bulkers, Inc.*     9,520   9,806
Scorpio Bulkers, Inc.     1,501   21,254
  435,034
Professional Services 1.2%
Acacia Research Corp.*     8,909   30,914
Akerna Corp.* (a)   1,699   6,184
ASGN, Inc.*     8,782   558,184
Barrett Business Services, Inc.     1,316   69,011
BG Staffing, Inc.     1,876   15,890
CBIZ, Inc.*     9,137   208,963
CRA International, Inc.     1,343   50,322
Exponent, Inc.     9,049   651,800
Forrester Research, Inc.*     2,029   66,531
Franklin Covey Co.*     2,337   41,458
GP Strategies Corp.*     2,366   22,808
Heidrick & Struggles International, Inc.     3,366   66,142
Huron Consulting Group, Inc.*     3,994   157,084
ICF International, Inc.     3,265   200,895
Insperity, Inc.     6,232   408,134
Kelly Services, Inc. "A"     6,048   103,058
Kforce, Inc.     3,554   114,332
Korn/Ferry International     9,815   284,635
Mastech Holdings, Inc.*     724   13,039
Mistras Group, Inc.*     2,950   11,535
Red Violet, Inc.* (a)   1,212   22,374
Resources Connection, Inc.     5,690   65,720
TriNet Group, Inc.*     7,078   419,867
TrueBlue, Inc.*     6,398   99,105
Upwork, Inc.*     15,745   274,593
Willdan Group, Inc.* (a)   1,863   47,525
  4,010,103
Road & Rail 0.6%
ArcBest Corp.     4,366   135,608
Avis Budget Group, Inc.*     8,972   236,143
Covenant Logistics Group, Inc.*     2,308   40,367
Daseke, Inc.*     7,884   42,337
Heartland Express, Inc.     8,425   156,705
Hertz Global Holdings, Inc.* (a)   22,315   24,770
Marten Transport Ltd.     10,563   172,388
P.A.M. Transportation Services, Inc.*     333   12,521
Saia, Inc.* (a)   4,637   584,911
U.S. Xpress Enterprises, Inc. "A"*     3,914   32,330
Universal Logistics Holdings, Inc.     1,444   30,122
Werner Enterprises, Inc.     10,755   451,602
  1,919,804
Trading Companies & Distributors 1.4%
Alta Equipment Group, Inc.* (a)   3,173   24,845
Applied Industrial Technologies, Inc.     6,629   365,258
Beacon Roofing Supply, Inc.*     9,732   302,373
BMC Stock Holdings, Inc.*     11,575   495,757
CAI International, Inc.     2,908   80,057
DXP Enterprises, Inc.*     2,901   46,793
EVI Industries, Inc.*     839   22,326
Foundation Building Materials, Inc.*     3,653   57,425
GATX Corp.     5,971   380,651
General Finance Corp.*     1,969   12,464
GMS, Inc.*     7,468   179,979
H&E Equipment Services, Inc.     5,776   113,556
Herc Holdings, Inc.*     4,376   173,333
Lawson Products, Inc.*     770   31,593
MRC Global, Inc.*     13,989   59,873
Nesco Holdings, Inc.Common Stoc*     2,494   10,350
NOW, Inc.*     19,285   87,554
Rush Enterprises, Inc. "A"     4,824   243,805
Rush Enterprises, Inc. "B"     770   34,111
SiteOne Landscape Supply, Inc.*     7,723   941,820
Systemax, Inc.     2,247   53,793
Textainer Group Holdings Ltd.*     8,557   121,167
Titan Machinery, Inc.*     3,361   44,466
Transcat, Inc.*     1,293   37,885
Triton International Ltd.     8,538   347,241
Veritiv Corp.*     2,394   30,308
WESCO International, Inc.*     8,411   370,252
Willis Lease Finance Corp.*     491   9,059
  4,678,094
Information Technology 13.3%
Communications Equipment 0.9%
Acacia Communications, Inc.*     6,853   461,892
ADTRAN, Inc.     8,503   87,198
Applied Optoelectronics, Inc.* (a)   3,437   38,666
CalAmp Corp.*     6,339   45,577
Calix, Inc.*     9,059   161,069
Cambium Networks Corp.*     952   16,060
Casa Systems, Inc.*     5,871   23,660
Clearfield, Inc.*     1,926   38,847
Comtech Telecommunications Corp.     4,247   59,458
Digi International, Inc.*     5,146   80,432
DZS, Inc.*     2,261   21,186
Extreme Networks, Inc.*     20,718   83,286
Genasys, Inc.*     6,143   37,780
Harmonic, Inc.*     16,925   94,442
Infinera Corp.* (a)   27,834   171,457
Inseego Corp.* (a)   12,168   125,574
InterDigital, Inc.     5,258   300,022
KVH Industries, Inc.*     2,908   26,201
NETGEAR, Inc.*     5,201   160,295
NetScout Systems, Inc.*     11,830   258,249
PC-Tel, Inc.     3,316   18,769
Plantronics, Inc.     6,095   72,165
Resonant, Inc.* (a)   9,298   22,129
