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Shares		Description	Value

	Common Stocks – 99.9%
	Automobiles & Components – 2.0%
	1,263	Aptiv PLC*	$ 141,696
	1,121	BorgWarner, Inc.	55,052
	18,458	Ford Motor Co.	232,571
	6,583	General Motors Co.	241,465
	12,668	Tesla, Inc.*	2,628,103

			3,298,887

	Banks – 3.1%
	32,799	Bank of America Corp.	938,051
	9,127	Citigroup, Inc.	427,965
	2,243	Citizens Financial Group, Inc.	68,120
	635	Comerica, Inc.	27,572
	3,210	Fifth Third Bancorp	85,514
	885	First Republic Bank	12,381
	6,755	Huntington Bancshares, Inc.	75,656
	13,812	JPMorgan Chase & Co.	1,799,842
	4,518	KeyCorp	56,565
	790	M&T Bank Corp.	94,460
	1,877	PNC Financial Services Group, Inc. (The)	238,567
	4,366	Regions Financial Corp.	81,033
	6,265	Truist Financial Corp.	213,637
	6,383	US Bancorp	230,107
	17,917	Wells Fargo & Co.	669,738
	739	Zions Bancorp NA	22,118

			5,041,326

	Capital Goods – 5.7%
	2,596	3M Co.	272,866
	574	A O Smith Corp.	39,692
	426	Allegion PLC	45,467
	1,092	AMETEK, Inc.	158,700
	2,643	Boeing Co. (The)*	561,452
	3,929	Carrier Global Corp.	179,752
	2,454	Caterpillar, Inc.	561,573
	658	Cummins, Inc.	157,183
	1,275	Deere & Co.	526,422
	665	Dover Corp.	101,040
	1,881	Eaton Corp. PLC	322,291
	2,697	Emerson Electric Co.	235,017
	2,680	Fastenal Co.	144,559
	1,679	Fortive Corp.	114,457
	307	Generac Holdings, Inc.*	33,159
	1,061	General Dynamics Corp.	242,131
	5,117	General Electric Co.	489,185



Shares		Description	Value

	Common Stocks – (continued)
	Capital Goods – (continued)
	3,141	Honeywell International, Inc.	$ 600,308
	1,767	Howmet Aerospace, Inc.	74,868
	184	Huntington Ingalls Industries, Inc.	38,092
	362	IDEX Corp.	83,633
	1,310	Illinois Tool Works, Inc.	318,919
	1,880	Ingersoll Rand, Inc.	109,378
	3,244	Johnson Controls International PLC	195,354
	897	L3Harris Technologies, Inc.	176,027
	1,071	Lockheed Martin Corp.	506,294
	1,062	Masco Corp.	52,803
	257	Nordson Corp.	57,121
	680	Northrop Grumman Corp.	313,970
	1,953	Otis Worldwide Corp.	164,833
	2,453	PACCAR, Inc.	179,560
	604	Parker-Hannifin Corp.	203,010
	762	Pentair PLC	42,116
	669	Quanta Services, Inc.	111,482
	6,888	Raytheon Technologies Corp.	674,542
	535	Rockwell Automation, Inc.	156,996
	251	Snap-on, Inc.	61,969
	692	Stanley Black & Decker, Inc.	55,761
	1,002	Textron, Inc.	70,771
	1,078	Trane Technologies PLC	198,330
	242	TransDigm Group, Inc.	178,366
	330	United Rentals, Inc.	130,601
	869	Westinghouse Air Brake Technologies Corp.	87,821
	211	W.W. Grainger, Inc.	145,339
	861	Xylem, Inc.	90,147

			9,263,357

	Commercial & Professional Services – 1.3%
	1,957	Automatic Data Processing, Inc.	435,687
	550	Broadridge Financial Solutions, Inc.	80,613
	406	Cintas Corp.	187,848
	1,999	Copart, Inc.*	150,345
	1,909	CoStar Group, Inc.*	131,435
	574	Equifax, Inc.	116,430
	600	Jacobs Solutions, Inc.	70,506
	655	Leidos Holdings, Inc.	60,299
	1,510	Paychex, Inc.	173,031
	977	Republic Services, Inc.	132,110
	499	Robert Half International, Inc.	40,204
	1,071	Rollins, Inc.	40,195
	736	Verisk Analytics, Inc.	141,209



Shares		Description	Value

	Common Stocks – (continued)
	Commercial & Professional Services – (continued)
	1,751	Waste Management, Inc.	$ 285,711

			2,045,623

	Consumer Discretionary Distribution & Retail – 5.1%
	286	Advance Auto Parts, Inc.	34,781
	41,949	Amazon.com, Inc.*	4,332,912
	88	AutoZone, Inc.*	216,317
	1,107	Bath & Body Works, Inc.	40,494
	919	Best Buy Co., Inc.	71,930
	767	CarMax, Inc.*	49,303
	2,554	eBay, Inc.	113,321
	589	Etsy, Inc.*	65,573
	669	Genuine Parts Co.	111,930
	4,792	Home Depot, Inc. (The)	1,414,215
	1,199	LKQ Corp.	68,055
	2,851	Lowe’s Cos., Inc.	570,115
	294	O’Reilly Automotive, Inc.*	249,600
	182	Pool Corp.	62,324
	1,618	Ross Stores, Inc.	171,718
	5,457	TJX Cos., Inc. (The)	427,611
	525	Tractor Supply Co.	123,396
	241	Ulta Beauty, Inc.*	131,507

			8,255,102

	Consumer Durables & Apparel – 0.9%
	1,456	D.R. Horton, Inc.	142,237
	732	Garmin Ltd.	73,873
	636	Hasbro, Inc.	34,147
	1,180	Lennar Corp., Class A	124,030
	253	Mohawk Industries, Inc.*	25,356
	1,773	Newell Brands, Inc.	22,056
	5,858	NIKE, Inc., Class B	718,425
	14	NVR, Inc.*	78,011
	1,034	PulteGroup, Inc.	60,261
	200	Ralph Lauren Corp.	23,334
	1,081	Tapestry, Inc.	46,602
	1,543	VF Corp.	35,350
	263	Whirlpool Corp.	34,721

			1,418,403

	Consumer Services – 2.1%
	183	Booking Holdings, Inc.*	485,391
	995	Caesars Entertainment, Inc.*	48,566
	4,349	Carnival Corp.*	44,142



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Services – (continued)
	129	Chipotle Mexican Grill, Inc.*	$ 220,369
	571	Darden Restaurants, Inc.	88,596
	165	Domino’s Pizza, Inc.	54,429
	689	Expedia Group, Inc.*	66,854
	1,255	Hilton Worldwide Holdings, Inc.	176,792
	1,533	Las Vegas Sands Corp.*	88,071
	1,270	Marriott International, Inc., Class A	210,871
	3,442	McDonald’s Corp.	962,418
	1,511	MGM Resorts International	67,119
	2,072	Norwegian Cruise Line Holdings Ltd.*	27,868
	1,055	Royal Caribbean Cruises Ltd.*	68,891
	5,401	Starbucks Corp.	562,406
	494	Wynn Resorts Ltd.*	55,283
	1,321	Yum! Brands, Inc.	174,478

			3,402,544

	Consumer Staples Distribution & Retail – 2.0%
	2,088	Costco Wholesale Corp.	1,037,465
	1,053	Dollar General Corp.	221,614
	975	Dollar Tree, Inc.*	139,961
	3,097	Kroger Co. (The)	152,899
	2,386	Sysco Corp.	184,271
	2,157	Target Corp.	357,264
	3,407	Walgreens Boots Alliance, Inc.	117,814
	6,598	Walmart, Inc.	972,875

			3,184,163

	Energy – 4.6%
	1,552	APA Corp.	55,965
	4,625	Baker Hughes Co.	133,477
	8,364	Chevron Corp.	1,364,670
	5,770	ConocoPhillips	572,442
	3,769	Coterra Energy, Inc.	92,491
	3,092	Devon Energy Corp.	156,486
	839	Diamondback Energy, Inc.	113,408
	2,771	EOG Resources, Inc.	317,640
	1,707	EQT Corp.	54,470
	19,394	Exxon Mobil Corp.	2,126,746
	4,242	Halliburton Co.	134,217
	1,306	Hess Corp.	172,836
	9,328	Kinder Morgan, Inc.	163,333
	2,994	Marathon Oil Corp.	71,736
	2,145	Marathon Petroleum Corp.	289,210
	3,427	Occidental Petroleum Corp.	213,948



Shares		Description	Value

	Common Stocks – (continued)
	Energy – (continued)
	2,127	ONEOK, Inc.	$ 135,150
	2,198	Phillips 66	222,833
	1,124	Pioneer Natural Resources Co.	229,566
	6,707	Schlumberger NV	329,314
	1,068	Targa Resources Corp.	77,911
	1,820	Valero Energy Corp.	254,072
	5,724	Williams Cos., Inc. (The)	170,919

			7,452,840

	Equity Real Estate Investment Trusts – 2.5%
	699	Alexandria Real Estate Equities, Inc. REIT	87,787
	2,186	American Tower Corp. REIT	446,687
	656	AvalonBay Communities, Inc. REIT	110,247
	668	Boston Properties, Inc. REIT	36,152
	519	Camden Property Trust REIT	54,412
	2,046	Crown Castle, Inc. REIT	273,837
	1,367	Digital Realty Trust, Inc. REIT	134,390
	437	Equinix, Inc. REIT	315,094
	1,577	Equity Residential REIT	94,620
	311	Essex Property Trust, Inc. REIT	65,043
	629	Extra Space Storage, Inc. REIT	102,483
	352	Federal Realty Investment Trust REIT	34,788
	2,618	Healthpeak Properties, Inc. REIT	57,517
	3,369	Host Hotels & Resorts, Inc. REIT	55,555
	2,744	Invitation Homes, Inc. REIT	85,695
	1,377	Iron Mountain, Inc. REIT	72,857
	2,914	Kimco Realty Corp. REIT	56,910
	541	Mid-America Apartment Communities, Inc. REIT	81,713
	4,332	Prologis, Inc. REIT	540,504
	745	Public Storage REIT	225,094
	2,948	Realty Income Corp. REIT	186,667
	745	Regency Centers Corp. REIT	45,579
	513	SBA Communications Corp. REIT	133,929
	1,536	Simon Property Group, Inc. REIT	171,986
	1,468	UDR, Inc. REIT	60,276
	1,910	Ventas, Inc. REIT	82,799
	4,596	VICI Properties, Inc. REIT	149,922
	2,224	Welltower, Inc. REIT	159,439
	3,440	Weyerhaeuser Co. REIT	103,647

			4,025,629

	Financial Services – 7.6%
	2,793	American Express Co.	460,705



Shares		Description	Value

	Common Stocks – (continued)
	Financial Services – (continued)
	494	Ameriprise Financial, Inc.	$ 151,411
	3,455	Bank of New York Mellon Corp. (The)	156,995
	8,476	Berkshire Hathaway, Inc., Class B*	2,617,135
	703	BlackRock, Inc.	470,391
	1,792	Capital One Financial Corp.	172,319
	508	Cboe Global Markets, Inc.	68,194
	7,187	Charles Schwab Corp. (The)	376,455
	1,698	CME Group, Inc.	325,201
	1,250	Discover Financial Services	123,550
	183	FactSet Research Systems, Inc.	75,961
	2,797	Fidelity National Information Services, Inc.	151,961
	3,003	Fiserv, Inc.*	339,429
	354	FleetCor Technologies, Inc.*	74,641
	1,362	Franklin Resources, Inc.	36,692
	1,235	Global Payments, Inc.	129,971
	1,596	Goldman Sachs Group, Inc. (The)^(a)	522,068
	2,638	Intercontinental Exchange, Inc.	275,117
	1,729	Invesco Ltd.	28,356
	334	Jack Henry & Associates, Inc.	50,341
	176	MarketAxess Holdings, Inc.	68,867
	3,967	Mastercard, Inc., Class A	1,441,647
	745	Moody’s Corp.	227,985
	6,139	Morgan Stanley	539,004
	378	MSCI, Inc.	211,563
	1,586	Nasdaq, Inc.	86,707
	985	Northern Trust Corp.	86,808
	5,344	PayPal Holdings, Inc.*	405,823
	917	Raymond James Financial, Inc.	85,529
	1,552	S&P Global, Inc.	535,083
	1,638	State Street Corp.	123,980
	2,036	Synchrony Financial	59,207
	1,047	T. Rowe Price Group, Inc.	118,206
	7,652	Visa, Inc., Class A	1,725,220

			12,322,522

	Food, Beverage & Tobacco – 3.6%
	8,413	Altria Group, Inc.	375,388
	2,574	Archer-Daniels-Midland Co.	205,045
	853	Brown-Forman Corp., Class B	54,822
	715	Bunge Ltd.	68,297
	935	Campbell Soup Co.	51,406
	18,295	Coca-Cola Co. (The)	1,134,839
	2,201	Conagra Brands, Inc.	82,670
	763	Constellation Brands, Inc., Class A	172,354



Shares		Description	Value

	Common Stocks – (continued)
	Food, Beverage & Tobacco – (continued)
	2,777	General Mills, Inc.	$ 237,322
	692	Hershey Co. (The)	176,052
	1,347	Hormel Foods Corp.	53,718
	506	J M Smucker Co. (The)	79,629
	1,213	Kellogg Co.	81,222
	4,043	Keurig Dr Pepper, Inc.	142,637
	3,707	Kraft Heinz Co. (The)	143,350
	690	Lamb Weston Holdings, Inc.	72,119
	1,169	McCormick & Co., Inc.	97,273
	903	Molson Coors Beverage Co., Class B	46,667
	6,426	Mondelez International, Inc., Class A	448,021
	3,590	Monster Beverage Corp.*	193,896
	6,474	PepsiCo, Inc.	1,180,210
	7,311	Philip Morris International, Inc.	710,995
	1,328	Tyson Foods, Inc., Class A	78,777

			5,886,709

	Health Care Equipment & Services – 5.9%
	8,191	Abbott Laboratories	829,421
	337	Align Technology, Inc.*	112,605
	754	AmerisourceBergen Corp.	120,723
	2,410	Baxter International, Inc.	97,750
	1,340	Becton Dickinson and Co.	331,704
	6,774	Boston Scientific Corp.*	338,903
	1,210	Cardinal Health, Inc.	91,355
	2,593	Centene Corp.*	163,904
	1,402	Cigna Group (The)	358,253
	234	Cooper Cos., Inc. (The)	87,366
	6,031	CVS Health Corp.	448,164
	264	DaVita, Inc.*	21,413
	1,041	DENTSPLY SIRONA, Inc.	40,890
	1,825	Dexcom, Inc.*	212,028
	2,920	Edwards Lifesciences Corp.*	241,572
	1,126	Elevance Health, Inc.	517,746
	1,691	GE HealthCare Technologies, Inc.*	138,713
	1,001	HCA Healthcare, Inc.	263,944
	649	Henry Schein, Inc.*	52,919
	1,142	Hologic, Inc.*	92,159
	591	Humana, Inc.	286,907
	391	IDEXX Laboratories, Inc.*	195,531
	322	Insulet Corp.*	102,705
	1,655	Intuitive Surgical, Inc.*	422,803
	416	Laboratory Corp. of America Holdings	95,439
	646	McKesson Corp.	230,008



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Services – (continued)
	6,271	Medtronic PLC	$ 505,568
	277	Molina Healthcare, Inc.*	74,095
	520	Quest Diagnostics, Inc.	73,570
	697	ResMed, Inc.	152,636
	474	STERIS PLC	90,667
	1,583	Stryker Corp.	451,899
	219	Teleflex, Inc.	55,475
	4,400	UnitedHealth Group, Inc.	2,079,396
	314	Universal Health Services, Inc., Class B	39,909
	987	Zimmer Biomet Holdings, Inc.	127,520