Ribbon Communications, Inc.*     12,759   49,377
Viavi Solutions, Inc.*     39,312   461,130
  2,914,921
Electronic Equipment, Instruments & Components 2.1%
Akoustis Technologies, Inc.* (a)   5,677   46,324
Arlo Technologies, Inc.*     13,846   72,830
Badger Meter, Inc.     4,981   325,608
Bel Fuse, Inc. "B"     1,744   18,626
Belden, Inc.     7,868   244,852
Benchmark Electronics, Inc.     6,538   131,741
CTS Corp.     5,494   121,033
Daktronics, Inc.     6,822   27,015
ePlus, Inc.*     2,376   173,923
Fabrinet*     6,298   396,963
FARO Technologies, Inc.*     3,123   190,441
Fitbit, Inc. "A"*     43,027   299,468
II-VI, Inc.*     17,414   706,312
Insight Enterprises, Inc.*     5,929   335,463
Intellicheck, Inc.*     2,978   19,863
Iteris, Inc.*     7,226   29,627
Itron, Inc.*     6,884   418,134
Kimball Electronics, Inc.*     4,366   50,471
Knowles Corp.*     15,768   234,943
Luna Innovations, Inc.*     5,412   32,364
Methode Electronics, Inc.     6,510   185,535
MTS Systems Corp.     3,458   66,082
Napco Security Technologies, Inc.* (a)   2,049   48,152
nLight, Inc.*     6,171   144,895
Novanta, Inc.*     5,926   624,245
OSI Systems, Inc.*     3,009   233,529
PAR Technology Corp.* (a)   2,878   116,588
PC Connection, Inc.     1,956   80,313
Plexus Corp.*     4,913   347,005
Powerfleet, Inc.*     5,137   28,921
Research Frontiers, Inc.* (a)   4,947   13,357
Rogers Corp.*     3,188   312,615
Sanmina Corp.*     11,476   310,426
ScanSource, Inc.*     4,509   89,413
TTM Technologies, Inc.*     17,937   204,661
Vishay Intertechnology, Inc.     22,769   354,513
Vishay Precision Group, Inc.*     2,334   59,097
Wrap Technologies, Inc.*     2,132   14,434
  7,109,782
IT Services 2.0%
Brightcove, Inc.*     6,306   64,574
Cardtronics PLC "A"*     6,412   126,958
Cass Information Systems, Inc.     2,507   100,882
Conduent, Inc.*     29,970   95,305
CSG Systems International, Inc.     5,857   239,844
Endurance International Group Holdings, Inc.*     11,561   66,360
EVERTEC, Inc.     10,307   357,756
Evo Payments, Inc. "A"*     7,304   181,504
Exlservice Holdings, Inc.*     5,758   379,855
Greensky, Inc. "A"*     11,627   51,624
Grid Dynamics Holdings, Inc.*     4,098   31,678
GTT Communications, Inc.* (a)   5,948   30,692
I3 Verticals, Inc. "A"*     2,588   65,347
Information Services Group, Inc.*     5,870   12,386
International Money Express, Inc.*     3,677   52,820
KBR, Inc.     24,578   549,564
Limelight Networks, Inc.*     20,470   117,907
LiveRamp Holdings, Inc.*     11,061   572,628
ManTech International Corp. "A"     4,645   319,948
MAXIMUS, Inc.     10,574   723,367
MoneyGram International, Inc.* (a)   11,623   32,835
NIC, Inc.     11,152   219,694
Paysign, Inc.*     5,502   31,251
Perficient, Inc.*     5,834   249,345
Perspecta, Inc.     23,956   465,944
PFSweb, Inc.*     2,616   17,501
Priority Technology Holdings, Inc.*     1,214   3,830
Rackspace Technology, Inc.* (a)   5,524   106,558
Repay Holdings Corp. Common Sto*     10,256   241,016
ServiceSource International, Inc.*     16,307   23,971
StarTek, Inc.*     2,999   15,745
Sykes Enterprises, Inc.*     6,542   223,802
The Hackett Group, Inc.     4,501   50,321
TTEC Holdings, Inc.     3,262   177,942
Tucows, Inc. "A"* (a)   1,673   115,270
Unisys Corp.*     11,081   118,234
Verra Mobility Corp.*     22,650   218,799
Virtusa Corp.*     5,150   253,174
  6,706,231
Semiconductors & Semiconductor Equipment 2.7%
Advanced Energy Industries, Inc.*     6,515   410,054
Alpha & Omega Semiconductor Ltd.*     3,567   45,729
Ambarella, Inc.*     5,645   294,556
Amkor Technology, Inc.*     17,902   200,502
Atomera, Inc.* (a)   2,676   27,964
Axcelis Technologies, Inc.*     5,740   126,280
AXT, Inc.*     7,189   43,997
Brooks Automation, Inc.     12,528   579,545
CEVA, Inc.*     3,795   149,409
CMC Materials, Inc.     5,020   716,906
Cohu, Inc.     7,134   122,562
CyberOptics Corp.*     1,311   41,742
Diodes, Inc.*     7,256   409,601
DSP Group, Inc.*     4,016   52,931
FormFactor, Inc.*     13,629   339,771
GSI Technology, Inc.*     2,812   15,860
Ichor Holdings Ltd.*     3,946   85,115
Impinj, Inc.*     2,993   78,866
Lattice Semiconductor Corp.*     23,562   682,356
MACOM Technology Solutions Holdings, Inc.*     7,996   271,944
Maxeon Solar Technologies Ltd.* (a)   1,817   30,816
MaxLinear, Inc.*     11,967   278,113
NeoPhotonics Corp.*     9,016   54,907
NVE Corp.     897   44,025
Onto Innovation, Inc.*     8,483   252,624
PDF Solutions, Inc.* (a)   5,118   95,758
Photronics, Inc.*     11,299   112,538
Pixelworks, Inc.*     7,113   14,582
Power Integrations, Inc.     10,176   563,750
Rambus, Inc.*     19,307   264,313
Semtech Corp.*     11,148   590,398
Silicon Laboratories, Inc.*     7,496   733,484
SiTime Corp.*     1,532   128,734
SMART Global Holdings, Inc.*     2,529   69,143
SunPower Corp.* (a)   13,740   171,887
Synaptics, Inc.*     5,855   470,859
Ultra Clean Holdings, Inc.*     7,084   152,023
Veeco Instruments, Inc.*     8,658   101,039
  8,824,683
Software 5.4%
8x8, Inc.*     18,285   284,332
A10 Networks, Inc.*     10,964   69,841
ACI Worldwide, Inc.*     19,729   515,519
Agilysys, Inc.*     3,188   77,022
Alarm.com Holdings, Inc.*     8,358   461,780
Altair Engineering, Inc. "A"*     7,478   313,926
American Software, Inc. "A"     5,307   74,510
Appfolio, Inc. "A"*     2,864   406,144
Appian Corp.* (a)   6,308   408,443
Asure Software, Inc.*     2,553   19,275
Avaya Holdings Corp.*     13,980   212,496
Benefitfocus, Inc.*     5,313   59,506
Blackbaud, Inc.     8,505   474,834
Blackline, Inc.*     8,839   792,240
Bottomline Technologies de, Inc.*     7,393   311,689
Box, Inc. "A"*     23,824   413,585
Cerence, Inc.*     6,349   310,276
ChannelAdvisor Corp.*     4,843   70,078
Cloudera, Inc.*     35,135   382,620
CommVault Systems, Inc.*     7,125   290,700
Cornerstone OnDemand, Inc.*     10,387   377,671
Digimarc Corp.*     2,039   45,531
Digital Turbine, Inc.*     14,549   476,334
Domo, Inc. "B"*     4,565   174,976
Ebix, Inc. (a)   4,711   97,047
eGain Corp.*     3,696   52,372
Envestnet, Inc.*     9,350   721,446
GTY Technology Holdings, Inc.*     8,334   22,085
Intelligent Systems Corp.* (a)   1,272   49,583
J2 Global, Inc.*     7,808   540,470
LivePerson, Inc.*     10,667   554,577
MicroStrategy, Inc. "A"*     1,333   200,696
Mimecast Ltd.*     10,104   474,080
Mitek Systems, Inc.*     7,145   91,027
MobileIron, Inc.*     17,561   123,103
Model N, Inc.*     6,064   213,938
OneSpan, Inc.*     5,916   123,999
Park City Group, Inc.*     2,342   11,546
Ping Identity Holding Corp.*     6,169   192,534
Progress Software Corp.     7,640   280,235
PROS Holdings, Inc.*     7,047   225,081
Q2 Holdings, Inc.*     8,732   796,882
QAD, Inc. "A"     2,120   89,464
Qualys, Inc.*     6,011   589,138
Rapid7, Inc.*     8,899   544,975
Rimini Street, Inc.*     3,637   11,711
Rosetta Stone, Inc.* (a)   4,188   125,556
SailPoint Technologies Holding, Inc.*     15,500   613,335
Sapiens International Corp. NV     4,592   140,423
Seachange International, Inc.*     5,763   5,016
SecureWorks Corp. "A"*     1,587   18,076
ShotSpotter, Inc.*     1,482   46,001
Smith Micro Software, Inc.*     6,276   23,409
Sprout Social, Inc. "A"*     4,840   186,340
SPS Commerce, Inc.*     6,206   483,261
SVMK, Inc.*     21,337   471,761
Synchronoss Technologies, Inc.*     7,059   21,248
TeleNav, Inc.*     6,158   22,169
Tenable Holdings, Inc.*     12,156   458,889
Upland Software, Inc.*     4,358   164,297
Varonis Systems, Inc.*     5,498   634,579
Verint Systems, Inc.*     11,042   532,004
Veritone, Inc.* (a)   4,294   39,333
Virnetx Holding Corp. (a)   11,749   61,917
Workiva, Inc.*     6,927   386,250
Xperi Holding Corp.     18,186   208,957
Yext, Inc.*     17,203   261,142
Zix Corp.* (a)   9,410   54,954
Zuora, Inc. "A"*     17,358   179,482
  18,167,716
Technology Hardware, Storage & Peripherals 0.2%
3D Systems Corp.* (a)   20,556   100,930
Avid Technology, Inc.*     5,929   50,752
Diebold Nixdorf, Inc.*     12,388   94,644