			9,545,660

	Household & Personal Products – 1.6%
	1,156	Church & Dwight Co., Inc.	102,202
	585	Clorox Co. (The)	92,570
	3,947	Colgate-Palmolive Co.	296,617
	1,091	Estee Lauder Cos., Inc. (The), Class A	268,888
	1,595	Kimberly-Clark Corp.	214,081
	11,108	Procter & Gamble Co. (The)	1,651,649

			2,626,007

	Insurance – 2.2%
	2,631	Aflac, Inc.	169,752
	1,239	Allstate Corp. (The)	137,293
	3,491	American International Group, Inc.	175,807
	969	Aon PLC, Class A	305,516
	1,759	Arch Capital Group Ltd.*	119,383
	1,006	Arthur J Gallagher & Co.	192,458
	247	Assurant, Inc.	29,657
	1,126	Brown & Brown, Inc.	64,655
	1,946	Chubb Ltd.	377,874
	736	Cincinnati Financial Corp.	82,491
	184	Everest Re Group Ltd.	65,876
	426	Globe Life, Inc.	46,868
	1,471	Hartford Financial Services Group, Inc. (The)	102,514
	752	Lincoln National Corp.	16,897
	909	Loews Corp.	52,740
	2,332	Marsh & McLennan Cos., Inc.	388,395
	3,112	MetLife, Inc.	180,309
	1,088	Principal Financial Group, Inc.	80,860
	2,746	Progressive Corp. (The)	392,843
	1,713	Prudential Financial, Inc.	141,734
	1,087	Travelers Cos., Inc. (The)	186,323
	980	W R Berkley Corp.	61,015



Shares		Description	Value

	Common Stocks – (continued)
	Insurance – (continued)
	499	Willis Towers Watson PLC	$ 115,958

			3,487,218

	Materials – 2.6%
	1,048	Air Products and Chemicals, Inc.	300,996
	544	Albemarle Corp.	120,246
	7,069	Amcor PLC	80,445
	384	Avery Dennison Corp.	68,709
	1,450	Ball Corp.	79,910
	455	Celanese Corp.	49,545
	931	CF Industries Holdings, Inc.	67,488
	3,365	Corteva, Inc.	202,943
	3,313	Dow, Inc.	181,619
	2,155	DuPont de Nemours, Inc.	154,664
	540	Eastman Chemical Co.	45,544
	1,168	Ecolab, Inc.	193,339
	589	FMC Corp.	71,935
	6,751	Freeport-McMoRan, Inc.	276,183
	1,199	International Flavors & Fragrances, Inc.	110,260
	1,708	International Paper Co.	61,590
	2,314	Linde PLC	822,488
	1,205	LyondellBasell Industries NV, Class A	113,137
	294	Martin Marietta Materials, Inc.	104,388
	1,593	Mosaic Co. (The)	73,087
	3,732	Newmont Corp.	182,943
	1,189	Nucor Corp.	183,665
	446	Packaging Corp. of America	61,918
	1,095	PPG Industries, Inc.	146,270
	712	Sealed Air Corp.	32,688
	1,110	Sherwin-Williams Co. (The)	249,495
	782	Steel Dynamics, Inc.	88,413
	631	Vulcan Materials Co.	108,254
	1,213	Westrock Co.	36,960

			4,269,122

	Media & Entertainment – 7.0%
	3,361	Activision Blizzard, Inc.	287,668
	28,020	Alphabet, Inc., Class A*	2,906,515
	24,456	Alphabet, Inc., Class C*	2,543,424
	496	Charter Communications, Inc., Class A*	177,374
	19,840	Comcast Corp., Class A	752,134
	1,157	DISH Network Corp., Class A*	10,795
	1,226	Electronic Arts, Inc.	147,672
	1,384	Fox Corp., Class A	47,125



Shares		Description	Value

	Common Stocks – (continued)
	Media & Entertainment – (continued)
	630	Fox Corp., Class B	$ 19,725
	1,870	Interpublic Group of Cos., Inc. (The)	69,639
	692	Live Nation Entertainment, Inc.*	48,440
	1,302	Match Group, Inc.*	49,984
	10,483	Meta Platforms, Inc., Class A*	2,221,767
	2,094	Netflix, Inc.*	723,435
	1,844	News Corp., Class A	31,846
	566	News Corp., Class B	9,865
	951	Omnicom Group, Inc.	89,717
	2,447	Paramount Global, Class B	54,593
	753	Take-Two Interactive Software, Inc.*	89,833
	8,594	Walt Disney Co. (The)*	860,517
	10,378	Warner Bros Discovery, Inc.*	156,708

			11,298,776

	Pharmaceuticals, Biotechnology & Life Sciences – 8.3%
	8,315	AbbVie, Inc.	1,325,162
	1,394	Agilent Technologies, Inc.	192,846
	2,518	Amgen, Inc.	608,727
	678	Biogen, Inc.*	188,504
	100	Bio-Rad Laboratories, Inc., Class A*	47,902
	760	Bio-Techne Corp.	56,384
	9,998	Bristol-Myers Squibb Co.	692,961
	824	Catalent, Inc.*	54,145
	246	Charles River Laboratories International, Inc.*	49,648
	3,083	Danaher Corp.	777,039
	3,708	Eli Lilly & Co.	1,273,401
	5,850	Gilead Sciences, Inc.	485,375
	739	Illumina, Inc.*	171,855
	880	Incyte Corp.*	63,598
	875	IQVIA Holdings, Inc.*	174,029
	12,312	Johnson & Johnson	1,908,360
	11,919	Merck & Co., Inc.	1,268,062
	104	Mettler-Toledo International, Inc.*	159,142
	1,561	Moderna, Inc.*	239,738
	1,257	Organon & Co.	29,565
	594	PerkinElmer, Inc.	79,156
	26,384	Pfizer, Inc.	1,076,467
	504	Regeneron Pharmaceuticals, Inc.*	414,122
	1,843	Thermo Fisher Scientific, Inc.	1,062,250
	1,214	Vertex Pharmaceuticals, Inc.*	382,495
	5,718	Viatris, Inc.	55,007
	281	Waters Corp.*	87,006
	351	West Pharmaceutical Services, Inc.	121,611



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals, Biotechnology & Life Sciences – (continued)
	2,184	Zoetis, Inc.	$ 363,505

			13,408,062

	Real Estate Management & Development – 0.1%
	1,481	CBRE Group, Inc., Class A*	107,832

	Semiconductors & Semiconductor Equipment – 6.4%
	7,605	Advanced Micro Devices, Inc.*	745,366
	2,380	Analog Devices, Inc.	469,384
	3,974	Applied Materials, Inc.	488,126
	1,965	Broadcom, Inc.	1,260,626
	640	Enphase Energy, Inc.*	134,579
	465	First Solar, Inc.*	101,138
	19,506	Intel Corp.	637,261
	654	KLA Corp.	261,057
	638	Lam Research Corp.	338,217
	2,559	Microchip Technology, Inc.	214,393
	5,137	Micron Technology, Inc.	309,967
	210	Monolithic Power Systems, Inc.	105,113
	11,574	NVIDIA Corp.	3,214,910
	1,222	NXP Semiconductors NV (China)	227,873
	2,029	ON Semiconductor Corp.*	167,027
	465	Qorvo, Inc.*	47,230
	5,242	QUALCOMM, Inc.	668,774
	749	Skyworks Solutions, Inc.	88,367
	258	SolarEdge Technologies, Inc.*	78,419
	718	Teradyne, Inc.	77,192
	4,274	Texas Instruments, Inc.	795,007

			10,430,026

	Software & Services – 10.6%
	2,959	Accenture PLC, Class A	845,712
	2,153	Adobe, Inc.*	829,702
	734	Akamai Technologies, Inc.*	57,472
	414	ANSYS, Inc.*	137,779
	1,020	Autodesk, Inc.*	212,323
	1,294	Cadence Design Systems, Inc.*	271,856
	740	Ceridian HCM Holding, Inc.*	54,183
	2,387	Cognizant Technology Solutions Corp., Class A	145,440
	1,107	DXC Technology Co.*	28,295
	275	EPAM Systems, Inc.*	82,225
	120	Fair Isaac Corp.*	84,323
	3,056	Fortinet, Inc.*	203,102



Shares		Description	Value

	Common Stocks – (continued)
	Software & Services – (continued)
	376	Gartner, Inc.*	$ 122,489
	2,724	Gen Digital, Inc.	46,744
	4,263	International Business Machines Corp.	558,837
	1,320	Intuit, Inc.	588,495
	35,034	Microsoft Corp.	10,100,302
	7,226	Oracle Corp.	671,440
	229	Paycom Software, Inc.*	69,618
	503	PTC, Inc.*	64,500
	501	Roper Technologies, Inc.	220,786
	4,699	Salesforce, Inc.*	938,766
	958	ServiceNow, Inc.*	445,202
	719	Synopsys, Inc.*	277,714
	198	Tyler Technologies, Inc.*	70,219
	429	VeriSign, Inc.*	90,660

			17,218,184

	Technology Hardware & Equipment – 9.0%
	2,814	Amphenol Corp., Class A	229,960
	69,998	Apple, Inc.	11,542,670
	1,133	Arista Networks, Inc.*	190,185
	637	CDW Corp.	124,145
	19,307	Cisco Systems, Inc.	1,009,274
	3,628	Corning, Inc.	127,996
	287	F5, Inc.*	41,813
	5,937	Hewlett Packard Enterprise Co.	94,577
	4,043	HP, Inc.	118,662
	1,531	Juniper Networks, Inc.	52,697
	830	Keysight Technologies, Inc.*	134,028
	790	Motorola Solutions, Inc.	226,043
	1,026	NetApp, Inc.	65,510
	928	Seagate Technology Holdings PLC	61,359
	1,499	TE Connectivity Ltd.	196,594
	220	Teledyne Technologies, Inc.*	98,419
	1,155	Trimble, Inc.*	60,545
	1,546	Western Digital Corp.*	58,238
	244	Zebra Technologies Corp., Class A*	77,592

			14,510,307

	Telecommunication Services – 1.1%
	33,512	AT&T, Inc.	645,106
	2,798	T-Mobile US, Inc.*	405,262
	19,809	Verizon Communications, Inc.	770,372

			1,820,740



Shares		Description	Value

	Common Stocks – (continued)
	Transportation – 1.7%
	618	Alaska Air Group, Inc.*	$ 25,931
	3,127	American Airlines Group, Inc.*	46,123
	558	C.H. Robinson Worldwide, Inc.	55,448
	9,937	CSX Corp.	297,514
	3,048	Delta Air Lines, Inc.*	106,436
	760	Expeditors International of Washington, Inc.	83,691
	1,096	FedEx Corp.	250,425
	397	J.B. Hunt Transport Services, Inc.	69,658
	1,073	Norfolk Southern Corp.	227,476
	422	Old Dominion Freight Line, Inc.	143,835
	2,749	Southwest Airlines Co.	89,452
	2,876	Union Pacific Corp.	578,824
	1,553	United Airlines Holdings, Inc.*	68,720
	3,431	United Parcel Service, Inc., Class B	665,580

			2,709,113

	Utilities – 2.9%
	3,209	AES Corp. (The)	77,273
	1,203	Alliant Energy Corp.	64,240
	1,198	Ameren Corp.	103,495
	2,423	American Electric Power Co., Inc.	220,469
	881	American Water Works Co., Inc.	129,058
	661	Atmos Energy Corp.	74,270
	2,937	CenterPoint Energy, Inc.	86,524
	1,345	CMS Energy Corp.	82,556
	1,687	Consolidated Edison, Inc.	161,395
	1,555	Constellation Energy Corp.	122,067
	3,928	Dominion Energy, Inc.	219,614
	918	DTE Energy Co.	100,558
	3,608	Duke Energy Corp.	348,064
	1,796	Edison International	126,780
	943	Entergy Corp.	101,599
	1,065	Evergy, Inc.	65,093
	1,638	Eversource Energy	128,190
	4,683	Exelon Corp.	196,171
	2,575	FirstEnergy Corp.	103,155
	9,372	NextEra Energy, Inc.	722,394
	1,888	NiSource, Inc.	52,788
	1,096	NRG Energy, Inc.	37,582
	7,569	PG&E Corp.*	122,391
	543	Pinnacle West Capital Corp.	43,027
	3,489	PPL Corp.	96,959
	2,325	Public Service Enterprise Group, Inc.	145,196
	1,486	Sempra Energy	224,624



Shares		Description	Value

	Common Stocks – (continued)
	Utilities – (continued)
	5,102	Southern Co. (The)	$ 354,997
	1,499	WEC Energy Group, Inc.	142,090
	2,555	Xcel Energy, Inc.	172,309

			4,624,928

	TOTAL INVESTMENTS – 99.9% (Cost $42,921,711)		$161,653,080

	OTHER ASSETS IN EXCESS OF LIABILITIES – 0.1%		105,322

	NET ASSETS – 100.0%		$161,758,402



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.

(a)		Represents an affiliated issuer.



Investment Abbreviations:
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust

FUTURES CONTRACTS — At March 31, 2023, the Fund had the following futures contracts:



Shares		Description	Value

	Common Stocks – 97.9%
	Australia – 9.8%
	20,055	Allkem Ltd. (Materials)*	$ 160,663
	41,367	ANZ Group Holdings Ltd. (Banks)	637,471
	6,525	ASX Ltd. (Financial Services)	284,951
	51,297	BHP Group Ltd. (Materials)	1,621,700
	4,281	Cochlear Ltd. (Health Care Equipment & Services)	681,537
	19,827	Commonwealth Bank of Australia (Banks)	1,309,089
	52,162	Deterra Royalties Ltd. (Materials)	167,854
	13,265	Fortescue Metals Group Ltd. (Materials)	199,394
	122,486	Glencore PLC (Materials)	704,812
	11,234	Goodman Group REIT (Equity Real Estate Investment Trusts)	142,558
	39,103	Incitec Pivot Ltd. (Materials)	82,399
	39,478	National Australia Bank Ltd. (Banks)	735,608
	15,596	Pilbara Minerals Ltd. (Materials)	41,492
	33,672	Qantas Airways Ltd. (Transportation)*	150,293
	16,883	Suncorp Group Ltd. (Insurance)	137,177
	24,840	Telstra Group Ltd. (Telecommunication Services)	70,332
	58,735	Westpac Banking Corp. (Banks)	855,159
	14,606	WiseTech Global Ltd. (Software & Services)	643,448
	40,533	Woodside Energy Group Ltd. (Energy)	905,514
	32,734	Woolworths Group Ltd. (Consumer Staples Distribution & Retail)	832,187

			10,363,638

	Austria – 0.4%
	5,333	Raiffeisen Bank International AG (Banks)*	81,868
	8,885	Strabag SE (Capital Goods)	380,132

			462,000

	Belgium – 0.5%
	1,438	D’ieteren Group (Consumer Discretionary Distribution & Retail)	279,810
	3,739	KBC Ancora (Banks)	172,287
	381	Melexis NV (Semiconductors & Semiconductor Equipment)	44,124

			496,221

	China – 0.5%
	128,500	BOC Hong Kong Holdings Ltd. (Banks)	400,053



Shares		Description	Value

	Common Stocks – (continued)
	China – (continued)
	129,600	Yangzijiang Shipbuilding Holdings Ltd. (Capital Goods)	$ 117,226

			517,279

	Denmark – 3.2%
	131	AP Moller – Maersk A/S, Class A (Transportation)	232,400
	107	AP Moller – Maersk A/S, Class B (Transportation)	194,495
	424	Genmab A/S (Pharmaceuticals, Biotechnology & Life Sciences)*	160,274
	2,941	Jyske Bank A/S (Banks)*	206,098
	15,456	Novo Nordisk A/S, Class B (Pharmaceuticals, Biotechnology & Life Sciences)	2,454,743
	7,957	Spar Nord Bank A/S (Banks)	125,681

			3,373,691

	Finland – 1.4%
	6,219	Kone OYJ, Class B (Capital Goods)	324,346
	26,193	Nokia OYJ (Technology Hardware & Equipment)	128,578
	50,544	Nordea Bank Abp (Banks)	539,724
	9,733	Sampo OYJ, Class A (Insurance)	459,254

			1,451,902

	France – 13.1%
	9,389	Airbus SE (Capital Goods)	1,254,067
	4,478	Capgemini SE (Software & Services)	832,173
	650	Christian Dior SE (Consumer Durables & Apparel)	580,689
	3,737	Cie de Saint-Gobain (Capital Goods)	212,425
	3,329	Dassault Aviation SA (Capital Goods)	658,577
	18,708	Dassault Systemes (Software & Services)	771,725
	12,607	Edenred (Financial Services)	746,143
	6,278	Eiffage SA (Capital Goods)	679,380
	18,400	Engie SA (Utilities)	291,175
	5,623	EssilorLuxottica SA (Health Care Equipment & Services)	1,013,957
	611	Hermes International (Consumer Durables & Apparel)	1,237,433
	8,294	Legrand SA (Capital Goods)	757,843
	663	LVMH Moet Hennessy Louis Vuitton SE (Consumer Durables & Apparel)	608,574



Shares		Description	Value

	Common Stocks – (continued)
	France – (continued)
	10,822	Publicis Groupe SA (Media & Entertainment)	$ 844,764
	7,121	Rexel SA (Capital Goods)*	169,300
	6,735	Safran SA (Capital Goods)	997,028
	24,401	Societe Generale SA (Banks)	549,788
	5,211	Thales SA (Capital Goods)	770,431
	6,946	Vinci SA (Capital Goods)	796,307

			13,771,779

	Germany – 7.3%
	17,119	Bayer AG (Pharmaceuticals, Biotechnology & Life Sciences)	1,093,590
	7,433	Bayerische Motoren Werke AG (Automobiles & Components)	814,648
	5,861	Beiersdorf AG (Household & Personal Products)	762,443
	1,271	Deutsche Boerse AG (Financial Services)	247,477
	79,284	E.ON SE (Utilities)	989,047
	3,405	HUGO BOSS AG (Consumer Durables & Apparel)	244,855
	26,643	Infineon Technologies AG (Semiconductors & Semiconductor Equipment)	1,094,102
	133	Merck KGaA (Pharmaceuticals, Biotechnology & Life Sciences)	24,796
	2,868	MTU Aero Engines AG (Capital Goods)	717,689
	735	Rheinmetall AG (Capital Goods)	217,744
	10,458	SAP SE (Software & Services)	1,320,539
	545	Siltronic AG (Semiconductors & Semiconductor Equipment)	39,862
	1,040	Wacker Chemie AG (Materials)	169,009

			7,735,801

	Hong Kong – 1.2%
	33,600	AIA Group Ltd. (Insurance)	352,375
	31,800	Bank of East Asia Ltd. (The) (Banks)	40,397
	4,300	Hong Kong Exchanges & Clearing Ltd. (Financial Services)	190,596
	5,700	Jardine Matheson Holdings Ltd. (Capital Goods)	277,020
	50,000	Sino Land Co. Ltd. (Real Estate Management & Development)	67,616



Shares		Description	Value

	Common Stocks – (continued)
	Hong Kong – (continued)
	24,000	Sun Hung Kai Properties Ltd. (Real Estate Management & Development)	$ 336,231

			1,264,235

	Italy – 2.0%
	51,694	Banco BPM SpA (Banks)	201,935
	1,773	Ferrari NV (Automobiles & Components)	480,455
	28,350	Leonardo SpA (Capital Goods)	332,477
	1,624	Prysmian SpA (Capital Goods)	68,193
	549	Reply SpA (Software & Services)	68,939
	50,094	UniCredit SpA (Banks)	944,166

			2,096,165

	Japan – 20.5%
	4,800	AGC, Inc. (Capital Goods)	178,949
	46,800	Asia Pile Holdings Corp. (Materials)	260,236
	30,800	Astellas Pharma, Inc. (Pharmaceuticals, Biotechnology & Life Sciences)	437,585
	8,900	Axell Corp. (Semiconductors & Semiconductor Equipment)	120,663
	9,900	Canon Marketing Japan, Inc. (Technology Hardware & Equipment)	235,881
	4,600	Central Japan Railway Co. (Transportation)	548,871
	3,400	Chubu Electric Power Co., Inc. (Utilities)	35,868
	1,900	Coca-Cola Bottlers Japan Holdings, Inc. (Food, Beverage & Tobacco)	20,764
	3,500	Dai Nippon Printing Co. Ltd. (Commercial & Professional Services)	97,995
	700	Daido Steel Co. Ltd. (Materials)	27,553
	20,900	Eagle Industry Co. Ltd. (Automobiles & Components)	188,060
	1,100	Enplas Corp. (Technology Hardware & Equipment)	40,707
	44,100	Fujikura Ltd. (Capital Goods)	313,267
	5,900	Fujitsu Ltd. (Software & Services)	797,269
	3,400	H2O Retailing Corp. (Consumer Staples Distribution & Retail)	38,249
	17,700	Heiwa Corp. (Consumer Services)	351,168
	27,400	Honda Motor Co. Ltd. (Automobiles & Components)	724,762
	68,600	Ichigo, Inc. (Real Estate Management & Development)	143,803
	14,100	Isetan Mitsukoshi Holdings Ltd. (Consumer Discretionary Distribution & Retail)	157,868



Shares		Description	Value

	Common Stocks – (continued)
	Japan – (continued)
	1,600	J Front Retailing Co. Ltd. (Consumer Discretionary Distribution & Retail)	$ 15,979
	39,700	Japan Tobacco, Inc. (Food, Beverage & Tobacco)	838,605
	3,200	JFE Holdings, Inc. (Materials)	40,616
	40,800	JGC Holdings Corp. (Capital Goods)	507,066
	7,100	Kamigumi Co. Ltd. (Transportation)	149,159
	18,800	KDDI Corp. (Telecommunication Services)	579,750
	57,900	Kobe Steel Ltd. (Materials)	461,571
	21,300	Komatsu Ltd. (Capital Goods)	528,775
	6,900	Komori Corp. (Capital Goods)	51,773
	43,000	Lion Corp. (Household & Personal Products)	464,650
	22,700	Mandom Corp. (Household & Personal Products)	253,594
	8,800	Mimasu Semiconductor Industry Co. Ltd. (Semiconductors & Semiconductor Equipment)	196,613
	4,000	Miraial Co. Ltd. (Semiconductors & Semiconductor Equipment)	49,671
	15,400	Mitsubishi Corp. (Capital Goods)	553,421
	135,500	Mitsubishi HC Capital, Inc. (Financial Services)	699,688
	6,200	Mitsubishi Heavy Industries Ltd. (Capital Goods)	228,414
	1,500	Mitsubishi Kakoki Kaisha Ltd. (Capital Goods)	25,384
	3,000	Mitsubishi Shokuhin Co. Ltd. (Consumer Staples Distribution & Retail)	73,721
	16,600	Mitsui Fudosan Co. Ltd. (Real Estate Management & Development)	311,822
	44,700	Namura Shipbuilding Co. Ltd. (Capital Goods)*	117,748
	7,400	NGK Spark Plug Co. Ltd. (Automobiles & Components)	153,128
	2,000	Nippon Kayaku Co. Ltd. (Materials)	18,121
	4,000	Nippon Sanso Holdings Corp. (Materials)	72,266
	33,300	Nippon Steel Corp. (Materials)	785,264
	15,900	Nippon Telegraph & Telephone Corp. (Telecommunication Services)	475,135
	16,400	Nippon Thompson Co. Ltd. (Capital Goods)	72,286
	2,400	Nisshin Oillio Group Ltd. (The) (Food, Beverage & Tobacco)	58,834
	19,300	Nisshin Seifun Group, Inc. (Food, Beverage & Tobacco)	225,866



Shares		Description	Value

	Common Stocks – (continued)
	Japan – (continued)
	5,100	Nissin Corp. (Transportation)	$ 81,629
	3,600	Open Door, Inc. (Consumer Services)*	42,436
	43,600	ORIX Corp. (Financial Services)	718,877
	23,900	Otsuka Holdings Co. Ltd. (Pharmaceuticals, Biotechnology & Life Sciences)	758,816
	22,100	Riken Technos Corp. (Materials)	98,557
	29,500	Round One Corp. (Consumer Services)	114,127
	1,000	Sankyu, Inc. (Transportation)	37,111
	68,200	Santen Pharmaceutical Co. Ltd. (Pharmaceuticals, Biotechnology & Life Sciences)	582,719
	4,600	Sanyo Special Steel Co. Ltd. (Materials)	85,494
	29,900	SBI Holdings, Inc. (Financial Services)	593,809
	5,600	SCREEN Holdings Co. Ltd. (Semiconductors & Semiconductor Equipment)	496,743
	2,700	Sekisui Chemical Co. Ltd. (Consumer Durables & Apparel)	38,347
	6,900	Shikoku Electric Power Co., Inc. (Utilities)*	39,225
	15,000	SoftBank Group Corp. (Telecommunication Services)	589,703
	12,000	Subaru Corp. (Automobiles & Components)	191,563
	10,600	SUMCO Corp. (Semiconductors & Semiconductor Equipment)	159,466
	36,600	Sumitomo Corp. (Capital Goods)	648,382
	17,400	Sumitomo Heavy Industries Ltd. (Capital Goods)	426,688
	52,600	Sumitomo Pharma Co. Ltd. (Pharmaceuticals, Biotechnology & Life Sciences)	322,312
	19,100	Suzuki Motor Corp. (Automobiles & Components)	695,573
	1,400	Taisho Pharmaceutical Holdings Co. Ltd. (Pharmaceuticals, Biotechnology & Life Sciences)	58,375
	6,200	Takashimaya Co. Ltd. (Consumer Discretionary Distribution & Retail)	90,415
	13,900	Take And Give Needs Co. Ltd. (Consumer Services)	141,145
	7,000	Takuma Co. Ltd. (Capital Goods)	70,311
	14,300	Toho Gas Co. Ltd. (Utilities)	266,245
	16,900	Tokyo Century Corp. (Financial Services)	564,204
	300	Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment)	36,650



Shares		Description	Value

	Common Stocks – (continued)
	Japan – (continued)
	32,200	Tokyo Gas Co. Ltd. (Utilities)	$ 605,141
	8,800	Toyo Engineering Corp. (Capital Goods)*	37,688
	1,400	Transcosmos, Inc. (Commercial & Professional Services)	33,230
	16,400	Xebio Holdings Co. Ltd. (Consumer Discretionary Distribution & Retail)	130,026
	8,200	Yamaichi Electronics Co. Ltd. (Semiconductors & Semiconductor Equipment)	122,426

			21,605,871

	Macau – 0.1%
	20,000	Sands China Ltd. (Consumer Services)*	69,480

	Malta – 0.1%
	4,031	Kambi Group PLC (Consumer Services)*	72,235

	Netherlands – 6.7%
	3,865	ASML Holding NV (Semiconductors & Semiconductor Equipment)	2,633,800
	2,365	Eurocommercial Properties NV REIT (Equity Real Estate Investment Trusts)	53,897
	7,610	Heineken Holding NV (Food, Beverage & Tobacco)	698,204
	7,861	Heineken NV (Food, Beverage & Tobacco)	844,672
	71,878	ING Groep NV (Banks)	853,577
	7,850	Koninklijke Ahold Delhaize NV (Consumer Staples Distribution & Retail)	268,196
	55,373	Shell PLC (Energy)	1,586,498
	987	Wolters Kluwer NV (Commercial & Professional Services)	124,596

			7,063,440

	Norway – 2.1%
	33,859	Aker Solutions ASA (Energy)	123,546
	39,353	DNB Bank ASA (Banks)	704,251
	15,816	Elkem ASA (Materials)*^(a)	53,747
	21,227	Equinor ASA (Energy)	603,450
	15,978	Kongsberg Gruppen ASA (Capital Goods)	645,875
	13,813	MPC Container Ships ASA (Transportation)	22,104
	15,917	Odfjell Drilling Ltd. (Energy)*	40,662
	2,965	Telenor ASA (Telecommunication Services)	34,765

			2,228,400



Shares		Description	Value

	Common Stocks – (continued)
	Portugal – 0.5%
	23,721	Jeronimo Martins SGPS SA (Consumer Staples Distribution & Retail)	$ 556,800

	Singapore – 1.4%
	84,200	Oversea-Chinese Banking Corp. Ltd. (Banks)	784,895
	12,377	STMicroelectronics NV (Semiconductors & Semiconductor Equipment)	659,107

			1,444,002

	South Africa – 0.3%
	8,236	Anglo American PLC (Materials)	273,942

	Spain – 1.4%
	1,490	Amadeus IT Group SA (Consumer Services)*	99,955
	10,564	Banco Bilbao Vizcaya Argentaria SA (Banks)	75,526
	7,355	Bankinter SA (Banks)	41,779
	28,723	Industria de Diseno Textil SA (Consumer Discretionary Distribution & Retail)	964,957
	36,266	Merlin Properties Socimi SA REIT (Equity Real Estate Investment Trusts)	317,308

			1,499,525

	Sweden – 4.8%
	613	Boliden AB (Materials)	24,081
	12,534	Epiroc AB, Class B (Capital Goods)	213,711
	6,530	Evolution AB (Consumer Services)^(a)	874,879
	4,769	H & M Hennes & Mauritz AB, Class B (Consumer Discretionary Distribution & Retail)	68,185
	39,908	Investor AB, Class B (Financial Services)	794,991
	3,035	Saab AB, Class B (Capital Goods)	184,379
	22,445	Skandinaviska Enskilda Banken AB, Class A (Banks)*	247,754
	49,640	SSAB AB, Class A (Materials)	366,791
	42,242	SSAB AB, Class B (Materials)	301,952
	44,952	Swedbank AB, Class A (Banks)^(b)	739,219
	24,663	Swedish Orphan Biovitrum AB (Pharmaceuticals, Biotechnology & Life Sciences)*	574,662



Shares		Description	Value

	Common Stocks – (continued)
	Sweden – (continued)
	31,539	Volvo AB, Class B (Capital Goods)^(b)	$ 649,913

			5,040,517

	Switzerland – 5.3%
	3,642	ABB Ltd. (Capital Goods)	125,291
	4,597	Alcon, Inc. (Health Care Equipment & Services)	326,330
	82	Bucher Industries AG (Capital Goods)	38,352
	25	Chocoladefabriken Lindt & Spruengli AG (Food, Beverage & Tobacco)	295,266
	3	Chocoladefabriken Lindt & Spruengli AG (Food, Beverage & Tobacco)	355,309
	8,352	Cie Financiere Richemont SA (Consumer Durables & Apparel)	1,339,294
	7,030	Novartis AG (Pharmaceuticals, Biotechnology & Life Sciences)	645,484
	141	Schindler Holding AG (Capital Goods)	29,838
	2,546	Sonova Holding AG (Health Care Equipment & Services)	751,041
	1,123	Swatch Group AG (The) – Bearer (Consumer Durables & Apparel)	386,751
	5,290	Swatch Group AG (The) – Registered (Consumer Durables & Apparel)	335,421
	45,053	UBS Group AG (Financial Services)	953,358

			5,581,735

	United Kingdom – 8.7%
	20,596	AstraZeneca PLC ADR (Pharmaceuticals, Biotechnology & Life Sciences)	1,429,568
	109,003	Aviva PLC (Insurance)	544,485
	1,367	BAE Systems PLC (Capital Goods)	16,535
	21,497	BP PLC ADR (Energy)	815,596
	31,614	British American Tobacco PLC (Food, Beverage & Tobacco)	1,108,211
	21,000	CK Hutchison Holdings Ltd. (Capital Goods)	129,920
	33,084	Compass Group PLC (Consumer Services)	831,453
	486	DCC PLC (Capital Goods)	28,330
	33,369	Imperial Brands PLC (Food, Beverage & Tobacco)	767,344
	3,743	Inchcape PLC (Consumer Discretionary Distribution & Retail)	35,879
	7,683	Informa PLC (Media & Entertainment)	65,855
	137,594	JD Sports Fashion PLC (Consumer Discretionary Distribution & Retail)	303,013



Shares		Description	Value

	Common Stocks – (continued)
	United Kingdom – (continued)
	9,089	M&G PLC (Financial Services)	$ 22,278
	62,189	NatWest Group PLC (Banks)	202,925
	8,859	Next PLC (Consumer Discretionary Distribution & Retail)	720,059
	32,409	Pearson PLC (Consumer Services)	339,158
	875	Reckitt Benckiser Group PLC (Household & Personal Products)	66,568
	26,756	Smiths Group PLC (Capital Goods)	567,462
	27,499	SSE PLC (Utilities)	613,609
	72,795	Standard Chartered PLC (Banks)	551,718

			9,159,966

	United States – 6.6%
	23,761	Computershare Ltd. (Commercial & Professional Services)	345,134
	30,041	GSK PLC ADR (Pharmaceuticals, Biotechnology & Life Sciences)	1,068,859
	8,394	Nestle SA (Food, Beverage & Tobacco)	1,023,485
	2,548	Roche Holding AG (Pharmaceuticals, Biotechnology & Life Sciences)	728,072
	122,400	Samsonite International SA (Consumer Durables & Apparel)*^(a)	379,532
	13,737	Sanofi (Pharmaceuticals, Biotechnology & Life Sciences)	1,490,174
	4,298	Schneider Electric SE (Capital Goods)	718,299
	42,709	Stellantis NV (Automobiles & Components)	776,719
	30,234	Tenaris SA (Energy)	428,392

			6,958,666

	TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT VEHICLE
	(Cost $95,527,083)		$ 103,087,290



Shares	Dividend Rate	Value

Securities Lending Reinvestment Vehicle – 1.3%^(c)
Goldman Sachs Financial Square Government Fund – Institutional Shares
1,380,760	4.725%	$ 1,380,760
(Cost $1,380,760)

TOTAL INVESTMENTS – 99.2% (Cost $96,907,843)		$104,468,050

OTHER ASSETS IN EXCESS OF LIABILITIES – 0.8%		880,092

NET ASSETS – 100.0%		$105,348,142

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

Non-income producing security.