Eastman Kodak Co.* (a)   2,896   25,543
Immersion Corp.*     3,389   23,893
Intevac, Inc.*     4,316   23,781
Quantum Corp.*     5,472   25,171
Super Micro Computer, Inc.*     7,967   210,329
  555,043
Materials 3.9%
Chemicals 1.6%
Advanced Emissions Solutions, Inc.     3,155   12,809
AdvanSix, Inc.*     4,949   63,743
AgroFresh Solutions, Inc.*     5,534   13,448
American Vanguard Corp.     5,021   65,976
Amyris, Inc.* (a)   16,124   47,082
Avient Corp.     15,699   415,396
Balchem Corp.     5,543   541,163
Chase Corp.     1,306   124,592
Ferro Corp.*     14,674   181,958
FutureFuel Corp.     4,605   52,359
GCP Applied Technologies, Inc.*     8,757   183,459
H.B. Fuller Co.     8,847   405,016
Hawkins, Inc.     1,731   79,799
Ingevity Corp.*     7,126   352,310
Innospec, Inc.     4,169   263,981
Intrepid Potash, Inc.*     1,750   14,770
Koppers Holdings, Inc.*     3,633   75,966
Kraton Corp.*     5,678   101,182
Kronos Worldwide, Inc.     4,054   52,134
Livent Corp.*     26,305   235,956
Marrone Bio Innovations, Inc.* (a)   10,928   13,332
Minerals Technologies, Inc.     5,810   296,891
Orion Engineered Carbons SA     10,833   135,521
PQ Group Holdings, Inc.*     6,862   70,404
Quaker Chemical Corp.     2,311   415,310
Rayonier Advanced Materials, Inc.*     11,595   37,104
Sensient Technologies Corp.     7,287   420,751
Stepan Co.     3,700   403,300
Trecora Resources*     4,005   24,591
Tredegar Corp.     4,629   68,833
Trinseo SA     6,867   176,070
Tronox Holdings PLC "A"*     16,074   126,502
  5,471,708
Construction Materials 0.1%
Forterra, Inc.*     3,379   39,940
Summit Materials, Inc. "A"*     19,605   324,266
U.S. Concrete, Inc.*     2,852   82,822
United States Lime & Minerals, Inc.     377   33,968
  480,996
Containers & Packaging 0.2%
Greif, Inc. "A"     4,627   167,544
Greif, Inc. "B"     1,062   41,928
Myers Industries, Inc.     6,371   84,288
O-i Glass, Inc.     26,779   283,590
Ranpak Holdings Corp. Common St*     5,373   51,151
UFP Technologies, Inc.*     1,287   53,307
  681,808
Metals & Mining 1.5%
Alcoa Corp.*     32,199   374,474
Allegheny Technologies, Inc.*     21,438   186,939
Arconic Corp.*     17,047   324,745
Caledonia Mining Corp. PLC     2,096   35,611
Carpenter Technology Corp.     8,480   153,997
Century Aluminum Co.*     9,023   64,244
Cleveland-Cliffs, Inc. (a)   67,864   435,687
Coeur Mining, Inc.*     41,453   305,923
Commercial Metals Co.     20,437   408,331
Compass Minerals International, Inc.     5,844   346,841
Ferroglobe Representation & Warranty Insurance Trust (Beneficial Units)* (b)   12,466   0
Gold Resource Corp.     11,287   38,489
Haynes International, Inc.     2,331   39,837
Hecla Mining Co.     90,637   460,436
Kaiser Aluminum Corp.     2,823   151,285
Materion Corp.     3,634   189,077
Novagold Resources, Inc.*     42,000   499,380
Olympic Steel, Inc.     1,747   19,846
Ryerson Holding Corp.*     2,757   15,798
Schnitzer Steel Industries, Inc. "A"     4,336   83,381
SunCoke Energy, Inc.     15,578   53,277
TimkenSteel Corp.*     7,873   27,949
United States Steel Corp. (a)   37,361   274,230
Warrior Met Coal, Inc.     9,219   157,460
Worthington Industries, Inc.     6,201   252,877
  4,900,114
Paper & Forest Products 0.5%
Boise Cascade Co.     6,658   265,788
Clearwater Paper Corp.*     2,878   109,191
Domtar Corp.     9,330   245,099
Glatfelter Corp.     7,763   106,897
Louisiana-Pacific Corp.     19,469   574,530
Neenah, Inc.     2,990   112,035
Schweitzer-Mauduit International, Inc.     5,562   169,029
Verso Corp. "A"     4,865   38,385
  1,620,954
Real Estate 6.5%
Equity Real Estate Investment Trusts (REITs) 5.8%
Acadia Realty Trust      15,011   157,616
Agree Realty Corp.      9,189   584,788
Alexander & Baldwin, Inc.      12,655   141,863
Alexander's, Inc.      393   96,371
Alpine Income Property Trust, Inc.      1,264   19,655
American Assets Trust, Inc.      8,971   216,111
American Finance Trust, Inc.      19,152   120,083
Armada Hoffler Properties, Inc.      9,992   92,526