(a)

Exempt from registration under Rule 144A of the Securities Act of 1933.

(b)

All or a portion of security is on loan.

(c)

Represents an affiliated issuer.



Investment Abbreviations:
ADR		— American Depositary Receipt
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust


Sector Name	% of Market Value
Financials		17.5	%
Industrials		17.1
Consumer Discretionary		14.2
Health Care		14.0
Information Technology		10.0
Consumer Staples		9.2
Materials		5.8
Energy		4.3
Utilities		2.7
Communication Services		2.6
Real Estate		1.3
Securities Lending Reinvestment Vehicle		1.3
TOTAL INVESTMENTS		100.0	%

FUTURES CONTRACTS — At March 31, 2023, the Fund had the following futures contracts:



Shares		Description	Value

	Common Stocks – 98.7%
	Automobiles & Components – 1.0%
	105,486	General Motors Co.	$ 3,869,226

	Banks – 5.5%
	266,734	Bank of America Corp.	7,628,592
	89,263	JPMorgan Chase & Co.	11,631,861
	12,959	M&T Bank Corp.	1,549,508

			20,809,961

	Capital Goods – 8.0%
	20,678	Caterpillar, Inc.	4,731,954
	32,832	Eaton Corp. PLC	5,625,435
	70,629	General Electric Co.	6,752,132
	12,556	Illinois Tool Works, Inc.	3,056,758
	26,017	L3Harris Technologies, Inc.	5,105,576
	60,384	Stanley Black & Decker, Inc.	4,865,743

			30,137,598

	Commercial & Professional Services – 0.6%
	16,812	Waste Connections, Inc.	2,338,045

	Consumer Discretionary Distribution & Retail – 3.8%
	48,133	Amazon.com, Inc.*	4,971,658
	95,786	Foot Locker, Inc.	3,801,746
	50,591	Ross Stores, Inc.	5,369,223

			14,142,627

	Consumer Durables & Apparel – 0.9%
	77,153	Tapestry, Inc.	3,326,066

	Consumer Staples Distribution & Retail – 3.7%
	33,110	Target Corp.	5,484,009
	56,746	Walmart, Inc.	8,367,198

			13,851,207

	Energy – 7.2%
	40,869	Chesapeake Energy Corp.	3,107,679
	53,418	ConocoPhillips	5,299,600
	26,714	EOG Resources, Inc.	3,062,226
	109,605	Exxon Mobil Corp.	12,019,284
	26,940	Hess Corp.	3,565,239

			27,054,028



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts – 2.4%
	19,911	Alexandria Real Estate Equities, Inc. REIT	$ 2,500,622
	15,361	American Tower Corp. REIT	3,138,867
	20,829	AvalonBay Communities, Inc. REIT	3,500,522

			9,140,011

	Financial Services – 10.9%
	27,119	American Express Co.	4,473,279
	20,540	Berkshire Hathaway, Inc., Class B*	6,342,136
	9,058	BlackRock, Inc.	6,060,889
	56,056	Charles Schwab Corp. (The)	2,936,213
	67,147	Fidelity National Information Services, Inc.	3,648,097
	90,099	Morgan Stanley	7,910,692
	85,650	Nasdaq, Inc.	4,682,485
	66,056	PayPal Holdings, Inc.*	5,016,293

			41,070,084

	Food, Beverage & Tobacco – 2.5%
	69,915	Coca-Cola Co. (The)	4,336,828
	128,232	Kraft Heinz Co. (The)	4,958,731

			9,295,559

	Health Care Equipment & Services – 7.8%
	140,072	Boston Scientific Corp.*	7,007,802
	43,400	Centene Corp.*	2,743,314
	11,272	Cooper Cos., Inc. (The)	4,208,514
	81,528	CVS Health Corp.	6,058,346
	35,500	Edwards Lifesciences Corp.*	2,936,915
	50,091	Zimmer Biomet Holdings, Inc.	6,471,757

			29,426,648

	Household & Personal Products – 1.5%
	74,818	Colgate-Palmolive Co.	5,622,573

	Insurance – 2.6%
	32,414	Globe Life, Inc.	3,566,188
	66,937	MetLife, Inc.	3,878,330
	17,805	Progressive Corp. (The)	2,547,183

			9,991,701

	Materials – 6.3%
	33,402	Ashland, Inc.	3,430,719
	66,934	Ball Corp.	3,688,733



Shares		Description	Value

	Common Stocks – (continued)
	Materials – (continued)
	111,595	Freeport-McMoRan, Inc.	$ 4,565,352
	19,485	Linde PLC	6,925,748
	13,949	Martin Marietta Materials, Inc.	4,952,732

			23,563,284

	Media & Entertainment – 5.6%
	72,180	Alphabet, Inc., Class A*	7,487,232
	21,307	Electronic Arts, Inc.	2,566,428
	31,268	Meta Platforms, Inc., Class A*	6,626,940
	24,015	Omnicom Group, Inc.	2,265,575
	184,472	Snap, Inc., Class A*	2,067,931

			21,014,106

	Pharmaceuticals, Biotechnology & Life Sciences – 8.7%
	27,673	AstraZeneca PLC ADR (United Kingdom)	1,920,783
	115,526	Bristol-Myers Squibb Co.	8,007,107
	72,794	Gilead Sciences, Inc.	6,039,718
	73,978	Johnson & Johnson	11,466,590
	14,822	Neurocrine Biosciences, Inc.*	1,500,283
	11,724	Sarepta Therapeutics, Inc.*	1,615,919
	7,127	Waters Corp.*	2,206,733

			32,757,133

	Semiconductors & Semiconductor Equipment – 2.3%
	9,157	KLA Corp.	3,655,200
	69,110	Marvell Technology, Inc.	2,992,463
	31,493	Micron Technology, Inc.	1,900,287

			8,547,950

	Software & Services – 4.7%
	10,135	Adobe, Inc.*	3,905,725
	44,095	Oracle Corp.	4,097,307
	40,816	Salesforce, Inc.*	8,154,221
	14,083	Zscaler, Inc.*	1,645,317

			17,802,570

	Technology Hardware & Equipment – 2.2%
	117,612	Cisco Systems, Inc.	6,148,167
	13,176	Keysight Technologies, Inc.*	2,127,661

			8,275,828



Shares	Description	Value

Common Stocks – (continued)
Telecommunication Services – 1.9%
365,501	AT&T, Inc.	$ 7,035,894

Transportation – 3.0%
25,835	Norfolk Southern Corp.	5,477,020
9,473	Old Dominion Freight Line, Inc.	3,228,777
58,299	United Airlines Holdings, Inc.*	2,579,731

		11,285,528

Utilities – 5.6%
59,668	Ameren Corp.	5,154,718
30,716	Atmos Energy Corp.	3,451,250
33,771	CMS Energy Corp.	2,072,864
84,714	NextEra Energy, Inc.	6,529,755
56,925	Xcel Energy, Inc.	3,839,022

		21,047,609

TOTAL COMMON STOCKS
(Cost $331,110,083)		$371,405,236


Shares	Dividend Rate	Value

Investment Company – 0.0%^(a)
Goldman Sachs Financial Square Government Fund – Institutional Shares
41,254	4.725%	$ 41,254
(Cost $41,254)

TOTAL INVESTMENTS – 98.7% (Cost $331,151,337)		$371,446,490

OTHER ASSETS IN EXCESS OF LIABILITIES – 1.3%		4,749,446

NET ASSETS – 100.0%		$ 376,195,936



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.

(a)		Represents an affiliated issuer.

Investment Abbreviations:
ADR		— American Depositary Receipt
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust



Shares		Description	Value

	Common Stocks – 98.1%
	Automobiles & Components – 1.7%
	8,776	Aptiv PLC*	$ 984,579

	Banks – 0.1%
	3,478	First Republic Bank	48,657

	Capital Goods – 13.1%
	6,668	AMETEK, Inc.	969,060
	4,513	Chart Industries, Inc.*	565,930
	2,686	Cummins, Inc.	641,632
	9,173	Fortive Corp.	625,323
	7,975	ITT, Inc.	688,243
	5,068	Rockwell Automation, Inc.	1,487,205
	6,814	Trane Technologies PLC	1,253,640
	6,058	Woodward, Inc.	589,867
	6,965	Xylem, Inc.	729,236

			7,550,136

	Commercial & Professional Services – 1.5%
	12,310	CoStar Group, Inc.*	847,544

	Consumer Discretionary Distribution & Retail – 5.3%
	5,165	Burlington Stores, Inc.*	1,043,847
	7,516	Etsy, Inc.*	836,756
	1,497	RH*	364,594
	1,543	Ulta Beauty, Inc.*	841,969

			3,087,166

	Consumer Durables & Apparel – 3.5%
	4,336	Lululemon Athletica, Inc.*	1,579,128
	9,967	Tapestry, Inc.	429,677

			2,008,805

	Consumer Services – 2.8%
	1,665	Domino’s Pizza, Inc.	549,234
	10,738	Expedia Group, Inc.*	1,041,908

			1,591,142

	Energy – 4.3%
	6,407	Cheniere Energy, Inc.	1,009,743
	7,776	Devon Energy Corp.	393,543
	4,657	Hess Corp.	616,308



Shares		Description	Value

	Common Stocks – (continued)
	Energy – (continued)
	6,387	Targa Resources Corp.	$ 465,932

			2,485,526

	Equity Real Estate Investment Trusts – 1.3%
	5,584	Ryman Hospitality Properties, Inc. REIT	501,052
	870	SBA Communications Corp. REIT	227,131

			728,183

	Financial Services – 4.9%
	5,870	Discover Financial Services	580,191
	5,770	Jack Henry & Associates, Inc.	869,654
	1,851	MSCI, Inc.	1,035,986
	4,503	Tradeweb Markets, Inc., Class A	355,827

			2,841,658

	Food, Beverage & Tobacco – 3.2%
	10,648	McCormick & Co., Inc.	886,020
	58,987	Utz Brands, Inc.	971,516

			1,857,536

	Health Care Equipment & Services – 10.4%
	949	Align Technology, Inc.*	317,099
	1,563	Cooper Cos., Inc. (The)	583,562
	14,555	Dexcom, Inc.*	1,691,000
	3,914	Insulet Corp.*	1,248,410
	7,008	Veeva Systems, Inc., Class A*	1,288,000
	6,742	Zimmer Biomet Holdings, Inc.	871,066

			5,999,137

	Materials – 7.7%
	6,053	Ashland, Inc.	621,704
	1,584	Avery Dennison Corp.	283,425
	19,931	Ball Corp.	1,098,397
	11,712	Freeport-McMoRan, Inc.	479,138
	2,715	Martin Marietta Materials, Inc.	963,988
	7,291	PPG Industries, Inc.	973,932

			4,420,584

	Media & Entertainment – 4.4%
	10,373	Live Nation Entertainment, Inc.*	726,110
	29,763	Snap, Inc., Class A*	333,643
	16,952	Trade Desk, Inc. (The), Class A*	1,032,546



Shares		Description	Value

	Common Stocks – (continued)
	Media & Entertainment – (continued)
	30,307	Warner Bros Discovery, Inc.*	$ 457,636

			2,549,935

	Pharmaceuticals, Biotechnology & Life Sciences – 10.7%
	3,107	Alnylam Pharmaceuticals, Inc.*	622,394
	716	Argenx SE ADR (Netherlands) *	266,767
	1,057	Biogen, Inc.*	293,878
	4,308	BioMarin Pharmaceutical, Inc.*	418,910
	7,541	Catalent, Inc.*	495,519
	752	Mettler-Toledo International, Inc.*	1,150,718
	5,740	Neurocrine Biosciences, Inc.*	581,003
	4,817	Sarepta Therapeutics, Inc.*	663,927
	2,226	Seagen, Inc.*	450,698
	3,581	West Pharmaceutical Services, Inc.	1,240,709

			6,184,523

	Semiconductors & Semiconductor Equipment – 5.0%
	3,944	Enphase Energy, Inc.*	829,344
	8,475	Entegris, Inc.	695,035
	13,003	Marvell Technology, Inc.	563,030
	5,391	MKS Instruments, Inc.	477,750
	4,068	ON Semiconductor Corp.*	334,878

			2,900,037

	Software & Services – 11.7%
	8,260	Cadence Design Systems, Inc.*	1,735,344
	6,986	Crowdstrike Holdings, Inc., Class A*	958,898
	9,073	Datadog, Inc., Class A*	659,244
	7,439	DocuSign, Inc.*	433,694
	18,741	Dynatrace, Inc.*	792,744
	2,219	HubSpot, Inc.*	951,396
	1,628	Paycom Software, Inc.*	494,928
	6,049	Zscaler, Inc.*	706,705

			6,732,953

	Technology Hardware & Equipment – 3.9%
	11,813	Amphenol Corp., Class A	965,358
	8,097	Keysight Technologies, Inc.*	1,307,504

			2,272,862

	Transportation – 2.6%
	2,873	Old Dominion Freight Line, Inc.	979,234



Shares		Description	Value

	Common Stocks – (continued)
	Transportation – (continued)
	1,916	Saia, Inc.*	$ 521,305

			1,500,539

	TOTAL COMMON STOCKS
	(Cost $47,819,758)		$ 56,591,502


Shares		Dividend Rate	Value

	Investment Company – 0.3%^(a)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	144,239	4.725%	$ 144,239
	(Cost $144,239)


	TOTAL INVESTMENTS – 98.4% (Cost $47,963,997)		$56,735,741

	OTHER ASSETS IN EXCESS OF LIABILITIES – 1.6%		929,513

	NET ASSETS – 100.0%		$57,665,254



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.

(a)		Represents an affiliated issuer.



Investment Abbreviations:
ADR		— American Depositary Receipt
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust



Shares		Description	Value

	Common Stocks – 99.7%
	Automobiles & Components – 0.5%
	17,941	Aptiv PLC*	$ 2,012,801

	Banks – 3.2%
	72,370	Citizens Financial Group, Inc.	2,197,877
	55,574	East West Bancorp, Inc.	3,084,357
	17,288	First Republic Bank	241,859
	37,079	M&T Bank Corp.	4,433,536
	45,257	Pinnacle Financial Partners, Inc.	2,496,376

			12,454,005

	Capital Goods – 15.9%
	29,498	Allegion PLC	3,148,322
	47,866	AMETEK, Inc.	6,956,366
	24,051	Chart Industries, Inc.*	3,015,995
	32,299	Cummins, Inc.	7,715,585
	47,692	Fastenal Co.	2,572,507
	92,035	Fortive Corp.	6,274,026
	71,619	ITT, Inc.	6,180,720
	16,663	L3Harris Technologies, Inc.	3,269,947
	18,027	Rockwell Automation, Inc.	5,290,023
	69,286	Stanley Black & Decker, Inc.	5,583,066
	21,630	Trane Technologies PLC	3,979,487
	4,364	TransDigm Group, Inc.	3,216,486
	52,847	Woodward, Inc.	5,145,712

			62,348,242

	Consumer Discretionary Distribution & Retail – 3.4%
	9,773	Burlington Stores, Inc.*	1,975,123
	46,058	Foot Locker, Inc.	1,828,042
	8,311	RH*	2,024,144
	70,076	Ross Stores, Inc.	7,437,166

			13,264,475

	Consumer Durables & Apparel – 1.4%
	48,868	Capri Holdings Ltd.*	2,296,796
	30,079	Lennar Corp., Class A	3,161,604

			5,458,400



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Services – 3.0%
	72,191	Las Vegas Sands Corp.*	$ 4,147,373
	58,144	Yum! Brands, Inc.	7,679,659

			11,827,032

	Consumer Staples Distribution & Retail – 1.8%
	151,093	Grocery Outlet Holding Corp.*	4,269,888
	49,252	Performance Food Group Co.*	2,971,866

			7,241,754

	Energy – 3.1%
	18,352	Cheniere Energy, Inc.	2,892,275
	35,568	Chesapeake Energy Corp.	2,704,591
	60,070	Devon Energy Corp.	3,040,143
	150,050	Marathon Oil Corp.	3,595,198

			12,232,207

	Equity Real Estate Investment Trusts – 9.5%
	51,936	Alexandria Real Estate Equities, Inc. REIT	6,522,642
	87,108	Americold Realty Trust, Inc. REIT	2,478,223
	36,259	AvalonBay Communities, Inc. REIT	6,093,688
	78,244	CubeSmart REIT	3,616,438
	27,778	EastGroup Properties, Inc. REIT	4,592,259
	43,064	Equity LifeStyle Properties, Inc. REIT	2,890,886
	77,421	Invitation Homes, Inc. REIT	2,417,858
	44,041	Regency Centers Corp. REIT	2,694,428
	68,944	Ventas, Inc. REIT	2,988,722
	86,282	VICI Properties, Inc. REIT	2,814,519

			37,109,663

	Financial Services – 7.5%
	119,319	Carlyle Group, Inc. (The)	3,706,048
	31,189	Discover Financial Services	3,082,721
	52,452	Fidelity National Information Services, Inc.	2,849,717
	27,150	Jack Henry & Associates, Inc.	4,092,048
	6,446	MSCI, Inc.	3,607,762
	82,043	Nasdaq, Inc.	4,485,291
	40,464	Raymond James Financial, Inc.	3,774,077



Shares		Description	Value

	Common Stocks – (continued)
	Financial Services – (continued)
	54,041	Voya Financial, Inc.	$ 3,861,770

			29,459,434

	Food, Beverage & Tobacco – 2.8%
	93,903	Coca-Cola Europacific Partners PLC (United Kingdom)	5,558,118
	41,086	McCormick & Co., Inc.	3,418,766
	112,542	Utz Brands, Inc.	1,853,567

			10,830,451

	Health Care Equipment & Services – 5.3%
	27,210	AmerisourceBergen Corp.	4,356,593
	30,480	Centene Corp.*	1,926,641
	16,650	Cooper Cos., Inc. (The)	6,216,444
	63,768	Zimmer Biomet Holdings, Inc.	8,238,826

			20,738,504

	Insurance – 6.2%
	43,870	Allstate Corp. (The)	4,861,235
	16,421	American Financial Group, Inc.	1,995,152
	75,252	Arch Capital Group Ltd.*	5,107,353
	22,614	Arthur J Gallagher & Co.	4,326,284
	30,123	Globe Life, Inc.	3,314,132
	1,207	Markel Corp.*	1,541,834
	81,241	Unum Group	3,213,894

			24,359,884

	Materials – 10.3%
	51,518	Ashland, Inc.	5,291,414
	58,245	ATI, Inc.*	2,298,348
	129,638	Ball Corp.	7,144,350
	25,800	Celanese Corp.	2,809,362
	62,298	Corteva, Inc.	3,757,192
	35,354	Freeport-McMoRan, Inc.	1,446,332
	23,258	Martin Marietta Materials, Inc.	8,257,986
	25,274	PPG Industries, Inc.	3,376,101
	55,221	Steel Dynamics, Inc.	6,243,286

			40,624,371



Shares		Description	Value

	Common Stocks – (continued)
	Media & Entertainment – 2.9%
	32,645	Electronic Arts, Inc.	$ 3,932,090
	42,985	Live Nation Entertainment, Inc.*	3,008,950
	78,075	Match Group, Inc.*	2,997,299
	95,278	Warner Bros Discovery, Inc.*	1,438,698

			11,377,037

	Pharmaceuticals, Biotechnology & Life Sciences – 3.1%
	8,727	Biogen, Inc.*	2,426,368
	27,991	BioMarin Pharmaceutical, Inc.*	2,721,845
	31,583	Catalent, Inc.*	2,075,319
	10,551	Sarepta Therapeutics, Inc.*	1,454,244
	10,577	West Pharmaceutical Services, Inc.	3,664,613

			12,342,389

	Semiconductors & Semiconductor Equipment – 2.2%
	124,965	Marvell Technology, Inc.	5,410,984
	35,361	MKS Instruments, Inc.	3,133,692

			8,544,676

	Software & Services – 1.5%
	33,046	DocuSign, Inc.*	1,926,582
	47,782	Dynatrace, Inc.*	2,021,179
	4,710	HubSpot, Inc.*	2,019,412

			5,967,173

	Technology Hardware & Equipment – 4.7%
	31,955	Keysight Technologies, Inc.*	5,160,093
	25,873	Motorola Solutions, Inc.	7,403,042
	537,386	Viavi Solutions, Inc.*	5,819,890

			18,383,025

	Transportation – 2.5%
	15,535	Old Dominion Freight Line, Inc.	5,294,949
	8,372	Saia, Inc.*	2,277,854
	48,074	United Airlines Holdings, Inc.*	2,127,275

			9,700,078



Shares		Description	Value

	Common Stocks – (continued)
	Utilities – 8.9%
	217,579	AES Corp. (The)	$ 5,239,302
	83,803	Ameren Corp.	7,239,741
	17,583	American Water Works Co., Inc.	2,575,734
	102,368	CMS Energy Corp.	6,283,348
	25,883	Eversource Energy	2,025,604
	59,764	WEC Energy Group, Inc.	5,665,029
	89,846	Xcel Energy, Inc.	6,059,214

			35,087,972

	TOTAL INVESTMENTS – 99.7% (Cost $344,119,446)		$391,363,573

	OTHER ASSETS IN EXCESS OF LIABILITIES – 0.3%		1,134,151

	NET ASSETS – 100.0%		$392,497,724



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.




Investment Abbreviations:
PLC — Public Limited Company
REIT — Real Estate Investment Trust



Shares		Description	Value

	Common Stocks – 97.6%
	Automobiles & Components – 0.2%
	2,648	Adient PLC*	$ 108,462
	15,509	Luminar Technologies, Inc.*^(a)	100,653
	2,096	Modine Manufacturing Co.*	48,313

			257,428

	Banks – 6.1%
	12,781	Amalgamated Financial Corp.	226,096
	12,114	Ameris Bancorp	443,130
	8,803	Associated Banc-Corp.	158,278
	11,539	Axos Financial, Inc.*	426,020
	1,555	BancFirst Corp.	129,221
	21,365	Bank of NT Butterfield & Son Ltd. (The) (Bermuda)	576,855
	2,258	BankUnited, Inc.	50,986
	6,116	Business First Bancshares, Inc.	104,767
	2,291	Carter Bankshares, Inc.*	32,074
	19,396	Central Pacific Financial Corp.	347,188
	2,025	Esquire Financial Holdings, Inc.	79,178
	2,569	Financial Institutions, Inc.	49,530
	39,421	First BanCorp. (Puerto Rico)	450,188
	6,489	First Bancorp, Inc. (The)	168,000
	2,554	Glacier Bancorp, Inc.	107,294
	6,065	Guaranty Bancshares, Inc.	169,032
	10,243	Hancock Whitney Corp.	372,845
	11,965	Hanmi Financial Corp.	222,190
	2,784	Home Bancorp, Inc.	91,956
	37,011	Hope Bancorp, Inc.	363,448
	10,596	International Bancshares Corp.	453,721
	18,546	Luther Burbank Corp.	175,816
	12,927	Macatawa Bank Corp.	132,114
	4,142	Metrocity Bankshares, Inc.	70,787
	3,011	National Bank Holdings Corp., Class A	100,748
	2,991	Northeast Bank	100,677
	263	Origin Bancorp, Inc.	8,455
	501	Peoples Financial Services Corp.	21,718
	2,199	Renasant Corp.	67,245
	5,932	Seacoast Banking Corp. of Florida	140,588
	1,440	SouthState Corp.	102,614
	10,924	TrustCo Bank Corp.	348,913
	7,757	UMB Financial Corp.	447,734
	9,582	Veritex Holdings, Inc.	174,967

			6,914,373



Shares		Description	Value

	Common Stocks – (continued)
	Capital Goods – 12.5%
	805	AeroVironment, Inc.*	$ 73,786
	5,208	Applied Industrial Technologies, Inc.	740,213
	3,692	Arcosa, Inc.	233,002
	9,359	Array Technologies, Inc.*	204,775
	6,029	Atkore, Inc.*	846,954
	850	Barnes Group, Inc.	34,238
	9,271	Bloom Energy Corp., Class A*	184,771
	734	Boise Cascade Co.	46,425
	2,290	Chart Industries, Inc.*	287,166
	4,329	CIRCOR International, Inc.*	134,718
	5,757	Columbus McKinnon Corp.	213,930
	4,602	Comfort Systems USA, Inc.	671,708
	1,914	Douglas Dynamics, Inc.	61,037
	598	Ducommun, Inc.*	32,717
	5,360	Dycom Industries, Inc.*	501,964
	4,830	Encore Wire Corp.	895,144
	3,781	Enerpac Tool Group Corp.	96,415
	5,774	Franklin Electric Co., Inc.	543,333
	10,736	FTC Solar, Inc.*^(a)	24,156
	4,929	GMS, Inc.*	285,340
	7,705	Griffon Corp.	246,637
	8,731	H&E Equipment Services, Inc.	386,172
	862	Herc Holdings, Inc.	98,182
	3,950	Kennametal, Inc.	108,941
	14,898	Kratos Defense & Security Solutions, Inc.*	200,825
	3,106	Manitowoc Co., Inc. (The)*	53,082
	3,654	Miller Industries, Inc.	129,169
	895	Moog, Inc., Class A	90,171
	38,890	MRC Global, Inc.*	378,011
	12,520	Mueller Industries, Inc.	919,970
	4,190	National Presto Industries, Inc.	302,057
	3,527	Northwest Pipe Co.*	110,148
	42,280	NOW, Inc.*	471,422
	10,660	Powell Industries, Inc.	454,009
	1,263	RBC Bearings, Inc.*	293,938
	7,266	Rush Enterprises, Inc., Class A	396,724
	1,940	Shoals Technologies Group, Inc., Class A*	44,213
	7,190	Simpson Manufacturing Co., Inc.	788,312
	1,569	SunPower Corp.*	21,715
	2,337	Thermon Group Holdings, Inc.*	58,238
	7,061	Titan International, Inc.*	73,999
	6,430	Titan Machinery, Inc.*	195,794
	47,592	Triumph Group, Inc.*	551,591
	5,885	Tutor Perini Corp.*	36,310



Shares		Description	Value

	Common Stocks – (continued)
	Capital Goods – (continued)
	221	Veritiv Corp.	$ 29,866
	2,724	Vicor Corp.*	127,865
	22,475	Wabash National Corp.	552,660
	4,777	Watts Water Technologies, Inc., Class A	804,065
	10,482	Zurn Elkay Water Solutions Corp.	223,896

			14,259,774

	Commercial & Professional Services – 3.3%
	51,997	Alight, Inc., Class A*	478,892
	9,740	Brady Corp., Class A	523,330
	11,591	BrightView Holdings, Inc.*	65,141
	5,845	CBIZ, Inc.*	289,269
	4,375	Deluxe Corp.	70,000
	14,498	Ennis, Inc.	305,763
	2,914	ExlService Holdings, Inc.*	471,573
	8,079	Exponent, Inc.	805,396
	347	Forrester Research, Inc.*	11,225
	4,998	Franklin Covey Co.*	192,273
	1,067	HNI Corp.	29,705
	9,272	IBEX Holdings Ltd.*	226,237
	1,783	NV5 Global, Inc.*	185,379
	4,505	Red Violet, Inc.*	79,288

			3,733,471

	Consumer Discretionary Distribution & Retail – 2.2%
	1,477	Academy Sports & Outdoors, Inc.	96,374
	3,826	Asbury Automotive Group, Inc.*	803,460
	2,785	Boot Barn Holdings, Inc.*	213,442
	1,031	Buckle, Inc. (The)	36,796
	18,349	CarParts.com, Inc.*	97,984
	2,185	Cato Corp. (The), Class A	19,315
	3,250	Murphy USA, Inc.	838,663
	103,948	RealReal, Inc. (The)*^(a)	130,974
	6,086	Sally Beauty Holdings, Inc.*	94,820
	143	Winmark Corp.	45,822
	3,897	Zumiez, Inc.*	71,861

			2,449,511

	Consumer Durables & Apparel – 3.9%
	6,832	Acushnet Holdings Corp.	348,022
	7,907	Crocs, Inc.*	999,761
	4,985	Dream Finders Homes, Inc., Class A*^(a)	66,051
	14,396	Fossil Group, Inc.*	46,067
	32,352	GoPro, Inc., Class A*	162,731



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Durables & Apparel – (continued)
	4,191	Installed Building Products, Inc.	$ 477,900
	5,514	Landsea Homes Corp.*^(a)	33,415
	6,607	LGI Homes, Inc.*	753,396
	11,771	M/I Homes, Inc.*	742,632
	4,625	Malibu Boats, Inc., Class A*	261,081
	2,903	Meritage Homes Corp.	338,954
	1,418	Movado Group, Inc.	40,796
	818	Sturm Ruger & Co., Inc.	46,986
	4,898	Topgolf Callaway Brands Corp.*	105,895

			4,423,687

	Consumer Services – 5.0%
	415	Biglari Holdings, Inc., Class B*	70,218
	6,223	Chuy’s Holdings, Inc.*	223,095
	13,370	Coursera, Inc.*	154,022
	10,681	Dave & Buster’s Entertainment, Inc.*	392,954
	2,394	Duolingo, Inc.*	341,361
	29,689	Everi Holdings, Inc.*	509,166
	16,285	First Watch Restaurant Group, Inc.*	261,537
	1,481	Golden Entertainment, Inc.*	64,438
	52	Graham Holdings Co., Class B	30,984
	28,581	International Game Technology PLC	765,971
	26,862	Laureate Education, Inc.	315,897
	993	Monarch Casino & Resort, Inc.	73,631
	20,622	Portillo’s, Inc., Class A*	440,692
	11,527	Red Rock Resorts, Inc., Class A	513,758
	78,254	Sabre Corp.*	335,710
	669	Shake Shack, Inc., Class A*	37,123
	1,545	Stride, Inc.*	60,641
	2,164	Texas Roadhouse, Inc.	233,842
	4,784	Wingstop, Inc.	878,247