Bluerock Residential Growth REIT, Inc.      4,525   34,300
BRT Apartments Corp.      1,928   22,712
CareTrust REIT, Inc.      16,314   290,308
CatchMark Timber Trust, Inc. "A"     8,652   77,262
Chatham Lodging Trust      8,330   63,475
CIM Commercial Trust Corp.      1,935   19,079
City Office REIT, Inc.      6,608   49,692
Clipper Realty, Inc.      2,541   15,373
Colony Capital, Inc.      86,150   235,189
Columbia Property Trust, Inc.      20,458   223,197
Community Healthcare Trust, Inc.      3,775   176,519
CoreCivic, Inc.      21,497   171,976
CorEnergy Infrastructure Trust, Inc.      2,726   15,920
CorePoint Lodging, Inc.      7,385   40,248
DiamondRock Hospitality Co.      35,831   181,663
Diversified Healthcare Trust      42,485   149,547
Easterly Government Properties, Inc.      13,750   308,137
EastGroup Properties, Inc.      6,694   865,735
Essential Properties Realty Trust, Inc.      16,377   300,027
Farmland Partners, Inc.  (a)   4,375   29,138
Four Corners Property Trust, Inc.      12,023   307,669
Franklin Street Properties Corp.      17,735   64,910
Front Yard Residential Corp.      9,154   80,006
Getty Realty Corp.      5,956   154,916
Gladstone Commercial Corp.      5,804   97,797
Gladstone Land Corp.      3,517   52,825
Global Medical REIT, Inc.      7,591   102,479
Global Net Lease, Inc.      16,098   255,958
Healthcare Realty Trust, Inc.      23,349   703,272
Hersha Hospitality Trust      6,188   34,282
Independence Realty Trust, Inc.  (a)   17,054   197,656
Industrial Logistics Properties Trust      11,560   252,817
Innovative Industrial Properties, Inc.      3,657   453,870
Investors Real Estate Trust      2,183   142,266
iStar, Inc.      12,176   143,799
Jernigan Capital, Inc.      4,003   68,611
Kite Realty Group Trust      14,927   172,855
Lexington Realty Trust      47,114   492,341
LTC Properties, Inc.      6,940   241,928
Mack-Cali Realty Corp.      14,679   185,249
Monmouth Real Estate Investment Corp.      16,914   234,259
National Health Investors, Inc.      7,404   446,239
National Storage Affiliates Trust      10,735   351,142
NETSTREIT Corp. *     1,723   31,462
New Senior Investment Group, Inc.      14,659   58,636
NexPoint Residential Trust, Inc.      3,895   172,743
Office Properties Income Trust      8,600   178,192
One Liberty Properties, Inc.      2,807   45,923
Pebblebrook Hotel Trust      22,227   278,504
Physicians Realty Trust      36,466   653,106
Piedmont Office Realty Trust, Inc. "A"     21,573   292,746
Plymouth Industrial Reit, Inc.      2,749   33,923
PotlatchDeltic Corp.      11,275   474,677
Preferred Apartment Communities, Inc. "A"     8,958   48,373
PS Business Parks, Inc.      3,453   422,613
QTS Realty Trust, Inc. "A"     10,769   678,662
Retail Opportunity Investments Corp.      20,293   211,352
Retail Properties of America, Inc. "A"     38,424   223,243
Retail Value, Inc.      3,076   38,665
RLJ Lodging Trust      27,987   242,367
RPT Realty      14,438   78,543
Ryman Hospitality Properties, Inc.      8,640   317,952
Sabra Health Care REIT, Inc.      35,420   488,265
Safehold, Inc.      3,101   192,572
Saul Centers, Inc.      2,225   59,141
Seritage Growth Properties "A"* (a)   6,106   82,126
Service Properties Trust      27,848   221,392
SITE Centers Corp.      27,473   197,806
STAG Industrial, Inc.      25,946   791,094
Summit Hotel Properties, Inc.      18,884   97,819
Sunstone Hotel Investors, Inc.      36,727   291,612
Tanger Factory Outlet Centers, Inc.  (a)   15,998   96,468
Terreno Realty Corp.      11,517   630,671
The Geo Group, Inc.      19,963   226,380
The Macerich Co.  (a)   25,454   172,833
UMH Properties, Inc.      6,486   87,820
Uniti Group, Inc.      33,011   347,771
Universal Health Realty Income Trust      2,296   130,849
Urban Edge Properties      20,842   202,584
Urstadt Biddle Properties "A"     5,417   49,836
Washington Real Estate Investment Trust      14,080   283,430
Whitestone REIT      7,288   43,728