			5,703,287

	Consumer Staples Distribution & Retail – 0.5%
	5,159	Chefs’ Warehouse, Inc. (The)*	175,664
	2,984	Natural Grocers by Vitamin Cottage, Inc.	35,062
	5,152	PriceSmart, Inc.	368,265

			578,991

	Energy – 7.7%
	362	Arch Resources, Inc.	47,589
	37,669	Ardmore Shipping Corp. (Ireland)	560,138
	2,602	Cactus, Inc., Class A	107,280
	2,138	Chord Energy Corp.	287,775



Shares		Description	Value

	Common Stocks – (continued)
	Energy – (continued)
	5,731	Civitas Resources, Inc.	$ 391,657
	17,564	Comstock Resources, Inc.	189,516
	1,906	CONSOL Energy, Inc.	111,063
	57,998	DHT Holdings, Inc.	626,958
	4,780	Dorian LPG Ltd.	95,313
	10,992	Dril-Quip, Inc.*	315,360
	26,419	Equitrans Midstream Corp.	152,702
	22,667	Frontline PLC (Norway) ^(a)	375,366
	28,942	Golar LNG Ltd. (Cameroon) *	625,147
	15,967	International Seaways, Inc.	665,505
	22,104	Kosmos Energy Ltd. (Ghana) *	164,454
	582	Matador Resources Co.	27,732
	1,440	Nabors Industries Ltd.*	175,550
	21,338	NexTier Oilfield Solutions, Inc.*	169,637
	80,245	Nordic American Tankers Ltd.	317,770
	2,086	Oil States International, Inc.*	17,376
	2,854	Patterson-UTI Energy, Inc.	33,392
	4,537	PBF Energy, Inc., Class A	196,724
	10,170	Peabody Energy Corp.*	260,352
	37,294	RPC, Inc.	286,791
	14,628	Scorpio Tankers, Inc. (Monaco)	823,703
	62,337	SFL Corp. Ltd. (Norway)	592,201
	942	SM Energy Co.	26,527
	49,301	Teekay Corp. (Bermuda) *	304,680
	14,282	Teekay Tankers Ltd., Class A (Canada) *	613,126
	5,790	Tidewater, Inc.*	255,223

			8,816,607

	Equity Real Estate Investment Trusts – 6.5%
	6,163	Apartment Investment and Management Co., Class A REIT	47,394
	17,919	Apple Hospitality REIT, Inc. REIT	278,103
	47,170	Chatham Lodging Trust REIT	494,813
	5,754	Community Healthcare Trust, Inc. REIT	210,596
	71,748	DiamondRock Hospitality Co. REIT	583,311
	24,830	Equity Commonwealth REIT	514,229
	2,842	Four Corners Property Trust, Inc. REIT	76,336
	20,281	Independence Realty Trust, Inc. REIT	325,105
	6,789	Kite Realty Group Trust REIT	142,026
	61,362	LXP Industrial Trust REIT	632,642
	5,516	Macerich Co. (The) REIT	58,470
	13,904	NexPoint Residential Trust, Inc. REIT	607,188
	37,606	Outfront Media, Inc. REIT	610,345
	62,837	RLJ Lodging Trust REIT	666,072



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts – (continued)
	6,537	Ryman Hospitality Properties, Inc. REIT	$ 586,565
	9,130	Service Properties Trust REIT	90,935
	24,336	STAG Industrial, Inc. REIT	823,044
	6,731	Summit Hotel Properties, Inc. REIT	47,117
	1,852	Tanger Factory Outlet Centers, Inc. REIT	36,355
	4,767	Terreno Realty Corp. REIT	307,948
	34,157	Uniti Group, Inc. REIT	121,257
	8,898	Xenia Hotels & Resorts, Inc. REIT	116,475

			7,376,326

	Financial Services – 4.2%
	974	Alerus Financial Corp.	15,633
	15,770	A-Mark Precious Metals, Inc.	546,431
	7,561	Arbor Realty Trust, Inc. REIT	86,876
	41,061	ARMOUR Residential REIT, Inc. REIT	215,570
	22,433	Banco Latinoamericano de Comercio Exterior SA, Class E (Panama)	389,886
	1,484	Blackstone Mortgage Trust, Inc., Class A REIT	26,489
	21,653	BrightSpire Capital, Inc. REIT	127,753
	19,719	EVERTEC, Inc. (Puerto Rico)	665,516
	35,404	EZCORP, Inc., Class A*	304,474
	182	FirstCash Holdings, Inc.	17,357
	494	Focus Financial Partners, Inc., Class A*	25,624
	1,102	Hamilton Lane, Inc., Class A	81,526
	6,939	I3 Verticals, Inc., Class A*	170,214
	5,356	KKR Real Estate Finance Trust, Inc. REIT	61,005
	9,180	Merchants Bancorp	239,047
	27,455	MFA Financial, Inc. REIT	272,354
	12,090	Nexpoint Real Estate Finance, Inc. REIT	189,450
	2,455	NMI Holdings, Inc., Class A*	54,820
	3,122	Oppenheimer Holdings, Inc., Class A	122,226
	1,764	PennyMac Financial Services, Inc.	105,152
	4,528	PJT Partners, Inc., Class A	326,876
	8,428	Radian Group, Inc.	186,259
	5,338	Regional Management Corp.	139,268
	2,642	Repay Holdings Corp.*	17,358
	16,514	StoneCo Ltd., Class A (Brazil) *	157,544
	1,629	StoneX Group, Inc.*	168,650
	812	World Acceptance Corp.*	67,632

			4,780,990

	Food, Beverage & Tobacco – 2.1%
	2,731	B&G Foods, Inc.	42,413



Shares		Description	Value

	Common Stocks – (continued)
	Food, Beverage & Tobacco – (continued)
	943	Celsius Holdings, Inc.*	$ 87,642
	865	Coca-Cola Consolidated, Inc.	462,844
	3,237	Hostess Brands, Inc.*	80,537
	7,296	John B. Sanfilippo & Son, Inc.	707,128
	2,232	National Beverage Corp.*	117,671
	47,488	Primo Water Corp.	728,941
	26,472	SunOpta, Inc. (Canada) *	203,834

			2,431,010

	Health Care Equipment & Services – 6.8%
	569	Addus HomeCare Corp.*	60,746
	12,298	Alignment Healthcare, Inc.*	78,215
	3,261	AMN Healthcare Services, Inc.*	270,533
	6,561	AngioDynamics, Inc.*	67,841
	5,847	Artivion, Inc.*	76,596
	5,316	AtriCure, Inc.*	220,348
	10,244	Brookdale Senior Living, Inc.*	30,220
	13,981	Cano Health, Inc.*	12,723
	19,794	Community Health Systems, Inc.*	96,991
	191	CorVel Corp.*	36,343
	7,986	Ensign Group, Inc. (The)	762,982
	23,235	Health Catalyst, Inc.*	271,152
	2,696	HealthEquity, Inc.*	158,282
	5,591	HealthStream, Inc.*	151,516
	35,450	Hims & Hers Health, Inc.*	351,664
	459	Inari Medical, Inc.*	28,339
	2,224	Inspire Medical Systems, Inc.*	520,572
	3,942	iRadimed Corp.	155,118
	17,754	Joint Corp. (The)*	298,800
	1,866	Lantheus Holdings, Inc.*	154,057
	5,371	LeMaitre Vascular, Inc.	276,445
	5,172	LivaNova PLC*	225,396
	2,435	National HealthCare Corp.	141,400
	5,911	NuVasive, Inc.*	244,183
	8,105	Option Care Health, Inc.*	257,496
	2,427	Patterson Cos., Inc.	64,971
	4,551	Pediatrix Medical Group, Inc.*	67,855
	15,088	Pennant Group, Inc. (The)*	215,457
	2,969	PetIQ, Inc.*	33,965
	6,726	Phreesia, Inc.*	217,182
	9,735	Progyny, Inc.*	312,688
	331	RadNet, Inc.*	8,285
	7,635	Select Medical Holdings Corp.	197,365
	2,999	Shockwave Medical, Inc.*	650,273



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Services – (continued)
	5,478	Surgery Partners, Inc.*	$ 188,827
	5,532	Surmodics, Inc.*	126,019
	827	TransMedics Group, Inc.*	62,629
	3,384	Utah Medical Products, Inc.	320,702
	15,227	Varex Imaging Corp.*	276,979

			7,691,155

	Household & Personal Products – 1.1%
	23,631	Beauty Health Co. (The)*	298,460
	11,472	elf Beauty, Inc.*	944,719

			1,243,179

	Insurance – 4.8%
	20,062	American Equity Investment Life Holding Co.	732,062
	7,387	AMERISAFE, Inc.	361,594
	11,338	BRP Group, Inc., Class A*	288,666
	35,479	CNO Financial Group, Inc.	787,279
	29,733	Crawford & Co., Class A	248,568
	16,663	Employers Holdings, Inc.	694,680
	8,511	Genworth Financial, Inc., Class A*	42,725
	15,260	Goosehead Insurance, Inc., Class A*	796,572
	887	Investors Title Co.	133,937
	1,448	Kinsale Capital Group, Inc.	434,617
	8,721	Palomar Holdings, Inc.*	481,399
	10,411	Stewart Information Services Corp.	420,084

			5,422,183

	Materials – 4.7%
	9,411	Aspen Aerogels, Inc.*	70,112
	10,557	ATI, Inc.*	416,579
	15,555	Carpenter Technology Corp.	696,242
	77,366	Coeur Mining, Inc.*	308,690
	4,223	Commercial Metals Co.	206,505
	23,846	Constellium SE*	364,367
	7,853	Haynes International, Inc.	393,357
	9,141	HB Fuller Co.	625,701
	4,951	Innospec, Inc.	508,319
	2,687	Livent Corp.*	58,362
	9,241	LSB Industries, Inc.*	95,460
	331	Materion Corp.	38,396
	10,705	Minerals Technologies, Inc.	646,796
	1,427	Orion Engineered Carbons SA (Germany)	37,230
	16,481	Summit Materials, Inc., Class A*	469,544
	7,003	Tronox Holdings PLC	100,703



Shares		Description	Value

	Common Stocks – (continued)
	Materials – (continued)
	179	United States Lime & Minerals, Inc.	$ 27,332
	7,688	Warrior Met Coal, Inc.	282,226

			5,345,921

	Media & Entertainment – 2.5%
	7,105	Bumble, Inc., Class A*	138,903
	17,101	Clear Channel Outdoor Holdings, Inc.*	20,521
	130	Daily Journal Corp.*	37,045
	7,491	DHI Group, Inc.*	29,065
	23,090	EW Scripps Co. (The), Class A*	217,277
	14,111	fuboTV, Inc.*^(a)	17,074
	34,332	Gray Television, Inc.	299,375
	1,887	IMAX Corp.*	36,193
	6,763	Magnite, Inc.*	62,625
	7,571	Shutterstock, Inc.	549,654
	23,136	Sinclair Broadcast Group, Inc., Class A	397,014
	13,089	TechTarget, Inc.*	472,775
	17,716	Thryv Holdings, Inc.*	408,531
	48,798	Vimeo, Inc.*	186,896

			2,872,948

	Pharmaceuticals, Biotechnology & Life Sciences – 7.8%
	10,544	ACADIA Pharmaceuticals, Inc.*	198,438
	25,105	Adaptive Biotechnologies Corp.*	221,677
	3,920	ALX Oncology Holdings, Inc.*	17,718
	39,257	Amicus Therapeutics, Inc.*	435,360
	4,207	Amphastar Pharmaceuticals, Inc.*	157,763
	2,378	Apellis Pharmaceuticals, Inc.*	156,853
	37,594	Aurinia Pharmaceuticals, Inc. (Canada) *	412,030
	1,932	Axsome Therapeutics, Inc.*	119,166
	3,622	Beam Therapeutics, Inc.*	110,906
	3,265	BioCryst Pharmaceuticals, Inc.*	27,230
	7,355	Biohaven Ltd.*	100,469
	24,445	CareDx, Inc.*	223,427
	14,476	Catalyst Pharmaceuticals, Inc.*	240,012
	1,025	Celldex Therapeutics, Inc.*	36,880
	8,649	CryoPort, Inc.*	207,576
	7,809	Deciphera Pharmaceuticals, Inc.*	120,649
	6,528	Denali Therapeutics, Inc.*	150,405
	4,299	Eagle Pharmaceuticals, Inc.*	121,963
	2,171	Edgewise Therapeutics, Inc.*	14,481
	4,545	Enanta Pharmaceuticals, Inc.*	183,800
	6,717	Erasca, Inc.*	20,218
	6,409	Generation Bio Co.*	27,559



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals, Biotechnology & Life Sciences – (continued)
	19,933	Gossamer Bio, Inc.*	$ 25,116
	4,736	Harmony Biosciences Holdings, Inc.*	154,630
	3,817	Heron Therapeutics, Inc.*	5,764
	4,399	IGM Biosciences, Inc.*	60,442
	18,109	ImmunoGen, Inc.*	69,539
	1,420	Insmed, Inc.*	24,211
	1,983	Intellia Therapeutics, Inc.*	73,906
	6,376	Intercept Pharmaceuticals, Inc.*	85,630
	38,525	Iovance Biotherapeutics, Inc.*	235,388
	3,224	iTeos Therapeutics, Inc.*	43,879
	751	IVERIC bio, Inc.*	18,272
	4,420	KalVista Pharmaceuticals, Inc.*	34,741
	819	Karuna Therapeutics, Inc.*	148,763
	10,249	Kiniksa Pharmaceuticals Ltd., Class A*	110,279
	10,687	Kodiak Sciences, Inc.*	66,259
	434	Madrigal Pharmaceuticals, Inc.*	105,141
	4,394	Medpace Holdings, Inc.*	826,292
	7,067	MeiraGTx Holdings PLC*	36,536
	4,621	Myriad Genetics, Inc.*	107,346
	13,310	NanoString Technologies, Inc.*	131,769
	3,147	Nurix Therapeutics, Inc.*	27,945
	1,022	PepGen, Inc.*	12,499
	24,321	Phibro Animal Health Corp., Class A	372,598
	11,834	PMV Pharmaceuticals, Inc.*	56,448
	22,610	Praxis Precision Medicines, Inc.*^(a)	18,291
	11,372	Prestige Consumer Healthcare, Inc.*	712,228
	1,349	Prometheus Biosciences, Inc.*	144,775
	7,144	PTC Therapeutics, Inc.*	346,055
	2,871	Rallybio Corp.*	16,393
	493	RAPT Therapeutics, Inc.*	9,047
	3,463	Recursion Pharmaceuticals, Inc., Class A*	23,098
	2,564	REGENXBIO, Inc.*	48,485
	3,650	Replimune Group, Inc.*	64,459
	3,203	Sage Therapeutics, Inc.*	134,398
	16,441	Sana Biotechnology, Inc.*^(a)	53,762
	5,129	SIGA Technologies, Inc.	29,492
	51,831	Sutro Biopharma, Inc.*	239,459
	1,880	Twist Bioscience Corp.*	28,350
	44,253	Vanda Pharmaceuticals, Inc.*	300,478
	9,139	Veracyte, Inc.*	203,800
	8,737	Vericel Corp.*	256,169
	959	Vir Biotechnology, Inc.*	22,316



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals, Biotechnology & Life Sciences – (continued)
	3,018	Viridian Therapeutics, Inc.*	$ 76,778

			8,865,806

	Real Estate Management & Development – 0.2%
	5,217	Cushman & Wakefield PLC*	54,987
	25,855	Newmark Group, Inc., Class A	183,053
	4,442	Redfin Corp.*	40,245

			278,285

	Semiconductors & Semiconductor Equipment – 2.2%
	1,863	Ambarella, Inc.*	144,233
	4,880	Axcelis Technologies, Inc.*	650,260
	748	Cohu, Inc.*	28,716
	5,961	Diodes, Inc.*	552,942
	2,543	FormFactor, Inc.*	80,995
	944	Impinj, Inc.*	127,931
	12,743	MaxLinear, Inc.*	448,681
	3,266	Power Integrations, Inc.	276,434
	851	Silicon Laboratories, Inc.*	149,002
	512	Synaptics, Inc.*	56,909

			2,516,103

	Software & Services – 6.5%
	30,540	8x8, Inc.*	127,352
	6,579	Alarm.com Holdings, Inc.*	330,792
	9,927	American Software, Inc., Class A	125,179
	11,556	Amplitude, Inc., Class A*	143,757
	6,485	Appian Corp., Class A*	287,804
	12,514	Asana, Inc., Class A*	264,421
	1,900	Box, Inc., Class A*	50,901
	13,692	Brightcove, Inc.*	60,929
	27,032	Clear Secure, Inc., Class A	707,427
	12,441	CommVault Systems, Inc.*	705,902
	1,671	Consensus Cloud Solutions, Inc.*	56,964
	803	Domo, Inc., Class B*	11,395
	488	Ebix, Inc.	6,437
	2,171	EngageSmart, Inc.*	41,792
	12,874	Fastly, Inc., Class A*	228,642
	253	MicroStrategy, Inc., Class A*^(a)	73,957
	14,771	Momentive Global, Inc.*	137,666
	5,847	PagerDuty, Inc.*	204,528
	1,686	Perficient, Inc.*	121,712
	15,718	PROS Holdings, Inc.*	430,673
	11,656	Q2 Holdings, Inc.*	286,971



Shares		Description	Value

	Common Stocks – (continued)
	Software & Services – (continued)
	1,199	Rapid7, Inc.*	$ 55,046
	1,689	Riot Platforms, Inc.*	16,873
	7,091	Sapiens International Corp. NV (Israel)	154,017
	8,637	Sprout Social, Inc., Class A*	525,821
	4,990	SPS Commerce, Inc.*	759,977
	3,121	Squarespace, Inc., Class A*	99,154
	1,321	Tenable Holdings, Inc.*	62,761
	6,795	Varonis Systems, Inc.*	176,738
	7,139	Workiva, Inc.*	731,105
	23,836	Yext, Inc.*	229,064
	13,303	Zuora, Inc., Class A*	131,434

			7,347,191

	Technology Hardware & Equipment – 4.1%
	4,994	Advanced Energy Industries, Inc.	489,412
	6,486	Belden, Inc.	562,790
	3,099	Benchmark Electronics, Inc.	73,415
	2,071	Clearfield, Inc.*	96,467
	1,053	CTS Corp.	52,081
	5,602	ePlus, Inc.*	274,722
	3,805	Extreme Networks, Inc.*	72,752
	5,106	Fabrinet (Thailand) *	606,389
	1,076	FARO Technologies, Inc.*	26,480
	24,441	Harmonic, Inc.*	356,594
	2,780	Identiv, Inc.*	17,069
	11,693	NetScout Systems, Inc.*	335,004
	3,447	nLight, Inc.*	35,091
	2,401	PC Connection, Inc.	107,949
	2,676	Sanmina Corp.*	163,209
	5,965	Super Micro Computer, Inc.*	635,571
	24,547	TTM Technologies, Inc.*	331,139
	14,097	Viavi Solutions, Inc.*	152,671
	5,234	Vishay Precision Group, Inc.*	218,572

			4,607,377

	Telecommunication Services – 0.4%
	40,720	Globalstar, Inc.*	47,235
	715	IDT Corp., Class B*	24,367
	6,076	Iridium Communications, Inc.	376,287
	1,309	Ooma, Inc.*	16,376

			464,265

	Transportation – 1.9%
	63,127	Costamare, Inc. (Monaco)	594,025



Shares		Description	Value

	Common Stocks – (continued)
	Transportation – (continued)
	26,519	Eneti, Inc.	$ 247,953
	6,587	Genco Shipping & Trading Ltd.	103,152
	18,884	Golden Ocean Group Ltd. (Norway) ^(a)	179,776
	29,664	Marten Transport Ltd.	621,461
	3,699	PAM Transportation Services, Inc.*	105,902
	88,084	Safe Bulkers, Inc. (Greece)	325,030
	689	Sun Country Airlines Holdings, Inc.*	14,124

			2,191,423

	Utilities – 0.4%
	5,758	Montauk Renewables, Inc.*	45,315
	4,723	Northwest Natural Holding Co.	224,626
	2,820	ONE Gas, Inc.	223,429

			493,370

	TOTAL COMMON STOCKS (Cost $108,346,490)		$111,064,661


Shares		Dividend Rate	Value

	Investment Company– 0.9%^(b)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	1,059,680	4.725%	$ 1,059,680
	(Cost $1,059,680)

	TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT VEHICLE (Cost $109,406,170)		$112,124,341


Shares		Dividend Rate	Value

	Securities Lending Reinvestment Vehicle – 0.8%^(b)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	886,218	4.725%	$886,218
	(Cost $886,218)

	TOTAL INVESTMENTS – 99.3% (Cost $110,292,388)		$113,010,559

	OTHER ASSETS IN EXCESS OF LIABILITIES – 0.7%		799,231

	NET ASSETS – 100.0%		$113,809,790



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.

FUTURES CONTRACTS — At March 31, 2023, the Fund had the following futures contracts:



Shares		Description	Value

	Common Stocks – 98.2%
	Automobiles & Components – 2.8%
	16,096	Aptiv PLC*	$ 1,805,810
	31,384	Tesla, Inc.*	6,510,925

			8,316,735

	Capital Goods – 2.8%
	6,482	Boeing Co. (The)*	1,376,971
	12,767	Caterpillar, Inc.	2,921,600
	4,129	Deere & Co.	1,704,782
	8,195	Rockwell Automation, Inc.	2,404,823

			8,408,176

	Commercial & Professional Services – 1.5%
	30,426	CoStar Group, Inc.*	2,094,830
	18,624	Waste Connections, Inc.	2,590,040

			4,684,870

	Consumer Discretionary Distribution & Retail – 7.7%
	161,210	Amazon.com, Inc.*	16,651,381
	13,640	Etsy, Inc.*	1,518,541
	5,972	RH*	1,454,481
	33,550	Ross Stores, Inc.	3,560,661

			23,185,064

	Consumer Durables & Apparel – 2.8%
	10,580	Lululemon Athletica, Inc.*	3,853,130
	38,225	NIKE, Inc., Class B	4,687,914

			8,541,044

	Consumer Services – 1.6%
	736	Chipotle Mexican Grill, Inc.*	1,257,302
	12,602	McDonald’s Corp.	3,523,645

			4,780,947

	Energy – 0.3%
	6,493	Cheniere Energy, Inc.	1,023,297

	Equity Real Estate Investment Trusts – 1.6%
	11,911	American Tower Corp. REIT	2,433,893
	3,322	Equinix, Inc. REIT	2,395,295

			4,829,188



Shares		Description	Value

	Common Stocks – (continued)
	Financial Services – 6.4%
	36,599	Charles Schwab Corp. (The)	$ 1,917,055
	24,902	Mastercard, Inc., Class A	9,049,636
	4,410	MSCI, Inc.	2,468,233
	28,869	PayPal Holdings, Inc.*	2,192,312
	16,797	Visa, Inc., Class A	3,787,052

			19,414,288

	Food, Beverage & Tobacco – 3.1%
	50,327	Coca-Cola Co. (The)	3,121,784
	46,708	McCormick & Co., Inc.	3,886,573
	8,040	Mondelez International, Inc., Class A	560,549
	31,846	Monster Beverage Corp.*	1,720,002

			9,288,908

	Health Care Equipment & Services – 6.2%
	80,378	Boston Scientific Corp.*	4,021,311
	4,399	Humana, Inc.	2,135,539
	6,617	Insulet Corp.*	2,110,558
	12,989	Intuitive Surgical, Inc.*	3,318,300
	11,665	UnitedHealth Group, Inc.	5,512,762
	8,210	Veeva Systems, Inc., Class A*	1,508,916

			18,607,386

	Household & Personal Products – 2.3%
	8,470	Estee Lauder Cos., Inc. (The), Class A	2,087,516
	33,649	Procter & Gamble Co. (The)	5,003,270

			7,090,786

	Materials – 4.1%
	28,231	Freeport-McMoRan, Inc.	1,154,930
	11,500	Linde PLC	4,087,560
	5,603	Martin Marietta Materials, Inc.	1,989,401
	22,289	Sherwin-Williams Co. (The)	5,009,899

			12,241,790

	Media & Entertainment – 6.4%
	94,674	Alphabet, Inc., Class A*	9,820,534
	72,370	Alphabet, Inc., Class C*	7,526,480
	19,617	Live Nation Entertainment, Inc.*	1,373,190



Shares		Description	Value

	Common Stocks – (continued)
	Media & Entertainment – (continued)
	63,889	Snap, Inc., Class A*	$ 716,196

			19,436,400

	Pharmaceuticals, Biotechnology & Life Sciences – 7.9%
	7,774	Alnylam Pharmaceuticals, Inc.*	1,557,288
	5,013	Argenx SE ADR (Netherlands) *	1,867,743
	46,275	AstraZeneca PLC ADR (United Kingdom)	3,211,948
	21,398	BioMarin Pharmaceutical, Inc.*	2,080,741
	20,515	Catalent, Inc.*	1,348,041
	2,501	Danaher Corp.	630,352
	16,692	Eli Lilly & Co.	5,732,367
	21,343	Gilead Sciences, Inc.	1,770,829
	3,451	Illumina, Inc.*	802,530
	14,300	Sarepta Therapeutics, Inc.*	1,970,969
	4,181	Waters Corp.*	1,294,563
	4,182	West Pharmaceutical Services, Inc.	1,448,937

			23,716,308

	Semiconductors & Semiconductor Equipment – 8.1%
	7,889	Enphase Energy, Inc.*	1,658,899
	8,132	KLA Corp.	3,246,050
	99,235	Marvell Technology, Inc.	4,296,876
	52,904	NVIDIA Corp.	14,695,144
	5,049	ON Semiconductor Corp.*	415,634

			24,312,603

	Software & Services – 19.3%
	16,480	Accenture PLC, Class A	4,710,149
	4,463	Adobe, Inc.*	1,719,906
	8,320	Atlassian Corp., Class A*	1,424,135
	2,487	HubSpot, Inc.*	1,066,301
	119,415	Microsoft Corp.	34,427,344
	33,954	Oracle Corp.	3,155,006
	25,752	Salesforce, Inc.*	5,144,735
	7,899	ServiceNow, Inc.*	3,670,823
	15,073	Snowflake, Inc., Class A*	2,325,613
	6,106	Zscaler, Inc.*	713,364

			58,357,376



Shares	Description	Value

Common Stocks – (continued)
Technology Hardware & Equipment – 12.0%
28,903	Amphenol Corp., Class A		$ 2,361,953
205,133	Apple, Inc.		33,826,432

			36,188,385

Transportation – 1.3%
11,772	Old Dominion Freight Line, Inc.		4,012,368

TOTAL COMMON STOCKS (Cost $165,213,399)			$296,435,919



Shares	Dividend Rate	Value

Investment Company– 1.9%^(a)
Goldman Sachs Financial Square Government Fund – Institutional Shares
5,685,480	4.725%	$ 5,685,480
(Cost $5,685,480)

TOTAL INVESTMENTS – 100.1% (Cost $170,898,879)		$302,121,399

LIABILITIES IN EXCESS OF OTHER ASSETS – (0.1)%		(218,141)

NET ASSETS – 100.0%		$301,903,258



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.

(a)		Represents an affiliated issuer.




Investment Abbreviations:
ADR		— American Depositary Receipt
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust



Shares		Description	Value

	Common Stocks – 99.3%
	Automobiles & Components – 2.0%
	89,195	General Motors Co.	$ 3,271,673
	12,937	Tesla, Inc.*	2,683,910

			5,955,583

	Banks – 2.5%
	82,553	Citigroup, Inc.	3,870,910
	14,836	East West Bancorp, Inc.	823,398
	16,898	JPMorgan Chase & Co.	2,201,978
	13,233	US Bancorp	477,050

			7,373,336

	Capital Goods – 7.1%
	24,212	AMETEK, Inc.	3,518,730
	1,640	Caterpillar, Inc.	375,297
	6,445	Fortive Corp.	439,356
	14,704	General Dynamics Corp.	3,355,600
	40,809	Howmet Aerospace, Inc.	1,729,077
	44,629	Johnson Controls International PLC	2,687,558
	8,407	Lockheed Martin Corp.	3,974,241
	32,266	nVent Electric PLC	1,385,502
	30,319	Otis Worldwide Corp.	2,558,924
	2,344	Textron, Inc.	165,557
	1,438	Trane Technologies PLC	264,563
	997	United Rentals, Inc.	394,573

			20,848,978

	Commercial & Professional Services – 1.1%
	6,385	Cintas Corp.	2,954,212
	1,254	Republic Services, Inc.	169,566

			3,123,778

	Consumer Discretionary Distribution & Retail – 3.8%
	54,385	Amazon.com, Inc.*	5,617,427
	11,335	CarMax, Inc.*	728,614
	28,783	Chewy, Inc., Class A*	1,075,908
	52,980	LKQ Corp.	3,007,145
	41,187	Macy’s, Inc.	720,360

			11,149,454

	Consumer Services – 3.3%
	2,137	Airbnb, Inc., Class A*	265,842
	1,585	Booking Holdings, Inc.*	4,204,070



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Services – (continued)
	22,647	Hilton Worldwide Holdings, Inc.	$ 3,190,283
	20,477	Starbucks Corp.	2,132,270

			9,792,465

	Consumer Staples Distribution & Retail – 1.7%
	9,926	Costco Wholesale Corp.	4,931,932

	Energy – 4.6%
	12,237	Antero Resources Corp.*	282,552
	7,015	Cheniere Energy, Inc.	1,105,564
	25,497	Chevron Corp.	4,160,090
	9,045	Exxon Mobil Corp.	991,875
	4,900	HF Sinclair Corp.	237,062
	183,087	Kinder Morgan, Inc.	3,205,853
	11,073	Marathon Petroleum Corp.	1,492,973
	2,763	Phillips 66	280,113
	2,197	Schlumberger NV	107,873
	56,395	Williams Cos., Inc. (The)	1,683,955

			13,547,910

	Equity Real Estate Investment Trusts – 5.2%
	4,176	Camden Property Trust REIT	437,812
	15,150	Crown Castle, Inc. REIT	2,027,676
	4,006	First Industrial Realty Trust, Inc. REIT	213,119
	179,534	Host Hotels & Resorts, Inc. REIT	2,960,516
	5,556	Iron Mountain, Inc. REIT	293,968
	4,371	Lamar Advertising Co., Class A REIT	436,619
	5,508	Mid-America Apartment Communities, Inc. REIT	831,928
	21,895	National Storage Affiliates Trust REIT	914,773
	86,270	Park Hotels & Resorts, Inc. REIT	1,066,297
	29,654	Prologis, Inc. REIT	3,699,930
	4,635	SBA Communications Corp. REIT	1,210,059
	27,142	Ventas, Inc. REIT	1,176,606

			15,269,303

	Financial Services – 9.6%
	66,808	Bank of New York Mellon Corp. (The)	3,035,756
	25,132	Berkshire Hathaway, Inc., Class B*	7,760,008
	10,051	Capital One Financial Corp.	966,504
	19,979	CME Group, Inc.	3,826,378
	29,219	Invesco Ltd.	479,192



Shares		Description	Value

	Common Stocks – (continued)
	Financial Services – (continued)
	3,609	Moody’s Corp.	$ 1,104,426
	3,522	MSCI, Inc.	1,971,228
	46,255	PayPal Holdings, Inc.*	3,512,605
	7,321	S&P Global, Inc.	2,524,061
	2,693	State Street Corp.	203,833
	85,225	Synchrony Financial	2,478,343
	1,064	Visa, Inc., Class A	239,889

			28,102,223

	Food, Beverage & Tobacco – 3.6%
	16,225	General Mills, Inc.	1,386,589
	56,985	Mondelez International, Inc., Class A	3,972,994
	29,031	PepsiCo, Inc.	5,292,351