Xenia Hotels & Resorts, Inc.      20,007   175,661
  19,287,196
Real Estate Management & Development 0.7%
Altisource Portfolio Solutions SA*     683   8,654
American Realty Investors, Inc.*     447   4,054
Cto Realty Growth, Inc.     809   35,677
Cushman & Wakefield PLC*     19,845   208,571
EXP World Holdings, Inc.*     4,281   172,696
Fathom Holdings, Inc.*     437   6,878
Forestar Group, Inc.*     2,960   52,392
FRP Holdings, Inc.*     1,235   51,462
Griffin Land & Nurseries, Inc.     477   25,496
Kennedy-Wilson Holdings, Inc.     20,901   303,482
Marcus & Millichap, Inc.*     4,119   113,355
Maui Land & Pineapple Co., Inc.*     1,307   14,142
Newmark Group, Inc. "A" (a)   25,645   110,786
Rafael Holdings, Inc. "B"*     1,586   24,583
RE/MAX Holdings, Inc. "A"     3,197   104,638
Realogy Holdings Corp.     20,566   194,143
Redfin Corp.*     16,855   841,570
Stratus Properties, Inc.*     1,152   24,837
Tejon Ranch Co.*     3,712   52,525
The RMR Group, Inc. "A"     2,709   74,416
The St. Joe Co.*     5,894   121,593
Transcontinental Realty Investors, Inc.*     292   7,280
  2,553,230
Utilities 3.2%
Electric Utilities 0.7%
ALLETE, Inc.     8,963   463,746
Genie Energy Ltd. "B"     2,106   16,848
MGE Energy, Inc.     6,260   392,252
Otter Tail Corp.     7,180   259,701
PNM Resources, Inc.     13,698   566,138
Portland General Electric Co.     15,507   550,498
Spark Energy, Inc. "A"     2,257   18,778
  2,267,961
Gas Utilities 1.0%
Brookfield Infrastructure Corp. "A" (a)   5,717   316,664
Chesapeake Utilities Corp. (a)   2,904   244,807
New Jersey Resources Corp.     16,392   442,912
Northwest Natural Holding Co.     5,417   245,878
ONE Gas, Inc.     9,052   624,678
RGC Resources, Inc.     1,312   30,766
South Jersey Industries, Inc.     17,266   332,716
Southwest Gas Holdings, Inc.     9,667   609,988
Spire, Inc.     8,634   459,329
  3,307,738
Independent Power & Renewable Electricity Producers 0.6%
Atlantic Power Corp.*     17,060   33,438
Brookfield Renewable Corp. "A"     11,807   691,890
Clearway Energy, Inc. "A"     6,323   156,178
Clearway Energy, Inc. "C"     14,231   383,668
Ormat Technologies, Inc.     6,920   409,041
Sunnova Energy International, Inc.*     9,202   279,833
  1,954,048
Multi-Utilities 0.4%
Avista Corp.     11,555   394,256
Black Hills Corp.     10,853   580,527
NorthWestern Corp.     8,725   424,384
Unitil Corp.     2,642   102,087
  1,501,254
Water Utilities 0.5%
American States Water Co.     6,514   488,224
Artesian Resources Corp. "A"     1,500   51,705
Cadiz, Inc.* (a)   3,724   36,980
California Water Service Group     8,734   379,492
Consolidated Water Co., Ltd.     2,551   26,556
Global Water Resources, Inc.     2,087   22,498
Middlesex Water Co. (a)   3,046   189,309
Pure Cycle Corp.*     3,525   31,760
SJW Group     4,493   273,444
York Water Co.     2,274   96,122
  1,596,090
Total Common Stocks (Cost $303,475,496)   329,218,619
Rights 0.0%
Health Care  
GTX, Inc.* (a) (b)   123   252
Omthera Pharmaceutical, Inc.* (b)   1,167   700
Tobira Therapeutics, Inc.* (b)   1,687   102
Total Rights (Cost $355)   1,054
Warrants 0.0%
Energy 0.0%
Whiting Petroleum Corp, Expiration Date 9/01/2025*   2   6
Health Care 0.0%
Pulse Biosciences, Inc, Expiration Date 5/14/2025* (b)     66   481
Total Warrants (Cost $141)   487
  Principal
Amount ($)		   Value ($)
Government & Agency Obligations 0.4%
U.S. Treasury Obligation  
U.S. Treasury Bill, 0.11% **, 1/28/2021 (c) (Cost $1,519,447)     1,520,000   1,519,491
  Shares   Value ($)
Securities Lending Collateral 5.3%
DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 0.04% (d) (e) (Cost $17,635,229)     17,635,229   17,635,229
Cash Equivalents 0.8%
DWS Central Cash Management Government Fund, 0.09% (d) (Cost $2,639,686)     2,639,686   2,639,686
  % of
Net Assets		   Value ($)
Total Investment Portfolio (Cost $325,270,354) 105.1   351,014,566
Other Assets and Liabilities, Net (5.1)   (17,077,921)
Net Assets 100.0   333,936,645
                         