			10,651,934

	Health Care Equipment & Services – 6.7%
	78,659	Boston Scientific Corp.*	3,935,310
	47,386	Centene Corp.*	2,995,269
	13,933	Cigna Group (The)	3,560,299
	48,705	CVS Health Corp.	3,619,269
	6,880	Edwards Lifesciences Corp.*	569,182
	6,385	Elevance Health, Inc.	2,935,887
	2,642	Globus Medical, Inc., Class A*	149,643
	4,931	Guardant Health, Inc.*	115,583
	1,680	UnitedHealth Group, Inc.	793,951
	5,023	Veeva Systems, Inc., Class A*	923,177

			19,597,570

	Insurance – 2.9%
	3,809	Arch Capital Group Ltd.*	258,517
	9,691	Chubb Ltd.	1,881,798
	18,938	Marsh & McLennan Cos., Inc.	3,154,124
	56,783	MetLife, Inc.	3,290,007
	608	Progressive Corp. (The)	86,981

			8,671,427

	Materials – 2.0%
	1,791	Axalta Coating Systems Ltd.*	54,250
	3,308	Eagle Materials, Inc.	485,449
	65,598	Element Solutions, Inc.	1,266,697
	567	International Flavors & Fragrances, Inc.	52,141
	6,719	Mosaic Co. (The)	308,268



Shares		Description	Value

	Common Stocks – (continued)
	Materials – (continued)
	1,344	Nucor Corp.	$ 207,608
	15,117	Sherwin-Williams Co. (The)	3,397,848

			5,772,261

	Media & Entertainment – 4.7%
	70,087	Alphabet, Inc., Class C*	7,289,048
	256	Charter Communications, Inc., Class A*	91,548
	8,002	Live Nation Entertainment, Inc.*	560,140
	8,578	Meta Platforms, Inc., Class A*	1,818,022
	8,759	Netflix, Inc.*	3,026,059
	13,654	Trade Desk, Inc. (The), Class A*	831,665
	16,901	TripAdvisor, Inc.*	335,654

			13,952,136

	Pharmaceuticals, Biotechnology & Life Sciences – 10.5%
	13,536	AbbVie, Inc.	2,157,232
	684	Agilent Technologies, Inc.	94,624
	20,616	Bristol-Myers Squibb Co.	1,428,895
	2,593	Danaher Corp.	653,540
	177,498	Elanco Animal Health, Inc.*	1,668,481
	45,257	Gilead Sciences, Inc.	3,754,973
	30,175	Incyte Corp.*	2,180,747
	10,067	IQVIA Holdings, Inc.*	2,002,226
	36,587	Johnson & Johnson	5,670,985
	26,767	Merck & Co., Inc.	2,847,741
	508	Mettler-Toledo International, Inc.*	777,347
	3,678	Moderna, Inc.*	564,867
	21,706	QIAGEN NV*	996,957
	60,595	Royalty Pharma PLC, Class A	2,183,238
	12,151	Vertex Pharmaceuticals, Inc.*	3,828,416

			30,810,269

	Semiconductors & Semiconductor Equipment – 4.5%
	1,449	Analog Devices, Inc.	285,772
	1,032	First Solar, Inc.*	224,460
	701	Lam Research Corp.	371,614
	42,256	Microchip Technology, Inc.	3,540,208
	465	Monolithic Power Systems, Inc.	232,751
	15,749	NVIDIA Corp.	4,374,600
	14,982	NXP Semiconductors NV (China)	2,793,768
	18,803	ON Semiconductor Corp.*	1,547,863

			13,371,036



Shares		Description	Value

	Common Stocks – (continued)
	Software & Services – 14.7%
	7,626	Accenture PLC, Class A	$ 2,179,587
	12,435	Adobe, Inc.*	4,792,076
	2,512	ANSYS, Inc.*	835,994
	16,230	Autodesk, Inc.*	3,378,437
	27,358	Fortinet, Inc.*	1,818,213
	9,522	Gartner, Inc.*	3,101,982
	3,869	GoDaddy, Inc., Class A*	300,699
	53,424	Microsoft Corp.	15,402,139
	1,308	MongoDB, Inc.*	304,921
	8,880	Okta, Inc.*	765,811
	13,537	Palo Alto Networks, Inc.*	2,703,880
	5,176	Salesforce, Inc.*	1,034,061
	7,598	ServiceNow, Inc.*	3,530,942
	4,798	Snowflake, Inc., Class A*	740,283
	10,080	Splunk, Inc.*	966,470
	671	Synopsys, Inc.*	259,174
	8,252	Wix.com Ltd. (Israel) *	823,550
	1,518	Zoom Video Communications, Inc., Class A*	112,089
	1,018	Zscaler, Inc.*	118,933

			43,169,241

	Technology Hardware & Equipment – 7.6%
	109,815	Apple, Inc.	18,108,493
	1,257	Arista Networks, Inc.*	211,000
	13,497	Cisco Systems, Inc.	705,556
	197,201	Hewlett Packard Enterprise Co.	3,141,412
	753	Teledyne Technologies, Inc.*	336,862

			22,503,323

	Telecommunication Services – 0.5%
	70,451	Liberty Global PLC, Class C (United Kingdom) *	1,435,791

	Transportation – 0.7%
	23,662	CSX Corp.	708,440
	2,240	Knight-Swift Transportation Holdings, Inc.	126,739
	8,644	Ryder System, Inc.	771,391



Shares		Description	Value

	Common Stocks – (continued)
	Transportation – (continued)
	2,609	United Parcel Service, Inc., Class B	$ 506,120

			2,112,690

	TOTAL INVESTMENTS – 99.3% (Cost $244,375,605)		$292,142,640

	OTHER ASSETS IN EXCESS OF LIABILITIES – 0.7%		2,147,929

	NET ASSETS – 100.0%		$294,290,569



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

*		Non-income producing security.




Investment Abbreviations:
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust

FUTURES CONTRACTS — At March 31, 2023, the Fund had the following futures contracts:

Investment Valuation — The Funds’ valuation policy is to value investments at fair value.

Investments and Fair Value Measurements — U.S. GAAP defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds’ policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly;

Level 3 — Prices or valuations that require significant unobservable inputs (including GSAM’s assumptions in determining fair value measurement).

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. With respect to the Funds’ investments that do not have readily available market quotations, the Trustees have designated the Adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940 (the “Valuation Designee”). GSAM has day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds’ investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

A. Level 1 and Level 2 Fair Value Investments — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

Equity Securities — Equity securities traded on a U.S. securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e. where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under the Valuation Procedures and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

Money Market Funds — Investments in the Goldman Sachs Financial Square Government Fund (“Underlying Money Market Fund”) are valued at the NAV per share of the Institutional Share class on the day of valuation. These investments are generally classified as Level 1 of the fair value hierarchy. For information regarding the Underlying Money Market Fund’s accounting policies and investment holdings, please see the Underlying Money Market Fund’s shareholder report.

Derivative Contracts — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Statements of Assets and Liabilities as either due to broker/receivable for collateral on certain derivative contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules of Investments.

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models,

calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

i. Futures Contracts — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, a Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by a Fund equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

B. Level 3 Fair Value Investments — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of a Fund’s investments may be determined under the Valuation Procedures. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining a Fund’s NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investments are classified as Level 3 investments.

C. Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of March 31, 2023:

For further information regarding security characteristics, see the Schedules of Investments.

D. Securities Lending — The Large Cap Value, Mid Cap Growth, Mid Cap Value and Strategic Growth Funds may lend their securities through a securities lending agent, the Bank of New York Mellon (“BNYM”), to certain qualified borrowers. Pursuant to exemptive relief granted by the Securities and Exchange Commission (“SEC”) and the terms and conditions contained therein, the Equity Index, International Equity Insights, Small Cap Equity Insights and U. S. Equity Insights Funds may lend their securities through a securities lending agent, Goldman Sachs Agency Lending (“GSAL”), a wholly-owned subsidiary of Goldman Sachs, to certain qualified borrowers including Goldman Sachs and affiliates. In accordance with the Funds’ securities lending procedures, the Funds receive cash collateral at least equal to the market value of the securities on loan. The market value of the loaned securities is determined at the close of business of the Funds, at their last sale price or official closing price on the principal exchange or system on which they are traded, and any additional required collateral is delivered to the Funds on the next business day. As with other extensions of credit, the Funds may experience delay in the recovery of their securities or incur a loss should the borrower of the securities breach its agreement with the Funds or become insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan. Dividend income received from securities on loan may not be subject to withholding taxes and therefore withholding taxes paid may differ from the amounts listed in the Statements of Operations. Loans of securities are terminable at any time and as such 1) the remaining contractual maturities of the outstanding securities lending transactions are considered to be overnight and continuous and 2) the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

The Equity Index, International Equity Insights, Large Cap Value, Mid Cap Growth, Mid Cap Value, Small Cap Equity Insights, Strategic Growth and U.S. Equity Insights Funds invest the cash collateral received in connection with securities lending transactions in the Goldman Sachs Financial Square Government Fund (“Government Money Market Fund”), an affiliated series of the Goldman Sachs Trust. The Government Money Market Fund is registered under the Act as an open end investment company, is subject to Rule 2a-7 under the Act, and is managed by GSAM, for which GSAM may receive a management fee of up to 0.16% on an annualized basis of the average daily net assets of the Government Money Market Fund.

In the event of a default by a borrower with respect to any loan, GSAL will, and BNYM may, exercise any and all remedies provided under the applicable borrower agreement to make the Funds whole. These remedies include purchasing replacement securities by applying the collateral held from the defaulting broker against the purchase cost of the replacement securities. If GSAL or BNYM are unable to purchase replacement securities, GSAL and/or BNYM will indemnify the Funds by paying the Funds an amount equal to the market value of the securities loaned minus the value of cash collateral received from the borrower for the loan, subject to an exclusion for any shortfalls resulting from a loss of value in such cash collateral due to reinvestment risk. The Funds’ master netting agreements with certain borrowers provide the right, in the event of a default (including bankruptcy or insolvency), for the non-defaulting party to liquidate the collateral and calculate net exposure to the defaulting party or request additional collateral. However, in the event of a default by a borrower, a resolution authority could determine that such rights are not enforceable due to the restrictions or prohibitions against the right of set-off that may be imposed in accordance with a particular jurisdiction’s bankruptcy or insolvency laws. The Funds’ loaned securities were all subject to enforceable Securities Lending Agreements and the value of the collateral was at least equal to the value of the cash received.

Derivatives Risk — The Funds’ use of derivatives and other similar instruments (collectively referred to in this paragraph as“derivatives”) may result in loss, including due to adverse market movements. Derivatives, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other assets and instruments, may increase market exposure and be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying assets or instruments may produce disproportionate losses to the Funds. Certain derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not, or lacks the capacity or authority to, fulfill its contractual obligations, liquidity risk, which includes the risk that the Funds will not be able to exit the derivative when it is advantageous to do so, and risks arising

from margin requirements, which include the risk that the Funds will be required to pay additional margin or set aside additional collateral to maintain open derivative positions. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation; less public information; less stringent investor protections; less stringent accounting, corporate governance, financial reporting and disclosure standards; and less economic, political and social stability in the countries in which a Fund invests. The imposition of sanctions, exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or from problems in registration, settlement or custody, may also result in losses. The type and severity of sanctions and other similar measures, including counter sanctions and other retaliatory actions, that may be imposed could vary broadly in scope, and their impact is impossible to predict. For example, the imposition of sanctions and other similar measures could, among other things, cause a decline in the value and/or liquidity of securities issued by the sanctioned country or companies located in or economically tied to the sanctioned country and increase market volatility and disruption in the sanctioned country and throughout the world. Sanctions and other similar measures could limit or prevent a Fund from buying and selling securities (in the sanctioned country and other markets), significantly delay or prevent the settlement of securities transactions, and significantly impact a Fund’s liquidity and performance. Foreign risk also involves the risk of negative foreign currency exchange rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in, or economically tied to, emerging markets, these risks may be more pronounced.

Foreign Custody Risk — A Fund invests in foreign securities, and as such the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy. Investments in emerging markets may be subject to even greater custody risks than investments in more developed markets. Custody services in emerging market countries are very often undeveloped and may be considerably less well regulated than in more developed countries, and thus may not afford the same level of investor protection as would apply in developed countries.

Investments in Other Investment Companies Risk — As a shareholder of another investment company, a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund.

Large Shareholder Transactions Risk — A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include a Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund’s NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. In addition, a large redemption could result in a Fund’s current expenses being allocated over a smaller asset base, leading to an increase in the Fund’s expense ratio. Similarly, large Fund share purchases may adversely affect a Fund’s performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund’s NAV and dilute remaining investors’ interests. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with a Fund’s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

Market and Credit Risks — In the normal course of business, a Fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, acts of terrorism, social unrest, natural disasters, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments. Additionally, a Fund may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.

Non-Diversification Risk — The Strategic Growth Fund is non-diversified, meaning that it is permitted to invest a larger percentage of its assets in one or more issuers or in fewer issuers than diversified mutual funds. Thus, the Fund may be more susceptible to adverse developments affecting any single issuer held in its portfolio, and may be more susceptible to greater losses because of these developments.


Description	Number of Contracts	Expiration Date	Notional Amount		Unrealized Appreciation/ (Depreciation)

Long position contracts:
EURO STOXX 50 Index	8	06/16/23	$	369,685	$	19,157
FTSE 100 Index	1	06/16/23		94,235		958
TOPIX Index	1	06/08/23		150,894		(654	)

Total Futures Contracts					$	19,461


EQUITY INDEX FUND

Investment Type	Level 1			Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Asia	$	227,873		$	—	$	—
North America		161,425,207			—		—

Total	$	161,653,080		$	—	$	—

Derivative Type

Assets^(b)
Futures Contracts	$	14,370		$	—	$	—

Total	$	14,370		$	—	$	—

INTERNATIONAL EQUITY INSIGHTS FUND

Investment Type	Level 1			Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Africa		—			273,942		—
Asia		277,020			24,623,847		—
Europe		2,625,296			57,964,881		—
North America		1,068,859			5,889,807		—
Oceania		—			10,363,638		—
Securities Lending Reinvestment Vehicle		1,380,760			—		—

Total	$	5,351,935		$	99,116,115	$	—

Derivative Type

Assets^(b)
Futures Contracts		20,115			—		—

Total	$	20,115		$	—	$	—

Derivative Type

Liabilities^(b)
Futures Contracts	$	(654	)	$	—	$	—

Total	$	(654	)	$	—	$	—



LARGE CAP VALUE FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe	$	1,920,783	$	—	$	—
North America		369,484,453		—		—
Investment Company		41,254		—		—

Total	$	371,446,490	$	—	$	—

MID CAP GROWTH FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe		266,767		—		—
North America		56,324,735		—		—
Investment Company		144,239		—		—

Total	$	56,735,741	$	—	$	—

MID CAP VALUE FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe		5,558,118		—		—
North America		385,805,455		—		—

Total	$	391,363,573	$	—	$	—

SMALL CAP EQUITY INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Africa		789,601		—		—
Asia		760,406		—		—
Europe		3,487,469		—		—
North America		105,869,641		—		—
South America		157,544		—		—
Investment Company		1,059,680		—		—
Securities Lending Reinvestment Vehicle		886,218		—		—

Total	$	113,010,559	$	—	$	—

Derivative Type

Assets^(b)
Futures Contracts	$	27,014	$	—	$	—

Total	$	27,014	$	—	$	—



STRATEGIC GROWTH FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe		5,079,691		—		—
North America		291,356,228		—		—
Investment Company		5,685,480		—		—

Total	$	302,121,399	$	—	$	—

U.S. EQUITY INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Asia		3,617,318		—		—
Europe		1,435,791		—		—
North America		287,089,531		—		—

Total	$	292,142,640	$	—	$	—

Derivative Type

Assets^(b)
Futures Contracts		36,409		—		—

Total	$	36,409	$	—	$	—