For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.  
A summary of the Fund's transactions with affiliated investments during the period ended September 30, 2020 are as follows:

 

Value ($) at
         12/31/2019		   Purchases
Cost ($)		   Sales
Proceeds ($)		   Net
Realized
Gain/
(Loss) ($)		   Net
Change in
Unrealized
Appreci-
ation
(Deprecia-
tion) ($)		   Income ($)   Capital
Gain
Distribu-
tions ($)		   Number of Shares at 9/30/2020   Value ($) at
9/30/2020		  
Securities Lending Collateral 5.3%
DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares”, 0.04% (d) (e)
14,803,664   2,831,565 (f)   —   —   —   324,309   —   17,635,229   17,635,229  
Cash Equivalents 0.8%
DWS Central Cash Management Government Fund, 0.09% (d)
5,850,788   112,461,885   115,672,987   —   —   23,623   —   2,639,686   2,639,686  
20,654,452   115,293,450   115,672,987   —   —   347,932   —   20,274,915   20,274,915  

 

* Non-income producing security.
** Annualized yield at time of purchase; not a coupon rate.
(a) All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The value of securities loaned at September 30, 2020 amounted to $21,649,011, which is 6.5% of net assets.
(b) Investment was valued using significant unobservable inputs.
(c) At September 30, 2020, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
(d) Affiliated fund managed by DWS Investment Management Americas, Inc.  The rate shown is the annualized seven-day yield at period end.
(e) Represents cash collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. In addition, the Fund held non-cash U.S. Treasury securities collateral having a value of $5,018,407.
(f) Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the period ended September 30, 2020.
144A: Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
At September 30, 2020, open futures contracts purchased were as follows:

 

Futures  Currency  Expiration
Date		  Contracts  Notional
Amount ($)		  Notional
Value ($)		  Unrealized
Depreciation ($)
Russell E Mini 2000 Index   

USD

   12/18/2020   65    4,909,449    4,889,300    (20,149)

 

 

Currency Abbreviation
USD United States Dollar    

 

Fair Value Measurements

 

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, and credit risk). Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.

 

The following is a summary of the inputs used as of September 30, 2020 in valuing the Fund's investments.

 

Assets   Level 1   Level 2   Level 3   Total
Common Stocks(g) $ 329,183,903 $ — $ 34,716 $ 329,218,619
Rights   —   —   1,054   1,054
Warrants(g)   6       481   487
Government & Agency Obligations   —   1,519,491   —   1,519,491
Short-Term Investments (g)   20,274,915   —   —   20,274,915
Total $ 349,458,824 $ 1,519,491 $ 36,251 $ 351,014,566
Liabilities   Level 1   Level 2   Level 3   Total
Derivatives (h)                
  Futures Contracts $ (20,149) $ — $ — $ (20,149)
Total $ (20,149) $ — $ — $ (20,149)
                   

During the period ended September 30, 2020, the amount of transfers between Level 1 and Level 3 was $34,716. The investment was transferred from Level 1 to Level 3 due to the lack of observable market data due to a decrease in market activity.

 

(g) See Investment Portfolio for additional detailed categorizations.  
(h) Derivatives include unrealized appreciation (depreciation) on open futures contracts.  

 

Derivatives

 

The following table presents, by major type of derivative contract, the unrealized appreciation (depreciation) of the Fund's derivative instruments as of September 30, 2020 categorized by the primary underlying risk exposure.

 

 

 

Primary Underlying Risk Disclosure

 Futures
Equity Contracts   $ (20,149)